FMR CORP
13F-HR, 2000-05-15
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United States
Securities and Exchange Commission
Washington, D.C.  20549

FORM 13F

FORM 13F Cover Page

Report for the Calendar Year or Quarter Ended: March 31, 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.			May 15, 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:		7,133

Form 13F Information Table Value Total:		$626,451,920	(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    75316   681600 SH       DEFINED 02 13 15          0        0   681600
LERNOUT & HAUSPIE SPEECH PRODS COM              B5628B104    40001   362000 SH       DEFINED 19 21 34          0        0   362000
LERNOUT & HAUSPIE SPEECH PRODS COM              B5628B104     9094    82300 SH       DEFINED 03            82300        0        0
CELANESE AG                    ORD              D1497A101     8400   409060 SH       DEFINED 07 09 19          0        0   409060
CELANESE AG                    ORD              D1497A101     9249   450180 SH       DEFINED 21 22             0        0   450180
DAIMLERCHRYSLER AG             ORD              D1668R123     4842    74008 SH       DEFINED 07 15 21          0        0    74008
DAIMLERCHRYSLER AG             ORD              D1668R123       65     1000 SH       DEFINED 34                0        0     1000
ACE LTD                        ORD              G0070K103    92728  4053700 SH       DEFINED 02 07 09          0        0  4053700
ACE LTD                        ORD              G0070K103    64610  2824500 SH       DEFINED 12 15 16          0        0  2824500
ACE LTD                        ORD              G0070K103    86881  3798100 SH       DEFINED 19 21 22          0        0  3798100
ACE LTD                        ORD              G0070K103    41616  1819300 SH       DEFINED 28 34             0        0  1819300
ACE LTD                        ORD              G0070K103     9792   428075 SH       DEFINED 03            92175        0   335900
AMDOCS LTD                     ORD              G02602103    53694   728680 SH       DEFINED 02 09 11          0        0   728680
AMDOCS LTD                     ORD              G02602103   161794  2195684 SH       DEFINED 15 20 21          0        0  2195684
AMDOCS LTD                     ORD              G02602103    34533   468647 SH       DEFINED 28 30 32          0        0   468647
AMDOCS LTD                     ORD              G02602103     9151   124200 SH       DEFINED 34                0        0   124200
AMDOCS LTD                     ORD              G02602103     2284    31002 SH       DEFINED 03            29402        0     1600
APEX SILVER MINES LTD          ORD              G04074103      149    14800 SH       DEFINED 15                0        0    14800
DSG INTL LTD                   ORD              G28471103     3248   565000 SH       DEFINED 07                0        0   565000
EL SITIO INC                   ORD              G30177102    24312  1134100 SH       DEFINED 02 07 13          0        0  1134100
EL SITIO INC                   ORD              G30177102     1427    66600 SH       DEFINED 19 21             0        0    66600
XCELERA COM INC                COM              G31611109    68800   430000 SH       DEFINED 16                0        0   430000
EVEREST RE GROUP LTD           COM              G3223R108    16071   492600 SH       DEFINED 02 06 07          0        0   492600
EVEREST RE GROUP LTD           COM              G3223R108    38575  1182400 SH       DEFINED 09 15 16          0        0  1182400
EVEREST RE GROUP LTD           COM              G3223R108    47821  1465800 SH       DEFINED 20 22 26          0        0  1465800
EVEREST RE GROUP LTD           COM              G3223R108    28334   868500 SH       DEFINED 28 32 34          0        0   868500
EVEREST RE GROUP LTD           COM              G3223R108      701    21500 SH       DEFINED 03             3800        0    17700
FLAG TELECOM HOLDINGS LTD      ORD              G3529L102    10307   455600 SH       DEFINED 13 20 21          0        0   455600
FLAG TELECOM HOLDINGS LTD      ORD              G3529L102     2009    88800 SH       DEFINED 32                0        0    88800
FLAG TELECOM HOLDINGS LTD      ORD              G3529L102      466    20600 SH       DEFINED 03            20600        0        0
GEMSTAR INTL GROUP LTD         ORD              G3788V106   601957  6999500 SH       DEFINED 02 11 13          0        0  6999500
GEMSTAR INTL GROUP LTD         ORD              G3788V106   258438  3005100 SH       DEFINED 15 16 28          0        0  3005100
GEMSTAR INTL GROUP LTD         ORD              G3788V106    14233   165500 SH       DEFINED 34                0        0   165500
GEMSTAR INTL GROUP LTD         ORD              G3788V106    18060   210000 SH       DEFINED 03           141100        0    68900
GLOBAL CROSSING LTD            COM              G3921A100    32095   784000 SH       DEFINED 13 15             0        0   784000
GLOBAL CROSSING LTD            COM              G3921A100    23455   572960 SH       DEFINED 03           572960        0        0
GLOBALSTAR TELECOMMUNICTNS LTD COM              G3930H104    10320   743800 SH       DEFINED 11 15             0        0   743800
HELEN OF TROY CORP LTD         COM              G4388N106    19490  2835000 SH       DEFINED 07                0        0  2835000
IPC HLDGS LTD                  ORD              G4933P101    30036  2503000 SH       DEFINED 07                0        0  2503000
LASALLE RE HLDGS LTD           ORD              G5383Q101    20662  1502700 SH       DEFINED 07                0        0  1502700
LORAL SPACE & COMMUNICATIONS   COM              G56462107    67361  6612167 SH       DEFINED 09 15 20          0        0  6612167
LORAL SPACE & COMMUNICATIONS   COM              G56462107     3734   366600 SH       DEFINED 22 25 27          0        0   366600
LORAL SPACE & COMMUNICATIONS   COM              G56462107    14730  1445933 SH       DEFINED 32 03             0        0  1445933
LORAL SPACE & COMMUNICATIONS   PFD CONV C 6%    G56462149    19443   627200 SH       DEFINED 09 22             0        0   627200
LORAL SPACE & COMMUNICATIONS   PFD CONV C 6%    G56462149     1364    44000 SH       DEFINED 03            25300        0    18700
NOVEL DENIM HLDGS LTD          ORD              G6674P109      866   235000 SH       DEFINED 07                0        0   235000
OPENTV CORP                    CL A             G67543101   105318   889700 SH       DEFINED 11 13 21          0        0   889700
OPENTV CORP                    CL A             G67543101     2852    24100 SH       DEFINED 28                0        0    24100
PARTNERRE LTD                  COM              G6852T105     9074   246500 SH       DEFINED 02 12 15          0        0   246500
PARTNERRE LTD                  COM              G6852T105    81944  2226000 SH       DEFINED 16 20 22          0        0  2226000
PARTNERRE LTD                  COM              G6852T105    43954  1194000 SH       DEFINED 28 32 34          0        0  1194000
PARTNERRE LTD                  COM              G6852T105     1737    47200 SH       DEFINED 03                0        0    47200
PEAK INTL LTD                  ORD              G69586108    17278  1749700 SH       DEFINED 07 15             0        0  1749700
PXRE GROUP LTD                 COM              G73018106    12326   725063 SH       DEFINED 07                0        0   725063
RENAISSANCE RE HLDGS LTD       COM              G7496G103    27216   665850 SH       DEFINED 02 07 15          0        0   665850
RENAISSANCE RE HLDGS LTD       COM              G7496G103    35510   868750 SH       DEFINED 16 19 20          0        0   868750
RENAISSANCE RE HLDGS LTD       COM              G7496G103     7337   179500 SH       DEFINED 21 26 28          0        0   179500
RENAISSANCE RE HLDGS LTD       COM              G7496G103     6413   156900 SH       DEFINED 32 34             0        0   156900
RENAISSANCE RE HLDGS LTD       COM              G7496G103     7251   177400 SH       DEFINED 03           177400        0        0
RSL COMMUNICATIONS LTD         CL A             G7702U102     5191   216300 SH       DEFINED 09 28 30          0        0   216300
SANTA FE INTL CORP             ORD              G7805C108    23480   634600 SH       DEFINED 02 13 15          0        0   634600
SANTA FE INTL CORP             ORD              G7805C108    17445   471500 SH       DEFINED 28 34             0        0   471500
SANTA FE INTL CORP             ORD              G7805C108    30702   829800 SH       DEFINED 03           829800        0        0
STIRLING COOKE BROWN HLDGS LTD ORD              G84951105     1749   811200 SH       DEFINED 07                0        0   811200
HILFIGER TOMMY CORP            ORD              G8915Z102       14     1000 SH       DEFINED 02 15 34          0        0     1000
TRANSOCEAN SEDCO FOREX INC     ORD              G90078109    18257   355810 SH       DEFINED 02 08 09          0        0   355810
TRANSOCEAN SEDCO FOREX INC     ORD              G90078109   186520  3634984 SH       DEFINED 10 12 13          0        0  3634984
TRANSOCEAN SEDCO FOREX INC     ORD              G90078109    91530  1783780 SH       DEFINED 15 23 28          0        0  1783780
TRANSOCEAN SEDCO FOREX INC     ORD              G90078109     4019    78339 SH       DEFINED 30 34             0        0    78339
TRANSOCEAN SEDCO FOREX INC     ORD              G90078109    10202   198834 SH       DEFINED 03           198370        0      464
TRITON ENERGY LTD              ORD              G90751101      368    10500 SH       DEFINED 02                0        0    10500
XOMA LTD                       ORD              G9825R107     5194   670300 SH       DEFINED 15 26             0        0   670300
XL CAP LTD                     CL A             G98255105    26364   476100 SH       DEFINED 02 06 07          0        0   476100
XL CAP LTD                     CL A             G98255105    44212   797900 SH       DEFINED 09 15 16          0        0   797900
XL CAP LTD                     CL A             G98255105   116108  2096880 SH       DEFINED 19 20 21          0        0  2096880
XL CAP LTD                     CL A             G98255105   204881  3699700 SH       DEFINED 22 28 30          0        0  3699700
XL CAP LTD                     CL A             G98255105    27776   501600 SH       DEFINED 32 34             0        0   501600
XL CAP LTD                     CL A             G98255105      260     4700 SH       DEFINED 03             1500        0     3200
MILLICOM INTL CELLULAR S A     ORD              L6388F102    14048   246200 SH       DEFINED 09 12 28          0        0   246200
MILLICOM INTL CELLULAR S A     ORD              L6388F102       30      530 SH       DEFINED 30                0        0      530
SBS BROADCASTING SA            ORD              L8137F102     3972    64600 SH       DEFINED 12 26             0        0    64600
STOLT COMEX SEAWAY SA          COM              L8873E103    13264   932970 SH       DEFINED 02 12 21          0        0   932970
STOLT COMEX SEAWAY SA          COM              L8873E103    27697  1978400 SH       DEFINED 22 28             0        0  1978400
AUDIOCODES LTD                 ORD              M15342104    70784   705200 SH       DEFINED 13 20 32          0        0   705200
AUDIOCODES LTD                 ORD              M15342104     1545    15400 SH       DEFINED 03            15400        0        0
CHECK POINT SOFTWARE TECH LTD  ORD              M22465104    10674    62400 SH       DEFINED 02 11 15          0        0    62400
CHECK POINT SOFTWARE TECH LTD  ORD              M22465104    68476   400300 SH       DEFINED 16 19 21          0        0   400300
CHECK POINT SOFTWARE TECH LTD  ORD              M22465104     3421    20000 SH       DEFINED 34                0        0    20000
ELSCINT LTD NEW                ORD              M40168102    10175  1480000 SH       DEFINED 07                0        0  1480000
ESC MEDICAL SYS LTD            ORD              M40868107    28427  2445350 SH       DEFINED 07 28             0        0  2445350
FORSOFT LTD                    ORD NEW          M46544108    11125   831800 SH       DEFINED 32                0        0   831800
GILAT SATELLITE NETWORKS LTD   ORD              M51474100     3142    26800 SH       DEFINED 19 21             0        0    26800
INTERNET GOLD-GOLDEN LINES LTD ORD              M56595107     5792   232300 SH       DEFINED 19 21             0        0   232300
METALINK LTD                   ORD              M69897102    15779   411200 SH       DEFINED 02 12 13          0        0   411200
METALINK LTD                   ORD              M69897102     2452    63900 SH       DEFINED 16 28             0        0    63900
ORBOTECH LTD                   ORD              M75253100     7148    84100 SH       DEFINED 02 19 21          0        0    84100
VOCALTEC COMMUNICATIONS LTD    ORD              M97601104      474    16300 SH       DEFINED 02 21             0        0    16300
ASM LITHOGRAPHY HLDG N V       N Y SHS          N07059111    64178   574300 SH       DEFINED 02 13 15          0        0   574300
ASM LITHOGRAPHY HLDG N V       N Y SHS          N07059111   104866   938400 SH       DEFINED 20 22 28          0        0   938400
ASM LITHOGRAPHY HLDG N V       N Y SHS          N07059111     9722    87000 SH       DEFINED 32 34             0        0    87000
ASM LITHOGRAPHY HLDG N V       N Y SHS          N07059111    55226   494200 SH       DEFINED 03           484200        0    10000
CNH GLOBAL N V                 ORD              N20935107    10888  1102600 SH       DEFINED 07 15 26          0        0  1102600
CORE LABORATORIES N V          COM              N22717107     2246    77300 SH       DEFINED 19 21             0        0    77300
KPNQWEST N V                   CL C             N50919104    66650  1229600 SH       DEFINED 13 19 20          0        0  1229600
KPNQWEST N V                   CL C             N50919104    11188   208300 SH       DEFINED 21 32             0        0   208300
KPNQWEST N V                   CL C             N50919104     3246    61100 SH       DEFINED 03            61100        0        0
METRON TECHNOLOGY N V          ORD              N5665B105        6      300 SH       DEFINED 02 12 28          0        0      300
ORTHOFIX INTL N V              COM              N6748L102    17678  1010217 SH       DEFINED 07 15 19          0        0  1010217
ORTHOFIX INTL N V              COM              N6748L102    10977   627300 SH       DEFINED 21                0        0   627300
ORTHOFIX INTL N V              COM              N6748L102      873    49900 SH       DEFINED 03            49900        0        0
QIAGEN N V                     ORD              N72482107      421     3100 SH       DEFINED 02 12 28          0        0     3100
BANCO LATINOAMERICANO DE EXPO  CL E             P16994132    12311   464600 SH       DEFINED 19 21             0        0   464600
ELAMEX S A DE C V              ORD              P36209107     1757   309000 SH       DEFINED 19 21             0        0   309000
PANAMERICAN BEVERAGES INC      CL A             P74823108      512    29050 SH       DEFINED 02 07 15          0        0    29050
PANAMERICAN BEVERAGES INC      CL A             P74823108     4563   258900 SH       DEFINED 19 21 34          0        0   258900
SUN INTL HOTELS LTD            ORD              P8797T133       21     1100 SH       DEFINED 02 15 34          0        0     1100
ROYAL CARIBBEAN CRUISES LTD    COM              V7780T103    22360   798600 SH       DEFINED 02 12 15          0        0   798600
ROYAL CARIBBEAN CRUISES LTD    COM              V7780T103    23962   853100 SH       DEFINED 21 22 23          0        0   853100
ROYAL CARIBBEAN CRUISES LTD    COM              V7780T103    10825   386640 SH       DEFINED 28 30 34          0        0   386640
ASE TEST LTD                   ORD              Y02516105    10170   350700 SH       DEFINED 13 21             0        0   350700
ASE TEST LTD                   ORD              Y02516105    10332   356300 SH       DEFINED 03           356300        0        0
CREATIVE TECHNOLOGY LTD        ORD              Y1775U107      920    29000 SH       DEFINED 21 03             0        0    29000
FLEXTRONICS INTL LTD           ORD              Y2573F102    37782   536400 SH       DEFINED 02 05 06          0        0   536400
FLEXTRONICS INTL LTD           ORD              Y2573F102   159273  2261200 SH       DEFINED 09 10 12          0        0  2261200
FLEXTRONICS INTL LTD           ORD              Y2573F102   303155  4303900 SH       DEFINED 13 15 16          0        0  4303900
FLEXTRONICS INTL LTD           ORD              Y2573F102    74684  1060300 SH       DEFINED 19 21 22          0        0  1060300
FLEXTRONICS INTL LTD           ORD              Y2573F102   348714  4950690 SH       DEFINED 23 28 30          0        0  4950690
FLEXTRONICS INTL LTD           ORD              Y2573F102    10037   142500 SH       DEFINED 34                0        0   142500
FLEXTRONICS INTL LTD           ORD              Y2573F102    38160   541760 SH       DEFINED 03           283660        0   258100
GIGAMEDIA LTD                  ORD              Y2711Y104     2576    47500 SH       DEFINED 02 13 21          0        0    47500
GIGAMEDIA LTD                  ORD              Y2711Y104      821    15142 SH       DEFINED 03            12100        0     3042
KOREA THRUNET CO LTD           CL A             Y49975108     4754   122900 SH       DEFINED 19 21 03          0        0   122900
OMI CORP NEW                   COM              Y6476W104     4576  1200500 SH       DEFINED 02 19 21          0        0  1200500
OMI CORP NEW                   COM              Y6476W104     3627   951500 SH       DEFINED 22 26 03          0        0   951500
PACIFIC INTERNET LTD           ORD              Y66183107        3      100 SH       DEFINED 28                0        0      100
TEEKAY SHIPPING MARSHALL ISLND COM              Y8564W103    20252   734800 SH       DEFINED 02 09 12          0        0   734800
TEEKAY SHIPPING MARSHALL ISLND COM              Y8564W103    19963   724300 SH       DEFINED 15 19 21          0        0   724300
TEEKAY SHIPPING MARSHALL ISLND COM              Y8564W103    16628   603300 SH       DEFINED 22 26 28          0        0   603300
TEEKAY SHIPPING MARSHALL ISLND COM              Y8564W103     1926    69900 SH       DEFINED 30 03             0        0    69900
A D C TELECOMMUNICATIONS       COM              000886101   129095  2396200 SH       DEFINED 02 05 06          0        0  2396200
A D C TELECOMMUNICATIONS       COM              000886101   103084  1913400 SH       DEFINED 07 10 15          0        0  1913400
A D C TELECOMMUNICATIONS       COM              000886101   506592  9403100 SH       DEFINED 16 20 22          0        0  9403100
A D C TELECOMMUNICATIONS       COM              000886101   151577  2813500 SH       DEFINED 28 32             0        0  2813500
A D C TELECOMMUNICATIONS       COM              000886101    27663   513480 SH       DEFINED 37 03        353980        0   159500
ABN AMRO HLDG NV               SPONSORED ADR    000937102       71     3178 SH       DEFINED 37             3178        0        0
ADT OPERATIONS                 LYON ZERO CPN 10 000945AC9    58969 21645000 PRN      DEFINED 09 11             0        0        0
ADT OPERATIONS                 LYON ZERO CPN 10 000945AC9     2817  1034000 PRN      DEFINED 03                0        0        0
AFLAC INC                      COM              001055102    58976  1294400 SH       DEFINED 02 05 06          0        0  1294400
AFLAC INC                      COM              001055102   218053  4785800 SH       DEFINED 07 09 10          0        0  4785800
AFLAC INC                      COM              001055102   163642  3591600 SH       DEFINED 12 15 16          0        0  3591600
AFLAC INC                      COM              001055102    64871  1423800 SH       DEFINED 20 21 22          0        0  1423800
AFLAC INC                      COM              001055102   135075  2964620 SH       DEFINED 23 27 28          0        0  2964620
AFLAC INC                      COM              001055102     8413   184650 SH       DEFINED 30 32 34          0        0   184650
AFLAC INC                      COM              001055102    48719  1069294 SH       DEFINED 37 03        851789        0   217505
AGCO CORP                      COM              001084102     9425   828600 SH       DEFINED 07 15             0        0   828600
AHL SVCS INC                   COM              001296102     1113   110000 SH       DEFINED 07                0        0   110000
AHL SVCS INC                   COM              001296102      546    54000 SH       DEFINED 03            54000        0        0
AES CORP                       JR SBDB CV4.5%05 00130HAN5    13005  8500000 PRN      DEFINED 11                0        0        0
AES CORP                       COM              00130H105   174360  2214100 SH       DEFINED 02 05 06          0        0  2214100
AES CORP                       COM              00130H105   196119  2490400 SH       DEFINED 07 09 12          0        0  2490400
AES CORP                       COM              00130H105   306256  3888975 SH       DEFINED 13 15 16          0        0  3888975
AES CORP                       COM              00130H105    78783  1000430 SH       DEFINED 19 21 22          0        0  1000430
AES CORP                       COM              00130H105   125354  1591800 SH       DEFINED 23 26 28          0        0  1591800
AES CORP                       COM              00130H105    24005   304830 SH       DEFINED 30 34             0        0   304830
AES CORP                       COM              00130H105   136403  1732102 SH       DEFINED 37 03       1442722        0   289380
AK STL HLDG CORP               COM              001547108    10678  1029300 SH       DEFINED 02 06 07          0        0  1029300
AK STL HLDG CORP               COM              001547108    14736  1420400 SH       DEFINED 09 15 19          0        0  1420400
AK STL HLDG CORP               COM              001547108    17635  1699800 SH       DEFINED 22 36 03     513800        0  1186000
AMB PROPERTY CORP              COM              00163T109    22680  1054900 SH       DEFINED 09 12 15          0        0  1054900
AMB PROPERTY CORP              COM              00163T109    11474   533700 SH       DEFINED 34 35             0        0   533700
AMB PROPERTY CORP              COM              00163T109    23379  1087400 SH       DEFINED 03          1087400        0        0
AMFM INC                       COM              001693100    34466   554800 SH       DEFINED 02 06 07          0        0   554800
AMFM INC                       COM              001693100    76022  1223700 SH       DEFINED 12 15 16          0        0  1223700
AMFM INC                       COM              001693100     4448    71600 SH       DEFINED 19 28 34          0        0    71600
AMFM INC                       COM              001693100    10388   167226 SH       DEFINED 37 03          5426        0   161800
AMLI RESIDENTIAL PPTYS TR      SH BEN INT       001735109     1162    56700 SH       DEFINED 35                0        0    56700
AMR CORP                       COM              001765106    40688  1276500 SH       DEFINED 02 07 09          0        0  1276500
AMR CORP                       COM              001765106    85399  2679200 SH       DEFINED 10 12 13          0        0  2679200
AMR CORP                       COM              001765106    28176   883960 SH       DEFINED 15 16 19          0        0   883960
AMR CORP                       COM              001765106    34023  1067400 SH       DEFINED 22 23 28          0        0  1067400
AMR CORP                       COM              001765106    48195  1512004 SH       DEFINED 34 03       1422704        0    89300
ATI TECHNOLOGIES INC           COM              001941103     1112    63370 SH       DEFINED 02 07 21          0        0    63370
ATI TECHNOLOGIES INC           COM              001941103      129     7290 SH       DEFINED 03             7290        0        0
AT&T CORP                      COM              001957109   127177  2260928 SH       DEFINED 02 04 05          0        0  2260928
AT&T CORP                      COM              001957109  1213689 21576702 SH       DEFINED 06 07 09          0        0 21576702
AT&T CORP                      COM              001957109  2002215 35594951 SH       DEFINED 10 11 12          0        0 35594951
AT&T CORP                      COM              001957109   983517 17484756 SH       DEFINED 15 16 18          0        0 17484756
AT&T CORP                      COM              001957109   808545 14374140 SH       DEFINED 19 20 22          0        0 14374140
AT&T CORP                      COM              001957109   122874  2184431 SH       DEFINED 23 26 27          0        0  2184431
AT&T CORP                      COM              001957109   268323  4770193 SH       DEFINED 28 30 32          0        0  4770193
AT&T CORP                      COM              001957109    40115   713164 SH       DEFINED 34                0        0   713164
AT&T CORP                      COM              001957109     1659    29138 SH       DEFINED 37            29138        0        0
AT&T CORP                      COM              001957109   593553 10552066 SH       DEFINED 03          8861544        0  1690522
AT&T CORP                      COM LIB GRP A    001957208   149492  2523084 SH       DEFINED 02 04 05          0        0  2523084
AT&T CORP                      COM LIB GRP A    001957208   134308  2266810 SH       DEFINED 06 07 09          0        0  2266810
AT&T CORP                      COM LIB GRP A    001957208   652395 11010892 SH       DEFINED 11 13 15          0        0 11010892
AT&T CORP                      COM LIB GRP A    001957208   617063 10414570 SH       DEFINED 16 19 20          0        0 10414570
AT&T CORP                      COM LIB GRP A    001957208    85720  1446764 SH       DEFINED 21 22 26          0        0  1446764
AT&T CORP                      COM LIB GRP A    001957208   293885  4960090 SH       DEFINED 27 28 29          0        0  4960090
AT&T CORP                      COM LIB GRP A    001957208    80769  1363200 SH       DEFINED 30 32 34          0        0  1363200
AT&T CORP                      COM LIB GRP A    001957208   179771  3034138 SH       DEFINED 37 03       2353422        0   680716
ASA LTD                        COM              002050102     4986   288000 SH       DEFINED 15                0        0   288000
ATMI INC                       COM              00207R101      955    20000 SH       DEFINED 02                0        0    20000
AVT CORP                       COM              002420107    10926   925000 SH       DEFINED 13                0        0   925000
AVX CORP NEW                   COM              002444107    14700   193900 SH       DEFINED 02 04 12          0        0   193900
AVX CORP NEW                   COM              002444107   203389  2682800 SH       DEFINED 13 15 28          0        0  2682800
AVX CORP NEW                   COM              002444107    20067   264700 SH       DEFINED 32 34             0        0   264700
AVX CORP NEW                   COM              002444107    54888   724000 SH       DEFINED 03           476900        0   247100
AXA FINL INC                   COM              002451102   152314  4245700 SH       DEFINED 02 11 12          0        0  4245700
AXA FINL INC                   COM              002451102    82925  2311500 SH       DEFINED 15 20 32          0        0  2311500
AXA FINL INC                   COM              002451102     1646    45900 SH       DEFINED 34                0        0    45900
AXA FINL INC                   COM              002451102    17715   493800 SH       DEFINED 37 03        346300        0   147500
AARON RENTS INC                COM              002535201     5166   343000 SH       DEFINED 07                0        0   343000
AARON RENTS INC                COM              002535201      912    60600 SH       DEFINED 03            60600        0        0
ABBOTT LABS                    COM              002824100   327127  9296700 SH       DEFINED 02 07 09          0        0  9296700
ABBOTT LABS                    COM              002824100   578531 16441400 SH       DEFINED 10 11 13          0        0 16441400
ABBOTT LABS                    COM              002824100   469011 13328920 SH       DEFINED 15 16 18          0        0 13328920
ABBOTT LABS                    COM              002824100    65714  1867550 SH       DEFINED 19 22 27          0        0  1867550
ABBOTT LABS                    COM              002824100    76075  2162000 SH       DEFINED 28 30 32          0        0  2162000
ABBOTT LABS                    COM              002824100    34304   974900 SH       DEFINED 34                0        0   974900
ABBOTT LABS                    COM              002824100      476    13483 SH       DEFINED 37            13483        0        0
ABBOTT LABS                    COM              002824100   123506  3509954 SH       DEFINED 03          2987354        0   522600
ABERCROMBIE & FITCH CO         CL A             002896207    58099  3631200 SH       DEFINED 05 06 09          0        0  3631200
ABERCROMBIE & FITCH CO         CL A             002896207    17640  1102500 SH       DEFINED 10 28 30          0        0  1102500
ABERCROMBIE & FITCH CO         CL A             002896207     2881   180100 SH       DEFINED 03            70700        0   109400
ABGENIX INC                    COM              00339B107     6857    49650 SH       DEFINED 02 04 09          0        0    49650
ABGENIX INC                    COM              00339B107   223560  1618540 SH       DEFINED 13 15 22          0        0  1618540
ABGENIX INC                    COM              00339B107    44510   322250 SH       DEFINED 26 28 30          0        0   322250
ABGENIX INC                    COM              00339B107     1063     7700 SH       DEFINED 34                0        0     7700
ABGENIX INC                    COM              00339B107     3932    28467 SH       DEFINED 03            28467        0        0
ABITIBI-CONSOLIDATED INC       COM              003924107     1541   160900 SH       DEFINED 02 15 34          0        0   160900
ABITIBI-CONSOLIDATED INC       COM              003924107    12913  1354900 SH       DEFINED 03          1341000        0    13900
ACCREDO HEALTH INC             COM              00437V104     1590    48000 SH       DEFINED 26                0        0    48000
ACNIELSEN CORP                 COM              004833109    55152  2451233 SH       DEFINED 02 07 09          0        0  2451233
ACNIELSEN CORP                 COM              004833109    42716  1898532 SH       DEFINED 12 15 16          0        0  1898532
ACNIELSEN CORP                 COM              004833109    26340  1170700 SH       DEFINED 20 22 26          0        0  1170700
ACNIELSEN CORP                 COM              004833109    41760  1856000 SH       DEFINED 28 30 32          0        0  1856000
ACNIELSEN CORP                 COM              004833109      119     5300 SH       DEFINED 34                0        0     5300
ACNIELSEN CORP                 COM              004833109       23     1066 SH       DEFINED 37             1066        0        0
ACNIELSEN CORP                 COM              004833109     9199   408849 SH       DEFINED 03           273283        0   135566
ACTIVISION INC NEW             COM NEW          004930202     5810   481700 SH       DEFINED 15 28             0        0   481700
ACTIVISION INC NEW             COM NEW          004930202      164    13600 SH       DEFINED 03            13600        0        0
ACTION PERFORMANCE COS INC     COM              004933107      181    13600 SH       DEFINED 03            13600        0        0
ACTEL CORP                     COM              004934105     4632   129800 SH       DEFINED 02 26             0        0   129800
ACTIVCARD S A                  SPONSORED ADR    00505N109     6393   150000 SH       DEFINED 28                0        0   150000
ACTUATE CORP                   COM              00508B102      285     5300 SH       DEFINED 20 32             0        0     5300
ACXIOM CORP                    COM              005125109        6      209 SH       DEFINED 37              209        0        0
ADAC LABS                      COM NEW          005313200      749    54500 SH       DEFINED 02 13 21          0        0    54500
ADAC LABS                      COM NEW          005313200      515    37500 SH       DEFINED 03            37500        0        0
ADAMS EXPRESS CO               COM              006212104       46     1238 SH       DEFINED 37             1238        0        0
ADAMS RES & ENERGY INC         COM NEW          006351308     4581   421300 SH       DEFINED 07                0        0   421300
ADAPTIVE BROADBAND CORP        COM              00650M104   137438  2568952 SH       DEFINED 09 13 15          0        0  2568952
ADAPTIVE BROADBAND CORP        COM              00650M104     8617   161080 SH       DEFINED 28 30             0        0   161080
ADAPTIVE BROADBAND CORP        COM              00650M104     3809    71200 SH       DEFINED 03            71200        0        0
ADAPTEC INC                    COM              00651F108    46805  1211800 SH       DEFINED 02 07 10          0        0  1211800
ADAPTEC INC                    COM              00651F108   266751  6906200 SH       DEFINED 12 13 15          0        0  6906200
ADAPTEC INC                    COM              00651F108     6466   167410 SH       DEFINED 19 23 26          0        0   167410
ADAPTEC INC                    COM              00651F108    18151   469940 SH       DEFINED 28 32 34          0        0   469940
ADAPTEC INC                    COM              00651F108    14002   362528 SH       DEFINED 37 03        242928        0   119600
ADELPHIA BUSINESS SOLUTIONS    CL A             006847107    15967   259100 SH       DEFINED 02 15 20          0        0   259100
ADELPHIA BUSINESS SOLUTIONS    CL A             006847107     8806   142900 SH       DEFINED 27 32             0        0   142900
ADELPHIA COMMUNICATIONS CORP   CL A             006848105    43068   878950 SH       DEFINED 02 13 15          0        0   878950
ADELPHIA COMMUNICATIONS CORP   CL A             006848105       36      750 SH       DEFINED 34                0        0      750
ADMINISTRADORA FONDOS PENSIONE SPONSORED ADR    00709P108      309    14500 SH       DEFINED 13                0        0    14500
ADMINISTRADORA FONDOS PENSIONE SPONSORED ADR    00709P108      489    22900 SH       DEFINED 03            22900        0        0
ADOBE SYS INC                  COM              00724F101    61889   556000 SH       DEFINED 02 06 07          0        0   556000
ADOBE SYS INC                  COM              00724F101    71362   641100 SH       DEFINED 09 10 11          0        0   641100
ADOBE SYS INC                  COM              00724F101   367982  3305853 SH       DEFINED 12 13 15          0        0  3305853
ADOBE SYS INC                  COM              00724F101   450095  4043534 SH       DEFINED 16 19 20          0        0  4043534
ADOBE SYS INC                  COM              00724F101    55433   498000 SH       DEFINED 21 23 27          0        0   498000
ADOBE SYS INC                  COM              00724F101   380385  3417280 SH       DEFINED 28 30 32          0        0  3417280
ADOBE SYS INC                  COM              00724F101     8392    75400 SH       DEFINED 34                0        0    75400
ADOBE SYS INC                  COM              00724F101    69633   625566 SH       DEFINED 37 03        450966        0   174600
ADTRAN INC                     COM              00738A106    28619   481500 SH       DEFINED 02 13 23          0        0   481500
ADTRAN INC                     COM              00738A106     4933    83000 SH       DEFINED 26 32             0        0    83000
ADVANCE PARADIGM INC           COM              007491103     3669   309000 SH       DEFINED 13 15             0        0   309000
ADVANCE PARADIGM INC           COM              007491103     1249   105200 SH       DEFINED 03           105200        0        0
ADVANCED AERODYNAMICS&STRUCTUR CL A             00750B107     1413   290000 SH       DEFINED 12 26 28          0        0   290000
ADVANCED DIGITAL INFORMATION   COM              007525108    48299  1410200 SH       DEFINED 02 07 09          0        0  1410200
ADVANCED DIGITAL INFORMATION   COM              007525108    27146   792600 SH       DEFINED 13 15 21          0        0   792600
ADVANCED DIGITAL INFORMATION   COM              007525108     3677   107360 SH       DEFINED 28 29 30          0        0   107360
ADVANCED DIGITAL INFORMATION   COM              007525108     1500    43800 SH       DEFINED 34                0        0    43800
ADVANCED DIGITAL INFORMATION   COM              007525108     3596   105000 SH       DEFINED 03           105000        0        0
ADVANCED MAGNETICS INC         COM              00753P103      301    35000 SH       DEFINED 12 28             0        0    35000
ADVANCED MARKETING SVCS INC    COM              00753T105    15108   728100 SH       DEFINED 07 26             0        0   728100
ADVANCED MARKETING SVCS INC    COM              00753T105     6943   334650 SH       DEFINED 03           334650        0        0
ADVANCED FIBRE COMMUNICATIONS  COM              00754A105    81399  1298500 SH       DEFINED 02 09 13          0        0  1298500
ADVANCED FIBRE COMMUNICATIONS  COM              00754A105    39104   623800 SH       DEFINED 15 20 21          0        0   623800
ADVANCED FIBRE COMMUNICATIONS  COM              00754A105    83349  1329600 SH       DEFINED 22 26 28          0        0  1329600
ADVANCED FIBRE COMMUNICATIONS  COM              00754A105     4264    68030 SH       DEFINED 29 30 32          0        0    68030
ADVANCED FIBRE COMMUNICATIONS  COM              00754A105      796    12700 SH       DEFINED 37 03         12700        0        0
ADVANCED RADIO TELECOM CORP    COM              00754U101    14359   433500 SH       DEFINED 20 32             0        0   433500
ADVANCED TISSUE SCIENCES INC   COM              00755F103      901   133500 SH       DEFINED 15                0        0   133500
ADVANCED NEUROMODULATION SYS   COM              00757T101      214    11300 SH       DEFINED 02                0        0    11300
ADVANCED NEUROMODULATION SYS   COM              00757T101     1919   101000 SH       DEFINED 03           101000        0        0
ADVO INC                       COM              007585102     3770   150800 SH       DEFINED 02 15 28          0        0   150800
ADVO INC                       COM              007585102     5887   235500 SH       DEFINED 03           235500        0        0
AERIAL COMMUNICATIONS INC      COM              007655103    54625   961500 SH       DEFINED 15 22 28          0        0   961500
AERIAL COMMUNICATIONS INC      COM              007655103      897    15800 SH       DEFINED 32                0        0    15800
AERIAL COMMUNICATIONS INC      COM              007655103     4857    85500 SH       DEFINED 03            85500        0        0
AEROFLEX INC                   COM              007768104       24      500 SH       DEFINED 03              500        0        0
ADVANCED MICRO DEVICES INC     COM              007903107    66997  1174100 SH       DEFINED 02 13 15          0        0  1174100
ADVANCED MICRO DEVICES INC     COM              007903107     8405   147300 SH       DEFINED 28 32 34          0        0   147300
ADVANCED MICRO DEVICES INC     COM              007903107    12755   223539 SH       DEFINED 03           201439        0    22100
AEGON N V                      ORD AMER REG     007924103      187     2369 SH       DEFINED 37             2369        0        0
ADVANTA CORP                   CL A             007942105     1015    50000 SH       DEFINED 26                0        0    50000
ADVANCED ENERGY INDS           COM              007973100     1224    24000 SH       DEFINED 26                0        0    24000
ADVENT SOFTWARE INC            COM              007974108      174     3800 SH       DEFINED 02                0        0     3800
AETHER SYS INC                 COM              00808V105    13394    73800 SH       DEFINED 02 04 05          0        0    73800
AETHER SYS INC                 COM              00808V105   113383   624700 SH       DEFINED 09 10 11          0        0   624700
AETHER SYS INC                 COM              00808V105   284464  1567300 SH       DEFINED 13 15 16          0        0  1567300
AETHER SYS INC                 COM              00808V105    64323   354400 SH       DEFINED 20 26 28          0        0   354400
AETHER SYS INC                 COM              00808V105    23486   129400 SH       DEFINED 30 32 34          0        0   129400
AETHER SYS INC                 COM              00808V105     5953    32800 SH       DEFINED 03            23300        0     9500
AETNA INC                      COM              008117103     2851    51200 SH       DEFINED 15                0        0    51200
AETNA INC                      COM              008117103     7741   139025 SH       DEFINED 37 03        139025        0        0
AFFILIATED COMPUTER SERVICES   CL A             008190100    59758  1572600 SH       DEFINED 07 09 13          0        0  1572600
AFFILIATED COMPUTER SERVICES   CL A             008190100     2018    53120 SH       DEFINED 15 28 30          0        0    53120
AFFILIATED COMPUTER SERVICES   CL A             008190100    21912   576650 SH       DEFINED 03           576650        0        0
AFFILIATED MANAGERS GROUP      COM              008252108     9756   205400 SH       DEFINED 02 15 26          0        0   205400
AFFILIATED MANAGERS GROUP      COM              008252108    11129   234300 SH       DEFINED 03           234300        0        0
AFFYMETRIX INC                 COM              00826T108    12947    87200 SH       DEFINED 02 05 12          0        0    87200
AFFYMETRIX INC                 COM              00826T108   209601  1412050 SH       DEFINED 15 16 26          0        0  1412050
AFFYMETRIX INC                 COM              00826T108     3534    23800 SH       DEFINED 28 34             0        0    23800
AFFYMETRIX INC                 COM              00826T108     7875    53058 SH       DEFINED 03            41038        0    12020
AGILENT TECHNOLOGIES INC       COM              00846U101    53955   518800 SH       DEFINED 02 05 07          0        0   518800
AGILENT TECHNOLOGIES INC       COM              00846U101  1145549 11014896 SH       DEFINED 09 11 13          0        0 11014896
AGILENT TECHNOLOGIES INC       COM              00846U101   362648  3487000 SH       DEFINED 15 16 20          0        0  3487000
AGILENT TECHNOLOGIES INC       COM              00846U101   163384  1571000 SH       DEFINED 23 26 28          0        0  1571000
AGILENT TECHNOLOGIES INC       COM              00846U101    51984   499850 SH       DEFINED 30 32 34          0        0   499850
AGILENT TECHNOLOGIES INC       COM              00846U101    49181   472900 SH       DEFINED 03           297900        0   175000
AGILE SOFTWARE CORP DEL        COM              00846X105     2581    41300 SH       DEFINED 13                0        0    41300
AGILE SOFTWARE CORP DEL        COM              00846X105     3731    59700 SH       DEFINED 03            59700        0        0
AGNICO EAGLE MINES LTD         SRNT CONV 3.5%04 008474AA6      982  1500000 PRN      DEFINED 03                0        0        0
AGNICO EAGLE MINES LTD         COM              008474108    19374  3466300 SH       DEFINED 09 12 15          0        0  3466300
AGNICO EAGLE MINES LTD         COM              008474108      552    98930 SH       DEFINED 28 30             0        0    98930
AGNICO EAGLE MINES LTD         COM              008474108     2890   521400 SH       DEFINED 03           521400        0        0
AGRIBRANDS INTL INC            COM              00849R105       83     2134 SH       DEFINED 08                0        0     2134
AIR CDA INC                    CL A NON VTG     008911307    61916  6529786 SH       DEFINED 02 07 21          0        0  6529786
AIR CDA INC                    CL A NON VTG     008911307      246    25530 SH       DEFINED 03            25530        0        0
AGRIUM INC                     COM              008916108       42     5400 SH       DEFINED 02                0        0     5400
AIR PRODS & CHEMS INC          COM              009158106     2837    99778 SH       DEFINED 08 15 34          0        0    99778
AIR PRODS & CHEMS INC          COM              009158106     6200   218026 SH       DEFINED 37 03        218026        0        0
AIRBORNE FGHT CORP             COM              009266107      177     7400 SH       DEFINED 15                0        0     7400
AIRBORNE FGHT CORP             COM              009266107      604    25200 SH       DEFINED 03            25200        0        0
AIRGATE PCS INC                COM              009367103    61010   578300 SH       DEFINED 13                0        0   578300
AKAMAI TECHNOLOGIES INC        COM              00971T101   104978   652800 SH       DEFINED 02 10 11          0        0   652800
AKAMAI TECHNOLOGIES INC        COM              00971T101    56059   348600 SH       DEFINED 13 15 16          0        0   348600
AKAMAI TECHNOLOGIES INC        COM              00971T101     7542    46900 SH       DEFINED 34                0        0    46900
AKAMAI TECHNOLOGIES INC        COM              00971T101    11900    74000 SH       DEFINED 03            73300        0      700
AKZO NOBEL NV                  SPONSORED ADR    010199305        4      100 SH       DEFINED 37              100        0        0
ALASKA AIR GROUP INC           COM              011659109     9938   330600 SH       DEFINED 15 18             0        0   330600
ALASKA COMMUNICATIONS SYS GRP  COM              01167P101    14227  1173400 SH       DEFINED 09 15 34          0        0  1173400
ALBANY INTL CORP               CL A             012348108    23015  1553803 SH       DEFINED 12 03             0        0  1553803
ALBANY MOLECULAR RESH INC      COM              012423109      426     7300 SH       DEFINED 03             7300        0        0
ALBEMARLE CORP                 COM              012653101      105     5100 SH       DEFINED 15                0        0     5100
ALBERTA ENERGY LTD             COM              012873105    21145   711697 SH       DEFINED 02 07 15          0        0   711697
ALBERTA ENERGY LTD             COM              012873105    27146   899200 SH       DEFINED 19 20 21          0        0   899200
ALBERTA ENERGY LTD             COM              012873105     7638   253000 SH       DEFINED 22 32 34          0        0   253000
ALBERTA ENERGY LTD             COM              012873105      959    31758 SH       DEFINED 03            17258        0    14500
ALBERTO CULVER CO              CL B CONV        013068101     6238   262000 SH       DEFINED 28                0        0   262000
ALBERTO CULVER CO              CL B CONV        013068101     3796   159454 SH       DEFINED 03           159454        0        0
ALBERTO CULVER CO              CL A             013068200     7737   353700 SH       DEFINED 02 07 15          0        0   353700
ALBERTO CULVER CO              CL A             013068200    95210  4352490 SH       DEFINED 16 28 34          0        0  4352490
ALBERTO CULVER CO              CL A             013068200     6013   274900 SH       DEFINED 03           274900        0        0
ALBERTSONS INC                 COM              013104104     2151    69402 SH       DEFINED 02 15 34          0        0    69402
ALBERTSONS INC                 COM              013104104    12863   414947 SH       DEFINED 03           414947        0        0
ALCAN ALUMINIUM LTD NEW        COM              013716105    28712   860000 SH       DEFINED 02 07 09          0        0   860000
ALCAN ALUMINIUM LTD NEW        COM              013716105    12002   358250 SH       DEFINED 15 21 22          0        0   358250
ALCAN ALUMINIUM LTD NEW        COM              013716105     1092    32600 SH       DEFINED 32 34             0        0    32600
ALCAN ALUMINIUM LTD NEW        COM              013716105     6390   188739 SH       DEFINED 37 03        188739        0        0
ALCOA INC                      COM              013817101    28753   409300 SH       DEFINED 02 04 05          0        0   409300
ALCOA INC                      COM              013817101   479259  6822202 SH       DEFINED 06 07 09          0        0  6822202
ALCOA INC                      COM              013817101   331397  4717400 SH       DEFINED 10 11 12          0        0  4717400
ALCOA INC                      COM              013817101   169949  2419211 SH       DEFINED 13 15 16          0        0  2419211
ALCOA INC                      COM              013817101   109150  1553750 SH       DEFINED 18 19 20          0        0  1553750
ALCOA INC                      COM              013817101   219352  3122458 SH       DEFINED 21 22 23          0        0  3122458
ALCOA INC                      COM              013817101    65496   932340 SH       DEFINED 27 28 30          0        0   932340
ALCOA INC                      COM              013817101    68470   974670 SH       DEFINED 32 34             0        0   974670
ALCOA INC                      COM              013817101      346     4872 SH       DEFINED 37             4872        0        0
ALCOA INC                      COM              013817101   109631  1560597 SH       DEFINED 03          1162361        0   398236
ALCATEL                        SPONSORED ADR    013904305     2251    51400 SH       DEFINED 21                0        0    51400
ALEXANDER & BALDWIN INC        COM              014482103     4962   240600 SH       DEFINED 09 13             0        0   240600
ALEXANDER & BALDWIN INC        COM              014482103     7169   347600 SH       DEFINED 03           347600        0        0
ALEXANDRIA REAL ESTATE EQ INC  COM              015271109    21981   732700 SH       DEFINED 09 12 22          0        0   732700
ALEXANDRIA REAL ESTATE EQ INC  COM              015271109    13533   451100 SH       DEFINED 26 28 35          0        0   451100
ALEXANDRIA REAL ESTATE EQ INC  COM              015271109      999    33300 SH       DEFINED 37                0        0    33300
ALEXANDRIA REAL ESTATE EQ INC  COM              015271109     6213   207100 SH       DEFINED 03           200700        0     6400
ALEXION PHARMACEUTICALS INC    SB NT CV 144A 07 015351AA7     1566  2000000 PRN      DEFINED 11                0        0        0
ALEXION PHARMACEUTICALS INC    COM              015351109      188     2700 SH       DEFINED 02                0        0     2700
ALIGN-RITE INTL INC            COM              016251100    12320   448000 SH       DEFINED 07                0        0   448000
ALKERMES INC                   SUB NT CV 144A07 01642TAA6     7507  9100000 PRN      DEFINED 11                0        0        0
ALKERMES INC                   COM              01642T108    18083   195500 SH       DEFINED 02 05 09          0        0   195500
ALKERMES INC                   COM              01642T108   200586  2168500 SH       DEFINED 13 15 22          0        0  2168500
ALKERMES INC                   COM              01642T108    49376   533800 SH       DEFINED 26 28 30          0        0   533800
ALKERMES INC                   COM              01642T108     3274    35400 SH       DEFINED 34                0        0    35400
ALKERMES INC                   COM              01642T108    26852   290300 SH       DEFINED 03           241400        0    48900
ALLEGHANY CORP DEL             COM              017175100       85      450 SH       DEFINED 37              450        0        0
ALLEGHENY ENERGY INC           COM              017361106   107725  3908400 SH       DEFINED 09 12 22          0        0  3908400
ALLEGHENY ENERGY INC           COM              017361106     6733   244300 SH       DEFINED 28 03         45200        0   199100
ALLEGHENY TECHNOLOGIES INC     COM              01741R102    47143  2349850 SH       DEFINED 09 15 22          0        0  2349850
ALLEGHENY TECHNOLOGIES INC     COM              01741R102    24075  1200000 SH       DEFINED 23                0        0  1200000
ALLEGHENY TECHNOLOGIES INC     COM              01741R102       20     1000 SH       DEFINED 37             1000        0        0
ALLEGHENY TECHNOLOGIES INC     COM              01741R102     4266   212679 SH       DEFINED 03            94879        0   117800
ALLEGIANCE TELECOM INC         COM              01747T102   129322  1604000 SH       DEFINED 02 05 06          0        0  1604000
ALLEGIANCE TELECOM INC         COM              01747T102   263567  3269050 SH       DEFINED 09 10 13          0        0  3269050
ALLEGIANCE TELECOM INC         COM              01747T102   191311  2372850 SH       DEFINED 15 16 20          0        0  2372850
ALLEGIANCE TELECOM INC         COM              01747T102    72281   896515 SH       DEFINED 22 23 26          0        0   896515
ALLEGIANCE TELECOM INC         COM              01747T102    86893  1077745 SH       DEFINED 28 30 32          0        0  1077745
ALLEGIANCE TELECOM INC         COM              01747T102     3499    43400 SH       DEFINED 34                0        0    43400
ALLEGIANCE TELECOM INC         COM              01747T102    35790   443915 SH       DEFINED 03           358915        0    85000
ALLEN TELECOM INC              COM              018091108    54673  3430500 SH       DEFINED 20 26 32          0        0  3430500
ALLEN TELECOM INC              COM              018091108     2517   157940 SH       DEFINED 03           157940        0        0
ALLERGAN INC                   COM              018490102    28995   579900 SH       DEFINED 02 05 06          0        0   579900
ALLERGAN INC                   COM              018490102    29725   594500 SH       DEFINED 07 09 11          0        0   594500
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ALLERGAN INC                   COM              018490102     9393   187860 SH       DEFINED 28 30 32          0        0   187860
ALLERGAN INC                   COM              018490102     5945   118900 SH       DEFINED 34                0        0   118900
ALLERGAN INC                   COM              018490102    35393   707873 SH       DEFINED 37 03        703773        0     4100
ALLERGAN SPECIALTY THERAP      CL A             018494104        0       25 SH       DEFINED 37               25        0        0
ALLIANCE BANCORP               COM              01852J105      356    20000 SH       DEFINED 26                0        0    20000
ALLIANCE ATLANTIS COMMUNICATNS CL B NON-VTG     01853E204    20036  1511800 SH       DEFINED 02 07 21          0        0  1511800
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ALLIANCE FST PRODS INC         COM              01859J108     2851   240100 SH       DEFINED 03           240100        0        0
ALLIANCE PHARMACEUTICAL CORP   COM              018773101    58321  3904400 SH       DEFINED 15 28             0        0  3904400
ALLIANCE PHARMACEUTICAL CORP   COM              018773101      561    37600 SH       DEFINED 03            37600        0        0
ALLIANT CORP                   COM              018802108       10      355 SH       DEFINED 37              355        0        0
ALLIANT TECHSYSTEMS INC        COM              018804104     1258    21370 SH       DEFINED 02 15 19          0        0    21370
ALLIANT TECHSYSTEMS INC        COM              018804104    12622   214400 SH       DEFINED 26 34             0        0   214400
ALLIANT TECHSYSTEMS INC        COM              018804104     6505   110500 SH       DEFINED 03           110500        0        0
ALLIED RESH CORP               COM              019483106     3952   465000 SH       DEFINED 07                0        0   465000
ALLIED RISER COMMUNICATIONS CP COM              019496108     5452   156900 SH       DEFINED 10 12 28          0        0   156900
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ALLSCRIPTS INC                 COM              019886100     1418    23600 SH       DEFINED 02 15 26          0        0    23600
ALLSCRIPTS INC                 COM              019886100       30      500 SH       DEFINED 34                0        0      500
ALLSTATE CORP                  COM              020002101     2684   114100 SH       DEFINED 02 15 34          0        0   114100
ALLSTATE CORP                  COM              020002101    14647   615121 SH       DEFINED 37 03        615121        0        0
ALLTEL CORP                    COM              020039103    74408  1179910 SH       DEFINED 05 06 07          0        0  1179910
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ALLTEL CORP                    COM              020039103     2579    40900 SH       DEFINED 34                0        0    40900
ALLTEL CORP                    COM              020039103      171     2693 SH       DEFINED 37             2693        0        0
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ALPHA INDS INC                 COM              020753109     1520    16000 SH       DEFINED 26                0        0    16000
ALPHA INDS INC                 COM              020753109      520     5309 SH       DEFINED 37 03          5309        0        0
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ALPINE GROUP INC               COM              020825105      292    32500 SH       DEFINED 03            32500        0        0
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ALTERA CORP                    COM              021441100   103842  1163500 SH       DEFINED 09 10 12          0        0  1163500
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ALTERA CORP                    COM              021441100    43740   490090 SH       DEFINED 19 23 26          0        0   490090
ALTERA CORP                    COM              021441100    35900   402250 SH       DEFINED 28 30 32          0        0   402250
ALTERA CORP                    COM              021441100    20241   226800 SH       DEFINED 34                0        0   226800
ALTERA CORP                    COM              021441100   124548  1395504 SH       DEFINED 37 03        899904        0   495600
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ALTEON WEBSYSTEMS INC          COM              02145A109   162979  1987550 SH       DEFINED 13 15 34          0        0  1987550
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ALZA CORP DEL                  COM              022615108    99844  2658100 SH       DEFINED 02 15 34          0        0  2658100
ALZA CORP DEL                  COM              022615108     4515   120234 SH       DEFINED 37 03        120234        0        0
AMAZON COM INC                 COM              023135106    14391   214800 SH       DEFINED 02 06 12          0        0   214800
AMAZON COM INC                 COM              023135106    88989  1328200 SH       DEFINED 13 16 34          0        0  1328200
AMAZON COM INC                 COM              023135106     6960   103894 SH       DEFINED 37 03         72694        0    31200
AMBAC FINL GROUP INC           COM              023139108    45186   897000 SH       DEFINED 02 06 07          0        0   897000
AMBAC FINL GROUP INC           COM              023139108    27096   537900 SH       DEFINED 09 12 15          0        0   537900
AMBAC FINL GROUP INC           COM              023139108   107921  2142360 SH       DEFINED 16 19 20          0        0  2142360
AMBAC FINL GROUP INC           COM              023139108   105002  2084420 SH       DEFINED 21 22 23          0        0  2084420
AMBAC FINL GROUP INC           COM              023139108    28982   575340 SH       DEFINED 28 29 30          0        0   575340
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AMBAC FINL GROUP INC           COM              023139108    10079   200100 SH       DEFINED 37              100        0   200000
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AMBASSADORS INTL INC           COM              023178106      591    45500 SH       DEFINED 07                0        0    45500
AMCOL INTL CORP                COM              02341W103      292    19000 SH       DEFINED 26                0        0    19000
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AMEREN CORP                    COM              023608102     3205   103613 SH       DEFINED 37 03        103613        0        0
AMERICA ONLINE INC DEL         SUB NT CV ZRO 19 02364JAC8    39227 71000000 PRN      DEFINED 11                0        0        0
AMERICA ONLINE INC DEL         COM              02364J104   178293  2651200 SH       DEFINED 02 04 05          0        0  2651200
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AMERICA ONLINE INC DEL         COM              02364J104   112632  1674830 SH       DEFINED 19 22 23          0        0  1674830
AMERICA ONLINE INC DEL         COM              02364J104   321511  4780847 SH       DEFINED 26 28 30          0        0  4780847
AMERICA ONLINE INC DEL         COM              02364J104    32804   487800 SH       DEFINED 32 34             0        0   487800
AMERICA ONLINE INC DEL         COM              02364J104   283530  4216182 SH       DEFINED 37 03       3371022        0   845160
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AMERICA WEST HLDG CORP         CL B             023657208     9447   609500 SH       DEFINED 03           609500        0        0
AMCORE FINL INC                COM              023912108      956    53500 SH       DEFINED 03            53500        0        0
AMERICAN AXLE & MFG HLDGS INC  COM              024061103     2814   190000 SH       DEFINED 28                0        0   190000
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AMERICAN EXPRESS CO            COM              025816109   655554  4401544 SH       DEFINED 26 27 28          0        0  4401544
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AMERICAN EXPRESS CO            COM              025816109   267850  1798406 SH       DEFINED 03          1282576        0   515830
AMERICAN FINL GROUP INC OHIO   COM              025932104     2627    91800 SH       DEFINED 25 27             0        0    91800
AMERICAN FREIGHTWAYS CORP      COM              02629V108      746    50000 SH       DEFINED 26                0        0    50000
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AMERICAN GREETINGS CORP        CL A             026375105      890    48802 SH       DEFINED 37 03         48802        0        0
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AMERICAN HOMESTAR CORP         COM              026651109      473   280700 SH       DEFINED 03           280700        0        0
AMERICAN INTL GROUP INC        COM              026874107   232233  2120852 SH       DEFINED 02 04 05          0        0  2120852
AMERICAN INTL GROUP INC        COM              026874107   605726  5531749 SH       DEFINED 06 07 09          0        0  5531749
AMERICAN INTL GROUP INC        COM              026874107  1851796 16911380 SH       DEFINED 10 11 12          0        0 16911380
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AMERICAN ITALIAN PASTA CO      CL A             027070101    12849   521800 SH       DEFINED 03           521800        0        0
AMERICAN MOBILE SATELLITE CORP COM              02755R103    21660   902500 SH       DEFINED 04 09 13          0        0   902500
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AMERICAN NATL CAN GROUP INC    COM              027714104    15618  1190000 SH       DEFINED 12                0        0  1190000
AMERICAN NATL CAN GROUP INC    COM              027714104     2241   170800 SH       DEFINED 03           170800        0        0
AMERICAN PWR CONVERSION CORP   COM              029066107    85561  1995600 SH       DEFINED 02 07 09          0        0  1995600
AMERICAN PWR CONVERSION CORP   COM              029066107    33022   770200 SH       DEFINED 12 15 20          0        0   770200
AMERICAN PWR CONVERSION CORP   COM              029066107    16611   387430 SH       DEFINED 23 28 30          0        0   387430
AMERICAN PWR CONVERSION CORP   COM              029066107     3691    86100 SH       DEFINED 32 34             0        0    86100
AMERICAN PWR CONVERSION CORP   COM              029066107       37      940 SH       DEFINED 37              940        0        0
AMERICAN RESIDENTIAL INVS      COM              02926T103      143    25000 SH       DEFINED 26                0        0    25000
AMERICAN STD COS INC DEL       COM              029712106    97327  2630470 SH       DEFINED 02 12 15          0        0  2630470
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AMERICAN STD COS INC DEL       COM              029712106    18207   492100 SH       DEFINED 36                0        0   492100
AMERICAN STD COS INC DEL       COM              029712106    24977   675060 SH       DEFINED 37 03        121660        0   553400
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AMERICAN TOWER CORP            NT CV144A2.25%09 029912AC6    10516  7100000 PRN      DEFINED 11                0        0        0
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AMERICAN TOWER CORP            CL A             029912201    12210   247300 SH       DEFINED 02 06 07          0        0   247300
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AMERICREDIT CORP               COM              03060R101     4959   304000 SH       DEFINED 26                0        0   304000
AMERISOURCE HEALTH CORP        CL A             03071P102     1293    86200 SH       DEFINED 02 15 34          0        0    86200
AMERISOURCE HEALTH CORP        CL A             03071P102     2232   148800 SH       DEFINED 03           148800        0        0
AMERUS LIFE HLDGS INC          COM              030732101    16859   930200 SH       DEFINED 07 26             0        0   930200
AMERUS LIFE HLDGS INC          COM              030732101     1292    71300 SH       DEFINED 03            71300        0        0
AMES DEPT STORES INC           COM NEW          030789507    10542   429200 SH       DEFINED 02 07 09          0        0   429200
AMES DEPT STORES INC           COM NEW          030789507     9734   396300 SH       DEFINED 15 22 26          0        0   396300
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AMES DEPT STORES INC           COM NEW          030789507    11023   448800 SH       DEFINED 03           444100        0     4700
AMETEK INC NEW                 COM              031100100    63621  3305000 SH       DEFINED 12                0        0  3305000
AMETEK INC NEW                 COM              031100100     9574   497370 SH       DEFINED 03             4400        0   492970
AMGEN INC                      COM              031162100   200475  3266400 SH       DEFINED 02 05 06          0        0  3266400
AMGEN INC                      COM              031162100   154370  2515200 SH       DEFINED 07 11 12          0        0  2515200
AMGEN INC                      COM              031162100  1669301 27198400 SH       DEFINED 13 15 16          0        0 27198400
AMGEN INC                      COM              031162100    57887   943170 SH       DEFINED 19 20 22          0        0   943170
AMGEN INC                      COM              031162100   268527  4375200 SH       DEFINED 26 27 28          0        0  4375200
AMGEN INC                      COM              031162100   109891  1790500 SH       DEFINED 30 32 34          0        0  1790500
AMGEN INC                      COM              031162100   215222  3506819 SH       DEFINED 37 03       2849899        0   656920
AMKOR TECHNOLOGY INC           COM              031652100     6309   118900 SH       DEFINED 02 13 15          0        0   118900
AMKOR TECHNOLOGY INC           COM              031652100     9450   178100 SH       DEFINED 26 32 34          0        0   178100
AMKOR TECHNOLOGY INC           COM              031652100     1682    31700 SH       DEFINED 03            31700        0        0
AMRESCO INC                    COM              031909104      158   118000 SH       DEFINED 27                0        0   118000
AMRESCO CAP TR                 COM SH BEN INT   031919103     4806   471800 SH       DEFINED 07 15 33          0        0   471800
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AMPEX CORP DEL                 CL A             032092108      102    32039 SH       DEFINED 07 10 22          0        0    32039
AMPEX CORP DEL                 CL A             032092108      332   103398 SH       DEFINED 25 27 36          0        0   103398
AMPEX CORP DEL                 CL A             032092108       40    13107 SH       DEFINED 03             6311        0     6796
AMPHENOL CORP NEW              CL A             032095101     5818    56900 SH       DEFINED 02 26 32          0        0    56900
AMPLICON INC                   COM              032101107     5528   523400 SH       DEFINED 07                0        0   523400
AMSOUTH BANCORPORATION         COM              032165102    15893  1064000 SH       DEFINED 12 15             0        0  1064000
AMSOUTH BANCORPORATION         COM              032165102     7994   535168 SH       DEFINED 03           295168        0   240000
AMYLIN PHARMACEUTICALS INC     COM              032346108    10794   795900 SH       DEFINED 15                0        0   795900
ANADARKO PETE CORP             COM              032511107   304037  7858800 SH       DEFINED 02 09 10          0        0  7858800
ANADARKO PETE CORP             COM              032511107   121202  3132850 SH       DEFINED 13 15 16          0        0  3132850
ANADARKO PETE CORP             COM              032511107    68944  1782100 SH       DEFINED 22 23 28          0        0  1782100
ANADARKO PETE CORP             COM              032511107     4418   114200 SH       DEFINED 30 34             0        0   114200
ANADARKO PETE CORP             COM              032511107       54     1400 SH       DEFINED 37             1400        0        0
ANADARKO PETE CORP             COM              032511107    31713   819745 SH       DEFINED 03           561945        0   257800
ANADIGICS INC                  COM              032515108     1719    26050 SH       DEFINED 02 26 32          0        0    26050
ANALOG DEVICES INC             COM              032654105   243959  3028200 SH       DEFINED 02 05 06          0        0  3028200
ANALOG DEVICES INC             COM              032654105   249536  3097432 SH       DEFINED 07 09 10          0        0  3097432
ANALOG DEVICES INC             COM              032654105   470468  5839800 SH       DEFINED 11 12 13          0        0  5839800
ANALOG DEVICES INC             COM              032654105  1000637 12420640 SH       DEFINED 15 16 19          0        0 12420640
ANALOG DEVICES INC             COM              032654105   412837  5124440 SH       DEFINED 20 23 28          0        0  5124440
ANALOG DEVICES INC             COM              032654105    56042   695640 SH       DEFINED 30 32 34          0        0   695640
ANALOG DEVICES INC             COM              032654105   124920  1550608 SH       DEFINED 03          1143408        0   407200
ANALYSTS INTL CORP             COM              032681108      987   100000 SH       DEFINED 07                0        0   100000
ANAREN MICROWAVE INC           COM              032744104     2502    26100 SH       DEFINED 02 13 15          0        0    26100
ANAREN MICROWAVE INC           COM              032744104     3039    31700 SH       DEFINED 03            31700        0        0
ANCOR COMMUNICATIONS INC       COM              03332K108    53359  1297500 SH       DEFINED 10 13             0        0  1297500
ANCOR COMMUNICATIONS INC       COM              03332K108    68633  1668900 SH       DEFINED 03          1592400        0    76500
ANDREW CORP                    COM              034425108    66081  2888800 SH       DEFINED 02 09 13          0        0  2888800
ANDREW CORP                    COM              034425108     3239   141600 SH       DEFINED 28 30 34          0        0   141600
ANDREW CORP                    COM              034425108    89488  3912073 SH       DEFINED 03          3912073        0        0
ANDRX CORP                     COM              034551101    15500   134200 SH       DEFINED 02 15 34          0        0   134200
ANESTA CORP                    COM              034603100     3487   263500 SH       DEFINED 15                0        0   263500
ANESTA CORP                    COM              034603100     2233   168800 SH       DEFINED 03           168800        0        0
ANGLOGOLD LTD                  SPONSORED ADR    035128206    20895   870628 SH       DEFINED 15                0        0   870628
ANHEUSER BUSCH COS INC         COM              035229103   184434  2962800 SH       DEFINED 02 05 06          0        0  2962800
ANHEUSER BUSCH COS INC         COM              035229103   130937  2103409 SH       DEFINED 07 08 10          0        0  2103409
ANHEUSER BUSCH COS INC         COM              035229103   177655  2853900 SH       DEFINED 11 12 15          0        0  2853900
ANHEUSER BUSCH COS INC         COM              035229103   302336  4856810 SH       DEFINED 16 19 23          0        0  4856810
ANHEUSER BUSCH COS INC         COM              035229103    24885   399772 SH       DEFINED 26 28 31          0        0   399772
ANHEUSER BUSCH COS INC         COM              035229103    35538   570900 SH       DEFINED 32 34             0        0   570900
ANHEUSER BUSCH COS INC         COM              035229103   137475  2208433 SH       DEFINED 37 03       1839533        0   368900
ANIXTER INTL INC               COM              035290105     3149   113000 SH       DEFINED 02 07 26          0        0   113000
ANIXTER INTL INC               COM              035290105    11520   413300 SH       DEFINED 03           413300        0        0
ANNTAYLOR STORES CORP          GTD SD CV 144A19 036115AA1     8507 19660000 PRN      DEFINED 11                0        0        0
ANNTAYLOR STORES CORP          GTD SB DB CV  19 036115AC7      865  2000000 PRN      DEFINED 11                0        0        0
ANNTAYLOR STORES CORP          COM              036115103    13940   606100 SH       DEFINED 02 09 10          0        0   606100
ANNTAYLOR STORES CORP          COM              036115103    14621   635700 SH       DEFINED 12 15 23          0        0   635700
ANNTAYLOR STORES CORP          COM              036115103     3599   156500 SH       DEFINED 28 30 34          0        0   156500
ANNTAYLOR STORES CORP          COM              036115103     8212   357080 SH       DEFINED 03           294680        0    62400
ANTEC CORP                     SB NT CV 144A 03 03664PAA3     3148  1625000 PRN      DEFINED 26                0        0        0
ANTEC CORP                     SUB NT CV 4.5%03 03664PAB1     3816  1970000 PRN      DEFINED 11                0        0        0
ANTEC CORP                     COM              03664P105   155221  3463800 SH       DEFINED 09 13 15          0        0  3463800
ANTEC CORP                     COM              03664P105    16047   358100 SH       DEFINED 28 30             0        0   358100
ANTEC CORP                     COM              03664P105     8774   195800 SH       DEFINED 03           195800        0        0
ANTENNA TV SA                  SPONSORED ADR    03672N100     3414   146080 SH       DEFINED 02 21             0        0   146080
ANTHONY & SYLVAN POOLS CORP    COM              036762102      362    50000 SH       DEFINED 07                0        0    50000
ANTIGENICS INC DEL             COM              037032109      240    11800 SH       DEFINED 12 16 28          0        0    11800
AON CORP                       COM              037389103     6248   193748 SH       DEFINED 03           193748        0        0
APACHE CORP                    COM              037411105   196965  3959115 SH       DEFINED 02 09 10          0        0  3959115
APACHE CORP                    COM              037411105    23095   464225 SH       DEFINED 12 13 15          0        0   464225
APACHE CORP                    COM              037411105   129359  2600200 SH       DEFINED 18 22 23          0        0  2600200
APACHE CORP                    COM              037411105    46811   940940 SH       DEFINED 28 30 32          0        0   940940
APACHE CORP                    COM              037411105     3930    79000 SH       DEFINED 34                0        0    79000
APACHE CORP                    COM              037411105    11363   228420 SH       DEFINED 37 03        127920        0   100500
APACHE CORP                    ACES C DP 1/50   037411600    28903   641400 SH       DEFINED 09 11 22          0        0   641400
APACHE CORP                    ACES C DP 1/50   037411600      689    15300 SH       DEFINED 03             5400        0     9900
APARTMENT INVT & MGMT CO       CL A             03748R101    77245  2022800 SH       DEFINED 09 12 15          0        0  2022800
APARTMENT INVT & MGMT CO       CL A             03748R101    38868  1017840 SH       DEFINED 18 26 28          0        0  1017840
APARTMENT INVT & MGMT CO       CL A             03748R101    22221   581915 SH       DEFINED 34 35             0        0   581915
APARTMENT INVT & MGMT CO       CL A             03748R101    47375  1240600 SH       DEFINED 03          1182700        0    57900
APEX INC                       COM              037548104      118     3200 SH       DEFINED 02                0        0     3200
APPLE COMPUTER INC             COM              037833100   128750   948000 SH       DEFINED 02 05 06          0        0   948000
APPLE COMPUTER INC             COM              037833100   105716   778400 SH       DEFINED 07 09 10          0        0   778400
APPLE COMPUTER INC             COM              037833100   120166   884800 SH       DEFINED 11 12 13          0        0   884800
APPLE COMPUTER INC             COM              037833100   395961  2915500 SH       DEFINED 15 16 20          0        0  2915500
APPLE COMPUTER INC             COM              037833100    92021   677560 SH       DEFINED 23 28 30          0        0   677560
APPLE COMPUTER INC             COM              037833100    57951   426700 SH       DEFINED 32 34             0        0   426700
APPLE COMPUTER INC             COM              037833100    58879   433571 SH       DEFINED 37 03        378171        0    55400
APPLEBEES INTL INC             COM              037899101    64828  2305000 SH       DEFINED 02 07 26          0        0  2305000
APRIA HEALTHCARE GROUP INC     COM              037933108      609    42190 SH       DEFINED 15 34             0        0    42190
APRIA HEALTHCARE GROUP INC     COM              037933108     6706   464500 SH       DEFINED 03           464500        0        0
APPLIED MICRO CIRCUITS CORP    COM              03822W109    19688   131200 SH       DEFINED 02 07 09          0        0   131200
APPLIED MICRO CIRCUITS CORP    COM              03822W109   209367  1395200 SH       DEFINED 11 12 13          0        0  1395200
APPLIED MICRO CIRCUITS CORP    COM              03822W109   400858  2671280 SH       DEFINED 15 16 19          0        0  2671280
APPLIED MICRO CIRCUITS CORP    COM              03822W109    38716   258000 SH       DEFINED 28 30 34          0        0   258000
APPLIED MICRO CIRCUITS CORP    COM              03822W109    51366   342300 SH       DEFINED 03           312300        0    30000
APPLIED MATLS INC              COM              038222105   116323  1234200 SH       DEFINED 02 05 06          0        0  1234200
APPLIED MATLS INC              COM              038222105   302831  3213069 SH       DEFINED 09 10 12          0        0  3213069
APPLIED MATLS INC              COM              038222105   511883  5431129 SH       DEFINED 13 15 16          0        0  5431129
APPLIED MATLS INC              COM              038222105   258254  2740100 SH       DEFINED 20 22 23          0        0  2740100
APPLIED MATLS INC              COM              038222105   435179  4617285 SH       DEFINED 26 28 30          0        0  4617285
APPLIED MATLS INC              COM              038222105    23383   248100 SH       DEFINED 32                0        0   248100
APPLIED MATLS INC              COM              038222105   135037  1432770 SH       DEFINED 37 03       1220970        0   211800
APPLIED PWR INC                CL A             038225108      679    23855 SH       DEFINED 03            23855        0        0
APROPOS TECHNOLOGY INC         COM              038334108    17600   475700 SH       DEFINED 13 28             0        0   475700
APROPOS TECHNOLOGY INC         COM              038334108       29      800 SH       DEFINED 03              700        0      100
APTARGROUP INC                 COM              038336103     4272   160100 SH       DEFINED 03           160100        0        0
ARACRUZ CELULOSE S A           SPON ADR CL B    038496204      711    33570 SH       DEFINED 02 07 19          0        0    33570
ARACRUZ CELULOSE S A           SPON ADR CL B    038496204     5029   237400 SH       DEFINED 21                0        0   237400
ARCADIA FINL LTD               COM              039101100     2712   542400 SH       DEFINED 25 27             0        0   542400
ARCH CHEMICALS INC             COM              03937R102    24475  1223750 SH       DEFINED 09 12 15          0        0  1223750
ARCH CHEMICALS INC             COM              03937R102     8538   426900 SH       DEFINED 22 28 34          0        0   426900
ARCH CHEMICALS INC             COM              03937R102    11366   568300 SH       DEFINED 03           452450        0   115850
ARCH COAL INC                  COM              039380100       92    13257 SH       DEFINED 37 03         13257        0        0
ARCH COMMUNICATIONS GROUP INC  COM NEW          039381504     5743   741100 SH       DEFINED 26 03             0        0   741100
ARCHER DANIELS MIDLAND CO      COM              039483102   104975 10118098 SH       DEFINED 13 15             0        0 10118098
ARCHER DANIELS MIDLAND CO      COM              039483102     4766   459395 SH       DEFINED 37 03        459395        0        0
ARCHSTONE CMNTYS TR            SH BEN INT       039581103    12355   619700 SH       DEFINED 09 15 35          0        0   619700
ARCHSTONE CMNTYS TR            SH BEN INT       039581103    10971   550300 SH       DEFINED 03           550300        0        0
ARCTIC CAT INC                 COM              039670104      287    28000 SH       DEFINED 26                0        0    28000
ARDEN RLTY GROUP INC           COM              039793104    11769   563800 SH       DEFINED 09 12 34          0        0   563800
ARDEN RLTY GROUP INC           COM              039793104     4557   218300 SH       DEFINED 35                0        0   218300
ARDEN RLTY GROUP INC           COM              039793104    12393   593700 SH       DEFINED 03           511300        0    82400
ARCHITEL SYS CORP              COM              039917109     4471   260800 SH       DEFINED 02 28             0        0   260800
ARGENTINA FD INC               COM              040112104     2976   256000 SH       DEFINED 19 21             0        0   256000
ARGOSY GAMING CO               COM              040228108     1054    74000 SH       DEFINED 26                0        0    74000
ARIAD PHARMACEUTICALS INC      COM              04033A100    14563   913800 SH       DEFINED 05 26 28          0        0   913800
ARIAD PHARMACEUTICALS INC      COM              04033A100     4284   268800 SH       DEFINED 03           141300        0   127500
ARIBA INC                      COM              04033V104     9286    76600 SH       DEFINED 02 06 09          0        0    76600
ARIBA INC                      COM              04033V104   178799  2105800 SH       DEFINED 10 13 15          0        0  2105800
ARIBA INC                      COM              04033V104   432791  4129200 SH       DEFINED 16 20 23          0        0  4129200
ARIBA INC                      COM              04033V104     8217    78400 SH       DEFINED 28 30 32          0        0    78400
ARIBA INC                      COM              04033V104    13416   128000 SH       DEFINED 34                0        0   128000
ARIBA INC                      COM              04033V104    36202   172700 SH       DEFINED 03           162200        0    10500
ARK RESTAURANTS CORP           COM              040712101     1954   295000 SH       DEFINED 07                0        0   295000
ARKANSAS BEST CORP DEL         COM              040790107     4189   399000 SH       DEFINED 02 07 26          0        0   399000
ARM HLDGS PLC                  SPONSORED ADR    042068106    60488   340300 SH       DEFINED 15 20 32          0        0   340300
ARMOR HOLDINGS INC             COM              042260109     1485   135000 SH       DEFINED 28                0        0   135000
ARMSTRONG WORLD INDS INC       COM              042476101       12      700 SH       DEFINED 15                0        0      700
ARMSTRONG WORLD INDS INC       COM              042476101      540    30241 SH       DEFINED 03            30241        0        0
ARNOLD INDS INC                COM              042595108    17745  1385000 SH       DEFINED 07                0        0  1385000
ARNOLD INDS INC                COM              042595108      193    15100 SH       DEFINED 03            15100        0        0
ARQULE INC                     COM              04269E107     8571   634900 SH       DEFINED 04 05 26          0        0   634900
ARQULE INC                     COM              04269E107      608    45100 SH       DEFINED 28                0        0    45100
ARQULE INC                     COM              04269E107     1678   124300 SH       DEFINED 03            59500        0    64800
ARROW ELECTRS INC              COM              042735100     7050   200000 SH       DEFINED 09 28 30          0        0   200000
ARROW ELECTRS INC              COM              042735100       60     1750 SH       DEFINED 37             1750        0        0
ARROW INTL INC                 COM              042764100     3225   102800 SH       DEFINED 05 15 26          0        0   102800
ARROW INTL INC                 COM              042764100      235     7500 SH       DEFINED 28                0        0     7500
ARROW INTL INC                 COM              042764100     1465    46700 SH       DEFINED 03            26900        0    19800
ART TECHNOLOGY GROUP INC       COM              04289L107   175392  2670100 SH       DEFINED 02 09 13          0        0  2670100
ART TECHNOLOGY GROUP INC       COM              04289L107   103713  1578900 SH       DEFINED 15 22 28          0        0  1578900
ART TECHNOLOGY GROUP INC       COM              04289L107     2706    41200 SH       DEFINED 30 34             0        0    41200
ART TECHNOLOGY GROUP INC       COM              04289L107    12428   189200 SH       DEFINED 03           189200        0        0
ARVIN INDS INC                 COM              043339100       38     1700 SH       DEFINED 15                0        0     1700
ARVIN INDS INC                 COM              043339100     9579   423400 SH       DEFINED 03           423400        0        0
ASHLAND INC                    COM              044204105     1820    54445 SH       DEFINED 03            54445        0        0
ASIA PAC FD INC                COM              044901106     5373   514800 SH       DEFINED 19 21             0        0   514800
ASIA TIGERS FD INC             COM              04516T105    11831  1140400 SH       DEFINED 02 19 21          0        0  1140400
ASIA TIGERS FD INC             COM              04516T105     3722   358800 SH       DEFINED 22 26 03          0        0   358800
ASIA PULP & PAPER LTD          SPONSORED ADR    04516V100      368    50000 SH       DEFINED 21                0        0    50000
ASIA SATELLITE TELECOMMUNCNT   SPONSORED ADR    04516X106     1455    36000 SH       DEFINED 13                0        0    36000
ASIA SATELLITE TELECOMMUNCNT   SPONSORED ADR    04516X106     2224    55000 SH       DEFINED 03            55000        0        0
ASIAINFO HLDGS INC             COM              04518A104     3443    56920 SH       DEFINED 02 19 21          0        0    56920
ASIAINFO HLDGS INC             COM              04518A104       60     1000 SH       DEFINED 03                0        0     1000
ASPECT COMMUNICATIONS CORP     COM              04523Q102   223999  6043820 SH       DEFINED 13 22 28          0        0  6043820
ASPECT COMMUNICATIONS CORP     COM              04523Q102     1297    35000 SH       DEFINED 34                0        0    35000
ASPECT COMMUNICATIONS CORP     COM              04523Q102     4825   130200 SH       DEFINED 03           130200        0        0
ASPECT DEV INC                 COM              045234101   184528  2866466 SH       DEFINED 02 13 15          0        0  2866466
ASPECT DEV INC                 COM              045234101    42159   654900 SH       DEFINED 22 28             0        0   654900
ASPECT DEV INC                 COM              045234101    37511   582700 SH       DEFINED 03           582700        0        0
ASPEN TECHNOLOGY INC           COM              045327103     1732    42900 SH       DEFINED 02 26             0        0    42900
ASPEN TECHNOLOGY INC           COM              045327103     3892    96400 SH       DEFINED 03            96400        0        0
ASSET INVS CORP DEL            COM              04541W107     2972   276500 SH       DEFINED 35                0        0   276500
ASSET INVS CORP DEL            COM              04541W107     2556   237800 SH       DEFINED 03           237800        0        0
ASSOCIATED BANC CORP           COM              045487105     2258    75600 SH       DEFINED 15                0        0    75600
ASSOCIATED MATLS INC           COM              045709102     1026    74000 SH       DEFINED 28                0        0    74000
AT HOME CORP                   SB NT CV 144A 06 045919AD9     4980  6000000 PRN      DEFINED 11                0        0        0
AT HOME CORP                   COM SER A        045919107   233600  7092222 SH       DEFINED 07 10 13          0        0  7092222
AT HOME CORP                   COM SER A        045919107     8180   248376 SH       DEFINED 15                0        0   248376
AT HOME CORP                   COM SER A        045919107     2129    64640 SH       DEFINED 03            64640        0        0
ASSOCIATES FIRST CAP CORP      CL A             046008108    80736  3766150 SH       DEFINED 02 05 06          0        0  3766150
ASSOCIATES FIRST CAP CORP      CL A             046008108   594619 27737356 SH       DEFINED 07 09 10          0        0 27737356
ASSOCIATES FIRST CAP CORP      CL A             046008108    43951  2050200 SH       DEFINED 11 12 15          0        0  2050200
ASSOCIATES FIRST CAP CORP      CL A             046008108   677562 31606424 SH       DEFINED 16 19 20          0        0 31606424
ASSOCIATES FIRST CAP CORP      CL A             046008108   207429  9676006 SH       DEFINED 22 26 28          0        0  9676006
ASSOCIATES FIRST CAP CORP      CL A             046008108   106585  4971904 SH       DEFINED 30 32 34          0        0  4971904
ASSOCIATES FIRST CAP CORP      CL A             046008108     2973   139136 SH       DEFINED 37           138136        0     1000
ASSOCIATES FIRST CAP CORP      CL A             046008108    68429  3192048 SH       DEFINED 03          1903232        0  1288816
ASTEC INDS INC                 COM              046224101     3681   138600 SH       DEFINED 13                0        0   138600
ASTEC INDS INC                 COM              046224101     9785   368400 SH       DEFINED 03           368400        0        0
ASTORIA FINL CORP              COM              046265104     3240   114200 SH       DEFINED 07 15             0        0   114200
ASTORIA FINL CORP              COM              046265104      195     6900 SH       DEFINED 03             6900        0        0
ASTRAZENECA PLC                SPONSORED ADR    046353108     6253   154400 SH       DEFINED 19 21             0        0   154400
ASTRONICS CORP                 COM              046433108     4478   389414 SH       DEFINED 07 15             0        0   389414
ASTROPOWER INC                 COM              04644A101    17367   537500 SH       DEFINED 28                0        0   537500
ASTROPOWER INC                 COM              04644A101        3      100 SH       DEFINED 03              100        0        0
ASYST TECHNOLOGY CORP          COM              04648X107    23932   409100 SH       DEFINED 02 09 28          0        0   409100
ASYST TECHNOLOGY CORP          COM              04648X107     2808    48000 SH       DEFINED 30 32             0        0    48000
ATLANTIC COAST AIRLINES HLDGS  COM              048396105     7229   279400 SH       DEFINED 02 15 26          0        0   279400
ATLANTIC COAST AIRLINES HLDGS  COM              048396105    16596   641400 SH       DEFINED 03           636800        0     4600
ATLANTIC RICHFIELD CO          COM              048825103   171054  2012400 SH       DEFINED 02 07 09          0        0  2012400
ATLANTIC RICHFIELD CO          COM              048825103   162554  1912400 SH       DEFINED 12 15 22          0        0  1912400
ATLANTIC RICHFIELD CO          COM              048825103   183945  2164060 SH       DEFINED 23 28 32          0        0  2164060
ATLANTIC RICHFIELD CO          COM              048825103    11330   133300 SH       DEFINED 34                0        0   133300
ATLANTIC RICHFIELD CO          COM              048825103      322     3861 SH       DEFINED 37             3861        0        0
ATLANTIC RICHFIELD CO          COM              048825103    44054   518293 SH       DEFINED 03           430593        0    87700
ATLANTIC TELE NETWORK INC      COM NEW          049079205     5829   490920 SH       DEFINED 07                0        0   490920
ATLAS AIR INC                  COM              049164106     2816   102900 SH       DEFINED 12 15             0        0   102900
ATLAS AIR INC                  COM              049164106     5027   183650 SH       DEFINED 03           172350        0    11300
ATMEL CORP                     COM              049513104   106409  2061200 SH       DEFINED 02 09 13          0        0  2061200
ATMEL CORP                     COM              049513104   141555  2742000 SH       DEFINED 15 20 23          0        0  2742000
ATMEL CORP                     COM              049513104    28099   544300 SH       DEFINED 28 30 32          0        0   544300
ATMEL CORP                     COM              049513104    12818   248300 SH       DEFINED 34 03             0        0   248300
ATMOS ENERGY CORP              COM              049560105      369    22544 SH       DEFINED 15                0        0    22544
ATMOS ENERGY CORP              COM              049560105     3939   240600 SH       DEFINED 03           240600        0        0
ATPLAN INC                     COM              04962Q100     6384   773900 SH       DEFINED 15 28             0        0   773900
ATWOOD OCEANICS INC            COM              050095108    25265   381000 SH       DEFINED 02 13 15          0        0   381000
ATWOOD OCEANICS INC            COM              050095108     4111    62000 SH       DEFINED 26                0        0    62000
ATWOOD OCEANICS INC            COM              050095108    40569   611800 SH       DEFINED 03           611800        0        0
AUDIOVOX CORP                  CL A             050757103    72544  1662900 SH       DEFINED 02 04 15          0        0  1662900
AUDIOVOX CORP                  CL A             050757103    21834   500500 SH       DEFINED 21 34 03          0        0   500500
AURORA FOODS INC               COM              05164B106     1080   360300 SH       DEFINED 15 28             0        0   360300
AURORA BIOSCIENCES CORP        COM              051920106    18855   461300 SH       DEFINED 09 13 28          0        0   461300
AURORA BIOSCIENCES CORP        COM              051920106      171     4200 SH       DEFINED 30                0        0     4200
AUTODESK INC                   COM              052769106    38265   841000 SH       DEFINED 09 28 30          0        0   841000
AUTODESK INC                   COM              052769106     2094    46028 SH       DEFINED 03            46028        0        0
AUTOMATIC DATA PROCESSING INC  LYON SUB ZERO 12 053015AC7     4882  3875000 PRN      DEFINED 11                0        0        0
AUTOMATIC DATA PROCESSING INC  COM              053015103    71906  1490280 SH       DEFINED 05 06 07          0        0  1490280
AUTOMATIC DATA PROCESSING INC  COM              053015103   170973  3543500 SH       DEFINED 10 11 13          0        0  3543500
AUTOMATIC DATA PROCESSING INC  COM              053015103   948449 19656980 SH       DEFINED 15 16 20          0        0 19656980
AUTOMATIC DATA PROCESSING INC  COM              053015103   112277  2327000 SH       DEFINED 22 23 26          0        0  2327000
AUTOMATIC DATA PROCESSING INC  COM              053015103   314922  6526900 SH       DEFINED 28 30 32          0        0  6526900
AUTOMATIC DATA PROCESSING INC  COM              053015103   198588  4115869 SH       DEFINED 37 03       3348009        0   767860
AUTONATION INC                 COM              05329W102   123819 15599327 SH       DEFINED 02 10 12          0        0 15599327
AUTONATION INC                 COM              05329W102    31649  3987400 SH       DEFINED 15 20 21          0        0  3987400
AUTONATION INC                 COM              05329W102    15978  2013100 SH       DEFINED 29 32 34          0        0  2013100
AUTONATION INC                 COM              05329W102    11171  1407400 SH       DEFINED 03           376600        0  1030800
AUTOZONE INC                   COM              053332102   123282  4442600 SH       DEFINED 07 10 12          0        0  4442600
AUTOZONE INC                   COM              053332102    88508  3189500 SH       DEFINED 13 15 28          0        0  3189500
AUTOZONE INC                   COM              053332102     3270   117857 SH       DEFINED 03           117857        0        0
AVANEX CORP                    COM              05348W109    37087   244400 SH       DEFINED 10 13             0        0   244400
AVALONBAY CMNTYS INC           COM              053484101    42214  1152604 SH       DEFINED 09 12 15          0        0  1152604
AVALONBAY CMNTYS INC           COM              053484101     9277   253300 SH       DEFINED 35                0        0   253300
AVALONBAY CMNTYS INC           COM              053484101    23820   650400 SH       DEFINED 03           574900        0    75500
AVANT CORP                     COM              053487104    22093  1767500 SH       DEFINED 07 26             0        0  1767500
AVANT CORP                     COM              053487104       36     2900 SH       DEFINED 03             2900        0        0
AVERY DENNISON CORP            COM              053611109    10527   172400 SH       DEFINED 02 07 09          0        0   172400
AVERY DENNISON CORP            COM              053611109    99687  1632550 SH       DEFINED 11 12 15          0        0  1632550
AVERY DENNISON CORP            COM              053611109    67577  1106700 SH       DEFINED 19 20 23          0        0  1106700
AVERY DENNISON CORP            COM              053611109    12249   200600 SH       DEFINED 28 30 32          0        0   200600
AVERY DENNISON CORP            COM              053611109       91     1500 SH       DEFINED 34                0        0     1500
AVERY DENNISON CORP            COM              053611109    13537   221704 SH       DEFINED 37 03        196704        0    25000
AVIALL INC NEW                 COM              05366B102      253    30000 SH       DEFINED 28                0        0    30000
AVIGEN INC                     COM              053690103      213     4800 SH       DEFINED 12 28             0        0     4800
AVIRON                         COM              053762100    21071   757630 SH       DEFINED 09 28 30          0        0   757630
AVIS RENT A CAR INC            COM              053790101    22104  1254130 SH       DEFINED 07 15 26          0        0  1254130
AVIS RENT A CAR INC            COM              053790101      705    40000 SH       DEFINED 28                0        0    40000
AVIS RENT A CAR INC            COM              053790101     7196   408300 SH       DEFINED 03           408300        0        0
AVNET INC                      COM              053807103    40811   647800 SH       DEFINED 15 16 28          0        0   647800
AVNET INC                      COM              053807103      737    11700 SH       DEFINED 30                0        0    11700
AVNET INC                      COM              053807103       25      425 SH       DEFINED 37              425        0        0
AVON PRODS INC                 COM              054303102    28315   974300 SH       DEFINED 02 05 06          0        0   974300
AVON PRODS INC                 COM              054303102   193457  6656600 SH       DEFINED 07 09 10          0        0  6656600
AVON PRODS INC                 COM              054303102   115258  3965900 SH       DEFINED 13 15 16          0        0  3965900
AVON PRODS INC                 COM              054303102   103670  3567159 SH       DEFINED 19 20 21          0        0  3567159
AVON PRODS INC                 COM              054303102    52481  1805800 SH       DEFINED 22 23 28          0        0  1805800
AVON PRODS INC                 COM              054303102    39182  1348210 SH       DEFINED 29 30 32          0        0  1348210
AVON PRODS INC                 COM              054303102      408    14050 SH       DEFINED 34                0        0    14050
AVON PRODS INC                 COM              054303102        7      260 SH       DEFINED 37              260        0        0
AVON PRODS INC                 COM              054303102    19767   680158 SH       DEFINED 03           416258        0   263900
AWARE INC MASS                 COM              05453N100     4012   100000 SH       DEFINED 28                0        0   100000
AWARE INC MASS                 COM              05453N100     2226    55500 SH       DEFINED 03            55500        0        0
AXA                            SPONSORED ADR    054536107     2136    29800 SH       DEFINED 02 15 34          0        0    29800
AXENT TECHNOLOGIES INC         COM              05459C108    42442  2256100 SH       DEFINED 13 15 03          0        0  2256100
AXYS PHARMACEUTICALS INC       COM              054635107      153    20000 SH       DEFINED 15                0        0    20000
AXYS PHARMACEUTICALS INC       COM              054635107     2231   290250 SH       DEFINED 03           290250        0        0
AZTAR CORP                     COM              054802103      915    96400 SH       DEFINED 02 26             0        0    96400
AZTEC MFG CO                   COM              054825104     4925   417000 SH       DEFINED 07                0        0   417000
BB&T CORP                      COM              054937107     9553   340450 SH       DEFINED 15                0        0   340450
BB&T CORP                      COM              054937107     7361   262327 SH       DEFINED 03           262327        0        0
AZURIX CORP                    COM              05501M104      738    98500 SH       DEFINED 15                0        0    98500
AZURIX CORP                    COM              05501M104     3483   464400 SH       DEFINED 03           456900        0     7500
BCE INC                        COM              05534B109   263610  2138920 SH       DEFINED 02 07 09          0        0  2138920
BCE INC                        COM              05534B109   113417   908060 SH       DEFINED 11 15 19          0        0   908060
BCE INC                        COM              05534B109   153203  1226600 SH       DEFINED 21 22 34          0        0  1226600
BCE INC                        COM              05534B109    14239   114112 SH       DEFINED 03            81612        0    32500
BHC COMMUNICATIONS INC         CL A             055448104    24242   155400 SH       DEFINED 13                0        0   155400
BHC COMMUNICATIONS INC         CL A             055448104    37526   240556 SH       DEFINED 03           240556        0        0
BISYS GROUP INC                COM              055472104     3125    47000 SH       DEFINED 15                0        0    47000
BISYS GROUP INC                COM              055472104     9373   140950 SH       DEFINED 03           140950        0        0
BJS WHOLESALE CLUB INC         COM              05548J106   112020  2900200 SH       DEFINED 02 06 07          0        0  2900200
BJS WHOLESALE CLUB INC         COM              05548J106    19699   510020 SH       DEFINED 12 15 19          0        0   510020
BJS WHOLESALE CLUB INC         COM              05548J106     1096    28400 SH       DEFINED 32 34             0        0    28400
BJS WHOLESALE CLUB INC         COM              05548J106    29123   754000 SH       DEFINED 03           255300        0   498700
BJ SVCS CO                     COM              055482103    27651   374300 SH       DEFINED 02 04 06          0        0   374300
BJ SVCS CO                     COM              055482103    98348  1331276 SH       DEFINED 09 12 15          0        0  1331276
BJ SVCS CO                     COM              055482103   190368  2576900 SH       DEFINED 16 22 23          0        0  2576900
BJ SVCS CO                     COM              055482103   103484  1400800 SH       DEFINED 26 28 30          0        0  1400800
BJ SVCS CO                     COM              055482103    39944   540700 SH       DEFINED 32 34 37          0        0   540700
BJ SVCS CO                     COM              055482103    15831   214300 SH       DEFINED 03           194300        0    20000
BMC INDS INC MINN              COM              055607105     2644   465000 SH       DEFINED 07                0        0   465000
BP AMOCO P L C                 SPONSORED ADR    055622104    63785  1202074 SH       DEFINED 02 05 06          0        0  1202074
BP AMOCO P L C                 SPONSORED ADR    055622104   754620 14221358 SH       DEFINED 07 08 09          0        0 14221358
BP AMOCO P L C                 SPONSORED ADR    055622104   668948 12606800 SH       DEFINED 10 15 16          0        0 12606800
BP AMOCO P L C                 SPONSORED ADR    055622104   806044 15190466 SH       DEFINED 18 19 20          0        0 15190466
BP AMOCO P L C                 SPONSORED ADR    055622104   318030  5993508 SH       DEFINED 21 22 23          0        0  5993508
BP AMOCO P L C                 SPONSORED ADR    055622104   370296  6978494 SH       DEFINED 28 30 32          0        0  6978494
BP AMOCO P L C                 SPONSORED ADR    055622104    16120   303800 SH       DEFINED 34                0        0   303800
BP AMOCO P L C                 SPONSORED ADR    055622104     4354    81890 SH       DEFINED 37            81890        0        0
BP AMOCO P L C                 SPONSORED ADR    055622104    33904   638948 SH       DEFINED 03           178792        0   460156
BRE PROPERTIES INC             CL A             05564E106    31444  1218200 SH       DEFINED 09 12 26          0        0  1218200
BRE PROPERTIES INC             CL A             05564E106     2839   110000 SH       DEFINED 28 34             0        0   110000
BRE PROPERTIES INC             CL A             05564E106    11522   446400 SH       DEFINED 03           358900        0    87500
BMC SOFTWARE INC               COM              055921100   185571  3758400 SH       DEFINED 02 07 10          0        0  3758400
BMC SOFTWARE INC               COM              055921100   319067  6462125 SH       DEFINED 13 15 16          0        0  6462125
BMC SOFTWARE INC               COM              055921100     7229   146420 SH       DEFINED 19 34             0        0   146420
BMC SOFTWARE INC               COM              055921100    26445   535609 SH       DEFINED 37 03        466209        0    69400
BTU INTL INC                   COM              056032105     7729   603300 SH       DEFINED 07                0        0   603300
BAIRNCO CORP                   COM              057097107     6249   900900 SH       DEFINED 07                0        0   900900
BAKER HUGHES INC               COM              057224107    76690  2535230 SH       DEFINED 02 04 07          0        0  2535230
BAKER HUGHES INC               COM              057224107   202133  6682100 SH       DEFINED 09 10 12          0        0  6682100
BAKER HUGHES INC               COM              057224107   190087  6283876 SH       DEFINED 13 15 16          0        0  6283876
BAKER HUGHES INC               COM              057224107    81702  2700920 SH       DEFINED 19 20 21          0        0  2700920
BAKER HUGHES INC               COM              057224107   199546  6596570 SH       DEFINED 22 23 27          0        0  6596570
BAKER HUGHES INC               COM              057224107    96846  3201530 SH       DEFINED 28 29 30          0        0  3201530
BAKER HUGHES INC               COM              057224107    18883   624250 SH       DEFINED 32 34             0        0   624250
BAKER HUGHES INC               COM              057224107       66     2191 SH       DEFINED 37             2191        0        0
BAKER HUGHES INC               COM              057224107    49070  1622181 SH       DEFINED 03          1150881        0   471300
BAKER J INC                    SUB NT CONV 7%02 057232AA8    10640 13300000 PRN      DEFINED 09                0        0        0
BAKER J INC                    SUB NT CONV 7%02 057232AA8      208   260000 PRN      DEFINED 03                0        0        0
BAKER J INC                    COM              057232100     8919  1274200 SH       DEFINED 12 26 28          0        0  1274200
BAKER J INC                    COM              057232100      830   118600 SH       DEFINED 03           118600        0        0
BALDOR ELEC CO                 COM              057741100     3293   182330 SH       DEFINED 03           182330        0        0
BALDWIN TECHNOLOGY INC         CL A             058264102      474   245000 SH       DEFINED 07                0        0   245000
BALL CORP                      COM              058498106    27698   801410 SH       DEFINED 06 09 15          0        0   801410
BALL CORP                      COM              058498106    54993  1591134 SH       DEFINED 18 22 26          0        0  1591134
BALL CORP                      COM              058498106     9014   260820 SH       DEFINED 30 34 03      40245        0   220575
BALLARD PWR SYS INC            COM              05858H104     2535    33710 SH       DEFINED 02 15 34          0        0    33710
BALLY TOTAL FITNESS HLDG CORP  COM              05873K108     6247   255000 SH       DEFINED 26                0        0   255000
BANCO GANADERO S A             SP ADR PREF C    059594507      720    90000 SH       DEFINED 02 19 21          0        0    90000
BANCO SANTANDER CENT HISPANO   ADR              05964H105    38617  3613300 SH       DEFINED 19 21             0        0  3613300
BANCO SANTANDER P R SAN JUAN   COM              059646109     3443   288420 SH       DEFINED 07                0        0   288420
BANGOR HYDRO ELEC CO           COM              060077104    10091   582900 SH       DEFINED 07 28             0        0   582900
BANGOR HYDRO ELEC CO           COM              060077104     2207   127500 SH       DEFINED 03           127500        0        0
BANK OF AMERICA CORPORATION    COM              060505104   401522  7657171 SH       DEFINED 02 07 09          0        0  7657171
BANK OF AMERICA CORPORATION    COM              060505104   767797 14642139 SH       DEFINED 10 12 15          0        0 14642139
BANK OF AMERICA CORPORATION    COM              060505104    95401  1819346 SH       DEFINED 16 18 19          0        0  1819346
BANK OF AMERICA CORPORATION    COM              060505104   218978  4175990 SH       DEFINED 22 27 28          0        0  4175990
BANK OF AMERICA CORPORATION    COM              060505104    24614   469404 SH       DEFINED 30 32 34          0        0   469404
BANK OF AMERICA CORPORATION    COM              060505104      632    12303 SH       DEFINED 37            12303        0        0
BANK OF AMERICA CORPORATION    COM              060505104   181524  3461739 SH       DEFINED 03          2949534        0   512205
BANK MONTREAL QUE              COM              063671101     1807    52330 SH       DEFINED 02 07             0        0    52330
BANK MONTREAL QUE              COM              063671101      158     4490 SH       DEFINED 03             4490        0        0
BANK OF THE OZARKS INC         COM              063904106     3288   227800 SH       DEFINED 07 28             0        0   227800
BANK NEW YORK INC              COM              064057102   171981  4137890 SH       DEFINED 02 05 06          0        0  4137890
BANK NEW YORK INC              COM              064057102   503414 12112234 SH       DEFINED 07 09 10          0        0 12112234
BANK NEW YORK INC              COM              064057102   632701 15222896 SH       DEFINED 11 15 16          0        0 15222896
BANK NEW YORK INC              COM              064057102   185716  4468370 SH       DEFINED 18 19 20          0        0  4468370
BANK NEW YORK INC              COM              064057102   254807  6130700 SH       DEFINED 22 23 27          0        0  6130700
BANK NEW YORK INC              COM              064057102    80523  1937400 SH       DEFINED 28 30 32          0        0  1937400
BANK NEW YORK INC              COM              064057102     7221   173760 SH       DEFINED 34                0        0   173760
BANK NEW YORK INC              COM              064057102   202566  4873895 SH       DEFINED 37 03       4079269        0   794626
BANK ONE CORP                  COM              06423A103    47912  1393828 SH       DEFINED 02 04 07          0        0  1393828
BANK ONE CORP                  COM              06423A103   128450  3736729 SH       DEFINED 09 11 12          0        0  3736729
BANK ONE CORP                  COM              06423A103   131131  3814745 SH       DEFINED 13 15 16          0        0  3814745
BANK ONE CORP                  COM              06423A103   357820 10409328 SH       DEFINED 20 22 28          0        0 10409328
BANK ONE CORP                  COM              06423A103    29145   847882 SH       DEFINED 30 32 34          0        0   847882
BANK ONE CORP                  COM              06423A103      157     4617 SH       DEFINED 37             4617        0        0
BANK ONE CORP                  COM              06423A103    49004  1425573 SH       DEFINED 03          1115373        0   310200
BANK TOKYO-MITSUBISHI LTD      SPONSORED ADR    065379109    28844  2033100 SH       DEFINED 19 21 28          0        0  2033100
BANK TOKYO-MITSUBISHI LTD      SPONSORED ADR    065379109      631    44500 SH       DEFINED 30                0        0    44500
BANKUNITED FINL CORP           CL A             06652B103     1171   167300 SH       DEFINED 15 23 26          0        0   167300
BANTA CORP                     COM              066821109    39991  2176400 SH       DEFINED 12 03         46100        0  2130300
BANYAN STRATEGIC RLTY TR       SH BEN INT       06683M102     4192   798500 SH       DEFINED 07                0        0   798500
BANYAN STRATEGIC RLTY TR       SH BEN INT       06683M102      372    71000 SH       DEFINED 03            71000        0        0
BANYAN SYS INC                 COM              066908104     9109   518700 SH       DEFINED 02 15 34          0        0   518700
BANYAN SYS INC                 COM              066908104      886    50500 SH       DEFINED 03            50500        0        0
BARBEQUES GALORE LTD           SPONSORED ADR    067091108     5145   508200 SH       DEFINED 12 26 28          0        0   508200
BARD C R INC                   COM              067383109   184420  4766930 SH       DEFINED 12 15 16          0        0  4766930
BARD C R INC                   COM              067383109        3      100 SH       DEFINED 34                0        0      100
BARD C R INC                   COM              067383109     1963    50760 SH       DEFINED 37 03         50760        0        0
BARNES & NOBLE INC             COM              067774109        2      100 SH       DEFINED 37              100        0        0
BARRICK GOLD CORP              COM              067901108    38202  2464990 SH       DEFINED 02 07 13          0        0  2464990
BARRICK GOLD CORP              COM              067901108   150284  9679340 SH       DEFINED 15 19 20          0        0  9679340
BARRICK GOLD CORP              COM              067901108    43375  2793700 SH       DEFINED 21 22 28          0        0  2793700
BARRICK GOLD CORP              COM              067901108    30348  1954660 SH       DEFINED 32 34             0        0  1954660
BARRICK GOLD CORP              COM              067901108     5308   338564 SH       DEFINED 37 03        338564        0        0
BARNETT INC                    COM              068062108     7535   685000 SH       DEFINED 07                0        0   685000
BARRA INC                      COM              068313105     2787    82300 SH       DEFINED 02 23 26          0        0    82300
BARRA INC                      COM              068313105      157     4650 SH       DEFINED 03             4650        0        0
BARRETT RES CORP               COM PAR $0.01    068480201    17180   576300 SH       DEFINED 02 05 09          0        0   576300
BARRETT RES CORP               COM PAR $0.01    068480201     6239   209300 SH       DEFINED 15 23 26          0        0   209300
BARRETT RES CORP               COM PAR $0.01    068480201     4536   152170 SH       DEFINED 28 30 34          0        0   152170
BARRETT RES CORP               COM PAR $0.01    068480201     7326   245760 SH       DEFINED 03           189460        0    56300
BASIN EXPL INC                 COM              070107107     2960   198200 SH       DEFINED 03           198200        0        0
BASSETT FURNITURE INDS INC     COM              070203104     3280   234300 SH       DEFINED 28                0        0   234300
BASSETT FURNITURE INDS INC     COM              070203104      103     7400 SH       DEFINED 03             7400        0        0
BAUSCH & LOMB INC              COM              071707103    45788   877380 SH       DEFINED 02 15 16          0        0   877380
BAUSCH & LOMB INC              COM              071707103     4039    77400 SH       DEFINED 34                0        0    77400
BAUSCH & LOMB INC              COM              071707103     4002    76697 SH       DEFINED 03            76697        0        0
BAXTER INTL INC                COM              071813109    76991  1228180 SH       DEFINED 02 06 07          0        0  1228180
BAXTER INTL INC                COM              071813109   143360  2286900 SH       DEFINED 10 11 13          0        0  2286900
BAXTER INTL INC                COM              071813109   259009  4131750 SH       DEFINED 15 16 19          0        0  4131750
BAXTER INTL INC                COM              071813109    23658   377400 SH       DEFINED 28 30 34          0        0   377400
BAXTER INTL INC                COM              071813109    51686   824520 SH       DEFINED 37 03        784920        0    39600
BE AEROSPACE INC               COM              073302101      887   151100 SH       DEFINED 15 26             0        0   151100
BE AEROSPACE INC               COM              073302101      839   142900 SH       DEFINED 03           142900        0        0
BE FREE INC                    COM              073308108    20251   920500 SH       DEFINED 02 05 15          0        0   920500
BE FREE INC                    COM              073308108     5526   251200 SH       DEFINED 26 28 34          0        0   251200
BE FREE INC                    COM              073308108     3863   175600 SH       DEFINED 03           113900        0    61700
BEA SYS INC                    SB NT CV144A4%06 073325AC6    16838 13600000 PRN      DEFINED 11                0        0        0
BEA SYS INC                    COM              073325102    93545  1274900 SH       DEFINED 02 05 06          0        0  1274900
BEA SYS INC                    COM              073325102   182344  2485100 SH       DEFINED 09 10 11          0        0  2485100
BEA SYS INC                    COM              073325102   327015  4456768 SH       DEFINED 12 13 15          0        0  4456768
BEA SYS INC                    COM              073325102   492573  6713100 SH       DEFINED 16 19 22          0        0  6713100
BEA SYS INC                    COM              073325102   121174  1651444 SH       DEFINED 23 26 28          0        0  1651444
BEA SYS INC                    COM              073325102    31023   422810 SH       DEFINED 30 34             0        0   422810
BEA SYS INC                    COM              073325102    65201   888607 SH       DEFINED 03           729034        0   159573
BEAR STEARNS COS INC           COM              073902108    35483   777717 SH       DEFINED 02 05 15          0        0   777717
BEAR STEARNS COS INC           COM              073902108     5443   119300 SH       DEFINED 26 28 32          0        0   119300
BEAR STEARNS COS INC           COM              073902108      895    19625 SH       DEFINED 34                0        0    19625
BEAR STEARNS COS INC           COM              073902108    18126   397284 SH       DEFINED 37 03        356284        0    41000
BEAZER HOMES USA INC           COM              07556Q105    21838  1164700 SH       DEFINED 07 12 28          0        0  1164700
BECKMAN COULTER INC            COM              075811109    10886   169600 SH       DEFINED 02 15 23          0        0   169600
BECKMAN COULTER INC            COM              075811109      982    15300 SH       DEFINED 34                0        0    15300
BECKMAN COULTER INC            COM              075811109    12024   187339 SH       DEFINED 37 03        176639        0    10700
BECTON DICKINSON & CO          COM              075887109     4433   168510 SH       DEFINED 02 06 08          0        0   168510
BECTON DICKINSON & CO          COM              075887109    83546  3175160 SH       DEFINED 09 10 15          0        0  3175160
BECTON DICKINSON & CO          COM              075887109   123685  4700650 SH       DEFINED 16 20 22          0        0  4700650
BECTON DICKINSON & CO          COM              075887109     3483   132400 SH       DEFINED 23 28 30          0        0   132400
BECTON DICKINSON & CO          COM              075887109    15144   575575 SH       DEFINED 32 34 03     297675        0   277900
BED BATH & BEYOND INC          COM              075896100     4378   111190 SH       DEFINED 02 06 07          0        0   111190
BED BATH & BEYOND INC          COM              075896100    90058  2287200 SH       DEFINED 10 11 13          0        0  2287200
BED BATH & BEYOND INC          COM              075896100   101647  2581520 SH       DEFINED 15 19 20          0        0  2581520
BED BATH & BEYOND INC          COM              075896100    30747   780900 SH       DEFINED 30 32 34          0        0   780900
BED BATH & BEYOND INC          COM              075896100     6241   158516 SH       DEFINED 37 03        158516        0        0
BEDFORD PPTY INVS INC          COM PAR $0.02    076446301      321    20000 SH       DEFINED 09                0        0    20000
BEDFORD PPTY INVS INC          COM PAR $0.02    076446301     1135    70700 SH       DEFINED 03            70700        0        0
BEL FUSE INC                   CL A             077347201     1721    85000 SH       DEFINED 07                0        0    85000
BEL FUSE INC                   CL B             077347300     2898   138000 SH       DEFINED 07                0        0   138000
BELCO OIL & GAS CORP           COM              077410108       21     2100 SH       DEFINED 02                0        0     2100
BELDEN INC                     COM              077459105    12691   461500 SH       DEFINED 26 28             0        0   461500
BELDEN INC                     COM              077459105     1779    64700 SH       DEFINED 03            64700        0        0
BELL ATLANTIC CORP             COM              077853109   244517  4000292 SH       DEFINED 02 07 09          0        0  4000292
BELL ATLANTIC CORP             COM              077853109   702259 11488900 SH       DEFINED 10 11 12          0        0 11488900
BELL ATLANTIC CORP             COM              077853109   300905  4922786 SH       DEFINED 15 16 18          0        0  4922786
BELL ATLANTIC CORP             COM              077853109   230979  3778812 SH       DEFINED 22 27 28          0        0  3778812
BELL ATLANTIC CORP             COM              077853109    15645   255962 SH       DEFINED 30 32 34          0        0   255962
BELL ATLANTIC CORP             COM              077853109     1056    17273 SH       DEFINED 37            17273        0        0
BELL ATLANTIC CORP             COM              077853109   117605  1924020 SH       DEFINED 03          1666802        0   257218
BELLSOUTH CORP                 COM              079860102   115358  2454430 SH       DEFINED 02 04 06          0        0  2454430
BELLSOUTH CORP                 COM              079860102  1154821 24570671 SH       DEFINED 07 09 10          0        0 24570671
BELLSOUTH CORP                 COM              079860102   496456 10562900 SH       DEFINED 11 12 15          0        0 10562900
BELLSOUTH CORP                 COM              079860102   587675 12503740 SH       DEFINED 16 18 19          0        0 12503740
BELLSOUTH CORP                 COM              079860102   431302  9176654 SH       DEFINED 20 21 22          0        0  9176654
BELLSOUTH CORP                 COM              079860102    84642  1800900 SH       DEFINED 27 28 29          0        0  1800900
BELLSOUTH CORP                 COM              079860102   151777  3229300 SH       DEFINED 30 32 34          0        0  3229300
BELLSOUTH CORP                 COM              079860102     1473    31397 SH       DEFINED 37            31397        0        0
BELLSOUTH CORP                 COM              079860102   244962  5211971 SH       DEFINED 03          4467371        0   744600
BELLWETHER EXPL CO             COM NEW          079895207     1014   146200 SH       DEFINED 02 26             0        0   146200
BEMIS INC                      COM              081437105    48764  1322420 SH       DEFINED 07 12 15          0        0  1322420
BEMIS INC                      COM              081437105       59     1600 SH       DEFINED 28 34             0        0     1600
BEMIS INC                      COM              081437105    13297   360622 SH       DEFINED 03            49822        0   310800
BEN & JERRYS HOMEMADE INC      CL A             081465106     8034   239400 SH       DEFINED 32                0        0   239400
BEN & JERRYS HOMEMADE INC      CL A             081465106      758    22600 SH       DEFINED 03            22600        0        0
BENETTON GROUP SPA             ADR NEW          081795403        1       38 SH       DEFINED 37               38        0        0
BENIHANA INC                   COM              082047101     4950   347400 SH       DEFINED 07                0        0   347400
BENIHANA INC                   CL A             082047200     3268   266800 SH       DEFINED 07                0        0   266800
BERGEN BRUNSWIG CORP           CL A             083739102        0      150 SH       DEFINED 37              150        0        0
BERGSTROM CAP CORP             COM              084093103       53      200 SH       DEFINED 37              200        0        0
BERKSHIRE HATHAWAY INC DEL     CL A             084670108    63377     1108 SH       DEFINED 02 10 15          0        0     1108
BERKSHIRE HATHAWAY INC DEL     CL A             084670108   439639     7686 SH       DEFINED 20 32 34          0        0     7686
BERKSHIRE HATHAWAY INC DEL     CL B             084670207     8004     4398 SH       DEFINED 02 08 15          0        0     4398
BERKSHIRE HATHAWAY INC DEL     CL B             084670207     2409     1324 SH       DEFINED 34                0        0     1324
BERKSHIRE HATHAWAY INC DEL     CL B             084670207      209      118 SH       DEFINED 37              118        0        0
BERRY PETE CO                  CL A             085789105      342    19900 SH       DEFINED 02                0        0    19900
BEST BUY INC                   COM              086516101    16021   186300 SH       DEFINED 02 04 09          0        0   186300
BEST BUY INC                   COM              086516101   346459  4028600 SH       DEFINED 10 12 13          0        0  4028600
BEST BUY INC                   COM              086516101   358284  4166100 SH       DEFINED 15 16 20          0        0  4166100
BEST BUY INC                   COM              086516101   164518  1913000 SH       DEFINED 21 22 23          0        0  1913000
BEST BUY INC                   COM              086516101   296338  3445800 SH       DEFINED 28 30 32          0        0  3445800
BEST BUY INC                   COM              086516101      215     2500 SH       DEFINED 34                0        0     2500
BEST BUY INC                   COM              086516101   108727  1264271 SH       DEFINED 03           788871        0   475400
BESTFOODS                      COM              08658U101    51551  1101230 SH       DEFINED 02 06 10          0        0  1101230
BESTFOODS                      COM              08658U101   174938  3737000 SH       DEFINED 12 15 16          0        0  3737000
BESTFOODS                      COM              08658U101    89828  1918900 SH       DEFINED 22 28 30          0        0  1918900
BESTFOODS                      COM              08658U101      166     3550 SH       DEFINED 34                0        0     3550
BESTFOODS                      COM              08658U101    30800   657937 SH       DEFINED 37 03        568037        0    89900
BETHLEHEM STL CORP             COM              087509105    14605  2434200 SH       DEFINED 02 04 06          0        0  2434200
BETHLEHEM STL CORP             COM              087509105    41035  6839260 SH       DEFINED 11 15 19          0        0  6839260
BETHLEHEM STL CORP             COM              087509105       24     4000 SH       DEFINED 34                0        0     4000
BETHLEHEM STL CORP             COM              087509105      740   123459 SH       DEFINED 03           123459        0        0
BEVERLY ENTERPRISES INC        COM NEW          087851309     2667   723500 SH       DEFINED 36                0        0   723500
BEVERLY ENTERPRISES INC        COM NEW          087851309      239    64900 SH       DEFINED 03            64900        0        0
BIG BUCK BREWERY & STEAKHOUSE  COM              089072102     1061   522500 SH       DEFINED 12                0        0   522500
BIG DOG HLDGS INC              COM              089128102     4799  1066600 SH       DEFINED 28                0        0  1066600
BINDLEY WESTN INDS INC         COM              090324104      509    37600 SH       DEFINED 02 15 21          0        0    37600
BINDLEY WESTN INDS INC         COM              090324104     4520   333333 SH       DEFINED 28                0        0   333333
BINDLEY WESTN INDS INC         COM              090324104     1972   145432 SH       DEFINED 03           145432        0        0
BINDVIEW DEV CORP              COM              090327107    18302   589200 SH       DEFINED 13                0        0   589200
BIOCHEM PHARMA INC             COM              09058T108    40203  1843900 SH       DEFINED 02 15 34          0        0  1843900
BIOCRYST PHARMACEUTICALS       COM              09058V103     3408   124800 SH       DEFINED 15                0        0   124800
BIOGEN INC                     COM              090597105    19606   280600 SH       DEFINED 02 05 06          0        0   280600
BIOGEN INC                     COM              090597105    74256  1062700 SH       DEFINED 10 11 12          0        0  1062700
BIOGEN INC                     COM              090597105   216014  3091440 SH       DEFINED 13 15 23          0        0  3091440
BIOGEN INC                     COM              090597105    12886   184420 SH       DEFINED 28 32 34          0        0   184420
BIOGEN INC                     COM              090597105    43406   621161 SH       DEFINED 37 03        553361        0    67800
BIOMET INC                     COM              090613100    59229  1628310 SH       DEFINED 02 05 06          0        0  1628310
BIOMET INC                     COM              090613100    82582  2270310 SH       DEFINED 07 12 15          0        0  2270310
BIOMET INC                     COM              090613100     8478   233090 SH       DEFINED 21 28 29          0        0   233090
BIOMET INC                     COM              090613100     4535   124700 SH       DEFINED 34                0        0   124700
BIOMET INC                     COM              090613100    26243   721491 SH       DEFINED 37 03        619191        0   102300
BIOTRANSPLANT INC              COM              09066Y107     5366   502100 SH       DEFINED 15                0        0   502100
BIOMIRA INC                    COM              09161R106      763    75000 SH       DEFINED 11 28             0        0    75000
BLACK & DECKER CORP            COM              091797100   173433  4617200 SH       DEFINED 02 09 10          0        0  4617200
BLACK & DECKER CORP            COM              091797100    47277  1258640 SH       DEFINED 12 15 22          0        0  1258640
BLACK & DECKER CORP            COM              091797100    39482  1051110 SH       DEFINED 23 28 34          0        0  1051110
BLACK & DECKER CORP            COM              091797100    16577   441335 SH       DEFINED 03           111775        0   329560
BLACK BOX CORP DEL             COM              091826107    98506  1422800 SH       DEFINED 02 07 13          0        0  1422800
BLACK BOX CORP DEL             COM              091826107    56571   817100 SH       DEFINED 20 26 28          0        0   817100
BLACK BOX CORP DEL             COM              091826107     9616   138900 SH       DEFINED 32                0        0   138900
BLACK BOX CORP DEL             COM              091826107    24301   351000 SH       DEFINED 03           333200        0    17800
BLACK HILLS CORP               COM              092113109     8861   401650 SH       DEFINED 07 13 26          0        0   401650
BLACK HILLS CORP               COM              092113109     3924   177900 SH       DEFINED 28                0        0   177900
BLACK HILLS CORP               COM              092113109    10039   455055 SH       DEFINED 03           455055        0        0
BLACKROCK INVT QUALITY MUN TR  COM              09247D105       14     1200 SH       DEFINED 37             1200        0        0
BLACKROCK INC                  CL A             09247X101     3197   157900 SH       DEFINED 15                0        0   157900
BLACKROCK INC                  CL A             09247X101     2134   105400 SH       DEFINED 03           105400        0        0
BLACKROCK NORTH AMERN GV INCM  COM              092475102     4427   457000 SH       DEFINED 19 21             0        0   457000
BLACKROCK NORTH AMERN GV INCM  COM              092475102       19     2000 SH       DEFINED 37             2000        0        0
BLAIR CORP                     COM              092828102    12657   791100 SH       DEFINED 07                0        0   791100
BLANCH E W HLDGS INC           COM              093210102    17075   853784 SH       DEFINED 02 06 07          0        0   853784
BLANCH E W HLDGS INC           COM              093210102     1218    60900 SH       DEFINED 15 21 26          0        0    60900
BLANCH E W HLDGS INC           COM              093210102     6696   334800 SH       DEFINED 03           334800        0        0
BLOCK H & R INC                COM              093671105    94592  2113800 SH       DEFINED 02 07 09          0        0  2113800
BLOCK H & R INC                COM              093671105   139320  3113300 SH       DEFINED 10 11 12          0        0  3113300
BLOCK H & R INC                COM              093671105   268491  5999820 SH       DEFINED 15 16 19          0        0  5999820
BLOCK H & R INC                COM              093671105    71666  1601495 SH       DEFINED 20 21 22          0        0  1601495
BLOCK H & R INC                COM              093671105    25570   571400 SH       DEFINED 23 27 28          0        0   571400
BLOCK H & R INC                COM              093671105     9670   216100 SH       DEFINED 29 30 32          0        0   216100
BLOCK H & R INC                COM              093671105    35999   804468 SH       DEFINED 34 03        415828        0   388640
BLUEFLY INC                    COM              096227103       99    11400 SH       DEFINED 03            11400        0        0
BLYTH INDS INC                 COM              09643P108     7347   269000 SH       DEFINED 07 32             0        0   269000
BOEING CO                      COM              097023105   143648  3786450 SH       DEFINED 02 05 06          0        0  3786450
BOEING CO                      COM              097023105   366885  9670800 SH       DEFINED 07 09 10          0        0  9670800
BOEING CO                      COM              097023105   251886  6639500 SH       DEFINED 11 12 13          0        0  6639500
BOEING CO                      COM              097023105   230775  6083050 SH       DEFINED 15 16 18          0        0  6083050
BOEING CO                      COM              097023105   236408  6231520 SH       DEFINED 19 20 22          0        0  6231520
BOEING CO                      COM              097023105    55995  1476000 SH       DEFINED 23 26 27          0        0  1476000
BOEING CO                      COM              097023105   279338  7363133 SH       DEFINED 28 30 31          0        0  7363133
BOEING CO                      COM              097023105    40275  1061630 SH       DEFINED 32 34             0        0  1061630
BOEING CO                      COM              097023105      275     7252 SH       DEFINED 37             7252        0        0
BOEING CO                      COM              097023105   152471  4019030 SH       DEFINED 03          3170380        0   848650
BOISE CASCADE CORP             COM              097383103      782    22518 SH       DEFINED 02 12 15          0        0    22518
BOISE CASCADE CORP             COM              097383103     5546   159600 SH       DEFINED 28 34             0        0   159600
BOISE CASCADE CORP             COM              097383103     4243   122113 SH       DEFINED 03           122113        0        0
BOLDER TECHNOLOGIES CORP       COM              097519102     4255   486300 SH       DEFINED 07 13 26          0        0   486300
BOLDER TECHNOLOGIES CORP       COM              097519102     1580   180600 SH       DEFINED 03           180600        0        0
BOMBAY CO INC                  COM              097924104    11573  3494000 SH       DEFINED 20 32             0        0  3494000
BORDERS GROUP INC              COM              099709107     8250   480000 SH       DEFINED 28                0        0   480000
BORG-WARNER AUTOMOTIVE INC     COM              099724106      200     5100 SH       DEFINED 03             5100        0        0
BORON LEPORE & ASSOCS INC      COM              10001P102       67     7600 SH       DEFINED 03             7600        0        0
BOSTON PROPERTIES INC          COM              101121101    29222   918600 SH       DEFINED 09 35             0        0   918600
BOSTON PROPERTIES INC          COM              101121101    15562   489200 SH       DEFINED 03           489200        0        0
BOSTON SCIENTIFIC CORP         COM              101137107   176635  8287900 SH       DEFINED 10 15 20          0        0  8287900
BOSTON SCIENTIFIC CORP         COM              101137107      952    44700 SH       DEFINED 32                0        0    44700
BOSTON SCIENTIFIC CORP         COM              101137107     6740   316371 SH       DEFINED 37 03        316371        0        0
BOWATER INC                    COM              102183100    14235   266700 SH       DEFINED 02 04 07          0        0   266700
BOWATER INC                    COM              102183100    96627  1810354 SH       DEFINED 09 12 15          0        0  1810354
BOWATER INC                    COM              102183100   139991  2622800 SH       DEFINED 18 22 23          0        0  2622800
BOWATER INC                    COM              102183100     1179    22100 SH       DEFINED 34                0        0    22100
BOWATER INC                    COM              102183100        3       60 SH       DEFINED 37               60        0        0
BOWATER INC                    COM              102183100    40935   766950 SH       DEFINED 03           589750        0   177200
BOYD BROS TRANSPORTATION INC   COM              103255105      697   126900 SH       DEFINED 07                0        0   126900
BOYDS COLLECTION LTD           COM              103354106    15822  2609900 SH       DEFINED 20 32             0        0  2609900
BRADLEY REAL ESTATE INC        COM              104580105     7801   457238 SH       DEFINED 09 23 35          0        0   457238
BRADLEY REAL ESTATE INC        COM              104580105    10517   616400 SH       DEFINED 03           610800        0     5600
BRADY CORP                     CL A             104674106     1372    44000 SH       DEFINED 26                0        0    44000
BRASS EAGLE INC                COM              10553F106       15     2900 SH       DEFINED 28                0        0     2900
BRASS EAGLE INC                COM              10553F106      720   134100 SH       DEFINED 03           134100        0        0
BRAUNS FASHIONS CORP           COM              105658108     6057   239900 SH       DEFINED 07 26             0        0   239900
BRAZIL FD INC                  COM              105759104     7129   411800 SH       DEFINED 19 21             0        0   411800
BRIGGS & STRATTON CORP         COM              109043109     4564   111000 SH       DEFINED 26                0        0   111000
BRIGGS & STRATTON CORP         COM              109043109      735    17875 SH       DEFINED 37 03         17875        0        0
BRIGHT HORIZON FAMILY SOLUTION COM              109195107     4653   215200 SH       DEFINED 26                0        0   215200
BRIGHTPOINT INC                COM              109473108      254    20800 SH       DEFINED 02                0        0    20800
BRIGHTPOINT INC                COM              109473108     1214    99124 SH       DEFINED 03            99124        0        0
BRINKER INTL INC               COM              109641100    15476   521300 SH       DEFINED 02 15 20          0        0   521300
BRINKER INTL INC               COM              109641100   128107  4315200 SH       DEFINED 22 23 28          0        0  4315200
BRINKER INTL INC               COM              109641100     6391   215300 SH       DEFINED 32 34             0        0   215300
BRINKER INTL INC               COM              109641100     2635    88775 SH       DEFINED 03            88775        0        0
BRISTOL MYERS SQUIBB CO        COM              110122108   291273  5043700 SH       DEFINED 02 04 05          0        0  5043700
BRISTOL MYERS SQUIBB CO        COM              110122108   554752  9606106 SH       DEFINED 06 07 08          0        0  9606106
BRISTOL MYERS SQUIBB CO        COM              110122108  1191261 20627900 SH       DEFINED 09 10 11          0        0 20627900
BRISTOL MYERS SQUIBB CO        COM              110122108  1543045 26719400 SH       DEFINED 13 15 16          0        0 26719400
BRISTOL MYERS SQUIBB CO        COM              110122108    93087  1611910 SH       DEFINED 18 19 20          0        0  1611910
BRISTOL MYERS SQUIBB CO        COM              110122108   498571  8633272 SH       DEFINED 21 22 23          0        0  8633272
BRISTOL MYERS SQUIBB CO        COM              110122108   637588 11040500 SH       DEFINED 26 27 28          0        0 11040500
BRISTOL MYERS SQUIBB CO        COM              110122108   114088  1975560 SH       DEFINED 29 30 32          0        0  1975560
BRISTOL MYERS SQUIBB CO        COM              110122108    63091  1092500 SH       DEFINED 34                0        0  1092500
BRISTOL MYERS SQUIBB CO        COM              110122108     9892   170987 SH       DEFINED 37           114187        0    56800
BRISTOL MYERS SQUIBB CO        COM              110122108   393670  6816805 SH       DEFINED 03          5103485        0  1713320
BRITISH AMERN TOB PLC          SPONSORED ADR    110448107     1482   139500 SH       DEFINED 15                0        0   139500
BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST   111021408      620     3300 SH       DEFINED 19                0        0     3300
BROADBASE SOFTWARE             COM              11130R100    41613   521800 SH       DEFINED 13                0        0   521800
BROADBASE SOFTWARE             COM              11130R100     4314    54100 SH       DEFINED 03            54100        0        0
BROADCOM CORP                  CL A             111320107    85443   351800 SH       DEFINED 02 05 06          0        0   351800
BROADCOM CORP                  CL A             111320107   170522   702100 SH       DEFINED 07 10 12          0        0   702100
BROADCOM CORP                  CL A             111320107   869978  3582000 SH       DEFINED 13 15 16          0        0  3582000
BROADCOM CORP                  CL A             111320107   142120   585160 SH       DEFINED 19 20 22          0        0   585160
BROADCOM CORP                  CL A             111320107   156800   645600 SH       DEFINED 28 30 32          0        0   645600
BROADCOM CORP                  CL A             111320107    38179   157200 SH       DEFINED 34                0        0   157200
BROADCOM CORP                  CL A             111320107    96498   397318 SH       DEFINED 37 03        342018        0    55300
BROADVISION INC                COM              111412102    24297   535900 SH       DEFINED 02 09 10          0        0   535900
BROADVISION INC                COM              111412102   320712  7146800 SH       DEFINED 13 15 22          0        0  7146800
BROADVISION INC                COM              111412102   126979  2827600 SH       DEFINED 26 28 30          0        0  2827600
BROADVISION INC                COM              111412102    11465   255500 SH       DEFINED 32 34             0        0   255500
BROADVISION INC                COM              111412102    57325  1277450 SH       DEFINED 03          1267250        0    10200
BROADWING INC                  COM              111620100      145     3900 SH       DEFINED 02                0        0     3900
BROADWING INC                  COM              111620100      898    24169 SH       DEFINED 37 03         24169        0        0
BROADWING INC                  PFD CV DEP1/20   111620407    11563   198300 SH       DEFINED 11 36             0        0   198300
BROADWING INC                  PFD CV DEP1/20   111620407     4635    79500 SH       DEFINED 03            60300        0    19200
BROCADE COMMUNICATIONS SYS INC COM              111621108    29461   164300 SH       DEFINED 02 04 05          0        0   164300
BROCADE COMMUNICATIONS SYS INC COM              111621108   152487   850400 SH       DEFINED 06 09 10          0        0   850400
BROCADE COMMUNICATIONS SYS INC COM              111621108  1353325  7547300 SH       DEFINED 11 12 13          0        0  7547300
BROCADE COMMUNICATIONS SYS INC COM              111621108   556646  3104340 SH       DEFINED 15 16 19          0        0  3104340
BROCADE COMMUNICATIONS SYS INC COM              111621108   427785  2385700 SH       DEFINED 20 22 23          0        0  2385700
BROCADE COMMUNICATIONS SYS INC COM              111621108   109104   608460 SH       DEFINED 26 28 30          0        0   608460
BROCADE COMMUNICATIONS SYS INC COM              111621108   105077   586000 SH       DEFINED 32 34             0        0   586000
BROCADE COMMUNICATIONS SYS INC COM              111621108   123448   688457 SH       DEFINED 03           595097        0    93360
BROOKFIELD PPTYS CORP          COM              112900105     7660   662800 SH       DEFINED 09                0        0   662800
BROOKS AUTOMATION INC          COM              11434A100      156     2500 SH       DEFINED 02                0        0     2500
BROOKSTONE INC                 COM              114537103    13363   763600 SH       DEFINED 07 26             0        0   763600
BROOKTROUT INC                 COM              114580103     3480   120000 SH       DEFINED 26                0        0   120000
BROWN & BROWN INC              COM              115236101     3431    88700 SH       DEFINED 02 07 13          0        0    88700
BROWN & BROWN INC              COM              115236101     2243    58000 SH       DEFINED 15 26             0        0    58000
BROWN & BROWN INC              COM              115236101    11978   309625 SH       DEFINED 03           309625        0        0
BROWN FORMAN CORP              CL B             115637209    40637   746500 SH       DEFINED 07 09 13          0        0   746500
BROWN FORMAN CORP              CL B             115637209     8328   153000 SH       DEFINED 15 22             0        0   153000
BROWN FORMAN CORP              CL B             115637209     7403   135992 SH       DEFINED 03           128292        0     7700
BROWN TOM INC                  COM NEW          115660201     2142   116600 SH       DEFINED 12 23 28          0        0   116600
BROWN SHOE INC NEW             COM              115736100     3310   275840 SH       DEFINED 12 23 28          0        0   275840
BRUNSWICK CORP                 COM              117043109    35630  1881500 SH       DEFINED 09 12 22          0        0  1881500
BRUNSWICK CORP                 COM              117043109     4475   236320 SH       DEFINED 32 03         86320        0   150000
BRUSH WELLMAN INC              COM              117421107     2351   133400 SH       DEFINED 15 28             0        0   133400
BUCKEYE TECHNOLOGIES INC       COM              118255108     1133    64300 SH       DEFINED 02 15 26          0        0    64300
BUCKLE INC                     COM              118440106     4776   296200 SH       DEFINED 07                0        0   296200
BURLINGTON NORTHN SANTA FE CP  COM              12189T104   198749  8983012 SH       DEFINED 06 07 09          0        0  8983012
BURLINGTON NORTHN SANTA FE CP  COM              12189T104   137013  6192690 SH       DEFINED 12 15 16          0        0  6192690
BURLINGTON NORTHN SANTA FE CP  COM              12189T104   133564  6036810 SH       DEFINED 18 22 28          0        0  6036810
BURLINGTON NORTHN SANTA FE CP  COM              12189T104     6188   279700 SH       DEFINED 30 34             0        0   279700
BURLINGTON NORTHN SANTA FE CP  COM              12189T104      119     5547 SH       DEFINED 37             5547        0        0
BURLINGTON NORTHN SANTA FE CP  COM              12189T104    52575  2376291 SH       DEFINED 03          1707191        0   669100
BURLINGTON RES INC             COM              122014103    22803   616300 SH       DEFINED 02 04 06          0        0   616300
BURLINGTON RES INC             COM              122014103   239257  6466425 SH       DEFINED 07 09 10          0        0  6466425
BURLINGTON RES INC             COM              122014103   100003  2702797 SH       DEFINED 11 12 15          0        0  2702797
BURLINGTON RES INC             COM              122014103    93484  2526600 SH       DEFINED 22 28 30          0        0  2526600
BURLINGTON RES INC             COM              122014103     6179   167000 SH       DEFINED 34                0        0   167000
BURLINGTON RES INC             COM              122014103      144     3760 SH       DEFINED 37             3760        0        0
BURLINGTON RES INC             COM              122014103    28044   757956 SH       DEFINED 03           422156        0   335800
BURR BROWN CORP                SB NT CV 144A 07 122574AD8    16537 15000000 PRN      DEFINED 11                0        0        0
BURR BROWN CORP                COM              122574106     9722   178800 SH       DEFINED 02 09 26          0        0   178800
BURR BROWN CORP                COM              122574106     3316    61000 SH       DEFINED 28 30 32          0        0    61000
BUSH INDS INC                  CL A             123164105    12165   876800 SH       DEFINED 07                0        0   876800
BUTLER MFG CO DEL              COM              123655102     2408    98550 SH       DEFINED 13                0        0    98550
BUTLER MFG CO DEL              COM              123655102     3484   142600 SH       DEFINED 03           142600        0        0
BUY COM INC                    COM              124269101       14     1500 SH       DEFINED 02 12 28          0        0     1500
C&D TECHNOLOGIES INC           COM              124661109    31016   525700 SH       DEFINED 07 26             0        0   525700
C&D TECHNOLOGIES INC           COM              124661109    23381   396300 SH       DEFINED 03           396300        0        0
CBL & ASSOC PPTYS INC          COM              124830100    55529  2717018 SH       DEFINED 09 16 35          0        0  2717018
CBL & ASSOC PPTYS INC          COM              124830100     4185   204800 SH       DEFINED 03           204800        0        0
CBS CORP                       COM              12490K107   289547  5113420 SH       DEFINED 02 05 06          0        0  5113420
CBS CORP                       COM              12490K107  1214758 21452690 SH       DEFINED 07 09 10          0        0 21452690
CBS CORP                       COM              12490K107    96837  1710153 SH       DEFINED 12 13 15          0        0  1710153
CBS CORP                       COM              12490K107   399074  7047674 SH       DEFINED 16 18 19          0        0  7047674
CBS CORP                       COM              12490K107   945258 16693299 SH       DEFINED 20 22 23          0        0 16693299
CBS CORP                       COM              12490K107   291410  5146317 SH       DEFINED 26 27 28          0        0  5146317
CBS CORP                       COM              12490K107   160960  2842561 SH       DEFINED 30 32 34          0        0  2842561
CBS CORP                       COM              12490K107      197     3450 SH       DEFINED 37             3450        0        0
CBS CORP                       COM              12490K107   208020  3673648 SH       DEFINED 03          2756224        0   917424
CCBT FINL COS INC              COM              12500Q102       47     3700 SH       DEFINED 13                0        0     3700
CCBT FINL COS INC              COM              12500Q102       69     5400 SH       DEFINED 03             5400        0        0
C COR NET CORP                 COM              125010108     4233    86400 SH       DEFINED 02 26             0        0    86400
C COR NET CORP                 COM              125010108     5135   104800 SH       DEFINED 03           104800        0        0
C-CUBE MICROSYSTEMS INC        COM              125015107    14882   204400 SH       DEFINED 02 22 26          0        0   204400
C-CUBE MICROSYSTEMS INC        COM              125015107    11402   156600 SH       DEFINED 28 32             0        0   156600
C D I CORP                     COM              125071100      659    34700 SH       DEFINED 28                0        0    34700
CDW COMPUTER CTRS INC          COM              125129106    41737   494300 SH       DEFINED 02 09 15          0        0   494300
CDW COMPUTER CTRS INC          COM              125129106   122324  1448700 SH       DEFINED 19 22 23          0        0  1448700
CDW COMPUTER CTRS INC          COM              125129106    82453   976500 SH       DEFINED 28 30             0        0   976500
CDW COMPUTER CTRS INC          COM              125129106     9207   109050 SH       DEFINED 03            86750        0    22300
CEC ENTMT INC                  COM              125137109    30016  1106600 SH       DEFINED 02 15 20          0        0  1106600
CEC ENTMT INC                  COM              125137109    46956  1731100 SH       DEFINED 26 32 34          0        0  1731100
CEC ENTMT INC                  COM              125137109    12013   442900 SH       DEFINED 03           442900        0        0
CFC INTL INC                   COM              125252106      327    52400 SH       DEFINED 07                0        0    52400
C H ROBINSON WORLDWIDE INC     COM              12541W100    73024  1960400 SH       DEFINED 20 32             0        0  1960400
C H ROBINSON WORLDWIDE INC     COM              12541W100      961    25800 SH       DEFINED 03            25800        0        0
CIGNA CORP                     COM              125509109    42912   566500 SH       DEFINED 02 06 07          0        0   566500
CIGNA CORP                     COM              125509109   131657  1738050 SH       DEFINED 09 11 12          0        0  1738050
CIGNA CORP                     COM              125509109   296841  3918700 SH       DEFINED 13 15 16          0        0  3918700
CIGNA CORP                     COM              125509109   227388  3001830 SH       DEFINED 19 23 28          0        0  3001830
CIGNA CORP                     COM              125509109    28092   370862 SH       DEFINED 30 32 34          0        0   370862
CIGNA CORP                     COM              125509109   138732  1831258 SH       DEFINED 37 03       1583158        0   248100
CKE RESTAURANTS INC            SB NT CV 4.25%04 12561EAB1     7034 13180000 PRN      DEFINED 27 36             0        0        0
CKE RESTAURANTS INC            SB NT CV 4.25%04 12561EAB1     1772  3320000 PRN      DEFINED 03                0        0        0
CK WITCO CORP                  COM              12562C108    44010  4320020 SH       DEFINED 09 12 15          0        0  4320020
CK WITCO CORP                  COM              12562C108    23727  2329112 SH       DEFINED 22 34 03    1054980        0  1274132
CMGI INC                       COM              125750109    25449   224600 SH       DEFINED 02 04 05          0        0   224600
CMGI INC                       COM              125750109    96499   851627 SH       DEFINED 06 10 11          0        0   851627
CMGI INC                       COM              125750109   576953  5091700 SH       DEFINED 12 13 15          0        0  5091700
CMGI INC                       COM              125750109    75647   667600 SH       DEFINED 20 21 23          0        0   667600
CMGI INC                       COM              125750109    34861   307660 SH       DEFINED 28 32 34          0        0   307660
CMGI INC                       COM              125750109   402583  3552900 SH       DEFINED 37 03       3521400        0    31500
CMP GROUP INC                  COM              125887109      139     4800 SH       DEFINED 02                0        0     4800
CMP GROUP INC                  COM              125887109     3093   106200 SH       DEFINED 03           106200        0        0
CMS ENERGY CORP                COM              125896100    14906   822400 SH       DEFINED 09 15 28          0        0   822400
CMS ENERGY CORP                COM              125896100     1793    98951 SH       DEFINED 03            94051        0     4900
CNF TRANSN INC                 COM              12612W104   106773  3847700 SH       DEFINED 02 10 12          0        0  3847700
CNF TRANSN INC                 COM              12612W104     1839    66300 SH       DEFINED 15 19 28          0        0    66300
CNF TRANSN INC                 COM              12612W104    19647   708000 SH       DEFINED 03           111700        0   596300
CNET NETWORKS INC              COM              12613R104    51214  1010400 SH       DEFINED 05 13 26          0        0  1010400
CNET NETWORKS INC              COM              12613R104     1728    34100 SH       DEFINED 28                0        0    34100
CNET NETWORKS INC              COM              12613R104     4440    87600 SH       DEFINED 03            40400        0    47200
CPAC INC                       COM              126145101     4348   582200 SH       DEFINED 07                0        0   582200
C P CLARE CORP                 COM              12615K107      510    60000 SH       DEFINED 12                0        0    60000
CSX CORP                       COM              126408103    88949  3785100 SH       DEFINED 07 09 12          0        0  3785100
CSX CORP                       COM              126408103    21297   906280 SH       DEFINED 15 22 34          0        0   906280
CSX CORP                       COM              126408103        6      292 SH       DEFINED 37              292        0        0
CSX CORP                       COM              126408103    12235   520672 SH       DEFINED 03           274972        0   245700
CTS CORP                       COM              126501105     7962   139700 SH       DEFINED 12 13 23          0        0   139700
CTS CORP                       COM              126501105    13587   238380 SH       DEFINED 26 28             0        0   238380
CTS CORP                       COM              126501105     4930    86500 SH       DEFINED 03            59900        0    26600
CVS CORP                       COM              126650100   393392 10473012 SH       DEFINED 05 06 10          0        0 10473012
CVS CORP                       COM              126650100    24327   647664 SH       DEFINED 12 13 15          0        0   647664
CVS CORP                       COM              126650100   696359 18538684 SH       DEFINED 16 20 28          0        0 18538684
CVS CORP                       COM              126650100   151681  4038102 SH       DEFINED 32                0        0  4038102
CVS CORP                       COM              126650100    21685   577320 SH       DEFINED 37 03        546030        0    31290
CV THERAPEUTICS INC            SB NT CV 144A 07 126667AA2     7090  8000000 PRN      DEFINED 11                0        0        0
CV THERAPEUTICS INC            COM              126667104    28255   563000 SH       DEFINED 02 09 13          0        0   563000
CV THERAPEUTICS INC            COM              126667104    39418   785430 SH       DEFINED 15 28 30          0        0   785430
CV THERAPEUTICS INC            COM              126667104     1565    31200 SH       DEFINED 34                0        0    31200
CABLE & WIRELESS PUB LTD CO    SPONSORED ADR    126830207   184839  3300700 SH       DEFINED 19 20 21          0        0  3300700
CABLE & WIRELESS PUB LTD CO    SPONSORED ADR    126830207    38214   682400 SH       DEFINED 32                0        0   682400
CABLEVISION SYS CORP           CL A             12686C109    29183   480390 SH       DEFINED 02 05 11          0        0   480390
CABLEVISION SYS CORP           CL A             12686C109    76557  1260200 SH       DEFINED 13 15 22          0        0  1260200
CABLEVISION SYS CORP           CL A             12686C109    37224   612750 SH       DEFINED 26 28 34          0        0   612750
CABLEVISION SYS CORP           CL A             12686C109     6463   106400 SH       DEFINED 37 03         56800        0    49600
CABLETRON SYS INC              COM              126920107    17819   607900 SH       DEFINED 02 04 05          0        0   607900
CABLETRON SYS INC              COM              126920107    49432  1686400 SH       DEFINED 06 07 09          0        0  1686400
CABLETRON SYS INC              COM              126920107    29936  1021300 SH       DEFINED 11 12 13          0        0  1021300
CABLETRON SYS INC              COM              126920107    16922   577310 SH       DEFINED 15 28 30          0        0   577310
CABLETRON SYS INC              COM              126920107     8469   288934 SH       DEFINED 03           221634        0    67300
CABLE DESIGN TECHNOLOGIES CORP COM              126924109    32861   968300 SH       DEFINED 07 12 26          0        0   968300
CABLE DESIGN TECHNOLOGIES CORP COM              126924109    82788  2439450 SH       DEFINED 28                0        0  2439450
CABLE DESIGN TECHNOLOGIES CORP COM              126924109    18748   552450 SH       DEFINED 03           552450        0        0
CACHEFLOW INC                  COM              126946102    13461   113600 SH       DEFINED 15 03             0        0   113600
CABOT CORP                     COM              127055101    21941   719400 SH       DEFINED 08 12             0        0   719400
CABOT CORP                     COM              127055101       10      375 SH       DEFINED 37              375        0        0
CABOT CORP                     COM              127055101     4443   145700 SH       DEFINED 03                0        0   145700
CABOT OIL & GAS CORP           CL A             127097103    10232   566500 SH       DEFINED 06 12 15          0        0   566500
CABOT OIL & GAS CORP           CL A             127097103       32     1800 SH       DEFINED 23 34             0        0     1800
CABOT OIL & GAS CORP           CL A             127097103     2427   134400 SH       DEFINED 03           134400        0        0
CACI INTL INC                  CL A             127190304     8822   294700 SH       DEFINED 02 09 28          0        0   294700
CACI INTL INC                  CL A             127190304      134     4500 SH       DEFINED 30                0        0     4500
CACI INTL INC                  CL A             127190304      389    13000 SH       DEFINED 03            13000        0        0
CADENCE DESIGN SYSTEM INC      COM              127387108    53227  2565200 SH       DEFINED 07 09 13          0        0  2565200
CADENCE DESIGN SYSTEM INC      COM              127387108   170422  8213120 SH       DEFINED 15 28 30          0        0  8213120
CADENCE DESIGN SYSTEM INC      COM              127387108    31680  1526790 SH       DEFINED 37 03       1510490        0    16300
CAGLES INC                     CL A             127703106     1737   217200 SH       DEFINED 07                0        0   217200
CAL DIVE INTL INC              COM              127914109    16554   326200 SH       DEFINED 09 13 28          0        0   326200
CAL DIVE INTL INC              COM              127914109      157     3100 SH       DEFINED 30                0        0     3100
CAL DIVE INTL INC              COM              127914109    10246   201900 SH       DEFINED 03           201900        0        0
CALGON CARBON CORP             COM              129603106      702   107000 SH       DEFINED 15                0        0   107000
CALICO COMM INC                COM              129897104      481    14700 SH       DEFINED 13                0        0    14700
CALICO COMM INC                COM              129897104      700    21400 SH       DEFINED 03            21400        0        0
CALIFORNIA AMPLIFIER INC       COM              129900106    20816   671500 SH       DEFINED 04 09 15          0        0   671500
CALIFORNIA AMPLIFIER INC       COM              129900106     1460    47120 SH       DEFINED 26 28 30          0        0    47120
CALIFORNIA FED BK FSB LOS ANGL CONT LITIG REC   130209604       40    24640 SH       DEFINED 26                0        0    24640
CALIFORNIA FED BK FSB LOS ANGL 2ND CONT LITIG   130209703       45    38540 SH       DEFINED 26                0        0    38540
CALIPER TECHNOLOGIES CORP      COM              130876105    13020   161000 SH       DEFINED 16                0        0   161000
CALLAWAY GOLF CO               COM              131193104    16619  1072200 SH       DEFINED 02 12 13          0        0  1072200
CALLAWAY GOLF CO               COM              131193104    25877  1669500 SH       DEFINED 15 18 20          0        0  1669500
CALLAWAY GOLF CO               COM              131193104     7824   504800 SH       DEFINED 26 28 32          0        0   504800
CALLAWAY GOLF CO               COM              131193104       52     3400 SH       DEFINED 34                0        0     3400
CALLAWAY GOLF CO               COM              131193104     3372   217600 SH       DEFINED 03            13400        0   204200
CALPINE CORP                   COM              131347106    47376   504000 SH       DEFINED 02 04 05          0        0   504000
CALPINE CORP                   COM              131347106   131190  1395641 SH       DEFINED 06 07 09          0        0  1395641
CALPINE CORP                   COM              131347106   161933  1722700 SH       DEFINED 13 15 16          0        0  1722700
CALPINE CORP                   COM              131347106    14849   157970 SH       DEFINED 19 20 21          0        0   157970
CALPINE CORP                   COM              131347106   126416  1344860 SH       DEFINED 22 26 28          0        0  1344860
CALPINE CORP                   COM              131347106     9667   102850 SH       DEFINED 29 30 32          0        0   102850
CALPINE CORP                   COM              131347106     8102    86200 SH       DEFINED 34                0        0    86200
CALPINE CORP                   COM              131347106   120382  1280662 SH       DEFINED 37 03        961762        0   318900
CAMBREX CORP                   COM              132011107      352     8100 SH       DEFINED 15                0        0     8100
CAMBREX CORP                   COM              132011107     3184    73200 SH       DEFINED 03            73200        0        0
CAMBRIDGE TECH PARTNERS MASS   COM              132524109    11048   814600 SH       DEFINED 02 07 09          0        0   814600
CAMBRIDGE TECH PARTNERS MASS   COM              132524109    16707  1231900 SH       DEFINED 13 15 26          0        0  1231900
CAMBRIDGE TECH PARTNERS MASS   COM              132524109     5647   416390 SH       DEFINED 28 30 34          0        0   416390
CAMBRIDGE TECH PARTNERS MASS   COM              132524109     1251    92300 SH       DEFINED 03            47800        0    44500
CAMDEN PPTY TR                 SH BEN INT       133131102     1082    40000 SH       DEFINED 03            40000        0        0
CAMERON ASHLEY BUILDING PRODS  COM              133290106    11298   655000 SH       DEFINED 07                0        0   655000
CAMPBELL SOUP CO               COM              134429109     2026    65903 SH       DEFINED 15 31             0        0    65903
CAMPBELL SOUP CO               COM              134429109     9927   322860 SH       DEFINED 03           322860        0        0
CANADIAN PAC LTD NEW           COM              135923100     3204   145230 SH       DEFINED 02 07 15          0        0   145230
CANADIAN PAC LTD NEW           COM              135923100     5654   252900 SH       DEFINED 19 21 34          0        0   252900
CANADIAN PAC LTD NEW           COM              135923100      616    27570 SH       DEFINED 03            27570        0        0
CDN IMPERIAL BK OF COMMERCE    COM              136069101     8332   295820 SH       DEFINED 02 07 21          0        0   295820
CDN IMPERIAL BK OF COMMERCE    COM              136069101     2002    70000 SH       DEFINED 34                0        0    70000
CDN IMPERIAL BK OF COMMERCE    COM              136069101      735    25700 SH       DEFINED 03            25700        0        0
CANADIAN NATL RY CO            COM              136375102    65812  2529510 SH       DEFINED 02 07 12          0        0  2529510
CANADIAN NATL RY CO            COM              136375102    41885  1586880 SH       DEFINED 15 21 22          0        0  1586880
CANADIAN NATL RY CO            COM              136375102    30097  1140300 SH       DEFINED 28                0        0  1140300
CANADIAN NATL RY CO            COM              136375102     4092   155010 SH       DEFINED 03             2210        0   152800
CANADIAN NATL RY CO            PFD CV 063029    136375409     7437   175000 SH       DEFINED 12                0        0   175000
CANADIAN OCCIDENTAL PETE LTD   COM              136420106     1895    83640 SH       DEFINED 02 07 15          0        0    83640
CANADIAN OCCIDENTAL PETE LTD   COM              136420106      761    33200 SH       DEFINED 34                0        0    33200
CANADIAN OCCIDENTAL PETE LTD   COM              136420106      145     6350 SH       DEFINED 03             6350        0        0
CANANDAIGUA BRANDS INC         CL A             137219200    67386  1321300 SH       DEFINED 02 12 15          0        0  1321300
CANANDAIGUA BRANDS INC         CL A             137219200    44150   865700 SH       DEFINED 26 28 34          0        0   865700
CANANDAIGUA BRANDS INC         CL A             137219200     7884   154600 SH       DEFINED 03           127600        0    27000
CANNON EXPRESS INC             COM              137694105      364   145800 SH       DEFINED 07                0        0   145800
CANON INC                      ADR              138006309        5      120 SH       DEFINED 37              120        0        0
CANWEST GLOBAL COMMUNICATIONS  SHS NON VTG      138906300     5960   550000 SH       DEFINED 02                0        0   550000
CAPITAL AUTOMOTIVE REIT        COM SH BEN INT   139733109      480    40000 SH       DEFINED 26                0        0    40000
CAPITAL ONE FINL CORP          COM              14040H105    23412   488400 SH       DEFINED 02 10 15          0        0   488400
CAPITAL ONE FINL CORP          COM              14040H105     1677    35000 SH       DEFINED 34                0        0    35000
CAPITAL ONE FINL CORP          COM              14040H105     7133   148807 SH       DEFINED 03           148807        0        0
CAPITAL TRUST INC MD           COM              14052H100     2543   635782 SH       DEFINED 16                0        0   635782
CAPSTEAD MTG CORP              COM              14067E100     1592   411000 SH       DEFINED 35                0        0   411000
CAPSTEAD MTG CORP              COM              14067E100      182    47000 SH       DEFINED 03            47000        0        0
CARBO CERAMICS INC             COM              140781105    16742   595300 SH       DEFINED 07 15             0        0   595300
CARAUSTAR INDS INC             COM              140909102       56     4000 SH       DEFINED 15                0        0     4000
CAPSTAR HOTEL CO               SUB NT CV4.75%04 140918AC7     1711  2270000 PRN      DEFINED 33                0        0        0
CAPSTAR HOTEL CO               SUB NT CV4.75%04 140918AC7     1319  1750000 PRN      DEFINED 03                0        0        0
CARDINAL HEALTH INC            COM              14149Y108    89766  1956773 SH       DEFINED 02 05 06          0        0  1956773
CARDINAL HEALTH INC            COM              14149Y108   463686 10107614 SH       DEFINED 07 09 10          0        0 10107614
CARDINAL HEALTH INC            COM              14149Y108   748321 16312190 SH       DEFINED 13 15 16          0        0 16312190
CARDINAL HEALTH INC            COM              14149Y108   131782  2872650 SH       DEFINED 19 22 23          0        0  2872650
CARDINAL HEALTH INC            COM              14149Y108   116397  2537282 SH       DEFINED 28 34             0        0  2537282
CARDINAL HEALTH INC            COM              14149Y108     7205   157073 SH       DEFINED 37           155773        0     1300
CARDINAL HEALTH INC            COM              14149Y108    47840  1042849 SH       DEFINED 03           730085        0   312764
CAREER EDUCATION CORP          COM              141665109      385    11000 SH       DEFINED 26                0        0    11000
CAREINSITE INC                 COM              14170M106      659    28200 SH       DEFINED 15                0        0    28200
CAREINSITE INC                 COM              14170M106      247    10600 SH       DEFINED 03            10600        0        0
CAREMARK RX INC                COM              141705103    52659 12575500 SH       DEFINED 02 04 12          0        0 12575500
CAREMARK RX INC                COM              141705103    17618  4207440 SH       DEFINED 13 15 26          0        0  4207440
CAREMARK RX INC                COM              141705103     9924  2370100 SH       DEFINED 28 34             0        0  2370100
CAREMARK RX INC                COM              141705103     5503  1314295 SH       DEFINED 37 03       1314295        0        0
CARLISLE COS INC               COM              142339100       60     1500 SH       DEFINED 15                0        0     1500
CARLTON COMMUNICATIONS PLC     ADR              142872209     5396    91850 SH       DEFINED 03            59650        0    32200
CARMIKE CINEMAS INC            CL A             143436103       35     6600 SH       DEFINED 03             6600        0        0
CARNIVAL CORP                  COM              143658102    19110   770200 SH       DEFINED 02 15 16          0        0   770200
CARNIVAL CORP                  COM              143658102     4830   194700 SH       DEFINED 19 21 28          0        0   194700
CARNIVAL CORP                  COM              143658102      315    12700 SH       DEFINED 34                0        0    12700
CARNIVAL CORP                  COM              143658102    11745   473469 SH       DEFINED 37 03        473469        0        0
CAROLINA PWR & LT CO           COM              144141108     3904   120358 SH       DEFINED 03           120358        0        0
CARRAMERICA RLTY CORP          COM              144418100     1161    55000 SH       DEFINED 03            55000        0        0
CARRIER1 INTL S A              ADR              144500303    25931  1338400 SH       DEFINED 10 13 21          0        0  1338400
CARRIER1 INTL S A              ADR              144500303     7443   384200 SH       DEFINED 28 30             0        0   384200
CARSON INC                     CL A             145845103      164    37500 SH       DEFINED 27                0        0    37500
CASCADE NAT GAS CORP           COM              147339105      656    40700 SH       DEFINED 15                0        0    40700
CASELLA WASTE SYS INC          CL A             147448104      324    43205 SH       DEFINED 15                0        0    43205
CASELLA WASTE SYS INC          CL A             147448104     5951   793483 SH       DEFINED 03           793483        0        0
CASTLE ENERGY CORP             COM PAR$0.50N    148449309     6053  1167000 SH       DEFINED 07                0        0  1167000
CATALINA MARKETING CORP        COM              148867104    16058   158600 SH       DEFINED 20 32             0        0   158600
CATALYST INTL INC              COM              14887T105     3655   283900 SH       DEFINED 12 28             0        0   283900
CATALYST INTL INC              COM              14887T105     2705   210100 SH       DEFINED 03           210100        0        0
CATALYTICA INC                 COM              148885106      828    56900 SH       DEFINED 15                0        0    56900
CATELLUS DEV CORP              COM              149111106     3342   240900 SH       DEFINED 09 15 35          0        0   240900
CATELLUS DEV CORP              COM              149111106     6822   491700 SH       DEFINED 03           491700        0        0
CATERPILLAR INC DEL            COM              149123101    23232   589100 SH       DEFINED 02 04 06          0        0   589100
CATERPILLAR INC DEL            COM              149123101   150268  3810300 SH       DEFINED 07 09 10          0        0  3810300
CATERPILLAR INC DEL            COM              149123101    99358  2519400 SH       DEFINED 11 13 15          0        0  2519400
CATERPILLAR INC DEL            COM              149123101    18118   459426 SH       DEFINED 16 19 21          0        0   459426
CATERPILLAR INC DEL            COM              149123101    68069  1726000 SH       DEFINED 22 23 27          0        0  1726000
CATERPILLAR INC DEL            COM              149123101    10837   274800 SH       DEFINED 29 30 34          0        0   274800
CATERPILLAR INC DEL            COM              149123101       51     1300 SH       DEFINED 37             1300        0        0
CATERPILLAR INC DEL            COM              149123101    74159  1880420 SH       DEFINED 03          1686920        0   193500
CATHAY BANCORP INC             COM              149150104    13823   300500 SH       DEFINED 07 28             0        0   300500
CATHAY BANCORP INC             COM              149150104      147     3200 SH       DEFINED 03             3200        0        0
CELL GENESYS INC               COM              150921104    16044   752800 SH       DEFINED 15 22 28          0        0   752800
CELLSTAR CORP                  COM              150925105      767    95900 SH       DEFINED 03            95900        0        0
CELERITEK INC                  COM              150926103    20107   317900 SH       DEFINED 04                0        0   317900
CELL THERAPEUTICS INC          COM              150934107    19474   830900 SH       DEFINED 05 26 28          0        0   830900
CELL THERAPEUTICS INC          COM              150934107     5484   234000 SH       DEFINED 03           123600        0   110400
CELESTICA INC                  SUB VTG SHS      15101Q108    61468  1188375 SH       DEFINED 02 06 07          0        0  1188375
CELESTICA INC                  SUB VTG SHS      15101Q108    44208   839100 SH       DEFINED 09 12 15          0        0   839100
CELESTICA INC                  SUB VTG SHS      15101Q108    81164  1540540 SH       DEFINED 19 20 21          0        0  1540540
CELESTICA INC                  SUB VTG SHS      15101Q108   137310  2606200 SH       DEFINED 22 23 26          0        0  2606200
CELESTICA INC                  SUB VTG SHS      15101Q108    93913  1782520 SH       DEFINED 28 30 32          0        0  1782520
CELESTICA INC                  SUB VTG SHS      15101Q108    19281   365960 SH       DEFINED 03            16460        0   349500
CELESTIAL SEASONINGS INC       COM              151016102     5610   163200 SH       DEFINED 02 12 15          0        0   163200
CELESTIAL SEASONINGS INC       COM              151016102    25283   735520 SH       DEFINED 26 28 34          0        0   735520
CELESTIAL SEASONINGS INC       COM              151016102     9209   267900 SH       DEFINED 03           267900        0        0
CELGENE CORP                   COM              151020104   104483  1049430 SH       DEFINED 02 09 13          0        0  1049430
CELGENE CORP                   COM              151020104    73988   743140 SH       DEFINED 15 23 28          0        0   743140
CELGENE CORP                   COM              151020104     2593    26050 SH       DEFINED 30 32 34          0        0    26050
CELGENE CORP                   COM              151020104     3922    39400 SH       DEFINED 03            11700        0    27700
CELLEGY PHARMACEUTICALS INC    COM              15115L103     1632   231100 SH       DEFINED 15                0        0   231100
CEMEX S A                      WT EXP  121302   151290871        4     1368 SH       DEFINED 19                0        0     1368
CEMEX S A                      WT EXP  121302   151290871        3     1043 SH       DEFINED 03             1043        0        0
CEMEX S A                      SPON ADR 5 ORD   151290889       53     2380 SH       DEFINED 19                0        0     2380
CENDANT CORP                   COM              151313103    36160  1954600 SH       DEFINED 02 07 09          0        0  1954600
CENDANT CORP                   COM              151313103   324338 17531791 SH       DEFINED 10 15 22          0        0 17531791
CENDANT CORP                   COM              151313103     3846   207900 SH       DEFINED 25 27 34          0        0   207900
CENDANT CORP                   COM              151313103       17     1000 SH       DEFINED 37             1000        0        0
CENDANT CORP                   COM              151313103    12251   662229 SH       DEFINED 03           536687        0   125542
CENDANT CORP                   RT PUR PRIDES    151313111    10117   899300 SH       DEFINED 09 22             0        0   899300
CENDANT CORP                   RT PUR PRIDES    151313111       48     4300 SH       DEFINED 03             4300        0        0
CENTERPOINT PPTYS TR           SH BEN INT       151895109    42982  1179620 SH       DEFINED 09 28 35          0        0  1179620
CENTERPOINT PPTYS TR           SH BEN INT       151895109    39596  1086700 SH       DEFINED 03          1082000        0     4700
CENTEX CONSTRUCTION PRODUCTS   COM              15231R109     1603    61100 SH       DEFINED 26                0        0    61100
CENTEX CORP                    COM              152312104    23619   991900 SH       DEFINED 02 07 10          0        0   991900
CENTEX CORP                    COM              152312104    33129  1391250 SH       DEFINED 15 19 23          0        0  1391250
CENTEX CORP                    COM              152312104     2393   100500 SH       DEFINED 28 34             0        0   100500
CENTEX CORP                    COM              152312104     5690   238987 SH       DEFINED 03           222387        0    16600
CENTRAL & SOUTH WEST CORP      COM              152357109     2740   160615 SH       DEFINED 37 03        160615        0        0
CENTRAL EUROPEAN EQUITY FD INC COM              153436100     7880   458500 SH       DEFINED 02 19 21          0        0   458500
CENTRAL EUROPEAN EQUITY FD INC COM              153436100     1474    85800 SH       DEFINED 22 03             0        0    85800
CENTRAL NEWSPAPERS INC         CL A             154647101     1681    50000 SH       DEFINED 07                0        0    50000
CENTRAL PKG CORP               COM              154785109     5968   298400 SH       DEFINED 12 03             0        0   298400
CENTRAL VT PUB SVC CORP        COM              155771108     2163   207300 SH       DEFINED 07                0        0   207300
CENTURY ALUM CO                COM              156431108     1135    82600 SH       DEFINED 12 26 28          0        0    82600
CENTURYTEL INC                 COM              156700106   100449  2705700 SH       DEFINED 09 15 18          0        0  2705700
CENTURYTEL INC                 COM              156700106    16253   437800 SH       DEFINED 22 34             0        0   437800
CENTURYTEL INC                 COM              156700106       60     1637 SH       DEFINED 37             1637        0        0
CENTURYTEL INC                 COM              156700106     6623   178403 SH       DEFINED 03           117403        0    61000
CEPHALON INC                   COM              156708109    45930  1224800 SH       DEFINED 02 05 09          0        0  1224800
CEPHALON INC                   COM              156708109    91979  2452781 SH       DEFINED 13 15 26          0        0  2452781
CEPHALON INC                   COM              156708109    12601   336040 SH       DEFINED 28 30 32          0        0   336040
CEPHALON INC                   COM              156708109     3023    80619 SH       DEFINED 34                0        0    80619
CEPHALON INC                   COM              156708109    15661   417633 SH       DEFINED 03           348543        0    69090
CERIDIAN CORP                  COM              15677T106    50566  2635400 SH       DEFINED 07 10 12          0        0  2635400
CERIDIAN CORP                  COM              15677T106   204078 10636000 SH       DEFINED 15 16 20          0        0 10636000
CERIDIAN CORP                  COM              15677T106    14594   760620 SH       DEFINED 32                0        0   760620
CERIDIAN CORP                  COM              15677T106     8843   460893 SH       DEFINED 03           460893        0        0
CERNER CORP                    COM              156782104     6993   259000 SH       DEFINED 02 13             0        0   259000
CERUS CORP                     COM              157085101    14547   301500 SH       DEFINED 15                0        0   301500
CHAMPION ENTERPRISES INC       COM              158496109       11     2000 SH       DEFINED 15                0        0     2000
CHAMPION INTL CORP             COM              158525105   102511  1925100 SH       DEFINED 02 09 12          0        0  1925100
CHAMPION INTL CORP             COM              158525105   101758  1910960 SH       DEFINED 15 18 20          0        0  1910960
CHAMPION INTL CORP             COM              158525105    62587  1175350 SH       DEFINED 22 23 28          0        0  1175350
CHAMPION INTL CORP             COM              158525105    14169   266100 SH       DEFINED 32                0        0   266100
CHAMPION INTL CORP             COM              158525105       37      720 SH       DEFINED 37              720        0        0
CHAMPION INTL CORP             COM              158525105    14798   277902 SH       DEFINED 03           136902        0   141000
CHARLES RIVER ASSOCIATES       COM              159852102     5646   290500 SH       DEFINED 26                0        0   290500
CHARTER ONE FINL INC           COM              160903100    58169  2769995 SH       DEFINED 02 10 12          0        0  2769995
CHARTER ONE FINL INC           COM              160903100    12762   607720 SH       DEFINED 15 34             0        0   607720
CHARTER ONE FINL INC           COM              160903100    14224   677334 SH       DEFINED 03           655166        0    22168
CHARMING SHOPPES INC           SB NT CV  7.5%06 161133AA1     4964  5338000 PRN      DEFINED 09                0        0        0
CHARMING SHOPPES INC           SB NT CV  7.5%06 161133AA1      223   240000 PRN      DEFINED 03                0        0        0
CHARMING SHOPPES INC           COM              161133103    69132 12155100 SH       DEFINED 09 12 20          0        0 12155100
CHARMING SHOPPES INC           COM              161133103    11900  2092400 SH       DEFINED 22 32             0        0  2092400
CHARMING SHOPPES INC           COM              161133103      204    35900 SH       DEFINED 03            16600        0    19300
CHART INDS INC                 COM              16115Q100     1067   334800 SH       DEFINED 07                0        0   334800
CHARTER COMMUNICATIONS INC DEL CL A             16117M107    39532  2759100 SH       DEFINED 10 13 20          0        0  2759100
CHARTER COMMUNICATIONS INC DEL CL A             16117M107    38741  2703900 SH       DEFINED 28 30 32          0        0  2703900
CHARTERED SEMICONDUCTOR MFG    ADR              16133R106    33402   354400 SH       DEFINED 02 05 09          0        0   354400
CHARTERED SEMICONDUCTOR MFG    ADR              16133R106   348734  3700100 SH       DEFINED 13 15 16          0        0  3700100
CHARTERED SEMICONDUCTOR MFG    ADR              16133R106    80310   852100 SH       DEFINED 19 21 22          0        0   852100
CHARTERED SEMICONDUCTOR MFG    ADR              16133R106    70955   752840 SH       DEFINED 26 28 30          0        0   752840
CHARTERED SEMICONDUCTOR MFG    ADR              16133R106    16333   173300 SH       DEFINED 03           137500        0    35800
CHASE CORP                     COM              16150R104     3984   346500 SH       DEFINED 07                0        0   346500
CHASE INDS INC                 COM              161568100     7946   908200 SH       DEFINED 07                0        0   908200
CHASE MANHATTAN CORP NEW       COM              16161A108   214210  2456900 SH       DEFINED 02 04 05          0        0  2456900
CHASE MANHATTAN CORP NEW       COM              16161A108  1271176 14579800 SH       DEFINED 06 07 09          0        0 14579800
CHASE MANHATTAN CORP NEW       COM              16161A108  1765145 20245400 SH       DEFINED 10 11 12          0        0 20245400
CHASE MANHATTAN CORP NEW       COM              16161A108   323404  3709300 SH       DEFINED 13 15 16          0        0  3709300
CHASE MANHATTAN CORP NEW       COM              16161A108   224390  2573660 SH       DEFINED 18 19 20          0        0  2573660
CHASE MANHATTAN CORP NEW       COM              16161A108   294056  3372900 SH       DEFINED 22 23 27          0        0  3372900
CHASE MANHATTAN CORP NEW       COM              16161A108   423175  4853630 SH       DEFINED 28 30 32          0        0  4853630
CHASE MANHATTAN CORP NEW       COM              16161A108    10793   123800 SH       DEFINED 34                0        0   123800
CHASE MANHATTAN CORP NEW       COM              16161A108     1007    11564 SH       DEFINED 37            11564        0        0
CHASE MANHATTAN CORP NEW       COM              16161A108   244585  2805286 SH       DEFINED 03          2141190        0   664096
CHATTEM INC                    COM              162456107      635    45000 SH       DEFINED 07                0        0    45000
CHECKFREE HLDGS CORP           COM              162816102   157102  2228400 SH       DEFINED 02 13 15          0        0  2228400
CHECKFREE HLDGS CORP           COM              162816102      705    10000 SH       DEFINED 34                0        0    10000
CHECKFREE HLDGS CORP           COM              162816102    29765   422200 SH       DEFINED 03           422200        0        0
CHEESECAKE FACTORY INC         COM              163072101     9890   237600 SH       DEFINED 13 15 26          0        0   237600
CHEESECAKE FACTORY INC         COM              163072101     9161   220100 SH       DEFINED 03           220100        0        0
CHELSEA GCA RLTY INC           COM              163262108     3172   109400 SH       DEFINED 03           109400        0        0
CHESAPEAKE CORP                COM              165159104    14124   477800 SH       DEFINED 12 15 03          0        0   477800
CHESAPEAKE ENERGY CORP         COM              165167107     2189   673600 SH       DEFINED 02 12 23          0        0   673600
CHESAPEAKE ENERGY CORP         COM              165167107    20009  6156640 SH       DEFINED 25 26 28          0        0  6156640
CHESAPEAKE ENERGY CORP         PFD CONV 144A    165167206     5531   148500 SH       DEFINED 25 36             0        0   148500
CHESAPEAKE ENERGY CORP         PFD CONV 144A    165167206      573    15400 SH       DEFINED 03            12000        0     3400
CHESAPEAKE ENERGY CORP         PFD CONV 7%      165167305    15741   422600 SH       DEFINED 15 25 27          0        0   422600
CHESAPEAKE ENERGY CORP         PFD CONV 7%      165167305      841    22600 SH       DEFINED 36                0        0    22600
CHESAPEAKE ENERGY CORP         PFD CONV 7%      165167305     2097    56300 SH       DEFINED 03             8300        0    48000
CHEVRON CORPORATION            COM              166751107    78155   845500 SH       DEFINED 02 04 05          0        0   845500
CHEVRON CORPORATION            COM              166751107   306980  3320951 SH       DEFINED 07 08 09          0        0  3320951
CHEVRON CORPORATION            COM              166751107   794620  8596300 SH       DEFINED 10 11 12          0        0  8596300
CHEVRON CORPORATION            COM              166751107   304362  3292630 SH       DEFINED 15 16 19          0        0  3292630
CHEVRON CORPORATION            COM              166751107   146233  1581971 SH       DEFINED 22 23 26          0        0  1581971
CHEVRON CORPORATION            COM              166751107    77365   836950 SH       DEFINED 27 28 30          0        0   836950
CHEVRON CORPORATION            COM              166751107    70649   764300 SH       DEFINED 31 32 34          0        0   764300
CHEVRON CORPORATION            COM              166751107      729     7904 SH       DEFINED 37             7904        0        0
CHEVRON CORPORATION            COM              166751107   154978  1676574 SH       DEFINED 03          1317293        0   359281
CHICOS FAS INC                 COM              168615102     5085   300000 SH       DEFINED 07                0        0   300000
CHICOS FAS INC                 COM              168615102     2743   161800 SH       DEFINED 03           161800        0        0
CHILDTIME LEARNING CTRS INC    COM              168820108     3599   505200 SH       DEFINED 26                0        0   505200
CHILE FD INC                   COM              168834109     4730   435000 SH       DEFINED 19 21             0        0   435000
CHINA FD INC                   COM              169373107     2175   206000 SH       DEFINED 19 21             0        0   206000
CHINA TELECOM HONG KONG LTD    SPONSORED ADR    169428109   219577  1238800 SH       DEFINED 09 10 13          0        0  1238800
CHINA TELECOM HONG KONG LTD    SPONSORED ADR    169428109   298834  1685950 SH       DEFINED 15 16 22          0        0  1685950
CHINA TELECOM HONG KONG LTD    SPONSORED ADR    169428109   278858  1573250 SH       DEFINED 28 30             0        0  1573250
CHINA TELECOM HONG KONG LTD    SPONSORED ADR    169428109    39349   222000 SH       DEFINED 03           220000        0     2000
CHOICE HOTELS INTL INC         COM              169905106     3994   276700 SH       DEFINED 07 26             0        0   276700
CHOICE HOTELS INTL INC         COM              169905106     4468   309500 SH       DEFINED 03           309500        0        0
CHIQUITA BRANDS INTL INC       SDCV        7%01 170032AH9     2301  2740000 PRN      DEFINED 02 09 22          0        0        0
CHIQUITA BRANDS INTL INC       SDCV        7%01 170032AH9     9878 11760000 PRN      DEFINED 23 25 28          0        0        0
CHIQUITA BRANDS INTL INC       SDCV        7%01 170032AH9     2284  2720000 PRN      DEFINED 32                0        0        0
CHIQUITA BRANDS INTL INC       SDCV        7%01 170032AH9       25    30000 PRN      DEFINED 03                0        0        0
CHIQUITA BRANDS INTL INC       PFD A NON VTG    170032403     7947   474500 SH       DEFINED 09                0        0   474500
CHIQUITA BRANDS INTL INC       PFD A NON VTG    170032403      299    17900 SH       DEFINED 03             8000        0     9900
CHIQUITA BRANDS INTL INC       PFD CV B $3.75   170032502     3737   178500 SH       DEFINED 09                0        0   178500
CHIQUITA BRANDS INTL INC       PFD CV B $3.75   170032502       54     2600 SH       DEFINED 03             2600        0        0
CHIREX INC                     COM              170038103     3565   185200 SH       DEFINED 12 15 26          0        0   185200
CHIREX INC                     COM              170038103      970    50400 SH       DEFINED 28                0        0    50400
CHIRON CORP                    COM              170040109    33251   666700 SH       DEFINED 02 09 12          0        0   666700
CHIRON CORP                    COM              170040109   386536  7750100 SH       DEFINED 13 15 28          0        0  7750100
CHIRON CORP                    COM              170040109     7477   149930 SH       DEFINED 30 34             0        0   149930
CHIRON CORP                    COM              170040109    26071   523200 SH       DEFINED 37 03        515600        0     7600
CHRIS CRAFT INDS INC           COM              170520100    11237   176454 SH       DEFINED 05 07 13          0        0   176454
CHRIS CRAFT INDS INC           COM              170520100       31      489 SH       DEFINED 26 28             0        0      489
CHRIS CRAFT INDS INC           COM              170520100    16258   255288 SH       DEFINED 03           255288        0        0
CHROMAVISION MED SYS INC       COM              17111P104     1525   100000 SH       DEFINED 28                0        0   100000
CHROMAVISION MED SYS INC       COM              17111P104     1387    91000 SH       DEFINED 03            91000        0        0
CHROMCRAFT REVINGTON INC       COM              171117104     2554   335000 SH       DEFINED 07                0        0   335000
CHUBB CORP                     COM              171232101    26282   389000 SH       DEFINED 02 04 05          0        0   389000
CHUBB CORP                     COM              171232101   107337  1588700 SH       DEFINED 06 07 09          0        0  1588700
CHUBB CORP                     COM              171232101   108100  1600000 SH       DEFINED 10 11 13          0        0  1600000
CHUBB CORP                     COM              171232101    65522   969800 SH       DEFINED 15 16 18          0        0   969800
CHUBB CORP                     COM              171232101   116011  1717100 SH       DEFINED 20 22 26          0        0  1717100
CHUBB CORP                     COM              171232101    63236   935960 SH       DEFINED 28 30 32          0        0   935960
CHUBB CORP                     COM              171232101     2803    41500 SH       DEFINED 34                0        0    41500
CHUBB CORP                     COM              171232101      105     1574 SH       DEFINED 37             1574        0        0
CHUBB CORP                     COM              171232101    21930   324592 SH       DEFINED 03           220292        0   104300
CHURCH & DWIGHT INC            COM              171340102     4245   247000 SH       DEFINED 26 28             0        0   247000
CIBER INC                      COM              17163B102      354    17300 SH       DEFINED 03            17300        0        0
CIENA CORP                     COM              171779101    20646   163700 SH       DEFINED 02 05 06          0        0   163700
CIENA CORP                     COM              171779101   684455  5426800 SH       DEFINED 09 12 13          0        0  5426800
CIENA CORP                     COM              171779101   109098   865000 SH       DEFINED 15 16 23          0        0   865000
CIENA CORP                     COM              171779101   158714  1258390 SH       DEFINED 28 30 34          0        0  1258390
CIENA CORP                     COM              171779101     5713    45300 SH       DEFINED 03            28130        0    17170
CINAR CORP                     SUB VTG SHS B    171905300    17588  5107100 SH       DEFINED 02 19 21          0        0  5107100
CINAR CORP                     SUB VTG SHS B    171905300      477   136500 SH       DEFINED 22                0        0   136500
CINAR CORP                     SUB VTG SHS B    171905300      270    46460 SH       DEFINED 37 03         30000        0    16460
CINCINNATI FINL CORP           COM              172062101     4661   123904 SH       DEFINED 03           123904        0        0
CINERGY CORP                   COM              172474108    32211  1498198 SH       DEFINED 09 22             0        0  1498198
CINERGY CORP                   COM              172474108        2      125 SH       DEFINED 37              125        0        0
CINERGY CORP                   COM              172474108     4385   203966 SH       DEFINED 03           134530        0    69436
CIPRICO INC                    COM              172529109     1728   158900 SH       DEFINED 26                0        0   158900
CIRCLE INTL GROUP INC          COM              172574105     2641   101600 SH       DEFINED 15 26             0        0   101600
CIRCLE INTL GROUP INC          COM              172574105    11161   429300 SH       DEFINED 03           429300        0        0
CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108   123631  2030900 SH       DEFINED 02 09 10          0        0  2030900
CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108   116368  1911600 SH       DEFINED 15 20 23          0        0  1911600
CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108   203912  3349700 SH       DEFINED 28 30 32          0        0  3349700
CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108      255     4200 SH       DEFINED 34                0        0     4200
CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108    15359   252304 SH       DEFINED 03           170404        0    81900
CISCO SYS INC                  COM              17275R102   887949 11485200 SH       DEFINED 02 04 05          0        0 11485200
CISCO SYS INC                  COM              17275R102  5012501 64834300 SH       DEFINED 06 07 10          0        0 64834300
CISCO SYS INC                  COM              17275R102  3487035 45103124 SH       DEFINED 11 12 13          0        0 45103124
CISCO SYS INC                  COM              17275R102  6152772 79583150 SH       DEFINED 15 16 19          0        0 79583150
CISCO SYS INC                  COM              17275R102  3169600 40997260 SH       DEFINED 20 21 22          0        0 40997260
CISCO SYS INC                  COM              17275R102   526093  6804764 SH       DEFINED 23 26 27          0        0  6804764
CISCO SYS INC                  COM              17275R102  2258840 29217018 SH       DEFINED 28 29 30          0        0 29217018
CISCO SYS INC                  COM              17275R102   816381 10559500 SH       DEFINED 32 34             0        0 10559500
CISCO SYS INC                  COM              17275R102  1591085 20581360 SH       DEFINED 37 03      17025600        0  3555760
CIRRUS LOGIC CORP              SB NT CV    6%03 172755AC4     9450 10300000 PRN      DEFINED 11                0        0        0
CIRRUS LOGIC CORP              SB NT CV    6%03 172755AC4      761   830000 PRN      DEFINED 03                0        0        0
CIRRUS LOGIC CORP              COM              172755100     7842   429700 SH       DEFINED 02 26             0        0   429700
CINTAS CORP                    COM              172908105    15490   395300 SH       DEFINED 09 15 28          0        0   395300
CINTAS CORP                    COM              172908105      242     6190 SH       DEFINED 30                0        0     6190
CINTAS CORP                    COM              172908105       91     2550 SH       DEFINED 37             2550        0        0
CITIGROUP INC                  COM              172967101   255435  4306600 SH       DEFINED 02 04 05          0        0  4306600
CITIGROUP INC                  COM              172967101  1403907 23669678 SH       DEFINED 06 07 09          0        0 23669678
CITIGROUP INC                  COM              172967101  3300480 55645614 SH       DEFINED 10 11 12          0        0 55645614
CITIGROUP INC                  COM              172967101  1063577 17931768 SH       DEFINED 13 15 16          0        0 17931768
CITIGROUP INC                  COM              172967101   818998 13808195 SH       DEFINED 18 19 20          0        0 13808195
CITIGROUP INC                  COM              172967101   574541  9686498 SH       DEFINED 22 23 26          0        0  9686498
CITIGROUP INC                  COM              172967101   347239  5854410 SH       DEFINED 27 28 30          0        0  5854410
CITIGROUP INC                  COM              172967101   227460  3834943 SH       DEFINED 31 32 34          0        0  3834943
CITIGROUP INC                  COM              172967101     1563    26174 SH       DEFINED 37            26174        0        0
CITIGROUP INC                  COM              172967101   596955 10064589 SH       DEFINED 03          7857764        0  2206825
CITIZENS UTILS CO DEL          CL B             177342201    64085  3913631 SH       DEFINED 09 12 34          0        0  3913631
CITIZENS UTILS CO DEL          CL B             177342201     7936   484700 SH       DEFINED 03           274000        0   210700
CITRIX SYS INC                 SB DB CV ZRO  19 177376AB6    13371 14150000 PRN      DEFINED 11                0        0        0
CITRIX SYS INC                 COM              177376100    29063   438700 SH       DEFINED 02 05 06          0        0   438700
CITRIX SYS INC                 COM              177376100   113113  1707380 SH       DEFINED 09 10 11          0        0  1707380
CITRIX SYS INC                 COM              177376100   400482  6026146 SH       DEFINED 12 13 15          0        0  6026146
CITRIX SYS INC                 COM              177376100   241163  3640200 SH       DEFINED 16 22 23          0        0  3640200
CITRIX SYS INC                 COM              177376100   215100  3246800 SH       DEFINED 26 28 30          0        0  3246800
CITRIX SYS INC                 COM              177376100    23585   356000 SH       DEFINED 34                0        0   356000
CITRIX SYS INC                 COM              177376100    78347  1182602 SH       DEFINED 37 03        797522        0   385080
CLAIRES STORES INC             COM              179584107    49407  2462700 SH       DEFINED 02 07 15          0        0  2462700
CLAIRES STORES INC             COM              179584107    51648  2574400 SH       DEFINED 18 20 28          0        0  2574400
CLAIRES STORES INC             COM              179584107     8646   431000 SH       DEFINED 32 34             0        0   431000
CLARENT CORP DEL               COM              180461105   312382  3463700 SH       DEFINED 09 13 28          0        0  3463700
CLARENT CORP DEL               COM              180461105      126     1400 SH       DEFINED 30                0        0     1400
CLARION COML HLDGS INC         CL A             18051W109      228    39700 SH       DEFINED 33 35             0        0    39700
CLARION COML HLDGS INC         CL A             18051W109       58    10200 SH       DEFINED 03            10200        0        0
CLARUS CORP                    COM              182707109    31781   450000 SH       DEFINED 13 16             0        0   450000
CLASSIC COMMUNICATIONS INC     CL A             182728204      393    25000 SH       DEFINED 07                0        0    25000
CLAYTON HOMES INC              COM              184190106    47203  4662100 SH       DEFINED 07 15             0        0  4662100
CLEAR CHANNEL COMMUNICATIONS   COM              184502102   181147  2622946 SH       DEFINED 02 05 06          0        0  2622946
CLEAR CHANNEL COMMUNICATIONS   COM              184502102   665907  9642100 SH       DEFINED 07 10 11          0        0  9642100
CLEAR CHANNEL COMMUNICATIONS   COM              184502102    23316   337617 SH       DEFINED 12 13 15          0        0   337617
CLEAR CHANNEL COMMUNICATIONS   COM              184502102   435867  6311206 SH       DEFINED 16 19 20          0        0  6311206
CLEAR CHANNEL COMMUNICATIONS   COM              184502102   171175  2478561 SH       DEFINED 22 23 28          0        0  2478561
CLEAR CHANNEL COMMUNICATIONS   COM              184502102    12704   183950 SH       DEFINED 32 34             0        0   183950
CLEAR CHANNEL COMMUNICATIONS   COM              184502102    59642   863598 SH       DEFINED 37 03        626538        0   237060
CLEARNET COMMUNICATIONS INC    CL A NON-VTG     184902104    10523   254670 SH       DEFINED 02 07 09          0        0   254670
CLEARNET COMMUNICATIONS INC    CL A NON-VTG     184902104     3426    82750 SH       DEFINED 28 30             0        0    82750
CLEARNET COMMUNICATIONS INC    CL A NON-VTG     184902104      139     3360 SH       DEFINED 03             3360        0        0
CLOROX CO DEL                  COM              189054109    55847  1718398 SH       DEFINED 02 05 06          0        0  1718398
CLOROX CO DEL                  COM              189054109   151232  4653296 SH       DEFINED 07 09 10          0        0  4653296
CLOROX CO DEL                  COM              189054109    71850  2210782 SH       DEFINED 13 15 16          0        0  2210782
CLOROX CO DEL                  COM              189054109   106516  3277430 SH       DEFINED 19 22 23          0        0  3277430
CLOROX CO DEL                  COM              189054109    85218  2622120 SH       DEFINED 27 28 30          0        0  2622120
CLOROX CO DEL                  COM              189054109      292     8998 SH       DEFINED 34                0        0     8998
CLOROX CO DEL                  COM              189054109       25      790 SH       DEFINED 37              790        0        0
CLOROX CO DEL                  COM              189054109    36597  1126067 SH       DEFINED 03           742181        0   383886
COACHMEN INDS INC              COM              189873102     9095   658500 SH       DEFINED 12 28             0        0   658500
COASTAL BANCORP INC            COM              19041P105       29     1800 SH       DEFINED 02                0        0     1800
COASTAL CORP                   COM              190441105   231660  5036100 SH       DEFINED 02 09 10          0        0  5036100
COASTAL CORP                   COM              190441105    21664   470970 SH       DEFINED 12 15 28          0        0   470970
COASTAL CORP                   COM              190441105    25351   551020 SH       DEFINED 37 03        529820        0    21200
COBALT NETWORKS INC            COM              19074R101       37      800 SH       DEFINED 03              800        0        0
COBRA ELECTRS CORP             COM              191042100     3519   599000 SH       DEFINED 07                0        0   599000
COCA COLA CO                   COM              191216100    50288  1071400 SH       DEFINED 02 05 07          0        0  1071400
COCA COLA CO                   COM              191216100   225304  4800103 SH       DEFINED 08 10 11          0        0  4800103
COCA COLA CO                   COM              191216100   256004  5454154 SH       DEFINED 12 13 15          0        0  5454154
COCA COLA CO                   COM              191216100   401953  8563600 SH       DEFINED 16 26 28          0        0  8563600
COCA COLA CO                   COM              191216100     7545   160753 SH       DEFINED 31 32 34          0        0   160753
COCA COLA CO                   COM              191216100   173562  3697555 SH       DEFINED 37 03       3110355        0   587200
COCA COLA ENTERPRISES INC      COM              191219104    25989  1205300 SH       DEFINED 02 07 10          0        0  1205300
COCA COLA ENTERPRISES INC      COM              191219104    77657  3601500 SH       DEFINED 11 15 16          0        0  3601500
COCA COLA ENTERPRISES INC      COM              191219104    84092  3899920 SH       DEFINED 19 22 28          0        0  3899920
COCA COLA ENTERPRISES INC      COM              191219104      155     7200 SH       DEFINED 34                0        0     7200
COCA COLA ENTERPRISES INC      COM              191219104    23598  1094404 SH       DEFINED 37 03        903904        0   190500
COCA-COLA FEMSA S A DE C V     SPON ADR REP L   191241108       38     2100 SH       DEFINED 19                0        0     2100
COEUR D ALENE MINES CORP IDAHO COM              192108108      176    60000 SH       DEFINED 26                0        0    60000
COEUR D ALENE MINES CORP IDAHO COM              192108108        1      500 SH       DEFINED 37              500        0        0
COFLEXIP                       SPONSORED ADR    192384105    60465  1104400 SH       DEFINED 09 15 22          0        0  1104400
COFLEXIP                       SPONSORED ADR    192384105    41434   756800 SH       DEFINED 28 30             0        0   756800
COFLEXIP                       SPONSORED ADR    192384105      618    11300 SH       DEFINED 03            11300        0        0
COGNEX CORP                    COM              192422103     4568    79200 SH       DEFINED 02 26 32          0        0    79200
COGNOS INC                     COM              19244C109     1350    21910 SH       DEFINED 02 19             0        0    21910
COGNIZANT TECHNOLOGY SOLUTIONS CL A             192446102     2625    42000 SH       DEFINED 03            42000        0        0
COHERENT INC                   COM              192479103     1471    28300 SH       DEFINED 02 32             0        0    28300
COHU INC                       COM              192576106    29819   715300 SH       DEFINED 02 07 15          0        0   715300
COHU INC                       COM              192576106     3126    75000 SH       DEFINED 34                0        0    75000
COHU INC                       COM              192576106     6770   162400 SH       DEFINED 03            28000        0   134400
COINSTAR INC                   COM              19259P300     8677   688200 SH       DEFINED 26                0        0   688200
COLD METAL PRODS INC           COM              192861102     1447   428800 SH       DEFINED 07 28             0        0   428800
COLE NATIONAL CORP NEW         CL A             193290103     8156  1003900 SH       DEFINED 07                0        0  1003900
COLE KENNETH PRODTNS INC       CL A             193294105    26493   675000 SH       DEFINED 07                0        0   675000
COLGATE PALMOLIVE CO           COM              194162103    60281  1069300 SH       DEFINED 02 05 06          0        0  1069300
COLGATE PALMOLIVE CO           COM              194162103   109829  1948195 SH       DEFINED 08 12 13          0        0  1948195
COLGATE PALMOLIVE CO           COM              194162103   180005  3193000 SH       DEFINED 15 16 18          0        0  3193000
COLGATE PALMOLIVE CO           COM              194162103   219986  3902200 SH       DEFINED 20 23 27          0        0  3902200
COLGATE PALMOLIVE CO           COM              194162103     8355   148214 SH       DEFINED 28 30 31          0        0   148214
COLGATE PALMOLIVE CO           COM              194162103    44818   795000 SH       DEFINED 32 34             0        0   795000
COLGATE PALMOLIVE CO           COM              194162103    60103  1066152 SH       DEFINED 37 03        805452        0   260700
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COLONIAL PPTYS TR              COM SH BEN INT   195872106      399    16800 SH       DEFINED 03            16800        0        0
COLUMBIA ENERGY GROUP          COM              197648108     1694    28600 SH       DEFINED 09 15 28          0        0    28600
COLUMBIA ENERGY GROUP          COM              197648108        3       60 SH       DEFINED 30                0        0       60
COLUMBIA ENERGY GROUP          COM              197648108     3651    61627 SH       DEFINED 37 03         61627        0        0
COLUMBIA/HCA HEALTHCARE CORP   COM              197677107   131255  5185400 SH       DEFINED 02 09 12          0        0  5185400
COLUMBIA/HCA HEALTHCARE CORP   COM              197677107   129677  5123073 SH       DEFINED 13 15 22          0        0  5123073
COLUMBIA/HCA HEALTHCARE CORP   COM              197677107    44263  1748700 SH       DEFINED 23 28 34          0        0  1748700
COLUMBIA/HCA HEALTHCARE CORP   COM              197677107       34     1390 SH       DEFINED 37             1390        0        0
COLUMBIA/HCA HEALTHCARE CORP   COM              197677107    38991  1540400 SH       DEFINED 03          1186900        0   353500
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COLUMBUS MCKINNON CORP N Y     COM              199333105     2912   221900 SH       DEFINED 28                0        0   221900
COMCAST CORP                   CL A             200300101      123     3000 SH       DEFINED 02 15 34          0        0     3000
COMCAST CORP                   CL A             200300101       28      700 SH       DEFINED 37              700        0        0
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COMCAST CORP                   CL A SPL         200300200   158097  3644900 SH       DEFINED 10 12 15          0        0  3644900
COMCAST CORP                   CL A SPL         200300200   481593 11103030 SH       DEFINED 16 19 20          0        0 11103030
COMCAST CORP                   CL A SPL         200300200   168313  3880420 SH       DEFINED 22 23 26          0        0  3880420
COMCAST CORP                   CL A SPL         200300200   238402  5496300 SH       DEFINED 28 30 32          0        0  5496300
COMCAST CORP                   CL A SPL         200300200      333     7700 SH       DEFINED 34                0        0     7700
COMCAST CORP                   CL A SPL         200300200   118130  2723552 SH       DEFINED 37 03       1593452        0  1130100
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COMCAST CORP                   ZONES CV2% PCS   200300507     4992    39700 SH       DEFINED 28 30             0        0    39700
COMCAST CORP                   ZONES CV2% PCS   200300507     2942    23400 SH       DEFINED 03            23400        0        0
COMDISCO INC                   COM              200336105    20368   461600 SH       DEFINED 02 05 07          0        0   461600
COMDISCO INC                   COM              200336105    36910   836500 SH       DEFINED 09 11 15          0        0   836500
COMDISCO INC                   COM              200336105    48506  1099300 SH       DEFINED 16 20 26          0        0  1099300
COMDISCO INC                   COM              200336105     9976   226100 SH       DEFINED 28 30 32          0        0   226100
COMDISCO INC                   COM              200336105     7365   166930 SH       DEFINED 37 03         90230        0    76700
COMERICA INC                   COM              200340107   168730  4029389 SH       DEFINED 02 07 09          0        0  4029389
COMERICA INC                   COM              200340107   120167  2869667 SH       DEFINED 10 12 15          0        0  2869667
COMERICA INC                   COM              200340107   254441  6076205 SH       DEFINED 16 18 19          0        0  6076205
COMERICA INC                   COM              200340107    85643  2045220 SH       DEFINED 22 28 34          0        0  2045220
COMERICA INC                   COM              200340107       64     1566 SH       DEFINED 37             1566        0        0
COMERICA INC                   COM              200340107    25043   598051 SH       DEFINED 03           266593        0   331458
COMINCO LTD                    COM              200435105      395    27400 SH       DEFINED 02 15 34          0        0    27400
COMMERCE BANCORP INC NJ        COM              200519106      925    25000 SH       DEFINED 15                0        0    25000
COMMERCE BANCSHARES INC        COM              200525103     2134    68450 SH       DEFINED 15                0        0    68450
COMMERCE GROUP INC MASS        COM              200641108    23284   789300 SH       DEFINED 02 07 12          0        0   789300
COMMERCE GROUP INC MASS        COM              200641108     2997   101600 SH       DEFINED 15 21 26          0        0   101600
COMMERCE GROUP INC MASS        COM              200641108      678    23000 SH       DEFINED 34                0        0    23000
COMMERCE GROUP INC MASS        COM              200641108     2991   101400 SH       DEFINED 03            15100        0    86300
COMMERCE ONE INC DEL           COM              200693109    62282   417300 SH       DEFINED 02 05 13          0        0   417300
COMMERCE ONE INC DEL           COM              200693109    27408   183640 SH       DEFINED 15 26 28          0        0   183640
COMMERCE ONE INC DEL           COM              200693109     7175    48080 SH       DEFINED 34                0        0    48080
COMMERCE ONE INC DEL           COM              200693109     4134    27700 SH       DEFINED 03            14400        0    13300
COMMERCIAL ASSETS INC DEL      COM              201119104       78    16100 SH       DEFINED 35                0        0    16100
COMMERCIAL ASSETS INC DEL      COM              201119104      428    87800 SH       DEFINED 03            87800        0        0
COMMERCIAL FEDERAL CORPORATION COM              201647104     2148   129225 SH       DEFINED 15                0        0   129225
COMMONWEALTH INDS INC DEL      COM              203004106     2371   261700 SH       DEFINED 28                0        0   261700
COMMONWEALTH TEL ENTERPRISES   COM              203349105     5064   107900 SH       DEFINED 15 34             0        0   107900
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COMMSCOPE INC                  SB NT CV144A4%06 203372AA5     7170  6000000 PRN      DEFINED 11                0        0        0
COMMSCOPE INC                  COM              203372107    63286  1387100 SH       DEFINED 02 12 22          0        0  1387100
COMMSCOPE INC                  COM              203372107    65784  1441850 SH       DEFINED 23 26 28          0        0  1441850
COMMSCOPE INC                  COM              203372107     4964   108800 SH       DEFINED 03           108800        0        0
COMMUNICATION INTELLIGENCE NEW COM              20338K106      119    20000 SH       DEFINED 28                0        0    20000
COMMUNICATIONS SYS INC         COM              203900105      157     9000 SH       DEFINED 02                0        0     9000
COMPAGNIE GENERALE DES GEOPHYS SPONSORED ADR    204386106     1963   151046 SH       DEFINED 19 21             0        0   151046
COMPANHIA BRASILEIRA DE DISTRB ADR              20440T201       19      550 SH       DEFINED 07 19             0        0      550
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COMPANHIA CERVEJARIA BRAHMA    SPON ADR PFD     20440X103    22438  1380808 SH       DEFINED 21                0        0  1380808
COMPANIA ANONIMA NACIONL TEL   SPON ADR D       204421101     2467    85100 SH       DEFINED 02 04 07          0        0    85100
COMPANIA ANONIMA NACIONL TEL   SPON ADR D       204421101    15364   529800 SH       DEFINED 19 21             0        0   529800
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COMPANIA CERVECERIAS UNIDAS SA SPONSORED ADR    204429104     2679   107700 SH       DEFINED 21                0        0   107700
COMPANIA DE MINAS BUENAVENTURA SPON ADR SER B   204448104     7623   435600 SH       DEFINED 02 07 15          0        0   435600
COMPANIA DE MINAS BUENAVENTURA SPON ADR SER B   204448104    11758   671900 SH       DEFINED 19 21             0        0   671900
COMPANIA DE TELECOMUNICS CHILE SPON ADR NEW     204449300     1225    53850 SH       DEFINED 02 07 19          0        0    53850
COMPANIA DE TELECOMUNICS CHILE SPON ADR NEW     204449300    10799   474700 SH       DEFINED 21                0        0   474700
COMPANIA DE TELECOMUNICS CHILE SPON ADR NEW     204449300        9      437 SH       DEFINED 37              437        0        0
COMPASS BANCSHARES INC         COM              20449H109     8941   448500 SH       DEFINED 12 15 03          0        0   448500
COMPAQ COMPUTER CORP           COM              204493100   159891  6005300 SH       DEFINED 02 06 07          0        0  6005300
COMPAQ COMPUTER CORP           COM              204493100   373112 14013600 SH       DEFINED 09 10 13          0        0 14013600
COMPAQ COMPUTER CORP           COM              204493100   231750  8704230 SH       DEFINED 15 16 19          0        0  8704230
COMPAQ COMPUTER CORP           COM              204493100    81137  3047400 SH       DEFINED 21 22 27          0        0  3047400
COMPAQ COMPUTER CORP           COM              204493100   182378  6849900 SH       DEFINED 28 29 30          0        0  6849900
COMPAQ COMPUTER CORP           COM              204493100    20189   758300 SH       DEFINED 34                0        0   758300
COMPAQ COMPUTER CORP           COM              204493100      162     6120 SH       DEFINED 37             6120        0        0
COMPAQ COMPUTER CORP           COM              204493100    56427  2119361 SH       DEFINED 03          1763861        0   355500
COMPLETE BUSINESS SOLUTIONS    COM              20452F107     4432   198100 SH       DEFINED 03           198100        0        0
COMPTEK RESH INC               COM              204682108      145    10500 SH       DEFINED 02                0        0    10500
COMPUCOM SYS INC               COM              204780100      268    51200 SH       DEFINED 03            51200        0        0
COMPUTER ASSOC INTL INC        COM              204912109   233115  3938600 SH       DEFINED 02 07 10          0        0  3938600
COMPUTER ASSOC INTL INC        COM              204912109   214180  3618680 SH       DEFINED 11 13 15          0        0  3618680
COMPUTER ASSOC INTL INC        COM              204912109   389581  6582150 SH       DEFINED 16 19 20          0        0  6582150
COMPUTER ASSOC INTL INC        COM              204912109   134112  2265900 SH       DEFINED 28 30 32          0        0  2265900
COMPUTER ASSOC INTL INC        COM              204912109    20159   340600 SH       DEFINED 34                0        0   340600
COMPUTER ASSOC INTL INC        COM              204912109    66595  1125273 SH       DEFINED 37 03        972473        0   152800
COMPUTER NETWORK TECHNOLOGY CP COM              204925101     2782   159000 SH       DEFINED 03           159000        0        0
COMPUTER LEARNING CTRS INC     COM              205199102     1959  1100000 SH       DEFINED 07                0        0  1100000
COMPUTER SCIENCES CORP         COM              205363104    62073   784500 SH       DEFINED 02 05 06          0        0   784500
COMPUTER SCIENCES CORP         COM              205363104    97181  1228200 SH       DEFINED 07 10 11          0        0  1228200
COMPUTER SCIENCES CORP         COM              205363104   166552  2104932 SH       DEFINED 13 15 16          0        0  2104932
COMPUTER SCIENCES CORP         COM              205363104   314912  3979940 SH       DEFINED 19 20 28          0        0  3979940
COMPUTER SCIENCES CORP         COM              205363104    51629   652500 SH       DEFINED 30 32             0        0   652500
COMPUTER SCIENCES CORP         COM              205363104    49446   624931 SH       DEFINED 37 03        487331        0   137600
COMPX INTERNATIONAL INC        CL A             20563P101     4249   222934 SH       DEFINED 12 28             0        0   222934
COMPX INTERNATIONAL INC        CL A             20563P101     3959   207700 SH       DEFINED 03           207700        0        0
COMPUWARE CORP                 COM              205638109   153267  7276793 SH       DEFINED 10 13 15          0        0  7276793
COMPUWARE CORP                 COM              205638109    15824   751295 SH       DEFINED 03           286995        0   464300
COMSAT CORP                    COM SER 1        20564D107     2280   110587 SH       DEFINED 03           110587        0        0
COMSTOCK RES INC               COM NEW          205768203      416    75700 SH       DEFINED 07 15             0        0    75700
COMVERSE TECHNOLOGY INC        SUB DB CV 4.5%05 205862AG0    31719  7120000 PRN      DEFINED 11                0        0        0
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402    72292   382500 SH       DEFINED 02 05 06          0        0   382500
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402   311790  1649687 SH       DEFINED 09 10 11          0        0  1649687
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402   619334  3276900 SH       DEFINED 12 13 15          0        0  3276900
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402   348045  1841508 SH       DEFINED 16 19 21          0        0  1841508
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402   244438  1293325 SH       DEFINED 22 23 28          0        0  1293325
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402    36538   193325 SH       DEFINED 29 30 32          0        0   193325
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402    28104   148700 SH       DEFINED 34                0        0   148700
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402   102851   544205 SH       DEFINED 37 03        364338        0   179867
CONAGRA INC                    COM              205887102    12446   686700 SH       DEFINED 12 13 15          0        0   686700
CONAGRA INC                    COM              205887102     8187   451700 SH       DEFINED 23 28             0        0   451700
CONAGRA INC                    COM              205887102     7051   389065 SH       DEFINED 37 03        389065        0        0
CONCENTRIC NETWORK CORP        COM              20589R107    66528  1209600 SH       DEFINED 15 20 22          0        0  1209600
CONCENTRIC NETWORK CORP        COM              20589R107    42476   772300 SH       DEFINED 27 28 32          0        0   772300
CONCENTRIC NETWORK CORP        COM              20589R107      418     7600 SH       DEFINED 03             7600        0        0
COMPUTER HORIZONS CORP         COM              205908106       82     4800 SH       DEFINED 03             4800        0        0
COM21 INC                      COM              205937105     4305    91600 SH       DEFINED 09 28 30          0        0    91600
CONCORD CAMERA CORP            COM              206156101      401     7300 SH       DEFINED 13                0        0     7300
CONCORD CAMERA CORP            COM              206156101      583    10600 SH       DEFINED 03            10600        0        0
CONCORD EFS INC                COM              206197105    49703  2166900 SH       DEFINED 09 10 12          0        0  2166900
CONCORD EFS INC                COM              206197105    36324  1583650 SH       DEFINED 13 15 16          0        0  1583650
CONCORD EFS INC                COM              206197105     2270    99000 SH       DEFINED 28 30             0        0    99000
CONCORD EFS INC                COM              206197105     4011   174880 SH       DEFINED 37 03        174880        0        0
CONCURRENT COMPUTER CORP NEW   COM              206710204    14971  1180000 SH       DEFINED 13                0        0  1180000
CONDUCTUS INC                  COM              206784100     3178    98000 SH       DEFINED 11 15             0        0    98000
CONEXANT SYSTEMS INC           SB NT CV 4.25%06 207142AB6     6767  2150000 PRN      DEFINED 11                0        0        0
CONEXANT SYSTEMS INC           SB NT CV 144A 07 207142AD2    17366 19110000 PRN      DEFINED 11 27 30          0        0        0
CONEXANT SYSTEMS INC           SB NT CV 144A 07 207142AD2     2853  3140000 PRN      DEFINED 03                0        0        0
CONEXANT SYSTEMS INC           COM              207142100    67925   956700 SH       DEFINED 02 05 06          0        0   956700
CONEXANT SYSTEMS INC           COM              207142100   475749  6700700 SH       DEFINED 10 13 15          0        0  6700700
CONEXANT SYSTEMS INC           COM              207142100   108544  1528800 SH       DEFINED 16 22 28          0        0  1528800
CONEXANT SYSTEMS INC           COM              207142100     8825   124300 SH       DEFINED 34                0        0   124300
CONEXANT SYSTEMS INC           COM              207142100    25588   360400 SH       DEFINED 03           291100        0    69300
CONMED CORP                    COM              207410101      210     8400 SH       DEFINED 15                0        0     8400
CONOCO INC                     CL A             208251306    38646  1569400 SH       DEFINED 02 09 15          0        0  1569400
CONOCO INC                     CL A             208251306    20726   841700 SH       DEFINED 22 34             0        0   841700
CONOCO INC                     CL A             208251306        7      300 SH       DEFINED 37              300        0        0
CONOCO INC                     CL A             208251306     3211   130400 SH       DEFINED 03            20100        0   110300
CONOCO INC                     CL B             208251405   127803  4987472 SH       DEFINED 02 07 09          0        0  4987472
CONOCO INC                     CL B             208251405   239411  9342886 SH       DEFINED 10 12 13          0        0  9342886
CONOCO INC                     CL B             208251405   148517  5795824 SH       DEFINED 15 16 19          0        0  5795824
CONOCO INC                     CL B             208251405    98313  3836643 SH       DEFINED 22 23 28          0        0  3836643
CONOCO INC                     CL B             208251405     9659   376970 SH       DEFINED 30 34             0        0   376970
CONOCO INC                     CL B             208251405      334    12652 SH       DEFINED 37            12652        0        0
CONOCO INC                     CL B             208251405    28948  1129715 SH       DEFINED 03           751198        0   378517
CONSECO INC                    COM              208464107     6577   577200 SH       DEFINED 02 09 15          0        0   577200
CONSECO INC                    COM              208464107     3576   314600 SH       DEFINED 22 34             0        0   314600
CONSECO INC                    COM              208464107     2966   259391 SH       DEFINED 37 03        246991        0    12400
CONSOLIDATED EDISON INC        COM              209115104    45759  1577900 SH       DEFINED 09 12 22          0        0  1577900
CONSOLIDATED EDISON INC        COM              209115104      839    28964 SH       DEFINED 28 31             0        0    28964
CONSOLIDATED EDISON INC        COM              209115104       41     1432 SH       DEFINED 37             1432        0        0
CONSOLIDATED EDISON INC        COM              209115104     7597   261984 SH       DEFINED 03           182984        0    79000
CONSOLIDATED PAPERS INC        COM              209759109      572    14884 SH       DEFINED 15                0        0    14884
CONSOLIDATED PAPERS INC        COM              209759109     7438   193520 SH       DEFINED 37 03        191520        0     2000
CONSOLIDATED PRODS INC         COM              209798107    12198  1292600 SH       DEFINED 07                0        0  1292600
CONSOLIDATED STORES CORP       COM              210149100    33459  2941494 SH       DEFINED 02 07 09          0        0  2941494
CONSOLIDATED STORES CORP       COM              210149100   107548  9454804 SH       DEFINED 10 12 15          0        0  9454804
CONSOLIDATED STORES CORP       COM              210149100    23068  2027996 SH       DEFINED 19 21 22          0        0  2027996
CONSOLIDATED STORES CORP       COM              210149100     5040   443140 SH       DEFINED 28 30 34          0        0   443140
CONSOLIDATED STORES CORP       COM              210149100    19806  1741231 SH       DEFINED 03           380531        0  1360700
CONSTELLATION ENERGY CORP      COM              210371100     5778   181300 SH       DEFINED 09 28 30          0        0   181300
CONSTELLATION ENERGY CORP      COM              210371100     3596   112831 SH       DEFINED 03           112831        0        0
CONTINENTAL AIRLS INC          CL B             210795308    22620   553400 SH       DEFINED 15 20 32          0        0   553400
CONTINENTAL AIRLS INC          CL B             210795308       40     1000 SH       DEFINED 34                0        0     1000
CONTINENTAL AIRLS INC          CL B             210795308     1769    43300 SH       DEFINED 03            43300        0        0
CONVERGYS CORP                 COM              212485106    82645  2139700 SH       DEFINED 02 13             0        0  2139700
CONVERGYS CORP                 COM              212485106     5040   130500 SH       DEFINED 03           130500        0        0
COOPER CAMERON CORP            COM              216640102    14077   210500 SH       DEFINED 02 06 07          0        0   210500
COOPER CAMERON CORP            COM              216640102   142811  2135500 SH       DEFINED 09 10 12          0        0  2135500
COOPER CAMERON CORP            COM              216640102   115188  1722446 SH       DEFINED 13 15 16          0        0  1722446
COOPER CAMERON CORP            COM              216640102   124575  1862810 SH       DEFINED 19 28 30          0        0  1862810
COOPER CAMERON CORP            COM              216640102     1397    20900 SH       DEFINED 34                0        0    20900
COOPER CAMERON CORP            COM              216640102     3532    52820 SH       DEFINED 37 03         52820        0        0
COOPER COS INC                 COM NEW          216648402     1609    50000 SH       DEFINED 26                0        0    50000
COOPER COS INC                 COM NEW          216648402       51     1600 SH       DEFINED 03             1600        0        0
COOPER INDS INC                COM              216669101     2696    77043 SH       DEFINED 37 03         77043        0        0
COOPER TIRE & RUBR CO          COM              216831107     2902   231057 SH       DEFINED 37 03        231057        0        0
COORS ADOLPH CO                CL B             217016104    11221   234700 SH       DEFINED 02 12 15          0        0   234700
COORS ADOLPH CO                CL B             217016104     9061   189520 SH       DEFINED 19 23 28          0        0   189520
COORS ADOLPH CO                CL B             217016104     4695    98200 SH       DEFINED 32 34             0        0    98200
COORS ADOLPH CO                CL B             217016104     6843   143132 SH       DEFINED 03           143132        0        0
COPART INC                     COM              217204106    36760  2100600 SH       DEFINED 26 28             0        0  2100600
COPART INC                     COM              217204106     9028   515900 SH       DEFINED 03           515900        0        0
COPPER MTN NETWORKS INC        COM              217510106    37707   460200 SH       DEFINED 20 32             0        0   460200
COR THERAPEUTICS INC           COM              217753102    38340   581600 SH       DEFINED 02 09 13          0        0   581600
COR THERAPEUTICS INC           COM              217753102   136199  2066070 SH       DEFINED 15 19 28          0        0  2066070
COR THERAPEUTICS INC           COM              217753102     1833    27820 SH       DEFINED 30 34             0        0    27820
COR THERAPEUTICS INC           COM              217753102    10758   163200 SH       DEFINED 03           163200        0        0
CORDANT TECHNOLOGIES INC       COM              218412104   190938  3375710 SH       DEFINED 02 15 16          0        0  3375710
CORDANT TECHNOLOGIES INC       COM              218412104    13442   237660 SH       DEFINED 19 28             0        0   237660
CORDANT TECHNOLOGIES INC       COM              218412104    11007   194600 SH       DEFINED 03           191600        0     3000
CORN PRODS INTL INC            COM              219023108    24003   997550 SH       DEFINED 02 07 09          0        0   997550
CORN PRODS INTL INC            COM              219023108    10247   425850 SH       DEFINED 12 15 22          0        0   425850
CORN PRODS INTL INC            COM              219023108     2393    99489 SH       DEFINED 26 28 34          0        0    99489
CORN PRODS INTL INC            COM              219023108        3      138 SH       DEFINED 37              138        0        0
CORN PRODS INTL INC            COM              219023108     9898   411375 SH       DEFINED 03           360600        0    50775
CORNELL CORRECTIONS INC        COM              219141108     8163   768300 SH       DEFINED 07 26             0        0   768300
CORNERSTONE PPTYS INC          COM              21922H103      174    10000 SH       DEFINED 35                0        0    10000
CORNERSTONE PPTYS INC          COM              21922H103     1761   101000 SH       DEFINED 03           101000        0        0
CORNING INC                    COM              219350105    79679   410720 SH       DEFINED 02 04 05          0        0   410720
CORNING INC                    COM              219350105   222246  1145600 SH       DEFINED 06 09 10          0        0  1145600
CORNING INC                    COM              219350105   853513  4399553 SH       DEFINED 11 12 13          0        0  4399553
CORNING INC                    COM              219350105   724456  3734310 SH       DEFINED 15 16 19          0        0  3734310
CORNING INC                    COM              219350105   333757  1720400 SH       DEFINED 20 21 23          0        0  1720400
CORNING INC                    COM              219350105   135476   698330 SH       DEFINED 26 28 29          0        0   698330
CORNING INC                    COM              219350105   107638   554840 SH       DEFINED 30 32 34          0        0   554840
CORNING INC                    COM              219350105   163401   842282 SH       DEFINED 37 03        671912        0   170370
CORPORATE EXECUTIVE BRD CO     COM              21988R102      735    14500 SH       DEFINED 03            14500        0        0
CORRECTIONAL PPTYS TR          COM              22025E104     1622   141100 SH       DEFINED 26                0        0   141100
CORSAIR COMMUNICATIONS INC     COM              220406102      640    33500 SH       DEFINED 28                0        0    33500
CORVEL CORP                    COM              221006109    19552   752000 SH       DEFINED 07                0        0   752000
COST PLUS INC CALIF            COM              221485105     2507    74150 SH       DEFINED 26                0        0    74150
COSTCO WHSL CORP NEW           COM              22160K105   164799  3135300 SH       DEFINED 02 05 06          0        0  3135300
COSTCO WHSL CORP NEW           COM              22160K105   180867  3441000 SH       DEFINED 07 09 10          0        0  3441000
COSTCO WHSL CORP NEW           COM              22160K105   229219  4360900 SH       DEFINED 13 15 16          0        0  4360900
COSTCO WHSL CORP NEW           COM              22160K105   237994  4527830 SH       DEFINED 19 20 23          0        0  4527830
COSTCO WHSL CORP NEW           COM              22160K105    25571   486500 SH       DEFINED 26 28 30          0        0   486500
COSTCO WHSL CORP NEW           COM              22160K105    56078  1066900 SH       DEFINED 32 34             0        0  1066900
COSTCO WHSL CORP NEW           COM              22160K105    53507  1017976 SH       DEFINED 37 03        760476        0   257500
COTELLIGENT INC                COM              221630106     2050   352800 SH       DEFINED 07                0        0   352800
COTELLIGENT INC                COM              221630106       73    12600 SH       DEFINED 03            12600        0        0
COTTON STS LIFE INS CO         COM              221774102     3222   399700 SH       DEFINED 07                0        0   399700
COUNTRYWIDE CR INDS INC DEL    COM              222372104     4196   154011 SH       DEFINED 15                0        0   154011
COUNTRYWIDE CR INDS INC DEL    COM              222372104     2565    94144 SH       DEFINED 37 03         94144        0        0
COUSINS PPTYS INC              COM              222795106     7756   210700 SH       DEFINED 15 34 35          0        0   210700
COUSINS PPTYS INC              COM              222795106    13027   353900 SH       DEFINED 03           353900        0        0
COVAD COMMUNICATIONS GROUP INC COM              222814204    37707   756050 SH       DEFINED 02 05 06          0        0   756050
COVAD COMMUNICATIONS GROUP INC COM              222814204   188534  3900712 SH       DEFINED 07 09 10          0        0  3900712
COVAD COMMUNICATIONS GROUP INC COM              222814204   263392  5449500 SH       DEFINED 11 13 15          0        0  5449500
COVAD COMMUNICATIONS GROUP INC COM              222814204    81489  1685985 SH       DEFINED 16 19 20          0        0  1685985
COVAD COMMUNICATIONS GROUP INC COM              222814204    56557  1170150 SH       DEFINED 22 23 27          0        0  1170150
COVAD COMMUNICATIONS GROUP INC COM              222814204    51189  1059097 SH       DEFINED 28 30 32          0        0  1059097
COVAD COMMUNICATIONS GROUP INC COM              222814204     9700   200700 SH       DEFINED 34                0        0   200700
COVAD COMMUNICATIONS GROUP INC COM              222814204    25137   346731 SH       DEFINED 37 03        310571        0    36160
COVENANT TRANS INC             CL A             22284P105     7524   474000 SH       DEFINED 07 15 26          0        0   474000
COVENANT TRANS INC             CL A             22284P105     1712   107900 SH       DEFINED 03           107900        0        0
COVENTRY HEALTH CARE INC       COM              222862104      124    14700 SH       DEFINED 03            14700        0        0
COX COMMUNICATIONS INC NEW     CL A             224044107    39875   822176 SH       DEFINED 02 05 08          0        0   822176
COX COMMUNICATIONS INC NEW     CL A             224044107   176452  3638193 SH       DEFINED 10 13 15          0        0  3638193
COX COMMUNICATIONS INC NEW     CL A             224044107   198103  4084600 SH       DEFINED 16 20 22          0        0  4084600
COX COMMUNICATIONS INC NEW     CL A             224044107   181230  3736711 SH       DEFINED 26 28 30          0        0  3736711
COX COMMUNICATIONS INC NEW     CL A             224044107     1290    26600 SH       DEFINED 32 34             0        0    26600
COX COMMUNICATIONS INC NEW     CL A             224044107    51911  1070353 SH       DEFINED 37 03        785953        0   284400
CRAIG JENNY INC                COM              224206102     2044   908600 SH       DEFINED 07                0        0   908600
CRANE CO                       COM              224399105    18079   767300 SH       DEFINED 12                0        0   767300
CRANE CO                       COM              224399105     9111   386704 SH       DEFINED 03            49804        0   336900
CRAYFISH CO LTD                SPONSORED ADR    225226109    26873   707200 SH       DEFINED 13 21             0        0   707200
CREATIVE BIOMOLECULES INC      COM              225270107     1830   184800 SH       DEFINED 15                0        0   184800
CREDENCE SYS CORP              COM              225302108    21646   173000 SH       DEFINED 02 09 15          0        0   173000
CREDENCE SYS CORP              COM              225302108     6944    55500 SH       DEFINED 23 28 30          0        0    55500
CREDENCE SYS CORP              COM              225302108     7344    58700 SH       DEFINED 32 34             0        0    58700
CREDENCE SYS CORP              COM              225302108     2252    18000 SH       DEFINED 03            18000        0        0
CREDITRUST CORP                COM              225429109      396   132100 SH       DEFINED 03           132100        0        0
CREE INC                       COM              225447101    80208   710600 SH       DEFINED 02 09 11          0        0   710600
CREE INC                       COM              225447101   223823  1982930 SH       DEFINED 12 15 16          0        0  1982930
CREE INC                       COM              225447101     8447    74840 SH       DEFINED 19 28 30          0        0    74840
CREE INC                       COM              225447101    25814   228700 SH       DEFINED 34                0        0   228700
CREE INC                       COM              225447101    12693   112455 SH       DEFINED 37 03         99655        0    12800
CREO PRODS INC                 COM              225606102     8717   204100 SH       DEFINED 02 19 21          0        0   204100
CRESCENT REAL ESTATE EQUITIES  COM              225756105    57074  3261400 SH       DEFINED 09 12 15          0        0  3261400
CRESCENT REAL ESTATE EQUITIES  COM              225756105    15951   911500 SH       DEFINED 22 33 34          0        0   911500
CRESCENT REAL ESTATE EQUITIES  COM              225756105     9254   528800 SH       DEFINED 35                0        0   528800
CRESCENT REAL ESTATE EQUITIES  COM              225756105    21005  1200300 SH       DEFINED 03          1132500        0    67800
CRESTLINE CAP CORP             COM              226153104     2196   125950 SH       DEFINED 12                0        0   125950
CRESUD S A C I F Y A           SPONSORED ADR    226406106     1089   124506 SH       DEFINED 02 19 21          0        0   124506
CRISTALERIAS DE CHILE S A      SPONSORED ADR    226714103        5      300 SH       DEFINED 07                0        0      300
CRITICAL PATH INC              COM              22674V100    32606   383600 SH       DEFINED 04 12 15          0        0   383600
CRITICAL PATH INC              COM              22674V100     1088    12800 SH       DEFINED 03             9200        0     3600
CROSS A T CO                   CL A             227478104       41     7001 SH       DEFINED 15                0        0     7001
CROSS TIMBERS OIL CO           COM              227573102     1998   153000 SH       DEFINED 23                0        0   153000
CROSSMANN CMNTYS INC           COM              22764E109    18364  1159100 SH       DEFINED 07                0        0  1159100
CROSSROADS SYS INC             COM              22765D100    28879   279700 SH       DEFINED 13                0        0   279700
CROWN AMERN RLTY TR            SH BEN INT       228186102      770   145000 SH       DEFINED 09                0        0   145000
CROWN CASTLE INTL CORP         COM              228227104     4961   131000 SH       DEFINED 02 07 09          0        0   131000
CROWN CASTLE INTL CORP         COM              228227104    40870  1079100 SH       DEFINED 11 13 15          0        0  1079100
CROWN CASTLE INTL CORP         COM              228227104    88903  2347300 SH       DEFINED 20 28 30          0        0  2347300
CROWN CASTLE INTL CORP         COM              228227104    25804   681300 SH       DEFINED 32 34             0        0   681300
CROWN CASTLE INTL CORP         COM              228227104     1878    49600 SH       DEFINED 37 03         49600        0        0
CROWN CORK & SEAL INC          COM              228255105       81     5100 SH       DEFINED 15                0        0     5100
CROWN CORK & SEAL INC          COM              228255105     1471    91942 SH       DEFINED 03            91942        0        0
CROWN RES CORP                 COM              228569109       68    64900 SH       DEFINED 03            64900        0        0
CRYOLIFE INC                   COM              228903100    13455   747500 SH       DEFINED 07 15             0        0   747500
CUMMINS ENGINE INC             COM              231021106      101     2700 SH       DEFINED 15                0        0     2700
CUMMINS ENGINE INC             COM              231021106     1177    31338 SH       DEFINED 03            31338        0        0
CYBERGOLD INC                  COM              23246N105      943    87800 SH       DEFINED 09 20 28          0        0    87800
CYBERGOLD INC                  COM              23246N105       88     8200 SH       DEFINED 30 32             0        0     8200
CYBERONICS INC                 COM              23251P102    14032   750900 SH       DEFINED 26                0        0   750900
CYBERONICS INC                 COM              23251P102     4595   245900 SH       DEFINED 03           245900        0        0
CYBEROPTICS CORP               COM              232517102     1374    32400 SH       DEFINED 12 26 28          0        0    32400
CYBEX COMPUTER PRODS CORP      COM              232522102    39039  1037600 SH       DEFINED 07 13 15          0        0  1037600
CYBEX COMPUTER PRODS CORP      COM              232522102     7235   192300 SH       DEFINED 26                0        0   192300
CYBEX COMPUTER PRODS CORP      COM              232522102     6473   172050 SH       DEFINED 03           172050        0        0
CYGNUS INC                     COM              232560102    30443  2099550 SH       DEFINED 15 28             0        0  2099550
CYGNUS INC                     COM              232560102     3858   266100 SH       DEFINED 03           266100        0        0
CYMER INC                      SB NT CV STEP 04 232572AC1     6110  5200000 PRN      DEFINED 11                0        0        0
CYMER INC                      COM              232572107    10735   214700 SH       DEFINED 02 13 26          0        0   214700
CYMER INC                      COM              232572107     7605   152100 SH       DEFINED 03           152100        0        0
CYPRESS SEMICONDUCTOR CORP     SUB NT CV   4%05 232806AE9    14668 11550000 PRN      DEFINED 02 11             0        0        0
CYPRESS SEMICONDUCTOR CORP     COM              232806109    54731  1109900 SH       DEFINED 02 09 15          0        0  1109900
CYPRESS SEMICONDUCTOR CORP     COM              232806109    28622   580440 SH       DEFINED 26 28 30          0        0   580440
CYPRESS SEMICONDUCTOR CORP     COM              232806109     2125    43100 SH       DEFINED 32                0        0    43100
CYPRESS SEMICONDUCTOR CORP     COM              232806109      705    14300 SH       DEFINED 37 03         14300        0        0
CYSIVE INC                     COM              23281T108      171     2500 SH       DEFINED 15                0        0     2500
CYTEC INDS INC                 COM              232820100    53210  1737500 SH       DEFINED 15 22 28          0        0  1737500
CYTOGEN CORP                   COM              232824102     6462   743900 SH       DEFINED 09 15 28          0        0   743900
CYTOGEN CORP                   COM              232824102       26     3000 SH       DEFINED 30                0        0     3000
CYTYC CORP                     COM              232946103    46961   973300 SH       DEFINED 02 15 26          0        0   973300
CYTYC CORP                     COM              232946103    23275   482400 SH       DEFINED 28                0        0   482400
CYTYC CORP                     COM              232946103     6854   142064 SH       DEFINED 37           141264        0      800
CYTYC CORP                     COM              232946103    26518   549600 SH       DEFINED 03            52700        0   496900
DII GROUP INC                  COM              232949107   286115  2530600 SH       DEFINED 05 06 15          0        0  2530600
DII GROUP INC                  COM              232949107   100207   886300 SH       DEFINED 28 30             0        0   886300
DII GROUP INC                  COM              232949107    19118   169100 SH       DEFINED 03           137200        0    31900
DBT ONLINE INC                 COM              233044106    46112  2484200 SH       DEFINED 10 16 28          0        0  2484200
DBT ONLINE INC                 COM              233044106     1525    82200 SH       DEFINED 03            82200        0        0
DQE INC                        COM              23329J104      131     2900 SH       DEFINED 02                0        0     2900
DQE INC                        COM              23329J104     1817    39950 SH       DEFINED 37 03         39950        0        0
DPL INC                        COM              233293109    20285   914258 SH       DEFINED 07 09 15          0        0   914258
DPL INC                        COM              233293109    25279  1139346 SH       DEFINED 18 22 03      42444        0  1096902
D R HORTON INC                 COM              23331A109    24135  1847700 SH       DEFINED 07 12 15          0        0  1847700
D R HORTON INC                 COM              23331A109    37714  2887216 SH       DEFINED 28 30             0        0  2887216
D R HORTON INC                 COM              23331A109      530    40600 SH       DEFINED 03            40600        0        0
DSP GROUP INC                  COM              23332B106     9299   140900 SH       DEFINED 02 09 26          0        0   140900
DSP GROUP INC                  COM              23332B106     1074    16280 SH       DEFINED 28 30             0        0    16280
DST SYS INC DEL                COM              233326107    27260   419800 SH       DEFINED 02 07 13          0        0   419800
DST SYS INC DEL                COM              233326107   193943  2986620 SH       DEFINED 15 16 19          0        0  2986620
DST SYS INC DEL                COM              233326107    72054  1109600 SH       DEFINED 20 22 28          0        0  1109600
DST SYS INC DEL                COM              233326107    15136   233100 SH       DEFINED 32 34             0        0   233100
DST SYS INC DEL                COM              233326107    50630   779693 SH       DEFINED 37 03        626193        0   153500
DT INDUSTRIES INC              COM              23333J108     2187   171600 SH       DEFINED 07                0        0   171600
DTE ENERGY CO                  COM              233331107    24766   854000 SH       DEFINED 12                0        0   854000
DTE ENERGY CO                  COM              233331107     4397   151635 SH       DEFINED 03           151635        0        0
DAIN RAUSCHER CORP             COM              233856103    11411   173070 SH       DEFINED 02 15 21          0        0   173070
DAIN RAUSCHER CORP             COM              233856103     3956    60000 SH       DEFINED 28 34             0        0    60000
DAIN RAUSCHER CORP             COM              233856103    19253   292000 SH       DEFINED 03           264700        0    27300
DAISYTEK INTL CORP             COM              234053106     2292   145000 SH       DEFINED 07                0        0   145000
DALLAS SEMICONDUCTOR CORP      COM              235204104   192516  5480900 SH       DEFINED 02 07 15          0        0  5480900
DALLAS SEMICONDUCTOR CORP      COM              235204104     2321    66090 SH       DEFINED 19 26 32          0        0    66090
DALLAS SEMICONDUCTOR CORP      COM              235204104    13087   372600 SH       DEFINED 03           372600        0        0
DANA CORP                      COM              235811106     3370   119570 SH       DEFINED 08 15 28          0        0   119570
DANA CORP                      COM              235811106     4135   146718 SH       DEFINED 37 03        145510        0     1208
DANAHER CORP DEL               COM              235851102    76515  1500300 SH       DEFINED 05 06 07          0        0  1500300
DANAHER CORP DEL               COM              235851102   168618  3306239 SH       DEFINED 10 11 15          0        0  3306239
DANAHER CORP DEL               COM              235851102   236860  4644320 SH       DEFINED 16 20 23          0        0  4644320
DANAHER CORP DEL               COM              235851102    57949  1136272 SH       DEFINED 28 32 34          0        0  1136272
DANAHER CORP DEL               COM              235851102    44629   875084 SH       DEFINED 03           773984        0   101100
DARDEN RESTAURANTS INC         COM              237194105    11321   635600 SH       DEFINED 02 12 15          0        0   635600
DARDEN RESTAURANTS INC         COM              237194105   153966  8643710 SH       DEFINED 22 23 28          0        0  8643710
DARDEN RESTAURANTS INC         COM              237194105     2734   153500 SH       DEFINED 32 34             0        0   153500
DARDEN RESTAURANTS INC         COM              237194105     8242   462724 SH       DEFINED 37 03        137024        0   325700
DATAKEY INC                    COM              237909106     3825   450000 SH       DEFINED 26                0        0   450000
DATASCOPE CORP                 COM              238113104     2349    74000 SH       DEFINED 26                0        0    74000
DATASCOPE CORP                 COM              238113104       16      500 SH       DEFINED 37              500        0        0
DAVEL COMMUNICATIONS INC       COM              238341101       79    31700 SH       DEFINED 03            31700        0        0
DAVOX CORP                     COM              239208101     1872    70000 SH       DEFINED 26                0        0    70000
DAWSON GEOPHYSICAL CO          COM              239359102     3500   347900 SH       DEFINED 07                0        0   347900
DE BEERS CONS MINES LTD        ADR DEFD         240253302    22937  1000000 SH       DEFINED 07                0        0  1000000
DE BEERS CONS MINES LTD        ADR DEFD         240253302        8      370 SH       DEFINED 37              370        0        0
DEAN FOODS CO                  COM              242361103    10914   408000 SH       DEFINED 02 12 15          0        0   408000
DEAN FOODS CO                  COM              242361103       21      800 SH       DEFINED 34                0        0      800
DEAN FOODS CO                  COM              242361103     2444    91400 SH       DEFINED 03             4700        0    86700
DECORATOR INDS INC             COM PAR $0.20    243631207      975   200015 SH       DEFINED 07                0        0   200015
DEERE & CO                     COM              244199105   105852  2785600 SH       DEFINED 02 04 07          0        0  2785600
DEERE & CO                     COM              244199105   178816  4705700 SH       DEFINED 09 10 11          0        0  4705700
DEERE & CO                     COM              244199105   188158  4951550 SH       DEFINED 13 15 22          0        0  4951550
DEERE & CO                     COM              244199105   105362  2772700 SH       DEFINED 28 30 34          0        0  2772700
DEERE & CO                     COM              244199105       63     1625 SH       DEFINED 37             1625        0        0
DEERE & CO                     COM              244199105    22600   594738 SH       DEFINED 03           378838        0   215900
DEL GLOBAL TECHNOLOGIES CORP   COM              245073101     6607   777300 SH       DEFINED 07                0        0   777300
DEL LABS INC                   COM              245091103     2340   279500 SH       DEFINED 07                0        0   279500
DEL MONTE FOODS CO             COM              24522P103     1823   170600 SH       DEFINED 26                0        0   170600
DELL COMPUTER CORP             COM              247025109   182281  3379500 SH       DEFINED 02 04 05          0        0  3379500
DELL COMPUTER CORP             COM              247025109   683398 12670200 SH       DEFINED 06 07 10          0        0 12670200
DELL COMPUTER CORP             COM              247025109  1008048 18689200 SH       DEFINED 11 12 13          0        0 18689200
DELL COMPUTER CORP             COM              247025109  1378795 25562840 SH       DEFINED 15 16 19          0        0 25562840
DELL COMPUTER CORP             COM              247025109   284514  5274900 SH       DEFINED 22 23 26          0        0  5274900
DELL COMPUTER CORP             COM              247025109   251688  4666300 SH       DEFINED 27 28 30          0        0  4666300
DELL COMPUTER CORP             COM              247025109    62756  1163500 SH       DEFINED 32 34             0        0  1163500
DELL COMPUTER CORP             COM              247025109   315389  5847839 SH       DEFINED 37 03       4802509        0  1045330
DELPHI AUTOMOTIVE SYS CORP     COM              247126105    88324  5520280 SH       DEFINED 05 06 08          0        0  5520280
DELPHI AUTOMOTIVE SYS CORP     COM              247126105    26225  1639064 SH       DEFINED 12 15 28          0        0  1639064
DELPHI AUTOMOTIVE SYS CORP     COM              247126105       52     3300 SH       DEFINED 34                0        0     3300
DELPHI AUTOMOTIVE SYS CORP     COM              247126105    11470   716877 SH       DEFINED 03           541077        0   175800
DELTA & PINE LD CO             COM              247357106      316    16000 SH       DEFINED 15                0        0    16000
DELTA & PINE LD CO             COM              247357106     3356   169972 SH       DEFINED 03           169972        0        0
DELTA AIR LINES INC DEL        COM              247361108    71972  1351600 SH       DEFINED 13 15 34          0        0  1351600
DELTA AIR LINES INC DEL        COM              247361108     6621   124355 SH       DEFINED 03           124355        0        0
DELTATHREE COM INC             CL A             24783N102     8689   415000 SH       DEFINED 13                0        0   415000
DELTA WOODSIDE INDS INC NEW    COM              247909104      149    88700 SH       DEFINED 32                0        0    88700
DELTA FINANCIAL CORP           COM              247918105       32    16000 SH       DEFINED 25 27             0        0    16000
DELUXE CORP                    COM              248019101   171449  6469800 SH       DEFINED 12 13 15          0        0  6469800
DELUXE CORP                    COM              248019101    24703   932200 SH       DEFINED 16 34             0        0   932200
DELUXE CORP                    COM              248019101    44315  1672284 SH       DEFINED 03           694484        0   977800
DENTSPLY INTL INC NEW          COM              249030107    65358  2303400 SH       DEFINED 02 07 12          0        0  2303400
DENTSPLY INTL INC NEW          COM              249030107     2695    95000 SH       DEFINED 15 21 26          0        0    95000
DENTSPLY INTL INC NEW          COM              249030107    12087   426000 SH       DEFINED 03            22000        0   404000
DESCARTES SYS GROUP INC        COM              249906108     8858   200000 SH       DEFINED 02                0        0   200000
DEVCON INTL CORP               COM              251588109     2535   346700 SH       DEFINED 07                0        0   346700
DEVON ENERGY CORP NEW          COM              25179M103    28214   581000 SH       DEFINED 09 13 15          0        0   581000
DEVON ENERGY CORP NEW          COM              25179M103     2802    57700 SH       DEFINED 28 30             0        0    57700
DEVON ENERGY CORP NEW          COM              25179M103        5      120 SH       DEFINED 37              120        0        0
DEVRY INC DEL                  COM              251893103      155     5100 SH       DEFINED 03             5100        0        0
DEXTER CORP                    COM              252165105    51335   968600 SH       DEFINED 09 15 18          0        0   968600
DEXTER CORP                    COM              252165105    14893   281000 SH       DEFINED 22                0        0   281000
DEXTER CORP                    COM              252165105     5289    99800 SH       DEFINED 03            81400        0    18400
DIA MET MINERALS LTD           CL A SUB VTG     25243K208      662    50650 SH       DEFINED 15                0        0    50650
DIA MET MINERALS LTD           CL B MULTI VTG   25243K307     2771   204400 SH       DEFINED 15                0        0   204400
DIA MET MINERALS LTD           CL B MULTI VTG   25243K307      643    47000 SH       DEFINED 03            47000        0        0
DIAGEO P L C                   SPON ADR NEW     25243Q205      632    21000 SH       DEFINED 15                0        0    21000
DIAL CORP NEW                  COM              25247D101    18574  1350900 SH       DEFINED 02 07 09          0        0  1350900
DIAL CORP NEW                  COM              25247D101    15210  1106185 SH       DEFINED 15 21 22          0        0  1106185
DIAL CORP NEW                  COM              25247D101    13461   979000 SH       DEFINED 29 34 03      70500        0   908500
DIAMOND OFFSHORE DRILLING INC  COM              25271C102   151534  3794300 SH       DEFINED 02 09 11          0        0  3794300
DIAMOND OFFSHORE DRILLING INC  COM              25271C102    56156  1406100 SH       DEFINED 13 15 28          0        0  1406100
DIAMOND OFFSHORE DRILLING INC  COM              25271C102     1285    32200 SH       DEFINED 30 34             0        0    32200
DIAMOND OFFSHORE DRILLING INC  COM              25271C102    12396   310400 SH       DEFINED 03           258600        0    51800
DIAMOND TECHNOLOGY PARTNERS    CL A             252762109    46491   707100 SH       DEFINED 02 15 28          0        0   707100
DIAMOND TECHNOLOGY PARTNERS    CL A             252762109    10072   153200 SH       DEFINED 34                0        0   153200
DIAMOND TECHNOLOGY PARTNERS    CL A             252762109     5670    86250 SH       DEFINED 03            83200        0     3050
DIEBOLD INC                    COM              253651103    36074  1311800 SH       DEFINED 20 32             0        0  1311800
DIGEX INC DEL                  CL A             253756100   116528  1050400 SH       DEFINED 02 10 15          0        0  1050400
DIGEX INC DEL                  CL A             253756100   215218  1940000 SH       DEFINED 16 22 28          0        0  1940000
DIGEX INC DEL                  CL A             253756100     4215    38000 SH       DEFINED 34                0        0    38000
DIGEX INC DEL                  CL A             253756100      299     2700 SH       DEFINED 03             2700        0        0
DIGITAL IS INC DEL             SUB NT CV   6%05 25385NAA9    17683 25240000 PRN      DEFINED 05 06 11          0        0        0
DIGITAL IS INC DEL             SUB NT CV   6%05 25385NAA9     2641  3770000 PRN      DEFINED 28 03             0        0        0
DIGITAL IS INC DEL             COM              25385N101    59115   970100 SH       DEFINED 09 10 28          0        0   970100
DIGITAL IS INC DEL             COM              25385N101     1732    28430 SH       DEFINED 30                0        0    28430
DIGITAL INSIGHT CORP           COM              25385P106    19382   378200 SH       DEFINED 02 15 28          0        0   378200
DIGITAL INSIGHT CORP           COM              25385P106     2470    48200 SH       DEFINED 34                0        0    48200
DIGITAL INSIGHT CORP           COM              25385P106     5309   103600 SH       DEFINED 03            11500        0    92100
DIGITAL LIGHTWAVE INC          COM              253855100     2149    34500 SH       DEFINED 13                0        0    34500
DIGITAL LIGHTWAVE INC          COM              253855100     3215    51600 SH       DEFINED 03            51600        0        0
DIGITAL MICROWAVE CORP         COM              253859102      409    12100 SH       DEFINED 15                0        0    12100
DIGITAL RIV INC                COM              25388B104     7525   350000 SH       DEFINED 13                0        0   350000
DILLARDS INC                   CL A             254067101     1333    81116 SH       DEFINED 37 03         81116        0        0
DIME BANCORP INC NEW           COM              25429Q102     6475   350000 SH       DEFINED 15                0        0   350000
DIME BANCORP INC NEW           COM              25429Q102     1946   105200 SH       DEFINED 03           105200        0        0
DIMON INC                      COM              254394109      148    62600 SH       DEFINED 13 28             0        0    62600
DIMON INC                      COM              254394109      203    85500 SH       DEFINED 03            85500        0        0
DIODES INC                     COM              254543101    13935   371600 SH       DEFINED 07                0        0   371600
DIONEX CORP                    COM              254546104        6      200 SH       DEFINED 15                0        0      200
DIONEX CORP                    COM              254546104       26      800 SH       DEFINED 03              800        0        0
DISCOUNT AUTO PTS INC          COM              254642101        2      300 SH       DEFINED 03              300        0        0
DISNEY WALT CO                 COM DISNEY       254687106   160787  3886100 SH       DEFINED 02 05 06          0        0  3886100
DISNEY WALT CO                 COM DISNEY       254687106   157863  3815420 SH       DEFINED 07 08 09          0        0  3815420
DISNEY WALT CO                 COM DISNEY       254687106   708530 17124600 SH       DEFINED 10 11 12          0        0 17124600
DISNEY WALT CO                 COM DISNEY       254687106   596828 14424856 SH       DEFINED 13 15 16          0        0 14424856
DISNEY WALT CO                 COM DISNEY       254687106    83045  2007140 SH       DEFINED 18 19 20          0        0  2007140
DISNEY WALT CO                 COM DISNEY       254687106    63655  1538500 SH       DEFINED 22 26 27          0        0  1538500
DISNEY WALT CO                 COM DISNEY       254687106   143085  3458260 SH       DEFINED 28 30 32          0        0  3458260
DISNEY WALT CO                 COM DISNEY       254687106     1489    36000 SH       DEFINED 34                0        0    36000
DISNEY WALT CO                 COM DISNEY       254687106     1124    27685 SH       DEFINED 37            27685        0        0
DISNEY WALT CO                 COM DISNEY       254687106   221024  5341993 SH       DEFINED 03          4488028        0   853965
DISTRIBUCION Y SERVICIO D&S SA SPONSORED ADR    254753106      843    47000 SH       DEFINED 02 07 19          0        0    47000
DISTRIBUCION Y SERVICIO D&S SA SPONSORED ADR    254753106     8412   469000 SH       DEFINED 21                0        0   469000
DITECH COMMUNICATIONS CORP     COM              25500M103    56488   532600 SH       DEFINED 02 04 09          0        0   532600
DITECH COMMUNICATIONS CORP     COM              25500M103   201391  1898800 SH       DEFINED 11 13 15          0        0  1898800
DITECH COMMUNICATIONS CORP     COM              25500M103    33650   317266 SH       DEFINED 19 20 21          0        0   317266
DITECH COMMUNICATIONS CORP     COM              25500M103    57040   537800 SH       DEFINED 22 28 29          0        0   537800
DITECH COMMUNICATIONS CORP     COM              25500M103     6830    64400 SH       DEFINED 30 32             0        0    64400
DITECH COMMUNICATIONS CORP     COM              25500M103    24617   232100 SH       DEFINED 03           157100        0    75000
DIVERSA CORP                   COM              255064107     4794   102000 SH       DEFINED 02 32             0        0   102000
DIVERSIFIED CORPORATE RES INC  COM              255153108      726   247300 SH       DEFINED 07                0        0   247300
DIVERSINET CORP                COM NEW          25536K204    16485   530900 SH       DEFINED 04 11 15          0        0   530900
DIVERSINET CORP                COM NEW          25536K204     2282    73500 SH       DEFINED 28 34             0        0    73500
DOBSON COMMUNICATIONS CORP     CL A             256069105    15262   663600 SH       DEFINED 02 09 12          0        0   663600
DOBSON COMMUNICATIONS CORP     CL A             256069105    17707   769900 SH       DEFINED 15 20 28          0        0   769900
DOBSON COMMUNICATIONS CORP     CL A             256069105     5356   232900 SH       DEFINED 32 34             0        0   232900
DOCUMENTUM INC                 COM              256159104     8182   104900 SH       DEFINED 02 26             0        0   104900
DOLE FOOD INC                  COM              256605106     7594   390700 SH       DEFINED 12 03             0        0   390700
DOLLAR GEN CORP                COM              256669102      232     8650 SH       DEFINED 02 15 34          0        0     8650
DOLLAR GEN CORP                COM              256669102     5394   200737 SH       DEFINED 03           200737        0        0
DOLLAR THRIFTY AUTOMOTIVE GP   COM              256743105     1890   110000 SH       DEFINED 26                0        0   110000
DOLLAR TREE STORES INC         COM              256747106    37983   728700 SH       DEFINED 02 15 16          0        0   728700
DOLLAR TREE STORES INC         COM              256747106    47910   919150 SH       DEFINED 23 34             0        0   919150
DOLLAR TREE STORES INC         COM              256747106     7817   149970 SH       DEFINED 03            66420        0    83550
DOMINION HOMES INC             COM              257386102     3179   578000 SH       DEFINED 07                0        0   578000
DOMINION RES INC VA NEW        COM              25746U109     7147   185947 SH       DEFINED 37 03        185947        0        0
DOMTAR INC                     COM              257561100    70853  6973607 SH       DEFINED 02 07 15          0        0  6973607
DOMTAR INC                     COM              257561100     1537   148500 SH       DEFINED 21 34             0        0   148500
DOMTAR INC                     COM              257561100     2359   226990 SH       DEFINED 03           226990        0        0
DONALDSON INC                  COM              257651109     2193    97200 SH       DEFINED 26                0        0    97200
DONALDSON LUFKIN & JENRETTE NW COM DLJ          257661108    16482   318500 SH       DEFINED 02 04 12          0        0   318500
DONALDSON LUFKIN & JENRETTE NW COM DLJ          257661108    29559   571190 SH       DEFINED 15 23 28          0        0   571190
DONALDSON LUFKIN & JENRETTE NW COM DLJ          257661108     9076   175400 SH       DEFINED 32 34             0        0   175400
DONALDSON LUFKIN & JENRETTE NW COM DLJDIRECT    257661504      492    37000 SH       DEFINED 02 15 34          0        0    37000
DONNELLEY R R & SONS CO        COM              257867101   124301  5936800 SH       DEFINED 02 09 12          0        0  5936800
DONNELLEY R R & SONS CO        COM              257867101    13249   632800 SH       DEFINED 15 22 34          0        0   632800
DONNELLEY R R & SONS CO        COM              257867101        2      100 SH       DEFINED 37              100        0        0
DONNELLEY R R & SONS CO        COM              257867101    19994   954957 SH       DEFINED 03           196957        0   758000
DORAL FINL CORP                COM              25811P100    24039  2125000 SH       DEFINED 07                0        0  2125000
DORCHESTER HUGOTON LTD         DEPOSTARY RCPT   258205202      820    82000 SH       DEFINED 07                0        0    82000
DOREL INDS INC                 CL B SUB VTG     25822C205     8480   500600 SH       DEFINED 07                0        0   500600
DOT HILL SYS CORP              COM              25848T109      840    67200 SH       DEFINED 13                0        0    67200
DOT HILL SYS CORP              COM              25848T109     1215    97200 SH       DEFINED 03            97200        0        0
DOUBLECLICK INC                SB NT CV 4.75%06 258609AC0    11014  4750000 PRN      DEFINED 11                0        0        0
DOUBLECLICK INC                COM              258609304    74132   791800 SH       DEFINED 02 05 06          0        0   791800
DOUBLECLICK INC                COM              258609304   223660  2388900 SH       DEFINED 07 09 10          0        0  2388900
DOUBLECLICK INC                COM              258609304   465466  4971600 SH       DEFINED 12 15 16          0        0  4971600
DOUBLECLICK INC                COM              258609304    12663   135260 SH       DEFINED 19 20 21          0        0   135260
DOUBLECLICK INC                COM              258609304    35412   378240 SH       DEFINED 26 28 30          0        0   378240
DOUBLECLICK INC                COM              258609304    60874   650200 SH       DEFINED 32 34             0        0   650200
DOUBLECLICK INC                COM              258609304    22827   243820 SH       DEFINED 37 03        147520        0    96300
DOVER CORP                     COM              260003108    22539   470800 SH       DEFINED 02 12 15          0        0   470800
DOVER CORP                     COM              260003108    25904   541080 SH       DEFINED 23 28             0        0   541080
DOVER CORP                     COM              260003108     8315   173692 SH       DEFINED 03           153692        0    20000
DOVER DOWNS ENTMT INC          COM              260086103     2783   218300 SH       DEFINED 07 28             0        0   218300
DOVER DOWNS ENTMT INC          COM              260086103      702    55100 SH       DEFINED 03            55100        0        0
DOW CHEM CO                    COM              260543103    66587   584100 SH       DEFINED 02 04 07          0        0   584100
DOW CHEM CO                    COM              260543103   201574  1768200 SH       DEFINED 09 11 12          0        0  1768200
DOW CHEM CO                    COM              260543103   118799  1042100 SH       DEFINED 13 15 18          0        0  1042100
DOW CHEM CO                    COM              260543103    86016   754520 SH       DEFINED 19 22 23          0        0   754520
DOW CHEM CO                    COM              260543103    18762   164580 SH       DEFINED 28 30 32          0        0   164580
DOW CHEM CO                    COM              260543103       68      600 SH       DEFINED 34                0        0      600
DOW CHEM CO                    COM              260543103      273     2361 SH       DEFINED 37             2361        0        0
DOW CHEM CO                    COM              260543103    59574   522584 SH       DEFINED 03           446784        0    75800
DOW JONES & CO INC             COM              260561105    35475   494000 SH       DEFINED 02 15 20          0        0   494000
DOW JONES & CO INC             COM              260561105    14089   196200 SH       DEFINED 32                0        0   196200
DOW JONES & CO INC             COM              260561105     4910    68374 SH       DEFINED 37 03         68374        0        0
DOWNEY FINL CORP               COM              261018105     2120    99800 SH       DEFINED 02 15 26          0        0    99800
DREW INDS INC                  COM NEW          26168L205     8009  1144200 SH       DEFINED 07                0        0  1144200
DREYFUS STRATEGIC GOVTS INCOME COM              261938104     1991   259000 SH       DEFINED 19 21             0        0   259000
DRIL-QUIP INC                  COM              262037104      193     4100 SH       DEFINED 02                0        0     4100
DRUG EMPORIUM INC              COM              262175102      158    39600 SH       DEFINED 03            39600        0        0
DRUGSTORE COM INC              COM              262241102    13601  1031400 SH       DEFINED 02 13 15          0        0  1031400
DRUGSTORE COM INC              COM              262241102       29     2200 SH       DEFINED 34                0        0     2200
DSET CORP                      COM              262504103     7883   427600 SH       DEFINED 15                0        0   427600
DSET CORP                      COM              262504103      370    20100 SH       DEFINED 03            20100        0        0
DU PONT E I DE NEMOURS & CO    COM              263534109    46487   879203 SH       DEFINED 02 04 07          0        0   879203
DU PONT E I DE NEMOURS & CO    COM              263534109   330006  6241260 SH       DEFINED 09 10 11          0        0  6241260
DU PONT E I DE NEMOURS & CO    COM              263534109    50727   959388 SH       DEFINED 12 13 15          0        0   959388
DU PONT E I DE NEMOURS & CO    COM              263534109   174656  3303189 SH       DEFINED 16 19 22          0        0  3303189
DU PONT E I DE NEMOURS & CO    COM              263534109    12532   237024 SH       DEFINED 27 28 30          0        0   237024
DU PONT E I DE NEMOURS & CO    COM              263534109    11847   224060 SH       DEFINED 32 34             0        0   224060
DU PONT E I DE NEMOURS & CO    COM              263534109      506     9507 SH       DEFINED 37             9507        0        0
DU PONT E I DE NEMOURS & CO    COM              263534109   128642  2432953 SH       DEFINED 03          2249445        0   183508
DUANE READE INC                COM              263578106     5347   230000 SH       DEFINED 26 28             0        0   230000
DUANE READE INC                COM              263578106      899    38700 SH       DEFINED 03            38700        0        0
DUCOMMUN INC DEL               COM              264147109    10018  1090500 SH       DEFINED 07                0        0  1090500
DUKE ENERGY CORP               COM              264399106     8841   168400 SH       DEFINED 12 15 28          0        0   168400
DUKE ENERGY CORP               COM              264399106    16472   313766 SH       DEFINED 37 03        308666        0     5100
DUKE WEEKS REALTY CORP         COM NEW          264411505    62393  3262382 SH       DEFINED 09 12 15          0        0  3262382
DUKE WEEKS REALTY CORP         COM NEW          264411505    14615   764202 SH       DEFINED 18 22 28          0        0   764202
DUKE WEEKS REALTY CORP         COM NEW          264411505     7022   367200 SH       DEFINED 34 35             0        0   367200
DUKE WEEKS REALTY CORP         COM NEW          264411505    23834  1246260 SH       DEFINED 37 03       1135942        0   110318
DUN & BRADSTREET CORP DEL      COM              26483B106    17956   627300 SH       DEFINED 09 12 15          0        0   627300
DUN & BRADSTREET CORP DEL      COM              26483B106    13250   462891 SH       DEFINED 22 03        199191        0   263700
DURA AUTOMOTIVE SYSTEMS CORP   CL A             265903104     2524   146900 SH       DEFINED 03           146900        0        0
DUPONT PHOTOMASKS INC          COM              26613X101      254     4400 SH       DEFINED 03             4400        0        0
DURA PHARMACEUTICALS INC       SUB NT CV 3.5%02 26632SAA7      825  1000000 PRN      DEFINED 11                0        0        0
DYCOM INDS INC                 COM              267475101     6062   124360 SH       DEFINED 09 28 30          0        0   124360
DYNEGY INC NEW                 CL A             26816Q101    48179   767793 SH       DEFINED 02 04 05          0        0   767793
DYNEGY INC NEW                 CL A             26816Q101   194659  3102150 SH       DEFINED 06 07 09          0        0  3102150
DYNEGY INC NEW                 CL A             26816Q101   165131  2631572 SH       DEFINED 11 12 13          0        0  2631572
DYNEGY INC NEW                 CL A             26816Q101    58336   929663 SH       DEFINED 15 16 19          0        0   929663
DYNEGY INC NEW                 CL A             26816Q101   205811  3279871 SH       DEFINED 20 21 28          0        0  3279871
DYNEGY INC NEW                 CL A             26816Q101    39281   626026 SH       DEFINED 29 30 32          0        0   626026
DYNEGY INC NEW                 CL A             26816Q101     9056   144320 SH       DEFINED 34                0        0   144320
DYNEGY INC NEW                 CL A             26816Q101   113126  1802812 SH       DEFINED 03          1716618        0    86194
EGL INC                        COM              268484102    25161  1076440 SH       DEFINED 06 15 16          0        0  1076440
EGL INC                        COM              268484102     2402   102800 SH       DEFINED 26 34             0        0   102800
EGL INC                        COM              268484102     7108   304100 SH       DEFINED 03           304100        0        0
ELXSI CORP                     COM NEW          268613205     3154   233700 SH       DEFINED 07                0        0   233700
E M C CORP MASS                COM              268648102   264622  2116981 SH       DEFINED 02 04 05          0        0  2116981
E M C CORP MASS                COM              268648102  1972561 15780492 SH       DEFINED 06 07 10          0        0 15780492
E M C CORP MASS                COM              268648102   547291  4378332 SH       DEFINED 11 12 13          0        0  4378332
E M C CORP MASS                COM              268648102  1854612 14836900 SH       DEFINED 15 16 18          0        0 14836900
E M C CORP MASS                COM              268648102   120120   960960 SH       DEFINED 19 20 21          0        0   960960
E M C CORP MASS                COM              268648102   561421  4491368 SH       DEFINED 22 23 26          0        0  4491368
E M C CORP MASS                COM              268648102   683993  5471951 SH       DEFINED 27 28 29          0        0  5471951
E M C CORP MASS                COM              268648102   163937  1311500 SH       DEFINED 30 32 34          0        0  1311500
E M C CORP MASS                COM              268648102   509616  4076216 SH       DEFINED 37 03       3412466        0   663750
ENSCO INTL INC                 COM              26874Q100   119492  3307740 SH       DEFINED 02 09 11          0        0  3307740
ENSCO INTL INC                 COM              26874Q100   170624  4723170 SH       DEFINED 12 13 15          0        0  4723170
ENSCO INTL INC                 COM              26874Q100    56391  1561020 SH       DEFINED 16 19 21          0        0  1561020
ENSCO INTL INC                 COM              26874Q100    59920  1658700 SH       DEFINED 22 23 26          0        0  1658700
ENSCO INTL INC                 COM              26874Q100    21411   592710 SH       DEFINED 28 30 34          0        0   592710
ENSCO INTL INC                 COM              26874Q100    90774  2512800 SH       DEFINED 37 03       2496600        0    16200
ENI S P A                      SPONSORED ADR    26874R108    62838  1238200 SH       DEFINED 19 21             0        0  1238200
EOG RES INC                    COM              26875P101     4360   205800 SH       DEFINED 02 09 12          0        0   205800
EOG RES INC                    COM              26875P101    45345  2140200 SH       DEFINED 13 15 18          0        0  2140200
EOG RES INC                    COM              26875P101     3920   185040 SH       DEFINED 28 30 34          0        0   185040
EPIX MEDICAL INC               COM              26881Q101     1026    46666 SH       DEFINED 37                0        0    46666
E PIPHANY INC                  COM              26881V100    24441   183000 SH       DEFINED 02 13 15          0        0   183000
E PIPHANY INC                  COM              26881V100    28622   214300 SH       DEFINED 28 30 34          0        0   214300
E PIPHANY INC                  COM              26881V100      627     4700 SH       DEFINED 03             4700        0        0
ESAT TELECOM GROUP PLC         SPONSORED ADR    26883Y102     8018    80287 SH       DEFINED 11                0        0    80287
E SPIRE COMMUNICATIONS INC     COM              269153102      158    22600 SH       DEFINED 03            22600        0        0
E-TEK DYNAMICS INC             COM              269240107    16985    72200 SH       DEFINED 02 09 11          0        0    72200
E-TEK DYNAMICS INC             COM              269240107    53429   227120 SH       DEFINED 15 19 28          0        0   227120
E-TEK DYNAMICS INC             COM              269240107    11793    50130 SH       DEFINED 30 34 03          0        0    50130
E TRADE GROUP INC              SUB NT CV 144A07 269246AA2    14162 10000000 PRN      DEFINED 11                0        0        0
E TRADE GROUP INC              COM              269246104    67829  2251600 SH       DEFINED 09 12 13          0        0  2251600
E TRADE GROUP INC              COM              269246104    19042   632100 SH       DEFINED 15 28 30          0        0   632100
E TRADE GROUP INC              COM              269246104     2078    69000 SH       DEFINED 03            69000        0        0
EARTHGRAINS CO                 COM              270319106     6783   456000 SH       DEFINED 02 12 15          0        0   456000
EARTHGRAINS CO                 COM              270319106    66040  4439700 SH       DEFINED 20 32 34          0        0  4439700
EARTHGRAINS CO                 COM              270319106     2049   137804 SH       DEFINED 37 03         15604        0   122200
EARTHLINK INC                  COM              270321102     3139   161500 SH       DEFINED 10                0        0   161500
EAST WEST BANCORP INC          COM              27579R104      331    30000 SH       DEFINED 26                0        0    30000
EASTERN ENTERPRISES            COM              27637F100     1366    22821 SH       DEFINED 37 03         22821        0        0
EASTGROUP PPTY INC             COM              277276101     3240   150700 SH       DEFINED 35                0        0   150700
EASTGROUP PPTY INC             COM              277276101     5211   242400 SH       DEFINED 03           242400        0        0
EASTMAN CHEM CO                COM              277432100     1746    38393 SH       DEFINED 02 15 31          0        0    38393
EASTMAN CHEM CO                COM              277432100     2696    59261 SH       DEFINED 37 03         59261        0        0
EASTMAN KODAK CO               COM              277461109    11356   209100 SH       DEFINED 02 07 09          0        0   209100
EASTMAN KODAK CO               COM              277461109    65848  1212400 SH       DEFINED 11 12 15          0        0  1212400
EASTMAN KODAK CO               COM              277461109    30871   568400 SH       DEFINED 16 20 22          0        0   568400
EASTMAN KODAK CO               COM              277461109    44592   821027 SH       DEFINED 23 28 31          0        0   821027
EASTMAN KODAK CO               COM              277461109     2753    50700 SH       DEFINED 32 34             0        0    50700
EASTMAN KODAK CO               COM              277461109       23      426 SH       DEFINED 37              426        0        0
EASTMAN KODAK CO               COM              277461109    18027   331917 SH       DEFINED 03           298817        0    33100
EATON CORP                     COM              278058102   166210  2130900 SH       DEFINED 09 11 12          0        0  2130900
EATON CORP                     COM              278058102    37654   482750 SH       DEFINED 15 22             0        0   482750
EATON CORP                     COM              278058102        2       30 SH       DEFINED 37               30        0        0
EATON CORP                     COM              278058102    46117   591255 SH       DEFINED 03           383755        0   207500
EATON VANCE CORP               COM NON VTG      278265103     4667   108700 SH       DEFINED 15 23 32          0        0   108700
EBAY INC                       COM              278642103    67566   383900 SH       DEFINED 02 11 13          0        0   383900
EBAY INC                       COM              278642103    87773   498712 SH       DEFINED 20 22 23          0        0   498712
EBAY INC                       COM              278642103    45865   260600 SH       DEFINED 28 32 34          0        0   260600
EBAY INC                       COM              278642103     8808    50050 SH       DEFINED 03            24840        0    25210
EBENX INC                      COM              278668108     3926   133100 SH       DEFINED 13 15             0        0   133100
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109    24197   306300 SH       DEFINED 02 05 06          0        0   306300
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109   219367  2776800 SH       DEFINED 07 09 10          0        0  2776800
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109   861258 10902000 SH       DEFINED 11 13 15          0        0 10902000
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109   564181  7141540 SH       DEFINED 16 19 20          0        0  7141540
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109   188541  2386600 SH       DEFINED 23 25 26          0        0  2386600
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109   155204  1964616 SH       DEFINED 27 28 30          0        0  1964616
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109   118417  1498960 SH       DEFINED 32 34 36          0        0  1498960
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109    53277   674400 SH       DEFINED 03           431100        0   243300
ECLIPSYS CORP                  COM              278856109     5953   307300 SH       DEFINED 13 15             0        0   307300
ECOLAB INC                     COM              278865100   111663  3043639 SH       DEFINED 05 06 11          0        0  3043639
ECOLAB INC                     COM              278865100   104877  2858680 SH       DEFINED 15 16 21          0        0  2858680
ECOLAB INC                     COM              278865100    16903   460750 SH       DEFINED 23 28 34          0        0   460750
ECOLAB INC                     COM              278865100    20482   558290 SH       DEFINED 03           379490        0   178800
EDPERBRASCAN CORP              CL A LTD VT SH   280905803   123746  9958169 SH       DEFINED 09 22 03          0        0  9958169
EDISON INTL                    COM              281020107     4343   262227 SH       DEFINED 37 03        262227        0        0
EDUCATION MGMT CORP            COM              28139T101     2021   140000 SH       DEFINED 07                0        0   140000
J D EDWARDS & CO               COM              281667105    14063   431900 SH       DEFINED 15 32             0        0   431900
EDWARDS AG INC                 COM              281760108     1864    46600 SH       DEFINED 02 15             0        0    46600
EDWARDS AG INC                 COM              281760108       48     1207 SH       DEFINED 37             1207        0        0
EFFICIENT NETWORKS INC         SB NT CV 144A 05 282056AA8    10050 10000000 PRN      DEFINED 11                0        0        0
EFFICIENT NETWORKS INC         COM              282056100    45603   292800 SH       DEFINED 02 04 13          0        0   292800
EFFICIENT NETWORKS INC         COM              282056100    63032   404700 SH       DEFINED 15 20 32          0        0   404700
EFFICIENT NETWORKS INC         COM              282056100    10357    66500 SH       DEFINED 34                0        0    66500
EFFICIENT NETWORKS INC         COM              282056100      467     3000 SH       DEFINED 03             3000        0        0
EGLOBE INC                     COM              282339100        5      540 SH       DEFINED 03              540        0        0
EL PASO ENERGY CORP DEL        COM              283905107    14139   350200 SH       DEFINED 02 12 15          0        0   350200
EL PASO ENERGY CORP DEL        COM              283905107     6056   150000 SH       DEFINED 18                0        0   150000
EL PASO ENERGY CORP DEL        COM              283905107     7141   176839 SH       DEFINED 37 03        176839        0        0
ELAN PLC                       ADR              284131208     7894   166200 SH       DEFINED 02 05 06          0        0   166200
ELAN PLC                       ADR              284131208   200716  4225600 SH       DEFINED 10 19 21          0        0  4225600
ELAN PLC                       ADR              284131208   237385  4997580 SH       DEFINED 22 28             0        0  4997580
ELAN PLC                       ADR              284131208    20954   441150 SH       DEFINED 37           240550        0   200600
ELAN PLC                       ADR              284131208     8208   172800 SH       DEFINED 03             1300        0   171500
ELCOR CORP                     COM              284443108       77     2250 SH       DEFINED 15                0        0     2250
ELCOR CORP                     COM              284443108      658    19100 SH       DEFINED 03            19100        0        0
ELECTRO SCIENTIFIC INDS        COM              285229100     5382    92800 SH       DEFINED 26 32             0        0    92800
ELECTROGLAS INC                COM              285324109      297     8700 SH       DEFINED 02                0        0     8700
ELECTROGLAS INC                COM              285324109      270     7900 SH       DEFINED 03             7900        0        0
ELECTRONIC ARTS INC            COM              285512109    10165   142800 SH       DEFINED 02 09 13          0        0   142800
ELECTRONIC ARTS INC            COM              285512109   111928  1572300 SH       DEFINED 15 16 22          0        0  1572300
ELECTRONIC ARTS INC            COM              285512109    69230   972510 SH       DEFINED 28 30             0        0   972510
ELECTRONIC ARTS INC            COM              285512109     4657    65431 SH       DEFINED 03            58331        0     7100
ELECTRONIC DATA SYS NEW        COM              285661104    29808   464400 SH       DEFINED 02 05 06          0        0   464400
ELECTRONIC DATA SYS NEW        COM              285661104    82082  1278800 SH       DEFINED 07 10 11          0        0  1278800
ELECTRONIC DATA SYS NEW        COM              285661104   357530  5570100 SH       DEFINED 12 15 16          0        0  5570100
ELECTRONIC DATA SYS NEW        COM              285661104   478639  7456900 SH       DEFINED 20 22 23          0        0  7456900
ELECTRONIC DATA SYS NEW        COM              285661104   140788  2193400 SH       DEFINED 28 32             0        0  2193400
ELECTRONIC DATA SYS NEW        COM              285661104    93503  1456691 SH       DEFINED 37 03        773891        0   682800
ELECTRONICS BOUTIQUE HLDGS CP  COM              286045109     3834   200500 SH       DEFINED 28                0        0   200500
ELECTRONICS FOR IMAGING INC    COM              286082102   268692  4478200 SH       DEFINED 02 13 15          0        0  4478200
ELECTRONICS FOR IMAGING INC    COM              286082102   140430  2340500 SH       DEFINED 19 22 28          0        0  2340500
ELECTRONICS FOR IMAGING INC    COM              286082102    24378   406300 SH       DEFINED 32 34             0        0   406300
ELECTRONICS FOR IMAGING INC    COM              286082102    60438  1007300 SH       DEFINED 37 03        290300        0   717000
ELF AQUITAINE                  SPONSORED ADR    286269105    13500   155400 SH       DEFINED 19 21             0        0   155400
ELLIS PERRY INTL INC           COM              288853104     8630   874000 SH       DEFINED 07 12 28          0        0   874000
ELOQUENT INC                   COM              290140102    11530   565900 SH       DEFINED 13                0        0   565900
ELOYALTY CORP                  COM              290151109    19952   835700 SH       DEFINED 02 15 28          0        0   835700
ELOYALTY CORP                  COM              290151109     2984   125000 SH       DEFINED 34                0        0   125000
ELOYALTY CORP                  COM              290151109    11742   491850 SH       DEFINED 03           491850        0        0
EMBRATEL PARTICIPACOES S A     SPON ADR PFD     29081N100    47480  1852900 SH       DEFINED 02 07 12          0        0  1852900
EMBRATEL PARTICIPACOES S A     SPON ADR PFD     29081N100    16738   653200 SH       DEFINED 19 21             0        0   653200
EMBOTELLADORA ANDINA S A       SPON ADR A       29081P204      480    37850 SH       DEFINED 02 07 19          0        0    37850
EMBOTELLADORA ANDINA S A       SPON ADR A       29081P204     4620   364200 SH       DEFINED 21                0        0   364200
EMBREX INC                     COM              290817105     5906   375000 SH       DEFINED 07                0        0   375000
EMERGE INTERACTIVE INC         CL A             29088W103       34     1130 SH       DEFINED 28 03             0        0     1130
EMERGING MKTS TELECOMMUNICATNS COM              290887108     7263   398000 SH       DEFINED 19 21 26          0        0   398000
EMERGING MKTS INFRASTRUCTURE   COM              290921105     7727   594405 SH       DEFINED 19 21 26          0        0   594405
EMERSON ELEC CO                COM              291011104    56978  1077600 SH       DEFINED 02 05 07          0        0  1077600
EMERSON ELEC CO                COM              291011104   190714  3606900 SH       DEFINED 10 11 12          0        0  3606900
EMERSON ELEC CO                COM              291011104    55606  1051660 SH       DEFINED 15 16 19          0        0  1051660
EMERSON ELEC CO                COM              291011104    10204   193000 SH       DEFINED 26 28 32          0        0   193000
EMERSON ELEC CO                COM              291011104      137     2600 SH       DEFINED 34                0        0     2600
EMERSON ELEC CO                COM              291011104    49658   939141 SH       DEFINED 37 03        820741        0   118400
EMISPHERE TECHNOLOGIES INC     COM              291345106    10338   199300 SH       DEFINED 15                0        0   199300
EMMIS COMMUNICATIONS CORP      CL A             291525103    14684   315800 SH       DEFINED 09 26 28          0        0   315800
EMMIS COMMUNICATIONS CORP      CL A             291525103      195     4200 SH       DEFINED 30                0        0     4200
EMMIS COMMUNICATIONS CORP      PFD CV SER A     291525202     3231    50000 SH       DEFINED 11                0        0    50000
EMULEX CORP                    COM NEW          292475209    29103   266700 SH       DEFINED 02 10 11          0        0   266700
EMULEX CORP                    COM NEW          292475209   326000  2987400 SH       DEFINED 13 15 16          0        0  2987400
EMULEX CORP                    COM NEW          292475209     3202    29350 SH       DEFINED 19 21 26          0        0    29350
EMULEX CORP                    COM NEW          292475209    17329   158800 SH       DEFINED 34                0        0   158800
EMULEX CORP                    COM NEW          292475209   176900  1621082 SH       DEFINED 03          1516182        0   104900
ENCAL ENERGY LTD               COM              29250D107      115    24100 SH       DEFINED 15                0        0    24100
ENBRIDGE INC                   COM              29250N105    17030   852980 SH       DEFINED 02 07 15          0        0   852980
ENBRIDGE INC                   COM              29250N105      476    23450 SH       DEFINED 21                0        0    23450
ENBRIDGE INC                   COM              29250N105     1825    89330 SH       DEFINED 03            89330        0        0
ENERGEN CORP                   COM              29265N108      369    23200 SH       DEFINED 15                0        0    23200
ENERGY CONVERSION DEVICES INC  COM              292659109     6540   320000 SH       DEFINED 12 28             0        0   320000
ENERGY CONVERSION DEVICES INC  WT EXP  073101   292659224     3400   400000 SH       DEFINED 12                0        0   400000
ENERGY EAST CORP               COM              29266M109    25845  1304500 SH       DEFINED 02 12 15          0        0  1304500
ENERGY EAST CORP               COM              29266M109    29594  1493710 SH       DEFINED 23 28 32          0        0  1493710
ENERGY EAST CORP               COM              29266M109       34     1700 SH       DEFINED 37             1700        0        0
ENERSIS S A                    SPONSORED ADR    29274F104       99     4885 SH       DEFINED 02 07 19          0        0     4885
ENERSIS S A                    SPONSORED ADR    29274F104      858    42278 SH       DEFINED 21                0        0    42278
ENGAGE TECHNOLOGIES INC        COM              292827102     8287   108600 SH       DEFINED 13 15             0        0   108600
ENGAGE TECHNOLOGIES INC        COM              292827102     8409   110200 SH       DEFINED 03           110200        0        0
ENGELHARD CORP                 COM              292845104    55106  3643400 SH       DEFINED 07 09 12          0        0  3643400
ENGELHARD CORP                 COM              292845104     9029   597020 SH       DEFINED 15 22 34          0        0   597020
ENGELHARD CORP                 COM              292845104     6845   452615 SH       DEFINED 03           136415        0   316200
ENGINEERED SUPPORT SYS INC     COM              292866100     5065   371750 SH       DEFINED 07                0        0   371750
ENGLE HOMES INC                COM              292896107    14222  1458700 SH       DEFINED 07 12 28          0        0  1458700
ENRON CORP                     COM              293561106   555074  7413346 SH       DEFINED 07 09 10          0        0  7413346
ENRON CORP                     COM              293561106   421685  5631866 SH       DEFINED 11 13 15          0        0  5631866
ENRON CORP                     COM              293561106   186405  2489550 SH       DEFINED 16 28 30          0        0  2489550
ENRON CORP                     COM              293561106    44355   592400 SH       DEFINED 32 34             0        0   592400
ENRON CORP                     COM              293561106   104316  1393702 SH       DEFINED 37 03       1339502        0    54200
ENRON CORP                     PFD 2CV $10.50   293561601    46816    22900 SH       DEFINED 09 11             0        0    22900
ENTERCOM COMMUNICATIONS CORP   CL A             293639100      147     2900 SH       DEFINED 02 15 34          0        0     2900
ENTERCOM COMMUNICATIONS CORP   CL A             293639100     3697    72500 SH       DEFINED 03            72000        0      500
ENTERGY CORP NEW               COM              29364G103   174006  8619500 SH       DEFINED 07 09 12          0        0  8619500
ENTERGY CORP NEW               COM              29364G103    67773  3357200 SH       DEFINED 15 16 22          0        0  3357200
ENTERGY CORP NEW               COM              29364G103       74     3700 SH       DEFINED 28                0        0     3700
ENTERGY CORP NEW               COM              29364G103       16      836 SH       DEFINED 37              836        0        0
ENTERGY CORP NEW               COM              29364G103    22262  1102783 SH       DEFINED 03           625678        0   477105
ENTERTAINMENT PPTYS TR         COM SH BEN INT   29380T105      919    69700 SH       DEFINED 03            69700        0        0
ENTREMED INC                   COM              29382F103     6790   114600 SH       DEFINED 13                0        0   114600
ENTREMED INC                   COM              29382F103     1267    21400 SH       DEFINED 03            21400        0        0
ENTRUST TECHNOLOGIES INC       COM              293848107    40250   473100 SH       DEFINED 02 15 16          0        0   473100
ENTRUST TECHNOLOGIES INC       COM              293848107    28943   340200 SH       DEFINED 22 28 34          0        0   340200
ENTRUST TECHNOLOGIES INC       COM              293848107     7308    85900 SH       DEFINED 03            55000        0    30900
ENZON INC                      COM              293904108    15474   410600 SH       DEFINED 02 05 15          0        0   410600
ENZON INC                      COM              293904108    28416   754000 SH       DEFINED 22 26 28          0        0   754000
ENZON INC                      COM              293904108     1149    30500 SH       DEFINED 34                0        0    30500
ENZON INC                      COM              293904108     4209   111700 SH       DEFINED 03            59300        0    52400
EPCOS AG                       ARD              29410P107   114913   877200 SH       DEFINED 09 13 28          0        0   877200
EPCOS AG                       ARD              29410P107       52      400 SH       DEFINED 30                0        0      400
ENZO BIOCHEM INC               COM              294100102    43935   623200 SH       DEFINED 15 28             0        0   623200
EOTT ENERGY PARTNERS L P       UNIT LTD PRTNR   294103106      350    25000 SH       DEFINED 26                0        0    25000
EQUIFAX INC                    COM              294429105    23065   913470 SH       DEFINED 10 15             0        0   913470
EQUIFAX INC                    COM              294429105     2906   115109 SH       DEFINED 03           115109        0        0
EQUINOX SYS INC                COM              294436100     4045   535000 SH       DEFINED 07                0        0   535000
EQUITABLE RES INC              COM              294549100     4257    95000 SH       DEFINED 15 26             0        0    95000
EQUITY OFFICE PROPERTIES TRUST COM              294741103    91503  3641920 SH       DEFINED 06 07 09          0        0  3641920
EQUITY OFFICE PROPERTIES TRUST COM              294741103   146790  5842400 SH       DEFINED 10 11 12          0        0  5842400
EQUITY OFFICE PROPERTIES TRUST COM              294741103   184959  7361590 SH       DEFINED 15 16 18          0        0  7361590
EQUITY OFFICE PROPERTIES TRUST COM              294741103    68010  2706900 SH       DEFINED 20 22 30          0        0  2706900
EQUITY OFFICE PROPERTIES TRUST COM              294741103    32624  1298496 SH       DEFINED 32 34 35          0        0  1298496
EQUITY OFFICE PROPERTIES TRUST COM              294741103    45884  1826236 SH       DEFINED 03          1741936        0    84300
EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107   134941  3357792 SH       DEFINED 06 09 10          0        0  3357792
EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107   161781  4025665 SH       DEFINED 12 15 16          0        0  4025665
EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107    42281  1052100 SH       DEFINED 20 22 30          0        0  1052100
EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107    12218   304039 SH       DEFINED 32 34 35          0        0   304039
EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107    14543   361900 SH       DEFINED 03           319000        0    42900
ERICSSON L M TEL CO            ADR CL B SEK10   294821400   276634  2948800 SH       DEFINED 02 05 06          0        0  2948800
ERICSSON L M TEL CO            ADR CL B SEK10   294821400   268805  2865350 SH       DEFINED 07 09 10          0        0  2865350
ERICSSON L M TEL CO            ADR CL B SEK10   294821400  1108713 11818400 SH       DEFINED 11 12 13          0        0 11818400
ERICSSON L M TEL CO            ADR CL B SEK10   294821400   663957  7077500 SH       DEFINED 15 16 19          0        0  7077500
ERICSSON L M TEL CO            ADR CL B SEK10   294821400   392258  4181300 SH       DEFINED 20 21 22          0        0  4181300
ERICSSON L M TEL CO            ADR CL B SEK10   294821400   509966  5436020 SH       DEFINED 28 30 32          0        0  5436020
ERICSSON L M TEL CO            ADR CL B SEK10   294821400    51249   546300 SH       DEFINED 34                0        0   546300
ERICSSON L M TEL CO            ADR CL B SEK10   294821400    49821   531124 SH       DEFINED 37 03        102524        0   428600
ESPIRITO SANTO FINL GROUP SA   SPONSORED ADR    29665F200     9678   516200 SH       DEFINED 19 21             0        0   516200
ESSEX PPTY TR INC              COM              297178105     3787   105200 SH       DEFINED 09                0        0   105200
ESSEX PPTY TR INC              COM              297178105     9907   275200 SH       DEFINED 03           275200        0        0
ESTERLINE TECHNOLOGIES CORP    COM              297425100      650    50000 SH       DEFINED 07                0        0    50000
ETHAN ALLEN INTERIORS INC      COM              297602104       77     3100 SH       DEFINED 15                0        0     3100
ETOYS INC                      SUB NT CV 144A04 297862AA2     2600  6820000 PRN      DEFINED 36                0        0        0
ETOYS INC                      SUB NT CV 144A04 297862AA2     1212  3180000 PRN      DEFINED 03                0        0        0
EUROPEAN WT FD INC             COM              298792102    12047   693400 SH       DEFINED 02 19 21          0        0   693400
EUROPEAN WT FD INC             COM              298792102     6199   356800 SH       DEFINED 22 03             0        0   356800
EXACTECH INC                   COM              30064E109     3302   195000 SH       DEFINED 07                0        0   195000
EXAR CORP                      COM              300645108     3993    55800 SH       DEFINED 02 26             0        0    55800
EXCEL LEGACY CORP              COM              300665106     5927  1756200 SH       DEFINED 12 35             0        0  1756200
EXCEL LEGACY CORP              COM              300665106     2029   601400 SH       DEFINED 03           601400        0        0
EXCEL TECHNOLOGY INC           COM              30067T103      229     6500 SH       DEFINED 02                0        0     6500
EXCHANGE APPLICATIONS          COM              300867108    35452   669900 SH       DEFINED 09 13 28          0        0   669900
EXCHANGE APPLICATIONS          COM              300867108      208     3940 SH       DEFINED 30                0        0     3940
EXCHANGE APPLICATIONS          COM              300867108    38410   725800 SH       DEFINED 03           725800        0        0
EXTENDED SYSTEMS INC           COM              301973103     4026    36600 SH       DEFINED 02 04 11          0        0    36600
EXTENDED SYSTEMS INC           COM              301973103    29414   267400 SH       DEFINED 13 15 21          0        0   267400
EXTENDED SYSTEMS INC           COM              301973103    34804   316400 SH       DEFINED 26 28 29          0        0   316400
EXTENDED SYSTEMS INC           COM              301973103     4620    42000 SH       DEFINED 34                0        0    42000
EXTENDED SYSTEMS INC           COM              301973103     3333    30300 SH       DEFINED 03            30300        0        0
EXIDE CORP                     COM              302051107     1182   100100 SH       DEFINED 26 32             0        0   100100
EXODUS COMMUNICATIONS INC      COM              302088109   159874  1137900 SH       DEFINED 02 05 06          0        0  1137900
EXODUS COMMUNICATIONS INC      COM              302088109    86154   613200 SH       DEFINED 07 09 10          0        0   613200
EXODUS COMMUNICATIONS INC      COM              302088109  1426901 10155880 SH       DEFINED 13 15 16          0        0 10155880
EXODUS COMMUNICATIONS INC      COM              302088109   196989  1402060 SH       DEFINED 19 20 21          0        0  1402060
EXODUS COMMUNICATIONS INC      COM              302088109   186822  1329700 SH       DEFINED 22 23 26          0        0  1329700
EXODUS COMMUNICATIONS INC      COM              302088109   154645  1100680 SH       DEFINED 28 30 32          0        0  1100680
EXODUS COMMUNICATIONS INC      COM              302088109    50636   360400 SH       DEFINED 34                0        0   360400
EXODUS COMMUNICATIONS INC      COM              302088109    64133   456468 SH       DEFINED 37 03        271038        0   185430
EXPEDIA INC                    COM              302125109     3236   152300 SH       DEFINED 10                0        0   152300
EXPEDITORS INTL WASH INC       COM              302130109    56693  1426250 SH       DEFINED 06 15 16          0        0  1426250
EXPEDITORS INTL WASH INC       COM              302130109    72114  1814200 SH       DEFINED 20 23 28          0        0  1814200
EXPEDITORS INTL WASH INC       COM              302130109     4340   109200 SH       DEFINED 32 34             0        0   109200
EXPEDITORS INTL WASH INC       COM              302130109    20421   513740 SH       DEFINED 03           413840        0    99900
EXPRESS SCRIPTS INC            CL A             302182100    52227  1243500 SH       DEFINED 02 10 13          0        0  1243500
EXPRESS SCRIPTS INC            CL A             302182100    13444   320100 SH       DEFINED 15 21 22          0        0   320100
EXPRESS SCRIPTS INC            CL A             302182100     3221    76700 SH       DEFINED 34                0        0    76700
EXPRESS SCRIPTS INC            CL A             302182100     9496   226100 SH       DEFINED 03           226100        0        0
EXTENDED STAY AMER INC         COM              30224P101    43947  5859603 SH       DEFINED 10                0        0  5859603
EXTENSITY INC                  COM              302255104       24      500 SH       DEFINED 02                0        0      500
EXTREME NETWORKS INC           COM              30226D106    46191   584700 SH       DEFINED 20 32             0        0   584700
EXXON MOBIL CORP               COM              30231G102   228874  2941362 SH       DEFINED 02 04 05          0        0  2941362
EXXON MOBIL CORP               COM              30231G102  1169247 15026470 SH       DEFINED 06 07 08          0        0 15026470
EXXON MOBIL CORP               COM              30231G102  3798230 48812596 SH       DEFINED 09 10 11          0        0 48812596
EXXON MOBIL CORP               COM              30231G102  1931142 24817890 SH       DEFINED 12 15 16          0        0 24817890
EXXON MOBIL CORP               COM              30231G102   809959 10409124 SH       DEFINED 18 19 20          0        0 10409124
EXXON MOBIL CORP               COM              30231G102   699162  8985218 SH       DEFINED 22 23 26          0        0  8985218
EXXON MOBIL CORP               COM              30231G102   631062  8110036 SH       DEFINED 27 28 30          0        0  8110036
EXXON MOBIL CORP               COM              30231G102   229255  2946249 SH       DEFINED 31 32 34          0        0  2946249
EXXON MOBIL CORP               COM              30231G102     7396    94598 SH       DEFINED 37            94598        0        0
EXXON MOBIL CORP               COM              30231G102   728070  9356731 SH       DEFINED 03          7812338        0  1544393
FEI CO                         COM              30241L109    13589   456800 SH       DEFINED 09 28 30          0        0   456800
F M C CORP                     COM NEW          302491303     4520    80000 SH       DEFINED 02                0        0    80000
F M C CORP                     COM NEW          302491303     1311    23214 SH       DEFINED 37 03         23214        0        0
FPIC INS GROUP INC             COM              302563101     6475   370000 SH       DEFINED 07                0        0   370000
FPL GROUP INC                  COM              302571104    16904   367000 SH       DEFINED 12                0        0   367000
FPL GROUP INC                  COM              302571104     6232   135308 SH       DEFINED 03           135308        0        0
FSI INTL INC                   COM              302633102     3485   170000 SH       DEFINED 23 26             0        0   170000
F Y I INC                      COM              302712104     7470   275400 SH       DEFINED 20 26 32          0        0   275400
F Y I INC                      COM              302712104      303    11200 SH       DEFINED 03            11200        0        0
FAHNESTOCK VINER HLDGS INC     CL A             302921101      290    17700 SH       DEFINED 02                0        0    17700
FACTORY 2-U INC                COM              303072102     2875   115000 SH       DEFINED 23 26             0        0   115000
FACTSET RESH SYS INC           COM              303075105    11655   430700 SH       DEFINED 13 28             0        0   430700
FACTSET RESH SYS INC           COM              303075105     1006    37200 SH       DEFINED 03            37200        0        0
FAIR ISAAC & CO INC            COM              303250104    20473   526660 SH       DEFINED 02 07 28          0        0   526660
FAIR ISAAC & CO INC            COM              303250104     4054   104300 SH       DEFINED 03           104300        0        0
FAIRCHILD CORP                 CL A             303698104      395    58000 SH       DEFINED 03            58000        0        0
FAIRCHILD SEMICONDUCTOR INTL   CL A             303726103    25900   709600 SH       DEFINED 04 12 13          0        0   709600
FAIRCHILD SEMICONDUCTOR INTL   CL A             303726103    22535   617400 SH       DEFINED 15 20 32          0        0   617400
FAIRCHILD SEMICONDUCTOR INTL   CL A             303726103     1456    39900 SH       DEFINED 03            39900        0        0
FAIRFIELD CMNTYS INC           COM PAR $0.01    304231301      336    42400 SH       DEFINED 26                0        0    42400
FAMILY DLR STORES INC          COM              307000109      166     8000 SH       DEFINED 12 28             0        0     8000
FAMILY DLR STORES INC          COM              307000109      258    12400 SH       DEFINED 03            12400        0        0
FANSTEEL INC DEL               COM              307260109     2292   655000 SH       DEFINED 07                0        0   655000
FARM FAMILY HLDGS INC          COM              307901108    13348   448700 SH       DEFINED 07                0        0   448700
FASTENAL CO                    COM              311900104    12658   264400 SH       DEFINED 11 15 28          0        0   264400
FEDERAL AGRIC MTG CORP         CL C             313148306     2414   155800 SH       DEFINED 13                0        0   155800
FEDERAL AGRIC MTG CORP         CL C             313148306     3490   225200 SH       DEFINED 03           225200        0        0
FEDERAL HOME LN MTG CORP       COM              313400301    96638  2187000 SH       DEFINED 02 04 05          0        0  2187000
FEDERAL HOME LN MTG CORP       COM              313400301   606205 13718930 SH       DEFINED 06 07 09          0        0 13718930
FEDERAL HOME LN MTG CORP       COM              313400301   935453 21170087 SH       DEFINED 10 11 12          0        0 21170087
FEDERAL HOME LN MTG CORP       COM              313400301   819907 18555200 SH       DEFINED 13 15 16          0        0 18555200
FEDERAL HOME LN MTG CORP       COM              313400301   160702  3636840 SH       DEFINED 18 19 20          0        0  3636840
FEDERAL HOME LN MTG CORP       COM              313400301   139380  3154288 SH       DEFINED 21 22 23          0        0  3154288
FEDERAL HOME LN MTG CORP       COM              313400301   553859 12534300 SH       DEFINED 26 27 28          0        0 12534300
FEDERAL HOME LN MTG CORP       COM              313400301   100400  2272142 SH       DEFINED 29 30 32          0        0  2272142
FEDERAL HOME LN MTG CORP       COM              313400301     9987   226020 SH       DEFINED 34                0        0   226020
FEDERAL HOME LN MTG CORP       COM              313400301    47357  1071765 SH       DEFINED 37             2865        0  1068900
FEDERAL HOME LN MTG CORP       COM              313400301   209665  4744904 SH       DEFINED 03          3644804        0  1100100
FEDERAL MOGUL CORP             COM              313549107    12114   725950 SH       DEFINED 09 22 34          0        0   725950
FEDERAL MOGUL CORP             COM              313549107     5168   309700 SH       DEFINED 03           261600        0    48100
FEDERAL NATL MTG ASSN          COM              313586109   275104  4874500 SH       DEFINED 02 04 05          0        0  4874500
FEDERAL NATL MTG ASSN          COM              313586109  1158314 20523840 SH       DEFINED 06 07 09          0        0 20523840
FEDERAL NATL MTG ASSN          COM              313586109  1631455 28907300 SH       DEFINED 10 11 12          0        0 28907300
FEDERAL NATL MTG ASSN          COM              313586109  1936613 34314300 SH       DEFINED 13 15 16          0        0 34314300
FEDERAL NATL MTG ASSN          COM              313586109   511760  9067740 SH       DEFINED 18 19 20          0        0  9067740
FEDERAL NATL MTG ASSN          COM              313586109   613306 10867000 SH       DEFINED 22 23 26          0        0 10867000
FEDERAL NATL MTG ASSN          COM              313586109   958811 16988912 SH       DEFINED 27 28 30          0        0 16988912
FEDERAL NATL MTG ASSN          COM              313586109   125626  2225935 SH       DEFINED 32 34             0        0  2225935
FEDERAL NATL MTG ASSN          COM              313586109     5262    93236 SH       DEFINED 37             9536        0    83700
FEDERAL NATL MTG ASSN          COM              313586109   435695  7719957 SH       DEFINED 03          5739997        0  1979960
FEDERAL SCREW WKS              COM              313819104     4379   108800 SH       DEFINED 07                0        0   108800
FEDERATED DEPT STORES INC DEL  COM              31410H101   254421  6093940 SH       DEFINED 02 09 10          0        0  6093940
FEDERATED DEPT STORES INC DEL  COM              31410H101   172665  4135700 SH       DEFINED 12 15 16          0        0  4135700
FEDERATED DEPT STORES INC DEL  COM              31410H101    78562  1881740 SH       DEFINED 18 22 28          0        0  1881740
FEDERATED DEPT STORES INC DEL  COM              31410H101       50     1200 SH       DEFINED 34                0        0     1200
FEDERATED DEPT STORES INC DEL  COM              31410H101       22      520 SH       DEFINED 37              520        0        0
FEDERATED DEPT STORES INC DEL  COM              31410H101    42036  1006856 SH       DEFINED 03           199737        0   807119
FEDERATED INVS INC PA          CL B             314211103    14959   547700 SH       DEFINED 02 15 34          0        0   547700
FEDERATED INVS INC PA          CL B             314211103     3362   123100 SH       DEFINED 03           123100        0        0
FEDEX CORP                     COM              31428X106     1194    30620 SH       DEFINED 15 34             0        0    30620
FEDEX CORP                     COM              31428X106     8795   225528 SH       DEFINED 37 03        225528        0        0
FERRO CORP                     COM              315405100    57056  3203170 SH       DEFINED 12 15 18          0        0  3203170
FERRO CORP                     COM              315405100       16      900 SH       DEFINED 34                0        0      900
FERRO CORP                     COM              315405100    16440   923000 SH       DEFINED 03           235050        0   687950
F5 NETWORKS INC                COM              315616102     7730   114100 SH       DEFINED 02 15 34          0        0   114100
F5 NETWORKS INC                COM              315616102      155     2300 SH       DEFINED 03             2300        0        0
FIFTH THIRD BANCORP            COM              316773100    27171   431300 SH       DEFINED 02 15 20          0        0   431300
FIFTH THIRD BANCORP            COM              316773100     6432   102100 SH       DEFINED 32 34             0        0   102100
FIFTH THIRD BANCORP            COM              316773100    14810   235145 SH       DEFINED 37 03        235145        0        0
FILENET CORP                   COM              316869106    93417  3140100 SH       DEFINED 13 26             0        0  3140100
FINANCIAL INDS CORP            COM              317574101     2600   273700 SH       DEFINED 07                0        0   273700
FINANCIAL INSTNS INC           COM              317585404     1292   110000 SH       DEFINED 07                0        0   110000
FINANCIAL SEC ASSURN HLDGS LTD COM              31769P100     2960    40310 SH       DEFINED 02 15 19          0        0    40310
FINANCIAL SEC ASSURN HLDGS LTD COM              31769P100    11037   150300 SH       DEFINED 26 32 34          0        0   150300
FINANCIAL SEC ASSURN HLDGS LTD COM              31769P100     2460    33500 SH       DEFINED 03            33500        0        0
FINISAR                        COM              31787A101   127278   868700 SH       DEFINED 09 13 28          0        0   868700
FINISAR                        COM              31787A101       58      400 SH       DEFINED 30                0        0      400
FINISAR                        COM              31787A101    10241    69900 SH       DEFINED 03            69900        0        0
FINLAY ENTERPRISES INC         COM NEW          317884203    12824  1041600 SH       DEFINED 07                0        0  1041600
FINISH LINE INC                CL A             317923100    18444  1891700 SH       DEFINED 07                0        0  1891700
FINOVA GROUP INC               COM              317928109     1113    66700 SH       DEFINED 02 15 34          0        0    66700
FIRST BANCORP P R              COM              318672102    47282  2682700 SH       DEFINED 07                0        0  2682700
FIRST COMWLTH FD INC           COM              31983F102      984   105000 SH       DEFINED 19 21             0        0   105000
FIRST FED S&L EAST HARTFORD CT COM              319944104     1059    35300 SH       DEFINED 15                0        0    35300
FIRST DATA CORP                COM              319963104   237826  5374600 SH       DEFINED 02 05 10          0        0  5374600
FIRST DATA CORP                COM              319963104   241773  5463800 SH       DEFINED 12 15 16          0        0  5463800
FIRST DATA CORP                COM              319963104    90077  2035660 SH       DEFINED 19 22 23          0        0  2035660
FIRST DATA CORP                COM              319963104   104386  2359010 SH       DEFINED 26 28 30          0        0  2359010
FIRST DATA CORP                COM              319963104    14283   322800 SH       DEFINED 32                0        0   322800
FIRST DATA CORP                COM              319963104    69940  1580561 SH       DEFINED 37 03       1247961        0   332600
FIRST FED BANKSHARES INC DEL   COM              32020V100     1003   129500 SH       DEFINED 07                0        0   129500
FIRST INDUSTRIAL REALTY TRUST  COM              32054K103     6864   251900 SH       DEFINED 09 12 15          0        0   251900
FIRST INDUSTRIAL REALTY TRUST  COM              32054K103      763    28000 SH       DEFINED 34                0        0    28000
FIRST INDUSTRIAL REALTY TRUST  COM              32054K103     5697   209100 SH       DEFINED 03           177900        0    31200
FIRST HEALTH GROUP CORP        COM              320960107     6283   198700 SH       DEFINED 02 15 23          0        0   198700
FIRST HEALTH GROUP CORP        COM              320960107     6325   200000 SH       DEFINED 26                0        0   200000
FIRST HEALTH GROUP CORP        COM              320960107     6198   196000 SH       DEFINED 03            75300        0   120700
FIRST MUTUAL BANCSHARES INC    COM              32190E102      208    21500 SH       DEFINED 07                0        0    21500
FIRST PHILIPPINE FD INC        COM              336100102     1248   256000 SH       DEFINED 19 21             0        0   256000
FIRST SENTINEL BANCORP INC     COM              33640T103      652    84900 SH       DEFINED 15                0        0    84900
FIRST ST BANCORPORATION        COM              336453105      141    12900 SH       DEFINED 26                0        0    12900
FIRST TENN NATL CORP           COM              337162101       55     2740 SH       DEFINED 37             2740        0        0
FIRST UN CORP                  COM              337358105    26325   706734 SH       DEFINED 02 12 15          0        0   706734
FIRST UN CORP                  COM              337358105     6895   185105 SH       DEFINED 28 34             0        0   185105
FIRST UN CORP                  COM              337358105    28309   760002 SH       DEFINED 37 03        760002        0        0
FIRST VA BANKS INC             COM              337477103     2268    60400 SH       DEFINED 15                0        0    60400
FIRST WASH RLTY TR INC         COM              337489504     3360   181200 SH       DEFINED 09 12 35          0        0   181200
FIRST WASH RLTY TR INC         COM              337489504     1731    93300 SH       DEFINED 03            93300        0        0
FIRSTCOM CORP                  COM              33763T104    21341   624250 SH       DEFINED 25 27 28          0        0   624250
FIRSTCOM CORP                  COM              33763T104    16885   493900 SH       DEFINED 36                0        0   493900
FIRSTCOM CORP                  COM              33763T104     5401   158000 SH       DEFINED 03           158000        0        0
FIRSTAR CORP NEW WIS           COM              33763V109    40082  1747464 SH       DEFINED 02 07 09          0        0  1747464
FIRSTAR CORP NEW WIS           COM              33763V109    49102  2140700 SH       DEFINED 11 12 15          0        0  2140700
FIRSTAR CORP NEW WIS           COM              33763V109    49344  2151250 SH       DEFINED 19 20 22          0        0  2151250
FIRSTAR CORP NEW WIS           COM              33763V109    15665   682950 SH       DEFINED 28 32 34          0        0   682950
FIRSTAR CORP NEW WIS           COM              33763V109      111     4924 SH       DEFINED 37             4924        0        0
FIRSTAR CORP NEW WIS           COM              33763V109    23912  1042490 SH       DEFINED 03          1021590        0    20900
FISERV INC                     COM              337738108     3662    98475 SH       DEFINED 15                0        0    98475
FISERV INC                     COM              337738108     2775    74648 SH       DEFINED 03            74648        0        0
FIRSTFED FINL CORP             COM              337907109     1461   110300 SH       DEFINED 15 26             0        0   110300
FIRSTFED FINL CORP             COM              337907109      531    40100 SH       DEFINED 03            40100        0        0
FIRSTMERIT CORP                COM              337915102       30     1676 SH       DEFINED 37             1676        0        0
FIRSTENERGY CORP               COM              337932107      132     6400 SH       DEFINED 12 28             0        0     6400
FIRSTENERGY CORP               COM              337932107     3629   175993 SH       DEFINED 37 03        175993        0        0
FISHER SCIENTIFIC INTL INC     COM NEW          338032204      614    13800 SH       DEFINED 15                0        0    13800
FLANIGANS ENTERPRISES INC      COM              338517105      898   194200 SH       DEFINED 07                0        0   194200
FLEETBOSTON FINL CORP          COM              339030108    99096  2714975 SH       DEFINED 02 05 07          0        0  2714975
FLEETBOSTON FINL CORP          COM              339030108   565336 15488679 SH       DEFINED 09 10 11          0        0 15488679
FLEETBOSTON FINL CORP          COM              339030108   123325  3378786 SH       DEFINED 12 15 16          0        0  3378786
FLEETBOSTON FINL CORP          COM              339030108   120017  3288147 SH       DEFINED 18 20 22          0        0  3288147
FLEETBOSTON FINL CORP          COM              339030108    31009   849573 SH       DEFINED 23 26 28          0        0   849573
FLEETBOSTON FINL CORP          COM              339030108    29733   814609 SH       DEFINED 32 34             0        0   814609
FLEETBOSTON FINL CORP          COM              339030108      336     9272 SH       DEFINED 37             9272        0        0
FLEETBOSTON FINL CORP          COM              339030108    78523  2151332 SH       DEFINED 03          1557132        0   594200
FLEMING COS INC                COM              339130106    58088  3856496 SH       DEFINED 04 12 20          0        0  3856496
FLEMING COS INC                COM              339130106    12587   835689 SH       DEFINED 26 32 03          0        0   835689
FLOORING AMER INC              COM              339756108     4247   999400 SH       DEFINED 28                0        0   999400
FLORIDA PROGRESS CORP          COM              341109106     1385    30200 SH       DEFINED 02                0        0    30200
FLORIDA PROGRESS CORP          COM              341109106     3453    75285 SH       DEFINED 37 03         75285        0        0
FLORIDA ROCK INDS INC          COM              341140101    12714   454100 SH       DEFINED 13                0        0   454100
FLORIDA ROCK INDS INC          COM              341140101    21509   768200 SH       DEFINED 03           768200        0        0
FLOWERS INDS INC               COM              343496105      189    12500 SH       DEFINED 15                0        0    12500
FLUOR CORP                     COM              343861100    23296   751500 SH       DEFINED 02 05 06          0        0   751500
FLUOR CORP                     COM              343861100    22787   735080 SH       DEFINED 07 09 11          0        0   735080
FLUOR CORP                     COM              343861100   162656  5246998 SH       DEFINED 12 13 15          0        0  5246998
FLUOR CORP                     COM              343861100    44957  1450230 SH       DEFINED 18 19 23          0        0  1450230
FLUOR CORP                     COM              343861100     3618   116720 SH       DEFINED 28 30 34          0        0   116720
FLUOR CORP                     COM              343861100    19603   632369 SH       DEFINED 37 03        166169        0   466200
FOAMEX INTL INC                COM              344123104      943   100000 SH       DEFINED 12                0        0   100000
FOCAL COMMUNICATIONS CORP      COM              344155106    15887   283700 SH       DEFINED 05 20 26          0        0   283700
FOCAL COMMUNICATIONS CORP      COM              344155106     3892    69500 SH       DEFINED 28 32 34          0        0    69500
FOCAL COMMUNICATIONS CORP      COM              344155106     3752    67000 SH       DEFINED 03            35300        0    31700
FOOTSTAR INC                   COM              344912100    81420  2882154 SH       DEFINED 07 09 22          0        0  2882154
FOOTSTAR INC                   COM              344912100     1351    47850 SH       DEFINED 03            15264        0    32586
FORD MTR CO DEL                COM              345370100   555857 12100300 SH       DEFINED 06 07 10          0        0 12100300
FORD MTR CO DEL                COM              345370100   167586  3648150 SH       DEFINED 15 16 18          0        0  3648150
FORD MTR CO DEL                COM              345370100     7253   157900 SH       DEFINED 30 34             0        0   157900
FORD MTR CO DEL                COM              345370100    70860  1542311 SH       DEFINED 37 03       1499411        0    42900
FOREIGN&COLONIAL EMRG MID-EAST COM              345451108      671    36300 SH       DEFINED 19 21             0        0    36300
FOREST LABS INC                COM              345838106    21336   252500 SH       DEFINED 02 04 09          0        0   252500
FOREST LABS INC                COM              345838106    66290   784500 SH       DEFINED 13 15 20          0        0   784500
FOREST LABS INC                COM              345838106    68417   809670 SH       DEFINED 28 30 32          0        0   809670
FOREST LABS INC                COM              345838106     9075   107400 SH       DEFINED 34                0        0   107400
FOREST LABS INC                COM              345838106     3379    39990 SH       DEFINED 37 03         39990        0        0
FOREST OIL CORP                COM NEW          346091606     1271   119700 SH       DEFINED 02 12 15          0        0   119700
FOREST OIL CORP                COM NEW          346091606      519    48900 SH       DEFINED 34                0        0    48900
FORRESTER RESH INC             COM              346563109    12336   227400 SH       DEFINED 15 26             0        0   227400
FORRESTER RESH INC             COM              346563109     2180    40200 SH       DEFINED 03            40200        0        0
FORT JAMES CORP                COM              347471104    33700  1531852 SH       DEFINED 12 15             0        0  1531852
FORT JAMES CORP                COM              347471104    10881   494603 SH       DEFINED 37 03        258803        0   235800
FORTUNE BRANDS INC             COM              349631101    52840  2113600 SH       DEFINED 02 07 09          0        0  2113600
FORTUNE BRANDS INC             COM              349631101    42697  1707900 SH       DEFINED 12 15 16          0        0  1707900
FORTUNE BRANDS INC             COM              349631101    80610  3224400 SH       DEFINED 20 22 32          0        0  3224400
FORTUNE BRANDS INC             COM              349631101       50     2000 SH       DEFINED 34                0        0     2000
FORTUNE BRANDS INC             COM              349631101     7028   281128 SH       DEFINED 37 03        229828        0    51300
FORWARD AIR CORP               COM              349853101     5465   230750 SH       DEFINED 09 15 26          0        0   230750
FORWARD AIR CORP               COM              349853101     5167   218135 SH       DEFINED 28 30             0        0   218135
FORWARD AIR CORP               COM              349853101    10902   460250 SH       DEFINED 03           460250        0        0
FOSSIL INC                     COM              349882100    32859  1402000 SH       DEFINED 02 07 13          0        0  1402000
FOSSIL INC                     COM              349882100     9536   406910 SH       DEFINED 21 26 28          0        0   406910
FOSSIL INC                     COM              349882100      827    35300 SH       DEFINED 03            35300        0        0
FOSTER WHEELER CORP            COM              350244109       17     2600 SH       DEFINED 03             2600        0        0
FOUNDATION HEALTH SYS INC      COM              350404109      216    27000 SH       DEFINED 15                0        0    27000
FOUNDRY NETWORKS INC           COM              35063R100   254378  1769590 SH       DEFINED 13 20 32          0        0  1769590
4 KIDS ENTMT INC               COM              350865101       70     3000 SH       DEFINED 37             3000        0        0
FOUR SEASONS HOTEL INC         LYON ZERO CPN 29 35100EAD6     2520  9000000 PRN      DEFINED 11                0        0        0
4FRONT TECHNOLOGIES INC        COM              351042106      147     7100 SH       DEFINED 02                0        0     7100
4FRONT TECHNOLOGIES INC        COM              351042106     2382   114800 SH       DEFINED 03           114800        0        0
FOX ENTMT GROUP INC            CL A             35138T107    43520  1453700 SH       DEFINED 02 05 07          0        0  1453700
FOX ENTMT GROUP INC            CL A             35138T107    89408  2986500 SH       DEFINED 09 10 15          0        0  2986500
FOX ENTMT GROUP INC            CL A             35138T107   111657  3729700 SH       DEFINED 22 26 28          0        0  3729700
FOX ENTMT GROUP INC            CL A             35138T107    15992   534200 SH       DEFINED 30 34 03     152300        0   381900
FRANCE GROWTH FD INC           COM              35177K108     6736   411400 SH       DEFINED 19 21             0        0   411400
FRANCE TELECOM                 SPONSORED ADR    35177Q105     1026     5800 SH       DEFINED 19                0        0     5800
FRANCHISE FIN CORP AMER        COM              351807102     1132    48700 SH       DEFINED 35                0        0    48700
FRANCHISE FIN CORP AMER        COM              351807102     2078    89400 SH       DEFINED 03            89400        0        0
FRANKLIN RES INC               COM              354613101    57281  1713100 SH       DEFINED 02 09 13          0        0  1713100
FRANKLIN RES INC               COM              354613101    33768  1009900 SH       DEFINED 15 22 34          0        0  1009900
FRANKLIN RES INC               COM              354613101        4      143 SH       DEFINED 37              143        0        0
FRANKLIN RES INC               COM              354613101     9928   296917 SH       DEFINED 03           207917        0    89000
FREDS INC                      CL A             356108100    13874   909775 SH       DEFINED 26 28             0        0   909775
FREDS INC                      CL A             356108100     3507   230000 SH       DEFINED 03           230000        0        0
FREEMARKETS INC                COM              356602102    13239   109420 SH       DEFINED 10 15 34          0        0   109420
FREEPORT-MCMORAN COPPER & GOLD CL B             35671D857    32110  2662000 SH       DEFINED 12 13 28          0        0  2662000
FREEPORT-MCMORAN COPPER & GOLD CL B             35671D857     2016   167188 SH       DEFINED 03           151288        0    15900
FREMONT GEN CORP               COM              357288109    10509  1770000 SH       DEFINED 07                0        0  1770000
FRESENIUS MED CARE AG          SPONSORED ADR    358029106    15042   620301 SH       DEFINED 19 21             0        0   620301
FRIEDE GOLDMAN HALTER INC      SR SB NTCV4.5%04 358430AA4     9482 18270000 PRN      DEFINED 36                0        0        0
FRIEDE GOLDMAN HALTER INC      SR SB NTCV4.5%04 358430AA4     4427  8530000 PRN      DEFINED 03                0        0        0
FRIEDMANS INC                  CL A             358438109     8272  1343700 SH       DEFINED 07                0        0  1343700
FRITZ COS INC                  COM              358846103      189    18700 SH       DEFINED 15                0        0    18700
FRITZ COS INC                  COM              358846103     1249   123400 SH       DEFINED 03           123400        0        0
FRONTIER OIL CORP              COM              35914P105    11416  1522200 SH       DEFINED 02 15 26          0        0  1522200
FRONTIER OIL CORP              COM              35914P105     6741   898800 SH       DEFINED 28 34             0        0   898800
FRONTIER OIL CORP              COM              35914P105     5755   767400 SH       DEFINED 03           767400        0        0
FUELCELL ENERGY INC            COM              35952H106     3418    44000 SH       DEFINED 07                0        0    44000
FUELCELL ENERGY INC            COM              35952H106      559     7200 SH       DEFINED 03             7200        0        0
FUJI PHOTO FILM LTD            ADR              359586302       39      900 SH       DEFINED 37              900        0        0
FULLER H B CO                  COM              359694106     7025   175906 SH       DEFINED 02 15 20          0        0   175906
FULLER H B CO                  COM              359694106     2024    50702 SH       DEFINED 26 32             0        0    50702
FULLER H B CO                  COM              359694106      107     2700 SH       DEFINED 03             2700        0        0
FURNITURE BRANDS INTL INC      COM              360921100     1664    88500 SH       DEFINED 15 26 28          0        0    88500
FURNITURE BRANDS INTL INC      COM              360921100      600    31900 SH       DEFINED 03            31900        0        0
FUTURELINK CORP                COM NEW          36114Q208     1550    61700 SH       DEFINED 13                0        0    61700
FUTURELINK CORP                COM NEW          36114Q208     2311    92000 SH       DEFINED 03            92000        0        0
GBC BANCORP CALIF              COM              361475106    13448   580000 SH       DEFINED 07                0        0   580000
GC COS INC                     COM              36155Q109        8      240 SH       DEFINED 37              240        0        0
GST TELECOMMUNICATIONS INC     COM              361942105     2186   356900 SH       DEFINED 27                0        0   356900
GPU INC                        COM              36225X100    17881   653200 SH       DEFINED 12                0        0   653200
GPU INC                        COM              36225X100     2549    93138 SH       DEFINED 03            93138        0        0
GSE SYS INC                    COM              36227K106     2080   314000 SH       DEFINED 07                0        0   314000
GSI LUMONICS INC               COM              36229U102      972    59100 SH       DEFINED 02 21             0        0    59100
GTE CORP                       COM              362320103   702907  9900100 SH       DEFINED 02 09 10          0        0  9900100
GTE CORP                       COM              362320103   302289  4257600 SH       DEFINED 15 16 22          0        0  4257600
GTE CORP                       COM              362320103     8076   113759 SH       DEFINED 31 32 34          0        0   113759
GTE CORP                       COM              362320103     1486    20949 SH       DEFINED 37            20949        0        0
GTE CORP                       COM              362320103    75342  1061157 SH       DEFINED 03           866857        0   194300
GT GROUP TELECOM INC           CL B NON VTG     362359408     3226   155900 SH       DEFINED 02 19 20          0        0   155900
GT GROUP TELECOM INC           CL B NON VTG     362359408     2076   100300 SH       DEFINED 21 22 32          0        0   100300
GT GROUP TELECOM INC           CL B NON VTG     362359408       60     2900 SH       DEFINED 03                0        0     2900
GT INTERACTIVE SOFTWARE CORP   COM              36236E109     1074   343700 SH       DEFINED 28                0        0   343700
GABELLI GLOBAL MULTIMEDIA TR   COM              36239Q109        3      220 SH       DEFINED 37              220        0        0
GADZOOKS INC                   COM              362553109     7785   359000 SH       DEFINED 02 12 26          0        0   359000
GADZOOKS INC                   COM              362553109    10843   500000 SH       DEFINED 28                0        0   500000
GALEY & LORD INC               COM              36352K103      987   509650 SH       DEFINED 12 28             0        0   509650
GALILEO INTERNATIONAL INC      COM              363547100    17197   714700 SH       DEFINED 10 15             0        0   714700
GALLAGHER ARTHUR J & CO        COM              363576109     5723   176100 SH       DEFINED 02 15 26          0        0   176100
GALLAGHER ARTHUR J & CO        COM              363576109      130     4000 SH       DEFINED 34                0        0     4000
GALLAGHER ARTHUR J & CO        COM              363576109       53     1690 SH       DEFINED 37             1690        0        0
GALLAHER GROUP PLC             SPONSORED ADR    363595109    78750  4000000 SH       DEFINED 07                0        0  4000000
GALLAHER GROUP PLC             SPONSORED ADR    363595109     1599    81260 SH       DEFINED 37            81260        0        0
GAMETECH INTERNATIONAL INC     COM              36466D102      780   105000 SH       DEFINED 07                0        0   105000
GANNETT INC                    COM              364730101    26301   373728 SH       DEFINED 02 07 08          0        0   373728
GANNETT INC                    COM              364730101   266362  3784900 SH       DEFINED 10 11 12          0        0  3784900
GANNETT INC                    COM              364730101    33730   479300 SH       DEFINED 15 28 32          0        0   479300
GANNETT INC                    COM              364730101      197     2800 SH       DEFINED 34                0        0     2800
GANNETT INC                    COM              364730101    23321   331389 SH       DEFINED 37 03        285389        0    46000
GAP INC DEL                    COM              364760108    28520   572562 SH       DEFINED 02 04 05          0        0   572562
GAP INC DEL                    COM              364760108   823071 16523400 SH       DEFINED 06 07 10          0        0 16523400
GAP INC DEL                    COM              364760108    16025   321712 SH       DEFINED 12 13 15          0        0   321712
GAP INC DEL                    COM              364760108   196928  3953387 SH       DEFINED 16 19 20          0        0  3953387
GAP INC DEL                    COM              364760108    93948  1886037 SH       DEFINED 28 30 32          0        0  1886037
GAP INC DEL                    COM              364760108      581    11668 SH       DEFINED 34                0        0    11668
GAP INC DEL                    COM              364760108    87828  1763170 SH       DEFINED 37 03       1549696        0   213474
GARDNER DENVER INC             COM              365558105    22924  1218600 SH       DEFINED 07                0        0  1218600
GARDNER DENVER INC             COM              365558105     1047    55700 SH       DEFINED 03            55700        0        0
GARTNER GROUP INC NEW          COM              366651107     1478    93900 SH       DEFINED 02 15             0        0    93900
GARTNER GROUP INC NEW          COM              366651107     6140   389900 SH       DEFINED 03           389900        0        0
GARTNER GROUP INC NEW          CL B             366651206     2110   158535 SH       DEFINED 02 05 06          0        0   158535
GARTNER GROUP INC NEW          CL B             366651206    12959   973520 SH       DEFINED 07 10 12          0        0   973520
GARTNER GROUP INC NEW          CL B             366651206    55302  4154196 SH       DEFINED 15 16 20          0        0  4154196
GARTNER GROUP INC NEW          CL B             366651206     4568   343185 SH       DEFINED 28 30 32          0        0   343185
GARTNER GROUP INC NEW          CL B             366651206        5      389 SH       DEFINED 34                0        0      389
GARTNER GROUP INC NEW          CL B             366651206     2066   155263 SH       DEFINED 37 03         56942        0    98321
GASONICS INTL CORP             COM              367278108      158     4000 SH       DEFINED 02 21             0        0     4000
GATEWAY INC                    COM              367626108    38833   732700 SH       DEFINED 02 07 13          0        0   732700
GATEWAY INC                    COM              367626108   239146  4512200 SH       DEFINED 15 19 22          0        0  4512200
GATEWAY INC                    COM              367626108   119112  2247400 SH       DEFINED 23 28 30          0        0  2247400
GATEWAY INC                    COM              367626108    15359   289800 SH       DEFINED 34                0        0   289800
GATEWAY INC                    COM              367626108    43235   815758 SH       DEFINED 03           621758        0   194000
GAYLORD CONTAINER CORP         CL A             368145108     1113   174600 SH       DEFINED 02 15 26          0        0   174600
GAYLORD CONTAINER CORP         CL A             368145108     9266  1453500 SH       DEFINED 27 36             0        0  1453500
GAYLORD CONTAINER CORP         CL A             368145108    11119  1744240 SH       DEFINED 03          1744240        0        0
GEHL CO                        COM              368483103    12318   675000 SH       DEFINED 07 26             0        0   675000
GELTEX PHARMACEUTICALS INC     COM              368538104      921    55000 SH       DEFINED 15                0        0    55000
GELTEX PHARMACEUTICALS INC     COM              368538104     1150    68700 SH       DEFINED 03            68700        0        0
GENCORP INC                    COM              368682100    25854  3336100 SH       DEFINED 12 03             0        0  3336100
GENE LOGIC INC                 COM              368689105     6873   163400 SH       DEFINED 09 26 28          0        0   163400
GENE LOGIC INC                 COM              368689105       62     1480 SH       DEFINED 30                0        0     1480
GENENTECH INC                  COM NEW          368710406    56984   374900 SH       DEFINED 02 04 05          0        0   374900
GENENTECH INC                  COM NEW          368710406   523347  3443075 SH       DEFINED 06 09 10          0        0  3443075
GENENTECH INC                  COM NEW          368710406   970641  6385800 SH       DEFINED 11 12 13          0        0  6385800
GENENTECH INC                  COM NEW          368710406   456826  3005440 SH       DEFINED 15 16 19          0        0  3005440
GENENTECH INC                  COM NEW          368710406   369636  2431820 SH       DEFINED 20 22 23          0        0  2431820
GENENTECH INC                  COM NEW          368710406   159102  1046730 SH       DEFINED 28 30 32          0        0  1046730
GENENTECH INC                  COM NEW          368710406    52735   346950 SH       DEFINED 37 03        233640        0   113310
GENERAL CABLE CORP DEL NEW     COM              369300108      625    80000 SH       DEFINED 07                0        0    80000
GENERAL CABLE CORP DEL NEW     COM              369300108      385    49400 SH       DEFINED 03            49400        0        0
GENERAL CHEM GROUP INC         COM              369332101      375   176700 SH       DEFINED 07                0        0   176700
GENERAL DYNAMICS CORP          COM              369550108    82172  1651700 SH       DEFINED 02 05 06          0        0  1651700
GENERAL DYNAMICS CORP          COM              369550108   289201  5813100 SH       DEFINED 07 09 10          0        0  5813100
GENERAL DYNAMICS CORP          COM              369550108   397251  7984950 SH       DEFINED 12 15 16          0        0  7984950
GENERAL DYNAMICS CORP          COM              369550108    52327  1051810 SH       DEFINED 19 20 21          0        0  1051810
GENERAL DYNAMICS CORP          COM              369550108   160085  3217800 SH       DEFINED 22 23 27          0        0  3217800
GENERAL DYNAMICS CORP          COM              369550108    21353   429220 SH       DEFINED 28 29 30          0        0   429220
GENERAL DYNAMICS CORP          COM              369550108    10875   218600 SH       DEFINED 32 34             0        0   218600
GENERAL DYNAMICS CORP          COM              369550108       18      387 SH       DEFINED 37              387        0        0
GENERAL DYNAMICS CORP          COM              369550108   120412  2420353 SH       DEFINED 03          2003953        0   416400
GENERAL ELEC CO                COM              369604103   785403  5061000 SH       DEFINED 02 04 05          0        0  5061000
GENERAL ELEC CO                COM              369604103  1425553  9186008 SH       DEFINED 06 07 08          0        0  9186008
GENERAL ELEC CO                COM              369604103  6164218 39721100 SH       DEFINED 09 10 11          0        0 39721100
GENERAL ELEC CO                COM              369604103   781317  5034670 SH       DEFINED 12 13 15          0        0  5034670
GENERAL ELEC CO                COM              369604103  4006143 25814860 SH       DEFINED 16 18 19          0        0 25814860
GENERAL ELEC CO                COM              369604103  1282714  8265580 SH       DEFINED 22 23 26          0        0  8265580
GENERAL ELEC CO                COM              369604103  1681071 10832520 SH       DEFINED 27 28 30          0        0 10832520
GENERAL ELEC CO                COM              369604103   136735   881100 SH       DEFINED 31 32 34          0        0   881100
GENERAL ELEC CO                COM              369604103    14398    92199 SH       DEFINED 37            92199        0        0
GENERAL ELEC CO                COM              369604103  1406322  9062088 SH       DEFINED 03          7111819        0  1950269
GENERAL GROWTH PPTYS INC       COM              370021107     6443   211700 SH       DEFINED 35                0        0   211700
GENERAL GROWTH PPTYS INC       COM              370021107    15045   494300 SH       DEFINED 03           494300        0        0
GENERAL MLS INC                COM              370334104    18540   512358 SH       DEFINED 08 10 15          0        0   512358
GENERAL MLS INC                COM              370334104    61786  1707400 SH       DEFINED 20 32             0        0  1707400
GENERAL MLS INC                COM              370334104     8574   236951 SH       DEFINED 37 03        236951        0        0
GENERAL MTRS CORP              COM              370442105    82762   999400 SH       DEFINED 02 05 06          0        0   999400
GENERAL MTRS CORP              COM              370442105    66403   801855 SH       DEFINED 07 08 09          0        0   801855
GENERAL MTRS CORP              COM              370442105   480453  5801700 SH       DEFINED 10 11 12          0        0  5801700
GENERAL MTRS CORP              COM              370442105   146904  1773938 SH       DEFINED 15 16 18          0        0  1773938
GENERAL MTRS CORP              COM              370442105    58654   708280 SH       DEFINED 19 20 22          0        0   708280
GENERAL MTRS CORP              COM              370442105    15212   183700 SH       DEFINED 27 28 30          0        0   183700
GENERAL MTRS CORP              COM              370442105    10628   128350 SH       DEFINED 32 34             0        0   128350
GENERAL MTRS CORP              COM              370442105      328     3977 SH       DEFINED 37             3977        0        0
GENERAL MTRS CORP              COM              370442105   103981  1255624 SH       DEFINED 03          1176524        0    79100
GENERAL MTRS CORP              CL H NEW         370442832    19608   157500 SH       DEFINED 06 09 15          0        0   157500
GENERAL MTRS CORP              CL H NEW         370442832   215136  1728000 SH       DEFINED 16 20 28          0        0  1728000
GENERAL MTRS CORP              CL H NEW         370442832    42504   341400 SH       DEFINED 30 32             0        0   341400
GENERAL MTRS CORP              CL H NEW         370442832     2260    18166 SH       DEFINED 37 03         16866        0     1300
GENERAL SEMICONDUCTOR INC      COM              370787103    57701  3345000 SH       DEFINED 07 28             0        0  3345000
GENERAL SEMICONDUCTOR INC      COM              370787103     4916   285000 SH       DEFINED 03           285000        0        0
GENESCO INC                    COM              371532102      590    45000 SH       DEFINED 26                0        0    45000
GENESCO INC                    COM              371532102     3882   295800 SH       DEFINED 03           295800        0        0
GENESEE & WYO INC              CL A             371559105     6824   440300 SH       DEFINED 07 28             0        0   440300
GENTEX CORP                    COM              371901109    16913   456350 SH       DEFINED 15 20 32          0        0   456350
GENTEX CORP                    COM              371901109       55     1500 SH       DEFINED 34                0        0     1500
GENTEX CORP                    COM              371901109     8068   217700 SH       DEFINED 03           217700        0        0
GENLYTE GROUP INC              COM              372302109    13932   714500 SH       DEFINED 07                0        0   714500
GENOME THERAPEUTICS CORP       COM              372430108     2565   108900 SH       DEFINED 15                0        0   108900
GENZYME TRANSGENICS CORP       COM              37246E105      146     7300 SH       DEFINED 02                0        0     7300
GEON CO                        COM              37246W105    43872  2040600 SH       DEFINED 12 15 20          0        0  2040600
GEON CO                        COM              37246W105     2283   106200 SH       DEFINED 32                0        0   106200
GEON CO                        COM              37246W105     7802   362900 SH       DEFINED 03             3600        0   359300
GENUINE PARTS CO               COM              372460105     3207   134363 SH       DEFINED 37 03        134363        0        0
GENZYME CORP                   SB NT CV 5.25%05 372917AF1     3424  2370000 PRN      DEFINED 11                0        0        0
GENZYME CORP                   COM GENL DIV     372917104    24390   486600 SH       DEFINED 02 11 12          0        0   486600
GENZYME CORP                   COM GENL DIV     372917104   171936  3430160 SH       DEFINED 13 15 22          0        0  3430160
GENZYME CORP                   COM GENL DIV     372917104    29147   581500 SH       DEFINED 28 34             0        0   581500
GENZYME CORP                   COM GENL DIV     372917104     6932   138314 SH       DEFINED 37 03        138314        0        0
GENZYME CORP                   COM SURG PRODS   372917609        1      152 SH       DEFINED 03              101        0       51
GEORGIA GULF CORP              COM PAR $0.01    373200203    12056   463700 SH       DEFINED 02 07 12          0        0   463700
GEORGIA GULF CORP              COM PAR $0.01    373200203       70     2700 SH       DEFINED 28                0        0     2700
GEORGIA GULF CORP              COM PAR $0.01    373200203     2532    97400 SH       DEFINED 03            97400        0        0
GEORGIA PAC CORP               COM GA PAC GRP   373298108    23112   584200 SH       DEFINED 02 09 12          0        0   584200
GEORGIA PAC CORP               COM GA PAC GRP   373298108    24022   607213 SH       DEFINED 15 18 22          0        0   607213
GEORGIA PAC CORP               COM GA PAC GRP   373298108     4541   114800 SH       DEFINED 28 32 34          0        0   114800
GEORGIA PAC CORP               COM GA PAC GRP   373298108       11      300 SH       DEFINED 37              300        0        0
GEORGIA PAC CORP               COM GA PAC GRP   373298108    18149   458766 SH       DEFINED 03           411966        0    46800
GEORGIA PAC CORP               COM-TIMBER GRP   373298702      246     9600 SH       DEFINED 15                0        0     9600
GEORGIA PAC CORP               COM-TIMBER GRP   373298702      262    10250 SH       DEFINED 37 03         10250        0        0
GERBER SCIENTIFIC INC          COM              373730100     1425    73800 SH       DEFINED 26                0        0    73800
GETTHERE COM INC               COM              374266104      201    13100 SH       DEFINED 22 28             0        0    13100
GETTY IMAGES INC               SB NT CV 144A 07 374276AD5     5573  7000000 PRN      DEFINED 11                0        0        0
GETTY IMAGES INC               COM              374276103    19855   552500 SH       DEFINED 20 28 32          0        0   552500
GETTY IMAGES INC               COM              374276103     7104   197700 SH       DEFINED 03           197700        0        0
GIANT INDS INC                 COM              374508109     4028   447600 SH       DEFINED 07                0        0   447600
GILEAD SCIENCES INC            COM              375558103    11764   185640 SH       DEFINED 02 05 09          0        0   185640
GILEAD SCIENCES INC            COM              375558103   164118  2589645 SH       DEFINED 13 15 26          0        0  2589645
GILEAD SCIENCES INC            COM              375558103     3206    50600 SH       DEFINED 28 30 34          0        0    50600
GILEAD SCIENCES INC            COM              375558103     8964   141447 SH       DEFINED 03           127747        0    13700
GILLETTE CO                    COM              375766102    48055  1275100 SH       DEFINED 02 05 07          0        0  1275100
GILLETTE CO                    COM              375766102   390490 10361271 SH       DEFINED 08 09 10          0        0 10361271
GILLETTE CO                    COM              375766102   343299  9109096 SH       DEFINED 13 15 16          0        0  9109096
GILLETTE CO                    COM              375766102    34921   926590 SH       DEFINED 19 22 26          0        0   926590
GILLETTE CO                    COM              375766102     7915   210020 SH       DEFINED 28 34             0        0   210020
GILLETTE CO                    COM              375766102      470    12528 SH       DEFINED 37            12528        0        0
GILLETTE CO                    COM              375766102    88401  2345654 SH       DEFINED 03          1788094        0   557560
GILDAN ACTIVEWEAR INC          SUB VTG SHS A    375916103    42297  1319800 SH       DEFINED 02 21 26          0        0  1319800
GLAMIS GOLD LTD                COM              376775102     3061  1760800 SH       DEFINED 15                0        0  1760800
GLAMIS GOLD LTD                COM              376775102      637   340200 SH       DEFINED 03           340200        0        0
GLATFELTER P H CO              COM              377316104       58     5500 SH       DEFINED 15                0        0     5500
GLAXO WELLCOME PLC             SPONSORED ADR    37733W105    78036  1361600 SH       DEFINED 13 19 21          0        0  1361600
GLAXO WELLCOME PLC             SPONSORED ADR    37733W105       80     1400 SH       DEFINED 37             1400        0        0
GLENBOROUGH RLTY TR INC        COM              37803P105     9457   652270 SH       DEFINED 12 28 32          0        0   652270
GLENBOROUGH RLTY TR INC        COM              37803P105     4653   320900 SH       DEFINED 35                0        0   320900
GLENBOROUGH RLTY TR INC        COM              37803P105    16110  1111100 SH       DEFINED 03          1097600        0    13500
GLENBOROUGH RLTY TR INC        PFD CV SER A%    37803P204      838    56400 SH       DEFINED 33                0        0    56400
GLOBAL INDS LTD                COM              379336100    14376   983000 SH       DEFINED 15                0        0   983000
GLOBAL INDS LTD                COM              379336100     9147   625500 SH       DEFINED 03           625500        0        0
GLOBAL MARINE INC              COM              379352404   133018  5242100 SH       DEFINED 02 09 11          0        0  5242100
GLOBAL MARINE INC              COM              379352404   147215  5801600 SH       DEFINED 13 15 20          0        0  5801600
GLOBAL MARINE INC              COM              379352404    19886   783720 SH       DEFINED 28 30 32          0        0   783720
GLOBAL MARINE INC              COM              379352404     2080    82000 SH       DEFINED 34                0        0    82000
GLOBAL MARINE INC              COM              379352404   142808  5628000 SH       DEFINED 37 03       5628000        0        0
GLOBAL TELESYSTEMS GROUP       COM              37936U104     6160   300500 SH       DEFINED 03                0        0   300500
GLOBECOMM SYSTEMS INC          COM              37956X103    18681   700000 SH       DEFINED 09 15 34          0        0   700000
GLOBIX CORP                    COM              37957F101     4514   118400 SH       DEFINED 02 15 34          0        0   118400
GLOBIX CORP                    COM              37957F101      472    12400 SH       DEFINED 03            12400        0        0
GLOBESPAN INC                  COM              379571102   156107  1531400 SH       DEFINED 05 15 26          0        0  1531400
GLOBESPAN INC                  COM              379571102    24954   244800 SH       DEFINED 28 34             0        0   244800
GLOBESPAN INC                  COM              379571102     7074    69400 SH       DEFINED 03            35100        0    34300
GOLD FIELDS SO AFR NEW         SPONSORED ADR    380597500      170    73700 SH       DEFINED 15                0        0    73700
GOLDCORP INC NEW               CL A SUB VTG     380956102    14567  2385300 SH       DEFINED 15                0        0  2385300
GOLDCORP INC NEW               CL A SUB VTG     380956102      855   136800 SH       DEFINED 03           136800        0        0
GOLDEN ST BANCORP INC          COM              381197102     4325   289592 SH       DEFINED 15 36             0        0   289592
GOLDEN ST BANCORP INC          COM              381197102      690    46200 SH       DEFINED 03            46200        0        0
GOLDEN ST BANCORP INC          WT EXP  000000   381197136      122    91100 SH       DEFINED 02 36             0        0    91100
GOLDEN ST VINTNERS INC         CL B             38121K208     1703   378500 SH       DEFINED 28                0        0   378500
GOLDEN WEST FINL CORP DEL      COM              381317106    45602  1462200 SH       DEFINED 02 09 15          0        0  1462200
GOLDEN WEST FINL CORP DEL      COM              381317106   189286  6069310 SH       DEFINED 19 20 28          0        0  6069310
GOLDEN WEST FINL CORP DEL      COM              381317106    58071  1862020 SH       DEFINED 30 32 34          0        0  1862020
GOLDEN WEST FINL CORP DEL      COM              381317106    11472   367884 SH       DEFINED 37 03        365884        0     2000
GOLDMAN SACHS GROUP INC        COM              38141G104    76331   726100 SH       DEFINED 02 05 10          0        0   726100
GOLDMAN SACHS GROUP INC        COM              38141G104    36629   348600 SH       DEFINED 12 15 23          0        0   348600
GOLDMAN SACHS GROUP INC        COM              38141G104    13371   127200 SH       DEFINED 26 28 34          0        0   127200
GOLDMAN SACHS GROUP INC        COM              38141G104    11377   108228 SH       DEFINED 37 03         62528        0    45700
GOLF TR AMER INC               COM              38168B103     5844   354200 SH       DEFINED 35                0        0   354200
GOLF TR AMER INC               COM              38168B103    10000   606100 SH       DEFINED 03           606100        0        0
GOOD GUYS INC                  COM              382091106     6119  1483600 SH       DEFINED 20 32             0        0  1483600
GOODRICH B F CO                COM              382388106     2331    81270 SH       DEFINED 15 34             0        0    81270
GOODRICH B F CO                COM              382388106     9861   343784 SH       DEFINED 37 03        343784        0        0
GOODRICH PETE CORP             PFD CONV SER A   382410207      299    52000 SH       DEFINED 07                0        0    52000
GOODYEAR TIRE & RUBR CO        COM              382550101      699    30000 SH       DEFINED 12                0        0    30000
GOODYEAR TIRE & RUBR CO        COM              382550101     2986   128126 SH       DEFINED 37 03        118126        0    10000
GOTO COM INC                   COM              38348T107    15303   372700 SH       DEFINED 05 26 28          0        0   372700
GOTO COM INC                   COM              38348T107     2907    70800 SH       DEFINED 03            33200        0    37600
GO2NET INC                     COM              383486107    85944  1066800 SH       DEFINED 20 26 32          0        0  1066800
GRACE W R & CO DEL NEW         COM              38388F108    40324  3178300 SH       DEFINED 02 12 26          0        0  3178300
GRACE W R & CO DEL NEW         COM              38388F108     8487   668983 SH       DEFINED 03            54183        0   614800
GRACO INC                      COM              384109104     2293    79100 SH       DEFINED 03            79100        0        0
GRAINGER W W INC               COM              384802104     5658   104300 SH       DEFINED 11 13 15          0        0   104300
GRAINGER W W INC               COM              384802104    16275   300000 SH       DEFINED 20 32             0        0   300000
GRAINGER W W INC               COM              384802104     5450   100479 SH       DEFINED 37 03         97179        0     3300
GRANITE CONSTR INC             COM              387328107     1620    60000 SH       DEFINED 23                0        0    60000
GRANITE CONSTR INC             COM              387328107     5292   196000 SH       DEFINED 03           196000        0        0
GREAT ATLANTIC & PAC TEA INC   COM              390064103      564    28965 SH       DEFINED 03            28965        0        0
GREAT LAKES CHEM CORP          COM              390568103    96675  2843400 SH       DEFINED 07 09 12          0        0  2843400
GREAT LAKES CHEM CORP          COM              390568103    36645  1077800 SH       DEFINED 15 22             0        0  1077800
GREAT LAKES CHEM CORP          COM              390568103        3      120 SH       DEFINED 37              120        0        0
GREAT LAKES CHEM CORP          COM              390568103    10915   321051 SH       DEFINED 03            88051        0   233000
GREAT PLAINS SOFTWARE          COM              39119E105     7088   132800 SH       DEFINED 15                0        0   132800
GREATER BAY BANCORP            COM              391648102     1380    34300 SH       DEFINED 02 26             0        0    34300
GREATER CHINA FD INC           COM              39167B102     1313   154500 SH       DEFINED 19 21             0        0   154500
GREEN MOUNTAIN PWR CORP        COM              393154109      525    78600 SH       DEFINED 07                0        0    78600
GREENPOINT FINL CORP           COM              395384100     1615    82300 SH       DEFINED 15                0        0    82300
GREY WOLF INC                  COM              397888108    16482  4186100 SH       DEFINED 09 28 30          0        0  4186100
GRIFFON CORP                   COM              398433102    20859  2670000 SH       DEFINED 07                0        0  2670000
GROUP 1 AUTOMOTIVE INC         COM              398905109       81     7000 SH       DEFINED 03             7000        0        0
GROUPE CGI INC                 CL A SUB VTG     39945C109    45427  3287900 SH       DEFINED 02                0        0  3287900
GRUPO RADIO CENTRO S A DE C V  SPONSORED ADR    40049C102    12026   895000 SH       DEFINED 19 21             0        0   895000
GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206   133898  1969100 SH       DEFINED 02 05 06          0        0  1969100
GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206    38943   572700 SH       DEFINED 07 10 12          0        0   572700
GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206   195866  2880395 SH       DEFINED 19 20 21          0        0  2880395
GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206    32340   475600 SH       DEFINED 22 23 26          0        0   475600
GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206    28247   415400 SH       DEFINED 28 32             0        0   415400
GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206    10676   157000 SH       DEFINED 03            60400        0    96600
GTECH HLDGS CORP               COM              400518106    11124   599300 SH       DEFINED 02 12 15          0        0   599300
GTECH HLDGS CORP               COM              400518106       16      900 SH       DEFINED 34                0        0      900
GTECH HLDGS CORP               COM              400518106     1772    95500 SH       DEFINED 03             6800        0    88700
GUCCI GROUP N V                COM NY REG       401566104     5549    62400 SH       DEFINED 19 21             0        0    62400
GUIDANT CORP                   COM              401698105    13925   236774 SH       DEFINED 02 06 08          0        0   236774
GUIDANT CORP                   COM              401698105   133798  2275000 SH       DEFINED 10 12 13          0        0  2275000
GUIDANT CORP                   COM              401698105   212095  3606302 SH       DEFINED 15 16 20          0        0  3606302
GUIDANT CORP                   COM              401698105    72977  1240849 SH       DEFINED 22 28 31          0        0  1240849
GUIDANT CORP                   COM              401698105    32149   546638 SH       DEFINED 32 34             0        0   546638
GUIDANT CORP                   COM              401698105    35289   600113 SH       DEFINED 37 03        505313        0    94800
GUILFORD PHARMACEUTICALS INC   COM              401829106     1685    72500 SH       DEFINED 15                0        0    72500
GUITAR CTR MGMT INC            COM              402040109     3553   310700 SH       DEFINED 20 32             0        0   310700
GULF CDA RES LTD               ORD              40218L305      378   102400 SH       DEFINED 02 15 19          0        0   102400
GULF CDA RES LTD               ORD              40218L305    11090  3004100 SH       DEFINED 21 34             0        0  3004100
GULF ISLAND FABRICATION INC    COM              402307102     1235    84500 SH       DEFINED 07                0        0    84500
H & Q HEALTHCARE FD            SH BEN INT       404052102       18      684 SH       DEFINED 37              684        0        0
HCC INS HLDGS INC              COM              404132102    20253  1528600 SH       DEFINED 02 07 15          0        0  1528600
HCC INS HLDGS INC              COM              404132102     2628   198400 SH       DEFINED 26 34             0        0   198400
HCC INS HLDGS INC              COM              404132102     5497   414900 SH       DEFINED 03           414900        0        0
HNC SOFTWARE INC               COM              40425P107      453     6300 SH       DEFINED 03             6300        0        0
HPSC INC                       COM              404264103      728    92500 SH       DEFINED 07                0        0    92500
HPSC INC                       COM              404264103      442    56200 SH       DEFINED 03            56200        0        0
HSB GROUP INC                  COM              40428N109      695    24050 SH       DEFINED 03            24050        0        0
HSBC HLDGS PLC                 SPON ADR NEW     404280406        5       90 SH       DEFINED 37               90        0        0
HS RES INC                     COM              404297103     1175    55600 SH       DEFINED 02 23 26          0        0    55600
HADCO CORP                     COM              404681108     9771   151200 SH       DEFINED 09 26 28          0        0   151200
HADCO CORP                     COM              404681108      103     1600 SH       DEFINED 30                0        0     1600
HAEMONETICS CORP               COM              405024100     7564   336200 SH       DEFINED 03           336200        0        0
HALLIBURTON CO                 COM              406216101    54437  1327741 SH       DEFINED 02 04 05          0        0  1327741
HALLIBURTON CO                 COM              406216101   478584 11672794 SH       DEFINED 07 08 09          0        0 11672794
HALLIBURTON CO                 COM              406216101   521216 12712600 SH       DEFINED 10 12 13          0        0 12712600
HALLIBURTON CO                 COM              406216101    74309  1812437 SH       DEFINED 15 16 19          0        0  1812437
HALLIBURTON CO                 COM              406216101   292519  7134619 SH       DEFINED 21 22 23          0        0  7134619
HALLIBURTON CO                 COM              406216101   277060  6757580 SH       DEFINED 26 27 28          0        0  6757580
HALLIBURTON CO                 COM              406216101    30840   752200 SH       DEFINED 29 30 34          0        0   752200
HALLIBURTON CO                 COM              406216101      165     4055 SH       DEFINED 37             4055        0        0
HALLIBURTON CO                 COM              406216101   124227  3029934 SH       DEFINED 03          2012834        0  1017100
HALLWOOD ENERGY CORP DEL       COM              40636X105     1854   423928 SH       DEFINED 07                0        0   423928
HAMILTON BANCORP INC FLA       COM              407013101     1148    73500 SH       DEFINED 07                0        0    73500
HAMPSHIRE GROUP LTD            COM              408859106     4756   388300 SH       DEFINED 07                0        0   388300
JOHN HANCOCK BK &THRIFT OPP FD SH BEN INT       409735107        5      808 SH       DEFINED 37              808        0        0
HANCOCK JOHN FINL SVCS INC     COM              41014S106    90312  5000000 SH       DEFINED 10                0        0  5000000
HANDLEMAN CO DEL               COM              410252100     9940  1120000 SH       DEFINED 12 28             0        0  1120000
HANDLEMAN CO DEL               COM              410252100     6127   690400 SH       DEFINED 03           690400        0        0
HANNA M A CO                   COM              410522106    29342  2593800 SH       DEFINED 09 12 15          0        0  2593800
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HANNAFORD BROS CO              COM              410550107       12      180 SH       DEFINED 37              180        0        0
HANOVER COMPRESSOR CO          COM              410768105    14446   254000 SH       DEFINED 02 09 15          0        0   254000
HANOVER COMPRESSOR CO          COM              410768105    18347   322600 SH       DEFINED 20 28 30          0        0   322600
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HANOVER COMPRESSOR CO          COM              410768105    13485   237100 SH       DEFINED 03           237100        0        0
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HARBINGER CORP                 COM              41145C103      632    21700 SH       DEFINED 03            21700        0        0
HARCOURT GEN INC               COM              41163G101    48037  1289600 SH       DEFINED 02 08 10          0        0  1289600
HARCOURT GEN INC               COM              41163G101     1208    32450 SH       DEFINED 15 34             0        0    32450
HARCOURT GEN INC               COM              41163G101     3145    84444 SH       DEFINED 37 03         84444        0        0
HARDINGE INC                   COM              412324303     2439   238000 SH       DEFINED 07 28             0        0   238000
HARLAND JOHN H CO              COM              412693103    34759  2574800 SH       DEFINED 12 26 03          0        0  2574800
HARLEY DAVIDSON INC            COM              412822108    11914   150100 SH       DEFINED 02 12 15          0        0   150100
HARLEY DAVIDSON INC            COM              412822108   237054  2986510 SH       DEFINED 20 22 28          0        0  2986510
HARLEY DAVIDSON INC            COM              412822108    31313   394500 SH       DEFINED 32 34             0        0   394500
HARLEY DAVIDSON INC            COM              412822108     9346   117777 SH       DEFINED 37 03        117777        0        0
HARLEYSVILLE NATL CORP PA      COM              412850109       54     2000 SH       DEFINED 07                0        0     2000
HARMAN INTL INDS INC           COM              413086109   126198  2103300 SH       DEFINED 02 20 32          0        0  2103300
HARMAN INTL INDS INC           COM              413086109     2166    36100 SH       DEFINED 03            36100        0        0
HARMONIC INC                   COM              413160102   206509  2480600 SH       DEFINED 02 13 32          0        0  2480600
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HARRIS CORP DEL                COM              413875105     2319    67100 SH       DEFINED 03            67100        0        0
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HARTE-HANKS INC                COM              416196103    20390   898750 SH       DEFINED 20 28 32          0        0   898750
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HARTE-HANKS INC                COM              416196103     6475   285400 SH       DEFINED 03           285400        0        0
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HASBRO INC                     COM              418056107     6682   405000 SH       DEFINED 28                0        0   405000
HASBRO INC                     COM              418056107     2411   146167 SH       DEFINED 03           146167        0        0
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HAVERTY FURNITURE INC          COM              419596101      637    60000 SH       DEFINED 26                0        0    60000
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HEARST-ARGYLE TELEVISION INC   COM              422317107     2363   101100 SH       DEFINED 02 07 15          0        0   101100
HEARST-ARGYLE TELEVISION INC   COM              422317107       16      700 SH       DEFINED 34                0        0      700
HEARTLAND EXPRESS INC          COM              422347104       80     5700 SH       DEFINED 02                0        0     5700
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HEIDRICK & STRUGGLES INTL INC  COM              422819102     2953    73600 SH       DEFINED 03            73600        0        0
HEILIG MEYERS CO               COM              422893107     4750  1206500 SH       DEFINED 12 28 03          0        0  1206500
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HELIX TECHNOLOGY CORP          COM              423319102     5183    86300 SH       DEFINED 26 32             0        0    86300
HELIX TECHNOLOGY CORP          COM              423319102       36      600 SH       DEFINED 03              600        0        0
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HENRY JACK & ASSOC INC         COM              426281101    11785   319600 SH       DEFINED 03           319600        0        0
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HERSHEY FOODS CORP             COM              427866108      341     7000 SH       DEFINED 15                0        0     7000
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HI / FN INC                    COM              428358105     4814    74000 SH       DEFINED 09 28 30          0        0    74000
HIBBETT SPORTING GOODS INC     COM              428565105    13211   642500 SH       DEFINED 26                0        0   642500
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HOME DEPOT INC                 COM              437076102   304065  4714200 SH       DEFINED 02 04 05          0        0  4714200
HOME DEPOT INC                 COM              437076102  3461512 53666856 SH       DEFINED 06 07 10          0        0 53666856
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HON INDS INC                   COM              438092108     2799   108700 SH       DEFINED 12                0        0   108700
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HOT TOPIC INC                  COM              441339108     2100    60000 SH       DEFINED 26                0        0    60000
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HOTJOBS COM INC                COM              441474103     2312    91600 SH       DEFINED 03            91600        0        0
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HOWELL CORP                    COM              443051107      136    20000 SH       DEFINED 26                0        0    20000
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HOWMET INTERNATIONAL           COM              443208103     3859   191200 SH       DEFINED 03           191200        0        0
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HUGHES SUPPLY INC              COM              444482103    10490   676800 SH       DEFINED 07                0        0   676800
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HUMAN GENOME SCIENCES INC      SB NT CV 144A 07 444903AG3     4200  7000000 PRN      DEFINED 11                0        0        0
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HUNT J B TRANS SVCS INC        COM              445658107       34     2500 SH       DEFINED 15                0        0     2500
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HUNTINGTON BANCSHARES INC      COM              446150104     3879   173377 SH       DEFINED 03           173377        0        0
HURCO COMPANIES INC            COM              447324104     1274   364028 SH       DEFINED 07                0        0   364028
HUSSMANN INTL INC              COM              448110106    10907   859700 SH       DEFINED 12 03             0        0   859700
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IBP INC                        COM              449223106      163    10400 SH       DEFINED 02 15 34          0        0    10400
IBP INC                        COM              449223106        4      330 SH       DEFINED 37              330        0        0
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ICG COMMUNICATIONS INC         COM              449246107     8839   244700 SH       DEFINED 03           244700        0        0
ICOS CORP                      COM              449295104    17802   492800 SH       DEFINED 15                0        0   492800
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ICU MED INC                    COM              44930G107    14403   800200 SH       DEFINED 07                0        0   800200
ICU MED INC                    COM              44930G107      304    16900 SH       DEFINED 03            16900        0        0
IDEC PHARMACEUTICALS CORP      COM              449370105    37000   376600 SH       DEFINED 02 09 11          0        0   376600
IDEC PHARMACEUTICALS CORP      COM              449370105   254450  2589828 SH       DEFINED 13 15 21          0        0  2589828
IDEC PHARMACEUTICALS CORP      COM              449370105     6998    71228 SH       DEFINED 28 30 34          0        0    71228
IDEC PHARMACEUTICALS CORP      COM              449370105    14806   150700 SH       DEFINED 03           150700        0        0
I D SYSTEMS INC                COM              449489103     1465   175000 SH       DEFINED 26                0        0   175000
IDX SYS CORP                   COM              449491109      188     6900 SH       DEFINED 15                0        0     6900
IFR SYSTEMS INC                COM              449507102      118    19400 SH       DEFINED 03            19400        0        0
IFX CORP                       COM NEW          449518208      423    12000 SH       DEFINED 04                0        0    12000
IHOP CORP                      COM              449623107    27860  1990000 SH       DEFINED 07                0        0  1990000
IMC GLOBAL INC                 COM              449669100    64063  4361800 SH       DEFINED 09 13 15          0        0  4361800
IMC GLOBAL INC                 COM              449669100   101918  6939100 SH       DEFINED 16 22 03     443800        0  6495300
IMCO RECYCLING INC             COM              449681105      407    36800 SH       DEFINED 15                0        0    36800
IMS HEALTH INC                 COM              449934108     6327   373580 SH       DEFINED 02 05 06          0        0   373580
IMS HEALTH INC                 COM              449934108    19639  1159500 SH       DEFINED 07 13 15          0        0  1159500
IMS HEALTH INC                 COM              449934108   191707 11318553 SH       DEFINED 16 20 23          0        0 11318553
IMS HEALTH INC                 COM              449934108    11685   689947 SH       DEFINED 28 30 32          0        0   689947
IMS HEALTH INC                 COM              449934108     3331   196700 SH       DEFINED 34                0        0   196700
IMS HEALTH INC                 COM              449934108    21714  1282042 SH       DEFINED 37 03        951642        0   330400
IRSA INVERSIONERS Y REP S A    GLOBL DEP RCPT   450047204     1581    50623 SH       DEFINED 02 19 21          0        0    50623
ISS GROUP INC                  COM              450306105     4927    42300 SH       DEFINED 03                0        0    42300
I-STAT CORP                    COM              450312103    28515  1789200 SH       DEFINED 26 28             0        0  1789200
I-STAT CORP                    COM              450312103     4154   260700 SH       DEFINED 03           260700        0        0
ITT EDUCATIONAL SERVICES INC   COM              45068B109     2960   185000 SH       DEFINED 26                0        0   185000
ITXC CORP                      COM              45069F109     8824   187500 SH       DEFINED 04 09 10          0        0   187500
ITXC CORP                      COM              45069F109   104535  2221200 SH       DEFINED 13 15 20          0        0  2221200
ITXC CORP                      COM              45069F109    11031   234400 SH       DEFINED 22 23 28          0        0   234400
ITXC CORP                      COM              45069F109     4894   104010 SH       DEFINED 30 32 34          0        0   104010
IBASIS INC                     SB NT CV 5.75%05 450732AA0     4585  7000000 PRN      DEFINED 11                0        0        0
IBASIS INC                     COM              450732102    80207  1953300 SH       DEFINED 10 13 15          0        0  1953300
IBASIS INC                     COM              450732102    42885  1044400 SH       DEFINED 16 22 28          0        0  1044400
IBASIS INC                     COM              450732102     1194    29100 SH       DEFINED 34                0        0    29100
IBASIS INC                     COM              450732102      328     8000 SH       DEFINED 03             8000        0        0
ITT INDS INC IND               COM              450911102    41853  1347400 SH       DEFINED 07 09 12          0        0  1347400
ITT INDS INC IND               COM              450911102    63351  2039500 SH       DEFINED 20 22 32          0        0  2039500
ITT INDS INC IND               COM              450911102        3      117 SH       DEFINED 37              117        0        0
ITT INDS INC IND               COM              450911102    11838   381111 SH       DEFINED 03            73311        0   307800
IDACORP INC                    COM              451107106        0       26 SH       DEFINED 37               26        0        0
IDEX CORP                      COM              45167R104    38558  1415000 SH       DEFINED 07                0        0  1415000
IDEX CORP                      COM              45167R104      682    25050 SH       DEFINED 03            25050        0        0
IDEXX LABS INC                 COM              45168D104      456    19600 SH       DEFINED 15                0        0    19600
IDEXX LABS INC                 COM              45168D104      100     4300 SH       DEFINED 03             4300        0        0
IKON OFFICE SOLUTIONS INC      COM              451713101      700   113163 SH       DEFINED 03           113163        0        0
IDENTIX INC                    COM              451906101     3749   134500 SH       DEFINED 26                0        0   134500
ILEX ONCOLOGY INC              COM              451923106    14553   346500 SH       DEFINED 15                0        0   346500
ILLINOIS TOOL WKS INC          COM              452308109   231035  4181640 SH       DEFINED 05 10 15          0        0  4181640
ILLINOIS TOOL WKS INC          COM              452308109    91891  1663200 SH       DEFINED 16 26 28          0        0  1663200
ILLINOIS TOOL WKS INC          COM              452308109      127     2300 SH       DEFINED 34                0        0     2300
ILLINOIS TOOL WKS INC          COM              452308109    29330   530832 SH       DEFINED 37 03        415132        0   115700
ILLUMINET HLDGS INC            COM              452334105     5964   121150 SH       DEFINED 10 15             0        0   121150
ILOG S A                       SPONSORED ADR    452360100     3207    50100 SH       DEFINED 02 07 19          0        0    50100
ILOG S A                       SPONSORED ADR    452360100    15158   236800 SH       DEFINED 21 22 03          0        0   236800
IMATION CORP                   COM              45245A107     1334    50000 SH       DEFINED 26                0        0    50000
IMATION CORP                   COM              45245A107       35     1320 SH       DEFINED 37 03          1320        0        0
IMAX CORP                      COM              45245E109    54206  2509500 SH       DEFINED 02 26             0        0  2509500
IMAX CORP                      COM              45245E109      332    15400 SH       DEFINED 03            15400        0        0
IMCLONE SYS INC                SUB NT CV 144A05 45245WAA7    14868 17700000 PRN      DEFINED 11                0        0        0
IMCLONE SYS INC                COM              45245W109    17696   230200 SH       DEFINED 02 04 09          0        0   230200
IMCLONE SYS INC                COM              45245W109   128834  1675900 SH       DEFINED 15 16 22          0        0  1675900
IMCLONE SYS INC                COM              45245W109    22216   289000 SH       DEFINED 28 30 34          0        0   289000
IMCLONE SYS INC                COM              45245W109     5388    70100 SH       DEFINED 03            70100        0        0
IMMUNEX CORP NEW               COM              452528102   103181  1626500 SH       DEFINED 02 05 06          0        0  1626500
IMMUNEX CORP NEW               COM              452528102   632275  9966900 SH       DEFINED 09 11 12          0        0  9966900
IMMUNEX CORP NEW               COM              452528102  1415934 22320150 SH       DEFINED 13 15 16          0        0 22320150
IMMUNEX CORP NEW               COM              452528102   562320  8864160 SH       DEFINED 19 20 21          0        0  8864160
IMMUNEX CORP NEW               COM              452528102   130116  2051100 SH       DEFINED 22 23 26          0        0  2051100
IMMUNEX CORP NEW               COM              452528102   212896  3356000 SH       DEFINED 28 30 32          0        0  3356000
IMMUNEX CORP NEW               COM              452528102    25463   401400 SH       DEFINED 34                0        0   401400
IMMUNEX CORP NEW               COM              452528102   373415  5886350 SH       DEFINED 37 03       5335930        0   550420
IMMUNOGEN INC                  COM              45253H101      927    77300 SH       DEFINED 13                0        0    77300
IMMUNOGEN INC                  COM              45253H101     1342   111900 SH       DEFINED 03           111900        0        0
IMPCO TECHNOLOGIES INC         COM              45255W106    11384   299600 SH       DEFINED 07 15 28          0        0   299600
IMPCO TECHNOLOGIES INC         COM              45255W106     2086    54900 SH       DEFINED 03            54900        0        0
IMPERIAL BANCORP               COM              452556103     1466    47300 SH       DEFINED 02 15 34          0        0    47300
IMMUNOMEDICS INC               COM              452907108    21808   844900 SH       DEFINED 15                0        0   844900
IN FOCUS SYS INC               COM              452919103     5520   154800 SH       DEFINED 09 26 28          0        0   154800
IN FOCUS SYS INC               COM              452919103       53     1500 SH       DEFINED 30                0        0     1500
IN FOCUS SYS INC               COM              452919103       17      500 SH       DEFINED 37              500        0        0
IN FOCUS SYS INC               COM              452919103     2327    65000 SH       DEFINED 03                0        0    65000
IMPERIAL OIL LTD               COM NEW          453038408     2643   129320 SH       DEFINED 02 07 15          0        0   129320
IMPERIAL OIL LTD               COM NEW          453038408     1151    55600 SH       DEFINED 34                0        0    55600
IMPERIAL OIL LTD               COM NEW          453038408      128     6194 SH       DEFINED 03             6194        0        0
IMPROVENET INC                 COM              45321E106       14     2000 SH       DEFINED 02 12 15          0        0     2000
IMPROVENET INC                 COM              45321E106       16     2200 SH       DEFINED 23 26 28          0        0     2200
IMPROVENET INC                 COM              45321E106        0      100 SH       DEFINED 34                0        0      100
IMPSAT FIBER NETWORKS INC      COM              45321T103     1489    53200 SH       DEFINED 02 07 13          0        0    53200
IMPSAT FIBER NETWORKS INC      COM              45321T103    13132   469000 SH       DEFINED 19 21 22          0        0   469000
IMPSAT FIBER NETWORKS INC      COM              45321T103     1024    36600 SH       DEFINED 03            33600        0     3000
INACOM CORP                    COM              45323G109      108    39378 SH       DEFINED 03            39378        0        0
INCO LTD                       COM              453258402     7887   431500 SH       DEFINED 02 06 07          0        0   431500
INCO LTD                       COM              453258402    59065  3211800 SH       DEFINED 13 15 21          0        0  3211800
INCO LTD                       COM              453258402    50791  2761900 SH       DEFINED 22 28 34          0        0  2761900
INCO LTD                       COM              453258402     2762   150818 SH       DEFINED 03           150818        0        0
INCYTE PHARMACEUTICALS INC     COM              45337C102    29483   337200 SH       DEFINED 12 15 28          0        0   337200
INDEPENDENCE FED SVGS BK       COM              453432106     1382   120200 SH       DEFINED 07                0        0   120200
INDEPENDENCE HLDG CO NEW       COM NEW          453440307     1376   128000 SH       DEFINED 07                0        0   128000
INDEPENDENT ENERGY HLDGS PLC   SPONSORED ADR    45384X108    34396   766500 SH       DEFINED 02 15 20          0        0   766500
INDEPENDENT ENERGY HLDGS PLC   SPONSORED ADR    45384X108    10298   229500 SH       DEFINED 21 26 32          0        0   229500
INDEPENDENT ENERGY HLDGS PLC   SPONSORED ADR    45384X108     2566    57200 SH       DEFINED 03            57200        0        0
INDIA FD INC                   COM              454089103    13594   799700 SH       DEFINED 02 19 21          0        0   799700
INDIA FD INC                   COM              454089103      555    32700 SH       DEFINED 22 03             0        0    32700
INDIA GROWTH FD INC            COM              454090101     4808   302900 SH       DEFINED 19 21             0        0   302900
INDUSTRI-MATEMATIK INTL CORP   COM              455792101    18234  1338290 SH       DEFINED 02 21             0        0  1338290
INDUSTRIE NATUZZI SPA          ADR              456478106     1185   102500 SH       DEFINED 19 21             0        0   102500
INDYMAC MTG HLDGS INC          COM              456607100     2670   178800 SH       DEFINED 15 34             0        0   178800
INDYMAC MTG HLDGS INC          COM              456607100    17191  1150900 SH       DEFINED 03          1147600        0     3300
INFINEON TECHNOLOGIES AG       SPONSORED ADR    45662N103      212     3700 SH       DEFINED 03             3700        0        0
INFINITY BROADCASTING CP NEW   CL A             45662S102   158258  4888287 SH       DEFINED 02 05 06          0        0  4888287
INFINITY BROADCASTING CP NEW   CL A             45662S102   417015 12880796 SH       DEFINED 07 10 12          0        0 12880796
INFINITY BROADCASTING CP NEW   CL A             45662S102   134640  4158775 SH       DEFINED 13 15 16          0        0  4158775
INFINITY BROADCASTING CP NEW   CL A             45662S102   366491 11320201 SH       DEFINED 20 26 28          0        0 11320201
INFINITY BROADCASTING CP NEW   CL A             45662S102    85297  2634685 SH       DEFINED 30 32 34          0        0  2634685
INFINITY BROADCASTING CP NEW   CL A             45662S102    16942   523306 SH       DEFINED 37 03        266500        0   256806
INET TECHNOLOGIES INC          COM              45662V105     6497   122740 SH       DEFINED 09 28 30          0        0   122740
INFINIUM SOFTWARE INC          COM              45662Y109      786   152500 SH       DEFINED 07                0        0   152500
INFONET SVCS CORP              CL B             45666T106    26492  1170932 SH       DEFINED 02 10 19          0        0  1170932
INFONET SVCS CORP              CL B             45666T106   125970  5567755 SH       DEFINED 20 21 22          0        0  5567755
INFONET SVCS CORP              CL B             45666T106    42340  1871420 SH       DEFINED 28 32 03          0        0  1871420
INFORMIX CORP                  COM              456779107    22047  1301700 SH       DEFINED 13 20 32          0        0  1301700
INFORMIX CORP                  COM              456779107      897    53000 SH       DEFINED 03            53000        0        0
INFOSPACE COM INC              COM              45678T102    22819   156900 SH       DEFINED 02 10 12          0        0   156900
INFOSPACE COM INC              COM              45678T102    71569   492100 SH       DEFINED 15 16 28          0        0   492100
INFOSPACE COM INC              COM              45678T102     8813    60600 SH       DEFINED 30 34             0        0    60600
INFOUSA INC NEW                COM              456818301    29688  3253500 SH       DEFINED 07 15             0        0  3253500
ING GROEP N V                  SPONSORED ADR    456837103        4       80 SH       DEFINED 37               80        0        0
INGERSOLL-RAND CO              COM              456866102    59334  1340890 SH       DEFINED 02 04 05          0        0  1340890
INGERSOLL-RAND CO              COM              456866102   201883  4562340 SH       DEFINED 06 07 09          0        0  4562340
INGERSOLL-RAND CO              COM              456866102   110016  2486250 SH       DEFINED 10 11 12          0        0  2486250
INGERSOLL-RAND CO              COM              456866102   175041  3955740 SH       DEFINED 15 16 18          0        0  3955740
INGERSOLL-RAND CO              COM              456866102    38602   872370 SH       DEFINED 19 22 26          0        0   872370
INGERSOLL-RAND CO              COM              456866102    67102  1516450 SH       DEFINED 27 28 30          0        0  1516450
INGERSOLL-RAND CO              COM              456866102    17983   406400 SH       DEFINED 32 34             0        0   406400
INGERSOLL-RAND CO              COM              456866102       49     1101 SH       DEFINED 37             1101        0        0
INGERSOLL-RAND CO              COM              456866102    71343  1612279 SH       DEFINED 03          1021979        0   590300
INGRAM MICRO INC               CL A             457153104    10762   700000 SH       DEFINED 06                0        0   700000
INGRAM MICRO INC               CL A             457153104        4      300 SH       DEFINED 37              300        0        0
INHALE THERAPEUTIC SYS INC     SUB DB CV 144A06 457191AA2     2427  1000000 PRN      DEFINED 11                0        0        0
INHALE THERAPEUTIC SYS INC     COM              457191104    43299   581200 SH       DEFINED 15 28             0        0   581200
INKTOMI CORP                   COM              457277101   106977   548600 SH       DEFINED 02 05 06          0        0   548600
INKTOMI CORP                   COM              457277101   687589  3526100 SH       DEFINED 07 10 12          0        0  3526100
INKTOMI CORP                   COM              457277101   125073   641400 SH       DEFINED 13 15 16          0        0   641400
INKTOMI CORP                   COM              457277101   118570   608054 SH       DEFINED 22 26 28          0        0   608054
INKTOMI CORP                   COM              457277101     8229    42200 SH       DEFINED 34                0        0    42200
INKTOMI CORP                   COM              457277101    61904   317459 SH       DEFINED 37 03        159679        0   157780
INNKEEPERS USA TR              COM              4576J0104     3696   455000 SH       DEFINED 35                0        0   455000
INNKEEPERS USA TR              COM              4576J0104     4846   596500 SH       DEFINED 03           596500        0        0
INNKEEPERS USA TR              PFD CV A 8.625   4576J0302     5651   334900 SH       DEFINED 33 35 03     147000        0   187900
INSIGHT ENTERPRISES INC        COM              45765U103    10252   281375 SH       DEFINED 02 15             0        0   281375
INSIGHT ENTERPRISES INC        COM              45765U103     4826   132450 SH       DEFINED 03           132450        0        0
INPUT/OUTPUT INC               COM              457652105     6671  1089300 SH       DEFINED 07 15             0        0  1089300
INSITUFORM TECHNOLOGIES INC    CL A             457667103      885    28900 SH       DEFINED 15                0        0    28900
INSITUFORM TECHNOLOGIES INC    CL A             457667103     6477   211500 SH       DEFINED 03           191000        0    20500
INSIGNIA FINL GROUP INC NEW    COM              45767A105      113     8100 SH       DEFINED 09                0        0     8100
INSO CORP                      COM              457674109      140    10400 SH       DEFINED 03            10400        0        0
INSURANCE AUTO AUCTIONS INC    COM              457875102     2754   163200 SH       DEFINED 07 21 26          0        0   163200
INSURANCE AUTO AUCTIONS INC    COM              457875102     5182   307100 SH       DEFINED 28 29             0        0   307100
INSURANCE AUTO AUCTIONS INC    COM              457875102      926    54900 SH       DEFINED 03            54900        0        0
INTEGRATED MEASUREMENT SYS INC COM              457923100     2049   100900 SH       DEFINED 02 26             0        0   100900
INSWEB CORP                    COM              45809K103      233    24300 SH       DEFINED 13                0        0    24300
INSWEB CORP                    COM              45809K103      369    38400 SH       DEFINED 03            38400        0        0
INTEGRAL SYS INC MD            COM              45810H107    15206   337920 SH       DEFINED 09 28 30          0        0   337920
INTEGRATED DEVICE TECHNOLOGY   COM              458118106    49642  1252800 SH       DEFINED 02 12 15          0        0  1252800
INTEGRATED DEVICE TECHNOLOGY   COM              458118106    80724  2037200 SH       DEFINED 16 26 32          0        0  2037200
INTEGRATED DEVICE TECHNOLOGY   COM              458118106    15021   379085 SH       DEFINED 03           253585        0   125500
INTEGRATED SILICON SOLUTION    COM              45812P107    23450   800000 SH       DEFINED 12 28             0        0   800000
INTEL CORP                     COM              458140100   508037  3850590 SH       DEFINED 02 04 05          0        0  3850590
INTEL CORP                     COM              458140100  3116255 23619180 SH       DEFINED 06 07 10          0        0 23619180
INTEL CORP                     COM              458140100  1444187 10946000 SH       DEFINED 12 13 15          0        0 10946000
INTEL CORP                     COM              458140100  3671560 27828030 SH       DEFINED 16 19 20          0        0 27828030
INTEL CORP                     COM              458140100   802575  6083000 SH       DEFINED 21 22 23          0        0  6083000
INTEL CORP                     COM              458140100  1159671  8789550 SH       DEFINED 26 27 28          0        0  8789550
INTEL CORP                     COM              458140100   206952  1568568 SH       DEFINED 29 30 32          0        0  1568568
INTEL CORP                     COM              458140100   135235  1025000 SH       DEFINED 34                0        0  1025000
INTEL CORP                     COM              458140100  1073275  8135249 SH       DEFINED 37 03       6823909        0  1311340
INTER TEL INC                  COM              458372109    25445   929500 SH       DEFINED 02 13             0        0   929500
INTERACTIVE INTELLIGENCE INC   COM              45839M103     5160   120000 SH       DEFINED 13                0        0   120000
INTERCONTINENTAL LIFE CORP     COM              458593100     8782   878200 SH       DEFINED 07                0        0   878200
INTERDIGITAL COMMUNICATIONS CP COM              45866A105     2934   116200 SH       DEFINED 03                0        0   116200
INTERIM SVCS INC               COM              45868P100     1299    70000 SH       DEFINED 13                0        0    70000
INTERIM SVCS INC               COM              45868P100     4733   255000 SH       DEFINED 03           255000        0        0
INTERLEAF INC                  COM NEW          458729209    61137  1300800 SH       DEFINED 13                0        0  1300800
INTERLEAF INC                  COM NEW          458729209      155     3300 SH       DEFINED 03             3300        0        0
INTERLIANT INC                 SB NT CV 144A 05 458742AA1     4020  6000000 PRN      DEFINED 11                0        0        0
INTERMEDIA COMMUNICATIONS INC  COM              458801107    65946  1365000 SH       DEFINED 02 09 10          0        0  1365000
INTERMEDIA COMMUNICATIONS INC  COM              458801107    14755   305414 SH       DEFINED 11 15 22          0        0   305414
INTERMEDIA COMMUNICATIONS INC  COM              458801107     6113   126550 SH       DEFINED 28 30 34          0        0   126550
INTERMEDIA COMMUNICATIONS INC  COM              458801107     2831    58600 SH       DEFINED 03            58600        0        0
INTERMET CORP                  COM              45881K104     1076   118000 SH       DEFINED 07                0        0   118000
INTERNAP NETWORK SVCS CORP     COM              45885A102    19517   424300 SH       DEFINED 02 06 12          0        0   424300
INTERNAP NETWORK SVCS CORP     COM              45885A102    14821   322200 SH       DEFINED 13 15             0        0   322200
INTERNAP NETWORK SVCS CORP     COM              45885A102    73333  1594196 SH       DEFINED 37          1580342        0    13854
INTERNAP NETWORK SVCS CORP     COM              45885A102     4857   105600 SH       DEFINED 03           105600        0        0
INTERNATIONAL BUSINESS MACHS   COM              459200101   229427  1944300 SH       DEFINED 02 05 06          0        0  1944300
INTERNATIONAL BUSINESS MACHS   COM              459200101   228068  1932788 SH       DEFINED 07 08 09          0        0  1932788
INTERNATIONAL BUSINESS MACHS   COM              459200101  1500287 12714300 SH       DEFINED 10 11 12          0        0 12714300
INTERNATIONAL BUSINESS MACHS   COM              459200101   826018  7000160 SH       DEFINED 15 16 19          0        0  7000160
INTERNATIONAL BUSINESS MACHS   COM              459200101   178003  1508500 SH       DEFINED 22 23 26          0        0  1508500
INTERNATIONAL BUSINESS MACHS   COM              459200101   180200  1527122 SH       DEFINED 27 28 30          0        0  1527122
INTERNATIONAL BUSINESS MACHS   COM              459200101    72539   614744 SH       DEFINED 31 32             0        0   614744
INTERNATIONAL BUSINESS MACHS   COM              459200101    10342    87230 SH       DEFINED 37            87230        0        0
INTERNATIONAL BUSINESS MACHS   COM              459200101   366105  3102593 SH       DEFINED 03          2614013        0   488580
INTERNATIONAL FLAVORS&FRAGRANC COM              459506101     2781    79316 SH       DEFINED 03            79316        0        0
INTERNATIONAL HOME FOODS INC   COM              459655106      702    43900 SH       DEFINED 15 26             0        0    43900
INTL PAPER CO                  COM              460146103     6015   140705 SH       DEFINED 12 15 16          0        0   140705
INTL PAPER CO                  COM              460146103     4327   101239 SH       DEFINED 28 31 34          0        0   101239
INTL PAPER CO                  COM              460146103    15397   360316 SH       DEFINED 37 03        357516        0     2800
INTERNATIONAL RECTIFIER CORP   COM              460254105    39974  1048500 SH       DEFINED 02 11 13          0        0  1048500
INTERNATIONAL RECTIFIER CORP   COM              460254105     2908    76300 SH       DEFINED 28 32             0        0    76300
INTERNATIONAL RECTIFIER CORP   COM              460254105     5909   155000 SH       DEFINED 03           155000        0        0
INTERNATIONAL SPEEDWAY CORP    CL A             460335201    10049   223638 SH       DEFINED 02 13 15          0        0   223638
INTERNATIONAL SPEEDWAY CORP    CL A             460335201       13      300 SH       DEFINED 34                0        0      300
INTERNATIONAL SPEEDWAY CORP    CL A             460335201    14901   331616 SH       DEFINED 03           331616        0        0
INTL SPECIALTY PRODS INC NEW   COM              460337108     4727   734300 SH       DEFINED 07                0        0   734300
INTERNEURON PHARMACEUTICALS    COM              460573108     4774  1591600 SH       DEFINED 15                0        0  1591600
INTERNET CAP GROUP INC         COM              46059C106    37100   410800 SH       DEFINED 02 06 10          0        0   410800
INTERNET CAP GROUP INC         COM              46059C106    78485   869040 SH       DEFINED 13 15 28          0        0   869040
INTERNET CAP GROUP INC         COM              46059C106    17340   192000 SH       DEFINED 34                0        0   192000
INTERNET CAP GROUP INC         COM              46059C106     2239    24800 SH       DEFINED 03            21100        0     3700
INTERNET PICTURES CORP         COM              46059S101      800    23579 SH       DEFINED 12 13 28          0        0    23579
INTERNET PICTURES CORP         COM              46059S101      519    15300 SH       DEFINED 03            15300        0        0
INTERPLAY ENTMT CORP           COM              460615107     2695   770000 SH       DEFINED 28                0        0   770000
INTERSIL HLDG CORP             CL A             46069S109    68129  1318100 SH       DEFINED 02 10 13          0        0  1318100
INTERSIL HLDG CORP             CL A             46069S109    51790  1002000 SH       DEFINED 15 16 20          0        0  1002000
INTERSIL HLDG CORP             CL A             46069S109    25988   502800 SH       DEFINED 22 28 32          0        0   502800
INTERSIL HLDG CORP             CL A             46069S109      465     9000 SH       DEFINED 34                0        0     9000
INTERSIL HLDG CORP             CL A             46069S109      429     8300 SH       DEFINED 03             5300        0     3000
INTERPUBLIC GROUP COS INC      SB NT CV  1.8%04 460690AF7     4880  3800000 PRN      DEFINED 11                0        0        0
INTERPUBLIC GROUP COS INC      SB NT CV 144A 06 460690AG5     5506  5500000 PRN      DEFINED 11                0        0        0
INTERPUBLIC GROUP COS INC      COM              460690100    25113   531500 SH       DEFINED 02 07 11          0        0   531500
INTERPUBLIC GROUP COS INC      COM              460690100    30655   648800 SH       DEFINED 12 13 15          0        0   648800
INTERPUBLIC GROUP COS INC      COM              460690100   316893  6706734 SH       DEFINED 16 20 23          0        0  6706734
INTERPUBLIC GROUP COS INC      COM              460690100    47027   995300 SH       DEFINED 28 30 32          0        0   995300
INTERPUBLIC GROUP COS INC      COM              460690100      231     4900 SH       DEFINED 34                0        0     4900
INTERPUBLIC GROUP COS INC      COM              460690100    25367   536827 SH       DEFINED 37 03        516227        0    20600
INTERSTATE BAKERIES CORP DEL   COM              46072H108      210    14800 SH       DEFINED 15                0        0    14800
INTERSTATE HOTELS CORP         COM              46088R108      294    94174 SH       DEFINED 12 28             0        0    94174
INTERTAPE POLYMER GROUP INC    COM              460919103    10464   947900 SH       DEFINED 02                0        0   947900
INTERTAN INC                   COM              461120107      962    70000 SH       DEFINED 26                0        0    70000
INTERTRUST TECHNOLOGIES CORP   COM              46113Q109    28292   665700 SH       DEFINED 11 22 28          0        0   665700
INTERVU INC                    COM              46114R106    68760   764000 SH       DEFINED 10 11 13          0        0   764000
INTERVU INC                    COM              46114R106     2088    23200 SH       DEFINED 28                0        0    23200
INTERVU INC                    COM              46114R106     2502    27800 SH       DEFINED 03            27800        0        0
INTERVOICE-BRITE INC           COM              461142101     7264   251600 SH       DEFINED 09 28 30          0        0   251600
INTEST CORP                    COM              461147100    13609   650000 SH       DEFINED 07                0        0   650000
INTIMATE BRANDS INC            CL A             461156101    60177  1467750 SH       DEFINED 10 15             0        0  1467750
INTIMATE BRANDS INC            CL A             461156101      618    15084 SH       DEFINED 37 03         15084        0        0
INTUIT                         COM              461202103   228886  4209400 SH       DEFINED 02 05 06          0        0  4209400
INTUIT                         COM              461202103   113574  2088720 SH       DEFINED 09 10 13          0        0  2088720
INTUIT                         COM              461202103   398863  7335421 SH       DEFINED 15 16 19          0        0  7335421
INTUIT                         COM              461202103   291368  5358500 SH       DEFINED 20 22 23          0        0  5358500
INTUIT                         COM              461202103   134007  2464510 SH       DEFINED 26 28 30          0        0  2464510
INTUIT                         COM              461202103    62487  1149200 SH       DEFINED 32 34             0        0  1149200
INTUIT                         COM              461202103    94053  1729768 SH       DEFINED 37 03        679708        0  1050060
INVESTMENT TECHNOLOGY GRP NEW  COM              46145F105      979    27800 SH       DEFINED 15                0        0    27800
INVITROGEN CORP                SUB NT CV 144A07 46185RAA8     5915  7000000 PRN      DEFINED 11                0        0        0
INVITROGEN CORP                COM              46185R100      505     8700 SH       DEFINED 13                0        0     8700
INVITROGEN CORP                COM              46185R100      818    14100 SH       DEFINED 03            14100        0        0
INVESTORS FINL SERVICES CORP   COM              461915100       35      600 SH       DEFINED 28                0        0      600
IONICS INC                     COM              462218108      713    27900 SH       DEFINED 15                0        0    27900
IPALCO ENTERPRISES INC         COM              462613100    39089  2004600 SH       DEFINED 06 07 09          0        0  2004600
IPALCO ENTERPRISES INC         COM              462613100    56629  2904100 SH       DEFINED 15 16 18          0        0  2904100
IPALCO ENTERPRISES INC         COM              462613100    10586   542880 SH       DEFINED 28 30 34          0        0   542880
IPALCO ENTERPRISES INC         COM              462613100    10077   516800 SH       DEFINED 37 03        462400        0    54400
IPSCO INC                      COM              462622101    17778  1500000 SH       DEFINED 02                0        0  1500000
IRON MTN INC PA                COM              462846106    19671   577500 SH       DEFINED 12 03             0        0   577500
IROQUOIS BANCORP INC           COM              463347104     3351   106400 SH       DEFINED 07                0        0   106400
ISIS PHARMACEUTICALS INC       COM              464330109     4754   338080 SH       DEFINED 15                0        0   338080
IT GROUP INC                   COM              465266104      528    69900 SH       DEFINED 15                0        0    69900
IT GROUP INC                   COM              465266104     6285   831100 SH       DEFINED 03           831100        0        0
ITALY FD INC                   COM              465395101     5642   293100 SH       DEFINED 19 21             0        0   293100
I2 TECHNOLOGIES INC            SUBNTCV 144A  06 465754AD1     5663  3250000 PRN      DEFINED 11                0        0        0
I2 TECHNOLOGIES INC            COM              465754109    76926   629900 SH       DEFINED 02 12 13          0        0   629900
I2 TECHNOLOGIES INC            COM              465754109   131699  1078398 SH       DEFINED 15 16 20          0        0  1078398
I2 TECHNOLOGIES INC            COM              465754109    50486   413400 SH       DEFINED 28 30 32          0        0   413400
I2 TECHNOLOGIES INC            COM              465754109    14288   117000 SH       DEFINED 34                0        0   117000
I2 TECHNOLOGIES INC            COM              465754109    38314   313700 SH       DEFINED 37 03        313700        0        0
IVAX CORP                      COM              465823102    13129   481800 SH       DEFINED 02 12 28          0        0   481800
IVAX CORP                      COM              465823102     1912    70200 SH       DEFINED 32                0        0    70200
IVEX PACKAGING CORP DEL        COM              465855104       34     4600 SH       DEFINED 15                0        0     4600
IVEX PACKAGING CORP DEL        COM              465855104     3304   436900 SH       DEFINED 03           436900        0        0
IWERKS ENTMT INC               COM NEW          465916203        1      510 SH       DEFINED 03              182        0      328
IXNET INC                      COM              46601C109      119     2600 SH       DEFINED 03             2600        0        0
J & J SNACK FOODS CORP         COM              466032109     1093    55000 SH       DEFINED 07                0        0    55000
JDS UNIPHASE CORP              COM              46612J101   161439  1339052 SH       DEFINED 02 06 09          0        0  1339052
JDS UNIPHASE CORP              COM              46612J101  1019360  8455036 SH       DEFINED 10 12 13          0        0  8455036
JDS UNIPHASE CORP              COM              46612J101   742648  6159864 SH       DEFINED 15 16 19          0        0  6159864
JDS UNIPHASE CORP              COM              46612J101    48020   398300 SH       DEFINED 20 21 22          0        0   398300
JDS UNIPHASE CORP              COM              46612J101   253491  2102572 SH       DEFINED 23 26 28          0        0  2102572
JDS UNIPHASE CORP              COM              46612J101    58668   486620 SH       DEFINED 30 32 34          0        0   486620
JDS UNIPHASE CORP              COM              46612J101   174791  1449804 SH       DEFINED 37 03        840444        0   609360
JDA SOFTWARE GROUP INC         COM              46612K108    14551   995000 SH       DEFINED 07 26             0        0   995000
JDA SOFTWARE GROUP INC         COM              46612K108     6755   461900 SH       DEFINED 03           461900        0        0
JLM COUTURE INC                COM              46621E101      453   181500 SH       DEFINED 07                0        0   181500
JABIL CIRCUIT INC              COM              466313103    47064  1088200 SH       DEFINED 02 05 06          0        0  1088200
JABIL CIRCUIT INC              COM              466313103   225436  5212400 SH       DEFINED 09 11 15          0        0  5212400
JABIL CIRCUIT INC              COM              466313103    13021   301080 SH       DEFINED 19 28 30          0        0   301080
JABIL CIRCUIT INC              COM              466313103    12447   287800 SH       DEFINED 34                0        0   287800
JABIL CIRCUIT INC              COM              466313103    21563   498580 SH       DEFINED 37 03        172580        0   326000
JACK IN THE BOX INC            COM              466367109     7642   358600 SH       DEFINED 02 09 12          0        0   358600
JACK IN THE BOX INC            COM              466367109    14076   660500 SH       DEFINED 15 23 26          0        0   660500
JACK IN THE BOX INC            COM              466367109    26683  1252010 SH       DEFINED 28 30 34          0        0  1252010
JACK IN THE BOX INC            COM              466367109     6658   312400 SH       DEFINED 03           312400        0        0
JACOBS ENGR GROUP INC DEL      COM              469814107    69395  2151800 SH       DEFINED 07 15 20          0        0  2151800
JACOBS ENGR GROUP INC DEL      COM              469814107     7405   229630 SH       DEFINED 32                0        0   229630
JACOBS ENGR GROUP INC DEL      COM              469814107      996    30900 SH       DEFINED 03            30900        0        0
JARDINE FLEMING CHINA REGION   COM              471110106      453    51500 SH       DEFINED 19 21             0        0    51500
JARDINE FLEMING INDIA FD INC   COM              471112102     4793   350200 SH       DEFINED 19 21             0        0   350200
JAZZTEL P L C                  SPONSORED ADR    47214R152    21258   262650 SH       DEFINED 02 07 13          0        0   262650
JAZZTEL P L C                  SPONSORED ADR    47214R152    30343   374900 SH       DEFINED 19 21 22          0        0   374900
JAZZTEL P L C                  SPONSORED ADR    47214R152    15556   192200 SH       DEFINED 03           182400        0     9800
JEFFERIES GROUP INC NEW        COM              472319102     1194    52200 SH       DEFINED 15                0        0    52200
JEFFERSON PILOT CORP           COM              475070108     3873    58200 SH       DEFINED 02 15 34          0        0    58200
JEFFERSON PILOT CORP           COM              475070108     5261    79042 SH       DEFINED 03            79042        0        0
JEFFERSON SMURFIT GROUP PLC    SPONSORED ADR    47508W107       44     1650 SH       DEFINED 15                0        0     1650
JEFFERSON SMURFIT GROUP PLC    SPONSORED ADR    47508W107      232     8600 SH       DEFINED 03             8600        0        0
JO-ANN STORES INC              CL A             47758P109     2967   354300 SH       DEFINED 07                0        0   354300
JO-ANN STORES INC              CL B NON VTG     47758P208    10835  1805900 SH       DEFINED 07 18             0        0  1805900
JOHN NUVEEN CO                 CL A             478035108      902    23600 SH       DEFINED 15                0        0    23600
JOHNS MANVILLE CORP NEW        COM              478129109       34     3100 SH       DEFINED 15                0        0     3100
JOHNSON & JOHNSON              COM              478160104   129013  1841407 SH       DEFINED 02 05 06          0        0  1841407
JOHNSON & JOHNSON              COM              478160104   115672  1650995 SH       DEFINED 07 08 09          0        0  1650995
JOHNSON & JOHNSON              COM              478160104   438885  6264200 SH       DEFINED 10 11 12          0        0  6264200
JOHNSON & JOHNSON              COM              478160104   430317  6141915 SH       DEFINED 13 15 16          0        0  6141915
JOHNSON & JOHNSON              COM              478160104    95493  1362970 SH       DEFINED 18 19 22          0        0  1362970
JOHNSON & JOHNSON              COM              478160104   173415  2475150 SH       DEFINED 23 26 28          0        0  2475150
JOHNSON & JOHNSON              COM              478160104    33486   477954 SH       DEFINED 30 31 32          0        0   477954
JOHNSON & JOHNSON              COM              478160104    28811   411221 SH       DEFINED 34                0        0   411221
JOHNSON & JOHNSON              COM              478160104     5548    78854 SH       DEFINED 37            78854        0        0
JOHNSON & JOHNSON              COM              478160104   228222  3257412 SH       DEFINED 03          2651672        0   605740
JOHNSON CTLS INC               COM              478366107    62339  1153100 SH       DEFINED 07 09 11          0        0  1153100
JOHNSON CTLS INC               COM              478366107    14180   262290 SH       DEFINED 15 22 34          0        0   262290
JOHNSON CTLS INC               COM              478366107    11321   209416 SH       DEFINED 03           152516        0    56900
JONES APPAREL GROUP INC        COM              480074103     5052   158500 SH       DEFINED 02 04 07          0        0   158500
JONES APPAREL GROUP INC        COM              480074103    24859   779900 SH       DEFINED 09 15 28          0        0   779900
JONES APPAREL GROUP INC        COM              480074103      293     9200 SH       DEFINED 30 34             0        0     9200
JONES APPAREL GROUP INC        COM              480074103      799    25090 SH       DEFINED 37 03         25090        0        0
JONES PHARMA INC               COM              480236108     4137   136200 SH       DEFINED 02 12 26          0        0   136200
JONES PHARMA INC               COM              480236108     1483    48850 SH       DEFINED 28 32             0        0    48850
JONES PHARMA INC               COM              480236108     2647    87150 SH       DEFINED 03            87150        0        0
JOSTENS INC                    COM              481088102      612    25130 SH       DEFINED 03            25130        0        0
JOURNAL REGISTER CO            COM              481138105     7817   530000 SH       DEFINED 07                0        0   530000
JUNIPER NETWORKS INC           SB NT CV 4.75%07 48203RAA2    71005 71050000 PRN      DEFINED 11 16 27          0        0        0
JUNIPER NETWORKS INC           SB NT CV 4.75%07 48203RAA2     1359  1360000 PRN      DEFINED 30                0        0        0
JUNIPER NETWORKS INC           SB NT CV 4.75%07 48203RAA2     5536  5540000 PRN      DEFINED 03                0        0        0
JUNIPER NETWORKS INC           COM              48203R104    60055   227578 SH       DEFINED 02 04 05          0        0   227578
JUNIPER NETWORKS INC           COM              48203R104    58601   222340 SH       DEFINED 06 07 09          0        0   222340
JUNIPER NETWORKS INC           COM              48203R104  1129602  4285900 SH       DEFINED 10 11 12          0        0  4285900
JUNIPER NETWORKS INC           COM              48203R104  1718469  6520160 SH       DEFINED 13 15 16          0        0  6520160
JUNIPER NETWORKS INC           COM              48203R104   208206   789970 SH       DEFINED 19 20 21          0        0   789970
JUNIPER NETWORKS INC           COM              48203R104    46130   175026 SH       DEFINED 26 28 29          0        0   175026
JUNIPER NETWORKS INC           COM              48203R104   162309   615830 SH       DEFINED 30 32 34          0        0   615830
JUNIPER NETWORKS INC           COM              48203R104   191807   727750 SH       DEFINED 03           600500        0   127250
JUNO ONLINE SVCS INC           COM              482048105     7205   457500 SH       DEFINED 05 26 28          0        0   457500
JUNO ONLINE SVCS INC           COM              482048105     1814   115200 SH       DEFINED 03            57900        0    57300
JUPITER COMMUNICATIONS INC     COM              482050101     1274    55400 SH       DEFINED 15                0        0    55400
KLA-TENCOR CORP                COM              482480100    81596   968500 SH       DEFINED 02 05 06          0        0   968500
KLA-TENCOR CORP                COM              482480100    98757  1172200 SH       DEFINED 09 12 13          0        0  1172200
KLA-TENCOR CORP                COM              482480100   316485  3756510 SH       DEFINED 15 19 22          0        0  3756510
KLA-TENCOR CORP                COM              482480100   297514  3531330 SH       DEFINED 23 28 30          0        0  3531330
KLA-TENCOR CORP                COM              482480100     8534   101300 SH       DEFINED 32 34             0        0   101300
KLA-TENCOR CORP                COM              482480100    34921   414498 SH       DEFINED 03           326698        0    87800
K MART CORP                    COM              482584109     3607   372428 SH       DEFINED 03           372428        0        0
K-SWISS INC                    CL A             482686102       74     5000 SH       DEFINED 07                0        0     5000
K-SWISS INC                    CL A             482686102      119     8100 SH       DEFINED 03             8100        0        0
K2 INC                         COM              482732104     1222   154000 SH       DEFINED 07                0        0   154000
KAISER ALUMINUM CORP           COM              483007100        4      900 SH       DEFINED 15                0        0      900
KANA COMMUNICATIONS            COM              483600102    22542   331500 SH       DEFINED 02 15 34          0        0   331500
KANA COMMUNICATIONS            COM              483600102      244     3600 SH       DEFINED 03                0        0     3600
KANEB SERVICES INC             COM              484170105     6430  1169100 SH       DEFINED 07                0        0  1169100
KANSAS CITY PWR & LT CO        COM              485134100      446    15400 SH       DEFINED 37 03         15400        0        0
KANSAS CITY SOUTHN INDS INC    COM              485170104   100449  1168871 SH       DEFINED 02 15 20          0        0  1168871
KANSAS CITY SOUTHN INDS INC    COM              485170104    36175   420950 SH       DEFINED 32 34             0        0   420950
KANSAS CITY SOUTHN INDS INC    COM              485170104    30748   357800 SH       DEFINED 37 03        308900        0    48900
KAUFMAN & BROAD HOME CORP      COM              486168107     1470    68600 SH       DEFINED 02 04 05          0        0    68600
KAUFMAN & BROAD HOME CORP      COM              486168107     5715   266610 SH       DEFINED 15 21 28          0        0   266610
KAUFMAN & BROAD HOME CORP      COM              486168107      400    18700 SH       DEFINED 30 34             0        0    18700
KAUFMAN & BROAD HOME CORP      COM              486168107     1236    57682 SH       DEFINED 03            57682        0        0
KAYDON CORP                    COM              486587108    56053  2052300 SH       DEFINED 06 07 12          0        0  2052300
KAYDON CORP                    COM              486587108    11334   415000 SH       DEFINED 03           146400        0   268600
KEANE INC                      COM              486665102    15150   600000 SH       DEFINED 10                0        0   600000
KEANE INC                      COM              486665102       11      450 SH       DEFINED 37              450        0        0
KEEBLER FOODS CO               COM              487256109    26751   932500 SH       DEFINED 02 06 07          0        0   932500
KEEBLER FOODS CO               COM              487256109    28736  1001700 SH       DEFINED 09 12 15          0        0  1001700
KEEBLER FOODS CO               COM              487256109   104937  3657952 SH       DEFINED 19 20 21          0        0  3657952
KEEBLER FOODS CO               COM              487256109   103140  3595300 SH       DEFINED 22 23 28          0        0  3595300
KEEBLER FOODS CO               COM              487256109    25533   890040 SH       DEFINED 29 30 32          0        0   890040
KEEBLER FOODS CO               COM              487256109       91     3200 SH       DEFINED 34                0        0     3200
KEEBLER FOODS CO               COM              487256109    22396   780700 SH       DEFINED 03           351540        0   429160
KELLOGG CO                     COM              487836108    46094  1798800 SH       DEFINED 15 20 32          0        0  1798800
KELLOGG CO                     COM              487836108     7861   306798 SH       DEFINED 03           306798        0        0
KELLWOOD CO                    COM              488044108    20962  1193600 SH       DEFINED 09 12 26          0        0  1193600
KELLWOOD CO                    COM              488044108     2905   165450 SH       DEFINED 03            21050        0   144400
KEMET CORP                     COM              488360108    31612   499800 SH       DEFINED 02 04 06          0        0   499800
KEMET CORP                     COM              488360108   159981  2529355 SH       DEFINED 09 12 15          0        0  2529355
KEMET CORP                     COM              488360108    66068  1044560 SH       DEFINED 16 19 23          0        0  1044560
KEMET CORP                     COM              488360108    22129   349880 SH       DEFINED 26 28 30          0        0   349880
KEMET CORP                     COM              488360108    28506   450700 SH       DEFINED 32 34             0        0   450700
KEMET CORP                     COM              488360108     9851   155750 SH       DEFINED 03           105050        0    50700
KEMPER MUN INCOME TR           COM SH BEN INT   48842C104        2      200 SH       DEFINED 37              200        0        0
KENNAMETAL INC                 COM              489170100    46589  1549752 SH       DEFINED 09 12 15          0        0  1549752
KENNAMETAL INC                 COM              489170100    56270  1871785 SH       DEFINED 18 22 26          0        0  1871785
KENNAMETAL INC                 COM              489170100     6505   216400 SH       DEFINED 03            22800        0   193600
KENT ELECTRS CORP              COM              490553104     2918   100000 SH       DEFINED 26                0        0   100000
KENT ELECTRS CORP              COM              490553104      315    10800 SH       DEFINED 03            10800        0        0
KENTUCKY ELEC STL INC          COM              49127B100      735   367500 SH       DEFINED 07                0        0   367500
KERR MCGEE CORP                SB DB CV 5.25%10 492386AP2    53137 46358000 PRN      DEFINED 07 09 11          0        0        0
KERR MCGEE CORP                SB DB CV 5.25%10 492386AP2     5868  5120000 PRN      DEFINED 22                0        0        0
KERR MCGEE CORP                SB DB CV 5.25%10 492386AP2     5512  4809000 PRN      DEFINED 03                0        0        0
KERR MCGEE CORP                COM              492386107    22301   386180 SH       DEFINED 02 07 08          0        0   386180
KERR MCGEE CORP                COM              492386107    89457  1549052 SH       DEFINED 09 11 12          0        0  1549052
KERR MCGEE CORP                COM              492386107    53605   928230 SH       DEFINED 15 23 28          0        0   928230
KERR MCGEE CORP                COM              492386107     2799    48470 SH       DEFINED 30 34             0        0    48470
KERR MCGEE CORP                COM              492386107    12421   215051 SH       DEFINED 37 03        176651        0    38400
KEY ENERGY SVCS INC            COM              492914106     4375   376400 SH       DEFINED 02 23 26          0        0   376400
KEY ENERGY SVCS INC            COM              492914106     1772   152500 SH       DEFINED 03           152500        0        0
KEY PRODTN INC                 COM              493138101      739    55300 SH       DEFINED 02 23             0        0    55300
KEYCORP NEW                    COM              493267108     6544   344523 SH       DEFINED 37 03        344523        0        0
KEYNOTE SYS INC                COM              493308100    27218   266200 SH       DEFINED 02 09 11          0        0   266200
KEYNOTE SYS INC                COM              493308100    45879   448700 SH       DEFINED 13 15 28          0        0   448700
KEYNOTE SYS INC                COM              493308100     2607    25500 SH       DEFINED 30 34             0        0    25500
KEYNOTE SYS INC                COM              493308100     3200    31300 SH       DEFINED 03            31300        0        0
KIMBERLY CLARK CORP            COM              494368103    43747   781200 SH       DEFINED 02 07 10          0        0   781200
KIMBERLY CLARK CORP            COM              494368103    56319  1005700 SH       DEFINED 12 13 15          0        0  1005700
KIMBERLY CLARK CORP            COM              494368103   113340  2023940 SH       DEFINED 16 19 22          0        0  2023940
KIMBERLY CLARK CORP            COM              494368103    51466   919040 SH       DEFINED 23 28 32          0        0   919040
KIMBERLY CLARK CORP            COM              494368103      554     9900 SH       DEFINED 34                0        0     9900
KIMBERLY CLARK CORP            COM              494368103    69591  1242677 SH       DEFINED 37 03       1073977        0   168700
KIMCO REALTY CORP              COM              49446R109    30551   814700 SH       DEFINED 09 12 15          0        0   814700
KIMCO REALTY CORP              COM              49446R109     8325   222000 SH       DEFINED 34 35             0        0   222000
KIMCO REALTY CORP              COM              49446R109    21093   562500 SH       DEFINED 03           509100        0    53400
KINDER MORGAN INC KANS         COM              49455P101   144030  4174797 SH       DEFINED 02 04 09          0        0  4174797
KINDER MORGAN INC KANS         COM              49455P101    27388   793880 SH       DEFINED 12 15 19          0        0   793880
KINDER MORGAN INC KANS         COM              49455P101    13751   398600 SH       DEFINED 21 28 29          0        0   398600
KINDER MORGAN INC KANS         COM              49455P101    13292   385280 SH       DEFINED 30 34             0        0   385280
KINDER MORGAN INC KANS         COM              49455P101    33056   958150 SH       DEFINED 03           949650        0     8500
KING PHARMACEUTICALS INC       COM              495582108     8785   278915 SH       DEFINED 28                0        0   278915
KING PHARMACEUTICALS INC       COM              495582108     3204   101736 SH       DEFINED 03           101736        0        0
KINROSS GOLD CORP              COM              496902107       34    22600 SH       DEFINED 15                0        0    22600
KINROSS GOLD CORP              COM              496902107     1234   797700 SH       DEFINED 03           797700        0        0
KIRBY CORP                     COM              497266106      128     6500 SH       DEFINED 15                0        0     6500
KIRBY CORP                     COM              497266106     5085   257500 SH       DEFINED 03           257500        0        0
KITTY HAWK INC                 COM              498326107     1467   308900 SH       DEFINED 22 36             0        0   308900
KMART FING I                   PFD TRCV 7.75%   498778208    30462   707400 SH       DEFINED 09 22             0        0   707400
KMART FING I                   PFD TRCV 7.75%   498778208     1158    26900 SH       DEFINED 03            11500        0    15400
KNIGHT RIDDER INC              COM              499040103    17313   339900 SH       DEFINED 02 08 15          0        0   339900
KNIGHT RIDDER INC              COM              499040103     9647   189400 SH       DEFINED 31 32 34          0        0   189400
KNIGHT RIDDER INC              COM              499040103     3224    63306 SH       DEFINED 03            63306        0        0
KNIGHT TRANSN INC              COM              499064103      455    26000 SH       DEFINED 07                0        0    26000
KNIGHT/TRIMARK GROUP INC NEW   CL A             499068104    16932   332000 SH       DEFINED 02 07 12          0        0   332000
KNIGHT/TRIMARK GROUP INC NEW   CL A             499068104     2040    40000 SH       DEFINED 28                0        0    40000
KNIGHT/TRIMARK GROUP INC NEW   CL A             499068104      286     5624 SH       DEFINED 37 03          5624        0        0
KOALA CORP                     COM              499866101     1717   129000 SH       DEFINED 26                0        0   129000
KOHLS CORP                     COM              500255104    62658   611300 SH       DEFINED 02 05 06          0        0   611300
KOHLS CORP                     COM              500255104    43521   424600 SH       DEFINED 10 11 12          0        0   424600
KOHLS CORP                     COM              500255104   208054  2029800 SH       DEFINED 13 15 16          0        0  2029800
KOHLS CORP                     COM              500255104    54509   531800 SH       DEFINED 20 23 28          0        0   531800
KOHLS CORP                     COM              500255104     6365    62100 SH       DEFINED 32 34             0        0    62100
KOHLS CORP                     COM              500255104    35791   349190 SH       DEFINED 03           265790        0    83400
KONINKLIJKE PHILIPS ELECTRS NV SPON ADR NEW     500472204   134776   786728 SH       DEFINED 05 06 16          0        0   786728
KONINKLIJKE PHILIPS ELECTRS NV SPON ADR NEW     500472204    43032   251192 SH       DEFINED 18 21 28          0        0   251192
KONINKLIJKE PHILIPS ELECTRS NV SPON ADR NEW     500472204     5053    29500 SH       DEFINED 03            11600        0    17900
KOOR INDS LTD                  SPONSORED ADR    500507108     3221   180200 SH       DEFINED 19 21             0        0   180200
KOPIN CORP                     COM              500600101   133113  1936200 SH       DEFINED 09 26 28          0        0  1936200
KOPIN CORP                     COM              500600101     2142    31170 SH       DEFINED 30                0        0    31170
KOREA EQUITY FD INC            COM              50063B104      820   202000 SH       DEFINED 19 21             0        0   202000
KOREA TELECOM                  SPONSORED ADR    50063P103     6903   157800 SH       DEFINED 02 21             0        0   157800
KOREA FD                       COM              500634100    19267  1289900 SH       DEFINED 02 19 21          0        0  1289900
KOREA FD                       COM              500634100     4793   320900 SH       DEFINED 22 03             0        0   320900
KOREAN INVT FD INC             COM              500637103     1518   202500 SH       DEFINED 19 21             0        0   202500
KORN FERRY INTL                COM NEW          500643200    33459  1124700 SH       DEFINED 26 28             0        0  1124700
KORN FERRY INTL                COM NEW          500643200     4780   160700 SH       DEFINED 03           160700        0        0
KOSS CORP                      COM              500692108     1237    90000 SH       DEFINED 07                0        0    90000
KROGER CO                      COM              501044101    67211  3827000 SH       DEFINED 02 10 12          0        0  3827000
KROGER CO                      COM              501044101     8456   481500 SH       DEFINED 15 27 28          0        0   481500
KROGER CO                      COM              501044101      214    12200 SH       DEFINED 34                0        0    12200
KROGER CO                      COM              501044101    34070  1939978 SH       DEFINED 37 03       1880610        0    59368
KRONOS INC                     COM              501052104    29909  1009600 SH       DEFINED 02 07 26          0        0  1009600
KRONOS INC                     COM              501052104     2971   100300 SH       DEFINED 03           100300        0        0
KULICKE & SOFFA INDS INC       SUB NT CV 144A06 501242AC5     6135  4000000 PRN      DEFINED 11                0        0        0
KULICKE & SOFFA INDS INC       COM              501242101    24593   383900 SH       DEFINED 02 09 10          0        0   383900
KULICKE & SOFFA INDS INC       COM              501242101    28771   449120 SH       DEFINED 12 15 28          0        0   449120
KULICKE & SOFFA INDS INC       COM              501242101     2021    31550 SH       DEFINED 30 32 34          0        0    31550
KULICKE & SOFFA INDS INC       COM              501242101    18264   285100 SH       DEFINED 03           285100        0        0
KYOCERA CORP                   ADR              501556203     1610     9700 SH       DEFINED 19                0        0     9700
LCC INTERNATIONAL INC          CL A             501810105      162     4100 SH       DEFINED 02                0        0     4100
LG&E ENERGY CORP               COM              501917108      108     4739 SH       DEFINED 37             4739        0        0
LHS GROUP INC                  COM              501938104    14913   331400 SH       DEFINED 02 21             0        0   331400
LNR PPTY CORP                  COM              501940100     7025   368568 SH       DEFINED 12 15 22          0        0   368568
LNR PPTY CORP                  COM              501940100     1837    96400 SH       DEFINED 26 33 35          0        0    96400
LNR PPTY CORP                  COM              501940100       36     1900 SH       DEFINED 03             1900        0        0
LSI LOGIC CORP                 SUB NT CV 144A04 502161AB8     2236   480000 PRN      DEFINED 11                0        0        0
LSI LOGIC CORP                 SB NT CV 4.25%04 502161AD4    25390  5450000 PRN      DEFINED 11                0        0        0
LSI LOGIC CORP                 SUB NT CV   4%05 502161AE2     2455  2000000 PRN      DEFINED 27 30             0        0        0
LSI LOGIC CORP                 COM              502161102    51440   708300 SH       DEFINED 02 04 05          0        0   708300
LSI LOGIC CORP                 COM              502161102    51135   704100 SH       DEFINED 06 09 10          0        0   704100
LSI LOGIC CORP                 COM              502161102  1277996 17597200 SH       DEFINED 12 13 15          0        0 17597200
LSI LOGIC CORP                 COM              502161102   175875  2421690 SH       DEFINED 16 19 20          0        0  2421690
LSI LOGIC CORP                 COM              502161102   173210  2385000 SH       DEFINED 21 22 23          0        0  2385000
LSI LOGIC CORP                 COM              502161102    71952   990740 SH       DEFINED 26 27 28          0        0   990740
LSI LOGIC CORP                 COM              502161102    44286   609794 SH       DEFINED 29 30 32          0        0   609794
LSI LOGIC CORP                 COM              502161102    26784   368800 SH       DEFINED 34                0        0   368800
LSI LOGIC CORP                 COM              502161102   141634  1950214 SH       DEFINED 37 03       1807414        0   142800
LTC HEALTHCARE INC             COM              50217R104       93    87580 SH       DEFINED 12                0        0    87580
LTC PPTYS INC                  COM              502175102     7368  1370800 SH       DEFINED 12 33 35          0        0  1370800
LTC PPTYS INC                  COM              502175102     3036   565000 SH       DEFINED 03           565000        0        0
LTX CORP                       COM              502392103     9177   203100 SH       DEFINED 20 26 32          0        0   203100
LA Z BOY INC                   COM              505336107     6726   437500 SH       DEFINED 07 26             0        0   437500
LA Z BOY INC                   COM              505336107      177    11564 SH       DEFINED 03            11564        0        0
LABORATORY CORP AMER HLDGS     PFD CV EXCH% A   50540R201    35825   459300 SH       DEFINED 27 36             0        0   459300
LABORATORY CORP AMER HLDGS     PFD CV EXCH% A   50540R201    17011   218100 SH       DEFINED 03           173300        0    44800
LAFARGE CORP                   COM              505862102   113661  4785762 SH       DEFINED 07 10 15          0        0  4785762
LAFARGE CORP                   COM              505862102       26     1100 SH       DEFINED 34                0        0     1100
LAFARGE CORP                   COM              505862102     2401   101100 SH       DEFINED 03           101100        0        0
LAKES GAMING INC               COM              51206P109     8236  1037700 SH       DEFINED 07                0        0  1037700
LAKES GAMING INC               COM              51206P109      483    60900 SH       DEFINED 03            60900        0        0
LAM RESEARCH CORP              COM              512807108   355235  7883166 SH       DEFINED 02 05 15          0        0  7883166
LAM RESEARCH CORP              COM              512807108   318875  7076300 SH       DEFINED 26 28 30          0        0  7076300
LAM RESEARCH CORP              COM              512807108     9129   202600 SH       DEFINED 32 34             0        0   202600
LAM RESEARCH CORP              COM              512807108    20391   452520 SH       DEFINED 37 03        388020        0    64500
LAMAR ADVERTISING CO           CL A             512815101    70641  1552550 SH       DEFINED 15 20 32          0        0  1552550
LAMAR ADVERTISING CO           CL A             512815101     1892    41600 SH       DEFINED 03            41600        0        0
LANDSTAR SYS INC               COM              515098101    14306   261300 SH       DEFINED 07 09 15          0        0   261300
LANDSTAR SYS INC               COM              515098101     6246   114100 SH       DEFINED 26 28 30          0        0   114100
LANDSTAR SYS INC               COM              515098101     4785    87400 SH       DEFINED 03            73100        0    14300
LANTE CORP                     COM              516540101       78     2600 SH       DEFINED 15                0        0     2600
LATIN AMER EQUITY FD           COM              51827T100     3437   257000 SH       DEFINED 19 21             0        0   257000
LATIN AMER INVT FD             COM              518279104     3332   245700 SH       DEFINED 19 21             0        0   245700
LATIN AMERN DISCOVERY FD INC   COM              51828C106     1759   153000 SH       DEFINED 19 21             0        0   153000
LATITUDE COMMUNICATIONS INC    COM              518292107     3150   120000 SH       DEFINED 13                0        0   120000
LATTICE SEMICONDUCTOR CORP     SUB NT CV 144A04 518415AA2     6142  3500000 PRN      DEFINED 11                0        0        0
LATTICE SEMICONDUCTOR CORP     SUB NT CV4.75%06 518415AC8     9418  5355000 PRN      DEFINED 27 30             0        0        0
LATTICE SEMICONDUCTOR CORP     SUB NT CV4.75%06 518415AC8     3772  2145000 PRN      DEFINED 03                0        0        0
LATTICE SEMICONDUCTOR CORP     COM              518415104    76669  1132700 SH       DEFINED 09 15 28          0        0  1132700
LATTICE SEMICONDUCTOR CORP     COM              518415104      250     3700 SH       DEFINED 30                0        0     3700
LATTICE SEMICONDUCTOR CORP     COM              518415104     3059    45200 SH       DEFINED 03            45200        0        0
LAUDER ESTEE COS INC           CL A             518439104    16598   331550 SH       DEFINED 02 05 06          0        0   331550
LAUDER ESTEE COS INC           CL A             518439104     5121   102300 SH       DEFINED 09 10 13          0        0   102300
LAUDER ESTEE COS INC           CL A             518439104     3495    69820 SH       DEFINED 15 28 30          0        0    69820
LAUDER ESTEE COS INC           CL A             518439104      136     2730 SH       DEFINED 34                0        0     2730
LAUDER ESTEE COS INC           CL A             518439104     4523    90342 SH       DEFINED 37 03         80742        0     9600
LAZARE KAPLAN INTL INC         COM              521078105      772   110300 SH       DEFINED 15                0        0   110300
LEAP WIRELESS INTL INC         COM              521863100    43553   441332 SH       DEFINED 11 13 15          0        0   441332
LEAP WIRELESS INTL INC         COM              521863100    92953   941900 SH       DEFINED 16 20 32          0        0   941900
LEAP WIRELESS INTL INC         COM              521863100     7865    79700 SH       DEFINED 34                0        0    79700
LEAP WIRELESS INTL INC         COM              521863100     5319    53900 SH       DEFINED 03            50300        0     3600
LEAR CORP                      COM              521865105    23589   838750 SH       DEFINED 15 20 28          0        0   838750
LEAR CORP                      COM              521865105     5225   185800 SH       DEFINED 32                0        0   185800
LEAR CORP                      COM              521865105      885    31500 SH       DEFINED 03            31500        0        0
LEARNING TREE INTL INC         COM              522015106     2769    78000 SH       DEFINED 26                0        0    78000
LEGATO SYS INC                 COM              524651106   163889  3672600 SH       DEFINED 02 09 13          0        0  3672600
LEGATO SYS INC                 COM              524651106     5109   114500 SH       DEFINED 28 30 34          0        0   114500
LEGATO SYS INC                 COM              524651106      997    22352 SH       DEFINED 37 03         22352        0        0
LEGGETT & PLATT INC            COM              524660107    43578  2026900 SH       DEFINED 04 05 06          0        0  2026900
LEGGETT & PLATT INC            COM              524660107   276541 12862400 SH       DEFINED 07 10 12          0        0 12862400
LEGGETT & PLATT INC            COM              524660107    57555  2677000 SH       DEFINED 15 16 18          0        0  2677000
LEGGETT & PLATT INC            COM              524660107    62843  2922950 SH       DEFINED 20 23 28          0        0  2922950
LEGGETT & PLATT INC            COM              524660107     3900   181400 SH       DEFINED 32 34             0        0   181400
LEGGETT & PLATT INC            COM              524660107    23341  1085678 SH       DEFINED 37 03        675878        0   409800
LEGG MASON INC                 COM              524901105     6225   143932 SH       DEFINED 02 12 15          0        0   143932
LEGG MASON INC                 COM              524901105       90     2100 SH       DEFINED 28                0        0     2100
LEGG MASON INC                 COM              524901105     1305    30196 SH       DEFINED 03            30196        0        0
LEHMAN BROS HLDGS INC          COM              524908100    28038   289057 SH       DEFINED 02 07 08          0        0   289057
LEHMAN BROS HLDGS INC          COM              524908100   156528  1613700 SH       DEFINED 11 12 15          0        0  1613700
LEHMAN BROS HLDGS INC          COM              524908100    63953   659310 SH       DEFINED 18 23 28          0        0   659310
LEHMAN BROS HLDGS INC          COM              524908100    47374   488400 SH       DEFINED 32 34             0        0   488400
LEHMAN BROS HLDGS INC          COM              524908100    35914   370242 SH       DEFINED 37 03        303442        0    66800
LENDINGTREE INC                COM              52602Q105     5733   424700 SH       DEFINED 11 15             0        0   424700
LENDINGTREE INC                COM              52602Q105      315    23400 SH       DEFINED 03            18600        0     4800
LENNAR CORP                    SR DB CV ZRO  18 526057AA2     6909 16650000 PRN      DEFINED 11                0        0        0
LENNAR CORP                    COM              526057104    77284  3563528 SH       DEFINED 06 12 15          0        0  3563528
LENNAR CORP                    COM              526057104    33396  1539900 SH       DEFINED 23 28 34          0        0  1539900
LENNAR CORP                    COM              526057104    10772   496700 SH       DEFINED 03           496700        0        0
LENNOX INTL INC                COM              526107107     2975   340000 SH       DEFINED 28                0        0   340000
LEVEL 3 COMMUNICATIONS INC     COM              52729N100   178675  1689600 SH       DEFINED 05 06 10          0        0  1689600
LEVEL 3 COMMUNICATIONS INC     COM              52729N100   356123  3367600 SH       DEFINED 11 13 15          0        0  3367600
LEVEL 3 COMMUNICATIONS INC     COM              52729N100   483266  4569900 SH       DEFINED 16 20 28          0        0  4569900
LEVEL 3 COMMUNICATIONS INC     COM              52729N100    44277   418700 SH       DEFINED 30 32             0        0   418700
LEVEL 3 COMMUNICATIONS INC     COM              52729N100      780     7633 SH       DEFINED 37             7633        0        0
LEVEL 3 COMMUNICATIONS INC     COM              52729N100     3838    36300 SH       DEFINED 03            14300        0    22000
LEXMARK INTL GROUP INC         CL A             529771107   176962  1673400 SH       DEFINED 02 05 06          0        0  1673400
LEXMARK INTL GROUP INC         CL A             529771107    29239   276500 SH       DEFINED 07 09 10          0        0   276500
LEXMARK INTL GROUP INC         CL A             529771107   381207  3604800 SH       DEFINED 12 13 15          0        0  3604800
LEXMARK INTL GROUP INC         CL A             529771107   165181  1562000 SH       DEFINED 22 23 26          0        0  1562000
LEXMARK INTL GROUP INC         CL A             529771107   117183  1108120 SH       DEFINED 28 30 32          0        0  1108120
LEXMARK INTL GROUP INC         CL A             529771107     9866    93300 SH       DEFINED 34                0        0    93300
LEXMARK INTL GROUP INC         CL A             529771107    38483   363920 SH       DEFINED 37 03        242443        0   121477
LIBERATE TECHNOLOGIES          COM              530129105    57773   920700 SH       DEFINED 02 13 15          0        0   920700
LIBERATE TECHNOLOGIES          COM              530129105     7348   117100 SH       DEFINED 16 34             0        0   117100
LIBERTY CORP S C               COM              530370105      937    25000 SH       DEFINED 26                0        0    25000
LIBERTY FINL COS INC           COM              530512102     1170    59100 SH       DEFINED 15                0        0    59100
LIBERTY PPTY TR                SH BEN INT       531172104    24684  1031200 SH       DEFINED 09 35             0        0  1031200
LIBERTY PPTY TR                SH BEN INT       531172104    21306   890100 SH       DEFINED 03           882900        0     7200
LIFEMINDERS COM INC            COM              53219H108    17376   256000 SH       DEFINED 02 15 34          0        0   256000
LIFEMINDERS COM INC            COM              53219H108      393     5800 SH       DEFINED 03             5800        0        0
LIFEPOINT HOSPITALS INC        COM              53219L109      152     9200 SH       DEFINED 15                0        0     9200
LIFEPOINT HOSPITALS INC        COM              53219L109        0       39 SH       DEFINED 37               39        0        0
LIGAND PHARMACEUTICALS INC     CL B             53220K207    14155   797500 SH       DEFINED 15                0        0   797500
LIGHTBRIDGE INC                COM              532226107      324    13900 SH       DEFINED 02                0        0    13900
LIGHTSPAN PARTNERSHIP INC      COM              532262102     5333   300500 SH       DEFINED 02                0        0   300500
LILLY ELI & CO                 COM              532457108   165967  2634401 SH       DEFINED 02 04 05          0        0  2634401
LILLY ELI & CO                 COM              532457108   666509 10579508 SH       DEFINED 06 07 08          0        0 10579508
LILLY ELI & CO                 COM              532457108  1671182 26526700 SH       DEFINED 09 10 11          0        0 26526700
LILLY ELI & CO                 COM              532457108  1507777 23932984 SH       DEFINED 12 15 16          0        0 23932984
LILLY ELI & CO                 COM              532457108   158872  2521790 SH       DEFINED 18 19 20          0        0  2521790
LILLY ELI & CO                 COM              532457108   561510  8912872 SH       DEFINED 21 22 23          0        0  8912872
LILLY ELI & CO                 COM              532457108   744666 11820100 SH       DEFINED 26 27 28          0        0 11820100
LILLY ELI & CO                 COM              532457108    67714  1074836 SH       DEFINED 29 30 31          0        0  1074836
LILLY ELI & CO                 COM              532457108    78252  1242100 SH       DEFINED 32 34             0        0  1242100
LILLY ELI & CO                 COM              532457108      697    11201 SH       DEFINED 37            11201        0        0
LILLY ELI & CO                 COM              532457108   288881  4585419 SH       DEFINED 03          3260449        0  1324970
LILLY INDS INC                 CL A             532491107       18     1500 SH       DEFINED 37             1500        0        0
LIMITED INC                    COM              532716107    24894   590972 SH       DEFINED 02 04 05          0        0   590972
LIMITED INC                    COM              532716107   196017  4653239 SH       DEFINED 06 07 09          0        0  4653239
LIMITED INC                    COM              532716107   502105 11919421 SH       DEFINED 10 11 12          0        0 11919421
LIMITED INC                    COM              532716107   251060  5959901 SH       DEFINED 15 16 22          0        0  5959901
LIMITED INC                    COM              532716107    29784   707060 SH       DEFINED 23 28 32          0        0   707060
LIMITED INC                    COM              532716107    49697  1179764 SH       DEFINED 34 03        575422        0   604342
LINCARE HLDGS INC              COM              532791100    14187   500000 SH       DEFINED 02 07 15          0        0   500000
LINCARE HLDGS INC              COM              532791100     2159    76100 SH       DEFINED 34                0        0    76100
LINCARE HLDGS INC              COM              532791100    19982   704233 SH       DEFINED 37 03        695533        0     8700
LINCOLN NATL CORP IND          COM              534187109     5671   169300 SH       DEFINED 09 15 28          0        0   169300
LINCOLN NATL CORP IND          COM              534187109       63     1890 SH       DEFINED 30                0        0     1890
LINCOLN NATL CORP IND          COM              534187109     5053   150712 SH       DEFINED 37 03        150712        0        0
LINDBERG CORP                  COM              535171102      505    82500 SH       DEFINED 07                0        0    82500
LINDSAY MFG CO                 COM              535555106     3039   177500 SH       DEFINED 26                0        0   177500
LINEAR TECHNOLOGY CORP         COM              535678106    54763   995700 SH       DEFINED 02 05 09          0        0   995700
LINEAR TECHNOLOGY CORP         COM              535678106   416163  7566600 SH       DEFINED 10 12 13          0        0  7566600
LINEAR TECHNOLOGY CORP         COM              535678106   921907 16761960 SH       DEFINED 15 16 19          0        0 16761960
LINEAR TECHNOLOGY CORP         COM              535678106   298485  5427000 SH       DEFINED 20 22 23          0        0  5427000
LINEAR TECHNOLOGY CORP         COM              535678106    52465   953920 SH       DEFINED 26 28 30          0        0   953920
LINEAR TECHNOLOGY CORP         COM              535678106    39424   716800 SH       DEFINED 32 34             0        0   716800
LINEAR TECHNOLOGY CORP         COM              535678106    10849   197240 SH       DEFINED 37           196640        0      600
LINEAR TECHNOLOGY CORP         COM              535678106   117014  2127540 SH       DEFINED 03          1399040        0   728500
LINENS N THINGS INC            COM              535679104    75089  2192400 SH       DEFINED 02 15 20          0        0  2192400
LINENS N THINGS INC            COM              535679104    21985   641900 SH       DEFINED 26 32 34          0        0   641900
LINENS N THINGS INC            COM              535679104     9288   271200 SH       DEFINED 03           271200        0        0
LIONS GATE ENTMNT CORP         COM NEW          535919203    10472  3061900 SH       DEFINED 02                0        0  3061900
LIPOSOME CO INC                COM              536310105     7612   435800 SH       DEFINED 15                0        0   435800
LIQUI BOX CORP                 COM              536314107     1524    32000 SH       DEFINED 07                0        0    32000
LITHIA MTRS INC                CL A             536797103       96     6300 SH       DEFINED 15                0        0     6300
LITHIA MTRS INC                CL A             536797103     9142   599500 SH       DEFINED 03           599500        0        0
LITTELFUSE INC                 COM              537008104     1320    36000 SH       DEFINED 13 26             0        0    36000
LITTELFUSE INC                 COM              537008104     1166    31800 SH       DEFINED 03            31800        0        0
LITTON INDS INC                COM              538021106    21655   490081 SH       DEFINED 09 15 16          0        0   490081
LITTON INDS INC                COM              538021106     5046   114200 SH       DEFINED 22 34             0        0   114200
LITTON INDS INC                COM              538021106       10      240 SH       DEFINED 37              240        0        0
LITTON INDS INC                COM              538021106     1348    30510 SH       DEFINED 03            12300        0    18210
LIZ CLAIBORNE INC              COM              539320101   133689  2918180 SH       DEFINED 02 09 10          0        0  2918180
LIZ CLAIBORNE INC              COM              539320101    34844   760600 SH       DEFINED 12 15 23          0        0   760600
LIZ CLAIBORNE INC              COM              539320101    10046   219290 SH       DEFINED 28 30 32          0        0   219290
LIZ CLAIBORNE INC              COM              539320101       96     2100 SH       DEFINED 34                0        0     2100
LIZ CLAIBORNE INC              COM              539320101     5093   111180 SH       DEFINED 03            51580        0    59600
LO-JACK CORP                   COM              539451104      933   120500 SH       DEFINED 07                0        0   120500
LOCKHEED MARTIN CORP           COM              539830109     2208   108054 SH       DEFINED 15 34             0        0   108054
LOCKHEED MARTIN CORP           COM              539830109     6141   300504 SH       DEFINED 37 03        300504        0        0
LOEWS CORP                     COM              540424108     6410   128200 SH       DEFINED 02 12 15          0        0   128200
LOEWS CORP                     COM              540424108    10184   203690 SH       DEFINED 23 28 32          0        0   203690
LOEWS CORP                     COM              540424108      380     7600 SH       DEFINED 34                0        0     7600
LOEWS CORP                     COM              540424108     8921   178432 SH       DEFINED 37 03         80132        0    98300
LOGITECH INTERNATIONAL S A     SPONSORED ADR    541419107      170     2600 SH       DEFINED 02                0        0     2600
LONE STAR TECHNOLOGIES INC     COM              542312103     9544   204700 SH       DEFINED 02 15             0        0   204700
LONE STAR TECHNOLOGIES INC     COM              542312103     6187   132700 SH       DEFINED 03           132700        0        0
LONGS DRUG STORES CORP         COM              543162101      674    29640 SH       DEFINED 03            29640        0        0
LONGVIEW FIBRE CO              COM              543213102      988    67000 SH       DEFINED 15 26             0        0    67000
LOUDEYE TECHNOLOGIES INC       COM              545754103       87     2500 SH       DEFINED 02 12 23          0        0     2500
LOUDEYE TECHNOLOGIES INC       COM              545754103       13      400 SH       DEFINED 26 28             0        0      400
LOUIS DREYFUS NAT GAS CORP     COM              546011107      159     4700 SH       DEFINED 15                0        0     4700
LOUIS DREYFUS NAT GAS CORP     COM              546011107      241     7100 SH       DEFINED 03             7100        0        0
LOUISIANA PAC CORP             COM              546347105    26988  1945093 SH       DEFINED 10 15             0        0  1945093
LOUISIANA PAC CORP             COM              546347105     2117   152595 SH       DEFINED 03           152595        0        0
LOWES COS INC                  COM              548661107   863342 14789600 SH       DEFINED 02 07 10          0        0 14789600
LOWES COS INC                  COM              548661107    59670  1022200 SH       DEFINED 12 13 15          0        0  1022200
LOWES COS INC                  COM              548661107   248879  4263460 SH       DEFINED 16 19 23          0        0  4263460
LOWES COS INC                  COM              548661107   367483  6295220 SH       DEFINED 27 28 30          0        0  6295220
LOWES COS INC                  COM              548661107    21651   370900 SH       DEFINED 32 34             0        0   370900
LOWES COS INC                  COM              548661107   122754  2102869 SH       DEFINED 37 03       1894245        0   208624
LUBRIZOL CORP                  COM              549271104      466    16200 SH       DEFINED 32                0        0    16200
LUBRIZOL CORP                  COM              549271104       10      370 SH       DEFINED 37              370        0        0
LUCENT TECHNOLOGIES INC        COM              549463107   267668  4406070 SH       DEFINED 02 04 05          0        0  4406070
LUCENT TECHNOLOGIES INC        COM              549463107  1660517 27333618 SH       DEFINED 06 07 10          0        0 27333618
LUCENT TECHNOLOGIES INC        COM              549463107   934191 15377635 SH       DEFINED 12 13 15          0        0 15377635
LUCENT TECHNOLOGIES INC        COM              549463107  1072353 17651913 SH       DEFINED 16 19 20          0        0 17651913
LUCENT TECHNOLOGIES INC        COM              549463107   355281  5848249 SH       DEFINED 22 23 26          0        0  5848249
LUCENT TECHNOLOGIES INC        COM              549463107   406551  6692212 SH       DEFINED 28 30 32          0        0  6692212
LUCENT TECHNOLOGIES INC        COM              549463107   134654  2216538 SH       DEFINED 34                0        0  2216538
LUCENT TECHNOLOGIES INC        COM              549463107   469824  7732200 SH       DEFINED 37 03       6356967        0  1375233
LUFKIN INDS INC                COM              549764108     2175   150000 SH       DEFINED 07                0        0   150000
LUXOTTICA GROUP S P A          SPONSORED ADR    55068R202    36061  1471900 SH       DEFINED 02 19 21          0        0  1471900
LYCOS INC                      COM              550818108    27523   391800 SH       DEFINED 02 05 07          0        0   391800
LYCOS INC                      COM              550818108   527413  7507670 SH       DEFINED 09 10 13          0        0  7507670
LYCOS INC                      COM              550818108   169199  2408540 SH       DEFINED 15 16 19          0        0  2408540
LYCOS INC                      COM              550818108   179762  2558900 SH       DEFINED 20 23 26          0        0  2558900
LYCOS INC                      COM              550818108    32237   458900 SH       DEFINED 28 30 32          0        0   458900
LYCOS INC                      COM              550818108     5620    80000 SH       DEFINED 34                0        0    80000
LYCOS INC                      COM              550818108   136985  1949978 SH       DEFINED 03          1564488        0   385490
LYONDELL CHEMICAL CO           COM              552078107     8810   597600 SH       DEFINED 02 04 05          0        0   597600
LYONDELL CHEMICAL CO           COM              552078107    15460  1048200 SH       DEFINED 07 09 12          0        0  1048200
LYONDELL CHEMICAL CO           COM              552078107    13939   945020 SH       DEFINED 15 19 22          0        0   945020
LYONDELL CHEMICAL CO           COM              552078107     1018    69100 SH       DEFINED 25 26 27          0        0    69100
LYONDELL CHEMICAL CO           COM              552078107    14298   969400 SH       DEFINED 28 30 34          0        0   969400
LYONDELL CHEMICAL CO           COM              552078107     5374   364400 SH       DEFINED 03           334400        0    30000
M & T BK CORP                  COM              55261F104    25218    56480 SH       DEFINED 02 15 20          0        0    56480
M & T BK CORP                  COM              55261F104     4554    10200 SH       DEFINED 32 34             0        0    10200
M & T BK CORP                  COM              55261F104     1649     3700 SH       DEFINED 37 03          3700        0        0
MAF BANCORP INC                COM              55261R108     1649   101900 SH       DEFINED 15                0        0   101900
MAF BANCORP INC                COM              55261R108      519    32100 SH       DEFINED 03            32100        0        0
MBIA INC                       COM              55262C100    13947   267900 SH       DEFINED 02 07 09          0        0   267900
MBIA INC                       COM              55262C100   262124  5034800 SH       DEFINED 15 16 18          0        0  5034800
MBIA INC                       COM              55262C100     1800    34580 SH       DEFINED 19 28 30          0        0    34580
MBIA INC                       COM              55262C100     3576    68700 SH       DEFINED 34                0        0    68700
MBIA INC                       COM              55262C100    25767   494932 SH       DEFINED 37 03        426432        0    68500
MBNA CORP                      COM              55262L100    46670  1830225 SH       DEFINED 02 10 12          0        0  1830225
MBNA CORP                      COM              55262L100     8890   348650 SH       DEFINED 15 28 34          0        0   348650
MBNA CORP                      COM              55262L100    17305   678650 SH       DEFINED 37 03        608450        0    70200
MCI WORLDCOM INC               COM              55268B106    33110   731917 SH       DEFINED 02 04 05          0        0   731917
MCI WORLDCOM INC               COM              55268B106   103966  2294424 SH       DEFINED 06 07 08          0        0  2294424
MCI WORLDCOM INC               COM              55268B106  1344367 29668799 SH       DEFINED 09 10 11          0        0 29668799
MCI WORLDCOM INC               COM              55268B106   698378 15412494 SH       DEFINED 13 15 16          0        0 15412494
MCI WORLDCOM INC               COM              55268B106    59122  1304768 SH       DEFINED 18 19 20          0        0  1304768
MCI WORLDCOM INC               COM              55268B106   146190  3226279 SH       DEFINED 22 26 27          0        0  3226279
MCI WORLDCOM INC               COM              55268B106   123006  2714624 SH       DEFINED 28 30 32          0        0  2714624
MCI WORLDCOM INC               COM              55268B106    13397   295660 SH       DEFINED 34                0        0   295660
MCI WORLDCOM INC               COM              55268B106     1187    27446 SH       DEFINED 37            27446        0        0
MCI WORLDCOM INC               COM              55268B106   288816  6373879 SH       DEFINED 03          5545881        0   827998
MDU RES GROUP INC              COM              552690109      266    13000 SH       DEFINED 37 03         13000        0        0
MFC BANCORP LTD                COM              55271X103     4346   599500 SH       DEFINED 07                0        0   599500
MGC COMMUNICATIONS INC         COM              552763302    10553   147603 SH       DEFINED 13 20 27          0        0   147603
MGC COMMUNICATIONS INC         COM              552763302     1644    23000 SH       DEFINED 32                0        0    23000
MGC COMMUNICATIONS INC         COM              552763302     1477    20667 SH       DEFINED 03            15600        0     5067
MGC COMMUNICATIONS INC         PFD CV SER D     552763500     4940    80000 SH       DEFINED 11                0        0    80000
MGIC INVT CORP WIS             COM              552848103    23474   538100 SH       DEFINED 02 12 15          0        0   538100
MGIC INVT CORP WIS             COM              552848103    14351   328980 SH       DEFINED 23 28 32          0        0   328980
MGIC INVT CORP WIS             COM              552848103     6239   143020 SH       DEFINED 37 03         91920        0    51100
MFS GOVT MKTS INCOME TR        SH BEN INT       552939100     6169  1028300 SH       DEFINED 19 21             0        0  1028300
MGM GRAND INC                  COM              552953101     9283   386800 SH       DEFINED 02 12 23          0        0   386800
MGM GRAND INC                  COM              552953101      980    40860 SH       DEFINED 26 28             0        0    40860
M/I SCHOTTENSTEIN HOMES INC    COM              55305B101    14500   917000 SH       DEFINED 07 15 26          0        0   917000
M/I SCHOTTENSTEIN HOMES INC    COM              55305B101     3519   222600 SH       DEFINED 28                0        0   222600
MMI COS INC                    COM              553087107    12520  1267900 SH       DEFINED 07                0        0  1267900
MRV COMMUNICATIONS INC         COM              553477100    15356   167600 SH       DEFINED 04 13 32          0        0   167600
MRV COMMUNICATIONS INC         COM              553477100     1502    16400 SH       DEFINED 37 03         16400        0        0
MSC INDL DIRECT INC            CL A             553530106    11264   625800 SH       DEFINED 06 15             0        0   625800
MSC INDL DIRECT INC            CL A             553530106     9158   508800 SH       DEFINED 03           508800        0        0
MSC SOFTWARE CORP              SD CONV 7.875%04 553531AA2       57    57000 PRN      DEFINED 03                0        0        0
M S CARRIERS INC               COM              553533100       25     1100 SH       DEFINED 15                0        0     1100
MTR GAMING GROUP INC           COM              553769100      492   157700 SH       DEFINED 07                0        0   157700
MTI TECHNOLOGY CORP            COM              553903105    32443  1230100 SH       DEFINED 13 26             0        0  1230100
MTI TECHNOLOGY CORP            COM              553903105    49513  1877300 SH       DEFINED 03          1877300        0        0
MYR GROUP INC                  COM              554053108    17708   600300 SH       DEFINED 07                0        0   600300
MYR GROUP INC                  COM              554053108     1460    49500 SH       DEFINED 03            49500        0        0
MACERICH CO                    COM              554382101     1045    50700 SH       DEFINED 35                0        0    50700
MACERICH CO                    COM              554382101     1909    92600 SH       DEFINED 03            92600        0        0
MACK CALI RLTY CORP            COM              554489104     8681   340450 SH       DEFINED 09 15 35          0        0   340450
MACK CALI RLTY CORP            COM              554489104     9945   390000 SH       DEFINED 03           390000        0        0
MACKENZIE FINL CORP            COM              554531103    61194  4777300 SH       DEFINED 02 15 21          0        0  4777300
MACROVISION CORP               COM              555904101    21617   251000 SH       DEFINED 02 13 15          0        0   251000
MACROVISION CORP               COM              555904101     2618    30400 SH       DEFINED 34                0        0    30400
MACROVISION CORP               COM              555904101    22220   258000 SH       DEFINED 03           258000        0        0
MACROMEDIA INC                 COM              556100105    50909   563700 SH       DEFINED 02 15 20          0        0   563700
MACROMEDIA INC                 COM              556100105      559     6200 SH       DEFINED 32                0        0     6200
MACROMEDIA INC                 COM              556100105       78     1000 SH       DEFINED 37             1000        0        0
MACRONIX INTL LTD              SPONSORED ADR    556103109      249     8600 SH       DEFINED 03                0        0     8600
MADDEN STEVEN LTD              COM              556269108      243    12800 SH       DEFINED 02                0        0    12800
MAGAININ PHARMACEUTICALS INC   COM              559036108      114    24000 SH       DEFINED 03            24000        0        0
MAGNA ENTMT CORP               CL A             559211107        0      196 SH       DEFINED 07                0        0      196
MAGNA ENTMT CORP               CL A             559211107        5     1700 SH       DEFINED 03             1700        0        0
MAGNA INTL INC                 CL A             559222401    23853   626070 SH       DEFINED 02 07 15          0        0   626070
MAGNA INTL INC                 CL A             559222401    20840   536900 SH       DEFINED 19 21             0        0   536900
MAGNA INTL INC                 CL A             559222401      863    21750 SH       DEFINED 03            21750        0        0
MAGNUM HUNTER RES INC          WT EXP  070102   55972F120        3     5999 SH       DEFINED 02 15             0        0     5999
MAGNUM HUNTER RES INC          WT EXP  070102   55972F120       87   140466 SH       DEFINED 03           140466        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     1632   421400 SH       DEFINED 03           421400        0        0
MAGYAR TAVKOZLESI RT           SPONSORED ADR    559776109    10803   242100 SH       DEFINED 02 21             0        0   242100
MAIL COM INC                   SUB NT CV 144A05 560311AA0     5081  5000000 PRN      DEFINED 11                0        0        0
MAIN STREET AND MAIN INC       COM NEW          560345308     1492   482500 SH       DEFINED 26                0        0   482500
MAINE PUB SVC CO               COM              560483109     1395    80600 SH       DEFINED 07                0        0    80600
MALLINCKRODT INC NEW           COM              561232109     1032    35900 SH       DEFINED 02 15 34          0        0    35900
MALLINCKRODT INC NEW           COM              561232109     1826    63517 SH       DEFINED 03            63517        0        0
MANDALAY RESORT GROUP          MANDALAY         562567107    38788  2298600 SH       DEFINED 04 09 20          0        0  2298600
MANDALAY RESORT GROUP          MANDALAY         562567107    10950   648900 SH       DEFINED 22 32             0        0   648900
MANDALAY RESORT GROUP          MANDALAY         562567107       26     1575 SH       DEFINED 37             1575        0        0
MANDALAY RESORT GROUP          MANDALAY         562567107      416    24700 SH       DEFINED 03                0        0    24700
MANITOWOC INC                  COM              563571108    12772   471950 SH       DEFINED 07 13 26          0        0   471950
MANITOWOC INC                  COM              563571108    13929   514712 SH       DEFINED 03           514712        0        0
MANOR CARE INC NEW             COM              564055101      610    45200 SH       DEFINED 15                0        0    45200
MANOR CARE INC NEW             COM              564055101     1050    77782 SH       DEFINED 03            77782        0        0
MANPOWER INC                   COM              56418H100   103766  2923000 SH       DEFINED 02 10 15          0        0  2923000
MANPOWER INC                   COM              56418H100       85     2400 SH       DEFINED 34                0        0     2400
MANUFACTURED HOME CMNTYS INC   COM              564682102    26549  1148100 SH       DEFINED 09 16 35          0        0  1148100
MANUFACTURED HOME CMNTYS INC   COM              564682102     2194    94900 SH       DEFINED 03            94900        0        0
MAPICS INC                     COM              564910107    13164   826000 SH       DEFINED 07 26             0        0   826000
MAPICS INC                     COM              564910107      731    45900 SH       DEFINED 03            45900        0        0
MAPINFO CORP                   COM              565105103    29895   766550 SH       DEFINED 13 21 26          0        0   766550
MAPINFO CORP                   COM              565105103     2769    71000 SH       DEFINED 29                0        0    71000
MAPINFO CORP                   COM              565105103     2043    52400 SH       DEFINED 03            52400        0        0
MARINEMAX INC                  COM              567908108      286    30000 SH       DEFINED 26                0        0    30000
MARINE DRILLING COS INC        COM PAR $0.01    568240204    70061  2553500 SH       DEFINED 02 13 15          0        0  2553500
MARINE DRILLING COS INC        COM PAR $0.01    568240204      882    32150 SH       DEFINED 34                0        0    32150
MARINE DRILLING COS INC        COM PAR $0.01    568240204    69372  2528400 SH       DEFINED 03          2528400        0        0
MARK IV INDS INC               COM              570387100      755    34255 SH       DEFINED 03            34255        0        0
MARKEL CORP                    COM              570535104    18368   126247 SH       DEFINED 07                0        0   126247
MARKWEST HYDROCARBON INC       COM              570762104     3965   547000 SH       DEFINED 07                0        0   547000
MARKWEST HYDROCARBON INC       COM              570762104      821   113300 SH       DEFINED 03           113300        0        0
MARSH & MCLENNAN COS INC       COM              571748102    66242   600500 SH       DEFINED 02 05 07          0        0   600500
MARSH & MCLENNAN COS INC       COM              571748102   323546  2933000 SH       DEFINED 10 11 15          0        0  2933000
MARSH & MCLENNAN COS INC       COM              571748102   206167  1868945 SH       DEFINED 16 19 20          0        0  1868945
MARSH & MCLENNAN COS INC       COM              571748102   170101  1542000 SH       DEFINED 22 26 28          0        0  1542000
MARSH & MCLENNAN COS INC       COM              571748102    66642   604125 SH       DEFINED 32 34             0        0   604125
MARSH & MCLENNAN COS INC       COM              571748102    82008   743449 SH       DEFINED 37 03        696699        0    46750
MARSHALL & ILSLEY CORP         COM              571834100     2194    38000 SH       DEFINED 02 15 34          0        0    38000
MARSHALL & ILSLEY CORP         COM              571834100      410     7100 SH       DEFINED 03             7100        0        0
MARRIOTT INTL INC NEW          CL A             571903202    26932   855000 SH       DEFINED 10                0        0   855000
MARRIOTT INTL INC NEW          CL A             571903202     5915   187785 SH       DEFINED 03           187785        0        0
MARTEK BIOSCIENCES CORP        COM              572901106      387    29500 SH       DEFINED 15                0        0    29500
MARTEN TRANS LTD               COM              573075108     6323   447700 SH       DEFINED 07                0        0   447700
MARTHA STEWART LIVING OMNIMED  CL A             573083102     3545   131300 SH       DEFINED 03                0        0   131300
MARTIN MARIETTA MATLS INC      COM              573284106    76869  1618300 SH       DEFINED 06 12 13          0        0  1618300
MARTIN MARIETTA MATLS INC      COM              573284106      388     8184 SH       DEFINED 15 34             0        0     8184
MARTIN MARIETTA MATLS INC      COM              573284106    72394  1524100 SH       DEFINED 03          1524100        0        0
MASCO CORP                     COM              574599106    51215  2498300 SH       DEFINED 05 06 07          0        0  2498300
MASCO CORP                     COM              574599106   237724 11596300 SH       DEFINED 09 10 12          0        0 11596300
MASCO CORP                     COM              574599106    59451  2900050 SH       DEFINED 15 16 22          0        0  2900050
MASCO CORP                     COM              574599106     3100   151230 SH       DEFINED 28 34             0        0   151230
MASCO CORP                     COM              574599106       46     2270 SH       DEFINED 37             2270        0        0
MASCO CORP                     COM              574599106    34358  1676031 SH       DEFINED 03          1421931        0   254100
MASTEC INC                     COM              576323109     3221    36200 SH       DEFINED 02 15 32          0        0    36200
MASTEC INC                     COM              576323109      471     5300 SH       DEFINED 03             5300        0        0
MATRIX PHARMACEUTICAL INC      COM              576844104      611    60000 SH       DEFINED 15                0        0    60000
MATSUSHITA ELEC INDL           ADR              576879209     1848     6100 SH       DEFINED 15 19             0        0     6100
MATTEL INC                     COM              577081102     3312   317408 SH       DEFINED 03           317408        0        0
MATTSON TECHNOLOGY INC         COM              577223100    13580   318600 SH       DEFINED 02 15 21          0        0   318600
MATTSON TECHNOLOGY INC         COM              577223100    14833   348000 SH       DEFINED 26 34 03          0        0   348000
MAXIM INTEGRATED PRODS INC     COM              57772K101    76918  1082400 SH       DEFINED 02 06 09          0        0  1082400
MAXIM INTEGRATED PRODS INC     COM              57772K101   596484  8393800 SH       DEFINED 10 13 15          0        0  8393800
MAXIM INTEGRATED PRODS INC     COM              57772K101   113877  1602500 SH       DEFINED 16 20 28          0        0  1602500
MAXIM INTEGRATED PRODS INC     COM              57772K101    17109   240770 SH       DEFINED 30 32 34          0        0   240770
MAXIM INTEGRATED PRODS INC     COM              57772K101     5540    78230 SH       DEFINED 37 03         78230        0        0
MAXTOR CORP                    COM NEW          577729205    10996   850000 SH       DEFINED 06 23             0        0   850000
MAXWELL SHOE INC               CL A             577766108     7421   879600 SH       DEFINED 28                0        0   879600
MAXWELL SHOE INC               CL A             577766108     2147   254500 SH       DEFINED 03           254500        0        0
MAY DEPT STORES CO             COM              577778103    16742   587439 SH       DEFINED 08 18             0        0   587439
MAY DEPT STORES CO             COM              577778103     7190   252296 SH       DEFINED 37 03        252296        0        0
MAYNARD OIL CO                 COM              578444101     7278   477300 SH       DEFINED 07                0        0   477300
MAYTAG CORP                    COM              578592107      139     4200 SH       DEFINED 15                0        0     4200
MAYTAG CORP                    COM              578592107     2117    63919 SH       DEFINED 37 03         63919        0        0
MCCLAIN INDS INC               COM              579487109      105    20100 SH       DEFINED 07                0        0    20100
MCCORMICK & CO INC             COM NON VTG      579780206     4263   132200 SH       DEFINED 02 15 32          0        0   132200
MCDERMOTT INTL INC             COM              580037109    12325  1341600 SH       DEFINED 15 28 34          0        0  1341600
MCDERMOTT INTL INC             COM              580037109     3175   345640 SH       DEFINED 03           345640        0        0
MCDONALDS CORP                 COM              580135101   131397  3498100 SH       DEFINED 02 04 05          0        0  3498100
MCDONALDS CORP                 COM              580135101   325056  8653760 SH       DEFINED 06 07 08          0        0  8653760
MCDONALDS CORP                 COM              580135101   707271 18829200 SH       DEFINED 09 10 12          0        0 18829200
MCDONALDS CORP                 COM              580135101   559891 14905600 SH       DEFINED 13 15 16          0        0 14905600
MCDONALDS CORP                 COM              580135101  1960235 52185970 SH       DEFINED 19 20 22          0        0 52185970
MCDONALDS CORP                 COM              580135101   343373  9141380 SH       DEFINED 26 27 28          0        0  9141380
MCDONALDS CORP                 COM              580135101   406020 10809200 SH       DEFINED 30 32 34          0        0 10809200
MCDONALDS CORP                 COM              580135101      375    10015 SH       DEFINED 37            10015        0        0
MCDONALDS CORP                 COM              580135101   277393  7384845 SH       DEFINED 03          6088945        0  1295900
MCGRAW HILL COS INC            COM              580645109   247392  5437200 SH       DEFINED 02 05 06          0        0  5437200
MCGRAW HILL COS INC            COM              580645109   211635  4651324 SH       DEFINED 07 08 10          0        0  4651324
MCGRAW HILL COS INC            COM              580645109   221066  4858603 SH       DEFINED 11 12 15          0        0  4858603
MCGRAW HILL COS INC            COM              580645109    99153  2179200 SH       DEFINED 16 18 23          0        0  2179200
MCGRAW HILL COS INC            COM              580645109    75362  1656310 SH       DEFINED 27 28 30          0        0  1656310
MCGRAW HILL COS INC            COM              580645109     3999    87900 SH       DEFINED 32 34             0        0    87900
MCGRAW HILL COS INC            COM              580645109    58541  1286622 SH       DEFINED 37 03        956722        0   329900
MCKESSON HBOC INC              COM              58155Q103    75293  3585400 SH       DEFINED 15 22 28          0        0  3585400
MCKESSON HBOC INC              COM              58155Q103     4465   212649 SH       DEFINED 37 03        212649        0        0
MCLEODUSA INC                  COM              582266102   168692  1989000 SH       DEFINED 02 05 06          0        0  1989000
MCLEODUSA INC                  COM              582266102   134419  1584900 SH       DEFINED 07 09 10          0        0  1584900
MCLEODUSA INC                  COM              582266102   168176  1982923 SH       DEFINED 11 13 15          0        0  1982923
MCLEODUSA INC                  COM              582266102   385584  4546319 SH       DEFINED 16 19 20          0        0  4546319
MCLEODUSA INC                  COM              582266102   187654  2212583 SH       DEFINED 22 27 28          0        0  2212583
MCLEODUSA INC                  COM              582266102    83307   982258 SH       DEFINED 32 34             0        0   982258
MCLEODUSA INC                  COM              582266102    44601   525880 SH       DEFINED 03           259800        0   266080
MCNAUGHTON APPAREL GROUP INC   COM              582524104      248    30100 SH       DEFINED 23 26             0        0    30100
MEAD CORP                      COM              582834107     2466    70611 SH       DEFINED 02 15 34          0        0    70611
MEAD CORP                      COM              582834107     3600   103076 SH       DEFINED 37 03        103076        0        0
MEADE INSTRUMENTS CORP         COM              583062104     1035    15000 SH       DEFINED 26                0        0    15000
MECHANICAL TECHNOLOGY INC      COM              583538103     1185    16700 SH       DEFINED 03            16700        0        0
MEDAREX INC                    COM              583916101     9396   187000 SH       DEFINED 02 04 10          0        0   187000
MEDAREX INC                    COM              583916101   107469  2138700 SH       DEFINED 11 13 15          0        0  2138700
MEDAREX INC                    COM              583916101    58440  1163000 SH       DEFINED 22 28 34          0        0  1163000
MEDAREX INC                    COM              583916101     3507    69800 SH       DEFINED 03            69800        0        0
MEDALLION FINL CORP            COM              583928106    14805   880650 SH       DEFINED 26                0        0   880650
MEDIAONE GROUP INC             COM              58440J104    58895   727100 SH       DEFINED 02 04 07          0        0   727100
MEDIAONE GROUP INC             COM              58440J104   586400  7239515 SH       DEFINED 09 10 11          0        0  7239515
MEDIAONE GROUP INC             COM              58440J104   311671  3847800 SH       DEFINED 13 15 16          0        0  3847800
MEDIAONE GROUP INC             COM              58440J104   285989  3530740 SH       DEFINED 19 22 23          0        0  3530740
MEDIAONE GROUP INC             COM              58440J104   242392  2992500 SH       DEFINED 28 30 34          0        0  2992500
MEDIAONE GROUP INC             COM              58440J104    12343   152404 SH       DEFINED 37            10612        0   141792
MEDIAONE GROUP INC             COM              58440J104   131329  1621354 SH       DEFINED 03          1453786        0   167568
MEDIA METRIX INC               COM              58440X103    14145   336800 SH       DEFINED 15 16 22          0        0   336800
MEDIA METRIX INC               COM              58440X103     7623   181500 SH       DEFINED 28                0        0   181500
MEDIA METRIX INC               COM              58440X103      151     3600 SH       DEFINED 03             3600        0        0
MEDIA GEN INC                  CL A             584404107      391     7482 SH       DEFINED 08                0        0     7482
MEDIALINK WORLDWIDE INC        COM              58445P105     3596   553300 SH       DEFINED 26                0        0   553300
MEDIACOM COMMUNICATIONS CORP   CL A             58446K105    16796  1205100 SH       DEFINED 10 12 22          0        0  1205100
MEDIACOM COMMUNICATIONS CORP   CL A             58446K105    11078   794900 SH       DEFINED 28                0        0   794900
MEDICAL ASSURN INC             COM              58449U100     7245   380106 SH       DEFINED 07 26             0        0   380106
MEDICAL ASSURN INC             COM              58449U100     1204    63195 SH       DEFINED 03            63195        0        0
MEDICAL MANAGER CORP NEW       COM              58461U103     2303    65700 SH       DEFINED 15 28             0        0    65700
MEDICIS PHARMACEUTICAL CORP    CL A NEW         584690309      300     7500 SH       DEFINED 02 15 34          0        0     7500
MEDIMMUNE INC                  COM              584699102     8880    51000 SH       DEFINED 02 04 07          0        0    51000
MEDIMMUNE INC                  COM              584699102   661132  3796886 SH       DEFINED 09 11 13          0        0  3796886
MEDIMMUNE INC                  COM              584699102   299208  1718353 SH       DEFINED 15 16 20          0        0  1718353
MEDIMMUNE INC                  COM              584699102    14887    85500 SH       DEFINED 28 30 32          0        0    85500
MEDIMMUNE INC                  COM              584699102     8358    48000 SH       DEFINED 34                0        0    48000
MEDIMMUNE INC                  COM              584699102    35964   206543 SH       DEFINED 37 03        175043        0    31500
MEDQUIST INC                   COM              584949101      342    12600 SH       DEFINED 15                0        0    12600
MEDQUIST INC                   COM              584949101     1215    44700 SH       DEFINED 03            44700        0        0
MEDITRUST CORP                 PAIRED CTF NEW   58501T306      815   450000 SH       DEFINED 07                0        0   450000
MEDSTONE INTL INC NEW          COM              58505C101     3542   561200 SH       DEFINED 07                0        0   561200
MEDTRONIC INC                  COM              585055106    52901  1028470 SH       DEFINED 02 05 06          0        0  1028470
MEDTRONIC INC                  COM              585055106   553343 10757590 SH       DEFINED 10 12 13          0        0 10757590
MEDTRONIC INC                  COM              585055106   510480  9924278 SH       DEFINED 15 16 20          0        0  9924278
MEDTRONIC INC                  COM              585055106   128303  2494354 SH       DEFINED 22 23 26          0        0  2494354
MEDTRONIC INC                  COM              585055106   120442  2341528 SH       DEFINED 28 32 34          0        0  2341528
MEDTRONIC INC                  COM              585055106   158794  3087241 SH       DEFINED 37 03       2604921        0   482320
MEEMIC HLDGS INC               COM              585135106     1517    99500 SH       DEFINED 07                0        0    99500
MELLON FINL CORP               COM              58551A108   106810  3620700 SH       DEFINED 02 06 07          0        0  3620700
MELLON FINL CORP               COM              58551A108   377564 12798800 SH       DEFINED 09 10 11          0        0 12798800
MELLON FINL CORP               COM              58551A108   276456  9371400 SH       DEFINED 15 16 18          0        0  9371400
MELLON FINL CORP               COM              58551A108    67301  2281390 SH       DEFINED 19 20 22          0        0  2281390
MELLON FINL CORP               COM              58551A108    12068   409100 SH       DEFINED 28 30 32          0        0   409100
MELLON FINL CORP               COM              58551A108     3687   125000 SH       DEFINED 34                0        0   125000
MELLON FINL CORP               COM              58551A108       76     2601 SH       DEFINED 37             2601        0        0
MELLON FINL CORP               COM              58551A108    64624  2190648 SH       DEFINED 03          1488248        0   702400
MENS WEARHOUSE INC             COM              587118100      210     7100 SH       DEFINED 02                0        0     7100
MENS WEARHOUSE INC             COM              587118100     6813   230000 SH       DEFINED 03           230000        0        0
MENTOR CORP MINN               COM              587188103     1053    39000 SH       DEFINED 26                0        0    39000
MENTOR CORP MINN               COM              587188103      226     8400 SH       DEFINED 03             8400        0        0
MENTOR GRAPHICS CORP           COM              587200106     1442    95400 SH       DEFINED 02 13             0        0    95400
MENTOR GRAPHICS CORP           COM              587200106     1258    83200 SH       DEFINED 03            83200        0        0
MERANT PLC                     SPONSORED ADR    587336108     1498    55000 SH       DEFINED 12                0        0    55000
MERANT PLC                     SPONSORED ADR    587336108      117     4300 SH       DEFINED 03             4300        0        0
MERCANTILE BANKSHARES CORP     COM              587405101     1680    55000 SH       DEFINED 15                0        0    55000
MERCER INTL INC                SH BEN INT       588056101     9000  1125120 SH       DEFINED 07 12 15          0        0  1125120
MERCER INTL INC                SH BEN INT       588056101     5121   640150 SH       DEFINED 26 28 37          0        0   640150
MERCK & CO INC                 COM              589331107   222597  3583060 SH       DEFINED 02 05 06          0        0  3583060
MERCK & CO INC                 COM              589331107   454111  7309638 SH       DEFINED 07 08 09          0        0  7309638
MERCK & CO INC                 COM              589331107  1115398 17954100 SH       DEFINED 10 11 12          0        0 17954100
MERCK & CO INC                 COM              589331107  1187805 19119600 SH       DEFINED 13 15 16          0        0 19119600
MERCK & CO INC                 COM              589331107   273909  4409010 SH       DEFINED 18 19 22          0        0  4409010
MERCK & CO INC                 COM              589331107   303678  4888180 SH       DEFINED 23 26 28          0        0  4888180
MERCK & CO INC                 COM              589331107    59121   951659 SH       DEFINED 30 31 32          0        0   951659
MERCK & CO INC                 COM              589331107    38554   620600 SH       DEFINED 34                0        0   620600
MERCK & CO INC                 COM              589331107     4688    74727 SH       DEFINED 37            74727        0        0
MERCK & CO INC                 COM              589331107   344122  5539194 SH       DEFINED 03          4366534        0  1172660
MERCURY AIR GROUP INC          COM              589354109     3959   536940 SH       DEFINED 07                0        0   536940
MERCURY INTERACTIVE CORP       COM              589405109    83513  1053800 SH       DEFINED 02 06 11          0        0  1053800
MERCURY INTERACTIVE CORP       COM              589405109   204171  2576300 SH       DEFINED 13 15 16          0        0  2576300
MERCURY INTERACTIVE CORP       COM              589405109    50550   637860 SH       DEFINED 19 22 26          0        0   637860
MERCURY INTERACTIVE CORP       COM              589405109    47423   598400 SH       DEFINED 28 34             0        0   598400
MERCURY INTERACTIVE CORP       COM              589405109    49261   621600 SH       DEFINED 03           576400        0    45200
MEREDITH CORP                  COM              589433101     4097   148000 SH       DEFINED 02 07 15          0        0   148000
MEREDITH CORP                  COM              589433101       59     2150 SH       DEFINED 19 34             0        0     2150
MEREDITH CORP                  COM              589433101     2549    92087 SH       DEFINED 03            92087        0        0
MERIDIAN RESOURCE CORP         COM              58977Q109     1400   361300 SH       DEFINED 02 26             0        0   361300
MERISTAR HOSPITALITY CORP      COM              58984Y103     2538   145600 SH       DEFINED 35                0        0   145600
MERISTAR HOSPITALITY CORP      COM              58984Y103     1335    76600 SH       DEFINED 03            76600        0        0
MERIDIAN GOLD INC              COM              589975101    36972  6455500 SH       DEFINED 02 15 21          0        0  6455500
MERIDIAN GOLD INC              COM              589975101     1626   283900 SH       DEFINED 34                0        0   283900
MERIDIAN GOLD INC              COM              589975101    16591  2876800 SH       DEFINED 03          2803800        0    73000
MERISTAR HOTELS & RESORTS INC  COM              589988104     2217   755000 SH       DEFINED 23 35             0        0   755000
MERITOR AUTOMOTIVE INC         COM              59000G100    58163  3678300 SH       DEFINED 07 09 22          0        0  3678300
MERITOR AUTOMOTIVE INC         COM              59000G100     2094   132466 SH       DEFINED 03            38500        0    93966
MERITAGE CORP                  COM              59001A102     2677   267700 SH       DEFINED 07                0        0   267700
MERIX CORP                     COM              590049102     4382   188500 SH       DEFINED 07 28             0        0   188500
MERRILL LYNCH & CO INC         COM              590188108    99918   951600 SH       DEFINED 02 05 06          0        0   951600
MERRILL LYNCH & CO INC         COM              590188108   138285  1317000 SH       DEFINED 07 11 12          0        0  1317000
MERRILL LYNCH & CO INC         COM              590188108    48331   460300 SH       DEFINED 15 20 21          0        0   460300
MERRILL LYNCH & CO INC         COM              590188108   103556   986250 SH       DEFINED 23 27 28          0        0   986250
MERRILL LYNCH & CO INC         COM              590188108    32823   312600 SH       DEFINED 30 32 34          0        0   312600
MERRILL LYNCH & CO INC         COM              590188108    57071   543540 SH       DEFINED 37 03        496640        0    46900
MESA AIR GROUP INC             COM              590479101     1295   207300 SH       DEFINED 03           207300        0        0
MESA LABS INC                  COM              59064R109      540   125400 SH       DEFINED 07                0        0   125400
MESABA HLDGS INC               COM              59066B102     5181   453000 SH       DEFINED 07                0        0   453000
MESABA HLDGS INC               COM              59066B102     2865   250500 SH       DEFINED 03           250500        0        0
META GROUP INC                 COM              591002100     2212    84900 SH       DEFINED 26                0        0    84900
META GROUP INC                 COM              591002100     8574   329000 SH       DEFINED 03           329000        0        0
METALS USA INC                 COM              591324108     1325   200000 SH       DEFINED 36                0        0   200000
METASOLV SOFTWARE INC          COM              591393103    12131   205400 SH       DEFINED 09 10 13          0        0   205400
METASOLV SOFTWARE INC          COM              591393103    44190   748200 SH       DEFINED 15 16 28          0        0   748200
METASOLV SOFTWARE INC          COM              591393103     1247    21130 SH       DEFINED 30 34             0        0    21130
METASOLV SOFTWARE INC          COM              591393103     7808   132200 SH       DEFINED 03           128700        0     3500
METHODE ELECTRS INC            CL A             591520200    20868   413300 SH       DEFINED 02 04 05          0        0   413300
METHODE ELECTRS INC            CL A             591520200   105428  2087700 SH       DEFINED 07 13 15          0        0  2087700
METHODE ELECTRS INC            CL A             591520200    55337  1095800 SH       DEFINED 26 28 30          0        0  1095800
METHODE ELECTRS INC            CL A             591520200     5181   102600 SH       DEFINED 34                0        0   102600
METHODE ELECTRS INC            CL A             591520200    15816   313200 SH       DEFINED 03           270000        0    43200
METRICOM INC                   COM              591596101   167743  3617100 SH       DEFINED 09 13 28          0        0  3617100
METRICOM INC                   COM              591596101      135     2930 SH       DEFINED 30                0        0     2930
METRIS COS INC                 COM              591598107    13839   356000 SH       DEFINED 02 15 26          0        0   356000
METRIS COS INC                 COM              591598107      583    15000 SH       DEFINED 34                0        0    15000
METRIS COS INC                 COM              591598107     9392   241600 SH       DEFINED 03           241600        0        0
METRO GOLDWYN MAYER INC        COM              591610100      979    38500 SH       DEFINED 15                0        0    38500
METRO ONE TELECOMMUNICATIONS   COM              59163F105    18287  1367300 SH       DEFINED 15 34             0        0  1367300
METRO ONE TELECOMMUNICATIONS   COM              59163F105      410    30700 SH       DEFINED 03            30700        0        0
METROCALL INC                  COM              591647102     1650   165025 SH       DEFINED 20 32             0        0   165025
METROMEDIA FIBER NETWORK INC   CL A             591689104   113836  1176600 SH       DEFINED 05 06 07          0        0  1176600
METROMEDIA FIBER NETWORK INC   CL A             591689104   510636  5277900 SH       DEFINED 09 10 13          0        0  5277900
METROMEDIA FIBER NETWORK INC   CL A             591689104   490803  5072900 SH       DEFINED 15 16 22          0        0  5072900
METROMEDIA FIBER NETWORK INC   CL A             591689104   116148  1200500 SH       DEFINED 23 26 27          0        0  1200500
METROMEDIA FIBER NETWORK INC   CL A             591689104   107953  1115800 SH       DEFINED 28 34             0        0  1115800
METROMEDIA FIBER NETWORK INC   CL A             591689104   175573  1814710 SH       DEFINED 37 03       1403150        0   411560
METSO CORP                     SPONSORED ADR    592671101      264    19600 SH       DEFINED 19                0        0    19600
METTLER TOLEDO INTERNATIONAL   COM              592688105    34817   850510 SH       DEFINED 15 20 32          0        0   850510
METTLER TOLEDO INTERNATIONAL   COM              592688105    16751   409200 SH       DEFINED 03           409200        0        0
MEXICO FD INC                  COM              592835102    23705  1349800 SH       DEFINED 02 19 21          0        0  1349800
MEXICO FD INC                  COM              592835102     1666    94900 SH       DEFINED 22 03             0        0    94900
MICHAELS STORES INC            COM              594087108     3667    90000 SH       DEFINED 26 28             0        0    90000
MICHAELS STORES INC            COM              594087108      497    12200 SH       DEFINED 03            12200        0        0
MICRO COMPONENT TECHNOLOGY INC COM              59479Q100      593    65000 SH       DEFINED 15                0        0    65000
MICREL INC                     COM              594793101     1209    12600 SH       DEFINED 02 32             0        0    12600
MICREL INC                     COM              594793101      768     8000 SH       DEFINED 03             8000        0        0
MICRO LINEAR CORP              COM              594850109     4292   505000 SH       DEFINED 07                0        0   505000
MICROS SYS INC                 COM              594901100     3146    50000 SH       DEFINED 26                0        0    50000
MICROS SYS INC                 COM              594901100     4657    74000 SH       DEFINED 03            74000        0        0
MICROSOFT CORP                 COM              594918104   749131  7050654 SH       DEFINED 02 04 05          0        0  7050654
MICROSOFT CORP                 COM              594918104   734474  6912700 SH       DEFINED 06 07 08          0        0  6912700
MICROSOFT CORP                 COM              594918104  4627973 43557400 SH       DEFINED 09 10 11          0        0 43557400
MICROSOFT CORP                 COM              594918104  2703476 25444480 SH       DEFINED 12 13 15          0        0 25444480
MICROSOFT CORP                 COM              594918104  5188758 48835370 SH       DEFINED 16 18 19          0        0 48835370
MICROSOFT CORP                 COM              594918104  2048516 19280153 SH       DEFINED 20 22 23          0        0 19280153
MICROSOFT CORP                 COM              594918104  1622642 15271930 SH       DEFINED 26 27 28          0        0 15271930
MICROSOFT CORP                 COM              594918104   430872  4055270 SH       DEFINED 30 31 32          0        0  4055270
MICROSOFT CORP                 COM              594918104   101734   957500 SH       DEFINED 34                0        0   957500
MICROSOFT CORP                 COM              594918104   111704  1053097 SH       DEFINED 37           909897        0   143200
MICROSOFT CORP                 COM              594918104  1338291 12595686 SH       DEFINED 03         10365466        0  2230220
MICROSTRATEGY INC              CL A             594972101      130     1500 SH       DEFINED 03             1500        0        0
MICROCELL TELECOMMUNICATIONS   CL B NON VTG     59501T304    18401   416900 SH       DEFINED 02 09 28          0        0   416900
MICROCELL TELECOMMUNICATIONS   CL B NON VTG     59501T304      292     6630 SH       DEFINED 30                0        0     6630
MICROCHIP TECHNOLOGY INC       COM              595017104   126248  1920125 SH       DEFINED 02 09 15          0        0  1920125
MICROCHIP TECHNOLOGY INC       COM              595017104    12815   194910 SH       DEFINED 28 30 34          0        0   194910
MICROCHIP TECHNOLOGY INC       COM              595017104    10441   158800 SH       DEFINED 03           158800        0        0
MICROMUSE INC                  COM              595094103    51374   370100 SH       DEFINED 02 11 13          0        0   370100
MICROMUSE INC                  COM              595094103   107510   774500 SH       DEFINED 15 16 20          0        0   774500
MICROMUSE INC                  COM              595094103    20821   150000 SH       DEFINED 32 34             0        0   150000
MICROMUSE INC                  COM              595094103    63076   454400 SH       DEFINED 03           431500        0    22900
MICRON ELECTRONICS INC         COM              595100108      289    20700 SH       DEFINED 03            20700        0        0
MICRON TECHNOLOGY INC          SUB NT CONV 7%04 595112AB9   144239 78020000 PRN      DEFINED 02 16             0        0        0
MICRON TECHNOLOGY INC          SUB NT CONV 7%04 595112AB9      528   286000 PRN      DEFINED 03                0        0        0
MICRON TECHNOLOGY INC          COM              595112103    63859   506820 SH       DEFINED 02 04 05          0        0   506820
MICRON TECHNOLOGY INC          COM              595112103    79594   631700 SH       DEFINED 06 07 09          0        0   631700
MICRON TECHNOLOGY INC          COM              595112103   766861  6086200 SH       DEFINED 10 11 12          0        0  6086200
MICRON TECHNOLOGY INC          COM              595112103  1615975 12825200 SH       DEFINED 13 15 16          0        0 12825200
MICRON TECHNOLOGY INC          COM              595112103   319887  2538790 SH       DEFINED 19 20 22          0        0  2538790
MICRON TECHNOLOGY INC          COM              595112103   453385  3598300 SH       DEFINED 26 27 28          0        0  3598300
MICRON TECHNOLOGY INC          COM              595112103   122134   969320 SH       DEFINED 30 32 34          0        0   969320
MICRON TECHNOLOGY INC          COM              595112103   399626  3171656 SH       DEFINED 37 03       3017356        0   154300
MICROSEMI CORP                 COM              595137100    19904   581140 SH       DEFINED 02 04 28          0        0   581140
MICROSEMI CORP                 COM              595137100      856    25000 SH       DEFINED 34                0        0    25000
MID-ATLANTIC RLTY TR           SH BEN INT       595232109      231    25000 SH       DEFINED 26                0        0    25000
MID-ATLANTIC RLTY TR           SH BEN INT       595232109      814    88100 SH       DEFINED 03            88100        0        0
MIDAS GROUP INC                COM              595626102    42242  1760100 SH       DEFINED 20 32             0        0  1760100
MIDCOAST ENERGY RES INC        COM              59563W104    11560   682525 SH       DEFINED 07                0        0   682525
MIDWEST EXPRESS HLDGS INC      COM              597911106    25478   994300 SH       DEFINED 07 15             0        0   994300
MIDWEST EXPRESS HLDGS INC      COM              597911106      504    19675 SH       DEFINED 03            19675        0        0
MIDWAY GAMES INC               COM              598148104    20918  1578746 SH       DEFINED 12 28             0        0  1578746
MIDWAY GAMES INC               COM              598148104      412    31117 SH       DEFINED 03            31117        0        0
MIKOHN GAMING CORP             COM              59862K108      252    34800 SH       DEFINED 03            34800        0        0
MIKASA INC                     COM              59862T109     4287   576500 SH       DEFINED 07 28             0        0   576500
MIIX GROUP INC                 COM              59862V104     3742   268500 SH       DEFINED 07                0        0   268500
MILACRON INC                   COM              598709103     4843   335500 SH       DEFINED 12 15 28          0        0   335500
MILACRON INC                   COM              598709103      402    27889 SH       DEFINED 03            27889        0        0
MILLENNIUM PHARMACEUTICALS INC SUB NT CV 144A07 599902AA1     2780  3000000 PRN      DEFINED 11                0        0        0
MILLENNIUM PHARMACEUTICALS INC COM              599902103    58456   450100 SH       DEFINED 02 04 05          0        0   450100
MILLENNIUM PHARMACEUTICALS INC COM              599902103    50602   389626 SH       DEFINED 06 09 12          0        0   389626
MILLENNIUM PHARMACEUTICALS INC COM              599902103   162609  1252050 SH       DEFINED 13 15 19          0        0  1252050
MILLENNIUM PHARMACEUTICALS INC COM              599902103   161396  1242706 SH       DEFINED 22 26 28          0        0  1242706
MILLENNIUM PHARMACEUTICALS INC COM              599902103     6621    50981 SH       DEFINED 30 34             0        0    50981
MILLENNIUM PHARMACEUTICALS INC COM              599902103    38589   297127 SH       DEFINED 03           196727        0   100400
MILLENNIUM CHEMICALS INC       COM              599903101    45295  2264797 SH       DEFINED 09 12 15          0        0  2264797
MILLENNIUM CHEMICALS INC       COM              599903101    15062   753100 SH       DEFINED 22 34             0        0   753100
MILLENNIUM CHEMICALS INC       COM              599903101        1       65 SH       DEFINED 37               65        0        0
MILLENNIUM CHEMICALS INC       COM              599903101     6982   349114 SH       DEFINED 03           104700        0   244414
MILLER HERMAN INC              COM              600544100    57747  2062400 SH       DEFINED 12 15 16          0        0  2062400
MILLER HERMAN INC              COM              600544100    36775  1313400 SH       DEFINED 20 23 32          0        0  1313400
MILLER HERMAN INC              COM              600544100    14208   507460 SH       DEFINED 37 03         16160        0   491300
MILLIPORE CORP                 COM              601073109      919    16300 SH       DEFINED 02 15 21          0        0    16300
MILLIPORE CORP                 COM              601073109    17715   313900 SH       DEFINED 23 32             0        0   313900
MILLIPORE CORP                 COM              601073109    14307   253509 SH       DEFINED 37 03        218609        0    34900
MILLS CORP                     COM              601148109     1650    91700 SH       DEFINED 03            91700        0        0
MINERALS TECHNOLOGIES INC      COM              603158106    94285  2115800 SH       DEFINED 13 15             0        0  2115800
MINERALS TECHNOLOGIES INC      COM              603158106     5481   123000 SH       DEFINED 03           123000        0        0
MINIMED INC                    COM              60365K108    44832   346200 SH       DEFINED 02 09 13          0        0   346200
MINIMED INC                    COM              60365K108    51864   400500 SH       DEFINED 15 20 28          0        0   400500
MINIMED INC                    COM              60365K108    12173    94000 SH       DEFINED 30 32 34          0        0    94000
MINNESOTA MNG & MFG CO         COM              604059105    59443   671200 SH       DEFINED 02 05 06          0        0   671200
MINNESOTA MNG & MFG CO         COM              604059105   190152  2147100 SH       DEFINED 07 08 09          0        0  2147100
MINNESOTA MNG & MFG CO         COM              604059105   505930  5712700 SH       DEFINED 11 12 13          0        0  5712700
MINNESOTA MNG & MFG CO         COM              604059105   315500  3562460 SH       DEFINED 15 16 18          0        0  3562460
MINNESOTA MNG & MFG CO         COM              604059105   156212  1763870 SH       DEFINED 19 22 23          0        0  1763870
MINNESOTA MNG & MFG CO         COM              604059105    70870   800230 SH       DEFINED 26 27 28          0        0   800230
MINNESOTA MNG & MFG CO         COM              604059105    40256   454550 SH       DEFINED 30 32 34          0        0   454550
MINNESOTA MNG & MFG CO         COM              604059105      413     4658 SH       DEFINED 37             4658        0        0
MINNESOTA MNG & MFG CO         COM              604059105   201261  2272540 SH       DEFINED 03          1933240        0   339300
MIPS TECHNOLOGIES INC          CL A             604567107    15269   274500 SH       DEFINED 13                0        0   274500
MIRAGE RESORTS INC             COM              60462E104    42003  2167900 SH       DEFINED 02 09 15          0        0  2167900
MIRAGE RESORTS INC             COM              60462E104    59370  3064300 SH       DEFINED 20 22 32          0        0  3064300
MIRAGE RESORTS INC             COM              60462E104       60     3100 SH       DEFINED 34                0        0     3100
MIRAGE RESORTS INC             COM              60462E104     4108   212030 SH       DEFINED 03           145830        0    66200
MIRAVANT MED TECHNOLOGIES      COM              604690107     3591   230800 SH       DEFINED 15 26             0        0   230800
MISSION CRITICAL SOFTWARE INC  COM              605047109    44468   727500 SH       DEFINED 02 13             0        0   727500
MITCHELL ENERGY & DEV CORP     CL A             606592202     2310   105600 SH       DEFINED 07                0        0   105600
MITEL CORP                     COM              606711109    30405  1268308 SH       DEFINED 02 07 19          0        0  1268308
MITEL CORP                     COM              606711109    32245  1321900 SH       DEFINED 20 21 22          0        0  1321900
MITEL CORP                     COM              606711109     3893   159600 SH       DEFINED 32                0        0   159600
MITEL CORP                     COM              606711109      658    26990 SH       DEFINED 03             9690        0    17300
MOBILE AMER CORP FLA           COM PAR $0.025   607235504      168   112300 SH       DEFINED 07                0        0   112300
MOBILE MINI INC                COM              60740F105     3432   176000 SH       DEFINED 26                0        0   176000
MOBILE MINI INC                COM              60740F105     3818   195800 SH       DEFINED 03           195800        0        0
MOCON INC                      COM              607494101      609   109600 SH       DEFINED 07                0        0   109600
MODEM MEDIA POPPE TYSON INC    CL A             607533106       97     3000 SH       DEFINED 15                0        0     3000
MODIS PROFESSIONAL SVCS INC    COM              607830106    16531  1335900 SH       DEFINED 02 12 15          0        0  1335900
MODIS PROFESSIONAL SVCS INC    COM              607830106     2289   184990 SH       DEFINED 28 34             0        0   184990
MOHAWK INDS INC                COM              608190104     5253   234800 SH       DEFINED 02 04 07          0        0   234800
MOHAWK INDS INC                COM              608190104     4097   179850 SH       DEFINED 12 15 21          0        0   179850
MOHAWK INDS INC                COM              608190104     7837   350300 SH       DEFINED 28 29 34          0        0   350300
MOHAWK INDS INC                COM              608190104     6106   272935 SH       DEFINED 37 03        272935        0        0
MOLECULAR DEVICES CORP         COM              60851C107      314     4100 SH       DEFINED 12 28             0        0     4100
MOLEX INC                      COM              608554101       44      760 SH       DEFINED 15 34             0        0      760
MOLEX INC                      COM              608554101     8760   149116 SH       DEFINED 37 03        149116        0        0
MOLEX INC                      CL A             608554200   114308  2575975 SH       DEFINED 28 30             0        0  2575975
MOLEX INC                      CL A             608554200      554    12500 SH       DEFINED 03            12500        0        0
MONACO COACH CORP              COM              60886R103     7780   409500 SH       DEFINED 07                0        0   409500
MONDAVI ROBERT CORP            CL A             609200100     6975   200000 SH       DEFINED 28                0        0   200000
MONRO MUFFLER BRAKE INC        COM              610236101     6101   734000 SH       DEFINED 07                0        0   734000
MONSANTO CO                    COM              611662107    82736  1606715 SH       DEFINED 37 03       1414515        0   192200
MONSANTO CO                    ADJ CONVR RATE   611662305   163790  3599800 SH       DEFINED 09 11 22          0        0  3599800
MONSANTO CO                    ADJ CONVR RATE   611662305     4668   102600 SH       DEFINED 27 30             0        0   102600
MONSANTO CO                    ADJ CONVR RATE   611662305    10410   228800 SH       DEFINED 03           176400        0    52400
MONTANA POWER CO               COM              612085100   187603  2931300 SH       DEFINED 09 10 13          0        0  2931300
MONTANA POWER CO               COM              612085100    44083   688800 SH       DEFINED 15 20 28          0        0   688800
MONTANA POWER CO               COM              612085100     6912   108000 SH       DEFINED 30 32             0        0   108000
MONTANA POWER CO               COM              612085100     8343   130380 SH       DEFINED 37 03        130380        0        0
MONTEREY PASTA CO              COM              612570101      737   173500 SH       DEFINED 07                0        0   173500
MONY GROUP INC                 COM              615337102    25707   795600 SH       DEFINED 13 26             0        0   795600
MOORE LTD                      COM              615785102       43    11500 SH       DEFINED 37            11500        0        0
MORGAN J P & CO INC            COM              616880100   101737   772200 SH       DEFINED 02 11 12          0        0   772200
MORGAN J P & CO INC            COM              616880100    49186   373330 SH       DEFINED 15 23 28          0        0   373330
MORGAN J P & CO INC            COM              616880100    51250   389000 SH       DEFINED 32 34             0        0   389000
MORGAN J P & CO INC            COM              616880100    24966   189497 SH       DEFINED 37 03        169097        0    20400
MORGAN KEEGAN INC              COM              617410105      446    25525 SH       DEFINED 15                0        0    25525
MORGAN STAN D WITTER ASIA PAC  COM              61744U106    15102  1388700 SH       DEFINED 02 19 21          0        0  1388700
MORGAN STAN D WITTER ASIA PAC  COM              61744U106     3373   310200 SH       DEFINED 22 26 03          0        0   310200
MORGAN STAN D WITTER AFRIC INV COM              617444104      928   102500 SH       DEFINED 19 21             0        0   102500
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448   136551  1674200 SH       DEFINED 02 04 05          0        0  1674200
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448   410373  5031400 SH       DEFINED 06 07 09          0        0  5031400
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448  1320747 16193070 SH       DEFINED 10 11 12          0        0 16193070
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448   586330  7188730 SH       DEFINED 13 15 16          0        0  7188730
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448    48060   589250 SH       DEFINED 18 19 20          0        0   589250
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448   185402  2273700 SH       DEFINED 22 23 26          0        0  2273700
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448   264693  3245290 SH       DEFINED 27 28 30          0        0  3245290
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448    52966   649400 SH       DEFINED 32 34             0        0   649400
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448      548     6560 SH       DEFINED 37             6560        0        0
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448   242463  2972738 SH       DEFINED 03          2461838        0   510900
MORGAN STANLEY D WITTER INDIA  COM              61745C105     2729   207000 SH       DEFINED 19 21             0        0   207000
MORTONS RESTAURANT GROUP INC   COM              619429103    15610   818900 SH       DEFINED 07 26 28          0        0   818900
MOTHERS WK INC                 COM              619903107     3594   299538 SH       DEFINED 07 22 27          0        0   299538
MOTHERS WK INC                 COM              619903107        4      390 SH       DEFINED 30 03           230        0      160
MOTOROLA INC                   COM              620076109   262880  1846395 SH       DEFINED 02 04 05          0        0  1846395
MOTOROLA INC                   COM              620076109   330752  2323106 SH       DEFINED 06 07 08          0        0  2323106
MOTOROLA INC                   COM              620076109  1688188 11857340 SH       DEFINED 10 11 12          0        0 11857340
MOTOROLA INC                   COM              620076109  2587520 18173984 SH       DEFINED 13 15 16          0        0 18173984
MOTOROLA INC                   COM              620076109   299609  2104366 SH       DEFINED 18 19 20          0        0  2104366
MOTOROLA INC                   COM              620076109   208508  1464500 SH       DEFINED 22 23 26          0        0  1464500
MOTOROLA INC                   COM              620076109   461043  3238232 SH       DEFINED 27 28 30          0        0  3238232
MOTOROLA INC                   COM              620076109   280614  1970950 SH       DEFINED 31 32 34          0        0  1970950
MOTOROLA INC                   COM              620076109   463468  3255208 SH       DEFINED 37 03       2682893        0   572315
MOUNTAIN PROV MNG INC          COM NEW          62426E402      784   947400 SH       DEFINED 25                0        0   947400
MOVADO GROUP INC               COM              624580106     9519   946000 SH       DEFINED 07                0        0   946000
MUELLER INDS INC               COM              624756102     6011   197900 SH       DEFINED 12 26 32          0        0   197900
MUELLER INDS INC               COM              624756102      704    23200 SH       DEFINED 03            23200        0        0
MULTEX COM INC                 COM              625367107    30442   820000 SH       DEFINED 13                0        0   820000
MUNIYIELD CALIF INSD FD INC    COM              62629K106        9      750 SH       DEFINED 37              750        0        0
MURPHY OIL CORP                COM              626717102     5871   101900 SH       DEFINED 02 09 12          0        0   101900
MURPHY OIL CORP                COM              626717102     9680   167990 SH       DEFINED 23 28 30          0        0   167990
MURPHY OIL CORP                COM              626717102     1797    31200 SH       DEFINED 32                0        0    31200
MURPHY OIL CORP                COM              626717102      530     9200 SH       DEFINED 03             9200        0        0
MUTUAL RISK MGMT LTD           COM              628351108     2902   145100 SH       DEFINED 02 07 15          0        0   145100
MUTUAL RISK MGMT LTD           COM              628351108    43740  2187000 SH       DEFINED 20 32 34          0        0  2187000
MUTUAL RISK MGMT LTD           COM              628351108    10688   534400 SH       DEFINED 03           534400        0        0
MYWEB INC COM                  COM              628451106       69     5400 SH       DEFINED 02                0        0     5400
MYLAN LABS INC                 COM              628530107   110236  4008600 SH       DEFINED 02 09 13          0        0  4008600
MYLAN LABS INC                 COM              628530107     4584   166700 SH       DEFINED 15 28 30          0        0   166700
MYLAN LABS INC                 COM              628530107      547    19900 SH       DEFINED 34                0        0    19900
MYLAN LABS INC                 COM              628530107     1323    48600 SH       DEFINED 37 03         48600        0        0
MYRIAD GENETICS INC            COM              62855J104    13688   227200 SH       DEFINED 02 04 15          0        0   227200
MYRIAD GENETICS INC            COM              62855J104    22190   368300 SH       DEFINED 26                0        0   368300
MYRIAD GENETICS INC            COM              62855J104       60     1000 SH       DEFINED 03             1000        0        0
NABI INC                       COM              628716102       70    10400 SH       DEFINED 15                0        0    10400
NBC INTERNET INC               CL A             62873D105    33614   780600 SH       DEFINED 10                0        0   780600
NBTY INC                       COM              628782104     2340   171000 SH       DEFINED 02 26 28          0        0   171000
NBTY INC                       COM              628782104      438    32000 SH       DEFINED 03            32000        0        0
NCI BUILDING SYS INC           COM              628852105    15695   834300 SH       DEFINED 07 28             0        0   834300
NCO GROUP INC                  COM              628858102    20909   654711 SH       DEFINED 07 21 28          0        0   654711
NCO GROUP INC                  COM              628858102     6897   215965 SH       DEFINED 29                0        0   215965
NCO GROUP INC                  COM              628858102     6480   202900 SH       DEFINED 03           202900        0        0
NCR CORP NEW                   COM              62886E108    39992   996700 SH       DEFINED 02 07 09          0        0   996700
NCR CORP NEW                   COM              62886E108    44235  1102448 SH       DEFINED 12 15 16          0        0  1102448
NCR CORP NEW                   COM              62886E108    25123   626140 SH       DEFINED 22 23 28          0        0   626140
NCR CORP NEW                   COM              62886E108     1179    29400 SH       DEFINED 34                0        0    29400
NCR CORP NEW                   COM              62886E108       16      408 SH       DEFINED 37              408        0        0
NCR CORP NEW                   COM              62886E108     5292   131900 SH       DEFINED 03            86100        0    45800
NDS GROUP PLC                  SPONSORED ADR    628891103    49667   704500 SH       DEFINED 02 05 21          0        0   704500
NDS GROUP PLC                  SPONSORED ADR    628891103     3003    42600 SH       DEFINED 26 28 03          0        0    42600
NS GROUP INC                   COM              628916108      238    14600 SH       DEFINED 15                0        0    14600
NEC CORP                       ADR              629050204      564     3800 SH       DEFINED 15                0        0     3800
NFO WORLDWIDE INC              COM              62910N108     8969   407700 SH       DEFINED 07                0        0   407700
NFO WORLDWIDE INC              COM              62910N108     3194   145200 SH       DEFINED 03           145200        0        0
NL INDS INC                    COM NEW          629156407        7      600 SH       DEFINED 03              600        0        0
NPS PHARMACEUTICALS INC        COM              62936P103     1153    76600 SH       DEFINED 02 15             0        0    76600
NTL INC                        COM              629407107   109278  1177407 SH       DEFINED 13 15 22          0        0  1177407
NTL INC                        COM              629407107    61624   663962 SH       DEFINED 27 28 34          0        0   663962
NTL INC                        COM              629407107      487     5250 SH       DEFINED 03             5250        0        0
NVR INC                        COM              62944T105     1603    29700 SH       DEFINED 03            29700        0        0
NYMAGIC INC                    COM              629484106     1953   142700 SH       DEFINED 07                0        0   142700
NABISCO GROUP HLDG CORP        COM              62952P102    23001  1916800 SH       DEFINED 02 04 06          0        0  1916800
NABISCO GROUP HLDG CORP        COM              62952P102   103585  8632100 SH       DEFINED 07 09 12          0        0  8632100
NABISCO GROUP HLDG CORP        COM              62952P102    67611  5634300 SH       DEFINED 15 16 22          0        0  5634300
NABISCO GROUP HLDG CORP        COM              62952P102     4879   406610 SH       DEFINED 28 30 34          0        0   406610
NABISCO GROUP HLDG CORP        COM              62952P102    22575  1881289 SH       DEFINED 03          1379789        0   501500
NABISCO HLDGS CORP             CL A             629526104    62643  1946200 SH       DEFINED 02 07 09          0        0  1946200
NABISCO HLDGS CORP             CL A             629526104    24634   765330 SH       DEFINED 12 15 19          0        0   765330
NABISCO HLDGS CORP             CL A             629526104    88309  2743600 SH       DEFINED 22 27 28          0        0  2743600
NABISCO HLDGS CORP             CL A             629526104    15794   490700 SH       DEFINED 30 34 03     184000        0   306700
NABORS INDS INC                COM              629568106    21264   547875 SH       DEFINED 02 09 12          0        0   547875
NABORS INDS INC                COM              629568106    61736  1591754 SH       DEFINED 15 28 29          0        0  1591754
NABORS INDS INC                COM              629568106     4396   113280 SH       DEFINED 30 34             0        0   113280
NABORS INDS INC                COM              629568106    21194   546071 SH       DEFINED 03           546071        0        0
NACCO INDS INC                 CL A             629579103      303     6335 SH       DEFINED 03             6335        0        0
NAM TAI ELECTRS INC            WT EXP  110100   629865148      140   112000 SH       DEFINED 07                0        0   112000
NAM TAI ELECTRS INC            COM PAR $0.02    629865205     6861   419000 SH       DEFINED 07                0        0   419000
NANOGEN INC                    COM              630075109      122     3600 SH       DEFINED 02                0        0     3600
NANOMETRICS INC                COM              630077105     7965   163400 SH       DEFINED 02 26 03          0        0   163400
NATIONAL AUSTRALIA BK LTD      CAP UTS EXCHBL   632525309     1857    76800 SH       DEFINED 21                0        0    76800
NATIONAL BEVERAGE CORP         COM              635017106     2212   276500 SH       DEFINED 07                0        0   276500
NATIONAL CITY CORP             COM              635405103     2062   100000 SH       DEFINED 15                0        0   100000
NATIONAL CITY CORP             COM              635405103     9791   474894 SH       DEFINED 37 03        474894        0        0
NATIONAL COMM BANCORP          COM              635449101     2257   122000 SH       DEFINED 15                0        0   122000
NATIONAL COMM BANCORP          COM              635449101       48     2600 SH       DEFINED 03             2600        0        0
NATIONAL COMPUTER SYS INC      COM              635519101    59301  1168500 SH       DEFINED 13 20 26          0        0  1168500
NATIONAL COMPUTER SYS INC      COM              635519101    26085   514000 SH       DEFINED 28 32             0        0   514000
NATIONAL COMPUTER SYS INC      COM              635519101    11758   231700 SH       DEFINED 03           231700        0        0
NATIONAL DATA CORP             COM              635621105     1040    40000 SH       DEFINED 15                0        0    40000
NATIONAL DATA CORP             COM              635621105     2041    78500 SH       DEFINED 03            78500        0        0
NATIONAL FUEL GAS CO N J       COM              636180101      681    15300 SH       DEFINED 15                0        0    15300
NATIONAL INFO CONSORTIUM INC   COM              636491102     9556   275000 SH       DEFINED 13                0        0   275000
NATIONAL INSTRS CORP           COM              636518102    50791  1082100 SH       DEFINED 13 15 20          0        0  1082100
NATIONAL INSTRS CORP           COM              636518102    16184   344800 SH       DEFINED 26 28 32          0        0   344800
NATIONAL INSTRS CORP           COM              636518102    14290   304450 SH       DEFINED 03           304450        0        0
NATIONAL-OILWELL INC           COM              637071101     5208   169400 SH       DEFINED 13 15             0        0   169400
NATIONAL-OILWELL INC           COM              637071101     3109   100700 SH       DEFINED 03           100700        0        0
NATIONAL R V HLDGS INC         COM              637277104     5651   357400 SH       DEFINED 07 26             0        0   357400
NATIONAL R V HLDGS INC         COM              637277104      113     7200 SH       DEFINED 03             7200        0        0
NATIONAL SEMICONDUCTOR CORP    COM              637640103    48524   800400 SH       DEFINED 02 04 09          0        0   800400
NATIONAL SEMICONDUCTOR CORP    COM              637640103  1156397 19074600 SH       DEFINED 12 13 15          0        0 19074600
NATIONAL SEMICONDUCTOR CORP    COM              637640103    44696   737270 SH       DEFINED 19 20 22          0        0   737270
NATIONAL SEMICONDUCTOR CORP    COM              637640103   252705  4168330 SH       DEFINED 28 30 32          0        0  4168330
NATIONAL SEMICONDUCTOR CORP    COM              637640103     4977    82100 SH       DEFINED 34                0        0    82100
NATIONAL SEMICONDUCTOR CORP    COM              637640103    40604   669789 SH       DEFINED 37 03        669789        0        0
NATIONAL SVC INDS INC          COM              637657107      646    30707 SH       DEFINED 03            30707        0        0
NATIONAL WESTN LIFE INS CO     CL A             638522102    13770   170000 SH       DEFINED 07                0        0   170000
NATIONAL WESTMINSTER BK PLC    ADR              638539403       57      467 SH       DEFINED 37              467        0        0
NATIONWIDE FINL SVCS INC       CL A             638612101     6127   209500 SH       DEFINED 02 07 15          0        0   209500
NATIONWIDE FINL SVCS INC       CL A             638612101      623    21300 SH       DEFINED 34                0        0    21300
NATIONWIDE FINL SVCS INC       CL A             638612101     5481   187400 SH       DEFINED 03           187400        0        0
NATROL INC                     COM              638789107      486    95000 SH       DEFINED 28                0        0    95000
NATURAL MICROSYSTEMS CORP      COM              638882100   161235  1880300 SH       DEFINED 02 09 13          0        0  1880300
NATURAL MICROSYSTEMS CORP      COM              638882100    12978   151350 SH       DEFINED 15 28 30          0        0   151350
NATURAL MICROSYSTEMS CORP      COM              638882100     1466    17100 SH       DEFINED 34                0        0    17100
NATURES SUNSHINE PRODUCTS INC  COM              639027101    11642  1455300 SH       DEFINED 07 28             0        0  1455300
NAUTICA ENTERPRISES INC        COM              639089101    46530  3960000 SH       DEFINED 07 26             0        0  3960000
NAVISTAR INTL CORP NEW         COM              63934E108    89498  2230500 SH       DEFINED 02 04 07          0        0  2230500
NAVISTAR INTL CORP NEW         COM              63934E108   113334  2824540 SH       DEFINED 09 11 15          0        0  2824540
NAVISTAR INTL CORP NEW         COM              63934E108    48682  1213260 SH       DEFINED 19 22 23          0        0  1213260
NAVISTAR INTL CORP NEW         COM              63934E108    82187  2048287 SH       DEFINED 28 34 03    1694287        0   354000
NAVISITE INC                   COM              63935M109    40189   330100 SH       DEFINED 06 13 16          0        0   330100
NAVISITE INC                   COM              63935M109     9143    75100 SH       DEFINED 21 29             0        0    75100
NAVISITE INC                   COM              63935M109     3786    31100 SH       DEFINED 03            31100        0        0
NEIMAN MARCUS GROUP INC        CL A             640204202    18598   668700 SH       DEFINED 10                0        0   668700
NEIMAN MARCUS GROUP INC        CL B             640204301      344    12534 SH       DEFINED 02 08 15          0        0    12534
NEIMAN MARCUS GROUP INC        CL B             640204301        9      346 SH       DEFINED 34                0        0      346
NEIMAN MARCUS GROUP INC        CL B             640204301       19      723 SH       DEFINED 37              723        0        0
NETBANK INC                    COM              640933107    29705  2285000 SH       DEFINED 13                0        0  2285000
NETWORKS ASSOCS INC            SB DB CV ZERO 18 640938AB2     2014  5250000 PRN      DEFINED 11                0        0        0
NETWORKS ASSOCS INC            COM              640938106     6875   213200 SH       DEFINED 16 28             0        0   213200
NETWORKS ASSOCS INC            COM              640938106       14      500 SH       DEFINED 37              500        0        0
NET2PHONE                      COM              64108N106   104929  1774700 SH       DEFINED 13 22 28          0        0  1774700
NETEGRITY INC                  COM              64110P107    27400   400000 SH       DEFINED 13                0        0   400000
NETRO CORP                     COM              64114R109    65015  1000000 SH       DEFINED 13                0        0  1000000
NETIQ CORP                     COM              64115P102    53356   798600 SH       DEFINED 13                0        0   798600
NETSCOUT SYS INC               COM              64115T104     3855   230200 SH       DEFINED 02 32             0        0   230200
NETOPTIX CORP                  COM              64116F103    52538   305900 SH       DEFINED 09 15 28          0        0   305900
NETOPTIX CORP                  COM              64116F103      510     2970 SH       DEFINED 30                0        0     2970
NETWORK APPLIANCE INC          COM              64120L104    27183   328500 SH       DEFINED 02 05 06          0        0   328500
NETWORK APPLIANCE INC          COM              64120L104   393600  4756500 SH       DEFINED 09 10 11          0        0  4756500
NETWORK APPLIANCE INC          COM              64120L104  1472570 17795408 SH       DEFINED 12 13 15          0        0 17795408
NETWORK APPLIANCE INC          COM              64120L104   189876  2294584 SH       DEFINED 16 22 26          0        0  2294584
NETWORK APPLIANCE INC          COM              64120L104   280802  3393380 SH       DEFINED 28 30 34          0        0  3393380
NETWORK APPLIANCE INC          COM              64120L104   141848  1714184 SH       DEFINED 37 03       1524596        0   189588
NETWORK SOLUTIONS INC DEL      COM              64121Q102    46987   305700 SH       DEFINED 02 11 28          0        0   305700
NETWORK PERIPHERALS INC        COM              64121R100     3933   110800 SH       DEFINED 02 04 15          0        0   110800
NETWORK PERIPHERALS INC        COM              64121R100       99     2800 SH       DEFINED 34                0        0     2800
NET2000 COMMUNICATIONS INC     COM              64122G103       95     4000 SH       DEFINED 02 12 15          0        0     4000
NET2000 COMMUNICATIONS INC     COM              64122G103       11      500 SH       DEFINED 28                0        0      500
NETZERO INC                    COM              64122R109    34320  2250500 SH       DEFINED 13                0        0  2250500
NEUBERGER BERMAN INC           COM              641234109      896    31800 SH       DEFINED 15                0        0    31800
NEUROGEN CORP                  COM              64124E106     1568    50800 SH       DEFINED 15                0        0    50800
NEUROCRINE BIOSCIENCES INC     COM              64125C109     7453   320600 SH       DEFINED 15                0        0   320600
NEW CENTURY ENERGIES INC       COM              64352U103     2621    87190 SH       DEFINED 03            87190        0        0
NEW ENGLAND BUSINESS SVC INC   COM              643872104    18764  1087800 SH       DEFINED 07 09 22          0        0  1087800
NEW ENGLAND BUSINESS SVC INC   COM              643872104      393    22800 SH       DEFINED 03             9600        0    13200
NEW ERA OF NETWORKS INC        COM              644312100    10020   255300 SH       DEFINED 02 09 10          0        0   255300
NEW ERA OF NETWORKS INC        COM              644312100   159029  4051700 SH       DEFINED 13 15 22          0        0  4051700
NEW ERA OF NETWORKS INC        COM              644312100    13677   348470 SH       DEFINED 28 29 30          0        0   348470
NEW ERA OF NETWORKS INC        COM              644312100     3446    87800 SH       DEFINED 34                0        0    87800
NEW ERA OF NETWORKS INC        COM              644312100     9290   236700 SH       DEFINED 03           236700        0        0
NEW HORIZONS WORLDWIDE INC     COM              645526104     3603   203000 SH       DEFINED 07 26             0        0   203000
NEW JERSEY RES                 COM              646025106      436    10200 SH       DEFINED 15                0        0    10200
NEW JERSEY RES                 COM              646025106        8      194 SH       DEFINED 37              194        0        0
NEW PLAN EXCEL RLTY TR INC     COM              648053106      437    31840 SH       DEFINED 03            31840        0        0
NEW YORK TIMES CO              CL A             650111107    79975  1862600 SH       DEFINED 02 05 07          0        0  1862600
NEW YORK TIMES CO              CL A             650111107    43441  1011730 SH       DEFINED 11 15 19          0        0  1011730
NEW YORK TIMES CO              CL A             650111107    51460  1198500 SH       DEFINED 20 26 28          0        0  1198500
NEW YORK TIMES CO              CL A             650111107    18952   441400 SH       DEFINED 32 34             0        0   441400
NEW YORK TIMES CO              CL A             650111107    29352   683608 SH       DEFINED 37 03        434208        0   249400
NEWBRIDGE NETWORKS CORP        COM              650901101      438    14060 SH       DEFINED 02 07             0        0    14060
NEWBRIDGE NETWORKS CORP        COM              650901101      557    17330 SH       DEFINED 03             7130        0    10200
NEWELL RUBBERMAID INC          COM              651229106   113156  4560472 SH       DEFINED 07 09 16          0        0  4560472
NEWELL RUBBERMAID INC          COM              651229106    45549  1835735 SH       DEFINED 22 28 03     255138        0  1580597
NEWFIELD EXPL CO               COM              651290108    96542  2738800 SH       DEFINED 15 22 28          0        0  2738800
NEWFIELD EXPL CO               COM              651290108    10370   294200 SH       DEFINED 03           294200        0        0
NEWHALL LAND & FARMING CO CAL  DEPOSITARY REC   651426108     4438   157100 SH       DEFINED 09                0        0   157100
NEWMONT MINING CORP            COM              651639106    18291   815200 SH       DEFINED 02 04 05          0        0   815200
NEWMONT MINING CORP            COM              651639106    59912  2670200 SH       DEFINED 06 07 09          0        0  2670200
NEWMONT MINING CORP            COM              651639106   144625  6445715 SH       DEFINED 12 13 15          0        0  6445715
NEWMONT MINING CORP            COM              651639106   128530  5728400 SH       DEFINED 20 22 26          0        0  5728400
NEWMONT MINING CORP            COM              651639106    45184  2013800 SH       DEFINED 28 30 32          0        0  2013800
NEWMONT MINING CORP            COM              651639106    15945   710646 SH       DEFINED 34 03        388546        0   322100
NEWPARK RES INC                COM PAR $.01NEW  651718504     1184   148000 SH       DEFINED 15                0        0   148000
NEWPARK RES INC                COM PAR $.01NEW  651718504      211    26400 SH       DEFINED 03            26400        0        0
NEWPORT CORP                   COM              651824104      621     4600 SH       DEFINED 02 15             0        0     4600
NEWPORT NEWS SHIPBUILDING INC  COM              652228107     8730   288600 SH       DEFINED 06 15 26          0        0   288600
NEWPORT NEWS SHIPBUILDING INC  COM              652228107     1116    36900 SH       DEFINED 03            36900        0        0
NEWS CORP LTD                  ADR NEW          652487703   386403  6869400 SH       DEFINED 07 10 13          0        0  6869400
NEWS CORP LTD                  ADR NEW          652487703    35932   638800 SH       DEFINED 15 19 21          0        0   638800
NEWS CORP LTD                  ADR NEW          652487703     5831   103670 SH       DEFINED 37 03         81070        0    22600
NEWS CORP LTD                  SP ADR PFD       652487802    48924  1024600 SH       DEFINED 02 05 06          0        0  1024600
NEWS CORP LTD                  SP ADR PFD       652487802    90199  1889000 SH       DEFINED 07 19 21          0        0  1889000
NEWS CORP LTD                  SP ADR PFD       652487802    16067   336500 SH       DEFINED 22 28 03      25900        0   310600
NEXTCARD INC                   COM              65332K107    35692  2333300 SH       DEFINED 02 13 15          0        0  2333300
NEXTCARD INC                   COM              65332K107      382    25000 SH       DEFINED 34                0        0    25000
NEXTEL COMMUNICATIONS INC      CL A             65332V103   168634  1137500 SH       DEFINED 02 04 05          0        0  1137500
NEXTEL COMMUNICATIONS INC      CL A             65332V103   612895  4134200 SH       DEFINED 06 07 09          0        0  4134200
NEXTEL COMMUNICATIONS INC      CL A             65332V103   982541  6627600 SH       DEFINED 10 12 13          0        0  6627600
NEXTEL COMMUNICATIONS INC      CL A             65332V103  1189073  8020730 SH       DEFINED 15 16 19          0        0  8020730
NEXTEL COMMUNICATIONS INC      CL A             65332V103  1042980  7035279 SH       DEFINED 20 21 22          0        0  7035279
NEXTEL COMMUNICATIONS INC      CL A             65332V103    68832   464300 SH       DEFINED 23 26 27          0        0   464300
NEXTEL COMMUNICATIONS INC      CL A             65332V103   530692  3579710 SH       DEFINED 28 29 30          0        0  3579710
NEXTEL COMMUNICATIONS INC      CL A             65332V103   248348  1675200 SH       DEFINED 32 34             0        0  1675200
NEXTEL COMMUNICATIONS INC      CL A             65332V103   260163  1754902 SH       DEFINED 37 03       1284302        0   470600
NEXTEL PARTNERS INC            CL A             65333F107     7774   268100 SH       DEFINED 02 09 10          0        0   268100
NEXTEL PARTNERS INC            CL A             65333F107     2670    92100 SH       DEFINED 11 12 20          0        0    92100
NEXTEL PARTNERS INC            CL A             65333F107     2882    99400 SH       DEFINED 28 30 32          0        0    99400
NEXTLINK COMMUNICATIONS INC    CL A             65333H707   139692  1129400 SH       DEFINED 02 05 06          0        0  1129400
NEXTLINK COMMUNICATIONS INC    CL A             65333H707    79988   646700 SH       DEFINED 07 09 10          0        0   646700
NEXTLINK COMMUNICATIONS INC    CL A             65333H707   156239  1263180 SH       DEFINED 13 15 19          0        0  1263180
NEXTLINK COMMUNICATIONS INC    CL A             65333H707   567898  4591400 SH       DEFINED 20 22 28          0        0  4591400
NEXTLINK COMMUNICATIONS INC    CL A             65333H707   100261   810600 SH       DEFINED 30 32 34          0        0   810600
NEXTLINK COMMUNICATIONS INC    CL A             65333H707    28831   233100 SH       DEFINED 03           163800        0    69300
NEXT LEVEL COMM INC            COM              65333U104     8460    77800 SH       DEFINED 10 20 32          0        0    77800
NIAGARA MOHAWK HLDGS INC       COM              653520106    89179  6605925 SH       DEFINED 09 12 15          0        0  6605925
NIAGARA MOHAWK HLDGS INC       COM              653520106    30450  2255603 SH       DEFINED 22 03        613603        0  1642000
NICOR INC                      COM              654086107     1169    35519 SH       DEFINED 03            35519        0        0
NIKE INC                       CL B             654106103   175229  4422200 SH       DEFINED 02 10 11          0        0  4422200
NIKE INC                       CL B             654106103   157897  3984800 SH       DEFINED 13 15 34          0        0  3984800
NIKE INC                       CL B             654106103    15155   382485 SH       DEFINED 03           347685        0    34800
99 CENTS ONLY STORES           COM              65440K106     1808    46071 SH       DEFINED 03            46071        0        0
NIPPON TELEG & TEL CORP        SPONSORED ADR    654624105     3735    47400 SH       DEFINED 19                0        0    47400
NIPPON TELEG & TEL CORP        SPONSORED ADR    654624105        3       40 SH       DEFINED 37               40        0        0
NISOURCE INC                   COM              65473P105    14119   836700 SH       DEFINED 09 28 30          0        0   836700
NOBLE AFFILIATES INC           COM              654894104     7861   239600 SH       DEFINED 02 09 15          0        0   239600
NOBLE AFFILIATES INC           COM              654894104    86433  2634170 SH       DEFINED 22 28 30          0        0  2634170
NOBLE AFFILIATES INC           COM              654894104      656    20000 SH       DEFINED 34                0        0    20000
NOKIA CORP                     SPONSORED ADR    654902204   181577   835800 SH       DEFINED 02 04 05          0        0   835800
NOKIA CORP                     SPONSORED ADR    654902204   562742  2590300 SH       DEFINED 06 07 09          0        0  2590300
NOKIA CORP                     SPONSORED ADR    654902204  1404586  6465300 SH       DEFINED 10 11 12          0        0  6465300
NOKIA CORP                     SPONSORED ADR    654902204  1542518  7100200 SH       DEFINED 13 15 16          0        0  7100200
NOKIA CORP                     SPONSORED ADR    654902204   398805  1835700 SH       DEFINED 18 19 20          0        0  1835700
NOKIA CORP                     SPONSORED ADR    654902204   372887  1716400 SH       DEFINED 21 22 23          0        0  1716400
NOKIA CORP                     SPONSORED ADR    654902204   699610  3220300 SH       DEFINED 26 28 30          0        0  3220300
NOKIA CORP                     SPONSORED ADR    654902204   128612   592000 SH       DEFINED 32 34             0        0   592000
NOKIA CORP                     SPONSORED ADR    654902204   116738   537350 SH       DEFINED 37 03        338150        0   199200
NOBLE DRILLING CORP            COM              655042109    49571  1196300 SH       DEFINED 02 06 07          0        0  1196300
NOBLE DRILLING CORP            COM              655042109   211654  5107810 SH       DEFINED 09 11 12          0        0  5107810
NOBLE DRILLING CORP            COM              655042109   154684  3732950 SH       DEFINED 13 15 16          0        0  3732950
NOBLE DRILLING CORP            COM              655042109    22525   543600 SH       DEFINED 19 21 22          0        0   543600
NOBLE DRILLING CORP            COM              655042109    32034   773223 SH       DEFINED 23 28 29          0        0   773223
NOBLE DRILLING CORP            COM              655042109     6596   159190 SH       DEFINED 30 34             0        0   159190
NOBLE DRILLING CORP            COM              655042109    98705  2382104 SH       DEFINED 37 03       2138704        0   243400
NORDSTROM INC                  COM              655664100    54555  1849340 SH       DEFINED 05 06 12          0        0  1849340
NORDSTROM INC                  COM              655664100     3978   134870 SH       DEFINED 28                0        0   134870
NORDSTROM INC                  COM              655664100     9726   329700 SH       DEFINED 37 03        128800        0   200900
NORFOLK SOUTHERN CORP          COM              655844108     7354   511600 SH       DEFINED 11                0        0   511600
NORFOLK SOUTHERN CORP          COM              655844108     5050   351363 SH       DEFINED 37 03        338263        0    13100
NORTEL NETWORKS CORP           COM              656569100   506463  4099790 SH       DEFINED 02 04 05          0        0  4099790
NORTEL NETWORKS CORP           COM              656569100   115931   922580 SH       DEFINED 06 07 09          0        0   922580
NORTEL NETWORKS CORP           COM              656569100   648218  5158500 SH       DEFINED 10 11 12          0        0  5158500
NORTEL NETWORKS CORP           COM              656569100  1725812 13734000 SH       DEFINED 13 15 16          0        0 13734000
NORTEL NETWORKS CORP           COM              656569100   163994  1305070 SH       DEFINED 18 19 20          0        0  1305070
NORTEL NETWORKS CORP           COM              656569100   197621  1572669 SH       DEFINED 21 22 23          0        0  1572669
NORTEL NETWORKS CORP           COM              656569100   446763  3555340 SH       DEFINED 26 28 29          0        0  3555340
NORTEL NETWORKS CORP           COM              656569100   181044  1440750 SH       DEFINED 30 32 34          0        0  1440750
NORTEL NETWORKS CORP           COM              656569100   239050  1898164 SH       DEFINED 37 03       1770904        0   127260
NORTH AMERN VACCINE INC        COM              657201109      978   364200 SH       DEFINED 15                0        0   364200
NORTH FORK BANCORPORATION NY   COM              659424105     2960   165600 SH       DEFINED 15                0        0   165600
NORTHEAST OPTIC NETWORK INC    COM              664334109      211     2500 SH       DEFINED 12 28             0        0     2500
NORTHEAST UTILS                COM              664397106     3695   171900 SH       DEFINED 32                0        0   171900
NORTHEAST UTILS                COM              664397106      520    24200 SH       DEFINED 37 03         24200        0        0
NORTHN STS PWR CO MINN         COM              665772109     2322   116876 SH       DEFINED 03           116876        0        0
NORTHERN TR CORP               COM              665859104    57279   847800 SH       DEFINED 02 11 12          0        0   847800
NORTHERN TR CORP               COM              665859104   217618  3221000 SH       DEFINED 15 16 18          0        0  3221000
NORTHERN TR CORP               COM              665859104    77556  1147920 SH       DEFINED 19 20 23          0        0  1147920
NORTHERN TR CORP               COM              665859104    12499   185000 SH       DEFINED 28 32 34          0        0   185000
NORTHERN TR CORP               COM              665859104    55416   820279 SH       DEFINED 37 03        605919        0   214360
NORTHPOINT COMMUNICATIONS HLDG COM              666610100    29445  1276750 SH       DEFINED 09 16 20          0        0  1276750
NORTHPOINT COMMUNICATIONS HLDG COM              666610100     4165   180628 SH       DEFINED 32                0        0   180628
NORTHROP GRUMMAN CORP          COM              666807102     5776   109110 SH       DEFINED 15 16 32          0        0   109110
NORTHROP GRUMMAN CORP          COM              666807102       21      400 SH       DEFINED 34                0        0      400
NORTHROP GRUMMAN CORP          COM              666807102     4241    80118 SH       DEFINED 03            80118        0        0
NORTHWEST AIRLS CORP           CL A             667280101     1441    63730 SH       DEFINED 15 34             0        0    63730
NORTHWEST AIRLS CORP           CL A             667280101     1742    77000 SH       DEFINED 03            77000        0        0
NORTHWEST NAT GAS CO           COM              667655104      292    15000 SH       DEFINED 15                0        0    15000
NORTHWEST PIPE CO              COM              667746101     1526   109000 SH       DEFINED 07                0        0   109000
NOVA CHEMICALS CORP            COM              66977W109      665    36580 SH       DEFINED 02 07 15          0        0    36580
NOVA CHEMICALS CORP            COM              66977W109       99     5420 SH       DEFINED 03             5420        0        0
NOVA CORP GA                   COM              669784100    21634   742800 SH       DEFINED 20 32             0        0   742800
NOVADIGM INC                   COM              669937104     1056    65000 SH       DEFINED 26                0        0    65000
NOVADIGM INC                   COM              669937104     1625   100000 SH       DEFINED 03           100000        0        0
NOVAMERICAN STL INC            COM              669959108     9820   958100 SH       DEFINED 02                0        0   958100
NOVELL INC                     COM              670006105    33614  1174300 SH       DEFINED 02 05 06          0        0  1174300
NOVELL INC                     COM              670006105   303878 10615855 SH       DEFINED 12 13 15          0        0 10615855
NOVELL INC                     COM              670006105    69155  2415900 SH       DEFINED 20 28 32          0        0  2415900
NOVELL INC                     COM              670006105     5868   205000 SH       DEFINED 34                0        0   205000
NOVELL INC                     COM              670006105     9765   341147 SH       DEFINED 37 03        308147        0    33000
NOVELLUS SYS INC               COM              670008101    27849   496200 SH       DEFINED 02 09 13          0        0   496200
NOVELLUS SYS INC               COM              670008101   305645  5445800 SH       DEFINED 15 16 18          0        0  5445800
NOVELLUS SYS INC               COM              670008101     3858    68750 SH       DEFINED 28 30             0        0    68750
NOVELLUS SYS INC               COM              670008101    24243   431960 SH       DEFINED 03           266760        0   165200
NOVEN PHARMACEUTICALS INC      COM              670009109     2801   256100 SH       DEFINED 04 15             0        0   256100
NOVOSTE CORP                   COM              67010C100     8432   210800 SH       DEFINED 09 15 20          0        0   210800
NOVOSTE CORP                   COM              67010C100     2460    61500 SH       DEFINED 28 30 32          0        0    61500
NOVOSTE CORP                   COM              67010C100     1612    40300 SH       DEFINED 03            40300        0        0
NOVO-NORDISK A S               ADR              670100205        2       30 SH       DEFINED 37               30        0        0
NSTAR                          COM              67019E107     3221    76700 SH       DEFINED 15                0        0    76700
NUCOR CORP                     COM              670346105    85025  1700500 SH       DEFINED 04 07 09          0        0  1700500
NUCOR CORP                     COM              670346105   150215  3004300 SH       DEFINED 10 12 15          0        0  3004300
NUCOR CORP                     COM              670346105    51570  1031400 SH       DEFINED 18 21 22          0        0  1031400
NUCOR CORP                     COM              670346105    13605   272100 SH       DEFINED 28 32             0        0   272100
NUCOR CORP                     COM              670346105       16      333 SH       DEFINED 37              333        0        0
NUCOR CORP                     COM              670346105    14870   297400 SH       DEFINED 03            97400        0   200000
NUEVO ENERGY CO                COM              670509108     5081   236350 SH       DEFINED 02 09 15          0        0   236350
NUEVO ENERGY CO                COM              670509108     3661   170320 SH       DEFINED 25 26 28          0        0   170320
NUEVO ENERGY CO                COM              670509108       64     2980 SH       DEFINED 30                0        0     2980
NUEVO ENERGY CO                COM              670509108     2706   125900 SH       DEFINED 03           125900        0        0
NUEVO GROUP IUSACELL SA DE DV  SPON ADR V       670512102     2170   107200 SH       DEFINED 02 07 19          0        0   107200
NUEVO GROUP IUSACELL SA DE DV  SPON ADR V       670512102     6386   315400 SH       DEFINED 21                0        0   315400
NUVEEN PREM INCOME MUN FD 4    COM              6706K4105        5      441 SH       DEFINED 37              441        0        0
NUVEEN MUN ADVANTAGE FD INC    COM              67062H106      412    33000 SH       DEFINED 37            33000        0        0
NUVEEN INSD QUALITY MUN FD INC COM              67062N103        3      250 SH       DEFINED 37              250        0        0
NUVEEN MUN MKT OPPORTUNITY FD  COM              67062W103      875    69668 SH       DEFINED 37            69668        0        0
NUVEEN PREM INCOME MUN FD 2    COM              67063W102       19     1500 SH       DEFINED 37             1500        0        0
NVIDIA CORP                    COM              67066G104      819     9700 SH       DEFINED 13                0        0     9700
NVIDIA CORP                    COM              67066G104     1182    14000 SH       DEFINED 03            14000        0        0
ODS NETWORKS INC               COM              67082N109     1423    59300 SH       DEFINED 02 34             0        0    59300
OGE ENERGY CORP                COM              670837103        7      400 SH       DEFINED 37              400        0        0
OM GROUP INC                   COM              670872100     2275    50000 SH       DEFINED 07                0        0    50000
OM GROUP INC                   COM              670872100    10039   220650 SH       DEFINED 03           220650        0        0
NUVEEN MUN VALUE FD INC        COM              670928100       24     2959 SH       DEFINED 37             2959        0        0
NUVEEN QUALITY INCOME MUN FD   COM              670977107      120     9205 SH       DEFINED 37             9205        0        0
OSI PHARMACEUTICALS INC        COM              671040103     6819   349700 SH       DEFINED 15                0        0   349700
OAK TECHNOLOGY INC             COM              671802106     6737   350000 SH       DEFINED 10                0        0   350000
OAKLEY INC                     COM              673662102     4735   445700 SH       DEFINED 28                0        0   445700
OAKWOOD HOMES CORP             COM              674098108    10298  2701300 SH       DEFINED 07 15 34          0        0  2701300
OCCIDENTAL PETE CORP DEL       COM              674599105   167162  8056000 SH       DEFINED 02 09 10          0        0  8056000
OCCIDENTAL PETE CORP DEL       COM              674599105    97157  4682300 SH       DEFINED 12 15 22          0        0  4682300
OCCIDENTAL PETE CORP DEL       COM              674599105    14598   703560 SH       DEFINED 23 28 32          0        0   703560
OCCIDENTAL PETE CORP DEL       COM              674599105     3558   171500 SH       DEFINED 34                0        0   171500
OCCIDENTAL PETE CORP DEL       COM              674599105       96     4755 SH       DEFINED 37             4755        0        0
OCCIDENTAL PETE CORP DEL       COM              674599105    24335  1172809 SH       DEFINED 03           393309        0   779500
OCEAN ENERGY INC TEX           COM              67481E106    23403  1628100 SH       DEFINED 02 09 12          0        0  1628100
OCEAN ENERGY INC TEX           COM              67481E106     9194   639640 SH       DEFINED 15 23 28          0        0   639640
OCEAN ENERGY INC TEX           COM              67481E106     2407   167490 SH       DEFINED 30 32             0        0   167490
OCEAN ENERGY INC TEX           COM              67481E106    10696   744070 SH       DEFINED 03           473370        0   270700
OCEANEERING INTL INC           COM              675232102    18341   978200 SH       DEFINED 07 15 28          0        0   978200
OCEANEERING INTL INC           COM              675232102     3373   179900 SH       DEFINED 03           179900        0        0
OCTEL CORP                     COM              675727101    14352  1472000 SH       DEFINED 07                0        0  1472000
OCULAR SCIENCES INC            COM              675744106    25568  1625000 SH       DEFINED 07                0        0  1625000
OCULAR SCIENCES INC            COM              675744106      860    54700 SH       DEFINED 03            54700        0        0
OCWEN FINL CORP                COM              675746101      904   116759 SH       DEFINED 27                0        0   116759
OFFICE DEPOT INC               LYON SUB ZERO 08 676220AB2     2780  4000000 PRN      DEFINED 11                0        0        0
OFFICE DEPOT INC               COM              676220106   141985 12279850 SH       DEFINED 02 09 10          0        0 12279850
OFFICE DEPOT INC               COM              676220106    70661  6111250 SH       DEFINED 15 20 28          0        0  6111250
OFFICE DEPOT INC               COM              676220106    14545  1258000 SH       DEFINED 30 32 34          0        0  1258000
OFFICE DEPOT INC               COM              676220106     3894   336784 SH       DEFINED 03           336784        0        0
OFFSHORE LOGISTICS INC         COM              676255102     3592   258900 SH       DEFINED 07 15             0        0   258900
OGDEN CORP                     COM              676346109    28692  2403590 SH       DEFINED 02 12 15          0        0  2403590
OGDEN CORP                     COM              676346109       26     2200 SH       DEFINED 19 34             0        0     2200
OGDEN CORP                     COM              676346109    26305  2203600 SH       DEFINED 03          1668900        0   534700
OILGEAR CO                     COM              678042102     1218   140300 SH       DEFINED 07                0        0   140300
OLD DOMINION FGHT LINES INC    COM              679580100     9922   831200 SH       DEFINED 07                0        0   831200
OLD KENT FINL CORP             COM              679833103     2871    88869 SH       DEFINED 03            88869        0        0
OLD REP INTL CORP              COM              680223104        1      100 SH       DEFINED 37              100        0        0
OLIN CORP                      COM PAR $1       680665205    26200  1476100 SH       DEFINED 02 09 15          0        0  1476100
OLIN CORP                      COM PAR $1       680665205    52009  2930100 SH       DEFINED 18 22 03     517100        0  2413000
OMNICARE INC                   COM              681904108      265    22000 SH       DEFINED 15                0        0    22000
OMNICOM GROUP INC              COM              681919106   312141  3340650 SH       DEFINED 02 05 06          0        0  3340650
OMNICOM GROUP INC              COM              681919106   734528  7861176 SH       DEFINED 07 10 11          0        0  7861176
OMNICOM GROUP INC              COM              681919106    87405   935439 SH       DEFINED 12 13 15          0        0   935439
OMNICOM GROUP INC              COM              681919106   449331  4808900 SH       DEFINED 16 23 26          0        0  4808900
OMNICOM GROUP INC              COM              681919106    47199   505140 SH       DEFINED 28 30 32          0        0   505140
OMNICOM GROUP INC              COM              681919106      359     3850 SH       DEFINED 34                0        0     3850
OMNICOM GROUP INC              COM              681919106   155343  1662517 SH       DEFINED 37 03       1132217        0   530300
OMEGA HEALTHCARE INVS INC      COM              681936100      489    77500 SH       DEFINED 03            77500        0        0
OMNOVA SOLUTIONS INC           COM              682129101    19689  3500300 SH       DEFINED 12 03             0        0  3500300
ON ASSIGNMENT INC              COM              682159108      450    10000 SH       DEFINED 03            10000        0        0
ONDISPLAY INC                  COM              68232L100    28067   339700 SH       DEFINED 11 13             0        0   339700
ONE PRICE CLOTHING STORES INC  COM              682411103     3462  1026000 SH       DEFINED 07                0        0  1026000
ONEOK INC NEW                  COM              682680103      177     7100 SH       DEFINED 15                0        0     7100
ONEOK INC NEW                  COM              682680103      596    23856 SH       DEFINED 03            23856        0        0
ONTRACK DATA INTL INC          COM              683372106     2670   259000 SH       DEFINED 07                0        0   259000
ONYX SOFTWARE CORP             COM              683402101      153     4800 SH       DEFINED 02                0        0     4800
OPEN MKT INC                   COM              68370M100    17525   680600 SH       DEFINED 02 13 15          0        0   680600
OPEN MKT INC                   COM              68370M100    17507   679900 SH       DEFINED 03           679900        0        0
OPEN JT STK CO-VIMPEL COMMUNIC SPONSORED ADR    68370R109     6803   160800 SH       DEFINED 19 21             0        0   160800
ORACLE CORP                    COM              68389X105   443871  5686100 SH       DEFINED 02 05 06          0        0  5686100
ORACLE CORP                    COM              68389X105  1445303 18514700 SH       DEFINED 07 10 12          0        0 18514700
ORACLE CORP                    COM              68389X105  1173621 15034388 SH       DEFINED 13 15 16          0        0 15034388
ORACLE CORP                    COM              68389X105   254842  3264600 SH       DEFINED 18 19 22          0        0  3264600
ORACLE CORP                    COM              68389X105   801417 10266360 SH       DEFINED 23 26 28          0        0 10266360
ORACLE CORP                    COM              68389X105   220323  2822400 SH       DEFINED 30 32 34          0        0  2822400
ORACLE CORP                    COM              68389X105   448932  5750904 SH       DEFINED 37 03       5004310        0   746594
ORBITAL SCIENCES CORP          COM              685564106    10500   700000 SH       DEFINED 02                0        0   700000
OREGON STL MLS INC             COM              686079104     1123   290000 SH       DEFINED 28                0        0   290000
O REILLY AUTOMOTIVE INC        COM              686091109      141    10000 SH       DEFINED 07                0        0    10000
ORIOLE HOMES CORP              CL B             686264201      556   261800 SH       DEFINED 07                0        0   261800
ORTEL CORP                     COM              68749W102    10135    54000 SH       DEFINED 26                0        0    54000
OSHKOSH TRUCK CORP             COM              688239201       77     2500 SH       DEFINED 15                0        0     2500
OSHKOSH TRUCK CORP             COM              688239201       18      645 SH       DEFINED 37              645        0        0
OSHMANS SPORTING GOODS INC     COM              688260108      237   100000 SH       DEFINED 12                0        0   100000
OUTBACK STEAKHOUSE INC         COM              689899102    28279   882000 SH       DEFINED 02 07 12          0        0   882000
OUTBACK STEAKHOUSE INC         COM              689899102    51366  1602060 SH       DEFINED 15 16 19          0        0  1602060
OUTBACK STEAKHOUSE INC         COM              689899102    80658  2515650 SH       DEFINED 20 22 26          0        0  2515650
OUTBACK STEAKHOUSE INC         COM              689899102    51620  1610000 SH       DEFINED 28 32 34          0        0  1610000
OUTBACK STEAKHOUSE INC         COM              689899102    10780   336447 SH       DEFINED 37 03        336447        0        0
OVERSEAS SHIPHOLDING GROUP INC COM              690368105    11457   499500 SH       DEFINED 02 15 19          0        0   499500
OVERSEAS SHIPHOLDING GROUP INC COM              690368105    50524  2202700 SH       DEFINED 21 22 29          0        0  2202700
OVERSEAS SHIPHOLDING GROUP INC COM              690368105     2318   101100 SH       DEFINED 03                0        0   101100
OWENS CORNING                  COM              69073F103     6492   335110 SH       DEFINED 07 15 34          0        0   335110
OWENS CORNING                  COM              69073F103     1052    54299 SH       DEFINED 37 03         54299        0        0
OWENS ILL INC                  COM NEW          690768403    27543  1632220 SH       DEFINED 05 06 07          0        0  1632220
OWENS ILL INC                  COM NEW          690768403    39760  2356200 SH       DEFINED 09 10 11          0        0  2356200
OWENS ILL INC                  COM NEW          690768403    54101  3205990 SH       DEFINED 12 15 16          0        0  3205990
OWENS ILL INC                  COM NEW          690768403   114922  6810210 SH       DEFINED 22 26 28          0        0  6810210
OWENS ILL INC                  COM NEW          690768403       37     2200 SH       DEFINED 34                0        0     2200
OWENS ILL INC                  COM NEW          690768403        1      100 SH       DEFINED 37              100        0        0
OWENS ILL INC                  COM NEW          690768403    22078  1308375 SH       DEFINED 03           809175        0   499200
OWENS ILL INC                  PFD CONV $.01    690768502    24193   894000 SH       DEFINED 11 12 03          0        0   894000
OXFORD HEALTH PLANS INC        COM              691471106     9630   631500 SH       DEFINED 02 15 22          0        0   631500
OXFORD HEALTH PLANS INC        COM              691471106     4295   281700 SH       DEFINED 25 27 34          0        0   281700
OXFORD HEALTH PLANS INC        COM              691471106     9520   624300 SH       DEFINED 03           544300        0    80000
OXIGENE INC                    COM              691828107     1913    90600 SH       DEFINED 15                0        0    90600
P & F INDS INC                 CL A NEW         692830508     2751   314500 SH       DEFINED 07                0        0   314500
P A M TRANSN SVCS INC          COM              693149106     3940   389200 SH       DEFINED 07                0        0   389200
P C CONNECTION                 COM              69318J100      875    31000 SH       DEFINED 26                0        0    31000
PC HLDGS S A                   SP ADR B REP1S   693200107     1113    65017 SH       DEFINED 02 07 19          0        0    65017
PC HLDGS S A                   SP ADR B REP1S   693200107     9514   555613 SH       DEFINED 21                0        0   555613
PC-TEL INC                     COM              69325Q105     2934    39000 SH       DEFINED 28                0        0    39000
P-COM INC                      COM              693262107      290    15700 SH       DEFINED 15                0        0    15700
PECO ENERGY CO                 COM              693304107     5981   162200 SH       DEFINED 02 09 28          0        0   162200
PECO ENERGY CO                 COM              693304107     2304    62500 SH       DEFINED 30 32             0        0    62500
PECO ENERGY CO                 COM              693304107     5236   141998 SH       DEFINED 37 03        141998        0        0
PG&E CORP                      COM              69331C108   101656  4840776 SH       DEFINED 02 09 22          0        0  4840776
PG&E CORP                      COM              69331C108     1562    74400 SH       DEFINED 32                0        0    74400
PG&E CORP                      COM              69331C108       26     1241 SH       DEFINED 37             1241        0        0
PG&E CORP                      COM              69331C108    14953   712088 SH       DEFINED 03           445144        0   266944
PE CORP                        COM PE BIO GRP   69332S102    42952   445100 SH       DEFINED 02 05 06          0        0   445100
PE CORP                        COM PE BIO GRP   69332S102   867481  8992100 SH       DEFINED 09 11 13          0        0  8992100
PE CORP                        COM PE BIO GRP   69332S102   514829  5335020 SH       DEFINED 15 16 20          0        0  5335020
PE CORP                        COM PE BIO GRP   69332S102   137879  1428800 SH       DEFINED 22 23 28          0        0  1428800
PE CORP                        COM PE BIO GRP   69332S102    77056   798510 SH       DEFINED 30 32 34          0        0   798510
PE CORP                        COM PE BIO GRP   69332S102    58988   611278 SH       DEFINED 37 03        493138        0   118140
PE CORP                        CELERA GEN GRP   69332S201    24785   270700 SH       DEFINED 02 04 05          0        0   270700
PE CORP                        CELERA GEN GRP   69332S201   505411  5519850 SH       DEFINED 06 10 13          0        0  5519850
PE CORP                        CELERA GEN GRP   69332S201    69010   752540 SH       DEFINED 15 21 23          0        0   752540
PE CORP                        CELERA GEN GRP   69332S201    10260   110900 SH       DEFINED 26 28 29          0        0   110900
PE CORP                        CELERA GEN GRP   69332S201     6079    66400 SH       DEFINED 34                0        0    66400
PE CORP                        CELERA GEN GRP   69332S201    12699   138694 SH       DEFINED 03           120394        0    18300
PMC-SIERRA INC                 COM              69344F106    79947   392500 SH       DEFINED 02 05 06          0        0   392500
PMC-SIERRA INC                 COM              69344F106   419148  2057800 SH       DEFINED 09 10 11          0        0  2057800
PMC-SIERRA INC                 COM              69344F106   766720  3764200 SH       DEFINED 12 13 15          0        0  3764200
PMC-SIERRA INC                 COM              69344F106   308130  1512760 SH       DEFINED 16 19 21          0        0  1512760
PMC-SIERRA INC                 COM              69344F106   117629   577500 SH       DEFINED 22 23 26          0        0   577500
PMC-SIERRA INC                 COM              69344F106   131119   643730 SH       DEFINED 28 30 32          0        0   643730
PMC-SIERRA INC                 COM              69344F106    17924    88000 SH       DEFINED 34                0        0    88000
PMC-SIERRA INC                 COM              69344F106   122868   603220 SH       DEFINED 37 03        397470        0   205750
PMI GROUP INC                  COM              69344M101    46389   977900 SH       DEFINED 02 07 09          0        0   977900
PMI GROUP INC                  COM              69344M101    61704  1300760 SH       DEFINED 15 18 22          0        0  1300760
PMI GROUP INC                  COM              69344M101    18061   380750 SH       DEFINED 28 34 03     266600        0   114150
PNC BK CORP                    COM              693475105   153460  3405500 SH       DEFINED 02 07 11          0        0  3405500
PNC BK CORP                    COM              693475105    47338  1050500 SH       DEFINED 15 16 28          0        0  1050500
PNC BK CORP                    COM              693475105     2190    48600 SH       DEFINED 34                0        0    48600
PNC BK CORP                    COM              693475105    28352   629415 SH       DEFINED 37 03        557615        0    71800
PPG INDS INC                   COM              693506107   173855  3323400 SH       DEFINED 02 07 11          0        0  3323400
PPG INDS INC                   COM              693506107     2066    39500 SH       DEFINED 15 34             0        0    39500
PPG INDS INC                   COM              693506107    22608   432174 SH       DEFINED 37 03        366374        0    65800
PPL CORP                       COM              69351T106    25880  1236100 SH       DEFINED 02 12 23          0        0  1236100
PPL CORP                       COM              69351T106     2705   129200 SH       DEFINED 28 32             0        0   129200
PPL CORP                       COM              69351T106     3215   153580 SH       DEFINED 03           108580        0    45000
PRI AUTOMATION INC             COM              69357H106    58557   958000 SH       DEFINED 12 15 28          0        0   958000
PRI AUTOMATION INC             COM              69357H106     6247   102260 SH       DEFINED 37 03         98360        0     3900
PS BUSINESS PKS INC CALIF      COM              69360J107        3      148 SH       DEFINED 03              148        0        0
PSC INC                        COM              69361E107      611   110000 SH       DEFINED 07                0        0   110000
PSW TECHNOLOGIES  INC          COM              69364J103    12322   310000 SH       DEFINED 28                0        0   310000
PAC-WEST TELECOM INC           COM              69371Y101       36     1170 SH       DEFINED 28 03             0        0     1170
PACCAR INC                     COM              693718108      230     4600 SH       DEFINED 15                0        0     4600
PACCAR INC                     COM              693718108     3168    63367 SH       DEFINED 03            63367        0        0
PACIFIC GULF PPTYS INC         COM              694396102     1864    95000 SH       DEFINED 09 35             0        0    95000
PACIFIC GULF PPTYS INC         COM              694396102     1766    90000 SH       DEFINED 03            90000        0        0
PACIFIC SUNWEAR CALIF INC      COM              694873100     5932   154100 SH       DEFINED 02 06 15          0        0   154100
PACIFIC SUNWEAR CALIF INC      COM              694873100    91079  2365700 SH       DEFINED 20 26 32          0        0  2365700
PACIFIC SUNWEAR CALIF INC      COM              694873100       19      500 SH       DEFINED 34                0        0      500
PACIFIC SUNWEAR CALIF INC      COM              694873100     6299   163625 SH       DEFINED 03           163625        0        0
PACIFICARE HEALTH SYS DEL      COM              695112102        6      135 SH       DEFINED 37              135        0        0
PACKETEER INC                  COM              695210104      700    20000 SH       DEFINED 11                0        0    20000
PACTIV CORP                    COM              695257105     1131   129332 SH       DEFINED 03           129332        0        0
PAINE WEBBER GROUP INC         COM              695629105    24244   551000 SH       DEFINED 02 12 15          0        0   551000
PAINE WEBBER GROUP INC         COM              695629105    21427   486980 SH       DEFINED 23 28 32          0        0   486980
PAINE WEBBER GROUP INC         COM              695629105     5205   118299 SH       DEFINED 37 03        118299        0        0
PAIRGAIN TECHNOLOGIES INC      COM              695934109      119     6400 SH       DEFINED 03             6400        0        0
PALL CORP                      COM              696429307       40     1800 SH       DEFINED 15                0        0     1800
PALL CORP                      COM              696429307     2107    93937 SH       DEFINED 37 03         93937        0        0
PALM INC                       COM              696642107    37443   834400 SH       DEFINED 02 11 20          0        0   834400
PALM INC                       COM              696642107     7242   161400 SH       DEFINED 22 28 32          0        0   161400
PALM INC                       COM              696642107     1453    32400 SH       DEFINED 37 03         17900        0    14500
PAN AMERICAN SILVER CORP       COM              697900108     1351   362800 SH       DEFINED 03           362800        0        0
PANAMSAT CORP NEW              COM              697933109     2983    60800 SH       DEFINED 15 34             0        0    60800
PANAMSAT CORP NEW              COM              697933109     3252    66300 SH       DEFINED 03            66300        0        0
PAN PACIFIC RETAIL PPTYS INC   COM              69806L104      322    17500 SH       DEFINED 09                0        0    17500
PAPA JOHNS INTL INC            COM              698813102    12236   370800 SH       DEFINED 02 07 15          0        0   370800
PAPA JOHNS INTL INC            COM              698813102    15810   479100 SH       DEFINED 21 26 34          0        0   479100
PAPA JOHNS INTL INC            COM              698813102      485    14700 SH       DEFINED 03            14700        0        0
PARAMETRIC TECHNOLOGY CORP     COM              699173100    82133  3899515 SH       DEFINED 02 10 15          0        0  3899515
PARAMETRIC TECHNOLOGY CORP     COM              699173100     4282   203303 SH       DEFINED 03           203303        0        0
PAREXEL INTL CORP              COM              699462107       47     5000 SH       DEFINED 07                0        0     5000
PARK ELECTROCHEMICAL CORP      COM              700416209      245    10000 SH       DEFINED 07                0        0    10000
PARK PL ENTMT CORP             COM              700690100    70622  6107900 SH       DEFINED 10 20 32          0        0  6107900
PARKER DRILLING CO             COM              701081101     1605   321100 SH       DEFINED 15                0        0   321100
PARKER HANNIFIN CORP           COM              701094104    16496   399300 SH       DEFINED 02 04 06          0        0   399300
PARKER HANNIFIN CORP           COM              701094104    99360  2405107 SH       DEFINED 07 08 09          0        0  2405107
PARKER HANNIFIN CORP           COM              701094104    71066  1720220 SH       DEFINED 12 15 16          0        0  1720220
PARKER HANNIFIN CORP           COM              701094104    25039   606090 SH       DEFINED 19 21 22          0        0   606090
PARKER HANNIFIN CORP           COM              701094104     7481   181100 SH       DEFINED 28 29 32          0        0   181100
PARKER HANNIFIN CORP           COM              701094104       33      800 SH       DEFINED 34                0        0      800
PARKER HANNIFIN CORP           COM              701094104        3       80 SH       DEFINED 37               80        0        0
PARKER HANNIFIN CORP           COM              701094104    20920   506394 SH       DEFINED 03           328944        0   177450
PARLEX CORP                    COM              701630105     1595    52300 SH       DEFINED 02 26 28          0        0    52300
PARTNER COMMUNICATIONS CO LTD  ADR              70211M109    13300   800000 SH       DEFINED 20 32             0        0   800000
PATHOGENESIS CORP              COM              70321E104     6825   300000 SH       DEFINED 28                0        0   300000
PATINA OIL & GAS CORP          COM              703224105     1664   122700 SH       DEFINED 02 26             0        0   122700
PATRICK INDS INC               COM              703343103     3191   415100 SH       DEFINED 07                0        0   415100
PATTERSON DENTAL CO            COM              703412106    58797  1537200 SH       DEFINED 02 15 20          0        0  1537200
PATTERSON DENTAL CO            COM              703412106    13383   349900 SH       DEFINED 32 34             0        0   349900
PATTERSON DENTAL CO            COM              703412106    10208   266900 SH       DEFINED 03           266900        0        0
PATTERSON ENERGY INC           COM              703414102     5683   179000 SH       DEFINED 23 26             0        0   179000
PAULA FINL DEL                 COM              703588103     2071   591800 SH       DEFINED 07                0        0   591800
PAYCHEX INC                    COM              704326107    16761   320025 SH       DEFINED 15 20 32          0        0   320025
PAYCHEX INC                    COM              704326107    10679   203890 SH       DEFINED 37 03        203890        0        0
PAYLESS SHOESOURCE INC         COM              704379106    34192   658340 SH       DEFINED 02 08 09          0        0   658340
PAYLESS SHOESOURCE INC         COM              704379106    54638  1052000 SH       DEFINED 12 15 22          0        0  1052000
PAYLESS SHOESOURCE INC         COM              704379106     2041    39300 SH       DEFINED 32 34             0        0    39300
PAYLESS SHOESOURCE INC         COM              704379106        8      160 SH       DEFINED 37              160        0        0
PAYLESS SHOESOURCE INC         COM              704379106    13794   265600 SH       DEFINED 03            65200        0   200400
PCORDER COM INC                CL A             70453H107       69     3100 SH       DEFINED 03                0        0     3100
PEGASUS COMMUNICATIONS CORP    CL A             705904100    79368   563900 SH       DEFINED 06 09 28          0        0   563900
PEGASUS COMMUNICATIONS CORP    CL A             705904100     4732    33620 SH       DEFINED 30 32             0        0    33620
PEGASUS COMMUNICATIONS CORP    CL A             705904100      760     5400 SH       DEFINED 03             5400        0        0
PEGASUS SYSTEMS INC            COM              705906105    40343  2551340 SH       DEFINED 12 28             0        0  2551340
PEGASUS SYSTEMS INC            COM              705906105      158    10050 SH       DEFINED 03            10050        0        0
PENNEY J C INC                 COM              708160106     4536   305000 SH       DEFINED 20 32             0        0   305000
PENNEY J C INC                 COM              708160106     2921   196414 SH       DEFINED 03           196414        0        0
PENTAIR INC                    COM              709631105    54533  1471400 SH       DEFINED 09 12 22          0        0  1471400
PENTAIR INC                    COM              709631105    10188   274900 SH       DEFINED 03            11700        0   263200
PENTON MEDIA INC               COM              709668107     5025   193300 SH       DEFINED 03           193300        0        0
PEOPLES ENERGY CORP            COM              711030106      734    26757 SH       DEFINED 03            26757        0        0
PEOPLES HERITAGE FINL GROUP    COM              711147108     5819   387975 SH       DEFINED 02 15 34          0        0   387975
PEOPLES HERITAGE FINL GROUP    COM              711147108    10986   732400 SH       DEFINED 03           722500        0     9900
PEOPLESOFT INC                 COM              712713106    64666  3233300 SH       DEFINED 15 22 28          0        0  3233300
PEOPLESOFT INC                 COM              712713106     4060   203052 SH       DEFINED 37 03        203052        0        0
PEP BOYS MANNY MOE & JACK      COM              713278109    12478  2101600 SH       DEFINED 09 22 03      20000        0  2081600
PEPSI BOTTLING GROUP INC       COM              713409100    48434  2421700 SH       DEFINED 02 15 22          0        0  2421700
PEPSI BOTTLING GROUP INC       COM              713409100    43724  2186200 SH       DEFINED 28 32 34          0        0  2186200
PEPSICO INC                    COM              713448108   525222 15196300 SH       DEFINED 02 10 13          0        0 15196300
PEPSICO INC                    COM              713448108   190318  5506490 SH       DEFINED 15 16 34          0        0  5506490
PEPSICO INC                    COM              713448108    87245  2523933 SH       DEFINED 37 03       2270813        0   253120
PER SE TECHNOLOGIES INC        COM NEW          713569309      308    52569 SH       DEFINED 06 09 11          0        0    52569
PER SE TECHNOLOGIES INC        COM NEW          713569309      245    41809 SH       DEFINED 13 22 28          0        0    41809
PERCEPTRON INC                 COM              71361F100     1732   277200 SH       DEFINED 07                0        0   277200
PEREGRINE SYSTEMS INC          COM              71366Q101    33947   506200 SH       DEFINED 02 09 11          0        0   506200
PEREGRINE SYSTEMS INC          COM              71366Q101   424700  6332900 SH       DEFINED 12 13 16          0        0  6332900
PEREGRINE SYSTEMS INC          COM              71366Q101     8213   122480 SH       DEFINED 28 30 34          0        0   122480
PEREGRINE SYSTEMS INC          COM              71366Q101     8490   126600 SH       DEFINED 03           126600        0        0
PERFORMANCE TECHNOLOGIES INC   COM              71376K102    43218   994950 SH       DEFINED 28                0        0   994950
PERKINELMER INC                COM              714046109    36328   546300 SH       DEFINED 02 09 13          0        0   546300
PERKINELMER INC                COM              714046109    51070   767970 SH       DEFINED 15 20 22          0        0   767970
PERKINELMER INC                COM              714046109    12405   186550 SH       DEFINED 26 28 30          0        0   186550
PERKINELMER INC                COM              714046109    12482   187700 SH       DEFINED 32 34             0        0   187700
PERKINELMER INC                COM              714046109      203     3071 SH       DEFINED 37             3071        0        0
PERKINELMER INC                COM              714046109    33508   503881 SH       DEFINED 03           497081        0     6800
PERSONNEL GROUP AMER INC       COM              715338109     6125  1000000 SH       DEFINED 07                0        0  1000000
PERSONNEL GROUP AMER INC       COM              715338109     1627   265700 SH       DEFINED 03           265700        0        0
PERUSAHAAN PERS INDO SATELLITE SPONSORED ADR    715680104     1976   115000 SH       DEFINED 02                0        0   115000
PETCO ANIMAL SUPPLIES          COM              716016100     2132   179600 SH       DEFINED 02 26             0        0   179600
PETRO-CDA                      COM/VARIBL VTG   71644E102     4494   272190 SH       DEFINED 02 07 15          0        0   272190
PETRO-CDA                      COM/VARIBL VTG   71644E102     3031   181900 SH       DEFINED 34                0        0   181900
PETRO-CDA                      COM/VARIBL VTG   71644E102      302    18180 SH       DEFINED 03            18180        0        0
PETROLEUM DEV CORP             COM              716578109     6393  1573800 SH       DEFINED 07                0        0  1573800
PETROLEUM HELICOPTERS INC      COM VTG          716604103     2402   211200 SH       DEFINED 07                0        0   211200
PETROLEUM HELICOPTERS INC      COM NON VTG      716604202     3243   300000 SH       DEFINED 07                0        0   300000
PHARMACYCLICS INC              COM              716933106      233     4200 SH       DEFINED 02                0        0     4200
PHARMACIA & UPJOHN INC         COM              716941109     2897    48900 SH       DEFINED 02                0        0    48900
PHARMACIA & UPJOHN INC         COM              716941109    28565   482120 SH       DEFINED 03           463320        0    18800
PFIZER INC                     COM              717081103    48061  1314500 SH       DEFINED 02 05 06          0        0  1314500
PFIZER INC                     COM              717081103   216187  5912832 SH       DEFINED 08 10 12          0        0  5912832
PFIZER INC                     COM              717081103   637898 17446804 SH       DEFINED 13 15 16          0        0 17446804
PFIZER INC                     COM              717081103   180454  4935517 SH       DEFINED 20 22 23          0        0  4935517
PFIZER INC                     COM              717081103   123908  3388963 SH       DEFINED 26 28 30          0        0  3388963
PFIZER INC                     COM              717081103    44522  1217700 SH       DEFINED 32 34             0        0  1217700
PFIZER INC                     COM              717081103   202346  5534316 SH       DEFINED 37 03       4656859        0   877457
PHARMACOPEIA INC               COM              71713B104     3371    68800 SH       DEFINED 13 26             0        0    68800
PHARMACOPEIA INC               COM              71713B104     1337    27300 SH       DEFINED 03            27300        0        0
PHELPS DODGE CORP              COM              717265102    17974   378400 SH       DEFINED 02 06 07          0        0   378400
PHELPS DODGE CORP              COM              717265102    63445  1335700 SH       DEFINED 09 11 12          0        0  1335700
PHELPS DODGE CORP              COM              717265102    58045  1222000 SH       DEFINED 15 18 22          0        0  1222000
PHELPS DODGE CORP              COM              717265102     1263    26600 SH       DEFINED 34                0        0    26600
PHELPS DODGE CORP              COM              717265102        0       10 SH       DEFINED 37               10        0        0
PHELPS DODGE CORP              COM              717265102    12378   260600 SH       DEFINED 03           127500        0   133100
PHILADELPHIA CONS HLDG CORP    COM              717528103    16126  1093300 SH       DEFINED 07                0        0  1093300
PHILADELPHIA CONS HLDG CORP    COM              717528103     2101   142500 SH       DEFINED 03           142500        0        0
PHILADELPHIA SUBN CORP         COM PAR $0.50    718009608     3212   177221 SH       DEFINED 03           177221        0        0
PHILIP MORRIS COS INC          COM              718154107    80154  3794300 SH       DEFINED 02 04 05          0        0  3794300
PHILIP MORRIS COS INC          COM              718154107   182152  8622620 SH       DEFINED 06 07 08          0        0  8622620
PHILIP MORRIS COS INC          COM              718154107   693550 32830800 SH       DEFINED 09 10 12          0        0 32830800
PHILIP MORRIS COS INC          COM              718154107   612050 28972800 SH       DEFINED 13 15 16          0        0 28972800
PHILIP MORRIS COS INC          COM              718154107    29482  1395640 SH       DEFINED 18 19 21          0        0  1395640
PHILIP MORRIS COS INC          COM              718154107   378907 17936440 SH       DEFINED 22 23 26          0        0 17936440
PHILIP MORRIS COS INC          COM              718154107   191092  9045820 SH       DEFINED 27 28 29          0        0  9045820
PHILIP MORRIS COS INC          COM              718154107    27193  1287260 SH       DEFINED 30 31 32          0        0  1287260
PHILIP MORRIS COS INC          COM              718154107      714    33800 SH       DEFINED 34                0        0    33800
PHILIP MORRIS COS INC          COM              718154107   202403  9581210 SH       DEFINED 37 03       8120830        0  1460380
PHILIPS INTL RLTY CORP         COM              718333107     2267   136400 SH       DEFINED 09 35             0        0   136400
PHILIPS INTL RLTY CORP         COM              718333107     1803   108500 SH       DEFINED 03           108500        0        0
PHILLIPS PETE CO               COM              718507106    23809   514800 SH       DEFINED 02 12 15          0        0   514800
PHILLIPS PETE CO               COM              718507106    50420  1090170 SH       DEFINED 23 28 34          0        0  1090170
PHILLIPS PETE CO               COM              718507106     9712   210002 SH       DEFINED 37 03        193002        0    17000
PHOENIX INVT PARTNERS LTD      COM              719085102        0        1 SH       DEFINED 15                0        0        1
PHOENIX TECHNOLOGY LTD         COM              719153108    12463   590000 SH       DEFINED 07                0        0   590000
PHOENIX TECHNOLOGY LTD         COM              719153108     2203   104300 SH       DEFINED 03           104300        0        0
PHONE COM INC                  COM              71920Q100    13751    84300 SH       DEFINED 02 04 05          0        0    84300
PHONE COM INC                  COM              71920Q100   294766  1807000 SH       DEFINED 06 10 11          0        0  1807000
PHONE COM INC                  COM              71920Q100   128470   787560 SH       DEFINED 13 15 19          0        0   787560
PHONE COM INC                  COM              71920Q100    85771   525800 SH       DEFINED 20 28 30          0        0   525800
PHONE COM INC                  COM              71920Q100    34696   212700 SH       DEFINED 32 34             0        0   212700
PHONE COM INC                  COM              71920Q100    26083   159900 SH       DEFINED 03           154800        0     5100
PHOTON DYNAMICS INC            COM              719364101    25129   364200 SH       DEFINED 02 09 16          0        0   364200
PHOTON DYNAMICS INC            COM              719364101     4374    63400 SH       DEFINED 23 28 30          0        0    63400
PHOTON DYNAMICS INC            COM              719364101       89     1300 SH       DEFINED 03                0        0     1300
PHOTOWORKS INC                 COM              71940B109     8604  1263000 SH       DEFINED 07                0        0  1263000
PHOTRONICS INC                 COM              719405102    10378   293900 SH       DEFINED 02 09 28          0        0   293900
PHOTRONICS INC                 COM              719405102      180     5100 SH       DEFINED 30                0        0     5100
PIEDMONT NAT GAS INC           COM              720186105      354    13600 SH       DEFINED 03            13600        0        0
PIERCING PAGODA INC            COM              720773100    12238   915000 SH       DEFINED 07                0        0   915000
PILGRIMS PRIDE CORP            CL B             721467108      130    20600 SH       DEFINED 03            20600        0        0
PINNACLE HLDGS INC             COM              72346N101    33636   625800 SH       DEFINED 06 09 11          0        0   625800
PINNACLE HLDGS INC             COM              72346N101    75018  1395700 SH       DEFINED 13 15 20          0        0  1395700
PINNACLE HLDGS INC             COM              72346N101     9266   172400 SH       DEFINED 21 28 29          0        0   172400
PINNACLE HLDGS INC             COM              72346N101    15447   287400 SH       DEFINED 30 32 34          0        0   287400
PINNACLE HLDGS INC             COM              72346N101     3950    73500 SH       DEFINED 35                0        0    73500
PINNACLE HLDGS INC             COM              72346N101     8675   161400 SH       DEFINED 03           161400        0        0
PINNACLE SYS INC               COM              723481107    26749   804492 SH       DEFINED 02 15 21          0        0   804492
PINNACLE SYS INC               COM              723481107    82549  2482698 SH       DEFINED 23 26 29          0        0  2482698
PINNACLE SYS INC               COM              723481107     2500    75200 SH       DEFINED 34                0        0    75200
PINNACLE SYS INC               COM              723481107    11408   343100 SH       DEFINED 03           343100        0        0
PINNACLE WEST CAP CORP         COM              723484101     3171   112500 SH       DEFINED 32                0        0   112500
PINNACLE WEST CAP CORP         COM              723484101     1808    64165 SH       DEFINED 37 03         64165        0        0
PIONEER GROUP INC              COM              723684106      823    35400 SH       DEFINED 15                0        0    35400
PIONEER NAT RES CO             COM              723787107     2944   277100 SH       DEFINED 02 12 15          0        0   277100
PIONEER NAT RES CO             COM              723787107     2217   208700 SH       DEFINED 34                0        0   208700
PITNEY BOWES INC               COM              724479100    94750  2120300 SH       DEFINED 02 05 06          0        0  2120300
PITNEY BOWES INC               COM              724479100   550620 12321580 SH       DEFINED 07 09 10          0        0 12321580
PITNEY BOWES INC               COM              724479100   554244 12402670 SH       DEFINED 11 15 16          0        0 12402670
PITNEY BOWES INC               COM              724479100   139812  3128670 SH       DEFINED 18 19 22          0        0  3128670
PITNEY BOWES INC               COM              724479100   106132  2375000 SH       DEFINED 23 27 28          0        0  2375000
PITNEY BOWES INC               COM              724479100    15238   341000 SH       DEFINED 30 34             0        0   341000
PITNEY BOWES INC               COM              724479100      208     4673 SH       DEFINED 37             4673        0        0
PITNEY BOWES INC               COM              724479100   121766  2724838 SH       DEFINED 03          2098988        0   625850
PITTSTON CO                    COM BRINKS GRP   725701106    64256  3779809 SH       DEFINED 07 12 15          0        0  3779809
PITTSTON CO                    COM BRINKS GRP   725701106     2037   119844 SH       DEFINED 03             1744        0   118100
PIVOTAL CORP                   COM              72581R106     2730    85000 SH       DEFINED 02                0        0    85000
PIXAR                          COM              725811103       81     2200 SH       DEFINED 37             2200        0        0
PJ AMER INC                    COM              72585Q104     7666   738900 SH       DEFINED 26 32             0        0   738900
PLACER DOME INC                COM              725906101     3968   501770 SH       DEFINED 02 04 07          0        0   501770
PLACER DOME INC                COM              725906101    68654  8613882 SH       DEFINED 15 19 20          0        0  8613882
PLACER DOME INC                COM              725906101    23605  2961690 SH       DEFINED 21 22 28          0        0  2961690
PLACER DOME INC                COM              725906101    15131  1898455 SH       DEFINED 32 34             0        0  1898455
PLACER DOME INC                COM              725906101    26319  3265707 SH       DEFINED 03          3198132        0    67575
PLAINS RES INC                 COM PAR $0.10    726540503     9456   756500 SH       DEFINED 22 27             0        0   756500
PLAINS RES INC                 COM PAR $0.10    726540503      498    39900 SH       DEFINED 03            39900        0        0
PLANETRX COM INC               COM              727049108       77     9700 SH       DEFINED 15                0        0     9700
PLANTRONICS INC NEW            COM              727493108     3550    38100 SH       DEFINED 02 13             0        0    38100
PLANTRONICS INC NEW            COM              727493108     5060    54300 SH       DEFINED 03            54300        0        0
PLAYBOY ENTERPRISES INC        CL A             728117201      418    25000 SH       DEFINED 12                0        0    25000
PLAYBOY ENTERPRISES INC        CL B             728117300    47276  2378700 SH       DEFINED 02 12 15          0        0  2378700
PLAYBOY ENTERPRISES INC        CL B             728117300    11084   557700 SH       DEFINED 28 34             0        0   557700
PLAYBOY ENTERPRISES INC        CL B             728117300     1953    98300 SH       DEFINED 03            98300        0        0
PLAYTEX PRODS INC              COM              72813P100     5432   417900 SH       DEFINED 20 32             0        0   417900
PLEXUS CORP                    COM              729132100      406     6100 SH       DEFINED 13                0        0     6100
PLEXUS CORP                    COM              729132100     8294   124500 SH       DEFINED 03           124500        0        0
PLUG POWER INC                 COM              72919P103       38      450 SH       DEFINED 15 34             0        0      450
PLUM CREEK TIMBER CO INC       COM              729251108     5357   217550 SH       DEFINED 15 35             0        0   217550
PLUM CREEK TIMBER CO INC       COM              729251108    15750   639600 SH       DEFINED 03           639600        0        0
POGO PRODUCING CO              COM              730448107     2933   102700 SH       DEFINED 02 15 23          0        0   102700
POGO PRODUCING CO              COM              730448107     4033   141200 SH       DEFINED 26 34             0        0   141200
POHANG IRON & STL LTD          SPONSORED ADR    730450103      962    35000 SH       DEFINED 02                0        0    35000
POLAROID CORP                  COM              731095105    31817  1339700 SH       DEFINED 12 20 32          0        0  1339700
POLAROID CORP                  COM              731095105     4157   175059 SH       DEFINED 37 03         33759        0   141300
POLO RALPH LAUREN CORP         CL A             731572103    46032  2463300 SH       DEFINED 07 10 15          0        0  2463300
POLO RALPH LAUREN CORP         CL A             731572103     2347   125600 SH       DEFINED 26                0        0   125600
POLYCOM INC                    COM              73172K104    55755   704100 SH       DEFINED 02 09 11          0        0   704100
POLYCOM INC                    COM              73172K104    72614   916998 SH       DEFINED 13 20 21          0        0   916998
POLYCOM INC                    COM              73172K104    35064   442800 SH       DEFINED 28 29 30          0        0   442800
POLYCOM INC                    COM              73172K104    11395   143900 SH       DEFINED 32                0        0   143900
POLYCOM INC                    COM              73172K104    30898   390200 SH       DEFINED 03           390200        0        0
POLYMER GROUP INC              COM              731745105    34857  2733900 SH       DEFINED 12 22 28          0        0  2733900
POLYMER GROUP INC              COM              731745105     1430   112200 SH       DEFINED 03           112200        0        0
POMEROY COMPUTER RES           COM              731822102    21678  1179800 SH       DEFINED 07                0        0  1179800
POPE & TALBOT INC              COM              732827100     6286   342147 SH       DEFINED 02 15 03          0        0   342147
POPULAR INC                    COM              733174106     2218   100000 SH       DEFINED 15                0        0   100000
PORTAL SOFTWARE INC            COM              736126103    92745  1628900 SH       DEFINED 02 11 13          0        0  1628900
PORTAL SOFTWARE INC            COM              736126103     5226    91800 SH       DEFINED 15 28 34          0        0    91800
PORTUGAL FD INC                COM              737265108     2282   160900 SH       DEFINED 19 21             0        0   160900
POST PPTYS INC                 COM              737464107     2092    51900 SH       DEFINED 15 35             0        0    51900
POST PPTYS INC                 COM              737464107     1943    48200 SH       DEFINED 03            48200        0        0
POTASH CORP SASK INC           COM              73755L107      445     8950 SH       DEFINED 07 15 21          0        0     8950
POTASH CORP SASK INC           COM              73755L107       19      400 SH       DEFINED 34                0        0      400
POTASH CORP SASK INC           COM              73755L107      243     4900 SH       DEFINED 03             4900        0        0
POTLATCH CORP                  COM              737628107      240     5600 SH       DEFINED 15                0        0     5600
POTLATCH CORP                  COM              737628107      937    21809 SH       DEFINED 03            21809        0        0
POTOMAC ELEC PWR CO            COM              737679100      329    14545 SH       DEFINED 31                0        0    14545
POWELL INDS INC                COM              739128106     6492   674500 SH       DEFINED 07                0        0   674500
POWER-ONE INC                  COM              739308104    53896   892700 SH       DEFINED 12 15 28          0        0   892700
POWER-ONE INC                  COM              739308104     8410   139300 SH       DEFINED 03           139300        0        0
POWERTEL INC                   COM              73936C109    57183   826500 SH       DEFINED 02 05 13          0        0   826500
POWERTEL INC                   COM              73936C109     8579   124000 SH       DEFINED 23 26 28          0        0   124000
POWERTEL INC                   COM              73936C109     3120    45100 SH       DEFINED 03            18200        0    26900
POWERWAVE TECHNOLOGIES INC     COM              739363109    79787   638300 SH       DEFINED 02 13 15          0        0   638300
POWERWAVE TECHNOLOGIES INC     COM              739363109     4750    38000 SH       DEFINED 26                0        0    38000
POWERWAVE TECHNOLOGIES INC     COM              739363109     9512    76100 SH       DEFINED 03            68400        0     7700
PRAXAIR INC                    COM              74005P104    56680  1361700 SH       DEFINED 02 05 06          0        0  1361700
PRAXAIR INC                    COM              74005P104   221486  5321000 SH       DEFINED 07 09 10          0        0  5321000
PRAXAIR INC                    COM              74005P104    43010  1033290 SH       DEFINED 11 12 15          0        0  1033290
PRAXAIR INC                    COM              74005P104   105003  2522600 SH       DEFINED 22 27 28          0        0  2522600
PRAXAIR INC                    COM              74005P104    11197   269000 SH       DEFINED 30 32 34          0        0   269000
PRAXAIR INC                    COM              74005P104       65     1570 SH       DEFINED 37             1570        0        0
PRAXAIR INC                    COM              74005P104    37641   904309 SH       DEFINED 03           621209        0   283100
PRE PAID LEGAL SVCS INC        COM              740065107      742    25000 SH       DEFINED 07                0        0    25000
PRE PAID LEGAL SVCS INC        COM              740065107     5376   181100 SH       DEFINED 03           181100        0        0
PRECISION CASTPARTS CORP       COM              740189105      591    16200 SH       DEFINED 15                0        0    16200
PRECISION DRILLING CORP        COM              74022D100    53551  1620900 SH       DEFINED 02 07 15          0        0  1620900
PRECISION DRILLING CORP        COM              74022D100      408    12200 SH       DEFINED 21                0        0    12200
PRECISION RESPONSE CORP        COM              740314109      354    14600 SH       DEFINED 13                0        0    14600
PRECISION RESPONSE CORP        COM              740314109      516    21300 SH       DEFINED 03            21300        0        0
PREMIER PKS INC                COM NEW          740540208    82177  3913200 SH       DEFINED 09 15 20          0        0  3913200
PREMIER PKS INC                COM NEW          740540208     8616   410330 SH       DEFINED 22 28 30          0        0   410330
PREMIER PKS INC                COM NEW          740540208    16146   768900 SH       DEFINED 32                0        0   768900
PREMIER PKS INC                COM NEW          740540208      810    38600 SH       DEFINED 03            38600        0        0
PRENTISS PPTYS TR              SH BEN INT       740706106      669    30000 SH       DEFINED 09                0        0    30000
PRESIDENTIAL LIFE CORP         COM              740884101      687    50000 SH       DEFINED 26                0        0    50000
PRICE T ROWE & ASSOCIATES      COM              741477103     6205   157100 SH       DEFINED 02 15             0        0   157100
PRICE T ROWE & ASSOCIATES      COM              741477103     3583    90739 SH       DEFINED 37 03         90739        0        0
PRICELINE COM INC              COM              741503106    59304   741300 SH       DEFINED 02 05 06          0        0   741300
PRICELINE COM INC              COM              741503106   127296  1591200 SH       DEFINED 09 10 13          0        0  1591200
PRICELINE COM INC              COM              741503106    92962  1162030 SH       DEFINED 15 21 22          0        0  1162030
PRICELINE COM INC              COM              741503106    66232   827900 SH       DEFINED 23 26 28          0        0   827900
PRICELINE COM INC              COM              741503106     6232    77900 SH       DEFINED 30 34             0        0    77900
PRICELINE COM INC              COM              741503106    43248   540600 SH       DEFINED 03            45000        0   495600
PRIMEDIA INC                   COM              74157K101    45552  1423500 SH       DEFINED 15 20 32          0        0  1423500
PRIMEDIA INC                   COM              74157K101      448    14000 SH       DEFINED 03            14000        0        0
PRIMEX TECHNOLOGIES INC        COM              741597108     5694   267200 SH       DEFINED 07 15 26          0        0   267200
PRIMEX TECHNOLOGIES INC        COM              741597108      407    19100 SH       DEFINED 03            19100        0        0
PRIMUS KNOWLEDGE SOLUTIONS INC COM              74163Q100      627     7300 SH       DEFINED 13                0        0     7300
PRIMUS KNOWLEDGE SOLUTIONS INC COM              74163Q100      911    10600 SH       DEFINED 03            10600        0        0
PRIMA ENERGY CORP              COM PAR $0.015   741901201     2860   105950 SH       DEFINED 02 15 26          0        0   105950
PRIMA ENERGY CORP              COM PAR $0.015   741901201     1405    52050 SH       DEFINED 34                0        0    52050
PRIMA ENERGY CORP              COM PAR $0.015   741901201     1559    57750 SH       DEFINED 03            57750        0        0
PRIME HOSPITALITY CORP         COM              741917108     3836   529200 SH       DEFINED 02 15 26          0        0   529200
PRIME HOSPITALITY CORP         COM              741917108     6268   864600 SH       DEFINED 28 34 35          0        0   864600
PRIME HOSPITALITY CORP         COM              741917108     3262   450000 SH       DEFINED 36                0        0   450000
PRIME HOSPITALITY CORP         COM              741917108    14065  1940000 SH       DEFINED 03          1940000        0        0
PRIMUS TELECOMMUNICATIONS GRP  COM              741929103     1922    37200 SH       DEFINED 03            37200        0        0
PRIDE INTL INC                 SB DB CV ZRO  18 741932AB3     4317 11000000 PRN      DEFINED 11                0        0        0
PRIDE INTL INC                 COM              741932107     7897   346200 SH       DEFINED 09 28 30          0        0   346200
PRIDE INTL INC                 COM              741932107     7977   349700 SH       DEFINED 03           349700        0        0
PROCTER & GAMBLE CO            COM              742718109    64080  1139200 SH       DEFINED 02 04 05          0        0  1139200
PROCTER & GAMBLE CO            COM              742718109    43084   765940 SH       DEFINED 06 07 08          0        0   765940
PROCTER & GAMBLE CO            COM              742718109   421987  7502000 SH       DEFINED 09 10 11          0        0  7502000
PROCTER & GAMBLE CO            COM              742718109    49095   872800 SH       DEFINED 12 13 15          0        0   872800
PROCTER & GAMBLE CO            COM              742718109   410284  7293940 SH       DEFINED 16 19 21          0        0  7293940
PROCTER & GAMBLE CO            COM              742718109   163164  2900700 SH       DEFINED 22 23 26          0        0  2900700
PROCTER & GAMBLE CO            COM              742718109   165484  2941940 SH       DEFINED 28 29 30          0        0  2941940
PROCTER & GAMBLE CO            COM              742718109     3452    61385 SH       DEFINED 32 34             0        0    61385
PROCTER & GAMBLE CO            COM              742718109     1468    25755 SH       DEFINED 37            25755        0        0
PROCTER & GAMBLE CO            COM              742718109   155864  2770917 SH       DEFINED 03          2169345        0   601572
PROFESSIONALS GROUP INC        COM              742954100     6195   320815 SH       DEFINED 07                0        0   320815
PROFESSIONAL DETAILING INC     COM              74312N107      237     9500 SH       DEFINED 32                0        0     9500
PROFESSIONAL STAFF PLC         SPONSORED ADR    74315R105     4017   824000 SH       DEFINED 19 21             0        0   824000
PROFIT RECOVERY GROUP INTL INC COM              743168106       77     4200 SH       DEFINED 02 15 34          0        0     4200
PROFIT RECOVERY GROUP INTL INC COM              743168106      236    12800 SH       DEFINED 03            12800        0        0
PROGRESS SOFTWARE CORP         COM              743312100     6663   284300 SH       DEFINED 15 26             0        0   284300
PROGRESS SOFTWARE CORP         COM              743312100    12314   525400 SH       DEFINED 03           525400        0        0
PROGRESSIVE CORP OHIO          COM              743315103     4195    55161 SH       DEFINED 03            55161        0        0
PROJECT SOFTWARE & DEV INC     COM              74339P101    45019   796800 SH       DEFINED 07 12 26          0        0   796800
PROJECT SOFTWARE & DEV INC     COM              74339P101    27673   489800 SH       DEFINED 28                0        0   489800
PROJECT SOFTWARE & DEV INC     COM              74339P101    10396   184000 SH       DEFINED 03           156200        0    27800
PROLOGIS TR                    SH BEN INT       743410102    25209  1309600 SH       DEFINED 09 12 15          0        0  1309600
PROLOGIS TR                    SH BEN INT       743410102     2531   131500 SH       DEFINED 34 35             0        0   131500
PROLOGIS TR                    SH BEN INT       743410102     4388   228000 SH       DEFINED 37 03        137900        0    90100
PROPHET 21 INC                 COM              743459109     2313   125500 SH       DEFINED 07                0        0   125500
PROSOFTTRAINING COM INC        COM              743477101    45291  2007400 SH       DEFINED 26 28             0        0  2007400
PROTECTIVE LIFE CORP           COM              743674103    67100  2113402 SH       DEFINED 02 07 09          0        0  2113402
PROTECTIVE LIFE CORP           COM              743674103     6212   195680 SH       DEFINED 15 28 30          0        0   195680
PROTECTIVE LIFE CORP           COM              743674103      353    12000 SH       DEFINED 34                0        0    12000
PROTECTIVE LIFE CORP           COM              743674103     6918   217919 SH       DEFINED 37 03        217919        0        0
PROTEIN DESIGN LABS INC        SB NT CV 144A 07 74369LAA1     2493  3640000 PRN      DEFINED 11                0        0        0
PROTEIN DESIGN LABS INC        COM              74369L103    28608   359850 SH       DEFINED 02 05 09          0        0   359850
PROTEIN DESIGN LABS INC        COM              74369L103    94120  1183900 SH       DEFINED 13 15 16          0        0  1183900
PROTEIN DESIGN LABS INC        COM              74369L103    27610   347300 SH       DEFINED 22 23 26          0        0   347300
PROTEIN DESIGN LABS INC        COM              74369L103    17872   224810 SH       DEFINED 28 30 34          0        0   224810
PROTEIN DESIGN LABS INC        COM              74369L103    10629   133707 SH       DEFINED 03            84920        0    48787
PROVANTAGE HEALTH SVCS INC     COM              743725103     1731   225200 SH       DEFINED 07                0        0   225200
PROVIDENT FINL GROUP INC       COM              743866105    13617   399768 SH       DEFINED 25                0        0   399768
PROVIDIAN FINL CORP            COM              74406A102   255015  2943900 SH       DEFINED 02 04 10          0        0  2943900
PROVIDIAN FINL CORP            COM              74406A102    15274   176330 SH       DEFINED 15 19 32          0        0   176330
PROVIDIAN FINL CORP            COM              74406A102     2261    26107 SH       DEFINED 34                0        0    26107
PROVIDIAN FINL CORP            COM              74406A102    24278   280273 SH       DEFINED 37 03        257223        0    23050
PROXICOM INC                   COM              744282104    63584  1434900 SH       DEFINED 02 11 13          0        0  1434900
PROXICOM INC                   COM              744282104    34966   789100 SH       DEFINED 15 21 26          0        0   789100
PROXICOM INC                   COM              744282104    13608   307100 SH       DEFINED 28 29 34          0        0   307100
PROXICOM INC                   COM              744282104    14658   330800 SH       DEFINED 03           323800        0     7000
PROXIM INC                     COM              744284100   137508  1148900 SH       DEFINED 13 26             0        0  1148900
PROXIM INC                     COM              744284100     2525    21100 SH       DEFINED 03            21100        0        0
PSINET INC                     COM              74437C101    99386  2921800 SH       DEFINED 02 09 11          0        0  2921800
PSINET INC                     COM              74437C101    27378   804870 SH       DEFINED 12 15 19          0        0   804870
PSINET INC                     COM              74437C101    17007   500000 SH       DEFINED 27 34             0        0   500000
PSINET INC                     COM              74437C101     3728   109600 SH       DEFINED 03           109600        0        0
PSINET INC                     PFD C CV 6 3/4   74437C309     2776    45900 SH       DEFINED 11                0        0    45900
PUBCO CORP                     COM NEW          744378605     2476   319500 SH       DEFINED 07                0        0   319500
PUBLIC SVC ENTERPRISE GROUP    COM              744573106    50990  1721200 SH       DEFINED 02 12 28          0        0  1721200
PUBLIC SVC ENTERPRISE GROUP    COM              744573106     5871   198200 SH       DEFINED 32                0        0   198200
PUBLIC SVC ENTERPRISE GROUP    COM              744573106     5635   190239 SH       DEFINED 37 03        165239        0    25000
PUBLIC STORAGE INC             COM              74460D109    90132  4292000 SH       DEFINED 09 10 12          0        0  4292000
PUBLIC STORAGE INC             COM              74460D109    67090  3194800 SH       DEFINED 15 16 22          0        0  3194800
PUBLIC STORAGE INC             COM              74460D109    11995   571200 SH       DEFINED 34 35             0        0   571200
PUBLIC STORAGE INC             COM              74460D109    31772  1512955 SH       DEFINED 03          1399955        0   113000
PULTE CORP                     COM              745867101    17560   841200 SH       DEFINED 07 10 26          0        0   841200
PULTE CORP                     COM              745867101     1043    50000 SH       DEFINED 28                0        0    50000
PULTE CORP                     COM              745867101     4755   227816 SH       DEFINED 03           227816        0        0
PUMA TECHNOLOGY INC            COM              745887109     8049   159000 SH       DEFINED 02 04 05          0        0   159000
PUMA TECHNOLOGY INC            COM              745887109   163949  3238500 SH       DEFINED 09 13 15          0        0  3238500
PUMA TECHNOLOGY INC            COM              745887109     7910   156260 SH       DEFINED 26 28 30          0        0   156260
PUMA TECHNOLOGY INC            COM              745887109     4809    95000 SH       DEFINED 34                0        0    95000
PUMA TECHNOLOGY INC            COM              745887109     7619   150500 SH       DEFINED 03           126600        0    23900
PURCHASEPRO COM                COM              746144104    15747   217200 SH       DEFINED 13                0        0   217200
PURCHASEPRO COM                COM              746144104     1863    25700 SH       DEFINED 03            25700        0        0
QLT PHOTOTHERAPEUTICS INC      COM              746927102    33255   614500 SH       DEFINED 02 05 06          0        0   614500
QLT PHOTOTHERAPEUTICS INC      COM              746927102   322010  5906850 SH       DEFINED 07 09 13          0        0  5906850
QLT PHOTOTHERAPEUTICS INC      COM              746927102   142490  2613800 SH       DEFINED 15 16 21          0        0  2613800
QLT PHOTOTHERAPEUTICS INC      COM              746927102    14560   267090 SH       DEFINED 26 28 30          0        0   267090
QLT PHOTOTHERAPEUTICS INC      COM              746927102     1891    34700 SH       DEFINED 34                0        0    34700
QLT PHOTOTHERAPEUTICS INC      COM              746927102     3125    56810 SH       DEFINED 03            42010        0    14800
QRS CORP                       COM              74726X105    11287   150000 SH       DEFINED 28                0        0   150000
QLOGIC CORP                    COM              747277101    59796   441300 SH       DEFINED 02 09 10          0        0   441300
QLOGIC CORP                    COM              747277101   368790  2721700 SH       DEFINED 11 12 13          0        0  2721700
QLOGIC CORP                    COM              747277101   166941  1232040 SH       DEFINED 15 19 21          0        0  1232040
QLOGIC CORP                    COM              747277101    12703    93752 SH       DEFINED 23 28 30          0        0    93752
QLOGIC CORP                    COM              747277101    29891   220600 SH       DEFINED 32 34             0        0   220600
QLOGIC CORP                    COM              747277101   396744  2928000 SH       DEFINED 03          2887900        0    40100
QUAKER CITY BANCORP INC        COM              74731K106     1033    73825 SH       DEFINED 15                0        0    73825
QUAKER FABRIC CORP NEW         COM              747399103      439    95000 SH       DEFINED 28                0        0    95000
QUAKER OATS CO                 COM              747402105    52198   861000 SH       DEFINED 02 05 06          0        0   861000
QUAKER OATS CO                 COM              747402105   184512  3043500 SH       DEFINED 07 11 12          0        0  3043500
QUAKER OATS CO                 COM              747402105   370830  6116790 SH       DEFINED 13 15 16          0        0  6116790
QUAKER OATS CO                 COM              747402105   208719  3442800 SH       DEFINED 19 20 23          0        0  3442800
QUAKER OATS CO                 COM              747402105    71298  1176060 SH       DEFINED 26 28 32          0        0  1176060
QUAKER OATS CO                 COM              747402105      230     3800 SH       DEFINED 34                0        0     3800
QUAKER OATS CO                 COM              747402105    67058  1106108 SH       DEFINED 37 03        708208        0   397900
QUALCOMM INC                   COM              747525103   129065   864400 SH       DEFINED 02 04 05          0        0   864400
QUALCOMM INC                   COM              747525103   148503   994580 SH       DEFINED 06 07 09          0        0   994580
QUALCOMM INC                   COM              747525103   199690  1337000 SH       DEFINED 10 11 12          0        0  1337000
QUALCOMM INC                   COM              747525103   678370  4541700 SH       DEFINED 13 15 16          0        0  4541700
QUALCOMM INC                   COM              747525103    50094   335500 SH       DEFINED 19 20 23          0        0   335500
QUALCOMM INC                   COM              747525103    44870   300520 SH       DEFINED 26 28 30          0        0   300520
QUALCOMM INC                   COM              747525103   101846   682100 SH       DEFINED 32 34             0        0   682100
QUALCOMM INC                   COM              747525103   220762  1478600 SH       DEFINED 37 03       1342170        0   136430
QUANTA SVCS INC                COM              74762E102     9588   158000 SH       DEFINED 09 26 28          0        0   158000
QUANTA SVCS INC                COM              74762E102      109     1800 SH       DEFINED 30                0        0     1800
QUANTUM CORP                   SUB NT CONV 7%04 747906AC9    19048 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    12713  1065010 SH       DEFINED 07 15             0        0  1065010
QUANTUM CORP                   COM DSSG         747906204        6      600 SH       DEFINED 37              600        0        0
QUANTUM CORP                   COM DSSG         747906204     3854   322900 SH       DEFINED 03                0        0   322900
QUANTUM CORP                   COM HDDG         747906303    13595  1208500 SH       DEFINED 12 23             0        0  1208500
QUANTUM CORP                   COM HDDG         747906303        3      300 SH       DEFINED 37              300        0        0
QUEBECOR PRINTING INC          SUB VTG          747922102      578    31750 SH       DEFINED 02 07 21          0        0    31750
QUEBECOR PRINTING INC          SUB VTG          747922102      124     6780 SH       DEFINED 03             6780        0        0
QUEST DIAGNOSTICS INC          COM              74834L100   134203  3376200 SH       DEFINED 07 12 15          0        0  3376200
QUEST DIAGNOSTICS INC          COM              74834L100    17219   433200 SH       DEFINED 03           122700        0   310500
QUEST SOFTWARE INC             COM              74834T103    33825   600000 SH       DEFINED 13                0        0   600000
QUEST ED CORP                  COM              74835F102     7098   823000 SH       DEFINED 07 28             0        0   823000
QUESTAR CORP                   COM              748356102      484    26100 SH       DEFINED 12 15 28          0        0    26100
QUICKSILVER RESOURCES INC      COM              74837R104     1956   326000 SH       DEFINED 03           326000        0        0
QUIKSILVER INC                 COM              74838C106     6170   351350 SH       DEFINED 20 32             0        0   351350
QUILMES INDL QUINSA SOCIETE    SP ADR NV PFD    74838Y108      521    49700 SH       DEFINED 02 07 19          0        0    49700
QUILMES INDL QUINSA SOCIETE    SP ADR NV PFD    74838Y108     7065   672900 SH       DEFINED 21                0        0   672900
QUINTILES TRANSNATIONAL CORP   SB NT CV 4.25%00 748767AC4     1032  1040000 PRN      DEFINED 11                0        0        0
QUINTILES TRANSNATIONAL CORP   COM              748767100      759    44500 SH       DEFINED 07 15             0        0    44500
QUINTILES TRANSNATIONAL CORP   COM              748767100     1727   101249 SH       DEFINED 03           101249        0        0
QUIPP INC                      COM              748802105      821    53000 SH       DEFINED 07                0        0    53000
QUIXOTE CORP                   COM              749056107    12207   996500 SH       DEFINED 07 28             0        0   996500
QUIXOTE CORP                   COM              749056107     1610   131500 SH       DEFINED 03           131500        0        0
QUORUM HEALTH GROUP INC        COM              749084109    22918  2277600 SH       DEFINED 07 15             0        0  2277600
R & B FALCON CORP              COM              74912E101    23353  1186200 SH       DEFINED 02 04 09          0        0  1186200
R & B FALCON CORP              COM              74912E101    39788  2021000 SH       DEFINED 12 13 15          0        0  2021000
R & B FALCON CORP              COM              74912E101     7449   378400 SH       DEFINED 28 30 34          0        0   378400
R & B FALCON CORP              COM              74912E101    55096  2798600 SH       DEFINED 37 03       2798600        0        0
QWEST COMMUNICATIONS INTL INC  COM              749121109    32664   673500 SH       DEFINED 02 06 07          0        0   673500
QWEST COMMUNICATIONS INTL INC  COM              749121109   269240  5551350 SH       DEFINED 09 10 11          0        0  5551350
QWEST COMMUNICATIONS INTL INC  COM              749121109   230081  4743946 SH       DEFINED 13 15 16          0        0  4743946
QWEST COMMUNICATIONS INTL INC  COM              749121109   130846  2697866 SH       DEFINED 19 20 30          0        0  2697866
QWEST COMMUNICATIONS INTL INC  COM              749121109    30854   636166 SH       DEFINED 32 34             0        0   636166
QWEST COMMUNICATIONS INTL INC  COM              749121109    20298   418562 SH       DEFINED 37 03        334862        0    83700
RCM TECHNOLOGIES INC           COM NEW          749360400     8090   647200 SH       DEFINED 07                0        0   647200
RCN CORP                       COM              749361101   126078  2340200 SH       DEFINED 13 20 32          0        0  2340200
R H DONNELLEY CORP             COM NEW          74955W307    24114  1418500 SH       DEFINED 07                0        0  1418500
R H DONNELLEY CORP             COM NEW          74955W307     7930   466500 SH       DEFINED 03           466500        0        0
RPC INC                        COM              749660106    26281  2784800 SH       DEFINED 07                0        0  2784800
RSA SEC INC                    COM              749719100    55429  1069800 SH       DEFINED 05 15 20          0        0  1069800
RSA SEC INC                    COM              749719100    12839   247800 SH       DEFINED 26 28 32          0        0   247800
RSA SEC INC                    COM              749719100     4124    79600 SH       DEFINED 03            41200        0    38400
RWD TECHNOLOGIES INC           COM              74975B101      561    67000 SH       DEFINED 07                0        0    67000
RF MICRODEVICES INC            COM              749941100    29293   218000 SH       DEFINED 02 09 11          0        0   218000
RF MICRODEVICES INC            COM              749941100    70251   522800 SH       DEFINED 15 28 30          0        0   522800
RF MICRODEVICES INC            COM              749941100     5455    40600 SH       DEFINED 34                0        0    40600
RF MICRODEVICES INC            COM              749941100      972     7300 SH       DEFINED 37 03          4900        0     2400
RADIAN GROUP INC               COM              750236101    22150   465100 SH       DEFINED 02 07 15          0        0   465100
RADIAN GROUP INC               COM              750236101      442     9300 SH       DEFINED 26                0        0     9300
RADIAN GROUP INC               COM              750236101     1252    26300 SH       DEFINED 03            26300        0        0
RADIO ONE INC                  CL A             75040P108    67824  1018000 SH       DEFINED 09 12 28          0        0  1018000
RADIO ONE INC                  CL A             75040P108      171     2570 SH       DEFINED 30                0        0     2570
RADIO UNICA COMMUNICATIONS CP  COM              75040Q106     3783   320300 SH       DEFINED 28                0        0   320300
RAINBOW RENTALS INC            COM              750857104      599    67500 SH       DEFINED 07                0        0    67500
RAINBOW TECHNOLOGIES INC       COM              750862104      160     4300 SH       DEFINED 02                0        0     4300
RAMBUS INC DEL                 COM              750917106   109053   370300 SH       DEFINED 12 13 15          0        0   370300
RAMBUS INC DEL                 COM              750917106    85463   290200 SH       DEFINED 28 30 34          0        0   290200
RAMBUS INC DEL                 COM              750917106    19113    64900 SH       DEFINED 37 03         64900        0        0
RALSTON PURINA CO              COM RAL-PUR GP   751277302    17436   636950 SH       DEFINED 02 06 12          0        0   636950
RALSTON PURINA CO              COM RAL-PUR GP   751277302    37326  1363521 SH       DEFINED 15 16 23          0        0  1363521
RALSTON PURINA CO              COM RAL-PUR GP   751277302    12909   471570 SH       DEFINED 28 30 32          0        0   471570
RALSTON PURINA CO              COM RAL-PUR GP   751277302    13112   478997 SH       DEFINED 37 03        238997        0   240000
RANGE RES CORP                 COM              75281A109      476   218000 SH       DEFINED 23                0        0   218000
RARE HOSPITALITY INTL INC      COM              753820109     1088    56000 SH       DEFINED 26                0        0    56000
RATIONAL SOFTWARE CORP         SUB NT CV 144A07 75409PAA1    14805 12000000 PRN      DEFINED 11                0        0        0
RATIONAL SOFTWARE CORP         COM NEW          75409P202    27761   362900 SH       DEFINED 02 09 12          0        0   362900
RATIONAL SOFTWARE CORP         COM NEW          75409P202   314965  4117200 SH       DEFINED 15 16 20          0        0  4117200
RATIONAL SOFTWARE CORP         COM NEW          75409P202    47307   618400 SH       DEFINED 28 30 32          0        0   618400
RATIONAL SOFTWARE CORP         COM NEW          75409P202     4590    60000 SH       DEFINED 34                0        0    60000
RATIONAL SOFTWARE CORP         COM NEW          75409P202    30382   397151 SH       DEFINED 03           169151        0   228000
RAYMOND JAMES FINANCIAL INC    COM              754730109      237    11425 SH       DEFINED 15                0        0    11425
RAYONIER INC                   COM              754907103      180     3700 SH       DEFINED 15                0        0     3700
RAYOVAC CORP                   COM              755081106    83087  3573650 SH       DEFINED 20 28 32          0        0  3573650
RAYTECH CORP DEL               COM              755103108     1232   323300 SH       DEFINED 07                0        0   323300
RAYTHEON CO                    CL A             755111309      405    21565 SH       DEFINED 08 15             0        0    21565
RAYTHEON CO                    CL A             755111309        3      200 SH       DEFINED 03              200        0        0
RAYTHEON CO                    CL B             755111408    21636  1218950 SH       DEFINED 08 10 27          0        0  1218950
RAYTHEON CO                    CL B             755111408      686    38700 SH       DEFINED 30                0        0    38700
RAYTHEON CO                    CL B             755111408    10037   565504 SH       DEFINED 37 03        565504        0        0
RAZORFISH INC                  CL A             755236106    40598  1476300 SH       DEFINED 02 13 15          0        0  1476300
RAZORFISH INC                  CL A             755236106     5500   200000 SH       DEFINED 34                0        0   200000
RAZORFISH INC                  CL A             755236106     3924   142724 SH       DEFINED 03           142724        0        0
READERS DIGEST ASSN INC        CL A NON VTG     755267101    14744   416800 SH       DEFINED 02 05 06          0        0   416800
READERS DIGEST ASSN INC        CL A NON VTG     755267101   100744  2847900 SH       DEFINED 07 09 12          0        0  2847900
READERS DIGEST ASSN INC        CL A NON VTG     755267101   134784  3810150 SH       DEFINED 15 19 20          0        0  3810150
READERS DIGEST ASSN INC        CL A NON VTG     755267101    46097  1303100 SH       DEFINED 22 23 26          0        0  1303100
READERS DIGEST ASSN INC        CL A NON VTG     755267101    33296   941230 SH       DEFINED 28 30 32          0        0   941230
READERS DIGEST ASSN INC        CL A NON VTG     755267101       77     2200 SH       DEFINED 34                0        0     2200
READERS DIGEST ASSN INC        CL A NON VTG     755267101        3      111 SH       DEFINED 37              111        0        0
READERS DIGEST ASSN INC        CL A NON VTG     755267101    16964   479550 SH       DEFINED 03           320550        0   159000
REALNETWORKS INC               COM              75605L104   136490  2397200 SH       DEFINED 02 13 15          0        0  2397200
REALNETWORKS INC               COM              75605L104     6149   108000 SH       DEFINED 28 34             0        0   108000
REALNETWORKS INC               COM              75605L104        1       26 SH       DEFINED 37               26        0        0
REALTY INCOME CORP             COM              756109104     1031    53600 SH       DEFINED 09                0        0    53600
RECKSON ASSOCS RLTY CORP       COM              75621K106    25996  1386500 SH       DEFINED 09 15 26          0        0  1386500
RECKSON ASSOCS RLTY CORP       COM              75621K106     9609   512500 SH       DEFINED 28 35             0        0   512500
RECKSON ASSOCS RLTY CORP       COM              75621K106    27783  1481800 SH       DEFINED 03          1477300        0     4500
RECKSON ASSOCS RLTY CORP       PFD CV SER A%    75621K205      946    50000 SH       DEFINED 33                0        0    50000
RECKSON ASSOCS RLTY CORP       PFD CV SER A%    75621K205      746    39400 SH       DEFINED 03            39400        0        0
REDBACK NETWORKS INC           COM              757209101    12237    40800 SH       DEFINED 02 06 07          0        0    40800
REDBACK NETWORKS INC           COM              757209101   793934  2647000 SH       DEFINED 09 10 11          0        0  2647000
REDBACK NETWORKS INC           COM              757209101   613522  2045500 SH       DEFINED 13 15 16          0        0  2045500
REDBACK NETWORKS INC           COM              757209101   162683   542390 SH       DEFINED 19 20 22          0        0   542390
REDBACK NETWORKS INC           COM              757209101   131525   438510 SH       DEFINED 23 28 30          0        0   438510
REDBACK NETWORKS INC           COM              757209101    85902   286400 SH       DEFINED 32 34             0        0   286400
REDBACK NETWORKS INC           COM              757209101    70500   235050 SH       DEFINED 03           203950        0    31100
REDWOOD TR INC                 COM              758075402    14770   997151 SH       DEFINED 07 33             0        0   997151
REEBOK INTL LTD                COM              758110100      394    42657 SH       DEFINED 37 03         42657        0        0
REGENERON PHARMACEUTICALS      COM              75886F107     2489    84200 SH       DEFINED 12 15 28          0        0    84200
REGIONS FINL CORP              COM              758940100     3762   164949 SH       DEFINED 03           164949        0        0
REGISTER COM INC               COM              75914G101    34159   491500 SH       DEFINED 22 28             0        0   491500
REHABCARE GROUP INC            COM              759148109    17177   695800 SH       DEFINED 07 26             0        0   695800
REINSURANCE GROUP AMER INC     COM              759351109      422    17750 SH       DEFINED 02 15 34          0        0    17750
REINSURANCE GROUP AMER INC     COM              759351109      742    31200 SH       DEFINED 03            31200        0        0
RELIANT ENERGY INC             COM              75952J108     3445   147000 SH       DEFINED 23                0        0   147000
RELIANT ENERGY INC             COM              75952J108     5352   228522 SH       DEFINED 37 03        228522        0        0
RELIASTAR FINL CORP            COM              75952U103    30837   910326 SH       DEFINED 02 09 13          0        0   910326
RELIASTAR FINL CORP            COM              75952U103    17823   526151 SH       DEFINED 15 22 28          0        0   526151
RELIASTAR FINL CORP            COM              75952U103     1232    36373 SH       DEFINED 30 34             0        0    36373
RELIASTAR FINL CORP            COM              75952U103       23      720 SH       DEFINED 37              720        0        0
RELIASTAR FINL CORP            COM              75952U103    10030   296100 SH       DEFINED 03           257600        0    38500
REMEC INC                      COM              759543101    33213   657700 SH       DEFINED 13 15             0        0   657700
REMEC INC                      COM              759543101      535    10600 SH       DEFINED 03            10600        0        0
REMEDY CORP                    COM              759548100     2725    64700 SH       DEFINED 02 26 32          0        0    64700
REMEDYTEMP INC                 CL A             759549108    12100   546900 SH       DEFINED 07                0        0   546900
REMINGTON OIL & GAS CORP       COM              759594302       55    13300 SH       DEFINED 15 26             0        0    13300
RELIABILITY INC                COM              759903107     2737   476000 SH       DEFINED 07                0        0   476000
RENAL CARE GROUP INC           COM              759930100      859    39650 SH       DEFINED 07 15             0        0    39650
RENAL CARE GROUP INC           COM              759930100    12487   575800 SH       DEFINED 03           575800        0        0
RENT A CTR INC NEW             COM              76009N100     1200    80000 SH       DEFINED 26                0        0    80000
REPSOL S A                     SPONSORED ADR    76026T205    35229  1653000 SH       DEFINED 19 21             0        0  1653000
REPSOL S A                     SPONSORED ADR    76026T205        3      150 SH       DEFINED 37              150        0        0
REPUBLIC SVCS INC              COM              760759100   109099  9974800 SH       DEFINED 09 10 12          0        0  9974800
REPUBLIC SVCS INC              COM              760759100     4606   421120 SH       DEFINED 15 22 34          0        0   421120
REPUBLIC SVCS INC              COM              760759100    17424  1593100 SH       DEFINED 03           280600        0  1312500
RES-CARE INC                   COM              760943100    13792  1471200 SH       DEFINED 07                0        0  1471200
RES-CARE INC                   COM              760943100     1338   142800 SH       DEFINED 03           142800        0        0
RESEARCH IN MOTION LTD         COM              760975102   140713  1358600 SH       DEFINED 02 05 06          0        0  1358600
RESEARCH IN MOTION LTD         COM              760975102   591273  5637130 SH       DEFINED 09 13 16          0        0  5637130
RESEARCH IN MOTION LTD         COM              760975102    14408   137370 SH       DEFINED 19 21 28          0        0   137370
RESEARCH IN MOTION LTD         COM              760975102      329     3145 SH       DEFINED 30                0        0     3145
RESEARCH IN MOTION LTD         COM              760975102      954     9100 SH       DEFINED 03             9100        0        0
RESTORATION HARDWARE INC DEL   COM              760981100        0      100 SH       DEFINED 21                0        0      100
RESTORATION HARDWARE INC DEL   COM              760981100      722   137700 SH       DEFINED 03           137700        0        0
RESMED INC                     COM              761152107     4353   118200 SH       DEFINED 02 12 15          0        0   118200
RESMED INC                     COM              761152107     6987   195800 SH       DEFINED 26 28 34          0        0   195800
RESMED INC                     COM              761152107    10513   147300 SH       DEFINED 03           147300        0        0
RESORTQUEST INTL INC           COM              761183102     1128   192100 SH       DEFINED 32                0        0   192100
RESOURCE BANCSHARES MTG GROUP  COM              761197102      551   140000 SH       DEFINED 07                0        0   140000
RESPIRONICS INC                COM              761230101    26830  1866500 SH       DEFINED 07 15             0        0  1866500
REUTERS GROUP PLC              SPONSORED ADR    76132M102    33544   281000 SH       DEFINED 20 21 32          0        0   281000
REX STORES CORP                COM              761624105    21030   822700 SH       DEFINED 07 15 26          0        0   822700
REX STORES CORP                COM              761624105     2645   103500 SH       DEFINED 37 03        103500        0        0
REXALL SUNDOWN INC             COM              761648104     1765   125000 SH       DEFINED 26                0        0   125000
REXHALL INDS INC               COM              761684109       90    10000 SH       DEFINED 26                0        0    10000
REYNOLDS & REYNOLDS CO         CL A             761695105   137913  5107900 SH       DEFINED 07 20 32          0        0  5107900
REYNOLDS & REYNOLDS CO         CL A             761695105       23      880 SH       DEFINED 37              880        0        0
REYNOLDS METALS CO             COM              761763101     2868    42900 SH       DEFINED 02 15 32          0        0    42900
REYNOLDS METALS CO             COM              761763101     1056    15800 SH       DEFINED 34                0        0    15800
REYNOLDS METALS CO             COM              761763101     3543    52994 SH       DEFINED 03            52994        0        0
REYNOLDS R J TOB HLDGS INC     COM              76182K105   174678 10275200 SH       DEFINED 02 07 11          0        0 10275200
REYNOLDS R J TOB HLDGS INC     COM              76182K105    14336   843300 SH       DEFINED 12 15 28          0        0   843300
REYNOLDS R J TOB HLDGS INC     COM              76182K105       47     2800 SH       DEFINED 34                0        0     2800
REYNOLDS R J TOB HLDGS INC     COM              76182K105     2738   161083 SH       DEFINED 37 03         60483        0   100600
RICHARDSON ELECTRS LTD         SB DB CV 7.25%06 763165AB3      303   404000 PRN      DEFINED 28                0        0        0
RICHARDSON ELECTRS LTD         SRSBDBCV 8.25%06 763165AC1     1542  1978000 PRN      DEFINED 28                0        0        0
RICHARDSON ELECTRS LTD         COM              763165107     2728   248000 SH       DEFINED 26 28             0        0   248000
RICHMOND CNTY FINL CORP        COM              764556106     1955   121300 SH       DEFINED 15 26             0        0   121300
RICHMOND CNTY FINL CORP        COM              764556106    10566   655300 SH       DEFINED 03           655300        0        0
RICHMONT MINES INC             COM              76547T106     1354  1006300 SH       DEFINED 07 15             0        0  1006300
RIGHT MGMT CONSULTANTS INC     COM              766573109     6385   695000 SH       DEFINED 07 26             0        0   695000
RIGHT MGMT CONSULTANTS INC     COM              766573109      402    43800 SH       DEFINED 03            43800        0        0
RITCHIE BROS AUCTIONEERS       COM              767744105     2980   116900 SH       DEFINED 15 26             0        0   116900
RITCHIE BROS AUCTIONEERS       COM              767744105      583    22900 SH       DEFINED 03            22900        0        0
RITE AID CORP                  COM              767754104     1074   195393 SH       DEFINED 03           195393        0        0
RIVERDEEP GROUP PLC            ADR              76870Q109    11722   290800 SH       DEFINED 02 19 21          0        0   290800
RIVERDEEP GROUP PLC            ADR              76870Q109      737    18300 SH       DEFINED 22 03             0        0    18300
RIVIANA FOODS INC              COM              769536103    13557   854000 SH       DEFINED 07                0        0   854000
RIVIANA FOODS INC              COM              769536103       55     3500 SH       DEFINED 03             3500        0        0
ROADWAY EXPRESS INC DEL        COM              769742107     2057   101600 SH       DEFINED 02 26             0        0   101600
ROANOKE ELEC STL CORP          COM              769841107     5899   347000 SH       DEFINED 07                0        0   347000
ROBBINS & MYERS INC            COM              770196103     2416   102300 SH       DEFINED 03           102300        0        0
ROBERT HALF INTL INC           COM              770323103     8353   176100 SH       DEFINED 02 09 15          0        0   176100
ROBERT HALF INTL INC           COM              770323103    36560   770700 SH       DEFINED 20 21 28          0        0   770700
ROBERT HALF INTL INC           COM              770323103     7719   162720 SH       DEFINED 30 32             0        0   162720
ROBERTSON CECO CORP            COM PAR $0.01    770539203     9985  1017600 SH       DEFINED 07                0        0  1017600
ROBOTIC VISION SYS INC         COM              771074101     1713   107100 SH       DEFINED 02 12 26          0        0   107100
ROBOTIC VISION SYS INC         COM              771074101      203    12700 SH       DEFINED 28                0        0    12700
ROCK OF AGES CORP              CL A             772632105      962   187800 SH       DEFINED 28                0        0   187800
ROCK-TENN CO                   CL A             772739207       28     2900 SH       DEFINED 15                0        0     2900
ROCKWELL INTL CORP NEW         COM              773903109    46470  1111400 SH       DEFINED 02 07 09          0        0  1111400
ROCKWELL INTL CORP NEW         COM              773903109    23068   551720 SH       DEFINED 15 22 32          0        0   551720
ROCKWELL INTL CORP NEW         COM              773903109       33      800 SH       DEFINED 34                0        0      800
ROCKWELL INTL CORP NEW         COM              773903109       27      700 SH       DEFINED 37              700        0        0
ROCKWELL INTL CORP NEW         COM              773903109     8342   199510 SH       DEFINED 03           153110        0    46400
ROFIN SINAR TECHNOLOGIES INC   COM              775043102     2700   225000 SH       DEFINED 07                0        0   225000
ROGERS CANTEL MOBILE COMMN     CL B RSTRG VTG   775102205     1163    29360 SH       DEFINED 02 19             0        0    29360
ROGERS COMMUNICATIONS INC      CL B             775109200   108422  3722860 SH       DEFINED 02 07 15          0        0  3722860
ROGERS COMMUNICATIONS INC      CL B             775109200    33058  1114100 SH       DEFINED 19 21 22          0        0  1114100
ROGERS COMMUNICATIONS INC      CL B             775109200       97     3300 SH       DEFINED 34                0        0     3300
ROGERS COMMUNICATIONS INC      CL B             775109200     1359    45800 SH       DEFINED 03             9000        0    36800
ROGERS CORP                    COM              775133101      753    12000 SH       DEFINED 13                0        0    12000
ROGERS CORP                    COM              775133101     1091    17400 SH       DEFINED 03            17400        0        0
ROHM & HAAS CO                 COM              775371107   164626  3689100 SH       DEFINED 02 07 11          0        0  3689100
ROHM & HAAS CO                 COM              775371107    45393  1017223 SH       DEFINED 15 19 20          0        0  1017223
ROHM & HAAS CO                 COM              775371107    12913   289050 SH       DEFINED 23 32 34          0        0   289050
ROHM & HAAS CO                 COM              775371107    23394   524244 SH       DEFINED 37 03        465144        0    59100
ROHN INDS INC                  COM              775381106      812   250000 SH       DEFINED 07                0        0   250000
ROPER INDS INC NEW             COM              776696106    31816   937500 SH       DEFINED 07 15 20          0        0   937500
ROPER INDS INC NEW             COM              776696106     6495   191400 SH       DEFINED 32                0        0   191400
ROPER INDS INC NEW             COM              776696106     2328    68600 SH       DEFINED 03            68600        0        0
ROSLYN BANCORP INC             COM              778162107     1888   106015 SH       DEFINED 15                0        0   106015
ROSLYN BANCORP INC             COM              778162107      344    20207 SH       DEFINED 37            20207        0        0
ROSS STORES INC                COM              778296103    69059  2870000 SH       DEFINED 07                0        0  2870000
ROUSE CO                       COM              779273101     1706    80800 SH       DEFINED 15 35             0        0    80800
ROUSE CO                       COM              779273101     7440   352200 SH       DEFINED 03           352200        0        0
ROWAN COS INC                  COM              779382100    32033  1088200 SH       DEFINED 02 12 15          0        0  1088200
ROWAN COS INC                  COM              779382100    25740   874420 SH       DEFINED 23 26 28          0        0   874420
ROWAN COS INC                  COM              779382100     1177    40000 SH       DEFINED 34                0        0    40000
ROWAN COS INC                  COM              779382100     3064   104111 SH       DEFINED 37 03        104111        0        0
ROYAL BK CDA MONTREAL QUE      COM              780087102    11479   248120 SH       DEFINED 02 07 15          0        0   248120
ROYAL BK CDA MONTREAL QUE      COM              780087102     2968    63270 SH       DEFINED 19 21 34          0        0    63270
ROYAL BK CDA MONTREAL QUE      COM              780087102     1389    29610 SH       DEFINED 03            29610        0        0
ROYAL BK SCOTLAND GROUP PLC    SP ADR PREF C    780097408       23     1002 SH       DEFINED 37             1002        0        0
ROYAL BK SCOTLAND GROUP PLC    SP ADR PREF D    780097606       45     2000 SH       DEFINED 37             2000        0        0
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804   168554  2928200 SH       DEFINED 02 05 06          0        0  2928200
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804   315028  5472800 SH       DEFINED 07 08 09          0        0  5472800
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804   554741  9637200 SH       DEFINED 10 11 12          0        0  9637200
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804   461392  8015500 SH       DEFINED 15 16 20          0        0  8015500
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804   394121  6846770 SH       DEFINED 22 23 28          0        0  6846770
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804    71584  1243600 SH       DEFINED 30 32 34          0        0  1243600
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804   174994  3040026 SH       DEFINED 37 03       2751626        0   288400
ROYAL PTT NEDERLAND N V        SPONSORED ADR    780641205    36616   318400 SH       DEFINED 09 15 20          0        0   318400
ROYAL PTT NEDERLAND N V        SPONSORED ADR    780641205     6106    53100 SH       DEFINED 32 34             0        0    53100
RUBY TUESDAY INC               COM              781182100     3153   180200 SH       DEFINED 26                0        0   180200
RUBY TUESDAY INC               COM              781182100     4718   269600 SH       DEFINED 37 03        269600        0        0
RUSSELL CORP                   COM              782352108      355    24865 SH       DEFINED 03            24865        0        0
RYANAIR HLDGS PLC              SPONSORED ADR    783513104    46315  1009600 SH       DEFINED 02 11 13          0        0  1009600
RYANAIR HLDGS PLC              SPONSORED ADR    783513104    78065  1701700 SH       DEFINED 19 20 21          0        0  1701700
RYANAIR HLDGS PLC              SPONSORED ADR    783513104    13950   304100 SH       DEFINED 28 32             0        0   304100
RYANS FAMILY STEAK HOUSE INC   COM              783519101     3695   386500 SH       DEFINED 26 32             0        0   386500
RYDER SYS INC                  COM              783549108    52011  2292500 SH       DEFINED 07 09 12          0        0  2292500
RYDER SYS INC                  COM              783549108    16864   743330 SH       DEFINED 15 22 28          0        0   743330
RYDER SYS INC                  COM              783549108    17034   750845 SH       DEFINED 34 03        507895        0   242950
RYERSON TULL INC NEW           COM              78375P107    41103  2651856 SH       DEFINED 09 12 15          0        0  2651856
RYERSON TULL INC NEW           COM              78375P107    11676   753323 SH       DEFINED 22                0        0   753323
RYERSON TULL INC NEW           COM              78375P107     4297   277232 SH       DEFINED 03            21087        0   256145
S&K FAMOUS BRANDS INC          COM              783774102     2682   370000 SH       DEFINED 07                0        0   370000
SBC COMMUNICATIONS INC         COM              78387G103    70443  1677219 SH       DEFINED 02 05 06          0        0  1677219
SBC COMMUNICATIONS INC         COM              78387G103  1633004 38881059 SH       DEFINED 07 09 10          0        0 38881059
SBC COMMUNICATIONS INC         COM              78387G103   448757 10684714 SH       DEFINED 11 12 15          0        0 10684714
SBC COMMUNICATIONS INC         COM              78387G103   867005 20642984 SH       DEFINED 16 18 19          0        0 20642984
SBC COMMUNICATIONS INC         COM              78387G103   363310  8650252 SH       DEFINED 20 22 26          0        0  8650252
SBC COMMUNICATIONS INC         COM              78387G103    74805  1781093 SH       DEFINED 27 28 30          0        0  1781093
SBC COMMUNICATIONS INC         COM              78387G103    81421  1938615 SH       DEFINED 32 34             0        0  1938615
SBC COMMUNICATIONS INC         COM              78387G103     2008    47834 SH       DEFINED 37            47834        0        0
SBC COMMUNICATIONS INC         COM              78387G103   337672  8039815 SH       DEFINED 03          6838449        0  1201366
SBS TECHNOLOGIES INC           COM              78387P103    15272   531200 SH       DEFINED 07 15             0        0   531200
SBS TECHNOLOGIES INC           COM              78387P103      534    18600 SH       DEFINED 03            18600        0        0
SBA COMMUNICATIONS CORP        COM              78388J106    17683   401900 SH       DEFINED 02 04 06          0        0   401900
SBA COMMUNICATIONS CORP        COM              78388J106    65850  1496600 SH       DEFINED 07 09 11          0        0  1496600
SBA COMMUNICATIONS CORP        COM              78388J106    34754   789880 SH       DEFINED 13 15 19          0        0   789880
SBA COMMUNICATIONS CORP        COM              78388J106    17612   400290 SH       DEFINED 20 28 30          0        0   400290
SBA COMMUNICATIONS CORP        COM              78388J106     8294   188500 SH       DEFINED 32 34             0        0   188500
SBA COMMUNICATIONS CORP        COM              78388J106     7766   176500 SH       DEFINED 03           176500        0        0
SCI SYS INC                    SUB NT CONV 3%07 783890AF3    35031 30330000 PRN      DEFINED 02 11 15          0        0        0
SCI SYS INC                    SUB NT CONV 3%07 783890AF3     9320  8070000 PRN      DEFINED 27 34             0        0        0
SCI SYS INC                    SUB NT CONV 3%07 783890AF3     1848  1600000 PRN      DEFINED 03                0        0        0
SCI SYS INC                    COM              783890106   115643  2149000 SH       DEFINED 02 05 06          0        0  2149000
SCI SYS INC                    COM              783890106   384560  7146300 SH       DEFINED 09 15 22          0        0  7146300
SCI SYS INC                    COM              783890106   640072 11894500 SH       DEFINED 23 28 30          0        0 11894500
SCI SYS INC                    COM              783890106     4939    91800 SH       DEFINED 34                0        0    91800
SCI SYS INC                    COM              783890106     7213   134040 SH       DEFINED 03            80140        0    53900
SCM MICROSYSTEMS INC           COM              784018103    10048   104300 SH       DEFINED 02 07 09          0        0   104300
SCM MICROSYSTEMS INC           COM              784018103    28401   292700 SH       DEFINED 15 19 20          0        0   292700
SCM MICROSYSTEMS INC           COM              784018103    13672   140640 SH       DEFINED 21 28 30          0        0   140640
SCM MICROSYSTEMS INC           COM              784018103     6573    67759 SH       DEFINED 32 03          4800        0    62959
SCP POOL CORP                  COM              784028102     1071    35000 SH       DEFINED 26                0        0    35000
SCP POOL CORP                  COM              784028102     5233   170900 SH       DEFINED 03           170900        0        0
SDL INC                        COM              784076101    10239    48100 SH       DEFINED 02 09 11          0        0    48100
SDL INC                        COM              784076101   424302  1993200 SH       DEFINED 13 15 23          0        0  1993200
SDL INC                        COM              784076101     3959    18600 SH       DEFINED 28 30 32          0        0    18600
SDL INC                        COM              784076101    47258   222000 SH       DEFINED 03           222000        0        0
SED INTL HLDGS INC             COM              784109100     3060   960000 SH       DEFINED 07                0        0   960000
SEMCO ENERGY INC               COM              78412D109      176    14900 SH       DEFINED 15                0        0    14900
SFX ENTMT INC                  CL A             784178105    39371   964700 SH       DEFINED 02 10 15          0        0   964700
SFX ENTMT INC                  CL A             784178105       87     2150 SH       DEFINED 34                0        0     2150
SFX ENTMT INC                  CL A             784178105     1438    35250 SH       DEFINED 03            35250        0        0
SGV BANCORP INC                COM              78422T102     2424   104300 SH       DEFINED 15                0        0   104300
SK TELECOM LTD                 SPONSORED ADR    78440P108    40922  1049300 SH       DEFINED 02 19 21          0        0  1049300
SK TELECOM LTD                 SPONSORED ADR    78440P108     7109   182300 SH       DEFINED 22 03             0        0   182300
SL GREEN RLTY CORP             COM              78440X101     8336   351000 SH       DEFINED 09 35             0        0   351000
SL GREEN RLTY CORP             COM              78440X101     8117   341800 SH       DEFINED 03           341800        0        0
SLM HLDG CORP                  COM              78442A109    49692  1491700 SH       DEFINED 02 09 10          0        0  1491700
SLM HLDG CORP                  COM              78442A109   431012 12938450 SH       DEFINED 15 16 20          0        0 12938450
SLM HLDG CORP                  COM              78442A109    20490   615100 SH       DEFINED 22 32 34          0        0   615100
SLM HLDG CORP                  COM              78442A109       43     1237 SH       DEFINED 37             1237        0        0
SLM HLDG CORP                  COM              78442A109    12168   365285 SH       DEFINED 03           224385        0   140900
SLI INC                        COM              78442T108     8823   519000 SH       DEFINED 10                0        0   519000
SPSS INC                       COM              78462K102    27339   861100 SH       DEFINED 07                0        0   861100
SPSS INC                       COM              78462K102     6048   190500 SH       DEFINED 03           190500        0        0
SPS TECHNOLOGIES INC           COM              784626103       45     1500 SH       DEFINED 15                0        0     1500
SPS TECHNOLOGIES INC           COM              784626103     2735    89700 SH       DEFINED 03            89700        0        0
S1 CORPORATION                 COM              78463B101      942    11000 SH       DEFINED 13                0        0    11000
S1 CORPORATION                 COM              78463B101     1362    15900 SH       DEFINED 03            15900        0        0
SPX CORP                       COM              784635104    16010   140518 SH       DEFINED 02 08 09          0        0   140518
SPX CORP                       COM              784635104   356314  3127277 SH       DEFINED 15 19 20          0        0  3127277
SPX CORP                       COM              784635104     6488    56945 SH       DEFINED 21 28 30          0        0    56945
SPX CORP                       COM              784635104   120094  1054041 SH       DEFINED 32 34             0        0  1054041
SPX CORP                       COM              784635104    27530   241626 SH       DEFINED 37 03        241626        0        0
S3 INC                         SB NT CV 5.75%03 784849AC5    17671 15400000 PRN      DEFINED 11                0        0        0
S3 INC                         COM              784849101    34078  1622800 SH       DEFINED 13 26             0        0  1622800
SAATCHI & SAATCHI PLC NEW      SPONSORED ADR    785144205     1883    63300 SH       DEFINED 13                0        0    63300
SAATCHI & SAATCHI PLC NEW      SPONSORED ADR    785144205     2722    91500 SH       DEFINED 03            91500        0        0
SABRE HLDGS CORP               CL A             785905100    69691  1886747 SH       DEFINED 07 09 10          0        0  1886747
SABRE HLDGS CORP               CL A             785905100    44171  1195849 SH       DEFINED 12 15 16          0        0  1195849
SABRE HLDGS CORP               CL A             785905100    14798   400627 SH       DEFINED 22 28 34          0        0   400627
SABRE HLDGS CORP               CL A             785905100     8098   219250 SH       DEFINED 37            49250        0   170000
SABRE HLDGS CORP               CL A             785905100    60215  1630213 SH       DEFINED 03          1558422        0    71791
SAES GETTERS S P A             SPONSORED ADR    786362103     3724   573000 SH       DEFINED 07 19 21          0        0   573000
SAFECO CORP                    COM              786429100     2612    98376 SH       DEFINED 37 03         98376        0        0
SAFEGUARD SCIENTIFICS INC      SB NT CV 144A 06 786449AD0     1206   400000 PRN      DEFINED 11                0        0        0
SAFEGUARD SCIENTIFICS INC      SB NT CV    5%06 786449AE8     4524  1500000 PRN      DEFINED 11                0        0        0
SAFEGUARD SCIENTIFICS INC      COM              786449108    44662   635200 SH       DEFINED 02 13 15          0        0   635200
SAFEGUARD SCIENTIFICS INC      COM              786449108     3438    48900 SH       DEFINED 28 34 03          0        0    48900
SAFETY-KLEEN CORP NEW          COM NEW          78648R203       52    39790 SH       DEFINED 03            39790        0        0
SAFEWAY INC                    COM NEW          786514208    21665   478800 SH       DEFINED 02 04 07          0        0   478800
SAFEWAY INC                    COM NEW          786514208   733629 16212800 SH       DEFINED 10 11 12          0        0 16212800
SAFEWAY INC                    COM NEW          786514208   315790  6978800 SH       DEFINED 13 15 16          0        0  6978800
SAFEWAY INC                    COM NEW          786514208   158758  3508470 SH       DEFINED 19 20 22          0        0  3508470
SAFEWAY INC                    COM NEW          786514208   164694  3639650 SH       DEFINED 23 28 32          0        0  3639650
SAFEWAY INC                    COM NEW          786514208      341     7550 SH       DEFINED 34                0        0     7550
SAFEWAY INC                    COM NEW          786514208   113358  2505155 SH       DEFINED 37 03       1993655        0   511500
ST JOE CO                      COM              790148100     1027    35500 SH       DEFINED 09                0        0    35500
ST JOE CO                      COM              790148100     2571    88875 SH       DEFINED 37            88875        0        0
ST JUDE MED INC                COM              790849103     7588   294000 SH       DEFINED 02 15 34          0        0   294000
ST JUDE MED INC                COM              790849103     1638    63485 SH       DEFINED 03            63485        0        0
ST PAUL COS INC                COM              792860108     7770   227700 SH       DEFINED 02 07 09          0        0   227700
ST PAUL COS INC                COM              792860108     6391   187300 SH       DEFINED 15 22 34          0        0   187300
ST PAUL COS INC                COM              792860108       11      345 SH       DEFINED 37              345        0        0
ST PAUL COS INC                COM              792860108     6292   184385 SH       DEFINED 03           173685        0    10700
SAKS INC                       COM              79377W108    59646  4113554 SH       DEFINED 16 28             0        0  4113554
SAKS INC                       COM              79377W108       43     2972 SH       DEFINED 03             2972        0        0
SALESLOGIX CORP                COM              79466P105    14283   527800 SH       DEFINED 04 09 12          0        0   527800
SALESLOGIX CORP                COM              79466P105    52463  1938620 SH       DEFINED 13 15 26          0        0  1938620
SALESLOGIX CORP                COM              79466P105     2753   101740 SH       DEFINED 28 30             0        0   101740
SALESLOGIX CORP                COM              79466P105     4836   178700 SH       DEFINED 03           137500        0    41200
SALOMON BROTHERS FD INC        COM              795477108       77     3964 SH       DEFINED 37             3964        0        0
SAN PAOLO-IMI S P A            SPONSORED ADR    799175104        3      112 SH       DEFINED 37              112        0        0
SANDISK CORP                   COM              80004C101    25553   208600 SH       DEFINED 02 09 12          0        0   208600
SANDISK CORP                   COM              80004C101   522708  4267010 SH       DEFINED 13 15 19          0        0  4267010
SANDISK CORP                   COM              80004C101    34337   280310 SH       DEFINED 23 26 28          0        0   280310
SANDISK CORP                   COM              80004C101    31347   255900 SH       DEFINED 30 32 34          0        0   255900
SANDISK CORP                   COM              80004C101    14908   121700 SH       DEFINED 03           113200        0     8500
SANMINA CORP                   SUB NTCV 4.25%04 800907AB3     4901  3000000 PRN      DEFINED 11                0        0        0
SANMINA CORP                   COM              800907107   185580  2746800 SH       DEFINED 02 05 06          0        0  2746800
SANMINA CORP                   COM              800907107   272736  4036800 SH       DEFINED 11 12 15          0        0  4036800
SANMINA CORP                   COM              800907107   269644  3991040 SH       DEFINED 16 19 20          0        0  3991040
SANMINA CORP                   COM              800907107   316010  4677300 SH       DEFINED 22 28 30          0        0  4677300
SANMINA CORP                   COM              800907107    10269   152000 SH       DEFINED 32                0        0   152000
SANMINA CORP                   COM              800907107    46034   681362 SH       DEFINED 37 03        418722        0   262640
SANGSTAT MED CORP              COM              801003104    11263   406800 SH       DEFINED 15 28             0        0   406800
SANTA CRUZ OPERATION INC       COM              801833104     8512   908000 SH       DEFINED 28                0        0   908000
SANTA FE SNYDER CORP           COM              80218K105    54122  5623095 SH       DEFINED 02 04 09          0        0  5623095
SANTA FE SNYDER CORP           COM              80218K105   107291 11147120 SH       DEFINED 15 16 19          0        0 11147120
SANTA FE SNYDER CORP           COM              80218K105    14010  1455684 SH       DEFINED 21 22 26          0        0  1455684
SANTA FE SNYDER CORP           COM              80218K105    19508  2026820 SH       DEFINED 28 30 34          0        0  2026820
SANTA FE SNYDER CORP           COM              80218K105        9     1000 SH       DEFINED 37             1000        0        0
SANTA FE SNYDER CORP           COM              80218K105    26720  2776186 SH       DEFINED 03          2326333        0   449853
SANTA ISABEL S A               SPONSORED ADR    802233106       13     1300 SH       DEFINED 07                0        0     1300
SAP AKTIENGESELLSCHAFT         SPONSORED ADR    803054204    13575   227200 SH       DEFINED 12 19 21          0        0   227200
SAP AKTIENGESELLSCHAFT         SPONSORED ADR    803054204        2       36 SH       DEFINED 37               36        0        0
SAPIENT CORP                   COM              803062108        0        1 SH       DEFINED 15                0        0        1
SARA LEE CORP                  COM              803111103     3875   215310 SH       DEFINED 02 08 12          0        0   215310
SARA LEE CORP                  COM              803111103    98508  5472700 SH       DEFINED 13 15 16          0        0  5472700
SARA LEE CORP                  COM              803111103      309    17200 SH       DEFINED 28 34             0        0    17200
SARA LEE CORP                  COM              803111103    22223  1234641 SH       DEFINED 37 03       1216641        0    18000
SATCON TECHNOLOGY CORP         COM              803893106      734    28200 SH       DEFINED 03            28200        0        0
SAWTEK INC                     COM              805468105     6470   123100 SH       DEFINED 02 15 26          0        0   123100
SAWTEK INC                     COM              805468105     2759    52500 SH       DEFINED 28 34             0        0    52500
SAWTEK INC                     COM              805468105      972    18500 SH       DEFINED 03            14500        0     4000
SCANA CORP NEW                 COM              80589M102       58     2437 SH       DEFINED 37             2437        0        0
SCANSOURCE INC                 COM              806037107     5800   163400 SH       DEFINED 02 09 15          0        0   163400
SCANSOURCE INC                 COM              806037107     3756   105830 SH       DEFINED 26 28 30          0        0   105830
SCANSOURCE INC                 COM              806037107     7029   198000 SH       DEFINED 03           198000        0        0
SCHERING PLOUGH CORP           COM              806605101   182496  4965900 SH       DEFINED 02 04 05          0        0  4965900
SCHERING PLOUGH CORP           COM              806605101   406164 11052093 SH       DEFINED 06 07 08          0        0 11052093
SCHERING PLOUGH CORP           COM              806605101   985182 26807700 SH       DEFINED 09 10 11          0        0 26807700
SCHERING PLOUGH CORP           COM              806605101  1102500 30000000 SH       DEFINED 13 15 16          0        0 30000000
SCHERING PLOUGH CORP           COM              806605101    60379  1642970 SH       DEFINED 18 19 20          0        0  1642970
SCHERING PLOUGH CORP           COM              806605101   178413  4854800 SH       DEFINED 21 22 23          0        0  4854800
SCHERING PLOUGH CORP           COM              806605101   465535 12667640 SH       DEFINED 26 27 28          0        0 12667640
SCHERING PLOUGH CORP           COM              806605101    48748  1326500 SH       DEFINED 29 30 32          0        0  1326500
SCHERING PLOUGH CORP           COM              806605101    35085   954700 SH       DEFINED 34                0        0   954700
SCHERING PLOUGH CORP           COM              806605101     3911   105574 SH       DEFINED 37            81574        0    24000
SCHERING PLOUGH CORP           COM              806605101   201333  5478452 SH       DEFINED 03          4171452        0  1307000
SCHLUMBERGER LTD               COM              806857108    66705   871972 SH       DEFINED 02 05 06          0        0   871972
SCHLUMBERGER LTD               COM              806857108   181027  2366368 SH       DEFINED 07 08 09          0        0  2366368
SCHLUMBERGER LTD               COM              806857108   806531 10542900 SH       DEFINED 10 12 13          0        0 10542900
SCHLUMBERGER LTD               COM              806857108   383398  5011751 SH       DEFINED 15 16 18          0        0  5011751
SCHLUMBERGER LTD               COM              806857108   210627  2753300 SH       DEFINED 20 22 26          0        0  2753300
SCHLUMBERGER LTD               COM              806857108   202074  2641500 SH       DEFINED 27 28 30          0        0  2641500
SCHLUMBERGER LTD               COM              806857108    34700   453600 SH       DEFINED 32 34             0        0   453600
SCHLUMBERGER LTD               COM              806857108   130016  1699532 SH       DEFINED 37 03       1403582        0   295950
SCHOLASTIC CORP                SBDBCV 144A 5%05 807066AA3      955  1000000 PRN      DEFINED 11                0        0        0
SCHOLASTIC CORP                COM              807066105    18932   351000 SH       DEFINED 13 20 32          0        0   351000
SCHOLASTIC CORP                COM              807066105      285     5300 SH       DEFINED 03             5300        0        0
SCHULMAN A INC                 COM              808194104      380    29000 SH       DEFINED 23                0        0    29000
SCHULTZ SAV O STORES INC       COM              808196109     4197   395100 SH       DEFINED 07                0        0   395100
SCHWAB CHARLES CORP NEW        COM              808513105    85218  1500000 SH       DEFINED 02 04 05          0        0  1500000
SCHWAB CHARLES CORP NEW        COM              808513105   190941  3360900 SH       DEFINED 06 07 10          0        0  3360900
SCHWAB CHARLES CORP NEW        COM              808513105   542056  9541150 SH       DEFINED 11 12 13          0        0  9541150
SCHWAB CHARLES CORP NEW        COM              808513105   363574  6399550 SH       DEFINED 15 16 19          0        0  6399550
SCHWAB CHARLES CORP NEW        COM              808513105   185174  3259400 SH       DEFINED 20 22 23          0        0  3259400
SCHWAB CHARLES CORP NEW        COM              808513105   128464  2261200 SH       DEFINED 26 27 28          0        0  2261200
SCHWAB CHARLES CORP NEW        COM              808513105    21628   380700 SH       DEFINED 30 32 34          0        0   380700
SCHWAB CHARLES CORP NEW        COM              808513105   156755  2759149 SH       DEFINED 37 03       1691449        0  1067700
SCIENT CORP                    COM              80864H109     7599    83800 SH       DEFINED 13 15 28          0        0    83800
SCIENT CORP                    COM              80864H109     2593    28600 SH       DEFINED 03            28600        0        0
SCIENTIFIC ATLANTA INC         COM              808655104    45770   721500 SH       DEFINED 02 09 12          0        0   721500
SCIENTIFIC ATLANTA INC         COM              808655104   508324  8013000 SH       DEFINED 13 15 19          0        0  8013000
SCIENTIFIC ATLANTA INC         COM              808655104     6961   109740 SH       DEFINED 23 28 30          0        0   109740
SCIENTIFIC ATLANTA INC         COM              808655104     9261   146000 SH       DEFINED 32 34             0        0   146000
SCIENTIFIC ATLANTA INC         COM              808655104    22793   359310 SH       DEFINED 37 03        335310        0    24000
SCIENTIFIC GAMES HLDGS CORP    COM              808747109     4004   242700 SH       DEFINED 07                0        0   242700
SCIENTIFIC TECHNOL INC         COM PAR $0.001   808799209      320    47500 SH       DEFINED 07                0        0    47500
SCIQUEST COM INC               COM              80908Q107       43     1700 SH       DEFINED 15                0        0     1700
SCITEX LTD                     ORD              809090103     2180   140100 SH       DEFINED 19 21             0        0   140100
SCOTT TECHNOLOGIES INC         COM              810022301      943    50000 SH       DEFINED 28                0        0    50000
SCOTTISH PWR PLC               SPON ADR FINAL   81013T705       11      358 SH       DEFINED 37              358        0        0
SCOTTS CO                      CL A             810186106        0        2 SH       DEFINED 15                0        0        2
SCRIPPS E W CO OHIO            CL A             811054204     1139    23500 SH       DEFINED 02 15 34          0        0    23500
SEA CONTAINERS LTD             CL A             811371707     1106    50000 SH       DEFINED 28                0        0    50000
SEACHANGE INTL INC             COM              811699107      363     5900 SH       DEFINED 02                0        0     5900
SEACOAST FINL SVCS CORP        COM              81170Q106     6771   685700 SH       DEFINED 07 15             0        0   685700
SEACOAST FINL SVCS CORP        COM              81170Q106     4054   410600 SH       DEFINED 03           410600        0        0
SEAGATE TECHNOLOGY             COM              811804103   210832  3499300 SH       DEFINED 04 12 13          0        0  3499300
SEAGATE TECHNOLOGY             COM              811804103   198867  3300700 SH       DEFINED 15 16 20          0        0  3300700
SEAGATE TECHNOLOGY             COM              811804103    28988   464100 SH       DEFINED 28 32 34          0        0   464100
SEAGATE TECHNOLOGY             COM              811804103   105846  1756700 SH       DEFINED 37 03       1756700        0        0
SEAGRAM LTD                    COM              811850106   160621  2736860 SH       DEFINED 02 05 07          0        0  2736860
SEAGRAM LTD                    COM              811850106   267684  4505400 SH       DEFINED 10 15 16          0        0  4505400
SEAGRAM LTD                    COM              811850106   149516  2516520 SH       DEFINED 19 20 21          0        0  2516520
SEAGRAM LTD                    COM              811850106    28132   473500 SH       DEFINED 26 28 30          0        0   473500
SEAGRAM LTD                    COM              811850106    31905   537000 SH       DEFINED 32 34             0        0   537000
SEAGRAM LTD                    COM              811850106    29388   495324 SH       DEFINED 37 03        441424        0    53900
SEAGRAM LTD                    PFD ADJ CV SEC   811850205    92470  1683200 SH       DEFINED 09 11 22          0        0  1683200
SEAGRAM LTD                    PFD ADJ CV SEC   811850205     1697    30900 SH       DEFINED 03                0        0    30900
SEACOR SMIT INC                COM              811904101     4051    67100 SH       DEFINED 15                0        0    67100
SEACOR SMIT INC                COM              811904101     2415    40000 SH       DEFINED 03            40000        0        0
SEALED AIR CORP NEW            COM              81211K100    25754   474200 SH       DEFINED 02 07 11          0        0   474200
SEALED AIR CORP NEW            COM              81211K100    76632  1410964 SH       DEFINED 13 15 19          0        0  1410964
SEALED AIR CORP NEW            COM              81211K100     9268   170660 SH       DEFINED 27 30 34          0        0   170660
SEALED AIR CORP NEW            COM              81211K100    15873   292265 SH       DEFINED 03           292265        0        0
SEALED AIR CORP NEW            PFD CV A $2      81211K209    36358   700037 SH       DEFINED 02 10 11          0        0   700037
SEALED AIR CORP NEW            PFD CV A $2      81211K209    54801  1055139 SH       DEFINED 15 16 34          0        0  1055139
SEALED AIR CORP NEW            PFD CV A $2      81211K209    19414   373800 SH       DEFINED 36                0        0   373800
SEALED AIR CORP NEW            PFD CV A $2      81211K209     9670   186200 SH       DEFINED 03           150800        0    35400
SEARS ROEBUCK & CO             COM              812387108     5236   169600 SH       DEFINED 02 32             0        0   169600
SEARS ROEBUCK & CO             COM              812387108     8842   286440 SH       DEFINED 37 03        286440        0        0
SEGUE SOFTWARE INC             COM              815807102     5741   466300 SH       DEFINED 03           466300        0        0
SEITEL INC                     COM NEW          816074306     1912   241000 SH       DEFINED 07                0        0   241000
SELECTIVE INS GROUP INC        COM              816300107      129     7600 SH       DEFINED 03             7600        0        0
SELFCARE INC                   COM              81631R107     4915   721600 SH       DEFINED 10                0        0   721600
SEMTECH CORP                   SB NT CV 144A 07 816850AB7     7040  7500000 PRN      DEFINED 11                0        0        0
SEMTECH CORP                   COM              816850101    29942   467400 SH       DEFINED 12 15 26          0        0   467400
SEMTECH CORP                   COM              816850101    41579   649040 SH       DEFINED 28 32             0        0   649040
SEMTECH CORP                   COM              816850101    19366   302300 SH       DEFINED 03           296800        0     5500
SEMPRA ENERGY                  COM              816851109      757    45200 SH       DEFINED 32                0        0    45200
SEMPRA ENERGY                  COM              816851109     3035   181195 SH       DEFINED 37 03        181195        0        0
SEMITOOL INC                   COM              816909105       61     3400 SH       DEFINED 02                0        0     3400
SENIOR HSG PPTYS TR            SH BEN INT       81721M109      329    32100 SH       DEFINED 35                0        0    32100
SENIOR HSG PPTYS TR            SH BEN INT       81721M109      646    63100 SH       DEFINED 03            63100        0        0
SENSAR CORP                    COM              817253107    23312   500000 SH       DEFINED 13                0        0   500000
SENSORMATIC ELECTRS CORP       COM              817265101     5676   253000 SH       DEFINED 26                0        0   253000
SEPRACOR INC                   SB DB CV144A7%05 817315AF1     6531  5000000 PRN      DEFINED 11                0        0        0
SEPRACOR INC                   SUB DB CONV 7%05 817315AH7     5486  4200000 PRN      DEFINED 11                0        0        0
SEPRACOR INC                   COM              817315104    45303   622200 SH       DEFINED 02 04 09          0        0   622200
SEPRACOR INC                   COM              817315104   649972  8926660 SH       DEFINED 12 13 15          0        0  8926660
SEPRACOR INC                   COM              817315104    24913   342160 SH       DEFINED 28 30 34          0        0   342160
SEPRACOR INC                   COM              817315104     8038   110400 SH       DEFINED 03           110400        0        0
SEROLOGICALS CORP              COM              817523103     5383   990000 SH       DEFINED 07                0        0   990000
SERVICE CORP INTL              COM              817565104     1140   380000 SH       DEFINED 28                0        0   380000
SERVICE CORP INTL              COM              817565104        1      620 SH       DEFINED 37              620        0        0
724 SOLUTIONS INC              COM              81788Q100    13679   111800 SH       DEFINED 02 13 21          0        0   111800
724 SOLUTIONS INC              COM              81788Q100     1751    14100 SH       DEFINED 03            14100        0        0
SHARED MED SYS CORP            COM              819486101    14291   275500 SH       DEFINED 13 15             0        0   275500
SHARED MED SYS CORP            COM              819486101     2681    51700 SH       DEFINED 03            51700        0        0
SHARPER IMAGE CORP             COM              820013100     6125   500000 SH       DEFINED 28                0        0   500000
SHAW COMMUNICATIONS INC        CL B CONV        82028K200    38232  1447410 SH       DEFINED 02 07 19          0        0  1447410
SHAW COMMUNICATIONS INC        CL B CONV        82028K200      364    13560 SH       DEFINED 03            13560        0        0
SHAW GROUP INC                 COM              820280105     5463   155000 SH       DEFINED 07 26             0        0   155000
SHAW INDS INC                  COM              820286102    11525   758900 SH       DEFINED 02 10 12          0        0   758900
SHAW INDS INC                  COM              820286102     2294   151560 SH       DEFINED 15 21 22          0        0   151560
SHAW INDS INC                  COM              820286102    35622  2345900 SH       DEFINED 23 26 28          0        0  2345900
SHAW INDS INC                  COM              820286102      915    60300 SH       DEFINED 29 34             0        0    60300
SHAW INDS INC                  COM              820286102     8650   569600 SH       DEFINED 03           431300        0   138300
SHELL TRANS & TRADING PLC      NEW YRK SH NEW   822703609       18      375 SH       DEFINED 37              375        0        0
SHERWIN WILLIAMS CO            COM              824348106    10639   485000 SH       DEFINED 12 15 23          0        0   485000
SHERWIN WILLIAMS CO            COM              824348106     7752   353385 SH       DEFINED 37 03        130085        0   223300
SHIRE PHARMACEUTICALS GRP PLC  SPONSORED ADR    82481R106      189     3700 SH       DEFINED 03             3700        0        0
SHOPKO STORES INC              COM              824911101    18719  1054600 SH       DEFINED 07 28             0        0  1054600
SHOPKO STORES INC              COM              824911101     4144   233500 SH       DEFINED 03           233500        0        0
SHOLODGE INC                   COM              825034101     1479   311500 SH       DEFINED 07                0        0   311500
SHOP AT HOME INC               COM NEW          825066301      253    29400 SH       DEFINED 02                0        0    29400
SHOPNOW COM INC                COM              82508R105    34374  2350400 SH       DEFINED 02 15 28          0        0  2350400
SHOPNOW COM INC                COM              82508R105     1199    82000 SH       DEFINED 34                0        0    82000
SICOR INC                      COM              825846108    14270  1375500 SH       DEFINED 15                0        0  1375500
SIEBEL SYS INC                 SB NT CV 144A 06 826170AA0     6352  2390000 PRN      DEFINED 11                0        0        0
SIEBEL SYS INC                 COM              826170102   250386  2096380 SH       DEFINED 02 09 10          0        0  2096380
SIEBEL SYS INC                 COM              826170102   227007  1900638 SH       DEFINED 13 15 16          0        0  1900638
SIEBEL SYS INC                 COM              826170102   144400  1209006 SH       DEFINED 19 21 28          0        0  1209006
SIEBEL SYS INC                 COM              826170102    13754   115160 SH       DEFINED 29 30 32          0        0   115160
SIEBEL SYS INC                 COM              826170102    24460   204800 SH       DEFINED 34                0        0   204800
SIEBEL SYS INC                 COM              826170102    56559   473634 SH       DEFINED 37 03        312734        0   160900
SIGMA ALDRICH CORP             COM              826552101     2442    90896 SH       DEFINED 03            90896        0        0
SIGMATRON INTL INC             COM              82661L101     1155   220000 SH       DEFINED 07                0        0   220000
SILGAN HOLDINGS INC            COM              827048109     6348   523600 SH       DEFINED 07                0        0   523600
SILGAN HOLDINGS INC            COM              827048109      212    17500 SH       DEFINED 03            17500        0        0
SILICON GRAPHICS INC           COM              827056102   130033 12310900 SH       DEFINED 13 15             0        0 12310900
SILICON GRAPHICS INC           COM              827056102     4298   406925 SH       DEFINED 37 03        406925        0        0
SILICON STORAGE TECHNOLOGY INC COM              827057100    85355  1155400 SH       DEFINED 02 13 15          0        0  1155400
SILICON STORAGE TECHNOLOGY INC COM              827057100    24334   329400 SH       DEFINED 26 34             0        0   329400
SILICON STORAGE TECHNOLOGY INC COM              827057100     6338    85800 SH       DEFINED 03            75700        0    10100
SILICON VY BANCSHARES          COM              827064106     7927   110300 SH       DEFINED 02 26 32          0        0   110300
SILICON VY BANCSHARES          COM              827064106     1760    24500 SH       DEFINED 03                0        0    24500
SILICONIX INC                  COM NEW          827079203    79377   835000 SH       DEFINED 07                0        0   835000
SILICONIX INC                  COM NEW          827079203    13099   137800 SH       DEFINED 03           137800        0        0
SILKNET SOFTWARE INC           COM              827094103    22379   216100 SH       DEFINED 02 11 13          0        0   216100
SILKNET SOFTWARE INC           COM              827094103    73910   713680 SH       DEFINED 15 19 34          0        0   713680
SILKNET SOFTWARE INC           COM              827094103     9765    94300 SH       DEFINED 03            88700        0     5600
SILVERSTREAM SOFTWARE INC      COM              827907106    18727   253500 SH       DEFINED 11 13 16          0        0   253500
SILVERSTREAM SOFTWARE INC      COM              827907106     7298    98800 SH       DEFINED 03            98800        0        0
SIMON PPTY GROUP INC NEW       COM              828806109    41704  1737700 SH       DEFINED 09 12 15          0        0  1737700
SIMON PPTY GROUP INC NEW       COM              828806109     8474   353100 SH       DEFINED 34 35             0        0   353100
SIMON PPTY GROUP INC NEW       COM              828806109    24031  1001300 SH       DEFINED 03           922400        0    78900
SIMPSON MANUFACTURING CO INC   COM              829073105     1185    30000 SH       DEFINED 26                0        0    30000
SINCLAIR BROADCAST GROUP INC   CL A             829226109       98    11000 SH       DEFINED 03            11000        0        0
SINCLAIR BROADCAST GROUP INC   PFD CV EXCH D    829226505     1111    38000 SH       DEFINED 03            38000        0        0
SINGAPORE FD INC               COM              82929L109     2631   363000 SH       DEFINED 19 21 26          0        0   363000
SITEL CORP                     COM              82980K107      811   118100 SH       DEFINED 13 26             0        0   118100
SITEL CORP                     COM              82980K107      185    27000 SH       DEFINED 03            27000        0        0
SIZZLER INTL INC               COM              830139101     7578  2755800 SH       DEFINED 26                0        0  2755800
SIZZLER INTL INC               COM              830139101      288   104800 SH       DEFINED 03           104800        0        0
SKECHERS U S A INC             CL A             830566105     1412   200000 SH       DEFINED 28                0        0   200000
SKYWEST INC                    COM              830879102     3975   101600 SH       DEFINED 12 13 15          0        0   101600
SKYWEST INC                    COM              830879102      148     3800 SH       DEFINED 28                0        0     3800
SKYWEST INC                    COM              830879102    25255   645500 SH       DEFINED 03           637400        0     8100
SMARTDISK CORP                 COM              83169Q105     2334    88100 SH       DEFINED 26                0        0    88100
SMARTFORCE PUB LTD CO          SPONSORED ADR    83170A206     2091    45600 SH       DEFINED 19 21             0        0    45600
SMARTFORCE PUB LTD CO          SPONSORED ADR    83170A206        1       24 SH       DEFINED 37               24        0        0
SMITH INTL INC                 COM              832110100    24672   318350 SH       DEFINED 02 04 06          0        0   318350
SMITH INTL INC                 COM              832110100   129223  1667400 SH       DEFINED 09 11 13          0        0  1667400
SMITH INTL INC                 COM              832110100   123002  1587130 SH       DEFINED 15 16 19          0        0  1587130
SMITH INTL INC                 COM              832110100   145192  1873450 SH       DEFINED 21 22 28          0        0  1873450
SMITH INTL INC                 COM              832110100     5378    69400 SH       DEFINED 30 34             0        0    69400
SMITH INTL INC                 COM              832110100    98675  1273226 SH       DEFINED 37 03       1261326        0    11900
SMITH CHARLES E RESDNTL RLTY   COM              832197107     5205   144100 SH       DEFINED 03           144100        0        0
SMITHFIELD FOODS INC           COM              832248108      164     8200 SH       DEFINED 15                0        0     8200
SMITHKLINE BEECHAM PLC         ADR REP ORD      832378301    52242   790800 SH       DEFINED 13 19 21          0        0   790800
SMITHKLINE BEECHAM PLC         ADR REP ORD      832378301      145     2212 SH       DEFINED 37             2212        0        0
SMURFIT-STONE CONTAINER CORP   COM              832727101    34457  2034400 SH       DEFINED 02 07 09          0        0  2034400
SMURFIT-STONE CONTAINER CORP   COM              832727101    13840   817170 SH       DEFINED 15 21 22          0        0   817170
SMURFIT-STONE CONTAINER CORP   COM              832727101    17999  1062714 SH       DEFINED 34 03        666258        0   396456
SNYDER COMMUNICATIONS INC      COM SNC          832914105        0        1 SH       DEFINED 15                0        0        1
SNYDER COMMUNICATIONS INC      COM CIRCLE COM   832914204       11     1375 SH       DEFINED 02 15 34          0        0     1375
SNAP ON INC                    COM              833034101   164258  6272400 SH       DEFINED 07 09 12          0        0  6272400
SNAP ON INC                    COM              833034101    57591  2199211 SH       DEFINED 15 22 03     233711        0  1965500
SOCIEDAD QUIMICA MINERA DE CHI SPON ADR SER B   833635105        2      100 SH       DEFINED 07                0        0      100
SOFTWARE COM INC               COM              83402P104    69089   536100 SH       DEFINED 02 05 06          0        0   536100
SOFTWARE COM INC               COM              83402P104    38636   299800 SH       DEFINED 09 10 11          0        0   299800
SOFTWARE COM INC               COM              83402P104   413933  3211900 SH       DEFINED 13 15 16          0        0  3211900
SOFTWARE COM INC               COM              83402P104    56131   435550 SH       DEFINED 19 22 28          0        0   435550
SOFTWARE COM INC               COM              83402P104    18132   140700 SH       DEFINED 30 34             0        0   140700
SOFTWARE COM INC               COM              83402P104    93215   723300 SH       DEFINED 03           652900        0    70400
SOLECTRON CORP                 COM              834182107   134189  3349504 SH       DEFINED 05 06 09          0        0  3349504
SOLECTRON CORP                 COM              834182107   320624  8003100 SH       DEFINED 10 12 15          0        0  8003100
SOLECTRON CORP                 COM              834182107   150010  3744400 SH       DEFINED 16 26 28          0        0  3744400
SOLECTRON CORP                 COM              834182107    22247   555320 SH       DEFINED 30                0        0   555320
SOLECTRON CORP                 COM              834182107    31066   775460 SH       DEFINED 37 03        589660        0   185800
SOLUTIA INC                    COM              834376105    69972  5231600 SH       DEFINED 07 09 22          0        0  5231600
SOLUTIA INC                    COM              834376105     1067    79810 SH       DEFINED 28 34             0        0    79810
SOLUTIA INC                    COM              834376105        6      460 SH       DEFINED 37              460        0        0
SOLUTIA INC                    COM              834376105     2950   220600 SH       DEFINED 03            37600        0   183000
SONERA GROUP PLC               SPONSORED ADR    835433202     6637   100000 SH       DEFINED 02                0        0   100000
SONIC AUTOMOTIVE INC           CL A             83545G102    13250  1404045 SH       DEFINED 07 15 21          0        0  1404045
SONIC AUTOMOTIVE INC           CL A             83545G102    10907  1155800 SH       DEFINED 26 28 29          0        0  1155800
SONIC AUTOMOTIVE INC           CL A             83545G102     7246   767800 SH       DEFINED 03           767800        0        0
SONIC FDRY INC                 COM              83545R108     4914    50400 SH       DEFINED 13                0        0    50400
SONIC FDRY INC                 COM              83545R108     7088    72700 SH       DEFINED 03            72700        0        0
SONIC CORP                     COM              835451105    54638  2005100 SH       DEFINED 07 26             0        0  2005100
SONIC CORP                     COM              835451105     3756   137850 SH       DEFINED 03           137850        0        0
SONICWALL INC                  COM              835470105      986    14800 SH       DEFINED 12 28             0        0    14800
SONOCO PRODS CO                COM              835495102      331    14100 SH       DEFINED 15                0        0    14100
SONY CORP                      ADR NEW          835699307   267575   955200 SH       DEFINED 05 13 15          0        0   955200
SONY CORP                      ADR NEW          835699307   123058   439300 SH       DEFINED 16 19 26          0        0   439300
SONY CORP                      ADR NEW          835699307    85802   306300 SH       DEFINED 28 30             0        0   306300
SONY CORP                      ADR NEW          835699307     5647    20170 SH       DEFINED 37 03          2010        0    18160
SOUND ADVICE INC               COM              836066100     2453   220500 SH       DEFINED 07                0        0   220500
SOUND ADVICE INC               COM              836066100       78     7100 SH       DEFINED 03             7100        0        0
SOURCE INFORMATION MGMT CO     COM NEW          836151209    28315  1618000 SH       DEFINED 26                0        0  1618000
SOURCE MEDIA INC               COM NEW          836153304       23     1676 SH       DEFINED 27                0        0     1676
SOUTHDOWN INC                  COM              841297104    80055  1356880 SH       DEFINED 10 13 15          0        0  1356880
SOUTHDOWN INC                  COM              841297104     1162    19700 SH       DEFINED 28 34             0        0    19700
SOUTHDOWN INC                  COM              841297104    80625  1366532 SH       DEFINED 03          1366532        0        0
SOUTHERN AFRICA FD INC         COM              842157109      798    51500 SH       DEFINED 19 21             0        0    51500
SOUTHERN CO                    COM              842587107    11085   509685 SH       DEFINED 37 03        509685        0        0
SOUTHERN ENERGY HOMES INC      COM              842814105     1781  1425100 SH       DEFINED 07                0        0  1425100
SOUTHTRUST CORP                COM              844730101    23008   904500 SH       DEFINED 07 15             0        0   904500
SOUTHTRUST CORP                COM              844730101     3221   126627 SH       DEFINED 03           126627        0        0
SOUTHWEST AIRLS CO             COM              844741108    55727  2677600 SH       DEFINED 07 09 10          0        0  2677600
SOUTHWEST AIRLS CO             COM              844741108   110068  5288600 SH       DEFINED 12 13 15          0        0  5288600
SOUTHWEST AIRLS CO             COM              844741108   355482 17080249 SH       DEFINED 16 20 22          0        0 17080249
SOUTHWEST AIRLS CO             COM              844741108    61616  2960550 SH       DEFINED 23 28 30          0        0  2960550
SOUTHWEST AIRLS CO             COM              844741108    23634  1135612 SH       DEFINED 32 34             0        0  1135612
SOUTHWEST AIRLS CO             COM              844741108        4      195 SH       DEFINED 37              195        0        0
SOUTHWEST AIRLS CO             COM              844741108    15785   758475 SH       DEFINED 03           567075        0   191400
SOUTHWEST GAS CORP             COM              844895102     1372    72000 SH       DEFINED 26                0        0    72000
SOUTHWESTERN ENERGY CO         COM              845467109    11599  1750900 SH       DEFINED 07                0        0  1750900
SPACEHAB INC                   SB NT CV 144A 07 846243AA1     1800  2500000 PRN      DEFINED 28                0        0        0
SPACEHAB INC                   COM              846243103      433    90000 SH       DEFINED 28                0        0    90000
SPANISH BROADCASTING SYS INC   CL A             846425882       23     1000 SH       DEFINED 12 28             0        0     1000
SPARTAN MTRS INC               COM              846819100       82    20000 SH       DEFINED 28                0        0    20000
SPARTECH CORP                  COM NEW          847220209    50875  1480020 SH       DEFINED 07 15 20          0        0  1480020
SPARTECH CORP                  COM NEW          847220209     6964   202600 SH       DEFINED 26 32 34          0        0   202600
SPARTECH CORP                  COM NEW          847220209     2138    62200 SH       DEFINED 03            62200        0        0
SPECIALTY EQUIP COS INC        COM NEW          847497203    11317   545400 SH       DEFINED 07                0        0   545400
SPECTRALINK CORP               COM              847580107    10069   559400 SH       DEFINED 20 28 32          0        0   559400
SPECTRASITE HLDGS INC          COM              84760T100    16916   597500 SH       DEFINED 11 28             0        0   597500
SPEEDWAY MOTORSPORTS INC       COM              847788106     6935   278100 SH       DEFINED 02 13 15          0        0   278100
SPEEDWAY MOTORSPORTS INC       COM              847788106       17      700 SH       DEFINED 34                0        0      700
SPEEDWAY MOTORSPORTS INC       COM              847788106    10002   401100 SH       DEFINED 03           401100        0        0
SPEIZMAN INDS INC              COM              847805108      434   114000 SH       DEFINED 07                0        0   114000
SPIEKER PPTYS INC              COM              848497103    63897  1435900 SH       DEFINED 09 12 15          0        0  1435900
SPIEKER PPTYS INC              COM              848497103    18779   422000 SH       DEFINED 20 22 32          0        0   422000
SPIEKER PPTYS INC              COM              848497103     8877   199500 SH       DEFINED 34 35             0        0   199500
SPIEKER PPTYS INC              COM              848497103    18383   413115 SH       DEFINED 37 03        363315        0    49800
SPINNAKER EXPL CO              COM              84855W109     7004   307900 SH       DEFINED 03           307900        0        0
SPORTSMANS GUIDE INC           COM NEW          848907200     1056   222500 SH       DEFINED 07                0        0   222500
SPORTSLINE COM INC             COM              848934105    17659   599900 SH       DEFINED 12 28             0        0   599900
SPRINGS INDS INC               CL A             851783100      511    13448 SH       DEFINED 03            13448        0        0
SPRINT CORP                    COM FON GROUP    852061100    59257   940600 SH       DEFINED 02 07 08          0        0   940600
SPRINT CORP                    COM FON GROUP    852061100   432768  6869340 SH       DEFINED 10 15 16          0        0  6869340
SPRINT CORP                    COM FON GROUP    852061100   107591  1707800 SH       DEFINED 22 28 32          0        0  1707800
SPRINT CORP                    COM FON GROUP    852061100    23247   369000 SH       DEFINED 34                0        0   369000
SPRINT CORP                    COM FON GROUP    852061100    91190  1447546 SH       DEFINED 37 03       1272846        0   174700
SPRINT CORP                    PCS COM SER 1    852061506   131787  2017800 SH       DEFINED 02 04 05          0        0  2017800
SPRINT CORP                    PCS COM SER 1    852061506   254398  3895100 SH       DEFINED 06 07 08          0        0  3895100
SPRINT CORP                    PCS COM SER 1    852061506   902157 13812940 SH       DEFINED 09 10 13          0        0 13812940
SPRINT CORP                    PCS COM SER 1    852061506   868568 13298650 SH       DEFINED 15 16 19          0        0 13298650
SPRINT CORP                    PCS COM SER 1    852061506   887400 13587000 SH       DEFINED 20 22 23          0        0 13587000
SPRINT CORP                    PCS COM SER 1    852061506   442955  6782100 SH       DEFINED 26 27 28          0        0  6782100
SPRINT CORP                    PCS COM SER 1    852061506   216256  3311110 SH       DEFINED 30 32 34          0        0  3311110
SPRINT CORP                    PCS COM SER 1    852061506   133102  2037930 SH       DEFINED 37 03       1588010        0   449920
ST ASSEMBLY TEST SVSC LTD      ADR              85227G102     1712    35300 SH       DEFINED 02 07 15          0        0    35300
ST ASSEMBLY TEST SVSC LTD      ADR              85227G102      198     4100 SH       DEFINED 21                0        0     4100
ST ASSEMBLY TEST SVSC LTD      ADR              85227G102      179     3700 SH       DEFINED 03             3700        0        0
STAFFMARK INC                  COM              852389105     6300   793800 SH       DEFINED 07                0        0   793800
STAMPS COM INC                 COM              852857101       34     1800 SH       DEFINED 15                0        0     1800
STANDARD COML CORP             COM              853258101     4528  1293900 SH       DEFINED 07 28             0        0  1293900
STANLEY FURNITURE INC          COM NEW          854305208    13744   709400 SH       DEFINED 07                0        0   709400
STANLEY WKS                    COM              854616109     9467   358948 SH       DEFINED 07 08 09          0        0   358948
STANLEY WKS                    COM              854616109    47649  1806600 SH       DEFINED 13 15 16          0        0  1806600
STANLEY WKS                    COM              854616109    10259   389000 SH       DEFINED 22 27 30          0        0   389000
STANLEY WKS                    COM              854616109    76342  2894518 SH       DEFINED 03          2878518        0    16000
STAPLES INC                    COM              855030102    47818  2390925 SH       DEFINED 02 05 06          0        0  2390925
STAPLES INC                    COM              855030102   468467 23423368 SH       DEFINED 10 12 13          0        0 23423368
STAPLES INC                    COM              855030102   142654  7132740 SH       DEFINED 15 16 19          0        0  7132740
STAPLES INC                    COM              855030102   199503  9975175 SH       DEFINED 20 28 30          0        0  9975175
STAPLES INC                    COM              855030102    23510  1175500 SH       DEFINED 32 34             0        0  1175500
STAPLES INC                    COM              855030102    35320  1765961 SH       DEFINED 37 03       1279761        0   486200
STARBUCKS CORP                 COM              855244109    50557  1128200 SH       DEFINED 02 12 13          0        0  1128200
STARBUCKS CORP                 COM              855244109    61379  1369700 SH       DEFINED 15 16 28          0        0  1369700
STARBUCKS CORP                 COM              855244109       35      800 SH       DEFINED 34                0        0      800
STARBUCKS CORP                 COM              855244109      678    15200 SH       DEFINED 37 03         15200        0        0
STARTEK INC                    COM              85569C107    15834   214700 SH       DEFINED 13                0        0   214700
STARTEK INC                    COM              85569C107    23010   312000 SH       DEFINED 03           312000        0        0
STARWOOD FINL INC              COM              85569R104      705    40000 SH       DEFINED 33                0        0    40000
STARWOOD FINL INC              COM              85569R104     1057    60000 SH       DEFINED 03            60000        0        0
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203    15603   594400 SH       DEFINED 02 04 06          0        0   594400
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203   179379  6833510 SH       DEFINED 07 09 10          0        0  6833510
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203   145218  5532143 SH       DEFINED 12 15 16          0        0  5532143
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203    39742  1513981 SH       DEFINED 22 28 34          0        0  1513981
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203     7640   291050 SH       DEFINED 35                0        0   291050
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203    18077   688651 SH       DEFINED 03           549132        0   139519
STATE STR CORP                 COM              857477103    40794   421100 SH       DEFINED 02 05 11          0        0   421100
STATE STR CORP                 COM              857477103   131352  1355900 SH       DEFINED 13 15 16          0        0  1355900
STATE STR CORP                 COM              857477103     8486    87600 SH       DEFINED 26 28 34          0        0    87600
STATE STR CORP                 COM              857477103    23761   245303 SH       DEFINED 37 03        194103        0    51200
STATEN IS BANCORP INC          COM              857550107      856    50000 SH       DEFINED 26                0        0    50000
STEEL DYNAMICS INC             COM              858119100     2315   200300 SH       DEFINED 15 28             0        0   200300
STEEL DYNAMICS INC             COM              858119100     5567   481500 SH       DEFINED 03           481500        0        0
STEIN MART INC                 COM              858375108     7061   855900 SH       DEFINED 02 07 15          0        0   855900
STEIN MART INC                 COM              858375108     3195   387300 SH       DEFINED 28 34             0        0   387300
STEIN MART INC                 COM              858375108     2103   255000 SH       DEFINED 03           255000        0        0
STEPHAN CO                     COM              858603103     1482   329500 SH       DEFINED 07                0        0   329500
STERICYCLE INC                 COM              858912108      280    11200 SH       DEFINED 03            11200        0        0
STERILE RECOVERIES INC         COM              859151102     1282   263100 SH       DEFINED 07                0        0   263100
STERIS CORP                    COM              859152100      261    25500 SH       DEFINED 03            25500        0        0
STERLING BANCORP               COM              859158107     9816   654465 SH       DEFINED 07 28             0        0   654465
STERLING BANCORP               COM              859158107     1796   119780 SH       DEFINED 03           119780        0        0
STET HELLAS COMMUNICATIONS S A ADR              859823106      495    17250 SH       DEFINED 02 21             0        0    17250
STILLWATER MNG CO              COM              86074Q102    33716   842906 SH       DEFINED 02 09 11          0        0   842906
STILLWATER MNG CO              COM              86074Q102    56009  1400230 SH       DEFINED 15 19 20          0        0  1400230
STILLWATER MNG CO              COM              86074Q102    18508   462720 SH       DEFINED 28 30 32          0        0   462720
STILLWATER MNG CO              COM              86074Q102     5520   138000 SH       DEFINED 34                0        0   138000
STILLWATER MNG CO              COM              86074Q102    39005   975149 SH       DEFINED 03           948399        0    26750
STMICROELECTRONICS N V         SUB LYON ZERO 09 861012AB8     3889  2350000 PRN      DEFINED 11                0        0        0
STMICROELECTRONICS N V         COM              861012102    60461   323000 SH       DEFINED 02 15 19          0        0   323000
STMICROELECTRONICS N V         COM              861012102    22986   122800 SH       DEFINED 21 34 03          0        0   122800
STOLT COMEX SEAWAY S A         SPON ADR CL A    861567105     3965   382250 SH       DEFINED 12 22 28          0        0   382250
STONERIDGE INC                 COM              86183P102     7920   688700 SH       DEFINED 07                0        0   688700
STONERIDGE INC                 COM              86183P102     2724   236900 SH       DEFINED 03           236900        0        0
STRATEGIC GLOBAL INCOME FD     COM              862719101     6618   661800 SH       DEFINED 19 21             0        0   661800
STRATTEC SEC CORP              COM              863111100    18174   528700 SH       DEFINED 07                0        0   528700
STREAMLINE COM INC             COM              863239109     4312   750000 SH       DEFINED 09                0        0   750000
STRIDE RITE CORP               COM              863314100    12713  1576900 SH       DEFINED 07 13 20          0        0  1576900
STRIDE RITE CORP               COM              863314100     1564   194100 SH       DEFINED 26 32             0        0   194100
STRIDE RITE CORP               COM              863314100     4992   619200 SH       DEFINED 03           619200        0        0
STRYKER CORP                   COM              863667101    12620   180940 SH       DEFINED 02 09 15          0        0   180940
STRYKER CORP                   COM              863667101   110871  1589560 SH       DEFINED 16 28 30          0        0  1589560
STRYKER CORP                   COM              863667101     2511    36000 SH       DEFINED 34                0        0    36000
STRYKER CORP                   COM              863667101      446     6400 SH       DEFINED 37 03          6400        0        0
SUIZA FOODS CORP               COM              865077101     9853   244800 SH       DEFINED 02 15 26          0        0   244800
SULZER MEDICA                  SPONSORED ADR    865580104     1222    52000 SH       DEFINED 28                0        0    52000
SUMMIT BANCORP                 COM              866005101     5509   209900 SH       DEFINED 15                0        0   209900
SUMMIT BANCORP                 COM              866005101     3460   131845 SH       DEFINED 03           131845        0        0
SUN COMMUNITIES INC            COM              866674104    13091   453400 SH       DEFINED 09 35             0        0   453400
SUN COMMUNITIES INC            COM              866674104    14550   503900 SH       DEFINED 03           503900        0        0
SUN MICROSYSTEMS INC           COM              866810104   471064  5027200 SH       DEFINED 02 05 06          0        0  5027200
SUN MICROSYSTEMS INC           COM              866810104  1166885 12453000 SH       DEFINED 07 10 11          0        0 12453000
SUN MICROSYSTEMS INC           COM              866810104   294321  3141000 SH       DEFINED 12 13 15          0        0  3141000
SUN MICROSYSTEMS INC           COM              866810104  1268119 13533380 SH       DEFINED 16 19 20          0        0 13533380
SUN MICROSYSTEMS INC           COM              866810104   186628  1991696 SH       DEFINED 22 23 26          0        0  1991696
SUN MICROSYSTEMS INC           COM              866810104   691650  7381294 SH       DEFINED 28 30 32          0        0  7381294
SUN MICROSYSTEMS INC           COM              866810104    35138   375000 SH       DEFINED 34                0        0   375000
SUN MICROSYSTEMS INC           COM              866810104   366387  3910171 SH       DEFINED 37 03       3186071        0   724100
SUNBEAM CORP                   SRSDCV ZRO144A18 867071AA0    35525  3000000 PRN      DEFINED 09 22 36          0        0        0
SUNBEAM CORP                   SRSDCV ZRO144A18 867071AA0     1520  8690000 PRN      DEFINED 03                0        0        0
SUNBEAM CORP                   SR SD CV ZERO 18 867071AD4       63   380000 PRN      DEFINED 03                0        0        0
SUNCOR ENERGY INC              COM              867229106     6528   152030 SH       DEFINED 02 07 15          0        0   152030
SUNCOR ENERGY INC              COM              867229106   108417  2499810 SH       DEFINED 19 20 21          0        0  2499810
SUNCOR ENERGY INC              COM              867229106    26452   609930 SH       DEFINED 22 32 34          0        0   609930
SUNCOR ENERGY INC              COM              867229106     1015    23470 SH       DEFINED 03            12670        0    10800
SUNDAY COMMUNICATION LTD       SPONSORED ADR    867270100     1847   180200 SH       DEFINED 19 21 03       5800        0   174400
SUNGLASS HUT INTL INC          SB NT CV 144A 03 86736FAA4    14896 19730000 PRN      DEFINED 36                0        0        0
SUNGLASS HUT INTL INC          SB NT CV 144A 03 86736FAA4     5368  7110000 PRN      DEFINED 03                0        0        0
SUNGLASS HUT INTL INC          COM              86736F106     7980  1021500 SH       DEFINED 20 28 32          0        0  1021500
SUNGARD DATA SYS INC           COM              867363103    57689  1528200 SH       DEFINED 13 15             0        0  1528200
SUNOCO INC                     COM              86764P109    37632  1374700 SH       DEFINED 02 07 09          0        0  1374700
SUNOCO INC                     COM              86764P109    24694   902100 SH       DEFINED 10 12 15          0        0   902100
SUNOCO INC                     COM              86764P109     4480   163660 SH       DEFINED 19 21 28          0        0   163660
SUNOCO INC                     COM              86764P109     6397   233690 SH       DEFINED 29 30 34          0        0   233690
SUNOCO INC                     COM              86764P109     6144   224442 SH       DEFINED 37 03        171042        0    53400
SUNTERRA CORP                  COM              86787D109      551   275500 SH       DEFINED 27                0        0   275500
SUNTRUST BKS INC               COM              867914103    22929   397047 SH       DEFINED 02 12 15          0        0   397047
SUNTRUST BKS INC               COM              867914103     1755    30400 SH       DEFINED 28 34             0        0    30400
SUNTRUST BKS INC               COM              867914103    14029   242935 SH       DEFINED 37 03        242935        0        0
SUPERGEN INC                   COM              868059106    64502  1343800 SH       DEFINED 02 09 12          0        0  1343800
SUPERGEN INC                   COM              868059106    51686  1076800 SH       DEFINED 15 28 30          0        0  1076800
SUPERGEN INC                   COM              868059106     4958   103300 SH       DEFINED 34 03             0        0   103300
SUPERIOR ENERGY SVCS INC       COM              868157108    23668  2427501 SH       DEFINED 07 15 26          0        0  2427501
SUPERIOR ENERGY SVCS INC       COM              868157108      369    40000 SH       DEFINED 29                0        0    40000
SUPERIOR ENERGY SVCS INC       COM              868157108     1170   120000 SH       DEFINED 03           120000        0        0
SUPERIOR INDS INTL INC         COM              868168105     1955    61700 SH       DEFINED 15 26             0        0    61700
SUPERIOR INDS INTL INC         COM              868168105      139     4400 SH       DEFINED 03             4400        0        0
SUPERVALU INC                  COM              868536103     1773    93660 SH       DEFINED 08 15             0        0    93660
SUPERVALU INC                  COM              868536103     2007   106032 SH       DEFINED 37 03        106032        0        0
SUPREMA SPECIALTIES INC        COM              86859F107     3955   398000 SH       DEFINED 07                0        0   398000
SWIFT ENERGY CO                COM              870738101    37968  2124101 SH       DEFINED 07 34             0        0  2124101
SWIFT ENERGY CO                COM              870738101      686    38400 SH       DEFINED 03            38400        0        0
SWIFT TRANSN CO                COM              870756103   176117  8591080 SH       DEFINED 10 20 28          0        0  8591080
SWIFT TRANSN CO                COM              870756103    21699  1058500 SH       DEFINED 32                0        0  1058500
SWISS HELVETIA FD INC          COM              870875101     5692   414000 SH       DEFINED 19 21             0        0   414000
SYBASE INC                     COM              871130100      113     5600 SH       DEFINED 02                0        0     5600
SYBASE INC                     COM              871130100     4131   203400 SH       DEFINED 03           203400        0        0
SYBRON INTL CORP               COM              87114F106     8405   289850 SH       DEFINED 02 07 09          0        0   289850
SYBRON INTL CORP               COM              87114F106    22578   778560 SH       DEFINED 15 20 28          0        0   778560
SYBRON INTL CORP               COM              87114F106     5104   176030 SH       DEFINED 30 32 34          0        0   176030
SYBRON INTL CORP               COM              87114F106     6761   233147 SH       DEFINED 37 03        233147        0        0
SYCAMORE NETWORKS INC          COM              871206108   388238  3009600 SH       DEFINED 02 10 11          0        0  3009600
SYCAMORE NETWORKS INC          COM              871206108    29786   230900 SH       DEFINED 13 15 16          0        0   230900
SYCAMORE NETWORKS INC          COM              871206108     3470    26900 SH       DEFINED 28                0        0    26900
SYCAMORE NETWORKS INC          COM              871206108     3379    26200 SH       DEFINED 03            22600        0     3600
SYKES ENTERPRISES INC          COM              871237103      953    50000 SH       DEFINED 28                0        0    50000
SYKES ENTERPRISES INC          COM              871237103      160     8400 SH       DEFINED 03             8400        0        0
SYLVAN INC                     COM              871371100     1861   240200 SH       DEFINED 07                0        0   240200
SYMANTEC CORP                  COM              871503108   137606  1831700 SH       DEFINED 13 15 28          0        0  1831700
SYMANTEC CORP                  COM              871503108      909    12100 SH       DEFINED 32                0        0    12100
SYMANTEC CORP                  COM              871503108      600     8000 SH       DEFINED 37 03          8000        0        0
SYMBOL TECHNOLOGIES INC        COM              871508107    36340   441500 SH       DEFINED 02 06 09          0        0   441500
SYMBOL TECHNOLOGIES INC        COM              871508107   131667  1599600 SH       DEFINED 13 15 16          0        0  1599600
SYMBOL TECHNOLOGIES INC        COM              871508107   220904  2683725 SH       DEFINED 20 23 28          0        0  2683725
SYMBOL TECHNOLOGIES INC        COM              871508107    38269   464930 SH       DEFINED 30 32 34          0        0   464930
SYMBOL TECHNOLOGIES INC        COM              871508107    34046   413624 SH       DEFINED 37 03        311154        0   102470
SYMYX TECHNOLOGIES             COM              87155S108     1824    42300 SH       DEFINED 10 15             0        0    42300
SYNCOR INTL CORP DEL           COM              87157J106    11814   358000 SH       DEFINED 07 15 26          0        0   358000
SYNCOR INTL CORP DEL           COM              87157J106     1650    50000 SH       DEFINED 28                0        0    50000
SYNCOR INTL CORP DEL           COM              87157J106     3996   121100 SH       DEFINED 03           121100        0        0
SYNOPSYS INC                   COM              871607107    16248   333300 SH       DEFINED 16                0        0   333300
SYNOPSYS INC                   COM              871607107     3583    73500 SH       DEFINED 03            46600        0    26900
SYNOVUS FINL CORP              COM              87161C105    57541  3048575 SH       DEFINED 02 10 13          0        0  3048575
SYNOVUS FINL CORP              COM              87161C105    20794  1101700 SH       DEFINED 15 16 20          0        0  1101700
SYNOVUS FINL CORP              COM              87161C105     2057   109000 SH       DEFINED 28 32 34          0        0   109000
SYNOVUS FINL CORP              COM              87161C105     4994   264657 SH       DEFINED 37 03        264657        0        0
SYSCO CORP                     COM              871829107    11402   319500 SH       DEFINED 02 12 15          0        0   319500
SYSCO CORP                     COM              871829107   265925  7451500 SH       DEFINED 16 20 28          0        0  7451500
SYSCO CORP                     COM              871829107    15174   425200 SH       DEFINED 32 34             0        0   425200
SYSCO CORP                     COM              871829107    13225   370586 SH       DEFINED 37 03        370586        0        0
SYSTEMS & COMPUTER TECHNOLOGY  COM              871873105      264    11300 SH       DEFINED 03            11300        0        0
TBC CORP                       COM              872180104    10694  2112500 SH       DEFINED 07                0        0  2112500
TB WOODS CORP                  COM              872226105     5240   582300 SH       DEFINED 07 28             0        0   582300
TCF FINL CORP                  COM              872275102    36135  1517500 SH       DEFINED 02 07 09          0        0  1517500
TCF FINL CORP                  COM              872275102    13934   585190 SH       DEFINED 15 19 21          0        0   585190
TCF FINL CORP                  COM              872275102    14594   612900 SH       DEFINED 22 34             0        0   612900
TCF FINL CORP                  COM              872275102        5      210 SH       DEFINED 37              210        0        0
TCF FINL CORP                  COM              872275102    28560  1199400 SH       DEFINED 03          1121600        0    77800
TCW/DW TERM TR 2003            SH BEN INT       87234U108       23     2650 SH       DEFINED 37             2650        0        0
TCW/DW TERM TR 2000            SH BEN INT       87234V106       33     3500 SH       DEFINED 37             3500        0        0
TDK CORP                       AMERN DEP SH     872351408      157     1200 SH       DEFINED 37             1200        0        0
TD WATERHOUSE GRP INC          COM              872362108    19040   761600 SH       DEFINED 02 09 15          0        0   761600
TD WATERHOUSE GRP INC          COM              872362108     4620   184800 SH       DEFINED 28 30 34          0        0   184800
TECO ENERGY INC                COM              872375100       14      740 SH       DEFINED 37              740        0        0
TJX COS INC NEW                COM              872540109   111067  5005846 SH       DEFINED 02 07 09          0        0  5005846
TJX COS INC NEW                COM              872540109   138187  6228154 SH       DEFINED 10 12 15          0        0  6228154
TJX COS INC NEW                COM              872540109   241817 10898800 SH       DEFINED 16 20 22          0        0 10898800
TJX COS INC NEW                COM              872540109    37297  1681000 SH       DEFINED 32 34             0        0  1681000
TJX COS INC NEW                COM              872540109       41     1855 SH       DEFINED 37             1855        0        0
TJX COS INC NEW                COM              872540109    27220  1226859 SH       DEFINED 03           746949        0   479910
TMBR/SHARP DRILLING INC        COM              87257P101      172    14100 SH       DEFINED 15                0        0    14100
T / R SYS INC                  COM              87263U102     7191   323200 SH       DEFINED 04                0        0   323200
TRW INC                        COM              872649108   153320  2620870 SH       DEFINED 09 15 16          0        0  2620870
TRW INC                        COM              872649108   237404  4058200 SH       DEFINED 20 22 32          0        0  4058200
TRW INC                        COM              872649108       40      700 SH       DEFINED 34                0        0      700
TRW INC                        COM              872649108        9      166 SH       DEFINED 37              166        0        0
TRW INC                        COM              872649108    44975   768817 SH       DEFINED 03           629717        0   139100
TSI INC MINN                   COM              872876107      138     9400 SH       DEFINED 02                0        0     9400
TSI INTERNATIONAL SOFTWARE LTD COM              872879101   142784  1719006 SH       DEFINED 02 13 15          0        0  1719006
TSI INTERNATIONAL SOFTWARE LTD COM              872879101    13290   160000 SH       DEFINED 28 34             0        0   160000
TSI INTERNATIONAL SOFTWARE LTD COM              872879101    23299   280500 SH       DEFINED 03           280500        0        0
TMP WORLDWIDE INC              COM              872941109    46059   592400 SH       DEFINED 02 05 09          0        0   592400
TMP WORLDWIDE INC              COM              872941109    39691   510500 SH       DEFINED 12 13 15          0        0   510500
TMP WORLDWIDE INC              COM              872941109    80494  1035300 SH       DEFINED 20 21 22          0        0  1035300
TMP WORLDWIDE INC              COM              872941109    31955   411000 SH       DEFINED 23 26 28          0        0   411000
TMP WORLDWIDE INC              COM              872941109    14197   182600 SH       DEFINED 30 32 34          0        0   182600
TMP WORLDWIDE INC              COM              872941109    11841   152300 SH       DEFINED 03            74500        0    77800
TV GUIDE INC                   CL A             87307Q109   166820  3470900 SH       DEFINED 02 13 15          0        0  3470900
TV GUIDE INC                   CL A             87307Q109       28      600 SH       DEFINED 34                0        0      600
TV GUIDE INC                   CL A             87307Q109     7146   148700 SH       DEFINED 03           148700        0        0
TAITRON COMPONENTS INC         CL A             874028103     1606   454900 SH       DEFINED 07                0        0   454900
TAIWAN FD INC                  COM              874036106     2431   100000 SH       DEFINED 12                0        0   100000
TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    874039100   114638  2011208 SH       DEFINED 13 16 22          0        0  2011208
TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    874039100    63351  1111436 SH       DEFINED 28                0        0  1111436
TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    874039100    34279   601400 SH       DEFINED 03           564000        0    37400
TALBOTS INC                    COM              874161102     1153    19600 SH       DEFINED 02 13 15          0        0    19600
TALBOTS INC                    COM              874161102    94535  1605700 SH       DEFINED 20 26 32          0        0  1605700
TALBOTS INC                    COM              874161102       52      900 SH       DEFINED 34                0        0      900
TALBOTS INC                    COM              874161102     1566    26600 SH       DEFINED 03            26600        0        0
TALISMAN ENERGY INC            COM              87425E103    10285   364760 SH       DEFINED 02 07 15          0        0   364760
TALISMAN ENERGY INC            COM              87425E103    57440  2013040 SH       DEFINED 19 21 22          0        0  2013040
TALISMAN ENERGY INC            COM              87425E103     3144   110200 SH       DEFINED 34                0        0   110200
TALISMAN ENERGY INC            COM              87425E103     3055   107060 SH       DEFINED 03            25260        0    81800
TALK CITY INC                  COM              874263106     3408   562200 SH       DEFINED 12 28             0        0   562200
TALK COM INC                   COM              874264104     8843   552700 SH       DEFINED 09                0        0   552700
TALK COM INC                   COM              874264104     2498   156160 SH       DEFINED 03           156160        0        0
TANDY BRANDS ACCESSORIES INC   COM              875378101     4802   548900 SH       DEFINED 07                0        0   548900
TANDY CORP                     COM              875382103    50506   995200 SH       DEFINED 02 10 12          0        0   995200
TANDY CORP                     COM              875382103    49912   983500 SH       DEFINED 13 15 20          0        0   983500
TANDY CORP                     COM              875382103     8789   173200 SH       DEFINED 32                0        0   173200
TANDY CORP                     COM              875382103     7410   146011 SH       DEFINED 37 03        146011        0        0
TANGER FACTORY OUTLET CTRS INC COM              875465106      567    29600 SH       DEFINED 03            29600        0        0
TANNING TECHNOLOGY CORP        COM              87588P101      396     9200 SH       DEFINED 15                0        0     9200
TARGET CORP                    COM              87612E106    91972  1230400 SH       DEFINED 02 04 05          0        0  1230400
TARGET CORP                    COM              87612E106   376156  5032200 SH       DEFINED 06 07 09          0        0  5032200
TARGET CORP                    COM              87612E106  1195783 15997100 SH       DEFINED 10 11 12          0        0 15997100
TARGET CORP                    COM              87612E106   660932  8841900 SH       DEFINED 13 15 16          0        0  8841900
TARGET CORP                    COM              87612E106   201272  2692610 SH       DEFINED 19 22 23          0        0  2692610
TARGET CORP                    COM              87612E106   233972  3130070 SH       DEFINED 27 28 30          0        0  3130070
TARGET CORP                    COM              87612E106    11631   155600 SH       DEFINED 32 34             0        0   155600
TARGET CORP                    COM              87612E106      214     2862 SH       DEFINED 37             2862        0        0
TARGET CORP                    COM              87612E106   153841  2058085 SH       DEFINED 03          1512585        0   545500
TAUBMAN CTRS INC               COM              876664103     1590   143000 SH       DEFINED 35                0        0   143000
TAUBMAN CTRS INC               COM              876664103     4902   440700 SH       DEFINED 03           440700        0        0
TECH DATA CORP                 COM              878237106    27424   834200 SH       DEFINED 02 10 15          0        0   834200
TECH DATA CORP                 COM              878237106       75     2300 SH       DEFINED 21                0        0     2300
TECH DATA CORP                 COM              878237106        7      250 SH       DEFINED 37              250        0        0
TECH SYM CORP                  COM              878308105     8920   441900 SH       DEFINED 07 26             0        0   441900
TECH SYM CORP                  COM              878308105       34     1700 SH       DEFINED 03             1700        0        0
TECHNE CORP                    COM              878377100     5319    77100 SH       DEFINED 02 26 32          0        0    77100
TECHNITROL INC                 COM              878555101     1054    18100 SH       DEFINED 02 26             0        0    18100
TECHNOLOGY SOLUTIONS CO        COM              87872T108     9643  1056800 SH       DEFINED 02 04 07          0        0  1056800
TECHNOLOGY SOLUTIONS CO        COM              87872T108    23101  2531700 SH       DEFINED 15 26 28          0        0  2531700
TECHNOLOGY SOLUTIONS CO        COM              87872T108     3878   425000 SH       DEFINED 34                0        0   425000
TECHNOLOGY SOLUTIONS CO        COM              87872T108     6516   714150 SH       DEFINED 03           714150        0        0
TEKELEC                        SB DSC CV 144A04 879101AA1     7494  3500000 PRN      DEFINED 11                0        0        0
TEKELEC                        COM              879101103    65232  1757100 SH       DEFINED 09 11 13          0        0  1757100
TEKELEC                        COM              879101103     7354   198100 SH       DEFINED 15 28 30          0        0   198100
TEKELEC                        COM              879101103     4132   111300 SH       DEFINED 03           111300        0        0
TEKTRONIX INC                  COM              879131100   213337  3809600 SH       DEFINED 09 13 16          0        0  3809600
TEKTRONIX INC                  COM              879131100    25737   459600 SH       DEFINED 18 20 28          0        0   459600
TEKTRONIX INC                  COM              879131100     1366    24400 SH       DEFINED 30 32             0        0    24400
TEKTRONIX INC                  COM              879131100     3756    67074 SH       DEFINED 03            67074        0        0
TELAXIS COMMUNICATIONS CORP    COM              879202109      619    10300 SH       DEFINED 10                0        0    10300
TELE CENTRO SUL PART S A       SPON ADR PFD     879239101     6619    81724 SH       DEFINED 02 19 21          0        0    81724
TELE NORDESTE CELULAR PART S A SPON ADR PFD     87924W109       14      200 SH       DEFINED 19                0        0      200
TELE NORTE LESTE PART S A      SPON ADR PFD     879246106     1862    69959 SH       DEFINED 02 07 19          0        0    69959
TELE NORTE LESTE PART S A      SPON ADR PFD     879246106    16975   637565 SH       DEFINED 21                0        0   637565
TELE SUDESTE CELULAR PART S A  SPON ADR PFD     879252104     6047   121100 SH       DEFINED 02 07 15          0        0   121100
TELE SUDESTE CELULAR PART S A  SPON ADR PFD     879252104    38471   770400 SH       DEFINED 19 20 21          0        0   770400
TELE SUDESTE CELULAR PART S A  SPON ADR PFD     879252104     7235   144900 SH       DEFINED 32                0        0   144900
TELECOM ITALIA SPA             SPON ADR ORD     87927W106        9       60 SH       DEFINED 37               60        0        0
TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR    879287308    23216   155100 SH       DEFINED 19 21             0        0   155100
TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR    879287308        4       30 SH       DEFINED 37               30        0        0
TELECOMUNICACOES DE SAO PAULO  SPON ADR PFD     87929A102        3      105 SH       DEFINED 37              105        0        0
TELECORP PCS INC               CL A             879299105    11234   217100 SH       DEFINED 10 13 20          0        0   217100
TELECORP PCS INC               CL A             879299105     2085    40300 SH       DEFINED 32                0        0    40300
TELECORP PCS INC               CL A             879299105      910    17600 SH       DEFINED 03            17600        0        0
TELEDYNE TECHNOLOGIES INC      COM              879360105     8222   473226 SH       DEFINED 09 15 22          0        0   473226
TELEDYNE TECHNOLOGIES INC      COM              879360105      240    13856 SH       DEFINED 03             4785        0     9071
TELEFLEX INC                   COM              879369106      124     3500 SH       DEFINED 15                0        0     3500
TELEFONICA DE ARGENTINA S A    SPON ADR CL B    879378206    12813   326460 SH       DEFINED 37 03        326460        0        0
TELEFONICA S A                 SPONSORED ADR    879382208    82752  1108912 SH       DEFINED 05 06 15          0        0  1108912
TELEFONICA S A                 SPONSORED ADR    879382208   245932  3295576 SH       DEFINED 19 20 21          0        0  3295576
TELEFONICA S A                 SPONSORED ADR    879382208   112887  1512732 SH       DEFINED 28 30 32          0        0  1512732
TELEFONICA S A                 SPONSORED ADR    879382208     3761    50402 SH       DEFINED 34                0        0    50402
TELEFONICA S A                 SPONSORED ADR    879382208      120     1623 SH       DEFINED 37             1623        0        0
TELEFONICA S A                 SPONSORED ADR    879382208     3552    47600 SH       DEFINED 03            19700        0    27900
TELEFONICA DEL PERU S A        SPON ADR CL B    879384105     1616    95080 SH       DEFINED 02 07 19          0        0    95080
TELEFONICA DEL PERU S A        SPON ADR CL B    879384105    17316  1018600 SH       DEFINED 21                0        0  1018600
TELEFONOS DE MEXICO S A        SR DB CV 4.25%04 879403AD5    72811 48140000 PRN      DEFINED 09 11 22          0        0        0
TELEFONOS DE MEXICO S A        ADR NOMINATIVE   879403400        9     2800 SH       DEFINED 37             2800        0        0
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780   127049  1896260 SH       DEFINED 02 04 05          0        0  1896260
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780   174266  2600990 SH       DEFINED 06 07 11          0        0  2600990
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780   129958  1939675 SH       DEFINED 12 13 19          0        0  1939675
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780   289654  4323200 SH       DEFINED 20 21 22          0        0  4323200
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780    31858   475500 SH       DEFINED 28 32             0        0   475500
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780    30920   461465 SH       DEFINED 37 03        334465        0   127000
TELEGLOBE INC                  COM              87941V100      792    29600 SH       DEFINED 02 07             0        0    29600
TELEGLOBE INC                  COM              87941V100      318    11680 SH       DEFINED 03            11680        0        0
TELEPHONE & DATA SYS INC       COM              879433100     6002    54078 SH       DEFINED 02 09 15          0        0    54078
TELEPHONE & DATA SYS INC       COM              879433100     1677    15115 SH       DEFINED 28 30             0        0    15115
TELEPHONE & DATA SYS INC       COM              879433100      433     3909 SH       DEFINED 37 03          2609        0     1300
TELEMIG CELULAR PART S A       SPON ADR PFD     87944E105     7842    88550 SH       DEFINED 02 07 15          0        0    88550
TELEMIG CELULAR PART S A       SPON ADR PFD     87944E105     4817    54400 SH       DEFINED 19 21             0        0    54400
TELESP CELULAR PART S A        SPON ADR PFD     87952L108    54079   954000 SH       DEFINED 02 04 07          0        0   954000
TELESP CELULAR PART S A        SPON ADR PFD     87952L108    54338   958561 SH       DEFINED 12 15 19          0        0   958561
TELESP CELULAR PART S A        SPON ADR PFD     87952L108   146593  2586000 SH       DEFINED 20 21 22          0        0  2586000
TELESP CELULAR PART S A        SPON ADR PFD     87952L108    24914   439500 SH       DEFINED 32 34 03          0        0   439500
TELEWEST COMMUNICATIONS PLC    SPONSORED ADR    87956P105     1382    16363 SH       DEFINED 27                0        0    16363
TELIGENT INC                   CL A             87959Y103    62516   935700 SH       DEFINED 13 20 32          0        0   935700
TELLABS INC                    COM              879664100    20885   331600 SH       DEFINED 05 06 07          0        0   331600
TELLABS INC                    COM              879664100   109542  1739200 SH       DEFINED 10 13 15          0        0  1739200
TELLABS INC                    COM              879664100   217617  3455100 SH       DEFINED 16 20 22          0        0  3455100
TELLABS INC                    COM              879664100    80128  1272200 SH       DEFINED 28 32             0        0  1272200
TELLABS INC                    COM              879664100    33533   532410 SH       DEFINED 37 03        522810        0     9600
TELSCAPE INTERNATIONAL INC     COM              87969E105      426    20300 SH       DEFINED 13                0        0    20300
TELSCAPE INTERNATIONAL INC     COM              87969E105      613    29200 SH       DEFINED 03            29200        0        0
TEMPLE INLAND INC              COM              879868107      536    10777 SH       DEFINED 15                0        0    10777
TEMPLE INLAND INC              COM              879868107     2106    42280 SH       DEFINED 37 03         42280        0        0
TEMPLETON GLOBAL GOVT INCOM FD SH BEN INT       879929107     1801   310000 SH       DEFINED 19 21             0        0   310000
TELETECH HOLDINGS INC          COM              879939106     1348    39100 SH       DEFINED 02 32             0        0    39100
TELESYSTEM INTL WIRELESS INC   SUB VTG SHS      879946101    21038   584200 SH       DEFINED 02 04 09          0        0   584200
TELESYSTEM INTL WIRELESS INC   SUB VTG SHS      879946101    21054   578400 SH       DEFINED 19 21 22          0        0   578400
TELESYSTEM INTL WIRELESS INC   SUB VTG SHS      879946101     5070   139300 SH       DEFINED 28 30 37          0        0   139300
TELESYSTEM INTL WIRELESS INC   SUB VTG SHS      879946101      673    18500 SH       DEFINED 03                0        0    18500
TEMPLETON DRAGON FD INC        COM              88018T101    21876  2447700 SH       DEFINED 02 19 21          0        0  2447700
TEMPLETON DRAGON FD INC        COM              88018T101     5550   621000 SH       DEFINED 22 03             0        0   621000
TEMPLETON GLOBAL INCOME FD INC COM              880198106     4320   720000 SH       DEFINED 19 21             0        0   720000
TENET HEALTHCARE CORP          COM              88033G100     2311   100500 SH       DEFINED 15                0        0   100500
TENET HEALTHCARE CORP          COM              88033G100     9168   398643 SH       DEFINED 37 03        394643        0     4000
TENNECO AUTOMOTIVE INC         COM              880349105     1190   150000 SH       DEFINED 22                0        0   150000
TERADYNE INC                   COM              880770102   228383  2776700 SH       DEFINED 02 12 15          0        0  2776700
TERADYNE INC                   COM              880770102   101727  1236810 SH       DEFINED 20 23 28          0        0  1236810
TERADYNE INC                   COM              880770102    44908   546000 SH       DEFINED 32 34             0        0   546000
TERADYNE INC                   COM              880770102    21444   260729 SH       DEFINED 37 03        230429        0    30300
TERAYON COMMUNICATION SYS      COM              880775101    62730   306000 SH       DEFINED 02 09 15          0        0   306000
TERAYON COMMUNICATION SYS      COM              880775101      932     4550 SH       DEFINED 19 28 30          0        0     4550
TERAYON COMMUNICATION SYS      COM              880775101    13509    65900 SH       DEFINED 32 34             0        0    65900
TERAYON COMMUNICATION SYS      COM              880775101      358     1750 SH       DEFINED 03               50        0     1700
TEREX CORP NEW                 COM              880779103     5517   383800 SH       DEFINED 22 36             0        0   383800
TESORO PETE CORP               COM              881609101     9136   794500 SH       DEFINED 18                0        0   794500
TESORO PETE CORP               COM              881609101     4430   385300 SH       DEFINED 03           385300        0        0
TESORO PETE CORP               PIES CV 1/100S   881609408      389    33700 SH       DEFINED 36                0        0    33700
TESORO PETE CORP               PIES CV 1/100S   881609408      188    16300 SH       DEFINED 03            12900        0     3400
TETRA TECHNOLOGIES INC DEL     COM              88162F105      377    28200 SH       DEFINED 15                0        0    28200
TETRA TECHNOLOGIES INC DEL     COM              88162F105     4305   321900 SH       DEFINED 03           321900        0        0
TETRA TECH INC NEW             COM              88162G103     1214    51137 SH       DEFINED 15                0        0    51137
TETRA TECH INC NEW             COM              88162G103    20088   845850 SH       DEFINED 03           845850        0        0
TEVA PHARMACEUTICAL INDS LTD   ADR              881624209   133645  3581800 SH       DEFINED 02 13 16          0        0  3581800
TEVA PHARMACEUTICAL INDS LTD   ADR              881624209    27906   747900 SH       DEFINED 19 21             0        0   747900
TEXACO INC                     COM              881694103   342454  6386100 SH       DEFINED 02 10 12          0        0  6386100
TEXACO INC                     COM              881694103     2509    46800 SH       DEFINED 15 28             0        0    46800
TEXACO INC                     COM              881694103    35268   657596 SH       DEFINED 37 03        609570        0    48026
TESMA INTL INC                 CL A SUB VTG     881908107    10739   845700 SH       DEFINED 02                0        0   845700
TEXAS INSTRS INC               COM              882508104   415296  2595600 SH       DEFINED 02 04 05          0        0  2595600
TEXAS INSTRS INC               COM              882508104  3508544 21928400 SH       DEFINED 06 07 10          0        0 21928400
TEXAS INSTRS INC               COM              882508104  1871824 11698900 SH       DEFINED 11 12 13          0        0 11698900
TEXAS INSTRS INC               COM              882508104  2189744 13685900 SH       DEFINED 15 16 18          0        0 13685900
TEXAS INSTRS INC               COM              882508104   906427  5665170 SH       DEFINED 19 20 22          0        0  5665170
TEXAS INSTRS INC               COM              882508104   193184  1207400 SH       DEFINED 23 26 27          0        0  1207400
TEXAS INSTRS INC               COM              882508104  1256526  7853290 SH       DEFINED 28 30 32          0        0  7853290
TEXAS INSTRS INC               COM              882508104    87296   545600 SH       DEFINED 34                0        0   545600
TEXAS INSTRS INC               COM              882508104   424126  2650725 SH       DEFINED 37 03       2085235        0   565490
TEXAS PAC LD TR                SUB CTF PROP I T 882610108      310     8000 SH       DEFINED 37             8000        0        0
TEXAS UTILS CO                 COM              882848104     3031   102100 SH       DEFINED 02 12 28          0        0   102100
TEXAS UTILS CO                 COM              882848104      849    28600 SH       DEFINED 32                0        0    28600
TEXAS UTILS CO                 COM              882848104     6258   210820 SH       DEFINED 37 03        210820        0        0
TEXTRON INC                    COM              883203101    40871   671400 SH       DEFINED 02 05 06          0        0   671400
TEXTRON INC                    COM              883203101   446140  7328800 SH       DEFINED 07 09 10          0        0  7328800
TEXTRON INC                    COM              883203101   136451  2241510 SH       DEFINED 15 16 18          0        0  2241510
TEXTRON INC                    COM              883203101    86297  1417610 SH       DEFINED 19 22 27          0        0  1417610
TEXTRON INC                    COM              883203101     9313   153000 SH       DEFINED 28 30 32          0        0   153000
TEXTRON INC                    COM              883203101      121     2000 SH       DEFINED 34                0        0     2000
TEXTRON INC                    COM              883203101      136     2261 SH       DEFINED 37             2261        0        0
TEXTRON INC                    COM              883203101    72943  1198249 SH       DEFINED 03           860329        0   337920
THERAGENICS CORP               COM              883375107     9028   675000 SH       DEFINED 07                0        0   675000
THERMO CARDIOSYSTEMS INC       COM NONREDEEM    88355K200     3017   215500 SH       DEFINED 03           215500        0        0
THERMO FIBERTEK INC            COM              88355W105      840   122200 SH       DEFINED 15                0        0   122200
THERMO ELECTRON CORP           SUBDB CV 144A 03 883556AF9     8188  8900000 PRN      DEFINED 11                0        0        0
THERMO ELECTRON CORP           SUBDB CV 144A 03 883556AF9      791   860000 PRN      DEFINED 03                0        0        0
THERMO ELECTRON CORP           COM              883556102   124760  6123200 SH       DEFINED 07 09 10          0        0  6123200
THERMO ELECTRON CORP           COM              883556102   160897  7896795 SH       DEFINED 12 13 15          0        0  7896795
THERMO ELECTRON CORP           COM              883556102   137254  6736400 SH       DEFINED 20 22 23          0        0  6736400
THERMO ELECTRON CORP           COM              883556102    24307  1193000 SH       DEFINED 28 30 32          0        0  1193000
THERMO ELECTRON CORP           COM              883556102        2      100 SH       DEFINED 34                0        0      100
THERMO ELECTRON CORP           COM              883556102        6      337 SH       DEFINED 37              337        0        0
THERMO ELECTRON CORP           COM              883556102    24321  1193678 SH       DEFINED 03           985678        0   208000
THERMO INSTR SYS INC           COM              883559106    21346  1013475 SH       DEFINED 20 32             0        0  1013475
THERMO INSTR SYS INC           COM              883559106    18000   854625 SH       DEFINED 03           847525        0     7100
THERMO OPTEK CORP              COM              883582108       14     1000 SH       DEFINED 15                0        0     1000
THERMOQUEST CORP               COM              883655102     3679   219700 SH       DEFINED 12 15             0        0   219700
THERMOQUEST CORP               COM              883655102     4517   269700 SH       DEFINED 03           269700        0        0
THERMEDICS INC                 COM              883901100     2039   249100 SH       DEFINED 03           249100        0        0
THOMAS & BETTS CORP            COM              884315102     1347    47711 SH       DEFINED 37 03         47711        0        0
THOMAS GROUP INC               COM              884402108      837    74400 SH       DEFINED 07                0        0    74400
3COM CORP                      COM              885535104    98139  1764300 SH       DEFINED 02 10 13          0        0  1764300
3COM CORP                      COM              885535104    97510  1753000 SH       DEFINED 15 16 20          0        0  1753000
3COM CORP                      COM              885535104    17922   322200 SH       DEFINED 21 28 29          0        0   322200
3COM CORP                      COM              885535104    16198   291200 SH       DEFINED 30 32 34          0        0   291200
3COM CORP                      COM              885535104    14629   262968 SH       DEFINED 37 03        262968        0        0
THREE FIVE SYS INC             COM              88554L108    10680   178002 SH       DEFINED 09 28 30          0        0   178002
THREE FIVE SYS INC             COM              88554L108     4657    77631 SH       DEFINED 03            77631        0        0
TIBCO SOFTWARE INC             COM              88632Q103    83015  1018600 SH       DEFINED 10 12 13          0        0  1018600
TIBCO SOFTWARE INC             COM              88632Q103      138     1700 SH       DEFINED 28                0        0     1700
TIBCO SOFTWARE INC             COM              88632Q103     1083    13300 SH       DEFINED 03            13300        0        0
TICKETMASTER ONLINE-CITYSEARCH CL B             88633P203    25395  1013300 SH       DEFINED 05 15 26          0        0  1013300
TICKETMASTER ONLINE-CITYSEARCH CL B             88633P203     3017   120400 SH       DEFINED 28 03             0        0   120400
TIDEWATER INC                  COM              886423102    14649   460500 SH       DEFINED 02 09 12          0        0   460500
TIDEWATER INC                  COM              886423102    27464   863335 SH       DEFINED 15 28 30          0        0   863335
TIDEWATER INC                  COM              886423102      804    25300 SH       DEFINED 34                0        0    25300
TIDEWATER INC                  COM              886423102      553    17381 SH       DEFINED 37 03         17381        0        0
TIFFANY & CO NEW               COM              886547108    22068   263900 SH       DEFINED 02 09 12          0        0   263900
TIFFANY & CO NEW               COM              886547108   102549  1226300 SH       DEFINED 15 22 23          0        0  1226300
TIFFANY & CO NEW               COM              886547108    79525   950980 SH       DEFINED 28 30 32          0        0   950980
TIFFANY & CO NEW               COM              886547108       33      400 SH       DEFINED 34                0        0      400
TIFFANY & CO NEW               COM              886547108     1515    18130 SH       DEFINED 37 03          8130        0    10000
TIMBERLINE SOFTWARE CORP       COM              887134104     3815   436100 SH       DEFINED 07                0        0   436100
TIME WARNER INC                COM              887315109   173926  1739262 SH       DEFINED 02 04 05          0        0  1739262
TIME WARNER INC                COM              887315109   534111  5341110 SH       DEFINED 06 07 09          0        0  5341110
TIME WARNER INC                COM              887315109  2696387 26963879 SH       DEFINED 10 11 12          0        0 26963879
TIME WARNER INC                COM              887315109  1016522 10165229 SH       DEFINED 13 15 16          0        0 10165229
TIME WARNER INC                COM              887315109   956092  9560927 SH       DEFINED 19 20 21          0        0  9560927
TIME WARNER INC                COM              887315109   490264  4902640 SH       DEFINED 22 23 26          0        0  4902640
TIME WARNER INC                COM              887315109   380969  3809693 SH       DEFINED 27 28 30          0        0  3809693
TIME WARNER INC                COM              887315109   188789  1887897 SH       DEFINED 32 34             0        0  1887897
TIME WARNER INC                COM              887315109      561     5841 SH       DEFINED 37             5841        0        0
TIME WARNER INC                COM              887315109   422223  4222233 SH       DEFINED 03          3213079        0  1009154
TIME WARNER TELECOM INC        CL A             887319101    23627   297200 SH       DEFINED 02 07 09          0        0   297200
TIME WARNER TELECOM INC        CL A             887319101    72782   915500 SH       DEFINED 11 13 15          0        0   915500
TIME WARNER TELECOM INC        CL A             887319101    84907  1068015 SH       DEFINED 20 21 22          0        0  1068015
TIME WARNER TELECOM INC        CL A             887319101    39463   496400 SH       DEFINED 28 29 30          0        0   496400
TIME WARNER TELECOM INC        CL A             887319101     8323   104703 SH       DEFINED 32                0        0   104703
TIME WARNER TELECOM INC        CL A             887319101     6534    82200 SH       DEFINED 03            66300        0    15900
TIMES MIRROR CO NEW            COM SER A        887364107    65543   705247 SH       DEFINED 08 10 12          0        0   705247
TIMES MIRROR CO NEW            COM SER A        887364107    46570   501100 SH       DEFINED 16                0        0   501100
TIMES MIRROR CO NEW            COM SER A        887364107     4202    45220 SH       DEFINED 03            45220        0        0
TIMKEN CO                      COM              887389104      759    46768 SH       DEFINED 03            46768        0        0
TITAN CORP                     COM              888266103    47710   935500 SH       DEFINED 02 04 13          0        0   935500
TITAN CORP                     COM              888266103     4931    96700 SH       DEFINED 15 21 26          0        0    96700
TITAN CORP                     COM              888266103       51     1000 SH       DEFINED 34                0        0     1000
TITAN CORP                     COM              888266103    29182   572200 SH       DEFINED 03           295400        0   276800
TITAN EXPL INC                 COM              888289105     1260   252000 SH       DEFINED 12 26             0        0   252000
TITAN PHARMACEUTICALS INC DEL  COM              888314101    13819   444000 SH       DEFINED 02 09 15          0        0   444000
TITAN PHARMACEUTICALS INC DEL  COM              888314101     3738   120100 SH       DEFINED 26 28 30          0        0   120100
TIVO INC                       COM              888706108    33946   980400 SH       DEFINED 13                0        0   980400
TOLLGRADE COMMUNICATIONS INC   COM              889542106     6731   127000 SH       DEFINED 02 07 34          0        0   127000
TOLLGRADE COMMUNICATIONS INC   COM              889542106    11564   218200 SH       DEFINED 03           218200        0        0
TOO INC                        COM              890333107    31596  1001081 SH       DEFINED 02 10 15          0        0  1001081
TOO INC                        COM              890333107       22      705 SH       DEFINED 34                0        0      705
TOO INC                        COM              890333107        3      100 SH       DEFINED 03              100        0        0
TOOTSIE ROLL INDS INC          COM              890516107      137     4378 SH       DEFINED 15                0        0     4378
TOOTSIE ROLL INDS INC          COM              890516107       14      475 SH       DEFINED 37              475        0        0
TORCHMARK CORP                 COM              891027104    31247  1351232 SH       DEFINED 02 08 09          0        0  1351232
TORCHMARK CORP                 COM              891027104    14481   626240 SH       DEFINED 15 22 28          0        0   626240
TORCHMARK CORP                 COM              891027104     5028   217460 SH       DEFINED 30 34 03     115960        0   101500
TORO CO                        COM              891092108     1347    45000 SH       DEFINED 26                0        0    45000
TORONTO DOMINION BK ONT        COM NEW          891160509   205302  7888500 SH       DEFINED 02 07 15          0        0  7888500
TORONTO DOMINION BK ONT        COM NEW          891160509    65938  2488410 SH       DEFINED 19 20 21          0        0  2488410
TORONTO DOMINION BK ONT        COM NEW          891160509    13673   516000 SH       DEFINED 32 34             0        0   516000
TORONTO DOMINION BK ONT        COM NEW          891160509     1603    60526 SH       DEFINED 03            60526        0        0
TOSCO CORP                     COM NEW          891490302     4133   135800 SH       DEFINED 02 04 07          0        0   135800
TOSCO CORP                     COM NEW          891490302   118627  3897419 SH       DEFINED 09 12 13          0        0  3897419
TOSCO CORP                     COM NEW          891490302    94414  3101900 SH       DEFINED 15 20 21          0        0  3101900
TOSCO CORP                     COM NEW          891490302   165847  5448800 SH       DEFINED 22 23 28          0        0  5448800
TOSCO CORP                     COM NEW          891490302    30249   993830 SH       DEFINED 29 30 32          0        0   993830
TOSCO CORP                     COM NEW          891490302     3874   127300 SH       DEFINED 34                0        0   127300
TOSCO CORP                     COM NEW          891490302       56     1840 SH       DEFINED 37             1840        0        0
TOSCO CORP                     COM NEW          891490302    12373   406520 SH       DEFINED 03           135720        0   270800
TOTAL RENAL CARE HLDGS INC     SB NT CV144A7%09 89151AAA5    12076 21566000 PRN      DEFINED 02 11 22          0        0        0
TOTAL RENAL CARE HLDGS INC     SB NT CV144A7%09 89151AAA5    26012 46450000 PRN      DEFINED 23 25 27          0        0        0
TOTAL RENAL CARE HLDGS INC     SB NT CV144A7%09 89151AAA5     7184 12830000 PRN      DEFINED 28 32 36          0        0        0
TOTAL RENAL CARE HLDGS INC     SB NT CV144A7%09 89151AAA5     6204 11080000 PRN      DEFINED 03                0        0        0
TOTAL RENAL CARE HLDGS INC     SUB NT CONV 7%09 89151AAC1     2882  5240000 PRN      DEFINED 02 25 27          0        0        0
TOTAL RENAL CARE HLDGS INC     COM              89151A107       15     5000 SH       DEFINED 02                0        0     5000
TOTAL FINA S A                 SPONSORED ADR    89151E109   477471  6485184 SH       DEFINED 02 07 09          0        0  6485184
TOTAL FINA S A                 SPONSORED ADR    89151E109   157383  2137635 SH       DEFINED 15 19 20          0        0  2137635
TOTAL FINA S A                 SPONSORED ADR    89151E109   244241  3317368 SH       DEFINED 21 22 23          0        0  3317368
TOTAL FINA S A                 SPONSORED ADR    89151E109   100055  1358989 SH       DEFINED 28 30 32          0        0  1358989
TOTAL FINA S A                 SPONSORED ADR    89151E109     1205    16370 SH       DEFINED 34                0        0    16370
TOTAL FINA S A                 SPONSORED ADR    89151E109    31411   426623 SH       DEFINED 37 03        161927        0   264696
TOWER AUTOMOTIVE INC           COM              891707101       75     4625 SH       DEFINED 15                0        0     4625
TOWER AUTOMOTIVE INC           COM              891707101     9278   566600 SH       DEFINED 03           566600        0        0
TOYOTA MOTOR CORP              SP ADR REP2COM   892331307       62      600 SH       DEFINED 37              600        0        0
TOYS R US INC                  COM              892335100     2330   157300 SH       DEFINED 28                0        0   157300
TOYS R US INC                  COM              892335100     2739   184975 SH       DEFINED 37 03        184975        0        0
TRAMMELL CROW CO               COM              89288R106     2913   263400 SH       DEFINED 09 26 35          0        0   263400
TRAMMELL CROW CO               COM              89288R106     1327   120000 SH       DEFINED 03           120000        0        0
TRANS LUX CORP                 SUB NT CV 7.5%06 893247AD8      375   500000 PRN      DEFINED 07                0        0        0
TRANSCANADA PIPELINES LTD      COM              893526103     1338   185500 SH       DEFINED 02                0        0   185500
TRANSGENE S A                  SPONSORED ADR    89365U105    15699   815579 SH       DEFINED 02 21             0        0   815579
TRANSPRO INC                   COM              893885103     3304   660925 SH       DEFINED 07                0        0   660925
TRANSMONTAIGNE INC             COM              893934109      977   143500 SH       DEFINED 03           143500        0        0
TRAVELERS PPTY CAS CORP        CL A             893939108    52540  1273700 SH       DEFINED 02 09 12          0        0  1273700
TRAVELERS PPTY CAS CORP        CL A             893939108   147266  3570100 SH       DEFINED 15 16 22          0        0  3570100
TRAVELERS PPTY CAS CORP        CL A             893939108    46999  1139370 SH       DEFINED 28 30 34          0        0  1139370
TRAVELERS PPTY CAS CORP        CL A             893939108     4587   111200 SH       DEFINED 03            17000        0    94200
TRAVELOCITY COM INC            COM              893953109    17048   580370 SH       DEFINED 05 12 15          0        0   580370
TRAVELOCITY COM INC            COM              893953109    16552   563500 SH       DEFINED 21 22 26          0        0   563500
TRAVELOCITY COM INC            COM              893953109    17977   612000 SH       DEFINED 28 29             0        0   612000
TRAVELOCITY COM INC            COM              893953109     4197   142900 SH       DEFINED 03            85530        0    57370
TRANSWITCH CORP                COM              894065101     6373    66300 SH       DEFINED 02 09 26          0        0    66300
TRANSWITCH CORP                COM              894065101     2335    24300 SH       DEFINED 28 30 32          0        0    24300
TRANZ RAIL HOLDINGS LTD        SPONSORED ADR    894116102       62    14200 SH       DEFINED 03            14200        0        0
TREDEGAR CORP                  COM              894650100     1470    54600 SH       DEFINED 03            54600        0        0
TREND MICRO INC                SPONSORED ADR    89486M107     4472   257400 SH       DEFINED 19 21             0        0   257400
TRENDWEST RESORTS INC          COM              894917103      850    36000 SH       DEFINED 26                0        0    36000
TREX INC                       COM              89531P105        0        1 SH       DEFINED 15                0        0        1
TREX INC                       COM              89531P105      283     7400 SH       DEFINED 03             7400        0        0
TRI CONTL CORP                 COM              895436103      429    17141 SH       DEFINED 37            17141        0        0
TRIAD HOSPITALS INC            COM              89579K109      368    22000 SH       DEFINED 15                0        0    22000
TRIAD HOSPITALS INC            COM              89579K109        0       39 SH       DEFINED 37               39        0        0
TRIAD GTY INC                  COM              895925105     6093   300000 SH       DEFINED 07                0        0   300000
TRICON GLOBAL RESTAURANTS      COM              895953107   136715  4401310 SH       DEFINED 10 15 16          0        0  4401310
TRICON GLOBAL RESTAURANTS      COM              895953107    79782  2568440 SH       DEFINED 22 28             0        0  2568440
TRICON GLOBAL RESTAURANTS      COM              895953107     3824   123108 SH       DEFINED 37 03        123108        0        0
TRIBUNE CO NEW                 COM              896047107    64554  1765600 SH       DEFINED 02 10 11          0        0  1765600
TRIBUNE CO NEW                 COM              896047107    94631  2588200 SH       DEFINED 15 20 32          0        0  2588200
TRIBUNE CO NEW                 COM              896047107       87     2400 SH       DEFINED 34                0        0     2400
TRIBUNE CO NEW                 COM              896047107     8910   243702 SH       DEFINED 37 03        228102        0    15600
TRIGON HEALTHCARE INC          COM              89618L100    14936   417800 SH       DEFINED 02 15 26          0        0   417800
TRIGON HEALTHCARE INC          COM              89618L100     2173    60800 SH       DEFINED 34                0        0    60800
TRIGON HEALTHCARE INC          COM              89618L100    15612   436700 SH       DEFINED 03           436700        0        0
TRIMERIS INC                   COM              896263100      139     2800 SH       DEFINED 02                0        0     2800
TRINITY INDS INC               COM              896522109     6999   295500 SH       DEFINED 28                0        0   295500
TRINTECH GROUP PLC             SPONSORED ADR    896682101     1407    36100 SH       DEFINED 02 07 19          0        0    36100
TRINTECH GROUP PLC             SPONSORED ADR    896682101     4763   122340 SH       DEFINED 21 22 03          0        0   122340
TRIQUINT SEMICONDUCTOR INC     SB NT CV 144A 07 89674KAA1     5561  7440000 PRN      DEFINED 11                0        0        0
TRIQUINT SEMICONDUCTOR INC     COM              89674K103     6850    93200 SH       DEFINED 02 26 32          0        0    93200
TRITEL INC                     CL A             89675X104     6789   177500 SH       DEFINED 06 07 13          0        0   177500
TRITEL INC                     CL A             89675X104      910    23800 SH       DEFINED 03            23800        0        0
TRITON PCS HLDGS INC           CL A             89677M106   159514  2669700 SH       DEFINED 13 15 20          0        0  2669700
TRITON PCS HLDGS INC           CL A             89677M106    28446   476100 SH       DEFINED 32 34             0        0   476100
TRITON PCS HLDGS INC           CL A             89677M106     3656    61200 SH       DEFINED 03            61200        0        0
TRIZETTO GROUP INC             COM              896882107      212     6100 SH       DEFINED 15                0        0     6100
TRIZEC HAHN CORP               SUB VTG          896938107     5866   388200 SH       DEFINED 09 35             0        0   388200
TRIZEC HAHN CORP               SUB VTG          896938107      226    15000 SH       DEFINED 03            15000        0        0
TRUE NORTH COMMUNICATIONS INC  COM              897844106    16676   424200 SH       DEFINED 02 07 09          0        0   424200
TRUE NORTH COMMUNICATIONS INC  COM              897844106    47316  1203600 SH       DEFINED 11 15 28          0        0  1203600
TRUE NORTH COMMUNICATIONS INC  COM              897844106      235     6000 SH       DEFINED 30 34             0        0     6000
TRUE NORTH COMMUNICATIONS INC  COM              897844106    16739   425800 SH       DEFINED 03           394700        0    31100
TUBOS DE ACERO DE MEXICO S A   ADR NEW          898592506     7340   448285 SH       DEFINED 02 07 12          0        0   448285
TUBOS DE ACERO DE MEXICO S A   ADR NEW          898592506    21256  1298100 SH       DEFINED 19 21 22          0        0  1298100
TUBOS DE ACERO DE MEXICO S A   ADR NEW          898592506      455    27800 SH       DEFINED 03                0        0    27800
TUBOSCOPE INC                  COM              898600101     7595   446800 SH       DEFINED 15                0        0   446800
TUBOSCOPE INC                  COM              898600101     4569   268800 SH       DEFINED 03           268800        0        0
TUESDAY MORNING CORP           COM NEW          899035505    25476  1772300 SH       DEFINED 20 26 32          0        0  1772300
TUMBLEWEED COMMUNICATIONS CORP COM              899690101    80456   689500 SH       DEFINED 02 09 12          0        0   689500
TUMBLEWEED COMMUNICATIONS CORP COM              899690101   129628  1110900 SH       DEFINED 13 15 28          0        0  1110900
TUMBLEWEED COMMUNICATIONS CORP COM              899690101     5390    46200 SH       DEFINED 30 34             0        0    46200
TUMBLEWEED COMMUNICATIONS CORP COM              899690101    36791   315300 SH       DEFINED 03           315300        0        0
TUPPERWARE CORP                COM              899896104    55867  3533100 SH       DEFINED 02 09 13          0        0  3533100
TUPPERWARE CORP                COM              899896104     7525   475900 SH       DEFINED 15 22 26          0        0   475900
TUPPERWARE CORP                COM              899896104     1843   116606 SH       DEFINED 34 03         67206        0    49400
TV AZTECA S A DE C V           SPONSORED ADR    901145102    36760  2492225 SH       DEFINED 02 04 07          0        0  2492225
TV AZTECA S A DE C V           SPONSORED ADR    901145102   104022  7052350 SH       DEFINED 13 19 21          0        0  7052350
TV AZTECA S A DE C V           SPONSORED ADR    901145102    18025  1222100 SH       DEFINED 22                0        0  1222100
TV AZTECA S A DE C V           SPONSORED ADR    901145102     8202   556100 SH       DEFINED 03           358500        0   197600
TWEETER HOME ENTMT GROUP INC   COM              901167106      323     7300 SH       DEFINED 13                0        0     7300
TWEETER HOME ENTMT GROUP INC   COM              901167106      473    10700 SH       DEFINED 03            10700        0        0
24 / 7 MEDIA INC               COM              901314104     7236   183200 SH       DEFINED 09 28 30          0        0   183200
TWIN DISC INC                  COM              901476101     3979   232400 SH       DEFINED 07                0        0   232400
TWINLAB CORP                   COM              901774109     3063   430000 SH       DEFINED 28                0        0   430000
TYCO INTL LTD NEW              COM              902124106   182271  3654560 SH       DEFINED 02 05 06          0        0  3654560
TYCO INTL LTD NEW              COM              902124106  2661623 53365876 SH       DEFINED 07 09 10          0        0 53365876
TYCO INTL LTD NEW              COM              902124106    97713  1959176 SH       DEFINED 12 13 15          0        0  1959176
TYCO INTL LTD NEW              COM              902124106   933791 18722646 SH       DEFINED 16 18 22          0        0 18722646
TYCO INTL LTD NEW              COM              902124106   130667  2619906 SH       DEFINED 23 27 28          0        0  2619906
TYCO INTL LTD NEW              COM              902124106    31198   625540 SH       DEFINED 30 32 34          0        0   625540
TYCO INTL LTD NEW              COM              902124106      334     6674 SH       DEFINED 37             6674        0        0
TYCO INTL LTD NEW              COM              902124106   164055  3289337 SH       DEFINED 03          2444345        0   844992
TYSON FOODS INC                CL A             902494103     7787   700000 SH       DEFINED 13                0        0   700000
UAL CORP                       COM PAR $0.01    902549500    96740  1615700 SH       DEFINED 13 15             0        0  1615700
UCAR INTL INC                  COM              90262K109       26     2000 SH       DEFINED 15                0        0     2000
UCBH HOLDINGS INC              COM              90262T308    14544   676500 SH       DEFINED 07                0        0   676500
UCBH HOLDINGS INC              COM              90262T308      853    39700 SH       DEFINED 03            39700        0        0
UGI CORP NEW                   COM              902681105      399    18495 SH       DEFINED 37 03         18495        0        0
UICI                           COM              902737105    19154  2891200 SH       DEFINED 07 15 28          0        0  2891200
UICI                           COM              902737105      398    60100 SH       DEFINED 03            60100        0        0
USX MARATHON GROUP             COM NEW          902905827   122743  4709600 SH       DEFINED 02 07 09          0        0  4709600
USX MARATHON GROUP             COM NEW          902905827    30579  1173300 SH       DEFINED 10 12 15          0        0  1173300
USX MARATHON GROUP             COM NEW          902905827   125590  4818820 SH       DEFINED 16 19 22          0        0  4818820
USX MARATHON GROUP             COM NEW          902905827    18095   694310 SH       DEFINED 23 28 30          0        0   694310
USX MARATHON GROUP             COM NEW          902905827     5686   218200 SH       DEFINED 34                0        0   218200
USX MARATHON GROUP             COM NEW          902905827      181     6975 SH       DEFINED 37             6975        0        0
USX MARATHON GROUP             COM NEW          902905827    69487  2666192 SH       DEFINED 03          2073692        0   592500
UST INC                        COM              902911106       79     5100 SH       DEFINED 12 28             0        0     5100
UST INC                        COM              902911106     2020   129323 SH       DEFINED 37 03        129323        0        0
U S PLASTIC LMBR CORP          COM              902948108       53     5800 SH       DEFINED 03             5800        0        0
US BANCORP DEL                 COM              902973106    33786  1544531 SH       DEFINED 02 05 06          0        0  1544531
US BANCORP DEL                 COM              902973106   237127 10840100 SH       DEFINED 09 10 12          0        0 10840100
US BANCORP DEL                 COM              902973106   112669  5150583 SH       DEFINED 13 15 22          0        0  5150583
US BANCORP DEL                 COM              902973106     7300   333750 SH       DEFINED 28 34             0        0   333750
US BANCORP DEL                 COM              902973106       37     1770 SH       DEFINED 37             1770        0        0
US BANCORP DEL                 COM              902973106    51781  2367158 SH       DEFINED 03          1915658        0   451500
U S LIQUIDS INC                COM              902974104      141    21700 SH       DEFINED 15                0        0    21700
USA NETWORKS INC               COM              902984103   129030  5718800 SH       DEFINED 02 05 06          0        0  5718800
USA NETWORKS INC               COM              902984103    41237  1827722 SH       DEFINED 09 10 11          0        0  1827722
USA NETWORKS INC               COM              902984103    70519  3125500 SH       DEFINED 12 13 15          0        0  3125500
USA NETWORKS INC               COM              902984103   134629  5966980 SH       DEFINED 22 23 28          0        0  5966980
USA NETWORKS INC               COM              902984103      130     5774 SH       DEFINED 30 34             0        0     5774
USA NETWORKS INC               COM              902984103     7468   331000 SH       DEFINED 03           144600        0   186400
URS CORP NEW                   COM              903236107    16906  1288100 SH       DEFINED 07                0        0  1288100
URS CORP NEW                   COM              903236107      719    54800 SH       DEFINED 03            54800        0        0
USANA INC                      COM              90328M107      527   118000 SH       DEFINED 07                0        0   118000
U S CAN CORP                   COM              90328W105      388    20000 SH       DEFINED 26                0        0    20000
U S CAN CORP                   COM              90328W105     5559   286000 SH       DEFINED 03           286000        0        0
U S G CORP                     COM NEW          903293405    63040  1503200 SH       DEFINED 10 15 34          0        0  1503200
U S FOODSERVICE                COM              90331R101   125106  4858500 SH       DEFINED 15 20 21          0        0  4858500
U S FOODSERVICE                COM              90331R101    53871  2092100 SH       DEFINED 26 29 32          0        0  2092100
U S FOODSERVICE                COM              90331R101      453    17627 SH       DEFINED 37 03         17627        0        0
US LEC CORP                    CL A             90331S109       71     1800 SH       DEFINED 13                0        0     1800
US LEC CORP                    CL A             90331S109      107     2700 SH       DEFINED 03             2700        0        0
U S A FLORAL PRODS INC         COM              90331T107       17    10900 SH       DEFINED 03            10900        0        0
USEC INC                       COM              90333E108    40145  8680000 SH       DEFINED 07                0        0  8680000
U S AGGREGATES INC             COM              90334D109      215    15000 SH       DEFINED 07                0        0    15000
USX-U S STL                    COM              90337T101    19950   798000 SH       DEFINED 02 07 12          0        0   798000
USX-U S STL                    COM              90337T101      357    14310 SH       DEFINED 15 19 34          0        0    14310
USX-U S STL                    COM              90337T101     3419   136788 SH       DEFINED 03            96788        0    40000
US ONCOLOGY INC                COM              90338W103     2025   450000 SH       DEFINED 07                0        0   450000
UTI ENERGY CORP                COM              903387108     5436   144001 SH       DEFINED 23 26 34          0        0   144001
ULTIMATE ELECTRS INC           COM              903849107     4256   194600 SH       DEFINED 07 13 26          0        0   194600
ULTIMATE ELECTRS INC           COM              903849107     1675    76600 SH       DEFINED 03            76600        0        0
ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106    44670  1760400 SH       DEFINED 02 09 15          0        0  1760400
ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106    21065   829700 SH       DEFINED 22 23 28          0        0   829700
ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106     8135   320630 SH       DEFINED 30 34 03      92700        0   227930
UNICO AMERN CORP               COM              904607108     1451   305500 SH       DEFINED 07                0        0   305500
UNIFAB INTERNATIONAL INC       COM              90467L100     2028   253500 SH       DEFINED 07                0        0   253500
UNIFI INC                      COM              904677101    34660  3878100 SH       DEFINED 12 15 16          0        0  3878100
UNIFI INC                      COM              904677101     3220   360300 SH       DEFINED 34 03        299800        0    60500
UNILEVER PLC                   SPON ADR NEW     904767704     5360   205200 SH       DEFINED 19 21             0        0   205200
UNILEVER PLC                   SPON ADR NEW     904767704       31     1196 SH       DEFINED 37             1196        0        0
UNILEVER PLC                   SPON ADR NEW     904767704     1472    56378 SH       DEFINED 03                0        0    56378
UNILEVER N V                   N Y SHS NEW      904784709    62568  1300129 SH       DEFINED 02 07 09          0        0  1300129
UNILEVER N V                   N Y SHS NEW      904784709    13820   287174 SH       DEFINED 15 19 21          0        0   287174
UNILEVER N V                   N Y SHS NEW      904784709    34498   716845 SH       DEFINED 22 34             0        0   716845
UNILEVER N V                   N Y SHS NEW      904784709    23837   495329 SH       DEFINED 03           495329        0        0
UNICOM CORP                    COM              904911104    27754   760400 SH       DEFINED 09 32 34          0        0   760400
UNICOM CORP                    COM              904911104     7637   209257 SH       DEFINED 37 03        200257        0     9000
UNIGRAPHICS SOLUTIONS INC      CL A             904928108    15372   520000 SH       DEFINED 07                0        0   520000
UNIGRAPHICS SOLUTIONS INC      CL A             904928108     3683   124600 SH       DEFINED 03           124600        0        0
UNION CARBIDE CORP             COM              905581104    30419   521300 SH       DEFINED 02 04 05          0        0   521300
UNION CARBIDE CORP             COM              905581104    69951  1199600 SH       DEFINED 06 07 09          0        0  1199600
UNION CARBIDE CORP             COM              905581104   214788  3683400 SH       DEFINED 11 12 13          0        0  3683400
UNION CARBIDE CORP             COM              905581104    98606  1691000 SH       DEFINED 15 16 19          0        0  1691000
UNION CARBIDE CORP             COM              905581104    58905  1010100 SH       DEFINED 22 23 26          0        0  1010100
UNION CARBIDE CORP             COM              905581104     1454    24900 SH       DEFINED 28 34             0        0    24900
UNION CARBIDE CORP             COM              905581104       69     1200 SH       DEFINED 37             1200        0        0
UNION CARBIDE CORP             COM              905581104    57847   992019 SH       DEFINED 03           885819        0   106200
UNION PAC CORP                 COM              907818108     6674   170590 SH       DEFINED 02 07 08          0        0   170590
UNION PAC CORP                 COM              907818108    67947  1736680 SH       DEFINED 09 13 15          0        0  1736680
UNION PAC CORP                 COM              907818108    64090  1638100 SH       DEFINED 19 22 28          0        0  1638100
UNION PAC CORP                 COM              907818108      420    10760 SH       DEFINED 31 34             0        0    10760
UNION PAC CORP                 COM              907818108       12      330 SH       DEFINED 37              330        0        0
UNION PAC CORP                 COM              907818108    64768  1655423 SH       DEFINED 03          1570323        0    85100
UNION PAC RES GROUP INC        COM              907834105      297    20543 SH       DEFINED 02 07 08          0        0    20543
UNION PAC RES GROUP INC        COM              907834105    24970  1722100 SH       DEFINED 09 11 12          0        0  1722100
UNION PAC RES GROUP INC        COM              907834105    13578   936100 SH       DEFINED 15 21 22          0        0   936100
UNION PAC RES GROUP INC        COM              907834105    11495   792770 SH       DEFINED 23 28 29          0        0   792770
UNION PAC RES GROUP INC        COM              907834105     9224   636147 SH       DEFINED 31 34 03     396766        0   239381
UNION PLANTERS CORP            COM              908068109     3281   106488 SH       DEFINED 03           106488        0        0
UNIONBANCAL CORP               COM              908906100    11832   429300 SH       DEFINED 02 15 32          0        0   429300
UNIONBANCAL CORP               COM              908906100      766    27800 SH       DEFINED 34                0        0    27800
UNIONBANCAL CORP               COM              908906100     3274   118800 SH       DEFINED 03             1600        0   117200
UNISYS CORP                    COM              909214108   136426  5350054 SH       DEFINED 02 05 06          0        0  5350054
UNISYS CORP                    COM              909214108   326575 12806871 SH       DEFINED 07 09 11          0        0 12806871
UNISYS CORP                    COM              909214108   505822 19836158 SH       DEFINED 15 20 22          0        0 19836158
UNISYS CORP                    COM              909214108   106461  4174976 SH       DEFINED 28 32 34          0        0  4174976
UNISYS CORP                    COM              909214108       15      587 SH       DEFINED 37              587        0        0
UNISYS CORP                    COM              909214108    42501  1666744 SH       DEFINED 03          1094691        0   572053
UNITED DOMINION INDS LTD       COM              909914103       34     2000 SH       DEFINED 02                0        0     2000
UNITED HEALTHCARE CORP         COM              910581107   274114  4597300 SH       DEFINED 02 10 12          0        0  4597300
UNITED HEALTHCARE CORP         COM              910581107   118164  1981800 SH       DEFINED 13 15 16          0        0  1981800
UNITED HEALTHCARE CORP         COM              910581107    19143   321060 SH       DEFINED 23 28 32          0        0   321060
UNITED HEALTHCARE CORP         COM              910581107     9629   161500 SH       DEFINED 34                0        0   161500
UNITED HEALTHCARE CORP         COM              910581107    20537   344467 SH       DEFINED 37 03        280267        0    64200
UNITED PARCEL SERVICE INC      CL B             911312106    36393   577670 SH       DEFINED 05 12 15          0        0   577670
UNITED PARCEL SERVICE INC      CL B             911312106    69003  1095300 SH       DEFINED 20 23 26          0        0  1095300
UNITED PARCEL SERVICE INC      CL B             911312106    15397   244400 SH       DEFINED 28 32 34          0        0   244400
UNITED PARCEL SERVICE INC      CL B             911312106    14679   233000 SH       DEFINED 03           132400        0   100600
UNITED RENTALS INC             COM              911363109       62     3600 SH       DEFINED 15                0        0     3600
UNITED RETAIL GROUP INC        COM              911380103     4704   495200 SH       DEFINED 07 26             0        0   495200
UNITED RETAIL GROUP INC        COM              911380103     4939   519900 SH       DEFINED 03           519900        0        0
UNITED STATES CELLULAR CORP    LYON ZERO     15 911684AA6    13124 19300000 PRN      DEFINED 11                0        0        0
UNITED STATES CELLULAR CORP    COM              911684108      738    10400 SH       DEFINED 15                0        0    10400
UNITED STATES CELLULAR CORP    COM              911684108     2559    36050 SH       DEFINED 37            36000        0       50
US AIRWAYS GROUP INC           COM              911905107      536    19300 SH       DEFINED 12 15 28          0        0    19300
US AIRWAYS GROUP INC           COM              911905107     1499    53908 SH       DEFINED 03            53908        0        0
U S HOME CORP NEW              COM              911920106    34200   900000 SH       DEFINED 07                0        0   900000
U S HOME CORP NEW              COM              911920106       87     2300 SH       DEFINED 03             2300        0        0
U S WEST INC NEW               COM              91273H101    94281  1298199 SH       DEFINED 02 09 12          0        0  1298199
U S WEST INC NEW               COM              91273H101    98167  1351700 SH       DEFINED 15 16 18          0        0  1351700
U S WEST INC NEW               COM              91273H101   179295  2468790 SH       DEFINED 19 20 28          0        0  2468790
U S WEST INC NEW               COM              91273H101    64251   884700 SH       DEFINED 32 34             0        0   884700
U S WEST INC NEW               COM              91273H101    28615   394008 SH       DEFINED 37 03        394008        0        0
U S TR CORP NEW                COM              91288L105     7068    37400 SH       DEFINED 02 15 34          0        0    37400
U S TR CORP NEW                COM              91288L105     1587     8400 SH       DEFINED 03             8400        0        0
UNITED TECHNOLOGIES CORP       COM              913017109    90605  1433912 SH       DEFINED 02 04 05          0        0  1433912
UNITED TECHNOLOGIES CORP       COM              913017109   266034  4210244 SH       DEFINED 07 08 09          0        0  4210244
UNITED TECHNOLOGIES CORP       COM              913017109   356115  5635861 SH       DEFINED 10 12 15          0        0  5635861
UNITED TECHNOLOGIES CORP       COM              913017109   187452  2966610 SH       DEFINED 16 19 20          0        0  2966610
UNITED TECHNOLOGIES CORP       COM              913017109   196888  3115946 SH       DEFINED 21 22 23          0        0  3115946
UNITED TECHNOLOGIES CORP       COM              913017109    54873   868420 SH       DEFINED 26 28 29          0        0   868420
UNITED TECHNOLOGIES CORP       COM              913017109    65476  1036218 SH       DEFINED 31 32 34          0        0  1036218
UNITED TECHNOLOGIES CORP       COM              913017109      180     2889 SH       DEFINED 37             2889        0        0
UNITED TECHNOLOGIES CORP       COM              913017109   152109  2407272 SH       DEFINED 03          1817772        0   589500
UNITED THERAPEUTICS CORP DEL   COM              91307C102    16863   216900 SH       DEFINED 09 11 28          0        0   216900
UNITED THERAPEUTICS CORP DEL   COM              91307C102      279     3600 SH       DEFINED 30                0        0     3600
UNITED WTR RES INC             COM              913190104     2213    63700 SH       DEFINED 03            63700        0        0
UNITED WIS SVCS INC NEW        COM              913238101     2286   411000 SH       DEFINED 07                0        0   411000
UNITEDGLOBALCOM                CV PFD 1/20      913247102     1805    19000 SH       DEFINED 11                0        0    19000
UNITEDGLOBALCOM                CV PFD 1/20DSR   913247201     2375    25000 SH       DEFINED 11                0        0    25000
UNITEDGLOBALCOM                CL A             913247508    13849   184500 SH       DEFINED 02 04 09          0        0   184500
UNITEDGLOBALCOM                CL A             913247508   422827  5633000 SH       DEFINED 10 13 15          0        0  5633000
UNITEDGLOBALCOM                CL A             913247508    33890   451500 SH       DEFINED 16 19 21          0        0   451500
UNITEDGLOBALCOM                CL A             913247508   128446  1711200 SH       DEFINED 22 28 29          0        0  1711200
UNITEDGLOBALCOM                CL A             913247508      186     2490 SH       DEFINED 30 34             0        0     2490
UNITEDGLOBALCOM                CL A             913247508    13000   173200 SH       DEFINED 03            40800        0   132400
UNITEDGLOBALCOM                PFD D DEP1/20    913247805    30805   461500 SH       DEFINED 05 06 11          0        0   461500
UNITEDGLOBALCOM                PFD D DEP1/20    913247805     4038    60500 SH       DEFINED 28 03          7200        0    53300
UNIVERSAL ELECTRS INC          COM              913483103     1425    58800 SH       DEFINED 26                0        0    58800
UNIVERSAL FOODS CORP           COM              913538104      207     9700 SH       DEFINED 15                0        0     9700
UNIVERSAL FOODS CORP           COM              913538104     1269    59400 SH       DEFINED 03            59400        0        0
UNIVERSAL HLTH SVCS INC        CL B             913903100    75876  1548500 SH       DEFINED 07 13 15          0        0  1548500
UNIVERSAL HLTH SVCS INC        CL B             913903100     2445    49900 SH       DEFINED 03            49900        0        0
UNO RESTAURANT CORP            COM              914900105     5248   482610 SH       DEFINED 26                0        0   482610
UNIVISION COMMUNICATIONS INC   CL A             914906102    89722   794000 SH       DEFINED 02 09 10          0        0   794000
UNIVISION COMMUNICATIONS INC   CL A             914906102   198213  1754100 SH       DEFINED 12 13 15          0        0  1754100
UNIVISION COMMUNICATIONS INC   CL A             914906102     8687    76880 SH       DEFINED 28 30 34          0        0    76880
UNIVISION COMMUNICATIONS INC   CL A             914906102        2       23 SH       DEFINED 37               23        0        0
UNOCAL CORP                    COM              915289102      136     4600 SH       DEFINED 15                0        0     4600
UNOCAL CORP                    COM              915289102     5851   196665 SH       DEFINED 37 03        194565        0     2100
UNOVA INC                      COM              91529B106   111589  8265900 SH       DEFINED 12 18 03          0        0  8265900
UNUMPROVIDENT CORP             COM              91529Y106    37923  2230800 SH       DEFINED 02 07 09          0        0  2230800
UNUMPROVIDENT CORP             COM              91529Y106    69082  4062635 SH       DEFINED 10 12 15          0        0  4062635
UNUMPROVIDENT CORP             COM              91529Y106     9933   584300 SH       DEFINED 22                0        0   584300
UNUMPROVIDENT CORP             COM              91529Y106       41     2490 SH       DEFINED 37             2490        0        0
UNUMPROVIDENT CORP             COM              91529Y106     9542   561323 SH       DEFINED 03           344223        0   217100
USFREIGHTWAYS CORP             COM              916906100    37471  1000900 SH       DEFINED 07 12 15          0        0  1000900
USFREIGHTWAYS CORP             COM              916906100    11671   311760 SH       DEFINED 23 26 28          0        0   311760
USFREIGHTWAYS CORP             COM              916906100        7      200 SH       DEFINED 34                0        0      200
USFREIGHTWAYS CORP             COM              916906100     9029   241200 SH       DEFINED 03           241200        0        0
URBAN OUTFITTERS INC           COM              917047102      442    30000 SH       DEFINED 28                0        0    30000
URBAN SHOPPING CTRS INC        COM              917060105    20820   716400 SH       DEFINED 16                0        0   716400
URBAN SHOPPING CTRS INC        COM              917060105      520    17900 SH       DEFINED 03            17900        0        0
USINTERNETWORKING INC          COM              917311805    41719  1070800 SH       DEFINED 10 13 16          0        0  1070800
USINTERNETWORKING INC          COM              917311805    39618  1022400 SH       DEFINED 22 28             0        0  1022400
USINTERNETWORKING INC          COM              917311805     3888   100350 SH       DEFINED 03           100350        0        0
UTAH MED PRODS INC             COM              917488108     5691   758800 SH       DEFINED 07                0        0   758800
UTSTARCOM INC                  COM              918076100    55494   710900 SH       DEFINED 02 05 13          0        0   710900
UTSTARCOM INC                  COM              918076100    23434   300200 SH       DEFINED 16 21 26          0        0   300200
UTSTARCOM INC                  COM              918076100     1569    20100 SH       DEFINED 28                0        0    20100
UTSTARCOM INC                  COM              918076100     5253    67300 SH       DEFINED 03            33600        0    33700
V F CORP                       COM              918204108     2148    89306 SH       DEFINED 37 03         89306        0        0
VALASSIS COMMUNICATIONS INC    COM              918866104    47563  1427800 SH       DEFINED 02 09 12          0        0  1427800
VALASSIS COMMUNICATIONS INC    COM              918866104    37193  1116500 SH       DEFINED 15 23 26          0        0  1116500
VALASSIS COMMUNICATIONS INC    COM              918866104    14176   425565 SH       DEFINED 28 30 32          0        0   425565
VALERO ENERGY CORP NEW         COM              91913Y100    16026   523300 SH       DEFINED 02 15 21          0        0   523300
VALERO ENERGY CORP NEW         COM              91913Y100    14194   463500 SH       DEFINED 32 34 03      82900        0   380600
VALMONT INDS INC               COM              920253101      210    12200 SH       DEFINED 02                0        0    12200
VALSPAR CORP                   COM              920355104    80916  2112000 SH       DEFINED 15 20 32          0        0  2112000
VALSPAR CORP                   COM              920355104     4153   108400 SH       DEFINED 03           108400        0        0
VARCO INTL INC                 COM              922126107     9136   723700 SH       DEFINED 09 13 15          0        0   723700
VARCO INTL INC                 COM              922126107     3127   247700 SH       DEFINED 28 30             0        0   247700
VARCO INTL INC                 COM              922126107     3738   296100 SH       DEFINED 03           296100        0        0
VARIAN MED SYS INC             COM              92220P105    68318  1497400 SH       DEFINED 12 20 32          0        0  1497400
VARIAN MED SYS INC             COM              92220P105        5      120 SH       DEFINED 37              120        0        0
VARIAN INC                     COM              922206107    95189  2480500 SH       DEFINED 02 12 13          0        0  2480500
VARIAN INC                     COM              922206107     9586   249800 SH       DEFINED 20 26 32          0        0   249800
VARIAN INC                     COM              922206107    13561   353400 SH       DEFINED 03           353400        0        0
VARIAN SEMICONDUCTOR EQUIPMNT  COM              922207105     8684   136500 SH       DEFINED 02 09 12          0        0   136500
VARIAN SEMICONDUCTOR EQUIPMNT  COM              922207105    85613  1345600 SH       DEFINED 15 18 28          0        0  1345600
VARIAN SEMICONDUCTOR EQUIPMNT  COM              922207105     1908    30000 SH       DEFINED 30 34             0        0    30000
VARIAN SEMICONDUCTOR EQUIPMNT  COM              922207105    10084   158500 SH       DEFINED 03           158500        0        0
VASTAR RES INC                 COM              922380100    23891   321500 SH       DEFINED 02 04 07          0        0   321500
VASTAR RES INC                 COM              922380100   150950  2031300 SH       DEFINED 09 12 13          0        0  2031300
VASTAR RES INC                 COM              922380100    87852  1182200 SH       DEFINED 15 19 20          0        0  1182200
VASTAR RES INC                 COM              922380100    50993   686200 SH       DEFINED 21 22 28          0        0   686200
VASTAR RES INC                 COM              922380100    26473   356240 SH       DEFINED 29 30 32          0        0   356240
VASTAR RES INC                 COM              922380100     1501    20200 SH       DEFINED 34                0        0    20200
VASTAR RES INC                 COM              922380100     8854   119150 SH       DEFINED 37 03        118550        0      600
VENTAS INC                     COM              92276F100     2295   693000 SH       DEFINED 35                0        0   693000
VENTAS INC                     COM              92276F100     2272   686000 SH       DEFINED 03           686000        0        0
VENTANA MED SYS INC            COM              92276H106    12843   297400 SH       DEFINED 05 26 28          0        0   297400
VENTANA MED SYS INC            COM              92276H106     4582   106100 SH       DEFINED 03            60500        0    45600
VENTRO CORP                    COM              922815105    13459   237700 SH       DEFINED 02 04 09          0        0   237700
VENTRO CORP                    COM              922815105    28466   502720 SH       DEFINED 12 13 15          0        0   502720
VENTRO CORP                    COM              922815105    21613   381700 SH       DEFINED 16 28 30          0        0   381700
VENTRO CORP                    COM              922815105      274     4840 SH       DEFINED 34                0        0     4840
VENTRO CORP                    COM              922815105     9136   161351 SH       DEFINED 03           137151        0    24200
VENATOR GROUP INC              COM              922944103    16085  1799800 SH       DEFINED 02 15 26          0        0  1799800
VENATOR GROUP INC              COM              922944103       23     2600 SH       DEFINED 34                0        0     2600
VENATOR GROUP INC              COM              922944103      591    66200 SH       DEFINED 03            66200        0        0
VERISIGN INC                   COM              92343E102   101310   677664 SH       DEFINED 02 11 15          0        0   677664
VERISIGN INC                   COM              92343E102    89116   596100 SH       DEFINED 16 20 28          0        0   596100
VERISIGN INC                   COM              92343E102    15667   104800 SH       DEFINED 32 34             0        0   104800
VERISIGN INC                   COM              92343E102    16747   112023 SH       DEFINED 03            78823        0    33200
VERITAS DGC INC                COM              92343P107    13407   476700 SH       DEFINED 02 09 28          0        0   476700
VERITAS DGC INC                COM              92343P107      210     7500 SH       DEFINED 30                0        0     7500
VERITAS DGC INC                COM              92343P107       22      800 SH       DEFINED 03              800        0        0
VERIO INC                      COM              923433106    10400   230800 SH       DEFINED 02 04 05          0        0   230800
VERIO INC                      COM              923433106    61695  1369100 SH       DEFINED 15 22 26          0        0  1369100
VERIO INC                      COM              923433106    43899   974200 SH       DEFINED 28 34             0        0   974200
VERIO INC                      COM              923433106     3758    83400 SH       DEFINED 03            58700        0    24700
VERITAS SOFTWARE CO            COM              923436109    33251   253825 SH       DEFINED 02 04 05          0        0   253825
VERITAS SOFTWARE CO            COM              923436109   319171  2436425 SH       DEFINED 06 09 10          0        0  2436425
VERITAS SOFTWARE CO            COM              923436109   395606  3019900 SH       DEFINED 11 12 13          0        0  3019900
VERITAS SOFTWARE CO            COM              923436109   496415  3789435 SH       DEFINED 15 16 19          0        0  3789435
VERITAS SOFTWARE CO            COM              923436109    85133   649875 SH       DEFINED 22 23 26          0        0   649875
VERITAS SOFTWARE CO            COM              923436109   122351   933980 SH       DEFINED 28 30 34          0        0   933980
VERITAS SOFTWARE CO            COM              923436109   366935  2800547 SH       DEFINED 37 03       2439832        0   360715
VERTEL CORP                    COM              924907108     6684   315500 SH       DEFINED 13 28             0        0   315500
VERSATEL TELECOM INTL N V      SPONSORED ADR    925301103     6062   125000 SH       DEFINED 15 34             0        0   125000
VERTEX PHARMACEUTICALS INC     COM              92532F100    24810   530000 SH       DEFINED 12 15 28          0        0   530000
VERTEX PHARMACEUTICALS INC     COM              92532F100     2602    55600 SH       DEFINED 03            55600        0        0
VERTICALNET INC                COM              92532L107      217     1600 SH       DEFINED 02 03             0        0     1600
VIAD CORP                      COM              92552R109   101384  4432100 SH       DEFINED 02 07 09          0        0  4432100
VIAD CORP                      COM              92552R109   173312  7576500 SH       DEFINED 15 16 20          0        0  7576500
VIAD CORP                      COM              92552R109    23864  1043239 SH       DEFINED 21 22 29          0        0  1043239
VIAD CORP                      COM              92552R109    26750  1169412 SH       DEFINED 32 34 03      71200        0  1098212
VIASAT INC                     COM              92552V100     1764    24500 SH       DEFINED 02 15 26          0        0    24500
VIACOM INC                     CL A             925524100    10874   203500 SH       DEFINED 02 12 15          0        0   203500
VIACOM INC                     CL A             925524100   163940  3067900 SH       DEFINED 20 32 34          0        0  3067900
VIACOM INC                     CL A             925524100        8      160 SH       DEFINED 37              160        0        0
VIACOM INC                     CL B             925524308   214550  4067300 SH       DEFINED 02 05 06          0        0  4067300
VIACOM INC                     CL B             925524308   366273  6943566 SH       DEFINED 07 08 09          0        0  6943566
VIACOM INC                     CL B             925524308  1087198 20610400 SH       DEFINED 10 12 13          0        0 20610400
VIACOM INC                     CL B             925524308   187978  3563580 SH       DEFINED 15 16 19          0        0  3563580
VIACOM INC                     CL B             925524308   780694 14799900 SH       DEFINED 20 22 28          0        0 14799900
VIACOM INC                     CL B             925524308   124242  2355300 SH       DEFINED 30 32 34          0        0  2355300
VIACOM INC                     CL B             925524308    15978   302912 SH       DEFINED 37             2912        0   300000
VIACOM INC                     CL B             925524308    86668  1643005 SH       DEFINED 03          1116905        0   526100
VIATEL INC                     COM              925529208     2040    40667 SH       DEFINED 27 03             0        0    40667
VIANT CORP                     COM              92553N107     3475   100000 SH       DEFINED 10                0        0   100000
VIADOR INC                     COM              92553R108    15727   321800 SH       DEFINED 09 20 28          0        0   321800
VIADOR INC                     COM              92553R108      650    13300 SH       DEFINED 30 32             0        0    13300
VICAL INC                      COM              925602104    11232   335300 SH       DEFINED 02 15 23          0        0   335300
VICAL INC                      COM              925602104     1005    30000 SH       DEFINED 26                0        0    30000
VICINITY CORP                  COM              925653107      180     5200 SH       DEFINED 12 28             0        0     5200
VICOR CORP                     COM              925815102      912    50700 SH       DEFINED 03            50700        0        0
VIA NET WRKS INC               COM              925912107     1859    70000 SH       DEFINED 02 19 21          0        0    70000
VIA NET WRKS INC               COM              925912107     2178    82000 SH       DEFINED 22 32 03      54700        0    27300
VIDEO DISPLAY CORP             COM              926555103      994   151600 SH       DEFINED 07                0        0   151600
VIGNETTE CORP                  COM              926734104    38492   240200 SH       DEFINED 02 04 05          0        0   240200
VIGNETTE CORP                  COM              926734104   288914  1802900 SH       DEFINED 06 09 11          0        0  1802900
VIGNETTE CORP                  COM              926734104   724868  4523360 SH       DEFINED 12 13 15          0        0  4523360
VIGNETTE CORP                  COM              926734104   189590  1183090 SH       DEFINED 16 19 21          0        0  1183090
VIGNETTE CORP                  COM              926734104    33572   209500 SH       DEFINED 26 28 29          0        0   209500
VIGNETTE CORP                  COM              926734104    20778   129660 SH       DEFINED 30 34             0        0   129660
VIGNETTE CORP                  COM              926734104   109285   681969 SH       DEFINED 03           581169        0   100800
VINA CONCHA Y TORO S A         SPONSORED ADR    927191106     1326    34450 SH       DEFINED 02 19 21          0        0    34450
VINTAGE PETE INC               COM              927460105    11422   567600 SH       DEFINED 02 12 23          0        0   567600
VINTAGE PETE INC               COM              927460105     5953   295810 SH       DEFINED 26 28             0        0   295810
VINTAGE PETE INC               COM              927460105     3990   198300 SH       DEFINED 03           198300        0        0
VIRATA CORP                    COM              927646109     8616    86276 SH       DEFINED 15                0        0    86276
VIROPHARMA INC                 COM              928241108     5561    90700 SH       DEFINED 12 15             0        0    90700
VIROPHARMA INC                 COM              928241108     3715    60600 SH       DEFINED 03            60600        0        0
VISIBLE GENETICS INC           COM              92829S104     5180   140000 SH       DEFINED 02 26             0        0   140000
VISHAY INTERTECHNOLOGY INC     COM              928298108    20239   363850 SH       DEFINED 02 09 12          0        0   363850
VISHAY INTERTECHNOLOGY INC     COM              928298108    24709   444215 SH       DEFINED 23 26 28          0        0   444215
VISHAY INTERTECHNOLOGY INC     COM              928298108     9510   170980 SH       DEFINED 30 32             0        0   170980
VISHAY INTERTECHNOLOGY INC     COM              928298108       57     1023 SH       DEFINED 37             1023        0        0
VISHAY INTERTECHNOLOGY INC     COM              928298108     2681    48200 SH       DEFINED 03                0        0    48200
VISX INC DEL                   COM              92844S105     1746    95700 SH       DEFINED 02 15 34          0        0    95700
VISUAL NETWORKS INC            COM              928444108    55944   985800 SH       DEFINED 13 28             0        0   985800
VISUAL NETWORKS INC            COM              928444108     3172    55900 SH       DEFINED 03            55900        0        0
VITRIA TECHNOLOGY              COM              92849Q104   100596   997854 SH       DEFINED 13                0        0   997854
VITRIA TECHNOLOGY              COM              92849Q104     3447    34200 SH       DEFINED 03            34200        0        0
VITESSE SEMICONDUCTOR CORP     SB DB CV 144A 05 928497AA4   133242 27200000 PRN      DEFINED 07 09 11          0        0        0
VITESSE SEMICONDUCTOR CORP     SB DB CV 144A 05 928497AA4    54728 52247000 PRN      DEFINED 16 22 27          0        0        0
VITESSE SEMICONDUCTOR CORP     SB DB CV 144A 05 928497AA4     1037   990000 PRN      DEFINED 30                0        0        0
VITESSE SEMICONDUCTOR CORP     SB DB CV 144A 05 928497AA4     8327  7950000 PRN      DEFINED 03                0        0        0
VITESSE SEMICONDUCTOR CORP     COM              928497106    33658   349700 SH       DEFINED 02 04 05          0        0   349700
VITESSE SEMICONDUCTOR CORP     COM              928497106   234099  2432200 SH       DEFINED 09 10 13          0        0  2432200
VITESSE SEMICONDUCTOR CORP     COM              928497106   849638  8827410 SH       DEFINED 15 16 19          0        0  8827410
VITESSE SEMICONDUCTOR CORP     COM              928497106   295314  3068200 SH       DEFINED 20 22 23          0        0  3068200
VITESSE SEMICONDUCTOR CORP     COM              928497106    70367   731090 SH       DEFINED 26 28 30          0        0   731090
VITESSE SEMICONDUCTOR CORP     COM              928497106    52562   546100 SH       DEFINED 32 34             0        0   546100
VITESSE SEMICONDUCTOR CORP     COM              928497106   113200  1176126 SH       DEFINED 37 03        900526        0   275600
VITRAN INC                     COM              92850E107     2447   628600 SH       DEFINED 02                0        0   628600
VLASIC FOODS INTL INC          COM              928559103      777   327291 SH       DEFINED 28 31             0        0   327291
VODAFONE AIRTOUCH PLC          SPONSORED ADR    92857T107   324282  5836350 SH       DEFINED 02 05 06          0        0  5836350
VODAFONE AIRTOUCH PLC          SPONSORED ADR    92857T107   596041 10727400 SH       DEFINED 07 09 10          0        0 10727400
VODAFONE AIRTOUCH PLC          SPONSORED ADR    92857T107   537312  9670410 SH       DEFINED 13 15 16          0        0  9670410
VODAFONE AIRTOUCH PLC          SPONSORED ADR    92857T107  1330627 23948300 SH       DEFINED 19 20 21          0        0 23948300
VODAFONE AIRTOUCH PLC          SPONSORED ADR    92857T107   186878  3363400 SH       DEFINED 22 23 27          0        0  3363400
VODAFONE AIRTOUCH PLC          SPONSORED ADR    92857T107   918184 16525250 SH       DEFINED 28 30 32          0        0 16525250
VODAFONE AIRTOUCH PLC          SPONSORED ADR    92857T107   110558  1989876 SH       DEFINED 37 03       1613251        0   376625
VOICESTREAM WIRELESS CORP      COM              928615103   101655   789177 SH       DEFINED 02 04 05          0        0   789177
VOICESTREAM WIRELESS CORP      COM              928615103   397752  3087841 SH       DEFINED 06 07 09          0        0  3087841
VOICESTREAM WIRELESS CORP      COM              928615103   612908  4758146 SH       DEFINED 10 13 15          0        0  4758146
VOICESTREAM WIRELESS CORP      COM              928615103   191041  1483101 SH       DEFINED 16 19 20          0        0  1483101
VOICESTREAM WIRELESS CORP      COM              928615103   140574  1091314 SH       DEFINED 22 23 26          0        0  1091314
VOICESTREAM WIRELESS CORP      COM              928615103   229861  1784468 SH       DEFINED 28 30 32          0        0  1784468
VOICESTREAM WIRELESS CORP      COM              928615103    20679   160540 SH       DEFINED 34                0        0   160540
VOICESTREAM WIRELESS CORP      COM              928615103    98176   762168 SH       DEFINED 03           624568        0   137600
VORNADO OPERATING CO           COM              92904N103      239    18700 SH       DEFINED 35                0        0    18700
VORNADO OPERATING CO           COM              92904N103      426    33300 SH       DEFINED 03            33300        0        0
VORNADO RLTY TR                SH BEN INT       929042109    32036   956300 SH       DEFINED 09 35             0        0   956300
VORNADO RLTY TR                SH BEN INT       929042109    27084   808500 SH       DEFINED 03           808500        0        0
VULCAN MATLS CO                COM              929160109      476    10400 SH       DEFINED 15                0        0    10400
VULCAN MATLS CO                COM              929160109     3456    75450 SH       DEFINED 03            75450        0        0
WEBS INDEX FD INC              SINGAPORE WEBS   92923H848      730    99000 SH       DEFINED 21                0        0    99000
WEBS INDEX FD INC              MALAYSIA WEBS    92923H871      374    54000 SH       DEFINED 19 21             0        0    54000
WMS INDS INC                   COM              929297109     4067   411900 SH       DEFINED 02 04 07          0        0   411900
WMS INDS INC                   COM              929297109    27767  2811920 SH       DEFINED 15 21 28          0        0  2811920
WMS INDS INC                   COM              929297109       14     1500 SH       DEFINED 34                0        0     1500
WMS INDS INC                   COM              929297109     6875   696300 SH       DEFINED 03           696300        0        0
WPP GROUP PLC                  SPON ADR NEW     929309300    50896   586700 SH       DEFINED 05 26 28          0        0   586700
WPP GROUP PLC                  SPON ADR NEW     929309300    14764   170250 SH       DEFINED 37 03         88750        0    81500
WPS RESOURCES CORP             COM              92931B106       18      722 SH       DEFINED 37              722        0        0
WSFS FINL CORP                 COM              929328102     1334   107300 SH       DEFINED 07                0        0   107300
WABASH NATL CORP               COM              929566107     1480   106200 SH       DEFINED 03           106200        0        0
WACHOVIA CORP                  COM              929771103    63393   938300 SH       DEFINED 02 06 09          0        0   938300
WACHOVIA CORP                  COM              929771103   181053  2679800 SH       DEFINED 15 16 22          0        0  2679800
WACHOVIA CORP                  COM              929771103    41989   621486 SH       DEFINED 30 34 03     210281        0   411205
WADDELL & REED FINL INC        CL A             930059100     8072   190787 SH       DEFINED 02 04 08          0        0   190787
WADDELL & REED FINL INC        CL A             930059100    31756   750522 SH       DEFINED 09 15 22          0        0   750522
WADDELL & REED FINL INC        CL A             930059100    43735  1033632 SH       DEFINED 32 34 03     878150        0   155482
WADDELL & REED FINL INC        CL B             930059209    16007   410447 SH       DEFINED 02 08 09          0        0   410447
WADDELL & REED FINL INC        CL B             930059209    13450   344893 SH       DEFINED 15 22 28          0        0   344893
WADDELL & REED FINL INC        CL B             930059209     3414    87558 SH       DEFINED 34 03         52087        0    35471
WAL MART STORES INC            COM              931142103   258197  4652200 SH       DEFINED 02 04 05          0        0  4652200
WAL MART STORES INC            COM              931142103   283311  5104720 SH       DEFINED 06 07 09          0        0  5104720
WAL MART STORES INC            COM              931142103  2076948 37422500 SH       DEFINED 10 12 13          0        0 37422500
WAL MART STORES INC            COM              931142103  1554038 28000700 SH       DEFINED 15 16 18          0        0 28000700
WAL MART STORES INC            COM              931142103   326142  5876440 SH       DEFINED 19 20 22          0        0  5876440
WAL MART STORES INC            COM              931142103   175330  3159100 SH       DEFINED 23 26 27          0        0  3159100
WAL MART STORES INC            COM              931142103   795970 14341810 SH       DEFINED 28 30 32          0        0 14341810
WAL MART STORES INC            COM              931142103     2475    44600 SH       DEFINED 34                0        0    44600
WAL MART STORES INC            COM              931142103     6699   118195 SH       DEFINED 37           117995        0      200
WAL MART STORES INC            COM              931142103   603025 10865325 SH       DEFINED 03          9106025        0  1759300
WALGREEN CO                    COM              931422109     8785   341200 SH       DEFINED 02 06 07          0        0   341200
WALGREEN CO                    COM              931422109    66950  2600000 SH       DEFINED 10 11 12          0        0  2600000
WALGREEN CO                    COM              931422109   325580 12643890 SH       DEFINED 15 16 19          0        0 12643890
WALGREEN CO                    COM              931422109   196288  7622860 SH       DEFINED 20 22 23          0        0  7622860
WALGREEN CO                    COM              931422109    70006  2718700 SH       DEFINED 28 30 32          0        0  2718700
WALGREEN CO                    COM              931422109      435    16900 SH       DEFINED 34                0        0    16900
WALGREEN CO                    COM              931422109    66749  2592371 SH       DEFINED 37 03       2047631        0   544740
WALTER INDS INC                COM              93317Q105       10     1400 SH       DEFINED 03             1400        0        0
WARNACO GROUP INC              CL A             934390105    52417  4437500 SH       DEFINED 10 20 32          0        0  4437500
WARNACO GROUP INC              CL A             934390105        2      230 SH       DEFINED 37              230        0        0
WARNER LAMBERT CO              COM              934488107   282974  2902300 SH       DEFINED 02 04 05          0        0  2902300
WARNER LAMBERT CO              COM              934488107  1553496 15933300 SH       DEFINED 06 07 10          0        0 15933300
WARNER LAMBERT CO              COM              934488107   310869  3188400 SH       DEFINED 11 12 15          0        0  3188400
WARNER LAMBERT CO              COM              934488107  1089227 11171560 SH       DEFINED 16 19 20          0        0 11171560
WARNER LAMBERT CO              COM              934488107   463499  4753837 SH       DEFINED 21 22 23          0        0  4753837
WARNER LAMBERT CO              COM              934488107   477534  4897789 SH       DEFINED 26 27 28          0        0  4897789
WARNER LAMBERT CO              COM              934488107    57464   589376 SH       DEFINED 29 30 32          0        0   589376
WARNER LAMBERT CO              COM              934488107    89261   915500 SH       DEFINED 34                0        0   915500
WARNER LAMBERT CO              COM              934488107   377304  3869679 SH       DEFINED 37 03       3132679        0   737000
WASHINGTON FED INC             COM              938824109    43427  2278170 SH       DEFINED 07 12 15          0        0  2278170
WASHINGTON FED INC             COM              938824109      651    34188 SH       DEFINED 28                0        0    34188
WASHINGTON FED INC             COM              938824109    39182  2055488 SH       DEFINED 03          2041888        0    13600
WASHINGTON MUT INC             COM              939322103     4988   188236 SH       DEFINED 02 15 34          0        0   188236
WASHINGTON MUT INC             COM              939322103    16822   634818 SH       DEFINED 37 03        620768        0    14050
WASHINGTON REAL ESTATE INVT TR SH BEN INT       939653101      675    45000 SH       DEFINED 23                0        0    45000
WASTE CONNECTIONS INC          COM              941053100      652    53800 SH       DEFINED 15                0        0    53800
WASTE CONNECTIONS INC          COM              941053100     7178   592000 SH       DEFINED 03           592000        0        0
WASTE INDUSTRIES INC           COM              941058109      474    43100 SH       DEFINED 15 28             0        0    43100
WASTE INDUSTRIES INC           COM              941058109      104     9500 SH       DEFINED 03             9500        0        0
WASTE MGMT INC DEL             COM              94106L109    48651  3554472 SH       DEFINED 06 08 12          0        0  3554472
WASTE MGMT INC DEL             COM              94106L109    42518  3106393 SH       DEFINED 15 18 20          0        0  3106393
WASTE MGMT INC DEL             COM              94106L109     5933   433500 SH       DEFINED 31 32             0        0   433500
WASTE MGMT INC DEL             COM              94106L109    19719  1440664 SH       DEFINED 37 03        720044        0   720620
WATCHGUARD TECHNOLOGIES INC    COM              941105108    45000   500000 SH       DEFINED 13                0        0   500000
WATER PIK TECHNOLOGIES INC     COM              94113U100        6      865 SH       DEFINED 15                0        0      865
WATERS CORP                    COM              941848103    18602   195300 SH       DEFINED 02 07 09          0        0   195300
WATERS CORP                    COM              941848103   470032  4934720 SH       DEFINED 10 15 20          0        0  4934720
WATERS CORP                    COM              941848103    76677   805010 SH       DEFINED 28 30 32          0        0   805010
WATERS CORP                    COM              941848103     6553    68800 SH       DEFINED 34                0        0    68800
WATERS CORP                    COM              941848103    11729   123147 SH       DEFINED 37 03        123147        0        0
WATSCO INC                     COM              942622200      965    92500 SH       DEFINED 07                0        0    92500
WATSON PHARMACEUTICALS INC     COM              942683103     8509   214400 SH       DEFINED 02 15 34          0        0   214400
WATSON PHARMACEUTICALS INC     COM              942683103     2875    72443 SH       DEFINED 37 03         72443        0        0
WAUSAU-MOSINEE PAPER CORP      COM              943315101      765    59200 SH       DEFINED 02 15 34          0        0    59200
WEATHERFORD INTL INC           COM              947074100    22989   390065 SH       DEFINED 02 04 06          0        0   390065
WEATHERFORD INTL INC           COM              947074100   372526  6320700 SH       DEFINED 07 09 11          0        0  6320700
WEATHERFORD INTL INC           COM              947074100   162620  2759199 SH       DEFINED 12 15 18          0        0  2759199
WEATHERFORD INTL INC           COM              947074100   148135  2513440 SH       DEFINED 21 22 28          0        0  2513440
WEATHERFORD INTL INC           COM              947074100     7864   133430 SH       DEFINED 29 30 34          0        0   133430
WEATHERFORD INTL INC           COM              947074100    79925  1356118 SH       DEFINED 37 03       1149518        0   206600
WEBMETHODS INC                 COM              94768C108    30389   125900 SH       DEFINED 09 11 13          0        0   125900
WEBMETHODS INC                 COM              94768C108       48      200 SH       DEFINED 28                0        0      200
WEBHIRE INC                    COM              94768W104    18415  1124600 SH       DEFINED 28                0        0  1124600
WEBLINK WIRELESS INC           CL A             94769A101     9479   708713 SH       DEFINED 07 22 27          0        0   708713
WEBSTER FINL CORP CONN         COM              947890109     3535   153700 SH       DEFINED 15                0        0   153700
WEBSTER FINL CORP CONN         COM              947890109     1251    54400 SH       DEFINED 03            54400        0        0
WEBTRENDS CORP                 COM              94844D104      748    10400 SH       DEFINED 03            10400        0        0
WEBVAN GROUP INC               COM              94845V103     6668   867400 SH       DEFINED 02 05 06          0        0   867400
WEBVAN GROUP INC               COM              94845V103      781   101600 SH       DEFINED 15 28 34          0        0   101600
WEBVAN GROUP INC               COM              94845V103      355    46200 SH       DEFINED 03            18200        0    28000
WELLMAN INC                    COM              949702104      156     7900 SH       DEFINED 15                0        0     7900
WELLPOINT HEALTH NETWORK NEW   SB DB CV ZRO  19 94973HAA6     7514 11030000 PRN      DEFINED 11                0        0        0
WELLPOINT HEALTH NETWORK NEW   COM              94973H108    98684  1412300 SH       DEFINED 02 09 10          0        0  1412300
WELLPOINT HEALTH NETWORK NEW   COM              94973H108   141245  2021400 SH       DEFINED 12 15 16          0        0  2021400
WELLPOINT HEALTH NETWORK NEW   COM              94973H108    10963   156900 SH       DEFINED 28 30 32          0        0   156900
WELLPOINT HEALTH NETWORK NEW   COM              94973H108     4954    70900 SH       DEFINED 34                0        0    70900
WELLPOINT HEALTH NETWORK NEW   COM              94973H108    23578   337433 SH       DEFINED 03           317933        0    19500
WELLS FARGO & CO NEW           COM              949746101   371670  9078968 SH       DEFINED 02 07 09          0        0  9078968
WELLS FARGO & CO NEW           COM              949746101  1032947 25232300 SH       DEFINED 10 12 13          0        0 25232300
WELLS FARGO & CO NEW           COM              949746101   253067  6181790 SH       DEFINED 15 16 19          0        0  6181790
WELLS FARGO & CO NEW           COM              949746101   280597  6854300 SH       DEFINED 20 22 27          0        0  6854300
WELLS FARGO & CO NEW           COM              949746101    28025   684600 SH       DEFINED 28 30 32          0        0   684600
WELLS FARGO & CO NEW           COM              949746101    12870   314400 SH       DEFINED 34                0        0   314400
WELLS FARGO & CO NEW           COM              949746101     1950    48111 SH       DEFINED 37            48111        0        0
WELLS FARGO & CO NEW           COM              949746101   182307  4453305 SH       DEFINED 03          3688523        0   764782
WENDYS FING I                  TECONS SER A     950588202      468    10000 SH       DEFINED 11                0        0    10000
WENDYS INTL INC                COM              950590109    33271  1648100 SH       DEFINED 15 16 22          0        0  1648100
WENDYS INTL INC                COM              950590109    15178   751900 SH       DEFINED 28                0        0   751900
WENDYS INTL INC                COM              950590109     1900    94144 SH       DEFINED 37 03         94144        0        0
WERNER ENTERPRISES INC         COM              950755108       85     5000 SH       DEFINED 15                0        0     5000
WERNER ENTERPRISES INC         COM              950755108     1120    65900 SH       DEFINED 03            65900        0        0
WESCAST INDS INC               CL A SUB VTG     950813105    10751   500000 SH       DEFINED 02                0        0   500000
WESLEY JESSEN VISIONCARE INC   COM              951018100     1796    50000 SH       DEFINED 28                0        0    50000
WESLEY JESSEN VISIONCARE INC   COM              951018100     1477    41100 SH       DEFINED 03            41100        0        0
WESTAMERICA BANCORPORATION     COM              957090103     2401    86530 SH       DEFINED 02 15 28          0        0    86530
WESTAMERICA BANCORPORATION     COM              957090103     1387    50000 SH       DEFINED 34                0        0    50000
WESTAMERICA BANCORPORATION     COM              957090103     1620    58400 SH       DEFINED 03            58400        0        0
WESTCOAST ENERGY INC           COM              95751D102    12716   773900 SH       DEFINED 02 15             0        0   773900
WESTCOAST ENERGY INC           COM              95751D102      699    41400 SH       DEFINED 03            41400        0        0
WESTELL TECHNOLOGIES INC       CL A             957541105     1727    54200 SH       DEFINED 02 26             0        0    54200
WESTERN GAS RES INC            COM              958259103        0        1 SH       DEFINED 15                0        0        1
WESTERN RES INC                COM              959425109      414    26251 SH       DEFINED 37 03         26251        0        0
WESTERN WIRELESS CORP          CL A             95988E204    19884   434050 SH       DEFINED 02 05 09          0        0   434050
WESTERN WIRELESS CORP          CL A             95988E204    41996   916700 SH       DEFINED 13 16 26          0        0   916700
WESTERN WIRELESS CORP          CL A             95988E204     2055    44860 SH       DEFINED 28 30             0        0    44860
WESTERN WIRELESS CORP          CL A             95988E204     3403    74300 SH       DEFINED 03            25300        0    49000
WESTINGHOUSE AIR BRAKE CO NEW  COM              960386100     1358   127900 SH       DEFINED 07 09 15          0        0   127900
WESTINGHOUSE AIR BRAKE CO NEW  COM              960386100    10597   997448 SH       DEFINED 26 28 30          0        0   997448
WESTINGHOUSE AIR BRAKE CO NEW  COM              960386100    14506  1365336 SH       DEFINED 03          1365336        0        0
WESTON ROY F INC               CL A             961137106      448   183800 SH       DEFINED 07                0        0   183800
WESTPAC BKG CORP               SPONSORED ADR    961214301       80     2500 SH       DEFINED 37             2500        0        0
WESTPOINT STEVENS INC          COM              961238102       55     2900 SH       DEFINED 15 34             0        0     2900
WESTPOINT STEVENS INC          COM              961238102      271    14300 SH       DEFINED 03            14300        0        0
WESTVACO CORP                  COM              961548104     3040    91100 SH       DEFINED 02 12 15          0        0    91100
WESTVACO CORP                  COM              961548104    30288   907530 SH       DEFINED 20 23 28          0        0   907530
WESTVACO CORP                  COM              961548104     8020   240300 SH       DEFINED 32 34             0        0   240300
WESTVACO CORP                  COM              961548104     6657   199511 SH       DEFINED 37 03        196911        0     2600
WESTWOOD ONE INC               COM              961815107    60588  1671400 SH       DEFINED 06 09 13          0        0  1671400
WESTWOOD ONE INC               COM              961815107    25206   695360 SH       DEFINED 15 20 28          0        0   695360
WESTWOOD ONE INC               COM              961815107     4110   113384 SH       DEFINED 30 32             0        0   113384
WET SEAL INC                   CL A             961840105     8840   561300 SH       DEFINED 28                0        0   561300
WEYERHAEUSER CO                COM              962166104     4058    71200 SH       DEFINED 02 07 12          0        0    71200
WEYERHAEUSER CO                COM              962166104    36407   638723 SH       DEFINED 15 20 28          0        0   638723
WEYERHAEUSER CO                COM              962166104    19129   335600 SH       DEFINED 32 34             0        0   335600
WEYERHAEUSER CO                COM              962166104    11448   200849 SH       DEFINED 37 03        200849        0        0
WHIRLPOOL CORP                 COM              963320106    24429   416700 SH       DEFINED 02 12 15          0        0   416700
WHIRLPOOL CORP                 COM              963320106    24761   422370 SH       DEFINED 23 28 32          0        0   422370
WHIRLPOOL CORP                 COM              963320106       35      600 SH       DEFINED 34                0        0      600
WHIRLPOOL CORP                 COM              963320106     4334    73932 SH       DEFINED 37 03         73932        0        0
WHITEHALL JEWELLERS INC        COM              965063100      587    25000 SH       DEFINED 26                0        0    25000
WHITMAN CORP NEW               COM              96647R107    87948  6310201 SH       DEFINED 13 15 16          0        0  6310201
WHITNEY HLDG CORP              COM              966612103     1141    35000 SH       DEFINED 26 28             0        0    35000
WHOLE FOODS MKT INC            COM              966837106      410     9900 SH       DEFINED 15                0        0     9900
WHOLE FOODS MKT INC            COM              966837106       25      612 SH       DEFINED 37              612        0        0
WILD OATS MARKETS INC          COM              96808B107      256    12500 SH       DEFINED 15                0        0    12500
WILD OATS MARKETS INC          COM              96808B107     3413   166500 SH       DEFINED 03           166500        0        0
WILEY JOHN & SONS INC          CL A             968223206      459    25500 SH       DEFINED 13                0        0    25500
WILEY JOHN & SONS INC          CL A             968223206      666    37000 SH       DEFINED 03            37000        0        0
WILLAMETTE INDS INC            COM              969133107     1372    34200 SH       DEFINED 02 12 15          0        0    34200
WILLAMETTE INDS INC            COM              969133107      204     5100 SH       DEFINED 28                0        0     5100
WILLAMETTE INDS INC            COM              969133107     3409    84983 SH       DEFINED 37 03         84983        0        0
WILLBROS GROUP INC             COM              969199108     4326   607200 SH       DEFINED 07                0        0   607200
WILLIAMS COMMUNICATIONS GROUP  CL A             969455104    16134   311400 SH       DEFINED 10                0        0   311400
WILLIAMS COS INC DEL           COM              969457100    18791   427680 SH       DEFINED 02 08 09          0        0   427680
WILLIAMS COS INC DEL           COM              969457100    42938   977260 SH       DEFINED 12 15 16          0        0   977260
WILLIAMS COS INC DEL           COM              969457100     3074    69981 SH       DEFINED 21 28 34          0        0    69981
WILLIAMS COS INC DEL           COM              969457100    19849   451802 SH       DEFINED 37 03        444502        0     7300
WILLIAMS SONOMA INC            COM              969904101    25299   816100 SH       DEFINED 10 13 15          0        0   816100
WILLIAMS SONOMA INC            COM              969904101    11780   380000 SH       DEFINED 28                0        0   380000
WILLIAMS SONOMA INC            COM              969904101     1140    36800 SH       DEFINED 03            36800        0        0
WILMAR INDS INC                COM              971426101     3497   205000 SH       DEFINED 07                0        0   205000
WILMAR INDS INC                COM              971426101       80     4700 SH       DEFINED 03             4700        0        0
WILSHIRE OIL CO TEX            COM              971889100     1637   391000 SH       DEFINED 07                0        0   391000
WIND RIVER SYSTEMS INC         COM              973149107      998    27550 SH       DEFINED 03            27550        0        0
WINK COMMUNICATIONS            COM              974168106     7989   239400 SH       DEFINED 11 28             0        0   239400
WINN DIXIE STORES INC          COM              974280109       33     1700 SH       DEFINED 02 15 34          0        0     1700
WINN DIXIE STORES INC          COM              974280109     2179   112134 SH       DEFINED 03           112134        0        0
WINNEBAGO INDS INC             COM              974637100     6791   376000 SH       DEFINED 26 28             0        0   376000
WINSTAR COMMUNICATIONS INC     COM              975515107    52696   878272 SH       DEFINED 02 07 09          0        0   878272
WINSTAR COMMUNICATIONS INC     COM              975515107    83235  1387256 SH       DEFINED 11 15 16          0        0  1387256
WINSTAR COMMUNICATIONS INC     COM              975515107   213244  3554079 SH       DEFINED 20 21 22          0        0  3554079
WINSTAR COMMUNICATIONS INC     COM              975515107    91112  1518547 SH       DEFINED 28 30 32          0        0  1518547
WINSTAR COMMUNICATIONS INC     COM              975515107     4734    78900 SH       DEFINED 34                0        0    78900
WINSTAR COMMUNICATIONS INC     COM              975515107    30195   503250 SH       DEFINED 03           122500        0   380750
WIRELESS TELECOM GROUP INC     COM              976524108     5910  1244400 SH       DEFINED 07                0        0  1244400
WIRELESS FACILITIES INC        COM              97653A103    14419   137000 SH       DEFINED 09 10 11          0        0   137000
WIRELESS FACILITIES INC        COM              97653A103    78842   749100 SH       DEFINED 12 15 20          0        0   749100
WIRELESS FACILITIES INC        COM              97653A103    11819   112300 SH       DEFINED 28 30 32          0        0   112300
WIRELESS FACILITIES INC        COM              97653A103     1073    10200 SH       DEFINED 03            10200        0        0
WISCONSIN ENERGY CORP          COM              976657106       28     1440 SH       DEFINED 37             1440        0        0
WISER OIL CO DEL               COM              977284108        9     3901 SH       DEFINED 15 34             0        0     3901
WIT CAP GROUP INC              COM              97737K309      775    45300 SH       DEFINED 02 15 34          0        0    45300
WOLVERINE WORLD WIDE INC       COM              978097103      132    12000 SH       DEFINED 03            12000        0        0
WORLD ACCESS INC               COM              98141A101    15337   801960 SH       DEFINED 05 26 28          0        0   801960
WORLD ACCESS INC               COM              98141A101      870    45540 SH       DEFINED 03                0        0    45540
WORLD FUEL SVCS CORP           COM              981475106     9139  1249906 SH       DEFINED 07                0        0  1249906
WORLDGATE COMMUNICATIONS INC   COM              98156L307     3544   117900 SH       DEFINED 02 15 34          0        0   117900
WORLDQUEST NETWORKS            COM              98156W105    12803   517300 SH       DEFINED 04 15 34          0        0   517300
WORTHINGTON INDS INC           COM              981811102       45     3700 SH       DEFINED 15                0        0     3700
WORTHINGTON INDS INC           COM              981811102      831    67208 SH       DEFINED 03            67208        0        0
WORLDTEX INC                   COM              981907108     1903  1324400 SH       DEFINED 07 26             0        0  1324400
WORLDPAGES COM INC             COM              981922107    12910  1341400 SH       DEFINED 12                0        0  1341400
WRIGLEY WM JR CO               COM              982526105     1167    15200 SH       DEFINED 15                0        0    15200
WRIGLEY WM JR CO               COM              982526105     6709    87345 SH       DEFINED 03            87345        0        0
WYNNS INTL INC                 COM              983195108    26991  1954150 SH       DEFINED 07 12             0        0  1954150
WYNNS INTL INC                 COM              983195108      216    15700 SH       DEFINED 03            15700        0        0
X-RITE INC                     COM              983857103     2652   262000 SH       DEFINED 07                0        0   262000
XCEED INC                      COM              98388N105     1663    69300 SH       DEFINED 13                0        0    69300
XCEED INC                      COM              98388N105     2407   100300 SH       DEFINED 03           100300        0        0
XILINX INC                     COM              983919101    57596   695500 SH       DEFINED 02 05 06          0        0   695500
XILINX INC                     COM              983919101   698987  8440600 SH       DEFINED 09 13 15          0        0  8440600
XILINX INC                     COM              983919101   354777  4284100 SH       DEFINED 16 22 28          0        0  4284100
XILINX INC                     COM              983919101    19664   237460 SH       DEFINED 30 32 34          0        0   237460
XILINX INC                     COM              983919101    48483   585562 SH       DEFINED 37 03        393392        0   192170
XIRCOM INC                     COM              983922105     6993   189000 SH       DEFINED 26                0        0   189000
XIRCOM INC                     COM              983922105      584    15800 SH       DEFINED 03            15800        0        0
XEROX CORP                     COM              984121103    16333   628200 SH       DEFINED 02 07 09          0        0   628200
XEROX CORP                     COM              984121103   165786  6376400 SH       DEFINED 11 12 13          0        0  6376400
XEROX CORP                     COM              984121103     5616   216037 SH       DEFINED 15 22 34          0        0   216037
XEROX CORP                     COM              984121103    48936  1882168 SH       DEFINED 37 03       1300368        0   581800
XTRA CORP                      COM              984138107     1565    41200 SH       DEFINED 03            41200        0        0
YAHOO INC                      COM              984332106   113467   662100 SH       DEFINED 02 04 05          0        0   662100
YAHOO INC                      COM              984332106   649202  3788200 SH       DEFINED 06 10 11          0        0  3788200
YAHOO INC                      COM              984332106   248558  1450378 SH       DEFINED 12 13 15          0        0  1450378
YAHOO INC                      COM              984332106   495068  2888800 SH       DEFINED 16 22 26          0        0  2888800
YAHOO INC                      COM              984332106   122241   713300 SH       DEFINED 28 32 34          0        0   713300
YAHOO INC                      COM              984332106   126810   739960 SH       DEFINED 37 03        603860        0   136100
YANKEE CANDLE INC              COM              984757104     6174   390500 SH       DEFINED 02 15 20          0        0   390500
YANKEE CANDLE INC              COM              984757104     1378    87200 SH       DEFINED 32 34             0        0    87200
YELLOW CORP                    COM              985509108     3687   200000 SH       DEFINED 28                0        0   200000
YORK INTL CORP NEW             COM              986670107    10717   458500 SH       DEFINED 15 26 28          0        0   458500
YORK INTL CORP NEW             COM              986670107     2176    93100 SH       DEFINED 03            93100        0        0
YOUNG & RUBICAM INC            SUB NT CV 144A05 987425AA3     1680  1800000 PRN      DEFINED 11                0        0        0
YOUNG & RUBICAM INC            COM              987425105   147974  3148400 SH       DEFINED 02 15 20          0        0  3148400
YOUNG & RUBICAM INC            COM              987425105    67708  1440600 SH       DEFINED 28 30 32          0        0  1440600
YOUNG & RUBICAM INC            COM              987425105       51     1100 SH       DEFINED 34                0        0     1100
YOUNG & RUBICAM INC            COM              987425105     2838    60400 SH       DEFINED 03            60400        0        0
YOUNG INNOVATIONS INC          COM              987520103        5      400 SH       DEFINED 26                0        0      400
Z TEL TECHNOLOGIES INC         COM              988792107    40744   970100 SH       DEFINED 04 15 34          0        0   970100
Z TEL TECHNOLOGIES INC         COM              988792107     4296   102300 SH       DEFINED 03           102300        0        0
ZALE CORP NEW                  COM              988858106     3501    74200 SH       DEFINED 02 12 15          0        0    74200
ZALE CORP NEW                  COM              988858106    10402   220440 SH       DEFINED 23 26 28          0        0   220440
ZALE CORP NEW                  COM              988858106       18      400 SH       DEFINED 34                0        0      400
ZALE CORP NEW                  COM              988858106       29      622 SH       DEFINED 37              622        0        0
ZALE CORP NEW                  COM              988858106      943    20000 SH       DEFINED 03                0        0    20000
ZEMEX CDA CORP                 COM              988910105      589    70400 SH       DEFINED 07                0        0    70400
ZEBRA TECHNOLOGIES CORP        CL A             989207105    44985   899700 SH       DEFINED 20 26 32          0        0   899700
ZEBRA TECHNOLOGIES CORP        CL A             989207105     5105   102100 SH       DEFINED 03           102100        0        0
ZENITH NATL INS CORP           COM              989390109     2833   127700 SH       DEFINED 32                0        0   127700
ZIONS BANCORPORATION           COM              989701107    12166   292300 SH       DEFINED 02 09 15          0        0   292300
ZIONS BANCORPORATION           COM              989701107    48309  1160600 SH       DEFINED 16 28 30          0        0  1160600
ZIONS BANCORPORATION           COM              989701107      707    17000 SH       DEFINED 34                0        0    17000
ZIONS BANCORPORATION           COM              989701107     1153    27700 SH       DEFINED 03            27700        0        0
ZORAN CORP                     COM              98975F101    37751   670400 SH       DEFINED 20 26 32          0        0   670400
ZOOM TELEPHONICS INC           COM              98976E103     2324   166000 SH       DEFINED 15 26 34          0        0   166000
ZOMAX INC MINN                 COM              989929104     4813    79900 SH       DEFINED 26                0        0    79900
</TABLE>





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