FMR CORP
13F-HR/A, 2000-08-23
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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: June 30, 2000

Check here if Amendment  [ X ]; Amendment Number: 1
This Amendment (Check only one.):	[ X ] 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.			August 23, 2000

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

[  ] 		13F NOTICE

[  ]		13F COMBINATION REPORT


List of other managers reporting for this manager:

NONE



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

<PAGE>

FORM 13F SUMMARY PAGE

Report Summary:

Number of Other Included Managers:			35

Form 13F Information Table Entry Total:		6,787

Form 13F Information Table Value Total:		$603,372,041	(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    52434   1190000 SH       DEFINED 02 13 15         0        0  1190000
LERNOUT & HAUSPIE SPEECH PRODS COM              B5628B104    32253    732000 SH       DEFINED 19 20 21         0        0   732000
LERNOUT & HAUSPIE SPEECH PRODS COM              B5628B104    15139    343600 SH       DEFINED 32 34            0        0   343600
LERNOUT & HAUSPIE SPEECH PRODS COM              B5628B104     4245     96350 SH       DEFINED 03           96350        0        0
CELANESE AG                    ORD              D1497A101     8575    443835 SH       DEFINED 07 09 21         0        0   443835
CELANESE AG                    ORD              D1497A101     2911    151110 SH       DEFINED 22               0        0   151110
DAIMLERCHRYSLER AG             ORD              D1668R123     2794     53676 SH       DEFINED 07 15 21         0        0    53676
DAIMLERCHRYSLER AG             ORD              D1668R123       52      1000 SH       DEFINED 34               0        0     1000
ACE LTD                        ORD              G0070K103    79408   2836000 SH       DEFINED 02 04 06         0        0  2836000
ACE LTD                        ORD              G0070K103   159518   5697100 SH       DEFINED 07 09 12         0        0  5697100
ACE LTD                        ORD              G0070K103    45564   1627300 SH       DEFINED 13 15 16         0        0  1627300
ACE LTD                        ORD              G0070K103    26930    961800 SH       DEFINED 19 20 21         0        0   961800
ACE LTD                        ORD              G0070K103   162710   5811100 SH       DEFINED 22 28 29         0        0  5811100
ACE LTD                        ORD              G0070K103     9335    333400 SH       DEFINED 30 32 34         0        0   333400
ACE LTD                        ORD              G0070K103    17902    639375 SH       DEFINED 03          192575        0   446800
AMDOCS LTD                     ORD              G02602103    53975    703264 SH       DEFINED 02 09 15         0        0   703264
AMDOCS LTD                     ORD              G02602103    81147   1057300 SH       DEFINED 20 21 28         0        0  1057300
AMDOCS LTD                     ORD              G02602103    23995    312647 SH       DEFINED 30 32 34         0        0   312647
AMDOCS LTD                     ORD              G02602103      122      1600 SH       DEFINED 03               0        0     1600
APEX SILVER MINES LTD          ORD              G04074103      147     14800 SH       DEFINED 15               0        0    14800
DSG INTL LTD                   ORD              G28471103     2562    512500 SH       DEFINED 07               0        0   512500
EL SITIO INC                   ORD              G30177102    11112   1559600 SH       DEFINED 02 07 13         0        0  1559600
EL SITIO INC                   ORD              G30177102      406     57000 SH       DEFINED 19 21            0        0    57000
EVEREST RE GROUP LTD           COM              G3223R108    15014    456700 SH       DEFINED 02 06 07         0        0   456700
EVEREST RE GROUP LTD           COM              G3223R108    38841   1181500 SH       DEFINED 09 15 16         0        0  1181500
EVEREST RE GROUP LTD           COM              G3223R108    58602   1782600 SH       DEFINED 20 22 26         0        0  1782600
EVEREST RE GROUP LTD           COM              G3223R108    37914   1153300 SH       DEFINED 28 32 34         0        0  1153300
EVEREST RE GROUP LTD           COM              G3223R108      338     10300 SH       DEFINED 03            3300        0     7000
FLAG TELECOM HOLDINGS LTD      ORD              G3529L102      148     10000 SH       DEFINED 21               0        0    10000
GLOBAL CROSSING LTD            COM              G3921A100    86616   3291845 SH       DEFINED 06 10 15         0        0  3291845
GLOBAL CROSSING LTD            COM              G3921A100     8598    326800 SH       DEFINED 34               0        0   326800
GLOBAL CROSSING LTD            COM              G3921A100    17586    668356 SH       DEFINED 03          621156        0    47200
GLOBAL CROSSING LTD            PFD CV 6.75%     G3921A134    10424     47600 SH       DEFINED 11               0        0    47600
GLOBAL SOURCES LTD             ORD              G39300101        9       365 SH       DEFINED 03             365        0        0
HELEN OF TROY CORP LTD         COM              G4388N106    15858   2835000 SH       DEFINED 07               0        0  2835000
IPC HLDGS LTD                  ORD              G4933P101    35042   2503000 SH       DEFINED 07               0        0  2503000
KNIGHTSBRIDGE TANKERS LTD      ORD              G5299G106      344     17200 SH       DEFINED 02 15 19         0        0    17200
KNIGHTSBRIDGE TANKERS LTD      ORD              G5299G106     6234    311700 SH       DEFINED 21 34            0        0   311700
LASALLE RE HLDGS LTD           ORD              G5383Q101    21319   1502700 SH       DEFINED 07               0        0  1502700
LORAL SPACE & COMMUNICATIONS   COM              G56462107    38910   5608767 SH       DEFINED 15 20 25         0        0  5608767
LORAL SPACE & COMMUNICATIONS   COM              G56462107     5951    857933 SH       DEFINED 27 32            0        0   857933
LORAL SPACE & COMMUNICATIONS   PFD CONV C 6%    G56462149    14112    627200 SH       DEFINED 09 22            0        0   627200
LORAL SPACE & COMMUNICATIONS   PFD CONV C 6%    G56462149      560     24900 SH       DEFINED 03            6200        0    18700
NOVEL DENIM HLDGS LTD          ORD              G6674P109     1101    235000 SH       DEFINED 07               0        0   235000
OPENTV CORP                    CL A             G67543101    57480   1280900 SH       DEFINED 11 13 28         0        0  1280900
PARTNERRE LTD                  COM              G6852T105    16942    478100 SH       DEFINED 02 15 16         0        0   478100
PARTNERRE LTD                  COM              G6852T105   101436   2862400 SH       DEFINED 20 22 28         0        0  2862400
PARTNERRE LTD                  COM              G6852T105     6800    191900 SH       DEFINED 32 34            0        0   191900
PEAK INTL LTD                  ORD              G69586108    12247   1749700 SH       DEFINED 07 15            0        0  1749700
PXRE GROUP LTD                 COM              G73018106     9788    725063 SH       DEFINED 07               0        0   725063
RENAISSANCE RE HLDGS LTD       COM              G7496G103    30173    692650 SH       DEFINED 02 07 15         0        0   692650
RENAISSANCE RE HLDGS LTD       COM              G7496G103    42229    969400 SH       DEFINED 16 19 20         0        0   969400
RENAISSANCE RE HLDGS LTD       COM              G7496G103     8481    194700 SH       DEFINED 21 26 28         0        0   194700
RENAISSANCE RE HLDGS LTD       COM              G7496G103     6834    156900 SH       DEFINED 32 34            0        0   156900
RENAISSANCE RE HLDGS LTD       COM              G7496G103    10206    234300 SH       DEFINED 03          234300        0        0
SANTA FE INTL CORP             ORD              G7805C108    21035    602100 SH       DEFINED 02 04 13         0        0   602100
SANTA FE INTL CORP             ORD              G7805C108    10732    307200 SH       DEFINED 21 28            0        0   307200
SANTA FE INTL CORP             ORD              G7805C108    27205    778700 SH       DEFINED 03          778700        0        0
STIRLING COOKE BROWN HLDGS LTD ORD              G84951105     1944    928700 SH       DEFINED 07               0        0   928700
TRANSOCEAN SEDCO FOREX INC     ORD              G90078109    53496   1001110 SH       DEFINED 02 06 08         0        0  1001110
TRANSOCEAN SEDCO FOREX INC     ORD              G90078109   117611   2200914 SH       DEFINED 09 10 12         0        0  2200914
TRANSOCEAN SEDCO FOREX INC     ORD              G90078109   226307   4234996 SH       DEFINED 13 15 16         0        0  4234996
TRANSOCEAN SEDCO FOREX INC     ORD              G90078109    64303   1203334 SH       DEFINED 23 28 30         0        0  1203334
TRANSOCEAN SEDCO FOREX INC     ORD              G90078109     6031    112879 SH       DEFINED 34               0        0   112879
TRANSOCEAN SEDCO FOREX INC     ORD              G90078109    29244    547265 SH       DEFINED 03          433465        0   113800
TRITON ENERGY LTD              ORD              G90751101      412     10500 SH       DEFINED 02               0        0    10500
XOMA LTD                       ORD              G9825R107     2872    670966 SH       DEFINED 13 15 26         0        0   670966
XL CAP LTD                     CL A             G98255105    37703    696600 SH       DEFINED 02 06 07         0        0   696600
XL CAP LTD                     CL A             G98255105    65529   1210700 SH       DEFINED 09 15 16         0        0  1210700
XL CAP LTD                     CL A             G98255105   112371   2076140 SH       DEFINED 19 20 21         0        0  2076140
XL CAP LTD                     CL A             G98255105   246120   4547260 SH       DEFINED 22 23 28         0        0  4547260
XL CAP LTD                     CL A             G98255105    26948    497900 SH       DEFINED 30 32 34         0        0   497900
XL CAP LTD                     CL A             G98255105     3788     70000 SH       DEFINED 03           13300        0    56700
UBS AG                         ORD              H8920G155   112368    767874 SH       DEFINED 02 19 21         0        0   767874
UBS AG                         ORD              H8920G155    16019    109468 SH       DEFINED 22               0        0   109468
UBS AG                         ORD              H8920G155     7455     50950 SH       DEFINED 03           31850        0    19100
MILLICOM INTL CELLULAR S A     ORD              L6388F102     8617    246200 SH       DEFINED 09 12 28         0        0   246200
MILLICOM INTL CELLULAR S A     ORD              L6388F102       50      1430 SH       DEFINED 30               0        0     1430
SBS BROADCASTING SA            ORD              L8137F102     2234     41000 SH       DEFINED 12               0        0    41000
STOLT OFFSHORE S A             COM              L8873E103    16439   1176270 SH       DEFINED 02 12 21         0        0  1176270
STOLT OFFSHORE S A             COM              L8873E103    39535   2799000 SH       DEFINED 22 28            0        0  2799000
AUDIOCODES LTD                 ORD              M15342104   133848   1115400 SH       DEFINED 13 16            0        0  1115400
AUDIOCODES LTD                 ORD              M15342104     1848     15400 SH       DEFINED 03           15400        0        0
BREEZECOM LTD                  ORD              M20385106       17       400 SH       DEFINED 12 26 28         0        0      400
CHECK POINT SOFTWARE TECH LTD  ORD              M22465104   199616    942700 SH       DEFINED 02 09 16         0        0   942700
CHECK POINT SOFTWARE TECH LTD  ORD              M22465104    18549     87600 SH       DEFINED 19 21 22         0        0    87600
CHECK POINT SOFTWARE TECH LTD  ORD              M22465104     8237     38900 SH       DEFINED 28 30 34         0        0    38900
CHECK POINT SOFTWARE TECH LTD  ORD              M22465104      931      4400 SH       DEFINED 03               0        0     4400
ELSCINT LTD NEW                ORD              M40168102     8176   1470000 SH       DEFINED 07               0        0  1470000
ESC MEDICAL SYS LTD            ORD              M40868107    39223   2395350 SH       DEFINED 07 28            0        0  2395350
FORSOFT LTD                    ORD NEW          M46544108     6446    831800 SH       DEFINED 32               0        0   831800
INTERNET GOLD-GOLDEN LINES LTD ORD              M56595107     1697    207300 SH       DEFINED 19 21            0        0   207300
ORBOTECH LTD                   ORD              M75253100    17107    184200 SH       DEFINED 02 09 15         0        0   184200
ORBOTECH LTD                   ORD              M75253100    13773    148300 SH       DEFINED 19 21 26         0        0   148300
ORBOTECH LTD                   ORD              M75253100    16262    175100 SH       DEFINED 28 30 34         0        0   175100
VOCALTEC COMMUNICATIONS LTD    ORD              M97601104      938     40800 SH       DEFINED 02 21            0        0    40800
ASM INTL N V                   COM              N07045102    10600    400000 SH       DEFINED 15               0        0   400000
ASM LITHOGRAPHY HLDG N V       N Y SHS          N07059111   101858   2308400 SH       DEFINED 02 13 15         0        0  2308400
ASM LITHOGRAPHY HLDG N V       N Y SHS          N07059111    32228    730400 SH       DEFINED 22 28 34         0        0   730400
ASM LITHOGRAPHY HLDG N V       N Y SHS          N07059111    86687   1964600 SH       DEFINED 03         1962900        0     1700
CNH GLOBAL N V                 ORD              N20935107    18907   2044000 SH       DEFINED 07 09 15         0        0  2044000
CNH GLOBAL N V                 ORD              N20935107    13838   1496000 SH       DEFINED 22 26 29         0        0  1496000
CNH GLOBAL N V                 ORD              N20935107       10      1100 SH       DEFINED 34               0        0     1100
CNH GLOBAL N V                 ORD              N20935107      493     53300 SH       DEFINED 03           17300        0    36000
CORE LABORATORIES N V          COM              N22717107     4010    138300 SH       DEFINED 19 21            0        0   138300
KPNQWEST N V                   CL C             N50919104    29474    744200 SH       DEFINED 13               0        0   744200
KPNQWEST N V                   CL C             N50919104     2401     61100 SH       DEFINED 03           61100        0        0
METRON TECHNOLOGY N V          ORD              N5665B105        2       200 SH       DEFINED 12 28            0        0      200
ORTHOFIX INTL N V              COM              N6748L102    18172   1016617 SH       DEFINED 07 15 19         0        0  1016617
ORTHOFIX INTL N V              COM              N6748L102    11212    627300 SH       DEFINED 21               0        0   627300
ORTHOFIX INTL N V              COM              N6748L102      891     49900 SH       DEFINED 03           49900        0        0
QIAGEN N V                     ORD              N72482107      330      1900 SH       DEFINED 12 28            0        0     1900
BANCO LATINOAMERICANO DE EXPO  CL E             P16994132    15186    548500 SH       DEFINED 02 19 21         0        0   548500
ELAMEX S A DE C V              ORD              P36209107     1191    397100 SH       DEFINED 19 21            0        0   397100
PANAMERICAN BEVERAGES INC      CL A             P74823108      433     29050 SH       DEFINED 02 07 15         0        0    29050
PANAMERICAN BEVERAGES INC      CL A             P74823108     3867    258900 SH       DEFINED 19 21 34         0        0   258900
ROYAL CARIBBEAN CRUISES LTD    COM              V7780T103     5846    316000 SH       DEFINED 12 15 16         0        0   316000
ROYAL CARIBBEAN CRUISES LTD    COM              V7780T103      641     33600 SH       DEFINED 21               0        0    33600
ASE TEST LTD                   ORD              Y02516105     9066    308000 SH       DEFINED 13 21            0        0   308000
ASE TEST LTD                   ORD              Y02516105    10803    367000 SH       DEFINED 03          367000        0        0
CREATIVE TECHNOLOGY LTD        ORD              Y1775U107      120      5000 SH       DEFINED 03               0        0     5000
FLEXTRONICS INTL LTD           ORD              Y2573F102   155380   2262141 SH       DEFINED 02 05 10         0        0  2262141
FLEXTRONICS INTL LTD           ORD              Y2573F102   403588   5875717 SH       DEFINED 12 13 15         0        0  5875717
FLEXTRONICS INTL LTD           ORD              Y2573F102   106603   1552000 SH       DEFINED 16 19 20         0        0  1552000
FLEXTRONICS INTL LTD           ORD              Y2573F102    74903   1090500 SH       DEFINED 21 23 27         0        0  1090500
FLEXTRONICS INTL LTD           ORD              Y2573F102   140293   2042493 SH       DEFINED 28 30 32         0        0  2042493
FLEXTRONICS INTL LTD           ORD              Y2573F102     7177    104500 SH       DEFINED 34               0        0   104500
FLEXTRONICS INTL LTD           ORD              Y2573F102    20629    300343 SH       DEFINED 03          146243        0   154100
GIGAMEDIA LTD                  ORD              Y2711Y104      444     36642 SH       DEFINED 02 21 03         0        0    36642
OMI CORP NEW                   COM              Y6476W104     2055    378000 SH       DEFINED 02 15 19         0        0   378000
OMI CORP NEW                   COM              Y6476W104     9491   1745600 SH       DEFINED 21 22 26         0        0  1745600
OMI CORP NEW                   COM              Y6476W104     1432    263450 SH       DEFINED 34 03            0        0   263450
PACIFIC INTERNET LTD           ORD              Y66183107        1       100 SH       DEFINED 28               0        0      100
TEEKAY SHIPPING MARSHALL ISLND COM              Y8564W103    33121   1007500 SH       DEFINED 02 09 12         0        0  1007500
TEEKAY SHIPPING MARSHALL ISLND COM              Y8564W103    68235   2075600 SH       DEFINED 15 19 21         0        0  2075600
TEEKAY SHIPPING MARSHALL ISLND COM              Y8564W103    36573   1112500 SH       DEFINED 22 26 28         0        0  1112500
TEEKAY SHIPPING MARSHALL ISLND COM              Y8564W103     7413    225500 SH       DEFINED 30 34 03         0        0   225500
A D C TELECOMMUNICATIONS       COM              000886101    29062    346500 SH       DEFINED 02 07 09         0        0   346500
A D C TELECOMMUNICATIONS       COM              000886101   174434   2079700 SH       DEFINED 10 12 15         0        0  2079700
A D C TELECOMMUNICATIONS       COM              000886101   451868   5387400 SH       DEFINED 16 20 21         0        0  5387400
A D C TELECOMMUNICATIONS       COM              000886101   243732   2905900 SH       DEFINED 22 23 28         0        0  2905900
A D C TELECOMMUNICATIONS       COM              000886101    86986   1037100 SH       DEFINED 29 30 32         0        0  1037100
A D C TELECOMMUNICATIONS       COM              000886101    16775    200000 SH       DEFINED 34               0        0   200000
A D C TELECOMMUNICATIONS       COM              000886101    23435    279465 SH       DEFINED 37 03       279465        0        0
ABN AMRO HLDG NV               SPONSORED ADR    000937102       62      2578 SH       DEFINED 37            2578        0        0
ADT OPERATIONS                 LYON ZERO CPN 10 000945AC9    54024  20981000 PRN      DEFINED 09 11            0        0        0
ADT OPERATIONS                 LYON ZERO CPN 10 000945AC9     2662   1034000 PRN      DEFINED 03               0        0        0
ACT MFG INC                    SB NT CV144A7%07 000973AA5     1861   1500000 PRN      DEFINED 11               0        0        0
AFLAC INC                      COM              001055102    26565    578300 SH       DEFINED 02 04 05         0        0   578300
AFLAC INC                      COM              001055102    30603    666200 SH       DEFINED 06 07 09         0        0   666200
AFLAC INC                      COM              001055102   258788   5633500 SH       DEFINED 10 12 15         0        0  5633500
AFLAC INC                      COM              001055102   168606   3670350 SH       DEFINED 16 19 20         0        0  3670350
AFLAC INC                      COM              001055102   132823   2891060 SH       DEFINED 21 22 23         0        0  2891060
AFLAC INC                      COM              001055102    49370   1074730 SH       DEFINED 27 28 30         0        0  1074730
AFLAC INC                      COM              001055102    13592    295900 SH       DEFINED 32 34            0        0   295900
AFLAC INC                      COM              001055102    51067   1111674 SH       DEFINED 37 03       838569        0   273105
AGCO CORP                      COM              001084102     9231    753600 SH       DEFINED 07 15            0        0   753600
AHL SVCS INC                   COM              001296102      722    118000 SH       DEFINED 07               0        0   118000
AES CORP                       JR SBDB CV4.5%05 00130HAN5     6120   3500000 PRN      DEFINED 11               0        0        0
AES CORP                       COM              00130H105    81162   1778900 SH       DEFINED 02 04 05         0        0  1778900
AES CORP                       COM              00130H105   311062   6817800 SH       DEFINED 06 07 09         0        0  6817800
AES CORP                       COM              00130H105   234656   5143150 SH       DEFINED 12 13 15         0        0  5143150
AES CORP                       COM              00130H105   360547   7902410 SH       DEFINED 16 19 20         0        0  7902410
AES CORP                       COM              00130H105   207340   4545100 SH       DEFINED 21 22 23         0        0  4545100
AES CORP                       COM              00130H105   182501   4000040 SH       DEFINED 26 27 28         0        0  4000040
AES CORP                       COM              00130H105    56618   1240960 SH       DEFINED 29 30 32         0        0  1240960
AES CORP                       COM              00130H105     7938    174000 SH       DEFINED 34               0        0   174000
AES CORP                       COM              00130H105   151529   3321190 SH       DEFINED 37 03      2574850        0   746340
AK STL HLDG CORP               COM              001547108     2252    281500 SH       DEFINED 15 22 27         0        0   281500
AK STL HLDG CORP               COM              001547108      400     50000 SH       DEFINED 36               0        0    50000
AK STL HLDG CORP               COM              001547108     1455    181900 SH       DEFINED 03          181900        0        0
AMB PROPERTY CORP              COM              00163T109    28239   1237900 SH       DEFINED 09 12 15         0        0  1237900
AMB PROPERTY CORP              COM              00163T109    12106    530700 SH       DEFINED 34 35            0        0   530700
AMB PROPERTY CORP              COM              00163T109    25981   1138900 SH       DEFINED 03         1138900        0        0
AMFM INC                       COM              001693100    79957   1158800 SH       DEFINED 02 04 05         0        0  1158800
AMFM INC                       COM              001693100    40654    589200 SH       DEFINED 06 07 12         0        0   589200
AMFM INC                       COM              001693100    80545   1167320 SH       DEFINED 15 16 19         0        0  1167320
AMFM INC                       COM              001693100     8618    124900 SH       DEFINED 21 23 28         0        0   124900
AMFM INC                       COM              001693100      462      6700 SH       DEFINED 34               0        0     6700
AMFM INC                       COM              001693100    19996    289826 SH       DEFINED 37 03        96226        0   193600
AMR CORP                       COM              001765106    42569   1610200 SH       DEFINED 02 07 09         0        0  1610200
AMR CORP                       COM              001765106    48114   1819940 SH       DEFINED 10 15 16         0        0  1819940
AMR CORP                       COM              001765106    10790    408150 SH       DEFINED 22 23 28         0        0   408150
AMR CORP                       COM              001765106     2662    100700 SH       DEFINED 32 34            0        0   100700
AMR CORP                       COM              001765106     9481    358629 SH       DEFINED 03          326129        0    32500
ATI TECHNOLOGIES INC           COM              001941103      113     13400 SH       DEFINED 02               0        0    13400
AT&T CORP                      COM              001957109    70135   2217728 SH       DEFINED 02 04 05         0        0  2217728
AT&T CORP                      COM              001957109   823069  26025902 SH       DEFINED 06 07 09         0        0 26025902
AT&T CORP                      COM              001957109   921626  29142351 SH       DEFINED 10 11 12         0        0 29142351
AT&T CORP                      COM              001957109   501150  15846656 SH       DEFINED 15 16 18         0        0 15846656
AT&T CORP                      COM              001957109   134411   4250160 SH       DEFINED 19 22 23         0        0  4250160
AT&T CORP                      COM              001957109    20779    657047 SH       DEFINED 26 27 28         0        0   657047
AT&T CORP                      COM              001957109    43820   1385618 SH       DEFINED 30 32 34         0        0  1385618
AT&T CORP                      COM              001957109   262364   8295678 SH       DEFINED 37 03      7228506        0  1067172
AT&T CORP                      COM LIB GRP A    001957208   105183   4337468 SH       DEFINED 02 04 05         0        0  4337468
AT&T CORP                      COM LIB GRP A    001957208   300321  12384388 SH       DEFINED 06 07 09         0        0 12384388
AT&T CORP                      COM LIB GRP A    001957208   365481  15071384 SH       DEFINED 11 13 15         0        0 15071384
AT&T CORP                      COM LIB GRP A    001957208   446455  18410520 SH       DEFINED 16 19 20         0        0 18410520
AT&T CORP                      COM LIB GRP A    001957208    79307   3270428 SH       DEFINED 22 26 27         0        0  3270428
AT&T CORP                      COM LIB GRP A    001957208   289700  11946392 SH       DEFINED 28 30 32         0        0 11946392
AT&T CORP                      COM LIB GRP A    001957208      882     36400 SH       DEFINED 34               0        0    36400
AT&T CORP                      COM LIB GRP A    001957208   117364   4839242 SH       DEFINED 37 03      3506710        0  1332532
AT&T CORP                      COM WIRLES GRP   001957406   320646  11503000 SH       DEFINED 07 09 10         0        0 11503000
AT&T CORP                      COM WIRLES GRP   001957406   215125   7717500 SH       DEFINED 13 15 16         0        0  7717500
AT&T CORP                      COM WIRLES GRP   001957406   184440   6616700 SH       DEFINED 20 22 28         0        0  6616700
AT&T CORP                      COM WIRLES GRP   001957406    31769   1139700 SH       DEFINED 32 34            0        0  1139700
AT&T CORP                      COM WIRLES GRP   001957406     9318    343350 SH       DEFINED 37 03       305950        0    37400
ASA LTD                        COM              002050102     4644    288000 SH       DEFINED 15               0        0   288000
ASI SOLUTIONS INC              COM              00206F108     1268    151500 SH       DEFINED 07               0        0   151500
AVX CORP NEW                   COM              002444107     9124    397800 SH       DEFINED 02 12 13         0        0   397800
AVX CORP NEW                   COM              002444107    69310   3021700 SH       DEFINED 15 28 32         0        0  3021700
AVX CORP NEW                   COM              002444107     4546    198200 SH       DEFINED 34               0        0   198200
AVX CORP NEW                   COM              002444107     9340    407200 SH       DEFINED 03          153000        0   254200
AXA FINL INC                   COM              002451102   100609   2959100 SH       DEFINED 02 11 15         0        0  2959100
AXA FINL INC                   COM              002451102     4382    128900 SH       DEFINED 20 23 32         0        0   128900
AXA FINL INC                   COM              002451102     2070     60900 SH       DEFINED 34               0        0    60900
AXA FINL INC                   COM              002451102    15038    442300 SH       DEFINED 37 03       375800        0    66500
AARON RENTS INC                COM              002535201     5110    406800 SH       DEFINED 07               0        0   406800
AARON RENTS INC                COM              002535201      324     25800 SH       DEFINED 03           25800        0        0
ABBOTT LABS                    COM              002824100   175990   3949300 SH       DEFINED 02 04 06         0        0  3949300
ABBOTT LABS                    COM              002824100   968120  21725000 SH       DEFINED 07 09 10         0        0 21725000
ABBOTT LABS                    COM              002824100   352935   7920020 SH       DEFINED 11 13 15         0        0  7920020
ABBOTT LABS                    COM              002824100   391202   8778740 SH       DEFINED 16 18 19         0        0  8778740
ABBOTT LABS                    COM              002824100   151619   3402400 SH       DEFINED 22 23 28         0        0  3402400
ABBOTT LABS                    COM              002824100    55814   1252500 SH       DEFINED 30 32 34         0        0  1252500
ABBOTT LABS                    COM              002824100   165469   3714383 SH       DEFINED 37 03      3271283        0   443100
ABERCROMBIE & FITCH CO         CL A             002896207    23156   1900000 SH       DEFINED 05 06            0        0  1900000
ABGENIX INC                    COM              00339B107     8258     68900 SH       DEFINED 02 04 06         0        0    68900
ABGENIX INC                    COM              00339B107   321043   2678500 SH       DEFINED 09 13 15         0        0  2678500
ABGENIX INC                    COM              00339B107   117638    981471 SH       DEFINED 22 23 28         0        0   981471
ABGENIX INC                    COM              00339B107     4890     40800 SH       DEFINED 30 34            0        0    40800
ABGENIX INC                    COM              00339B107    18954    158143 SH       DEFINED 03          109943        0    48200
ABITIBI-CONSOLIDATED INC       COM              003924107     2568    276707 SH       DEFINED 02 15 34         0        0   276707
ABITIBI-CONSOLIDATED INC       COM              003924107     4902    530600 SH       DEFINED 03          530600        0        0
ACCREDO HEALTH INC             COM              00437V104     2868     83000 SH       DEFINED 20 26 32         0        0    83000
ACLARA BIOSCIENCES INC         COM              00461P106    47585    934200 SH       DEFINED 09 16 26         0        0   934200
ACLARA BIOSCIENCES INC         COM              00461P106     1950     38300 SH       DEFINED 28 30            0        0    38300
ACNIELSEN CORP                 COM              004833109    47417   2155333 SH       DEFINED 02 07 09         0        0  2155333
ACNIELSEN CORP                 COM              004833109    31619   1437232 SH       DEFINED 12 15 16         0        0  1437232
ACNIELSEN CORP                 COM              004833109    57580   2617300 SH       DEFINED 22 26 28         0        0  2617300
ACNIELSEN CORP                 COM              004833109      574     26100 SH       DEFINED 30 34            0        0    26100
ACNIELSEN CORP                 COM              004833109     4920    223565 SH       DEFINED 37 03       169899        0    53666
ACTIVISION INC NEW             COM NEW          004930202     3391    521700 SH       DEFINED 15 28            0        0   521700
ACTIVISION INC NEW             COM NEW          004930202       87     13400 SH       DEFINED 03           13400        0        0
ACTEL CORP                     COM              004934105     7564    165800 SH       DEFINED 26               0        0   165800
ACTIVE SOFTWARE INC            COM              00504E100    43178    555800 SH       DEFINED 09 13 15         0        0   555800
ACTIVE SOFTWARE INC            COM              00504E100     6269     80700 SH       DEFINED 28 30            0        0    80700
ACTIVCARD S A                  SPONSORED ADR    00505N109     2887    150000 SH       DEFINED 28               0        0   150000
ACTUATE CORP                   COM              00508B102     2337     43800 SH       DEFINED 26               0        0    43800
ADAC LABS                      COM NEW          005313200     2625    109400 SH       DEFINED 13               0        0   109400
ADAC LABS                      COM NEW          005313200     3902    162600 SH       DEFINED 03          162600        0        0
ADAMS EXPRESS CO               COM              006212104       44      1238 SH       DEFINED 37            1238        0        0
ADAMS RES & ENERGY INC         COM NEW          006351308     5634    421300 SH       DEFINED 07               0        0   421300
ADAPTIVE BROADBAND CORP        COM              00650M104   140765   3830352 SH       DEFINED 09 13 15         0        0  3830352
ADAPTIVE BROADBAND CORP        COM              00650M104     7308    198880 SH       DEFINED 26 28 30         0        0   198880
ADAPTIVE BROADBAND CORP        COM              00650M104     1925     52400 SH       DEFINED 03           52400        0        0
ADAPTEC INC                    COM              00651F108    91172   4007600 SH       DEFINED 07 10 13         0        0  4007600
ADAPTEC INC                    COM              00651F108    63361   2785100 SH       DEFINED 15               0        0  2785100
ADAPTEC INC                    COM              00651F108     2779    122168 SH       DEFINED 03          122168        0        0
ADELPHIA COMMUNICATIONS CORP   CL A             006848105    41200    878950 SH       DEFINED 02 13 15         0        0   878950
ADELPHIA COMMUNICATIONS CORP   CL A             006848105       35       750 SH       DEFINED 34               0        0      750
ADMINISTRADORA FONDOS PENSIONE SPONSORED ADR    00709P108      306     14500 SH       DEFINED 13               0        0    14500
ADMINISTRADORA FONDOS PENSIONE SPONSORED ADR    00709P108      483     22900 SH       DEFINED 03           22900        0        0
ADOBE SYS INC                  COM              00724F101    54756    421200 SH       DEFINED 02 04 06         0        0   421200
ADOBE SYS INC                  COM              00724F101    84994    653800 SH       DEFINED 07 09 12         0        0   653800
ADOBE SYS INC                  COM              00724F101   513771   3952087 SH       DEFINED 13 15 16         0        0  3952087
ADOBE SYS INC                  COM              00724F101   569361   4379700 SH       DEFINED 19 20 21         0        0  4379700
ADOBE SYS INC                  COM              00724F101   390819   3006300 SH       DEFINED 22 23 28         0        0  3006300
ADOBE SYS INC                  COM              00724F101   221991   1707630 SH       DEFINED 30 32 34         0        0  1707630
ADOBE SYS INC                  COM              00724F101    69779    536766 SH       DEFINED 03          394966        0   141800
ADTRAN INC                     COM              00738A106    45451    759100 SH       DEFINED 09 13 28         0        0   759100
ADTRAN INC                     COM              00738A106     2490     41600 SH       DEFINED 30 32            0        0    41600
ADVANCE PARADIGM INC           COM              007491103      617     30100 SH       DEFINED 02 15            0        0    30100
ADVANCE PARADIGM INC           COM              007491103     3261    159100 SH       DEFINED 03          159100        0        0
ADVANCED AERODYNAMICS&STRUCTUR CL A             00750B107      475    146200 SH       DEFINED 12 26 28         0        0   146200
ADVANCED DIGITAL INFORMATION   COM              007525108    19344   1213800 SH       DEFINED 02 07 13         0        0  1213800
ADVANCED DIGITAL INFORMATION   COM              007525108    36704   2303000 SH       DEFINED 15 21 29         0        0  2303000
ADVANCED DIGITAL INFORMATION   COM              007525108     5877    368800 SH       DEFINED 34               0        0   368800
ADVANCED DIGITAL INFORMATION   COM              007525108     6089    382100 SH       DEFINED 03          382100        0        0
ADVANCED MAGNETICS INC         COM              00753P103      214     35000 SH       DEFINED 12 28            0        0    35000
ADVANCED MARKETING SVCS INC    COM              00753T105    12807    694650 SH       DEFINED 07 26            0        0   694650
ADVANCED MARKETING SVCS INC    COM              00753T105     7302    396050 SH       DEFINED 03          396050        0        0
ADVANCED FIBRE COMMUNICATIONS  COM              00754A105    82727   1825700 SH       DEFINED 02 09 13         0        0  1825700
ADVANCED FIBRE COMMUNICATIONS  COM              00754A105    24849    548400 SH       DEFINED 20 22 26         0        0   548400
ADVANCED FIBRE COMMUNICATIONS  COM              00754A105    14098    311130 SH       DEFINED 28 30 32         0        0   311130
ADVANCED FIBRE COMMUNICATIONS  COM              00754A105       27       600 SH       DEFINED 37             600        0        0
ADVANCED NEUROMODULATION SYS   COM              00757T101     1859    111000 SH       DEFINED 03          111000        0        0
ADVO INC                       COM              007585102    18110    431200 SH       DEFINED 09 15 26         0        0   431200
ADVO INC                       COM              007585102     9870    235000 SH       DEFINED 28 30            0        0   235000
ADVO INC                       COM              007585102    18324    436300 SH       DEFINED 03          436300        0        0
ADVANCED MICRO DEVICES INC     COM              007903107   171958   2226000 SH       DEFINED 02 04 06         0        0  2226000
ADVANCED MICRO DEVICES INC     COM              007903107   139644   1807700 SH       DEFINED 07 11 12         0        0  1807700
ADVANCED MICRO DEVICES INC     COM              007903107   640657   8293300 SH       DEFINED 13 15 16         0        0  8293300
ADVANCED MICRO DEVICES INC     COM              007903107    44003    569620 SH       DEFINED 19 22 23         0        0   569620
ADVANCED MICRO DEVICES INC     COM              007903107    73171    947200 SH       DEFINED 28 32 34         0        0   947200
ADVANCED MICRO DEVICES INC     COM              007903107    35548    460176 SH       DEFINED 03          331876        0   128300
AEGON N V                      ORD AMER REG     007924103      182      5226 SH       DEFINED 37            5226        0        0
ADVANCED ENERGY INDS           COM              007973100    12170    206500 SH       DEFINED 02 15 26         0        0   206500
ADVANCED ENERGY INDS           COM              007973100     2946     50000 SH       DEFINED 34               0        0    50000
ADVANCED ENERGY INDS           COM              007973100      117      2000 SH       DEFINED 03            2000        0        0
ADVENT SOFTWARE INC            COM              007974108    12900    200000 SH       DEFINED 16               0        0   200000
AETHER SYS INC                 SUB NT CV   6%05 00808VAA3    22207  21000000 PRN      DEFINED 11               0        0        0
AETHER SYS INC                 COM              00808V105    27613    134700 SH       DEFINED 02 05 06         0        0   134700
AETHER SYS INC                 COM              00808V105   423714   2066900 SH       DEFINED 10 13 15         0        0  2066900
AETHER SYS INC                 COM              00808V105     8077     39400 SH       DEFINED 34               0        0    39400
AETHER SYS INC                 COM              00808V105     8548     41700 SH       DEFINED 03           39800        0     1900
AETNA INC                      COM              008117103    15655    243900 SH       DEFINED 02 15 34         0        0   243900
AETNA INC                      COM              008117103     8890    138494 SH       DEFINED 37 03       138494        0        0
AFFILIATED COMPUTER SERVICES   CL A             008190100    39651   1199300 SH       DEFINED 02 07 09         0        0  1199300
AFFILIATED COMPUTER SERVICES   CL A             008190100    17542    530600 SH       DEFINED 13 15 26         0        0   530600
AFFILIATED COMPUTER SERVICES   CL A             008190100      721     21820 SH       DEFINED 28 30            0        0    21820
AFFILIATED COMPUTER SERVICES   CL A             008190100    17394    526100 SH       DEFINED 03          526100        0        0
AFFILIATED MANAGERS GROUP      COM              008252108     4108     90300 SH       DEFINED 02 15            0        0    90300
AFFILIATED MANAGERS GROUP      COM              008252108    11757    258400 SH       DEFINED 03          258400        0        0
AFFYMETRIX INC                 SB NT CV 144A 07 00826TAC2     5442   7000000 PRN      DEFINED 11               0        0        0
AFFYMETRIX INC                 COM              00826T108    42255    255900 SH       DEFINED 02 04 05         0        0   255900
AFFYMETRIX INC                 COM              00826T108    34428    208500 SH       DEFINED 06 09 11         0        0   208500
AFFYMETRIX INC                 COM              00826T108   196837   1192050 SH       DEFINED 12 13 15         0        0  1192050
AFFYMETRIX INC                 COM              00826T108   294533   1783700 SH       DEFINED 16 22 26         0        0  1783700
AFFYMETRIX INC                 COM              00826T108    55564    336500 SH       DEFINED 28 30 34         0        0   336500
AFFYMETRIX INC                 COM              00826T108    13507     81800 SH       DEFINED 03           55620        0    26180
AGILENT TECHNOLOGIES INC       COM              00846U101    78175   1060000 SH       DEFINED 02 04 05         0        0  1060000
AGILENT TECHNOLOGIES INC       COM              00846U101   245366   3327001 SH       DEFINED 06 07 08         0        0  3327001
AGILENT TECHNOLOGIES INC       COM              00846U101   225167   3053122 SH       DEFINED 09 10 11         0        0  3053122
AGILENT TECHNOLOGIES INC       COM              00846U101   606483   8223500 SH       DEFINED 12 13 15         0        0  8223500
AGILENT TECHNOLOGIES INC       COM              00846U101   704104   9547183 SH       DEFINED 16 19 20         0        0  9547183
AGILENT TECHNOLOGIES INC       COM              00846U101   162056   2197372 SH       DEFINED 21 22 23         0        0  2197372
AGILENT TECHNOLOGIES INC       COM              00846U101   208445   2826384 SH       DEFINED 26 28 29         0        0  2826384
AGILENT TECHNOLOGIES INC       COM              00846U101    87225   1182715 SH       DEFINED 30 31 32         0        0  1182715
AGILENT TECHNOLOGIES INC       COM              00846U101    16966    230056 SH       DEFINED 34               0        0   230056
AGILENT TECHNOLOGIES INC       COM              00846U101   119840   1624584 SH       DEFINED 37 03      1188120        0   436464
AGILE SOFTWARE CORP DEL        COM              00846X105     3081     43600 SH       DEFINED 13               0        0    43600
AGILE SOFTWARE CORP DEL        COM              00846X105     4488     63500 SH       DEFINED 03           63500        0        0
AGNICO EAGLE MINES LTD         COM              008474108    21774   3466300 SH       DEFINED 09 12 15         0        0  3466300
AGNICO EAGLE MINES LTD         COM              008474108      647    103130 SH       DEFINED 28 30            0        0   103130
AGRIBRANDS INTL INC            COM              00849R105       89      2134 SH       DEFINED 08               0        0     2134
AIR CDA INC                    CL A NON VTG     008911307    82701   6960986 SH       DEFINED 02 07 21         0        0  6960986
AIR CDA INC                    CL A NON VTG     008911307      305     25710 SH       DEFINED 03           25710        0        0
AIR PRODS & CHEMS INC          COM              009158106     3949    128188 SH       DEFINED 08 15 34         0        0   128188
AIR PRODS & CHEMS INC          COM              009158106     5448    176800 SH       DEFINED 37 03       176800        0        0
AIRBORNE FGHT CORP             COM              009266107      140      7400 SH       DEFINED 15               0        0     7400
AIRNET COMMUNICATIONS CORP     COM              00941P106     1515     58000 SH       DEFINED 26               0        0    58000
AIRTRAN HLDGS INC              COM              00949P108       28      6800 SH       DEFINED 15               0        0     6800
AKAMAI TECHNOLOGIES INC        COM              00971T101    86427    727910 SH       DEFINED 10 13 16         0        0   727910
AKAMAI TECHNOLOGIES INC        COM              00971T101     1246     10500 SH       DEFINED 03            9800        0      700
AKZO NOBEL NV                  SPONSORED ADR    010199305        4       100 SH       DEFINED 37             100        0        0
ALASKA AIR GROUP INC           COM              011659109    17004    626900 SH       DEFINED 15 18            0        0   626900
ALASKA AIR GROUP INC           COM              011659109     1209     44600 SH       DEFINED 03           44600        0        0
ALASKA COMMUNICATIONS SYS GRP  COM              01167P101    11710   1128700 SH       DEFINED 09 15 34         0        0  1128700
ALBANY INTL CORP               CL A             012348108    22530   1553803 SH       DEFINED 12 03            0        0  1553803
ALBANY MOLECULAR RESH INC      COM              012423109     1132     20800 SH       DEFINED 26               0        0    20800
ALBEMARLE CORP                 COM              012653101      633     32100 SH       DEFINED 02 23            0        0    32100
ALBERTA ENERGY LTD             COM              012873105    78549   1945230 SH       DEFINED 02 06 07         0        0  1945230
ALBERTA ENERGY LTD             COM              012873105   199671   4943367 SH       DEFINED 15 19 20         0        0  4943367
ALBERTA ENERGY LTD             COM              012873105    76590   1896200 SH       DEFINED 21 22 32         0        0  1896200
ALBERTA ENERGY LTD             COM              012873105     5339    132200 SH       DEFINED 34               0        0   132200
ALBERTA ENERGY LTD             COM              012873105    13063    323398 SH       DEFINED 03          241898        0    81500
ALBERTO CULVER CO              CL B CONV        013068101     8007    262000 SH       DEFINED 28               0        0   262000
ALBERTO CULVER CO              CL B CONV        013068101     4900    160350 SH       DEFINED 03          160350        0        0
ALBERTO CULVER CO              CL A             013068200     9284    353700 SH       DEFINED 02 07 15         0        0   353700
ALBERTO CULVER CO              CL A             013068200   114252   4352490 SH       DEFINED 16 28 34         0        0  4352490
ALBERTO CULVER CO              CL A             013068200     8586    327100 SH       DEFINED 03          327100        0        0
ALBERTSONS INC                 COM              013104104    10386    312381 SH       DEFINED 02 13 15         0        0   312381
ALBERTSONS INC                 COM              013104104       83      2521 SH       DEFINED 34               0        0     2521
ALBERTSONS INC                 COM              013104104    22956    690434 SH       DEFINED 03          687034        0     3400
ALCAN ALUMINIUM LTD NEW        COM              013716105     5597    180270 SH       DEFINED 02 07 15         0        0   180270
ALCAN ALUMINIUM LTD NEW        COM              013716105     5515    177907 SH       DEFINED 37 03       177907        0        0
ALCOA INC                      COM              013817101    36606   1262300 SH       DEFINED 02 04 06         0        0  1262300
ALCOA INC                      COM              013817101   418696  14437804 SH       DEFINED 07 09 10         0        0 14437804
ALCOA INC                      COM              013817101    86849   2994800 SH       DEFINED 11 12 13         0        0  2994800
ALCOA INC                      COM              013817101    98765   3405716 SH       DEFINED 15 16 18         0        0  3405716
ALCOA INC                      COM              013817101    99012   3414216 SH       DEFINED 20 21 22         0        0  3414216
ALCOA INC                      COM              013817101    64141   2211760 SH       DEFINED 23 27 28         0        0  2211760
ALCOA INC                      COM              013817101    14144    487740 SH       DEFINED 30 32 34         0        0   487740
ALCOA INC                      COM              013817101    52340   1804851 SH       DEFINED 37 03      1427559        0   377292
ALCATEL                        SPONSORED ADR    013904305   296698   4467200 SH       DEFINED 02 11 15         0        0  4467200
ALCATEL                        SPONSORED ADR    013904305   208823   3140200 SH       DEFINED 20 21 28         0        0  3140200
ALCATEL                        SPONSORED ADR    013904305    47773    718400 SH       DEFINED 32 34            0        0   718400
ALCATEL                        SPONSORED ADR    013904305       16       250 SH       DEFINED 03             250        0        0
ALEXANDER & BALDWIN INC        COM              014482103    10031    454700 SH       DEFINED 09 13            0        0   454700
ALEXANDER & BALDWIN INC        COM              014482103    17707    802600 SH       DEFINED 03          802600        0        0
ALEXANDRIA REAL ESTATE EQ INC  COM              015271109    25140    732700 SH       DEFINED 09 12 22         0        0   732700
ALEXANDRIA REAL ESTATE EQ INC  COM              015271109    20539    598600 SH       DEFINED 26 28 35         0        0   598600
ALEXANDRIA REAL ESTATE EQ INC  COM              015271109     1142     33300 SH       DEFINED 37               0        0    33300
ALEXANDRIA REAL ESTATE EQ INC  COM              015271109     9209    268400 SH       DEFINED 03          262000        0     6400
ALKERMES INC                   SUB NT CV 144A07 01642TAA6      513    600000 PRN      DEFINED 11               0        0        0
ALKERMES INC                   COM              01642T108    17799    377700 SH       DEFINED 02 05 09         0        0   377700
ALKERMES INC                   COM              01642T108   132972   2821700 SH       DEFINED 11 15 22         0        0  2821700
ALKERMES INC                   COM              01642T108    51243   1087400 SH       DEFINED 26 28 30         0        0  1087400
ALKERMES INC                   COM              01642T108     3336     70800 SH       DEFINED 34               0        0    70800
ALKERMES INC                   COM              01642T108    19561    415100 SH       DEFINED 03          316100        0    99000
ALLEGHANY CORP DEL             COM              017175100       60       356 SH       DEFINED 37             356        0        0
ALLEGHENY ENERGY INC           COM              017361106    77974   2848400 SH       DEFINED 07 09 15         0        0  2848400
ALLEGHENY ENERGY INC           COM              017361106    31445   1148700 SH       DEFINED 22               0        0  1148700
ALLEGHENY ENERGY INC           COM              017361106     5986    218700 SH       DEFINED 03          140100        0    78600
ALLEGHENY TECHNOLOGIES INC     COM              01741R102    29916   1662000 SH       DEFINED 09 12 15         0        0  1662000
ALLEGHENY TECHNOLOGIES INC     COM              01741R102    66436   3690910 SH       DEFINED 22 23 28         0        0  3690910
ALLEGHENY TECHNOLOGIES INC     COM              01741R102     5007    278171 SH       DEFINED 03          110571        0   167600
ALLEGIANCE TELECOM INC         COM              01747T102    28764    449450 SH       DEFINED 05 06 09         0        0   449450
ALLEGIANCE TELECOM INC         COM              01747T102   278773   4355835 SH       DEFINED 10 13 15         0        0  4355835
ALLEGIANCE TELECOM INC         COM              01747T102   170765   2668215 SH       DEFINED 16 20 26         0        0  2668215
ALLEGIANCE TELECOM INC         COM              01747T102    20262    316600 SH       DEFINED 27 28 30         0        0   316600
ALLEGIANCE TELECOM INC         COM              01747T102    26885    420080 SH       DEFINED 32 34            0        0   420080
ALLEGIANCE TELECOM INC         COM              01747T102    23454    366475 SH       DEFINED 37 03       345875        0    20600
ALLEN TELECOM INC              COM              018091108    51256   2897900 SH       DEFINED 20 26 32         0        0  2897900
ALLEN TELECOM INC              COM              018091108     4555    257540 SH       DEFINED 03          257540        0        0
ALLERGAN INC                   COM              018490102    33331    447400 SH       DEFINED 02 06 07         0        0   447400
ALLERGAN INC                   COM              018490102   217972   2925800 SH       DEFINED 09 12 13         0        0  2925800
ALLERGAN INC                   COM              018490102   307495   4127460 SH       DEFINED 15 16 20         0        0  4127460
ALLERGAN INC                   COM              018490102    12136    162900 SH       DEFINED 23 28 30         0        0   162900
ALLERGAN INC                   COM              018490102    14117    189500 SH       DEFINED 32 34            0        0   189500
ALLERGAN INC                   COM              018490102    42452    569828 SH       DEFINED 37 03       506228        0    63600
ALLERGAN SPECIALTY THERAP      CL A             018494104        0        25 SH       DEFINED 37              25        0        0
ALLIANCE ATLANTIS COMMUNICATNS CL B NON-VTG     01853E204    22068   1698100 SH       DEFINED 02 07 21         0        0  1698100
ALLIANCE FST PRODS INC         COM              01859J108     9166    754400 SH       DEFINED 02 15            0        0   754400
ALLIANCE FST PRODS INC         COM              01859J108     4141    336400 SH       DEFINED 03          336400        0        0
ALLIANCE PHARMACEUTICAL CORP   COM              018773101    44712   3974400 SH       DEFINED 15 28            0        0  3974400
ALLIANT TECHSYSTEMS INC        COM              018804104     1675     24840 SH       DEFINED 02 15 19         0        0    24840
ALLIANT TECHSYSTEMS INC        COM              018804104     9144    135600 SH       DEFINED 21 26 34         0        0   135600
ALLIANT TECHSYSTEMS INC        COM              018804104    12658    187700 SH       DEFINED 03          187700        0        0
ALLIED RESH CORP               COM              019483106     3487    465000 SH       DEFINED 07               0        0   465000
ALLIED RISER COMMUNICATIONS CP COM              019496108     2202    155900 SH       DEFINED 10               0        0   155900
ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308    21433   2143300 SH       DEFINED 06 15 22         0        0  2143300
ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308     9102    910200 SH       DEFINED 25 27 34         0        0   910200
ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308     1454    145405 SH       DEFINED 03          145405        0        0
ALLMERICA FINL CORP            COM              019754100    29722    567500 SH       DEFINED 02 04 09         0        0   567500
ALLMERICA FINL CORP            COM              019754100   227461   4342934 SH       DEFINED 13 15 16         0        0  4342934
ALLMERICA FINL CORP            COM              019754100    50158    957680 SH       DEFINED 19 22 23         0        0   957680
ALLMERICA FINL CORP            COM              019754100    75311   1437920 SH       DEFINED 28 30 34         0        0  1437920
ALLMERICA FINL CORP            COM              019754100    27983    534300 SH       DEFINED 37               0        0   534300
ALLMERICA FINL CORP            COM              019754100     9350    178535 SH       DEFINED 03          178535        0        0
ALLSCRIPTS INC                 COM              019886100     1451     63100 SH       DEFINED 02 15 26         0        0    63100
ALLSCRIPTS INC                 COM              019886100       11       500 SH       DEFINED 34               0        0      500
ALLSTATE CORP                  COM              020002101     8228    369800 SH       DEFINED 02 15 34         0        0   369800
ALLSTATE CORP                  COM              020002101    13779    619285 SH       DEFINED 03          619285        0        0
ALLTEL CORP                    COM              020039103    51225    827056 SH       DEFINED 08 09 10         0        0   827056
ALLTEL CORP                    COM              020039103    81305   1312700 SH       DEFINED 11 15 16         0        0  1312700
ALLTEL CORP                    COM              020039103     2266     36600 SH       DEFINED 34               0        0    36600
ALLTEL CORP                    COM              020039103    17611    284332 SH       DEFINED 37 03       278332        0     6000
ALPHA INDS INC                 COM              020753109     2419     54900 SH       DEFINED 26               0        0    54900
ALPHA INDS INC                 COM              020753109      138      3318 SH       DEFINED 37            3318        0        0
ALPHARMA INC                   SB NT CV 5.75%05 020813AB7     2392   1100000 PRN      DEFINED 11               0        0        0
ALPHARMA INC                   SR SB CV 144A 06 020813AC5     1852    960000 PRN      DEFINED 11               0        0        0
ALPHARMA INC                   CL A             020813101    39553    635400 SH       DEFINED 02 12 13         0        0   635400
ALPHARMA INC                   CL A             020813101      286      4600 SH       DEFINED 28               0        0     4600
ALTERA CORP                    COM              021441100    87197    855400 SH       DEFINED 02 05 09         0        0   855400
ALTERA CORP                    COM              021441100   259155   2542300 SH       DEFINED 10 12 13         0        0  2542300
ALTERA CORP                    COM              021441100   758904   7444800 SH       DEFINED 15 16 20         0        0  7444800
ALTERA CORP                    COM              021441100    57434    563430 SH       DEFINED 23 26 28         0        0   563430
ALTERA CORP                    COM              021441100    40484    397150 SH       DEFINED 30 32 34         0        0   397150
ALTERA CORP                    COM              021441100    91476    897386 SH       DEFINED 37 03       561786        0   335600
ALTEON WEBSYSTEMS INC          COM              02145A109    39464    394400 SH       DEFINED 07 09 10         0        0   394400
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ALTEON WEBSYSTEMS INC          COM              02145A109     3782     37800 SH       DEFINED 28 30            0        0    37800
ALTEON WEBSYSTEMS INC          COM              02145A109     1901     19000 SH       DEFINED 03           12200        0     6800
ALZA CORP DEL                  COM              022615108   134598   2276500 SH       DEFINED 02 09 15         0        0  2276500
ALZA CORP DEL                  COM              022615108     9601    162400 SH       DEFINED 20 28 30         0        0   162400
ALZA CORP DEL                  COM              022615108     4026     68100 SH       DEFINED 32 34            0        0    68100
ALZA CORP DEL                  COM              022615108     5143     86994 SH       DEFINED 37 03        86994        0        0
AMAZON COM INC                 COM              023135106    10229    281700 SH       DEFINED 02 05 06         0        0   281700
AMAZON COM INC                 COM              023135106    71604   1971900 SH       DEFINED 09 12 13         0        0  1971900
AMAZON COM INC                 COM              023135106    10784    297000 SH       DEFINED 15 28 30         0        0   297000
AMAZON COM INC                 COM              023135106       72      2000 SH       DEFINED 34               0        0     2000
AMAZON COM INC                 COM              023135106        5       150 SH       DEFINED 37             150        0        0
AMBAC FINL GROUP INC           COM              023139108    65051   1186800 SH       DEFINED 02 04 06         0        0  1186800
AMBAC FINL GROUP INC           COM              023139108    38242    697700 SH       DEFINED 07 09 12         0        0   697700
AMBAC FINL GROUP INC           COM              023139108   129585   2364160 SH       DEFINED 15 16 19         0        0  2364160
AMBAC FINL GROUP INC           COM              023139108   141225   2576520 SH       DEFINED 21 22 23         0        0  2576520
AMBAC FINL GROUP INC           COM              023139108    34676    632630 SH       DEFINED 28 29 30         0        0   632630
AMBAC FINL GROUP INC           COM              023139108     3951     72100 SH       DEFINED 34               0        0    72100
AMBAC FINL GROUP INC           COM              023139108    10967    200100 SH       DEFINED 37             100        0   200000
AMBAC FINL GROUP INC           COM              023139108    74158   1352940 SH       DEFINED 03          962440        0   390500
AMBASSADORS INTL INC           COM              023178106      716     45500 SH       DEFINED 07               0        0    45500
AMERADA HESS CORP              COM              023551104    53802    871300 SH       DEFINED 02 07 09         0        0   871300
AMERADA HESS CORP              COM              023551104   132126   2139700 SH       DEFINED 12 13 15         0        0  2139700
AMERADA HESS CORP              COM              023551104    48627    787490 SH       DEFINED 18 19 22         0        0   787490
AMERADA HESS CORP              COM              023551104     8990    145600 SH       DEFINED 23 28 32         0        0   145600
AMERADA HESS CORP              COM              023551104     5897     95500 SH       DEFINED 34               0        0    95500
AMERADA HESS CORP              COM              023551104    38414    622077 SH       DEFINED 37 03       391977        0   230100
AMEREN CORP                    COM              023608102     3623    107335 SH       DEFINED 37 03       107335        0        0
AMERICA ONLINE INC DEL         SUB NT CV ZRO 19 02364JAC8    35766  71000000 PRN      DEFINED 11               0        0        0
AMERICA ONLINE INC DEL         COM              02364J104    61284   1161800 SH       DEFINED 02 04 05         0        0  1161800
AMERICA ONLINE INC DEL         COM              02364J104   950101  18011400 SH       DEFINED 06 10 12         0        0 18011400
AMERICA ONLINE INC DEL         COM              02364J104   979720  18572900 SH       DEFINED 13 15 16         0        0 18572900
AMERICA ONLINE INC DEL         COM              02364J104   125691   2382780 SH       DEFINED 19 23 26         0        0  2382780
AMERICA ONLINE INC DEL         COM              02364J104   254739   4829190 SH       DEFINED 27 28 30         0        0  4829190
AMERICA ONLINE INC DEL         COM              02364J104    25320    480000 SH       DEFINED 32 34            0        0   480000
AMERICA ONLINE INC DEL         COM              02364J104   217677   4126733 SH       DEFINED 37 03      3451673        0   675060
AMERICA WEST HLDG CORP         CL B             023657208    12984    758230 SH       DEFINED 07 15 34         0        0   758230
AMERICA WEST HLDG CORP         CL B             023657208     6017    351400 SH       DEFINED 03          351400        0        0
AMCORE FINL INC                COM              023912108      390     21300 SH       DEFINED 03           21300        0        0
AMERICAN AXLE & MFG HLDGS INC  COM              024061103     2695    190000 SH       DEFINED 28               0        0   190000
AMERICAN BK CONN WATERBURY     COM              024327108      857     43700 SH       DEFINED 07               0        0    43700
AMERICAN EAGLE OUTFITTERS NEW  COM              02553E106     2017    144100 SH       DEFINED 02 15 28         0        0   144100
AMERICAN EAGLE OUTFITTERS NEW  COM              02553E106       15      1100 SH       DEFINED 34               0        0     1100
AMERICAN EAGLE OUTFITTERS NEW  COM              02553E106       35      2500 SH       DEFINED 37            2500        0        0
AMERICAN ELEC PWR INC          COM              025537101    89882   3034000 SH       DEFINED 09 12 22         0        0  3034000
AMERICAN ELEC PWR INC          COM              025537101      115      3900 SH       DEFINED 28               0        0     3900
AMERICAN ELEC PWR INC          COM              025537101    10448    352697 SH       DEFINED 37 03       286697        0    66000
AMERICAN EXPRESS CO            COM              025816109   194509   3731600 SH       DEFINED 02 04 05         0        0  3731600
AMERICAN EXPRESS CO            COM              025816109   579497  11117456 SH       DEFINED 06 07 08         0        0 11117456
AMERICAN EXPRESS CO            COM              025816109   921514  17678936 SH       DEFINED 09 10 11         0        0 17678936
AMERICAN EXPRESS CO            COM              025816109   215935   4142648 SH       DEFINED 12 13 15         0        0  4142648
AMERICAN EXPRESS CO            COM              025816109   834630  16012089 SH       DEFINED 16 18 19         0        0 16012089
AMERICAN EXPRESS CO            COM              025816109   602675  11562116 SH       DEFINED 20 22 23         0        0 11562116
AMERICAN EXPRESS CO            COM              025816109   535946  10281942 SH       DEFINED 26 27 28         0        0 10281942
AMERICAN EXPRESS CO            COM              025816109   129655   2487400 SH       DEFINED 30 32 34         0        0  2487400
AMERICAN EXPRESS CO            COM              025816109   243896   4678997 SH       DEFINED 37 03      3521057        0  1157940
AMERICAN GENERAL CORP          COM              026351106    17238    282600 SH       DEFINED 02 09 10         0        0   282600
AMERICAN GENERAL CORP          COM              026351106   110513   1811700 SH       DEFINED 11 15 18         0        0  1811700
AMERICAN GENERAL CORP          COM              026351106     4854     79590 SH       DEFINED 28 30 34         0        0    79590
AMERICAN GENERAL CORP          COM              026351106    20601    337677 SH       DEFINED 37 03       304277        0    33400
AMERICAN GREETINGS CORP        CL A             026375105      943     49669 SH       DEFINED 03           49669        0        0
AMERICAN HOME PRODS CORP       COM              026609107   118363   2014700 SH       DEFINED 02 04 06         0        0  2014700
AMERICAN HOME PRODS CORP       COM              026609107   664131  11304368 SH       DEFINED 07 08 10         0        0 11304368
AMERICAN HOME PRODS CORP       COM              026609107   248859   4235900 SH       DEFINED 11 13 15         0        0  4235900
AMERICAN HOME PRODS CORP       COM              026609107   435838   7418530 SH       DEFINED 16 19 22         0        0  7418530
AMERICAN HOME PRODS CORP       COM              026609107   166004   2825600 SH       DEFINED 23 27 28         0        0  2825600
AMERICAN HOME PRODS CORP       COM              026609107    13008    221417 SH       DEFINED 30 31 32         0        0   221417
AMERICAN HOME PRODS CORP       COM              026609107    54666    930500 SH       DEFINED 34               0        0   930500
AMERICAN HOME PRODS CORP       COM              026609107   105843   1800983 SH       DEFINED 37 03      1588323        0   212660
AMERICAN HOMESTAR CORP         COM              026651109      891    839200 SH       DEFINED 07               0        0   839200
AMERICAN INTL GROUP INC        COM              026874107   241633   2056452 SH       DEFINED 02 04 05         0        0  2056452
AMERICAN INTL GROUP INC        COM              026874107   614986   5233924 SH       DEFINED 06 07 09         0        0  5233924
AMERICAN INTL GROUP INC        COM              026874107  1900137  16171380 SH       DEFINED 10 11 12         0        0 16171380
AMERICAN INTL GROUP INC        COM              026874107  1471471  12523161 SH       DEFINED 13 15 16         0        0 12523161
AMERICAN INTL GROUP INC        COM              026874107   765226   6512569 SH       DEFINED 18 19 20         0        0  6512569
AMERICAN INTL GROUP INC        COM              026874107   357347   3041252 SH       DEFINED 22 23 26         0        0  3041252
AMERICAN INTL GROUP INC        COM              026874107   586330   4990046 SH       DEFINED 27 28 30         0        0  4990046
AMERICAN INTL GROUP INC        COM              026874107   175545   1494006 SH       DEFINED 32 34            0        0  1494006
AMERICAN INTL GROUP INC        COM              026874107   437525   3722298 SH       DEFINED 37 03      3170168        0   552130
AMERICAN ITALIAN PASTA CO      CL A             027070101     3247    157000 SH       DEFINED 02 07 15         0        0   157000
AMERICAN ITALIAN PASTA CO      CL A             027070101    27022   1306200 SH       DEFINED 22 28 34         0        0  1306200
AMERICAN ITALIAN PASTA CO      CL A             027070101    11214    542100 SH       DEFINED 03          542100        0        0
AMERICAN NATL CAN GROUP INC    COM              027714104    20081   1190000 SH       DEFINED 12               0        0  1190000
AMERICAN NATL CAN GROUP INC    COM              027714104     2460    145800 SH       DEFINED 03          145800        0        0
AMERICAN RETIREMENT CORP       SB DB CV 5.75%02 028913AA9     3425   5000000 PRN      DEFINED 03               0        0        0
AMERICAN PWR CONVERSION CORP   COM              029066107    43485   1065500 SH       DEFINED 02 07 09         0        0  1065500
AMERICAN PWR CONVERSION CORP   COM              029066107    14798    362600 SH       DEFINED 15 20 28         0        0   362600
AMERICAN PWR CONVERSION CORP   COM              029066107     2420     59300 SH       DEFINED 30 32 34         0        0    59300
AMERICAN PWR CONVERSION CORP   COM              029066107     6612    162020 SH       DEFINED 37 03       162020        0        0
AMERICAN RESIDENTIAL INVS      COM              02926T103       93     22700 SH       DEFINED 26               0        0    22700
AMERICAN STD COS INC DEL       COM              029712106    43013   1049100 SH       DEFINED 02 04 06         0        0  1049100
AMERICAN STD COS INC DEL       COM              029712106   119200   2907340 SH       DEFINED 12 15 18         0        0  2907340
AMERICAN STD COS INC DEL       COM              029712106    22677    553100 SH       DEFINED 28 34 36         0        0   553100
AMERICAN STD COS INC DEL       COM              029712106    29734    725235 SH       DEFINED 37 03       138635        0   586600
AMERICAN STS WTR CO            COM              029899101     3638    122300 SH       DEFINED 03          122300        0        0
AMERICAN TOWER CORP            NT CV 144A    09 029912AA0     4092   2215000 PRN      DEFINED 11               0        0        0
AMERICAN TOWER CORP            NT CV144A2.25%09 029912AC6     9194   7100000 PRN      DEFINED 11               0        0        0
AMERICAN TOWER CORP            NT CV 144A  5%10 029912AE2    12210  12000000 PRN      DEFINED 11               0        0        0
AMERICAN TOWER CORP            CL A             029912201    30523    732200 SH       DEFINED 02 07 15         0        0   732200
AMERICAN TOWER CORP            CL A             029912201   464052  11131700 SH       DEFINED 20 21 29         0        0 11131700
AMERICAN TOWER CORP            CL A             029912201   111082   2664650 SH       DEFINED 32 34            0        0  2664650
AMERICAN TOWER CORP            CL A             029912201      946     22700 SH       DEFINED 03           22700        0        0
AMERICAN SUPERCONDUCTOR CORP   COM              030111108      810     16800 SH       DEFINED 02               0        0    16800
AMERICREDIT CORP               COM              03060R101     1037     61000 SH       DEFINED 26               0        0    61000
AMERISOURCE HEALTH CORP        CL A             03071P102     2895     93400 SH       DEFINED 02 15 34         0        0    93400
AMERISOURCE HEALTH CORP        CL A             03071P102     2966     95700 SH       DEFINED 03           95700        0        0
AMERITRADE HLDG CORP           CL A             03072H109      333     28700 SH       DEFINED 02 34            0        0    28700
AMERUS LIFE HLDGS INC          COM              030732101    19185    930200 SH       DEFINED 07 26            0        0   930200
AMERUS LIFE HLDGS INC          COM              030732101     1713     83100 SH       DEFINED 03           83100        0        0
AMES DEPT STORES INC           COM NEW          030789507     5256    678200 SH       DEFINED 02 07 09         0        0   678200
AMES DEPT STORES INC           COM NEW          030789507     8060   1040000 SH       DEFINED 15 22 26         0        0  1040000
AMES DEPT STORES INC           COM NEW          030789507     2825    364600 SH       DEFINED 28 34            0        0   364600
AMES DEPT STORES INC           COM NEW          030789507      164     21200 SH       DEFINED 03            6900        0    14300
AMETEK INC NEW                 COM              031100100    66464   3797970 SH       DEFINED 12 03            0        0  3797970
AMGEN INC                      COM              031162100   132006   1879100 SH       DEFINED 02 05 06         0        0  1879100
AMGEN INC                      COM              031162100   428454   6099000 SH       DEFINED 07 12 13         0        0  6099000
AMGEN INC                      COM              031162100   738082  10506510 SH       DEFINED 15 16 19         0        0 10506510
AMGEN INC                      COM              031162100    33375    475100 SH       DEFINED 20 23 26         0        0   475100
AMGEN INC                      COM              031162100    99143   1411300 SH       DEFINED 27 28 30         0        0  1411300
AMGEN INC                      COM              031162100    89119   1268600 SH       DEFINED 32 34            0        0  1268600
AMGEN INC                      COM              031162100   191199   2722011 SH       DEFINED 37 03      2302591        0   419420
AMKOR TECHNOLOGY INC           COM              031652100     4022    113900 SH       DEFINED 02 15 32         0        0   113900
AMKOR TECHNOLOGY INC           COM              031652100     1412     40000 SH       DEFINED 34               0        0    40000
AMRESCO CAP TR                 COM SH BEN INT   031919103     4865    480500 SH       DEFINED 07 15 33         0        0   480500
AMRESCO CAP TR                 COM SH BEN INT   031919103     2683    265000 SH       DEFINED 35               0        0   265000
AMRESCO CAP TR                 COM SH BEN INT   031919103     3911    386294 SH       DEFINED 03          386294        0        0
AMPEX CORP DEL                 CL A             032092108      102     52800 SH       DEFINED 07 10 22         0        0    52800
AMPEX CORP DEL                 CL A             032092108      332    170400 SH       DEFINED 25 27 36         0        0   170400
AMPEX CORP DEL                 CL A             032092108       36     21600 SH       DEFINED 03           10400        0    11200
AMPHENOL CORP NEW              CL A             032095101    28063    424000 SH       DEFINED 02 20 32         0        0   424000
AMPLICON INC                   COM              032101107     4972    523400 SH       DEFINED 07               0        0   523400
AMSOUTH BANCORPORATION         COM              032165102    13395    850500 SH       DEFINED 12 15            0        0   850500
AMSOUTH BANCORPORATION         COM              032165102     8523    541147 SH       DEFINED 03          301147        0   240000
AMYLIN PHARMACEUTICALS INC     COM              032346108    12087    795900 SH       DEFINED 15               0        0   795900
ANADARKO PETE CORP             COM              032511107   390052   7909800 SH       DEFINED 02 09 10         0        0  7909800
ANADARKO PETE CORP             COM              032511107   154572   3134550 SH       DEFINED 13 15 16         0        0  3134550
ANADARKO PETE CORP             COM              032511107    80530   1633070 SH       DEFINED 22 23 28         0        0  1633070
ANADARKO PETE CORP             COM              032511107     5163    104700 SH       DEFINED 30 34            0        0   104700
ANADARKO PETE CORP             COM              032511107    35823    726394 SH       DEFINED 37 03       544594        0   181800
ANADIGICS INC                  COM              032515108      510     15000 SH       DEFINED 26               0        0    15000
ANALOG DEVICES INC             COM              032654105   100502   1322400 SH       DEFINED 02 05 07         0        0  1322400
ANALOG DEVICES INC             COM              032654105   230548   3033532 SH       DEFINED 09 10 12         0        0  3033532
ANALOG DEVICES INC             COM              032654105  1281443  16861100 SH       DEFINED 13 15 16         0        0 16861100
ANALOG DEVICES INC             COM              032654105   116074   1527290 SH       DEFINED 19 20 23         0        0  1527290
ANALOG DEVICES INC             COM              032654105   285864   3761380 SH       DEFINED 26 27 28         0        0  3761380
ANALOG DEVICES INC             COM              032654105    68836    905740 SH       DEFINED 30 32 34         0        0   905740
ANALOG DEVICES INC             COM              032654105    94741   1246600 SH       DEFINED 03          958140        0   288460
ANAREN MICROWAVE INC           COM              032744104      925      7050 SH       DEFINED 02 15            0        0     7050
ANCOR COMMUNICATIONS INC       COM              03332K108    49875   1394500 SH       DEFINED 10 13            0        0  1394500
ANCOR COMMUNICATIONS INC       COM              03332K108    63348   1771200 SH       DEFINED 03         1771200        0        0
ANDREW CORP                    COM              034425108   107081   3190500 SH       DEFINED 02 09 13         0        0  3190500
ANDREW CORP                    COM              034425108    40285   1200300 SH       DEFINED 20 28 30         0        0  1200300
ANDREW CORP                    COM              034425108     5571    166000 SH       DEFINED 32 34            0        0   166000
ANDREW CORP                    COM              034425108   147646   4399156 SH       DEFINED 03         4399156        0        0
ANDRX CORP                     COM              034551101    29320    458700 SH       DEFINED 02 05 12         0        0   458700
ANDRX CORP                     COM              034551101    14497    226800 SH       DEFINED 15 23 26         0        0   226800
ANDRX CORP                     COM              034551101     6897    107900 SH       DEFINED 28 32 34         0        0   107900
ANDRX CORP                     COM              034551101     6245     97700 SH       DEFINED 03           49300        0    48400
ANESTA CORP                    COM              034603100     3639    146300 SH       DEFINED 03          146300        0        0
ANGIOTECH PHARMACEUTICALS INC  COM              034918102     1790     43200 SH       DEFINED 02               0        0    43200
ANGLOGOLD LTD                  SPONSORED ADR    035128206    11258    547528 SH       DEFINED 15               0        0   547528
ANHEUSER BUSCH COS INC         COM              035229103   137611   1842500 SH       DEFINED 02 04 05         0        0  1842500
ANHEUSER BUSCH COS INC         COM              035229103   146350   1959509 SH       DEFINED 06 07 08         0        0  1959509
ANHEUSER BUSCH COS INC         COM              035229103   290691   3892100 SH       DEFINED 10 11 12         0        0  3892100
ANHEUSER BUSCH COS INC         COM              035229103   310677   4159700 SH       DEFINED 15 16 23         0        0  4159700
ANHEUSER BUSCH COS INC         COM              035229103    40727    545300 SH       DEFINED 26 27 28         0        0   545300
ANHEUSER BUSCH COS INC         COM              035229103    48260    646172 SH       DEFINED 30 31 32         0        0   646172
ANHEUSER BUSCH COS INC         COM              035229103      485      6500 SH       DEFINED 34               0        0     6500
ANHEUSER BUSCH COS INC         COM              035229103   159774   2139138 SH       DEFINED 37 03      1778538        0   360600
ANIXTER INTL INC               COM              035290105     4160    157000 SH       DEFINED 07 26            0        0   157000
ANIXTER INTL INC               COM              035290105     9550    360400 SH       DEFINED 03          360400        0        0
ANNTAYLOR STORES CORP          GTD SD CV 144A19 036115AA1     9821  19660000 PRN      DEFINED 11               0        0        0
ANNTAYLOR STORES CORP          COM              036115103    25943    783200 SH       DEFINED 02 07 09         0        0   783200
ANNTAYLOR STORES CORP          COM              036115103    30511    921100 SH       DEFINED 10 13 15         0        0   921100
ANNTAYLOR STORES CORP          COM              036115103     6976    210600 SH       DEFINED 26 28 30         0        0   210600
ANNTAYLOR STORES CORP          COM              036115103       56      1700 SH       DEFINED 34               0        0     1700
ANNTAYLOR STORES CORP          COM              036115103    38136   1151300 SH       DEFINED 03         1141400        0     9900
ANTEC CORP                     SB NT CV 144A 03 03664PAA3     2892   1625000 PRN      DEFINED 26               0        0        0
ANTEC CORP                     SUB NT CV 4.5%03 03664PAB1     3506   1970000 PRN      DEFINED 11               0        0        0
ANTEC CORP                     COM              03664P105   187164   4503200 SH       DEFINED 09 13 26         0        0  4503200
ANTEC CORP                     COM              03664P105     2793     67200 SH       DEFINED 28 30            0        0    67200
ANTEC CORP                     COM              03664P105     5552    133600 SH       DEFINED 03          133600        0        0
ANTENNA TV SA                  SPONSORED ADR    03672N100     2264    146080 SH       DEFINED 02 21            0        0   146080
ANTHONY & SYLVAN POOLS CORP    COM              036762102      427     55000 SH       DEFINED 07               0        0    55000
ANTIGENICS INC DEL             COM              037032109      196     11800 SH       DEFINED 12 16 28         0        0    11800
AON CORP                       COM              037389103     1354     43600 SH       DEFINED 02 15 34         0        0    43600
AON CORP                       COM              037389103     6139    197646 SH       DEFINED 03          197646        0        0
APACHE CORP                    COM              037411105    29382    499600 SH       DEFINED 02 04 06         0        0   499600
APACHE CORP                    COM              037411105   214301   3643815 SH       DEFINED 09 10 12         0        0  3643815
APACHE CORP                    COM              037411105    73364   1247425 SH       DEFINED 13 15 18         0        0  1247425
APACHE CORP                    COM              037411105   103158   1754030 SH       DEFINED 19 20 21         0        0  1754030
APACHE CORP                    COM              037411105   174416   2965630 SH       DEFINED 22 23 28         0        0  2965630
APACHE CORP                    COM              037411105    39424    670350 SH       DEFINED 30 32 34         0        0   670350
APACHE CORP                    COM              037411105    14606    248319 SH       DEFINED 37 03       111259        0   137060
APACHE CORP                    ACES C DP 1/50   037411600    40921    801400 SH       DEFINED 09 11 22         0        0   801400
APACHE CORP                    ACES C DP 1/50   037411600      781     15300 SH       DEFINED 03            5400        0     9900
APARTMENT INVT & MGMT CO       CL A             03748R101    72763   1682400 SH       DEFINED 09 12 15         0        0  1682400
APARTMENT INVT & MGMT CO       CL A             03748R101    40786    943040 SH       DEFINED 18 26 28         0        0   943040
APARTMENT INVT & MGMT CO       CL A             03748R101    24951    576915 SH       DEFINED 34 35            0        0   576915
APARTMENT INVT & MGMT CO       CL A             03748R101    67093   1551300 SH       DEFINED 03         1482200        0    69100
APEX INC                       COM              037548104      875     20000 SH       DEFINED 02               0        0    20000
APOLLO GROUP INC               CL A             037604105    10204    364100 SH       DEFINED 02 12 20         0        0   364100
APOLLO GROUP INC               CL A             037604105     1979     70700 SH       DEFINED 32               0        0    70700
APPLE COMPUTER INC             COM              037833100    41030    783400 SH       DEFINED 02 07 09         0        0   783400
APPLE COMPUTER INC             COM              037833100   181144   3458600 SH       DEFINED 12 15 16         0        0  3458600
APPLE COMPUTER INC             COM              037833100    46625    890220 SH       DEFINED 20 23 28         0        0   890220
APPLE COMPUTER INC             COM              037833100    26647    508780 SH       DEFINED 30 32 34         0        0   508780
APPLE COMPUTER INC             COM              037833100    30126    575235 SH       DEFINED 37 03       545335        0    29900
APPLEBEES INTL INC             COM              037899101    65378   2156800 SH       DEFINED 02 07 13         0        0  2156800
APPLEBEES INTL INC             COM              037899101     3031    100000 SH       DEFINED 26               0        0   100000
APPLEBEES INTL INC             COM              037899101     1203     39700 SH       DEFINED 03           39700        0        0
APRIA HEALTHCARE GROUP INC     COM              037933108      387     31670 SH       DEFINED 15 34            0        0    31670
APRIA HEALTHCARE GROUP INC     COM              037933108     5268    430100 SH       DEFINED 03          430100        0        0
APPLIED FILMS CORP             COM              038197109     8079    220600 SH       DEFINED 09 28 30         0        0   220600
APPLIED MICRO CIRCUITS CORP    COM              03822W109    87462    885700 SH       DEFINED 02 12 15         0        0   885700
APPLIED MICRO CIRCUITS CORP    COM              03822W109    12146    123000 SH       DEFINED 26 28 34         0        0   123000
APPLIED MICRO CIRCUITS CORP    COM              03822W109     2745     27800 SH       DEFINED 03           12100        0    15700
APPLIED MATLS INC              COM              038222105   207920   2294300 SH       DEFINED 02 05 10         0        0  2294300
APPLIED MATLS INC              COM              038222105   206654   2280329 SH       DEFINED 12 13 15         0        0  2280329
APPLIED MATLS INC              COM              038222105   351624   3879990 SH       DEFINED 16 19 22         0        0  3879990
APPLIED MATLS INC              COM              038222105    12297    135700 SH       DEFINED 23 26 27         0        0   135700
APPLIED MATLS INC              COM              038222105   339204   3742942 SH       DEFINED 28 30 32         0        0  3742942
APPLIED MATLS INC              COM              038222105   121067   1335954 SH       DEFINED 37 03      1129854        0   206100
APPLIED PWR INC                CL A             038225108     1274     38055 SH       DEFINED 03           38055        0        0
APPNET INC                     COM              03831Q101     2052     57000 SH       DEFINED 26               0        0    57000
APROPOS TECHNOLOGY INC         COM              038334108     2796    140700 SH       DEFINED 13 28            0        0   140700
APROPOS TECHNOLOGY INC         COM              038334108     1204     60600 SH       DEFINED 03           60500        0      100
APTARGROUP INC                 COM              038336103     8102    300100 SH       DEFINED 03          300100        0        0
ARACRUZ CELULOSE S A           SPON ADR CL B    038496204    15146    784270 SH       DEFINED 02 19 21         0        0   784270
ARACRUZ CELULOSE S A           SPON ADR CL B    038496204     4768    246900 SH       DEFINED 22 03            0        0   246900
ARCH CHEMICALS INC             COM              03937R102    20877    954380 SH       DEFINED 09 12 15         0        0   954380
ARCH CHEMICALS INC             COM              03937R102     9323    426200 SH       DEFINED 22 28 34         0        0   426200
ARCH CHEMICALS INC             COM              03937R102    18495    845500 SH       DEFINED 03          783550        0    61950
ARCH COAL INC                  COM              039380100      101     13251 SH       DEFINED 03           13251        0        0
ARCH COMMUNICATIONS GROUP INC  COM NEW          039381504     1625    250000 SH       DEFINED 26               0        0   250000
ARCHER DANIELS MIDLAND CO      COM              039483102   106117  10814498 SH       DEFINED 13 15            0        0 10814498
ARCHER DANIELS MIDLAND CO      COM              039483102     4594    468230 SH       DEFINED 03          468230        0        0
ARCHSTONE CMNTYS TR            SH BEN INT       039581103    26606   1263200 SH       DEFINED 09 12 15         0        0  1263200
ARCHSTONE CMNTYS TR            SH BEN INT       039581103     4707    223500 SH       DEFINED 35               0        0   223500
ARCHSTONE CMNTYS TR            SH BEN INT       039581103    13269    630000 SH       DEFINED 03          551700        0    78300
ARCTIC CAT INC                 COM              039670104      332     28000 SH       DEFINED 26               0        0    28000
ARDEN RLTY GROUP INC           COM              039793104    14060    598300 SH       DEFINED 09 12 34         0        0   598300
ARDEN RLTY GROUP INC           COM              039793104     5200    221300 SH       DEFINED 35               0        0   221300
ARDEN RLTY GROUP INC           COM              039793104    14001    595800 SH       DEFINED 03          513400        0    82400
AREA BANCSHARES CORP NEW       COM              039872106      388     17400 SH       DEFINED 26               0        0    17400
ARCHITEL SYS CORP              COM              039917109      940     35800 SH       DEFINED 28               0        0    35800
ARGENTINA FD INC               COM              040112104     2675    261000 SH       DEFINED 19 21            0        0   261000
ARGOSY GAMING CO               COM              040228108     1063     74000 SH       DEFINED 26               0        0    74000
ARIAD PHARMACEUTICALS INC      COM              04033A100    11099    833800 SH       DEFINED 05 26 28         0        0   833800
ARIAD PHARMACEUTICALS INC      COM              04033A100     2867    215400 SH       DEFINED 03          105300        0   110100
ARIBA INC                      COM              04033V104   179710   1832900 SH       DEFINED 02 05 06         0        0  1832900
ARIBA INC                      COM              04033V104   247058   2519800 SH       DEFINED 09 10 13         0        0  2519800
ARIBA INC                      COM              04033V104   493518   5033500 SH       DEFINED 15 16 23         0        0  5033500
ARIBA INC                      COM              04033V104     9693     98870 SH       DEFINED 28 30 34         0        0    98870
ARIBA INC                      COM              04033V104    77133    786700 SH       DEFINED 03          625300        0   161400
ARK RESTAURANTS CORP           COM              040712101     2286    295000 SH       DEFINED 07               0        0   295000
ARKANSAS BEST CORP DEL         COM              040790107     4217    424400 SH       DEFINED 07 26            0        0   424400
ARM HLDGS PLC                  SPONSORED ADR    042068106    30343    923000 SH       DEFINED 13 15 19         0        0   923000
ARM HLDGS PLC                  SPONSORED ADR    042068106     1643     50000 SH       DEFINED 21               0        0    50000
ARM HLDGS PLC                  SPONSORED ADR    042068106     2511     76400 SH       DEFINED 03           76400        0        0
ARMSTRONG HLDGS INC            COM              042384107       10       700 SH       DEFINED 15               0        0      700
ARMSTRONG HLDGS INC            COM              042384107      472     30882 SH       DEFINED 03           30882        0        0
ARNOLD INDS INC                COM              042595108    12500   1036300 SH       DEFINED 07               0        0  1036300
ARQULE INC                     COM              04269E107    14097    727600 SH       DEFINED 02 05 26         0        0   727600
ARQULE INC                     COM              04269E107      873     45100 SH       DEFINED 28               0        0    45100
ARQULE INC                     COM              04269E107     2379    122800 SH       DEFINED 03           58000        0    64800
ARROW ELECTRS INC              COM              042735100    12015    387600 SH       DEFINED 20 26 32         0        0   387600
ARROW ELECTRS INC              COM              042735100       60      1850 SH       DEFINED 37            1850        0        0
ARROW INTL INC                 COM              042764100      448     13400 SH       DEFINED 15               0        0    13400
ART TECHNOLOGY GROUP INC       COM              04289L107    43221    428200 SH       DEFINED 02 10 11         0        0   428200
ART TECHNOLOGY GROUP INC       COM              04289L107   590686   5852000 SH       DEFINED 12 13 15         0        0  5852000
ART TECHNOLOGY GROUP INC       COM              04289L107    83081    823100 SH       DEFINED 20 22 23         0        0   823100
ART TECHNOLOGY GROUP INC       COM              04289L107   113786   1127300 SH       DEFINED 28 32 34         0        0  1127300
ART TECHNOLOGY GROUP INC       COM              04289L107    47309    468700 SH       DEFINED 03          353200        0   115500
ARTISTDIRECT INC               COM              04315D103      484    155000 SH       DEFINED 15               0        0   155000
ARVIN INDS INC                 COM              043339100     5683    327100 SH       DEFINED 03          327100        0        0
ASHLAND INC                    COM              044204105     1945     55492 SH       DEFINED 03           55492        0        0
ASIA PAC FD INC                COM              044901106     5055    521900 SH       DEFINED 19 21            0        0   521900
ASIA TIGERS FD INC             COM              04516T105     5832    648000 SH       DEFINED 19 21 26         0        0   648000
ASIA SATELLITE TELECOMMUNCNT   SPONSORED ADR    04516X106      815     23800 SH       DEFINED 13               0        0    23800
ASIA SATELLITE TELECOMMUNCNT   SPONSORED ADR    04516X106     1209     35300 SH       DEFINED 03           35300        0        0
ASK JEEVES INC                 COM              045174109      664     36800 SH       DEFINED 26               0        0    36800
ASIAINFO HLDGS INC             COM              04518A104     2189     49000 SH       DEFINED 02 19 21         0        0    49000
ASIAINFO HLDGS INC             COM              04518A104       44      1000 SH       DEFINED 03               0        0     1000
ASPECT COMMUNICATIONS CORP     COM              04523Q102   254785   6481020 SH       DEFINED 13 22 28         0        0  6481020
ASPECT COMMUNICATIONS CORP     COM              04523Q102     1375     35000 SH       DEFINED 34               0        0    35000
ASPECT COMMUNICATIONS CORP     COM              04523Q102     5118    130200 SH       DEFINED 03          130200        0        0
ASPEN TECHNOLOGY INC           COM              045327103     1540     40000 SH       DEFINED 26               0        0    40000
ASPEN TECHNOLOGY INC           COM              045327103     4469    116100 SH       DEFINED 03          116100        0        0
ASSET INVS CORP DEL            COM              04541W107     3266    276500 SH       DEFINED 35               0        0   276500
ASSET INVS CORP DEL            COM              04541W107     3133    265300 SH       DEFINED 03          265300        0        0
ASSOCIATED BANC CORP           COM              045487105     1199     55000 SH       DEFINED 15               0        0    55000
ASSOCIATED MATLS INC           COM              045709102     1110     74000 SH       DEFINED 28               0        0    74000
AT HOME CORP                   SB NT CV 144A 06 045919AD9     4227   6000000 PRN      DEFINED 11               0        0        0
AT HOME CORP                   COM SER A        045919107    80726   3890422 SH       DEFINED 10               0        0  3890422
ASSOCIATES FIRST CAP CORP      CL A             046008108    48459   2171860 SH       DEFINED 02 04 05         0        0  2171860
ASSOCIATES FIRST CAP CORP      CL A             046008108   396871  17786972 SH       DEFINED 06 07 09         0        0 17786972
ASSOCIATES FIRST CAP CORP      CL A             046008108   377312  16910374 SH       DEFINED 10 11 12         0        0 16910374
ASSOCIATES FIRST CAP CORP      CL A             046008108   320663  14371452 SH       DEFINED 15 16 19         0        0 14371452
ASSOCIATES FIRST CAP CORP      CL A             046008108   418039  18736528 SH       DEFINED 20 21 22         0        0 18736528
ASSOCIATES FIRST CAP CORP      CL A             046008108    70774   3171950 SH       DEFINED 26 28 29         0        0  3171950
ASSOCIATES FIRST CAP CORP      CL A             046008108    92699   4154604 SH       DEFINED 30 32 34         0        0  4154604
ASSOCIATES FIRST CAP CORP      CL A             046008108    81768   3664711 SH       DEFINED 37 03      2617199        0  1047512
ASTEC INDS INC                 COM              046224101      723     28500 SH       DEFINED 13               0        0    28500
ASTEC INDS INC                 COM              046224101     3681    145100 SH       DEFINED 03          145100        0        0
ASTORIA FINL CORP              COM              046265104     5253    204000 SH       DEFINED 15               0        0   204000
ASTORIA FINL CORP              COM              046265104      901     35000 SH       DEFINED 03           35000        0        0
ASTRONICS CORP                 COM              046433108     3603    389614 SH       DEFINED 07 15            0        0   389614
ASTROPOWER INC                 COM              04644A101     4272    157500 SH       DEFINED 28               0        0   157500
ASYST TECHNOLOGY CORP          COM              04648X107    13648    398500 SH       DEFINED 02 07 09         0        0   398500
ASYST TECHNOLOGY CORP          COM              04648X107    12110    353600 SH       DEFINED 12 15 28         0        0   353600
ASYST TECHNOLOGY CORP          COM              04648X107     4613    134700 SH       DEFINED 30 32 34         0        0   134700
ATLANTIC COAST AIRLINES HLDGS  COM              048396105     8131    256100 SH       DEFINED 15 26            0        0   256100
ATLANTIC COAST AIRLINES HLDGS  COM              048396105    18230    574200 SH       DEFINED 03          574200        0        0
ATLANTIC TELE NETWORK INC      COM NEW          049079205     4633    490920 SH       DEFINED 07               0        0   490920
ATLAS AIR INC                  COM              049164106     1635     45580 SH       DEFINED 15 34            0        0    45580
ATLAS AIR INC                  COM              049164106     9957    277550 SH       DEFINED 03          277550        0        0
ATMEL CORP                     COM              049513104   116392   3156400 SH       DEFINED 02 09 13         0        0  3156400
ATMEL CORP                     COM              049513104    89591   2429600 SH       DEFINED 15 28 30         0        0  2429600
ATMEL CORP                     COM              049513104    11062    300000 SH       DEFINED 32 34 03         0        0   300000
ATMOS ENERGY CORP              COM              049560105      611     34929 SH       DEFINED 15               0        0    34929
ATMOS ENERGY CORP              COM              049560105     3528    201600 SH       DEFINED 03          201600        0        0
ATPLAN INC                     COM              04962Q100     6056    922900 SH       DEFINED 15 28            0        0   922900
ATWOOD OCEANICS INC            COM              050095108    18655    420400 SH       DEFINED 13 15 26         0        0   420400
ATWOOD OCEANICS INC            COM              050095108    27193    612800 SH       DEFINED 03          612800        0        0
AUDIOVOX CORP                  CL A             050757103    26779   1213800 SH       DEFINED 02 23 03         0        0  1213800
AURORA FOODS INC               COM              05164B106     1439    359800 SH       DEFINED 15 28            0        0   359800
AURORA BIOSCIENCES CORP        COM              051920106    23681    347300 SH       DEFINED 09 28 30         0        0   347300
AUTODESK INC                   COM              052769106    26660    768600 SH       DEFINED 09 28 30         0        0   768600
AUTODESK INC                   COM              052769106     1627     46933 SH       DEFINED 03           46933        0        0
AUTOMATIC DATA PROCESSING INC  LYON SUB ZERO 12 053015AC7     5364   3875000 PRN      DEFINED 11               0        0        0
AUTOMATIC DATA PROCESSING INC  COM              053015103   211903   3956200 SH       DEFINED 05 10 13         0        0  3956200
AUTOMATIC DATA PROCESSING INC  COM              053015103   712203  13296680 SH       DEFINED 15 16 20         0        0 13296680
AUTOMATIC DATA PROCESSING INC  COM              053015103   146980   2744100 SH       DEFINED 22 23 26         0        0  2744100
AUTOMATIC DATA PROCESSING INC  COM              053015103   329060   6143480 SH       DEFINED 28 30 32         0        0  6143480
AUTOMATIC DATA PROCESSING INC  COM              053015103    85268   1592468 SH       DEFINED 37 03      1132008        0   460460
AUTONATION INC                 COM              05329W102    18281   2588600 SH       DEFINED 02 06 07         0        0  2588600
AUTONATION INC                 COM              05329W102   120168  17015027 SH       DEFINED 09 10 12         0        0 17015027
AUTONATION INC                 COM              05329W102     9690   1372130 SH       DEFINED 15 19 21         0        0  1372130
AUTONATION INC                 COM              05329W102    14540   2058900 SH       DEFINED 22 27 29         0        0  2058900
AUTONATION INC                 COM              05329W102       96     13600 SH       DEFINED 30 34            0        0    13600
AUTONATION INC                 COM              05329W102    16573   2346650 SH       DEFINED 03         1215150        0  1131500
AUTOZONE INC                   COM              053332102    49240   2238200 SH       DEFINED 02 07 12         0        0  2238200
AUTOZONE INC                   COM              053332102    65793   2990600 SH       DEFINED 13 23 28         0        0  2990600
AUTOZONE INC                   COM              053332102     2442    111026 SH       DEFINED 03          111026        0        0
AVANEX CORP                    COM              05348W109     3820     40000 SH       DEFINED 10 12 28         0        0    40000
AVANEX CORP                    COM              05348W109      484      5070 SH       DEFINED 03            5070        0        0
AVALONBAY CMNTYS INC           COM              053484101    38952    933004 SH       DEFINED 09 12 15         0        0   933004
AVALONBAY CMNTYS INC           COM              053484101    11393    272900 SH       DEFINED 35               0        0   272900
AVALONBAY CMNTYS INC           COM              053484101    29567    708200 SH       DEFINED 03          632700        0    75500
AVANT CORP                     COM              053487104    42667   2277500 SH       DEFINED 07               0        0  2277500
AVERY DENNISON CORP            COM              053611109    34837    519000 SH       DEFINED 02 04 06         0        0   519000
AVERY DENNISON CORP            COM              053611109   102170   1522100 SH       DEFINED 07 09 11         0        0  1522100
AVERY DENNISON CORP            COM              053611109    18758    279460 SH       DEFINED 12 15 19         0        0   279460
AVERY DENNISON CORP            COM              053611109   123290   1836730 SH       DEFINED 20 23 28         0        0  1836730
AVERY DENNISON CORP            COM              053611109    23630    352040 SH       DEFINED 30 32 34         0        0   352040
AVERY DENNISON CORP            COM              053611109    55341    824462 SH       DEFINED 37 03       716802        0   107660
AVIRON                         COM              053762100    21823    706850 SH       DEFINED 09 26 28         0        0   706850
AVIRON                         COM              053762100      891     28880 SH       DEFINED 30               0        0    28880
AVISTA CORP                    COM              05379B107      247     14200 SH       DEFINED 15               0        0    14200
AVIS GROUP HLDGS INC           COM              053790101    23989   1279430 SH       DEFINED 07 15 26         0        0  1279430
AVIS GROUP HLDGS INC           COM              053790101      750     40000 SH       DEFINED 28               0        0    40000
AVIS GROUP HLDGS INC           COM              053790101    13050    696000 SH       DEFINED 03          696000        0        0
AVNET INC                      COM              053807103    22485    379500 SH       DEFINED 15 16            0        0   379500
AVNET INC                      COM              053807103       23       425 SH       DEFINED 37             425        0        0
AVON PRODS INC                 COM              054303102   171458   3853000 SH       DEFINED 02 06 07         0        0  3853000
AVON PRODS INC                 COM              054303102   360236   8095200 SH       DEFINED 09 10 13         0        0  8095200
AVON PRODS INC                 COM              054303102    90784   2040100 SH       DEFINED 15 16 18         0        0  2040100
AVON PRODS INC                 COM              054303102   254565   5720579 SH       DEFINED 19 20 21         0        0  5720579
AVON PRODS INC                 COM              054303102   114652   2576470 SH       DEFINED 22 23 28         0        0  2576470
AVON PRODS INC                 COM              054303102    86361   1940710 SH       DEFINED 29 30 32         0        0  1940710
AVON PRODS INC                 COM              054303102      620     13950 SH       DEFINED 34               0        0    13950
AVON PRODS INC                 COM              054303102    44884   1008696 SH       DEFINED 37 03       774596        0   234100
AWARE INC MASS                 COM              05453N100     5112    100000 SH       DEFINED 28               0        0   100000
AWARE INC MASS                 COM              05453N100     1237     24200 SH       DEFINED 03           24200        0        0
AXA                            SPONSORED ADR    054536107     2378     29900 SH       DEFINED 02 15 34         0        0    29900
AXENT TECHNOLOGIES INC         COM              05459C108    49930   2012300 SH       DEFINED 13               0        0  2012300
AXYS PHARMACEUTICALS INC       COM              054635107      745    125600 SH       DEFINED 03          125600        0        0
AZTAR CORP                     COM              054802103     5028    324400 SH       DEFINED 02 13 20         0        0   324400
AZTAR CORP                     COM              054802103     2366    152700 SH       DEFINED 26 32            0        0   152700
AZTAR CORP                     COM              054802103     1413     91200 SH       DEFINED 03           91200        0        0
AZTEC MFG CO                   COM              054825104     7312    450000 SH       DEFINED 07               0        0   450000
BB&T CORP                      COM              054937107     7535    315642 SH       DEFINED 15               0        0   315642
BB&T CORP                      COM              054937107     6390    267651 SH       DEFINED 03          267651        0        0
AZURIX CORP                    COM              05501M104      269     38500 SH       DEFINED 15               0        0    38500
AZURIX CORP                    COM              05501M104      448     64000 SH       DEFINED 03           64000        0        0
B A S F  A G                   SPONSORED ADR    055262505        2        65 SH       DEFINED 37              65        0        0
BCE INC                        COM              05534B109    10427    439970 SH       DEFINED 02 07 18         0        0   439970
BCE INC                        COM              05534B109    43694   1843000 SH       DEFINED 19 21 22         0        0  1843000
BCE INC                        COM              05534B109     2622    110600 SH       DEFINED 34               0        0   110600
BCE INC                        COM              05534B109     1020     43052 SH       DEFINED 03           33152        0     9900
BHC COMMUNICATIONS INC         CL A             055448104    23620    155400 SH       DEFINED 13               0        0   155400
BHC COMMUNICATIONS INC         CL A             055448104    38312    252056 SH       DEFINED 03          252056        0        0
BISYS GROUP INC                COM              055472104    16771    272700 SH       DEFINED 02 15 20         0        0   272700
BISYS GROUP INC                COM              055472104     3622     58900 SH       DEFINED 32               0        0    58900
BISYS GROUP INC                COM              055472104     8087    131500 SH       DEFINED 03          131500        0        0
BJS WHOLESALE CLUB INC         COM              05548J106    99049   3001500 SH       DEFINED 02 05 07         0        0  3001500
BJS WHOLESALE CLUB INC         COM              05548J106    16849    510600 SH       DEFINED 12 15 19         0        0   510600
BJS WHOLESALE CLUB INC         COM              05548J106     3679    111500 SH       DEFINED 23 32 34         0        0   111500
BJS WHOLESALE CLUB INC         COM              05548J106    26560    804850 SH       DEFINED 03          459650        0   345200
BJ SVCS CO                     COM              055482103    39668    634700 SH       DEFINED 02 05 06         0        0   634700
BJ SVCS CO                     COM              055482103   354718   5675500 SH       DEFINED 09 12 13         0        0  5675500
BJ SVCS CO                     COM              055482103   107548   1720776 SH       DEFINED 15 22 23         0        0  1720776
BJ SVCS CO                     COM              055482103    77986   1247790 SH       DEFINED 26 28 30         0        0  1247790
BJ SVCS CO                     COM              055482103    33506    536100 SH       DEFINED 32 34 37         0        0   536100
BJ SVCS CO                     COM              055482103     3462     55400 SH       DEFINED 03           43700        0    11700
BMC INDS INC MINN              COM              055607105     1752    431500 SH       DEFINED 07               0        0   431500
BOC GROUP PLC                  SPONSORED ADR    055617609      185      6400 SH       DEFINED 15               0        0     6400
BP AMOCO P L C                 SPONSORED ADR    055622104    88969   1572942 SH       DEFINED 02 05 06         0        0  1572942
BP AMOCO P L C                 SPONSORED ADR    055622104   969624  17142526 SH       DEFINED 07 08 09         0        0 17142526
BP AMOCO P L C                 SPONSORED ADR    055622104   400040   7072544 SH       DEFINED 10 12 15         0        0  7072544
BP AMOCO P L C                 SPONSORED ADR    055622104   416057   7355720 SH       DEFINED 16 18 19         0        0  7355720
BP AMOCO P L C                 SPONSORED ADR    055622104  1179211  20847940 SH       DEFINED 20 21 22         0        0 20847940
BP AMOCO P L C                 SPONSORED ADR    055622104   265266   4689789 SH       DEFINED 23 28 30         0        0  4689789
BP AMOCO P L C                 SPONSORED ADR    055622104   218381   3860880 SH       DEFINED 32 34            0        0  3860880
BP AMOCO P L C                 SPONSORED ADR    055622104    39494    698053 SH       DEFINED 37 03       340577        0   357476
BRE PROPERTIES INC             CL A             05564E106    18015    623900 SH       DEFINED 09 12 15         0        0   623900
BRE PROPERTIES INC             CL A             05564E106    18748    649300 SH       DEFINED 26 28 34         0        0   649300
BRE PROPERTIES INC             CL A             05564E106    10041    347750 SH       DEFINED 03          260250        0    87500
BMC SOFTWARE INC               COM              055921100   109340   2996925 SH       DEFINED 07 10 15         0        0  2996925
BMC SOFTWARE INC               COM              055921100     7218    197866 SH       DEFINED 37 03       186766        0    11100
BTU INTL INC                   COM              056032105     7239    603300 SH       DEFINED 07               0        0   603300
BAIRNCO CORP                   COM              057097107     6644    900900 SH       DEFINED 07               0        0   900900
BAKER HUGHES INC               COM              057224107    26400    825030 SH       DEFINED 02 04 05         0        0   825030
BAKER HUGHES INC               COM              057224107   194652   6082900 SH       DEFINED 06 07 09         0        0  6082900
BAKER HUGHES INC               COM              057224107   223491   6984100 SH       DEFINED 10 12 13         0        0  6984100
BAKER HUGHES INC               COM              057224107   143151   4473476 SH       DEFINED 15 16 20         0        0  4473476
BAKER HUGHES INC               COM              057224107   302580   9455650 SH       DEFINED 22 23 28         0        0  9455650
BAKER HUGHES INC               COM              057224107    19700    615650 SH       DEFINED 30 32 34         0        0   615650
BAKER HUGHES INC               COM              057224107    25827    807061 SH       DEFINED 37 03       584261        0   222800
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     7406   1274200 SH       DEFINED 12 26 28         0        0  1274200
BAKER J INC                    COM              057232100      689    118600 SH       DEFINED 03          118600        0        0
BALDOR ELEC CO                 COM              057741100     2859    153530 SH       DEFINED 03          153530        0        0
BALDWIN TECHNOLOGY INC         CL A             058264102      290    136700 SH       DEFINED 07               0        0   136700
BALL CORP                      COM              058498106    10493    326004 SH       DEFINED 04 06 07         0        0   326004
BALL CORP                      COM              058498106    67098   2084609 SH       DEFINED 09 15 18         0        0  2084609
BALL CORP                      COM              058498106    19346    601069 SH       DEFINED 21 22 26         0        0   601069
BALL CORP                      COM              058498106     9640    299501 SH       DEFINED 29 30 34         0        0   299501
BALL CORP                      COM              058498106     2013     62549 SH       DEFINED 03           40749        0    21800
BALLARD PWR SYS INC            COM              05858H104     1566     17320 SH       DEFINED 02 15 34         0        0    17320
BALLY TOTAL FITNESS HLDG CORP  COM              05873K108     4108    161900 SH       DEFINED 26               0        0   161900
BALTIMORE TECHNOLOGIES PLC     SPONSORED ADR    059284109     2457    156000 SH       DEFINED 19 21            0        0   156000
BANCFIRST CORP                 COM              05945F103      189      6000 SH       DEFINED 26               0        0     6000
BANCO GANADERO S A             SP ADR PREF C    059594507      354     90000 SH       DEFINED 02 19 21         0        0    90000
BANCO SANTANDER CENT HISPANO   ADR              05964H105    38738   3733800 SH       DEFINED 19 21            0        0  3733800
BANGOR HYDRO ELEC CO           COM              060077104    13638    581900 SH       DEFINED 07 28            0        0   581900
BANGOR HYDRO ELEC CO           COM              060077104      321     13700 SH       DEFINED 03           13700        0        0
BANK OF AMERICA CORPORATION    COM              060505104    75845   1763854 SH       DEFINED 02 04 07         0        0  1763854
BANK OF AMERICA CORPORATION    COM              060505104   930613  21642171 SH       DEFINED 09 10 11         0        0 21642171
BANK OF AMERICA CORPORATION    COM              060505104   106944   2487091 SH       DEFINED 12 15 16         0        0  2487091
BANK OF AMERICA CORPORATION    COM              060505104   162092   3769590 SH       DEFINED 18 22 27         0        0  3769590
BANK OF AMERICA CORPORATION    COM              060505104    68735   1598500 SH       DEFINED 28 30 32         0        0  1598500
BANK OF AMERICA CORPORATION    COM              060505104    14663    341004 SH       DEFINED 34               0        0   341004
BANK OF AMERICA CORPORATION    COM              060505104   142199   3306302 SH       DEFINED 37 03      2991614        0   314688
BANK MONTREAL QUE              COM              063671101     5799    137450 SH       DEFINED 02 07 19         0        0   137450
BANK MONTREAL QUE              COM              063671101     8975    212600 SH       DEFINED 21               0        0   212600
BANK MONTREAL QUE              COM              063671101      792     18770 SH       DEFINED 03           18770        0        0
BANK OF THE OZARKS INC         COM              063904106     3971    246300 SH       DEFINED 07 28            0        0   246300
BANK NEW YORK INC              COM              064057102    82353   1771040 SH       DEFINED 02 04 05         0        0  1771040
BANK NEW YORK INC              COM              064057102   597435  12848084 SH       DEFINED 06 07 09         0        0 12848084
BANK NEW YORK INC              COM              064057102   333609   7174388 SH       DEFINED 10 11 15         0        0  7174388
BANK NEW YORK INC              COM              064057102   607274  13059658 SH       DEFINED 16 18 19         0        0 13059658
BANK NEW YORK INC              COM              064057102   371321   7985400 SH       DEFINED 20 22 23         0        0  7985400
BANK NEW YORK INC              COM              064057102    79068   1700390 SH       DEFINED 27 28 30         0        0  1700390
BANK NEW YORK INC              COM              064057102    30906    664660 SH       DEFINED 32 34            0        0   664660
BANK NEW YORK INC              COM              064057102   228829   4919754 SH       DEFINED 37 03      4105528        0   814226
BANK ONE CORP                  COM              06423A103   137985   5194757 SH       DEFINED 02 07 09         0        0  5194757
BANK ONE CORP                  COM              06423A103   200363   7543100 SH       DEFINED 11 12 13         0        0  7543100
BANK ONE CORP                  COM              06423A103    64184   2416345 SH       DEFINED 15 16 18         0        0  2416345
BANK ONE CORP                  COM              06423A103   362903  13662268 SH       DEFINED 19 20 22         0        0 13662268
BANK ONE CORP                  COM              06423A103   171514   6457000 SH       DEFINED 28 30 32         0        0  6457000
BANK ONE CORP                  COM              06423A103     3675    138382 SH       DEFINED 34               0        0   138382
BANK ONE CORP                  COM              06423A103    58590   2205561 SH       DEFINED 37 03      1939543        0   266018
BANK TOKYO-MITSUBISHI LTD      SPONSORED ADR    065379109    24699   2037100 SH       DEFINED 19 21 28         0        0  2037100
BANK TOKYO-MITSUBISHI LTD      SPONSORED ADR    065379109      539     44500 SH       DEFINED 30               0        0    44500
BANK UTD CORP                  CL A             065412108     2026     57600 SH       DEFINED 26 34            0        0    57600
BANKNORTH GROUP INC NEW        COM              06646R107     5620    367075 SH       DEFINED 02 15 34         0        0   367075
BANKNORTH GROUP INC NEW        COM              06646R107    10176    664600 SH       DEFINED 03          656600        0     8000
BANKUNITED FINL CORP           CL A             06652B103       78     10800 SH       DEFINED 26               0        0    10800
BANTA CORP                     COM              066821109    28752   1518300 SH       DEFINED 12 26            0        0  1518300
BANTA CORP                     COM              066821109     5067    267600 SH       DEFINED 03           52200        0   215400
BANYAN STRATEGIC RLTY TR       SH BEN INT       06683M102     3823    665000 SH       DEFINED 07               0        0   665000
BANYAN STRATEGIC RLTY TR       SH BEN INT       06683M102      408     71000 SH       DEFINED 03           71000        0        0
BARBEQUES GALORE LTD           SPONSORED ADR    067091108     4573    508200 SH       DEFINED 12 26 28         0        0   508200
BARD C R INC                   COM              067383109     8870    184330 SH       DEFINED 12 13 15         0        0   184330
BARD C R INC                   COM              067383109   222881   4631300 SH       DEFINED 16 34            0        0  4631300
BARD C R INC                   COM              067383109     5372    111637 SH       DEFINED 37 03       111637        0        0
BARNES & NOBLE INC             COM              067774109        2       100 SH       DEFINED 37             100        0        0
BARRICK GOLD CORP              COM              067901108    67708   3747540 SH       DEFINED 02 06 07         0        0  3747540
BARRICK GOLD CORP              COM              067901108    54421   3012000 SH       DEFINED 13 15 19         0        0  3012000
BARRICK GOLD CORP              COM              067901108   195983  10846860 SH       DEFINED 20 21 22         0        0 10846860
BARRICK GOLD CORP              COM              067901108    63615   3520860 SH       DEFINED 28 32 34         0        0  3520860
BARRICK GOLD CORP              COM              067901108     7897    435019 SH       DEFINED 37 03       374019        0    61000
BARNETT INC                    COM              068062108     4766    465000 SH       DEFINED 07               0        0   465000
BARR LABS INC                  COM              068306109     2312     51600 SH       DEFINED 02 13            0        0    51600
BARR LABS INC                  COM              068306109     2137     47700 SH       DEFINED 03           47700        0        0
BARRA INC                      COM              068313105      361      7300 SH       DEFINED 02               0        0     7300
BARRETT RES CORP               COM PAR $0.01    068480201     1080     35500 SH       DEFINED 03           35500        0        0
BASIN EXPL INC                 COM              070107107     3006    168200 SH       DEFINED 03          168200        0        0
BASSETT FURNITURE INDS INC     COM              070203104     2958    234300 SH       DEFINED 28               0        0   234300
BAUSCH & LOMB INC              COM              071707103    28155    363880 SH       DEFINED 02 12 15         0        0   363880
BAUSCH & LOMB INC              COM              071707103     6538     84500 SH       DEFINED 23 34            0        0    84500
BAUSCH & LOMB INC              COM              071707103     5998     77583 SH       DEFINED 37 03        77583        0        0
BAXTER INTL INC                COM              071813109    83818   1192080 SH       DEFINED 02 06 07         0        0  1192080
BAXTER INTL INC                COM              071813109   250446   3561900 SH       DEFINED 10 11 13         0        0  3561900
BAXTER INTL INC                COM              071813109   288488   4102950 SH       DEFINED 15 16 19         0        0  4102950
BAXTER INTL INC                COM              071813109     6574     93500 SH       DEFINED 21 23 28         0        0    93500
BAXTER INTL INC                COM              071813109    29200    415300 SH       DEFINED 29 30 34         0        0   415300
BAXTER INTL INC                COM              071813109    44090    626979 SH       DEFINED 37 03       596579        0    30400
BE AEROSPACE INC               COM              073302101     1726    251100 SH       DEFINED 15 26            0        0   251100
BE AEROSPACE INC               COM              073302101      671     97600 SH       DEFINED 03           97600        0        0
BE FREE INC                    COM              073308108     9859   1095500 SH       DEFINED 02 15 34         0        0  1095500
BE FREE INC                    COM              073308108     1094    121600 SH       DEFINED 03          121600        0        0
BE INC                         COM              073309106      700    140000 SH       DEFINED 13               0        0   140000
BEA SYS INC                    SB NT CV144A4%06 073325AC6    30906  19600000 PRN      DEFINED 11               0        0        0
BEA SYS INC                    COM              073325102    69207   1399900 SH       DEFINED 02 04 05         0        0  1399900
BEA SYS INC                    COM              073325102   339339   6864000 SH       DEFINED 06 09 10         0        0  6864000
BEA SYS INC                    COM              073325102  1229951  24878922 SH       DEFINED 11 12 13         0        0 24878922
BEA SYS INC                    COM              073325102   704001  14240224 SH       DEFINED 15 16 19         0        0 14240224
BEA SYS INC                    COM              073325102    81243   1643350 SH       DEFINED 20 21 22         0        0  1643350
BEA SYS INC                    COM              073325102    23932    484100 SH       DEFINED 23 26 27         0        0   484100
BEA SYS INC                    COM              073325102   146498   2963308 SH       DEFINED 28 30 32         0        0  2963308
BEA SYS INC                    COM              073325102    34932    706600 SH       DEFINED 34               0        0   706600
BEA SYS INC                    COM              073325102    97234   1966814 SH       DEFINED 03         1543548        0   423266
BEAR STEARNS COS INC           COM              073902108    23747    570517 SH       DEFINED 02 12 15         0        0   570517
BEAR STEARNS COS INC           COM              073902108     2477     59525 SH       DEFINED 32 34            0        0    59525
BEAR STEARNS COS INC           COM              073902108     9076    218042 SH       DEFINED 37 03       214842        0     3200
BEAZER HOMES USA INC           COM              07556Q105    21715   1189900 SH       DEFINED 07 12 28         0        0  1189900
BECKMAN COULTER INC            COM              075811109    13519    231600 SH       DEFINED 02 15 23         0        0   231600
BECKMAN COULTER INC            COM              075811109      928     15900 SH       DEFINED 28 34            0        0    15900
BECKMAN COULTER INC            COM              075811109    10935    187339 SH       DEFINED 37 03       176639        0    10700
BECTON DICKINSON & CO          COM              075887109    42293   1474268 SH       DEFINED 02 08 09         0        0  1474268
BECTON DICKINSON & CO          COM              075887109    91205   3179260 SH       DEFINED 15 16 22         0        0  3179260
BECTON DICKINSON & CO          COM              075887109     2438     85000 SH       DEFINED 28 34            0        0    85000
BECTON DICKINSON & CO          COM              075887109     8235    287061 SH       DEFINED 03          231361        0    55700
BED BATH & BEYOND INC          COM              075896100     5208    143690 SH       DEFINED 02 06 07         0        0   143690
BED BATH & BEYOND INC          COM              075896100    72771   2007500 SH       DEFINED 10 11 13         0        0  2007500
BED BATH & BEYOND INC          COM              075896100   135605   3740840 SH       DEFINED 15 19 20         0        0  3740840
BED BATH & BEYOND INC          COM              075896100     8783    242300 SH       DEFINED 23 28 30         0        0   242300
BED BATH & BEYOND INC          COM              075896100    31149    859300 SH       DEFINED 32 34            0        0   859300
BED BATH & BEYOND INC          COM              075896100     6166    170108 SH       DEFINED 37 03       170108        0        0
BEDFORD PPTY INVS INC          COM PAR $0.02    076446301      978     52700 SH       DEFINED 09               0        0    52700
BEDFORD PPTY INVS INC          COM PAR $0.02    076446301     2468    133000 SH       DEFINED 03          133000        0        0
BEL FUSE INC                   CL A             077347201     2295     85000 SH       DEFINED 07               0        0    85000
BEL FUSE INC                   CL B             077347300     3691    138000 SH       DEFINED 07               0        0   138000
BELDEN INC                     COM              077459105    12522    488700 SH       DEFINED 13 26 28         0        0   488700
BELDEN INC                     COM              077459105    11118    433900 SH       DEFINED 03          433900        0        0
BELL ATLANTIC CORP             COM              077853109    70623   1389615 SH       DEFINED 37 03      1293037        0    96578
BELL CDA INTL INC              COM              077914109       72      2500 SH       DEFINED 21               0        0     2500
BELLSOUTH CORP                 COM              079860102   110573   2594100 SH       DEFINED 02 04 05         0        0  2594100
BELLSOUTH CORP                 COM              079860102   729347  17110801 SH       DEFINED 06 07 09         0        0 17110801
BELLSOUTH CORP                 COM              079860102   801938  18813800 SH       DEFINED 10 11 12         0        0 18813800
BELLSOUTH CORP                 COM              079860102   625295  14669700 SH       DEFINED 15 16 18         0        0 14669700
BELLSOUTH CORP                 COM              079860102   383361   8993819 SH       DEFINED 19 20 22         0        0  8993819
BELLSOUTH CORP                 COM              079860102    46712   1095900 SH       DEFINED 23 27 28         0        0  1095900
BELLSOUTH CORP                 COM              079860102   143224   3360100 SH       DEFINED 30 32 34         0        0  3360100
BELLSOUTH CORP                 COM              079860102   231004   5418202 SH       DEFINED 37 03      4674302        0   743900
BELLWETHER EXPL CO             COM NEW          079895207     1344    161700 SH       DEFINED 02 26            0        0   161700
BELO A H CORP DEL              COM SER A        080555105       45      2600 SH       DEFINED 15               0        0     2600
BEMIS INC                      COM              081437105    47250   1405220 SH       DEFINED 09 12 15         0        0  1405220
BEMIS INC                      COM              081437105     1210     36000 SH       DEFINED 28 30 34         0        0    36000
BEMIS INC                      COM              081437105    12014    357308 SH       DEFINED 03           46508        0   310800
BENETTON GROUP SPA             ADR NEW          081795403        1        38 SH       DEFINED 37              38        0        0
BENIHANA INC                   COM              082047101     4863    347400 SH       DEFINED 07               0        0   347400
BENIHANA INC                   CL A             082047200     3568    266800 SH       DEFINED 07               0        0   266800
BERGSTROM CAP CORP             COM              084093103       51       200 SH       DEFINED 37             200        0        0
BERKSHIRE HATHAWAY INC DEL     CL A             084670108    48958       910 SH       DEFINED 02 10 15         0        0      910
BERKSHIRE HATHAWAY INC DEL     CL A             084670108   492431      9153 SH       DEFINED 20 32 34         0        0     9153
BERKSHIRE HATHAWAY INC DEL     CL B             084670207     8268      4698 SH       DEFINED 02 08 15         0        0     4698
BERKSHIRE HATHAWAY INC DEL     CL B             084670207     3386      1924 SH       DEFINED 34               0        0     1924
BERKSHIRE HATHAWAY INC DEL     CL B             084670207      353       202 SH       DEFINED 37             202        0        0
BERRY PETE CO                  CL A             085789105      508     29900 SH       DEFINED 02 07            0        0    29900
BEST BUY INC                   COM              086516101    23133    365750 SH       DEFINED 02 04 05         0        0   365750
BEST BUY INC                   COM              086516101    41188    651200 SH       DEFINED 06 07 09         0        0   651200
BEST BUY INC                   COM              086516101   209502   3312300 SH       DEFINED 10 12 13         0        0  3312300
BEST BUY INC                   COM              086516101   323485   5114400 SH       DEFINED 15 16 20         0        0  5114400
BEST BUY INC                   COM              086516101   180060   2846800 SH       DEFINED 22 23 26         0        0  2846800
BEST BUY INC                   COM              086516101    92371   1460420 SH       DEFINED 27 28 30         0        0  1460420
BEST BUY INC                   COM              086516101    40113    634200 SH       DEFINED 32 34            0        0   634200
BEST BUY INC                   COM              086516101    57771    913389 SH       DEFINED 03          626189        0   287200
BESTFOODS                      COM              08658U101     6809     98330 SH       DEFINED 02 06 09         0        0    98330
BESTFOODS                      COM              08658U101    80870   1167800 SH       DEFINED 10 12 15         0        0  1167800
BESTFOODS                      COM              08658U101   185811   2683200 SH       DEFINED 16 18 28         0        0  2683200
BESTFOODS                      COM              08658U101    12205    176250 SH       DEFINED 30 34            0        0   176250
BESTFOODS                      COM              08658U101    23513    339545 SH       DEFINED 37 03       312945        0    26600
BETHLEHEM STL CORP             COM              087509105    19964   5603960 SH       DEFINED 11 15 34         0        0  5603960
BETHLEHEM STL CORP             COM              087509105      359    100922 SH       DEFINED 03          100922        0        0
BIG BUCK BREWERY & STEAKHOUSE  COM              089072102      881    522500 SH       DEFINED 12               0        0   522500
BIG DOG HLDGS INC              COM              089128102     4399   1066600 SH       DEFINED 28               0        0  1066600
BINDLEY WESTN INDS INC         COM              090324104     9338    353233 SH       DEFINED 15 28            0        0   353233
BINDLEY WESTN INDS INC         COM              090324104     3643    137832 SH       DEFINED 03          137832        0        0
BIOCHEM PHARMA INC             COM              09058T108    46043   1883100 SH       DEFINED 02 15 34         0        0  1883100
BIOGEN INC                     COM              090597105    15789    244800 SH       DEFINED 02 11 12         0        0   244800
BIOGEN INC                     COM              090597105   153022   2372440 SH       DEFINED 13 15 28         0        0  2372440
BIOGEN INC                     COM              090597105     7791    120800 SH       DEFINED 34               0        0   120800
BIOGEN INC                     COM              090597105    14729    228351 SH       DEFINED 37 03       228351        0        0
BIOMET INC                     COM              090613100    91333   2376150 SH       DEFINED 02 05 07         0        0  2376150
BIOMET INC                     COM              090613100    27660    719610 SH       DEFINED 12 15 16         0        0   719610
BIOMET INC                     COM              090613100     3417     88900 SH       DEFINED 19 21 28         0        0    88900
BIOMET INC                     COM              090613100     9105    236900 SH       DEFINED 29 34            0        0   236900
BIOMET INC                     COM              090613100    20847    542371 SH       DEFINED 37 03       478471        0    63900
BIOTRANSPLANT INC              COM              09066Y107     4832    502100 SH       DEFINED 15               0        0   502100
BIOVAIL CORP                   COM              09067J109    48190    863700 SH       DEFINED 02 15 19         0        0   863700
BIOVAIL CORP                   COM              09067J109     2266     40600 SH       DEFINED 21 34            0        0    40600
BIOSITE DIAGNOSTICS INC        COM              090945106      698     14500 SH       DEFINED 26               0        0    14500
BIOMIRA INC                    COM              09161R106      683     75000 SH       DEFINED 11 28            0        0    75000
BLACK & DECKER CORP            COM              091797100    28462    724000 SH       DEFINED 02 04 06         0        0   724000
BLACK & DECKER CORP            COM              091797100   185794   4726100 SH       DEFINED 07 09 10         0        0  4726100
BLACK & DECKER CORP            COM              091797100    43327   1102120 SH       DEFINED 12 15 19         0        0  1102120
BLACK & DECKER CORP            COM              091797100    59739   1519600 SH       DEFINED 21 22 23         0        0  1519600
BLACK & DECKER CORP            COM              091797100     1188     30230 SH       DEFINED 28 30 34         0        0    30230
BLACK & DECKER CORP            COM              091797100    30028    763834 SH       DEFINED 03          364474        0   399360
BLACK BOX CORP DEL             COM              091826107   178485   2254400 SH       DEFINED 07 13 20         0        0  2254400
BLACK BOX CORP DEL             COM              091826107    26055    329100 SH       DEFINED 26 28 32         0        0   329100
BLACK BOX CORP DEL             COM              091826107    25129    317400 SH       DEFINED 03          299600        0    17800
BLACK HILLS CORP               COM              092113109     9750    432150 SH       DEFINED 02 07 13         0        0   432150
BLACK HILLS CORP               COM              092113109     5063    224400 SH       DEFINED 26 28            0        0   224400
BLACK HILLS CORP               COM              092113109    14833    657455 SH       DEFINED 03          657455        0        0
BLACKROCK INVT QUALITY MUN TR  COM              09247D105       14      1200 SH       DEFINED 37            1200        0        0
BLACKROCK INC                  CL A             09247X101     5753    198400 SH       DEFINED 15 26            0        0   198400
BLACKROCK INC                  CL A             09247X101     6841    235900 SH       DEFINED 03          235900        0        0
BLACKROCK NORTH AMERN GV INCM  COM              092475102     4533    465000 SH       DEFINED 19 21            0        0   465000
BLAIR CORP                     COM              092828102    14635    791100 SH       DEFINED 07               0        0   791100
BLANCH E W HLDGS INC           COM              093210102    12695    625000 SH       DEFINED 07               0        0   625000
BLANCH E W HLDGS INC           COM              093210102     6396    314900 SH       DEFINED 03          314900        0        0
BLOCK H & R INC                COM              093671105   133656   4128400 SH       DEFINED 02 07 09         0        0  4128400
BLOCK H & R INC                COM              093671105    82504   2548400 SH       DEFINED 10 12 15         0        0  2548400
BLOCK H & R INC                COM              093671105    38289   1182695 SH       DEFINED 21 22 29         0        0  1182695
BLOCK H & R INC                COM              093671105      679     21000 SH       DEFINED 34               0        0    21000
BLOCK H & R INC                COM              093671105    14342    443003 SH       DEFINED 03          112303        0   330700
BLUEFLY INC                    COM              096227103       24     11400 SH       DEFINED 03           11400        0        0
BLYTH INC                      COM              09643P108     8968    304000 SH       DEFINED 07 32            0        0   304000
BOEING CO                      COM              097023105    77568   1855150 SH       DEFINED 02 04 05         0        0  1855150
BOEING CO                      COM              097023105   375317   8976200 SH       DEFINED 06 07 09         0        0  8976200
BOEING CO                      COM              097023105   364734   8723100 SH       DEFINED 10 11 12         0        0  8723100
BOEING CO                      COM              097023105   272596   6519490 SH       DEFINED 13 15 16         0        0  6519490
BOEING CO                      COM              097023105    21647    517730 SH       DEFINED 18 19 20         0        0   517730
BOEING CO                      COM              097023105   215999   5165900 SH       DEFINED 22 23 26         0        0  5165900
BOEING CO                      COM              097023105   327143   7824070 SH       DEFINED 27 28 30         0        0  7824070
BOEING CO                      COM              097023105    15846    378993 SH       DEFINED 31 32 34         0        0   378993
BOEING CO                      COM              097023105   134703   3221757 SH       DEFINED 37 03      2607007        0   614750
BOISE CASCADE CORP             COM              097383103     4252    164347 SH       DEFINED 12 15 28         0        0   164347
BOISE CASCADE CORP             COM              097383103     3457    133613 SH       DEFINED 03          133613        0        0
BOLDER TECHNOLOGIES CORP       COM              097519102     2881    377900 SH       DEFINED 07 26            0        0   377900
BOLDER TECHNOLOGIES CORP       COM              097519102      986    129400 SH       DEFINED 03          129400        0        0
BOMBAY CO INC                  COM              097924104     6839   2328200 SH       DEFINED 20 32            0        0  2328200
BOMBAY CO INC                  COM              097924104     1413    481100 SH       DEFINED 03          465400        0    15700
BOOKHAM TECHNOLOGY PLC         SPONSORED ADR    09856Q108     8893    150100 SH       DEFINED 02 04 11         0        0   150100
BOOKHAM TECHNOLOGY PLC         SPONSORED ADR    09856Q108    84745   1430300 SH       DEFINED 13 15 22         0        0  1430300
BOOKHAM TECHNOLOGY PLC         SPONSORED ADR    09856Q108    28712    484600 SH       DEFINED 28 34            0        0   484600
BORDERS GROUP INC              COM              099709107     9026    580000 SH       DEFINED 28               0        0   580000
BOSTON PROPERTIES INC          COM              101121101    37180    962600 SH       DEFINED 09 35            0        0   962600
BOSTON PROPERTIES INC          COM              101121101    16693    432200 SH       DEFINED 03          432200        0        0
BOSTON SCIENTIFIC CORP         COM              101137107   182631   8325100 SH       DEFINED 10 15 20         0        0  8325100
BOSTON SCIENTIFIC CORP         COM              101137107     2913    132800 SH       DEFINED 32               0        0   132800
BOSTON SCIENTIFIC CORP         COM              101137107     7035    320702 SH       DEFINED 37 03       320702        0        0
BOWATER INC                    COM              102183100    72325   1639100 SH       DEFINED 02 04 09         0        0  1639100
BOWATER INC                    COM              102183100    83353   1889037 SH       DEFINED 12 15 18         0        0  1889037
BOWATER INC                    COM              102183100    36782    833600 SH       DEFINED 20 22 32         0        0   833600
BOWATER INC                    COM              102183100      966     21900 SH       DEFINED 34               0        0    21900
BOWATER INC                    COM              102183100    24033    544660 SH       DEFINED 37 03       439560        0   105100
BOYDS COLLECTION LTD           COM              103354106    18558   2183300 SH       DEFINED 20 32            0        0  2183300
BRADLEY REAL ESTATE INC        COM              104580105     6701    314419 SH       DEFINED 09 35            0        0   314419
BRADLEY REAL ESTATE INC        COM              104580105    12501    586600 SH       DEFINED 03          586600        0        0
BRASCAN CORP                   CL A LTD VT SH   10549P606   115708   9845169 SH       DEFINED 02 09 22         0        0  9845169
BRASCAN CORP                   CL A LTD VT SH   10549P606     2119    121800 SH       DEFINED 03               0        0   121800
BRASS EAGLE INC                COM              10553F106       14      2900 SH       DEFINED 28               0        0     2900
BRASS EAGLE INC                COM              10553F106      594    118900 SH       DEFINED 03          118900        0        0
BRAUN CONSULTING INC           COM              105651103     1801     85300 SH       DEFINED 26               0        0    85300
BRAUNS FASHIONS CORP           COM              105658108    12649    344800 SH       DEFINED 02 07 21         0        0   344800
BRAUNS FASHIONS CORP           COM              105658108     3910    106600 SH       DEFINED 26               0        0   106600
BRAUNS FASHIONS CORP           COM              105658108     4149    113100 SH       DEFINED 03          113100        0        0
BRAZIL FD INC                  COM              105759104     6392    373300 SH       DEFINED 19 21            0        0   373300
BREAKAWAY SOLUTIONS INC        COM              106372105     1463     54200 SH       DEFINED 26               0        0    54200
BRIGGS & STRATTON CORP         COM              109043109      623     18178 SH       DEFINED 37 03        18178        0        0
BRIGHT HORIZON FAMILY SOLUTION COM              109195107     5251    245700 SH       DEFINED 26               0        0   245700
BRINKER INTL INC               COM              109641100     7841    268100 SH       DEFINED 02 13 15         0        0   268100
BRINKER INTL INC               COM              109641100   143318   4899770 SH       DEFINED 22 23 28         0        0  4899770
BRINKER INTL INC               COM              109641100      579     19800 SH       DEFINED 32 34            0        0    19800
BRINKER INTL INC               COM              109641100     9811    335450 SH       DEFINED 03          335450        0        0
BRISTOL MYERS SQUIBB CO        COM              110122108   382164   6560772 SH       DEFINED 02 04 05         0        0  6560772
BRISTOL MYERS SQUIBB CO        COM              110122108   815721  14003806 SH       DEFINED 06 07 08         0        0 14003806
BRISTOL MYERS SQUIBB CO        COM              110122108  1306653  22431828 SH       DEFINED 09 10 11         0        0 22431828
BRISTOL MYERS SQUIBB CO        COM              110122108   420687   7222100 SH       DEFINED 12 13 15         0        0  7222100
BRISTOL MYERS SQUIBB CO        COM              110122108  1251095  21478040 SH       DEFINED 16 18 19         0        0 21478040
BRISTOL MYERS SQUIBB CO        COM              110122108   579710   9952112 SH       DEFINED 21 22 23         0        0  9952112
BRISTOL MYERS SQUIBB CO        COM              110122108   675357  11594128 SH       DEFINED 26 27 28         0        0 11594128
BRISTOL MYERS SQUIBB CO        COM              110122108    67414   1157332 SH       DEFINED 29 30 32         0        0  1157332
BRISTOL MYERS SQUIBB CO        COM              110122108    64546   1108100 SH       DEFINED 34               0        0  1108100
BRISTOL MYERS SQUIBB CO        COM              110122108   441278   7576147 SH       DEFINED 37 03      5903627        0  1672520
BRITISH AMERN TOB PLC          SPONSORED ADR    110448107     1769    131700 SH       DEFINED 15               0        0   131700
BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST   111021408      462      3500 SH       DEFINED 19               0        0     3500
BROADBASE SOFTWARE             COM              11130R100    72532   2368400 SH       DEFINED 13 28            0        0  2368400
BROADBASE SOFTWARE             COM              11130R100     1620     52900 SH       DEFINED 03           52900        0        0
BROADCOM CORP                  CL A             111320107   185264    846200 SH       DEFINED 02 07 10         0        0   846200
BROADCOM CORP                  CL A             111320107   286151   1307000 SH       DEFINED 12 13 16         0        0  1307000
BROADCOM CORP                  CL A             111320107   177118    808990 SH       DEFINED 19 20 22         0        0   808990
BROADCOM CORP                  CL A             111320107   115577    527900 SH       DEFINED 23 27 28         0        0   527900
BROADCOM CORP                  CL A             111320107    48910    223400 SH       DEFINED 30 32 34         0        0   223400
BROADCOM CORP                  CL A             111320107   140990    643978 SH       DEFINED 37 03       601778        0    42200
BROADVISION INC                COM              111412102    38663    760900 SH       DEFINED 02 09 10         0        0   760900
BROADVISION INC                COM              111412102   436516   8590731 SH       DEFINED 13 15 16         0        0  8590731
BROADVISION INC                COM              111412102   116944   2301500 SH       DEFINED 20 22 23         0        0  2301500
BROADVISION INC                COM              111412102   146670   2886500 SH       DEFINED 26 28 30         0        0  2886500
BROADVISION INC                COM              111412102    23180    456200 SH       DEFINED 32 34            0        0   456200
BROADVISION INC                COM              111412102    86161   1695682 SH       DEFINED 03         1265882        0   429800
BROADWING INC                  PFD CV DEP1/20   111620407     9059    198300 SH       DEFINED 11 27            0        0   198300
BROADWING INC                  PFD CV DEP1/20   111620407     3632     79500 SH       DEFINED 03           60300        0    19200
BROCADE COMMUNICATIONS SYS INC COM              111621108    52091    283900 SH       DEFINED 02 04 05         0        0   283900
BROCADE COMMUNICATIONS SYS INC COM              111621108   645626   3518700 SH       DEFINED 09 10 11         0        0  3518700
BROCADE COMMUNICATIONS SYS INC COM              111621108   913752   4980000 SH       DEFINED 12 13 15         0        0  4980000
BROCADE COMMUNICATIONS SYS INC COM              111621108   626619   3415110 SH       DEFINED 16 19 20         0        0  3415110
BROCADE COMMUNICATIONS SYS INC COM              111621108   152339    830260 SH       DEFINED 22 23 26         0        0   830260
BROCADE COMMUNICATIONS SYS INC COM              111621108   196348   1070110 SH       DEFINED 28 30 32         0        0  1070110
BROCADE COMMUNICATIONS SYS INC COM              111621108    40880    222800 SH       DEFINED 34               0        0   222800
BROCADE COMMUNICATIONS SYS INC COM              111621108   153862    838557 SH       DEFINED 03          686797        0   151760
BROOKFIELD PPTYS CORP          COM              112900105     9087    684700 SH       DEFINED 09               0        0   684700
BROOKSTONE INC                 COM              114537103     7143    744600 SH       DEFINED 07               0        0   744600
BROOKTROUT INC                 COM              114580103     2726    125000 SH       DEFINED 15               0        0   125000
BROWN & BROWN INC              COM              115236101      774     14900 SH       DEFINED 02 06 09         0        0    14900
BROWN & BROWN INC              COM              115236101     9755    187600 SH       DEFINED 13 15 26         0        0   187600
BROWN & BROWN INC              COM              115236101      187      3600 SH       DEFINED 28 30            0        0     3600
BROWN & BROWN INC              COM              115236101    18487    355525 SH       DEFINED 03          355025        0      500
BROWN FORMAN CORP              CL B             115637209    28697    533900 SH       DEFINED 07 09 13         0        0   533900
BROWN FORMAN CORP              CL B             115637209     8610    160200 SH       DEFINED 15 22            0        0   160200
BROWN FORMAN CORP              CL B             115637209     6371    118532 SH       DEFINED 03          110832        0     7700
BROWN TOM INC                  COM NEW          115660201     1503     65200 SH       DEFINED 12 15            0        0    65200
BROWN SHOE INC NEW             COM              115736100     1716    132000 SH       DEFINED 07 13 26         0        0   132000
BROWN SHOE INC NEW             COM              115736100     6208    477580 SH       DEFINED 03          477580        0        0
BRUNSWICK CORP                 COM              117043109      501     30300 SH       DEFINED 32               0        0    30300
BRUNSWICK CORP                 COM              117043109     1169     70628 SH       DEFINED 03           70628        0        0
BUCKEYE TECHNOLOGIES INC       COM              118255108     1419     64700 SH       DEFINED 02 15 26         0        0    64700
BUCKLE INC                     COM              118440106     3480    296200 SH       DEFINED 07               0        0   296200
BUFFETS INC                    COM              119882108      522     41200 SH       DEFINED 13               0        0    41200
BUFFETS INC                    COM              119882108      773     61000 SH       DEFINED 03           61000        0        0
BURLINGTON NORTHN SANTA FE CP  COM              12189T104   119109   5192800 SH       DEFINED 02 06 07         0        0  5192800
BURLINGTON NORTHN SANTA FE CP  COM              12189T104   183830   8014400 SH       DEFINED 09 11 12         0        0  8014400
BURLINGTON NORTHN SANTA FE CP  COM              12189T104   160716   7006730 SH       DEFINED 15 16 18         0        0  7006730
BURLINGTON NORTHN SANTA FE CP  COM              12189T104   132558   5779100 SH       DEFINED 19 22 28         0        0  5779100
BURLINGTON NORTHN SANTA FE CP  COM              12189T104       98      4300 SH       DEFINED 34               0        0     4300
BURLINGTON NORTHN SANTA FE CP  COM              12189T104    37765   1646182 SH       DEFINED 37 03      1222882        0   423300
BURLINGTON RES INC             COM              122014103    45096   1179000 SH       DEFINED 02 04 05         0        0  1179000
BURLINGTON RES INC             COM              122014103   259055   6772700 SH       DEFINED 06 07 09         0        0  6772700
BURLINGTON RES INC             COM              122014103   220925   5775825 SH       DEFINED 10 11 12         0        0  5775825
BURLINGTON RES INC             COM              122014103    75852   1983067 SH       DEFINED 15 16 19         0        0  1983067
BURLINGTON RES INC             COM              122014103    78825   2060800 SH       DEFINED 22 26 27         0        0  2060800
BURLINGTON RES INC             COM              122014103    45938   1201000 SH       DEFINED 28 30 34         0        0  1201000
BURLINGTON RES INC             COM              122014103    44863   1172799 SH       DEFINED 37 03       819099        0   353700
BURR BROWN CORP                SB NT CV 144A 07 122574AD8    25331  15000000 PRN      DEFINED 11               0        0        0
BURR BROWN CORP                COM              122574106    37726    435200 SH       DEFINED 15 26 32         0        0   435200
BUSH INDS INC                  CL A             123164105    13456    841000 SH       DEFINED 07               0        0   841000
BUSINESS OBJECTS S A           SPONSORED ADR    12328X107    12046    136700 SH       DEFINED 02 09 21         0        0   136700
BUSINESS OBJECTS S A           SPONSORED ADR    12328X107     2538     28800 SH       DEFINED 28 30            0        0    28800
BUTLER MFG CO DEL              COM              123655102     1042     61350 SH       DEFINED 13               0        0    61350
BUTLER MFG CO DEL              COM              123655102     1548     91100 SH       DEFINED 03           91100        0        0
C&D TECHNOLOGIES INC           COM              124661109    52262    925000 SH       DEFINED 07               0        0   925000
C&D TECHNOLOGIES INC           COM              124661109     8243    145900 SH       DEFINED 03          145900        0        0
CBL & ASSOC PPTYS INC          COM              124830100    71708   2875521 SH       DEFINED 09 16 35         0        0  2875521
CBL & ASSOC PPTYS INC          COM              124830100     7750    310800 SH       DEFINED 03          310800        0        0
CCB FINL CORP                  COM              124875105       16       412 SH       DEFINED 37             412        0        0
C COR NET CORP                 COM              125010108     2816    104300 SH       DEFINED 03          104300        0        0
C D I CORP                     COM              125071100      707     34700 SH       DEFINED 28               0        0    34700
CDW COMPUTER CTRS INC          COM              125129106    62606   1001700 SH       DEFINED 02 09 15         0        0  1001700
CDW COMPUTER CTRS INC          COM              125129106    85360   1365760 SH       DEFINED 16 19 20         0        0  1365760
CDW COMPUTER CTRS INC          COM              125129106   226158   3618540 SH       DEFINED 22 23 28         0        0  3618540
CDW COMPUTER CTRS INC          COM              125129106     5781     92500 SH       DEFINED 30 32            0        0    92500
CDW COMPUTER CTRS INC          COM              125129106     7950    127200 SH       DEFINED 03           84500        0    42700
CEC ENTMT INC                  COM              125137109     4292    167500 SH       DEFINED 02 13 15         0        0   167500
CEC ENTMT INC                  COM              125137109    65245   2546150 SH       DEFINED 20 26 32         0        0  2546150
CEC ENTMT INC                  COM              125137109       34      1350 SH       DEFINED 34               0        0     1350
CEC ENTMT INC                  COM              125137109    21768    849500 SH       DEFINED 03          840100        0     9400
C H ROBINSON WORLDWIDE INC     COM              12541W100   111043   2243300 SH       DEFINED 02 20 32         0        0  2243300
C H ROBINSON WORLDWIDE INC     COM              12541W100      787     15900 SH       DEFINED 03           15900        0        0
CIGNA CORP                     COM              125509109    84393    902600 SH       DEFINED 02 04 06         0        0   902600
CIGNA CORP                     COM              125509109    59788    639450 SH       DEFINED 07 09 11         0        0   639450
CIGNA CORP                     COM              125509109   454381   4859700 SH       DEFINED 12 13 15         0        0  4859700
CIGNA CORP                     COM              125509109   222579   2380530 SH       DEFINED 16 19 20         0        0  2380530
CIGNA CORP                     COM              125509109   220533   2358650 SH       DEFINED 21 23 28         0        0  2358650
CIGNA CORP                     COM              125509109    38524    412032 SH       DEFINED 29 30 32         0        0   412032
CIGNA CORP                     COM              125509109    17063    182500 SH       DEFINED 34               0        0   182500
CIGNA CORP                     COM              125509109   136122   1455530 SH       DEFINED 37 03      1169630        0   285900
CMGI INC                       COM              125750109    24954    544700 SH       DEFINED 05 06 11         0        0   544700
CMGI INC                       COM              125750109   116500   2542980 SH       DEFINED 12 13 28         0        0  2542980
CMGI INC                       COM              125750109    77048   1681823 SH       DEFINED 37 03      1679423        0     2400
CMP GROUP INC                  COM              125887109     4528    154500 SH       DEFINED 03          154500        0        0
CMS ENERGY CORP                COM              125896100        0         3 SH       DEFINED 15               0        0        3
CMS ENERGY CORP                COM              125896100     1972     89137 SH       DEFINED 03           89137        0        0
CNF TRANSN INC                 COM              12612W104    86750   3813200 SH       DEFINED 10 12 15         0        0  3813200
CNF TRANSN INC                 COM              12612W104    15951    701180 SH       DEFINED 18 28            0        0   701180
CNF TRANSN INC                 COM              12612W104    15055    661800 SH       DEFINED 03           65500        0   596300
CNET NETWORKS INC              COM              12613R104    19013    774100 SH       DEFINED 02 05 09         0        0   774100
CNET NETWORKS INC              COM              12613R104    43910   1787700 SH       DEFINED 13 26 28         0        0  1787700
CNET NETWORKS INC              COM              12613R104     2792    113700 SH       DEFINED 30 34            0        0   113700
CNET NETWORKS INC              COM              12613R104     2903    118200 SH       DEFINED 03           71000        0    47200
CPAC INC                       COM              126145101     4366    582200 SH       DEFINED 07               0        0   582200
C P CLARE CORP                 COM              12615K107      438     60000 SH       DEFINED 12               0        0    60000
CSX CORP                       COM              126408103    42586   2010000 SH       DEFINED 06 07 09         0        0  2010000
CSX CORP                       COM              126408103    28492   1344780 SH       DEFINED 12 15 22         0        0  1344780
CSX CORP                       COM              126408103       22      1050 SH       DEFINED 34               0        0     1050
CSX CORP                       COM              126408103     8121    383339 SH       DEFINED 03          231139        0   152200
CTC COMMUNICATIONS GROUP INC   COM              126419100     1983     55100 SH       DEFINED 26               0        0    55100
CTS CORP                       COM              126501105     9616    213700 SH       DEFINED 26 28 03         0        0   213700
CVS CORP                       COM              126650100   414175  10354376 SH       DEFINED 10 12 13         0        0 10354376
CVS CORP                       COM              126650100   588832  14720808 SH       DEFINED 15 16 20         0        0 14720808
CVS CORP                       COM              126650100   129012   3225302 SH       DEFINED 28 32            0        0  3225302
CVS CORP                       COM              126650100    12511    312966 SH       DEFINED 37 03       312966        0        0
CV THERAPEUTICS INC            COM              126667104    31557    455300 SH       DEFINED 02 09 13         0        0   455300
CV THERAPEUTICS INC            COM              126667104    53788    776025 SH       DEFINED 15 26 28         0        0   776025
CV THERAPEUTICS INC            COM              126667104     2689     38805 SH       DEFINED 30 34            0        0    38805
CABLE & WIRELESS PUB LTD CO    SPONSORED ADR    126830207   210492   4204600 SH       DEFINED 20 21 32         0        0  4204600
CABLEVISION SYS CORP           CL A             12686C109    18658    274890 SH       DEFINED 02 05 11         0        0   274890
CABLEVISION SYS CORP           CL A             12686C109    58867    867300 SH       DEFINED 13 15 26         0        0   867300
CABLEVISION SYS CORP           CL A             12686C109     8209    120950 SH       DEFINED 28 34            0        0   120950
CABLEVISION SYS CORP           CL A             12686C109     6251     92100 SH       DEFINED 37 03        50500        0    41600
CABLETRON SYS INC              COM              126920107    29928   1185300 SH       DEFINED 06 07 12         0        0  1185300
CABLETRON SYS INC              COM              126920107      121      4800 SH       DEFINED 28               0        0     4800
CABLETRON SYS INC              COM              126920107     5175    204974 SH       DEFINED 03          166574        0    38400
CABLE DESIGN TECHNOLOGIES CORP COM              126924109    32940    983300 SH       DEFINED 07 12 26         0        0   983300
CABLE DESIGN TECHNOLOGIES CORP COM              126924109    82920   2475250 SH       DEFINED 28 32            0        0  2475250
CABLE DESIGN TECHNOLOGIES CORP COM              126924109    16657    497250 SH       DEFINED 03          497250        0        0
CACHEFLOW INC                  COM              126946102     7233    117500 SH       DEFINED 15               0        0   117500
CACHEFLOW INC                  COM              126946102     4001     65000 SH       DEFINED 03           63900        0     1100
CABOT CORP                     COM              127055101    16248    596290 SH       DEFINED 08 12 15         0        0   596290
CABOT CORP                     COM              127055101       13       500 SH       DEFINED 34               0        0      500
CABOT CORP                     COM              127055101       10       375 SH       DEFINED 37             375        0        0
CABOT CORP                     COM              127055101     3697    135700 SH       DEFINED 03               0        0   135700
CABOT MICROELECTRONICS CORP    COM              12709P103     2090     45700 SH       DEFINED 26               0        0    45700
CABOT OIL & GAS CORP           CL A             127097103    41095   1939600 SH       DEFINED 05 06 11         0        0  1939600
CABOT OIL & GAS CORP           CL A             127097103     6856    323600 SH       DEFINED 12 15 28         0        0   323600
CABOT OIL & GAS CORP           CL A             127097103        2       100 SH       DEFINED 34               0        0      100
CABOT OIL & GAS CORP           CL A             127097103     4688    221300 SH       DEFINED 03          221300        0        0
CACI INTL INC                  CL A             127190304     5561    285200 SH       DEFINED 09 28 30         0        0   285200
CADENCE DESIGN SYSTEM INC      COM              127387108    18645    915100 SH       DEFINED 02 06 07         0        0   915100
CADENCE DESIGN SYSTEM INC      COM              127387108   233713  11470600 SH       DEFINED 09 13 15         0        0 11470600
CADENCE DESIGN SYSTEM INC      COM              127387108    37580   1844420 SH       DEFINED 16 28 30         0        0  1844420
CADENCE DESIGN SYSTEM INC      COM              127387108     6112    300000 SH       DEFINED 34               0        0   300000
CADENCE DESIGN SYSTEM INC      COM              127387108    50220   2464790 SH       DEFINED 37 03      2425790        0    39000
CAGLES INC                     CL A             127703106     1651    220200 SH       DEFINED 07               0        0   220200
CAL DIVE INTL INC              COM              127914109    15741    290500 SH       DEFINED 02 09 13         0        0   290500
CAL DIVE INTL INC              COM              127914109     3110     57400 SH       DEFINED 28 30            0        0    57400
CAL DIVE INTL INC              COM              127914109    12083    223000 SH       DEFINED 03          223000        0        0
CALDERA SYS INC                COM              128780103     1913    146500 SH       DEFINED 13 26            0        0   146500
CALDERA SYS INC                COM              128780103     1004     76900 SH       DEFINED 03           76900        0        0
CALGON CARBON CORP             COM              129603106      945    122000 SH       DEFINED 15               0        0   122000
CALIFORNIA AMPLIFIER INC       COM              129900106    16373    357900 SH       DEFINED 02 09 15         0        0   357900
CALIFORNIA AMPLIFIER INC       COM              129900106     3985     87120 SH       DEFINED 26 28 30         0        0    87120
CALIFORNIA AMPLIFIER INC       COM              129900106     7022    153500 SH       DEFINED 03           27700        0   125800
CALIFORNIA FED BK FSB LOS ANGL CONT LITIG REC   130209604       36     24640 SH       DEFINED 26               0        0    24640
CALIFORNIA FED BK FSB LOS ANGL 2ND CONT LITIG   130209703       25     38540 SH       DEFINED 26               0        0    38540
CALLAWAY GOLF CO               COM              131193104    60780   3726000 SH       DEFINED 02 12 13         0        0  3726000
CALLAWAY GOLF CO               COM              131193104    52319   3207300 SH       DEFINED 15 18 20         0        0  3207300
CALLAWAY GOLF CO               COM              131193104    26648   1633600 SH       DEFINED 26 28 32         0        0  1633600
CALLAWAY GOLF CO               COM              131193104       50      3100 SH       DEFINED 34               0        0     3100
CALLAWAY GOLF CO               COM              131193104     4396    269500 SH       DEFINED 03          149600        0   119900
CALPINE CORP                   COM              131347106    46176    702300 SH       DEFINED 02 04 05         0        0   702300
CALPINE CORP                   COM              131347106   156233   2376182 SH       DEFINED 06 07 09         0        0  2376182
CALPINE CORP                   COM              131347106    94956   1444200 SH       DEFINED 12 13 15         0        0  1444200
CALPINE CORP                   COM              131347106   284405   4325560 SH       DEFINED 16 19 20         0        0  4325560
CALPINE CORP                   COM              131347106   104292   1586200 SH       DEFINED 21 22 23         0        0  1586200
CALPINE CORP                   COM              131347106   123400   1876820 SH       DEFINED 26 28 29         0        0  1876820
CALPINE CORP                   COM              131347106    17614    267900 SH       DEFINED 30 32 34         0        0   267900
CALPINE CORP                   COM              131347106   160208   2436624 SH       DEFINED 37 03      1985024        0   451600
CAMBREX CORP                   COM              132011107      409      9100 SH       DEFINED 15               0        0     9100
CAMBREX CORP                   COM              132011107     6606    146800 SH       DEFINED 03          146800        0        0
CAMBRIDGE TECH PARTNERS MASS   COM              132524109     8794   1008700 SH       DEFINED 02 07 15         0        0  1008700
CAMBRIDGE TECH PARTNERS MASS   COM              132524109     3207    367900 SH       DEFINED 26 34            0        0   367900
CAMBRIDGE TECH PARTNERS MASS   COM              132524109      376     43200 SH       DEFINED 03           43200        0        0
CAMDEN PPTY TR                 SH BEN INT       133131102     1266     43100 SH       DEFINED 26               0        0    43100
CAMDEN PPTY TR                 SH BEN INT       133131102      687     23400 SH       DEFINED 03           23400        0        0
CAMINUS CORP                   COM              133766105     1710     69800 SH       DEFINED 26               0        0    69800
CAMPBELL SOUP CO               COM              134429109     9592    329344 SH       DEFINED 03          329344        0        0
CANADIAN PAC LTD NEW           COM              135923100    19277    743650 SH       DEFINED 02 07 15         0        0   743650
CANADIAN PAC LTD NEW           COM              135923100    53259   2053400 SH       DEFINED 19 20 21         0        0  2053400
CANADIAN PAC LTD NEW           COM              135923100     6847    264000 SH       DEFINED 23 32 34         0        0   264000
CANADIAN PAC LTD NEW           COM              135923100     1277     49260 SH       DEFINED 03           49260        0        0
CDN IMPERIAL BK OF COMMERCE    COM              136069101     7715    281170 SH       DEFINED 02 07 15         0        0   281170
CDN IMPERIAL BK OF COMMERCE    COM              136069101     5700    207600 SH       DEFINED 19 21 34         0        0   207600
CDN IMPERIAL BK OF COMMERCE    COM              136069101      525     19150 SH       DEFINED 03           19150        0        0
CANADIAN NATL RY CO            COM              136375102    57437   1974190 SH       DEFINED 02 07 15         0        0  1974190
CANADIAN NATL RY CO            COM              136375102    56706   1947880 SH       DEFINED 19 21 22         0        0  1947880
CANADIAN NATL RY CO            COM              136375102    34258   1176800 SH       DEFINED 28 34            0        0  1176800
CANADIAN NATL RY CO            COM              136375102      195      6700 SH       DEFINED 03            6700        0        0
CANADIAN OCCIDENTAL PETE LTD   COM              136420106     8222    303340 SH       DEFINED 02 07 15         0        0   303340
CANADIAN OCCIDENTAL PETE LTD   COM              136420106    87386   3222300 SH       DEFINED 19 20 21         0        0  3222300
CANADIAN OCCIDENTAL PETE LTD   COM              136420106    21131    779200 SH       DEFINED 22 32 34         0        0   779200
CANADIAN OCCIDENTAL PETE LTD   COM              136420106      850     31360 SH       DEFINED 03            6660        0    24700
CANANDAIGUA BRANDS INC         CL A             137219200    66774   1323900 SH       DEFINED 02 12 15         0        0  1323900
CANANDAIGUA BRANDS INC         CL A             137219200    40824    809400 SH       DEFINED 26 28 34         0        0   809400
CANANDAIGUA BRANDS INC         CL A             137219200     6935    137500 SH       DEFINED 03          110500        0    27000
CANNON EXPRESS INC             COM              137694105      237    111600 SH       DEFINED 07               0        0   111600
CANON INC                      ADR              138006309     9324    185100 SH       DEFINED 19 21            0        0   185100
CANON INC                      ADR              138006309        6       120 SH       DEFINED 37             120        0        0
CAPITAL AUTOMOTIVE REIT        COM SH BEN INT   139733109      565     40000 SH       DEFINED 26               0        0    40000
CAPITAL ONE FINL CORP          COM              14040H105    22174    496900 SH       DEFINED 02 10 15         0        0   496900
CAPITAL ONE FINL CORP          COM              14040H105     2454     55000 SH       DEFINED 34               0        0    55000
CAPITAL ONE FINL CORP          COM              14040H105     6773    151794 SH       DEFINED 03          151794        0        0
CAPITAL TRUST INC MD           COM              14052H100     2543    635782 SH       DEFINED 16               0        0   635782
CAPSTEAD MTG CORP              COM NEW          14067E407     2661    317800 SH       DEFINED 35               0        0   317800
CAPSTEAD MTG CORP              COM NEW          14067E407     4138    494150 SH       DEFINED 03          494150        0        0
CARBO CERAMICS INC             COM              140781105    33561    955500 SH       DEFINED 02 07 15         0        0   955500
CARBO CERAMICS INC             COM              140781105     4675    133100 SH       DEFINED 03          133100        0        0
CARAUSTAR INDS INC             COM              140909102       56      3729 SH       DEFINED 15               0        0     3729
CAPSTAR HOTEL CO               SUB NT CV4.75%04 140918AC7     1323   1741000 PRN      DEFINED 33               0        0        0
CAPSTAR HOTEL CO               SUB NT CV4.75%04 140918AC7      982   1293000 PRN      DEFINED 03               0        0        0
CARDINAL HEALTH INC            COM              14149Y108    41942    566791 SH       DEFINED 02 04 05         0        0   566791
CARDINAL HEALTH INC            COM              14149Y108   258414   3492082 SH       DEFINED 06 07 09         0        0  3492082
CARDINAL HEALTH INC            COM              14149Y108   738954   9985874 SH       DEFINED 10 13 15         0        0  9985874
CARDINAL HEALTH INC            COM              14149Y108  1039430  14046360 SH       DEFINED 16 19 20         0        0 14046360
CARDINAL HEALTH INC            COM              14149Y108   273999   3702700 SH       DEFINED 21 22 23         0        0  3702700
CARDINAL HEALTH INC            COM              14149Y108   189455   2560210 SH       DEFINED 28 29 32         0        0  2560210
CARDINAL HEALTH INC            COM              14149Y108    23258    314306 SH       DEFINED 34               0        0   314306
CARDINAL HEALTH INC            COM              14149Y108    92814   1254369 SH       DEFINED 37 03       976405        0   277964
CAREER EDUCATION CORP          COM              141665109     1261     26000 SH       DEFINED 02 26            0        0    26000
CAREINSITE INC                 COM              14170M106      548     30700 SH       DEFINED 15               0        0    30700
CAREINSITE INC                 COM              14170M106       44      2500 SH       DEFINED 03            2500        0        0
CAREMARK RX INC                COM              141705103    41264   6057200 SH       DEFINED 02 12 13         0        0  6057200
CAREMARK RX INC                COM              141705103    35162   5161440 SH       DEFINED 15 26 28         0        0  5161440
CAREMARK RX INC                COM              141705103     2183    320500 SH       DEFINED 34               0        0   320500
CAREMARK RX INC                COM              141705103     8436   1238395 SH       DEFINED 37 03      1238395        0        0
CAREY INTERNATIONAL INC        COM              141750109       68      5000 SH       DEFINED 07               0        0     5000
CARLISLE COS INC               COM              142339100      121      2700 SH       DEFINED 15               0        0     2700
CARLTON COMMUNICATIONS PLC     ADR              142872209     5879     90450 SH       DEFINED 03           58250        0    32200
CARNIVAL CORP                  COM              143658102     3642    186800 SH       DEFINED 02 07 15         0        0   186800
CARNIVAL CORP                  COM              143658102    40201   2061600 SH       DEFINED 16 28 34         0        0  2061600
CARNIVAL CORP                  COM              143658102    10048    515319 SH       DEFINED 37 03       515319        0        0
CARREKER ANTINORI INC          COM              144433109      315     35000 SH       DEFINED 02               0        0    35000
CARRIER1 INTL S A              ADR              144500303     3933    338400 SH       DEFINED 10 21            0        0   338400
CARSON INC                     CL A             145845103      168     37500 SH       DEFINED 27               0        0    37500
CARTER WALLACE INC             COM              146285101      766     38100 SH       DEFINED 02 26            0        0    38100
CASCADE NAT GAS CORP           COM              147339105     1036     62100 SH       DEFINED 15               0        0    62100
CASELLA WASTE SYS INC          CL A             147448104      571     53205 SH       DEFINED 15               0        0    53205
CASELLA WASTE SYS INC          CL A             147448104     4980    463270 SH       DEFINED 03          463270        0        0
CASTLE ENERGY CORP             COM PAR$0.50N    148449309     7330   1167000 SH       DEFINED 07               0        0  1167000
CATALYTICA INC                 COM              148885106      713     64900 SH       DEFINED 15               0        0    64900
CATELLUS DEV CORP              COM              149111106    20049   1336600 SH       DEFINED 09 15 35         0        0  1336600
CATELLUS DEV CORP              COM              149111106     6744    449600 SH       DEFINED 03          449600        0        0
CATERPILLAR INC DEL            COM              149123101    76283   2251900 SH       DEFINED 02 06 07         0        0  2251900
CATERPILLAR INC DEL            COM              149123101    89439   2640290 SH       DEFINED 09 10 15         0        0  2640290
CATERPILLAR INC DEL            COM              149123101    15741    464696 SH       DEFINED 16 19 21         0        0   464696
CATERPILLAR INC DEL            COM              149123101    74002   2184590 SH       DEFINED 22 23 28         0        0  2184590
CATERPILLAR INC DEL            COM              149123101     9078    268000 SH       DEFINED 29 30 34         0        0   268000
CATERPILLAR INC DEL            COM              149123101    58728   1733644 SH       DEFINED 37 03      1598444        0   135200
CATHAY BANCORP INC             COM              149150104    14353    309500 SH       DEFINED 07 28            0        0   309500
CELL GENESYS INC               COM              150921104    17080    610000 SH       DEFINED 11 15 28         0        0   610000
CELLSTAR CORP                  COM              150925105      266     95900 SH       DEFINED 03           95900        0        0
CELERITEK INC                  COM              150926103    12194    298800 SH       DEFINED 04 06 28         0        0   298800
CELL THERAPEUTICS INC          COM              150934107    25140    820900 SH       DEFINED 05 26 28         0        0   820900
CELL THERAPEUTICS INC          COM              150934107     7074    231000 SH       DEFINED 03          120600        0   110400
CELESTICA INC                  SUB VTG SHS      15101Q108    43065    884775 SH       DEFINED 02 07 09         0        0   884775
CELESTICA INC                  SUB VTG SHS      15101Q108    44759    919100 SH       DEFINED 12 15 16         0        0   919100
CELESTICA INC                  SUB VTG SHS      15101Q108    62905   1291700 SH       DEFINED 19 21 22         0        0  1291700
CELESTICA INC                  SUB VTG SHS      15101Q108     4291     88120 SH       DEFINED 26 28 30         0        0    88120
CELESTICA INC                  SUB VTG SHS      15101Q108    12368    253970 SH       DEFINED 03           13370        0   240600
CELGENE CORP                   COM              151020104   100682   1710100 SH       DEFINED 02 04 06         0        0  1710100
CELGENE CORP                   COM              151020104   296053   5028510 SH       DEFINED 09 13 15         0        0  5028510
CELGENE CORP                   COM              151020104   109578   1861200 SH       DEFINED 21 23 28         0        0  1861200
CELGENE CORP                   COM              151020104     5696     96750 SH       DEFINED 30 34            0        0    96750
CELGENE CORP                   COM              151020104    29210    496150 SH       DEFINED 03          224190        0   271960
CEMEX S A                      WT EXP  121302   151290871        3      1368 SH       DEFINED 19               0        0     1368
CEMEX S A                      WT EXP  121302   151290871        2      1043 SH       DEFINED 03            1043        0        0
CENDANT CORP                   COM              151313103   209980  14998600 SH       DEFINED 02 10 15         0        0 14998600
CENDANT CORP                   COM              151313103      110      7900 SH       DEFINED 34               0        0     7900
CENDANT CORP                   COM              151313103     7668    547718 SH       DEFINED 03          547718        0        0
CENDANT CORP                   RT PUR PRIDES    151313111       25      3000 SH       DEFINED 03            3000        0        0
CENTERPOINT PPTYS TR           SH BEN INT       151895109    52441   1286920 SH       DEFINED 09 28 35         0        0  1286920
CENTERPOINT PPTYS TR           SH BEN INT       151895109    47245   1159400 SH       DEFINED 03         1154800        0     4600
CENTEX CONSTRUCTION PRODUCTS   COM              15231R109      794     35000 SH       DEFINED 07               0        0    35000
CENTEX CORP                    COM              152312104    21995    935990 SH       DEFINED 07 10 15         0        0   935990
CENTEX CORP                    COM              152312104    57090   2429400 SH       DEFINED 18 23 28         0        0  2429400
CENTEX CORP                    COM              152312104       11       500 SH       DEFINED 34               0        0      500
CENTEX CORP                    COM              152312104    11167    475196 SH       DEFINED 03          467596        0     7600
CENTILLIUM COMMUNICATIONS INC  COM              152319109     3118     45200 SH       DEFINED 06 10 12         0        0    45200
CENTILLIUM COMMUNICATIONS INC  COM              152319109     5428     78670 SH       DEFINED 20 32 03       670        0    78000
CENTRAL EUROPEAN EQUITY FD INC COM              153436100     3806    258100 SH       DEFINED 19 21            0        0   258100
CENTRAL VT PUB SVC CORP        COM              155771108     2280    207300 SH       DEFINED 07               0        0   207300
CENTURY ALUM CO                COM              156431108      898     82600 SH       DEFINED 12 26 28         0        0    82600
CENTURYTEL INC                 COM              156700106    55530   1931500 SH       DEFINED 09 15 28         0        0  1931500
CENTURYTEL INC                 COM              156700106     4177    145300 SH       DEFINED 30 34            0        0   145300
CENTURYTEL INC                 COM              156700106     3770    131032 SH       DEFINED 37 03       131032        0        0
CEPHALON INC                   COM              156708109    23171    387000 SH       DEFINED 02 04 06         0        0   387000
CEPHALON INC                   COM              156708109   220763   3687081 SH       DEFINED 09 13 15         0        0  3687081
CEPHALON INC                   COM              156708109    23174    387040 SH       DEFINED 20 28 30         0        0   387040
CEPHALON INC                   COM              156708109     7365    123019 SH       DEFINED 32 34            0        0   123019
CEPHALON INC                   COM              156708109    15850    264733 SH       DEFINED 03          240743        0    23990
CEPHALON INC                   PFD CV EXCH      156708406     6910     40000 SH       DEFINED 11               0        0    40000
CERIDIAN CORP                  COM              15677T106    21254    883300 SH       DEFINED 02 06 07         0        0   883300
CERIDIAN CORP                  COM              15677T106   136362   5667010 SH       DEFINED 10 11 12         0        0  5667010
CERIDIAN CORP                  COM              15677T106   172071   7151020 SH       DEFINED 15 16 19         0        0  7151020
CERIDIAN CORP                  COM              15677T106    14228    591320 SH       DEFINED 20 28 32         0        0   591320
CERIDIAN CORP                  COM              15677T106    36281   1507802 SH       DEFINED 03         1059402        0   448400
CERNER CORP                    COM              156782104     5182    190200 SH       DEFINED 13 15            0        0   190200
CERTICOM CORP                  COM              156915100     8170    240000 SH       DEFINED 11               0        0   240000
CERUS CORP                     COM              157085101    15433    301500 SH       DEFINED 15               0        0   301500
CHAMPION ENTERPRISES INC       COM              158496109       10      2100 SH       DEFINED 15               0        0     2100
CHAMPION INTL CORP             COM              158525105        7       100 SH       DEFINED 37             100        0        0
CHARLES RIVER ASSOCIATES       COM              159852102     3525    200000 SH       DEFINED 26               0        0   200000
CHARTER ONE FINL INC           COM              160903100    63728   2770795 SH       DEFINED 02 10 12         0        0  2770795
CHARTER ONE FINL INC           COM              160903100    11263    489720 SH       DEFINED 15 34            0        0   489720
CHARTER ONE FINL INC           COM              160903100    18693    812770 SH       DEFINED 03          804070        0     8700
CHARMING SHOPPES INC           SB NT CV  7.5%06 161133AA1     4777   5338000 PRN      DEFINED 09               0        0        0
CHARMING SHOPPES INC           SB NT CV  7.5%06 161133AA1      214    240000 PRN      DEFINED 03               0        0        0
CHARMING SHOPPES INC           COM              161133103    61915  12155100 SH       DEFINED 09 12 20         0        0 12155100
CHARMING SHOPPES INC           COM              161133103    10658   2092400 SH       DEFINED 22 32            0        0  2092400
CHARMING SHOPPES INC           COM              161133103      182     35900 SH       DEFINED 03           16600        0    19300
CHART INDS INC                 COM              16115Q100     1177    241500 SH       DEFINED 07               0        0   241500
CHARTER COMMUNICATIONS INC DEL CL A             16117M107    95868   5832300 SH       DEFINED 10 13 28         0        0  5832300
CHARTER COMMUNICATIONS INC DEL CL A             16117M107     2756    167700 SH       DEFINED 30               0        0   167700
CHARTERED SEMICONDUCTOR MFG    ADR              16133R106    34497    383300 SH       DEFINED 02 05 09         0        0   383300
CHARTERED SEMICONDUCTOR MFG    ADR              16133R106   281862   3131800 SH       DEFINED 13 15 16         0        0  3131800
CHARTERED SEMICONDUCTOR MFG    ADR              16133R106   167949   1866100 SH       DEFINED 19 21 22         0        0  1866100
CHARTERED SEMICONDUCTOR MFG    ADR              16133R106    74028    822540 SH       DEFINED 26 28 30         0        0   822540
CHARTERED SEMICONDUCTOR MFG    ADR              16133R106    17352    192800 SH       DEFINED 03          110500        0    82300
CHASE CORP                     COM              16150R104     3973    378400 SH       DEFINED 07               0        0   378400
CHASE INDS INC                 COM              161568100     8457    908200 SH       DEFINED 07               0        0   908200
CHASE MANHATTAN CORP NEW       COM              16161A108   648949  14088450 SH       DEFINED 02 06 07         0        0 14088450
CHASE MANHATTAN CORP NEW       COM              16161A108  1435597  31166300 SH       DEFINED 09 10 11         0        0 31166300
CHASE MANHATTAN CORP NEW       COM              16161A108   110133   2390950 SH       DEFINED 12 15 16         0        0  2390950
CHASE MANHATTAN CORP NEW       COM              16161A108   170873   3709600 SH       DEFINED 18 22 27         0        0  3709600
CHASE MANHATTAN CORP NEW       COM              16161A108   179533   3897600 SH       DEFINED 28 30 32         0        0  3897600
CHASE MANHATTAN CORP NEW       COM              16161A108     5859    127200 SH       DEFINED 34               0        0   127200
CHASE MANHATTAN CORP NEW       COM              16161A108   102426   2223022 SH       DEFINED 37 03      1745748        0   477274
CHECKFREE HLDGS CORP           SUB NT CV 144A06 162816AA0     6720   7000000 PRN      DEFINED 11               0        0        0
CHECKFREE HLDGS CORP           COM              162816102   232000   4499400 SH       DEFINED 13               0        0  4499400
CHECKFREE HLDGS CORP           COM              162816102    19150    371400 SH       DEFINED 03          371400        0        0
CHEESECAKE FACTORY INC         COM              163072101    14539    528700 SH       DEFINED 13 15            0        0   528700
CHEESECAKE FACTORY INC         COM              163072101    20208    734850 SH       DEFINED 03          734850        0        0
CHESAPEAKE CORP                COM              165159104    14095    475805 SH       DEFINED 12 15 03         0        0   475805
CHESAPEAKE ENERGY CORP         COM              165167107     8828   1139100 SH       DEFINED 02 12 26         0        0  1139100
CHESAPEAKE ENERGY CORP         PFD CONV 144A    165167206      870     13600 SH       DEFINED 03           10200        0     3400
CHESAPEAKE ENERGY CORP         PFD CONV 7%      165167305    18966    313500 SH       DEFINED 15 27            0        0   313500
CHESAPEAKE ENERGY CORP         PFD CONV 7%      165167305     2220     36700 SH       DEFINED 03            6600        0    30100
CHEVRON CORPORATION            COM              166751107    86135   1015600 SH       DEFINED 02 04 05         0        0  1015600
CHEVRON CORPORATION            COM              166751107    88774   1046710 SH       DEFINED 06 07 08         0        0  1046710
CHEVRON CORPORATION            COM              166751107   853717  10065941 SH       DEFINED 09 10 11         0        0 10065941
CHEVRON CORPORATION            COM              166751107   485432   5723600 SH       DEFINED 12 15 16         0        0  5723600
CHEVRON CORPORATION            COM              166751107   149453   1762160 SH       DEFINED 19 20 21         0        0  1762160
CHEVRON CORPORATION            COM              166751107   119252   1406071 SH       DEFINED 22 23 26         0        0  1406071
CHEVRON CORPORATION            COM              166751107    63685    750900 SH       DEFINED 27 28 30         0        0   750900
CHEVRON CORPORATION            COM              166751107    99476   1172900 SH       DEFINED 31 32 34         0        0  1172900
CHEVRON CORPORATION            COM              166751107   195716   2307411 SH       DEFINED 37 03      1870680        0   436731
CHICOS FAS INC                 COM              168615102     7608    380400 SH       DEFINED 02 07 13         0        0   380400
CHICOS FAS INC                 COM              168615102     6226    311300 SH       DEFINED 03          311300        0        0
CHILDTIME LEARNING CTRS INC    COM              168820108     3346    505200 SH       DEFINED 26               0        0   505200
CHILE FD INC                   COM              168834109     4241    435000 SH       DEFINED 19 21            0        0   435000
CHINA FD INC                   COM              169373107     1969    206000 SH       DEFINED 19 21            0        0   206000
CHINA TELECOM HONG KONG LTD    SPONSORED ADR    169428109   194064   1091400 SH       DEFINED 09 10 13         0        0  1091400
CHINA TELECOM HONG KONG LTD    SPONSORED ADR    169428109   150109    844200 SH       DEFINED 15 16 19         0        0   844200
CHINA TELECOM HONG KONG LTD    SPONSORED ADR    169428109   193059   1085750 SH       DEFINED 20 21 22         0        0  1085750
CHINA TELECOM HONG KONG LTD    SPONSORED ADR    169428109   202732   1140150 SH       DEFINED 28 30 32         0        0  1140150
CHINA TELECOM HONG KONG LTD    SPONSORED ADR    169428109    50125    281900 SH       DEFINED 03          252800        0    29100
CHOICE HOTELS INTL INC         COM              169905106     2126    214000 SH       DEFINED 07               0        0   214000
CHOICE HOTELS INTL INC         COM              169905106     3495    351700 SH       DEFINED 03          351700        0        0
CHIQUITA BRANDS INTL INC       SDCV        7%01 170032AH9     2261   2570000 PRN      DEFINED 02 09 22         0        0        0
CHIQUITA BRANDS INTL INC       SDCV        7%01 170032AH9     3467   3940000 PRN      DEFINED 23 25 28         0        0        0
CHIQUITA BRANDS INTL INC       PFD A NON VTG    170032403     6643    474500 SH       DEFINED 09               0        0   474500
CHIQUITA BRANDS INTL INC       PFD A NON VTG    170032403      250     17900 SH       DEFINED 03            8000        0     9900
CHIQUITA BRANDS INTL INC       PFD CV B $3.75   170032502     3447    178500 SH       DEFINED 09               0        0   178500
CHIQUITA BRANDS INTL INC       PFD CV B $3.75   170032502       50      2600 SH       DEFINED 03            2600        0        0
CHIREX INC                     COM              170038103     7012    350600 SH       DEFINED 12 26 28         0        0   350600
CHIRON CORP                    COM              170040109    26467    557200 SH       DEFINED 02 09 12         0        0   557200
CHIRON CORP                    COM              170040109   214187   4509200 SH       DEFINED 13 15 28         0        0  4509200
CHIRON CORP                    COM              170040109     2870     60430 SH       DEFINED 30 34            0        0    60430
CHIRON CORP                    COM              170040109     6025    126725 SH       DEFINED 37 03        94025        0    32700
CHOICEPOINT INC                COM              170388102    80298   1804460 SH       DEFINED 10 15 16         0        0  1804460
CHOICEPOINT INC                COM              170388102     7491    168345 SH       DEFINED 28               0        0   168345
CHOICEPOINT INC                COM              170388102     1453     32655 SH       DEFINED 03           32655        0        0
CHRIS CRAFT INDS INC           COM              170520100     6066     91832 SH       DEFINED 13               0        0    91832
CHRIS CRAFT INDS INC           COM              170520100    11196    169484 SH       DEFINED 03          169484        0        0
CHROMAVISION MED SYS INC       COM              17111P104     1318    100000 SH       DEFINED 28               0        0   100000
CHROMAVISION MED SYS INC       COM              17111P104     1579    119800 SH       DEFINED 03          119800        0        0
CHROMCRAFT REVINGTON INC       COM              171117104     3754    323000 SH       DEFINED 07               0        0   323000
CHRONIMED INC                  COM              171164106       81     11000 SH       DEFINED 20 32            0        0    11000
CHUBB CORP                     COM              171232101    43566    708400 SH       DEFINED 02 04 05         0        0   708400
CHUBB CORP                     COM              171232101   146523   2382500 SH       DEFINED 06 07 09         0        0  2382500
CHUBB CORP                     COM              171232101   248054   4033400 SH       DEFINED 10 11 13         0        0  4033400
CHUBB CORP                     COM              171232101   105447   1714600 SH       DEFINED 15 16 18         0        0  1714600
CHUBB CORP                     COM              171232101    73486   1194900 SH       DEFINED 19 20 21         0        0  1194900
CHUBB CORP                     COM              171232101   181418   2949900 SH       DEFINED 22 26 28         0        0  2949900
CHUBB CORP                     COM              171232101    21977    357360 SH       DEFINED 29 30 32         0        0   357360
CHUBB CORP                     COM              171232101     4151     67500 SH       DEFINED 34               0        0    67500
CHUBB CORP                     COM              171232101    28913    470035 SH       DEFINED 37 03       329635        0   140400
CHURCH & DWIGHT INC            COM              171340102     6508    361600 SH       DEFINED 21 26 28         0        0   361600
CHURCH & DWIGHT INC            COM              171340102     1557     86500 SH       DEFINED 29               0        0    86500
CIBER INC                      COM              17163B102      109      8300 SH       DEFINED 03            8300        0        0
CIENA CORP                     COM              171779101    46805    280800 SH       DEFINED 02 05 06         0        0   280800
CIENA CORP                     COM              171779101  1070333   6421200 SH       DEFINED 09 12 13         0        0  6421200
CIENA CORP                     COM              171779101   422859   2536840 SH       DEFINED 15 16 19         0        0  2536840
CIENA CORP                     COM              171779101   166954   1001600 SH       DEFINED 20 22 23         0        0  1001600
CIENA CORP                     COM              171779101   256180   1536890 SH       DEFINED 28 30 32         0        0  1536890
CIENA CORP                     COM              171779101    39188    235100 SH       DEFINED 34               0        0   235100
CIENA CORP                     COM              171779101    25261    151550 SH       DEFINED 03          136900        0    14650
CIMA LABS INC                  COM              171796105      708     35000 SH       DEFINED 02               0        0    35000
CINAR CORP                     SUB VTG SHS B    171905300    17865   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     3972    126368 SH       DEFINED 03          126368        0        0
CINERGY CORP                   COM              172474108    38110   1498198 SH       DEFINED 09 22            0        0  1498198
CINERGY CORP                   COM              172474108     4099    161154 SH       DEFINED 37 03       137112        0    24042
CIPRICO INC                    COM              172529109     1441    155800 SH       DEFINED 26               0        0   155800
CIRCLE INTL GROUP INC          COM              172574105     3763    149800 SH       DEFINED 03          149800        0        0
CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108    67344   2029200 SH       DEFINED 02 09 10         0        0  2029200
CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108     7029    211800 SH       DEFINED 12 15 28         0        0   211800
CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108     4520    136200 SH       DEFINED 30 32 34         0        0   136200
CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108     5743    173058 SH       DEFINED 03          156558        0    16500
CISCO SYS INC                  COM              17275R102   815462  12829300 SH       DEFINED 02 04 05         0        0 12829300
CISCO SYS INC                  COM              17275R102  4235047  66628079 SH       DEFINED 06 07 10         0        0 66628079
CISCO SYS INC                  COM              17275R102  2238019  35209753 SH       DEFINED 11 12 13         0        0 35209753
CISCO SYS INC                  COM              17275R102  5784715  91008310 SH       DEFINED 15 16 19         0        0 91008310
CISCO SYS INC                  COM              17275R102  2797669  44014462 SH       DEFINED 20 21 22         0        0 44014462
CISCO SYS INC                  COM              17275R102   441065   6939088 SH       DEFINED 23 26 27         0        0  6939088
CISCO SYS INC                  COM              17275R102  1934452  30433868 SH       DEFINED 28 29 30         0        0 30433868
CISCO SYS INC                  COM              17275R102   800365  12591788 SH       DEFINED 32 34            0        0 12591788
CISCO SYS INC                  COM              17275R102  1237288  19467907 SH       DEFINED 37 03     16425437        0  3042470
CIRRUS LOGIC CORP              COM              172755100     1625    101600 SH       DEFINED 26               0        0   101600
CINTAS CORP                    COM              172908105    24232    660500 SH       DEFINED 09 15 28         0        0   660500
CINTAS CORP                    COM              172908105     1078     29390 SH       DEFINED 30               0        0    29390
CINTAS CORP                    COM              172908105       85      2250 SH       DEFINED 37            2250        0        0
CITIGROUP INC                  COM              172967101   246265   4087400 SH       DEFINED 02 04 05         0        0  4087400
CITIGROUP INC                  COM              172967101  1369264  22726378 SH       DEFINED 06 07 09         0        0 22726378
CITIGROUP INC                  COM              172967101  3312521  54979614 SH       DEFINED 10 11 12         0        0 54979614
CITIGROUP INC                  COM              172967101  1057626  17553968 SH       DEFINED 13 15 16         0        0 17553968
CITIGROUP INC                  COM              172967101   859160  14259925 SH       DEFINED 18 19 20         0        0 14259925
CITIGROUP INC                  COM              172967101   588311   9764498 SH       DEFINED 22 23 26         0        0  9764498
CITIGROUP INC                  COM              172967101   468770   7780430 SH       DEFINED 27 28 30         0        0  7780430
CITIGROUP INC                  COM              172967101   257794   4278743 SH       DEFINED 31 32 34         0        0  4278743
CITIGROUP INC                  COM              172967101   548297   9099317 SH       DEFINED 37 03      7498857        0  1600460
CITIZENS COMMUNICATIONS CO     COM              17453B101   152920   8864931 SH       DEFINED 02 09 12         0        0  8864931
CITIZENS COMMUNICATIONS CO     COM              17453B101    43038   2494960 SH       DEFINED 15 19 34         0        0  2494960
CITIZENS COMMUNICATIONS CO     COM              17453B101    13825    801500 SH       DEFINED 03          448900        0   352600
CITRIX SYS INC                 COM              177376100    36069   1904646 SH       DEFINED 02 05 15         0        0  1904646
CITRIX SYS INC                 COM              177376100     5433    286931 SH       DEFINED 16 22 26         0        0   286931
CITRIX SYS INC                 COM              177376100    10546    556900 SH       DEFINED 28 34            0        0   556900
CITRIX SYS INC                 COM              177376100     6797    358925 SH       DEFINED 37 03       201605        0   157320
CITY NATL CORP                 COM              178566105     1390     40000 SH       DEFINED 15               0        0    40000
CLAIRES STORES INC             COM              179584107    48696   2529700 SH       DEFINED 02 07 13         0        0  2529700
CLAIRES STORES INC             COM              179584107    29360   1525200 SH       DEFINED 15 20 28         0        0  1525200
CLAIRES STORES INC             COM              179584107     5902    306600 SH       DEFINED 32 34            0        0   306600
CLAIRES STORES INC             COM              179584107     3268    169800 SH       DEFINED 03          169800        0        0
CLARENT CORP DEL               COM              180461105   274023   3832500 SH       DEFINED 09 13 15         0        0  3832500
CLARENT CORP DEL               COM              180461105     4025     56300 SH       DEFINED 26 28 30         0        0    56300
CLARION COML HLDGS INC         CL A             18051W109      213     39700 SH       DEFINED 33 35            0        0    39700
CLARION COML HLDGS INC         CL A             18051W109       54     10200 SH       DEFINED 03           10200        0        0
CLAYTON HOMES INC              COM              184190106    36612   4576500 SH       DEFINED 07 15            0        0  4576500
CLEAR CHANNEL COMMUNICATIONS   COM              184502102    66415    885546 SH       DEFINED 02 04 05         0        0   885546
CLEAR CHANNEL COMMUNICATIONS   COM              184502102   690585   9207800 SH       DEFINED 07 09 10         0        0  9207800
CLEAR CHANNEL COMMUNICATIONS   COM              184502102    30481    406417 SH       DEFINED 11 12 15         0        0   406417
CLEAR CHANNEL COMMUNICATIONS   COM              184502102   481204   6416066 SH       DEFINED 16 19 20         0        0  6416066
CLEAR CHANNEL COMMUNICATIONS   COM              184502102   162184   2162461 SH       DEFINED 22 23 27         0        0  2162461
CLEAR CHANNEL COMMUNICATIONS   COM              184502102   107046   1427280 SH       DEFINED 28 30 32         0        0  1427280
CLEAR CHANNEL COMMUNICATIONS   COM              184502102      296      3950 SH       DEFINED 34               0        0     3950
CLEAR CHANNEL COMMUNICATIONS   COM              184502102    62093    827919 SH       DEFINED 37 03       513759        0   314160
CLEARNET COMMUNICATIONS INC    CL A NON-VTG     184902104    14981    541000 SH       DEFINED 02 09 28         0        0   541000
CLEARNET COMMUNICATIONS INC    CL A NON-VTG     184902104      677     24450 SH       DEFINED 30               0        0    24450
CLOROX CO DEL                  COM              189054109    26187    584378 SH       DEFINED 02 04 05         0        0   584378
CLOROX CO DEL                  COM              189054109   201606   4498896 SH       DEFINED 07 09 10         0        0  4498896
CLOROX CO DEL                  COM              189054109    50542   1127856 SH       DEFINED 11 13 15         0        0  1127856
CLOROX CO DEL                  COM              189054109   196481   4384526 SH       DEFINED 16 19 22         0        0  4384526
CLOROX CO DEL                  COM              189054109   111194   2481320 SH       DEFINED 26 27 28         0        0  2481320
CLOROX CO DEL                  COM              189054109     2926     65298 SH       DEFINED 30 34            0        0    65298
CLOROX CO DEL                  COM              189054109    62092   1385633 SH       DEFINED 37 03      1141633        0   244000
COACHMEN INDS INC              COM              189873102     7572    658500 SH       DEFINED 12 28            0        0   658500
COASTAL CORP                   COM              190441105   298037   4895900 SH       DEFINED 02 09 10         0        0  4895900
COASTAL CORP                   COM              190441105   110279   1811570 SH       DEFINED 11 12 15         0        0  1811570
COASTAL CORP                   COM              190441105    43903    721200 SH       DEFINED 16 23 28         0        0   721200
COASTAL CORP                   COM              190441105    33992    558387 SH       DEFINED 37 03       523387        0    35000
COBALT NETWORKS INC            COM              19074R101    29915    516900 SH       DEFINED 13 26            0        0   516900
COBALT NETWORKS INC            COM              19074R101        5       100 SH       DEFINED 03             100        0        0
COBRA ELECTRS CORP             COM              191042100     4043    599000 SH       DEFINED 07               0        0   599000
COCA COLA CO                   COM              191216100   107276   1867700 SH       DEFINED 02 04 05         0        0  1867700
COCA COLA CO                   COM              191216100   226815   3948903 SH       DEFINED 06 07 08         0        0  3948903
COCA COLA CO                   COM              191216100   358007   6233000 SH       DEFINED 10 11 12         0        0  6233000
COCA COLA CO                   COM              191216100  1078558  18777954 SH       DEFINED 13 15 16         0        0 18777954
COCA COLA CO                   COM              191216100   216935   3776900 SH       DEFINED 18 22 23         0        0  3776900
COCA COLA CO                   COM              191216100   226119   3936800 SH       DEFINED 26 27 28         0        0  3936800
COCA COLA CO                   COM              191216100    10508    182953 SH       DEFINED 30 31 32         0        0   182953
COCA COLA CO                   COM              191216100     1223     21300 SH       DEFINED 34               0        0    21300
COCA COLA CO                   COM              191216100   273240   4756731 SH       DEFINED 37 03      3968431        0   788300
COCA COLA ENTERPRISES INC      COM              191219104     7107    435700 SH       DEFINED 02 11 15         0        0   435700
COCA COLA ENTERPRISES INC      COM              191219104    72667   4454700 SH       DEFINED 16 22 28         0        0  4454700
COCA COLA ENTERPRISES INC      COM              191219104      107      6600 SH       DEFINED 34               0        0     6600
COCA COLA ENTERPRISES INC      COM              191219104     8190    502080 SH       DEFINED 37 03       456280        0    45800
COEUR D ALENE MINES CORP IDAHO COM              192108108        1       500 SH       DEFINED 37             500        0        0
COFLEXIP                       SPONSORED ADR    192384105    66556   1100100 SH       DEFINED 09 15 22         0        0  1100100
COFLEXIP                       SPONSORED ADR    192384105    46222    764000 SH       DEFINED 28 30            0        0   764000
COFLEXIP                       SPONSORED ADR    192384105      399      6600 SH       DEFINED 03            6600        0        0
COGNEX CORP                    COM              192422103     1707     33000 SH       DEFINED 26               0        0    33000
COGNOS INC                     COM              19244C109     6452    156200 SH       DEFINED 02 19            0        0   156200
COGNIZANT TECHNOLOGY SOLUTIONS CL A             192446102       56      1700 SH       DEFINED 15               0        0     1700
COGNIZANT TECHNOLOGY SOLUTIONS CL A             192446102     2648     79800 SH       DEFINED 03           79800        0        0
COHERENT INC                   COM              192479103     1627     19400 SH       DEFINED 26               0        0    19400
COHU INC                       COM              192576106    19290    715300 SH       DEFINED 02 07 15         0        0   715300
COHU INC                       COM              192576106     2696    100000 SH       DEFINED 34               0        0   100000
COHU INC                       COM              192576106     3063    113600 SH       DEFINED 03          113600        0        0
COINSTAR INC                   COM              19259P300     7923    787400 SH       DEFINED 26               0        0   787400
COLD METAL PRODS INC           COM              192861102     1721    529700 SH       DEFINED 07 28            0        0   529700
COLDWATER CREEK INC            COM              193068103      147      5000 SH       DEFINED 02               0        0     5000
COLE NATIONAL CORP NEW         CL A             193290103     6257    893900 SH       DEFINED 07               0        0   893900
COLE KENNETH PRODTNS INC       CL A             193294105    24000    600000 SH       DEFINED 07               0        0   600000
COLGATE PALMOLIVE CO           COM              194162103    24195    404095 SH       DEFINED 02 04 08         0        0   404095
COLGATE PALMOLIVE CO           COM              194162103   242080   4043100 SH       DEFINED 11 12 13         0        0  4043100
COLGATE PALMOLIVE CO           COM              194162103   262246   4379900 SH       DEFINED 15 16 18         0        0  4379900
COLGATE PALMOLIVE CO           COM              194162103   292297   4881800 SH       DEFINED 20 22 23         0        0  4881800
COLGATE PALMOLIVE CO           COM              194162103    46792    781500 SH       DEFINED 27 28 30         0        0   781500
COLGATE PALMOLIVE CO           COM              194162103    68201   1139064 SH       DEFINED 31 32 34         0        0  1139064
COLGATE PALMOLIVE CO           COM              194162103    67211   1122723 SH       DEFINED 37 03       894723        0   228000
COLONIAL PPTYS TR              COM SH BEN INT   195872106     2792    102000 SH       DEFINED 09               0        0   102000
COLT TELECOM GROUP PLC         SPONSORED ADR    196877104        9        70 SH       DEFINED 37              70        0        0
COLUMBIA ENERGY GROUP          COM              197648108     2447     37300 SH       DEFINED 09 15 28         0        0    37300
COLUMBIA ENERGY GROUP          COM              197648108      791     12060 SH       DEFINED 30 32            0        0    12060
COLUMBIA ENERGY GROUP          COM              197648108     4123     62840 SH       DEFINED 37 03        62840        0        0
COLUMBUS ENERGY CORP           COM              199064106     2114    307500 SH       DEFINED 07               0        0   307500
COLUMBUS MCKINNON CORP N Y     COM              199333105     3078    221900 SH       DEFINED 28               0        0   221900
COMCAST CORP                   CL A             200300101      116      3000 SH       DEFINED 02 15 34         0        0     3000
COMCAST CORP                   CL A             200300101        7       200 SH       DEFINED 37             200        0        0
COMCAST CORP                   CL A SPL         200300200    50143   1238100 SH       DEFINED 02 04 05         0        0  1238100
COMCAST CORP                   CL A SPL         200300200   237667   5868327 SH       DEFINED 06 09 10         0        0  5868327
COMCAST CORP                   CL A SPL         200300200    98309   2427400 SH       DEFINED 11 12 15         0        0  2427400
COMCAST CORP                   CL A SPL         200300200   370197   9140680 SH       DEFINED 16 18 22         0        0  9140680
COMCAST CORP                   CL A SPL         200300200   202646   5003620 SH       DEFINED 23 26 28         0        0  5003620
COMCAST CORP                   CL A SPL         200300200    27264    673200 SH       DEFINED 30 34            0        0   673200
COMCAST CORP                   CL A SPL         200300200    97924   2417992 SH       DEFINED 37 03      1606892        0   811100
COMDISCO INC                   COM              200336105    17144    768400 SH       DEFINED 05 07 09         0        0   768400
COMDISCO INC                   COM              200336105    24213   1085200 SH       DEFINED 15 16 26         0        0  1085200
COMDISCO INC                   COM              200336105     1541     69100 SH       DEFINED 28 30            0        0    69100
COMDISCO INC                   COM              200336105     3369    151000 SH       DEFINED 03           80500        0    70500
COMERICA INC                   COM              200340107   180818   4029389 SH       DEFINED 02 07 09         0        0  4029389
COMERICA INC                   COM              200340107   133447   2973767 SH       DEFINED 10 12 15         0        0  2973767
COMERICA INC                   COM              200340107   264201   5887505 SH       DEFINED 16 18 19         0        0  5887505
COMERICA INC                   COM              200340107    90109   2008020 SH       DEFINED 22 28 34         0        0  2008020
COMERICA INC                   COM              200340107    17811    396856 SH       DEFINED 37 03       204938        0   191918
COMINCO LTD                    COM              200435105      210     15300 SH       DEFINED 02 15            0        0    15300
COMMERCE BANCORP INC NJ        COM              200519106    21960    477400 SH       DEFINED 11 15 20         0        0   477400
COMMERCE BANCORP INC NJ        COM              200519106     1472     32000 SH       DEFINED 32               0        0    32000
COMMERCE BANCORP INC NJ        COM              200519106     6582    143100 SH       DEFINED 03          136800        0     6300
COMMERCE BANCSHARES INC        COM              200525103     1487     50000 SH       DEFINED 15               0        0    50000
COMMERCE GROUP INC MASS        COM              200641108    24263    822500 SH       DEFINED 02 07 12         0        0   822500
COMMERCE GROUP INC MASS        COM              200641108     2628     89100 SH       DEFINED 15 21 26         0        0    89100
COMMERCE GROUP INC MASS        COM              200641108      678     23000 SH       DEFINED 34               0        0    23000
COMMERCE GROUP INC MASS        COM              200641108     3486    118200 SH       DEFINED 03           31100        0    87100
COMMERCE ONE INC DEL           COM              200693109       14       320 SH       DEFINED 15 34            0        0      320
COMMERCE ONE INC DEL           COM              200693109     1560     34400 SH       DEFINED 03           31600        0     2800
COMMERCIAL ASSETS INC DEL      COM              201119104       80     16100 SH       DEFINED 35               0        0    16100
COMMERCIAL ASSETS INC DEL      COM              201119104      439     87800 SH       DEFINED 03           87800        0        0
COMMERCIAL FEDERAL CORPORATION COM              201647104     3693    237325 SH       DEFINED 15               0        0   237325
COMMERCIAL FEDERAL CORPORATION COM              201647104      160     10300 SH       DEFINED 03           10300        0        0
COMMONWEALTH INDS INC DEL      COM              203004106      387     65900 SH       DEFINED 28               0        0    65900
COMMONWEALTH TEL ENTERPRISES   COM              203349105      814     17300 SH       DEFINED 34               0        0    17300
COMMONWEALTH TEL ENTERPRISES   COM              203349105     3529     75000 SH       DEFINED 03           75000        0        0
COMMSCOPE INC                  SB NT CV144A4%06 203372AA5     6870   6000000 PRN      DEFINED 11               0        0        0
COMMSCOPE INC                  COM              203372107    59860   1460000 SH       DEFINED 12 22 26         0        0  1460000
COMMSCOPE INC                  COM              203372107    41828   1020200 SH       DEFINED 28               0        0  1020200
COMMSCOPE INC                  COM              203372107     3345     81600 SH       DEFINED 03           81600        0        0
COMMUNICATION INTELLIGENCE NEW COM              20338K106      313     70000 SH       DEFINED 28               0        0    70000
COMMUNITY HEALTH SYS INC NEWCO COM              203668108      399     24700 SH       DEFINED 15               0        0    24700
COMPAGNIE GENERALE DES GEOPHYS SPONSORED ADR    204386106     2039    151046 SH       DEFINED 19 21            0        0   151046
COMPANHIA BRASILEIRA DE DISTRB ADR              20440T201       17       550 SH       DEFINED 07 19            0        0      550
COMPANHIA CERVEJARIA BRAHMA    SPON ADR PFD     20440X103     2454    144407 SH       DEFINED 02 07 19         0        0   144407
COMPANHIA CERVEJARIA BRAHMA    SPON ADR PFD     20440X103    23584   1387308 SH       DEFINED 21               0        0  1387308
COMPANIA ANONIMA NACIONL TEL   SPON ADR D       204421101     1166     42900 SH       DEFINED 02 07 19         0        0    42900
COMPANIA ANONIMA NACIONL TEL   SPON ADR D       204421101    11549    424800 SH       DEFINED 21               0        0   424800
COMPANIA DE MINAS BUENAVENTURA SPON ADR SER B   204448104     7541    435600 SH       DEFINED 02 07 15         0        0   435600
COMPANIA DE MINAS BUENAVENTURA SPON ADR SER B   204448104    11656    673300 SH       DEFINED 19 21            0        0   673300
COMPANIA DE TELECOMUNICS CHILE SPON ADR NEW     204449300      571     31550 SH       DEFINED 02 07 19         0        0    31550
COMPANIA DE TELECOMUNICS CHILE SPON ADR NEW     204449300     5446    300500 SH       DEFINED 21               0        0   300500
COMPANIA DE TELECOMUNICS CHILE SPON ADR NEW     204449300        7       437 SH       DEFINED 37             437        0        0
COMPASS BANCSHARES INC         COM              20449H109     1706    100000 SH       DEFINED 15               0        0   100000
COMPAQ COMPUTER CORP           COM              204493100    43847   1715300 SH       DEFINED 02 04 05         0        0  1715300
COMPAQ COMPUTER CORP           COM              204493100   239523   9370100 SH       DEFINED 06 07 09         0        0  9370100
COMPAQ COMPUTER CORP           COM              204493100   340096  13304500 SH       DEFINED 10 11 13         0        0 13304500
COMPAQ COMPUTER CORP           COM              204493100   506544  19815940 SH       DEFINED 15 16 19         0        0 19815940
COMPAQ COMPUTER CORP           COM              204493100   142531   5575800 SH       DEFINED 21 22 23         0        0  5575800
COMPAQ COMPUTER CORP           COM              204493100   184883   7232600 SH       DEFINED 26 27 28         0        0  7232600
COMPAQ COMPUTER CORP           COM              204493100    56626   2215200 SH       DEFINED 29 30 34         0        0  2215200
COMPAQ COMPUTER CORP           COM              204493100    70729   2767083 SH       DEFINED 37 03      2386283        0   380800
COMPLETE BUSINESS SOLUTIONS    COM              20452F107     2367    134800 SH       DEFINED 03          134800        0        0
COMPUTER ASSOC INTL INC        COM              204912109    41364    808100 SH       DEFINED 02 04 07         0        0   808100
COMPUTER ASSOC INTL INC        COM              204912109   339382   6630180 SH       DEFINED 10 13 15         0        0  6630180
COMPUTER ASSOC INTL INC        COM              204912109   173694   3393300 SH       DEFINED 16 21 28         0        0  3393300
COMPUTER ASSOC INTL INC        COM              204912109     8717    170300 SH       DEFINED 34               0        0   170300
COMPUTER ASSOC INTL INC        COM              204912109    49633    969571 SH       DEFINED 37 03       869671        0    99900
COMPUTER NETWORK TECHNOLOGY CP COM              204925101     2804    161400 SH       DEFINED 03          161400        0        0
COMPUTER LEARNING CTRS INC     COM              205199102      508    581500 SH       DEFINED 07               0        0   581500
COMPUTER SCIENCES CORP         COM              205363104    23212    310800 SH       DEFINED 02 06 07         0        0   310800
COMPUTER SCIENCES CORP         COM              205363104    82741   1107832 SH       DEFINED 10 13 15         0        0  1107832
COMPUTER SCIENCES CORP         COM              205363104   184067   2464500 SH       DEFINED 16 20 28         0        0  2464500
COMPUTER SCIENCES CORP         COM              205363104    16349    218900 SH       DEFINED 30 32            0        0   218900
COMPUTER SCIENCES CORP         COM              205363104    37272    499089 SH       DEFINED 37 03       387889        0   111200
COMPX INTERNATIONAL INC        CL A             20563P101     3780    186134 SH       DEFINED 12 28            0        0   186134
COMPX INTERNATIONAL INC        CL A             20563P101     1649     81200 SH       DEFINED 03           81200        0        0
COMPUWARE CORP                 COM              205638109    19245   1855000 SH       DEFINED 07 10            0        0  1855000
COMPUWARE CORP                 COM              205638109     2859    275661 SH       DEFINED 03          275661        0        0
COMSAT CORP                    COM SER 1        20564D107      313     13359 SH       DEFINED 03           13359        0        0
COMSTOCK RES INC               COM NEW          205768203      884    110500 SH       DEFINED 07 15            0        0   110500
COMVERSE TECHNOLOGY INC        SUB DB CV 4.5%05 205862AG0    50943  11745000 PRN      DEFINED 11               0        0        0
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402    30411    327000 SH       DEFINED 02 04 05         0        0   327000
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402   317955   3418874 SH       DEFINED 06 09 10         0        0  3418874
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402   549918   5913100 SH       DEFINED 12 13 15         0        0  5913100
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402   305913   3289390 SH       DEFINED 16 19 20         0        0  3289390
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402   238033   2559500 SH       DEFINED 21 22 23         0        0  2559500
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402    85512    919490 SH       DEFINED 27 28 30         0        0   919490
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402    56497    607500 SH       DEFINED 32 34            0        0   607500
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402    94759   1018934 SH       DEFINED 37 03       721268        0   297666
CONAGRA INC                    COM              205887102    60658   3182100 SH       DEFINED 12 13 15         0        0  3182100
CONAGRA INC                    COM              205887102       68      3600 SH       DEFINED 28               0        0     3600
CONAGRA INC                    COM              205887102     7463    391543 SH       DEFINED 03          391543        0        0
CONCERO INC                    COM              206018103     5083    415000 SH       DEFINED 28               0        0   415000
CONCORD CAMERA CORP            COM              206156101     1905     91300 SH       DEFINED 26               0        0    91300
CONCORD EFS INC                COM              206197105    49839   1916900 SH       DEFINED 09 10 12         0        0  1916900
CONCORD EFS INC                COM              206197105    19905    765600 SH       DEFINED 15 20 28         0        0   765600
CONCORD EFS INC                COM              206197105     4186    161000 SH       DEFINED 30 32            0        0   161000
CONCORD EFS INC                COM              206197105      592     22800 SH       DEFINED 03           22800        0        0
CONCURRENT COMPUTER CORP NEW   COM              206710204    15487   1180000 SH       DEFINED 13               0        0  1180000
CONDUCTUS INC                  COM              206784100     2150    108900 SH       DEFINED 11 28            0        0   108900
CONEXANT SYSTEMS INC           COM              207142100    84130   1730200 SH       DEFINED 02 12 13         0        0  1730200
CONEXANT SYSTEMS INC           COM              207142100    29238    601300 SH       DEFINED 15 20 28         0        0   601300
CONEXANT SYSTEMS INC           COM              207142100     3330     68500 SH       DEFINED 32               0        0    68500
CONEXANT SYSTEMS INC           COM              207142100     7961    163729 SH       DEFINED 37 03       163729        0        0
CONMED CORP                    COM              207410101      269     10400 SH       DEFINED 15               0        0    10400
CONNECTICUT BANCSHARES INC     COM              207540105      731     50000 SH       DEFINED 07               0        0    50000
CONOCO INC                     CL A             208251306    35453   1611500 SH       DEFINED 02 09 15         0        0  1611500
CONOCO INC                     CL A             208251306    19289    876800 SH       DEFINED 22 34            0        0   876800
CONOCO INC                     CL A             208251306     1377     62600 SH       DEFINED 37 03        21700        0    40900
CONOCO INC                     CL B             208251405   126750   5160323 SH       DEFINED 02 06 07         0        0  5160323
CONOCO INC                     CL B             208251405   350271  14260437 SH       DEFINED 09 10 11         0        0 14260437
CONOCO INC                     CL B             208251405    43020   1751460 SH       DEFINED 12 13 15         0        0  1751460
CONOCO INC                     CL B             208251405   279145  11364707 SH       DEFINED 16 19 22         0        0 11364707
CONOCO INC                     CL B             208251405   112237   4569468 SH       DEFINED 23 27 28         0        0  4569468
CONOCO INC                     CL B             208251405    10202    415370 SH       DEFINED 30 34            0        0   415370
CONOCO INC                     CL B             208251405    63726   2594511 SH       DEFINED 37 03      2091869        0   502642
CONSECO INC                    COM              208464107    26148   2681900 SH       DEFINED 02 15 16         0        0  2681900
CONSECO INC                    COM              208464107     3103    318300 SH       DEFINED 28 34            0        0   318300
CONSECO INC                    COM              208464107     2456    251913 SH       DEFINED 03          251913        0        0
CONSOLIDATED EDISON INC        COM              209115104      979     33064 SH       DEFINED 12 28 31         0        0    33064
CONSOLIDATED EDISON INC        COM              209115104     5067    171010 SH       DEFINED 37 03       171010        0        0
CONSOLIDATED PAPERS INC        COM              209759109      485     13284 SH       DEFINED 15               0        0    13284
CONSOLIDATED PAPERS INC        COM              209759109     4596    125720 SH       DEFINED 37 03       124220        0     1500
CONSOLIDATED PRODS INC         COM              209798107    12775   1419500 SH       DEFINED 07               0        0  1419500
CONSOLIDATED STORES CORP       COM              210149100    38186   3182194 SH       DEFINED 02 07 09         0        0  3182194
CONSOLIDATED STORES CORP       COM              210149100   111057   9254804 SH       DEFINED 10 12 15         0        0  9254804
CONSOLIDATED STORES CORP       COM              210149100    24349   2029106 SH       DEFINED 19 21 22         0        0  2029106
CONSOLIDATED STORES CORP       COM              210149100     6038    503200 SH       DEFINED 23 28 30         0        0   503200
CONSOLIDATED STORES CORP       COM              210149100       73      6140 SH       DEFINED 34               0        0     6140
CONSOLIDATED STORES CORP       COM              210149100    20512   1709395 SH       DEFINED 03          453395        0  1256000
CONSTELLATION ENERGY CORP      COM              210371100     6082    186800 SH       DEFINED 09 28 30         0        0   186800
CONSTELLATION ENERGY CORP      COM              210371100     3749    115156 SH       DEFINED 03          115156        0        0
CONTINENTAL AIRLS INC          CL B             210795308     9531    202800 SH       DEFINED 02 07 09         0        0   202800
CONTINENTAL AIRLS INC          CL B             210795308    81793   1740280 SH       DEFINED 15 19 20         0        0  1740280
CONTINENTAL AIRLS INC          CL B             210795308    19721    419600 SH       DEFINED 28 30 32         0        0   419600
CONTINENTAL AIRLS INC          CL B             210795308       56      1200 SH       DEFINED 34               0        0     1200
CONTINENTAL AIRLS INC          CL B             210795308     4201     89400 SH       DEFINED 03           89400        0        0
CONVERGYS CORP                 COM              212485106   155505   2997700 SH       DEFINED 09 13 15         0        0  2997700
CONVERGYS CORP                 COM              212485106     3060     59000 SH       DEFINED 28 30            0        0    59000
CONVERGYS CORP                 COM              212485106     6258    120639 SH       DEFINED 03          120639        0        0
COOPER CAMERON CORP            COM              216640102    18249    276500 SH       DEFINED 02 05 06         0        0   276500
COOPER CAMERON CORP            COM              216640102   123050   1864400 SH       DEFINED 07 09 10         0        0  1864400
COOPER CAMERON CORP            COM              216640102    88202   1336400 SH       DEFINED 11 12 13         0        0  1336400
COOPER CAMERON CORP            COM              216640102    87791   1330176 SH       DEFINED 15 16 20         0        0  1330176
COOPER CAMERON CORP            COM              216640102   121448   1840130 SH       DEFINED 28 30 32         0        0  1840130
COOPER CAMERON CORP            COM              216640102     1227     18600 SH       DEFINED 34               0        0    18600
COOPER CAMERON CORP            COM              216640102     3882     58820 SH       DEFINED 37 03        56120        0     2700
COOPER INDS INC                COM              216669101     2360     72499 SH       DEFINED 03           72499        0        0
COOPER TIRE & RUBR CO          COM              216831107     1176    105716 SH       DEFINED 03          105716        0        0
COORS ADOLPH CO                CL B             217016104    14568    240800 SH       DEFINED 02 12 15         0        0   240800
COORS ADOLPH CO                CL B             217016104       94      1570 SH       DEFINED 19 34            0        0     1570
COORS ADOLPH CO                CL B             217016104    10155    167860 SH       DEFINED 03          167860        0        0
COPART INC                     COM              217204106    31009   1938100 SH       DEFINED 28               0        0  1938100
COPART INC                     COM              217204106     7880    492500 SH       DEFINED 03          492500        0        0
COPPER MTN NETWORKS INC        COM              217510106    81312    922700 SH       DEFINED 06 09 15         0        0   922700
COPPER MTN NETWORKS INC        COM              217510106    30914    350800 SH       DEFINED 20 26 28         0        0   350800
COPPER MTN NETWORKS INC        COM              217510106    15774    179000 SH       DEFINED 30 32 03     13550        0   165450
COR THERAPEUTICS INC           COM              217753102    21959    257400 SH       DEFINED 02 04 06         0        0   257400
COR THERAPEUTICS INC           COM              217753102   132728   1555790 SH       DEFINED 09 13 15         0        0  1555790
COR THERAPEUTICS INC           COM              217753102    24018    281540 SH       DEFINED 16 19 20         0        0   281540
COR THERAPEUTICS INC           COM              217753102    16663    195320 SH       DEFINED 23 28 30         0        0   195320
COR THERAPEUTICS INC           COM              217753102     3028     35500 SH       DEFINED 32 34            0        0    35500
COR THERAPEUTICS INC           COM              217753102    21046    246700 SH       DEFINED 03          182100        0    64600
CORINTHIAN COLLEGES INC        COM              218868107      140      6000 SH       DEFINED 02               0        0     6000
CORIXA CORP                    COM              21887F100    11150    259700 SH       DEFINED 09 11 28         0        0   259700
CORIXA CORP                    COM              21887F100      407      9500 SH       DEFINED 30               0        0     9500
CORN PRODS INTL INC            COM              219023108     3219    121475 SH       DEFINED 02 07 15         0        0   121475
CORN PRODS INTL INC            COM              219023108     3100    116989 SH       DEFINED 26 34            0        0   116989
CORN PRODS INTL INC            COM              219023108    10726    404779 SH       DEFINED 37 03       404779        0        0
CORNELL COMPANIES INC          COM              219141108     9632   1204100 SH       DEFINED 07 26            0        0  1204100
CORNING INC                    COM              219350105   133507    494700 SH       DEFINED 02 04 05         0        0   494700
CORNING INC                    COM              219350105   566894   2100580 SH       DEFINED 06 09 10         0        0  2100580
CORNING INC                    COM              219350105  1198691   4441653 SH       DEFINED 11 12 13         0        0  4441653
CORNING INC                    COM              219350105  1027767   3808310 SH       DEFINED 15 16 19         0        0  3808310
CORNING INC                    COM              219350105   634956   2352780 SH       DEFINED 20 22 23         0        0  2352780
CORNING INC                    COM              219350105   408107   1512210 SH       DEFINED 26 27 28         0        0  1512210
CORNING INC                    COM              219350105   192853    714603 SH       DEFINED 30 32 34         0        0   714603
CORNING INC                    COM              219350105   308389   1142731 SH       DEFINED 37 03       900331        0   242400
CORPORATE EXECUTIVE BRD CO     COM              21988R102      790     13200 SH       DEFINED 03           13200        0        0
CORRECTIONAL PPTYS TR          COM              22025E104     3597    342600 SH       DEFINED 09 26            0        0   342600
CORSAIR COMMUNICATIONS INC     COM              220406102     3688    128300 SH       DEFINED 28               0        0   128300
CORUS ENTERTAINMENT INC        COM CL B NON VTG 220874101    16134    605100 SH       DEFINED 02               0        0   605100
CORUS ENTERTAINMENT INC        COM CL B NON VTG 220874101        0         1 SH       DEFINED 03               1        0        0
CORVEL CORP                    COM              221006109    18515    750000 SH       DEFINED 07               0        0   750000
COST PLUS INC CALIF            COM              221485105     2127     74150 SH       DEFINED 26               0        0    74150
COSTCO WHSL CORP NEW           COM              22160K105    22713    688300 SH       DEFINED 02 05 07         0        0   688300
COSTCO WHSL CORP NEW           COM              22160K105   101933   3088900 SH       DEFINED 09 10 13         0        0  3088900
COSTCO WHSL CORP NEW           COM              22160K105    63356   1919900 SH       DEFINED 15 20 28         0        0  1919900
COSTCO WHSL CORP NEW           COM              22160K105    14252    431900 SH       DEFINED 30 32 34         0        0   431900
COSTCO WHSL CORP NEW           COM              22160K105    11284    341968 SH       DEFINED 37 03       341968        0        0
COTELLIGENT INC                COM              221630106     1978    347800 SH       DEFINED 07               0        0   347800
COTELLIGENT INC                COM              221630106       71     12600 SH       DEFINED 03           12600        0        0
COTTON STS LIFE INS CO         COM              221774102     3811    448400 SH       DEFINED 07               0        0   448400
COUNTRYWIDE CR INDS INC DEL    COM              222372104     9732    321065 SH       DEFINED 02 15 34         0        0   321065
COUNTRYWIDE CR INDS INC DEL    COM              222372104     2845     93842 SH       DEFINED 37 03        93842        0        0
COUSINS PPTYS INC              COM              222795106     7919    205700 SH       DEFINED 15 34 35         0        0   205700
COUSINS PPTYS INC              COM              222795106    31446    816800 SH       DEFINED 03          816800        0        0
COVAD COMMUNICATIONS GROUP INC COM              222814204    37430   2321250 SH       DEFINED 02 05 06         0        0  2321250
COVAD COMMUNICATIONS GROUP INC COM              222814204    69244   4294262 SH       DEFINED 07 09 10         0        0  4294262
COVAD COMMUNICATIONS GROUP INC COM              222814204    50398   3125500 SH       DEFINED 13 15 16         0        0  3125500
COVAD COMMUNICATIONS GROUP INC COM              222814204     7552    468390 SH       DEFINED 19 23 28         0        0   468390
COVAD COMMUNICATIONS GROUP INC COM              222814204     5911    366600 SH       DEFINED 30 34            0        0   366600
COVAD COMMUNICATIONS GROUP INC COM              222814204    28161   1746450 SH       DEFINED 03          616700        0  1129750
COVENANT TRANS INC             CL A             22284P105     4888    611100 SH       DEFINED 07 15 26         0        0   611100
COVENANT TRANS INC             CL A             22284P105      583     72900 SH       DEFINED 03           72900        0        0
COVENTRY HEALTH CARE INC       COM              222862104      223     16800 SH       DEFINED 15               0        0    16800
COX COMMUNICATIONS INC NEW     CL A             224044107    36166    793776 SH       DEFINED 02 05 08         0        0   793776
COX COMMUNICATIONS INC NEW     CL A             224044107   240371   5275647 SH       DEFINED 10 15 16         0        0  5275647
COX COMMUNICATIONS INC NEW     CL A             224044107   171970   3774385 SH       DEFINED 22 26 28         0        0  3774385
COX COMMUNICATIONS INC NEW     CL A             224044107     3795     83313 SH       DEFINED 30 34            0        0    83313
COX COMMUNICATIONS INC NEW     CL A             224044107    34787    763473 SH       DEFINED 37 03       478773        0   284700
COX RADIO INC                  CL A             224051102    28700   1025000 SH       DEFINED 20 32            0        0  1025000
CRAIG JENNY INC                COM              224206102     3106    903600 SH       DEFINED 07               0        0   903600
CRANE CO                       COM              224399105    25083   1031700 SH       DEFINED 12               0        0  1031700
CRANE CO                       COM              224399105     8069    331917 SH       DEFINED 03           50717        0   281200
CRAYFISH CO LTD                SPONSORED ADR    225226109     1331    190200 SH       DEFINED 13 21            0        0   190200
CREDENCE SYS CORP              COM              225302108    24100    436700 SH       DEFINED 02 12 15         0        0   436700
CREDENCE SYS CORP              COM              225302108     9889    179200 SH       DEFINED 32 34            0        0   179200
CREDENCE SYS CORP              COM              225302108     2693     48800 SH       DEFINED 03           47300        0     1500
CREDITRUST CORP                COM              225429109       76     58200 SH       DEFINED 03           58200        0        0
CREE INC                       COM              225447101    18289    137000 SH       DEFINED 02 06 12         0        0   137000
CREE INC                       COM              225447101   310511   2325930 SH       DEFINED 15 16 23         0        0  2325930
CREE INC                       COM              225447101    24016    179900 SH       DEFINED 28 34            0        0   179900
CREE INC                       COM              225447101    14978    112200 SH       DEFINED 03           96500        0    15700
CREO PRODS INC                 COM              225606102    22033    960000 SH       DEFINED 02               0        0   960000
CRESCENT REAL ESTATE EQUITIES  COM              225756105    76610   3737100 SH       DEFINED 09 11 15         0        0  3737100
CRESCENT REAL ESTATE EQUITIES  COM              225756105    18583    906500 SH       DEFINED 22 33 34         0        0   906500
CRESCENT REAL ESTATE EQUITIES  COM              225756105    11586    565200 SH       DEFINED 35               0        0   565200
CRESCENT REAL ESTATE EQUITIES  COM              225756105    29120   1420500 SH       DEFINED 03         1352800        0    67700
CRESTLINE CAP CORP             COM              226153104     2149    125950 SH       DEFINED 12               0        0   125950
CRESUD S A C I F Y A           SPONSORED ADR    226406106     1073    124506 SH       DEFINED 02 19 21         0        0   124506
CRISTALERIAS DE CHILE S A      SPONSORED ADR    226714103        4       300 SH       DEFINED 07               0        0      300
CRITICAL PATH INC              SB NT CV 144A 05 22674VAA8    11262  13600000 PRN      DEFINED 11               0        0        0
CRITICAL PATH INC              COM              22674V100    57536    986700 SH       DEFINED 12 13 03         0        0   986700
CROMPTON CORP                  COM              227116100    81649   6665300 SH       DEFINED 07 09 12         0        0  6665300
CROMPTON CORP                  COM              227116100    13858   1131274 SH       DEFINED 15 22 34         0        0  1131274
CROMPTON CORP                  COM              227116100    18249   1489721 SH       DEFINED 03          856921        0   632800
CROSS A T CO                   CL A             227478104      218     44189 SH       DEFINED 15               0        0    44189
CROSS TIMBERS OIL CO           COM              227573102      805     36400 SH       DEFINED 15               0        0    36400
CROSSMANN CMNTYS INC           COM              22764E109    19125   1159100 SH       DEFINED 07               0        0  1159100
CROWN AMERN RLTY TR            SH BEN INT       228186102     5086    946300 SH       DEFINED 09 35            0        0   946300
CROWN AMERN RLTY TR            SH BEN INT       228186102     1091    203000 SH       DEFINED 03          203000        0        0
CROWN CASTLE INTL CORP         COM              228227104    22509    616700 SH       DEFINED 02 07 11         0        0   616700
CROWN CASTLE INTL CORP         COM              228227104    91060   2494800 SH       DEFINED 13 15 20         0        0  2494800
CROWN CASTLE INTL CORP         COM              228227104    10975    300700 SH       DEFINED 21 23 28         0        0   300700
CROWN CASTLE INTL CORP         COM              228227104    23892    654600 SH       DEFINED 32 34            0        0   654600
CROWN CASTLE INTL CORP         COM              228227104     4307    118000 SH       DEFINED 03          118000        0        0
CROWN CORK & SEAL INC          COM              228255105       70      4700 SH       DEFINED 15               0        0     4700
CROWN CORK & SEAL INC          COM              228255105     1410     94016 SH       DEFINED 37 03        94016        0        0
CROWN MEDIA HLDGS INC          CL A             228411104      459     30000 SH       DEFINED 15               0        0    30000
CRYOLIFE INC                   COM              228903100    14720    640000 SH       DEFINED 07               0        0   640000
CUMMINS ENGINE INC             COM              231021106       73      2700 SH       DEFINED 15               0        0     2700
CUMMINS ENGINE INC             COM              231021106      871     31984 SH       DEFINED 03           31984        0        0
CURAGEN CORP                   SB DEB CV 144A07 23126RAA9     6400   8000000 PRN      DEFINED 11               0        0        0
CURAGEN CORP                   COM              23126R101     5964    156700 SH       DEFINED 11 26 28         0        0   156700
CYBERSOURCE CORP               COM              23251J106     1105     80000 SH       DEFINED 15               0        0    80000
CYBERONICS INC                 COM              23251P102     2235    186300 SH       DEFINED 03          186300        0        0
CYBEROPTICS CORP               COM              232517102     4005     86600 SH       DEFINED 12 26 28         0        0    86600
CYBEX COMPUTER PRODS CORP      COM              232522102    47438   1119500 SH       DEFINED 02 07 15         0        0  1119500
CYBEX COMPUTER PRODS CORP      COM              232522102     8572    202300 SH       DEFINED 26               0        0   202300
CYBEX COMPUTER PRODS CORP      COM              232522102    11403    269100 SH       DEFINED 03          269100        0        0
CYGNUS INC                     COM              232560102    29918   2099550 SH       DEFINED 15 28            0        0  2099550
CYGNUS INC                     COM              232560102     5671    398000 SH       DEFINED 03          398000        0        0
CYMER INC                      SB NT CV STEP 04 232572AC1     3360   3000000 PRN      DEFINED 11               0        0        0
CYMER INC                      COM              232572107     5505    115300 SH       DEFINED 02 13            0        0   115300
CYMER INC                      COM              232572107     5496    115100 SH       DEFINED 03          115100        0        0
CYPRESS SEMICONDUCTOR CORP     SUB NT CV   4%05 232806AE9     6011   5250000 PRN      DEFINED 11               0        0        0
CYPRESS SEMICONDUCTOR CORP     COM              232806109    41755    988300 SH       DEFINED 02 09 15         0        0   988300
CYPRESS SEMICONDUCTOR CORP     COM              232806109    15146    358500 SH       DEFINED 23 26 28         0        0   358500
CYPRESS SEMICONDUCTOR CORP     COM              232806109     7513    177840 SH       DEFINED 30 32 03         0        0   177840
CYSIVE INC                     COM              23281T108    20403    854600 SH       DEFINED 13 15            0        0   854600
CYSIVE INC                     COM              23281T108     6474    271200 SH       DEFINED 03          271200        0        0
CYTEC INDS INC                 COM              232820100    39648   1606000 SH       DEFINED 15 22 28         0        0  1606000
CYTOGEN CORP                   COM              232824102     6626    654500 SH       DEFINED 15               0        0   654500
CYTYC CORP                     COM              232946103    15644    293100 SH       DEFINED 12 15 26         0        0   293100
CYTYC CORP                     COM              232946103     7582    142064 SH       DEFINED 37          141264        0      800
CYTYC CORP                     COM              232946103     2588     48500 SH       DEFINED 03           48500        0        0
DQE INC                        COM              23329J104     1093     27650 SH       DEFINED 37 03        27650        0        0
DPL INC                        COM              233293109    20056    914258 SH       DEFINED 07 09 15         0        0   914258
DPL INC                        COM              233293109    38900   1773254 SH       DEFINED 18 20 22         0        0  1773254
DPL INC                        COM              233293109     1509     68800 SH       DEFINED 32               0        0    68800
DPL INC                        COM              233293109     2434    110964 SH       DEFINED 03           99344        0    11620
DRS TECHNOLOGIES INC           COM              23330X100      198     17100 SH       DEFINED 03           17100        0        0
D R HORTON INC                 COM              23331A109    29459   2172100 SH       DEFINED 06 07 12         0        0  2172100
D R HORTON INC                 COM              23331A109     2759    203400 SH       DEFINED 15 28 34         0        0   203400
D R HORTON INC                 COM              23331A109     6141    452800 SH       DEFINED 03          452800        0        0
DSP GROUP INC                  COM              23332B106     5040     90000 SH       DEFINED 26               0        0    90000
DST SYS INC DEL                COM              233326107    23880    313700 SH       DEFINED 02 07 13         0        0   313700
DST SYS INC DEL                COM              233326107   247505   3251300 SH       DEFINED 15 16 20         0        0  3251300
DST SYS INC DEL                COM              233326107    17478    229600 SH       DEFINED 28 32 34         0        0   229600
DST SYS INC DEL                COM              233326107    43813    575545 SH       DEFINED 37 03       448545        0   127000
DT INDUSTRIES INC              COM              23333J108     2218    236600 SH       DEFINED 07               0        0   236600
DTE ENERGY CO                  COM              233331107      595     19500 SH       DEFINED 02 23            0        0    19500
DTE ENERGY CO                  COM              233331107     4577    149736 SH       DEFINED 37 03       149736        0        0
DAIN RAUSCHER CORP             COM              233856103     8563    129750 SH       DEFINED 02 15 26         0        0   129750
DAIN RAUSCHER CORP             COM              233856103     4946     74950 SH       DEFINED 03           74950        0        0
DALLAS SEMICONDUCTOR CORP      COM              235204104   210575   5167500 SH       DEFINED 02 07 15         0        0  5167500
DALLAS SEMICONDUCTOR CORP      COM              235204104     3708     91000 SH       DEFINED 26 34            0        0    91000
DALLAS SEMICONDUCTOR CORP      COM              235204104    13492    331100 SH       DEFINED 03          331100        0        0
DANA CORP                      COM              235811106     1709     80670 SH       DEFINED 08               0        0    80670
DANA CORP                      COM              235811106     2910    137379 SH       DEFINED 03          137379        0        0
DANAHER CORP DEL               COM              235851102   120595   2439349 SH       DEFINED 02 07 10         0        0  2439349
DANAHER CORP DEL               COM              235851102   239973   4854080 SH       DEFINED 15 16 20         0        0  4854080
DANAHER CORP DEL               COM              235851102    51643   1044630 SH       DEFINED 23 27 28         0        0  1044630
DANAHER CORP DEL               COM              235851102    41916    847872 SH       DEFINED 30 32 34         0        0   847872
DANAHER CORP DEL               COM              235851102    49416    999582 SH       DEFINED 03          876982        0   122600
DARDEN RESTAURANTS INC         COM              237194105    10863    668500 SH       DEFINED 02 12 15         0        0   668500
DARDEN RESTAURANTS INC         COM              237194105   139517   8585710 SH       DEFINED 22 23 28         0        0  8585710
DARDEN RESTAURANTS INC         COM              237194105     2494    153500 SH       DEFINED 32 34            0        0   153500
DARDEN RESTAURANTS INC         COM              237194105     6382    392758 SH       DEFINED 37 03       180958        0   211800
DATA RETURN CORP               COM              23785M104     9807    338200 SH       DEFINED 15 22 28         0        0   338200
DATA RETURN CORP               COM              23785M104     2807     96800 SH       DEFINED 34               0        0    96800
DATA RESH ASSOC INC            COM              237853106      868    110500 SH       DEFINED 07               0        0   110500
DATAKEY INC                    COM              237909106     2278    450000 SH       DEFINED 26               0        0   450000
DATASCOPE CORP                 COM              238113104     2664     74000 SH       DEFINED 26               0        0    74000
DATASCOPE CORP                 COM              238113104       18       500 SH       DEFINED 37             500        0        0
DAVOX CORP                     COM              239208101      905     70000 SH       DEFINED 26               0        0    70000
DAWSON GEOPHYSICAL CO          COM              239359102     3351    297900 SH       DEFINED 07               0        0   297900
DE BEERS CONS MINES LTD        ADR DEFD         240253302    24312   1000000 SH       DEFINED 07               0        0  1000000
DEAN FOODS CO                  COM              242361103     7772    245300 SH       DEFINED 02 12 15         0        0   245300
DEAN FOODS CO                  COM              242361103     1546     48800 SH       DEFINED 34 03            0        0    48800
DECORATOR INDS INC             COM PAR $0.20    243631207      925    200015 SH       DEFINED 07               0        0   200015
DEERE & CO                     COM              244199105    76282   2061700 SH       DEFINED 02 04 07         0        0  2061700
DEERE & CO                     COM              244199105   269631   7287350 SH       DEFINED 09 10 13         0        0  7287350
DEERE & CO                     COM              244199105   127367   3442370 SH       DEFINED 15 22 28         0        0  3442370
DEERE & CO                     COM              244199105     7122    192500 SH       DEFINED 30 32 34         0        0   192500
DEERE & CO                     COM              244199105    13590    367325 SH       DEFINED 37 03       275825        0    91500
DEL GLOBAL TECHNOLOGIES CORP   COM              245073101     7554    777300 SH       DEFINED 07               0        0   777300
DEL LABS INC                   COM              245091103     3369    277900 SH       DEFINED 07               0        0   277900
DELHAIZE AMER INC              CL A             246688105      295     16700 SH       DEFINED 15               0        0    16700
DELL COMPUTER CORP             COM              247025109   270913   5493800 SH       DEFINED 02 04 05         0        0  5493800
DELL COMPUTER CORP             COM              247025109   834451  16921700 SH       DEFINED 06 07 10         0        0 16921700
DELL COMPUTER CORP             COM              247025109   518387  10512300 SH       DEFINED 11 12 13         0        0 10512300
DELL COMPUTER CORP             COM              247025109  1436730  29135210 SH       DEFINED 15 16 19         0        0 29135210
DELL COMPUTER CORP             COM              247025109   476236   9657530 SH       DEFINED 20 22 23         0        0  9657530
DELL COMPUTER CORP             COM              247025109   496863  10075810 SH       DEFINED 26 27 28         0        0 10075810
DELL COMPUTER CORP             COM              247025109   129282   2621700 SH       DEFINED 30 32 34         0        0  2621700
DELL COMPUTER CORP             COM              247025109   306619   6218252 SH       DEFINED 37 03      5133832        0  1084420
DELPHI AUTOMOTIVE SYS CORP     COM              247126105      828     56894 SH       DEFINED 08 15 34         0        0    56894
DELPHI AUTOMOTIVE SYS CORP     COM              247126105     6340    435375 SH       DEFINED 37 03       435375        0        0
DELTA & PINE LD CO             COM              247357106      448     17900 SH       DEFINED 15               0        0    17900
DELTA & PINE LD CO             COM              247357106     5375    214472 SH       DEFINED 03          214472        0        0
DELTA AIR LINES INC DEL        COM              247361108    11199    221500 SH       DEFINED 02 15 32         0        0   221500
DELTA AIR LINES INC DEL        COM              247361108       30       600 SH       DEFINED 34               0        0      600
DELTA AIR LINES INC DEL        COM              247361108     5682    112384 SH       DEFINED 37 03       112384        0        0
DELTA WOODSIDE INDS INC NEW    COM              247909104      194     88700 SH       DEFINED 32               0        0    88700
DENBURY RES INC                COM NEW          247916208      335     62100 SH       DEFINED 02               0        0    62100
DELTA FINANCIAL CORP           COM              247918105       19     11700 SH       DEFINED 25 27            0        0    11700
DELUXE CORP                    COM              248019101   170366   7230400 SH       DEFINED 12 13 16         0        0  7230400
DELUXE CORP                    COM              248019101    37733   1601438 SH       DEFINED 03          623638        0   977800
DENDRITE INTL INC              COM              248239105      832     25000 SH       DEFINED 02               0        0    25000
DENTSPLY INTL INC NEW          COM              249030107    65442   2123900 SH       DEFINED 02 07 12         0        0  2123900
DENTSPLY INTL INC NEW          COM              249030107    14845    481800 SH       DEFINED 15 20 21         0        0   481800
DENTSPLY INTL INC NEW          COM              249030107     4963    161100 SH       DEFINED 26 32            0        0   161100
DENTSPLY INTL INC NEW          COM              249030107    22783    739425 SH       DEFINED 03          330225        0   409200
DESCARTES SYS GROUP INC        COM              249906108    13365    450000 SH       DEFINED 02               0        0   450000
DEVCON INTL CORP               COM              251588109     2330    351700 SH       DEFINED 07               0        0   351700
DEVON ENERGY CORP NEW          COM              25179M103    20367    362500 SH       DEFINED 02 04 05         0        0   362500
DEVON ENERGY CORP NEW          COM              25179M103    26509    471800 SH       DEFINED 06 07 09         0        0   471800
DEVON ENERGY CORP NEW          COM              25179M103    88849   1581300 SH       DEFINED 10 12 13         0        0  1581300
DEVON ENERGY CORP NEW          COM              25179M103   109700   1952400 SH       DEFINED 15 16 20         0        0  1952400
DEVON ENERGY CORP NEW          COM              25179M103    26559    472700 SH       DEFINED 23 26 28         0        0   472700
DEVON ENERGY CORP NEW          COM              25179M103     6570    116940 SH       DEFINED 30 32 34         0        0   116940
DEVON ENERGY CORP NEW          COM              25179M103    24054    428120 SH       DEFINED 37 03       291620        0   136500
DEVRY INC DEL                  COM              251893103     2389     90400 SH       DEFINED 13               0        0    90400
DEVRY INC DEL                  COM              251893103     3518    133100 SH       DEFINED 03          133100        0        0
DEXTER CORP                    COM              252165105     3763     78400 SH       DEFINED 03           78400        0        0
DIA MET MINERALS LTD           CL A SUB VTG     25243K208      612     50650 SH       DEFINED 15               0        0    50650
DIA MET MINERALS LTD           CL B MULTI VTG   25243K307     2761    204400 SH       DEFINED 15               0        0   204400
DIAGEO P L C                   SPON ADR NEW     25243Q205    16024    450600 SH       DEFINED 15 19 21         0        0   450600
DIAGEO P L C                   SPON ADR NEW     25243Q205     1820     51200 SH       DEFINED 03           40200        0    11000
DIAL CORP NEW                  COM              25247D101    23505   2265600 SH       DEFINED 02 07 09         0        0  2265600
DIAL CORP NEW                  COM              25247D101    16332   1574185 SH       DEFINED 15 21 22         0        0  1574185
DIAL CORP NEW                  COM              25247D101     2528    243756 SH       DEFINED 29 34            0        0   243756
DIAL CORP NEW                  COM              25247D101     6306    607900 SH       DEFINED 03          563500        0    44400
DIAMOND OFFSHORE DRILLING INC  COM              25271C102    34190    973400 SH       DEFINED 02 06 09         0        0   973400
DIAMOND OFFSHORE DRILLING INC  COM              25271C102   178104   5070600 SH       DEFINED 11 13 15         0        0  5070600
DIAMOND OFFSHORE DRILLING INC  COM              25271C102    16874    480400 SH       DEFINED 27 28 30         0        0   480400
DIAMOND OFFSHORE DRILLING INC  COM              25271C102     2406     68500 SH       DEFINED 34               0        0    68500
DIAMOND OFFSHORE DRILLING INC  COM              25271C102    19708    561100 SH       DEFINED 03          453700        0   107400
DIAMOND TECHNOLOGY PARTNERS    CL A             252762109    55730    633300 SH       DEFINED 02 15 34         0        0   633300
DIAMOND TECHNOLOGY PARTNERS    CL A             252762109    11532    131050 SH       DEFINED 03          128000        0     3050
DIANON SYS INC                 COM              252826102      707     28000 SH       DEFINED 02               0        0    28000
DIEBOLD INC                    COM              253651103    22037    790600 SH       DEFINED 07 12 13         0        0   790600
DIEBOLD INC                    COM              253651103    51178   1836000 SH       DEFINED 20 32            0        0  1836000
DIEBOLD INC                    COM              253651103     8351    299600 SH       DEFINED 03          217300        0    82300
DIGEX INC DEL                  CL A             253756100    61931    911600 SH       DEFINED 04 10 15         0        0   911600
DIGEX INC DEL                  CL A             253756100   150977   2222300 SH       DEFINED 22 28            0        0  2222300
DIGITAL IS INC DEL             COM              25385N101    24118    496000 SH       DEFINED 10               0        0   496000
DIGITAL INSIGHT CORP           COM              25385P106     3692    108600 SH       DEFINED 02 09 15         0        0   108600
DIGITAL INSIGHT CORP           COM              25385P106    28787    846700 SH       DEFINED 16 28 30         0        0   846700
DIGITAL INSIGHT CORP           COM              25385P106     2519     74100 SH       DEFINED 34               0        0    74100
DIGITAL INSIGHT CORP           COM              25385P106     9764    287200 SH       DEFINED 03          195100        0    92100
DIGITAL LIGHTWAVE INC          COM              253855100     4276     42529 SH       DEFINED 04 13 15         0        0    42529
DIGITAL LIGHTWAVE INC          COM              253855100     3590     35700 SH       DEFINED 26               0        0    35700
DIGITAL MICROWAVE CORP         COM              253859102    24068    631300 SH       DEFINED 09 13 15         0        0   631300
DIGITAL MICROWAVE CORP         COM              253859102     1875     49200 SH       DEFINED 28 30            0        0    49200
DIGITAL MICROWAVE CORP         COM              253859102      434     11400 SH       DEFINED 03           11400        0        0
DILLARDS INC                   CL A             254067101     1010     82469 SH       DEFINED 03           82469        0        0
DIME BANCORP INC NEW           COM              25429Q102     4467    282000 SH       DEFINED 15 32 34         0        0   282000
DIME BANCORP INC NEW           COM              25429Q102     1875    119100 SH       DEFINED 03          119100        0        0
DIMON INC                      COM              254394109      158     74700 SH       DEFINED 13 28            0        0    74700
DIMON INC                      COM              254394109      201     95000 SH       DEFINED 03           95000        0        0
DIODES INC                     COM              254543101     8339    194500 SH       DEFINED 07               0        0   194500
DIONEX CORP                    COM              254546104        5       200 SH       DEFINED 15               0        0      200
DISNEY WALT CO                 COM DISNEY       254687106   160578   4137300 SH       DEFINED 02 04 05         0        0  4137300
DISNEY WALT CO                 COM DISNEY       254687106   174869   4505494 SH       DEFINED 06 07 08         0        0  4505494
DISNEY WALT CO                 COM DISNEY       254687106   721109  18579300 SH       DEFINED 09 10 11         0        0 18579300
DISNEY WALT CO                 COM DISNEY       254687106   221982   5719356 SH       DEFINED 12 13 15         0        0  5719356
DISNEY WALT CO                 COM DISNEY       254687106   474782  12232720 SH       DEFINED 16 18 19         0        0 12232720
DISNEY WALT CO                 COM DISNEY       254687106   347821   8961580 SH       DEFINED 20 22 23         0        0  8961580
DISNEY WALT CO                 COM DISNEY       254687106   176228   4540500 SH       DEFINED 26 27 28         0        0  4540500
DISNEY WALT CO                 COM DISNEY       254687106    87030   2242320 SH       DEFINED 30 32 34         0        0  2242320
DISNEY WALT CO                 COM DISNEY       254687106   284925   7340600 SH       DEFINED 37 03      6094235        0  1246365
DISTRIBUCION Y SERVICIO D&S SA SPONSORED ADR    254753106      807     46500 SH       DEFINED 02 07 19         0        0    46500
DISTRIBUCION Y SERVICIO D&S SA SPONSORED ADR    254753106     8148    469000 SH       DEFINED 21               0        0   469000
DIRECT FOCUS INC               COM              254931108      784     16000 SH       DEFINED 02               0        0    16000
DITECH COMMUNICATIONS CORP     COM              25500M103    97683   1033000 SH       DEFINED 02 04 06         0        0  1033000
DITECH COMMUNICATIONS CORP     COM              25500M103   163394   1727900 SH       DEFINED 09 13 15         0        0  1727900
DITECH COMMUNICATIONS CORP     COM              25500M103    58406    617652 SH       DEFINED 19 21 22         0        0   617652
DITECH COMMUNICATIONS CORP     COM              25500M103    52888    559300 SH       DEFINED 28 29 30         0        0   559300
DITECH COMMUNICATIONS CORP     COM              25500M103     5560     58800 SH       DEFINED 34               0        0    58800
DITECH COMMUNICATIONS CORP     COM              25500M103    21456    226900 SH       DEFINED 03          182100        0    44800
DIVERSA CORP                   COM              255064107     3312    100000 SH       DEFINED 02               0        0   100000
DIVERSIFIED CORPORATE RES INC  COM              255153108      709    246800 SH       DEFINED 07               0        0   246800
DIVERSINET CORP                COM NEW          25536K204     1639    202300 SH       DEFINED 11 15 28         0        0   202300
DIVERSINET CORP                COM NEW          25536K204      384     47400 SH       DEFINED 34               0        0    47400
DOBSON COMMUNICATIONS CORP     CL A             256069105    36317   1886600 SH       DEFINED 09 15 20         0        0  1886600
DOBSON COMMUNICATIONS CORP     CL A             256069105     4094    212700 SH       DEFINED 32 34            0        0   212700
DOCUMENTUM INC                 COM              256159104     2645     29600 SH       DEFINED 26               0        0    29600
DOLLAR GEN CORP                COM              256669102      214     11011 SH       DEFINED 02 15 34         0        0    11011
DOLLAR GEN CORP                COM              256669102     4991    255976 SH       DEFINED 03          255976        0        0
DOLLAR THRIFTY AUTOMOTIVE GP   COM              256743105     3492    189400 SH       DEFINED 26               0        0   189400
DOLLAR TREE STORES INC         COM              256747106     5803    146700 SH       DEFINED 02 09 15         0        0   146700
DOLLAR TREE STORES INC         COM              256747106   139477   3525500 SH       DEFINED 16 20 23         0        0  3525500
DOLLAR TREE STORES INC         COM              256747106     8959    226475 SH       DEFINED 28 30 32         0        0   226475
DOLLAR TREE STORES INC         COM              256747106       50      1275 SH       DEFINED 34               0        0     1275
DOLLAR TREE STORES INC         COM              256747106     8873    224280 SH       DEFINED 03          129000        0    95280
DOMINION HOMES INC             COM              257386102     3359    578000 SH       DEFINED 07               0        0   578000
DOMINION RES INC VA NEW        COM              25746U109     8122    189395 SH       DEFINED 37 03       189395        0        0
DOMTAR INC                     COM              257561100    70787   7626460 SH       DEFINED 02 07 15         0        0  7626460
DOMTAR INC                     COM              257561100     1264    136200 SH       DEFINED 21 34            0        0   136200
DOMTAR INC                     COM              257561100      445     47900 SH       DEFINED 03           47900        0        0
DONALDSON INC                  COM              257651109      734     37200 SH       DEFINED 26               0        0    37200
DONALDSON LUFKIN & JENRETTE NW COM DLJ          257661108    12527    295200 SH       DEFINED 02 12 15         0        0   295200
DONALDSON LUFKIN & JENRETTE NW COM DLJ          257661108      734     17300 SH       DEFINED 34 03            0        0    17300
DONALDSON LUFKIN & JENRETTE NW COM DLJDIRECT    257661504      192     27000 SH       DEFINED 02 15 34         0        0    27000
DONNELLEY R R & SONS CO        COM              257867101   133953   5937000 SH       DEFINED 02 09 12         0        0  5937000
DONNELLEY R R & SONS CO        COM              257867101    14273    632600 SH       DEFINED 15 22 34         0        0   632600
DONNELLEY R R & SONS CO        COM              257867101    21300    944085 SH       DEFINED 03          232685        0   711400
DORAL FINL CORP                COM              25811P100    25048   2190000 SH       DEFINED 07               0        0  2190000
DORCHESTER HUGOTON LTD         DEPOSTARY RCPT   258205202     2048    145000 SH       DEFINED 07               0        0   145000
DOREL INDS INC                 CL B SUB VTG     25822C205    11158    500600 SH       DEFINED 07               0        0   500600
DOT HILL SYS CORP              COM              25848T109     3426    311500 SH       DEFINED 13 26            0        0   311500
DOT HILL SYS CORP              COM              25848T109     3533    321200 SH       DEFINED 03          321200        0        0
DOUBLECLICK INC                SB NT CV 4.75%06 258609AC0     5100   4750000 PRN      DEFINED 11               0        0        0
DOUBLECLICK INC                COM              258609304    42978   1127300 SH       DEFINED 02 05 06         0        0  1127300
DOUBLECLICK INC                COM              258609304   166068   4355900 SH       DEFINED 09 10 15         0        0  4355900
DOUBLECLICK INC                COM              258609304    74752   1960730 SH       DEFINED 16 19 26         0        0  1960730
DOUBLECLICK INC                COM              258609304    28843    756540 SH       DEFINED 28 30 34         0        0   756540
DOUBLECLICK INC                COM              258609304    18908    495950 SH       DEFINED 03          364850        0   131100
DOVER CORP                     COM              260003108    16281    401400 SH       DEFINED 02 12 15         0        0   401400
DOVER CORP                     COM              260003108      300      7400 SH       DEFINED 23 34            0        0     7400
DOVER CORP                     COM              260003108     6944    171204 SH       DEFINED 03          156804        0    14400
DOVER DOWNS ENTMT INC          COM              260086103     3056    218300 SH       DEFINED 07 28            0        0   218300
DOVER DOWNS ENTMT INC          COM              260086103     2713    193800 SH       DEFINED 03          193800        0        0
DOW CHEM CO                    COM              260543103    73271   2427200 SH       DEFINED 02 06 07         0        0  2427200
DOW CHEM CO                    COM              260543103   147551   4887820 SH       DEFINED 09 11 12         0        0  4887820
DOW CHEM CO                    COM              260543103    87854   2910310 SH       DEFINED 13 15 18         0        0  2910310
DOW CHEM CO                    COM              260543103    26610    881500 SH       DEFINED 22 23 28         0        0   881500
DOW CHEM CO                    COM              260543103      262      8700 SH       DEFINED 30 34            0        0     8700
DOW CHEM CO                    COM              260543103    51184   1695265 SH       DEFINED 37 03      1362165        0   333100
DOW JONES & CO INC             COM              260561105    21110    288200 SH       DEFINED 02 12 15         0        0   288200
DOW JONES & CO INC             COM              260561105     7434    101500 SH       DEFINED 23 32 34         0        0   101500
DOW JONES & CO INC             COM              260561105     5837     79686 SH       DEFINED 37 03        69686        0    10000
DOWNEY FINL CORP               COM              261018105     6571    226600 SH       DEFINED 15 26            0        0   226600
DRESS BARN INC                 COM              261570105      663     30000 SH       DEFINED 02               0        0    30000
DREW INDS INC                  COM NEW          26168L205     7087    900000 SH       DEFINED 07               0        0   900000
DREYFUS STRATEGIC GOVTS INCOME COM              261938104     2363    259000 SH       DEFINED 19 21            0        0   259000
DRUG EMPORIUM INC              COM              262175102       54     39600 SH       DEFINED 03           39600        0        0
DRUGSTORE COM INC              COM              262241102     4631    615000 SH       DEFINED 13               0        0   615000
DU PONT E I DE NEMOURS & CO    COM              263534109    90676   2072600 SH       DEFINED 02 04 06         0        0  2072600
DU PONT E I DE NEMOURS & CO    COM              263534109   290257   6634463 SH       DEFINED 07 09 10         0        0  6634463
DU PONT E I DE NEMOURS & CO    COM              263534109    52307   1195597 SH       DEFINED 11 12 13         0        0  1195597
DU PONT E I DE NEMOURS & CO    COM              263534109   136105   3110991 SH       DEFINED 15 16 19         0        0  3110991
DU PONT E I DE NEMOURS & CO    COM              263534109    33699    770269 SH       DEFINED 22 23 27         0        0   770269
DU PONT E I DE NEMOURS & CO    COM              263534109    13259    303064 SH       DEFINED 28 30 34         0        0   303064
DU PONT E I DE NEMOURS & CO    COM              263534109    99416   2272175 SH       DEFINED 37 03      2120483        0   151692
DUANE READE INC                COM              263578106     5665    220000 SH       DEFINED 26 28            0        0   220000
DUCOMMUN INC DEL               COM              264147109    13017   1090500 SH       DEFINED 07               0        0  1090500
DUKE ENERGY CORP               COM              264399106     2300     40800 SH       DEFINED 02 12 15         0        0    40800
DUKE ENERGY CORP               COM              264399106    32832    582400 SH       DEFINED 20 23 28         0        0   582400
DUKE ENERGY CORP               COM              264399106     7238    128400 SH       DEFINED 32               0        0   128400
DUKE ENERGY CORP               COM              264399106    16869    299213 SH       DEFINED 37 03       298213        0     1000
DUKE WEEKS REALTY CORP         COM NEW          264411505    70026   3129682 SH       DEFINED 09 11 12         0        0  3129682
DUKE WEEKS REALTY CORP         COM NEW          264411505    17332    774622 SH       DEFINED 15 18 22         0        0   774622
DUKE WEEKS REALTY CORP         COM NEW          264411505    10551    471580 SH       DEFINED 28 34 35         0        0   471580
DUKE WEEKS REALTY CORP         COM NEW          264411505    31827   1422460 SH       DEFINED 37 03      1312142        0   110318
DUN & BRADSTREET CORP DEL      COM              26483B106    27883    974100 SH       DEFINED 07 09 12         0        0   974100
DUN & BRADSTREET CORP DEL      COM              26483B106     7471    261000 SH       DEFINED 15 22            0        0   261000
DUN & BRADSTREET CORP DEL      COM              26483B106    10507    367059 SH       DEFINED 03          193559        0   173500
DURA AUTOMOTIVE SYSTEMS CORP   CL A             265903104     3022    279500 SH       DEFINED 03          279500        0        0
DURA PHARMACEUTICALS INC       SUB NT CV 3.5%02 26632SAA7      830   1000000 PRN      DEFINED 11               0        0        0
DURA PHARMACEUTICALS INC       COM              26632S109       71      5000 SH       DEFINED 07               0        0     5000
DYNEGY INC NEW                 CL A             26816Q101    51247    750193 SH       DEFINED 02 04 05         0        0   750193
DYNEGY INC NEW                 CL A             26816Q101   224235   3282492 SH       DEFINED 06 07 09         0        0  3282492
DYNEGY INC NEW                 CL A             26816Q101   287504   4208672 SH       DEFINED 11 12 13         0        0  4208672
DYNEGY INC NEW                 CL A             26816Q101    75662   1107601 SH       DEFINED 15 16 18         0        0  1107601
DYNEGY INC NEW                 CL A             26816Q101   219228   3209199 SH       DEFINED 19 20 21         0        0  3209199
DYNEGY INC NEW                 CL A             26816Q101    31750    464782 SH       DEFINED 23 27 28         0        0   464782
DYNEGY INC NEW                 CL A             26816Q101    61667    902726 SH       DEFINED 29 30 32         0        0   902726
DYNEGY INC NEW                 CL A             26816Q101     8895    130220 SH       DEFINED 34               0        0   130220
DYNEGY INC NEW                 CL A             26816Q101   137133   2007429 SH       DEFINED 37 03      1882135        0   125294
EEX CORP                       COM NEW          26842V207     4593    790300 SH       DEFINED 02 15 34         0        0   790300
EGL INC                        COM              268484102     2101     68350 SH       DEFINED 15 26            0        0    68350
EGL INC                        COM              268484102     9218    299800 SH       DEFINED 03          299800        0        0
ELXSI CORP                     COM NEW          268613205     2585    233700 SH       DEFINED 07               0        0   233700
E M C CORP MASS                COM              268648102   332190   4317662 SH       DEFINED 02 04 05         0        0  4317662
E M C CORP MASS                COM              268648102  2287389  29730484 SH       DEFINED 06 07 10         0        0 29730484
E M C CORP MASS                COM              268648102   661705   8600564 SH       DEFINED 11 12 13         0        0  8600564
E M C CORP MASS                COM              268648102  2222067  28881460 SH       DEFINED 15 16 19         0        0 28881460
E M C CORP MASS                COM              268648102   477846   6210840 SH       DEFINED 20 21 22         0        0  6210840
E M C CORP MASS                COM              268648102   225449   2930300 SH       DEFINED 23 26 27         0        0  2930300
E M C CORP MASS                COM              268648102   781352  10155682 SH       DEFINED 28 30 32         0        0 10155682
E M C CORP MASS                COM              268648102   117575   1528200 SH       DEFINED 34               0        0  1528200
E M C CORP MASS                COM              268648102   525803   6834603 SH       DEFINED 37 03      5819863        0  1014740
ENSCO INTL INC                 COM              26874Q100    45941   1282840 SH       DEFINED 02 04 09         0        0  1282840
ENSCO INTL INC                 COM              26874Q100   151331   4225670 SH       DEFINED 10 11 12         0        0  4225670
ENSCO INTL INC                 COM              26874Q100   191271   5340920 SH       DEFINED 13 15 16         0        0  5340920
ENSCO INTL INC                 COM              26874Q100    21998    614260 SH       DEFINED 19 20 21         0        0   614260
ENSCO INTL INC                 COM              26874Q100    73594   2055000 SH       DEFINED 23 26 28         0        0  2055000
ENSCO INTL INC                 COM              26874Q100    10908    304610 SH       DEFINED 29 30 32         0        0   304610
ENSCO INTL INC                 COM              26874Q100     5901    164800 SH       DEFINED 34               0        0   164800
ENSCO INTL INC                 COM              26874Q100   114757   3204400 SH       DEFINED 37 03      3202200        0     2200
ENI S P A                      SPONSORED ADR    26874R108    76080   1307500 SH       DEFINED 19 21            0        0  1307500
EOG RES INC                    COM              26875P101    11128    332200 SH       DEFINED 02 04 09         0        0   332200
EOG RES INC                    COM              26875P101    60219   1797600 SH       DEFINED 12 13 15         0        0  1797600
EOG RES INC                    COM              26875P101    78145   2332700 SH       DEFINED 18 20 23         0        0  2332700
EOG RES INC                    COM              26875P101    21082    629340 SH       DEFINED 28 30 32         0        0   629340
EOG RES INC                    COM              26875P101     3527    105300 SH       DEFINED 34               0        0   105300
E PIPHANY INC                  COM              26881V100   108773   1014800 SH       DEFINED 04 13 16         0        0  1014800
E PIPHANY INC                  COM              26881V100    38887    362800 SH       DEFINED 20 28 30         0        0   362800
E PIPHANY INC                  COM              26881V100     3987     37200 SH       DEFINED 32               0        0    37200
E PIPHANY INC                  COM              26881V100      782      7300 SH       DEFINED 03            7300        0        0
E-TEK DYNAMICS INC             COM              269240107    95420    361700 SH       DEFINED 02 06 09         0        0   361700
E-TEK DYNAMICS INC             COM              269240107   534932   2027700 SH       DEFINED 11 13 15         0        0  2027700
E-TEK DYNAMICS INC             COM              269240107    42666    161730 SH       DEFINED 28 30 34         0        0   161730
E-TEK DYNAMICS INC             COM              269240107     8784     33300 SH       DEFINED 03           20800        0    12500
E TRADE GROUP INC              COM              269246104    39055   2367000 SH       DEFINED 12 13 15         0        0  2367000
E TRADE GROUP INC              COM              269246104      330     20000 SH       DEFINED 28               0        0    20000
E TRADE GROUP INC              COM              269246104      323     19600 SH       DEFINED 03           19600        0        0
EARTHGRAINS CO                 COM              270319106     8828    454200 SH       DEFINED 02 12 15         0        0   454200
EARTHGRAINS CO                 COM              270319106    86726   4461800 SH       DEFINED 20 32 34         0        0  4461800
EARTHGRAINS CO                 COM              270319106     2670    137400 SH       DEFINED 03           15200        0   122200
EARTHWEB INC                   SB NT CV144A7%05 27032CAA6     3675   7500000 PRN      DEFINED 11               0        0        0
EARTHLINK INC                  COM              270321102     2493    161500 SH       DEFINED 10               0        0   161500
EAST WEST BANCORP INC          COM              27579R104     1538    107000 SH       DEFINED 07 15            0        0   107000
EAST WEST BANCORP INC          COM              27579R104     3467    241200 SH       DEFINED 03          241200        0        0
EASTERN ENTERPRISES            COM              27637F100     1311     20816 SH       DEFINED 37 03        20816        0        0
EASTGROUP PPTY INC             COM              277276101     2995    142200 SH       DEFINED 35               0        0   142200
EASTGROUP PPTY INC             COM              277276101     5284    250900 SH       DEFINED 03          250900        0        0
EASTMAN CHEM CO                COM              277432100     8131    170293 SH       DEFINED 15 31 32         0        0   170293
EASTMAN CHEM CO                COM              277432100     2901     60763 SH       DEFINED 37 03        60763        0        0
EASTMAN KODAK CO               COM              277461109    50967    856600 SH       DEFINED 02 07 09         0        0   856600
EASTMAN KODAK CO               COM              277461109    17376    292046 SH       DEFINED 15 22 31         0        0   292046
EASTMAN KODAK CO               COM              277461109      119      2000 SH       DEFINED 34               0        0     2000
EASTMAN KODAK CO               COM              277461109    16094    270479 SH       DEFINED 37 03       252379        0    18100
EATON CORP                     COM              278058102    93907   1401600 SH       DEFINED 09 11 12         0        0  1401600
EATON CORP                     COM              278058102    30065    448740 SH       DEFINED 15 22 34         0        0   448740
EATON CORP                     COM              278058102    27296    407411 SH       DEFINED 03          264111        0   143300
EATON VANCE CORP               COM NON VTG      278265103     4865    105200 SH       DEFINED 02 15 26         0        0   105200
EATON VANCE CORP               COM NON VTG      278265103     1577     34100 SH       DEFINED 32 34            0        0    34100
EBAY INC                       COM              278642103    22811    420000 SH       DEFINED 13               0        0   420000
EBAY INC                       COM              278642103     1223     22520 SH       DEFINED 03            2500        0    20020
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109    14849    448500 SH       DEFINED 02 05 06         0        0   448500
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109    91934   2776700 SH       DEFINED 07 09 10         0        0  2776700
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109   403146  12176200 SH       DEFINED 11 13 15         0        0 12176200
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109   238327   7198200 SH       DEFINED 16 22 23         0        0  7198200
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109   191638   5788045 SH       DEFINED 25 26 27         0        0  5788045
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109    70583   2131820 SH       DEFINED 28 30 34         0        0  2131820
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109    35273   1065360 SH       DEFINED 36               0        0  1065360
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109    30692    927000 SH       DEFINED 03          507300        0   419700
ECLIPSYS CORP                  COM              278856109       59      7900 SH       DEFINED 15               0        0     7900
ECOLAB INC                     COM              278865100    51279   1312750 SH       DEFINED 09 11 15         0        0  1312750
ECOLAB INC                     COM              278865100   128970   3301640 SH       DEFINED 16 21 23         0        0  3301640
ECOLAB INC                     COM              278865100    25239    646129 SH       DEFINED 27 28 30         0        0   646129
ECOLAB INC                     COM              278865100      105      2700 SH       DEFINED 34               0        0     2700
ECOLAB INC                     COM              278865100    19126    489645 SH       DEFINED 03          357645        0   132000
EDISON INTL                    COM              281020107     5476    267153 SH       DEFINED 03          267153        0        0
EDUCATION MGMT CORP            COM              28139T101     2528    140000 SH       DEFINED 07               0        0   140000
J D EDWARDS & CO               COM              281667105    43039   2857400 SH       DEFINED 02 12 15         0        0  2857400
J D EDWARDS & CO               COM              281667105     8421    556400 SH       DEFINED 21 26 29         0        0   556400
J D EDWARDS & CO               COM              281667105     3765    250000 SH       DEFINED 34               0        0   250000
J D EDWARDS & CO               COM              281667105     6871    456200 SH       DEFINED 03          355600        0   100600
EDWARDS LIFESCIENCES CORP      COM              28176E108      462     25000 SH       DEFINED 20 32            0        0    25000
EDWARDS LIFESCIENCES CORP      COM              28176E108      839     45397 SH       DEFINED 03           45397        0        0
EDWARDS AG INC                 COM              281760108     1817     46600 SH       DEFINED 02 15            0        0    46600
EDWARDS AG INC                 COM              281760108       49      1207 SH       DEFINED 37            1207        0        0
EFFICIENT NETWORKS INC         COM              282056100    39113    531700 SH       DEFINED 02 06 09         0        0   531700
EFFICIENT NETWORKS INC         COM              282056100    22161    302100 SH       DEFINED 15 23 28         0        0   302100
EFFICIENT NETWORKS INC         COM              282056100     3773     51300 SH       DEFINED 30 34            0        0    51300
EFFICIENT NETWORKS INC         COM              282056100     3597     48900 SH       DEFINED 03           35100        0    13800
EGLOBE INC                     COM              282339100        1       540 SH       DEFINED 03             540        0        0
EL PASO ENERGY CORP DEL        COM              283905107   112510   2208800 SH       DEFINED 02 11 12         0        0  2208800
EL PASO ENERGY CORP DEL        COM              283905107    96042   1885500 SH       DEFINED 15 16 18         0        0  1885500
EL PASO ENERGY CORP DEL        COM              283905107     1553     30500 SH       DEFINED 23 34            0        0    30500
EL PASO ENERGY CORP DEL        COM              283905107    25580    502159 SH       DEFINED 37 03       440559        0    61600
ELAN PLC                       ADR              284131208   203408   4199400 SH       DEFINED 04 09 10         0        0  4199400
ELAN PLC                       ADR              284131208   191381   3951100 SH       DEFINED 13 19 20         0        0  3951100
ELAN PLC                       ADR              284131208   269820   5570480 SH       DEFINED 21 22 28         0        0  5570480
ELAN PLC                       ADR              284131208    25294    522200 SH       DEFINED 30 32            0        0   522200
ELAN PLC                       ADR              284131208    24516    506150 SH       DEFINED 37          305550        0   200600
ELANTEC SEMICONDUCTOR INC      COM              284155108     2102     30200 SH       DEFINED 26               0        0    30200
ELCOR CORP                     COM              284443108      873     37990 SH       DEFINED 07 12 15         0        0    37990
ELCOR CORP                     COM              284443108       29      1300 SH       DEFINED 34               0        0     1300
ELCOR CORP                     COM              284443108     4807    209000 SH       DEFINED 03          179000        0    30000
ELECTRO SCIENTIFIC INDS        COM              285229100     1479     33600 SH       DEFINED 12 28 32         0        0    33600
ELECTRONIC ARTS INC            COM              285512109    93578   1283000 SH       DEFINED 09 13 16         0        0  1283000
ELECTRONIC ARTS INC            COM              285512109   131025   1796410 SH       DEFINED 22 28 30         0        0  1796410
ELECTRONIC ARTS INC            COM              285512109     5762     79000 SH       DEFINED 03           66500        0    12500
ELECTRONIC DATA SYS NEW        COM              285661104    77158   1870500 SH       DEFINED 02 07 10         0        0  1870500
ELECTRONIC DATA SYS NEW        COM              285661104   234118   5675600 SH       DEFINED 12 15 16         0        0  5675600
ELECTRONIC DATA SYS NEW        COM              285661104   140339   3402160 SH       DEFINED 20 23 28         0        0  3402160
ELECTRONIC DATA SYS NEW        COM              285661104    35932    871100 SH       DEFINED 32 34            0        0   871100
ELECTRONIC DATA SYS NEW        COM              285661104    51420   1246520 SH       DEFINED 37 03       882420        0   364100
ELECTRONICS BOUTIQUE HLDGS CP  COM              286045109     3283    200500 SH       DEFINED 28               0        0   200500
ELECTRONICS FOR IMAGING INC    COM              286082102    45484   1796900 SH       DEFINED 02 07 15         0        0  1796900
ELECTRONICS FOR IMAGING INC    COM              286082102     7609    300630 SH       DEFINED 19 23 34         0        0   300630
ELECTRONICS FOR IMAGING INC    COM              286082102    22671    895670 SH       DEFINED 37 03       174970        0   720700
ELF AQUITAINE                  SPONSORED ADR    286269105    15776    156200 SH       DEFINED 19 21            0        0   156200
ELLIS PERRY INTL INC           COM              288853104     7004    875600 SH       DEFINED 07 12 28         0        0   875600
ELOQUENT INC                   COM              290140102     1879    208800 SH       DEFINED 13               0        0   208800
ELOYALTY CORP                  COM              290151109     9359    734100 SH       DEFINED 02 15 28         0        0   734100
ELOYALTY CORP                  COM              290151109     1593    125000 SH       DEFINED 34               0        0   125000
ELOYALTY CORP                  COM              290151109     5188    406950 SH       DEFINED 03          406950        0        0
EMBRATEL PARTICIPACOES S A     SPON ADR PFD     29081N100    43732   1851100 SH       DEFINED 02 07 12         0        0  1851100
EMBRATEL PARTICIPACOES S A     SPON ADR PFD     29081N100    15070    637900 SH       DEFINED 19 21            0        0   637900
EMBOTELLADORA ANDINA S A       SPON ADR A       29081P204      444     37850 SH       DEFINED 02 07 19         0        0    37850
EMBOTELLADORA ANDINA S A       SPON ADR A       29081P204     4279    364200 SH       DEFINED 21               0        0   364200
EMBREX INC                     COM              290817105     5244    381400 SH       DEFINED 07               0        0   381400
EMERGE INTERACTIVE INC         CL A             29088W103       20      1130 SH       DEFINED 28 03            0        0     1130
EMERGING MKTS TELECOMMUNICATNS COM              290887108     5895    398000 SH       DEFINED 19 21 26         0        0   398000
EMERGING MKTS INFRASTRUCTURE   COM              290921105     6984    594405 SH       DEFINED 19 21 26         0        0   594405
EMERSON ELEC CO                COM              291011104    41320    684400 SH       DEFINED 02 05 06         0        0   684400
EMERSON ELEC CO                COM              291011104   259280   4294500 SH       DEFINED 07 10 11         0        0  4294500
EMERSON ELEC CO                COM              291011104   101187   1675990 SH       DEFINED 15 16 19         0        0  1675990
EMERSON ELEC CO                COM              291011104    11024    182600 SH       DEFINED 26 28 34         0        0   182600
EMERSON ELEC CO                COM              291011104    74664   1236469 SH       DEFINED 37 03      1104069        0   132400
EMULEX CORP                    COM NEW          292475209   168639   2567300 SH       DEFINED 02 13 15         0        0  2567300
EMULEX CORP                    COM NEW          292475209    10168    154800 SH       DEFINED 34               0        0   154800
EMULEX CORP                    COM NEW          292475209   137847   2098532 SH       DEFINED 03         2086432        0    12100
ENCAL ENERGY LTD               COM              29250D107      233     36800 SH       DEFINED 15               0        0    36800
ENBRIDGE INC                   COM              29250N105    19931    950870 SH       DEFINED 02 07 15         0        0   950870
ENBRIDGE INC                   COM              29250N105      550     26250 SH       DEFINED 21               0        0    26250
ENBRIDGE INC                   COM              29250N105     1568     76340 SH       DEFINED 03           76340        0        0
ENERGEN CORP                   COM              29265N108     3278    150300 SH       DEFINED 15 26            0        0   150300
ENERGY CONVERSION DEVICES INC  COM              292659109     2537    100000 SH       DEFINED 12               0        0   100000
ENERGY CONVERSION DEVICES INC  WT EXP  073101   292659224     4000    400000 SH       DEFINED 12               0        0   400000
ENERGY EAST CORP               COM              29266M109    35479   1861200 SH       DEFINED 02 12 32         0        0  1861200
ENERGY EAST CORP               COM              29266M109       34      1700 SH       DEFINED 37            1700        0        0
ENERGY EAST CORP               COM              29266M109     1197     62800 SH       DEFINED 03               0        0    62800
ENERGIZER HLDGS INC            COM              29266R108     1439     78864 SH       DEFINED 37 03        78864        0        0
ENERSIS S A                    SPONSORED ADR    29274F104      939     47137 SH       DEFINED 02 19 21         0        0    47137
ENGAGE INC                     COM              292827102     1284     99300 SH       DEFINED 13               0        0    99300
ENGAGE INC                     COM              292827102     1888    146000 SH       DEFINED 03          146000        0        0
ENGELHARD CORP                 COM              292845104    62165   3643400 SH       DEFINED 07 09 12         0        0  3643400
ENGELHARD CORP                 COM              292845104    10526    616910 SH       DEFINED 15 22 32         0        0   616910
ENGELHARD CORP                 COM              292845104       11       700 SH       DEFINED 34               0        0      700
ENGELHARD CORP                 COM              292845104     7336    429963 SH       DEFINED 03          161063        0   268900
ENGINEERED SUPPORT SYS INC     COM              292866100     5111    371750 SH       DEFINED 07               0        0   371750
ENGINEERED SUPPORT SYS INC     COM              292866100        9       700 SH       DEFINED 03             700        0        0
ENGLE HOMES INC                COM              292896107    13948   1458700 SH       DEFINED 07 12 28         0        0  1458700
ENRON CORP                     COM              293561106   102996   1596846 SH       DEFINED 02 07 09         0        0  1596846
ENRON CORP                     COM              293561106   526403   8161300 SH       DEFINED 10 11 12         0        0  8161300
ENRON CORP                     COM              293561106   325600   5048066 SH       DEFINED 13 15 16         0        0  5048066
ENRON CORP                     COM              293561106    29637    459500 SH       DEFINED 18 20 23         0        0   459500
ENRON CORP                     COM              293561106    17882    277250 SH       DEFINED 27 28 30         0        0   277250
ENRON CORP                     COM              293561106    39822    617400 SH       DEFINED 32 34            0        0   617400
ENRON CORP                     COM              293561106    81389   1260640 SH       DEFINED 37 03      1172640        0    88000
ENRON CORP                     PFD 2CV $10.50   293561601    40329     22900 SH       DEFINED 09 11            0        0    22900
ENTERCOM COMMUNICATIONS CORP   CL A             293639100      141      2900 SH       DEFINED 02 15 34         0        0     2900
ENTERCOM COMMUNICATIONS CORP   CL A             293639100     9525    195400 SH       DEFINED 03          195400        0        0
ENTERGY CORP NEW               COM              29364G103   243515   8956900 SH       DEFINED 02 07 09         0        0  8956900
ENTERGY CORP NEW               COM              29364G103    96368   3544600 SH       DEFINED 12 15 22         0        0  3544600
ENTERGY CORP NEW               COM              29364G103     4896    180100 SH       DEFINED 28 32            0        0   180100
ENTERGY CORP NEW               COM              29364G103    13989    514563 SH       DEFINED 37 03       300792        0   213771
ENTREMED INC                   COM              29382F103     6586    220000 SH       DEFINED 13               0        0   220000
ENTRUST TECHNOLOGIES INC       COM              293848107      115      1400 SH       DEFINED 03               0        0     1400
ENZON INC                      COM              293904108    17250    405900 SH       DEFINED 02 05 15         0        0   405900
ENZON INC                      COM              293904108     4917    115700 SH       DEFINED 26 28 34         0        0   115700
ENZON INC                      COM              293904108     4683    110200 SH       DEFINED 03           57800        0    52400
EPCOS AG                       ARD              29410P107    83754    850300 SH       DEFINED 13               0        0   850300
ENZO BIOCHEM INC               COM              294100102    43000    623200 SH       DEFINED 15 28            0        0   623200
EPRESENCE INC                  COM              294348107     3035    418700 SH       DEFINED 02 15 34         0        0   418700
EPRESENCE INC                  COM              294348107      783    108000 SH       DEFINED 03          108000        0        0
EPRISE CORP                    COM              294352109        3       200 SH       DEFINED 26               0        0      200
EQUIFAX INC                    COM              294429105    23532    896470 SH       DEFINED 10 15            0        0   896470
EQUIFAX INC                    COM              294429105     2858    108905 SH       DEFINED 03          108905        0        0
EQUINOX SYS INC                COM              294436100     3210    535000 SH       DEFINED 07               0        0   535000
EQUITABLE RES INC              COM              294549100     4188     86800 SH       DEFINED 02 15 23         0        0    86800
EQUITABLE RES INC              COM              294549100     2991     62000 SH       DEFINED 26               0        0    62000
EQUITABLE RES INC              COM              294549100      197      4100 SH       DEFINED 03            4100        0        0
EQUITY INCOME FD               UT 1 EX SR-ATT   294700703      313      1800 SH       DEFINED 37            1800        0        0
EQUITY OFFICE PROPERTIES TRUST COM              294741103   109966   3989720 SH       DEFINED 06 07 09         0        0  3989720
EQUITY OFFICE PROPERTIES TRUST COM              294741103   203113   7369200 SH       DEFINED 10 11 12         0        0  7369200
EQUITY OFFICE PROPERTIES TRUST COM              294741103   197115   7151590 SH       DEFINED 15 16 18         0        0  7151590
EQUITY OFFICE PROPERTIES TRUST COM              294741103    74967   2719900 SH       DEFINED 20 22 30         0        0  2719900
EQUITY OFFICE PROPERTIES TRUST COM              294741103    40129   1455939 SH       DEFINED 32 34 35         0        0  1455939
EQUITY OFFICE PROPERTIES TRUST COM              294741103    66256   2403872 SH       DEFINED 03         2319572        0    84300
EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107   134880   2932192 SH       DEFINED 06 07 09         0        0  2932192
EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107    96784   2104000 SH       DEFINED 10 11 12         0        0  2104000
EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107   189803   4126165 SH       DEFINED 15 16 20         0        0  4126165
EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107    42485    923600 SH       DEFINED 22 30 32         0        0   923600
EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107    16704    363139 SH       DEFINED 34 35            0        0   363139
EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107    37973    825500 SH       DEFINED 03          779700        0    45800
ERICSSON L M TEL CO            ADR CL B SEK10   294821400    53324   2666200 SH       DEFINED 02 05 06         0        0  2666200
ERICSSON L M TEL CO            ADR CL B SEK10   294821400   235742  11787100 SH       DEFINED 10 11 12         0        0 11787100
ERICSSON L M TEL CO            ADR CL B SEK10   294821400   311020  15551000 SH       DEFINED 13 15 19         0        0 15551000
ERICSSON L M TEL CO            ADR CL B SEK10   294821400   143800   7190000 SH       DEFINED 21 22 23         0        0  7190000
ERICSSON L M TEL CO            ADR CL B SEK10   294821400   246728  12336400 SH       DEFINED 28 30            0        0 12336400
ERICSSON L M TEL CO            ADR CL B SEK10   294821400      121      6496 SH       DEFINED 37            6496        0        0
ERICSSON L M TEL CO            ADR CL B SEK10   294821400     6138    306900 SH       DEFINED 03               0        0   306900
ESPIRITO SANTO FINL GROUP SA   SPONSORED ADR    29665F200     9347    519300 SH       DEFINED 19 21            0        0   519300
ESSEX PPTY TR INC              COM              297178105     1260     30000 SH       DEFINED 35               0        0    30000
ESSEX PPTY TR INC              COM              297178105    11222    267200 SH       DEFINED 03          267200        0        0
ESTERLINE TECHNOLOGIES CORP    COM              297425100      743     50000 SH       DEFINED 07               0        0    50000
ETHAN ALLEN INTERIORS INC      COM              297602104       52      2200 SH       DEFINED 15               0        0     2200
ETOYS INC                      SUB NT CV 144A04 297862AA2     1088   2660000 PRN      DEFINED 03               0        0        0
EUROPEAN WT FD INC             COM              298792102     8634    590400 SH       DEFINED 02 19 21         0        0   590400
EUROPEAN WT FD INC             COM              298792102     5292    361900 SH       DEFINED 22 03            0        0   361900
EXACTECH INC                   COM              30064E109     3511    220300 SH       DEFINED 07               0        0   220300
EXAR CORP                      COM              300645108     7131     81800 SH       DEFINED 02 26            0        0    81800
EXCEL LEGACY CORP              COM              300665106     2702   1005400 SH       DEFINED 35               0        0  1005400
EXCEL LEGACY CORP              COM              300665106     3394   1263000 SH       DEFINED 03         1263000        0        0
EXCEL TECHNOLOGY INC           COM              30067T103      644     12800 SH       DEFINED 02 12 28         0        0    12800
EXCHANGE APPLICATIONS          COM              300867108     2430     91300 SH       DEFINED 26               0        0    91300
EXELIXIS INC                   COM              30161Q104     5426    162600 SH       DEFINED 02 04 06         0        0   162600
EXELIXIS INC                   COM              30161Q104    46441   1391500 SH       DEFINED 07 10 15         0        0  1391500
EXELIXIS INC                   COM              30161Q104    34866   1044700 SH       DEFINED 22 26 28         0        0  1044700
EXELIXIS INC                   COM              30161Q104     3634    108900 SH       DEFINED 34               0        0   108900
EXTENDED SYSTEMS INC           COM              301973103    40723    424200 SH       DEFINED 02 11 13         0        0   424200
EXTENDED SYSTEMS INC           COM              301973103    44553    464100 SH       DEFINED 15 26 28         0        0   464100
EXTENDED SYSTEMS INC           COM              301973103     4992     52000 SH       DEFINED 34               0        0    52000
EXTENDED SYSTEMS INC           COM              301973103     5702     59400 SH       DEFINED 03           59400        0        0
EXIDE CORP                     COM              302051107      151     18900 SH       DEFINED 26 32            0        0    18900
EXODUS COMMUNICATIONS INC      COM              302088109   137381   2982500 SH       DEFINED 02 10 11         0        0  2982500
EXODUS COMMUNICATIONS INC      COM              302088109   577861  12545160 SH       DEFINED 13 15 16         0        0 12545160
EXODUS COMMUNICATIONS INC      COM              302088109    65453   1420980 SH       DEFINED 20 23 28         0        0  1420980
EXODUS COMMUNICATIONS INC      COM              302088109    23431    508700 SH       DEFINED 32 34            0        0   508700
EXODUS COMMUNICATIONS INC      COM              302088109    29212    634200 SH       DEFINED 03          406980        0   227220
EXPEDIA INC                    COM              302125109     2255    152300 SH       DEFINED 10               0        0   152300
EXPEDITORS INTL WASH INC       COM              302130109    10095    212540 SH       DEFINED 02 12 15         0        0   212540
EXPEDITORS INTL WASH INC       COM              302130109   165860   3491800 SH       DEFINED 16 20 23         0        0  3491800
EXPEDITORS INTL WASH INC       COM              302130109    25318    533020 SH       DEFINED 28 32 34         0        0   533020
EXPEDITORS INTL WASH INC       COM              302130109    29337    617640 SH       DEFINED 03          415740        0   201900
EXPRESS SCRIPTS INC            CL A             302182100    74233   1194900 SH       DEFINED 02 09 10         0        0  1194900
EXPRESS SCRIPTS INC            CL A             302182100    74121   1193100 SH       DEFINED 13 15 16         0        0  1193100
EXPRESS SCRIPTS INC            CL A             302182100    18546    298530 SH       DEFINED 21 23 28         0        0   298530
EXPRESS SCRIPTS INC            CL A             302182100     3833     61700 SH       DEFINED 30 34            0        0    61700
EXPRESS SCRIPTS INC            CL A             302182100    11232    180800 SH       DEFINED 03          160900        0    19900
EXTENDED STAY AMER INC         COM              30224P101    54201   5859603 SH       DEFINED 10               0        0  5859603
EXTENSITY INC                  COM              302255104     2890     84400 SH       DEFINED 20 26 32         0        0    84400
EXTREME NETWORKS INC           COM              30226D106    24243    229800 SH       DEFINED 13 15 20         0        0   229800
EXTREME NETWORKS INC           COM              30226D106     6213     58900 SH       DEFINED 21 29 32         0        0    58900
EXTREME NETWORKS INC           COM              30226D106     5032     47700 SH       DEFINED 03           47700        0        0
EXXON MOBIL CORP               COM              30231G102   304514   3879162 SH       DEFINED 02 04 05         0        0  3879162
EXXON MOBIL CORP               COM              30231G102  1416733  18047556 SH       DEFINED 06 07 08         0        0 18047556
EXXON MOBIL CORP               COM              30231G102  3878535  49408096 SH       DEFINED 09 10 11         0        0 49408096
EXXON MOBIL CORP               COM              30231G102  1881707  23970790 SH       DEFINED 12 15 16         0        0 23970790
EXXON MOBIL CORP               COM              30231G102   929035  11834844 SH       DEFINED 18 19 20         0        0 11834844
EXXON MOBIL CORP               COM              30231G102   622922   7935318 SH       DEFINED 22 23 26         0        0  7935318
EXXON MOBIL CORP               COM              30231G102   657643   8377626 SH       DEFINED 27 28 30         0        0  8377626
EXXON MOBIL CORP               COM              30231G102   285731   3639889 SH       DEFINED 31 32 34         0        0  3639889
EXXON MOBIL CORP               COM              30231G102   698055   8889488 SH       DEFINED 37 03      7548035        0  1341453
FEI CO                         COM              30241L109    18437    604500 SH       DEFINED 09 28 30         0        0   604500
F M C CORP                     COM NEW          302491303    15497    267200 SH       DEFINED 02 04 15         0        0   267200
F M C CORP                     COM NEW          302491303    12803    220750 SH       DEFINED 16 19 28         0        0   220750
F M C CORP                     COM NEW          302491303       35       600 SH       DEFINED 34               0        0      600
F M C CORP                     COM NEW          302491303     7129    122920 SH       DEFINED 37 03       117520        0     5400
FPIC INS GROUP INC             COM              302563101     5804    370000 SH       DEFINED 07               0        0   370000
FPL GROUP INC                  COM              302571104    26026    525600 SH       DEFINED 02 12 23         0        0   525600
FPL GROUP INC                  COM              302571104     8500    171734 SH       DEFINED 03          138034        0    33700
FSI INTL INC                   COM              302633102     4044    186500 SH       DEFINED 26               0        0   186500
F Y I INC                      COM              302712104      279      8300 SH       DEFINED 03            8300        0        0
FACTORY 2-U INC                COM              303072102     2835     75000 SH       DEFINED 26               0        0    75000
FACTSET RESH SYS INC           COM              303075105    12534    443700 SH       DEFINED 13 28            0        0   443700
FACTSET RESH SYS INC           COM              303075105     1590     56300 SH       DEFINED 03           56300        0        0
FAIR ISAAC & CO INC            COM              303250104    12542    285060 SH       DEFINED 07 28            0        0   285060
FAIR ISAAC & CO INC            COM              303250104     3036     69000 SH       DEFINED 03           69000        0        0
FAIRCHILD CORP                 CL A             303698104       74     15300 SH       DEFINED 03           15300        0        0
FAIRCHILD SEMICONDUCTOR INTL   CL A             303726103    60170   1485700 SH       DEFINED 04 06 12         0        0  1485700
FAIRCHILD SEMICONDUCTOR INTL   CL A             303726103    21303    526000 SH       DEFINED 13 15 20         0        0   526000
FAIRCHILD SEMICONDUCTOR INTL   CL A             303726103     2511     62000 SH       DEFINED 32               0        0    62000
FAIRCHILD SEMICONDUCTOR INTL   CL A             303726103     5787    142900 SH       DEFINED 03           98800        0    44100
FAIRFIELD CMNTYS INC           COM PAR $0.01    304231301      333     42400 SH       DEFINED 26               0        0    42400
FAMILY DLR STORES INC          COM              307000109      242     12400 SH       DEFINED 03           12400        0        0
FANSTEEL INC DEL               COM              307260109     2917    741000 SH       DEFINED 07               0        0   741000
FARM FAMILY HLDGS INC          COM              307901108    11248    363600 SH       DEFINED 07               0        0   363600
FASTENAL CO                    COM              311900104    22892    452200 SH       DEFINED 13 15 20         0        0   452200
FASTENAL CO                    COM              311900104    15268    301600 SH       DEFINED 28 32            0        0   301600
FASTENAL CO                    COM              311900104     1068     21100 SH       DEFINED 03           21100        0        0
FEDERAL AGRIC MTG CORP         CL C             313148306     4913    337400 SH       DEFINED 13 26            0        0   337400
FEDERAL AGRIC MTG CORP         CL C             313148306     2466    169400 SH       DEFINED 03          169400        0        0
FEDERAL HOME LN MTG CORP       COM              313400301   119070   2940000 SH       DEFINED 02 04 05         0        0  2940000
FEDERAL HOME LN MTG CORP       COM              313400301   741495  18308530 SH       DEFINED 06 07 09         0        0 18308530
FEDERAL HOME LN MTG CORP       COM              313400301   873588  21570087 SH       DEFINED 10 11 12         0        0 21570087
FEDERAL HOME LN MTG CORP       COM              313400301   886974  21900600 SH       DEFINED 13 15 16         0        0 21900600
FEDERAL HOME LN MTG CORP       COM              313400301    80453   1986510 SH       DEFINED 18 19 20         0        0  1986510
FEDERAL HOME LN MTG CORP       COM              313400301   143609   3545920 SH       DEFINED 21 22 23         0        0  3545920
FEDERAL HOME LN MTG CORP       COM              313400301   534751  13203750 SH       DEFINED 26 27 28         0        0 13203750
FEDERAL HOME LN MTG CORP       COM              313400301    87709   2165662 SH       DEFINED 30 32 34         0        0  2165662
FEDERAL HOME LN MTG CORP       COM              313400301   263451   6504953 SH       DEFINED 37 03      4229753        0  2275200
FEDERAL NATL MTG ASSN          COM              313586109   290960   5575300 SH       DEFINED 02 04 05         0        0  5575300
FEDERAL NATL MTG ASSN          COM              313586109  1271769  24369240 SH       DEFINED 06 07 09         0        0 24369240
FEDERAL NATL MTG ASSN          COM              313586109  1467606  28121800 SH       DEFINED 10 11 12         0        0 28121800
FEDERAL NATL MTG ASSN          COM              313586109  1975401  37852000 SH       DEFINED 13 15 16         0        0 37852000
FEDERAL NATL MTG ASSN          COM              313586109   431206   8262640 SH       DEFINED 18 19 20         0        0  8262640
FEDERAL NATL MTG ASSN          COM              313586109   622215  11922700 SH       DEFINED 22 23 26         0        0 11922700
FEDERAL NATL MTG ASSN          COM              313586109   837330  16044662 SH       DEFINED 27 28 30         0        0 16044662
FEDERAL NATL MTG ASSN          COM              313586109    97743   1872935 SH       DEFINED 32 34            0        0  1872935
FEDERAL NATL MTG ASSN          COM              313586109   417679   8003021 SH       DEFINED 37 03      6148361        0  1854660
FEDERAL SCREW WKS              COM              313819104     4460    108800 SH       DEFINED 07               0        0   108800
FEDERATED DEPT STORES INC DEL  COM              31410H101   191306   5668340 SH       DEFINED 02 09 10         0        0  5668340
FEDERATED DEPT STORES INC DEL  COM              31410H101   173356   5136500 SH       DEFINED 12 18 22         0        0  5136500
FEDERATED DEPT STORES INC DEL  COM              31410H101    29891    885668 SH       DEFINED 37 03       198949        0   686719
FEDERATED INVS INC PA          CL B             314211103    19102    544800 SH       DEFINED 02 15 34         0        0   544800
FEDERATED INVS INC PA          CL B             314211103     9098    259500 SH       DEFINED 03          259500        0        0
FEDEX CORP                     COM              31428X106     1804     47480 SH       DEFINED 15 34            0        0    47480
FEDEX CORP                     COM              31428X106     8730    229746 SH       DEFINED 03          229746        0        0
FERRO CORP                     COM              315405100    66034   3144490 SH       DEFINED 12 15 34         0        0  3144490
FERRO CORP                     COM              315405100    17243    821100 SH       DEFINED 03          133150        0   687950
FIFTH THIRD BANCORP            COM              316773100    82509   1304500 SH       DEFINED 02 15 20         0        0  1304500
FIFTH THIRD BANCORP            COM              316773100    16495    260800 SH       DEFINED 32 34            0        0   260800
FIFTH THIRD BANCORP            COM              316773100    15220    240663 SH       DEFINED 37 03       240663        0        0
FILA HLDG SPA                  SPONSORED ADR    316850106     1098    104000 SH       DEFINED 19 21            0        0   104000
FILENET CORP                   COM              316869106    49430   2690100 SH       DEFINED 13 26            0        0  2690100
FINANCIAL INDS CORP            COM              317574101     2305    283800 SH       DEFINED 07               0        0   283800
FINANCIAL SEC ASSURN HLDGS LTD COM              31769P100     1471     19400 SH       DEFINED 02 15 34         0        0    19400
FINANCIAL SEC ASSURN HLDGS LTD COM              31769P100      614      8100 SH       DEFINED 03            8100        0        0
FINISAR                        COM              31787A101   109406   4177800 SH       DEFINED 13 15            0        0  4177800
FINISAR                        COM              31787A101     9673    369400 SH       DEFINED 03          369400        0        0
FINLAY ENTERPRISES INC         COM NEW          317884203    13540   1041600 SH       DEFINED 07               0        0  1041600
FINISH LINE INC                CL A             317923100    15488   1891700 SH       DEFINED 07               0        0  1891700
FIREPOND INC                   COM              318224102      774     21500 SH       DEFINED 26               0        0    21500
FIRST BANCORP P R              COM              318672102    49732   2679200 SH       DEFINED 07               0        0  2679200
FIRST FED S&L EAST HARTFORD CT COM              319944104     1045     35300 SH       DEFINED 15               0        0    35300
FIRST DATA CORP                COM              319963104   248745   5012500 SH       DEFINED 02 05 10         0        0  5012500
FIRST DATA CORP                COM              319963104   231391   4662800 SH       DEFINED 12 15 16         0        0  4662800
FIRST DATA CORP                COM              319963104    47744    962100 SH       DEFINED 23 26 28         0        0   962100
FIRST DATA CORP                COM              319963104    18093    364600 SH       DEFINED 30 32            0        0   364600
FIRST DATA CORP                COM              319963104    68830   1386928 SH       DEFINED 37 03      1117328        0   269600
FIRST FED BANKSHARES INC DEL   COM              32020V100     1019    129500 SH       DEFINED 07               0        0   129500
FIRST INDUSTRIAL REALTY TRUST  COM              32054K103     6605    223900 SH       DEFINED 12 15 34         0        0   223900
FIRST INDUSTRIAL REALTY TRUST  COM              32054K103    10227    346700 SH       DEFINED 03          315500        0    31200
FIRST IND CORP                 COM              32054R108      272     13700 SH       DEFINED 26               0        0    13700
FIRST MERCHANTS CORP           COM              320817109       82      3900 SH       DEFINED 26               0        0     3900
FIRST HEALTH GROUP CORP        COM              320960107    13968    425700 SH       DEFINED 02 09 15         0        0   425700
FIRST HEALTH GROUP CORP        COM              320960107     3842    117100 SH       DEFINED 28 30 32         0        0   117100
FIRST HEALTH GROUP CORP        COM              320960107      826     25200 SH       DEFINED 34               0        0    25200
FIRST HEALTH GROUP CORP        COM              320960107     3067     93500 SH       DEFINED 03           93500        0        0
FIRST MUTUAL BANCSHARES INC    COM              32190E102      221     22200 SH       DEFINED 07               0        0    22200
FIRST PHILIPPINE FD INC        COM              336100102     1056    256000 SH       DEFINED 19 21            0        0   256000
FIRST SEC CORP DEL             COM              336294103     2229    164400 SH       DEFINED 02 15 34         0        0   164400
FIRST ST BANCORPORATION        COM              336453105      132     12900 SH       DEFINED 26               0        0    12900
FIRST UN CORP                  COM              337358105    11817    476260 SH       DEFINED 02 12 15         0        0   476260
FIRST UN CORP                  COM              337358105     2996    120762 SH       DEFINED 28 34            0        0   120762
FIRST UN CORP                  COM              337358105    19246    775653 SH       DEFINED 37 03       775653        0        0
FIRST VA BANKS INC             COM              337477103     2022     58100 SH       DEFINED 15               0        0    58100
FIRST WASH RLTY TR INC         COM              337489504     3777    171200 SH       DEFINED 12 35            0        0   171200
FIRST WASH RLTY TR INC         COM              337489504     2323    105300 SH       DEFINED 03          105300        0        0
FIRSTCOM CORP                  COM              33763T104    16330   1084200 SH       DEFINED 25 27 28         0        0  1084200
FIRSTCOM CORP                  COM              33763T104     4502    298900 SH       DEFINED 36               0        0   298900
FIRSTCOM CORP                  COM              33763T104     4044    268500 SH       DEFINED 03          268500        0        0
FIRSTAR CORP NEW WIS           COM              33763V109    35588   1689664 SH       DEFINED 02 07 09         0        0  1689664
FIRSTAR CORP NEW WIS           COM              33763V109    48902   2321800 SH       DEFINED 11 12 15         0        0  2321800
FIRSTAR CORP NEW WIS           COM              33763V109    72360   3435510 SH       DEFINED 19 20 21         0        0  3435510
FIRSTAR CORP NEW WIS           COM              33763V109     3831    181900 SH       DEFINED 22 23 28         0        0   181900
FIRSTAR CORP NEW WIS           COM              33763V109    20444    970650 SH       DEFINED 32 34            0        0   970650
FIRSTAR CORP NEW WIS           COM              33763V109    39622   1881049 SH       DEFINED 37 03      1803549        0    77500
FISERV INC                     COM              337738108    24577    568275 SH       DEFINED 15 20 32         0        0   568275
FISERV INC                     COM              337738108     2093     48398 SH       DEFINED 03           48398        0        0
FIRSTFED FINL CORP             COM              337907109     1557    110300 SH       DEFINED 15 26            0        0   110300
FIRSTFED FINL CORP             COM              337907109      501     35500 SH       DEFINED 03           35500        0        0
FIRSTMERIT CORP                COM              337915102       35      1676 SH       DEFINED 37            1676        0        0
FIRSTENERGY CORP               COM              337932107     4202    179754 SH       DEFINED 37 03       179754        0        0
FISHER SCIENTIFIC INTL INC     COM NEW          338032204      368     14900 SH       DEFINED 15               0        0    14900
FLANIGANS ENTERPRISES INC      COM              338517105      828    195000 SH       DEFINED 07               0        0   195000
FLEETBOSTON FINL CORP          COM              339030108    83428   2453775 SH       DEFINED 02 05 07         0        0  2453775
FLEETBOSTON FINL CORP          COM              339030108   574126  16886079 SH       DEFINED 09 10 11         0        0 16886079
FLEETBOSTON FINL CORP          COM              339030108    99891   2937986 SH       DEFINED 12 15 16         0        0  2937986
FLEETBOSTON FINL CORP          COM              339030108    92959   2734100 SH       DEFINED 18 22 23         0        0  2734100
FLEETBOSTON FINL CORP          COM              339030108    35728   1050848 SH       DEFINED 26 28 32         0        0  1050848
FLEETBOSTON FINL CORP          COM              339030108     5972    175676 SH       DEFINED 34               0        0   175676
FLEETBOSTON FINL CORP          COM              339030108    59396   1746539 SH       DEFINED 37 03      1324039        0   422500
FLEMING COS INC                COM              339130106    43100   3299566 SH       DEFINED 04 12 20         0        0  3299566
FLEMING COS INC                COM              339130106    13173   1008503 SH       DEFINED 26 32 03         0        0  1008503
FLOORING AMER INC              COM              339756108      348    929400 SH       DEFINED 28               0        0   929400
FLORIDA PROGRESS CORP          COM              341109106     1200     25600 SH       DEFINED 02 23            0        0    25600
FLORIDA PROGRESS CORP          COM              341109106     3602     76831 SH       DEFINED 37 03        76831        0        0
FLORIDA ROCK INDS INC          COM              341140101    20306    570000 SH       DEFINED 06 13 28         0        0   570000
FLORIDA ROCK INDS INC          COM              341140101    28329    795200 SH       DEFINED 03          795200        0        0
FLOWERS INDS INC               COM              343496105      392     19700 SH       DEFINED 15               0        0    19700
FLUOR CORP                     COM              343861100     9316    294600 SH       DEFINED 02 04 05         0        0   294600
FLUOR CORP                     COM              343861100   180976   5722568 SH       DEFINED 06 12 13         0        0  5722568
FLUOR CORP                     COM              343861100    16093    508900 SH       DEFINED 15 18 19         0        0   508900
FLUOR CORP                     COM              343861100    80843   2556310 SH       DEFINED 22 23 28         0        0  2556310
FLUOR CORP                     COM              343861100       98      3100 SH       DEFINED 34               0        0     3100
FLUOR CORP                     COM              343861100    27573    871887 SH       DEFINED 37 03       396187        0   475700
FOAMEX INTL INC                COM              344123104      606    100000 SH       DEFINED 12               0        0   100000
FOCAL COMMUNICATIONS CORP      COM              344155106    18600    514000 SH       DEFINED 09 15 25         0        0   514000
FOCAL COMMUNICATIONS CORP      COM              344155106        7       200 SH       DEFINED 27               0        0      200
FOOTSTAR INC                   COM              344912100    53670   1614154 SH       DEFINED 07 09 22         0        0  1614154
FOOTSTAR INC                   COM              344912100      729     21950 SH       DEFINED 03            7164        0    14786
FORCENERGY INC                 COM NEW          345206205     4137    205600 SH       DEFINED 02 07 13         0        0   205600
FORCENERGY INC                 COM NEW          345206205     1813     90100 SH       DEFINED 15               0        0    90100
FORD MTR CO DEL                COM              345370100   555663  12922410 SH       DEFINED 10 15 16         0        0 12922410
FORD MTR CO DEL                COM              345370100    12358    287400 SH       DEFINED 18 34            0        0   287400
FORD MTR CO DEL                COM              345370100    43497   1011479 SH       DEFINED 37 03      1001779        0     9700
FOREST LABS INC                COM              345838106    23159    229300 SH       DEFINED 02 09 12         0        0   229300
FOREST LABS INC                COM              345838106   199464   1974900 SH       DEFINED 13 15 20         0        0  1974900
FOREST LABS INC                COM              345838106     4067     40270 SH       DEFINED 21 28 30         0        0    40270
FOREST LABS INC                COM              345838106    27674    274000 SH       DEFINED 32 34            0        0   274000
FOREST LABS INC                COM              345838106     1910     18900 SH       DEFINED 37 03        18900        0        0
FORRESTER RESH INC             COM              346563109     6771     93000 SH       DEFINED 26               0        0    93000
FORRESTER RESH INC             COM              346563109     1383     19000 SH       DEFINED 03           19000        0        0
FORT JAMES CORP                COM              347471104    35249   1524306 SH       DEFINED 12 15            0        0  1524306
FORT JAMES CORP                COM              347471104    11751    508152 SH       DEFINED 37 03       272352        0   235800
FORTUNE BRANDS INC             COM              349631101    52111   2259560 SH       DEFINED 09 15 16         0        0  2259560
FORTUNE BRANDS INC             COM              349631101    47402   2055400 SH       DEFINED 20 22 32         0        0  2055400
FORTUNE BRANDS INC             COM              349631101        2       100 SH       DEFINED 34               0        0      100
FORTUNE BRANDS INC             COM              349631101     4333    187884 SH       DEFINED 37 03       136584        0    51300
FORWARD AIR CORP               COM              349853101    10182    254550 SH       DEFINED 09 15 20         0        0   254550
FORWARD AIR CORP               COM              349853101    12129    303235 SH       DEFINED 26 28 30         0        0   303235
FORWARD AIR CORP               COM              349853101      688     17200 SH       DEFINED 32               0        0    17200
FORWARD AIR CORP               COM              349853101    14358    358950 SH       DEFINED 03          358950        0        0
FOSSIL INC                     COM              349882100    36746   1890500 SH       DEFINED 07 28            0        0  1890500
FOUNDATION HEALTH SYS INC      COM              350404109      603     46400 SH       DEFINED 15               0        0    46400
FOUNDRY NETWORKS INC           COM              35063R100   114009   1036450 SH       DEFINED 09 10 13         0        0  1036450
FOUNDRY NETWORKS INC           COM              35063R100    46409    421900 SH       DEFINED 20 28 30         0        0   421900
FOUNDRY NETWORKS INC           COM              35063R100     9966     90600 SH       DEFINED 32               0        0    90600
FOUNDRY NETWORKS INC           COM              35063R100     3322     30200 SH       DEFINED 03           10600        0    19600
4 KIDS ENTMT INC               COM              350865101       78      3000 SH       DEFINED 37            3000        0        0
FOUR SEASONS HOTEL INC         LYON ZERO CPN 29 35100EAD6     3226   9000000 PRN      DEFINED 11               0        0        0
FOUR SEASONS HOTEL INC         LTD VTG SH       35100E104     2559     40900 SH       DEFINED 02               0        0    40900
FOX ENTMT GROUP INC            CL A             35138T107    76903   2531800 SH       DEFINED 02 05 07         0        0  2531800
FOX ENTMT GROUP INC            CL A             35138T107   122617   4036800 SH       DEFINED 09 10 15         0        0  4036800
FOX ENTMT GROUP INC            CL A             35138T107    78012   2568300 SH       DEFINED 16 19 20         0        0  2568300
FOX ENTMT GROUP INC            CL A             35138T107   128540   4231800 SH       DEFINED 22 26 28         0        0  4231800
FOX ENTMT GROUP INC            CL A             35138T107    23528    774600 SH       DEFINED 30 32 34         0        0   774600
FOX ENTMT GROUP INC            CL A             35138T107    17114    563450 SH       DEFINED 03          370050        0   193400
FRANCE GROWTH FD INC           COM              35177K108     6229    415300 SH       DEFINED 19 21            0        0   415300
FRANCE TELECOM                 SPONSORED ADR    35177Q105      812      5700 SH       DEFINED 19               0        0     5700
FRANCHISE FIN CORP AMER        COM              351807102     1591     69200 SH       DEFINED 35               0        0    69200
FRANCHISE FIN CORP AMER        COM              351807102     2748    119500 SH       DEFINED 03          119500        0        0
FRANKLIN RES INC               COM              354613101    26107    859500 SH       DEFINED 02 09 15         0        0   859500
FRANKLIN RES INC               COM              354613101     8313    273700 SH       DEFINED 22 34            0        0   273700
FRANKLIN RES INC               COM              354613101     6670    219615 SH       DEFINED 37 03       202515        0    17100
FREDS INC                      CL A             356108100    14403    800175 SH       DEFINED 26 28            0        0   800175
FREDS INC                      CL A             356108100     6316    350900 SH       DEFINED 03          350900        0        0
FREEMARKETS INC                COM              356602102     5185    109309 SH       DEFINED 10 15 34         0        0   109309
FREEPORT-MCMORAN COPPER & GOLD CL B             35671D857    14568   1575000 SH       DEFINED 13               0        0  1575000
FREEPORT-MCMORAN COPPER & GOLD CL B             35671D857     1164    125850 SH       DEFINED 03          125850        0        0
FREMONT GEN CORP               COM              357288109     6400   1625600 SH       DEFINED 07               0        0  1625600
FREQUENCY ELECTRS INC          COM              358010106     7871    275000 SH       DEFINED 02               0        0   275000
FRESENIUS MED CARE AG          SPONSORED ADR    358029106    11179    426901 SH       DEFINED 19 21            0        0   426901
FRIEDE GOLDMAN HALTER INC      SR SB NTCV4.5%04 358430AA4     9750  16150000 PRN      DEFINED 27               0        0        0
FRIEDE GOLDMAN HALTER INC      SR SB NTCV4.5%04 358430AA4     5814   9630000 PRN      DEFINED 03               0        0        0
FRIEDMANS INC                  CL A             358438109     6634   1343700 SH       DEFINED 07               0        0  1343700
FRITZ COS INC                  COM              358846103      192     18700 SH       DEFINED 15               0        0    18700
FRONTIER OIL CORP              COM              35914P105     3069    383710 SH       DEFINED 02 15 19         0        0   383710
FRONTIER OIL CORP              COM              35914P105    11360   1420100 SH       DEFINED 26 28 34         0        0  1420100
FRONTIER OIL CORP              COM              35914P105     4808    601100 SH       DEFINED 03          601100        0        0
FUJI PHOTO FILM LTD            ADR              359586302       37       900 SH       DEFINED 37             900        0        0
FULLER H B CO                  COM              359694106      602     13232 SH       DEFINED 26               0        0    13232
FURNITURE BRANDS INTL INC      COM              360921100      337     22300 SH       DEFINED 15 28            0        0    22300
FURNITURE BRANDS INTL INC      COM              360921100      291     19300 SH       DEFINED 03           19300        0        0
FUTURELINK CORP                COM NEW          36114Q208      257     35800 SH       DEFINED 13               0        0    35800
FUTURELINK CORP                COM NEW          36114Q208      378     52600 SH       DEFINED 03           52600        0        0
GBC BANCORP CALIF              COM              361475106    17336    592700 SH       DEFINED 07 26            0        0   592700
GC COS INC                     COM              36155Q109        5       240 SH       DEFINED 37             240        0        0
GPU INC                        COM              36225X100     2569     94964 SH       DEFINED 03           94964        0        0
GSE SYS INC                    COM              36227K106      801    173400 SH       DEFINED 07               0        0   173400
GSI LUMONICS INC               COM              36229U102     4018    114700 SH       DEFINED 02 21            0        0   114700
GTE CORP                       COM              362320103     3112     50000 SH       DEFINED 02               0        0    50000
GTE CORP                       COM              362320103    56581    909008 SH       DEFINED 37 03       829608        0    79400
GT GROUP TELECOM INC           CL B NON VTG     362359408      110      7000 SH       DEFINED 21               0        0     7000
GABELLI GLOBAL MULTIMEDIA TR   COM              36239Q109        3       220 SH       DEFINED 37             220        0        0
GABELLI ASSET MGMT INC         CL A             36239Y102      500     20000 SH       DEFINED 02               0        0    20000
GABLES RESIDENTIAL TR          SH BEN INT       362418105     1030     40000 SH       DEFINED 09               0        0    40000
GADZOOKS INC                   COM              362553109     9287    800000 SH       DEFINED 12 28            0        0   800000
GALEY & LORD INC               COM              36352K103     1051    509650 SH       DEFINED 12 28            0        0   509650
GALILEO INTERNATIONAL INC      COM              363547100    14892    713400 SH       DEFINED 10 15            0        0   713400
GALLAGHER ARTHUR J & CO        COM              363576109     4930    117400 SH       DEFINED 02 15 26         0        0   117400
GALLAGHER ARTHUR J & CO        COM              363576109     1008     24000 SH       DEFINED 34               0        0    24000
GALLAGHER ARTHUR J & CO        COM              363576109     7212    171690 SH       DEFINED 37 03       171690        0        0
GALLAHER GROUP PLC             SPONSORED ADR    363595109    85214   3975000 SH       DEFINED 07               0        0  3975000
GALLAHER GROUP PLC             SPONSORED ADR    363595109     1838     85760 SH       DEFINED 37           85760        0        0
GAMETECH INTERNATIONAL INC     COM              36466D102     1755    379500 SH       DEFINED 07               0        0   379500
GANNETT INC                    COM              364730101   207234   3464728 SH       DEFINED 02 08 10         0        0  3464728
GANNETT INC                    COM              364730101    45236    756300 SH       DEFINED 11 12 15         0        0   756300
GANNETT INC                    COM              364730101    19899    332700 SH       DEFINED 32 34            0        0   332700
GANNETT INC                    COM              364730101    18921    316340 SH       DEFINED 37 03       287640        0    28700
GAP INC DEL                    COM              364760108    54191   1734125 SH       DEFINED 02 06 07         0        0  1734125
GAP INC DEL                    COM              364760108   478985  15327525 SH       DEFINED 10 12 13         0        0 15327525
GAP INC DEL                    COM              364760108    83908   2685064 SH       DEFINED 15 16 19         0        0  2685064
GAP INC DEL                    COM              364760108     1301     41643 SH       DEFINED 23 28 34         0        0    41643
GAP INC DEL                    COM              364760108    53107   1699566 SH       DEFINED 37 03      1509192        0   190374
GARDNER DENVER INC             COM              365558105    21628   1210000 SH       DEFINED 07               0        0  1210000
GARDNER DENVER INC             COM              365558105      756     42300 SH       DEFINED 03           42300        0        0
GARTNER GROUP INC NEW          COM              366651107       90      7500 SH       DEFINED 15               0        0     7500
GARTNER GROUP INC NEW          COM              366651107     1501    125100 SH       DEFINED 03          125100        0        0
GARTNER GROUP INC NEW          CL B             366651206      250     25357 SH       DEFINED 02 05 06         0        0    25357
GARTNER GROUP INC NEW          CL B             366651206     2148    217617 SH       DEFINED 07 10 12         0        0   217617
GARTNER GROUP INC NEW          CL B             366651206     6935    702365 SH       DEFINED 15 16 20         0        0   702365
GARTNER GROUP INC NEW          CL B             366651206      415     42119 SH       DEFINED 28 30 32         0        0    42119
GARTNER GROUP INC NEW          CL B             366651206     1051    106477 SH       DEFINED 37 03        91674        0    14803
GASONICS INTL CORP             COM              367278108      216      5500 SH       DEFINED 13               0        0     5500
GASONICS INTL CORP             COM              367278108      311      7900 SH       DEFINED 03            7900        0        0
GATEWAY INC                    COM              367626108    99374   1751100 SH       DEFINED 02 05 06         0        0  1751100
GATEWAY INC                    COM              367626108   131620   2319300 SH       DEFINED 15 16 19         0        0  2319300
GATEWAY INC                    COM              367626108   130133   2293100 SH       DEFINED 22 23 26         0        0  2293100
GATEWAY INC                    COM              367626108    66543   1172570 SH       DEFINED 28 34            0        0  1172570
GATEWAY INC                    COM              367626108    52308    921738 SH       DEFINED 03          654378        0   267360
GAYLORD CONTAINER CORP         CL A             368145108     3939   1465900 SH       DEFINED 15 27 36         0        0  1465900
GAYLORD CONTAINER CORP         CL A             368145108     2987   1111740 SH       DEFINED 03         1111740        0        0
GEHL CO                        COM              368483103     9618    675000 SH       DEFINED 07 26            0        0   675000
GELTEX PHARMACEUTICALS INC     COM              368538104     3024    148000 SH       DEFINED 03          148000        0        0
GENCORP INC                    COM              368682100    26688   3336100 SH       DEFINED 12 03            0        0  3336100
GENE LOGIC INC                 COM              368689105    15334    429700 SH       DEFINED 09 26 28         0        0   429700
GENE LOGIC INC                 COM              368689105      374     10480 SH       DEFINED 30               0        0    10480
GENE LOGIC INC                 COM              368689105     1013     28400 SH       DEFINED 03           28400        0        0
GENENTECH INC                  COM NEW          368710406   130186    756900 SH       DEFINED 02 05 06         0        0   756900
GENENTECH INC                  COM NEW          368710406   405537   2357775 SH       DEFINED 07 09 10         0        0  2357775
GENENTECH INC                  COM NEW          368710406   837949   4871800 SH       DEFINED 11 12 13         0        0  4871800
GENENTECH INC                  COM NEW          368710406   559302   3251760 SH       DEFINED 15 16 19         0        0  3251760
GENENTECH INC                  COM NEW          368710406   423639   2463020 SH       DEFINED 20 22 23         0        0  2463020
GENENTECH INC                  COM NEW          368710406   138838    807200 SH       DEFINED 26 28 30         0        0   807200
GENENTECH INC                  COM NEW          368710406    59745    347360 SH       DEFINED 32 34            0        0   347360
GENENTECH INC                  COM NEW          368710406    59096    343600 SH       DEFINED 37 03       249290        0    94310
GENERAL CABLE CORP DEL NEW     COM              369300108      650     80000 SH       DEFINED 07               0        0    80000
GENERAL CHEM GROUP INC         COM              369332101      114    166700 SH       DEFINED 07               0        0   166700
GENERAL DYNAMICS CORP          COM              369550108    42009    804000 SH       DEFINED 02 04 05         0        0   804000
GENERAL DYNAMICS CORP          COM              369550108   245966   4707500 SH       DEFINED 06 07 09         0        0  4707500
GENERAL DYNAMICS CORP          COM              369550108   118906   2275720 SH       DEFINED 10 12 15         0        0  2275720
GENERAL DYNAMICS CORP          COM              369550108   396277   7584250 SH       DEFINED 16 19 20         0        0  7584250
GENERAL DYNAMICS CORP          COM              369550108   149853   2868000 SH       DEFINED 21 22 23         0        0  2868000
GENERAL DYNAMICS CORP          COM              369550108    23644    452530 SH       DEFINED 27 28 29         0        0   452530
GENERAL DYNAMICS CORP          COM              369550108    10392    198900 SH       DEFINED 30 32 34         0        0   198900
GENERAL DYNAMICS CORP          COM              369550108    96991   1856295 SH       DEFINED 37 03      1574595        0   281700
GENERAL ELEC CO                COM              369604103   868023  16377800 SH       DEFINED 02 04 05         0        0 16377800
GENERAL ELEC CO                COM              369604103  1475431  27838324 SH       DEFINED 06 07 08         0        0 27838324
GENERAL ELEC CO                COM              369604103  6121606 115502000 SH       DEFINED 09 10 11         0        0115502000
GENERAL ELEC CO                COM              369604103   742087  14001660 SH       DEFINED 12 13 15         0        0 14001660
GENERAL ELEC CO                COM              369604103  4064731  76693040 SH       DEFINED 16 18 19         0        0 76693040
GENERAL ELEC CO                COM              369604103  1423129  26851500 SH       DEFINED 20 22 23         0        0 26851500
GENERAL ELEC CO                COM              369604103  1782826  33638230 SH       DEFINED 26 27 28         0        0 33638230
GENERAL ELEC CO                COM              369604103   267544   5048000 SH       DEFINED 30 31 32         0        0  5048000
GENERAL ELEC CO                COM              369604103      853     16100 SH       DEFINED 34               0        0    16100
GENERAL ELEC CO                COM              369604103  1415219  26715101 SH       DEFINED 37 03     21789794        0  4925307
GENERAL GROWTH PPTYS INC       COM              370021107    22539    709900 SH       DEFINED 09 35            0        0   709900
GENERAL GROWTH PPTYS INC       COM              370021107    22196    699100 SH       DEFINED 03          699100        0        0
GENERAL MLS INC                COM              370334104    10268    268458 SH       DEFINED 02 08 10         0        0   268458
GENERAL MLS INC                COM              370334104    57730   1509300 SH       DEFINED 15 20 32         0        0  1509300
GENERAL MLS INC                COM              370334104       95      2500 SH       DEFINED 34               0        0     2500
GENERAL MLS INC                COM              370334104     9091    237674 SH       DEFINED 37 03       237674        0        0
GENERAL MTRS CORP              COM              370442105    21660    373047 SH       DEFINED 02 06 07         0        0   373047
GENERAL MTRS CORP              COM              370442105   143588   2473001 SH       DEFINED 08 10 15         0        0  2473001
GENERAL MTRS CORP              COM              370442105    44571    767648 SH       DEFINED 16 23 34         0        0   767648
GENERAL MTRS CORP              COM              370442105    23619    406759 SH       DEFINED 37 03       397809        0     8950
GENERAL MTRS CORP              CL H NEW         370442832    35814   1079865 SH       DEFINED 02 06 07         0        0  1079865
GENERAL MTRS CORP              CL H NEW         370442832    82225   2811117 SH       DEFINED 08 09 10         0        0  2811117
GENERAL MTRS CORP              CL H NEW         370442832    52905   1808748 SH       DEFINED 11 13 15         0        0  1808748
GENERAL MTRS CORP              CL H NEW         370442832   315658  10791771 SH       DEFINED 16 19 20         0        0 10791771
GENERAL MTRS CORP              CL H NEW         370442832    24927    852228 SH       DEFINED 22 27 28         0        0   852228
GENERAL MTRS CORP              CL H NEW         370442832    35099   1199976 SH       DEFINED 30 32 34         0        0  1199976
GENERAL MTRS CORP              CL H NEW         370442832    47700    543572 SH       DEFINED 37 03       486557        0    57015
GENERAL SEMICONDUCTOR INC      COM              370787103    53247   3610000 SH       DEFINED 07 28            0        0  3610000
GENERAL SEMICONDUCTOR INC      COM              370787103     5088    345000 SH       DEFINED 03          345000        0        0
GENESCO INC                    COM              371532102      722     45000 SH       DEFINED 26               0        0    45000
GENESCO INC                    COM              371532102     6797    423200 SH       DEFINED 03          423200        0        0
GENESEE & WYO INC              CL A             371559105     8363    499300 SH       DEFINED 07 28            0        0   499300
GENESEE & WYO INC              CL A             371559105      278     16600 SH       DEFINED 03           16600        0        0
GENTEX CORP                    COM              371901109    23520    936120 SH       DEFINED 15 20 32         0        0   936120
GENTEX CORP                    COM              371901109       17       700 SH       DEFINED 34               0        0      700
GENTEX CORP                    COM              371901109    10019    398800 SH       DEFINED 03          398800        0        0
GENLYTE GROUP INC              COM              372302109    15059    715000 SH       DEFINED 07               0        0   715000
GENOME THERAPEUTICS CORP       COM              372430108     3314    108900 SH       DEFINED 15               0        0   108900
GENRAD INC                     COM              372447102      990    110000 SH       DEFINED 07               0        0   110000
GENRAD INC                     COM              372447102      360     40000 SH       DEFINED 03           40000        0        0
GENZYME TRANSGENICS CORP       COM              37246E105     1971     72700 SH       DEFINED 26               0        0    72700
GEON CO                        COM              37246W105    37690   2037300 SH       DEFINED 12 03            0        0  2037300
GENUINE PARTS CO               COM              372460105     2744    137208 SH       DEFINED 37 03       137208        0        0
GENZYME CORP                   SB NT CV 5.25%05 372917AF1     3934   2370000 PRN      DEFINED 11               0        0        0
GENZYME CORP                   COM GENL DIV     372917104   114755   1930700 SH       DEFINED 02 13 15         0        0  1930700
GENZYME CORP                   COM GENL DIV     372917104     2841     47800 SH       DEFINED 34               0        0    47800
GENZYME CORP                   COM GENL DIV     372917104      284      4800 SH       DEFINED 37 03         4800        0        0
GENZYME CORP                   COM SURG PRODS   372917609        1       152 SH       DEFINED 03             101        0       51
GEORGIA GULF CORP              COM PAR $0.01    373200203     6243    300000 SH       DEFINED 07               0        0   300000
GEORGIA PAC CORP               COM GA PAC GRP   373298108     7383    281263 SH       DEFINED 12 15 18         0        0   281263
GEORGIA PAC CORP               COM GA PAC GRP   373298108       84      3200 SH       DEFINED 28               0        0     3200
GEORGIA PAC CORP               COM GA PAC GRP   373298108     9286    353765 SH       DEFINED 37 03       350765        0     3000
GEORGIA PAC CORP               COM-TIMBER GRP   373298702      221     10253 SH       DEFINED 15               0        0    10253
GEORGIA PAC CORP               COM-TIMBER GRP   373298702      221     10250 SH       DEFINED 37 03        10250        0        0
GERBER SCIENTIFIC INC          COM              373730100     1150    100000 SH       DEFINED 26               0        0   100000
GETTY IMAGES INC               SB NT CV 144A 07 374276AD5     3780   4500000 PRN      DEFINED 11               0        0        0
GETTY IMAGES INC               COM              374276103    20595    555700 SH       DEFINED 20 28 32         0        0   555700
GETTY IMAGES INC               COM              374276103     4358    117600 SH       DEFINED 03          117600        0        0
GIANT INDS INC                 COM              374508109     4104    521200 SH       DEFINED 07               0        0   521200
GILEAD SCIENCES INC            COM              375558103   187548   2636885 SH       DEFINED 09 13 15         0        0  2636885
GILEAD SCIENCES INC            COM              375558103    14594    205200 SH       DEFINED 20 28 30         0        0   205200
GILEAD SCIENCES INC            COM              375558103     2645     37200 SH       DEFINED 32               0        0    37200
GILEAD SCIENCES INC            COM              375558103     8061    113347 SH       DEFINED 03          113347        0        0
GILLETTE CO                    COM              375766102    61000   1746000 SH       DEFINED 02 05 07         0        0  1746000
GILLETTE CO                    COM              375766102   348021   9961271 SH       DEFINED 08 09 10         0        0  9961271
GILLETTE CO                    COM              375766102   367444  10517196 SH       DEFINED 13 15 16         0        0 10517196
GILLETTE CO                    COM              375766102    40866   1169710 SH       DEFINED 18 19 22         0        0  1169710
GILLETTE CO                    COM              375766102    10939    313120 SH       DEFINED 26 28 34         0        0   313120
GILLETTE CO                    COM              375766102    94269   2698444 SH       DEFINED 37 03      2258984        0   439460
GILDAN ACTIVEWEAR INC          SUB VTG SHS A    375916103    37676   1025800 SH       DEFINED 02 21 26         0        0  1025800
GLAMIS GOLD LTD                COM              376775102     3330   1760800 SH       DEFINED 15               0        0  1760800
GLATFELTER P H CO              COM              377316104       60      5900 SH       DEFINED 15               0        0     5900
GLAXO WELLCOME PLC             SPONSORED ADR    37733W105    93904   1624300 SH       DEFINED 13 19 21         0        0  1624300
GLAXO WELLCOME PLC             SPONSORED ADR    37733W105       81      1400 SH       DEFINED 37            1400        0        0
GLENBOROUGH RLTY TR INC        COM              37803P105     7886    452270 SH       DEFINED 12 28 32         0        0   452270
GLENBOROUGH RLTY TR INC        COM              37803P105     5595    320900 SH       DEFINED 35               0        0   320900
GLENBOROUGH RLTY TR INC        COM              37803P105    21188   1215100 SH       DEFINED 03         1215100        0        0
GLENBOROUGH RLTY TR INC        PFD CV SER A%    37803P204     1150     66700 SH       DEFINED 33               0        0    66700
GLOBAL INDS LTD                COM              379336100    31158   1650800 SH       DEFINED 02 04 15         0        0  1650800
GLOBAL INDS LTD                COM              379336100    16806    890400 SH       DEFINED 21 22 28         0        0   890400
GLOBAL INDS LTD                COM              379336100     3773    199900 SH       DEFINED 29 34            0        0   199900
GLOBAL INDS LTD                COM              379336100    12693    672500 SH       DEFINED 03          672500        0        0
GLOBAL MARINE INC              COM              379352404    39930   1416600 SH       DEFINED 02 09 10         0        0  1416600
GLOBAL MARINE INC              COM              379352404   299672  10631400 SH       DEFINED 11 13 15         0        0 10631400
GLOBAL MARINE INC              COM              379352404    31987   1134820 SH       DEFINED 20 23 28         0        0  1134820
GLOBAL MARINE INC              COM              379352404     7689    272800 SH       DEFINED 30 32 34         0        0   272800
GLOBAL MARINE INC              COM              379352404   163259   5791800 SH       DEFINED 37 03      5791800        0        0
GLOBAL TELESYSTEMS INC         COM              37936U104     1258    104300 SH       DEFINED 03               0        0   104300
GLOBECOMM SYSTEMS INC          COM              37956X103     7419    539600 SH       DEFINED 09 34            0        0   539600
GLOBESPAN INC                  COM              379571102    48220    395000 SH       DEFINED 02 05 09         0        0   395000
GLOBESPAN INC                  COM              379571102   242679   1987900 SH       DEFINED 15 16 26         0        0  1987900
GLOBESPAN INC                  COM              379571102    39467    323300 SH       DEFINED 28 30 34         0        0   323300
GLOBESPAN INC                  COM              379571102    15766    129150 SH       DEFINED 03           90250        0    38900
GOAMERICA INC                  COM              38020R106       13       900 SH       DEFINED 26               0        0      900
GOLD FIELDS SO AFR NEW         SPONSORED ADR    380597500       94     73700 SH       DEFINED 15               0        0    73700
GOLDCORP INC NEW               CL A SUB VTG     380956102    17382   2427800 SH       DEFINED 15               0        0  2427800
GOLDEN ST BANCORP INC          COM              381197102     5972    331792 SH       DEFINED 15               0        0   331792
GOLDEN ST BANCORP INC          COM              381197102      831     46200 SH       DEFINED 03           46200        0        0
GOLDEN ST BANCORP INC          WT EXP  000000   381197136      102     91100 SH       DEFINED 02 36            0        0    91100
GOLDEN ST VINTNERS INC         CL B             38121K208     1561    378500 SH       DEFINED 28               0        0   378500
GOLDEN WEST FINL CORP DEL      COM              381317106    34135    836410 SH       DEFINED 02 15 19         0        0   836410
GOLDEN WEST FINL CORP DEL      COM              381317106   312317   7652500 SH       DEFINED 20 23 32         0        0  7652500
GOLDEN WEST FINL CORP DEL      COM              381317106     2375     58200 SH       DEFINED 34               0        0    58200
GOLDEN WEST FINL CORP DEL      COM              381317106    19143    469039 SH       DEFINED 37 03       465839        0     3200
GOLDMAN SACHS GROUP INC        COM              38141G104    74789    788300 SH       DEFINED 02 11 15         0        0   788300
GOLDMAN SACHS GROUP INC        COM              38141G104     9829    103600 SH       DEFINED 26 28 34         0        0   103600
GOLDMAN SACHS GROUP INC        COM              38141G104     6351     66950 SH       DEFINED 37 03        37850        0    29100
GOLF TR AMER INC               COM              38168B103     6369    401200 SH       DEFINED 09 35            0        0   401200
GOLF TR AMER INC               COM              38168B103    10383    654100 SH       DEFINED 03          654100        0        0
GOOD GUYS INC                  COM              382091106      607    167700 SH       DEFINED 20 32            0        0   167700
GOODRICH B F CO                COM              382388106    12043    353560 SH       DEFINED 02 11 15         0        0   353560
GOODRICH B F CO                COM              382388106    22795    669240 SH       DEFINED 19 22 23         0        0   669240
GOODRICH B F CO                COM              382388106    18114    531800 SH       DEFINED 28 34            0        0   531800
GOODRICH B F CO                COM              382388106    21119    620031 SH       DEFINED 37 03       606031        0    14000
GOODYEAR TIRE & RUBR CO        COM              382550101    14480    724000 SH       DEFINED 02 04 07         0        0   724000
GOODYEAR TIRE & RUBR CO        COM              382550101    29302   1465100 SH       DEFINED 09 12 15         0        0  1465100
GOODYEAR TIRE & RUBR CO        COM              382550101    21985   1099270 SH       DEFINED 16 19 20         0        0  1099270
GOODYEAR TIRE & RUBR CO        COM              382550101    11242    562100 SH       DEFINED 21 22 28         0        0   562100
GOODYEAR TIRE & RUBR CO        COM              382550101      450     22500 SH       DEFINED 32               0        0    22500
GOODYEAR TIRE & RUBR CO        COM              382550101    21924   1096249 SH       DEFINED 03          877249        0   219000
GO2NET INC                     COM              383486107    36753    730500 SH       DEFINED 02 20 26         0        0   730500
GO2NET INC                     COM              383486107     7451    148100 SH       DEFINED 32               0        0   148100
GRACE W R & CO DEL NEW         COM              38388F108    46276   3816600 SH       DEFINED 12 26 32         0        0  3816600
GRACE W R & CO DEL NEW         COM              38388F108     8389    691920 SH       DEFINED 03           55220        0   636700
GRACO INC                      COM              384109104     3412    105000 SH       DEFINED 07               0        0   105000
GRACO INC                      COM              384109104     2570     79100 SH       DEFINED 03           79100        0        0
GRAINGER W W INC               COM              384802104        9       300 SH       DEFINED 15               0        0      300
GRAINGER W W INC               COM              384802104     2214     71884 SH       DEFINED 03           71884        0        0
GRANITE CONSTR INC             COM              387328107     4459    182000 SH       DEFINED 03          182000        0        0
GRANT PRIDECO INC              COM              38821G101    22774    910965 SH       DEFINED 02 04 05         0        0   910965
GRANT PRIDECO INC              COM              38821G101    49162   1966500 SH       DEFINED 06 07 09         0        0  1966500
GRANT PRIDECO INC              COM              38821G101   173679   6947199 SH       DEFINED 11 12 15         0        0  6947199
GRANT PRIDECO INC              COM              38821G101    20539    821580 SH       DEFINED 18 19 21         0        0   821580
GRANT PRIDECO INC              COM              38821G101    66781   2671240 SH       DEFINED 22 28 29         0        0  2671240
GRANT PRIDECO INC              COM              38821G101     2558    102330 SH       DEFINED 30 34            0        0   102330
GRANT PRIDECO INC              COM              38821G101    49955   1998218 SH       DEFINED 37 03      1794818        0   203400
GREAT ATLANTIC & PAC TEA INC   COM              390064103      492     29600 SH       DEFINED 03           29600        0        0
GREAT LAKES CHEM CORP          COM              390568103    86054   2731900 SH       DEFINED 07 09 15         0        0  2731900
GREAT LAKES CHEM CORP          COM              390568103    33393   1060100 SH       DEFINED 22               0        0  1060100
GREAT LAKES CHEM CORP          COM              390568103     5164    163942 SH       DEFINED 03           91342        0    72600
GREAT LAKES REIT INC           COM              390752103      812     47800 SH       DEFINED 26               0        0    47800
GREATER CHINA FD INC           COM              39167B102     1342    154500 SH       DEFINED 19 21            0        0   154500
GREEN MOUNTAIN PWR CORP        COM              393154109      690     83700 SH       DEFINED 07               0        0    83700
GREENPOINT FINL CORP           COM              395384100     5199    277300 SH       DEFINED 15               0        0   277300
GREENPOINT FINL CORP           COM              395384100      600     32000 SH       DEFINED 03           32000        0        0
GREY WOLF INC                  COM              397888108    14588   2917700 SH       DEFINED 02 09 15         0        0  2917700
GREY WOLF INC                  COM              397888108     7086   1417300 SH       DEFINED 26 28 30         0        0  1417300
GREY WOLF INC                  COM              397888108      695    139000 SH       DEFINED 34               0        0   139000
GRIFFON CORP                   COM              398433102    14851   2670000 SH       DEFINED 07               0        0  2670000
GROUPE CGI INC                 CL A SUB VTG     39945C109    17152   2100000 SH       DEFINED 02               0        0  2100000
GRUPO RADIO CENTRO S A DE C V  SPONSORED ADR    40049C102    10180    895000 SH       DEFINED 19 21            0        0   895000
GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206   199401   2892500 SH       DEFINED 02 05 06         0        0  2892500
GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206    67062    972800 SH       DEFINED 07 10 12         0        0   972800
GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206   124026   1799120 SH       DEFINED 13 19 20         0        0  1799120
GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206   103245   1497675 SH       DEFINED 21 22 26         0        0  1497675
GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206    13663    198200 SH       DEFINED 28 32            0        0   198200
GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206    12470    180900 SH       DEFINED 03           59100        0   121800
GRUPO IUSACELL S A DE C V NEW  SPON ADR V       40050B100     8809    563800 SH       DEFINED 07 19 21         0        0   563800
GTECH HLDGS CORP               COM              400518106       49      2200 SH       DEFINED 02 15 34         0        0     2200
GUCCI GROUP N V                COM NY REG       401566104     3790     40000 SH       DEFINED 21               0        0    40000
GUIDANT CORP                   COM              401698105    11344    229174 SH       DEFINED 02 06 08         0        0   229174
GUIDANT CORP                   COM              401698105   125301   2531340 SH       DEFINED 10 13 15         0        0  2531340
GUIDANT CORP                   COM              401698105    46518    939762 SH       DEFINED 16 18 20         0        0   939762
GUIDANT CORP                   COM              401698105    16139    326046 SH       DEFINED 31 32 34         0        0   326046
GUIDANT CORP                   COM              401698105    13104    264889 SH       DEFINED 37 03       264889        0        0
GUITAR CTR MGMT INC            COM              402040109     1424    135700 SH       DEFINED 07 13 20         0        0   135700
GUITAR CTR MGMT INC            COM              402040109      191     18200 SH       DEFINED 32               0        0    18200
GUITAR CTR MGMT INC            COM              402040109     1662    158300 SH       DEFINED 03          158300        0        0
GULF CDA RES LTD               ORD              40218L305      884    189800 SH       DEFINED 02 15 19         0        0   189800
GULF CDA RES LTD               ORD              40218L305    14000   3004100 SH       DEFINED 21 34            0        0  3004100
GULF ISLAND FABRICATION INC    COM              402307102     1436     84500 SH       DEFINED 07               0        0    84500
H & Q HEALTHCARE FD            SH BEN INT       404052102       21       684 SH       DEFINED 37             684        0        0
HCA-HEALTHCARE CO              COM              404119109    35478   1168000 SH       DEFINED 02 04 05         0        0  1168000
HCA-HEALTHCARE CO              COM              404119109   169702   5586900 SH       DEFINED 07 09 12         0        0  5586900
HCA-HEALTHCARE CO              COM              404119109    96997   3193323 SH       DEFINED 13 15 16         0        0  3193323
HCA-HEALTHCARE CO              COM              404119109    31660   1042310 SH       DEFINED 19 20 21         0        0  1042310
HCA-HEALTHCARE CO              COM              404119109   128970   4245950 SH       DEFINED 22 23 26         0        0  4245950
HCA-HEALTHCARE CO              COM              404119109    62399   2054300 SH       DEFINED 28 29 32         0        0  2054300
HCA-HEALTHCARE CO              COM              404119109    15360    505700 SH       DEFINED 34               0        0   505700
HCA-HEALTHCARE CO              COM              404119109    37074   1220555 SH       DEFINED 37 03       938855        0   281700
HCC INS HLDGS INC              COM              404132102    25804   1367100 SH       DEFINED 02 07 12         0        0  1367100
HCC INS HLDGS INC              COM              404132102     8754    463800 SH       DEFINED 15 26 34         0        0   463800
HCC INS HLDGS INC              COM              404132102    12723    674100 SH       DEFINED 03          606600        0    67500
HRPT PPTYS TR                  COM SH BEN INT   40426W101      263     43100 SH       DEFINED 35               0        0    43100
HRPT PPTYS TR                  COM SH BEN INT   40426W101      565     92400 SH       DEFINED 03           92400        0        0
HPSC INC                       COM              404264103      806     93500 SH       DEFINED 07               0        0    93500
HPSC INC                       COM              404264103      484     56200 SH       DEFINED 03           56200        0        0
HSB GROUP INC                  COM              40428N109      662     21300 SH       DEFINED 15               0        0    21300
HSB GROUP INC                  COM              40428N109     5171    166150 SH       DEFINED 03          166150        0        0
HSBC HLDGS PLC                 SPON ADR NEW     404280406        5        90 SH       DEFINED 37              90        0        0
HS RES INC                     COM              404297103     1176     39200 SH       DEFINED 02 15            0        0    39200
HS RES INC                     COM              404297103     3261    108700 SH       DEFINED 03          108700        0        0
HAIN CELESTIAL GROUP INC       COM              405217100     7372    200945 SH       DEFINED 02 12 15         0        0   200945
HAIN CELESTIAL GROUP INC       COM              405217100    30811    839831 SH       DEFINED 26 28 34         0        0   839831
HAIN CELESTIAL GROUP INC       COM              405217100     7731    210740 SH       DEFINED 03          210740        0        0
HALL KINION ASSOCIATES INC     COM              406069104      119      3600 SH       DEFINED 15               0        0     3600
HALLIBURTON CO                 COM              406216101    89934   1905900 SH       DEFINED 02 04 05         0        0  1905900
HALLIBURTON CO                 COM              406216101   334974   7098794 SH       DEFINED 06 07 08         0        0  7098794
HALLIBURTON CO                 COM              406216101   695921  14748000 SH       DEFINED 09 10 11         0        0 14748000
HALLIBURTON CO                 COM              406216101   420443   8910067 SH       DEFINED 12 13 15         0        0  8910067
HALLIBURTON CO                 COM              406216101    92485   1959949 SH       DEFINED 16 19 21         0        0  1959949
HALLIBURTON CO                 COM              406216101   350806   7434300 SH       DEFINED 22 23 26         0        0  7434300
HALLIBURTON CO                 COM              406216101   325131   6890200 SH       DEFINED 27 28 29         0        0  6890200
HALLIBURTON CO                 COM              406216101    26882    569700 SH       DEFINED 30 34            0        0   569700
HALLIBURTON CO                 COM              406216101   130715   2770012 SH       DEFINED 37 03      1941612        0   828400
HALLWOOD ENERGY CORP DEL       COM              40636X105     3668    448028 SH       DEFINED 07               0        0   448028
HAMILTON BANCORP INC FLA       COM              407013101     5367    306700 SH       DEFINED 07 26            0        0   306700
HAMPSHIRE GROUP LTD            COM              408859106     2815    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     4761    201000 SH       DEFINED 20 32            0        0   201000
HANCOCK JOHN FINL SVCS INC     COM              41014S106        1        65 SH       DEFINED 37              65        0        0
HANDLEMAN CO DEL               COM              410252100    14000   1120000 SH       DEFINED 12 28            0        0  1120000
HANDLEMAN CO DEL               COM              410252100    11131    890500 SH       DEFINED 03          882600        0     7900
HANNA M A CO                   COM              410522106    38252   4250300 SH       DEFINED 09 12 22         0        0  4250300
HANNA M A CO                   COM              410522106     2542    282500 SH       DEFINED 28 30            0        0   282500
HANNA M A CO                   COM              410522106     2270    252300 SH       DEFINED 03           29000        0   223300
HANNAFORD BROS CO              COM              410550107       13       180 SH       DEFINED 37             180        0        0
HANOVER COMPRESSOR CO          COM              410768105    17214    453000 SH       DEFINED 02 09 15         0        0   453000
HANOVER COMPRESSOR CO          COM              410768105    42985   1131200 SH       DEFINED 20 28 30         0        0  1131200
HANOVER COMPRESSOR CO          COM              410768105    10666    280700 SH       DEFINED 32 34            0        0   280700
HANOVER COMPRESSOR CO          COM              410768105    15230    400800 SH       DEFINED 03          400800        0        0
HANSON PLC                     SPON ADR NEW     411352404    16722    474400 SH       DEFINED 19 21            0        0   474400
HARCOURT GEN INC               COM              41163G101    70132   1289800 SH       DEFINED 02 08 10         0        0  1289800
HARCOURT GEN INC               COM              41163G101     1759     32350 SH       DEFINED 15 34            0        0    32350
HARCOURT GEN INC               COM              41163G101     4885     89811 SH       DEFINED 37 03        89811        0        0
HARDINGE INC                   COM              412324303     2484    238000 SH       DEFINED 07 28            0        0   238000
HARLAND JOHN H CO              COM              412693103    39406   2638100 SH       DEFINED 12 26 03         0        0  2638100
HARLEY DAVIDSON INC            COM              412822108    10991    285500 SH       DEFINED 02 12 15         0        0   285500
HARLEY DAVIDSON INC            COM              412822108   220059   5715820 SH       DEFINED 16 20 22         0        0  5715820
HARLEY DAVIDSON INC            COM              412822108    78647   2042800 SH       DEFINED 23 28 32         0        0  2042800
HARLEY DAVIDSON INC            COM              412822108      204      5300 SH       DEFINED 34               0        0     5300
HARLEY DAVIDSON INC            COM              412822108    12464    323721 SH       DEFINED 37 03       248321        0    75400
HARLEYSVILLE NATL CORP PA      COM              412850109      229      7000 SH       DEFINED 07               0        0     7000
HARMAN INTL INDS INC           COM              413086109   132882   2178400 SH       DEFINED 20 32            0        0  2178400
HARMAN INTL INDS INC           COM              413086109     2946     48300 SH       DEFINED 03           48300        0        0
HARMONIC INC                   COM              413160102    81211   3281281 SH       DEFINED 13 26            0        0  3281281
HARRAHS ENTMT INC              COM              413619107    43057   2056500 SH       DEFINED 04 06 07         0        0  2056500
HARRAHS ENTMT INC              COM              413619107    36891   1762000 SH       DEFINED 09 12 22         0        0  1762000
HARRAHS ENTMT INC              COM              413619107     6390    305231 SH       DEFINED 03          136431        0   168800
HARRIS CORP DEL                COM              413875105    23255    710100 SH       DEFINED 09 15 23         0        0   710100
HARRIS CORP DEL                COM              413875105     1358     41480 SH       DEFINED 28 30            0        0    41480
HARRIS CORP DEL                COM              413875105     3821    116700 SH       DEFINED 03          116700        0        0
HARRIS INTERACTIVE INC         COM              414549105      971    200500 SH       DEFINED 15               0        0   200500
HARSCO CORP                    COM              415864107    88834   3483700 SH       DEFINED 12 03            0        0  3483700
HARTE-HANKS INC                COM              416196103     5027    201100 SH       DEFINED 02 07 15         0        0   201100
HARTE-HANKS INC                COM              416196103    14971    598850 SH       DEFINED 20 28 32         0        0   598850
HARTE-HANKS INC                COM              416196103       47      1900 SH       DEFINED 34               0        0     1900
HARTE-HANKS INC                COM              416196103     7737    309500 SH       DEFINED 03          309500        0        0
HARTFORD FINL SVCS GROUP INC   COM              416515104    68003   1215700 SH       DEFINED 02 04 06         0        0  1215700
HARTFORD FINL SVCS GROUP INC   COM              416515104   409194   7315200 SH       DEFINED 07 09 10         0        0  7315200
HARTFORD FINL SVCS GROUP INC   COM              416515104   198578   3550000 SH       DEFINED 12 15 16         0        0  3550000
HARTFORD FINL SVCS GROUP INC   COM              416515104   190598   3407340 SH       DEFINED 19 20 22         0        0  3407340
HARTFORD FINL SVCS GROUP INC   COM              416515104    35505    634730 SH       DEFINED 23 27 28         0        0   634730
HARTFORD FINL SVCS GROUP INC   COM              416515104    25192    450370 SH       DEFINED 29 30 32         0        0   450370
HARTFORD FINL SVCS GROUP INC   COM              416515104     6583    117700 SH       DEFINED 34               0        0   117700
HARTFORD FINL SVCS GROUP INC   COM              416515104    46460    830586 SH       DEFINED 37 03       663386        0   167200
HASBRO INC                     COM              418056107     2240    148771 SH       DEFINED 03          148771        0        0
HAVERTY FURNITURE INC          COM              419596101      170     20000 SH       DEFINED 26               0        0    20000
HAWK CORP                      CL A             420089104      142     18800 SH       DEFINED 07               0        0    18800
HEARME                         COM              421903105     2491    553600 SH       DEFINED 13 26            0        0   553600
HEALTHSOUTH CORP               SB DB CV 3.25%03 421924AF8     9611  12090000 PRN      DEFINED 11 27            0        0        0
HEALTHSOUTH CORP               SB DB CV 3.25%03 421924AF8     4569   5748000 PRN      DEFINED 03               0        0        0
HEALTHSOUTH CORP               COM              421924101   148437  20652200 SH       DEFINED 07 10 13         0        0 20652200
HEALTHSOUTH CORP               COM              421924101    30952   4306400 SH       DEFINED 15 22 28         0        0  4306400
HEALTHSOUTH CORP               COM              421924101     2138    297580 SH       DEFINED 03          297580        0        0
HEALTH MGMT ASSOC INC NEW      CL A             421933102    43653   3341900 SH       DEFINED 02 07 13         0        0  3341900
HEALTH MGMT ASSOC INC NEW      CL A             421933102    17200   1316817 SH       DEFINED 15 20 32         0        0  1316817
HEALTH MGMT ASSOC INC NEW      CL A             421933102     2684    205500 SH       DEFINED 34               0        0   205500
HEALTH MGMT ASSOC INC NEW      CL A             421933102     3811    291800 SH       DEFINED 03          291800        0        0
HEALTHCARE RLTY TR             COM              421946104     5055    296300 SH       DEFINED 35               0        0   296300
HEALTHCARE RLTY TR             COM              421946104    10438    611800 SH       DEFINED 03          611800        0        0
HEALTHCARE RECOVERIES INC      COM              42220K101     3963   1112500 SH       DEFINED 07               0        0  1112500
HEALTHEON WEBMD CORP           COM              422209106    14984   1011600 SH       DEFINED 02 06 07         0        0  1011600
HEALTHEON WEBMD CORP           COM              422209106    43430   2932000 SH       DEFINED 10 12 13         0        0  2932000
HEALTHEON WEBMD CORP           COM              422209106    50919   3437630 SH       DEFINED 15 16 22         0        0  3437630
HEALTHEON WEBMD CORP           COM              422209106    14625    987400 SH       DEFINED 23 28 34         0        0   987400
HEALTHEON WEBMD CORP           COM              422209106    16789   1133446 SH       DEFINED 03          372246        0   761200
HEARTLAND EXPRESS INC          COM              422347104      225     13500 SH       DEFINED 02               0        0    13500
HEIDRICK & STRUGGLES INTL INC  COM              422819102     8370    132600 SH       DEFINED 28               0        0   132600
HEINZ H J CO                   COM              423074103    48365   1105500 SH       DEFINED 02 11 15         0        0  1105500
HEINZ H J CO                   COM              423074103     1912     43712 SH       DEFINED 31 34            0        0    43712
HEINZ H J CO                   COM              423074103    20093    459273 SH       DEFINED 37 03       429873        0    29400
HELMERICH & PAYNE INC          COM              423452101    32486    869200 SH       DEFINED 02 09 12         0        0   869200
HELMERICH & PAYNE INC          COM              423452101    31028    830200 SH       DEFINED 15 26 28         0        0   830200
HELMERICH & PAYNE INC          COM              423452101     1749     46800 SH       DEFINED 30 34            0        0    46800
HELMERICH & PAYNE INC          COM              423452101    27238    728790 SH       DEFINED 37 03       492790        0   236000
HENRY JACK & ASSOC INC         COM              426281101     6436    128400 SH       DEFINED 03          128400        0        0
HERBALIFE INTL INC             CL A             426908208     9078   1037500 SH       DEFINED 07               0        0  1037500
HERBALIFE INTL INC             CL B             426908307    15832   2010500 SH       DEFINED 07               0        0  2010500
HERCULES INC                   COM              427056106    35654   2535400 SH       DEFINED 09 12 15         0        0  2535400
HERCULES INC                   COM              427056106    12038    856100 SH       DEFINED 22               0        0   856100
HERCULES INC                   COM              427056106     4757    338288 SH       DEFINED 37 03       106788        0   231500
HERLEY INDS INC DEL            COM              427398102     8270    438166 SH       DEFINED 26 28            0        0   438166
HERLEY INDS INC DEL            COM              427398102      241     12800 SH       DEFINED 03           12800        0        0
HERSHEY FOODS CORP             COM              427866108    24250    500000 SH       DEFINED 18               0        0   500000
HERSHEY FOODS CORP             COM              427866108     5313    109545 SH       DEFINED 37 03       109545        0        0
HERTZ CORP                     CL A             428040109    14101    502500 SH       DEFINED 02 12 15         0        0   502500
HERTZ CORP                     CL A             428040109     9841    350700 SH       DEFINED 28 32 34         0        0   350700
HERTZ CORP                     CL A             428040109      740     26400 SH       DEFINED 03               0        0    26400
HEWLETT PACKARD CO             SB LYON ZERO  17 428236AC7     9257   9750000 PRN      DEFINED 11               0        0        0
HEWLETT PACKARD CO             COM              428236103   140359   1124000 SH       DEFINED 02 04 05         0        0  1124000
HEWLETT PACKARD CO             COM              428236103   224862   1800699 SH       DEFINED 07 08 09         0        0  1800699
HEWLETT PACKARD CO             COM              428236103   820678   6572000 SH       DEFINED 10 12 15         0        0  6572000
HEWLETT PACKARD CO             COM              428236103  1295694  10375930 SH       DEFINED 16 19 20         0        0 10375930
HEWLETT PACKARD CO             COM              428236103   302003   2418450 SH       DEFINED 22 23 26         0        0  2418450
HEWLETT PACKARD CO             COM              428236103   359640   2880000 SH       DEFINED 27 28 30         0        0  2880000
HEWLETT PACKARD CO             COM              428236103   215640   1726854 SH       DEFINED 31 32 34         0        0  1726854
HEWLETT PACKARD CO             COM              428236103   270076   2164083 SH       DEFINED 37 03      1797893        0   366190
HEXCEL CORP NEW                SUB NT CV   7%03 428291AA6     1220   1470000 PRN      DEFINED 36               0        0        0
HEXCEL CORP NEW                SUB NT CV   7%03 428291AA6      547    660000 PRN      DEFINED 03               0        0        0
HEXCEL CORP NEW                COM              428291108       71      7500 SH       DEFINED 15               0        0     7500
HIBBETT SPORTING GOODS INC     COM              428565105    15098    642500 SH       DEFINED 26               0        0   642500
HIBERNIA CORP                  CL A             428656102      163     15000 SH       DEFINED 15 34            0        0    15000
HIBERNIA CORP                  CL A             428656102       18      1550 SH       DEFINED 37            1550        0        0
HIGHLANDS INS GROUP INC        COM              431032101    10866   1159060 SH       DEFINED 08 09 22         0        0  1159060
HIGHLANDS INS GROUP INC        COM              431032101      325     34710 SH       DEFINED 03           14330        0    20380
HIGHWOODS PPTYS INC            COM              431284108     1190     49600 SH       DEFINED 35               0        0    49600
HIGHWOODS PPTYS INC            COM              431284108     2359     98300 SH       DEFINED 03           98300        0        0
HILB ROGAL & HAMILTON CO       COM              431294107     4561    131500 SH       DEFINED 02 15 26         0        0   131500
HILB ROGAL & HAMILTON CO       COM              431294107      520     15000 SH       DEFINED 34               0        0    15000
HILB ROGAL & HAMILTON CO       COM              431294107     6722    193800 SH       DEFINED 03          191700        0     2100
HILLENBRAND INDS INC           COM              431573104    18342    585800 SH       DEFINED 12 13 15         0        0   585800
HILLENBRAND INDS INC           COM              431573104     5714    182500 SH       DEFINED 03           13200        0   169300
HILTON HOTELS CORP             SUB NT CONV 5%06 432848AL3    20160  25520000 PRN      DEFINED 02 23 25         0        0        0
HILTON HOTELS CORP             SUB NT CONV 5%06 432848AL3     3562   4510000 PRN      DEFINED 27 28 32         0        0        0
HILTON HOTELS CORP             SUB NT CONV 5%06 432848AL3     3578   4530000 PRN      DEFINED 36               0        0        0
HILTON HOTELS CORP             SUB NT CONV 5%06 432848AL3     3460   4380000 PRN      DEFINED 03               0        0        0
HILTON HOTELS CORP             COM              432848109     2665    284295 SH       DEFINED 37 03       284295        0        0
HIRSCH INTL CORP               CL A             433550100      937    681500 SH       DEFINED 07               0        0   681500
HISPANIC BROADCASTING CORP     CL A             43357B104    44612   1346800 SH       DEFINED 10 15            0        0  1346800
HISPANIC BROADCASTING CORP     CL A             43357B104        1        42 SH       DEFINED 37              42        0        0
HITACHI LIMITED                ADR 10 COM       433578507       25       180 SH       DEFINED 37             180        0        0
HOLLINGER INTL INC             CL A             435569108     9244    678500 SH       DEFINED 19 21            0        0   678500
HOLLY CORP                     COM PAR $0.01    435758305     9796    825000 SH       DEFINED 07               0        0   825000
HOLLYWOOD CASINO CORP          CL A             436132203      455     65000 SH       DEFINED 02 27            0        0    65000
HOLLYWOOD ENTMT CORP           COM              436141105      726     92200 SH       DEFINED 02 15 28         0        0    92200
HOLLYWOOD ENTMT CORP           COM              436141105       10      1300 SH       DEFINED 34               0        0     1300
HOME DEPOT INC                 COM              437076102   232678   4659400 SH       DEFINED 02 04 05         0        0  4659400
HOME DEPOT INC                 COM              437076102  2567883  51421956 SH       DEFINED 06 07 10         0        0 51421956
HOME DEPOT INC                 COM              437076102   179542   3595350 SH       DEFINED 11 12 13         0        0  3595350
HOME DEPOT INC                 COM              437076102  1121151  22451100 SH       DEFINED 15 16 18         0        0 22451100
HOME DEPOT INC                 COM              437076102   601638  12047830 SH       DEFINED 19 20 22         0        0 12047830
HOME DEPOT INC                 COM              437076102    79592   1593850 SH       DEFINED 23 26 27         0        0  1593850
HOME DEPOT INC                 COM              437076102   678549  13587969 SH       DEFINED 28 30 32         0        0 13587969
HOME DEPOT INC                 COM              437076102     1503     30100 SH       DEFINED 34               0        0    30100
HOME DEPOT INC                 COM              437076102   387408   7759315 SH       DEFINED 37 03      6495852        0  1263463
HOME PORT BANCORP INC          COM              437304108     3877    168600 SH       DEFINED 07               0        0   168600
HOME PPTYS N Y INC             COM              437306103    12655    421856 SH       DEFINED 12 26 28         0        0   421856
HOME PPTYS N Y INC             COM              437306103     7062    235400 SH       DEFINED 35               0        0   235400
HOME PPTYS N Y INC             COM              437306103    28632    954400 SH       DEFINED 03          954400        0        0
HOMEBASE INC                   COM              43738E108     1562   1000000 SH       DEFINED 07               0        0  1000000
HOMESTAKE MNG CO               COM              437614100    17605   2560806 SH       DEFINED 02 15 22         0        0  2560806
HOMESTAKE MNG CO               COM              437614100    12632   1837400 SH       DEFINED 28 34            0        0  1837400
HOMESTAKE MNG CO               COM              437614100     2792    406145 SH       DEFINED 37 03       406145        0        0
HOMESTORE COM INC              COM              437852106     9777    335000 SH       DEFINED 12 35            0        0   335000
HOMESTORE COM INC              COM              437852106     1876     64300 SH       DEFINED 03           64300        0        0
HON INDS INC                   COM              438092108     2554    108700 SH       DEFINED 12               0        0   108700
HONDA MOTOR LTD                AMERN SHS        438128308       51       750 SH       DEFINED 37             750        0        0
HONEYWELL INTL INC             COM              438516106   461538  13700587 SH       DEFINED 07 09 10         0        0 13700587
HONEYWELL INTL INC             COM              438516106    97148   2883825 SH       DEFINED 11 12 15         0        0  2883825
HONEYWELL INTL INC             COM              438516106   211499   6278274 SH       DEFINED 16 22 28         0        0  6278274
HONEYWELL INTL INC             COM              438516106    12262    363999 SH       DEFINED 32 34            0        0   363999
HONEYWELL INTL INC             COM              438516106    53733   1594979 SH       DEFINED 37 03      1333494        0   261485
HORACE MANN EDUCATORS CORP NEW COM              440327104     4089    272600 SH       DEFINED 03          272600        0        0
HORIZON HEALTH CORP            COM              44041Y104     3793    674400 SH       DEFINED 07               0        0   674400
HORMEL FOODS CORP              COM              440452100      269     16000 SH       DEFINED 02 15 34         0        0    16000
HOST MARRIOTT CORP NEW         COM              44107P104    94192  10047200 SH       DEFINED 09 10 35         0        0 10047200
HOST MARRIOTT CORP NEW         COM              44107P104     1889    201520 SH       DEFINED 37 03       201520        0        0
HOT TOPIC INC                  COM              441339108     2784     87000 SH       DEFINED 02 07 26         0        0    87000
HOTJOBS COM INC                COM              441474103     2210    160000 SH       DEFINED 26               0        0   160000
HOUGHTON MIFFLIN CO            COM              441560109    34520    739400 SH       DEFINED 12 18 21         0        0   739400
HOUGHTON MIFFLIN CO            COM              441560109     4043     86600 SH       DEFINED 29 03            0        0    86600
HOUSEHOLD INTL INC             COM              441815107    59814   1439139 SH       DEFINED 02 04 06         0        0  1439139
HOUSEHOLD INTL INC             COM              441815107   449555  10816366 SH       DEFINED 07 09 10         0        0 10816366
HOUSEHOLD INTL INC             COM              441815107   129566   3117386 SH       DEFINED 12 15 16         0        0  3117386
HOUSEHOLD INTL INC             COM              441815107   139176   3348610 SH       DEFINED 18 19 20         0        0  3348610
HOUSEHOLD INTL INC             COM              441815107   113158   2722607 SH       DEFINED 22 28 30         0        0  2722607
HOUSEHOLD INTL INC             COM              441815107    34029    818757 SH       DEFINED 32 34            0        0   818757
HOUSEHOLD INTL INC             COM              441815107    55168   1327358 SH       DEFINED 37 03      1067673        0   259685
HOWELL CORP                    COM              443051107      209     22000 SH       DEFINED 26               0        0    22000
HUANENG PWR INTL INC           SPON ADR N       443304100     1231     92500 SH       DEFINED 02 21            0        0    92500
HUBBELL INC                    CL B             443510201     9461    371030 SH       DEFINED 12 15 26         0        0   371030
HUBBELL INC                    CL B             443510201       10       400 SH       DEFINED 34               0        0      400
HUBBELL INC                    CL B             443510201        2       100 SH       DEFINED 37             100        0        0
HUBBELL INC                    CL B             443510201     1721     67500 SH       DEFINED 03           11100        0    56400
HUGHES SUPPLY INC              COM              444482103    14255    721800 SH       DEFINED 07               0        0   721800
HUMANA INC                     COM              444859102      629    129147 SH       DEFINED 37 03       129147        0        0
HUMAN GENOME SCIENCES INC      SB NT CV 144A 07 444903AG3     5740   7000000 PRN      DEFINED 11               0        0        0
HUMAN GENOME SCIENCES INC      COM              444903108   115569    866500 SH       DEFINED 02 04 05         0        0   866500
HUMAN GENOME SCIENCES INC      COM              444903108    53176    398700 SH       DEFINED 06 09 11         0        0   398700
HUMAN GENOME SCIENCES INC      COM              444903108   562256   4215605 SH       DEFINED 13 15 16         0        0  4215605
HUMAN GENOME SCIENCES INC      COM              444903108    94954    711934 SH       DEFINED 21 22 26         0        0   711934
HUMAN GENOME SCIENCES INC      COM              444903108    99820    748420 SH       DEFINED 28 30 34         0        0   748420
HUMAN GENOME SCIENCES INC      COM              444903108    74582    559195 SH       DEFINED 03          443395        0   115800
HUNT J B TRANS SVCS INC        COM              445658107       38      2500 SH       DEFINED 15               0        0     2500
HUNTINGTON BANCSHARES INC      COM              446150104     3331    210700 SH       DEFINED 15               0        0   210700
HUNTINGTON BANCSHARES INC      COM              446150104     2794    176756 SH       DEFINED 03          176756        0        0
HURCO COMPANIES INC            COM              447324104     1410    364028 SH       DEFINED 07               0        0   364028
ICN PHARMACEUTICALS INC NEW    COM              448924100       27       986 SH       DEFINED 37             986        0        0
HYPERION SOLUTIONS CORP        COM              44914M104     9095    280400 SH       DEFINED 13 28            0        0   280400
HYPERION SOLUTIONS CORP        COM              44914M104    10376    319900 SH       DEFINED 03          319900        0        0
IBP INC                        COM              449223106      157     10200 SH       DEFINED 02 15 34         0        0    10200
ICG COMMUNICATIONS INC         COM              449246107     2748    124600 SH       DEFINED 03          124600        0        0
ICOS CORP                      COM              449295104    42504    966000 SH       DEFINED 02 15 34         0        0   966000
ICOS CORP                      COM              449295104      734     16700 SH       DEFINED 03           16700        0        0
ICU MED INC                    COM              44930G107    22107    818800 SH       DEFINED 02 07            0        0   818800
ICU MED INC                    COM              44930G107     1204     44600 SH       DEFINED 03           44600        0        0
IDEC PHARMACEUTICALS CORP      COM              449370105   270741   2307868 SH       DEFINED 12 13 15         0        0  2307868
IDEC PHARMACEUTICALS CORP      COM              449370105      290      2476 SH       DEFINED 21 28            0        0     2476
IDEC PHARMACEUTICALS CORP      COM              449370105     6686     57000 SH       DEFINED 03           57000        0        0
IDX SYS CORP                   COM              449491109      105      7500 SH       DEFINED 15               0        0     7500
IHOP CORP                      COM              449623107    33667   2010000 SH       DEFINED 07               0        0  2010000
IMC GLOBAL INC                 COM              449669100    56264   4328000 SH       DEFINED 09 13 15         0        0  4328000
IMC GLOBAL INC                 COM              449669100    81091   6237800 SH       DEFINED 16 22            0        0  6237800
IMC GLOBAL INC                 COM              449669100     5357    412100 SH       DEFINED 03          301500        0   110600
IMCO RECYCLING INC             COM              449681105      140     25800 SH       DEFINED 15               0        0    25800
IMS HEALTH INC                 COM              449934108    42605   2366980 SH       DEFINED 02 06 07         0        0  2366980
IMS HEALTH INC                 COM              449934108   229669  12759400 SH       DEFINED 09 15 16         0        0 12759400
IMS HEALTH INC                 COM              449934108    30297   1683200 SH       DEFINED 22 30 34         0        0  1683200
IMS HEALTH INC                 COM              449934108    26206   1456126 SH       DEFINED 37 03      1324926        0   131200
IRSA INVERSIONERS Y REP S A    GLOBL DEP RCPT   450047204     1158     50623 SH       DEFINED 02 19 21         0        0    50623
IRT PPTY CO                    COM              450058102      798     93900 SH       DEFINED 26               0        0    93900
ISS GROUP INC                  COM              450306105    11143    114900 SH       DEFINED 21 29 03         0        0   114900
ISTAR FINL INC                 COM              45031U101      628     30000 SH       DEFINED 03           30000        0        0
I-STAT CORP                    COM              450312103    31199   1789200 SH       DEFINED 26 28            0        0  1789200
I-STAT CORP                    COM              450312103     6256    358800 SH       DEFINED 03          358800        0        0
ITXC CORP                      COM              45069F109    96060   2713100 SH       DEFINED 09 10 13         0        0  2713100
ITXC CORP                      COM              45069F109     6833    193010 SH       DEFINED 15 28 30         0        0   193010
ITXC CORP                      COM              45069F109     1409     39800 SH       DEFINED 34               0        0    39800
IBASIS INC                     COM              450732102   122181   2837300 SH       DEFINED 10 13 22         0        0  2837300
IBASIS INC                     COM              450732102    18671    433600 SH       DEFINED 26 28            0        0   433600
IBIS TECHNOLOGY CORP           COM              450909106     2155     35700 SH       DEFINED 13               0        0    35700
IBIS TECHNOLOGY CORP           COM              450909106     3193     52900 SH       DEFINED 03           52900        0        0
ITT INDS INC IND               COM              450911102    59705   1965600 SH       DEFINED 07 09 12         0        0  1965600
ITT INDS INC IND               COM              450911102     6663    219390 SH       DEFINED 15 22 34         0        0   219390
ITT INDS INC IND               COM              450911102    11471    377636 SH       DEFINED 37 03        88936        0   288700
IDACORP INC                    COM              451107106        0        26 SH       DEFINED 37              26        0        0
IDEX CORP                      COM              45167R104    42754   1354600 SH       DEFINED 07               0        0  1354600
IDEX CORP                      COM              45167R104      847     26850 SH       DEFINED 03           26850        0        0
IDEXX LABS INC                 COM              45168D104      555     24300 SH       DEFINED 15               0        0    24300
IKON OFFICE SOLUTIONS INC      COM              451713101      435    112463 SH       DEFINED 03          112463        0        0
IDENTIX INC                    COM              451906101     2502    159500 SH       DEFINED 26               0        0   159500
ILEX ONCOLOGY INC              COM              451923106    12214    346500 SH       DEFINED 15               0        0   346500
ILLINOIS TOOL WKS INC          COM              452308109   232237   4074350 SH       DEFINED 05 10 15         0        0  4074350
ILLINOIS TOOL WKS INC          COM              452308109    88418   1551200 SH       DEFINED 16 26 28         0        0  1551200
ILLINOIS TOOL WKS INC          COM              452308109      131      2300 SH       DEFINED 34               0        0     2300
ILLINOIS TOOL WKS INC          COM              452308109    27644    485010 SH       DEFINED 37 03       396110        0    88900
ILLUMINET HLDGS INC            COM              452334105     6774    133150 SH       DEFINED 02 10 15         0        0   133150
ILOG S A                       SPONSORED ADR    452360100     2010     52400 SH       DEFINED 07 19 21         0        0    52400
IMATION CORP                   COM              45245A107     1468     50000 SH       DEFINED 26               0        0    50000
IMATION CORP                   COM              45245A107        6       220 SH       DEFINED 37             220        0        0
IMAX CORP                      COM              45245E109    46717   2077500 SH       DEFINED 02 26            0        0  2077500
IMCLONE SYS INC                SUB NT CV 144A05 45245WAA7    14002  15800000 PRN      DEFINED 11               0        0        0
IMCLONE SYS INC                COM              45245W109    30613    400500 SH       DEFINED 02 05 09         0        0   400500
IMCLONE SYS INC                COM              45245W109   100935   1320500 SH       DEFINED 15 23 26         0        0  1320500
IMCLONE SYS INC                COM              45245W109     8920    116700 SH       DEFINED 28 30            0        0   116700
IMCLONE SYS INC                COM              45245W109    12092    158200 SH       DEFINED 03           66600        0    91600
IMMUNEX CORP NEW               COM              452528102   121823   2464200 SH       DEFINED 02 04 05         0        0  2464200
IMMUNEX CORP NEW               COM              452528102   626902  12680700 SH       DEFINED 06 10 11         0        0 12680700
IMMUNEX CORP NEW               COM              452528102   793850  16057650 SH       DEFINED 12 13 15         0        0 16057650
IMMUNEX CORP NEW               COM              452528102   402796   8147590 SH       DEFINED 16 19 20         0        0  8147590
IMMUNEX CORP NEW               COM              452528102    12178    246340 SH       DEFINED 21 23 26         0        0   246340
IMMUNEX CORP NEW               COM              452528102   119978   2426870 SH       DEFINED 28 32 34         0        0  2426870
IMMUNEX CORP NEW               COM              452528102   291176   5889750 SH       DEFINED 37 03      5114950        0   774800
IMMUNOGEN INC                  COM              45253H101     1075     89200 SH       DEFINED 13               0        0    89200
IMMUNOGEN INC                  COM              45253H101     1595    132300 SH       DEFINED 03          132300        0        0
IMPATH INC                     COM              45255G101     1388     25600 SH       DEFINED 26               0        0    25600
IMPCO TECHNOLOGIES INC         COM              45255W106       29       700 SH       DEFINED 15               0        0      700
IMPCO TECHNOLOGIES INC         COM              45255W106       42      1000 SH       DEFINED 03            1000        0        0
IMPERIAL BANCORP               COM              452556103     1819    116900 SH       DEFINED 26               0        0   116900
IMMUNOMEDICS INC               COM              452907108    20700    844900 SH       DEFINED 15               0        0   844900
IMPERIAL OIL LTD               COM NEW          453038408    47961   1965420 SH       DEFINED 02 07 15         0        0  1965420
IMPERIAL OIL LTD               COM NEW          453038408     8800    360400 SH       DEFINED 19 21 34         0        0   360400
IMPERIAL OIL LTD               COM NEW          453038408      153      6304 SH       DEFINED 03            6304        0        0
IMPROVENET INC                 COM              45321E106        0       200 SH       DEFINED 26               0        0      200
IMPSAT FIBER NETWORKS INC      COM              45321T103      440     26300 SH       DEFINED 02 07 19         0        0    26300
IMPSAT FIBER NETWORKS INC      COM              45321T103     6351    379200 SH       DEFINED 21               0        0   379200
INCO LTD                       COM              453258402    49548   3231600 SH       DEFINED 02 07 13         0        0  3231600
INCO LTD                       COM              453258402    22069   1439400 SH       DEFINED 15 21 22         0        0  1439400
INCO LTD                       COM              453258402    17321   1129700 SH       DEFINED 28               0        0  1129700
INCO LTD                       COM              453258402     2360    153576 SH       DEFINED 03          153576        0        0
INCYTE GENOMICS INC            COM              45337C102      189      2300 SH       DEFINED 12 28            0        0     2300
INDEPENDENCE FED SVGS BK       COM              453432106     1202    120200 SH       DEFINED 07               0        0   120200
INDEPENDENCE HLDG CO NEW       COM NEW          453440307     1568    128000 SH       DEFINED 07               0        0   128000
INDEPENDENT ENERGY HLDGS PLC   SPONSORED ADR    45384X108      489     58849 SH       DEFINED 15               0        0    58849
INDEPENDENT ENERGY HLDGS PLC   SPONSORED ADR    45384X108      141     17000 SH       DEFINED 03           17000        0        0
INDIA FD INC                   COM              454089103    10366    730700 SH       DEFINED 19 21            0        0   730700
INDIA GROWTH FD INC            COM              454090101     3501    307800 SH       DEFINED 19 21            0        0   307800
INDUSTRI-MATEMATIK INTL CORP   COM              455792101     7193   1338290 SH       DEFINED 02 21            0        0  1338290
INDUSTRIE NATUZZI SPA          ADR              456478106     1217    102500 SH       DEFINED 19 21            0        0   102500
INDYMAC MTG HLDGS INC          COM              456607100     1556    114800 SH       DEFINED 15 34            0        0   114800
INDYMAC MTG HLDGS INC          COM              456607100    14936   1101300 SH       DEFINED 03         1101300        0        0
INFINEON TECHNOLOGIES AG       SPONSORED ADR    45662N103   196080   2474200 SH       DEFINED 19 20 21         0        0  2474200
INFINEON TECHNOLOGIES AG       SPONSORED ADR    45662N103    44498    561500 SH       DEFINED 32               0        0   561500
INFINEON TECHNOLOGIES AG       SPONSORED ADR    45662N103      293      3700 SH       DEFINED 03            3700        0        0
INFINITY BROADCASTING CP NEW   CL A             45662S102   108750   2984587 SH       DEFINED 02 05 06         0        0  2984587
INFINITY BROADCASTING CP NEW   CL A             45662S102   469344  12880796 SH       DEFINED 07 10 12         0        0 12880796
INFINITY BROADCASTING CP NEW   CL A             45662S102   171732   4713075 SH       DEFINED 13 15 16         0        0  4713075
INFINITY BROADCASTING CP NEW   CL A             45662S102   459640  12614501 SH       DEFINED 20 21 26         0        0 12614501
INFINITY BROADCASTING CP NEW   CL A             45662S102    41968   1151800 SH       DEFINED 27 28 29         0        0  1151800
INFINITY BROADCASTING CP NEW   CL A             45662S102   122731   3368285 SH       DEFINED 30 32 34         0        0  3368285
INFINITY BROADCASTING CP NEW   CL A             45662S102     6714    184316 SH       DEFINED 37 03       117710        0    66606
INFINIUM SOFTWARE INC          COM              45662Y109      610    152500 SH       DEFINED 07               0        0   152500
INFOCUS CORP                   COM              45665B106     4654    144600 SH       DEFINED 02 13 15         0        0   144600
INFOCUS CORP                   COM              45665B106     2253     70000 SH       DEFINED 26               0        0    70000
INFOCUS CORP                   COM              45665B106     6402    198900 SH       DEFINED 03          198900        0        0
INFONET SVCS CORP              CL B             45666T106    43274   3625122 SH       DEFINED 02 10 20         0        0  3625122
INFONET SVCS CORP              CL B             45666T106    19923   1668990 SH       DEFINED 21 32            0        0  1668990
INFOSPACE INC                  COM              45678T102    34873    631200 SH       DEFINED 02 06 10         0        0   631200
INFOSPACE INC                  COM              45678T102    62112   1124200 SH       DEFINED 12 13 15         0        0  1124200
INFOSPACE INC                  COM              45678T102    48487    877600 SH       DEFINED 28 30 34         0        0   877600
INFOSPACE INC                  COM              45678T102     2527     45750 SH       DEFINED 03           36750        0     9000
INFOUSA INC NEW                COM              456818301    21145   3253200 SH       DEFINED 07 15            0        0  3253200
ING GROEP N V                  SPONSORED ADR    456837103        5        81 SH       DEFINED 37              81        0        0
INGERSOLL-RAND CO              COM              456866102    53833   1337490 SH       DEFINED 02 04 05         0        0  1337490
INGERSOLL-RAND CO              COM              456866102   197701   4911840 SH       DEFINED 06 07 09         0        0  4911840
INGERSOLL-RAND CO              COM              456866102    94020   2335910 SH       DEFINED 10 11 12         0        0  2335910
INGERSOLL-RAND CO              COM              456866102   144699   3595020 SH       DEFINED 15 16 18         0        0  3595020
INGERSOLL-RAND CO              COM              456866102    37853    940450 SH       DEFINED 19 22 26         0        0   940450
INGERSOLL-RAND CO              COM              456866102    48907   1215100 SH       DEFINED 28 30 34         0        0  1215100
INGERSOLL-RAND CO              COM              456866102    56911   1413947 SH       DEFINED 37 03       892797        0   521150
INGRAM MICRO INC               CL A             457153104    46308   2655700 SH       DEFINED 05 06 15         0        0  2655700
INGRAM MICRO INC               CL A             457153104      470     27000 SH       DEFINED 37 03        27000        0        0
INHALE THERAPEUTIC SYS INC     COM              457191104    27721    273200 SH       DEFINED 15               0        0   273200
INKTOMI CORP                   COM              457277101   418226   3536800 SH       DEFINED 05 07 10         0        0  3536800
INKTOMI CORP                   COM              457277101    39306    332400 SH       DEFINED 11 12 13         0        0   332400
INKTOMI CORP                   COM              457277101   113129    956700 SH       DEFINED 16 22 23         0        0   956700
INKTOMI CORP                   COM              457277101    41688    352544 SH       DEFINED 26 27 28         0        0   352544
INKTOMI CORP                   COM              457277101      402      3400 SH       DEFINED 30               0        0     3400
INKTOMI CORP                   COM              457277101    24010    203052 SH       DEFINED 37 03       131372        0    71680
INNKEEPERS USA TR              COM              4576J0104     3293    360900 SH       DEFINED 35               0        0   360900
INNKEEPERS USA TR              COM              4576J0104     4396    481800 SH       DEFINED 03          481800        0        0
INNKEEPERS USA TR              PFD CV A 8.625   4576J0302     5525    334900 SH       DEFINED 33 35 03    147000        0   187900
INSIGHT ENTERPRISES INC        COM              45765U103    23942    403675 SH       DEFINED 02 15 16         0        0   403675
INSIGHT ENTERPRISES INC        COM              45765U103    34644    584100 SH       DEFINED 20 21 32         0        0   584100
INSIGHT ENTERPRISES INC        COM              45765U103     9237    155750 SH       DEFINED 03          155750        0        0
INPUT/OUTPUT INC               COM              457652105     5459    647100 SH       DEFINED 07               0        0   647100
INSITUFORM TECHNOLOGIES INC    CL A             457667103      895     33000 SH       DEFINED 15               0        0    33000
INSITUFORM TECHNOLOGIES INC    CL A             457667103     6713    247500 SH       DEFINED 03          247500        0        0
INSIGNIA FINL GROUP INC NEW    COM              45767A105       81      8100 SH       DEFINED 09               0        0     8100
INSPIRE INS SOLUTIONS INC      COM              457732105       51     17300 SH       DEFINED 26               0        0    17300
INSURANCE AUTO AUCTIONS INC    COM              457875102     4744    224600 SH       DEFINED 07 21 26         0        0   224600
INSURANCE AUTO AUCTIONS INC    COM              457875102    11887    562700 SH       DEFINED 28 29            0        0   562700
INSURANCE AUTO AUCTIONS INC    COM              457875102     8779    415600 SH       DEFINED 03          415600        0        0
INTEGRATED CIRCUIT SYS INC     COM              45811K208     2140    125000 SH       DEFINED 15               0        0   125000
INTEGRATED DEVICE TECHNOLOGY   COM              458118106    84609   1413100 SH       DEFINED 02 12 15         0        0  1413100
INTEGRATED DEVICE TECHNOLOGY   COM              458118106   121073   2022100 SH       DEFINED 16 23 26         0        0  2022100
INTEGRATED DEVICE TECHNOLOGY   COM              458118106     2736     45700 SH       DEFINED 32               0        0    45700
INTEGRATED DEVICE TECHNOLOGY   COM              458118106    23751    396685 SH       DEFINED 03          252785        0   143900
INTEGRATED SILICON SOLUTION    COM              45812P107    16146    424900 SH       DEFINED 02 12 23         0        0   424900
INTEGRATED SILICON SOLUTION    COM              45812P107    17202    452700 SH       DEFINED 26 28            0        0   452700
INTEL CORP                     COM              458140100   552234   4130790 SH       DEFINED 02 04 05         0        0  4130790
INTEL CORP                     COM              458140100  3815893  28543380 SH       DEFINED 06 07 10         0        0 28543380
INTEL CORP                     COM              458140100  1664115  12447800 SH       DEFINED 12 13 15         0        0 12447800
INTEL CORP                     COM              458140100  3667681  27434740 SH       DEFINED 16 19 20         0        0 27434740
INTEL CORP                     COM              458140100  1127306   8432400 SH       DEFINED 21 22 23         0        0  8432400
INTEL CORP                     COM              458140100  1543598  11546320 SH       DEFINED 26 27 28         0        0 11546320
INTEL CORP                     COM              458140100   213354   1595919 SH       DEFINED 29 30 32         0        0  1595919
INTEL CORP                     COM              458140100   215771   1614000 SH       DEFINED 34               0        0  1614000
INTEL CORP                     COM              458140100  1146970   8580040 SH       DEFINED 37 03      7162980        0  1417060
INTER TEL INC                  COM              458372109     5226    325400 SH       DEFINED 13 26            0        0   325400
INTERACT COMM CORP             COM              45839Y107    29618   2507420 SH       DEFINED 09 12 13         0        0  2507420
INTERACT COMM CORP             COM              45839Y107     3321    281160 SH       DEFINED 15 26 28         0        0   281160
INTERACT COMM CORP             COM              45839Y107       83      7080 SH       DEFINED 30               0        0     7080
INTERACT COMM CORP             COM              45839Y107     1429    121000 SH       DEFINED 03          121000        0        0
INTERCONTINENTAL LIFE CORP     COM              458593100     7464    878200 SH       DEFINED 07               0        0   878200
INTERDIGITAL COMMUNICATIONS CP COM              45866A105     1924    116200 SH       DEFINED 03               0        0   116200
INTERIM SVCS INC               COM              45868P100      931     52500 SH       DEFINED 03           52500        0        0
INTERLIANT INC                 SB NT CV 144A 05 458742AA1     3682   6000000 PRN      DEFINED 11               0        0        0
INTERLINK ELECTRS              COM              458751104     2290     54700 SH       DEFINED 26               0        0    54700
INTERMEDIA COMMUNICATIONS INC  COM              458801107    30545   1026727 SH       DEFINED 09 10 11         0        0  1026727
INTERMEDIA COMMUNICATIONS INC  COM              458801107     2980    100200 SH       DEFINED 26 34            0        0   100200
INTERMEDIA COMMUNICATIONS INC  COM              458801107     1371     46100 SH       DEFINED 03           46100        0        0
INTERMET CORP                  COM              45881K104      515     75000 SH       DEFINED 07               0        0    75000
INTERNAP NETWORK SVCS CORP     COM              45885A102    59392   1430600 SH       DEFINED 05 06 09         0        0  1430600
INTERNAP NETWORK SVCS CORP     COM              45885A102    92239   2221800 SH       DEFINED 10 12 13         0        0  2221800
INTERNAP NETWORK SVCS CORP     COM              45885A102      846     20400 SH       DEFINED 28 30            0        0    20400
INTERNAP NETWORK SVCS CORP     COM              45885A102    22566    543565 SH       DEFINED 37          538890        0     4675
INTERNAP NETWORK SVCS CORP     COM              45885A102    10549    254100 SH       DEFINED 03          254100        0        0
INTERMUNE PHARMACEUTICALS INC  COM              45885B100     1673     40500 SH       DEFINED 26               0        0    40500
INTERNATIONAL BUSINESS MACHS   COM              459200101   168835   1541000 SH       DEFINED 02 04 05         0        0  1541000
INTERNATIONAL BUSINESS MACHS   COM              459200101   311988   2847588 SH       DEFINED 06 07 08         0        0  2847588
INTERNATIONAL BUSINESS MACHS   COM              459200101  1556313  14204800 SH       DEFINED 09 10 11         0        0 14204800
INTERNATIONAL BUSINESS MACHS   COM              459200101   935734   8540650 SH       DEFINED 12 15 16         0        0  8540650
INTERNATIONAL BUSINESS MACHS   COM              459200101   405861   3704380 SH       DEFINED 19 22 23         0        0  3704380
INTERNATIONAL BUSINESS MACHS   COM              459200101   408311   3726742 SH       DEFINED 26 27 28         0        0  3726742
INTERNATIONAL BUSINESS MACHS   COM              459200101    50841    464044 SH       DEFINED 30 31 32         0        0   464044
INTERNATIONAL BUSINESS MACHS   COM              459200101    53137    485000 SH       DEFINED 34               0        0   485000
INTERNATIONAL BUSINESS MACHS   COM              459200101   400382   3652698 SH       DEFINED 37 03      3163018        0   489680
INTERNATIONAL FLAVORS&FRAGRANC COM              459506101    27186    900600 SH       DEFINED 07 09 12         0        0   900600
INTERNATIONAL FLAVORS&FRAGRANC COM              459506101    14879    492900 SH       DEFINED 18 22            0        0   492900
INTERNATIONAL FLAVORS&FRAGRANC COM              459506101     3670    121577 SH       DEFINED 03           89277        0    32300
INTERNATIONAL HOME FOODS INC   COM              459655106      104      5000 SH       DEFINED 15               0        0     5000
INTERNATIONAL GAME TECHNOLOGY  COM              459902102    25970    980000 SH       DEFINED 02 11 13         0        0   980000
INTERNATIONAL GAME TECHNOLOGY  COM              459902102     2106     79500 SH       DEFINED 23 28            0        0    79500
INTERNATIONAL GAME TECHNOLOGY  COM              459902102     7194    271500 SH       DEFINED 03          271500        0        0
INTL PAPER CO                  COM              460146103    10407    349110 SH       DEFINED 02 09 12         0        0   349110
INTL PAPER CO                  COM              460146103     6296    211203 SH       DEFINED 15 22 23         0        0   211203
INTL PAPER CO                  COM              460146103     3006    100839 SH       DEFINED 28 31 34         0        0   100839
INTL PAPER CO                  COM              460146103    13625    456980 SH       DEFINED 37 03       433316        0    23664
INTERNATIONAL RECTIFIER CORP   COM              460254105    17236    307800 SH       DEFINED 02 11 23         0        0   307800
INTERNATIONAL RECTIFIER CORP   COM              460254105     2340     41800 SH       DEFINED 32               0        0    41800
INTERNATIONAL RECTIFIER CORP   COM              460254105      660     11800 SH       DEFINED 03           11800        0        0
INTERNATIONAL SPEEDWAY CORP    CL A             460335201     9277    224238 SH       DEFINED 02 13 15         0        0   224238
INTERNATIONAL SPEEDWAY CORP    CL A             460335201       24       600 SH       DEFINED 34               0        0      600
INTERNATIONAL SPEEDWAY CORP    CL A             460335201    13828    334216 SH       DEFINED 03          334216        0        0
INTL SPECIALTY PRODS INC NEW   COM              460337108     4176    734300 SH       DEFINED 07               0        0   734300
INTERNEURON PHARMACEUTICALS    COM              460573108      678    362100 SH       DEFINED 15               0        0   362100
INTERNET CAP GROUP INC         COM              46059C106      210      5700 SH       DEFINED 28 03            0        0     5700
INTERNET PICTURES CORP         COM              46059S101      389     25779 SH       DEFINED 12 13 28         0        0    25779
INTERNET PICTURES CORP         COM              46059S101      361     23900 SH       DEFINED 03           23900        0        0
INTERPLAY ENTMT CORP           COM              460615107     2021    770000 SH       DEFINED 28               0        0   770000
INTERSIL HLDG CORP             CL A             46069S109    42514    786400 SH       DEFINED 04 10 13         0        0   786400
INTERSIL HLDG CORP             CL A             46069S109   106292   1966100 SH       DEFINED 15 16 20         0        0  1966100
INTERSIL HLDG CORP             CL A             46069S109     7266    134400 SH       DEFINED 32               0        0   134400
INTERPUBLIC GROUP COS INC      SB NT CV 144A 06 460690AG5     5293   5500000 PRN      DEFINED 11               0        0        0
INTERPUBLIC GROUP COS INC      SUBNT CV 1.87%06 460690AJ9     7700   8000000 PRN      DEFINED 11               0        0        0
INTERPUBLIC GROUP COS INC      COM              460690100    11541    268400 SH       DEFINED 02 11 13         0        0   268400
INTERPUBLIC GROUP COS INC      COM              460690100   115641   2689334 SH       DEFINED 15 16 20         0        0  2689334
INTERPUBLIC GROUP COS INC      COM              460690100    13287    309000 SH       DEFINED 28 30 32         0        0   309000
INTERPUBLIC GROUP COS INC      COM              460690100      129      3000 SH       DEFINED 34               0        0     3000
INTERPUBLIC GROUP COS INC      COM              460690100    12509    290935 SH       DEFINED 37 03       284335        0     6600
INTERSTATE BAKERIES CORP DEL   COM              46072H108      186     13300 SH       DEFINED 15               0        0    13300
INTERSTATE HOTELS CORP         COM              46088R108      276     94174 SH       DEFINED 12 28            0        0    94174
INTERTAPE POLYMER GROUP INC    COM              460919103    13036    750000 SH       DEFINED 02               0        0   750000
INTRANET SOLUTIONS INC         COM NEW          460939309     2237     58300 SH       DEFINED 26               0        0    58300
INTERTAN INC                   COM              461120107      822     70000 SH       DEFINED 26               0        0    70000
INTERTRUST TECHNOLOGIES CORP   COM              46113Q109    46171   2245400 SH       DEFINED 02 15 16         0        0  2245400
INTERTRUST TECHNOLOGIES CORP   COM              46113Q109    39790   1935100 SH       DEFINED 22 28 34         0        0  1935100
INTERWOVEN INC                 COM              46114T102     2584     23500 SH       DEFINED 26               0        0    23500
INTEST CORP                    COM              461147100     9668    650000 SH       DEFINED 07               0        0   650000
INTIMATE BRANDS INC            CL A             461156101    57679   2920500 SH       DEFINED 10 15            0        0  2920500
INTIMATE BRANDS INC            CL A             461156101      604     30600 SH       DEFINED 03           30600        0        0
INTRABIOTICS PHARMACEUTICALS   COM              46116T100       10       400 SH       DEFINED 26               0        0      400
INTUIT                         COM              461202103    69270   1674200 SH       DEFINED 02 05 06         0        0  1674200
INTUIT                         COM              461202103    70474   1703320 SH       DEFINED 09 10 13         0        0  1703320
INTUIT                         COM              461202103   103747   2507501 SH       DEFINED 15 16 19         0        0  2507501
INTUIT                         COM              461202103   222037   5366460 SH       DEFINED 22 23 28         0        0  5366460
INTUIT                         COM              461202103     4858    117430 SH       DEFINED 30 34            0        0   117430
INTUIT                         COM              461202103    50099   1210868 SH       DEFINED 37 03       520108        0   690760
INTRUSION COM INC              COM              46121E106       80      7100 SH       DEFINED 02               0        0     7100
INVERNESS MED TECHNOLOGY INC   COM              461268104     6494    721600 SH       DEFINED 10               0        0   721600
INVESTMENT TECHNOLOGY GRP NEW  COM              46145F105     2034     51500 SH       DEFINED 02 15 23         0        0    51500
INVITROGEN CORP                SUB NT CV 144A07 46185RAA8     7367   7000000 PRN      DEFINED 11               0        0        0
INVITROGEN CORP                COM              46185R100      270      3600 SH       DEFINED 13               0        0     3600
INVITROGEN CORP                COM              46185R100      398      5300 SH       DEFINED 03            5300        0        0
INVESTORS FINL SERVICES CORP   COM              461915100       47      1200 SH       DEFINED 28               0        0     1200
ION NETWORKS INC               COM              46205P100      153     50000 SH       DEFINED 28               0        0    50000
IONICS INC                     COM              462218108      609     19900 SH       DEFINED 15               0        0    19900
IPALCO ENTERPRISES INC         COM              462613100    69843   3470500 SH       DEFINED 06 07 09         0        0  3470500
IPALCO ENTERPRISES INC         COM              462613100    65100   3234800 SH       DEFINED 15 16 18         0        0  3234800
IPALCO ENTERPRISES INC         COM              462613100    16892    839380 SH       DEFINED 22 28 30         0        0   839380
IPALCO ENTERPRISES INC         COM              462613100     2561    127300 SH       DEFINED 34               0        0   127300
IPALCO ENTERPRISES INC         COM              462613100     9402    467200 SH       DEFINED 37 03       383300        0    83900
IPSCO INC                      COM              462622101    23663   1900000 SH       DEFINED 02               0        0  1900000
IRON MTN INC PA                COM              462846106    29019    853500 SH       DEFINED 12 03            0        0   853500
IROQUOIS BANCORP INC           COM              463347104     3477    106400 SH       DEFINED 07               0        0   106400
ISHARES INC                    MSCI SINGAPORE   464286673      736     99000 SH       DEFINED 21               0        0    99000
IT GROUP INC                   COM              465266104      394     80900 SH       DEFINED 15               0        0    80900
IT GROUP INC                   COM              465266104     4184    858400 SH       DEFINED 03          858400        0        0
ITALY FD INC                   COM              465395101     5365    296000 SH       DEFINED 19 21            0        0   296000
I3 MOBILE INC                  COM              465713105      832     45300 SH       DEFINED 26 34            0        0    45300
I2 TECHNOLOGIES INC            SUBNTCV 144A  06 465754AD1     5013   3250000 PRN      DEFINED 11               0        0        0
I2 TECHNOLOGIES INC            COM              465754109   103097    988800 SH       DEFINED 02 05 06         0        0   988800
I2 TECHNOLOGIES INC            COM              465754109   347591   3333714 SH       DEFINED 13 15 16         0        0  3333714
I2 TECHNOLOGIES INC            COM              465754109    46942    450220 SH       DEFINED 23 28 30         0        0   450220
I2 TECHNOLOGIES INC            COM              465754109     3336     32000 SH       DEFINED 34               0        0    32000
I2 TECHNOLOGIES INC            COM              465754109    44996    431560 SH       DEFINED 03          425860        0     5700
IVAX CORP                      SR SB CV 144A 07 465823AB8     1768   1360000 PRN      DEFINED 11               0        0        0
IVAX CORP                      COM              465823102    17350    418090 SH       DEFINED 02 09 11         0        0   418090
IVAX CORP                      COM              465823102    33741    813050 SH       DEFINED 12 15 28         0        0   813050
IVAX CORP                      COM              465823102    12325    297010 SH       DEFINED 30 32 34         0        0   297010
IVAX CORP                      COM              465823102      954     23000 SH       DEFINED 03               0        0    23000
IVEX PACKAGING CORP DEL        COM              465855104     4265    383400 SH       DEFINED 09 28 30         0        0   383400
IVEX PACKAGING CORP DEL        COM              465855104     2368    212900 SH       DEFINED 03          212900        0        0
JDS UNIPHASE CORP              COM              46612J101   225317   1879600 SH       DEFINED 02 04 05         0        0  1879600
JDS UNIPHASE CORP              COM              46612J101   704788   5879400 SH       DEFINED 06 07 10         0        0  5879400
JDS UNIPHASE CORP              COM              46612J101   688866   5746536 SH       DEFINED 11 12 13         0        0  5746536
JDS UNIPHASE CORP              COM              46612J101   890392   7427674 SH       DEFINED 15 16 19         0        0  7427674
JDS UNIPHASE CORP              COM              46612J101   192231   1603600 SH       DEFINED 20 21 22         0        0  1603600
JDS UNIPHASE CORP              COM              46612J101   137388   1146100 SH       DEFINED 23 26 27         0        0  1146100
JDS UNIPHASE CORP              COM              46612J101   376550   3141190 SH       DEFINED 28 29 30         0        0  3141190
JDS UNIPHASE CORP              COM              46612J101    47482    396100 SH       DEFINED 32 34            0        0   396100
JDS UNIPHASE CORP              COM              46612J101   182883   1525691 SH       DEFINED 37 03       903881        0   621810
JDA SOFTWARE GROUP INC         COM              46612K108    19091    995000 SH       DEFINED 07 26            0        0   995000
JDA SOFTWARE GROUP INC         COM              46612K108     6230    324700 SH       DEFINED 03          324700        0        0
JLM COUTURE INC                COM              46621E101      397    181500 SH       DEFINED 07               0        0   181500
JABIL CIRCUIT INC              COM              466313103   240840   4853200 SH       DEFINED 02 09 15         0        0  4853200
JABIL CIRCUIT INC              COM              466313103    16567    333860 SH       DEFINED 19 20 23         0        0   333860
JABIL CIRCUIT INC              COM              466313103    12279    247440 SH       DEFINED 28 30 32         0        0   247440
JABIL CIRCUIT INC              COM              466313103    14282    287800 SH       DEFINED 34               0        0   287800
JABIL CIRCUIT INC              COM              466313103     7816    157580 SH       DEFINED 37 03        54980        0   102600
JACK IN THE BOX INC            COM              466367109     3949    160400 SH       DEFINED 02 09 13         0        0   160400
JACK IN THE BOX INC            COM              466367109    24110    979100 SH       DEFINED 15 16 26         0        0   979100
JACK IN THE BOX INC            COM              466367109    31169   1265780 SH       DEFINED 28 30 34         0        0  1265780
JACK IN THE BOX INC            COM              466367109     9756    396200 SH       DEFINED 03          396200        0        0
JACOBS ENGR GROUP INC DEL      COM              469814107    78040   2387460 SH       DEFINED 07 15 20         0        0  2387460
JACOBS ENGR GROUP INC DEL      COM              469814107     9506    290830 SH       DEFINED 32 34            0        0   290830
JACOBS ENGR GROUP INC DEL      COM              469814107     1519     46500 SH       DEFINED 03           46500        0        0
JARDINE FLEMING CHINA REGION   COM              471110106      402     51500 SH       DEFINED 19 21            0        0    51500
JARDINE FLEMING INDIA FD INC   COM              471112102     3939    350200 SH       DEFINED 19 21            0        0   350200
JAZZTEL P L C                  SPONSORED ADR    47214R152     9758    371750 SH       DEFINED 02 07 13         0        0   371750
JAZZTEL P L C                  SPONSORED ADR    47214R152    14450    550500 SH       DEFINED 19 21 03    185300        0   365200
JEFFERIES GROUP INC NEW        COM              472319102      458     22700 SH       DEFINED 15               0        0    22700
JEFFERSON PILOT CORP           COM              475070108     6693    118600 SH       DEFINED 02 09 15         0        0   118600
JEFFERSON PILOT CORP           COM              475070108     2804     49700 SH       DEFINED 28 30 34         0        0    49700
JEFFERSON PILOT CORP           COM              475070108     4549     80604 SH       DEFINED 03           80604        0        0
JEFFERSON SMURFIT GROUP PLC    SPONSORED ADR    47508W107        8       487 SH       DEFINED 15               0        0      487
JEFFERSON SMURFIT GROUP PLC    SPONSORED ADR    47508W107       96      5500 SH       DEFINED 03            5500        0        0
JO-ANN STORES INC              CL A             47758P109     2690    384300 SH       DEFINED 07               0        0   384300
JO-ANN STORES INC              CL B NON VTG     47758P208    13960   1830900 SH       DEFINED 07 18            0        0  1830900
JOHN NUVEEN CO                 CL A             478035108      989     23600 SH       DEFINED 15               0        0    23600
JOHNS MANVILLE CORP NEW        COM              478129109       36      2800 SH       DEFINED 15               0        0     2800
JOHNSON & JOHNSON              COM              478160104   123147   1208807 SH       DEFINED 02 04 05         0        0  1208807
JOHNSON & JOHNSON              COM              478160104    60716    595995 SH       DEFINED 06 07 08         0        0   595995
JOHNSON & JOHNSON              COM              478160104   786638   7721600 SH       DEFINED 10 11 12         0        0  7721600
JOHNSON & JOHNSON              COM              478160104   665102   6528615 SH       DEFINED 13 15 16         0        0  6528615
JOHNSON & JOHNSON              COM              478160104    87370    857620 SH       DEFINED 18 19 22         0        0   857620
JOHNSON & JOHNSON              COM              478160104    97810    960100 SH       DEFINED 23 26 27         0        0   960100
JOHNSON & JOHNSON              COM              478160104   304095   2984984 SH       DEFINED 28 30 31         0        0  2984984
JOHNSON & JOHNSON              COM              478160104    73423    720721 SH       DEFINED 32 34            0        0   720721
JOHNSON & JOHNSON              COM              478160104   342117   3359087 SH       DEFINED 37 03      2866247        0   492840
JOHNSON CTLS INC               COM              478366107    60235   1173900 SH       DEFINED 02 07 09         0        0  1173900
JOHNSON CTLS INC               COM              478366107    17685    344670 SH       DEFINED 15 19 22         0        0   344670
JOHNSON CTLS INC               COM              478366107      246      4800 SH       DEFINED 23 34            0        0     4800
JOHNSON CTLS INC               COM              478366107     9981    194517 SH       DEFINED 03          169417        0    25100
JONES APPAREL GROUP INC        COM              480074103    17977    765000 SH       DEFINED 07 09 28         0        0   765000
JONES APPAREL GROUP INC        COM              480074103      265     11300 SH       DEFINED 30               0        0    11300
JONES PHARMA INC               COM              480236108    24425    611600 SH       DEFINED 02 12 26         0        0   611600
JONES PHARMA INC               COM              480236108     5994    150100 SH       DEFINED 28 32 03     87150        0    62950
JOURNAL REGISTER CO            COM              481138105     8212    450000 SH       DEFINED 07               0        0   450000
JUNIPER NETWORKS INC           SB NT CV 4.75%07 48203RAA2    61455  55553000 PRN      DEFINED 11 16 27         0        0        0
JUNIPER NETWORKS INC           SB NT CV 4.75%07 48203RAA2    21709  19624000 PRN      DEFINED 28 30            0        0        0
JUNIPER NETWORKS INC           SB NT CV 4.75%07 48203RAA2     2013   1820000 PRN      DEFINED 03               0        0        0
JUNIPER NETWORKS INC           COM              48203R104   178336   1225156 SH       DEFINED 02 05 06         0        0  1225156
JUNIPER NETWORKS INC           COM              48203R104   827272   5683280 SH       DEFINED 07 09 10         0        0  5683280
JUNIPER NETWORKS INC           COM              48203R104   692062   4754400 SH       DEFINED 11 12 13         0        0  4754400
JUNIPER NETWORKS INC           COM              48203R104  1095718   7527480 SH       DEFINED 15 16 19         0        0  7527480
JUNIPER NETWORKS INC           COM              48203R104    69316    476200 SH       DEFINED 20 23 26         0        0   476200
JUNIPER NETWORKS INC           COM              48203R104    43371    297960 SH       DEFINED 28 30 32         0        0   297960
JUNIPER NETWORKS INC           COM              48203R104    81675    561100 SH       DEFINED 34               0        0   561100
JUNIPER NETWORKS INC           COM              48203R104   191654   1316650 SH       DEFINED 03         1119450        0   197200
JUNO ONLINE SVCS INC           COM              482048105      632     58800 SH       DEFINED 03           38200        0    20600
JUPITER COMMUNICATIONS INC     COM              482050101     1757     76400 SH       DEFINED 15               0        0    76400
KLA-TENCOR CORP                COM              482480100    51634    881700 SH       DEFINED 02 05 06         0        0   881700
KLA-TENCOR CORP                COM              482480100   158575   2707800 SH       DEFINED 09 11 12         0        0  2707800
KLA-TENCOR CORP                COM              482480100   360534   6156400 SH       DEFINED 13 15 16         0        0  6156400
KLA-TENCOR CORP                COM              482480100    56369    962560 SH       DEFINED 19 23 26         0        0   962560
KLA-TENCOR CORP                COM              482480100   123024   2100740 SH       DEFINED 27 28 30         0        0  2100740
KLA-TENCOR CORP                COM              482480100    19647    335500 SH       DEFINED 32 34            0        0   335500
KLA-TENCOR CORP                COM              482480100    49081    838101 SH       DEFINED 03          572501        0   265600
K MART CORP                    COM              482584109     2587    379816 SH       DEFINED 03          379816        0        0
K-SWISS INC                    CL A             482686102       79      5000 SH       DEFINED 07               0        0     5000
K2 INC                         COM              482732104      684     82300 SH       DEFINED 07               0        0    82300
K V PHARMACEUTICAL CO          CL A             482740206      718     27100 SH       DEFINED 02               0        0    27100
KANA COMMUNICATIONS            COM              483600102    31850    514748 SH       DEFINED 02 05 06         0        0   514748
KANA COMMUNICATIONS            COM              483600102    20226    326896 SH       DEFINED 13 15 34         0        0   326896
KANA COMMUNICATIONS            COM              483600102    10081    162940 SH       DEFINED 03          156344        0     6596
KANEB SERVICES INC             COM              484170105     5589   1397400 SH       DEFINED 07               0        0  1397400
KANSAS CITY PWR & LT CO        COM              485134100       23       900 SH       DEFINED 37             900        0        0
KANSAS CITY SOUTHN INDS INC    COM              485170104    50873    573621 SH       DEFINED 02 15 21         0        0   573621
KANSAS CITY SOUTHN INDS INC    COM              485170104     5494     61950 SH       DEFINED 23 34            0        0    61950
KANSAS CITY SOUTHN INDS INC    COM              485170104    23076    260196 SH       DEFINED 37 03       256596        0     3600
KAUFMAN & BROAD HOME CORP      COM              486168107      147      7470 SH       DEFINED 15 34            0        0     7470
KAUFMAN & BROAD HOME CORP      COM              486168107    14743    744151 SH       DEFINED 03          744151        0        0
KAYDON CORP                    COM              486587108    38745   1845000 SH       DEFINED 07 12 03    146400        0  1698600
KEANE INC                      COM              486665102    17300    800000 SH       DEFINED 10 16            0        0   800000
KEEBLER FOODS CO               COM              487256109    23685    638000 SH       DEFINED 02 04 06         0        0   638000
KEEBLER FOODS CO               COM              487256109    37240   1003100 SH       DEFINED 07 09 12         0        0  1003100
KEEBLER FOODS CO               COM              487256109   143112   3854890 SH       DEFINED 15 19 20         0        0  3854890
KEEBLER FOODS CO               COM              487256109   134388   3619892 SH       DEFINED 22 23 28         0        0  3619892
KEEBLER FOODS CO               COM              487256109    32864    885240 SH       DEFINED 30 32 34         0        0   885240
KEEBLER FOODS CO               COM              487256109    25345    682700 SH       DEFINED 03          599140        0    83560
KEITHLEY INSTRS INC            COM              487584104      685      8000 SH       DEFINED 02               0        0     8000
KELLOGG CO                     COM              487836108     1192     40100 SH       DEFINED 02 15 34         0        0    40100
KELLOGG CO                     COM              487836108     9294    312422 SH       DEFINED 03          312422        0        0
KELLWOOD CO                    COM              488044108    23605   1117400 SH       DEFINED 07 09 12         0        0  1117400
KELLWOOD CO                    COM              488044108     5834    276200 SH       DEFINED 22 26            0        0   276200
KELLWOOD CO                    COM              488044108     3282    155400 SH       DEFINED 03           11000        0   144400
KEMET CORP                     COM              488360108    45689   1823010 SH       DEFINED 02 09 12         0        0  1823010
KEMET CORP                     COM              488360108   111301   4440960 SH       DEFINED 15 28 30         0        0  4440960
KEMET CORP                     COM              488360108     9438    376600 SH       DEFINED 32 34            0        0   376600
KEMET CORP                     COM              488360108     3263    130200 SH       DEFINED 03           89200        0    41000
KENNAMETAL INC                 COM              489170100    33441   1559953 SH       DEFINED 09 12 15         0        0  1559953
KENNAMETAL INC                 COM              489170100    37363   1742908 SH       DEFINED 18 22            0        0  1742908
KENNAMETAL INC                 COM              489170100     4643    216600 SH       DEFINED 03           23000        0   193600
KENT ELECTRS CORP              COM              490553104      995     33400 SH       DEFINED 03           33400        0        0
KENTUCKY ELEC STL INC          COM              49127B100      689    367500 SH       DEFINED 07               0        0   367500
KERR MCGEE CORP                SB DB CV 5.25%10 492386AP2    33341  28898000 PRN      DEFINED 11               0        0        0
KERR MCGEE CORP                SB DB CV 5.25%10 492386AP2     5180   4490000 PRN      DEFINED 03               0        0        0
KERR MCGEE CORP                COM              492386107     9791    166132 SH       DEFINED 02 08 09         0        0   166132
KERR MCGEE CORP                COM              492386107    24667    418540 SH       DEFINED 12 15 28         0        0   418540
KERR MCGEE CORP                COM              492386107     2868     48670 SH       DEFINED 30 34            0        0    48670
KERR MCGEE CORP                COM              492386107     6242    105899 SH       DEFINED 37 03        78399        0    27500
KEY ENERGY SVCS INC            SB NT CV    5%04 492914AF3     2874   3685000 PRN      DEFINED 02 23 28         0        0        0
KEY ENERGY SVCS INC            SB NT CV    5%04 492914AF3      237    305000 PRN      DEFINED 03               0        0        0
KEY PRODTN INC                 COM              493138101      267     15300 SH       DEFINED 02               0        0    15300
KEYCORP NEW                    COM              493267108      810     46000 SH       DEFINED 15               0        0    46000
KEYCORP NEW                    COM              493267108     6199    351150 SH       DEFINED 37 03       351150        0        0
KEYNOTE SYS INC                COM              493308100    54192    768000 SH       DEFINED 02 09 11         0        0   768000
KEYNOTE SYS INC                COM              493308100    54446    771600 SH       DEFINED 13 15 26         0        0   771600
KEYNOTE SYS INC                COM              493308100     7486    106100 SH       DEFINED 28 30 34         0        0   106100
KEYNOTE SYS INC                COM              493308100     2490     35300 SH       DEFINED 03           35300        0        0
KEYSPAN CORP                   COM              49337W100    49338   1604500 SH       DEFINED 02 11 12         0        0  1604500
KEYSPAN CORP                   COM              49337W100      172      5600 SH       DEFINED 23               0        0     5600
KEYSPAN CORP                   COM              49337W100     7278    236700 SH       DEFINED 03          199500        0    37200
KIMBERLY CLARK CORP            COM              494368103    40420    704500 SH       DEFINED 02 04 07         0        0   704500
KIMBERLY CLARK CORP            COM              494368103    44150    769500 SH       DEFINED 10 12 13         0        0   769500
KIMBERLY CLARK CORP            COM              494368103   109699   1911982 SH       DEFINED 15 16 19         0        0  1911982
KIMBERLY CLARK CORP            COM              494368103   171797   2994300 SH       DEFINED 22 23 28         0        0  2994300
KIMBERLY CLARK CORP            COM              494368103      694     12100 SH       DEFINED 34               0        0    12100
KIMBERLY CLARK CORP            COM              494368103    79721   1389668 SH       DEFINED 37 03      1223468        0   166200
KIMCO REALTY CORP              COM              49446R109    33730    822700 SH       DEFINED 09 12 15         0        0   822700
KIMCO REALTY CORP              COM              49446R109     8179    199500 SH       DEFINED 34 35            0        0   199500
KIMCO REALTY CORP              COM              49446R109    25124    612800 SH       DEFINED 03          559400        0    53400
KINDER MORGAN INC KANS         COM              49455P101   108999   3153697 SH       DEFINED 02 04 06         0        0  3153697
KINDER MORGAN INC KANS         COM              49455P101   123194   3564400 SH       DEFINED 09 12 15         0        0  3564400
KINDER MORGAN INC KANS         COM              49455P101     5778    167180 SH       DEFINED 19 21 23         0        0   167180
KINDER MORGAN INC KANS         COM              49455P101    10492    303580 SH       DEFINED 28 29 30         0        0   303580
KINDER MORGAN INC KANS         COM              49455P101    11236    325100 SH       DEFINED 34               0        0   325100
KINDER MORGAN INC KANS         COM              49455P101    46610   1348600 SH       DEFINED 03         1198100        0   150500
KING PHARMACEUTICALS INC       COM              495582108    10701    243900 SH       DEFINED 02 12 15         0        0   243900
KING PHARMACEUTICALS INC       COM              495582108    19501    444472 SH       DEFINED 28 34            0        0   444472
KING PHARMACEUTICALS INC       COM              495582108     5381    122650 SH       DEFINED 03          122650        0        0
KINROSS GOLD CORP              COM              496902107      656    735900 SH       DEFINED 03          735900        0        0
KIRBY CORP                     COM              497266106      138      6500 SH       DEFINED 15               0        0     6500
KIRBY CORP                     COM              497266106     5042    237300 SH       DEFINED 03          237300        0        0
KMART FING I                   PFD TRCV 7.75%   498778208    25775    707400 SH       DEFINED 09 22            0        0   707400
KMART FING I                   PFD TRCV 7.75%   498778208      980     26900 SH       DEFINED 03           11500        0    15400
KNIGHT RIDDER INC              COM              499040103    18312    344300 SH       DEFINED 02 08 15         0        0   344300
KNIGHT RIDDER INC              COM              499040103    10350    194600 SH       DEFINED 23 31 32         0        0   194600
KNIGHT RIDDER INC              COM              499040103       37       700 SH       DEFINED 34               0        0      700
KNIGHT RIDDER INC              COM              499040103     3429     64478 SH       DEFINED 03           64478        0        0
KNIGHT TRADING GROUP INC       COM              499063105      426     14300 SH       DEFINED 37 03        14300        0        0
KNIGHT TRANSN INC              COM              499064103      771     53000 SH       DEFINED 07               0        0    53000
KOALA CORP                     COM              499866101     1209     85600 SH       DEFINED 26               0        0    85600
KOHLS CORP                     COM              500255104    48649    874600 SH       DEFINED 02 04 05         0        0   874600
KOHLS CORP                     COM              500255104   107233   1927800 SH       DEFINED 06 10 11         0        0  1927800
KOHLS CORP                     COM              500255104   121785   2189400 SH       DEFINED 12 13 15         0        0  2189400
KOHLS CORP                     COM              500255104   271991   4889740 SH       DEFINED 16 19 20         0        0  4889740
KOHLS CORP                     COM              500255104    72145   1297000 SH       DEFINED 22 23 26         0        0  1297000
KOHLS CORP                     COM              500255104   119159   2142200 SH       DEFINED 27 28 30         0        0  2142200
KOHLS CORP                     COM              500255104    13116    235800 SH       DEFINED 32 34            0        0   235800
KOHLS CORP                     COM              500255104    97118   1745953 SH       DEFINED 37 03      1336853        0   409100
KONINKLIJKE AHOLD N V          SPON ADR NEW     500467303     3919    133700 SH       DEFINED 15               0        0   133700
KONINKLIJKE AHOLD N V          SPON ADR NEW     500467303      442     15100 SH       DEFINED 03           11100        0     4000
KONINKLIJKE PHILIPS ELECTRS NV SPON ADR NEW     500472204   142486   2999712 SH       DEFINED 05 16 20         0        0  2999712
KONINKLIJKE PHILIPS ELECTRS NV SPON ADR NEW     500472204    39656    834868 SH       DEFINED 21 28 32         0        0   834868
KOPIN CORP                     COM              500600101   112531   1625000 SH       DEFINED 09 26 28         0        0  1625000
KOPIN CORP                     COM              500600101     5018     72470 SH       DEFINED 30               0        0    72470
KOREA EQUITY FD INC            COM              50063B104      757    202000 SH       DEFINED 19 21            0        0   202000
KOREA TELECOM                  SPONSORED ADR    50063P103     5321    110000 SH       DEFINED 02               0        0   110000
KOREA FD                       COM              500634100    10275    730700 SH       DEFINED 19 21            0        0   730700
KOREAN INVT FD INC             COM              500637103     1430    202500 SH       DEFINED 19 21            0        0   202500
KORN FERRY INTL                COM NEW          500643200    36370   1147800 SH       DEFINED 28               0        0  1147800
KOSS CORP                      COM              500692108     1428     90000 SH       DEFINED 07               0        0    90000
KRISPY KREME DOUGHNUTS INC     COM              501014104     4314     58700 SH       DEFINED 20 26 32         0        0    58700
KROGER CO                      COM              501044101    84439   3827300 SH       DEFINED 02 10 12         0        0  3827300
KROGER CO                      COM              501044101    11865    537800 SH       DEFINED 15 23 28         0        0   537800
KROGER CO                      COM              501044101      229     10400 SH       DEFINED 34               0        0    10400
KROGER CO                      COM              501044101    35888   1626709 SH       DEFINED 37 03      1589541        0    37168
KRONOS INC                     COM              501052104    23270    895000 SH       DEFINED 07               0        0   895000
KRONOS INC                     COM              501052104     3278    126100 SH       DEFINED 03          126100        0        0
KULICKE & SOFFA INDS INC       SUB NT CV 144A06 501242AC5     5785   4000000 PRN      DEFINED 11               0        0        0
KULICKE & SOFFA INDS INC       COM              501242101    22449    378100 SH       DEFINED 09 10 12         0        0   378100
KULICKE & SOFFA INDS INC       COM              501242101    27061    455780 SH       DEFINED 15 28 30         0        0   455780
KULICKE & SOFFA INDS INC       COM              501242101      822     13850 SH       DEFINED 32 34            0        0    13850
KULICKE & SOFFA INDS INC       COM              501242101    16657    280550 SH       DEFINED 03          280550        0        0
KYOCERA CORP                   ADR              501556203     1649      9600 SH       DEFINED 19               0        0     9600
LG&E ENERGY CORP               COM              501917108      104      4339 SH       DEFINED 37            4339        0        0
LHS GROUP INC                  COM              501938104      472     13690 SH       DEFINED 21               0        0    13690
LNR PPTY CORP                  COM              501940100     6804    348968 SH       DEFINED 12 15 22         0        0   348968
LNR PPTY CORP                  COM              501940100     2074    106400 SH       DEFINED 26 33 35         0        0   106400
LSI LOGIC CORP                 SUB NT CV 144A04 502161AB8     1689    480000 PRN      DEFINED 11               0        0        0
LSI LOGIC CORP                 SB NT CV 4.25%04 502161AD4    19177   5450000 PRN      DEFINED 11               0        0        0
LSI LOGIC CORP                 COM              502161102    44030    813500 SH       DEFINED 02 04 05         0        0   813500
LSI LOGIC CORP                 COM              502161102    61020   1127400 SH       DEFINED 06 07 09         0        0  1127400
LSI LOGIC CORP                 COM              502161102   549428  10151100 SH       DEFINED 10 12 13         0        0 10151100
LSI LOGIC CORP                 COM              502161102   796770  14720940 SH       DEFINED 15 16 19         0        0 14720940
LSI LOGIC CORP                 COM              502161102   115140   2127300 SH       DEFINED 20 22 23         0        0  2127300
LSI LOGIC CORP                 COM              502161102    70817   1308400 SH       DEFINED 26 28 30         0        0  1308400
LSI LOGIC CORP                 COM              502161102    55272   1021200 SH       DEFINED 32 34            0        0  1021200
LSI LOGIC CORP                 COM              502161102   130305   2407492 SH       DEFINED 37 03      1860792        0   546700
LTC HEALTHCARE INC             COM              50217R104       82     87580 SH       DEFINED 12               0        0    87580
LTC PPTYS INC                  COM              502175102     6753   1137400 SH       DEFINED 12 33 35         0        0  1137400
LTC PPTYS INC                  COM              502175102     2294    386400 SH       DEFINED 03          386400        0        0
LTX CORP                       COM              502392103    16721    478600 SH       DEFINED 02 12 15         0        0   478600
LTX CORP                       COM              502392103     2700     77300 SH       DEFINED 26 28 32         0        0    77300
LTX CORP                       COM              502392103      681     19500 SH       DEFINED 03           19500        0        0
L-3 COMMUNICATIONS HLDGS INC   COM              502424104      724     12700 SH       DEFINED 02 23            0        0    12700
LA Z BOY INC                   COM              505336107     5159    368500 SH       DEFINED 07               0        0   368500
LABORATORY CORP AMER HLDGS     COM NEW          50540R409   116894   1515653 SH       DEFINED 09 13 27         0        0  1515653
LABORATORY CORP AMER HLDGS     COM NEW          50540R409     2946     38200 SH       DEFINED 28 30            0        0    38200
LABORATORY CORP AMER HLDGS     COM NEW          50540R409    31997    414878 SH       DEFINED 03          333971        0    80907
LAFARGE CORP                   COM              505862102   104878   4994235 SH       DEFINED 07 10 15         0        0  4994235
LAFARGE CORP                   COM              505862102       23      1100 SH       DEFINED 34               0        0     1100
LAFARGE CORP                   COM              505862102     2782    132500 SH       DEFINED 03          132500        0        0
LAKES GAMING INC               COM              51206P109    10784   1215200 SH       DEFINED 07 26            0        0  1215200
LAKES GAMING INC               COM              51206P109      145     16400 SH       DEFINED 03           16400        0        0
LAM RESEARCH CORP              COM              512807108   291857   7782866 SH       DEFINED 02 05 15         0        0  7782866
LAM RESEARCH CORP              COM              512807108     5599    149330 SH       DEFINED 19 20 26         0        0   149330
LAM RESEARCH CORP              COM              512807108   232155   6190800 SH       DEFINED 28 30 32         0        0  6190800
LAM RESEARCH CORP              COM              512807108     3150     84000 SH       DEFINED 34               0        0    84000
LAM RESEARCH CORP              COM              512807108    24238    646370 SH       DEFINED 37 03       514170        0   132200
LAMAR ADVERTISING CO           CL A             512815101     1691     39050 SH       DEFINED 15               0        0    39050
LAMAR ADVERTISING CO           CL A             512815101      203      4700 SH       DEFINED 03            4700        0        0
LANDSTAR SYS INC               COM              515098101    17946    301300 SH       DEFINED 02 07 09         0        0   301300
LANDSTAR SYS INC               COM              515098101     9726    163300 SH       DEFINED 12 15 28         0        0   163300
LANDSTAR SYS INC               COM              515098101      601     10100 SH       DEFINED 30               0        0    10100
LANDSTAR SYS INC               COM              515098101    25141    422100 SH       DEFINED 03          388800        0    33300
LANTE CORP                     COM              516540101     1616     79100 SH       DEFINED 15 26            0        0    79100
LANTE CORP                     COM              516540101      339     16600 SH       DEFINED 03           16600        0        0
LATIN AMER EQUITY FD           COM              51827T100     3341    257000 SH       DEFINED 19 21            0        0   257000
LATIN AMER INVT FD             COM              518279104     3654    245700 SH       DEFINED 19 21            0        0   245700
LATIN AMERN DISCOVERY FD INC   COM              51828C106     1558    153000 SH       DEFINED 19 21            0        0   153000
LATTICE SEMICONDUCTOR CORP     SUB NT CV 144A04 518415AA2     6282   3500000 PRN      DEFINED 11               0        0        0
LATTICE SEMICONDUCTOR CORP     COM              518415104    66028    955200 SH       DEFINED 09 15 28         0        0   955200
LATTICE SEMICONDUCTOR CORP     COM              518415104      559      8100 SH       DEFINED 30               0        0     8100
LATTICE SEMICONDUCTOR CORP     COM              518415104     2426     35100 SH       DEFINED 03           35100        0        0
LAUDER ESTEE COS INC           CL A             518439104    25147    508670 SH       DEFINED 02 15 16         0        0   508670
LAUDER ESTEE COS INC           CL A             518439104    48658    984250 SH       DEFINED 19 20 32         0        0   984250
LAUDER ESTEE COS INC           CL A             518439104      367      7430 SH       DEFINED 34               0        0     7430
LAUDER ESTEE COS INC           CL A             518439104     5023    101634 SH       DEFINED 37 03        60034        0    41600
LAZARE KAPLAN INTL INC         COM              521078105      896    110300 SH       DEFINED 15               0        0   110300
LEAP WIRELESS INTL INC         COM              521863100      138      2942 SH       DEFINED 11               0        0     2942
LEAP WIRELESS INTL INC         COM              521863100     1804     38400 SH       DEFINED 03           34800        0     3600
LEAR CORP                      COM              521865105    16779    838950 SH       DEFINED 15 20 28         0        0   838950
LEAR CORP                      COM              521865105     3816    190800 SH       DEFINED 32               0        0   190800
LEAR CORP                      COM              521865105     2148    107400 SH       DEFINED 03          107400        0        0
LEARNING TREE INTL INC         COM              522015106     1623     26500 SH       DEFINED 02 20 23         0        0    26500
LEARNING TREE INTL INC         COM              522015106     6327    103300 SH       DEFINED 26 32            0        0   103300
LEGATO SYS INC                 COM              524651106    17296   1143600 SH       DEFINED 02 05 06         0        0  1143600
LEGATO SYS INC                 COM              524651106    68756   4545900 SH       DEFINED 13 15 34         0        0  4545900
LEGATO SYS INC                 COM              524651106     3850    254600 SH       DEFINED 03          254600        0        0
LEGGETT & PLATT INC            COM              524660107    63998   3878700 SH       DEFINED 04 06 07         0        0  3878700
LEGGETT & PLATT INC            COM              524660107   213280  12926100 SH       DEFINED 09 10 12         0        0 12926100
LEGGETT & PLATT INC            COM              524660107    26739   1620580 SH       DEFINED 13 15 16         0        0  1620580
LEGGETT & PLATT INC            COM              524660107    48197   2921085 SH       DEFINED 18 23 28         0        0  2921085
LEGGETT & PLATT INC            COM              524660107      143      8700 SH       DEFINED 30 34            0        0     8700
LEGGETT & PLATT INC            COM              524660107    19248   1166567 SH       DEFINED 03          803967        0   362600
LEGG MASON INC                 COM              524901105     8201    164032 SH       DEFINED 12 15 28         0        0   164032
LEGG MASON INC                 COM              524901105     1339     26796 SH       DEFINED 03           26796        0        0
LEHMAN BROS HLDGS INC          COM              524908100    36109    381857 SH       DEFINED 02 07 08         0        0   381857
LEHMAN BROS HLDGS INC          COM              524908100   195224   2064500 SH       DEFINED 09 11 12         0        0  2064500
LEHMAN BROS HLDGS INC          COM              524908100    78884    834200 SH       DEFINED 15 18 23         0        0   834200
LEHMAN BROS HLDGS INC          COM              524908100    45248    478500 SH       DEFINED 28 30 32         0        0   478500
LEHMAN BROS HLDGS INC          COM              524908100     2969     31400 SH       DEFINED 34               0        0    31400
LEHMAN BROS HLDGS INC          COM              524908100    38560    407763 SH       DEFINED 37 03       293663        0   114100
LENNAR CORP                    SR DB CV ZRO  18 526057AA2     6909  16650000 PRN      DEFINED 11               0        0        0
LENNAR CORP                    COM              526057104    46513   2296982 SH       DEFINED 05 06 07         0        0  2296982
LENNAR CORP                    COM              526057104    92327   4559368 SH       DEFINED 12 15 28         0        0  4559368
LENNAR CORP                    COM              526057104       12       600 SH       DEFINED 34               0        0      600
LENNAR CORP                    COM              526057104    10109    499233 SH       DEFINED 03          499233        0        0
LENNOX INTL INC                COM              526107107     4505    340000 SH       DEFINED 28               0        0   340000
LEVEL 3 COMMUNICATIONS INC     COM              52729N100   483850   5498300 SH       DEFINED 09 10 13         0        0  5498300
LEVEL 3 COMMUNICATIONS INC     COM              52729N100   192702   2189800 SH       DEFINED 15 16 23         0        0  2189800
LEVEL 3 COMMUNICATIONS INC     COM              52729N100   157713   1792200 SH       DEFINED 27 28 30         0        0  1792200
LEVEL 3 COMMUNICATIONS INC     COM              52729N100    13411    152400 SH       DEFINED 34               0        0   152400
LEVEL 3 COMMUNICATIONS INC     COM              52729N100     6167     70183 SH       DEFINED 37 03        70183        0        0
LEXMARK INTL GROUP INC         CL A             529771107   140989   2096500 SH       DEFINED 02 05 06         0        0  2096500
LEXMARK INTL GROUP INC         CL A             529771107    42683    634700 SH       DEFINED 07 10 12         0        0   634700
LEXMARK INTL GROUP INC         CL A             529771107   163962   2438100 SH       DEFINED 13 15 16         0        0  2438100
LEXMARK INTL GROUP INC         CL A             529771107    69352   1031270 SH       DEFINED 19 22 23         0        0  1031270
LEXMARK INTL GROUP INC         CL A             529771107    66562    989780 SH       DEFINED 26 28 34         0        0   989780
LEXMARK INTL GROUP INC         CL A             529771107    35269    524465 SH       DEFINED 37 03       361288        0   163177
LIBERATE TECHNOLOGIES          COM              530129105    13044    445000 SH       DEFINED 13               0        0   445000
LIBERTY CORP S C               COM              530370105     2037     48500 SH       DEFINED 26               0        0    48500
LIBERTY FINL COS INC           COM              530512102     1296     59100 SH       DEFINED 15               0        0    59100
LIBERTY PPTY TR                SH BEN INT       531172104    29988   1156200 SH       DEFINED 09 35            0        0  1156200
LIBERTY PPTY TR                SH BEN INT       531172104    18729    722100 SH       DEFINED 03          722100        0        0
LIFEPOINT HOSPITALS INC        COM              53219L109      220      9900 SH       DEFINED 15               0        0     9900
LIFEPOINT HOSPITALS INC        COM              53219L109        0        39 SH       DEFINED 37              39        0        0
LIFELINE SYS INC               COM              532192101      168     12000 SH       DEFINED 02               0        0    12000
LIGAND PHARMACEUTICALS INC     CL B             53220K207    10517    797500 SH       DEFINED 15               0        0   797500
LIFEMINDERS INC                COM              53220Q105     7272    246000 SH       DEFINED 02 15 34         0        0   246000
LIFEMINDERS INC                COM              53220Q105      319     10800 SH       DEFINED 03           10800        0        0
LIGHTSPAN INC                  COM              53226T103     2200    400000 SH       DEFINED 02               0        0   400000
LILLY ELI & CO                 COM              532457108   359709   3601601 SH       DEFINED 02 04 05         0        0  3601601
LILLY ELI & CO                 COM              532457108  1157871  11593208 SH       DEFINED 06 07 08         0        0 11593208
LILLY ELI & CO                 COM              532457108  2585632  25888687 SH       DEFINED 09 10 11         0        0 25888687
LILLY ELI & CO                 COM              532457108  2427520  24305584 SH       DEFINED 12 15 16         0        0 24305584
LILLY ELI & CO                 COM              532457108   504740   5053720 SH       DEFINED 18 19 20         0        0  5053720
LILLY ELI & CO                 COM              532457108  1096436  10978086 SH       DEFINED 21 22 23         0        0 10978086
LILLY ELI & CO                 COM              532457108  1223820  12253523 SH       DEFINED 26 27 28         0        0 12253523
LILLY ELI & CO                 COM              532457108    98740    988636 SH       DEFINED 29 30 31         0        0   988636
LILLY ELI & CO                 COM              532457108   197670   1979182 SH       DEFINED 32 34            0        0  1979182
LILLY ELI & CO                 COM              532457108   439657   4401509 SH       DEFINED 37 03      3326839        0  1074670
LIMITED INC                    COM              532716107    36772   1700444 SH       DEFINED 02 04 06         0        0  1700444
LIMITED INC                    COM              532716107   601388  27809878 SH       DEFINED 07 09 10         0        0 27809878
LIMITED INC                    COM              532716107    72265   3341744 SH       DEFINED 11 12 15         0        0  3341744
LIMITED INC                    COM              532716107   271970  12576660 SH       DEFINED 16 19 20         0        0 12576660
LIMITED INC                    COM              532716107    64187   2968200 SH       DEFINED 22 23 27         0        0  2968200
LIMITED INC                    COM              532716107    27848   1287800 SH       DEFINED 28 30 32         0        0  1287800
LIMITED INC                    COM              532716107      161      7480 SH       DEFINED 34               0        0     7480
LIMITED INC                    COM              532716107    40216   1859738 SH       DEFINED 03         1176852        0   682886
LINCARE HLDGS INC              COM              532791100    14331    582000 SH       DEFINED 02 07 15         0        0   582000
LINCARE HLDGS INC              COM              532791100     1873     76100 SH       DEFINED 34               0        0    76100
LINCARE HLDGS INC              COM              532791100    11114    451333 SH       DEFINED 37 03       448733        0     2600
LINCOLN NATL CORP IND          COM              534187109     2405     66600 SH       DEFINED 02 15 23         0        0    66600
LINCOLN NATL CORP IND          COM              534187109      722     20000 SH       DEFINED 34               0        0    20000
LINCOLN NATL CORP IND          COM              534187109     5551    153645 SH       DEFINED 37 03       153645        0        0
LINDBERG CORP                  COM              535171102      587     82500 SH       DEFINED 07               0        0    82500
LINDSAY MFG CO                 COM              535555106     3085    157200 SH       DEFINED 26               0        0   157200
LINEAR TECHNOLOGY CORP         COM              535678106   490969   7678900 SH       DEFINED 02 05 10         0        0  7678900
LINEAR TECHNOLOGY CORP         COM              535678106   572217   8949640 SH       DEFINED 12 13 15         0        0  8949640
LINEAR TECHNOLOGY CORP         COM              535678106   470808   7363570 SH       DEFINED 16 19 20         0        0  7363570
LINEAR TECHNOLOGY CORP         COM              535678106   198590   3106010 SH       DEFINED 23 26 28         0        0  3106010
LINEAR TECHNOLOGY CORP         COM              535678106    34904    545920 SH       DEFINED 30 32 34         0        0   545920
LINEAR TECHNOLOGY CORP         COM              535678106    12618    197440 SH       DEFINED 37          196840        0      600
LINEAR TECHNOLOGY CORP         COM              535678106   113529   1775633 SH       DEFINED 03         1113893        0   661740
LINENS N THINGS INC            COM              535679104     4996    184200 SH       DEFINED 02 15 26         0        0   184200
LINENS N THINGS INC            COM              535679104       67      2500 SH       DEFINED 34               0        0     2500
LINENS N THINGS INC            COM              535679104    12588    464100 SH       DEFINED 03          464100        0        0
LIONS GATE ENTMNT CORP         COM NEW          535919203     6497   2750000 SH       DEFINED 02               0        0  2750000
LITHIA MTRS INC                CL A             536797103     1853    138600 SH       DEFINED 07 15            0        0   138600
LITHIA MTRS INC                CL A             536797103     8222    614800 SH       DEFINED 03          614800        0        0
LITTELFUSE INC                 COM              537008104     2562     52300 SH       DEFINED 13 20 26         0        0    52300
LITTELFUSE INC                 COM              537008104      181      3700 SH       DEFINED 32               0        0     3700
LITTELFUSE INC                 COM              537008104     1558     31800 SH       DEFINED 03           31800        0        0
LITTON INDS INC                COM              538021106      413      9840 SH       DEFINED 15 34            0        0     9840
LITTON INDS INC                COM              538021106        8       200 SH       DEFINED 37             200        0        0
LIZ CLAIBORNE INC              COM              539320101   103073   2924080 SH       DEFINED 02 09 10         0        0  2924080
LIZ CLAIBORNE INC              COM              539320101    32987    935820 SH       DEFINED 15 23 28         0        0   935820
LIZ CLAIBORNE INC              COM              539320101     7426    210670 SH       DEFINED 30 32 34         0        0   210670
LIZ CLAIBORNE INC              COM              539320101     3136     88971 SH       DEFINED 03           50231        0    38740
LO-JACK CORP                   COM              539451104      835    120500 SH       DEFINED 07               0        0   120500
LOCKHEED MARTIN CORP           COM              539830109     9115    367370 SH       DEFINED 12 15 28         0        0   367370
LOCKHEED MARTIN CORP           COM              539830109       47      1914 SH       DEFINED 34               0        0     1914
LOCKHEED MARTIN CORP           COM              539830109     7571    305149 SH       DEFINED 03          305149        0        0
LOEWS CORP                     COM              540424108    10668    177800 SH       DEFINED 02 12 15         0        0   177800
LOEWS CORP                     COM              540424108     1164     19400 SH       DEFINED 23 34            0        0    19400
LOEWS CORP                     COM              540424108     5556     92608 SH       DEFINED 03           81608        0    11000
LOGITECH INTERNATIONAL S A     SPONSORED ADR    541419107       93      1283 SH       DEFINED 07               0        0     1283
LONE STAR TECHNOLOGIES INC     COM              542312103    11627    251400 SH       DEFINED 15               0        0   251400
LONE STAR TECHNOLOGIES INC     COM              542312103     1517     32800 SH       DEFINED 03           32800        0        0
LONGS DRUG STORES CORP         COM              543162101      658     30279 SH       DEFINED 03           30279        0        0
LONGVIEW FIBRE CO              COM              543213102      746     67500 SH       DEFINED 15 26            0        0    67500
LOUIS DREYFUS NAT GAS CORP     COM              546011107      795     25400 SH       DEFINED 15               0        0    25400
LOUISIANA PAC CORP             COM              546347105    19001   1747282 SH       DEFINED 10 15            0        0  1747282
LOUISIANA PAC CORP             COM              546347105     2644    243161 SH       DEFINED 03          243161        0        0
LOWES COS INC                  COM              548661107   604316  14717000 SH       DEFINED 02 07 10         0        0 14717000
LOWES COS INC                  COM              548661107    56949   1386900 SH       DEFINED 12 13 15         0        0  1386900
LOWES COS INC                  COM              548661107   156044   3800160 SH       DEFINED 16 19 23         0        0  3800160
LOWES COS INC                  COM              548661107   211407   5148430 SH       DEFINED 27 28 30         0        0  5148430
LOWES COS INC                  COM              548661107    14819    360900 SH       DEFINED 32 34            0        0   360900
LOWES COS INC                  COM              548661107    79585   1938151 SH       DEFINED 37 03      1633427        0   304724
LUBRIZOL CORP                  COM              549271104       58      2800 SH       DEFINED 15               0        0     2800
LUCENT TECHNOLOGIES INC        COM              549463107   184496   3113870 SH       DEFINED 02 04 05         0        0  3113870
LUCENT TECHNOLOGIES INC        COM              549463107  1520462  25661818 SH       DEFINED 06 07 10         0        0 25661818
LUCENT TECHNOLOGIES INC        COM              549463107   765983  12927995 SH       DEFINED 12 13 15         0        0 12927995
LUCENT TECHNOLOGIES INC        COM              549463107  1130196  19075038 SH       DEFINED 16 19 22         0        0 19075038
LUCENT TECHNOLOGIES INC        COM              549463107    70715   1193514 SH       DEFINED 23 26 27         0        0  1193514
LUCENT TECHNOLOGIES INC        COM              549463107   491243   8291032 SH       DEFINED 28 30 32         0        0  8291032
LUCENT TECHNOLOGIES INC        COM              549463107   111481   1881538 SH       DEFINED 34               0        0  1881538
LUCENT TECHNOLOGIES INC        COM              549463107   402597   6797476 SH       DEFINED 37 03      5965343        0   832133
LUFKIN INDS INC                COM              549764108     2427    152900 SH       DEFINED 07               0        0   152900
LUMINEX CORP DEL               COM              55027E102     1498     36000 SH       DEFINED 26               0        0    36000
LUXOTTICA GROUP S P A          SPONSORED ADR    55068R202    44519   3652920 SH       DEFINED 02 19 21         0        0  3652920
LYCOS INC                      COM              550818108   324795   6014740 SH       DEFINED 05 10 13         0        0  6014740
LYCOS INC                      COM              550818108     3272     60600 SH       DEFINED 15 26 28         0        0    60600
LYCOS INC                      COM              550818108    31954    591748 SH       DEFINED 03          587448        0     4300
LYONDELL CHEMICAL CO           COM              552078107    38695   2310200 SH       DEFINED 02 04 06         0        0  2310200
LYONDELL CHEMICAL CO           COM              552078107    11741    700990 SH       DEFINED 07 09 15         0        0   700990
LYONDELL CHEMICAL CO           COM              552078107    24773   1479030 SH       DEFINED 19 21 22         0        0  1479030
LYONDELL CHEMICAL CO           COM              552078107    27999   1671590 SH       DEFINED 23 28 30         0        0  1671590
LYONDELL CHEMICAL CO           COM              552078107       67      4000 SH       DEFINED 34               0        0     4000
LYONDELL CHEMICAL CO           COM              552078107    33331   1989950 SH       DEFINED 03         1899350        0    90600
M & T BK CORP                  COM              55261F104    71068    157930 SH       DEFINED 02 15 20         0        0   157930
M & T BK CORP                  COM              55261F104    15583     34630 SH       DEFINED 32 34            0        0    34630
M & T BK CORP                  COM              55261F104     2430      5400 SH       DEFINED 37 03         5400        0        0
MAF BANCORP INC                COM              55261R108       69      3800 SH       DEFINED 03            3800        0        0
MBIA INC                       COM              55262C100    13005    269900 SH       DEFINED 02 06 07         0        0   269900
MBIA INC                       COM              55262C100   207076   4297300 SH       DEFINED 09 15 16         0        0  4297300
MBIA INC                       COM              55262C100    43069    893800 SH       DEFINED 18 21 28         0        0   893800
MBIA INC                       COM              55262C100     5807    120510 SH       DEFINED 29 30 34         0        0   120510
MBIA INC                       COM              55262C100    25032    519478 SH       DEFINED 37 03       456278        0    63200
MBNA CORP                      COM              55262L100    49883   1839025 SH       DEFINED 02 10 12         0        0  1839025
MBNA CORP                      COM              55262L100    18184    670400 SH       DEFINED 15 20 28         0        0   670400
MBNA CORP                      COM              55262L100     7658    282350 SH       DEFINED 32 34            0        0   282350
MBNA CORP                      COM              55262L100    16967    625583 SH       DEFINED 37 03       625583        0        0
MDS INC                        COM              55269P302    19964    650000 SH       DEFINED 02               0        0   650000
MDU RES GROUP INC              COM              552690109     1310     60600 SH       DEFINED 15               0        0    60600
MDU RES GROUP INC              COM              552690109       85      3900 SH       DEFINED 37            3900        0        0
MFC BANCORP LTD                COM              55271X103     5728    763800 SH       DEFINED 07               0        0   763800
MGC COMMUNICATIONS INC         COM              552763302     2175     36303 SH       DEFINED 11 27 03         0        0    36303
MGC COMMUNICATIONS INC         PFD CV SER D     552763500     4220     80000 SH       DEFINED 11               0        0    80000
MGIC INVT CORP WIS             COM              552848103    28114    617900 SH       DEFINED 02 12 15         0        0   617900
MGIC INVT CORP WIS             COM              552848103     6007    132030 SH       DEFINED 28 32            0        0   132030
MGIC INVT CORP WIS             COM              552848103     5218    114691 SH       DEFINED 37 03        81491        0    33200
MFS GOVT MKTS INCOME TR        SH BEN INT       552939100     6298   1028300 SH       DEFINED 19 21            0        0  1028300
MGM GRAND INC                  COM              552953101    18047    561800 SH       DEFINED 02 04 05         0        0   561800
MGM GRAND INC                  COM              552953101    53346   1660600 SH       DEFINED 06 09 11         0        0  1660600
MGM GRAND INC                  COM              552953101    15475    481700 SH       DEFINED 12 13 15         0        0   481700
MGM GRAND INC                  COM              552953101    90409   2814300 SH       DEFINED 16 20 23         0        0  2814300
MGM GRAND INC                  COM              552953101    22927    713700 SH       DEFINED 26 27 28         0        0   713700
MGM GRAND INC                  COM              552953101    11998    373500 SH       DEFINED 30 32 34         0        0   373500
MGM GRAND INC                  COM              552953101    11481    357400 SH       DEFINED 03          280700        0    76700
M/I SCHOTTENSTEIN HOMES INC    COM              55305B101    14436    916600 SH       DEFINED 07 15 26         0        0   916600
M/I SCHOTTENSTEIN HOMES INC    COM              55305B101     3505    222600 SH       DEFINED 28               0        0   222600
MMC NETWORKS INC               COM              55308N102    24682    461900 SH       DEFINED 02 09 15         0        0   461900
MMC NETWORKS INC               COM              55308N102    28808    539100 SH       DEFINED 16 26 28         0        0   539100
MMC NETWORKS INC               COM              55308N102     8020    150100 SH       DEFINED 30 34            0        0   150100
MRV COMMUNICATIONS INC         SUB NT CONV 5%03 553477AB6    39500   7900000 PRN      DEFINED 11               0        0        0
MRV COMMUNICATIONS INC         COM              553477100    40423    601100 SH       DEFINED 02 04 06         0        0   601100
MRV COMMUNICATIONS INC         COM              553477100   144453   2148000 SH       DEFINED 09 11 13         0        0  2148000
MRV COMMUNICATIONS INC         COM              553477100    26032    388000 SH       DEFINED 15 16 21         0        0   388000
MRV COMMUNICATIONS INC         COM              553477100   251555   3740600 SH       DEFINED 22 28 29         0        0  3740600
MRV COMMUNICATIONS INC         COM              553477100     8238    122500 SH       DEFINED 30 34            0        0   122500
MRV COMMUNICATIONS INC         COM              553477100     7182    106800 SH       DEFINED 03           92000        0    14800
MSC INDL DIRECT INC            CL A             553530106    11034    527000 SH       DEFINED 06 15 20         0        0   527000
MSC INDL DIRECT INC            CL A             553530106     3297    157500 SH       DEFINED 26 32            0        0   157500
MSC INDL DIRECT INC            CL A             553530106    12579    600800 SH       DEFINED 03          600800        0        0
MSC SOFTWARE CORP              SD CONV 7.875%04 553531AA2       49     57000 PRN      DEFINED 03               0        0        0
MSC SOFTWARE CORP              COM              553531104       50      5400 SH       DEFINED 03            5400        0        0
M S CARRIERS INC               COM              553533100       19      1100 SH       DEFINED 15               0        0     1100
MTR GAMING GROUP INC           COM              553769100     2274    457700 SH       DEFINED 07               0        0   457700
MTI TECHNOLOGY CORP            COM              553903105    10631   1328900 SH       DEFINED 13               0        0  1328900
MTI TECHNOLOGY CORP            COM              553903105    16597   2074700 SH       DEFINED 03         2074700        0        0
MACERICH CO                    COM              554382101     1339     60700 SH       DEFINED 35               0        0    60700
MACERICH CO                    COM              554382101     2263    102600 SH       DEFINED 03          102600        0        0
MACK CALI RLTY CORP            COM              554489104     3833    149250 SH       DEFINED 15 35            0        0   149250
MACK CALI RLTY CORP            COM              554489104     7975    310500 SH       DEFINED 03          310500        0        0
MACKENZIE FINL CORP            COM              554531103   148010   9854400 SH       DEFINED 02 15 21         0        0  9854400
MACKENZIE FINL CORP            COM              554531103      450     30000 SH       DEFINED 34               0        0    30000
MACROVISION CORP               COM              555904101    19572    306200 SH       DEFINED 02 13 15         0        0   306200
MACROVISION CORP               COM              555904101     3860     60400 SH       DEFINED 34               0        0    60400
MACROVISION CORP               COM              555904101    17872    279600 SH       DEFINED 03          279600        0        0
MACROMEDIA INC                 COM              556100105    90393    934900 SH       DEFINED 09 20 28         0        0   934900
MACROMEDIA INC                 COM              556100105    20236    209300 SH       DEFINED 30 32            0        0   209300
MACROMEDIA INC                 COM              556100105       70       700 SH       DEFINED 37             700        0        0
MACRONIX INTL LTD              SPONSORED ADR    556103109      279     10953 SH       DEFINED 03               0        0    10953
MAGNA INTL INC                 CL A             559222401    47843   1019050 SH       DEFINED 02 07 19         0        0  1019050
MAGNA INTL INC                 CL A             559222401    15145    322400 SH       DEFINED 21               0        0   322400
MAGNA INTL INC                 CL A             559222401     1094     23210 SH       DEFINED 03           23210        0        0
MAGNUM HUNTER RES INC          WT EXP  070102   55972F120        9      5999 SH       DEFINED 02 15            0        0     5999
MAGNUM HUNTER RES INC          WT EXP  070102   55972F120      228    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     2791    421400 SH       DEFINED 03          421400        0        0
MAGYAR TAVKOZLESI RT           SPONSORED ADR    559776109     6660    193400 SH       DEFINED 02 21            0        0   193400
MAIL COM INC                   SUB NT CV 144A05 560311AA0      783   1740000 PRN      DEFINED 11               0        0        0
MAIN STREET AND MAIN INC       COM NEW          560345308     1568    482500 SH       DEFINED 26               0        0   482500
MAINE PUB SVC CO               COM              560483109     1509     75000 SH       DEFINED 07               0        0    75000
MALLINCKRODT INC NEW           COM              561232109     1264     29100 SH       DEFINED 02 15 34         0        0    29100
MALLINCKRODT INC NEW           COM              561232109     2691     61953 SH       DEFINED 03           61953        0        0
MANDALAY RESORT GROUP          COM              562567107    25356   1267800 SH       DEFINED 02 04 06         0        0  1267800
MANDALAY RESORT GROUP          COM              562567107    52660   2633000 SH       DEFINED 07 09 11         0        0  2633000
MANDALAY RESORT GROUP          COM              562567107    14508    725400 SH       DEFINED 13 15 22         0        0   725400
MANDALAY RESORT GROUP          COM              562567107    24314   1215700 SH       DEFINED 23 28 30         0        0  1215700
MANDALAY RESORT GROUP          COM              562567107     1368     68400 SH       DEFINED 32 34            0        0    68400
MANDALAY RESORT GROUP          COM              562567107     7948    397400 SH       DEFINED 03          328200        0    69200
MANHATTAN ASSOCS INC           COM              562750109      750     30000 SH       DEFINED 02               0        0    30000
MANITOWOC INC                  COM              563571108     7263    271550 SH       DEFINED 07 13            0        0   271550
MANITOWOC INC                  COM              563571108     9389    351012 SH       DEFINED 03          351012        0        0
MANOR CARE INC NEW             COM              564055101      406     58100 SH       DEFINED 15               0        0    58100
MANOR CARE INC NEW             COM              564055101      555     79341 SH       DEFINED 03           79341        0        0
MANPOWER INC                   COM              56418H100    93504   2922000 SH       DEFINED 02 10 15         0        0  2922000
MANPOWER INC                   COM              56418H100     4828    150900 SH       DEFINED 21 29 32         0        0   150900
MANPOWER INC                   COM              56418H100       76      2400 SH       DEFINED 34               0        0     2400
MANPOWER INC                   COM              56418H100      528     16500 SH       DEFINED 03           16500        0        0
MANUFACTURED HOME CMNTYS INC   COM              564682102    27982   1169000 SH       DEFINED 09 16 35         0        0  1169000
MANUFACTURED HOME CMNTYS INC   COM              564682102     1460     61000 SH       DEFINED 03           61000        0        0
MAPICS INC                     COM              564910107     4232    736000 SH       DEFINED 07               0        0   736000
MAPICS INC                     COM              564910107      676    117700 SH       DEFINED 03          117700        0        0
MANULIFE FINL CORP             COM              56501R106     3710    210540 SH       DEFINED 02 07 21         0        0   210540
MANULIFE FINL CORP             COM              56501R106      606     34410 SH       DEFINED 03           34410        0        0
MANUGISTICS GROUP INC          COM              565011103     5061    108600 SH       DEFINED 09 15 28         0        0   108600
MANUGISTICS GROUP INC          COM              565011103       69      1500 SH       DEFINED 30               0        0     1500
MAPINFO CORP                   COM              565105103    33716    829950 SH       DEFINED 13 21 26         0        0   829950
MAPINFO CORP                   COM              565105103     3327     81900 SH       DEFINED 29               0        0    81900
MAPINFO CORP                   COM              565105103     4070    100200 SH       DEFINED 03          100200        0        0
MARINEMAX INC                  COM              567908108      210     30000 SH       DEFINED 26               0        0    30000
MARINE DRILLING COS INC        COM PAR $0.01    568240204    73651   2630400 SH       DEFINED 02 13 15         0        0  2630400
MARINE DRILLING COS INC        COM PAR $0.01    568240204      900     32150 SH       DEFINED 34               0        0    32150
MARINE DRILLING COS INC        COM PAR $0.01    568240204    70092   2503300 SH       DEFINED 03         2503300        0        0
MARK IV INDS INC               COM              570387100        1        55 SH       DEFINED 03              55        0        0
MARKETWATCH COM INC            COM              570619106      191     10200 SH       DEFINED 09 28 30         0        0    10200
MARKWEST HYDROCARBON INC       COM              570762104     5124    607400 SH       DEFINED 07               0        0   607400
MARKWEST HYDROCARBON INC       COM              570762104      955    113300 SH       DEFINED 03          113300        0        0
MARSH & MCLENNAN COS INC       COM              571748102   276247   2645100 SH       DEFINED 02 07 10         0        0  2645100
MARSH & MCLENNAN COS INC       COM              571748102   107593   1030215 SH       DEFINED 11 15 20         0        0  1030215
MARSH & MCLENNAN COS INC       COM              571748102   144601   1384575 SH       DEFINED 22 28 32         0        0  1384575
MARSH & MCLENNAN COS INC       COM              571748102     5738     54950 SH       DEFINED 34               0        0    54950
MARSH & MCLENNAN COS INC       COM              571748102    58975    564550 SH       DEFINED 37 03       539200        0    25350
MARSHALL & ILSLEY CORP         COM              571834100     1713     41300 SH       DEFINED 02 15 34         0        0    41300
MARRIOTT INTL INC NEW          CL A             571903202    31825    882500 SH       DEFINED 02 10 23         0        0   882500
MARRIOTT INTL INC NEW          CL A             571903202     6903    191427 SH       DEFINED 03          191427        0        0
MARTEN TRANS LTD               COM              573075108     5820    447700 SH       DEFINED 07               0        0   447700
MARTIN MARIETTA MATLS INC      COM              573284106    15168    375100 SH       DEFINED 05 06 10         0        0   375100
MARTIN MARIETTA MATLS INC      COM              573284106    50008   1236680 SH       DEFINED 12 13 15         0        0  1236680
MARTIN MARIETTA MATLS INC      COM              573284106    26387    652560 SH       DEFINED 22 23 28         0        0   652560
MARTIN MARIETTA MATLS INC      COM              573284106       19       474 SH       DEFINED 34               0        0      474
MARTIN MARIETTA MATLS INC      COM              573284106    70045   1732200 SH       DEFINED 03         1732200        0        0
MASCO CORP                     COM              574599106    42726   2365500 SH       DEFINED 04 06 07         0        0  2365500
MASCO CORP                     COM              574599106   215202  11914300 SH       DEFINED 09 10 12         0        0 11914300
MASCO CORP                     COM              574599106    39597   2192250 SH       DEFINED 15 16 22         0        0  2192250
MASCO CORP                     COM              574599106     1185     65630 SH       DEFINED 28 34            0        0    65630
MASCO CORP                     COM              574599106    20733   1147821 SH       DEFINED 37 03       911321        0   236500
MASTEC INC                     COM              576323109      832     21800 SH       DEFINED 15 32            0        0    21800
MATRIXONE INC                  COM              57685P304       81      2000 SH       DEFINED 26               0        0     2000
MATSUSHITA ELEC INDL           ADR              576879209     1850      7200 SH       DEFINED 15 19            0        0     7200
MATTEL INC                     COM              577081102    42735   3240600 SH       DEFINED 13 20 32         0        0  3240600
MATTEL INC                     COM              577081102     4566    346335 SH       DEFINED 37 03       346335        0        0
MATTSON TECHNOLOGY INC         COM              577223100    13997    430700 SH       DEFINED 02 15 26         0        0   430700
MATTSON TECHNOLOGY INC         COM              577223100     4550    140000 SH       DEFINED 34               0        0   140000
MATTSON TECHNOLOGY INC         COM              577223100     6503    200100 SH       DEFINED 03          106900        0    93200
MAXIM INTEGRATED PRODS INC     COM              57772K101   240417   3538800 SH       DEFINED 02 10 13         0        0  3538800
MAXIM INTEGRATED PRODS INC     COM              57772K101   341779   5030800 SH       DEFINED 15 34            0        0  5030800
MAXIM INTEGRATED PRODS INC     COM              57772K101    19304    284322 SH       DEFINED 37 03       284322        0        0
MAXTOR CORP                    COM NEW          577729205     2799    265000 SH       DEFINED 13 32            0        0   265000
MAXTOR CORP                    COM NEW          577729205     3277    310300 SH       DEFINED 03          310300        0        0
MAXWELL SHOE INC               CL A             577766108     8686    879600 SH       DEFINED 28               0        0   879600
MAXWELL SHOE INC               CL A             577766108     2463    249500 SH       DEFINED 03          249500        0        0
MAXYGEN INC                    COM              577776107     1776     31300 SH       DEFINED 26               0        0    31300
MAY DEPT STORES CO             COM              577778103     2408    100339 SH       DEFINED 08               0        0   100339
MAY DEPT STORES CO             COM              577778103     6179    257463 SH       DEFINED 37 03       257463        0        0
MAYNARD OIL CO                 COM              578444101     7662    478900 SH       DEFINED 07               0        0   478900
MAYTAG CORP                    COM              578592107      103      2800 SH       DEFINED 15               0        0     2800
MAYTAG CORP                    COM              578592107     2400     65095 SH       DEFINED 37 03        65095        0        0
MCCORMICK & CO INC             COM NON VTG      579780206     1872     57600 SH       DEFINED 02 15            0        0    57600
MCDERMOTT INTL INC             COM              580037109    12107   1373900 SH       DEFINED 02 15 28         0        0  1373900
MCDERMOTT INTL INC             COM              580037109      774     87900 SH       DEFINED 34               0        0    87900
MCDERMOTT INTL INC             COM              580037109     3275    371651 SH       DEFINED 03          371651        0        0
MCDONALDS CORP                 COM              580135101    85624   2599600 SH       DEFINED 02 05 06         0        0  2599600
MCDONALDS CORP                 COM              580135101   245831   7463578 SH       DEFINED 07 08 09         0        0  7463578
MCDONALDS CORP                 COM              580135101   609119  18493200 SH       DEFINED 10 12 13         0        0 18493200
MCDONALDS CORP                 COM              580135101   184911   5614000 SH       DEFINED 15 16 18         0        0  5614000
MCDONALDS CORP                 COM              580135101  1477316  44852100 SH       DEFINED 20 22 26         0        0 44852100
MCDONALDS CORP                 COM              580135101   243960   7406780 SH       DEFINED 27 28 30         0        0  7406780
MCDONALDS CORP                 COM              580135101   300972   9137700 SH       DEFINED 32 34            0        0  9137700
MCDONALDS CORP                 COM              580135101    75432   2290619 SH       DEFINED 37 03      1827369        0   463250
MCGRAW HILL COS INC            COM              580645109   114188   2114600 SH       DEFINED 02 05 06         0        0  2114600
MCGRAW HILL COS INC            COM              580645109   236321   4376324 SH       DEFINED 07 08 10         0        0  4376324
MCGRAW HILL COS INC            COM              580645109   215346   3987900 SH       DEFINED 11 12 15         0        0  3987900
MCGRAW HILL COS INC            COM              580645109   184329   3413500 SH       DEFINED 16 18 20         0        0  3413500
MCGRAW HILL COS INC            COM              580645109    80935   1498800 SH       DEFINED 23 27 28         0        0  1498800
MCGRAW HILL COS INC            COM              580645109    37789    699800 SH       DEFINED 30 32 34         0        0   699800
MCGRAW HILL COS INC            COM              580645109    59312   1098340 SH       DEFINED 37 03       786640        0   311700
MCKESSON HBOC INC              COM              58155Q103    33380   1594300 SH       DEFINED 13 15            0        0  1594300
MCKESSON HBOC INC              COM              58155Q103     4540    216858 SH       DEFINED 03          216858        0        0
MCLEODUSA INC                  CL A             582266102    54925   2655000 SH       DEFINED 02 05 07         0        0  2655000
MCLEODUSA INC                  CL A             582266102   125512   6067046 SH       DEFINED 09 10 11         0        0  6067046
MCLEODUSA INC                  CL A             582266102   318777  15409200 SH       DEFINED 13 15 16         0        0 15409200
MCLEODUSA INC                  CL A             582266102   252783  12219127 SH       DEFINED 19 20 22         0        0 12219127
MCLEODUSA INC                  CL A             582266102    22625   1093700 SH       DEFINED 23 26 27         0        0  1093700
MCLEODUSA INC                  CL A             582266102   111041   5367574 SH       DEFINED 28 30 32         0        0  5367574
MCLEODUSA INC                  CL A             582266102    20778   1004400 SH       DEFINED 34               0        0  1004400
MCLEODUSA INC                  CL A             582266102    45324   2190890 SH       DEFINED 03         1010650        0  1180240
MCLEODUSA INC                  PFD CONV 6.75%   582266201     5037      9100 SH       DEFINED 11               0        0     9100
MEAD CORP                      COM              582834107      512     20311 SH       DEFINED 15               0        0    20311
MEAD CORP                      COM              582834107     3322    131552 SH       DEFINED 37 03       131552        0        0
MEADE INSTRUMENTS CORP         COM              583062104     3879    154400 SH       DEFINED 26 32            0        0   154400
MECHANICAL TECHNOLOGY INC      COM              583538103      466     31100 SH       DEFINED 03           31100        0        0
MEDAREX INC                    COM              583916101    30817    364700 SH       DEFINED 02 10 11         0        0   364700
MEDAREX INC                    COM              583916101   219750   2600600 SH       DEFINED 13 15 22         0        0  2600600
MEDAREX INC                    COM              583916101    46635    551900 SH       DEFINED 23 28 34         0        0   551900
MEDAREX INC                    COM              583916101    18328    216900 SH       DEFINED 03           94700        0   122200
MEDALLION FINL CORP            COM              583928106    18107   1172950 SH       DEFINED 26               0        0  1172950
MEDIAONE GROUP INC             COM              58440J104   190567   2873727 SH       DEFINED 02 07 09         0        0  2873727
MEDIAONE GROUP INC             COM              58440J104   331416   4997700 SH       DEFINED 10 13 15         0        0  4997700
MEDIAONE GROUP INC             COM              58440J104   374110   5641520 SH       DEFINED 16 19 22         0        0  5641520
MEDIAONE GROUP INC             COM              58440J104   128608   1939400 SH       DEFINED 28 34            0        0  1939400
MEDIAONE GROUP INC             COM              58440J104    99888   1506268 SH       DEFINED 37 03      1247208        0   259060
MEDIA METRIX INC               COM              58440X103     5995    235700 SH       DEFINED 02 15 16         0        0   235700
MEDIA METRIX INC               COM              58440X103    21301    837400 SH       DEFINED 22 28 34         0        0   837400
MEDIA METRIX INC               COM              58440X103     8778    345100 SH       DEFINED 03          345100        0        0
MEDIA GEN INC                  CL A             584404107      363      7482 SH       DEFINED 08               0        0     7482
MEDIALINK WORLDWIDE INC        COM              58445P105     3838    553300 SH       DEFINED 26               0        0   553300
MEDIACOM COMMUNICATIONS CORP   CL A             58446K105    34852   2266800 SH       DEFINED 10 22 28         0        0  2266800
MEDICAL ASSURN INC             COM              58449U100     3454    307090 SH       DEFINED 07               0        0   307090
MEDICAL MANAGER CORP NEW       COM              58461U103     2248     66000 SH       DEFINED 15 28            0        0    66000
MEDICIS PHARMACEUTICAL CORP    CL A NEW         584690309      427      7500 SH       DEFINED 02 15 34         0        0     7500
MEDIMMUNE INC                  COM              584699102   556345   7518178 SH       DEFINED 02 11 13         0        0  7518178
MEDIMMUNE INC                  COM              584699102   291826   3944200 SH       DEFINED 15 20 21         0        0  3944200
MEDIMMUNE INC                  COM              584699102     8021    108400 SH       DEFINED 23 29 32         0        0   108400
MEDIMMUNE INC                  COM              584699102    10811    146100 SH       DEFINED 34               0        0   146100
MEDIMMUNE INC                  COM              584699102    46592    629661 SH       DEFINED 37 03       533061        0    96600
MEDQUIST INC                   COM              584949101      465     13700 SH       DEFINED 15               0        0    13700
MEDQUIST INC                   COM              584949101      670     19729 SH       DEFINED 03           19729        0        0
MEDITRUST CORP                 PAIRED CTF NEW   58501T306     1687    450000 SH       DEFINED 07               0        0   450000
MEDSTONE INTL INC NEW          COM              58505C101     3226    561200 SH       DEFINED 07               0        0   561200
MEDTRONIC INC                  COM              585055106    65218   1309270 SH       DEFINED 02 04 05         0        0  1309270
MEDTRONIC INC                  COM              585055106   547712  10995910 SH       DEFINED 10 12 13         0        0 10995910
MEDTRONIC INC                  COM              585055106   608144  12208678 SH       DEFINED 15 16 20         0        0 12208678
MEDTRONIC INC                  COM              585055106   168732   3387354 SH       DEFINED 22 23 26         0        0  3387354
MEDTRONIC INC                  COM              585055106    52144   1046810 SH       DEFINED 27 28 30         0        0  1046810
MEDTRONIC INC                  COM              585055106    88508   1776828 SH       DEFINED 32 34            0        0  1776828
MEDTRONIC INC                  COM              585055106   143412   2879563 SH       DEFINED 37 03      2370983        0   508580
MEEMIC HLDGS INC               COM              585135106     1875    103500 SH       DEFINED 07               0        0   103500
MELLON FINL CORP               COM              58551A108    16276    446700 SH       DEFINED 02 04 05         0        0   446700
MELLON FINL CORP               COM              58551A108   324344   8901400 SH       DEFINED 06 07 09         0        0  8901400
MELLON FINL CORP               COM              58551A108   370230  10160700 SH       DEFINED 10 11 15         0        0 10160700
MELLON FINL CORP               COM              58551A108   177973   4884350 SH       DEFINED 16 18 19         0        0  4884350
MELLON FINL CORP               COM              58551A108   105071   2883600 SH       DEFINED 20 22 23         0        0  2883600
MELLON FINL CORP               COM              58551A108    13634    374200 SH       DEFINED 26 28 30         0        0   374200
MELLON FINL CORP               COM              58551A108    10300    282700 SH       DEFINED 32 34            0        0   282700
MELLON FINL CORP               COM              58551A108    85089   2335113 SH       DEFINED 37 03      1801813        0   533300
MENS WEARHOUSE INC             COM              587118100     3052    136800 SH       DEFINED 07               0        0   136800
MENS WEARHOUSE INC             COM              587118100     7697    345000 SH       DEFINED 03          345000        0        0
MENTOR CORP MINN               COM              587188103      715     26300 SH       DEFINED 03           26300        0        0
MENTOR GRAPHICS CORP           COM              587200106    28643   1441200 SH       DEFINED 13 16 20         0        0  1441200
MENTOR GRAPHICS CORP           COM              587200106     4579    230400 SH       DEFINED 32               0        0   230400
MENTOR GRAPHICS CORP           COM              587200106     1909     96100 SH       DEFINED 03           96100        0        0
MERANT PLC                     SPONSORED ADR    587336108      560     55000 SH       DEFINED 12               0        0    55000
MERCANTILE BANKSHARES CORP     COM              587405101     1639     55000 SH       DEFINED 15               0        0    55000
MERCANTILE BANKSHARES CORP     COM              587405101      234      7416 SH       DEFINED 37            7416        0        0
MERCATOR SOFTWARE INC          COM              587587106   184421   2682500 SH       DEFINED 13 28            0        0  2682500
MERCATOR SOFTWARE INC          COM              587587106     3306     48100 SH       DEFINED 03           48100        0        0
MERCER INTL INC                SH BEN INT       588056101     9367   1126913 SH       DEFINED 07 12 15         0        0  1126913
MERCER INTL INC                SH BEN INT       588056101     4299    517250 SH       DEFINED 26 28 37         0        0   517250
MERCK & CO INC                 COM              589331107   174950   2283200 SH       DEFINED 02 04 05         0        0  2283200
MERCK & CO INC                 COM              589331107   267037   3484998 SH       DEFINED 06 07 08         0        0  3484998
MERCK & CO INC                 COM              589331107  1585631  20693400 SH       DEFINED 09 10 11         0        0 20693400
MERCK & CO INC                 COM              589331107   415322   5420200 SH       DEFINED 12 13 15         0        0  5420200
MERCK & CO INC                 COM              589331107  1142431  14909380 SH       DEFINED 16 18 19         0        0 14909380
MERCK & CO INC                 COM              589331107   373971   4880540 SH       DEFINED 22 23 26         0        0  4880540
MERCK & CO INC                 COM              589331107   365754   4773300 SH       DEFINED 27 28 30         0        0  4773300
MERCK & CO INC                 COM              589331107    86360   1127059 SH       DEFINED 31 32 34         0        0  1127059
MERCK & CO INC                 COM              589331107   374037   4883831 SH       DEFINED 37 03      3913771        0   970060
MERCURY AIR GROUP INC          COM              589354109     2625    525140 SH       DEFINED 07               0        0   525140
MERCURY INTERACTIVE CORP       COM              589405109   125378   1295900 SH       DEFINED 02 09 11         0        0  1295900
MERCURY INTERACTIVE CORP       COM              589405109   386138   3991100 SH       DEFINED 13 15 16         0        0  3991100
MERCURY INTERACTIVE CORP       COM              589405109     7513     77660 SH       DEFINED 19 28 30         0        0    77660
MERCURY INTERACTIVE CORP       COM              589405109    10158    105000 SH       DEFINED 34               0        0   105000
MERCURY INTERACTIVE CORP       COM              589405109    69928    722779 SH       DEFINED 03          677579        0    45200
MEREDITH CORP                  COM              589433101     2878     85300 SH       DEFINED 02 07 15         0        0    85300
MEREDITH CORP                  COM              589433101       67      2000 SH       DEFINED 34               0        0     2000
MEREDITH CORP                  COM              589433101     1868     55365 SH       DEFINED 03           55365        0        0
MERIDIAN RESOURCE CORP         COM              58977Q109     3223    566700 SH       DEFINED 02 26            0        0   566700
MERISTAR HOSPITALITY CORP      COM              58984Y103     2112    100600 SH       DEFINED 35               0        0   100600
MERISTAR HOSPITALITY CORP      COM              58984Y103     1608     76600 SH       DEFINED 03           76600        0        0
MERIDIAN GOLD INC              COM              589975101    28843   4744700 SH       DEFINED 02 15 21         0        0  4744700
MERIDIAN GOLD INC              COM              589975101     1725    283900 SH       DEFINED 34               0        0   283900
MERIDIAN GOLD INC              COM              589975101    11768   1935500 SH       DEFINED 03         1906400        0    29100
MERISTAR HOTELS & RESORTS INC  COM              589988104     2026    705000 SH       DEFINED 35               0        0   705000
MERISTAR HOTELS & RESORTS INC  COM              589988104     3649   1269500 SH       DEFINED 03         1269500        0        0
MERITOR AUTOMOTIVE INC         COM              59000G100    33027   3002500 SH       DEFINED 07 09 22         0        0  3002500
MERITOR AUTOMOTIVE INC         COM              59000G100      471     42822 SH       DEFINED 37 03        13922        0    28900
MERITAGE CORP                  COM              59001A102     2861    267700 SH       DEFINED 07               0        0   267700
MERIX CORP                     COM              590049102    13949    296800 SH       DEFINED 09 20 28         0        0   296800
MERIX CORP                     COM              590049102     1419     30200 SH       DEFINED 30 32            0        0    30200
MERRILL LYNCH & CO INC         COM              590188108    71058    617900 SH       DEFINED 02 06 07         0        0   617900
MERRILL LYNCH & CO INC         COM              590188108   196581   1709400 SH       DEFINED 11 12 15         0        0  1709400
MERRILL LYNCH & CO INC         COM              590188108    31257    271800 SH       DEFINED 23 27 28         0        0   271800
MERRILL LYNCH & CO INC         COM              590188108    29060    252700 SH       DEFINED 30 32 34         0        0   252700
MERRILL LYNCH & CO INC         COM              590188108    53511    465285 SH       DEFINED 37 03       430385        0    34900
MESA AIR GROUP INC             COM              590479101     1091    197300 SH       DEFINED 03          197300        0        0
MESA LABS INC                  COM              59064R109      956    173900 SH       DEFINED 07               0        0   173900
MESABA HLDGS INC               COM              59066B102     5479    573000 SH       DEFINED 07               0        0   573000
MESABA HLDGS INC               COM              59066B102     1884    197100 SH       DEFINED 03          197100        0        0
META GROUP INC                 COM              591002100     5457    283500 SH       DEFINED 03          283500        0        0
METALS USA INC                 COM              591324108      446     95200 SH       DEFINED 36               0        0    95200
METASOLV SOFTWARE INC          COM              591393103    30663    696900 SH       DEFINED 09 10 15         0        0   696900
METASOLV SOFTWARE INC          COM              591393103     2971     67530 SH       DEFINED 28 30            0        0    67530
METASOLV SOFTWARE INC          COM              591393103     8144    185100 SH       DEFINED 03          181600        0     3500
METHODE ELECTRS INC            CL A             591520200    48833   1264300 SH       DEFINED 02 05 07         0        0  1264300
METHODE ELECTRS INC            CL A             591520200    57864   1498100 SH       DEFINED 13 15 26         0        0  1498100
METHODE ELECTRS INC            CL A             591520200     8752    226600 SH       DEFINED 28 30 34         0        0   226600
METHODE ELECTRS INC            CL A             591520200    10363    268300 SH       DEFINED 03          223800        0    44500
METLIFE INC                    COM              59156R108    40825   1938300 SH       DEFINED 02 04 05         0        0  1938300
METLIFE INC                    COM              59156R108   191028   9069600 SH       DEFINED 06 07 09         0        0  9069600
METLIFE INC                    COM              59156R108   168959   8021800 SH       DEFINED 10 11 12         0        0  8021800
METLIFE INC                    COM              59156R108   246745  11714900 SH       DEFINED 13 15 16         0        0 11714900
METLIFE INC                    COM              59156R108   320668  15224600 SH       DEFINED 20 21 23         0        0 15224600
METLIFE INC                    COM              59156R108    35338   1677800 SH       DEFINED 26 28 29         0        0  1677800
METLIFE INC                    COM              59156R108    77271   3668700 SH       DEFINED 30 32 34         0        0  3668700
METLIFE INC                    COM              59156R108    31231   1482800 SH       DEFINED 03          701000        0   781800
METRICOM INC                   COM              591596101    81974   2940800 SH       DEFINED 09 13 28         0        0  2940800
METRICOM INC                   COM              591596101      285     10230 SH       DEFINED 30               0        0    10230
METRIS COS INC                 COM              591598107    14276    568200 SH       DEFINED 02 15 26         0        0   568200
METRIS COS INC                 COM              591598107      188      7500 SH       DEFINED 34               0        0     7500
METRIS COS INC                 COM              591598107     5486    218350 SH       DEFINED 03          218350        0        0
METRO GOLDWYN MAYER INC        COM              591610100     1502     57500 SH       DEFINED 15               0        0    57500
METRO ONE TELECOMMUNICATIONS   COM              59163F105    16016   1274911 SH       DEFINED 15 34            0        0  1274911
METRO ONE TELECOMMUNICATIONS   COM              59163F105      385     30700 SH       DEFINED 03           30700        0        0
METROMEDIA FIBER NETWORK INC   CL A             591689104    86459   2178500 SH       DEFINED 02 05 06         0        0  2178500
METROMEDIA FIBER NETWORK INC   CL A             591689104   158809   4001500 SH       DEFINED 07 09 10         0        0  4001500
METROMEDIA FIBER NETWORK INC   CL A             591689104   466482  11753900 SH       DEFINED 11 13 15         0        0 11753900
METROMEDIA FIBER NETWORK INC   CL A             591689104   287412   7241880 SH       DEFINED 16 19 20         0        0  7241880
METROMEDIA FIBER NETWORK INC   CL A             591689104   167124   4211000 SH       DEFINED 22 23 26         0        0  4211000
METROMEDIA FIBER NETWORK INC   CL A             591689104    96140   2422450 SH       DEFINED 28 32 34         0        0  2422450
METROMEDIA FIBER NETWORK INC   CL A             591689104   152166   3834320 SH       DEFINED 37 03      3022200        0   812120
METSO CORP                     SPONSORED ADR    592671101      278     23700 SH       DEFINED 19               0        0    23700
METTLER TOLEDO INTERNATIONAL   COM              592688105    34632    865810 SH       DEFINED 15 20 32         0        0   865810
METTLER TOLEDO INTERNATIONAL   COM              592688105    12936    323400 SH       DEFINED 03          323400        0        0
MEXICO FD INC                  COM              592835102    15487   1041200 SH       DEFINED 19 21            0        0  1041200
MICHAELS STORES INC            COM              594087108    16135    352200 SH       DEFINED 02 20 23         0        0   352200
MICHAELS STORES INC            COM              594087108    11297    246600 SH       DEFINED 26 28 32         0        0   246600
MICRO COMPONENT TECHNOLOGY INC COM              59479Q100      856    100000 SH       DEFINED 15               0        0   100000
MICREL INC                     COM              594793101     4921    113300 SH       DEFINED 02 34            0        0   113300
MICRO LINEAR CORP              COM              594850109     3500    500000 SH       DEFINED 07               0        0   500000
MICROS SYS INC                 COM              594901100       92      5000 SH       DEFINED 07               0        0     5000
MICROSOFT CORP                 COM              594918104   674292   8428654 SH       DEFINED 02 05 06         0        0  8428654
MICROSOFT CORP                 COM              594918104    96584   1207300 SH       DEFINED 07 08 09         0        0  1207300
MICROSOFT CORP                 COM              594918104  2496760  31209500 SH       DEFINED 10 11 12         0        0 31209500
MICROSOFT CORP                 COM              594918104  4062014  50775180 SH       DEFINED 13 15 16         0        0 50775180
MICROSOFT CORP                 COM              594918104    62383    779790 SH       DEFINED 18 19 20         0        0   779790
MICROSOFT CORP                 COM              594918104   391025   4887823 SH       DEFINED 22 23 26         0        0  4887823
MICROSOFT CORP                 COM              594918104   635164   7939560 SH       DEFINED 27 28 30         0        0  7939560
MICROSOFT CORP                 COM              594918104   158621   1982770 SH       DEFINED 31 32 34         0        0  1982770
MICROSOFT CORP                 COM              594918104   942582  11785460 SH       DEFINED 37 03     10132690        0  1652770
MICROSTRATEGY INC              CL A             594972101     6000    200000 SH       DEFINED 15               0        0   200000
MICROSTRATEGY INC              CL A             594972101       45      1500 SH       DEFINED 03            1500        0        0
MICROCELL TELECOMMUNICATIONS   CL B NON VTG     59501T304    21191    585900 SH       DEFINED 02 09 28         0        0   585900
MICROCELL TELECOMMUNICATIONS   CL B NON VTG     59501T304      955     26430 SH       DEFINED 30               0        0    26430
MICROCHIP TECHNOLOGY INC       COM              595017104   105252   1806425 SH       DEFINED 02 09 15         0        0  1806425
MICROCHIP TECHNOLOGY INC       COM              595017104     9218    158210 SH       DEFINED 28 30 32         0        0   158210
MICROCHIP TECHNOLOGY INC       COM              595017104     2190     37600 SH       DEFINED 34               0        0    37600
MICROCHIP TECHNOLOGY INC       COM              595017104     4879     83750 SH       DEFINED 37 03        83750        0        0
MICROMUSE INC                  COM              595094103    78323    473300 SH       DEFINED 02 11 13         0        0   473300
MICROMUSE INC                  COM              595094103    89593    541400 SH       DEFINED 15 16 20         0        0   541400
MICROMUSE INC                  COM              595094103    23002    139000 SH       DEFINED 32 34            0        0   139000
MICROMUSE INC                  COM              595094103   107068    647000 SH       DEFINED 03          625100        0    21900
MICRON ELECTRONICS INC         COM              595100108      258     20700 SH       DEFINED 03           20700        0        0
MICRON TECHNOLOGY INC          COM              595112103   136271   1547440 SH       DEFINED 02 04 05         0        0  1547440
MICRON TECHNOLOGY INC          COM              595112103   264390   3002300 SH       DEFINED 06 07 09         0        0  3002300
MICRON TECHNOLOGY INC          COM              595112103  1159659  13168600 SH       DEFINED 10 11 12         0        0 13168600
MICRON TECHNOLOGY INC          COM              595112103  2997792  34041652 SH       DEFINED 13 15 16         0        0 34041652
MICRON TECHNOLOGY INC          COM              595112103   579676   6582560 SH       DEFINED 19 20 21         0        0  6582560
MICRON TECHNOLOGY INC          COM              595112103   218487   2481050 SH       DEFINED 22 23 26         0        0  2481050
MICRON TECHNOLOGY INC          COM              595112103   615182   6985750 SH       DEFINED 27 28 29         0        0  6985750
MICRON TECHNOLOGY INC          COM              595112103   219781   2495740 SH       DEFINED 30 32 34         0        0  2495740
MICRON TECHNOLOGY INC          COM              595112103   586589   6661030 SH       DEFINED 37 03      6126276        0   534754
MICROSEMI CORP                 COM              595137100     9738    286940 SH       DEFINED 28               0        0   286940
MID ATLANTIC MED SVCS INC      COM              59523C107     1756    130100 SH       DEFINED 26               0        0   130100
MID-ATLANTIC RLTY TR           SH BEN INT       595232109      483     48300 SH       DEFINED 09 26            0        0    48300
MID-ATLANTIC RLTY TR           SH BEN INT       595232109      881     88100 SH       DEFINED 03           88100        0        0
MIDAS GROUP INC                COM              595626102    32202   1610100 SH       DEFINED 20 32            0        0  1610100
MIDCOAST ENERGY RES INC        COM              59563W104    11001    698525 SH       DEFINED 07               0        0   698525
MIDWEST EXPRESS HLDGS INC      COM              597911106    16264    756500 SH       DEFINED 07 15            0        0   756500
MIDWEST EXPRESS HLDGS INC      COM              597911106      352     16400 SH       DEFINED 03           16400        0        0
MIDWAY GAMES INC               COM              598148104    10363   1285359 SH       DEFINED 28               0        0  1285359
MIDWAY GAMES INC               COM              598148104       79      9800 SH       DEFINED 03            9800        0        0
MIDWEST BANC HOLDINGS INC      COM              598251106      167     12100 SH       DEFINED 26               0        0    12100
MIKOHN GAMING CORP             COM              59862K108      218     27500 SH       DEFINED 03           27500        0        0
MIKASA INC                     COM              59862T109     6341    576500 SH       DEFINED 07 28            0        0   576500
MIIX GROUP INC                 COM              59862V104     3672    306000 SH       DEFINED 07               0        0   306000
MILACRON INC                   COM              598709103     4850    334500 SH       DEFINED 15 28            0        0   334500
MILACRON INC                   COM              598709103     5076    350089 SH       DEFINED 03          350089        0        0
MILLENNIUM PHARMACEUTICALS INC SUB NT CV 144A07 599902AA1    12302   8250000 PRN      DEFINED 11               0        0        0
MILLENNIUM PHARMACEUTICALS INC COM              599902103    68456    611900 SH       DEFINED 02 04 05         0        0   611900
MILLENNIUM PHARMACEUTICALS INC COM              599902103    79705    712452 SH       DEFINED 06 09 10         0        0   712452
MILLENNIUM PHARMACEUTICALS INC COM              599902103   280195   2504540 SH       DEFINED 11 12 13         0        0  2504540
MILLENNIUM PHARMACEUTICALS INC COM              599902103   410344   3667882 SH       DEFINED 15 16 19         0        0  3667882
MILLENNIUM PHARMACEUTICALS INC COM              599902103   104361    932840 SH       DEFINED 21 22 23         0        0   932840
MILLENNIUM PHARMACEUTICALS INC COM              599902103   111057    992694 SH       DEFINED 26 28 30         0        0   992694
MILLENNIUM PHARMACEUTICALS INC COM              599902103    11153     99700 SH       DEFINED 34               0        0    99700
MILLENNIUM PHARMACEUTICALS INC COM              599902103    60068    536922 SH       DEFINED 03          342522        0   194400
MILLENNIUM CHEMICALS INC       COM              599903101    31330   1842957 SH       DEFINED 02 04 09         0        0  1842957
MILLENNIUM CHEMICALS INC       COM              599903101    12647    743990 SH       DEFINED 12 15 19         0        0   743990
MILLENNIUM CHEMICALS INC       COM              599903101    14852    873700 SH       DEFINED 22 28 34         0        0   873700
MILLENNIUM CHEMICALS INC       COM              599903101    27711   1630089 SH       DEFINED 37 03      1430675        0   199414
MILLER HERMAN INC              COM              600544100    48973   1892700 SH       DEFINED 12 15 16         0        0  1892700
MILLER HERMAN INC              COM              600544100    52917   2045120 SH       DEFINED 20 23 28         0        0  2045120
MILLER HERMAN INC              COM              600544100     2248     86900 SH       DEFINED 32               0        0    86900
MILLER HERMAN INC              COM              600544100    13701    529460 SH       DEFINED 37 03        53160        0   476300
MILLIPORE CORP                 COM              601073109    23245    308400 SH       DEFINED 02 09 12         0        0   308400
MILLIPORE CORP                 COM              601073109    80525   1068330 SH       DEFINED 13 15 16         0        0  1068330
MILLIPORE CORP                 COM              601073109    42858    568600 SH       DEFINED 20 21 23         0        0   568600
MILLIPORE CORP                 COM              601073109    17871    237100 SH       DEFINED 28 30 32         0        0   237100
MILLIPORE CORP                 COM              601073109       52       700 SH       DEFINED 34               0        0      700
MILLIPORE CORP                 COM              601073109    21890    290451 SH       DEFINED 37 03       264551        0    25900
MILLS CORP                     COM              601148109     1444     76800 SH       DEFINED 03           76800        0        0
MINERALS TECHNOLOGIES INC      COM              603158106    80500   1750000 SH       DEFINED 13               0        0  1750000
MINIMED INC                    COM              60365K108    17393    147400 SH       DEFINED 02 09 13         0        0   147400
MINIMED INC                    COM              60365K108    68699    582200 SH       DEFINED 15 16 20         0        0   582200
MINIMED INC                    COM              60365K108    14655    124200 SH       DEFINED 28 30 32         0        0   124200
MINIMED INC                    COM              60365K108     2749     23300 SH       DEFINED 34               0        0    23300
MINIMED INC                    COM              60365K108       11       100 SH       DEFINED 37             100        0        0
MINNESOTA MNG & MFG CO         COM              604059105    72319    876600 SH       DEFINED 02 05 06         0        0   876600
MINNESOTA MNG & MFG CO         COM              604059105   215407   2611000 SH       DEFINED 07 08 09         0        0  2611000
MINNESOTA MNG & MFG CO         COM              604059105   471355   5713400 SH       DEFINED 11 12 13         0        0  5713400
MINNESOTA MNG & MFG CO         COM              604059105   372537   4515610 SH       DEFINED 15 16 18         0        0  4515610
MINNESOTA MNG & MFG CO         COM              604059105    61124    739140 SH       DEFINED 19 21 22         0        0   739140
MINNESOTA MNG & MFG CO         COM              604059105    61491    743930 SH       DEFINED 23 26 28         0        0   743930
MINNESOTA MNG & MFG CO         COM              604059105    33767    409300 SH       DEFINED 30 32 34         0        0   409300
MINNESOTA MNG & MFG CO         COM              604059105   189430   2295977 SH       DEFINED 37 03      1886777        0   409200
MIPS TECHNOLOGIES INC          CL A             604567107    88111   2073200 SH       DEFINED 11 13 16         0        0  2073200
MIPS TECHNOLOGIES INC          CL A             604567107     1653     38900 SH       DEFINED 26               0        0    38900
MIRAVANT MED TECHNOLOGIES      COM              604690107     6970    312400 SH       DEFINED 15 26            0        0   312400
MISSISSIPPI VY BANCSHARES INC  COM              605720101       38      1600 SH       DEFINED 07               0        0     1600
MITCHELL ENERGY & DEV CORP     CL A             606592202     4944    154300 SH       DEFINED 07 15            0        0   154300
MITEL CORP                     COM              606711109    22160   1062360 SH       DEFINED 02 07 19         0        0  1062360
MITEL CORP                     COM              606711109     6801    325900 SH       DEFINED 21 22            0        0   325900
MITEL CORP                     COM              606711109      509     24420 SH       DEFINED 03            7120        0    17300
MOBILE AMER CORP FLA           COM PAR $0.025   607235504      242    112300 SH       DEFINED 07               0        0   112300
MOBILE MINI INC                COM              60740F105     2541    115200 SH       DEFINED 03          115200        0        0
MOCON INC                      COM              607494101      650    115600 SH       DEFINED 07               0        0   115600
MODEM MEDIA INC                CL A             607533106       33      2700 SH       DEFINED 15               0        0     2700
MODIS PROFESSIONAL SVCS INC    COM              607830106        6       900 SH       DEFINED 02 15 34         0        0      900
MOHAWK INDS INC                COM              608190104    19144    880200 SH       DEFINED 02 04 06         0        0   880200
MOHAWK INDS INC                COM              608190104     4431    203750 SH       DEFINED 07 12 15         0        0   203750
MOHAWK INDS INC                COM              608190104     6542    300800 SH       DEFINED 28 34            0        0   300800
MOHAWK INDS INC                COM              608190104     6943    319235 SH       DEFINED 37 03       292535        0    26700
MOLDFLOW CORP                  COM              608507109     3805    235100 SH       DEFINED 26               0        0   235100
MOLDFLOW CORP                  COM              608507109     4508    278500 SH       DEFINED 03          278500        0        0
MOLEX INC                      COM              608554101       14       310 SH       DEFINED 15 34            0        0      310
MOLEX INC                      COM              608554101     7318    152105 SH       DEFINED 37 03       152105        0        0
MOLEX INC                      CL A             608554200    91704   2620115 SH       DEFINED 15 20 28         0        0  2620115
MOLEX INC                      CL A             608554200    10157    290210 SH       DEFINED 30 32 34         0        0   290210
MOLEX INC                      CL A             608554200      437     12500 SH       DEFINED 03           12500        0        0
MONACO COACH CORP              COM              60886R103     5238    384500 SH       DEFINED 07               0        0   384500
MONDAVI ROBERT CORP            CL A             609200100     6137    200000 SH       DEFINED 28               0        0   200000
MONRO MUFFLER BRAKE INC        COM              610236101     6651    724000 SH       DEFINED 07               0        0   724000
MONSANTO CO                    ADJ CONVR RATE   611662305   154382   3379100 SH       DEFINED 09 11 22         0        0  3379100
MONSANTO CO                    ADJ CONVR RATE   611662305     9831    215200 SH       DEFINED 03          161000        0    54200
MONTANA POWER CO               COM              612085100    22539    638300 SH       DEFINED 07 09 10         0        0   638300
MONTANA POWER CO               COM              612085100    74135   2099400 SH       DEFINED 11 13 15         0        0  2099400
MONTANA POWER CO               COM              612085100     2743     77700 SH       DEFINED 28 30            0        0    77700
MONTANA POWER CO               COM              612085100     6317    178880 SH       DEFINED 37 03       171180        0     7700
MONTEREY PASTA CO              COM              612570101      820    196000 SH       DEFINED 07               0        0   196000
MONY GROUP INC                 COM              615337102    25863    764900 SH       DEFINED 13 26            0        0   764900
MORGAN J P & CO INC            COM              616880100    27949    253800 SH       DEFINED 02 11 12         0        0   253800
MORGAN J P & CO INC            COM              616880100    17653    160300 SH       DEFINED 15 28 32         0        0   160300
MORGAN J P & CO INC            COM              616880100      550      5000 SH       DEFINED 34               0        0     5000
MORGAN J P & CO INC            COM              616880100    15959    144864 SH       DEFINED 37 03       135664        0     9200
MORGAN KEEGAN INC              COM              617410105      936     63525 SH       DEFINED 15 26            0        0    63525
MORGAN STAN D WITTER ASIA PAC  COM              61744U106     9122    895500 SH       DEFINED 19 21 26         0        0   895500
MORGAN STAN D WITTER AFRIC INV COM              617444104      813    102500 SH       DEFINED 19 21            0        0   102500
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448    72344    869000 SH       DEFINED 02 04 05         0        0   869000
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448   326373   3920400 SH       DEFINED 06 07 09         0        0  3920400
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448  1169052  14042670 SH       DEFINED 10 11 12         0        0 14042670
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448   501450   6023430 SH       DEFINED 15 16 18         0        0  6023430
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448    80119    962400 SH       DEFINED 19 20 22         0        0   962400
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448    81264    976150 SH       DEFINED 23 26 27         0        0   976150
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448   301504   3621670 SH       DEFINED 28 30 32         0        0  3621670
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448    22685    272500 SH       DEFINED 34               0        0   272500
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448   202187   2428607 SH       DEFINED 37 03      2100107        0   328500
MORGAN STANLEY D WITTER INDIA  COM              61745C105     2484    207000 SH       DEFINED 19 21            0        0   207000
MORTONS RESTAURANT GROUP INC   COM              619429103    16873    784800 SH       DEFINED 07 28            0        0   784800
MOTHERS WK INC                 COM              619903107     3369    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    84561   2909635 SH       DEFINED 02 04 05         0        0  2909635
MOTOROLA INC                   COM              620076109   251803   8664218 SH       DEFINED 06 07 08         0        0  8664218
MOTOROLA INC                   COM              620076109   648538  22315320 SH       DEFINED 10 11 12         0        0 22315320
MOTOROLA INC                   COM              620076109   977646  33639455 SH       DEFINED 13 15 16         0        0 33639455
MOTOROLA INC                   COM              620076109   100974   3474380 SH       DEFINED 19 21 22         0        0  3474380
MOTOROLA INC                   COM              620076109   134422   4625276 SH       DEFINED 26 27 28         0        0  4625276
MOTOROLA INC                   COM              620076109    39216   1349387 SH       DEFINED 30 31 32         0        0  1349387
MOTOROLA INC                   COM              620076109    50361   1732867 SH       DEFINED 34               0        0  1732867
MOTOROLA INC                   COM              620076109   152834   5258836 SH       DEFINED 37 03      4160022        0  1098814
MOVADO GROUP INC               COM              624580106    11391    949300 SH       DEFINED 07               0        0   949300
MUELLER INDS INC               COM              624756102     1852     66200 SH       DEFINED 07 12 32         0        0    66200
MULTEX COM INC                 COM              625367107    15238    605000 SH       DEFINED 13               0        0   605000
MUNIYIELD CALIF INSD FD INC    COM              62629K106        9       750 SH       DEFINED 37             750        0        0
MURPHY OIL CORP                COM              626717102     5700     95900 SH       DEFINED 02 09 12         0        0    95900
MURPHY OIL CORP                COM              626717102     2639     44400 SH       DEFINED 28 30 32         0        0    44400
MUTUAL RISK MGMT LTD           COM              628351108     2901    167600 SH       DEFINED 02 15 20         0        0   167600
MUTUAL RISK MGMT LTD           COM              628351108      678     39200 SH       DEFINED 32 34            0        0    39200
MUTUAL RISK MGMT LTD           COM              628351108     2008    116000 SH       DEFINED 03          116000        0        0
MYLAN LABS INC                 COM              628530107   102727   5628900 SH       DEFINED 02 13 15         0        0  5628900
MYLAN LABS INC                 COM              628530107    34156   1871600 SH       DEFINED 16 34            0        0  1871600
MYLAN LABS INC                 COM              628530107     8346    457500 SH       DEFINED 37 03       457500        0        0
MYRIAD GENETICS INC            COM              62855J104    44764    302300 SH       DEFINED 02 09 15         0        0   302300
MYRIAD GENETICS INC            COM              62855J104    43253    292100 SH       DEFINED 21 23 26         0        0   292100
MYRIAD GENETICS INC            COM              62855J104     8744     59050 SH       DEFINED 28 30            0        0    59050
MYRIAD GENETICS INC            COM              62855J104      162      1100 SH       DEFINED 03            1100        0        0
NBC INTERNET INC               CL A             62873D105     9757    780600 SH       DEFINED 10               0        0   780600
NCI BUILDING SYS INC           COM              628852105    17947    886300 SH       DEFINED 07 28            0        0   886300
NCO GROUP INC                  COM              628858102    15555    672676 SH       DEFINED 21 28 29         0        0   672676
NCR CORP NEW                   COM              62886E108    89164   2289948 SH       DEFINED 07 09 12         0        0  2289948
NCR CORP NEW                   COM              62886E108    94349   2423100 SH       DEFINED 16 22 28         0        0  2423100
NCR CORP NEW                   COM              62886E108     5724    147032 SH       DEFINED 37 03        98432        0    48600
NDS GROUP PLC                  SPONSORED ADR    628891103    36435    597300 SH       DEFINED 02 21            0        0   597300
NEC CORP                       ADR              629050204      602      3800 SH       DEFINED 15               0        0     3800
NRG ENERGY INC                 COM              629377102    17401    953500 SH       DEFINED 02 06 07         0        0   953500
NRG ENERGY INC                 COM              629377102    28125   1541100 SH       DEFINED 09 11 12         0        0  1541100
NRG ENERGY INC                 COM              629377102    37490   2054300 SH       DEFINED 15 16 20         0        0  2054300
NRG ENERGY INC                 COM              629377102     6750    369900 SH       DEFINED 22 28 29         0        0   369900
NRG ENERGY INC                 COM              629377102     4938    270600 SH       DEFINED 30 32 34         0        0   270600
NRG ENERGY INC                 COM              629377102     2471    135400 SH       DEFINED 03           85800        0    49600
NTL INC                        COM              629407107    33420    558173 SH       DEFINED 12 13 15         0        0   558173
NTL INC                        COM              629407107    71667   1196944 SH       DEFINED 22 28 34         0        0  1196944
NTL INC                        COM              629407107      314      5250 SH       DEFINED 03            5250        0        0
NVR INC                        COM              62944T105     1094     19200 SH       DEFINED 03           19200        0        0
NYMAGIC INC                    COM              629484106     2033    142700 SH       DEFINED 07               0        0   142700
NABISCO GROUP HLDG CORP        COM              62952P102   102178   3939400 SH       DEFINED 02 06 07         0        0  3939400
NABISCO GROUP HLDG CORP        COM              62952P102   109497   4221600 SH       DEFINED 09 15 16         0        0  4221600
NABISCO GROUP HLDG CORP        COM              62952P102    32193   1241210 SH       DEFINED 22 28 30         0        0  1241210
NABISCO GROUP HLDG CORP        COM              62952P102       93      3600 SH       DEFINED 34               0        0     3600
NABISCO GROUP HLDG CORP        COM              62952P102    20478    789535 SH       DEFINED 37 03       578235        0   211300
NABISCO HLDGS CORP             CL A             629526104    15162    288800 SH       DEFINED 02 06 07         0        0   288800
NABISCO HLDGS CORP             CL A             629526104   133402   2541000 SH       DEFINED 09 15 22         0        0  2541000
NABISCO HLDGS CORP             CL A             629526104     6147    117100 SH       DEFINED 28 30 34         0        0   117100
NABISCO HLDGS CORP             CL A             629526104     4205     80100 SH       DEFINED 03           27200        0    52900
NABORS INDS INC                COM              629568106    32742    787800 SH       DEFINED 02 04 05         0        0   787800
NABORS INDS INC                COM              629568106    42360   1019200 SH       DEFINED 06 09 10         0        0  1019200
NABORS INDS INC                COM              629568106    70198   1688989 SH       DEFINED 12 15 19         0        0  1688989
NABORS INDS INC                COM              629568106    34235    823700 SH       DEFINED 21 23 27         0        0   823700
NABORS INDS INC                COM              629568106    41299    993680 SH       DEFINED 28 29 30         0        0   993680
NABORS INDS INC                COM              629568106     4260    102500 SH       DEFINED 34               0        0   102500
NABORS INDS INC                COM              629568106    15469    372200 SH       DEFINED 03          371100        0     1100
NACCO INDS INC                 CL A             629579103      222      6335 SH       DEFINED 03            6335        0        0
NAM TAI ELECTRS INC            WT EXP  112402   629865148      255    102000 SH       DEFINED 07               0        0   102000
NAM TAI ELECTRS INC            COM PAR $0.02    629865205     7044    419000 SH       DEFINED 07               0        0   419000
NANOGEN INC                    COM              630075109     2716     64000 SH       DEFINED 26               0        0    64000
NANOMETRICS INC                COM              630077105     1029     25000 SH       DEFINED 26               0        0    25000
NAPRO BIOTHERAPUTICS INC       COM              630795102      185     25000 SH       DEFINED 34               0        0    25000
NASDAQ 100 TR                  UNIT SER 1       631100104        4        50 SH       DEFINED 37              50        0        0
NATIONAL BEVERAGE CORP         COM              635017106     2246    276500 SH       DEFINED 07               0        0   276500
NATIONAL CITY CORP             COM              635405103     3054    179000 SH       DEFINED 15               0        0   179000
NATIONAL CITY CORP             COM              635405103     8358    489300 SH       DEFINED 37 03       489300        0        0
NATIONAL COMM BANCORP          COM              635449101     1606    100000 SH       DEFINED 15               0        0   100000
NATIONAL COMPUTER SYS INC      COM              635519101    40769    827800 SH       DEFINED 09 13 20         0        0   827800
NATIONAL COMPUTER SYS INC      COM              635519101     8746    177600 SH       DEFINED 28 30 32         0        0   177600
NATIONAL COMPUTER SYS INC      COM              635519101     7944    161300 SH       DEFINED 03          161300        0        0
NATIONAL DATA CORP             COM              635621105      867     37700 SH       DEFINED 15               0        0    37700
NATIONAL DATA CORP             COM              635621105     1984     86300 SH       DEFINED 03           86300        0        0
NATIONAL DENTEX CORP           COM              63563H109      254     15100 SH       DEFINED 07               0        0    15100
NATIONAL FUEL GAS CO N J       COM              636180101     1140     23400 SH       DEFINED 15               0        0    23400
NATIONAL INFO CONSORTIUM INC   COM              636491102     3128    275000 SH       DEFINED 13               0        0   275000
NATIONAL INSTRS CORP           COM              636518102    46574   1067600 SH       DEFINED 13 15 20         0        0  1067600
NATIONAL INSTRS CORP           COM              636518102    11058    253500 SH       DEFINED 28 32            0        0   253500
NATIONAL INSTRS CORP           COM              636518102    13669    313350 SH       DEFINED 03          313350        0        0
NATIONAL-OILWELL INC           COM              637071101     5779    175800 SH       DEFINED 02 04 13         0        0   175800
NATIONAL-OILWELL INC           COM              637071101    47553   1446480 SH       DEFINED 15 21 22         0        0  1446480
NATIONAL-OILWELL INC           COM              637071101    31974    972600 SH       DEFINED 28 29 34         0        0   972600
NATIONAL-OILWELL INC           COM              637071101     5430    165200 SH       DEFINED 03          165200        0        0
NATIONAL PROCESSING INC        COM              637229105      100      8000 SH       DEFINED 15               0        0     8000
NATIONAL R V HLDGS INC         COM              637277104     3542    337400 SH       DEFINED 07               0        0   337400
NATIONAL R V HLDGS INC         COM              637277104       75      7200 SH       DEFINED 03            7200        0        0
NATIONAL SEMICONDUCTOR CORP    COM              637640103    42676    752000 SH       DEFINED 02 04 06         0        0   752000
NATIONAL SEMICONDUCTOR CORP    COM              637640103   681147  12002600 SH       DEFINED 09 12 13         0        0 12002600
NATIONAL SEMICONDUCTOR CORP    COM              637640103   435142   7667710 SH       DEFINED 15 19 20         0        0  7667710
NATIONAL SEMICONDUCTOR CORP    COM              637640103   206605   3640630 SH       DEFINED 23 28 30         0        0  3640630
NATIONAL SEMICONDUCTOR CORP    COM              637640103    17558    309400 SH       DEFINED 32 34            0        0   309400
NATIONAL SEMICONDUCTOR CORP    COM              637640103    31849    561209 SH       DEFINED 37 03       451909        0   109300
NATIONAL SVC INDS INC          COM              637657107      611     31350 SH       DEFINED 03           31350        0        0
NATIONAL WESTN LIFE INS CO     CL A             638522102    12240    170000 SH       DEFINED 07               0        0   170000
NATIONWIDE FINL SVCS INC       CL A             638612101     7380    224500 SH       DEFINED 02 07 15         0        0   224500
NATIONWIDE FINL SVCS INC       CL A             638612101     1032     31400 SH       DEFINED 23 34            0        0    31400
NATIONWIDE FINL SVCS INC       CL A             638612101     5917    180000 SH       DEFINED 03          180000        0        0
NATIONWIDE HEALTH PPTYS INC    COM              638620104      631     45300 SH       DEFINED 35               0        0    45300
NATIONWIDE HEALTH PPTYS INC    COM              638620104     1308     93900 SH       DEFINED 03           93900        0        0
NATROL INC                     COM              638789107      308     95000 SH       DEFINED 28               0        0    95000
NATURAL MICROSYSTEMS CORP      COM              638882100   225920   2009300 SH       DEFINED 02 09 13         0        0  2009300
NATURAL MICROSYSTEMS CORP      COM              638882100    20739    184450 SH       DEFINED 15 28 30         0        0   184450
NATURAL MICROSYSTEMS CORP      COM              638882100     1922     17100 SH       DEFINED 34               0        0    17100
NATURES SUNSHINE PRODUCTS INC  COM              639027101    10957   1565300 SH       DEFINED 07 28            0        0  1565300
NAUTICA ENTERPRISES INC        COM              639089101    38581   3610000 SH       DEFINED 07               0        0  3610000
NAVISTAR INTL CORP NEW         COM              63934E108    14649    471600 SH       DEFINED 02 04 06         0        0   471600
NAVISTAR INTL CORP NEW         COM              63934E108   139837   4501800 SH       DEFINED 07 09 11         0        0  4501800
NAVISTAR INTL CORP NEW         COM              63934E108    12960    417250 SH       DEFINED 15 19 22         0        0   417250
NAVISTAR INTL CORP NEW         COM              63934E108    26179    842800 SH       DEFINED 23 28 34         0        0   842800
NAVISTAR INTL CORP NEW         COM              63934E108    59783   1924604 SH       DEFINED 03         1686304        0   238300
NAVISITE INC                   COM              63935M109    30238    723200 SH       DEFINED 05 06 13         0        0   723200
NAVISITE INC                   COM              63935M109     1429     34200 SH       DEFINED 03           34200        0        0
NEIMAN MARCUS GROUP INC        CL A             640204202    19768    668700 SH       DEFINED 10               0        0   668700
NEIMAN MARCUS GROUP INC        CL B             640204301      334     12052 SH       DEFINED 08               0        0    12052
NEIMAN MARCUS GROUP INC        CL B             640204301       19       723 SH       DEFINED 37             723        0        0
NELVANA LTD                    SUB VTG SH       64042V107    16455    995000 SH       DEFINED 02               0        0   995000
NETBANK INC                    COM              640933107    27797   2235000 SH       DEFINED 13               0        0  2235000
NETWORKS ASSOCS INC            SB DB CV ZERO 18 640938AB2     1850   5250000 PRN      DEFINED 11               0        0        0
NETWORKS ASSOCS INC            COM              640938106       10       500 SH       DEFINED 37             500        0        0
NET2PHONE                      COM              64108N106    60772   1702900 SH       DEFINED 13               0        0  1702900
NETCREATIONS INC               COM              64110N102     2709     46700 SH       DEFINED 26               0        0    46700
NETEGRITY INC                  COM              64110P107    26479    351600 SH       DEFINED 02 04 06         0        0   351600
NETEGRITY INC                  COM              64110P107    65288    866900 SH       DEFINED 13 03         7300        0   859600
NETRO CORP                     COM              64114R109   274975   4792600 SH       DEFINED 13 15 26         0        0  4792600
NETIQ CORP                     COM              64115P102   120225   2016367 SH       DEFINED 13 15            0        0  2016367
NETWORK APPLIANCE INC          COM              64120L104    49837    619100 SH       DEFINED 02 06 09         0        0   619100
NETWORK APPLIANCE INC          COM              64120L104  1540794  19140308 SH       DEFINED 10 11 13         0        0 19140308
NETWORK APPLIANCE INC          COM              64120L104   232622   2889724 SH       DEFINED 15 16 19         0        0  2889724
NETWORK APPLIANCE INC          COM              64120L104    20004    248500 SH       DEFINED 20 23 27         0        0   248500
NETWORK APPLIANCE INC          COM              64120L104   218612   2715680 SH       DEFINED 28 30 32         0        0  2715680
NETWORK APPLIANCE INC          COM              64120L104    42439    527200 SH       DEFINED 34               0        0   527200
NETWORK APPLIANCE INC          COM              64120L104   115352   1433023 SH       DEFINED 37 03      1083035        0   349988
NETWORK PERIPHERALS INC        COM              64121R100      167     10000 SH       DEFINED 03               0        0    10000
NETZERO INC                    COM              64122R109     6291   1205500 SH       DEFINED 13               0        0  1205500
NETWORK COMM INC               COM              64122T105    13174   2395400 SH       DEFINED 02 15 28         0        0  2395400
NETWORK COMM INC               COM              64122T105      588    107000 SH       DEFINED 34               0        0   107000
NEUBERGER BERMAN INC           COM              641234109     1711     36800 SH       DEFINED 02 15            0        0    36800
NEUBERGER BERMAN INC           COM              641234109      664     14300 SH       DEFINED 03           14300        0        0
NEUROGEN CORP                  COM              64124E106     1466     50800 SH       DEFINED 15               0        0    50800
NEUROCRINE BIOSCIENCES INC     COM              64125C109    11401    320600 SH       DEFINED 15               0        0   320600
NEW CENTURY ENERGIES INC       COM              64352U103     2669     88999 SH       DEFINED 03           88999        0        0
NEW ENGLAND BUSINESS SVC INC   COM              643872104    17676   1087800 SH       DEFINED 07 09 22         0        0  1087800
NEW ENGLAND BUSINESS SVC INC   COM              643872104      370     22800 SH       DEFINED 03            9600        0    13200
NEW ERA OF NETWORKS INC        COM              644312100   213507   5023695 SH       DEFINED 09 10 13         0        0  5023695
NEW ERA OF NETWORKS INC        COM              644312100      712     16770 SH       DEFINED 28 30            0        0    16770
NEW ERA OF NETWORKS INC        COM              644312100     8869    208700 SH       DEFINED 03          208700        0        0
NEW FOCUS INC                  COM              644383101      172      2100 SH       DEFINED 12 26            0        0     2100
NEW HORIZONS WORLDWIDE INC     COM              645526104    10362    446000 SH       DEFINED 02 07 26         0        0   446000
NEW JERSEY RES                 COM              646025106      589     15500 SH       DEFINED 15               0        0    15500
NEW JERSEY RES                 COM              646025106        7       194 SH       DEFINED 37             194        0        0
NEW PLAN EXCEL RLTY TR INC     COM              648053106        3       200 SH       DEFINED 37             200        0        0
NEW YORK TIMES CO              CL A             650111107    65408   1655900 SH       DEFINED 02 05 07         0        0  1655900
NEW YORK TIMES CO              CL A             650111107    49290   1246600 SH       DEFINED 11 12 15         0        0  1246600
NEW YORK TIMES CO              CL A             650111107     8501    215230 SH       DEFINED 19 23 26         0        0   215230
NEW YORK TIMES CO              CL A             650111107    14358    363500 SH       DEFINED 28 32 34         0        0   363500
NEW YORK TIMES CO              CL A             650111107    25498    645505 SH       DEFINED 37 03       444605        0   200900
NEWELL RUBBERMAID INC          COM              651229106    79839   3100572 SH       DEFINED 07 09 16         0        0  3100572
NEWELL RUBBERMAID INC          COM              651229106    21964    852997 SH       DEFINED 22 28            0        0   852997
NEWELL RUBBERMAID INC          COM              651229106     7819    303674 SH       DEFINED 03          245174        0    58500
NEWFIELD EXPL CO               COM              651290108    84330   2155400 SH       DEFINED 15 20 22         0        0  2155400
NEWFIELD EXPL CO               COM              651290108    50831   1299200 SH       DEFINED 28 32            0        0  1299200
NEWFIELD EXPL CO               COM              651290108     3278     83800 SH       DEFINED 03           83800        0        0
NEWHALL LAND & FARMING CO CAL  DEPOSITARY REC   651426108     4693    177100 SH       DEFINED 09               0        0   177100
NEWMONT MINING CORP            COM              651639106    12864    594900 SH       DEFINED 02 04 05         0        0   594900
NEWMONT MINING CORP            COM              651639106    48290   2233100 SH       DEFINED 06 07 09         0        0  2233100
NEWMONT MINING CORP            COM              651639106   130565   6037715 SH       DEFINED 12 13 15         0        0  6037715
NEWMONT MINING CORP            COM              651639106   107195   4957000 SH       DEFINED 20 22 26         0        0  4957000
NEWMONT MINING CORP            COM              651639106    43310   2002800 SH       DEFINED 28 30 32         0        0  2002800
NEWMONT MINING CORP            COM              651639106     1500     69400 SH       DEFINED 34               0        0    69400
NEWMONT MINING CORP            COM              651639106    11094    513040 SH       DEFINED 37 03       338740        0   174300
NEWPARK RES INC                COM PAR $.01NEW  651718504     5439    576400 SH       DEFINED 02 15 34         0        0   576400
NEWPARK RES INC                COM PAR $.01NEW  651718504      284     30100 SH       DEFINED 03           30100        0        0
NEWPORT CORP                   COM              651824104      676      6300 SH       DEFINED 15               0        0     6300
NEWPORT CORP                   COM              651824104      794      7400 SH       DEFINED 03            7400        0        0
NEWPORT NEWS SHIPBUILDING INC  COM              652228107     8169    222300 SH       DEFINED 15 26            0        0   222300
NEWS CORP LTD                  ADR NEW          652487703   370022   6789400 SH       DEFINED 07 10 13         0        0  6789400
NEWS CORP LTD                  ADR NEW          652487703    32209    591000 SH       DEFINED 15 19 21         0        0   591000
NEWS CORP LTD                  ADR NEW          652487703        3        70 SH       DEFINED 37              70        0        0
NEWS CORP LTD                  SP ADR PFD       652487802    38237    805000 SH       DEFINED 02 07 19         0        0   805000
NEWS CORP LTD                  SP ADR PFD       652487802    62039   1306100 SH       DEFINED 21 22 03         0        0  1306100
NEXTCARD INC                   COM              65332K107    16773   1973300 SH       DEFINED 02 13 15         0        0  1973300
NEXTCARD INC                   COM              65332K107      279     32900 SH       DEFINED 26 34            0        0    32900
NEXTEL COMMUNICATIONS INC      CL A             65332V103   142762   2333200 SH       DEFINED 02 04 06         0        0  2333200
NEXTEL COMMUNICATIONS INC      CL A             65332V103   752281  12294700 SH       DEFINED 07 09 10         0        0 12294700
NEXTEL COMMUNICATIONS INC      CL A             65332V103   820028  13401900 SH       DEFINED 12 13 15         0        0 13401900
NEXTEL COMMUNICATIONS INC      CL A             65332V103  1164612  19033510 SH       DEFINED 16 19 20         0        0 19033510
NEXTEL COMMUNICATIONS INC      CL A             65332V103   243091   3972900 SH       DEFINED 21 22 23         0        0  3972900
NEXTEL COMMUNICATIONS INC      CL A             65332V103   476252   7783500 SH       DEFINED 27 28 30         0        0  7783500
NEXTEL COMMUNICATIONS INC      CL A             65332V103   175002   2860100 SH       DEFINED 32 34            0        0  2860100
NEXTEL COMMUNICATIONS INC      CL A             65332V103   213790   3494554 SH       DEFINED 37 03      2710794        0   783760
NEXTEL PARTNERS INC            CL A             65333F107     9019    277000 SH       DEFINED 09 10 11         0        0   277000
NEXTEL PARTNERS INC            CL A             65333F107     2832     87000 SH       DEFINED 28 30            0        0    87000
NEXTLINK COMMUNICATIONS INC    CL A             65333H707     3057     80600 SH       DEFINED 02 06 07         0        0    80600
NEXTLINK COMMUNICATIONS INC    CL A             65333H707    79501   2095600 SH       DEFINED 09 10 13         0        0  2095600
NEXTLINK COMMUNICATIONS INC    CL A             65333H707    78108   2058870 SH       DEFINED 15 16 19         0        0  2058870
NEXTLINK COMMUNICATIONS INC    CL A             65333H707   151655   3997518 SH       DEFINED 20 22 27         0        0  3997518
NEXTLINK COMMUNICATIONS INC    CL A             65333H707   151935   4004887 SH       DEFINED 28 30 32         0        0  4004887
NEXTLINK COMMUNICATIONS INC    CL A             65333H707    10903    287400 SH       DEFINED 34               0        0   287400
NEXTLINK COMMUNICATIONS INC    CL A             65333H707    14105    371817 SH       DEFINED 03          302617        0    69200
NEXT LEVEL COMM INC            COM              65333U104   156819   1828800 SH       DEFINED 10 13            0        0  1828800
NIAGARA MOHAWK HLDGS INC       COM              653520106   111788   8020725 SH       DEFINED 07 09 12         0        0  8020725
NIAGARA MOHAWK HLDGS INC       COM              653520106    27398   1965800 SH       DEFINED 15 22            0        0  1965800
NIAGARA MOHAWK HLDGS INC       COM              653520106    12460    894008 SH       DEFINED 03          773408        0   120600
NICOR INC                      COM              654086107     1180     36182 SH       DEFINED 03           36182        0        0
NIKE INC                       CL B             654106103   166093   4171900 SH       DEFINED 02 10 11         0        0  4171900
NIKE INC                       CL B             654106103   179331   4504400 SH       DEFINED 13 15 34         0        0  4504400
NIKE INC                       CL B             654106103    14151    355450 SH       DEFINED 37 03       323650        0    31800
99 CENTS ONLY STORES           COM              65440K106     1338     33571 SH       DEFINED 03           33571        0        0
NIPPON TELEG & TEL CORP        SPONSORED ADR    654624105     3528     51600 SH       DEFINED 19               0        0    51600
NIPPON TELEG & TEL CORP        SPONSORED ADR    654624105        2        40 SH       DEFINED 37              40        0        0
NISOURCE INC                   COM              65473P105    16086    863700 SH       DEFINED 09 28 30         0        0   863700
NOBLE AFFILIATES INC           COM              654894104    29408    789500 SH       DEFINED 02 09 13         0        0   789500
NOBLE AFFILIATES INC           COM              654894104   101595   2727400 SH       DEFINED 15 22 28         0        0  2727400
NOBLE AFFILIATES INC           COM              654894104     2077     55770 SH       DEFINED 30 32 34         0        0    55770
NOKIA CORP                     SPONSORED ADR    654902204   202950   4064100 SH       DEFINED 02 04 05         0        0  4064100
NOKIA CORP                     SPONSORED ADR    654902204   348653   6981800 SH       DEFINED 06 07 09         0        0  6981800
NOKIA CORP                     SPONSORED ADR    654902204  1501111  30059800 SH       DEFINED 10 11 12         0        0 30059800
NOKIA CORP                     SPONSORED ADR    654902204  1752906  35102000 SH       DEFINED 13 15 16         0        0 35102000
NOKIA CORP                     SPONSORED ADR    654902204   361667   7242400 SH       DEFINED 19 20 21         0        0  7242400
NOKIA CORP                     SPONSORED ADR    654902204   161617   3236400 SH       DEFINED 22 23 26         0        0  3236400
NOKIA CORP                     SPONSORED ADR    654902204   536569  10744620 SH       DEFINED 27 28 29         0        0 10744620
NOKIA CORP                     SPONSORED ADR    654902204   120993   2422900 SH       DEFINED 30 32 34         0        0  2422900
NOKIA CORP                     SPONSORED ADR    654902204    93029   1863218 SH       DEFINED 37 03      1331718        0   531500
NOGATECH INC                   COM              654919109     6833   1031400 SH       DEFINED 19 21 28         0        0  1031400
NOBLE DRILLING CORP            COM              655042109    91885   2230900 SH       DEFINED 02 05 06         0        0  2230900
NOBLE DRILLING CORP            COM              655042109   136281   3308810 SH       DEFINED 07 09 11         0        0  3308810
NOBLE DRILLING CORP            COM              655042109   260471   6324050 SH       DEFINED 12 13 15         0        0  6324050
NOBLE DRILLING CORP            COM              655042109    61760   1499500 SH       DEFINED 16 21 23         0        0  1499500
NOBLE DRILLING CORP            COM              655042109    25543    620173 SH       DEFINED 26 28 29         0        0   620173
NOBLE DRILLING CORP            COM              655042109     7685    186590 SH       DEFINED 30 34            0        0   186590
NOBLE DRILLING CORP            COM              655042109    98458   2390454 SH       DEFINED 37 03      2036854        0   353600
NORDSTROM INC                  COM              655664100    18350    760640 SH       DEFINED 02 12 15         0        0   760640
NORDSTROM INC                  COM              655664100       28      1200 SH       DEFINED 34               0        0     1200
NORDSTROM INC                  COM              655664100     6972    289005 SH       DEFINED 37 03       107905        0   181100
NORFOLK SOUTHERN CORP          COM              655844108    62934   4230870 SH       DEFINED 11 12 15         0        0  4230870
NORFOLK SOUTHERN CORP          COM              655844108       23      1600 SH       DEFINED 34               0        0     1600
NORFOLK SOUTHERN CORP          COM              655844108    16065   1079958 SH       DEFINED 37 03       738758        0   341200
NORTEL NETWORKS CORP NEW       COM              656568102   898379  12957690 SH       DEFINED 02 04 05         0        0 12957690
NORTEL NETWORKS CORP NEW       COM              656568102   276031   3979203 SH       DEFINED 06 07 09         0        0  3979203
NORTEL NETWORKS CORP NEW       COM              656568102  1361702  19630000 SH       DEFINED 10 11 12         0        0 19630000
NORTEL NETWORKS CORP NEW       COM              656568102  3158906  45538086 SH       DEFINED 13 15 16         0        0 45538086
NORTEL NETWORKS CORP NEW       COM              656568102   434888   6269249 SH       DEFINED 18 19 20         0        0  6269249
NORTEL NETWORKS CORP NEW       COM              656568102   488393   7040568 SH       DEFINED 21 22 23         0        0  7040568
NORTEL NETWORKS CORP NEW       COM              656568102   758771  10938280 SH       DEFINED 26 27 28         0        0 10938280
NORTEL NETWORKS CORP NEW       COM              656568102   157868   2275790 SH       DEFINED 29 30 32         0        0  2275790
NORTEL NETWORKS CORP NEW       COM              656568102   280687   4046324 SH       DEFINED 34               0        0  4046324
NORTEL NETWORKS CORP NEW       COM              656568102   384576   5611850 SH       DEFINED 37 03      4829093        0   782757
NORTH FORK BANCORPORATION NY   COM              659424105     2504    165600 SH       DEFINED 15               0        0   165600
NORTHEAST UTILS                COM              664397106     2823    129800 SH       DEFINED 32               0        0   129800
NORTHEAST UTILS                COM              664397106        4       200 SH       DEFINED 37             200        0        0
NORTHN STS PWR CO MINN         COM              665772109    34498   1708900 SH       DEFINED 09 20 28         0        0  1708900
NORTHN STS PWR CO MINN         COM              665772109     6649    329400 SH       DEFINED 30 32            0        0   329400
NORTHN STS PWR CO MINN         COM              665772109     2408    119328 SH       DEFINED 03          119328        0        0
NORTHERN TR CORP               COM              665859104    33110    508900 SH       DEFINED 02 11 12         0        0   508900
NORTHERN TR CORP               COM              665859104   181290   2786400 SH       DEFINED 15 16 18         0        0  2786400
NORTHERN TR CORP               COM              665859104   104826   1611170 SH       DEFINED 20 23 28         0        0  1611170
NORTHERN TR CORP               COM              665859104    18874    290100 SH       DEFINED 32 34            0        0   290100
NORTHERN TR CORP               COM              665859104    44402    682460 SH       DEFINED 37 03       514200        0   168260
NORTHROP GRUMMAN CORP          COM              666807102    40266    607800 SH       DEFINED 02 07 11         0        0   607800
NORTHROP GRUMMAN CORP          COM              666807102    44545    672380 SH       DEFINED 15 16 20         0        0   672380
NORTHROP GRUMMAN CORP          COM              666807102    48262    728490 SH       DEFINED 23 28 32         0        0   728490
NORTHROP GRUMMAN CORP          COM              666807102       46       700 SH       DEFINED 34               0        0      700
NORTHROP GRUMMAN CORP          COM              666807102    13532    204263 SH       DEFINED 03          198263        0     6000
NORTHWEST AIRLS CORP           CL A             667280101    39275   1290360 SH       DEFINED 09 13 15         0        0  1290360
NORTHWEST AIRLS CORP           CL A             667280101     2338     76700 SH       DEFINED 23 28 30         0        0    76700
NORTHWEST AIRLS CORP           CL A             667280101       56      1850 SH       DEFINED 34               0        0     1850
NORTHWEST AIRLS CORP           CL A             667280101    11243    369400 SH       DEFINED 03          361700        0     7700
NORTHWEST NAT GAS CO           COM              667655104      512     22900 SH       DEFINED 15               0        0    22900
NOVA CHEMICALS CORP            COM              66977W109     4976    237030 SH       DEFINED 02 07 15         0        0   237030
NOVA CHEMICALS CORP            COM              66977W109     4755    226400 SH       DEFINED 19 21            0        0   226400
NOVA CHEMICALS CORP            COM              66977W109     1036     49340 SH       DEFINED 03           49340        0        0
NOVA CORP GA                   COM              669784100    46778   1674400 SH       DEFINED 20 32            0        0  1674400
NOVADIGM INC                   COM              669937104     1283     65000 SH       DEFINED 26               0        0    65000
NOVADIGM INC                   COM              669937104     1402     71000 SH       DEFINED 03           71000        0        0
NOVAMERICAN STL INC            COM              669959108     8537    962000 SH       DEFINED 02               0        0   962000
NUANCE COMMUNICATIONS INC      COM              669967101     5640     67700 SH       DEFINED 02 10 12         0        0    67700
NUANCE COMMUNICATIONS INC      COM              669967101    29209    350600 SH       DEFINED 13 16 20         0        0   350600
NUANCE COMMUNICATIONS INC      COM              669967101    18670    224100 SH       DEFINED 22 23 26         0        0   224100
NUANCE COMMUNICATIONS INC      COM              669967101    18995    228000 SH       DEFINED 28 32            0        0   228000
NUANCE COMMUNICATIONS INC      COM              669967101     7789     93500 SH       DEFINED 03           93500        0        0
NOVELL INC                     COM              670006105    65305   7060000 SH       DEFINED 12 13            0        0  7060000
NOVELL INC                     COM              670006105     2377    257003 SH       DEFINED 37 03       257003        0        0
NOVELLUS SYS INC               COM              670008101    42721    755300 SH       DEFINED 05 09 13         0        0   755300
NOVELLUS SYS INC               COM              670008101   335653   5934200 SH       DEFINED 15 16 20         0        0  5934200
NOVELLUS SYS INC               COM              670008101     8826    155700 SH       DEFINED 23 26 28         0        0   155700
NOVELLUS SYS INC               COM              670008101    16473    291250 SH       DEFINED 30 32            0        0   291250
NOVELLUS SYS INC               COM              670008101    35056    619786 SH       DEFINED 03          421786        0   198000
NOVEN PHARMACEUTICALS INC      COM              670009109     1182     39500 SH       DEFINED 09 26 28         0        0    39500
NOVEN PHARMACEUTICALS INC      COM              670009109       32      1100 SH       DEFINED 30               0        0     1100
NOVOSTE CORP                   COM              67010C100    20855    341900 SH       DEFINED 04 05 09         0        0   341900
NOVOSTE CORP                   COM              67010C100    28920    474100 SH       DEFINED 13 15 20         0        0   474100
NOVOSTE CORP                   COM              67010C100     5544     90900 SH       DEFINED 26 28 29         0        0    90900
NOVOSTE CORP                   COM              67010C100     6289    103100 SH       DEFINED 30 32 34         0        0   103100
NOVOSTE CORP                   COM              67010C100     5615     92050 SH       DEFINED 03           69050        0    23000
NOVO-NORDISK A S               ADR              670100205        2        30 SH       DEFINED 37              30        0        0
NUCOR CORP                     COM              670346105   137897   4155100 SH       DEFINED 07 09 10         0        0  4155100
NUCOR CORP                     COM              670346105    18392    554200 SH       DEFINED 12 15 18         0        0   554200
NUCOR CORP                     COM              670346105    27625    832400 SH       DEFINED 22 28            0        0   832400
NUCOR CORP                     COM              670346105     6099    183799 SH       DEFINED 03          100099        0    83700
NUEVO ENERGY CO                COM              670509108     1883     99800 SH       DEFINED 15               0        0    99800
NUEVO ENERGY CO                COM              670509108     3546    187900 SH       DEFINED 03          187900        0        0
NUMERICAL TECHNOLOGIES INC     COM              67053T101    23054    474200 SH       DEFINED 10 15 16         0        0   474200
NUMERICAL TECHNOLOGIES INC     COM              67053T101     1880     38700 SH       DEFINED 26 34            0        0    38700
NUVEEN CA INVT QUALITY MUN FD  COM              67062A101        7       519 SH       DEFINED 37             519        0        0
NUVEEN MUN ADVANTAGE FD INC    COM              67062H106      400     32000 SH       DEFINED 37           32000        0        0
NUVEEN MUN MKT OPPORTUNITY FD  COM              67062W103      636     49668 SH       DEFINED 37           49668        0        0
NUVEEN PREM INCOME MUN FD 2    COM              67063W102       19      1500 SH       DEFINED 37            1500        0        0
NVIDIA CORP                    COM              67066G104    62844    988700 SH       DEFINED 02 04 06         0        0   988700
NVIDIA CORP                    COM              67066G104    35690    561500 SH       DEFINED 09 13 15         0        0   561500
NVIDIA CORP                    COM              67066G104    82319   1295100 SH       DEFINED 20 28 30         0        0  1295100
NVIDIA CORP                    COM              67066G104    22094    347600 SH       DEFINED 32 34            0        0   347600
NVIDIA CORP                    COM              67066G104    11117    174900 SH       DEFINED 03          140700        0    34200
OGE ENERGY CORP                COM              670837103        8       400 SH       DEFINED 37             400        0        0
OM GROUP INC                   COM              670872100     7112    161650 SH       DEFINED 03          161650        0        0
NUVEEN MUN VALUE FD INC        COM              670928100       25      2959 SH       DEFINED 37            2959        0        0
NUVEEN QUALITY INCOME MUN FD   COM              670977107       51      3974 SH       DEFINED 37            3974        0        0
OSI PHARMACEUTICALS INC        COM              671040103    10075    349700 SH       DEFINED 15               0        0   349700
OTG SOFTWARE INC               COM              671059103     1456     51000 SH       DEFINED 26               0        0    51000
OAK TECHNOLOGY INC             COM              671802106    11400    528700 SH       DEFINED 02 10 15         0        0   528700
OAK TECHNOLOGY INC             COM              671802106    25376   1176900 SH       DEFINED 20 26 32         0        0  1176900
OAK TECHNOLOGY INC             COM              671802106     2695    125000 SH       DEFINED 34               0        0   125000
OAK TECHNOLOGY INC             COM              671802106    11857    549900 SH       DEFINED 03          549900        0        0
OAKLEY INC                     COM              673662102     5125    445700 SH       DEFINED 28               0        0   445700
OAKWOOD HOMES CORP             COM              674098108     4604   2540500 SH       DEFINED 07               0        0  2540500
OCCIDENTAL PETE CORP DEL       COM              674599105   139033   6601000 SH       DEFINED 02 09 10         0        0  6601000
OCCIDENTAL PETE CORP DEL       COM              674599105    81947   3890700 SH       DEFINED 12 15 22         0        0  3890700
OCCIDENTAL PETE CORP DEL       COM              674599105     5499    261100 SH       DEFINED 32 34            0        0   261100
OCCIDENTAL PETE CORP DEL       COM              674599105    17602    835658 SH       DEFINED 37 03       348358        0   487300
OCEAN ENERGY INC TEX           COM              67481E106    20844   1469200 SH       DEFINED 02 09 12         0        0  1469200
OCEAN ENERGY INC TEX           COM              67481E106     7655    539600 SH       DEFINED 15 23 28         0        0   539600
OCEAN ENERGY INC TEX           COM              67481E106     4285    302090 SH       DEFINED 30 32 34         0        0   302090
OCEAN ENERGY INC TEX           COM              67481E106    13374    942670 SH       DEFINED 03          671970        0   270700
OCEANEERING INTL INC           COM              675232102    10415    548200 SH       DEFINED 15 28            0        0   548200
OCEANEERING INTL INC           COM              675232102     4964    261300 SH       DEFINED 03          261300        0        0
OCTEL CORP                     COM              675727101    11500   1472000 SH       DEFINED 07               0        0  1472000
OCULAR SCIENCES INC            COM              675744106    19093   1625000 SH       DEFINED 07               0        0  1625000
OFFICE DEPOT INC               LYON SUB ZERO 08 676220AB2     2815   4000000 PRN      DEFINED 11               0        0        0
OFFICE DEPOT INC               COM              676220106    75436  12069900 SH       DEFINED 02 10 15         0        0 12069900
OFFICE DEPOT INC               COM              676220106       14      2300 SH       DEFINED 34               0        0     2300
OFFICE DEPOT INC               COM              676220106     1583    253294 SH       DEFINED 03          253294        0        0
OFFSHORE LOGISTICS INC         COM              676255102     2284    158900 SH       DEFINED 15               0        0   158900
OGDEN CORP                     COM              676346109    21485   2387300 SH       DEFINED 02 12 15         0        0  2387300
OGDEN CORP                     COM              676346109        6       700 SH       DEFINED 34               0        0      700
OGDEN CORP                     COM              676346109    15120   1680000 SH       DEFINED 03         1165200        0   514800
OILGEAR CO                     COM              678042102     1448    172900 SH       DEFINED 07               0        0   172900
OLD DOMINION FGHT LINES INC    COM              679580100     8104    831200 SH       DEFINED 07               0        0   831200
OLD KENT FINL CORP             COM              679833103     1123     42000 SH       DEFINED 15               0        0    42000
OLD KENT FINL CORP             COM              679833103     2551     95394 SH       DEFINED 03           95394        0        0
OLD REP INTL CORP              COM              680223104        1       100 SH       DEFINED 37             100        0        0
OLIN CORP                      COM PAR $1       680665205    61762   3743200 SH       DEFINED 09 18 22         0        0  3743200
OLIN CORP                      COM PAR $1       680665205     2823    171100 SH       DEFINED 03          124400        0    46700
OMNICARE INC                   COM              681904108     7627    841620 SH       DEFINED 15 23 28         0        0   841620
OMNICARE INC                   COM              681904108      555     61300 SH       DEFINED 03            6800        0    54500
OMNICOM GROUP INC              COM              681919106    77996    875750 SH       DEFINED 02 04 05         0        0   875750
OMNICOM GROUP INC              COM              681919106   689118   7737476 SH       DEFINED 06 07 10         0        0  7737476
OMNICOM GROUP INC              COM              681919106    73052    820239 SH       DEFINED 11 12 15         0        0   820239
OMNICOM GROUP INC              COM              681919106   430009   4828180 SH       DEFINED 16 19 20         0        0  4828180
OMNICOM GROUP INC              COM              681919106    96523   1083770 SH       DEFINED 23 27 28         0        0  1083770
OMNICOM GROUP INC              COM              681919106    22291    250290 SH       DEFINED 30 32 34         0        0   250290
OMNICOM GROUP INC              COM              681919106   117430   1318523 SH       DEFINED 37 03       949523        0   369000
OMEGA HEALTHCARE INVS INC      COM              681936100      284     63300 SH       DEFINED 03           63300        0        0
1-800 CONTACTS INC             COM              681977104      540     11500 SH       DEFINED 02               0        0    11500
OMNOVA SOLUTIONS INC           COM              682129101    21876   3500300 SH       DEFINED 12 03            0        0  3500300
ON ASSIGNMENT INC              COM              682159108      610     20000 SH       DEFINED 03           20000        0        0
ONDISPLAY INC                  COM              68232L100    41915    514700 SH       DEFINED 05 06 11         0        0   514700
ONDISPLAY INC                  COM              68232L100    87508   1074400 SH       DEFINED 13 16 26         0        0  1074400
ONDISPLAY INC                  COM              68232L100     1783     21900 SH       DEFINED 28               0        0    21900
ONE PRICE CLOTHING STORES INC  COM              682411103     2622   1048900 SH       DEFINED 07               0        0  1048900
ONEOK INC NEW                  COM              682680103      282     10900 SH       DEFINED 15               0        0    10900
ONEOK INC NEW                  COM              682680103      629     24259 SH       DEFINED 03           24259        0        0
ONI SYSTEMS CORP               COM              68273F103     6868     58600 SH       DEFINED 04 10 11         0        0    58600
ONI SYSTEMS CORP               COM              68273F103    75478    644000 SH       DEFINED 12 13 15         0        0   644000
ONTRACK DATA INTL INC          COM              683372106     2210    282900 SH       DEFINED 07               0        0   282900
OPEN MKT INC                   COM              68370M100     2993    216700 SH       DEFINED 13               0        0   216700
OPEN MKT INC                   COM              68370M100     4404    318900 SH       DEFINED 03          318900        0        0
OPEN JT STK CO-VIMPEL COMMUNIC SPONSORED ADR    68370R109     4225    191000 SH       DEFINED 19 21            0        0   191000
ORACLE CORP                    COM              68389X105   206827   2460400 SH       DEFINED 02 04 05         0        0  2460400
ORACLE CORP                    COM              68389X105  1784621  21229700 SH       DEFINED 06 07 10         0        0 21229700
ORACLE CORP                    COM              68389X105   488736   5813968 SH       DEFINED 12 13 15         0        0  5813968
ORACLE CORP                    COM              68389X105  1383398  16456780 SH       DEFINED 16 19 20         0        0 16456780
ORACLE CORP                    COM              68389X105   369782   4398900 SH       DEFINED 22 23 26         0        0  4398900
ORACLE CORP                    COM              68389X105   812075   9660380 SH       DEFINED 27 28 30         0        0  9660380
ORACLE CORP                    COM              68389X105   204683   2434900 SH       DEFINED 32 34            0        0  2434900
ORACLE CORP                    COM              68389X105   487188   5796115 SH       DEFINED 37 03      5030871        0   765244
OPUS360 CORP                   COM              68400F109       11      3240 SH       DEFINED 09 28 30         0        0     3240
OPUS360 CORP                   COM              68400F109        0        65 SH       DEFINED 03               0        0       65
ORATEC INTERVENTIONS INC       COM              68554M108    10750    322100 SH       DEFINED 15 20 26         0        0   322100
ORATEC INTERVENTIONS INC       COM              68554M108     2249     67400 SH       DEFINED 32               0        0    67400
ORATEC INTERVENTIONS INC       COM              68554M108      313      9400 SH       DEFINED 03            9400        0        0
ORBITAL SCIENCES CORP          COM              685564106     8531    700000 SH       DEFINED 02               0        0   700000
ORGANOGENESIS INC              COM              685906109     1135     99300 SH       DEFINED 26               0        0    99300
OREGON STL MLS INC             COM              686079104      561    290000 SH       DEFINED 28               0        0   290000
O REILLY AUTOMOTIVE INC        COM              686091109     6451    465000 SH       DEFINED 07               0        0   465000
ORIOLE HOMES CORP              CL B             686264201      392    261800 SH       DEFINED 07               0        0   261800
ORTHODONTIC CTRS AMER INC      COM              68750P103      563     24900 SH       DEFINED 15               0        0    24900
OSHKOSH TRUCK CORP             COM              688239201       71      2000 SH       DEFINED 15               0        0     2000
OSHKOSH TRUCK CORP             COM              688239201     2196     61445 SH       DEFINED 37 03        61445        0        0
OSHMANS SPORTING GOODS INC     COM              688260108      293    100000 SH       DEFINED 12               0        0   100000
OUTBACK STEAKHOUSE INC         COM              689899102    26298    899100 SH       DEFINED 02 06 07         0        0   899100
OUTBACK STEAKHOUSE INC         COM              689899102    13348    456350 SH       DEFINED 12 13 15         0        0   456350
OUTBACK STEAKHOUSE INC         COM              689899102    65568   2241670 SH       DEFINED 19 20 22         0        0  2241670
OUTBACK STEAKHOUSE INC         COM              689899102    54080   1848900 SH       DEFINED 26 28 32         0        0  1848900
OUTBACK STEAKHOUSE INC         COM              689899102      121      4150 SH       DEFINED 34               0        0     4150
OUTBACK STEAKHOUSE INC         COM              689899102    22808    780047 SH       DEFINED 37 03       773247        0     6800
OVERSEAS SHIPHOLDING GROUP INC COM              690368105    10226    415300 SH       DEFINED 02 15 19         0        0   415300
OVERSEAS SHIPHOLDING GROUP INC COM              690368105    44952   1825500 SH       DEFINED 21 22 29         0        0  1825500
OVERSEAS SHIPHOLDING GROUP INC COM              690368105     3196    129800 SH       DEFINED 34 03            0        0   129800
OWENS CORNING                  COM              69073F103     2559    276700 SH       DEFINED 07 15            0        0   276700
OWENS CORNING                  COM              69073F103      510     55156 SH       DEFINED 03           55156        0        0
OWENS ILL INC                  COM NEW          690768403    36212   3098400 SH       DEFINED 07 09 10         0        0  3098400
OWENS ILL INC                  COM NEW          690768403    81628   6984270 SH       DEFINED 15 16 22         0        0  6984270
OWENS ILL INC                  COM NEW          690768403    30964   2649400 SH       DEFINED 28 34            0        0  2649400
OWENS ILL INC                  COM NEW          690768403    15092   1291289 SH       DEFINED 37 03      1020289        0   271000
OWENS ILL INC                  PFD CONV $.01    690768502    18997    894000 SH       DEFINED 11 12 03         0        0   894000
OXFORD HEALTH PLANS INC        COM              691471106    23938   1005300 SH       DEFINED 02 12 13         0        0  1005300
OXFORD HEALTH PLANS INC        COM              691471106    30710   1289700 SH       DEFINED 15 20 23         0        0  1289700
OXFORD HEALTH PLANS INC        COM              691471106     8448    354800 SH       DEFINED 28 32 34         0        0   354800
OXFORD HEALTH PLANS INC        COM              691471106    18323    769500 SH       DEFINED 03          708900        0    60600
P & F INDS INC                 CL A NEW         692830508     3038    357500 SH       DEFINED 07               0        0   357500
P A M TRANSN SVCS INC          COM              693149106     4675    492200 SH       DEFINED 07               0        0   492200
P C CONNECTION                 COM              69318J100     5734    100600 SH       DEFINED 02 26            0        0   100600
PC HLDGS S A                   SP ADR B REP1S   693200107     1183     64617 SH       DEFINED 02 07 19         0        0    64617
PC HLDGS S A                   SP ADR B REP1S   693200107    10174    555613 SH       DEFINED 21               0        0   555613
PC-TEL INC                     COM              69325Q105     1520     40000 SH       DEFINED 02 28            0        0    40000
P-COM INC                      COM              693262107    11322   1990700 SH       DEFINED 13 15            0        0  1990700
PECO ENERGY CO                 COM              693304107    31467    780600 SH       DEFINED 09 11 28         0        0   780600
PECO ENERGY CO                 COM              693304107     4998    124000 SH       DEFINED 30 32            0        0   124000
PECO ENERGY CO                 COM              693304107    10092    250293 SH       DEFINED 37 03       233493        0    16800
PG&E CORP                      COM              69331C108    96158   3904898 SH       DEFINED 02 07 09         0        0  3904898
PG&E CORP                      COM              69331C108    50746   2060778 SH       DEFINED 12 22 23         0        0  2060778
PG&E CORP                      COM              69331C108    12981    527113 SH       DEFINED 37 03       375987        0   151126
PE CORP                        COM PE BIO GRP   69332S102   463845   7041300 SH       DEFINED 02 09 13         0        0  7041300
PE CORP                        COM PE BIO GRP   69332S102    31433    477170 SH       DEFINED 15 28 30         0        0   477170
PE CORP                        COM PE BIO GRP   69332S102     9538    144800 SH       DEFINED 34               0        0   144800
PE CORP                        COM PE BIO GRP   69332S102    21395    324790 SH       DEFINED 37 03       302850        0    21940
PE CORP                        CELERA GEN GRP   69332S201    53126    568200 SH       DEFINED 02 09 10         0        0   568200
PE CORP                        CELERA GEN GRP   69332S201   477026   5101890 SH       DEFINED 13 15 23         0        0  5101890
PE CORP                        CELERA GEN GRP   69332S201     6541     69960 SH       DEFINED 26 28 30         0        0    69960
PE CORP                        CELERA GEN GRP   69332S201     6301     67400 SH       DEFINED 34               0        0    67400
PE CORP                        CELERA GEN GRP   69332S201    38175    408294 SH       DEFINED 03          386094        0    22200
PMC-SIERRA INC                 COM              69344F106    38202    215000 SH       DEFINED 02 05 07         0        0   215000
PMC-SIERRA INC                 COM              69344F106   480644   2705000 SH       DEFINED 09 10 11         0        0  2705000
PMC-SIERRA INC                 COM              69344F106   683883   3848800 SH       DEFINED 12 13 15         0        0  3848800
PMC-SIERRA INC                 COM              69344F106   149204    839700 SH       DEFINED 16 19 21         0        0   839700
PMC-SIERRA INC                 COM              69344F106    56326    317000 SH       DEFINED 22 23 26         0        0   317000
PMC-SIERRA INC                 COM              69344F106    48485    272870 SH       DEFINED 28 30 32         0        0   272870
PMC-SIERRA INC                 COM              69344F106    27008    152000 SH       DEFINED 34               0        0   152000
PMC-SIERRA INC                 COM              69344F106    84334    474620 SH       DEFINED 37 03       401470        0    73150
PMI GROUP INC                  COM              69344M101    31416    661400 SH       DEFINED 02 06 07         0        0   661400
PMI GROUP INC                  COM              69344M101    38045    800960 SH       DEFINED 12 15 18         0        0   800960
PMI GROUP INC                  COM              69344M101    23526    495300 SH       DEFINED 20 28 30         0        0   495300
PMI GROUP INC                  COM              69344M101     6262    131850 SH       DEFINED 32 34            0        0   131850
PMI GROUP INC                  COM              69344M101    14057    295950 SH       DEFINED 03          272250        0    23700
PNC FINL SVCS GROUP INC        COM              693475105    47732   1018300 SH       DEFINED 02 06 07         0        0  1018300
PNC FINL SVCS GROUP INC        COM              693475105   227878   4861400 SH       DEFINED 09 10 11         0        0  4861400
PNC FINL SVCS GROUP INC        COM              693475105   183295   3910300 SH       DEFINED 12 15 16         0        0  3910300
PNC FINL SVCS GROUP INC        COM              693475105    26272    560480 SH       DEFINED 19 20 22         0        0   560480
PNC FINL SVCS GROUP INC        COM              693475105    17493    373200 SH       DEFINED 28 30 32         0        0   373200
PNC FINL SVCS GROUP INC        COM              693475105     4856    103600 SH       DEFINED 34               0        0   103600
PNC FINL SVCS GROUP INC        COM              693475105    48619   1036664 SH       DEFINED 37 03       828364        0   208300
PPG INDS INC                   COM              693506107    96065   2167900 SH       DEFINED 02 07 11         0        0  2167900
PPG INDS INC                   COM              693506107      985     22230 SH       DEFINED 15 34            0        0    22230
PPG INDS INC                   COM              693506107    19845    447850 SH       DEFINED 37 03       399750        0    48100
PPL CORP                       COM              69351T106    26123   1190800 SH       DEFINED 02 12 32         0        0  1190800
PPL CORP                       COM              69351T106     4104    187087 SH       DEFINED 03          110787        0    76300
PRI AUTOMATION INC             COM              69357H106    82261   1258000 SH       DEFINED 12 15 28         0        0  1258000
PRI AUTOMATION INC             COM              69357H106     7590    116160 SH       DEFINED 37 03       114060        0     2100
PS BUSINESS PKS INC CALIF      COM              69360J107        3       148 SH       DEFINED 03             148        0        0
PSC INC                        COM              69361E107      650     80000 SH       DEFINED 07               0        0    80000
PSS WORLD MED INC              COM              69366A100       83     12500 SH       DEFINED 15               0        0    12500
PAC-WEST TELECOM INC           COM              69371Y101       23      1170 SH       DEFINED 28 03            0        0     1170
PACCAR INC                     COM              693718108      142      3600 SH       DEFINED 15               0        0     3600
PACCAR INC                     COM              693718108     2974     74936 SH       DEFINED 03           74936        0        0
PACIFIC GULF PPTYS INC         COM              694396102     1328     53000 SH       DEFINED 26               0        0    53000
PACIFIC SUNWEAR CALIF INC      COM              694873100       24      1300 SH       DEFINED 02 15 34         0        0     1300
PACIFIC SUNWEAR CALIF INC      COM              694873100      733     39125 SH       DEFINED 03           39125        0        0
PACIFICARE HEALTH SYS DEL      COM              695112102     1099     17900 SH       DEFINED 13               0        0    17900
PACIFICARE HEALTH SYS DEL      COM              695112102     1591     26435 SH       DEFINED 37 03        26435        0        0
PACKAGING CORP AMER            COM              695156109      716     70800 SH       DEFINED 02 13 15         0        0    70800
PACKAGING CORP AMER            COM              695156109     5913    584000 SH       DEFINED 22 25 27         0        0   584000
PACKAGING CORP AMER            COM              695156109      624     61700 SH       DEFINED 34               0        0    61700
PACKAGING CORP AMER            COM              695156109      885     87500 SH       DEFINED 03           87500        0        0
PACKETEER INC                  COM              695210104     2673     91800 SH       DEFINED 11 26            0        0    91800
PACTIV CORP                    COM              695257105     1038    131925 SH       DEFINED 03          131925        0        0
PAINE WEBBER GROUP INC         COM              695629105    10319    226800 SH       DEFINED 02 11 13         0        0   226800
PAINE WEBBER GROUP INC         COM              695629105    12567    276200 SH       DEFINED 15 23            0        0   276200
PAINE WEBBER GROUP INC         COM              695629105    10342    227261 SH       DEFINED 37 03       227261        0        0
PALL CORP                      COM              696429307     2808    151800 SH       DEFINED 12 15            0        0   151800
PALL CORP                      COM              696429307     2024    109431 SH       DEFINED 03           95631        0    13800
PALM INC                       COM              696642107    65255   1954970 SH       DEFINED 10 15 16         0        0  1954970
PALM INC                       COM              696642107    56714   1699300 SH       DEFINED 20 32            0        0  1699300
PAN AMERICAN SILVER CORP       COM              697900108     1286    362800 SH       DEFINED 03          362800        0        0
PANAMSAT CORP NEW              COM              697933109     1900     43500 SH       DEFINED 15 34            0        0    43500
PANAMSAT CORP NEW              COM              697933109     3154     72200 SH       DEFINED 03           72200        0        0
PAN PACIFIC RETAIL PPTYS INC   COM              69806L104      535     26600 SH       DEFINED 09               0        0    26600
PAPA JOHNS INTL INC            COM              698813102    18225    743900 SH       DEFINED 02 07 13         0        0   743900
PAPA JOHNS INTL INC            COM              698813102    19906    812500 SH       DEFINED 15 26 34         0        0   812500
PAPA JOHNS INTL INC            COM              698813102     2013     82200 SH       DEFINED 03           82200        0        0
PARAMETRIC TECHNOLOGY CORP     COM              699173100    10450    950000 SH       DEFINED 12               0        0   950000
PARAMETRIC TECHNOLOGY CORP     COM              699173100     4373    397571 SH       DEFINED 03          207571        0   190000
PARK PL ENTMT CORP             COM              700690100    48656   3992300 SH       DEFINED 02 09 10         0        0  3992300
PARK PL ENTMT CORP             COM              700690100     5948    488100 SH       DEFINED 11 13 15         0        0   488100
PARK PL ENTMT CORP             COM              700690100    53032   4351400 SH       DEFINED 20 21 28         0        0  4351400
PARK PL ENTMT CORP             COM              700690100    13664   1121200 SH       DEFINED 29 30 32         0        0  1121200
PARK PL ENTMT CORP             COM              700690100       29      2400 SH       DEFINED 34               0        0     2400
PARK PL ENTMT CORP             COM              700690100      966     79300 SH       DEFINED 03           79300        0        0
PARKER DRILLING CO             COM              701081101     2605    421100 SH       DEFINED 15 28            0        0   421100
PARKER HANNIFIN CORP           COM              701094104    24694    721000 SH       DEFINED 02 04 06         0        0   721000
PARKER HANNIFIN CORP           COM              701094104    84631   2471007 SH       DEFINED 07 08 09         0        0  2471007
PARKER HANNIFIN CORP           COM              701094104    18088    528120 SH       DEFINED 11 12 15         0        0   528120
PARKER HANNIFIN CORP           COM              701094104    87475   2554020 SH       DEFINED 16 19 22         0        0  2554020
PARKER HANNIFIN CORP           COM              701094104     4181    122100 SH       DEFINED 28 32 34         0        0   122100
PARKER HANNIFIN CORP           COM              701094104    23505    686287 SH       DEFINED 03          531737        0   154550
PARKWAY PPTYS INC              COM              70159Q104      884     29000 SH       DEFINED 26               0        0    29000
PARTSBASE COM INC              COM              70214P109      138     25100 SH       DEFINED 26               0        0    25100
PATHOGENESIS CORP              COM              70321E104     7800    300000 SH       DEFINED 28               0        0   300000
PATINA OIL & GAS CORP          COM              703224105     1025     49400 SH       DEFINED 02 07 15         0        0    49400
PATINA OIL & GAS CORP          COM              703224105     4336    209000 SH       DEFINED 26               0        0   209000
PATINA OIL & GAS CORP          COM              703224105     8393    404500 SH       DEFINED 03          404500        0        0
PATRICK INDS INC               COM              703343103     2594    415100 SH       DEFINED 07               0        0   415100
PATTERSON DENTAL CO            COM              703412106   109395   2145000 SH       DEFINED 02 15 20         0        0  2145000
PATTERSON DENTAL CO            COM              703412106    25408    498200 SH       DEFINED 23 32 34         0        0   498200
PATTERSON DENTAL CO            COM              703412106    13856    271700 SH       DEFINED 03          271700        0        0
PATTERSON ENERGY INC           COM              703414102     2821     99000 SH       DEFINED 26               0        0    99000
PAULA FINL DEL                 COM              703588103     1571    591800 SH       DEFINED 07               0        0   591800
PAYCHEX INC                    COM              704326107    16883    401987 SH       DEFINED 15 20 21         0        0   401987
PAYCHEX INC                    COM              704326107     5455    129900 SH       DEFINED 29 32            0        0   129900
PAYCHEX INC                    COM              704326107    12921    309331 SH       DEFINED 37 03       309331        0        0
PAYLESS SHOESOURCE INC         COM              704379106    37927    740052 SH       DEFINED 02 08 12         0        0   740052
PAYLESS SHOESOURCE INC         COM              704379106        1        28 SH       DEFINED 15 34            0        0       28
PAYLESS SHOESOURCE INC         COM              704379106        8       160 SH       DEFINED 37             160        0        0
PAYLESS SHOESOURCE INC         COM              704379106     7620    148700 SH       DEFINED 03               0        0   148700
PCORDER COM INC                CL A             70453H107       24      3100 SH       DEFINED 03               0        0     3100
PEGASUS COMMUNICATIONS CORP    CL A             705904100    49616   1011300 SH       DEFINED 05 06 09         0        0  1011300
PEGASUS COMMUNICATIONS CORP    CL A             705904100    15961    325324 SH       DEFINED 11 26 28         0        0   325324
PEGASUS COMMUNICATIONS CORP    CL A             705904100    16491    336140 SH       DEFINED 30               0        0   336140
PEGASUS COMMUNICATIONS CORP    CL A             705904100     3292     67100 SH       DEFINED 03           39500        0    27600
PEGASUS SOLUTIONS INC          COM              705906105    31297   2877940 SH       DEFINED 12 15 28         0        0  2877940
PEGASUS SOLUTIONS INC          COM              705906105     2379    218850 SH       DEFINED 03          218850        0        0
PENN ENGR & MFG CORP           COM NON VTG      707389300      193      5500 SH       DEFINED 07               0        0     5500
PENN NATL GAMING INC           COM              707569109      802     58900 SH       DEFINED 02 21            0        0    58900
PENN TREATY AMERN CORP         COM              707874103      146      8600 SH       DEFINED 26               0        0     8600
PENN VA CORP                   COM              707882106     1578     64100 SH       DEFINED 07 15            0        0    64100
PENNEY J C INC                 COM              708160106    33370   1809900 SH       DEFINED 07 09 12         0        0  1809900
PENNEY J C INC                 COM              708160106    53647   2909700 SH       DEFINED 13 15 20         0        0  2909700
PENNEY J C INC                 COM              708160106    18065    979800 SH       DEFINED 22 32            0        0   979800
PENNEY J C INC                 COM              708160106    15146    821530 SH       DEFINED 03          683430        0   138100
PENTAIR INC                    COM              709631105    54009   1521400 SH       DEFINED 09 12 22         0        0  1521400
PENTAIR INC                    COM              709631105     8165    230000 SH       DEFINED 28               0        0   230000
PENTAIR INC                    COM              709631105     9066    255400 SH       DEFINED 03           11800        0   243600
PEOPLES ENERGY CORP            COM              711030106      883     27281 SH       DEFINED 03           27281        0        0
PEOPLESOFT INC                 COM              712713106    31191   1862200 SH       DEFINED 15 22 28         0        0  1862200
PEOPLESOFT INC                 COM              712713106     3470    207232 SH       DEFINED 37 03       207232        0        0
PEP BOYS MANNY MOE & JACK      COM              713278109    11956   1992700 SH       DEFINED 09 22            0        0  1992700
PEP BOYS MANNY MOE & JACK      COM              713278109      348     58000 SH       DEFINED 03           20000        0    38000
PEPSI BOTTLING GROUP INC       COM              713409100    39140   1341000 SH       DEFINED 02 06 12         0        0  1341000
PEPSI BOTTLING GROUP INC       COM              713409100    64241   2201000 SH       DEFINED 15 22 23         0        0  2201000
PEPSI BOTTLING GROUP INC       COM              713409100    65082   2229800 SH       DEFINED 28 32 34         0        0  2229800
PEPSI BOTTLING GROUP INC       COM              713409100     1760     60300 SH       DEFINED 03           25100        0    35200
PEPSICO INC                    COM              713448108   634163  14270900 SH       DEFINED 02 10 12         0        0 14270900
PEPSICO INC                    COM              713448108   522060  11748190 SH       DEFINED 13 15 16         0        0 11748190
PEPSICO INC                    COM              713448108   147683   3323400 SH       DEFINED 20 23 32         0        0  3323400
PEPSICO INC                    COM              713448108      617     13900 SH       DEFINED 34               0        0    13900
PEPSICO INC                    COM              713448108   113671   2559236 SH       DEFINED 37 03      2214216        0   345020
PER SE TECHNOLOGIES INC        COM NEW          713569309      365     39029 SH       DEFINED 09 11 22         0        0    39029
PER SE TECHNOLOGIES INC        COM NEW          713569309        8       958 SH       DEFINED 28               0        0      958
PERCEPTRON INC                 COM              71361F100     1075    315700 SH       DEFINED 07               0        0   315700
PEREGRINE SYSTEMS INC          COM              71366Q101   220303   6351100 SH       DEFINED 12 13 16         0        0  6351100
PERFORMANCE TECHNOLOGIES INC   COM              71376K102     9073   1067450 SH       DEFINED 28               0        0  1067450
PERICOM SEMICONDUCTOR CORP     COM              713831105     2318     34100 SH       DEFINED 26               0        0    34100
PERKINELMER INC                COM              714046109    45745    691800 SH       DEFINED 02 09 11         0        0   691800
PERKINELMER INC                COM              714046109    23372    353460 SH       DEFINED 13 15 20         0        0   353460
PERKINELMER INC                COM              714046109    21543    325800 SH       DEFINED 23 28 30         0        0   325800
PERKINELMER INC                COM              714046109     6877    104000 SH       DEFINED 32 34            0        0   104000
PERKINELMER INC                COM              714046109    28893    437025 SH       DEFINED 37 03       434125        0     2900
PERSONNEL GROUP AMER INC       COM              715338109     2937   1000000 SH       DEFINED 07               0        0  1000000
PERUSAHAAN PERS INDO SATELLITE SPONSORED ADR    715680104     1308    115000 SH       DEFINED 02               0        0   115000
PETCO ANIMAL SUPPLIES          COM              716016100     4655    237200 SH       DEFINED 26               0        0   237200
PETRO-CDA                      COM/VARIBL VTG   71644E102     6990    374390 SH       DEFINED 02 07 11         0        0   374390
PETRO-CDA                      COM/VARIBL VTG   71644E102    12382    663000 SH       DEFINED 15 19 21         0        0   663000
PETRO-CDA                      COM/VARIBL VTG   71644E102     3397    181900 SH       DEFINED 34               0        0   181900
PETRO-CDA                      COM/VARIBL VTG   71644E102      956     51180 SH       DEFINED 03           49780        0     1400
PETROLEUM DEV CORP             COM              716578109     8065   1573800 SH       DEFINED 07               0        0  1573800
PETROLEUM HELICOPTERS INC      COM VTG          716604103     2006    211200 SH       DEFINED 07               0        0   211200
PETROLEUM HELICOPTERS INC      COM NON VTG      716604202     2887    300000 SH       DEFINED 07               0        0   300000
PFIZER INC                     COM              717081103   467510   9739800 SH       DEFINED 02 04 05         0        0  9739800
PFIZER INC                     COM              717081103   519471  10822324 SH       DEFINED 06 07 08         0        0 10822324
PFIZER INC                     COM              717081103  2114541  44052958 SH       DEFINED 10 11 12         0        0 44052958
PFIZER INC                     COM              717081103  2587562  53907549 SH       DEFINED 13 15 16         0        0 53907549
PFIZER INC                     COM              717081103   681846  14205128 SH       DEFINED 19 20 21         0        0 14205128
PFIZER INC                     COM              717081103   899282  18735043 SH       DEFINED 22 23 26         0        0 18735043
PFIZER INC                     COM              717081103  1013860  21122102 SH       DEFINED 27 28 29         0        0 21122102
PFIZER INC                     COM              717081103   346533   7219443 SH       DEFINED 30 32 34         0        0  7219443
PFIZER INC                     COM              717081103   794119  16547958 SH       DEFINED 37 03     13472677        0  3075281
PHARMACOPEIA INC               COM              71713B104     6075    131000 SH       DEFINED 09 13 26         0        0   131000
PHARMACOPEIA INC               COM              71713B104     1154     24900 SH       DEFINED 28 30            0        0    24900
PHARMACOPEIA INC               COM              71713B104     1266     27300 SH       DEFINED 03           27300        0        0
PHARMACIA CORP                 COM              71713U102    31302    605620 SH       DEFINED 02 04 06         0        0   605620
PHARMACIA CORP                 COM              71713U102   299125   5787200 SH       DEFINED 07 10 11         0        0  5787200
PHARMACIA CORP                 COM              71713U102   208477   4033430 SH       DEFINED 12 13 15         0        0  4033430
PHARMACIA CORP                 COM              71713U102   242411   4689939 SH       DEFINED 16 19 20         0        0  4689939
PHARMACIA CORP                 COM              71713U102    17821    344789 SH       DEFINED 21 23 31         0        0   344789
PHARMACIA CORP                 COM              71713U102    31643    612200 SH       DEFINED 32               0        0   612200
PHARMACIA CORP                 COM              71713U102   106912   2068565 SH       DEFINED 37 03      1858693        0   209872
PHELPS DODGE CORP              COM              717265102    19002    511000 SH       DEFINED 02 06 07         0        0   511000
PHELPS DODGE CORP              COM              717265102    48172   1295400 SH       DEFINED 09 12 15         0        0  1295400
PHELPS DODGE CORP              COM              717265102    47097   1266500 SH       DEFINED 18 21 22         0        0  1266500
PHELPS DODGE CORP              COM              717265102      989     26600 SH       DEFINED 34               0        0    26600
PHELPS DODGE CORP              COM              717265102     6979    187676 SH       DEFINED 03           91376        0    96300
PHILADELPHIA CONS HLDG CORP    COM              717528103    18381   1093300 SH       DEFINED 07               0        0  1093300
PHILADELPHIA CONS HLDG CORP    COM              717528103     2350    139800 SH       DEFINED 03          139800        0        0
PHILADELPHIA SUBN CORP         COM PAR $0.50    718009608     3633    177221 SH       DEFINED 03          177221        0        0
PHILIP MORRIS COS INC          COM              718154107   164172   6180600 SH       DEFINED 02 04 05         0        0  6180600
PHILIP MORRIS COS INC          COM              718154107   518535  19521320 SH       DEFINED 06 07 08         0        0 19521320
PHILIP MORRIS COS INC          COM              718154107  1385157  52147100 SH       DEFINED 09 10 11         0        0 52147100
PHILIP MORRIS COS INC          COM              718154107   126081   4746600 SH       DEFINED 12 13 15         0        0  4746600
PHILIP MORRIS COS INC          COM              718154107   814476  30662640 SH       DEFINED 16 18 19         0        0 30662640
PHILIP MORRIS COS INC          COM              718154107   527302  19851400 SH       DEFINED 21 22 23         0        0 19851400
PHILIP MORRIS COS INC          COM              718154107   247535   9318990 SH       DEFINED 26 27 28         0        0  9318990
PHILIP MORRIS COS INC          COM              718154107    28253   1063660 SH       DEFINED 30 31 34         0        0  1063660
PHILIP MORRIS COS INC          COM              718154107   269883  10160072 SH       DEFINED 37 03      8620992        0  1539080
PHILIPS INTL RLTY CORP         COM              718333107     2872    165300 SH       DEFINED 09 35            0        0   165300
PHILIPS INTL RLTY CORP         COM              718333107     2948    169700 SH       DEFINED 03          169700        0        0
PHILLIPS PETE CO               COM              718507106    39566    780600 SH       DEFINED 02 12 15         0        0   780600
PHILLIPS PETE CO               COM              718507106     6062    119600 SH       DEFINED 23 34            0        0   119600
PHILLIPS PETE CO               COM              718507106    10920    215391 SH       DEFINED 37 03       196991        0    18400
PHOENIX INVT PARTNERS LTD      COM              719085102      681     64901 SH       DEFINED 15 26            0        0    64901
PHOENIX TECHNOLOGY LTD         COM              719153108     6443    395000 SH       DEFINED 07               0        0   395000
PHOENIX TECHNOLOGY LTD         COM              719153108     8342    511400 SH       DEFINED 03          511400        0        0
PHONE COM INC                  COM              71920Q100   111708   1715300 SH       DEFINED 02 09 10         0        0  1715300
PHONE COM INC                  COM              71920Q100   134704   2068400 SH       DEFINED 11 13 15         0        0  2068400
PHONE COM INC                  COM              71920Q100   103533   1589760 SH       DEFINED 16 19 28         0        0  1589760
PHONE COM INC                  COM              71920Q100    22728    349000 SH       DEFINED 30 34            0        0   349000
PHONE COM INC                  COM              71920Q100    37769    579950 SH       DEFINED 03          576850        0     3100
PHOTON DYNAMICS INC            COM              719364101    21285    285000 SH       DEFINED 02 09 13         0        0   285000
PHOTON DYNAMICS INC            COM              719364101     8327    111500 SH       DEFINED 28 30            0        0   111500
PHOTON DYNAMICS INC            COM              719364101     4600     61600 SH       DEFINED 03           60300        0     1300
PHOTOWORKS INC                 COM              71940B109     2637    879000 SH       DEFINED 07               0        0   879000
PIER 1 IMPORTS INC             COM              720279108     3719    381500 SH       DEFINED 26               0        0   381500
PIERCING PAGODA INC            COM              720773100    13267    915000 SH       DEFINED 07               0        0   915000
PILGRIMS PRIDE CORP            CL B             721467108       71     10000 SH       DEFINED 07               0        0    10000
PINNACLE HLDGS INC             COM              72346N101    58298   1079600 SH       DEFINED 05 06 09         0        0  1079600
PINNACLE HLDGS INC             COM              72346N101    49777    921800 SH       DEFINED 13 15 20         0        0   921800
PINNACLE HLDGS INC             COM              72346N101    18732    346900 SH       DEFINED 32 34 35         0        0   346900
PINNACLE HLDGS INC             COM              72346N101    16696    309200 SH       DEFINED 03          309200        0        0
PINNACLE SYS INC               COM              723481107    67205   2989000 SH       DEFINED 02 15 20         0        0  2989000
PINNACLE SYS INC               COM              723481107    65278   2903290 SH       DEFINED 21 26 29         0        0  2903290
PINNACLE SYS INC               COM              723481107    15961    709900 SH       DEFINED 32 34            0        0   709900
PINNACLE SYS INC               COM              723481107     8701    387000 SH       DEFINED 03          387000        0        0
PINNACLE WEST CAP CORP         COM              723484101     3810    112500 SH       DEFINED 32               0        0   112500
PINNACLE WEST CAP CORP         COM              723484101     2209     65212 SH       DEFINED 03           65212        0        0
PIONEER GROUP INC              COM              723684106     1500     35400 SH       DEFINED 15               0        0    35400
PIONEER NAT RES CO             COM              723787107     5465    428700 SH       DEFINED 02 15 34         0        0   428700
PIONEER NAT RES CO             COM              723787107    10179    798400 SH       DEFINED 03          798400        0        0
PITNEY BOWES INC               COM              724479100   234500   5862510 SH       DEFINED 02 06 07         0        0  5862510
PITNEY BOWES INC               COM              724479100   289576   7239420 SH       DEFINED 09 10 15         0        0  7239420
PITNEY BOWES INC               COM              724479100   479048  11976220 SH       DEFINED 16 18 19         0        0 11976220
PITNEY BOWES INC               COM              724479100    76832   1920800 SH       DEFINED 21 22 27         0        0  1920800
PITNEY BOWES INC               COM              724479100    29620    740500 SH       DEFINED 28 29 30         0        0   740500
PITNEY BOWES INC               COM              724479100       40      1000 SH       DEFINED 34               0        0     1000
PITNEY BOWES INC               COM              724479100    80141   2003638 SH       DEFINED 37 03      1548618        0   455020
PITTSTON CO                    COM BRINKS GRP   725701106    51736   3779809 SH       DEFINED 07 12 15         0        0  3779809
PITTSTON CO                    COM BRINKS GRP   725701106     1616    118100 SH       DEFINED 03               0        0   118100
PIVOTAL CORP                   COM              72581R106    11750    500000 SH       DEFINED 02               0        0   500000
PIXAR                          COM              725811103       71      2000 SH       DEFINED 37            2000        0        0
PJ AMER INC                    COM              72585Q104     7204    738900 SH       DEFINED 26 32            0        0   738900
PLACER DOME INC                COM              725906101     7260    773390 SH       DEFINED 02 06 07         0        0   773390
PLACER DOME INC                COM              725906101    79623   8480782 SH       DEFINED 15 20 21         0        0  8480782
PLACER DOME INC                COM              725906101    41114   4379135 SH       DEFINED 22 28 32         0        0  4379135
PLACER DOME INC                COM              725906101     9858   1043767 SH       DEFINED 03         1043767        0        0
PLAINS RES INC                 COM PAR $0.10    726540503    11702    731400 SH       DEFINED 15 22            0        0   731400
PLANETRX COM INC               COM              727049108       15     10500 SH       DEFINED 15               0        0    10500
PLANTRONICS INC NEW            COM              727493108    30318    262500 SH       DEFINED 02 13 20         0        0   262500
PLANTRONICS INC NEW            COM              727493108     6537     56600 SH       DEFINED 32               0        0    56600
PLANTRONICS INC NEW            COM              727493108     1201     10400 SH       DEFINED 03           10400        0        0
PLAYBOY ENTERPRISES INC        CL A             728117201      293     25000 SH       DEFINED 12               0        0    25000
PLAYBOY ENTERPRISES INC        CL B             728117300    30666   2381900 SH       DEFINED 02 12 15         0        0  2381900
PLAYBOY ENTERPRISES INC        CL B             728117300     7180    557700 SH       DEFINED 28 34            0        0   557700
PLAYBOY ENTERPRISES INC        CL B             728117300     1050     81600 SH       DEFINED 03           81600        0        0
PLEXUS CORP                    COM              729132100    20927    185200 SH       DEFINED 02 09 15         0        0   185200
PLEXUS CORP                    COM              729132100     9864     87300 SH       DEFINED 28 30 34         0        0    87300
PLEXUS CORP                    COM              729132100     2870     25400 SH       DEFINED 03           25400        0        0
PLUG POWER INC                 COM              72919P103        8       140 SH       DEFINED 15 34            0        0      140
PLUM CREEK TIMBER CO INC       COM              729251108     5965    229450 SH       DEFINED 15 35            0        0   229450
PLUM CREEK TIMBER CO INC       COM              729251108    17131    658900 SH       DEFINED 03          658900        0        0
POGO PRODUCING CO              COM              730448107     3473    157000 SH       DEFINED 02 15 26         0        0   157000
POGO PRODUCING CO              COM              730448107      663     30000 SH       DEFINED 34               0        0    30000
POHANG IRON & STL LTD          SPONSORED ADR    730450103      840     35000 SH       DEFINED 02               0        0    35000
POLAROID CORP                  COM              731095105    12737    705200 SH       DEFINED 12               0        0   705200
POLAROID CORP                  COM              731095105     3173    175716 SH       DEFINED 37 03        34416        0   141300
POLO RALPH LAUREN CORP         CL A             731572103    33611   2358700 SH       DEFINED 07 10            0        0  2358700
POLYCOM INC                    COM              73172K104    20333    216100 SH       DEFINED 02 04 06         0        0   216100
POLYCOM INC                    COM              73172K104   102449   1088800 SH       DEFINED 09 11 13         0        0  1088800
POLYCOM INC                    COM              73172K104    99020   1052360 SH       DEFINED 15 16 20         0        0  1052360
POLYCOM INC                    COM              73172K104    52358    556450 SH       DEFINED 28 30 32         0        0   556450
POLYCOM INC                    COM              73172K104     8468     90000 SH       DEFINED 34               0        0    90000
POLYCOM INC                    COM              73172K104    43894    466500 SH       DEFINED 03          450670        0    15830
POLYMEDICA CORP                COM              731738100     6920    160000 SH       DEFINED 12               0        0   160000
POLYMER GROUP INC              COM              731745105    15981   1727740 SH       DEFINED 12 15 22         0        0  1727740
POLYMER GROUP INC              COM              731745105    24817   2683000 SH       DEFINED 28 34            0        0  2683000
POLYMER GROUP INC              COM              731745105      814     88100 SH       DEFINED 03           88100        0        0
POMEROY COMPUTER RES           COM              731822102    17402   1179800 SH       DEFINED 07               0        0  1179800
POPE & TALBOT INC              COM              732827100     4652    290800 SH       DEFINED 02 15            0        0   290800
POPULAR INC                    COM              733174106     2384    125100 SH       DEFINED 15               0        0   125100
PORT FINL CORP                 COM              734119100     2275    164000 SH       DEFINED 07               0        0   164000
PORTAL SOFTWARE INC            COM              736126103   105828   1656800 SH       DEFINED 13 15 16         0        0  1656800
PORTAL SOFTWARE INC            COM              736126103      849     13300 SH       DEFINED 03           13300        0        0
PORTUGAL FD INC                COM              737265108     2052    165000 SH       DEFINED 19 21            0        0   165000
POST PPTYS INC                 COM              737464107     1007     22900 SH       DEFINED 15 35            0        0    22900
POST PPTYS INC                 COM              737464107      704     16000 SH       DEFINED 03           16000        0        0
POTASH CORP SASK INC           COM              73755L107     1183     21640 SH       DEFINED 02 15 34         0        0    21640
POTLATCH CORP                  COM              737628107      192      5800 SH       DEFINED 15               0        0     5800
POTLATCH CORP                  COM              737628107      735     22210 SH       DEFINED 03           22210        0        0
POTOMAC ELEC PWR CO            COM              737679100      363     14545 SH       DEFINED 31               0        0    14545
POWELL INDS INC                COM              739128106     6576    674500 SH       DEFINED 07               0        0   674500
POWER-ONE INC                  COM              739308104    29583    259650 SH       DEFINED 02 04 06         0        0   259650
POWER-ONE INC                  COM              739308104    30478    267500 SH       DEFINED 09 12 13         0        0   267500
POWER-ONE INC                  COM              739308104   137608   1207750 SH       DEFINED 15 20 28         0        0  1207750
POWER-ONE INC                  COM              739308104     9821     86200 SH       DEFINED 30 32 34         0        0    86200
POWER-ONE INC                  COM              739308104     9747     85550 SH       DEFINED 03           76550        0     9000
POWERTEL INC                   COM              73936C109    13087    184500 SH       DEFINED 02 05 26         0        0   184500
POWERTEL INC                   COM              73936C109      943     13300 SH       DEFINED 28               0        0    13300
POWERTEL INC                   COM              73936C109     2348     33100 SH       DEFINED 03           14500        0    18600
POWERWAVE TECHNOLOGIES INC     COM              739363109    62717   1425400 SH       DEFINED 09 12 13         0        0  1425400
POWERWAVE TECHNOLOGIES INC     COM              739363109     7101    161400 SH       DEFINED 15 26 28         0        0   161400
POWERWAVE TECHNOLOGIES INC     COM              739363109      294      6700 SH       DEFINED 30               0        0     6700
POWERWAVE TECHNOLOGIES INC     COM              739363109     4294     97600 SH       DEFINED 03           97600        0        0
PRAECIS PHARMACEUTICALS INC    COM              739421105    28309   1015600 SH       DEFINED 02 06 15         0        0  1015600
PRAECIS PHARMACEUTICALS INC    COM              739421105     2422     86900 SH       DEFINED 34               0        0    86900
PRAXAIR INC                    COM              74005P104   188153   5025800 SH       DEFINED 06 07 09         0        0  5025800
PRAXAIR INC                    COM              74005P104    32772    875390 SH       DEFINED 10 12 15         0        0   875390
PRAXAIR INC                    COM              74005P104    94203   2516300 SH       DEFINED 22 27 28         0        0  2516300
PRAXAIR INC                    COM              74005P104    10362    276800 SH       DEFINED 30 32 34         0        0   276800
PRAXAIR INC                    COM              74005P104    20836    556567 SH       DEFINED 37 03       313367        0   243200
PRE PAID LEGAL SVCS INC        COM              740065107     1045     35000 SH       DEFINED 07               0        0    35000
PRE PAID LEGAL SVCS INC        COM              740065107     3785    126700 SH       DEFINED 03          126700        0        0
PRECISION CASTPARTS CORP       COM              740189105     2117     46800 SH       DEFINED 02 15 23         0        0    46800
PRECISION DRILLING CORP        COM              74022D100    66839   1730810 SH       DEFINED 02 07 15         0        0  1730810
PRECISION DRILLING CORP        COM              74022D100     5138    133000 SH       DEFINED 19 21 34         0        0   133000
PRECISION DRILLING CORP        COM              74022D100      313      8110 SH       DEFINED 03            8110        0        0
PREMIER PKS INC                COM NEW          740540208    64148   2819700 SH       DEFINED 09 15 20         0        0  2819700
PREMIER PKS INC                COM NEW          740540208     8943    393100 SH       DEFINED 22 28 30         0        0   393100
PREMIER PKS INC                COM NEW          740540208    12601    553900 SH       DEFINED 32               0        0   553900
PREMIER PKS INC                COM NEW          740540208      225      9900 SH       DEFINED 03            9900        0        0
PRESIDENTIAL LIFE CORP         COM              740884101      693     50000 SH       DEFINED 26               0        0    50000
PRICE T ROWE & ASSOCIATES      COM              741477103     7203    169500 SH       DEFINED 02 15 23         0        0   169500
PRICE T ROWE & ASSOCIATES      COM              741477103     1105     26000 SH       DEFINED 34               0        0    26000
PRICE T ROWE & ASSOCIATES      COM              741477103     3933     92563 SH       DEFINED 37 03        92563        0        0
PRICELINE COM INC              COM              741503106    28887    760500 SH       DEFINED 02 05 06         0        0   760500
PRICELINE COM INC              COM              741503106    86642   2281000 SH       DEFINED 09 10 13         0        0  2281000
PRICELINE COM INC              COM              741503106    22591    594800 SH       DEFINED 15 16 28         0        0   594800
PRICELINE COM INC              COM              741503106     4426    116600 SH       DEFINED 30 34            0        0   116600
PRICELINE COM INC              COM              741503106    14327    377200 SH       DEFINED 03          107700        0   269500
PRIMEDIA INC                   COM              74157K101    35112   1543400 SH       DEFINED 15 20 32         0        0  1543400
PRIMEX TECHNOLOGIES INC        COM              741597108     5614    255200 SH       DEFINED 07 15 26         0        0   255200
PRIMEX TECHNOLOGIES INC        COM              741597108      422     19200 SH       DEFINED 03           19200        0        0
PRIMUS KNOWLEDGE SOLUTIONS INC COM              74163Q100      328      7300 SH       DEFINED 13               0        0     7300
PRIMUS KNOWLEDGE SOLUTIONS INC COM              74163Q100      477     10600 SH       DEFINED 03           10600        0        0
PRIMA ENERGY CORP              COM PAR $0.015   741901201     3038     56800 SH       DEFINED 26               0        0    56800
PRIMARK CORP                   COM              741903108      350      9400 SH       DEFINED 26               0        0     9400
PRIME HOSPITALITY CORP         COM              741917108     4307    456400 SH       DEFINED 02 15 27         0        0   456400
PRIME HOSPITALITY CORP         COM              741917108     6501    688900 SH       DEFINED 28 34 35         0        0   688900
PRIME HOSPITALITY CORP         COM              741917108    12703   1346100 SH       DEFINED 03         1346100        0        0
PRIDE INTL INC                 SB DB CV ZRO  18 741932AB3     4654  11000000 PRN      DEFINED 11               0        0        0
PRIDE INTL INC                 COM              741932107     5645    228100 SH       DEFINED 09 28 30         0        0   228100
PRIDE INTL INC                 COM              741932107    11154    450700 SH       DEFINED 03          450700        0        0
PRIORITY HEALTHCARE CORP       CL B             74264T102     2838     38200 SH       DEFINED 20 32            0        0    38200
PROCTER & GAMBLE CO            COM              742718109    67291   1175400 SH       DEFINED 02 04 05         0        0  1175400
PROCTER & GAMBLE CO            COM              742718109   101678   1776040 SH       DEFINED 06 07 08         0        0  1776040
PROCTER & GAMBLE CO            COM              742718109   364001   6358100 SH       DEFINED 09 10 11         0        0  6358100
PROCTER & GAMBLE CO            COM              742718109   214273   3742770 SH       DEFINED 12 13 15         0        0  3742770
PROCTER & GAMBLE CO            COM              742718109   341323   5961990 SH       DEFINED 16 18 19         0        0  5961990
PROCTER & GAMBLE CO            COM              742718109   156965   2741760 SH       DEFINED 21 22 23         0        0  2741760
PROCTER & GAMBLE CO            COM              742718109   178434   3116760 SH       DEFINED 26 28 29         0        0  3116760
PROCTER & GAMBLE CO            COM              742718109     9612    167905 SH       DEFINED 30 32 34         0        0   167905
PROCTER & GAMBLE CO            COM              742718109   165453   2891490 SH       DEFINED 37 03      2359388        0   532102
PROFESSIONALS GROUP INC        COM              742954100     7839    320815 SH       DEFINED 07               0        0   320815
PROFESSIONAL DETAILING INC     COM              74312N107     1141     33500 SH       DEFINED 02 32            0        0    33500
PROFESSIONAL STAFF PLC         SPONSORED ADR    74315R105     3744    832000 SH       DEFINED 19 21            0        0   832000
PROFIT RECOVERY GROUP INTL INC COM              743168106     7281    438000 SH       DEFINED 09 28 30         0        0   438000
PROGRESS SOFTWARE CORP         COM              743312100      896     50000 SH       DEFINED 07               0        0    50000
PROGRESS SOFTWARE CORP         COM              743312100    12247    682800 SH       DEFINED 03          682800        0        0
PROGRESSIVE CORP OHIO          COM              743315103     4194     56672 SH       DEFINED 37 03        56672        0        0
PROJECT SOFTWARE & DEV INC     COM              74339P101    21052   1169600 SH       DEFINED 07 12 28         0        0  1169600
PROJECT SOFTWARE & DEV INC     COM              74339P101     5643    313500 SH       DEFINED 03          313500        0        0
PROLOGIS TR                    SH BEN INT       743410102    36542   1714600 SH       DEFINED 09 12 15         0        0  1714600
PROLOGIS TR                    SH BEN INT       743410102     2909    136500 SH       DEFINED 34 35            0        0   136500
PROLOGIS TR                    SH BEN INT       743410102     6180    290000 SH       DEFINED 37 03       199900        0    90100
PROPHET 21 INC                 COM              743459109     1674    115500 SH       DEFINED 07               0        0   115500
PROSOFTTRAINING COM INC        COM              743477101    40158   2388600 SH       DEFINED 26 28            0        0  2388600
PROTECTIVE LIFE CORP           COM              743674103    74707   2805902 SH       DEFINED 02 07 09         0        0  2805902
PROTECTIVE LIFE CORP           COM              743674103    10910    409800 SH       DEFINED 15 22 28         0        0   409800
PROTECTIVE LIFE CORP           COM              743674103     1192     44780 SH       DEFINED 30 34            0        0    44780
PROTECTIVE LIFE CORP           COM              743674103    12954    487773 SH       DEFINED 37 03       469373        0    18400
PROTEIN DESIGN LABS INC        SB NT CV 144A 07 74369LAA1     4559   3640000 PRN      DEFINED 11               0        0        0
PROTEIN DESIGN LABS INC        COM              74369L103    22029    133550 SH       DEFINED 02 04 05         0        0   133550
PROTEIN DESIGN LABS INC        COM              74369L103   196112   1188900 SH       DEFINED 09 13 15         0        0  1188900
PROTEIN DESIGN LABS INC        COM              74369L103    58805    356500 SH       DEFINED 16 22 23         0        0   356500
PROTEIN DESIGN LABS INC        COM              74369L103    33015    200150 SH       DEFINED 26 28 30         0        0   200150
PROTEIN DESIGN LABS INC        COM              74369L103     5031     30500 SH       DEFINED 34               0        0    30500
PROTEIN DESIGN LABS INC        COM              74369L103    19927    120807 SH       DEFINED 03           79520        0    41287
PROVIDENT FINL GROUP INC       COM              743866105    10829    454768 SH       DEFINED 25 27            0        0   454768
PROVINCE HEALTHCARE CO         COM              743977100      166      4600 SH       DEFINED 15               0        0     4600
PROVIDIAN FINL CORP            COM              74406A102   244440   2716000 SH       DEFINED 02 09 10         0        0  2716000
PROVIDIAN FINL CORP            COM              74406A102    11961    132900 SH       DEFINED 15 28 30         0        0   132900
PROVIDIAN FINL CORP            COM              74406A102    10625    118057 SH       DEFINED 32 34            0        0   118057
PROVIDIAN FINL CORP            COM              74406A102    14111    156788 SH       DEFINED 37 03       156788        0        0
PROXICOM INC                   COM              744282104   119371   2493400 SH       DEFINED 02 13 15         0        0  2493400
PROXICOM INC                   COM              744282104    10538    220120 SH       DEFINED 19 26 34         0        0   220120
PROXICOM INC                   COM              744282104    17055    356250 SH       DEFINED 03          349250        0     7000
PROXIM INC                     COM              744284100    90318    912600 SH       DEFINED 13               0        0   912600
PSINET INC                     COM              74437C101    61342   2441500 SH       DEFINED 09 15 27         0        0  2441500
PSINET INC                     COM              74437C101     7326    291600 SH       DEFINED 34               0        0   291600
PSINET INC                     COM              74437C101      336     13400 SH       DEFINED 03           13400        0        0
PUBCO CORP                     COM NEW          744378605     2396    319500 SH       DEFINED 07               0        0   319500
PUBLIC SVC ENTERPRISE GROUP    COM              744573106    59520   1719000 SH       DEFINED 02 12 23         0        0  1719000
PUBLIC SVC ENTERPRISE GROUP    COM              744573106     6748    194900 SH       DEFINED 32               0        0   194900
PUBLIC SVC ENTERPRISE GROUP    COM              744573106    10959    316498 SH       DEFINED 37 03       168598        0   147900
PUBLIC STORAGE INC             COM              74460D109    90494   3861100 SH       DEFINED 09 10 12         0        0  3861100
PUBLIC STORAGE INC             COM              74460D109    66705   2846100 SH       DEFINED 15 16 22         0        0  2846100
PUBLIC STORAGE INC             COM              74460D109    13647    582300 SH       DEFINED 34 35            0        0   582300
PUBLIC STORAGE INC             COM              74460D109    35701   1523255 SH       DEFINED 03         1410255        0   113000
PUGET SOUND ENERGY INC         COM              745332106        2       100 SH       DEFINED 37             100        0        0
PULTE CORP                     COM              745867101    17974    831200 SH       DEFINED 07 10 28         0        0   831200
PULTE CORP                     COM              745867101     4949    228860 SH       DEFINED 03          228860        0        0
PUMA TECHNOLOGY INC            COM              745887109    55420   2066976 SH       DEFINED 02 09 13         0        0  2066976
PUMA TECHNOLOGY INC            COM              745887109     8900    331960 SH       DEFINED 15 28 30         0        0   331960
PUMA TECHNOLOGY INC            COM              745887109     2413     90000 SH       DEFINED 34               0        0    90000
PUMA TECHNOLOGY INC            COM              745887109    10502    391700 SH       DEFINED 03          391700        0        0
PURCHASEPRO COM                COM              746144104     2013     49100 SH       DEFINED 26               0        0    49100
PURE RES INC                   COM              74622E102     2516    140785 SH       DEFINED 02 12 15         0        0   140785
PURE RES INC                   COM              74622E102     1607     89932 SH       DEFINED 26 34            0        0    89932
QLT INC                        COM              746927102   503149   6477800 SH       DEFINED 02 09 13         0        0  6477800
QLT INC                        COM              746927102   235025   3025700 SH       DEFINED 15 16 21         0        0  3025700
QLT INC                        COM              746927102    18338    236090 SH       DEFINED 28 30 34         0        0   236090
QLT INC                        COM              746927102     2334     30200 SH       DEFINED 03           30200        0        0
QRS CORP                       COM              74726X105     3684    150000 SH       DEFINED 28               0        0   150000
QLOGIC CORP                    COM              747277101    28215    427100 SH       DEFINED 02 09 10         0        0   427100
QLOGIC CORP                    COM              747277101   212859   3222100 SH       DEFINED 12 13 15         0        0  3222100
QLOGIC CORP                    COM              747277101     7620    115352 SH       DEFINED 28 30 34         0        0   115352
QLOGIC CORP                    COM              747277101   227407   3442300 SH       DEFINED 37 03      3436100        0     6200
QUAKER CITY BANCORP INC        COM              74731K106     1135     73825 SH       DEFINED 15               0        0    73825
QUAKER FABRIC CORP NEW         COM              747399103      480     95000 SH       DEFINED 28               0        0    95000
QUAKER OATS CO                 COM              747402105   119891   1595900 SH       DEFINED 02 04 05         0        0  1595900
QUAKER OATS CO                 COM              747402105    48951    651600 SH       DEFINED 06 07 09         0        0   651600
QUAKER OATS CO                 COM              747402105   212107   2823400 SH       DEFINED 11 12 13         0        0  2823400
QUAKER OATS CO                 COM              747402105   421308   5608100 SH       DEFINED 15 16 19         0        0  5608100
QUAKER OATS CO                 COM              747402105   307201   4089200 SH       DEFINED 20 21 23         0        0  4089200
QUAKER OATS CO                 COM              747402105    22270    296440 SH       DEFINED 26 28 29         0        0   296440
QUAKER OATS CO                 COM              747402105    86769   1155000 SH       DEFINED 30 32 34         0        0  1155000
QUAKER OATS CO                 COM              747402105   115519   1537676 SH       DEFINED 37 03      1091076        0   446600
QUALCOMM INC                   COM              747525103    25098    418300 SH       DEFINED 02 04 05         0        0   418300
QUALCOMM INC                   COM              747525103   198606   3310100 SH       DEFINED 06 07 10         0        0  3310100
QUALCOMM INC                   COM              747525103    62886   1048100 SH       DEFINED 12 13 15         0        0  1048100
QUALCOMM INC                   COM              747525103    86076   1434600 SH       DEFINED 16 26 28         0        0  1434600
QUALCOMM INC                   COM              747525103    40122    668700 SH       DEFINED 30 32 34         0        0   668700
QUALCOMM INC                   COM              747525103    60947   1015664 SH       DEFINED 37 03       932264        0    83400
QUANTA SVCS INC                COM              74762E102    15664    284800 SH       DEFINED 09 26 28         0        0   284800
QUANTA SVCS INC                COM              74762E102      544      9900 SH       DEFINED 30               0        0     9900
QUANTUM CORP                   SUB NT CONV 7%04 747906AC9    18780  23810000 PRN      DEFINED 09 22            0        0        0
QUANTUM CORP                   SUB NT CONV 7%04 747906AC9      425    540000 PRN      DEFINED 03               0        0        0
QUANTUM CORP                   COM DSSG         747906204     8379    865010 SH       DEFINED 07 15            0        0   865010
QUANTUM CORP                   COM DSSG         747906204        6       700 SH       DEFINED 37             700        0        0
QUANTUM CORP                   COM HDDG         747906303      553     50000 SH       DEFINED 12               0        0    50000
QUANTUM CORP                   COM HDDG         747906303        4       462 SH       DEFINED 37             462        0        0
QUEBECOR WORLD INC             COM NON-VTG      748203106      992     41350 SH       DEFINED 02 07 21         0        0    41350
QUEBECOR WORLD INC             COM NON-VTG      748203106      165      6900 SH       DEFINED 03            6900        0        0
QUEST DIAGNOSTICS INC          COM              74834L100   128442   1718300 SH       DEFINED 02 07 09         0        0  1718300
QUEST DIAGNOSTICS INC          COM              74834L100    38907    520500 SH       DEFINED 12 13 15         0        0   520500
QUEST DIAGNOSTICS INC          COM              74834L100    13910    186100 SH       DEFINED 26 28 30         0        0   186100
QUEST DIAGNOSTICS INC          COM              74834L100     1053     14100 SH       DEFINED 32               0        0    14100
QUEST DIAGNOSTICS INC          COM              74834L100    12490    167100 SH       DEFINED 03          157800        0     9300
QUEST SOFTWARE INC             COM              74834T103    62629   1131000 SH       DEFINED 13 15            0        0  1131000
QUEST SOFTWARE INC             COM              74834T103      265      4800 SH       DEFINED 03            4800        0        0
QUEST ED CORP                  COM              74835F102    14865    823000 SH       DEFINED 07 28            0        0   823000
QUESTAR CORP                   COM              748356102     1528     78900 SH       DEFINED 12 15 28         0        0    78900
QUESTAR CORP                   COM              748356102      680     35100 SH       DEFINED 03           35100        0        0
QUICKSILVER RESOURCES INC      COM              74837R104     2622    368000 SH       DEFINED 03          368000        0        0
QUILMES INDL QUINSA SOCIETE    SP ADR NV PFD    74838Y108      552     49700 SH       DEFINED 02 07 19         0        0    49700
QUILMES INDL QUINSA SOCIETE    SP ADR NV PFD    74838Y108     7486    672900 SH       DEFINED 21               0        0   672900
QUINTILES TRANSNATIONAL CORP   COM              748767100      385     27300 SH       DEFINED 15               0        0    27300
QUINTILES TRANSNATIONAL CORP   COM              748767100     1249     88453 SH       DEFINED 03           88453        0        0
QUIPP INC                      COM              748802105     1007     53000 SH       DEFINED 07               0        0    53000
QUIXOTE CORP                   COM              749056107    15120   1008000 SH       DEFINED 07 28            0        0  1008000
QUIXOTE CORP                   COM              749056107     2706    180400 SH       DEFINED 03          180400        0        0
QUORUM HEALTH GROUP INC        COM              749084109    22419   2174000 SH       DEFINED 07 15            0        0  2174000
R & B FALCON CORP              COM              74912E101    15836    672100 SH       DEFINED 02 04 09         0        0   672100
R & B FALCON CORP              COM              74912E101    46418   1970000 SH       DEFINED 12 13 15         0        0  1970000
R & B FALCON CORP              COM              74912E101     4901    208000 SH       DEFINED 28 30 34         0        0   208000
R & B FALCON CORP              COM              74912E101    66498   2822200 SH       DEFINED 37 03      2822200        0        0
QWEST COMMUNICATIONS INTL INC  COM              749121109    51809   1042700 SH       DEFINED 02 04 06         0        0  1042700
QWEST COMMUNICATIONS INTL INC  COM              749121109   267599   5385650 SH       DEFINED 07 09 10         0        0  5385650
QWEST COMMUNICATIONS INTL INC  COM              749121109   759038  15276246 SH       DEFINED 13 15 16         0        0 15276246
QWEST COMMUNICATIONS INTL INC  COM              749121109   191303   3850126 SH       DEFINED 19 20 23         0        0  3850126
QWEST COMMUNICATIONS INTL INC  COM              749121109    23700    477000 SH       DEFINED 27 28 30         0        0   477000
QWEST COMMUNICATIONS INTL INC  COM              749121109    58997   1187366 SH       DEFINED 32 34            0        0  1187366
QWEST COMMUNICATIONS INTL INC  COM              749121109    34151    687525 SH       DEFINED 37 03       589325        0    98200
RCM TECHNOLOGIES INC           COM NEW          749360400     4773    647200 SH       DEFINED 07               0        0   647200
RCN CORP                       COM              749361101    36002   1418800 SH       DEFINED 13               0        0  1418800
RFS HOTEL INVS INC             COM              74955J108      846     72000 SH       DEFINED 26               0        0    72000
R H DONNELLEY CORP             COM NEW          74955W307    26458   1365600 SH       DEFINED 07               0        0  1365600
R H DONNELLEY CORP             COM NEW          74955W307    14213    733600 SH       DEFINED 03          733600        0        0
R O C TAIWAN FD                SH BEN INT       749651105      903    104000 SH       DEFINED 19 21            0        0   104000
RPC INC                        COM              749660106    29414   2784800 SH       DEFINED 07               0        0  2784800
RSA SEC INC                    COM              749719100    31162    450000 SH       DEFINED 20 32            0        0   450000
RWD TECHNOLOGIES INC           COM              74975B101      447     77000 SH       DEFINED 07               0        0    77000
RF MICRODEVICES INC            COM              749941100    21906    250000 SH       DEFINED 02 15 34         0        0   250000
RF MICRODEVICES INC            COM              749941100      907     10400 SH       DEFINED 37 03         8000        0     2400
RADIAN GROUP INC               COM              750236101    23152    447400 SH       DEFINED 02 07 15         0        0   447400
RADIAN GROUP INC               COM              750236101     6054    117000 SH       DEFINED 23 26            0        0   117000
RADIAN GROUP INC               COM              750236101      915     17700 SH       DEFINED 03           17700        0        0
RADIO ONE INC                  CL A             75040P108    30094   1018000 SH       DEFINED 09 12 28         0        0  1018000
RADIO ONE INC                  CL A             75040P108      179      6070 SH       DEFINED 30               0        0     6070
RADIO ONE INC                  CL D NON VTG     75040P405    44919   2036000 SH       DEFINED 09 12 28         0        0  2036000
RADIO ONE INC                  CL D NON VTG     75040P405      334     15140 SH       DEFINED 30               0        0    15140
RADIO UNICA COMMUNICATIONS CP  COM              75040Q106     2242    320300 SH       DEFINED 28               0        0   320300
RADIOSHACK CORP                COM              750438103    45252    955200 SH       DEFINED 10 12 15         0        0   955200
RADIOSHACK CORP                COM              750438103     7264    153352 SH       DEFINED 37 03       148752        0     4600
RAINBOW RENTALS INC            COM              750857104     2234    198600 SH       DEFINED 07               0        0   198600
RAINBOW TECHNOLOGIES INC       COM              750862104      209      4300 SH       DEFINED 02               0        0     4300
RAMBUS INC DEL                 COM              750917106    25966    252100 SH       DEFINED 02 09 12         0        0   252100
RAMBUS INC DEL                 COM              750917106    58895    571800 SH       DEFINED 15 28 30         0        0   571800
RAMBUS INC DEL                 COM              750917106     7931     77000 SH       DEFINED 34               0        0    77000
RAMBUS INC DEL                 COM              750917106    14984    145500 SH       DEFINED 37 03       145500        0        0
RALSTON PURINA CO              COM RAL-PUR GP   751277302     1315     66000 SH       DEFINED 15               0        0    66000
RALSTON PURINA CO              COM RAL-PUR GP   751277302     4858    243674 SH       DEFINED 37 03       243674        0        0
RATIONAL SOFTWARE CORP         SUB NT CV 144A07 75409PAA1     7303   5000000 PRN      DEFINED 11               0        0        0
RATIONAL SOFTWARE CORP         COM NEW          75409P202    30279    325800 SH       DEFINED 02 04 09         0        0   325800
RATIONAL SOFTWARE CORP         COM NEW          75409P202   247687   2665100 SH       DEFINED 12 15 16         0        0  2665100
RATIONAL SOFTWARE CORP         COM NEW          75409P202   184034   1980200 SH       DEFINED 20 28 30         0        0  1980200
RATIONAL SOFTWARE CORP         COM NEW          75409P202    42156    453600 SH       DEFINED 32 34            0        0   453600
RATIONAL SOFTWARE CORP         COM NEW          75409P202    29493    317351 SH       DEFINED 03          217351        0   100000
RAYMOND JAMES FINANCIAL INC    COM              754730109      257     11425 SH       DEFINED 15               0        0    11425
RAYONIER INC                   COM              754907103      175      4900 SH       DEFINED 15               0        0     4900
RAYONIER INC                   COM              754907103        3       100 SH       DEFINED 37             100        0        0
RAYOVAC CORP                   COM              755081106    80011   3575950 SH       DEFINED 20 28 32         0        0  3575950
RAYTECH CORP DEL               COM              755103108     1050    323300 SH       DEFINED 07               0        0   323300
RAYTHEON CO                    CL A             755111309      570     29365 SH       DEFINED 08 15            0        0    29365
RAYTHEON CO                    CL A             755111309     1028     52900 SH       DEFINED 03           52900        0        0
RAYTHEON CO                    CL B             755111408    15644    812707 SH       DEFINED 08 10            0        0   812707
RAYTHEON CO                    CL B             755111408     5034    261447 SH       DEFINED 37 03       261447        0        0
RAZORFISH INC                  CL A             755236106    34662   2158000 SH       DEFINED 02 13 15         0        0  2158000
RAZORFISH INC                  CL A             755236106    16811   1046600 SH       DEFINED 21 22 28         0        0  1046600
RAZORFISH INC                  CL A             755236106     4577    285000 SH       DEFINED 34               0        0   285000
RAZORFISH INC                  CL A             755236106     3092    192524 SH       DEFINED 03          192524        0        0
READERS DIGEST ASSN INC        CL A NON VTG     755267101    98659   2482000 SH       DEFINED 02 07 09         0        0  2482000
READERS DIGEST ASSN INC        CL A NON VTG     755267101   125055   3146060 SH       DEFINED 12 15 20         0        0  3146060
READERS DIGEST ASSN INC        CL A NON VTG     755267101    41057   1032900 SH       DEFINED 22 26 28         0        0  1032900
READERS DIGEST ASSN INC        CL A NON VTG     755267101    26103    656700 SH       DEFINED 30 32 34         0        0   656700
READERS DIGEST ASSN INC        CL A NON VTG     755267101    19617    493511 SH       DEFINED 37 03       306411        0   187100
REALNETWORKS INC               COM              75605L104   122902   2430700 SH       DEFINED 13 15 28         0        0  2430700
REALNETWORKS INC               COM              75605L104     2270     44900 SH       DEFINED 03           44900        0        0
RECKSON ASSOCS RLTY CORP       COM              75621K106    42092   1772300 SH       DEFINED 09 12 15         0        0  1772300
RECKSON ASSOCS RLTY CORP       COM              75621K106    12908    543500 SH       DEFINED 26 28 35         0        0   543500
RECKSON ASSOCS RLTY CORP       COM              75621K106    36537   1538400 SH       DEFINED 03         1455500        0    82900
RECKSON ASSOCS RLTY CORP       PFD CV SER A%    75621K205     1109     50000 SH       DEFINED 33               0        0    50000
RECKSON ASSOCS RLTY CORP       PFD CV SER A%    75621K205      874     39400 SH       DEFINED 03           39400        0        0
REDBACK NETWORKS INC           SB NT CV 144A 07 757209AA9    15943  13970000 PRN      DEFINED 11               0        0        0
REDBACK NETWORKS INC           COM              757209101    36613    204400 SH       DEFINED 02 07 09         0        0   204400
REDBACK NETWORKS INC           COM              757209101  1178373   6578500 SH       DEFINED 10 11 13         0        0  6578500
REDBACK NETWORKS INC           COM              757209101   630272   3518620 SH       DEFINED 15 16 19         0        0  3518620
REDBACK NETWORKS INC           COM              757209101    89530    499820 SH       DEFINED 23 28 30         0        0   499820
REDBACK NETWORKS INC           COM              757209101    28086    156800 SH       DEFINED 34               0        0   156800
REDBACK NETWORKS INC           COM              757209101   112338    627150 SH       DEFINED 03          576850        0    50300
REDIFF COM INDIA LTD           SPONSORED ADR    757479100       99      7100 SH       DEFINED 13               0        0     7100
REDIFF COM INDIA LTD           SPONSORED ADR    757479100      109      7800 SH       DEFINED 03            7800        0        0
REDWOOD TR INC                 COM              758075402    13398    957051 SH       DEFINED 07 33            0        0   957051
REEBOK INTL LTD                COM              758110100      689     43276 SH       DEFINED 03           43276        0        0
REGENERON PHARMACEUTICALS      COM              75886F107     2510     84200 SH       DEFINED 12 15 28         0        0    84200
REGIS CORP MINN                COM              758932107    27342   2187400 SH       DEFINED 12 03            0        0  2187400
REGIONS FINL CORP              COM              758940100     3345    168324 SH       DEFINED 03          168324        0        0
REGISTER COM INC               COM              75914G101    14841    485600 SH       DEFINED 02 22 28         0        0   485600
REHABCARE GROUP INC            COM              759148109    40539   1487700 SH       DEFINED 07 15 26         0        0  1487700
REINSURANCE GROUP AMER INC     COM              759351109      534     17750 SH       DEFINED 02 15 34         0        0    17750
REINSURANCE GROUP AMER INC     COM              759351109      870     28900 SH       DEFINED 03           28900        0        0
RELIANT ENERGY INC             COM              75952J108    16194    547800 SH       DEFINED 02 12 23         0        0   547800
RELIANT ENERGY INC             COM              75952J108     8228    278362 SH       DEFINED 37 03       232462        0    45900
RELIASTAR FINL CORP            COM              75952U103    29094    554840 SH       DEFINED 02 09 15         0        0   554840
RELIASTAR FINL CORP            COM              75952U103    11196    213515 SH       DEFINED 28 30 34         0        0   213515
RELIASTAR FINL CORP            COM              75952U103     2093     39920 SH       DEFINED 37 03        39920        0        0
REMEC INC                      COM              759543101    27541    986550 SH       DEFINED 13 15            0        0   986550
REMEDY CORP                    COM              759548100     3127     56100 SH       DEFINED 26 32            0        0    56100
REMEDYTEMP INC                 CL A             759549108     6546    534400 SH       DEFINED 07               0        0   534400
REMINGTON OIL & GAS CORP       COM              759594302     1314    175300 SH       DEFINED 15 26            0        0   175300
RELIABILITY INC                COM              759903107     2525    603000 SH       DEFINED 07               0        0   603000
RENAL CARE GROUP INC           COM              759930100     3343    136750 SH       DEFINED 02 07 15         0        0   136750
RENAL CARE GROUP INC           COM              759930100    12879    526700 SH       DEFINED 03          526700        0        0
RENT A CTR INC NEW             COM              76009N100     1800     80000 SH       DEFINED 26               0        0    80000
REPSOL S A                     SPONSORED ADR    76026T205    41221   2080600 SH       DEFINED 19 21            0        0  2080600
REPSOL S A                     SPONSORED ADR    76026T205        2       150 SH       DEFINED 37             150        0        0
REPUBLIC SVCS INC              COM              760759100    34881   2180100 SH       DEFINED 02 06 09         0        0  2180100
REPUBLIC SVCS INC              COM              760759100   163073  10192090 SH       DEFINED 10 12 15         0        0 10192090
REPUBLIC SVCS INC              COM              760759100     7995    499700 SH       DEFINED 21 22 29         0        0   499700
REPUBLIC SVCS INC              COM              760759100       73      4600 SH       DEFINED 34               0        0     4600
REPUBLIC SVCS INC              COM              760759100    36536   2283500 SH       DEFINED 03          972500        0  1311000
RES-CARE INC                   COM              760943100     7880   1466200 SH       DEFINED 07               0        0  1466200
RES-CARE INC                   COM              760943100      829    154300 SH       DEFINED 03          154300        0        0
RESEARCH IN MOTION LTD         COM              760975102   319776   7098300 SH       DEFINED 02 13 21         0        0  7098300
RESTORATION HARDWARE INC DEL   COM              760981100        0       100 SH       DEFINED 21               0        0      100
RESTORATION HARDWARE INC DEL   COM              760981100      210     38300 SH       DEFINED 03           38300        0        0
RESMED INC                     COM              761152107     6567    245500 SH       DEFINED 02 12 15         0        0   245500
RESMED INC                     COM              761152107     4555    170300 SH       DEFINED 28 34            0        0   170300
RESMED INC                     COM              761152107     4338    162200 SH       DEFINED 03          162200        0        0
RESORTQUEST INTL INC           COM              761183102      984    192100 SH       DEFINED 32               0        0   192100
RESPIRONICS INC                COM              761230101    33667   1870400 SH       DEFINED 07 15            0        0  1870400
REUTERS GROUP PLC              SPONSORED ADR    76132M102      949      9500 SH       DEFINED 21               0        0     9500
REX STORES CORP                COM              761624105    23296    999300 SH       DEFINED 07 15 26         0        0   999300
REX STORES CORP                COM              761624105     4708    201970 SH       DEFINED 03          201970        0        0
REXHALL INDS INC               COM              761684109       40      8000 SH       DEFINED 26               0        0     8000
REYNOLDS & REYNOLDS CO         CL A             761695105    94007   5151100 SH       DEFINED 07 20 32         0        0  5151100
REYNOLDS & REYNOLDS CO         CL A             761695105       13       700 SH       DEFINED 37             700        0        0
REYNOLDS R J TOB HLDGS INC     COM              76182K105   323815  11590700 SH       DEFINED 02 07 11         0        0 11590700
REYNOLDS R J TOB HLDGS INC     COM              76182K105    21497    769500 SH       DEFINED 15 28 34         0        0   769500
REYNOLDS R J TOB HLDGS INC     COM              76182K105     1151     41233 SH       DEFINED 03           41233        0        0
RHYTHMS NETCONNECTIONS INC     COM              762430205     6859    546000 SH       DEFINED 02 23 03         0        0   546000
RIBOZYME PHARMACEUTICALS INC   COM              762567105     1881     72900 SH       DEFINED 26               0        0    72900
RICHARDSON ELECTRS LTD         SB DB CV 7.25%06 763165AB3      383    404000 PRN      DEFINED 28               0        0        0
RICHARDSON ELECTRS LTD         SRSBDBCV 8.25%06 763165AC1     1968   1978000 PRN      DEFINED 28               0        0        0
RICHARDSON ELECTRS LTD         COM              763165107     3983    248000 SH       DEFINED 26 28            0        0   248000
RICHMOND CNTY FINL CORP        COM              764556106     2352    123000 SH       DEFINED 15 26            0        0   123000
RICHMOND CNTY FINL CORP        COM              764556106    13112    685600 SH       DEFINED 03          685600        0        0
RICHMONT MINES INC             COM              76547T106     1146   1016300 SH       DEFINED 07 15            0        0  1016300
RIGHTCHOICE MANAGED CARE INC   CL A             76657K101      204     13000 SH       DEFINED 07               0        0    13000
RIGGS NATL CORP WASH DC        COM              766570105      353     28000 SH       DEFINED 26               0        0    28000
RIGHT MGMT CONSULTANTS INC     COM              766573109     7098    676000 SH       DEFINED 07 26            0        0   676000
RIGHT MGMT CONSULTANTS INC     COM              766573109      362     34500 SH       DEFINED 03           34500        0        0
RITCHIE BROS AUCTIONEERS       COM              767744105     2798    116900 SH       DEFINED 15 26            0        0   116900
RITCHIE BROS AUCTIONEERS       COM              767744105      548     22900 SH       DEFINED 03           22900        0        0
RITE AID CORP                  COM              767754104    15996   2437600 SH       DEFINED 20 27 32         0        0  2437600
RITE AID CORP                  COM              767754104     8435   1285402 SH       DEFINED 03         1070502        0   214900
RIVERDEEP GROUP PLC            ADR              76870Q109     3526    182000 SH       DEFINED 02 21            0        0   182000
RIVIANA FOODS INC              COM              769536103    15066    864000 SH       DEFINED 07               0        0   864000
ROANOKE ELEC STL CORP          COM              769841107     3062    245000 SH       DEFINED 07               0        0   245000
ROBBINS & MYERS INC            COM              770196103     2333    102300 SH       DEFINED 03          102300        0        0
ROBERT HALF INTL INC           COM              770323103    13389    469800 SH       DEFINED 02 05 09         0        0   469800
ROBERT HALF INTL INC           COM              770323103    37440   1313700 SH       DEFINED 15 16 20         0        0  1313700
ROBERT HALF INTL INC           COM              770323103      812     28500 SH       DEFINED 21 23 26         0        0    28500
ROBERT HALF INTL INC           COM              770323103     9554    335240 SH       DEFINED 28 30 32         0        0   335240
ROBERT HALF INTL INC           COM              770323103       28      1000 SH       DEFINED 34               0        0     1000
ROBERT HALF INTL INC           COM              770323103      712     25000 SH       DEFINED 03           23200        0     1800
ROBOTIC VISION SYS INC         COM              771074101     2014    111900 SH       DEFINED 12 26 28         0        0   111900
ROCK OF AGES CORP              CL A             772632105      927    187800 SH       DEFINED 28               0        0   187800
ROCK-TENN CO                   CL A             772739207       26      3100 SH       DEFINED 15               0        0     3100
ROCKWELL INTL CORP NEW         COM              773903109    62909   1997130 SH       DEFINED 07 09 15         0        0  1997130
ROCKWELL INTL CORP NEW         COM              773903109    18698    593600 SH       DEFINED 22 34            0        0   593600
ROCKWELL INTL CORP NEW         COM              773903109     6568    208537 SH       DEFINED 37 03       166737        0    41800
ROFIN SINAR TECHNOLOGIES INC   COM              775043102     2812    225000 SH       DEFINED 07               0        0   225000
ROGERS CANTEL MOBILE COMMN     CL B RSTRG VTG   775102205      588     17700 SH       DEFINED 02 19            0        0    17700
ROGERS COMMUNICATIONS INC      CL B             775109200   108208   3821210 SH       DEFINED 02 07 15         0        0  3821210
ROGERS COMMUNICATIONS INC      CL B             775109200     7029    248100 SH       DEFINED 19 21 34         0        0   248100
ROGERS COMMUNICATIONS INC      CL B             775109200      173      6140 SH       DEFINED 03            6140        0        0
ROHM & HAAS CO                 COM              775371107    28000    811600 SH       DEFINED 07 09 11         0        0   811600
ROHM & HAAS CO                 COM              775371107     5322    154273 SH       DEFINED 15 22 34         0        0   154273
ROHM & HAAS CO                 COM              775371107     7822    226736 SH       DEFINED 03          207636        0    19100
ROHN INDS INC                  COM              775381106     1687    400000 SH       DEFINED 07               0        0   400000
ROPER INDS INC NEW             COM              776696106    15636    610200 SH       DEFINED 07 15 20         0        0   610200
ROPER INDS INC NEW             COM              776696106     3041    118700 SH       DEFINED 32               0        0   118700
ROPER INDS INC NEW             COM              776696106     2808    109600 SH       DEFINED 03          109600        0        0
ROSLYN BANCORP INC             COM              778162107     2431    146415 SH       DEFINED 15               0        0   146415
ROSLYN BANCORP INC             COM              778162107      289     16207 SH       DEFINED 37           16207        0        0
ROSS STORES INC                COM              778296103    51187   3000000 SH       DEFINED 02 07            0        0  3000000
ROUSE CO                       COM              779273101       76      3100 SH       DEFINED 15               0        0     3100
ROUSE CO                       COM              779273101     6630    267900 SH       DEFINED 03          267900        0        0
ROWAN COS INC                  COM              779382100    12429    409200 SH       DEFINED 02 09 12         0        0   409200
ROWAN COS INC                  COM              779382100    32680   1075900 SH       DEFINED 15 23 26         0        0  1075900
ROWAN COS INC                  COM              779382100    15214    500900 SH       DEFINED 28 30 34         0        0   500900
ROWAN COS INC                  COM              779382100     2902     95541 SH       DEFINED 37 03        95541        0        0
ROYAL BK CDA MONTREAL QUE      COM              780087102    16245    317650 SH       DEFINED 02 07 15         0        0   317650
ROYAL BK CDA MONTREAL QUE      COM              780087102    21479    419800 SH       DEFINED 19 21 34         0        0   419800
ROYAL BK CDA MONTREAL QUE      COM              780087102      961     18800 SH       DEFINED 03           18800        0        0
ROYAL BK SCOTLAND GROUP PLC    SP ADR PREF D    780097606       46      2000 SH       DEFINED 37            2000        0        0
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804   182465   2963900 SH       DEFINED 02 05 06         0        0  2963900
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804   373856   6072800 SH       DEFINED 07 08 09         0        0  6072800
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804   562545   9137800 SH       DEFINED 10 12 15         0        0  9137800
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804   454257   7378800 SH       DEFINED 16 20 21         0        0  7378800
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804   134797   2189600 SH       DEFINED 22 23 27         0        0  2189600
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804   257004   4174700 SH       DEFINED 28 30 32         0        0  4174700
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804    24341    395400 SH       DEFINED 34               0        0   395400
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804   191648   3113066 SH       DEFINED 37 03      2825366        0   287700
RUBY TUESDAY INC               COM              781182100     4527    360400 SH       DEFINED 26               0        0   360400
RUBY TUESDAY INC               COM              781182100     6432    511900 SH       DEFINED 37 03       511900        0        0
RUDDICK CORP                   COM              781258108       96      8200 SH       DEFINED 15               0        0     8200
RUDDICK CORP                   COM              781258108     4335    367000 SH       DEFINED 03          367000        0        0
RUDOLPH TECHNOLOGIES INC       COM              781270103     1984     51200 SH       DEFINED 26               0        0    51200
RUSSELL CORP                   COM              782352108      507     25379 SH       DEFINED 03           25379        0        0
RYANAIR HLDGS PLC              SPONSORED ADR    783513104    43300   1186320 SH       DEFINED 11 13 15         0        0  1186320
RYANAIR HLDGS PLC              SPONSORED ADR    783513104    68280   1870700 SH       DEFINED 19 20 21         0        0  1870700
RYANAIR HLDGS PLC              SPONSORED ADR    783513104    13045    357400 SH       DEFINED 28 32 34         0        0   357400
RYANS FAMILY STEAK HOUSE INC   COM              783519101     1801    213500 SH       DEFINED 26 32            0        0   213500
RYDER SYS INC                  COM              783549108      366     19330 SH       DEFINED 12 15 28         0        0    19330
RYDER SYS INC                  COM              783549108        4       250 SH       DEFINED 34               0        0      250
RYDER SYS INC                  COM              783549108     3058    161504 SH       DEFINED 03          161504        0        0
RYERSON TULL INC NEW           COM              78375P107    33399   3219259 SH       DEFINED 09 12 22         0        0  3219259
RYERSON TULL INC NEW           COM              78375P107     2655    255910 SH       DEFINED 03           20965        0   234945
S&K FAMOUS BRANDS INC          COM              783774102     2543    370000 SH       DEFINED 07               0        0   370000
SBC COMMUNICATIONS INC         COM              78387G103    69235   1600813 SH       DEFINED 02 05 06         0        0  1600813
SBC COMMUNICATIONS INC         COM              78387G103  1672311  38666159 SH       DEFINED 07 09 10         0        0 38666159
SBC COMMUNICATIONS INC         COM              78387G103   375553   8683314 SH       DEFINED 11 12 15         0        0  8683314
SBC COMMUNICATIONS INC         COM              78387G103   837655  19367750 SH       DEFINED 16 18 20         0        0 19367750
SBC COMMUNICATIONS INC         COM              78387G103   237917   5500993 SH       DEFINED 22 23 26         0        0  5500993
SBC COMMUNICATIONS INC         COM              78387G103    87650   2026593 SH       DEFINED 27 28 30         0        0  2026593
SBC COMMUNICATIONS INC         COM              78387G103    29138    673721 SH       DEFINED 32 34            0        0   673721
SBC COMMUNICATIONS INC         COM              78387G103   294642   6809883 SH       DEFINED 37 03      6116731        0   693152
SBS TECHNOLOGIES INC           COM              78387P103    20060    543100 SH       DEFINED 07 15            0        0   543100
SBS TECHNOLOGIES INC           COM              78387P103     9526    257900 SH       DEFINED 03          257900        0        0
SBE INC                        COM NEW          783873201     1577     76000 SH       DEFINED 07               0        0    76000
SBE INC                        COM NEW          783873201       36      1900 SH       DEFINED 03            1900        0        0
SBA COMMUNICATIONS CORP        COM              78388J106    51418    990000 SH       DEFINED 02 04 05         0        0   990000
SBA COMMUNICATIONS CORP        COM              78388J106    62917   1211400 SH       DEFINED 06 07 09         0        0  1211400
SBA COMMUNICATIONS CORP        COM              78388J106    51516    991900 SH       DEFINED 11 13 15         0        0   991900
SBA COMMUNICATIONS CORP        COM              78388J106     6097    117410 SH       DEFINED 19 21 29         0        0   117410
SBA COMMUNICATIONS CORP        COM              78388J106     4882     94000 SH       DEFINED 34               0        0    94000
SBA COMMUNICATIONS CORP        COM              78388J106    14319    275700 SH       DEFINED 03          275700        0        0
SCI SYS INC                    SUB NT CONV 3%07 783890AF3      812    830000 PRN      DEFINED 02               0        0        0
SCI SYS INC                    COM              783890106    20988    535600 SH       DEFINED 02 06 09         0        0   535600
SCI SYS INC                    COM              783890106   278035   7095000 SH       DEFINED 15 22 23         0        0  7095000
SCI SYS INC                    COM              783890106   336675   8591410 SH       DEFINED 28 30 34         0        0  8591410
SCI SYS INC                    COM              783890106     8195    209140 SH       DEFINED 03          117940        0    91200
SCM MICROSYSTEMS INC           COM              784018103     5217     90200 SH       DEFINED 02 21            0        0    90200
SCP POOL CORP                  COM              784028102     1985     84500 SH       DEFINED 02 26            0        0    84500
SCP POOL CORP                  COM              784028102     6887    293100 SH       DEFINED 03          293100        0        0
SDL INC                        COM              784076101    14268     50000 SH       DEFINED 02 04 06         0        0    50000
SDL INC                        COM              784076101   442867   1552900 SH       DEFINED 09 10 11         0        0  1552900
SDL INC                        COM              784076101   308941   1082800 SH       DEFINED 12 13 15         0        0  1082800
SDL INC                        COM              784076101   271983    953700 SH       DEFINED 16 21 22         0        0   953700
SDL INC                        COM              784076101   130555    455100 SH       DEFINED 23 28 30         0        0   455100
SDL INC                        COM              784076101    23927     83900 SH       DEFINED 32 34            0        0    83900
SDL INC                        COM              784076101   128419    450300 SH       DEFINED 03          380800        0    69500
SED INTL HLDGS INC             COM              784109100     3840    960000 SH       DEFINED 07               0        0   960000
SEI INVESTMENTS CO             COM              784117103    13492    338900 SH       DEFINED 02 11 20         0        0   338900
SEI INVESTMENTS CO             COM              784117103     2611     65600 SH       DEFINED 28 32            0        0    65600
SEMCO ENERGY INC               COM              78412D109      678     52200 SH       DEFINED 15               0        0    52200
SFX ENTMT INC                  CL A             784178105    43703    964500 SH       DEFINED 02 10 15         0        0   964500
SFX ENTMT INC                  CL A             784178105       97      2150 SH       DEFINED 34               0        0     2150
SFX ENTMT INC                  CL A             784178105      734     16200 SH       DEFINED 03           16200        0        0
SGV BANCORP INC                COM              78422T102     1922     77500 SH       DEFINED 15               0        0    77500
SK TELECOM LTD                 SPONSORED ADR    78440P108    26896    740700 SH       DEFINED 02 19 21         0        0   740700
SK TELECOM LTD                 SPONSORED ADR    78440P108    12208    336200 SH       DEFINED 22 03            0        0   336200
SL GREEN RLTY CORP             COM              78440X101     8629    322600 SH       DEFINED 09 35            0        0   322600
SL GREEN RLTY CORP             COM              78440X101     8431    315200 SH       DEFINED 03          315200        0        0
SLM HLDG CORP                  COM              78442A109    55845   1491700 SH       DEFINED 02 09 10         0        0  1491700
SLM HLDG CORP                  COM              78442A109   488359  13044650 SH       DEFINED 15 16 22         0        0 13044650
SLM HLDG CORP                  COM              78442A109     4473    119500 SH       DEFINED 23 34            0        0   119500
SLM HLDG CORP                  COM              78442A109    13992    373772 SH       DEFINED 37 03       149572        0   224200
SLI INC                        COM              78442T108     6292    519000 SH       DEFINED 10               0        0   519000
SPSS INC                       COM              78462K102    24933    856100 SH       DEFINED 07               0        0   856100
SPSS INC                       COM              78462K102     3853    132300 SH       DEFINED 03          132300        0        0
SPS TECHNOLOGIES INC           COM              784626103     4061     98900 SH       DEFINED 03           98900        0        0
SPX CORP                       COM              784635104    32546    269118 SH       DEFINED 02 08 09         0        0   269118
SPX CORP                       COM              784635104   378176   3127037 SH       DEFINED 15 19 20         0        0  3127037
SPX CORP                       COM              784635104   136149   1125786 SH       DEFINED 28 30 32         0        0  1125786
SPX CORP                       COM              784635104      133      1100 SH       DEFINED 34               0        0     1100
SPX CORP                       COM              784635104    19255    159226 SH       DEFINED 37 03       159226        0        0
S3 INC                         SB NT CV 5.75%03 784849AC5    15015  15400000 PRN      DEFINED 11               0        0        0
S3 INC                         COM              784849101    84951   5759400 SH       DEFINED 09 13 26         0        0  5759400
S3 INC                         COM              784849101     3349    227100 SH       DEFINED 28 30            0        0   227100
SAATCHI & SAATCHI PLC NEW      SPONSORED ADR    785144205      716     22400 SH       DEFINED 13               0        0    22400
SAATCHI & SAATCHI PLC NEW      SPONSORED ADR    785144205     1052     32900 SH       DEFINED 03           32900        0        0
SABRE HLDGS CORP               CL A             785905100    48194   1691047 SH       DEFINED 07 09 10         0        0  1691047
SABRE HLDGS CORP               CL A             785905100    29280   1027396 SH       DEFINED 12 15 22         0        0  1027396
SABRE HLDGS CORP               CL A             785905100     9262    325014 SH       DEFINED 28 34 37       108        0   324906
SABRE HLDGS CORP               CL A             785905100    17873    627127 SH       DEFINED 03          612692        0    14435
SAES GETTERS S P A             SPONSORED ADR    786362103     9022   1223400 SH       DEFINED 07 19 21         0        0  1223400
SAFECO CORP                    COM              786429100     1989    100094 SH       DEFINED 03          100094        0        0
SAFEGUARD SCIENTIFICS INC      SB NT CV 144A 06 786449AD0      580    400000 PRN      DEFINED 11               0        0        0
SAFEGUARD SCIENTIFICS INC      SB NT CV    5%06 786449AE8     2175   1500000 PRN      DEFINED 11               0        0        0
SAFEGUARD SCIENTIFICS INC      COM              786449108     1086     33900 SH       DEFINED 28 03            0        0    33900
SAFETY-KLEEN CORP NEW          COM NEW          78648R203        3      5600 SH       DEFINED 03            5600        0        0
SAFEWAY INC                    COM NEW          786514208   105912   2347100 SH       DEFINED 02 04 06         0        0  2347100
SAFEWAY INC                    COM NEW          786514208   552478  12243300 SH       DEFINED 07 09 10         0        0 12243300
SAFEWAY INC                    COM NEW          786514208   297608   6595200 SH       DEFINED 11 12 13         0        0  6595200
SAFEWAY INC                    COM NEW          786514208   262181   5810110 SH       DEFINED 15 16 19         0        0  5810110
SAFEWAY INC                    COM NEW          786514208   237254   5257720 SH       DEFINED 22 23 28         0        0  5257720
SAFEWAY INC                    COM NEW          786514208     1193     26450 SH       DEFINED 30 34            0        0    26450
SAFEWAY INC                    COM NEW          786514208   103468   2293112 SH       DEFINED 37 03      1846612        0   446500
ST JOE CO                      COM              790148100     2666     88875 SH       DEFINED 37           88875        0        0
ST JUDE MED INC                COM              790849103    32699    712800 SH       DEFINED 02 15 18         0        0   712800
ST JUDE MED INC                COM              790849103     3206     69900 SH       DEFINED 23 34            0        0    69900
ST JUDE MED INC                COM              790849103     2976     64879 SH       DEFINED 37 03        64879        0        0
ST MARY LD & EXPL CO           COM              792228108      147      3500 SH       DEFINED 02               0        0     3500
ST PAUL COS INC                COM              792860108    42543   1246700 SH       DEFINED 02 07 09         0        0  1246700
ST PAUL COS INC                COM              792860108    34548   1012400 SH       DEFINED 11 15 20         0        0  1012400
ST PAUL COS INC                COM              792860108    19475    570700 SH       DEFINED 22 32 34         0        0   570700
ST PAUL COS INC                COM              792860108     8699    254905 SH       DEFINED 37 03       222205        0    32700
SAKS INC                       COM              79377W108    29824   2840454 SH       DEFINED 16 28            0        0  2840454
SALOMON BROTHERS FD INC        COM              795477108      129      7413 SH       DEFINED 37            7413        0        0
SAN PAOLO-IMI S P A            SPONSORED ADR    799175104        3       112 SH       DEFINED 37             112        0        0
SANDISK CORP                   COM              80004C101   133627   2183900 SH       DEFINED 02 12 13         0        0  2183900
SANDISK CORP                   COM              80004C101    33922    554400 SH       DEFINED 15 26 28         0        0   554400
SANDISK CORP                   COM              80004C101     5880     96100 SH       DEFINED 34               0        0    96100
SANDISK CORP                   COM              80004C101     4558     74500 SH       DEFINED 03           66900        0     7600
SANMINA CORP                   COM              800907107    68169    797300 SH       DEFINED 02 05 09         0        0   797300
SANMINA CORP                   COM              800907107   150924   1765200 SH       DEFINED 11 12 13         0        0  1765200
SANMINA CORP                   COM              800907107   393214   4599000 SH       DEFINED 15 16 20         0        0  4599000
SANMINA CORP                   COM              800907107   162672   1902600 SH       DEFINED 22 23 26         0        0  1902600
SANMINA CORP                   COM              800907107   181395   2121580 SH       DEFINED 27 28 30         0        0  2121580
SANMINA CORP                   COM              800907107    11166    130600 SH       DEFINED 32               0        0   130600
SANMINA CORP                   COM              800907107    41029    479883 SH       DEFINED 37 03       313803        0   166080
SANGSTAT MED CORP              COM              801003104    11746    406800 SH       DEFINED 15 28            0        0   406800
SANTA CRUZ OPERATION INC       COM              801833104     5788    908000 SH       DEFINED 28               0        0   908000
SANTA FE SNYDER CORP           COM              80218K105    39901   3507820 SH       DEFINED 02 04 06         0        0  3507820
SANTA FE SNYDER CORP           COM              80218K105   178446  15687575 SH       DEFINED 09 15 16         0        0 15687575
SANTA FE SNYDER CORP           COM              80218K105    28051   2466083 SH       DEFINED 19 20 22         0        0  2466083
SANTA FE SNYDER CORP           COM              80218K105    20843   1832385 SH       DEFINED 28 30 32         0        0  1832385
SANTA FE SNYDER CORP           COM              80218K105     5520    485335 SH       DEFINED 34               0        0   485335
SANTA FE SNYDER CORP           COM              80218K105    33915   2981621 SH       DEFINED 03         2777733        0   203888
SANTA ISABEL S A               SPONSORED ADR    802233106        9      1300 SH       DEFINED 07               0        0     1300
SANTANDER BANCORP              COM              802809103     3677    288420 SH       DEFINED 07               0        0   288420
SAP AKTIENGESELLSCHAFT         SPONSORED ADR    803054204     8575    182700 SH       DEFINED 12 21            0        0   182700
SAPIENT CORP                   COM              803062108     1144     10701 SH       DEFINED 13 15            0        0    10701
SAPIENT CORP                   COM              803062108     6727     62907 SH       DEFINED 03           62907        0        0
SAPPI LTD                      SPON ADR NEW     803069202      693     94000 SH       DEFINED 02 15 34         0        0    94000
SARA LEE CORP                  COM              803111103    22449   1162410 SH       DEFINED 08 12 13         0        0  1162410
SARA LEE CORP                  COM              803111103     3451    178700 SH       DEFINED 15 28            0        0   178700
SARA LEE CORP                  COM              803111103    13518    699993 SH       DEFINED 37 03       699993        0        0
SAWTEK INC                     COM              805468105     4927     85600 SH       DEFINED 02 26 28         0        0    85600
SAWTEK INC                     COM              805468105      351      6100 SH       DEFINED 03            4100        0     2000
SCANA CORP NEW                 COM              80589M102       49      1987 SH       DEFINED 37            1987        0        0
SCANSOURCE INC                 COM              806037107     7530    193700 SH       DEFINED 09 26 28         0        0   193700
SCANSOURCE INC                 COM              806037107      277      7130 SH       DEFINED 30               0        0     7130
SCANSOURCE INC                 COM              806037107     2130     54800 SH       DEFINED 03           54800        0        0
SCHERING PLOUGH CORP           COM              806605101   202479   4009500 SH       DEFINED 02 04 05         0        0  4009500
SCHERING PLOUGH CORP           COM              806605101   600368  11888493 SH       DEFINED 06 07 08         0        0 11888493
SCHERING PLOUGH CORP           COM              806605101  1363888  27007700 SH       DEFINED 09 10 11         0        0 27007700
SCHERING PLOUGH CORP           COM              806605101  1449355  28700100 SH       DEFINED 13 15 16         0        0 28700100
SCHERING PLOUGH CORP           COM              806605101   377476   7474780 SH       DEFINED 18 19 20         0        0  7474780
SCHERING PLOUGH CORP           COM              806605101   420326   8323300 SH       DEFINED 21 22 23         0        0  8323300
SCHERING PLOUGH CORP           COM              806605101   763444  15117710 SH       DEFINED 26 27 28         0        0 15117710
SCHERING PLOUGH CORP           COM              806605101   120720   2390500 SH       DEFINED 29 30 32         0        0  2390500
SCHERING PLOUGH CORP           COM              806605101    48939    969100 SH       DEFINED 34               0        0   969100
SCHERING PLOUGH CORP           COM              806605101   274373   5433426 SH       DEFINED 37 03      4237676        0  1195750
SCHLUMBERGER LTD               COM              806857108    58018    777472 SH       DEFINED 02 04 05         0        0   777472
SCHLUMBERGER LTD               COM              806857108   172194   2307468 SH       DEFINED 06 07 08         0        0  2307468
SCHLUMBERGER LTD               COM              806857108   596291   7990500 SH       DEFINED 09 10 12         0        0  7990500
SCHLUMBERGER LTD               COM              806857108   677486   9078551 SH       DEFINED 13 15 16         0        0  9078551
SCHLUMBERGER LTD               COM              806857108   154757   2073800 SH       DEFINED 18 20 22         0        0  2073800
SCHLUMBERGER LTD               COM              806857108   147608   1978000 SH       DEFINED 26 27 28         0        0  1978000
SCHLUMBERGER LTD               COM              806857108    54565    731200 SH       DEFINED 30 32 34         0        0   731200
SCHLUMBERGER LTD               COM              806857108   100561   1347620 SH       DEFINED 37 03      1018770        0   328850
SCHOLASTIC CORP                SBDBCV 144A 5%05 807066AA3      979   1000000 PRN      DEFINED 11               0        0        0
SCHULTZ SAV O STORES INC       COM              808196109     4099    395100 SH       DEFINED 07               0        0   395100
SCHWAB CHARLES CORP NEW        COM              808513105    74524   2216351 SH       DEFINED 02 04 05         0        0  2216351
SCHWAB CHARLES CORP NEW        COM              808513105   145189   4317900 SH       DEFINED 06 07 10         0        0  4317900
SCHWAB CHARLES CORP NEW        COM              808513105   144072   4284675 SH       DEFINED 11 12 13         0        0  4284675
SCHWAB CHARLES CORP NEW        COM              808513105   281491   8371486 SH       DEFINED 15 16 19         0        0  8371486
SCHWAB CHARLES CORP NEW        COM              808513105   164488   4891850 SH       DEFINED 21 22 23         0        0  4891850
SCHWAB CHARLES CORP NEW        COM              808513105   119546   3555275 SH       DEFINED 26 27 28         0        0  3555275
SCHWAB CHARLES CORP NEW        COM              808513105    27943    831026 SH       DEFINED 29 30 34         0        0   831026
SCHWAB CHARLES CORP NEW        COM              808513105   110741   3293403 SH       DEFINED 37 03      2459403        0   834000
SCIENT CORP                    COM              80864H109    18042    408900 SH       DEFINED 12 15 28         0        0   408900
SCIENT CORP                    COM              80864H109     5295    120000 SH       DEFINED 03          120000        0        0
SCIENTIFIC ATLANTA INC         COM              808655104    79223   1063400 SH       DEFINED 02 09 12         0        0  1063400
SCIENTIFIC ATLANTA INC         COM              808655104   776213  10418970 SH       DEFINED 13 15 19         0        0 10418970
SCIENTIFIC ATLANTA INC         COM              808655104    12086    162240 SH       DEFINED 23 28 30         0        0   162240
SCIENTIFIC ATLANTA INC         COM              808655104    15093    202600 SH       DEFINED 32 34            0        0   202600
SCIENTIFIC ATLANTA INC         COM              808655104    73027    980269 SH       DEFINED 37 03       858069        0   122200
SCIENTIFIC TECHNOL INC         COM PAR $0.001   808799209      395     69500 SH       DEFINED 07               0        0    69500
SCIQUEST COM INC               COM              80908Q107       19      1700 SH       DEFINED 15               0        0     1700
SCOTT TECHNOLOGIES INC         COM              810022301      859     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      240      6600 SH       DEFINED 15               0        0     6600
SCRIPPS E W CO OHIO            CL A             811054204     4161     84500 SH       DEFINED 02 15 34         0        0    84500
SEA CONTAINERS LTD             CL A             811371707     1056     50000 SH       DEFINED 28               0        0    50000
SEACOAST FINL SVCS CORP        COM              81170Q106     4676    492300 SH       DEFINED 07 15            0        0   492300
SEACOAST FINL SVCS CORP        COM              81170Q106     4559    479900 SH       DEFINED 03          479900        0        0
SEAGATE TECHNOLOGY             COM              811804103   189623   3447700 SH       DEFINED 02 13 15         0        0  3447700
SEAGATE TECHNOLOGY             COM              811804103   137989   2508900 SH       DEFINED 16 34            0        0  2508900
SEAGATE TECHNOLOGY             COM              811804103    12041    218997 SH       DEFINED 37 03       215597        0     3400
SEAGRAM LTD                    COM              811850106   264316   4500140 SH       DEFINED 02 05 07         0        0  4500140
SEAGRAM LTD                    COM              811850106   262369   4464800 SH       DEFINED 10 15 16         0        0  4464800
SEAGRAM LTD                    COM              811850106     3590     61100 SH       DEFINED 19 21 23         0        0    61100
SEAGRAM LTD                    COM              811850106     8403    143000 SH       DEFINED 26 27 28         0        0   143000
SEAGRAM LTD                    COM              811850106      681     11600 SH       DEFINED 30 34            0        0    11600
SEAGRAM LTD                    COM              811850106    26311    453236 SH       DEFINED 37 03       421636        0    31600
SEAGRAM LTD                    PFD ADJ CV SEC   811850205    85440   1617800 SH       DEFINED 09 11 22         0        0  1617800
SEAGRAM LTD                    PFD ADJ CV SEC   811850205     1631     30900 SH       DEFINED 03               0        0    30900
SEACOR SMIT INC                COM              811904101     2346     60650 SH       DEFINED 15               0        0    60650
SEALED AIR CORP NEW            COM              81211K100    79413   1516254 SH       DEFINED 09 13 15         0        0  1516254
SEALED AIR CORP NEW            COM              81211K100    12590    240400 SH       DEFINED 20 28 30         0        0   240400
SEALED AIR CORP NEW            COM              81211K100     2229     42560 SH       DEFINED 32 34            0        0    42560
SEALED AIR CORP NEW            COM              81211K100     4273     81586 SH       DEFINED 03           81586        0        0
SEALED AIR CORP NEW            PFD CV A $2      81211K209    37636    743437 SH       DEFINED 02 10 11         0        0   743437
SEALED AIR CORP NEW            PFD CV A $2      81211K209    44050    870127 SH       DEFINED 16 36            0        0   870127
SEALED AIR CORP NEW            PFD CV A $2      81211K209     6211    122700 SH       DEFINED 03           91500        0    31200
SEARS ROEBUCK & CO             COM              812387108    15320    469600 SH       DEFINED 02 32            0        0   469600
SEARS ROEBUCK & CO             COM              812387108     9532    292127 SH       DEFINED 37 03       292127        0        0
SECURITY CAP GROUP INC         CL B             81413P204     2614    153800 SH       DEFINED 09 26            0        0   153800
SEGUE SOFTWARE INC             COM              815807102     2446    292100 SH       DEFINED 03          292100        0        0
SEITEL INC                     COM NEW          816074306     1958    241000 SH       DEFINED 07               0        0   241000
SEMTECH CORP                   SB NT CV 144A 07 816850AB7     9233   8500000 PRN      DEFINED 11               0        0        0
SEMTECH CORP                   COM              816850101    50586    661400 SH       DEFINED 11 12 15         0        0   661400
SEMTECH CORP                   COM              816850101    49411    646040 SH       DEFINED 28 32            0        0   646040
SEMTECH CORP                   COM              816850101     4581     59900 SH       DEFINED 03           56300        0     3600
SEMPRA ENERGY                  COM              816851109    12413    729100 SH       DEFINED 12               0        0   729100
SEMPRA ENERGY                  COM              816851109     3830    225312 SH       DEFINED 03          184012        0    41300
SEMITOOL INC                   COM              816909105      313     18100 SH       DEFINED 13               0        0    18100
SEMITOOL INC                   COM              816909105      457     26400 SH       DEFINED 03           26400        0        0
SENIOR HSG PPTYS TR            SH BEN INT       81721M109     1294    177000 SH       DEFINED 35               0        0   177000
SENIOR HSG PPTYS TR            SH BEN INT       81721M109     2652    362800 SH       DEFINED 03          362800        0        0
SENSORMATIC ELECTRS CORP       COM              817265101     4000    253000 SH       DEFINED 26               0        0   253000
SEPRACOR INC                   SB DB CV144A7%05 817315AF1    10231   5000000 PRN      DEFINED 11               0        0        0
SEPRACOR INC                   SUB DB CONV 7%05 817315AH7     8594   4200000 PRN      DEFINED 11               0        0        0
SEPRACOR INC                   SB DB CV 144A 07 817315AJ3     2940   2000000 PRN      DEFINED 11               0        0        0
SEPRACOR INC                   COM              817315104    72459    600700 SH       DEFINED 02 04 09         0        0   600700
SEPRACOR INC                   COM              817315104  1179659   9779560 SH       DEFINED 12 13 15         0        0  9779560
SEPRACOR INC                   COM              817315104    39584    328160 SH       DEFINED 28 30 34         0        0   328160
SEPRACOR INC                   COM              817315104     9493     78700 SH       DEFINED 03           78700        0        0
SEQUOIA SOFTWARE CORP          COM              817439102     1079     65900 SH       DEFINED 10 12            0        0    65900
SERENA SOFTWARE INC            COM              817492101      944     20800 SH       DEFINED 26               0        0    20800
SEROLOGICALS CORP              COM              817523103     4465    893000 SH       DEFINED 07               0        0   893000
SERVICE CORP INTL              COM              817565104     1211    380000 SH       DEFINED 28               0        0   380000
SERVICEMASTER CO               COM              81760N109        8       757 SH       DEFINED 37             757        0        0
724 SOLUTIONS INC              COM              81788Q100    13183    300000 SH       DEFINED 02               0        0   300000
SHARED MED SYS CORP            COM              819486101    16505    226300 SH       DEFINED 13 15            0        0   226300
SHARED MED SYS CORP            COM              819486101     1196     16400 SH       DEFINED 03           16400        0        0
SHARPER IMAGE CORP             COM              820013100     6250    500000 SH       DEFINED 28               0        0   500000
SHAW COMMUNICATIONS INC        CL B CONV        82028K200    24065    976720 SH       DEFINED 02 07 19         0        0   976720
SHAW COMMUNICATIONS INC        CL B CONV        82028K200      253     10280 SH       DEFINED 03           10280        0        0
SHAW GROUP INC                 COM              820280105     3570     75770 SH       DEFINED 07 15 34         0        0    75770
SHAW INDS INC                  COM              820286102    13000   1040000 SH       DEFINED 06 07 10         0        0  1040000
SHAW INDS INC                  COM              820286102    22362   1788960 SH       DEFINED 12 15 22         0        0  1788960
SHAW INDS INC                  COM              820286102    17285   1382800 SH       DEFINED 28 34            0        0  1382800
SHAW INDS INC                  COM              820286102     7561    604900 SH       DEFINED 03          425800        0   179100
SHELL TRANS & TRADING PLC      NEW YRK SH NEW   822703609       18       375 SH       DEFINED 37             375        0        0
SHERWIN WILLIAMS CO            COM              824348106    21954   1036180 SH       DEFINED 12 15 34         0        0  1036180
SHERWIN WILLIAMS CO            COM              824348106     8993    424460 SH       DEFINED 37 03       154460        0   270000
SHOPKO STORES INC              COM              824911101    14564    947300 SH       DEFINED 07 12 26         0        0   947300
SHOPKO STORES INC              COM              824911101     9603    624600 SH       DEFINED 28               0        0   624600
SHOPKO STORES INC              COM              824911101     4635    301500 SH       DEFINED 03          279800        0    21700
SHOLODGE INC                   COM              825034101     1090    311500 SH       DEFINED 07               0        0   311500
SHOP AT HOME INC               COM NEW          825066301     3559    762000 SH       DEFINED 26               0        0   762000
SICOR INC                      COM              825846108    11004   1375500 SH       DEFINED 15               0        0  1375500
SIEBEL SYS INC                 SB NT CV 144A 06 826170AA0     8595   2390000 PRN      DEFINED 11               0        0        0
SIEBEL SYS INC                 COM              826170102   379088   2317700 SH       DEFINED 02 10 13         0        0  2317700
SIEBEL SYS INC                 COM              826170102   287426   1757288 SH       DEFINED 15 16 19         0        0  1757288
SIEBEL SYS INC                 COM              826170102   262730   1606300 SH       DEFINED 20 23 28         0        0  1606300
SIEBEL SYS INC                 COM              826170102    59176    361800 SH       DEFINED 30 32 34         0        0   361800
SIEBEL SYS INC                 COM              826170102    83368    509775 SH       DEFINED 37 03       436275        0    73500
SIGMA ALDRICH CORP             COM              826552101      132      4520 SH       DEFINED 15 34            0        0     4520
SIGMA ALDRICH CORP             COM              826552101     2263     77395 SH       DEFINED 03           77395        0        0
SIGMATRON INTL INC             COM              82661L101      825    220000 SH       DEFINED 07               0        0   220000
SILICON LABORATORIES INC       COM              826919102      116      2200 SH       DEFINED 15 26            0        0     2200
SILGAN HOLDINGS INC            COM              827048109     5137    523600 SH       DEFINED 07               0        0   523600
SILICON IMAGE INC              COM              82705T102      952     19100 SH       DEFINED 03           19100        0        0
SILICON GRAPHICS INC           COM              827056102    43037  11476600 SH       DEFINED 13               0        0 11476600
SILICON GRAPHICS INC           COM              827056102      594    158625 SH       DEFINED 03          158625        0        0
SILICON STORAGE TECHNOLOGY INC COM              827057100    50011    566300 SH       DEFINED 02 13 15         0        0   566300
SILICON STORAGE TECHNOLOGY INC COM              827057100    10544    119400 SH       DEFINED 34               0        0   119400
SILICON STORAGE TECHNOLOGY INC COM              827057100     6323     71600 SH       DEFINED 03           63100        0     8500
SILICON VY BANCSHARES          COM              827064106     4684    109900 SH       DEFINED 02 15 21         0        0   109900
SILICON VY BANCSHARES          COM              827064106    12493    293100 SH       DEFINED 23 26 32         0        0   293100
SILICON VY BANCSHARES          COM              827064106      554     13000 SH       DEFINED 34               0        0    13000
SILICON VY BANCSHARES          COM              827064106    18239    427900 SH       DEFINED 03           63000        0   364900
SILICONIX INC                  COM NEW          827079203    52650    780000 SH       DEFINED 07               0        0   780000
SILICONIX INC                  COM NEW          827079203     8241    122100 SH       DEFINED 03          122100        0        0
SILICONWARE PRECISION INDS LTD SPON ADR 2000    827084872      468     50700 SH       DEFINED 03               0        0    50700
SILVERSTREAM SOFTWARE INC      COM              827907106    34557    598400 SH       DEFINED 02 11 12         0        0   598400
SILVERSTREAM SOFTWARE INC      COM              827907106     8223    142400 SH       DEFINED 13 26            0        0   142400
SILVERSTREAM SOFTWARE INC      COM              827907106     9413    163000 SH       DEFINED 03          163000        0        0
SIMON PPTY GROUP INC NEW       COM              828806109    26986   1216300 SH       DEFINED 09 15 34         0        0  1216300
SIMON PPTY GROUP INC NEW       COM              828806109     4854    218800 SH       DEFINED 35               0        0   218800
SIMON PPTY GROUP INC NEW       COM              828806109     9937    447900 SH       DEFINED 03          447900        0        0
SIMPSON MANUFACTURING CO INC   COM              829073105     1434     30000 SH       DEFINED 26               0        0    30000
SINGAPORE FD INC               COM              82929L109     2495    363000 SH       DEFINED 19 21 26         0        0   363000
SIRIUS SATELLITE RADIO INC     COM              82966U103      306      7000 SH       DEFINED 25               0        0     7000
SITEL CORP                     COM              82980K107      493    100000 SH       DEFINED 26               0        0   100000
SIZZLER INTL INC               COM              830139101     6690   2611000 SH       DEFINED 26               0        0  2611000
SIZZLER INTL INC               COM              830139101      268    104800 SH       DEFINED 03          104800        0        0
SKECHERS U S A INC             CL A             830566105     3162    200000 SH       DEFINED 28               0        0   200000
SKYWEST INC                    COM              830879102    64740   1746800 SH       DEFINED 12 13 15         0        0  1746800
SKYWEST INC                    COM              830879102      140      3800 SH       DEFINED 28               0        0     3800
SKYWEST INC                    COM              830879102    17786    479900 SH       DEFINED 03          479900        0        0
SMARTDISK CORP                 COM              83169Q105     1047     38100 SH       DEFINED 26               0        0    38100
SMITH INTL INC                 COM              832110100    25724    353300 SH       DEFINED 02 04 05         0        0   353300
SMITH INTL INC                 COM              832110100    55756    765750 SH       DEFINED 06 09 11         0        0   765750
SMITH INTL INC                 COM              832110100   213406   2930900 SH       DEFINED 12 13 15         0        0  2930900
SMITH INTL INC                 COM              832110100    76285   1047700 SH       DEFINED 16 19 22         0        0  1047700
SMITH INTL INC                 COM              832110100    64424    884800 SH       DEFINED 28 30 34         0        0   884800
SMITH INTL INC                 COM              832110100    93185   1279776 SH       DEFINED 37 03      1275576        0     4200
SMITH CHARLES E RESDNTL RLTY   COM              832197107     4335    114100 SH       DEFINED 03          114100        0        0
SMITHFIELD FOODS INC           COM              832248108      679     24200 SH       DEFINED 15               0        0    24200
SMITHKLINE BEECHAM PLC         ADR REP ORD      832378301    25468    390700 SH       DEFINED 06 13 19         0        0   390700
SMITHKLINE BEECHAM PLC         ADR REP ORD      832378301    34875    535000 SH       DEFINED 21               0        0   535000
SMITHKLINE BEECHAM PLC         ADR REP ORD      832378301      193      2944 SH       DEFINED 37            2944        0        0
SMURFIT-STONE CONTAINER CORP   COM              832727101    26435   2053280 SH       DEFINED 07 09 15         0        0  2053280
SMURFIT-STONE CONTAINER CORP   COM              832727101     9738    756356 SH       DEFINED 22 34            0        0   756356
SMURFIT-STONE CONTAINER CORP   COM              832727101     8058    625873 SH       DEFINED 03          430773        0   195100
SNYDER COMMUNICATIONS INC      COM SNC          832914105        0         1 SH       DEFINED 15               0        0        1
SNYDER COMMUNICATIONS INC      COM CIRCLE COM   832914204        5      1375 SH       DEFINED 02 15 34         0        0     1375
SNAP ON INC                    COM              833034101   174990   6572400 SH       DEFINED 07 09 12         0        0  6572400
SNAP ON INC                    COM              833034101    29801   1119300 SH       DEFINED 15 22            0        0  1119300
SNAP ON INC                    COM              833034101    27376   1028217 SH       DEFINED 03          281117        0   747100
SOCIEDAD QUIMICA MINERA DE CHI SPON ADR SER B   833635105        2       100 SH       DEFINED 07               0        0      100
SOFTWARE COM INC               COM              83402P104    60599    466600 SH       DEFINED 02 05 06         0        0   466600
SOFTWARE COM INC               COM              83402P104    70236    540800 SH       DEFINED 09 10 11         0        0   540800
SOFTWARE COM INC               COM              83402P104   458186   3527900 SH       DEFINED 13 15 16         0        0  3527900
SOFTWARE COM INC               COM              83402P104    60862    468620 SH       DEFINED 19 20 22         0        0   468620
SOFTWARE COM INC               COM              83402P104    32962    253800 SH       DEFINED 26 28 30         0        0   253800
SOFTWARE COM INC               COM              83402P104    24520    188800 SH       DEFINED 32 34            0        0   188800
SOFTWARE COM INC               COM              83402P104   117712    906350 SH       DEFINED 03          834950        0    71400
SOLECTRON CORP                 COM              834182107   108158   2582884 SH       DEFINED 02 05 10         0        0  2582884
SOLECTRON CORP                 COM              834182107   314745   7516300 SH       DEFINED 15 16 23         0        0  7516300
SOLECTRON CORP                 COM              834182107      787     18800 SH       DEFINED 28               0        0    18800
SOLECTRON CORP                 COM              834182107    21485    513233 SH       DEFINED 37 03       495633        0    17600
SOLUTIA INC                    COM              834376105    69474   5052700 SH       DEFINED 02 07 09         0        0  5052700
SOLUTIA INC                    COM              834376105    31458   2287860 SH       DEFINED 15 16 22         0        0  2287860
SOLUTIA INC                    COM              834376105     2547    185240 SH       DEFINED 26 28 34         0        0   185240
SOLUTIA INC                    COM              834376105    29949   2178160 SH       DEFINED 37 03      2071560        0   106600
SONERA GROUP PLC               SPONSORED ADR    835433202     6900    150000 SH       DEFINED 02               0        0   150000
SONIC AUTOMOTIVE INC           CL A             83545G102      728     68145 SH       DEFINED 02 07 15         0        0    68145
SONIC AUTOMOTIVE INC           CL A             83545G102    19839   1856300 SH       DEFINED 21 26 28         0        0  1856300
SONIC AUTOMOTIVE INC           CL A             83545G102    10144    949200 SH       DEFINED 29 32            0        0   949200
SONIC AUTOMOTIVE INC           CL A             83545G102     8112    759100 SH       DEFINED 03          759100        0        0
SONIC CORP                     COM              835451105    56546   1925000 SH       DEFINED 07               0        0  1925000
SONIC CORP                     COM              835451105     4343    147850 SH       DEFINED 03          147850        0        0
SONICWALL INC                  COM              835470105     2219     25200 SH       DEFINED 12 28            0        0    25200
SONOCO PRODS CO                COM              835495102      343     16700 SH       DEFINED 15               0        0    16700
SONOCO PRODS CO                COM              835495102        1        65 SH       DEFINED 37              65        0        0
SONY CORP                      ADR NEW          835699307   130849   1387400 SH       DEFINED 05 13 15         0        0  1387400
SONY CORP                      ADR NEW          835699307    83004    880100 SH       DEFINED 16 19 26         0        0   880100
SONY CORP                      ADR NEW          835699307     1320     14000 SH       DEFINED 28               0        0    14000
SONY CORP                      ADR NEW          835699307     3559     37740 SH       DEFINED 37 03         3620        0    34120
SONUS NETWORKS INC             COM              835916107   160116   1014200 SH       DEFINED 10 12 13         0        0  1014200
SONUS NETWORKS INC             COM              835916107    31575    200000 SH       DEFINED 16               0        0   200000
SOUND ADVICE INC               COM              836066100     2108    220500 SH       DEFINED 07               0        0   220500
SOUND ADVICE INC               COM              836066100       64      6700 SH       DEFINED 03            6700        0        0
SOURCE INFORMATION MGMT CO     COM NEW          836151209    21792   1429000 SH       DEFINED 26               0        0  1429000
SOURCE MEDIA INC               COM NEW          836153304        6      1676 SH       DEFINED 27               0        0     1676
SOUTHDOWN INC                  COM              841297104    50297    870960 SH       DEFINED 13 15 28         0        0   870960
SOUTHDOWN INC                  COM              841297104       17       300 SH       DEFINED 34               0        0      300
SOUTHDOWN INC                  COM              841297104    80326   1390932 SH       DEFINED 03         1390932        0        0
SOUTHERN AFRICA FD INC         COM              842157109      630     48030 SH       DEFINED 19 21            0        0    48030
SOUTHERN CO                    COM              842587107    10798    463200 SH       DEFINED 11 12 28         0        0   463200
SOUTHERN CO                    COM              842587107    13536    580649 SH       DEFINED 37 03       571749        0     8900
SOUTHERN ENERGY HOMES INC      COM              842814105     1425   1425100 SH       DEFINED 07               0        0  1425100
SOUTHTRUST CORP                COM              844730101    31521   1393200 SH       DEFINED 07 15            0        0  1393200
SOUTHTRUST CORP                COM              844730101     3674    162417 SH       DEFINED 03          162417        0        0
SOUTHWEST AIRLS CO             COM              844741108    44364   2342700 SH       DEFINED 07 09 10         0        0  2342700
SOUTHWEST AIRLS CO             COM              844741108   346745  18309982 SH       DEFINED 13 15 16         0        0 18309982
SOUTHWEST AIRLS CO             COM              844741108   192584  10169487 SH       DEFINED 20 22 23         0        0 10169487
SOUTHWEST AIRLS CO             COM              844741108    60194   3178587 SH       DEFINED 28 30 32         0        0  3178587
SOUTHWEST AIRLS CO             COM              844741108       68      3625 SH       DEFINED 34               0        0     3625
SOUTHWEST AIRLS CO             COM              844741108    14078    743442 SH       DEFINED 37 03       555642        0   187800
SOUTHWEST GAS CORP             COM              844895102     1260     72000 SH       DEFINED 26               0        0    72000
SOUTHWESTERN ENERGY CO         COM              845467109    10000   1600000 SH       DEFINED 07               0        0  1600000
SPACEHAB INC                   SB NT CV 144A 07 846243AA1     1700   2500000 PRN      DEFINED 28               0        0        0
SPACEHAB INC                   COM              846243103      405     90000 SH       DEFINED 28               0        0    90000
SPARTAN MTRS INC               COM              846819100       83     20000 SH       DEFINED 28               0        0    20000
SPARTECH CORP                  COM NEW          847220209    41687   1543980 SH       DEFINED 07 15 20         0        0  1543980
SPARTECH CORP                  COM NEW          847220209     4714    174600 SH       DEFINED 32 34            0        0   174600
SPARTECH CORP                  COM NEW          847220209     2343     86800 SH       DEFINED 03           86800        0        0
SPECIALTY EQUIP COS INC        COM NEW          847497203    10850    400000 SH       DEFINED 07               0        0   400000
SPECTRASITE HLDGS INC          COM              84760T100    14187    500000 SH       DEFINED 11               0        0   500000
SPECTRIAN CORP                 COM              847608106       61      3700 SH       DEFINED 15               0        0     3700
SPEEDWAY MOTORSPORTS INC       COM              847788106     3640    158300 SH       DEFINED 02 13 15         0        0   158300
SPEEDWAY MOTORSPORTS INC       COM              847788106       16       700 SH       DEFINED 34               0        0      700
SPEEDWAY MOTORSPORTS INC       COM              847788106     5319    231300 SH       DEFINED 03          231300        0        0
SPEIZMAN INDS INC              COM              847805108      339    106500 SH       DEFINED 07               0        0   106500
SPIEKER PPTYS INC              COM              848497103    39987    869300 SH       DEFINED 09 12 15         0        0   869300
SPIEKER PPTYS INC              COM              848497103    24122    524400 SH       DEFINED 20 22 32         0        0   524400
SPIEKER PPTYS INC              COM              848497103     7686    167100 SH       DEFINED 34 35            0        0   167100
SPIEKER PPTYS INC              COM              848497103    16653    362015 SH       DEFINED 37 03       312215        0    49800
SPINNAKER EXPL CO              COM              84855W109      499     19500 SH       DEFINED 02               0        0    19500
SPINNAKER EXPL CO              COM              84855W109    13173    514100 SH       DEFINED 03          514100        0        0
SPORTSMANS GUIDE INC           COM NEW          848907200      349    207300 SH       DEFINED 07               0        0   207300
SPORTSLINE COM INC             COM              848934105    10235    599900 SH       DEFINED 12 28            0        0   599900
SPRINGS INDS INC               CL A             851783100      438     13711 SH       DEFINED 03           13711        0        0
SPRINT CORP                    COM FON GROUP    852061100    63872   1252400 SH       DEFINED 02 06 07         0        0  1252400
SPRINT CORP                    COM FON GROUP    852061100   209421   4106300 SH       DEFINED 08 10 11         0        0  4106300
SPRINT CORP                    COM FON GROUP    852061100   138885   2723240 SH       DEFINED 12 15 16         0        0  2723240
SPRINT CORP                    COM FON GROUP    852061100    87720   1720000 SH       DEFINED 22 27 28         0        0  1720000
SPRINT CORP                    COM FON GROUP    852061100    17799    349000 SH       DEFINED 30 32 34         0        0   349000
SPRINT CORP                    COM FON GROUP    852061100    55425   1086101 SH       DEFINED 37 03       938101        0   148000
SPRINT CORP                    PCS COM SER 1    852061506   131911   2217000 SH       DEFINED 02 04 05         0        0  2217000
SPRINT CORP                    PCS COM SER 1    852061506   139390   2342700 SH       DEFINED 06 07 08         0        0  2342700
SPRINT CORP                    PCS COM SER 1    852061506   482547   8110040 SH       DEFINED 09 10 12         0        0  8110040
SPRINT CORP                    PCS COM SER 1    852061506  1400725  23541600 SH       DEFINED 13 15 16         0        0 23541600
SPRINT CORP                    PCS COM SER 1    852061506   655182  11011470 SH       DEFINED 19 20 22         0        0 11011470
SPRINT CORP                    PCS COM SER 1    852061506   160221   2692800 SH       DEFINED 23 26 27         0        0  2692800
SPRINT CORP                    PCS COM SER 1    852061506   560926   9427340 SH       DEFINED 28 30 32         0        0  9427340
SPRINT CORP                    PCS COM SER 1    852061506    55828    938300 SH       DEFINED 34               0        0   938300
SPRINT CORP                    PCS COM SER 1    852061506   155699   2616803 SH       DEFINED 37 03      2192983        0   423820
SPYGLASS INC                   COM              852192103    38670   1235000 SH       DEFINED 13               0        0  1235000
ST ASSEMBLY TEST SVSC LTD      ADR              85227G102      103      4000 SH       DEFINED 02 07            0        0     4000
ST ASSEMBLY TEST SVSC LTD      ADR              85227G102      270     10500 SH       DEFINED 03           10200        0      300
STAFFMARK INC                  COM              852389105     5308    793800 SH       DEFINED 07               0        0   793800
STAMPS COM INC                 COM              852857101       13      1800 SH       DEFINED 15               0        0     1800
STANCORP FINL GROUP INC        COM              852891100     1150     35800 SH       DEFINED 02 23            0        0    35800
STANDARD COML CORP             COM              853258101     5914   1296300 SH       DEFINED 07 28            0        0  1296300
STANLEY FURNITURE INC          COM NEW          854305208    15606    709400 SH       DEFINED 07               0        0   709400
STANLEY WKS                    COM              854616109    24062   1013148 SH       DEFINED 07 08 09         0        0  1013148
STANLEY WKS                    COM              854616109    51881   2184500 SH       DEFINED 13 15 16         0        0  2184500
STANLEY WKS                    COM              854616109     7227    304300 SH       DEFINED 22 28            0        0   304300
STANLEY WKS                    COM              854616109    75853   3193826 SH       DEFINED 03         3172926        0    20900
STAPLES INC                    COM              855030102   335370  21812725 SH       DEFINED 02 10 12         0        0 21812725
STAPLES INC                    COM              855030102    70212   4566643 SH       DEFINED 13 15 16         0        0  4566643
STAPLES INC                    COM              855030102   117328   7631100 SH       DEFINED 20 28 32         0        0  7631100
STAPLES INC                    COM              855030102      114      7450 SH       DEFINED 34               0        0     7450
STAPLES INC                    COM              855030102    11966    778333 SH       DEFINED 37 03       609508        0   168825
STARBUCKS CORP                 COM              855244109    41593   1089200 SH       DEFINED 02 12 13         0        0  1089200
STARBUCKS CORP                 COM              855244109    26299    688700 SH       DEFINED 15 16 28         0        0   688700
STARBUCKS CORP                 COM              855244109       30       800 SH       DEFINED 34               0        0      800
STARBUCKS CORP                 COM              855244109     5259    137744 SH       DEFINED 37 03       137744        0        0
STARTEK INC                    COM              85569C107     8704    172800 SH       DEFINED 13               0        0   172800
STARTEK INC                    COM              85569C107    12951    257100 SH       DEFINED 03          257100        0        0
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203    19250    591200 SH       DEFINED 02 05 06         0        0   591200
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203   247625   7604610 SH       DEFINED 07 09 10         0        0  7604610
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203   173898   5340443 SH       DEFINED 12 15 16         0        0  5340443
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203   178728   5488781 SH       DEFINED 20 22 28         0        0  5488781
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203    41062   1261050 SH       DEFINED 32 34 35         0        0  1261050
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203    23404    718768 SH       DEFINED 03          650249        0    68519
STATE STR CORP                 COM              857477103    48491    457200 SH       DEFINED 02 05 11         0        0   457200
STATE STR CORP                 COM              857477103   148593   1401000 SH       DEFINED 13 15 16         0        0  1401000
STATE STR CORP                 COM              857477103    11603    109400 SH       DEFINED 26 28 34         0        0   109400
STATE STR CORP                 COM              857477103    25950    244668 SH       DEFINED 37 03       201968        0    42700
STEEL DYNAMICS INC             COM              858119100     1720    189900 SH       DEFINED 28               0        0   189900
STEEL DYNAMICS INC             COM              858119100     1913    211100 SH       DEFINED 03          211100        0        0
STEIN MART INC                 COM              858375108    17609   1718000 SH       DEFINED 07 20 28         0        0  1718000
STEIN MART INC                 COM              858375108     2474    241400 SH       DEFINED 32               0        0   241400
STEPHAN CO                     COM              858603103     1847    410600 SH       DEFINED 07               0        0   410600
STERIS CORP                    COM              859152100     2393    269700 SH       DEFINED 15 21 29         0        0   269700
STERLING BANCORP               COM              859158107    10307    654465 SH       DEFINED 07 28            0        0   654465
STERLING BANCORP               COM              859158107     1936    122950 SH       DEFINED 03          122950        0        0
STEWART & STEVENSON SVCS INC   COM              860342104     3012    200000 SH       DEFINED 07               0        0   200000
STILLWATER MNG CO              COM              86074Q102    22474    806248 SH       DEFINED 02 09 15         0        0   806248
STILLWATER MNG CO              COM              86074Q102     6022    216060 SH       DEFINED 19 28 30         0        0   216060
STILLWATER MNG CO              COM              86074Q102     1814     65100 SH       DEFINED 34               0        0    65100
STILLWATER MNG CO              COM              86074Q102    24541    880399 SH       DEFINED 03          866449        0    13950
STMICROELECTRONICS N V         SUB LYON ZERO 09 861012AB8     3965   2350000 PRN      DEFINED 11               0        0        0
STMICROELECTRONICS N V         COM              861012102    43941    684580 SH       DEFINED 02 15 19         0        0   684580
STMICROELECTRONICS N V         COM              861012102   106352   1656900 SH       DEFINED 20 21 22         0        0  1656900
STMICROELECTRONICS N V         COM              861012102    27709    431700 SH       DEFINED 32 34 03         0        0   431700
STOLT OFFSHORE S A             SPON ADR CL A    861567105     4742    399350 SH       DEFINED 12 22 28         0        0   399350
STONE ENERGY CORP              COM              861642106      358      6000 SH       DEFINED 02               0        0     6000
STONERIDGE INC                 COM              86183P102     6026    688700 SH       DEFINED 07               0        0   688700
STONERIDGE INC                 COM              86183P102     1176    134400 SH       DEFINED 03          134400        0        0
STRATEGIC GLOBAL INCOME FD     COM              862719101     7014    668000 SH       DEFINED 19 21            0        0   668000
STRATTEC SEC CORP              COM              863111100    17182    528700 SH       DEFINED 07               0        0   528700
STRAYER ED INC                 COM              863236105       60      2500 SH       DEFINED 02               0        0     2500
STRIDE RITE CORP               COM              863314100     8813   1438900 SH       DEFINED 07 13 26         0        0  1438900
STRIDE RITE CORP               COM              863314100     9797   1599600 SH       DEFINED 03         1599600        0        0
STRYKER CORP                   COM              863667101    21261    485980 SH       DEFINED 02 09 15         0        0   485980
STRYKER CORP                   COM              863667101   139094   3179300 SH       DEFINED 16 28 30         0        0  3179300
STRYKER CORP                   COM              863667101     3150     72000 SH       DEFINED 34               0        0    72000
STRYKER CORP                   COM              863667101      561     12800 SH       DEFINED 37 03        12800        0        0
SUIZA FOODS CORP               COM              865077101     1427     29200 SH       DEFINED 02 15 23         0        0    29200
SUIZA FOODS CORP               COM              865077101    10948    224000 SH       DEFINED 26               0        0   224000
SULZER MEDICA                  SPONSORED ADR    865580104     1261     52000 SH       DEFINED 28               0        0    52000
SUMMIT BANCORP                 COM              866005101     3553    144300 SH       DEFINED 15               0        0   144300
SUMMIT BANCORP                 COM              866005101     3313    134563 SH       DEFINED 03          134563        0        0
SUN COMMUNITIES INC            COM              866674104    15628    467400 SH       DEFINED 09 35            0        0   467400
SUN COMMUNITIES INC            COM              866674104    19049    569700 SH       DEFINED 03          569700        0        0
SUN LIFE FINL SVCS CDA INC     COM              866796105   184903  10978100 SH       DEFINED 02 12 15         0        0 10978100
SUN LIFE FINL SVCS CDA INC     COM              866796105    23229   1378400 SH       DEFINED 16 19 21         0        0  1378400
SUN LIFE FINL SVCS CDA INC     COM              866796105     6934    411500 SH       DEFINED 28 34 03         0        0   411500
SUN MICROSYSTEMS INC           COM              866810104   267847   2945400 SH       DEFINED 02 04 05         0        0  2945400
SUN MICROSYSTEMS INC           COM              866810104  1554185  17090700 SH       DEFINED 06 07 10         0        0 17090700
SUN MICROSYSTEMS INC           COM              866810104   465127   5114800 SH       DEFINED 12 13 15         0        0  5114800
SUN MICROSYSTEMS INC           COM              866810104  1958495  21536720 SH       DEFINED 16 19 20         0        0 21536720
SUN MICROSYSTEMS INC           COM              866810104   383274   4214700 SH       DEFINED 21 22 23         0        0  4214700
SUN MICROSYSTEMS INC           COM              866810104   776157   8535060 SH       DEFINED 26 27 28         0        0  8535060
SUN MICROSYSTEMS INC           COM              866810104   162850   1790800 SH       DEFINED 29 30 32         0        0  1790800
SUN MICROSYSTEMS INC           COM              866810104    81389    895000 SH       DEFINED 34               0        0   895000
SUN MICROSYSTEMS INC           COM              866810104   440091   4840296 SH       DEFINED 37 03      4163176        0   677120
SUNBEAM CORP                   SRSDCV ZRO144A18 867071AA0    29711 191690000 PRN      DEFINED 09 22 03         0        0        0
SUNBEAM CORP                   SR SD CV ZERO 18 867071AD4       59    380000 PRN      DEFINED 03               0        0        0
SUNCOR ENERGY INC              COM              867229106     7053    305430 SH       DEFINED 02 07 15         0        0   305430
SUNCOR ENERGY INC              COM              867229106   173610   7515520 SH       DEFINED 19 20 21         0        0  7515520
SUNCOR ENERGY INC              COM              867229106    42394   1835240 SH       DEFINED 22 32 34         0        0  1835240
SUNCOR ENERGY INC              COM              867229106     1359     58780 SH       DEFINED 03           26980        0    31800
SUNGLASS HUT INTL INC          SB NT CV 144A 03 86736FAA4    14230  19730000 PRN      DEFINED 36               0        0        0
SUNGLASS HUT INTL INC          SB NT CV 144A 03 86736FAA4     4781   6630000 PRN      DEFINED 03               0        0        0
SUNGLASS HUT INTL INC          COM              86736F106      871    106000 SH       DEFINED 28               0        0   106000
SUNGARD DATA SYS INC           COM              867363103    52715   1700500 SH       DEFINED 13 15            0        0  1700500
SUNOCO INC                     COM              86764P109    37653   1279100 SH       DEFINED 02 07 10         0        0  1279100
SUNOCO INC                     COM              86764P109    23794    808320 SH       DEFINED 12 15 19         0        0   808320
SUNOCO INC                     COM              86764P109     5634    191400 SH       DEFINED 21 23 29         0        0   191400
SUNOCO INC                     COM              86764P109     3888    132100 SH       DEFINED 34               0        0   132100
SUNOCO INC                     COM              86764P109    14207    482602 SH       DEFINED 37 03       418802        0    63800
SUNRISE ASSISTED LIVING INC    COM              86768K106      122      6600 SH       DEFINED 15               0        0     6600
SUNTRUST BKS INC               COM              867914103    24054    526500 SH       DEFINED 02 11 12         0        0   526500
SUNTRUST BKS INC               COM              867914103    19149    419147 SH       DEFINED 15 28 34         0        0   419147
SUNTRUST BKS INC               COM              867914103    14680    321253 SH       DEFINED 37 03       309953        0    11300
SUPERGEN INC                   COM              868059106    48477   1337300 SH       DEFINED 02 12 15         0        0  1337300
SUPERGEN INC                   COM              868059106    27234    751300 SH       DEFINED 28 34            0        0   751300
SUPERIOR ENERGY SVCS INC       COM              868157108    19414   1871300 SH       DEFINED 02 07 15         0        0  1871300
SUPERIOR ENERGY SVCS INC       COM              868157108     8062    777100 SH       DEFINED 21 26 29         0        0   777100
SUPERIOR ENERGY SVCS INC       COM              868157108      881     85000 SH       DEFINED 34               0        0    85000
SUPERIOR ENERGY SVCS INC       COM              868157108     3591    346200 SH       DEFINED 03          346200        0        0
SUPERIOR INDS INTL INC         COM              868168105       38      1500 SH       DEFINED 15               0        0     1500
SUPERIOR INDS INTL INC         COM              868168105       90      3500 SH       DEFINED 03            3500        0        0
SUPERVALU INC                  COM              868536103     1993    104560 SH       DEFINED 08 15            0        0   104560
SUPERVALU INC                  COM              868536103     2054    107794 SH       DEFINED 37 03       107794        0        0
SUPREMA SPECIALTIES INC        COM              86859F107     3731    398000 SH       DEFINED 07               0        0   398000
SWIFT ENERGY CO                COM              870738101    59020   2080001 SH       DEFINED 02 07 34         0        0  2080001
SWIFT ENERGY CO                COM              870738101     4088    144100 SH       DEFINED 03          144100        0        0
SWIFT TRANSN CO                COM              870756103   119790   8556475 SH       DEFINED 10 15 20         0        0  8556475
SWIFT TRANSN CO                COM              870756103    15306   1093300 SH       DEFINED 32               0        0  1093300
SWISS HELVETIA FD INC          COM              870875101     6158    417500 SH       DEFINED 19 21            0        0   417500
SYBASE INC                     COM              871130100    11927    518600 SH       DEFINED 02 04 12         0        0   518600
SYBASE INC                     COM              871130100    52203   2269710 SH       DEFINED 13 15 19         0        0  2269710
SYBASE INC                     COM              871130100     9473    411900 SH       DEFINED 23 32 34         0        0   411900
SYBASE INC                     COM              871130100    16905    735000 SH       DEFINED 03          735000        0        0
SYBRON INTL CORP               COM              87114F106    11336    572210 SH       DEFINED 02 09 15         0        0   572210
SYBRON INTL CORP               COM              87114F106     3396    171430 SH       DEFINED 28 30 34         0        0   171430
SYBRON INTL CORP               COM              87114F106     1946     98247 SH       DEFINED 37 03        98247        0        0
SYCAMORE NETWORKS INC          COM              871206108   291290   2639100 SH       DEFINED 02 10 11         0        0  2639100
SYCAMORE NETWORKS INC          COM              871206108   110417   1001500 SH       DEFINED 15 16 28         0        0  1001500
SYCAMORE NETWORKS INC          COM              871206108     1655     15000 SH       DEFINED 34               0        0    15000
SYCAMORE NETWORKS INC          COM              871206108      750      6800 SH       DEFINED 03            3200        0     3600
SYKES ENTERPRISES INC          COM              871237103      643     50000 SH       DEFINED 28               0        0    50000
SYLVAN INC                     COM              871371100     2836    306700 SH       DEFINED 07               0        0   306700
SYMANTEC CORP                  COM              871503108   111720   2071300 SH       DEFINED 13 28 32         0        0  2071300
SYMANTEC CORP                  COM              871503108      216      4000 SH       DEFINED 37 03         4000        0        0
SYMBOL TECHNOLOGIES INC        COM              871508107    30086    557150 SH       DEFINED 02 09 13         0        0   557150
SYMBOL TECHNOLOGIES INC        COM              871508107   282664   5234537 SH       DEFINED 15 16 20         0        0  5234537
SYMBOL TECHNOLOGIES INC        COM              871508107    97246   1800855 SH       DEFINED 23 28 30         0        0  1800855
SYMBOL TECHNOLOGIES INC        COM              871508107    29665    549360 SH       DEFINED 32 34            0        0   549360
SYMBOL TECHNOLOGIES INC        COM              871508107    55689   1031164 SH       DEFINED 37 03       852839        0   178325
SYNCOR INTL CORP DEL           COM              87157J106     4665     64800 SH       DEFINED 02 07 15         0        0    64800
SYNCOR INTL CORP DEL           COM              87157J106     9136    126900 SH       DEFINED 21 26 28         0        0   126900
SYNCOR INTL CORP DEL           COM              87157J106    13867    192600 SH       DEFINED 03          192600        0        0
SYNOPSYS INC                   COM              871607107      362     10500 SH       DEFINED 03               0        0    10500
SYNOVUS FINL CORP              COM              87161C105    58206   3302475 SH       DEFINED 02 10 13         0        0  3302475
SYNOVUS FINL CORP              COM              87161C105    16040    910100 SH       DEFINED 15 16 28         0        0   910100
SYNOVUS FINL CORP              COM              87161C105      881     50000 SH       DEFINED 34               0        0    50000
SYNOVUS FINL CORP              COM              87161C105     5073    287848 SH       DEFINED 37 03       287848        0        0
SYSCO CORP                     COM              871829107    23657    561600 SH       DEFINED 02 12 15         0        0   561600
SYSCO CORP                     COM              871829107   301599   7160800 SH       DEFINED 16 20 21         0        0  7160800
SYSCO CORP                     COM              871829107     3833     91000 SH       DEFINED 23 28 29         0        0    91000
SYSCO CORP                     COM              871829107    24765    587900 SH       DEFINED 32 34            0        0   587900
SYSCO CORP                     COM              871829107    15753    374056 SH       DEFINED 37 03       356856        0    17200
SYSTEMS & COMPUTER TECHNOLOGY  COM              871873105      834     41700 SH       DEFINED 03           41700        0        0
TBC CORP                       COM              872180104     9770   2112500 SH       DEFINED 07               0        0  2112500
TB WOODS CORP                  COM              872226105     6150    592800 SH       DEFINED 07 28            0        0   592800
TCF FINL CORP                  COM              872275102    53291   2074600 SH       DEFINED 02 07 09         0        0  2074600
TCF FINL CORP                  COM              872275102    18800    731890 SH       DEFINED 15 19 20         0        0   731890
TCF FINL CORP                  COM              872275102    18094    704400 SH       DEFINED 22 32 34         0        0   704400
TCF FINL CORP                  COM              872275102    26314   1024400 SH       DEFINED 03          980100        0    44300
TDK CORP                       AMERN DEP SH     872351408      168      1200 SH       DEFINED 37            1200        0        0
TD WATERHOUSE GRP INC          COM              872362108     6246    360800 SH       DEFINED 02 15 21         0        0   360800
TD WATERHOUSE GRP INC          COM              872362108      796     46000 SH       DEFINED 34               0        0    46000
TD WATERHOUSE GRP INC          COM              872362108     1019     58900 SH       DEFINED 03           58900        0        0
TJX COS INC NEW                COM              872540109   108207   5771046 SH       DEFINED 02 07 09         0        0  5771046
TJX COS INC NEW                COM              872540109   116777   6228154 SH       DEFINED 10 12 15         0        0  6228154
TJX COS INC NEW                COM              872540109   200898  10714600 SH       DEFINED 20 22 32         0        0 10714600
TJX COS INC NEW                COM              872540109       43      2300 SH       DEFINED 34               0        0     2300
TJX COS INC NEW                COM              872540109     8512    453992 SH       DEFINED 37 03       326482        0   127510
T / R SYS INC                  COM              87263U102      726    114000 SH       DEFINED 04               0        0   114000
T / R SYS INC                  COM              87263U102      502     78900 SH       DEFINED 03           78900        0        0
TRW INC                        COM              872649108    95867   2210200 SH       DEFINED 07 09 15         0        0  2210200
TRW INC                        COM              872649108   194198   4477200 SH       DEFINED 16 20 22         0        0  4477200
TRW INC                        COM              872649108    28670    661000 SH       DEFINED 23 32 34         0        0   661000
TRW INC                        COM              872649108    25631    590916 SH       DEFINED 37 03       520816        0    70100
TMP WORLDWIDE INC              COM              872941109    43601    590700 SH       DEFINED 02 04 05         0        0   590700
TMP WORLDWIDE INC              COM              872941109    62696    849400 SH       DEFINED 06 09 12         0        0   849400
TMP WORLDWIDE INC              COM              872941109   149421   2026500 SH       DEFINED 13 15 20         0        0  2026500
TMP WORLDWIDE INC              COM              872941109    89431   1211600 SH       DEFINED 22 26 28         0        0  1211600
TMP WORLDWIDE INC              COM              872941109     2945     40400 SH       DEFINED 30 32 34         0        0    40400
TMP WORLDWIDE INC              COM              872941109    15293    207200 SH       DEFINED 03          101100        0   106100
TV GUIDE INC                   CL A             87307Q109   108572   3170000 SH       DEFINED 02 13 15         0        0  3170000
TV GUIDE INC                   CL A             87307Q109       20       600 SH       DEFINED 34               0        0      600
TV GUIDE INC                   CL A             87307Q109     1219     35600 SH       DEFINED 03           35600        0        0
TXU CORP                       COM              873168108     3737    126700 SH       DEFINED 02 32            0        0   126700
TXU CORP                       COM              873168108     6341    214845 SH       DEFINED 37 03       214845        0        0
TAITRON COMPONENTS INC         CL A             874028103     1848    434900 SH       DEFINED 07               0        0   434900
TAIWAN FD INC                  COM              874036106     3060    160000 SH       DEFINED 12 19 21         0        0   160000
TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    874039100    30749    793528 SH       DEFINED 02 13 15         0        0   793528
TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    874039100   130416   3365580 SH       DEFINED 22 28 34         0        0  3365580
TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    874039100    31025    800664 SH       DEFINED 03          746492        0    54172
TAKE-TWO INTERACTIVE SOFTWARE  COM              874054109      848     70000 SH       DEFINED 28               0        0    70000
TALBOTS INC                    COM              874161102     3235     58900 SH       DEFINED 02 13 15         0        0    58900
TALBOTS INC                    COM              874161102    88328   1607800 SH       DEFINED 20 23 26         0        0  1607800
TALBOTS INC                    COM              874161102    20634    375600 SH       DEFINED 32 34            0        0   375600
TALBOTS INC                    COM              874161102     2972     54100 SH       DEFINED 03           54100        0        0
TALISMAN ENERGY INC            COM              87425E103    18293    552300 SH       DEFINED 02 04 06         0        0   552300
TALISMAN ENERGY INC            COM              87425E103    25162    759500 SH       DEFINED 07 15 19         0        0   759500
TALISMAN ENERGY INC            COM              87425E103   111557   3367200 SH       DEFINED 20 21 22         0        0  3367200
TALISMAN ENERGY INC            COM              87425E103     9823    296500 SH       DEFINED 32 34            0        0   296500
TALISMAN ENERGY INC            COM              87425E103     4908    148150 SH       DEFINED 03           19350        0   128800
TALK CITY INC                  COM              874263106        0       600 SH       DEFINED 12               0        0      600
TALK COM INC                   COM              874264104      312     53845 SH       DEFINED 03           53845        0        0
TANDY BRANDS ACCESSORIES INC   COM              875378101     4322    548900 SH       DEFINED 07               0        0   548900
TANNING TECHNOLOGY CORP        COM              87588P101      161      8400 SH       DEFINED 15               0        0     8400
TANOX INC                      COM              87588Q109       56      1200 SH       DEFINED 26               0        0     1200
TARGET CORP                    COM              87612E106    98652   1700900 SH       DEFINED 02 05 06         0        0  1700900
TARGET CORP                    COM              87612E106   993719  17133100 SH       DEFINED 07 09 10         0        0 17133100
TARGET CORP                    COM              87612E106   203986   3517000 SH       DEFINED 11 12 13         0        0  3517000
TARGET CORP                    COM              87612E106   293187   5054950 SH       DEFINED 15 16 19         0        0  5054950
TARGET CORP                    COM              87612E106    55471    956400 SH       DEFINED 22 23 26         0        0   956400
TARGET CORP                    COM              87612E106   149979   2585860 SH       DEFINED 27 28 30         0        0  2585860
TARGET CORP                    COM              87612E106     8659    149300 SH       DEFINED 32 34            0        0   149300
TARGET CORP                    COM              87612E106   112160   1933951 SH       DEFINED 37 03      1454851        0   479100
TASTY BAKING CO                COM              876553306       24      1900 SH       DEFINED 15               0        0     1900
TAUBMAN CTRS INC               COM              876664103     1532    139300 SH       DEFINED 35               0        0   139300
TAUBMAN CTRS INC               COM              876664103     4635    421400 SH       DEFINED 03          421400        0        0
TECH DATA CORP                 COM              878237106    63379   1454900 SH       DEFINED 09 10 12         0        0  1454900
TECH DATA CORP                 COM              878237106    44816   1028780 SH       DEFINED 15 23 28         0        0  1028780
TECH DATA CORP                 COM              878237106     1110     25500 SH       DEFINED 30               0        0    25500
TECH DATA CORP                 COM              878237106    13530    310600 SH       DEFINED 37 03       264400        0    46200
TECH SYM CORP                  COM              878308105     3569    126900 SH       DEFINED 26               0        0   126900
TECHNE CORP                    COM              878377100    17797    136900 SH       DEFINED 02 26 32         0        0   136900
TECHNITROL INC                 COM              878555101     3739     38600 SH       DEFINED 02 26 32         0        0    38600
TECHNOLOGY SOLUTIONS CO        COM              87872T108     3431    554600 SH       DEFINED 02 04 07         0        0   554600
TECHNOLOGY SOLUTIONS CO        COM              87872T108    24064   3889200 SH       DEFINED 15 26 28         0        0  3889200
TECHNOLOGY SOLUTIONS CO        COM              87872T108     5030    813000 SH       DEFINED 29 34            0        0   813000
TECHNOLOGY SOLUTIONS CO        COM              87872T108     1540    249050 SH       DEFINED 03          249050        0        0
TEKELEC                        SB DSC CV 144A04 879101AA1     9660   3500000 PRN      DEFINED 11               0        0        0
TEKELEC                        COM              879101103    19265    399800 SH       DEFINED 09 11 28         0        0   399800
TEKELEC                        COM              879101103      375      7800 SH       DEFINED 30               0        0     7800
TEKELEC                        COM              879101103      399      8300 SH       DEFINED 03            8300        0        0
TEKTRONIX INC                  COM              879131100   116949   1580400 SH       DEFINED 02 09 13         0        0  1580400
TEKTRONIX INC                  COM              879131100   152876   2065900 SH       DEFINED 16 20 23         0        0  2065900
TEKTRONIX INC                  COM              879131100    12269    165800 SH       DEFINED 28 30 32         0        0   165800
TEKTRONIX INC                  COM              879131100     4924     66543 SH       DEFINED 03           66543        0        0
TELAXIS COMMUNICATIONS CORP    COM              879202109    26187    838000 SH       DEFINED 13               0        0   838000
TELCOM SEMICONDUCTOR INC       COM              87921P107     1975     49300 SH       DEFINED 26               0        0    49300
TELE NORDESTE CELULAR PART S A SPON ADR PFD     87924W109       13       200 SH       DEFINED 19               0        0      200
TELE NORTE LESTE PART S A      SPON ADR PFD     879246106     1713     72508 SH       DEFINED 02 07 19         0        0    72508
TELE NORTE LESTE PART S A      SPON ADR PFD     879246106    14855    628817 SH       DEFINED 21               0        0   628817
TELECOM ITALIA SPA             SPON ADR ORD     87927W106        7        60 SH       DEFINED 37              60        0        0
TELECOMM ARGENTINA STET-FRANCE SPON ADR REP B   879273209      918     33400 SH       DEFINED 02 07 19         0        0    33400
TELECOMM ARGENTINA STET-FRANCE SPON ADR REP B   879273209     8057    293000 SH       DEFINED 21               0        0   293000
TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR    879287308    12635    130100 SH       DEFINED 19 21            0        0   130100
TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR    879287308        2        30 SH       DEFINED 37              30        0        0
TELECOMUNICACOES DE SAO PAULO  SPON ADR PFD     87929A102     3237    175000 SH       DEFINED 21               0        0   175000
TELECORP PCS INC               CL A             879299105     3196     79300 SH       DEFINED 07 13 15         0        0    79300
TELECORP PCS INC               CL A             879299105     2886     71600 SH       DEFINED 03           71600        0        0
TELEFLEX INC                   COM              879369106      457     12800 SH       DEFINED 15               0        0    12800
TELEFONICA DE ARGENTINA S A    SPON ADR CL B    879378206    10363    326400 SH       DEFINED 03          326400        0        0
TELEFONICA S A                 SPONSORED ADR    879382208    53235    831000 SH       DEFINED 19 21            0        0   831000
TELEFONICA S A                 SPONSORED ADR    879382208      100      1623 SH       DEFINED 37            1623        0        0
TELEFONICA DEL PERU S A        SPON ADR CL B    879384105     1300    114300 SH       DEFINED 21               0        0   114300
TELEFONOS DE MEXICO S A        SR DB CV 4.25%04 879403AD5    48517  36140000 PRN      DEFINED 09 11 22         0        0        0
TELEFONOS DE MEXICO S A        ADR NOMINATIVE   879403400        7      2800 SH       DEFINED 37            2800        0        0
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780   149299   2613560 SH       DEFINED 02 05 06         0        0  2613560
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780    54473    953590 SH       DEFINED 07 10 11         0        0   953590
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780   272203   4765055 SH       DEFINED 12 19 21         0        0  4765055
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780    34434    602800 SH       DEFINED 22 28            0        0   602800
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780      106      1930 SH       DEFINED 37            1930        0        0
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780     5312     93000 SH       DEFINED 03               0        0    93000
TELEGLOBE INC                  COM              87941V100      236     11200 SH       DEFINED 02               0        0    11200
TELEPHONE & DATA SYS INC       COM              879433100        0         9 SH       DEFINED 37               9        0        0
TELEMIG CELULAR PART S A       SPON ADR PFD     87944E105      504      7050 SH       DEFINED 02 07 19         0        0     7050
TELEMIG CELULAR PART S A       SPON ADR PFD     87944E105     3682     51500 SH       DEFINED 21               0        0    51500
TELESP CELULAR PART S A        SPON ADR PFD     87952L108    53257   1186800 SH       DEFINED 02 07 12         0        0  1186800
TELESP CELULAR PART S A        SPON ADR PFD     87952L108    50653   1128771 SH       DEFINED 19 21 22         0        0  1128771
TELESP CELULAR PART S A        SPON ADR PFD     87952L108     2912     64900 SH       DEFINED 34 03            0        0    64900
TELLABS INC                    COM              879664100   212416   3103800 SH       DEFINED 07 10 16         0        0  3103800
TELLABS INC                    COM              879664100    86977   1270900 SH       DEFINED 20 32            0        0  1270900
TELLABS INC                    COM              879664100    21268    310732 SH       DEFINED 37 03       310732        0        0
TEMPLE INLAND INC              COM              879868107      372      8877 SH       DEFINED 15               0        0     8877
TEMPLE INLAND INC              COM              879868107     2056     48964 SH       DEFINED 37 03        48964        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      804     25900 SH       DEFINED 32               0        0    25900
TELESYSTEM INTL WIRELESS INC   SUB VTG SHS      879946101    21621   1181500 SH       DEFINED 02 19 21         0        0  1181500
TELESYSTEM INTL WIRELESS INC   SUB VTG SHS      879946101     6373    348200 SH       DEFINED 22 37 03         0        0   348200
TEMPLETON DRAGON FD INC        COM              88018T101     9002   1043800 SH       DEFINED 19 21            0        0  1043800
TEMPLETON GLOBAL INCOME FD INC COM              880198106     4521    730700 SH       DEFINED 19 21            0        0   730700
TENET HEALTHCARE CORP          COM              88033G100    15576    576900 SH       DEFINED 02 12 13         0        0   576900
TENET HEALTHCARE CORP          COM              88033G100    52987   1962500 SH       DEFINED 15 18 21         0        0  1962500
TENET HEALTHCARE CORP          COM              88033G100    10602    392700 SH       DEFINED 29 34            0        0   392700
TENET HEALTHCARE CORP          COM              88033G100    23212    859701 SH       DEFINED 37 03       822801        0    36900
TENNECO AUTOMOTIVE INC         COM              880349105      787    150000 SH       DEFINED 22               0        0   150000
TERADYNE INC                   COM              880770102    56249    765300 SH       DEFINED 02 12 13         0        0   765300
TERADYNE INC                   COM              880770102   202227   2751400 SH       DEFINED 15 20 23         0        0  2751400
TERADYNE INC                   COM              880770102    39954    543600 SH       DEFINED 28 32 34         0        0   543600
TERADYNE INC                   COM              880770102    20774    282637 SH       DEFINED 37 03       254337        0    28300
TERAYON COMMUNICATION SYS      COM              880775101    16925    263500 SH       DEFINED 02 06 09         0        0   263500
TERAYON COMMUNICATION SYS      COM              880775101    31063    483600 SH       DEFINED 15 28 30         0        0   483600
TERAYON COMMUNICATION SYS      COM              880775101    12198    189900 SH       DEFINED 34 03         5400        0   184500
TEREX CORP NEW                 COM              880779103     7061    499900 SH       DEFINED 22 36            0        0   499900
TEREX CORP NEW                 COM              880779103      478     33900 SH       DEFINED 03           33900        0        0
TESORO PETE CORP               COM              881609101     8044    794500 SH       DEFINED 18               0        0   794500
TESORO PETE CORP               COM              881609101     4162    411100 SH       DEFINED 03          411100        0        0
TESORO PETE CORP               PIES CV 1/100S   881609408     1674    163400 SH       DEFINED 27               0        0   163400
TESORO PETE CORP               PIES CV 1/100S   881609408      750     73200 SH       DEFINED 03           53800        0    19400
TETRA TECHNOLOGIES INC DEL     COM              88162F105      583     41100 SH       DEFINED 15               0        0    41100
TETRA TECHNOLOGIES INC DEL     COM              88162F105     3981    280600 SH       DEFINED 03          280600        0        0
TETRA TECH INC NEW             COM              88162G103     2905    127037 SH       DEFINED 02 15 20         0        0   127037
TETRA TECH INC NEW             COM              88162G103      208      9100 SH       DEFINED 32               0        0     9100
TETRA TECH INC NEW             COM              88162G103    20507    896500 SH       DEFINED 03          896500        0        0
TEVA PHARMACEUTICAL INDS LTD   ADR              881624209    95380   1720500 SH       DEFINED 02 09 13         0        0  1720500
TEVA PHARMACEUTICAL INDS LTD   ADR              881624209   207846   3749200 SH       DEFINED 16 19 21         0        0  3749200
TEVA PHARMACEUTICAL INDS LTD   ADR              881624209     9324    168200 SH       DEFINED 28 30            0        0   168200
TEVA PHARMACEUTICAL INDS LTD   ADR              881624209    21426    386500 SH       DEFINED 03          386500        0        0
TEXACO INC                     COM              881694103   340059   6386100 SH       DEFINED 02 10 12         0        0  6386100
TEXACO INC                     COM              881694103     2593     48700 SH       DEFINED 15 28            0        0    48700
TEXACO INC                     COM              881694103    27160    509983 SH       DEFINED 37 03       488957        0    21026
TESMA INTL INC                 CL A SUB VTG     881908107    13868    805700 SH       DEFINED 02               0        0   805700
TEXAS INSTRS INC               COM              882508104   339220   4938600 SH       DEFINED 02 04 05         0        0  4938600
TEXAS INSTRS INC               COM              882508104  2735417  39824100 SH       DEFINED 06 07 10         0        0 39824100
TEXAS INSTRS INC               COM              882508104  1661241  24185500 SH       DEFINED 11 12 13         0        0 24185500
TEXAS INSTRS INC               COM              882508104  1923620  28005400 SH       DEFINED 15 16 18         0        0 28005400
TEXAS INSTRS INC               COM              882508104   447609   6516610 SH       DEFINED 19 20 21         0        0  6516610
TEXAS INSTRS INC               COM              882508104   409233   5957900 SH       DEFINED 22 23 26         0        0  5957900
TEXAS INSTRS INC               COM              882508104   960001  13976360 SH       DEFINED 27 28 29         0        0 13976360
TEXAS INSTRS INC               COM              882508104   313723   4567400 SH       DEFINED 30 32 34         0        0  4567400
TEXAS INSTRS INC               COM              882508104   327145   4762756 SH       DEFINED 37 03      3857696        0   905060
TEXAS PAC LD TR                SUB CTF PROP I T 882610108      351      8000 SH       DEFINED 37            8000        0        0
TEXTRON INC                    COM              883203101   228590   4208800 SH       DEFINED 02 06 07         0        0  4208800
TEXTRON INC                    COM              883203101   273267   5031400 SH       DEFINED 09 10 15         0        0  5031400
TEXTRON INC                    COM              883203101   131271   2416960 SH       DEFINED 16 18 19         0        0  2416960
TEXTRON INC                    COM              883203101   114372   2105700 SH       DEFINED 22 27 28         0        0  2105700
TEXTRON INC                    COM              883203101     2905     53500 SH       DEFINED 30 32 34         0        0    53500
TEXTRON INC                    COM              883203101    51715    952166 SH       DEFINED 37 03       694046        0   258120
THERAGENICS CORP               COM              883375107     8992   1050200 SH       DEFINED 07               0        0  1050200
THERMO CARDIOSYSTEMS INC       COM NONREDEEM    88355K200      841     84100 SH       DEFINED 03           84100        0        0
THERMO FIBERTEK INC            COM              88355W105      817    172200 SH       DEFINED 15               0        0   172200
THERMO ELECTRON CORP           COM              883556102    95352   4527100 SH       DEFINED 02 07 09         0        0  4527100
THERMO ELECTRON CORP           COM              883556102   199485   9471145 SH       DEFINED 10 12 13         0        0  9471145
THERMO ELECTRON CORP           COM              883556102   140359   6663938 SH       DEFINED 15 20 22         0        0  6663938
THERMO ELECTRON CORP           COM              883556102    47086   2235580 SH       DEFINED 23 28 32         0        0  2235580
THERMO ELECTRON CORP           COM              883556102       63      3000 SH       DEFINED 34               0        0     3000
THERMO ELECTRON CORP           COM              883556102    40911   1942400 SH       DEFINED 03         1728100        0   214300
THOMAS & BETTS CORP            COM              884315102      931     48565 SH       DEFINED 37 03        48565        0        0
THOMAS GROUP INC               COM              884402108      618     74400 SH       DEFINED 07               0        0    74400
THORATEC LABS CORP             COM NEW          885175307        8       500 SH       DEFINED 37             500        0        0
3DO CO                         COM              88553W105       78     10000 SH       DEFINED 28               0        0    10000
3COM CORP                      COM              885535104    38672    671100 SH       DEFINED 02 06 10         0        0   671100
3COM CORP                      COM              885535104   141469   2455000 SH       DEFINED 13 15 16         0        0  2455000
3COM CORP                      COM              885535104     2881     50000 SH       DEFINED 34               0        0    50000
3COM CORP                      COM              885535104    16769    291249 SH       DEFINED 37 03       277849        0    13400
THREE FIVE SYS INC             COM              88554L108     3607     61152 SH       DEFINED 09 28 30         0        0    61152
THREE FIVE SYS INC             COM              88554L108     2596     44000 SH       DEFINED 32 03            0        0    44000
360NETWORKS INC                SUB VTG SHS      88575T205    58153   3792800 SH       DEFINED 10 20 25         0        0  3792800
360NETWORKS INC                SUB VTG SHS      88575T205     3399    221700 SH       DEFINED 27 32            0        0   221700
TIBCO SOFTWARE INC             COM              88632Q103   134042   1250000 SH       DEFINED 10 12 13         0        0  1250000
TIBCO SOFTWARE INC             COM              88632Q103      396      3700 SH       DEFINED 28               0        0     3700
TIBCO SOFTWARE INC             COM              88632Q103     5940     55400 SH       DEFINED 03           55400        0        0
TICKETMASTER ONLINE-CITYSEARCH CL B             88633P203    18251   1145200 SH       DEFINED 05 15 26         0        0  1145200
TICKETMASTER ONLINE-CITYSEARCH CL B             88633P203     2266    142200 SH       DEFINED 28 03            0        0   142200
TIDEL TECHNOLOGIES INC         COM              886368109      195     19700 SH       DEFINED 28               0        0    19700
TIDEWATER INC                  COM              886423102    28533    792600 SH       DEFINED 09 11 12         0        0   792600
TIDEWATER INC                  COM              886423102    24353    676485 SH       DEFINED 13 15 28         0        0   676485
TIDEWATER INC                  COM              886423102      934     25950 SH       DEFINED 30               0        0    25950
TIDEWATER INC                  COM              886423102    17135    475981 SH       DEFINED 37 03       465981        0    10000
TIFFANY & CO NEW               COM              886547108     9490    140600 SH       DEFINED 02 12 15         0        0   140600
TIFFANY & CO NEW               COM              886547108   113757   1685300 SH       DEFINED 22 28 32         0        0  1685300
TIFFANY & CO NEW               COM              886547108       27       400 SH       DEFINED 34               0        0      400
TIFFANY & CO NEW               COM              886547108     4749     70409 SH       DEFINED 37 03        60409        0    10000
TIMBERLAND CO                  CL A             887100105    83353   1177100 SH       DEFINED 09 13 20         0        0  1177100
TIMBERLAND CO                  CL A             887100105     2952     41700 SH       DEFINED 28 30 32         0        0    41700
TIMBERLINE SOFTWARE CORP       COM              887134104     3188    436100 SH       DEFINED 07               0        0   436100
TIME WARNER INC                COM              887315109   106708   1404062 SH       DEFINED 02 04 05         0        0  1404062
TIME WARNER INC                COM              887315109   359937   4736015 SH       DEFINED 06 07 09         0        0  4736015
TIME WARNER INC                COM              887315109  1656212  21792267 SH       DEFINED 10 11 12         0        0 21792267
TIME WARNER INC                COM              887315109   623849   8208550 SH       DEFINED 13 15 16         0        0  8208550
TIME WARNER INC                COM              887315109   134336   1767587 SH       DEFINED 19 20 21         0        0  1767587
TIME WARNER INC                COM              887315109   371162   4883714 SH       DEFINED 22 23 26         0        0  4883714
TIME WARNER INC                COM              887315109   310163   4081093 SH       DEFINED 27 28 30         0        0  4081093
TIME WARNER INC                COM              887315109    29738    391297 SH       DEFINED 32 34            0        0   391297
TIME WARNER INC                COM              887315109   258664   3403565 SH       DEFINED 37 03      2723446        0   680119
TIME WARNER TELECOM INC        CL A             887319101    90279   1402400 SH       DEFINED 07 09 11         0        0  1402400
TIME WARNER TELECOM INC        CL A             887319101    62418    969600 SH       DEFINED 13 15 16         0        0   969600
TIME WARNER TELECOM INC        CL A             887319101    73526   1142165 SH       DEFINED 20 21 22         0        0  1142165
TIME WARNER TELECOM INC        CL A             887319101    50631    786503 SH       DEFINED 28 32 34         0        0   786503
TIME WARNER TELECOM INC        CL A             887319101     6907    107300 SH       DEFINED 03           83000        0    24300
TIMKEN CO                      COM              887389104      888     47682 SH       DEFINED 03           47682        0        0
TITAN CORP                     COM              888266103    25081    560480 SH       DEFINED 02 13 15         0        0   560480
TITAN CORP                     COM              888266103    14105    315350 SH       DEFINED 37 03       249250        0    66100
TITAN PHARMACEUTICALS INC DEL  COM              888314101    24901    579100 SH       DEFINED 09 15 28         0        0   579100
TITAN PHARMACEUTICALS INC DEL  COM              888314101      649     15100 SH       DEFINED 30               0        0    15100
TIVO INC                       COM              888706108    44779   1279400 SH       DEFINED 09 13 28         0        0  1279400
TIVO INC                       COM              888706108     1022     29200 SH       DEFINED 30               0        0    29200
TOLLGRADE COMMUNICATIONS INC   COM              889542106    14548    109800 SH       DEFINED 02 26 32         0        0   109800
TOLLGRADE COMMUNICATIONS INC   COM              889542106     2928     22100 SH       DEFINED 03           22100        0        0
TOO INC                        COM              890333107     7631    300000 SH       DEFINED 10               0        0   300000
TOOTSIE ROLL INDS INC          COM              890516107     1889     53978 SH       DEFINED 02 13 15         0        0    53978
TOOTSIE ROLL INDS INC          COM              890516107     1555     44389 SH       DEFINED 37 03        44389        0        0
TOPPS INC                      COM              890786106      405     35300 SH       DEFINED 02 07 13         0        0    35300
TOPPS INC                      COM              890786106     1340    116600 SH       DEFINED 03          116600        0        0
TORCHMARK CORP                 COM              891027104     3175    128632 SH       DEFINED 02 08 23         0        0   128632
TORCHMARK CORP                 COM              891027104      493     20000 SH       DEFINED 34               0        0    20000
TORCHMARK CORP                 COM              891027104     2498    101210 SH       DEFINED 03          101210        0        0
TORONTO DOMINION BK ONT        COM NEW          891160509   203307   8365920 SH       DEFINED 02 07 15         0        0  8365920
TORONTO DOMINION BK ONT        COM NEW          891160509    18443    758500 SH       DEFINED 19 21 34         0        0   758500
TORONTO DOMINION BK ONT        COM NEW          891160509     1020     41986 SH       DEFINED 03           41986        0        0
TOSCO CORP                     COM NEW          891490302    20235    714719 SH       DEFINED 02 07 09         0        0   714719
TOSCO CORP                     COM NEW          891490302    87474   3089600 SH       DEFINED 12 13 15         0        0  3089600
TOSCO CORP                     COM NEW          891490302    93210   3292200 SH       DEFINED 20 21 22         0        0  3292200
TOSCO CORP                     COM NEW          891490302   130411   4606140 SH       DEFINED 23 28 29         0        0  4606140
TOSCO CORP                     COM NEW          891490302    30739   1085730 SH       DEFINED 30 32 34         0        0  1085730
TOSCO CORP                     COM NEW          891490302    10226    361117 SH       DEFINED 37 03       124217        0   236900
TOTAL RENAL CARE HLDGS INC     SB NT CV144A7%09 89151AAA5    14341  21566000 PRN      DEFINED 02 11 22         0        0        0
TOTAL RENAL CARE HLDGS INC     SB NT CV144A7%09 89151AAA5    30889  46450000 PRN      DEFINED 23 25 27         0        0        0
TOTAL RENAL CARE HLDGS INC     SB NT CV144A7%09 89151AAA5     8531  12830000 PRN      DEFINED 28 32 36         0        0        0
TOTAL RENAL CARE HLDGS INC     SB NT CV144A7%09 89151AAA5     7368  11080000 PRN      DEFINED 03               0        0        0
TOTAL RENAL CARE HLDGS INC     SUB NT CONV 7%09 89151AAC1     8219  12360000 PRN      DEFINED 02 23 25         0        0        0
TOTAL RENAL CARE HLDGS INC     SUB NT CONV 7%09 89151AAC1    17795  26760000 PRN      DEFINED 27 28 36         0        0        0
TOTAL RENAL CARE HLDGS INC     SUB NT CONV 7%09 89151AAC1     5266   7920000 PRN      DEFINED 03               0        0        0
TOTAL RENAL CARE HLDGS INC     COM              89151A107       30      5000 SH       DEFINED 02               0        0     5000
TOTAL FINA ELF S A             SPONSORED ADR    89151E109   525357   6839484 SH       DEFINED 02 07 09         0        0  6839484
TOTAL FINA ELF S A             SPONSORED ADR    89151E109   193101   2513935 SH       DEFINED 15 19 20         0        0  2513935
TOTAL FINA ELF S A             SPONSORED ADR    89151E109   323900   4216768 SH       DEFINED 21 22 23         0        0  4216768
TOTAL FINA ELF S A             SPONSORED ADR    89151E109   110397   1437239 SH       DEFINED 28 30 32         0        0  1437239
TOTAL FINA ELF S A             SPONSORED ADR    89151E109     3684     47970 SH       DEFINED 34               0        0    47970
TOTAL FINA ELF S A             SPONSORED ADR    89151E109    36253    471975 SH       DEFINED 37 03       192179        0   279796
TOWER AUTOMOTIVE INC           COM              891707101     5602    448200 SH       DEFINED 03          448200        0        0
TOYOTA MOTOR CORP              SP ADR REP2COM   892331307       56       600 SH       DEFINED 37             600        0        0
TOYS R US INC                  COM              892335100     2738    188044 SH       DEFINED 03          188044        0        0
TRAMMELL CROW CO               COM              89288R106     2258    210100 SH       DEFINED 09 26 35         0        0   210100
TRAMMELL CROW CO               COM              89288R106     1671    155500 SH       DEFINED 03          155500        0        0
TRANS LUX CORP                 SUB NT CV 7.5%06 893247AD8      385    500000 PRN      DEFINED 07               0        0        0
TRANSCANADA PIPELINES LTD      COM              893526103     1140    149500 SH       DEFINED 02               0        0   149500
TRANSGENE S A                  SPONSORED ADR    89365U105    13457    815579 SH       DEFINED 02 21            0        0   815579
TRANSPRO INC                   COM              893885103     3345    660925 SH       DEFINED 07               0        0   660925
TRANSMONTAIGNE INC             COM              893934109      236     38600 SH       DEFINED 03           38600        0        0
TRAVELOCITY COM INC            COM              893953109    14622    892976 SH       DEFINED 05 12 15         0        0   892976
TRAVELOCITY COM INC            COM              893953109     9227    563500 SH       DEFINED 21 22 26         0        0   563500
TRAVELOCITY COM INC            COM              893953109    10121    618100 SH       DEFINED 28 29            0        0   618100
TRAVELOCITY COM INC            COM              893953109     2212    135100 SH       DEFINED 03           81300        0    53800
TREDEGAR CORP                  COM              894650100      457     24100 SH       DEFINED 03           24100        0        0
TRENDWEST RESORTS INC          COM              894917103      580     36000 SH       DEFINED 26               0        0    36000
TREX INC                       COM              89531P105     6180    123601 SH       DEFINED 09 15 28         0        0   123601
TREX INC                       COM              89531P105      300      6000 SH       DEFINED 30               0        0     6000
TRI CONTL CORP                 COM              895436103      497     19885 SH       DEFINED 37           19885        0        0
TRIAD HOSPITALS INC            COM              89579K109     4344    179600 SH       DEFINED 15 26            0        0   179600
TRIAD HOSPITALS INC            COM              89579K109        0        39 SH       DEFINED 37              39        0        0
TRIAD GTY INC                  COM              895925105     9094    396500 SH       DEFINED 07               0        0   396500
TRICON GLOBAL RESTAURANTS      COM              895953107    99979   3539110 SH       DEFINED 10 15 16         0        0  3539110
TRICON GLOBAL RESTAURANTS      COM              895953107    46430   1643540 SH       DEFINED 22 28            0        0  1643540
TRICON GLOBAL RESTAURANTS      COM              895953107     3357    118901 SH       DEFINED 37 03       118901        0        0
TRIBUNE CO NEW                 COM              896047107    81278   2322243 SH       DEFINED 02 08 10         0        0  2322243
TRIBUNE CO NEW                 COM              896047107    17220    492000 SH       DEFINED 11 15 34         0        0   492000
TRIBUNE CO NEW                 COM              896047107    10290    294005 SH       DEFINED 37 03       284705        0     9300
TRICOM SA                      SPON ADR REP A   89612A100    11937    779600 SH       DEFINED 09 15 34         0        0   779600
TRIGON HEALTHCARE INC          COM              89618L100    39388    763900 SH       DEFINED 02 09 13         0        0   763900
TRIGON HEALTHCARE INC          COM              89618L100    23300    451890 SH       DEFINED 15 28 30         0        0   451890
TRIGON HEALTHCARE INC          COM              89618L100     4181     81100 SH       DEFINED 32 34            0        0    81100
TRIGON HEALTHCARE INC          COM              89618L100    20800    403400 SH       DEFINED 03          403400        0        0
TRIMBLE NAVIGATION LTD         COM              896239100    54294   1112300 SH       DEFINED 13 32            0        0  1112300
TRIMERIS INC                   COM              896263100     1839     26300 SH       DEFINED 26               0        0    26300
TRINITY INDS INC               COM              896522109     5466    295500 SH       DEFINED 28               0        0   295500
TRIQUINT SEMICONDUCTOR INC     COM              89674K103    23835    249100 SH       DEFINED 09 26 28         0        0   249100
TRIQUINT SEMICONDUCTOR INC     COM              89674K103     2937     30700 SH       DEFINED 30 03            0        0    30700
TRITEL INC                     CL A             89675X104    14852    500300 SH       DEFINED 05 06            0        0   500300
TRITEL INC                     CL A             89675X104      611     20600 SH       DEFINED 03           20600        0        0
TRITON PCS HLDGS INC           CL A             89677M106   115095   1993000 SH       DEFINED 13 15 20         0        0  1993000
TRITON PCS HLDGS INC           CL A             89677M106    27086    469030 SH       DEFINED 32 34            0        0   469030
TRITON PCS HLDGS INC           CL A             89677M106     8818    152700 SH       DEFINED 03          152700        0        0
TRIZETTO GROUP INC             COM              896882107       90      5600 SH       DEFINED 15               0        0     5600
TRIZEC HAHN CORP               SUB VTG          896938107      460     25700 SH       DEFINED 09               0        0    25700
TROPICAL SPORTSWEAR INTL CORP  COM              89708P102     3412    195000 SH       DEFINED 26               0        0   195000
TRUE NORTH COMMUNICATIONS INC  COM              897844106    21032    478000 SH       DEFINED 02 07 09         0        0   478000
TRUE NORTH COMMUNICATIONS INC  COM              897844106    68288   1552000 SH       DEFINED 11 15 20         0        0  1552000
TRUE NORTH COMMUNICATIONS INC  COM              897844106     5737    130400 SH       DEFINED 28 30 32         0        0   130400
TRUE NORTH COMMUNICATIONS INC  COM              897844106      132      3000 SH       DEFINED 34               0        0     3000
TRUE NORTH COMMUNICATIONS INC  COM              897844106    22440    510000 SH       DEFINED 03          478000        0    32000
TUBOS DE ACERO DE MEXICO S A   ADR NEW          898592506     5902    425385 SH       DEFINED 02 07 12         0        0   425385
TUBOS DE ACERO DE MEXICO S A   ADR NEW          898592506     6607    476200 SH       DEFINED 19 21            0        0   476200
TUCKER ANTHONY SUTRO           COM              898647102     1135     63100 SH       DEFINED 26               0        0    63100
TUESDAY MORNING CORP           COM NEW          899035505    13979   1331400 SH       DEFINED 20 32            0        0  1331400
TUMBLEWEED COMMUNICATIONS CORP COM              899690101    48153    946500 SH       DEFINED 02 11 12         0        0   946500
TUMBLEWEED COMMUNICATIONS CORP COM              899690101    17780    349500 SH       DEFINED 13 15 26         0        0   349500
TUMBLEWEED COMMUNICATIONS CORP COM              899690101    42027    826100 SH       DEFINED 28 34            0        0   826100
TUMBLEWEED COMMUNICATIONS CORP COM              899690101    12327    242300 SH       DEFINED 03          242300        0        0
TUPPERWARE CORP                COM              899896104    87915   3996150 SH       DEFINED 02 05 13         0        0  3996150
TUPPERWARE CORP                COM              899896104    10145    461150 SH       DEFINED 15 18 26         0        0   461150
TUPPERWARE CORP                COM              899896104     1155     52500 SH       DEFINED 28 34            0        0    52500
TUPPERWARE CORP                COM              899896104     5055    229808 SH       DEFINED 03          140908        0    88900
TURNSTONE SYSTEMS INC          COM              900423104    14430     87100 SH       DEFINED 09 28 30         0        0    87100
TUT SYSTEMS                    COM              901103101     3167     55200 SH       DEFINED 09 28 30         0        0    55200
TV AZTECA S A DE C V           SPONSORED ADR    901145102    42545   3226225 SH       DEFINED 02 07 13         0        0  3226225
TV AZTECA S A DE C V           SPONSORED ADR    901145102   136909  10381740 SH       DEFINED 19 21 22         0        0 10381740
TV AZTECA S A DE C V           SPONSORED ADR    901145102     2972    225400 SH       DEFINED 26               0        0   225400
TV AZTECA S A DE C V           SPONSORED ADR    901145102    12286    931700 SH       DEFINED 03          590600        0   341100
TWIN DISC INC                  COM              901476101     4124    241700 SH       DEFINED 07               0        0   241700
TWINLAB CORP                   COM              901774109     5035    789900 SH       DEFINED 07 26 28         0        0   789900
TYCO INTL LTD NEW              COM              902124106    68404   1443900 SH       DEFINED 02 04 05         0        0  1443900
TYCO INTL LTD NEW              COM              902124106   677894  14309124 SH       DEFINED 06 07 09         0        0 14309124
TYCO INTL LTD NEW              COM              902124106  2063177  43549912 SH       DEFINED 10 11 12         0        0 43549912
TYCO INTL LTD NEW              COM              902124106   989430  20885086 SH       DEFINED 13 15 16         0        0 20885086
TYCO INTL LTD NEW              COM              902124106    21597    455880 SH       DEFINED 18 19 21         0        0   455880
TYCO INTL LTD NEW              COM              902124106   241941   5106936 SH       DEFINED 22 23 27         0        0  5106936
TYCO INTL LTD NEW              COM              902124106   199928   4220126 SH       DEFINED 28 29 30         0        0  4220126
TYCO INTL LTD NEW              COM              902124106     3157     66650 SH       DEFINED 32 34            0        0    66650
TYCO INTL LTD NEW              COM              902124106   174448   3682506 SH       DEFINED 37 03      3021204        0   661302
TYSON FOODS INC                CL A             902494103     6125    700000 SH       DEFINED 13               0        0   700000
UAL CORP                       COM PAR $0.01    902549500     2027     34840 SH       DEFINED 15 34            0        0    34840
UCBH HOLDINGS INC              COM              90262T308    18000    674500 SH       DEFINED 07               0        0   674500
UCBH HOLDINGS INC              COM              90262T308     5158    193300 SH       DEFINED 03          193300        0        0
UGI CORP NEW                   COM              902681105      883     43095 SH       DEFINED 37 03        43095        0        0
UICI                           COM              902737105    14921   2273800 SH       DEFINED 07 15            0        0  2273800
UICI                           COM              902737105       92     14100 SH       DEFINED 03           14100        0        0
USX MARATHON GROUP             COM NEW          902905827   116112   4632900 SH       DEFINED 02 07 09         0        0  4632900
USX MARATHON GROUP             COM NEW          902905827    23263    928200 SH       DEFINED 10 12 15         0        0   928200
USX MARATHON GROUP             COM NEW          902905827   123457   4926000 SH       DEFINED 16 22 28         0        0  4926000
USX MARATHON GROUP             COM NEW          902905827     3691    147290 SH       DEFINED 30 34            0        0   147290
USX MARATHON GROUP             COM NEW          902905827    36355   1450486 SH       DEFINED 37 03      1027786        0   422700
UST INC                        COM              902911106     8953    609600 SH       DEFINED 11 28            0        0   609600
UST INC                        COM              902911106     1931    131523 SH       DEFINED 03          131523        0        0
US BANCORP DEL                 COM              902973106   122290   6352731 SH       DEFINED 02 07 09         0        0  6352731
US BANCORP DEL                 COM              902973106   186582   9692589 SH       DEFINED 10 13 15         0        0  9692589
US BANCORP DEL                 COM              902973106    58957   3062744 SH       DEFINED 22 34            0        0  3062744
US BANCORP DEL                 COM              902973106    21979   1141702 SH       DEFINED 37 03       982802        0   158900
U S LIQUIDS INC                COM              902974104      174     31700 SH       DEFINED 15               0        0    31700
USA NETWORKS INC               COM              902984103    45278   2093800 SH       DEFINED 02 09 10         0        0  2093800
USA NETWORKS INC               COM              902984103    66284   3065200 SH       DEFINED 12 13 15         0        0  3065200
USA NETWORKS INC               COM              902984103   104812   4846800 SH       DEFINED 22 28 30         0        0  4846800
USA NETWORKS INC               COM              902984103       95      4400 SH       DEFINED 34               0        0     4400
USA NETWORKS INC               COM              902984103      346     16000 SH       DEFINED 03           16000        0        0
URS CORP NEW                   COM              903236107    19948   1308100 SH       DEFINED 07               0        0  1308100
URS CORP NEW                   COM              903236107     4401    288600 SH       DEFINED 03          288600        0        0
USANA INC                      COM              90328M107      104     34000 SH       DEFINED 07               0        0    34000
U S CAN CORP                   COM              90328W105       86      5000 SH       DEFINED 26               0        0     5000
U S CAN CORP                   COM              90328W105     6732    387500 SH       DEFINED 03          387500        0        0
U S G CORP                     COM NEW          903293405    44176   1454360 SH       DEFINED 10 15 34         0        0  1454360
USEC INC                       COM              90333E108    40237   8700000 SH       DEFINED 07               0        0  8700000
U S AGGREGATES INC             COM              90334D109     5229    288500 SH       DEFINED 26 28            0        0   288500
USX-U S STL                    COM              90337T101      809     43590 SH       DEFINED 02 15 34         0        0    43590
USX-U S STL                    COM              90337T101     1450     78148 SH       DEFINED 03           78148        0        0
US ONCOLOGY INC                COM              90338W103     2250    450000 SH       DEFINED 07               0        0   450000
UTI ENERGY CORP                COM              903387108     3771     94001 SH       DEFINED 26 34            0        0    94001
ULTICOM INC                    COM              903844108        2       100 SH       DEFINED 26               0        0      100
ULTIMATE ELECTRS INC           COM              903849107     2484     92700 SH       DEFINED 02 13 15         0        0    92700
ULTIMATE ELECTRS INC           COM              903849107     8253    308000 SH       DEFINED 26               0        0   308000
ULTIMATE ELECTRS INC           COM              903849107    14505    541300 SH       DEFINED 03          541300        0        0
ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106    38052   1533600 SH       DEFINED 02 09 15         0        0  1533600
ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106    19475    784900 SH       DEFINED 21 22 23         0        0   784900
ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106     2850    114900 SH       DEFINED 34               0        0   114900
ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106     9814    395526 SH       DEFINED 37 03       152726        0   242800
UNICO AMERN CORP               COM              904607108     1676    279400 SH       DEFINED 07               0        0   279400
UNIFAB INTERNATIONAL INC       COM              90467L100     2256    273500 SH       DEFINED 07               0        0   273500
UNIFI INC                      COM              904677101    61960   5006900 SH       DEFINED 12 16 03    245000        0  4761900
UNILEVER PLC                   SPON ADR NEW     904767704       26      1096 SH       DEFINED 37            1096        0        0
UNILEVER N V                   N Y SHS NEW      904784709    37666    875957 SH       DEFINED 07 09 15         0        0   875957
UNILEVER N V                   N Y SHS NEW      904784709    20132    468200 SH       DEFINED 18 19 21         0        0   468200
UNILEVER N V                   N Y SHS NEW      904784709    10383    241485 SH       DEFINED 22               0        0   241485
UNILEVER N V                   N Y SHS NEW      904784709    19121    444677 SH       DEFINED 03          444677        0        0
UNICOM CORP                    COM              904911104     6463    167079 SH       DEFINED 37 03       167079        0        0
UNIGRAPHICS SOLUTIONS INC      CL A             904928108    10140    520000 SH       DEFINED 07               0        0   520000
UNIGRAPHICS SOLUTIONS INC      CL A             904928108     2620    134400 SH       DEFINED 03          134400        0        0
UNION CARBIDE CORP             COM              905581104    41050    829300 SH       DEFINED 02 04 05         0        0   829300
UNION CARBIDE CORP             COM              905581104    97599   1971700 SH       DEFINED 06 07 09         0        0  1971700
UNION CARBIDE CORP             COM              905581104   126094   2547370 SH       DEFINED 11 13 15         0        0  2547370
UNION CARBIDE CORP             COM              905581104   121387   2452280 SH       DEFINED 16 19 22         0        0  2452280
UNION CARBIDE CORP             COM              905581104    60238   1216940 SH       DEFINED 23 26 28         0        0  1216940
UNION CARBIDE CORP             COM              905581104      490      9900 SH       DEFINED 30 34            0        0     9900
UNION CARBIDE CORP             COM              905581104    71776   1450042 SH       DEFINED 37 03      1292442        0   157600
UNION PAC CORP                 COM              907818108    41888   1126400 SH       DEFINED 02 06 07         0        0  1126400
UNION PAC CORP                 COM              907818108    55438   1490790 SH       DEFINED 08 09 13         0        0  1490790
UNION PAC CORP                 COM              907818108    41454   1114730 SH       DEFINED 15 19 22         0        0  1114730
UNION PAC CORP                 COM              907818108    20920    562560 SH       DEFINED 28 31 34         0        0   562560
UNION PAC CORP                 COM              907818108    46044   1238123 SH       DEFINED 37 03      1179723        0    58400
UNION PAC RES GROUP INC        COM              907834105    35514   1614300 SH       DEFINED 02 04 06         0        0  1614300
UNION PAC RES GROUP INC        COM              907834105    28834   1310643 SH       DEFINED 07 08 09         0        0  1310643
UNION PAC RES GROUP INC        COM              907834105    28043   1274700 SH       DEFINED 12 15 22         0        0  1274700
UNION PAC RES GROUP INC        COM              907834105      930     42281 SH       DEFINED 23 28 31         0        0    42281
UNION PAC RES GROUP INC        COM              907834105     3040    138200 SH       DEFINED 34               0        0   138200
UNION PAC RES GROUP INC        COM              907834105    11417    518920 SH       DEFINED 37 03       426620        0    92300
UNION PLANTERS CORP            COM              908068109     3173    113343 SH       DEFINED 37 03       113343        0        0
UNIONBANCAL CORP               COM              908906100     2927    157730 SH       DEFINED 15               0        0   157730
UNIONBANCAL CORP               COM              908906100       28      1455 SH       DEFINED 37            1455        0        0
UNISOURCE ENERGY CORP          COM              909205106     2833    188900 SH       DEFINED 26               0        0   188900
UNISYS CORP                    COM              909214108    85179   5849209 SH       DEFINED 02 06 07         0        0  5849209
UNISYS CORP                    COM              909214108   146036  10028271 SH       DEFINED 09 11 12         0        0 10028271
UNISYS CORP                    COM              909214108   172393  11838181 SH       DEFINED 15 19 20         0        0 11838181
UNISYS CORP                    COM              909214108    58768   4035575 SH       DEFINED 22 32 34         0        0  4035575
UNISYS CORP                    COM              909214108    24750   1699598 SH       DEFINED 37 03      1075745        0   623853
UNITED DOMINION INDS LTD       COM              909914103       39      2300 SH       DEFINED 02               0        0     2300
UNITED PAN-EUROPE COMMUNCTN NV SPON ADR A SHS   911300200     5616    208000 SH       DEFINED 19 21            0        0   208000
UNITED PARCEL SERVICE INC      CL B             911312106    18988    321840 SH       DEFINED 05 12 15         0        0   321840
UNITED PARCEL SERVICE INC      CL B             911312106    77726   1317400 SH       DEFINED 20 26 28         0        0  1317400
UNITED PARCEL SERVICE INC      CL B             911312106    16643    282100 SH       DEFINED 32 34            0        0   282100
UNITED PARCEL SERVICE INC      CL B             911312106     9044    153300 SH       DEFINED 03           85700        0    67600
UNITED RENTALS INC             COM              911363109       47      2800 SH       DEFINED 15               0        0     2800
UNITED RETAIL GROUP INC        COM              911380103     4804    565200 SH       DEFINED 07 26            0        0   565200
UNITED RETAIL GROUP INC        COM              911380103     4411    519000 SH       DEFINED 03          519000        0        0
UNITED STATES CELLULAR CORP    LYON ZERO     15 911684AA6     3509   5800000 PRN      DEFINED 11               0        0        0
UNITED STATES CELLULAR CORP    COM              911684108       12       200 SH       DEFINED 37             200        0        0
US AIRWAYS GROUP INC           COM              911905107      581     14900 SH       DEFINED 15               0        0    14900
US AIRWAYS GROUP INC           COM              911905107     2142     54942 SH       DEFINED 03           54942        0        0
U S WEST INC NEW               COM              91273H101   205825   2400300 SH       DEFINED 02 06 07         0        0  2400300
U S WEST INC NEW               COM              91273H101   340616   3972199 SH       DEFINED 09 11 12         0        0  3972199
U S WEST INC NEW               COM              91273H101   179208   2089900 SH       DEFINED 15 16 18         0        0  2089900
U S WEST INC NEW               COM              91273H101   286180   3337380 SH       DEFINED 19 20 22         0        0  3337380
U S WEST INC NEW               COM              91273H101    26891    313600 SH       DEFINED 23 28 30         0        0   313600
U S WEST INC NEW               COM              91273H101   129834   1514100 SH       DEFINED 32 34            0        0  1514100
U S WEST INC NEW               COM              91273H101    97779   1140447 SH       DEFINED 37 03      1003547        0   136900
UNITED TECHNOLOGIES CORP       COM              913017109    87176   1480712 SH       DEFINED 02 04 05         0        0  1480712
UNITED TECHNOLOGIES CORP       COM              913017109   152154   2584364 SH       DEFINED 06 07 08         0        0  2584364
UNITED TECHNOLOGIES CORP       COM              913017109   448620   7619880 SH       DEFINED 09 10 12         0        0  7619880
UNITED TECHNOLOGIES CORP       COM              913017109   145281   2467621 SH       DEFINED 15 16 19         0        0  2467621
UNITED TECHNOLOGIES CORP       COM              913017109   195055   3313046 SH       DEFINED 20 22 23         0        0  3313046
UNITED TECHNOLOGIES CORP       COM              913017109    56088    952664 SH       DEFINED 26 28 31         0        0   952664
UNITED TECHNOLOGIES CORP       COM              913017109    22903    389018 SH       DEFINED 32 34            0        0   389018
UNITED TECHNOLOGIES CORP       COM              913017109   129971   2207827 SH       DEFINED 37 03      1840027        0   367800
UNITED THERAPEUTICS CORP DEL   COM              91307C102    57319    528900 SH       DEFINED 09 28 30         0        0   528900
UNITED WTR RES INC             COM              913190104     2221     63700 SH       DEFINED 03           63700        0        0
UNITED WIS SVCS INC NEW        COM              913238101     1214    223300 SH       DEFINED 07               0        0   223300
UNITEDHEALTH GROUP INC         COM              91324P102    42694    497900 SH       DEFINED 02 04 09         0        0   497900
UNITEDHEALTH GROUP INC         COM              91324P102   416830   4861000 SH       DEFINED 10 12 13         0        0  4861000
UNITEDHEALTH GROUP INC         COM              91324P102   420012   4898100 SH       DEFINED 15 16 20         0        0  4898100
UNITEDHEALTH GROUP INC         COM              91324P102     9878    115200 SH       DEFINED 23 28 30         0        0   115200
UNITEDHEALTH GROUP INC         COM              91324P102    75511    880600 SH       DEFINED 32 34            0        0   880600
UNITEDHEALTH GROUP INC         COM              91324P102    39951    465902 SH       DEFINED 37 03       377002        0    88900
UNITEDGLOBALCOM                CL A             913247508    55272   1182300 SH       DEFINED 02 09 10         0        0  1182300
UNITEDGLOBALCOM                CL A             913247508   282407   6040800 SH       DEFINED 13 15 19         0        0  6040800
UNITEDGLOBALCOM                CL A             913247508    93387   1997600 SH       DEFINED 21 22 28         0        0  1997600
UNITEDGLOBALCOM                CL A             913247508      280      5990 SH       DEFINED 30 34            0        0     5990
UNITEDGLOBALCOM                CL A             913247508     1453     31100 SH       DEFINED 03           31100        0        0
UNITEDGLOBALCOM                PFD D DEP1/20    913247805     5538    122000 SH       DEFINED 11               0        0   122000
UNIVERSAL ACCESS INC           COM              913363107    18720    764100 SH       DEFINED 09 15 26         0        0   764100
UNIVERSAL ACCESS INC           COM              913363107     2427     99100 SH       DEFINED 34               0        0    99100
UNIVERSAL ACCESS INC           COM              913363107      644     26300 SH       DEFINED 03           26200        0      100
UNIVERSAL COMPRESSION HLDGS    COM              913431102     1172     35000 SH       DEFINED 15               0        0    35000
UNIVERSAL ELECTRS INC          COM              913483103     1444     58800 SH       DEFINED 26               0        0    58800
UNIVERSAL FOODS CORP           COM              913538104      170      9200 SH       DEFINED 15               0        0     9200
UNIVERSAL HLTH SVCS INC        CL B             913903100    99546   1519800 SH       DEFINED 02 07 13         0        0  1519800
UNIVERSAL HLTH SVCS INC        CL B             913903100    17855    272600 SH       DEFINED 15 20 23         0        0   272600
UNIVERSAL HLTH SVCS INC        CL B             913903100     7722    117900 SH       DEFINED 26 32 34         0        0   117900
UNIVERSAL HLTH SVCS INC        CL B             913903100     9320    142300 SH       DEFINED 03          142300        0        0
UNIVISION COMMUNICATIONS INC   CL A             914906102    34672    335000 SH       DEFINED 02 05 09         0        0   335000
UNIVISION COMMUNICATIONS INC   CL A             914906102   240689   2325500 SH       DEFINED 10 12 13         0        0  2325500
UNIVISION COMMUNICATIONS INC   CL A             914906102    16787    162200 SH       DEFINED 15 23 26         0        0   162200
UNIVISION COMMUNICATIONS INC   CL A             914906102    17032    164580 SH       DEFINED 28 30 34         0        0   164580
UNIVISION COMMUNICATIONS INC   CL A             914906102     6998     67623 SH       DEFINED 37 03        33023        0    34600
UNOCAL CORP                    COM              915289102     3802    114800 SH       DEFINED 02 15 34         0        0   114800
UNOCAL CORP                    COM              915289102     6474    195118 SH       DEFINED 37 03       195118        0        0
UNOVA INC                      COM              91529B106    57337   7841000 SH       DEFINED 12 18 03         0        0  7841000
UNUMPROVIDENT CORP             COM              91529Y106    84240   4198900 SH       DEFINED 02 07 09         0        0  4198900
UNUMPROVIDENT CORP             COM              91529Y106    88893   4430835 SH       DEFINED 10 12 15         0        0  4430835
UNUMPROVIDENT CORP             COM              91529Y106    27414   1366440 SH       DEFINED 19 21 22         0        0  1366440
UNUMPROVIDENT CORP             COM              91529Y106    29957   1493200 SH       DEFINED 23 28 29         0        0  1493200
UNUMPROVIDENT CORP             COM              91529Y106     1504     75000 SH       DEFINED 34               0        0    75000
UNUMPROVIDENT CORP             COM              91529Y106    23836   1188157 SH       DEFINED 37 03       940857        0   247300
USFREIGHTWAYS CORP             COM              916906100    25044   1019640 SH       DEFINED 07 12 15         0        0  1019640
USFREIGHTWAYS CORP             COM              916906100     1277     52000 SH       DEFINED 28 34            0        0    52000
USFREIGHTWAYS CORP             COM              916906100     5669    230800 SH       DEFINED 03          230800        0        0
URBAN OUTFITTERS INC           COM              917047102      264     30000 SH       DEFINED 28               0        0    30000
URBAN SHOPPING CTRS INC        COM              917060105    24133    716400 SH       DEFINED 16               0        0   716400
URBAN SHOPPING CTRS INC        COM              917060105      272      8100 SH       DEFINED 03            8100        0        0
USINTERNETWORKING INC          COM              917311805    26033   1273800 SH       DEFINED 10 16 22         0        0  1273800
USINTERNETWORKING INC          COM              917311805     9448    462300 SH       DEFINED 28               0        0   462300
UTAH MED PRODS INC             COM              917488108     5169    758800 SH       DEFINED 07               0        0   758800
UTSTARCOM INC                  COM              918076100    19315    635900 SH       DEFINED 05 26 28         0        0   635900
UTSTARCOM INC                  COM              918076100     4298    141500 SH       DEFINED 03           64600        0    76900
V F CORP                       COM              918204108      752     31600 SH       DEFINED 02 23            0        0    31600
V F CORP                       COM              918204108     2164     90907 SH       DEFINED 03           90907        0        0
VYYO INC                       COM              918458100    18994    703500 SH       DEFINED 09 10 13         0        0   703500
VYYO INC                       COM              918458100     7954    294600 SH       DEFINED 26 28 30         0        0   294600
VALASSIS COMMUNICATIONS INC    COM              918866104    47347   1241900 SH       DEFINED 07 09 12         0        0  1241900
VALASSIS COMMUNICATIONS INC    COM              918866104    13782    361515 SH       DEFINED 15 20 28         0        0   361515
VALASSIS COMMUNICATIONS INC    COM              918866104     1298     34060 SH       DEFINED 30 32            0        0    34060
VALASSIS COMMUNICATIONS INC    COM              918866104      854     22400 SH       DEFINED 03           22400        0        0
VALERO ENERGY CORP NEW         COM              91913Y100    16713    526400 SH       DEFINED 02 09 15         0        0   526400
VALERO ENERGY CORP NEW         COM              91913Y100     5473    172400 SH       DEFINED 28 30 32         0        0   172400
VALERO ENERGY CORP NEW         COM              91913Y100     3292    103700 SH       DEFINED 34               0        0   103700
VALERO ENERGY CORP NEW         COM              91913Y100      993     31300 SH       DEFINED 03           31300        0        0
VALSPAR CORP                   COM              920355104    72454   2146800 SH       DEFINED 15 20 32         0        0  2146800
VALSPAR CORP                   COM              920355104      570     16900 SH       DEFINED 03           16900        0        0
VANS INC                       COM              921930103      378     25900 SH       DEFINED 03           25900        0        0
VARCO INTL INC DEL             COM              922122106     7313    314550 SH       DEFINED 02 04 07         0        0   314550
VARCO INTL INC DEL             COM              922122106    32842   1412565 SH       DEFINED 09 15 21         0        0  1412565
VARCO INTL INC DEL             COM              922122106    60982   2622896 SH       DEFINED 22 28 29         0        0  2622896
VARCO INTL INC DEL             COM              922122106     1709     73547 SH       DEFINED 30 34            0        0    73547
VARCO INTL INC DEL             COM              922122106    11501    494681 SH       DEFINED 03          494681        0        0
VARIAN MED SYS INC             COM              92220P105    95527   2441600 SH       DEFINED 12 20 32         0        0  2441600
VARIAN INC                     COM              922206107    36415    789500 SH       DEFINED 04 12 13         0        0   789500
VARIAN INC                     COM              922206107    33279    721500 SH       DEFINED 22 26 28         0        0   721500
VARIAN INC                     COM              922206107    19478    422300 SH       DEFINED 03          422300        0        0
VARIAN SEMICONDUCTOR EQUIPMNT  COM              922207105    16846    268200 SH       DEFINED 02 09 12         0        0   268200
VARIAN SEMICONDUCTOR EQUIPMNT  COM              922207105    49533    788600 SH       DEFINED 15 18 28         0        0   788600
VARIAN SEMICONDUCTOR EQUIPMNT  COM              922207105     4233     67400 SH       DEFINED 30 34            0        0    67400
VARIAN SEMICONDUCTOR EQUIPMNT  COM              922207105    14971    238350 SH       DEFINED 03          238350        0        0
VASTAR RES INC                 COM              922380100    34664    422100 SH       DEFINED 02 07 09         0        0   422100
VASTAR RES INC                 COM              922380100    98987   1205330 SH       DEFINED 15 19 20         0        0  1205330
VASTAR RES INC                 COM              922380100    27585    335900 SH       DEFINED 21 28 29         0        0   335900
VASTAR RES INC                 COM              922380100    24887    303040 SH       DEFINED 30 32 34         0        0   303040
VASTAR RES INC                 COM              922380100     1527     18600 SH       DEFINED 37 03        18600        0        0
VEECO INSTRS INC DEL           COM              922417100    18773    256300 SH       DEFINED 06 03         6400        0   249900
VENTAS INC                     COM              92276F100     2208    693000 SH       DEFINED 35               0        0   693000
VENTAS INC                     COM              92276F100     2767    868200 SH       DEFINED 03          868200        0        0
VENTANA MED SYS INC            COM              92276H106      131      5600 SH       DEFINED 15               0        0     5600
VENTRO CORP                    COM              922815105    11176    592120 SH       DEFINED 02 05 06         0        0   592120
VENTRO CORP                    COM              922815105     2370    125600 SH       DEFINED 09 12 13         0        0   125600
VENTRO CORP                    COM              922815105     1915    101500 SH       DEFINED 15 26 28         0        0   101500
VENTRO CORP                    COM              922815105      145      7700 SH       DEFINED 30 34            0        0     7700
VENTRO CORP                    COM              922815105     1013     53700 SH       DEFINED 03           52400        0     1300
VENATOR GROUP INC              COM              922944103     7560    737600 SH       DEFINED 02 07 09         0        0   737600
VENATOR GROUP INC              COM              922944103     2140    208800 SH       DEFINED 13 15 20         0        0   208800
VENATOR GROUP INC              COM              922944103    28228   2754000 SH       DEFINED 22 26 32         0        0  2754000
VENATOR GROUP INC              COM              922944103       26      2600 SH       DEFINED 34               0        0     2600
VENATOR GROUP INC              COM              922944103     4291    418700 SH       DEFINED 03          403300        0    15400
VERITY INC                     COM              92343C106     1330     35000 SH       DEFINED 15               0        0    35000
VERISIGN INC                   COM              92343E102    63077    357377 SH       DEFINED 02 04 05         0        0   357377
VERISIGN INC                   COM              92343E102   478583   2711520 SH       DEFINED 06 11 13         0        0  2711520
VERISIGN INC                   COM              92343E102   403661   2287034 SH       DEFINED 15 16 19         0        0  2287034
VERISIGN INC                   COM              92343E102   100182    567607 SH       DEFINED 20 21 22         0        0   567607
VERISIGN INC                   COM              92343E102    36217    205197 SH       DEFINED 23 26 27         0        0   205197
VERISIGN INC                   COM              92343E102   324234   1837020 SH       DEFINED 28 29 30         0        0  1837020
VERISIGN INC                   COM              92343E102    38953    220700 SH       DEFINED 32 34            0        0   220700
VERISIGN INC                   COM              92343E102    66984    379517 SH       DEFINED 03          182775        0   196742
VERITAS DGC INC                COM              92343P107    12846    494100 SH       DEFINED 09 28 30         0        0   494100
VERIO INC                      COM              923433106     1398     25200 SH       DEFINED 03           25200        0        0
VERITAS SOFTWARE CO            COM              923436109   133677   1182825 SH       DEFINED 02 04 05         0        0  1182825
VERITAS SOFTWARE CO            COM              923436109   280891   2485418 SH       DEFINED 06 09 10         0        0  2485418
VERITAS SOFTWARE CO            COM              923436109   302542   2677000 SH       DEFINED 11 12 13         0        0  2677000
VERITAS SOFTWARE CO            COM              923436109   434481   3844435 SH       DEFINED 15 16 19         0        0  3844435
VERITAS SOFTWARE CO            COM              923436109   107633    952375 SH       DEFINED 21 22 23         0        0   952375
VERITAS SOFTWARE CO            COM              923436109    87629    775375 SH       DEFINED 26 28 30         0        0   775375
VERITAS SOFTWARE CO            COM              923436109    25866    228875 SH       DEFINED 34               0        0   228875
VERITAS SOFTWARE CO            COM              923436109   301741   2670219 SH       DEFINED 37 03      2426204        0   244015
VERTEL CORP                    COM              924907108      971     55500 SH       DEFINED 28               0        0    55500
VERSATA INC                    COM              925298101     1834     45500 SH       DEFINED 26               0        0    45500
VERSATEL TELECOM INTL N V      SPONSORED ADR    925301103    16896    391800 SH       DEFINED 15 34            0        0   391800
VERSATEL TELECOM INTL N V      SPONSORED ADR    925301103       94      2200 SH       DEFINED 03            2200        0        0
VERTEX PHARMACEUTICALS INC     SUB NT CV 144A07 92532FAA8     4890   3420000 PRN      DEFINED 11               0        0        0
VERTEX PHARMACEUTICALS INC     COM              92532F100    11917    113100 SH       DEFINED 02 04 09         0        0   113100
VERTEX PHARMACEUTICALS INC     COM              92532F100   130270   1236260 SH       DEFINED 12 13 15         0        0  1236260
VERTEX PHARMACEUTICALS INC     COM              92532F100     8289     78670 SH       DEFINED 28 30 34         0        0    78670
VERTEX PHARMACEUTICALS INC     COM              92532F100    11391    108100 SH       DEFINED 03          108100        0        0
VERTICALNET INC                COM              92532L107       44      1200 SH       DEFINED 03               0        0     1200
VIAD CORP                      COM              92552R109   112913   4143600 SH       DEFINED 02 07 09         0        0  4143600
VIAD CORP                      COM              92552R109   205881   7555300 SH       DEFINED 15 16 20         0        0  7555300
VIAD CORP                      COM              92552R109    34093   1251139 SH       DEFINED 21 22 29         0        0  1251139
VIAD CORP                      COM              92552R109    27912   1024312 SH       DEFINED 32 34 03     10000        0  1014312
VIASAT INC                     COM              92552V100       81      1500 SH       DEFINED 15               0        0     1500
VIACOM INC                     CL A             925524100    13914    203500 SH       DEFINED 02 12 15         0        0   203500
VIACOM INC                     CL A             925524100   173645   2539600 SH       DEFINED 20 32 34         0        0  2539600
VIACOM INC                     CL A             925524100       13       192 SH       DEFINED 37             192        0        0
VIACOM INC                     CL B             925524308   250626   3675544 SH       DEFINED 02 04 05         0        0  3675544
VIACOM INC                     CL B             925524308   537222   7878607 SH       DEFINED 06 07 08         0        0  7878607
VIACOM INC                     CL B             925524308  2876711  42188260 SH       DEFINED 09 10 11         0        0 42188260
VIACOM INC                     CL B             925524308   142045   2083159 SH       DEFINED 12 13 15         0        0  2083159
VIACOM INC                     CL B             925524308  2492820  36558317 SH       DEFINED 16 19 20         0        0 36558317
VIACOM INC                     CL B             925524308   530708   7782751 SH       DEFINED 22 23 26         0        0  7782751
VIACOM INC                     CL B             925524308   530597   7781451 SH       DEFINED 27 28 30         0        0  7781451
VIACOM INC                     CL B             925524308   435074   6380556 SH       DEFINED 32 34            0        0  6380556
VIACOM INC                     CL B             925524308   337223   4945587 SH       DEFINED 37 03      3622320        0  1323267
VIASYSTEMS GROUP INC           COM              92553H100      289     17900 SH       DEFINED 12 28            0        0    17900
VIANT CORP                     COM              92553N107     9882    333600 SH       DEFINED 02 10 15         0        0   333600
VIANT CORP                     COM              92553N107    11441    386200 SH       DEFINED 22 26 28         0        0   386200
VIANT CORP                     COM              92553N107     1629     55000 SH       DEFINED 34               0        0    55000
VICAL INC                      COM              925602104     6011    312300 SH       DEFINED 15               0        0   312300
VICINITY CORP                  COM              925653107     1517     77300 SH       DEFINED 11               0        0    77300
VICOR CORP                     COM              925815102     1375     39500 SH       DEFINED 03           39500        0        0
VIA NET WRKS INC               COM              925912107      100      6500 SH       DEFINED 03            6500        0        0
VIGNETTE CORP                  COM              926734104    28473    547400 SH       DEFINED 02 04 05         0        0   547400
VIGNETTE CORP                  COM              926734104   276317   5312200 SH       DEFINED 06 09 11         0        0  5312200
VIGNETTE CORP                  COM              926734104   727905  13993980 SH       DEFINED 12 13 15         0        0 13993980
VIGNETTE CORP                  COM              926734104   272872   5245970 SH       DEFINED 16 19 20         0        0  5245970
VIGNETTE CORP                  COM              926734104    55001   1057400 SH       DEFINED 22 26 28         0        0  1057400
VIGNETTE CORP                  COM              926734104    21065    404980 SH       DEFINED 30 32 34         0        0   404980
VIGNETTE CORP                  COM              926734104   100569   1933457 SH       DEFINED 03         1676657        0   256800
VINA CONCHA Y TORO S A         SPONSORED ADR    927191106     1255     34450 SH       DEFINED 02 19 21         0        0    34450
VINTAGE PETE INC               COM              927460105     3120    138300 SH       DEFINED 02 12 32         0        0   138300
VIRATA CORP                    COM              927646109    43776    734200 SH       DEFINED 02 06 03     17900        0   716300
VIROLOGIC INC                  COM              92823R201     7437    500000 SH       DEFINED 15               0        0   500000
VIROPHARMA INC                 COM              928241108      212     13600 SH       DEFINED 03           13600        0        0
VISIBLE GENETICS INC           COM              92829S104     4963    110000 SH       DEFINED 26               0        0   110000
VISHAY INTERTECHNOLOGY INC     COM              928298108    24810    653975 SH       DEFINED 02 09 12         0        0   653975
VISHAY INTERTECHNOLOGY INC     COM              928298108     5698    150207 SH       DEFINED 15 28 30         0        0   150207
VISHAY INTERTECHNOLOGY INC     COM              928298108    10419    274650 SH       DEFINED 32 34            0        0   274650
VISHAY INTERTECHNOLOGY INC     COM              928298108       44      1234 SH       DEFINED 37            1234        0        0
VISHAY INTERTECHNOLOGY INC     COM              928298108      415     10950 SH       DEFINED 03               0        0    10950
VISTEON CORP                   COM              92839U107    20504   1691105 SH       DEFINED 10 15 16         0        0  1691105
VISTEON CORP                   COM              92839U107      456     37629 SH       DEFINED 18 34            0        0    37629
VISTEON CORP                   COM              92839U107     1586    130823 SH       DEFINED 03          129553        0     1270
VISX INC DEL                   COM              92844S105     3701    131900 SH       DEFINED 02 15 26         0        0   131900
VISX INC DEL                   COM              92844S105      656     23400 SH       DEFINED 34               0        0    23400
VISUAL NETWORKS INC            COM              928444108     8572    300800 SH       DEFINED 13 28            0        0   300800
VITRIA TECHNOLOGY              COM              92849Q104   196303   3211508 SH       DEFINED 09 13 15         0        0  3211508
VITRIA TECHNOLOGY              COM              92849Q104    18031    295000 SH       DEFINED 16 28 30         0        0   295000
VITRIA TECHNOLOGY              COM              92849Q104     2475     40500 SH       DEFINED 03           40500        0        0
VITESSE SEMICONDUCTOR CORP     SB DB CV 144A 05 928497AA4    94535 102200000 PRN      DEFINED 07 09 11         0        0        0
VITESSE SEMICONDUCTOR CORP     SB DB CV 144A 05 928497AA4    46709  50497000 PRN      DEFINED 16 22 03         0        0        0
VITESSE SEMICONDUCTOR CORP     COM              928497106    20678    281100 SH       DEFINED 02 04 05         0        0   281100
VITESSE SEMICONDUCTOR CORP     COM              928497106   108622   1476600 SH       DEFINED 09 10 13         0        0  1476600
VITESSE SEMICONDUCTOR CORP     COM              928497106   307157   4175466 SH       DEFINED 15 16 19         0        0  4175466
VITESSE SEMICONDUCTOR CORP     COM              928497106    94160   1280000 SH       DEFINED 20 23 26         0        0  1280000
VITESSE SEMICONDUCTOR CORP     COM              928497106    24811    337290 SH       DEFINED 28 30 32         0        0   337290
VITESSE SEMICONDUCTOR CORP     COM              928497106    15227    207000 SH       DEFINED 34               0        0   207000
VITESSE SEMICONDUCTOR CORP     COM              928497106   104507   1420630 SH       DEFINED 37 03      1219830        0   200800
VITRAN INC                     COM              92850E107     2213    630600 SH       DEFINED 02               0        0   630600
VLASIC FOODS INTL INC          COM              928559103      522    321400 SH       DEFINED 28               0        0   321400
VODAFONE AIRTOUCH PLC          SPONSORED ADR    92857T107    54034   1304000 SH       DEFINED 02 05 06         0        0  1304000
VODAFONE AIRTOUCH PLC          SPONSORED ADR    92857T107   353341   8527100 SH       DEFINED 07 09 10         0        0  8527100
VODAFONE AIRTOUCH PLC          SPONSORED ADR    92857T107   293011   7071160 SH       DEFINED 13 15 16         0        0  7071160
VODAFONE AIRTOUCH PLC          SPONSORED ADR    92857T107   666457  16083450 SH       DEFINED 19 20 21         0        0 16083450
VODAFONE AIRTOUCH PLC          SPONSORED ADR    92857T107   116138   2802750 SH       DEFINED 22 23 27         0        0  2802750
VODAFONE AIRTOUCH PLC          SPONSORED ADR    92857T107   454700  10973160 SH       DEFINED 28 30 32         0        0 10973160
VODAFONE AIRTOUCH PLC          SPONSORED ADR    92857T107    57355   1379480 SH       DEFINED 37 03      1275765        0   103715
VOICESTREAM WIRELESS CORP      COM              928615103    64575    555260 SH       DEFINED 02 04 05         0        0   555260
VOICESTREAM WIRELESS CORP      COM              928615103   252697   2172868 SH       DEFINED 06 07 09         0        0  2172868
VOICESTREAM WIRELESS CORP      COM              928615103   136868   1176887 SH       DEFINED 10 11 12         0        0  1176887
VOICESTREAM WIRELESS CORP      COM              928615103   729629   6273849 SH       DEFINED 13 15 16         0        0  6273849
VOICESTREAM WIRELESS CORP      COM              928615103    26072    224191 SH       DEFINED 19 20 21         0        0   224191
VOICESTREAM WIRELESS CORP      COM              928615103   192003   1650973 SH       DEFINED 22 23 27         0        0  1650973
VOICESTREAM WIRELESS CORP      COM              928615103   271703   2336291 SH       DEFINED 28 29 30         0        0  2336291
VOICESTREAM WIRELESS CORP      COM              928615103    53844    462990 SH       DEFINED 32 34            0        0   462990
VOICESTREAM WIRELESS CORP      COM              928615103    64560    555133 SH       DEFINED 03          417703        0   137430
VORNADO OPERATING CO           COM              92904N103      210     27100 SH       DEFINED 35               0        0    27100
VORNADO OPERATING CO           COM              92904N103      346     44700 SH       DEFINED 03           44700        0        0
VORNADO RLTY TR                SH BEN INT       929042109    35837   1031300 SH       DEFINED 09 35            0        0  1031300
VORNADO RLTY TR                SH BEN INT       929042109    30388    874500 SH       DEFINED 03          874500        0        0
VULCAN MATLS CO                COM              929160109    20046    469620 SH       DEFINED 10 15 22         0        0   469620
VULCAN MATLS CO                COM              929160109    12063    282600 SH       DEFINED 28 34            0        0   282600
VULCAN MATLS CO                COM              929160109     3287     77003 SH       DEFINED 03           77003        0        0
WMS INDS INC                   COM              929297109     3928    254500 SH       DEFINED 02 07 15         0        0   254500
WMS INDS INC                   COM              929297109    44041   2852900 SH       DEFINED 23 28            0        0  2852900
WMS INDS INC                   COM              929297109    10679    691800 SH       DEFINED 03          690800        0     1000
WPP GROUP PLC                  SPON ADR NEW     929309300    41425    570400 SH       DEFINED 05 21 26         0        0   570400
WPP GROUP PLC                  SPON ADR NEW     929309300     3246     44700 SH       DEFINED 28               0        0    44700
WPP GROUP PLC                  SPON ADR NEW     929309300    12828    176650 SH       DEFINED 37 03        91150        0    85500
WPS RESOURCES CORP             COM              92931B106     2365     78700 SH       DEFINED 26               0        0    78700
WPS RESOURCES CORP             COM              92931B106       21       722 SH       DEFINED 37             722        0        0
WSFS FINL CORP                 COM              929328102      885     84800 SH       DEFINED 07               0        0    84800
WABASH NATL CORP               COM              929566107     3666    307100 SH       DEFINED 03          307100        0        0
WABTEC CORP                    COM              929740108     4927    474962 SH       DEFINED 09 15 26         0        0   474962
WABTEC CORP                    COM              929740108     4840    466586 SH       DEFINED 28 30            0        0   466586
WABTEC CORP                    COM              929740108    12800   1233826 SH       DEFINED 03         1233826        0        0
WACHOVIA CORP                  COM              929771103    50246    926200 SH       DEFINED 02 06 09         0        0   926200
WACHOVIA CORP                  COM              929771103    85205   1570600 SH       DEFINED 15 16 22         0        0  1570600
WACHOVIA CORP                  COM              929771103    15830    291805 SH       DEFINED 30 34            0        0   291805
WACHOVIA CORP                  COM              929771103    11549    212892 SH       DEFINED 03          182692        0    30200
WADDELL & REED FINL INC        CL A             930059100     7104    216530 SH       DEFINED 02 04 08         0        0   216530
WADDELL & REED FINL INC        CL A             930059100    19131    583056 SH       DEFINED 15 19 23         0        0   583056
WADDELL & REED FINL INC        CL A             930059100     3437    104767 SH       DEFINED 34               0        0   104767
WADDELL & REED FINL INC        CL A             930059100    29168    888954 SH       DEFINED 03          888954        0        0
WADDELL & REED FINL INC        CL B             930059209     6613    227570 SH       DEFINED 02 08 09         0        0   227570
WADDELL & REED FINL INC        CL B             930059209     9670    332739 SH       DEFINED 15 22 28         0        0   332739
WADDELL & REED FINL INC        CL B             930059209      533     18367 SH       DEFINED 34               0        0    18367
WADDELL & REED FINL INC        CL B             930059209      290      9996 SH       DEFINED 03            3219        0     6777
WAL MART STORES INC            COM              931142103   275268   4776900 SH       DEFINED 02 04 05         0        0  4776900
WAL MART STORES INC            COM              931142103   442290   7675320 SH       DEFINED 06 07 09         0        0  7675320
WAL MART STORES INC            COM              931142103  1883104  32678600 SH       DEFINED 10 11 12         0        0 32678600
WAL MART STORES INC            COM              931142103  1970262  34191100 SH       DEFINED 13 15 16         0        0 34191100
WAL MART STORES INC            COM              931142103   275181   4775390 SH       DEFINED 18 19 22         0        0  4775390
WAL MART STORES INC            COM              931142103   175024   3037300 SH       DEFINED 23 26 27         0        0  3037300
WAL MART STORES INC            COM              931142103   815802  14157090 SH       DEFINED 28 30 32         0        0 14157090
WAL MART STORES INC            COM              931142103     2183     37900 SH       DEFINED 34               0        0    37900
WAL MART STORES INC            COM              931142103   619364  10750531 SH       DEFINED 37 03      9163131        0  1587400
WALGREEN CO                    COM              931422109   111001   3448600 SH       DEFINED 02 04 06         0        0  3448600
WALGREEN CO                    COM              931422109    61375   1906800 SH       DEFINED 07 10 11         0        0  1906800
WALGREEN CO                    COM              931422109   435155  13519400 SH       DEFINED 12 15 16         0        0 13519400
WALGREEN CO                    COM              931422109   232635   7227520 SH       DEFINED 19 20 22         0        0  7227520
WALGREEN CO                    COM              931422109   184245   5724130 SH       DEFINED 23 28 30         0        0  5724130
WALGREEN CO                    COM              931422109    37218   1156300 SH       DEFINED 32 34            0        0  1156300
WALGREEN CO                    COM              931422109    91123   2832465 SH       DEFINED 37 03      2228925        0   603540
WARNACO GROUP INC              CL A             934390105    25974   3351600 SH       DEFINED 10 20 32         0        0  3351600
WASHINGTON FED INC             COM              938824109    32418   1776358 SH       DEFINED 07 15 28         0        0  1776358
WASHINGTON FED INC             COM              938824109    30613   1677471 SH       DEFINED 03         1664071        0    13400
WASHINGTON MUT INC             COM              939322103    29783   1031456 SH       DEFINED 02 04 11         0        0  1031456
WASHINGTON MUT INC             COM              939322103    18257    632280 SH       DEFINED 15 34            0        0   632280
WASHINGTON MUT INC             COM              939322103    19687    681791 SH       DEFINED 37 03       652291        0    29500
WASHINGTON POST CO             CL B             939640108       33        70 SH       DEFINED 37              70        0        0
WASTE CONNECTIONS INC          COM              941053100      766     38800 SH       DEFINED 15               0        0    38800
WASTE CONNECTIONS INC          COM              941053100     9685    490400 SH       DEFINED 03          490400        0        0
WASTE INDUSTRIES INC           COM              941058109      506     47100 SH       DEFINED 15 28            0        0    47100
WASTE MGMT INC DEL             COM              94106L109    87524   4606572 SH       DEFINED 06 08 12         0        0  4606572
WASTE MGMT INC DEL             COM              94106L109    24651   1297473 SH       DEFINED 13 15 18         0        0  1297473
WASTE MGMT INC DEL             COM              94106L109    39645   2086600 SH       DEFINED 20 31 32         0        0  2086600
WASTE MGMT INC DEL             COM              94106L109       38      2000 SH       DEFINED 34               0        0     2000
WASTE MGMT INC DEL             COM              94106L109    24755   1302932 SH       DEFINED 03          594227        0   708705
WATCHGUARD TECHNOLOGIES INC    COM              941105108    29726    541100 SH       DEFINED 13 16 26         0        0   541100
WATERS CORP                    COM              941848103    29705    238000 SH       DEFINED 02 07 09         0        0   238000
WATERS CORP                    COM              941848103   434512   3481320 SH       DEFINED 10 15 20         0        0  3481320
WATERS CORP                    COM              941848103    71119    569810 SH       DEFINED 28 30 32         0        0   569810
WATERS CORP                    COM              941848103     8711     69800 SH       DEFINED 34               0        0    69800
WATERS CORP                    COM              941848103    14010    112247 SH       DEFINED 37 03       112247        0        0
WATSCO INC                     COM              942622200      860     68800 SH       DEFINED 07               0        0    68800
WATSON PHARMACEUTICALS INC     COM              942683103   125183   2329000 SH       DEFINED 02 13 15         0        0  2329000
WATSON PHARMACEUTICALS INC     COM              942683103    95110   1769500 SH       DEFINED 16 34            0        0  1769500
WATSON PHARMACEUTICALS INC     COM              942683103     3971     73882 SH       DEFINED 37 03        73882        0        0
WAUSAU-MOSINEE PAPER CORP      COM              943315101       43      5100 SH       DEFINED 15               0        0     5100
WEATHERFORD INTL INC           COM              947074100    24614    618265 SH       DEFINED 02 04 05         0        0   618265
WEATHERFORD INTL INC           COM              947074100    88128   2213600 SH       DEFINED 06 07 09         0        0  2213600
WEATHERFORD INTL INC           COM              947074100   207167   5203574 SH       DEFINED 10 11 12         0        0  5203574
WEATHERFORD INTL INC           COM              947074100   158741   3987225 SH       DEFINED 13 15 18         0        0  3987225
WEATHERFORD INTL INC           COM              947074100   101380   2546440 SH       DEFINED 22 23 28         0        0  2546440
WEATHERFORD INTL INC           COM              947074100     4758    119530 SH       DEFINED 30 34            0        0   119530
WEATHERFORD INTL INC           COM              947074100    54633   1372253 SH       DEFINED 37 03      1205053        0   167200
WEBMETHODS INC                 COM              94768C108    41701    265300 SH       DEFINED 05 06 09         0        0   265300
WEBMETHODS INC                 COM              94768C108    62749    399200 SH       DEFINED 11 13 15         0        0   399200
WEBMETHODS INC                 COM              94768C108    20340    129400 SH       DEFINED 20 28 30         0        0   129400
WEBMETHODS INC                 COM              94768C108     2074     13200 SH       DEFINED 32               0        0    13200
WEBMETHODS INC                 COM              94768C108     2027     12900 SH       DEFINED 03           12900        0        0
WEBHIRE INC                    COM              94768W104     4929   1242100 SH       DEFINED 28               0        0  1242100
WEBSENSE INC                   COM              947684106        2       100 SH       DEFINED 26               0        0      100
WEBLINK WIRELESS INC           CL A             94769A101     8814    665213 SH       DEFINED 07 22 27         0        0   665213
WEBSTER FINL CORP CONN         COM              947890109     3867    174300 SH       DEFINED 15               0        0   174300
WEBSTER FINL CORP CONN         COM              947890109     1231     55500 SH       DEFINED 03           55500        0        0
WEBTRENDS CORP                 COM              94844D104     4545    117500 SH       DEFINED 02 13 26         0        0   117500
WEBTRENDS CORP                 COM              94844D104     2561     66200 SH       DEFINED 03           66200        0        0
WEIS MKTS INC                  COM              948849104      324      9900 SH       DEFINED 15               0        0     9900
WELLMAN INC                    COM              949702104      142      8800 SH       DEFINED 15               0        0     8800
WELLMAN INC                    COM              949702104      896     55400 SH       DEFINED 03           55400        0        0
WELLPOINT HEALTH NETWORK NEW   SB DB CV ZRO  19 94973HAA6     7569  11030000 PRN      DEFINED 11               0        0        0
WELLPOINT HEALTH NETWORK NEW   COM              94973H108    29779    411100 SH       DEFINED 02 04 06         0        0   411100
WELLPOINT HEALTH NETWORK NEW   COM              94973H108   110025   1518900 SH       DEFINED 09 10 12         0        0  1518900
WELLPOINT HEALTH NETWORK NEW   COM              94973H108   122354   1689100 SH       DEFINED 15 16 28         0        0  1689100
WELLPOINT HEALTH NETWORK NEW   COM              94973H108     7794    107600 SH       DEFINED 30 34            0        0   107600
WELLPOINT HEALTH NETWORK NEW   COM              94973H108    25903    357601 SH       DEFINED 03          328701        0    28900
WELLS FARGO & CO NEW           COM              949746101    94046   2427000 SH       DEFINED 02 04 07         0        0  2427000
WELLS FARGO & CO NEW           COM              949746101  1298205  33502068 SH       DEFINED 09 10 11         0        0 33502068
WELLS FARGO & CO NEW           COM              949746101   129618   3345000 SH       DEFINED 12 13 15         0        0  3345000
WELLS FARGO & CO NEW           COM              949746101   194958   5031190 SH       DEFINED 16 18 19         0        0  5031190
WELLS FARGO & CO NEW           COM              949746101   193190   4985550 SH       DEFINED 20 22 28         0        0  4985550
WELLS FARGO & CO NEW           COM              949746101    50018   1290800 SH       DEFINED 32 34            0        0  1290800
WELLS FARGO & CO NEW           COM              949746101   127826   3296260 SH       DEFINED 37 03      2921632        0   374628
WENDYS FING I                  TECONS SER A     950588202      439     10000 SH       DEFINED 11               0        0    10000
WENDYS INTL INC                COM              950590109    30270   1699400 SH       DEFINED 13 15 16         0        0  1699400
WENDYS INTL INC                COM              950590109    28761   1614700 SH       DEFINED 22 28            0        0  1614700
WENDYS INTL INC                COM              950590109     5558    312043 SH       DEFINED 37 03       312043        0        0
WERNER ENTERPRISES INC         COM              950755108       57      5000 SH       DEFINED 15               0        0     5000
WESCAST INDS INC               CL A SUB VTG     950813105    23616    843000 SH       DEFINED 02 19 21         0        0   843000
WESLEY JESSEN VISIONCARE INC   COM              951018100     1972     52500 SH       DEFINED 03           52500        0        0
WESTAMERICA BANCORPORATION     COM              957090103     2028     77630 SH       DEFINED 15 28            0        0    77630
WESTAMERICA BANCORPORATION     COM              957090103      548     21000 SH       DEFINED 03           21000        0        0
WESTCOAST ENERGY INC           COM              95751D102    12277    797700 SH       DEFINED 02 15            0        0   797700
WESTCOAST ENERGY INC           COM              95751D102     1233     79700 SH       DEFINED 03           79700        0        0
WESTELL TECHNOLOGIES INC       CL A             957541105     3553    236900 SH       DEFINED 09 28 30         0        0   236900
WESTERN GAS RES INC            COM              958259103      455     21701 SH       DEFINED 15               0        0    21701
WESTERN RES INC                COM              959425109      580     37151 SH       DEFINED 37 03        37151        0        0
WESTON ROY F INC               CL A             961137106      562    183800 SH       DEFINED 07               0        0   183800
WESTPAC BKG CORP               SPONSORED ADR    961214301       56      1600 SH       DEFINED 37            1600        0        0
WESTPOINT STEVENS INC          COM              961238102       28      2600 SH       DEFINED 15 34            0        0     2600
WESTVACO CORP                  COM              961548104     1614     65069 SH       DEFINED 02 15 32         0        0    65069
WESTVACO CORP                  COM              961548104     1684     67900 SH       DEFINED 34               0        0    67900
WESTVACO CORP                  COM              961548104     5164    208114 SH       DEFINED 37 03       205514        0     2600
WESTWOOD ONE INC               COM              961815107    15356    450000 SH       DEFINED 05 06 15         0        0   450000
WESTWOOD ONE INC               COM              961815107    48505   1421400 SH       DEFINED 20 32            0        0  1421400
WESTWOOD ONE INC               COM              961815107      505     14800 SH       DEFINED 03           14800        0        0
WET SEAL INC                   CL A             961840105     7367    561300 SH       DEFINED 28               0        0   561300
WEYERHAEUSER CO                COM              962166104      912     21218 SH       DEFINED 15               0        0    21218
WEYERHAEUSER CO                COM              962166104     7784    181017 SH       DEFINED 37 03       181017        0        0
WHIRLPOOL CORP                 COM              963320106    10290    220700 SH       DEFINED 02 12 15         0        0   220700
WHIRLPOOL CORP                 COM              963320106     1394     29900 SH       DEFINED 32 34            0        0    29900
WHIRLPOOL CORP                 COM              963320106     7435    159398 SH       DEFINED 37 03        58098        0   101300
WHITEHALL JEWELLERS INC        COM              965063100      465     25000 SH       DEFINED 26               0        0    25000
WHITMAN CORP NEW               COM              96647R107    73469   5936901 SH       DEFINED 15 16            0        0  5936901
WHITNEY HLDG CORP              COM              966612103     2328     68100 SH       DEFINED 26 28            0        0    68100
WHOLE FOODS MKT INC            COM              966837106     5077    122900 SH       DEFINED 02 15 16         0        0   122900
WHOLE FOODS MKT INC            COM              966837106       33       800 SH       DEFINED 34               0        0      800
WHOLE FOODS MKT INC            COM              966837106       26       612 SH       DEFINED 37             612        0        0
WILD OATS MARKETS INC          COM              96808B107      148     11800 SH       DEFINED 15               0        0    11800
WILD OATS MARKETS INC          COM              96808B107      100      8000 SH       DEFINED 03            8000        0        0
WILEY JOHN & SONS INC          CL A             968223206      843     37500 SH       DEFINED 13               0        0    37500
WILEY JOHN & SONS INC          CL A             968223206     1242     55200 SH       DEFINED 03           55200        0        0
WILLAMETTE INDS INC            COM              969133107      942     34600 SH       DEFINED 12 15 28         0        0    34600
WILLAMETTE INDS INC            COM              969133107     2354     86372 SH       DEFINED 37 03        86372        0        0
WILLBROS GROUP INC             COM              969199108     2958    430300 SH       DEFINED 07               0        0   430300
WILLIAMS COMMUNICATIONS GROUP  CL A             969455104    10334    311400 SH       DEFINED 10               0        0   311400
WILLIAMS COS INC DEL           COM              969457100    66887   1604500 SH       DEFINED 02 05 06         0        0  1604500
WILLIAMS COS INC DEL           COM              969457100    15644    375280 SH       DEFINED 08 09 12         0        0   375280
WILLIAMS COS INC DEL           COM              969457100    46930   1125760 SH       DEFINED 15 16 21         0        0  1125760
WILLIAMS COS INC DEL           COM              969457100     7778    186600 SH       DEFINED 23 26 28         0        0   186600
WILLIAMS COS INC DEL           COM              969457100     2075     49781 SH       DEFINED 34               0        0    49781
WILLIAMS COS INC DEL           COM              969457100    22037    528856 SH       DEFINED 37 03       427656        0   101200
WILLIAMS SONOMA INC            COM              969904101    35690   1100300 SH       DEFINED 02 10 13         0        0  1100300
WILLIAMS SONOMA INC            COM              969904101    13896    428400 SH       DEFINED 15 28 34         0        0   428400
WILLIAMS SONOMA INC            COM              969904101     7664    236300 SH       DEFINED 03          236300        0        0
WILMINGTON TRUST CORP          COM              971807102    17946    419800 SH       DEFINED 11               0        0   419800
WILMINGTON TRUST CORP          COM              971807102     2376     55600 SH       DEFINED 03           47200        0     8400
WILSHIRE OIL CO TEX            COM              971889100     1539    391000 SH       DEFINED 07               0        0   391000
WIND RIVER SYSTEMS INC         COM              973149107      789     20850 SH       DEFINED 03           20850        0        0
WINK COMMUNICATIONS            COM              974168106     5776    189400 SH       DEFINED 11 28            0        0   189400
WINN DIXIE STORES INC          COM              974280109       24      1700 SH       DEFINED 02 15 34         0        0     1700
WINN DIXIE STORES INC          COM              974280109     1636    114341 SH       DEFINED 03          114341        0        0
WINNEBAGO INDS INC             COM              974637100     4049    310000 SH       DEFINED 28               0        0   310000
WINSTAR COMMUNICATIONS INC     COM              975515107     8725    257582 SH       DEFINED 02 11 15         0        0   257582
WINSTAR COMMUNICATIONS INC     COM              975515107    23749    701080 SH       DEFINED 16 23 28         0        0   701080
WINSTAR COMMUNICATIONS INC     COM              975515107     2115     62459 SH       DEFINED 34               0        0    62459
WINSTAR COMMUNICATIONS INC     COM              975515107    11818    348900 SH       DEFINED 03           49150        0   299750
WIRELESS TELECOM GROUP INC     COM              976524108     3763   1254400 SH       DEFINED 07               0        0  1254400
WIRELESS FACILITIES INC        COM              97653A103     6983    137100 SH       DEFINED 10 12 28         0        0   137100
WISCONSIN ENERGY CORP          COM              976657106       29      1440 SH       DEFINED 37            1440        0        0
WISER OIL CO DEL               COM              977284108       16      5201 SH       DEFINED 15 34            0        0     5201
WIT SOUNDVIEW GROUP INC        COM              977383108      486     45300 SH       DEFINED 02 15 34         0        0    45300
WORLD ACCESS INC               COM              98141A101     8871    801960 SH       DEFINED 05 26 28         0        0   801960
WORLD ACCESS INC               COM              98141A101      503     45540 SH       DEFINED 03               0        0    45540
WORLD FUEL SVCS CORP           COM              981475106    10780   1249906 SH       DEFINED 07               0        0  1249906
WORLDQUEST NETWORKS            COM              98156W105     2170    304700 SH       DEFINED 15 34            0        0   304700
WORLDCOM INC GA NEW            COM              98157D106   159525   3477400 SH       DEFINED 02 04 06         0        0  3477400
WORLDCOM INC GA NEW            COM              98157D106   289598   6312778 SH       DEFINED 07 08 09         0        0  6312778
WORLDCOM INC GA NEW            COM              98157D106  1158743  25258715 SH       DEFINED 10 11 12         0        0 25258715
WORLDCOM INC GA NEW            COM              98157D106   495843  10808584 SH       DEFINED 13 15 16         0        0 10808584
WORLDCOM INC GA NEW            COM              98157D106    76428   1666015 SH       DEFINED 18 22 23         0        0  1666015
WORLDCOM INC GA NEW            COM              98157D106    28733    626333 SH       DEFINED 27 28 30         0        0   626333
WORLDCOM INC GA NEW            COM              98157D106    49854   1086750 SH       DEFINED 32 34            0        0  1086750
WORLDCOM INC GA NEW            COM              98157D106   227798   4966686 SH       DEFINED 37 03      4494490        0   472196
WORTHINGTON INDS INC           COM              981811102      719     68511 SH       DEFINED 03           68511        0        0
WORLDPAGES COM INC             COM              981922107     8048   1341400 SH       DEFINED 12               0        0  1341400
WRIGLEY WM JR CO               COM              982526105    50381    628300 SH       DEFINED 15 18 20         0        0   628300
WRIGLEY WM JR CO               COM              982526105     6471     80700 SH       DEFINED 32               0        0    80700
WRIGLEY WM JR CO               COM              982526105     7140     89045 SH       DEFINED 03           89045        0        0
WYNDHAM INTL INC               CL A             983101106      125     50000 SH       DEFINED 09               0        0    50000
WYNNS INTL INC                 COM              983195108    43881   1934150 SH       DEFINED 07 12            0        0  1934150
WYNNS INTL INC                 COM              983195108      356     15700 SH       DEFINED 03           15700        0        0
X-RITE INC                     COM              983857103     2551    279600 SH       DEFINED 07               0        0   279600
XILINX INC                     COM              983919101    25577    309800 SH       DEFINED 02 09 12         0        0   309800
XILINX INC                     COM              983919101   803952   9737500 SH       DEFINED 13 15 16         0        0  9737500
XILINX INC                     COM              983919101   171911   2082200 SH       DEFINED 20 22 23         0        0  2082200
XILINX INC                     COM              983919101   179903   2179000 SH       DEFINED 28 30 32         0        0  2179000
XILINX INC                     COM              983919101    15700    190160 SH       DEFINED 34               0        0   190160
XILINX INC                     COM              983919101    54032    654468 SH       DEFINED 37 03       519398        0   135070
XIRCOM INC                     COM              983922105      617     13000 SH       DEFINED 26               0        0    13000
XIRCOM INC                     COM              983922105     1515     31900 SH       DEFINED 03           31900        0        0
XEROX CORP                     COM              984121103    32033   1543800 SH       DEFINED 02 07 09         0        0  1543800
XEROX CORP                     COM              984121103   109431   5273800 SH       DEFINED 12 13 15         0        0  5273800
XEROX CORP                     COM              984121103     9717    468300 SH       DEFINED 22 34            0        0   468300
XEROX CORP                     COM              984121103    10632    512517 SH       DEFINED 37            1517        0   511000
XEROX CORP                     COM              984121103    18538    893407 SH       DEFINED 03          857707        0    35700
YAHOO INC                      COM              984332106    47468    383200 SH       DEFINED 02 04 05         0        0   383200
YAHOO INC                      COM              984332106   445504   3596400 SH       DEFINED 06 10 12         0        0  3596400
YAHOO INC                      COM              984332106   292416   2360578 SH       DEFINED 13 15 16         0        0  2360578
YAHOO INC                      COM              984332106    64390    519800 SH       DEFINED 26 27 28         0        0   519800
YAHOO INC                      COM              984332106    18977    153200 SH       DEFINED 30 32 34         0        0   153200
YAHOO INC                      COM              984332106    95807    773443 SH       DEFINED 37 03       691543        0    81900
YANKEE CANDLE INC              COM              984757104     6039    279300 SH       DEFINED 02 15 20         0        0   279300
YANKEE CANDLE INC              COM              984757104     1351     62500 SH       DEFINED 32 34            0        0    62500
YARDVILLE NATL BANCORP         COM              985021104      547     51500 SH       DEFINED 07               0        0    51500
YELLOW CORP                    COM              985509108     2950    200000 SH       DEFINED 28               0        0   200000
YORK INTL CORP NEW             COM              986670107    12084    478600 SH       DEFINED 15 26 28         0        0   478600
YORK INTL CORP NEW             COM              986670107       12       500 SH       DEFINED 34               0        0      500
YORK INTL CORP NEW             COM              986670107     5991    237300 SH       DEFINED 03          237300        0        0
YOUNG & RUBICAM INC            SUB NT CV 144A05 987425AA3     3890   3800000 PRN      DEFINED 11               0        0        0
YOUNG & RUBICAM INC            COM              987425105   127693   2232900 SH       DEFINED 02 15 20         0        0  2232900
YOUNG & RUBICAM INC            COM              987425105    28616    500400 SH       DEFINED 32 34            0        0   500400
YOUNG & RUBICAM INC            COM              987425105     3583     62654 SH       DEFINED 03           62654        0        0
YOUNG INNOVATIONS INC          COM              987520103        7       400 SH       DEFINED 26               0        0      400
Z TEL TECHNOLOGIES INC         COM              988792107    13670   1139200 SH       DEFINED 15 34            0        0  1139200
Z TEL TECHNOLOGIES INC         COM              988792107      626     52200 SH       DEFINED 03           52200        0        0
ZALE CORP NEW                  COM              988858106     9672    265000 SH       DEFINED 02 12 15         0        0   265000
ZALE CORP NEW                  COM              988858106     5774    158200 SH       DEFINED 26 34            0        0   158200
ZALE CORP NEW                  COM              988858106       23       622 SH       DEFINED 37             622        0        0
ZALE CORP NEW                  COM              988858106      803     22000 SH       DEFINED 03               0        0    22000
ZEBRA TECHNOLOGIES CORP        CL A             989207105     3988     90000 SH       DEFINED 26               0        0    90000
ZEBRA TECHNOLOGIES CORP        CL A             989207105    11906    268700 SH       DEFINED 03          268700        0        0
ZENITH NATL INS CORP           COM              989390109     2713    127700 SH       DEFINED 32               0        0   127700
ZIONS BANCORPORATION           COM              989701107     3643     79400 SH       DEFINED 02 15 34         0        0    79400
ZIONS BANCORPORATION           COM              989701107      215      4700 SH       DEFINED 03            4700        0        0
ZORAN CORP                     COM              98975F101    64229    974100 SH       DEFINED 20 26 32         0        0   974100
ZOOM TELEPHONICS INC           COM              98976E103     1137    175000 SH       DEFINED 15 34            0        0   175000
ZOMAX INC MINN                 COM              989929104      569     43400 SH       DEFINED 02 26            0        0    43400
</TABLE>






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