FMR CORP
13F-HR, 2000-02-14
Previous: FMR CORP, SC 13G/A, 2000-02-14
Next: FMR CORP, SC 13G, 2000-02-14



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

FORM 13F

FORM 13F Cover Page

Report for the Calendar Year or Quarter Ended: December 31, 1999

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

Institutional Investment Manager Filing this report:

Name:		Fidelity Management and Research Corporation
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.			February 11, 2000

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

[  ] 		13F NOTICE

[  ]		13F COMBINATION REPORT


List of other managers reporting for this manager:

NONE



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

<PAGE>

FORM 13F SUMMARY PAGE

Report Summary:

Number of Other Included Managers:			35

Form 13F Information Table Entry Total:		7,127

Form 13F Information Table Value Total:		$587,190,886	(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				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     3496    75600 SH       DEFINED 02 13 19          0        0    75600
LERNOUT & HAUSPIE SPEECH PRODS COM              B5628B104    12348   267000 SH       DEFINED 21 34             0        0   267000
LERNOUT & HAUSPIE SPEECH PRODS COM              B5628B104     3195    69100 SH       DEFINED 03            69100        0        0
CELANESE AG                    ORD              D1497A101     3338   183961 SH       DEFINED 02 07 09          0        0   183961
CELANESE AG                    ORD              D1497A101     3258   179375 SH       DEFINED 19 21 22          0        0   179375
DAIMLERCHRYSLER AG             ORD              D1668R123      823    10530 SH       DEFINED 07 15 19          0        0    10530
DAIMLERCHRYSLER AG             ORD              D1668R123    13949   178263 SH       DEFINED 21                0        0   178263
DAIMLERCHRYSLER AG             ORD              D1668R123     4675    59757 SH       DEFINED 03            59757        0        0
ACE LTD                        ORD              G0070K103    84394  4786100 SH       DEFINED 07 09 12          0        0  4786100
ACE LTD                        ORD              G0070K103    10468   627300 SH       DEFINED 15 16 19          0        0   627300
ACE LTD                        ORD              G0070K103    25433  1524100 SH       DEFINED 21 22             0        0  1524100
ACE LTD                        ORD              G0070K103     7987   478625 SH       DEFINED 03           182225        0   296400
AMDOCS LTD                     ORD              G02602103     7479   216800 SH       DEFINED 02 09 13          0        0   216800
AMDOCS LTD                     ORD              G02602103    84869  2459984 SH       DEFINED 15 20 28          0        0  2459984
AMDOCS LTD                     ORD              G02602103    18668   541107 SH       DEFINED 30 32 34          0        0   541107
AMDOCS LTD                     ORD              G02602103     5246   152077 SH       DEFINED 03           152077        0        0
APEX SILVER MINES LTD          ORD              G04074103      176    14800 SH       DEFINED 15                0        0    14800
DSG INTL LTD                   ORD              G28471103     3789   645000 SH       DEFINED 07                0        0   645000
EL SITIO INC                   ORD              G30177102      819    22300 SH       DEFINED 02 07 13          0        0    22300
EL SITIO INC                   ORD              G30177102    11918   324300 SH       DEFINED 16 19 21          0        0   324300
EL SITIO INC                   ORD              G30177102      731    19900 SH       DEFINED 22                0        0    19900
EL SITIO INC                   ORD              G30177102      610    16600 SH       DEFINED 03            13700        0     2900
ESG RE LTD                     ORD              G31215109     1408   203000 SH       DEFINED 19 21             0        0   203000
XCELERA COM INC                COM              G31611109     2664    19100 SH       DEFINED 15                0        0    19100
GEMSTAR INTL GROUP LTD         ORD              G3788V106   286517  4021300 SH       DEFINED 02 13 15          0        0  4021300
GEMSTAR INTL GROUP LTD         ORD              G3788V106   253122  3552600 SH       DEFINED 16 26 34          0        0  3552600
GEMSTAR INTL GROUP LTD         ORD              G3788V106    17009   238728 SH       DEFINED 03           161528        0    77200
GLOBAL CROSSING LTD            COM              G3921A100    77015  1540300 SH       DEFINED 04 13 15          0        0  1540300
GLOBAL CROSSING LTD            COM              G3921A100    68815  1376300 SH       DEFINED 20 32             0        0  1376300
GLOBAL CROSSING LTD            COM              G3921A100    30318   606360 SH       DEFINED 03           606360        0        0
GLOBALSTAR TELECOMMUNICTNS LTD COM              G3930H104    32512   738910 SH       DEFINED 02 04 09          0        0   738910
GLOBALSTAR TELECOMMUNICTNS LTD COM              G3930H104    80058  1819500 SH       DEFINED 15 20 28          0        0  1819500
GLOBALSTAR TELECOMMUNICTNS LTD COM              G3930H104     9657   219480 SH       DEFINED 30 32 34          0        0   219480
HELEN OF TROY CORP LTD         COM              G4388N106    20553  2835000 SH       DEFINED 07                0        0  2835000
IPC HLDGS LTD                  ORD              G4933P101    37232  2503000 SH       DEFINED 07                0        0  2503000
LASALLE RE HLDGS LTD           ORD              G5383Q101    29827  1807700 SH       DEFINED 07 19 21          0        0  1807700
LORAL SPACE & COMMUNICATIONS   COM              G56462107   155852  6410367 SH       DEFINED 09 15 20          0        0  6410367
LORAL SPACE & COMMUNICATIONS   COM              G56462107    26833  1103700 SH       DEFINED 22 25 27          0        0  1103700
LORAL SPACE & COMMUNICATIONS   COM              G56462107    29649  1219533 SH       DEFINED 32 03             0        0  1219533
LORAL SPACE & COMMUNICATIONS   PFD CONV C 6%    G56462149    41177   668200 SH       DEFINED 09 11 22          0        0   668200
LORAL SPACE & COMMUNICATIONS   PFD CONV C 6%    G56462149     2477    40200 SH       DEFINED 03            25300        0    14900
MIH LTD                        CL A             G6116R101    16272   275800 SH       DEFINED 16                0        0   275800
NOVEL DENIM HLDGS LTD          ORD              G6674P109     1006   235000 SH       DEFINED 07                0        0   235000
OPENTV CORP                    CL A             G67543101    49040   611100 SH       DEFINED 15 16 21          0        0   611100
PARTNERRE LTD                  COM              G6852T105    11525   355300 SH       DEFINED 12 15 16          0        0   355300
PARTNERRE LTD                  COM              G6852T105    10272   316700 SH       DEFINED 20 28 32          0        0   316700
PARTNERRE LTD                  COM              G6852T105     1226    37800 SH       DEFINED 03                0        0    37800
PEAK INTL LTD                  ORD              G69586108    13852  1351500 SH       DEFINED 07 15             0        0  1351500
PXRE GROUP LTD                 COM              G73018106     9425   725063 SH       DEFINED 07                0        0   725063
RENAISSANCE RE HLDGS LTD       COM              G7496G103    29454   720600 SH       DEFINED 07 15 16          0        0   720600
RENAISSANCE RE HLDGS LTD       COM              G7496G103    27169   664700 SH       DEFINED 19 20 21          0        0   664700
RENAISSANCE RE HLDGS LTD       COM              G7496G103     6907   169000 SH       DEFINED 26 32             0        0   169000
RENAISSANCE RE HLDGS LTD       COM              G7496G103     6658   162900 SH       DEFINED 03           162900        0        0
RSL COMMUNICATIONS LTD         CL A             G7702U102        2      140 SH       DEFINED 30                0        0      140
SANTA FE INTL CORP             ORD              G7805C108    17103   661000 SH       DEFINED 02 13 15          0        0   661000
SANTA FE INTL CORP             ORD              G7805C108    12200   471500 SH       DEFINED 28 34             0        0   471500
SANTA FE INTL CORP             ORD              G7805C108    23802   919900 SH       DEFINED 03           919900        0        0
STIRLING COOKE BROWN HLDGS LTD ORD              G84951105     1542   796200 SH       DEFINED 07                0        0   796200
TERRA NOVA BERMUDA HLDGS LTD   ORD CL A         G87615103    53898  1796600 SH       DEFINED 07                0        0  1796600
HILFIGER TOMMY CORP            ORD              G8915Z102    81411  3492200 SH       DEFINED 02 15 20          0        0  3492200
HILFIGER TOMMY CORP            ORD              G8915Z102    16908   725300 SH       DEFINED 32 34             0        0   725300
XOMA LTD                       ORD              G9825R107      630   210300 SH       DEFINED 15 26             0        0   210300
XL CAP LTD                     CL A             G98255105    22373   431300 SH       DEFINED 02 15 16          0        0   431300
XL CAP LTD                     CL A             G98255105   125370  2416800 SH       DEFINED 22 28 34          0        0  2416800
XL CAP LTD                     CL A             G98255105      220     4255 SH       DEFINED 03             4255        0        0
MILLICOM INTL CELLULAR S A     ORD              L6388F102     4453    71400 SH       DEFINED 19 21             0        0    71400
SBS BROADCASTING SA            ORD              L8137F102    69564  1428800 SH       DEFINED 12 20 26          0        0  1428800
SBS BROADCASTING SA            ORD              L8137F102    12025   247000 SH       DEFINED 32                0        0   247000
STOLT COMEX SEAWAY SA          COM              L8873E103      641    58000 SH       DEFINED 02 12 15          0        0    58000
STOLT COMEX SEAWAY SA          COM              L8873E103    17912  1619170 SH       DEFINED 19 21 22          0        0  1619170
STOLT COMEX SEAWAY SA          COM              L8873E103     8246   743500 SH       DEFINED 28 03             0        0   743500
ALADDIN KNOWLEDGE SYS LTD      ORD              M0392N101     6715   395000 SH       DEFINED 07                0        0   395000
AUDIOCODES LTD                 ORD              M15342104    30534   331900 SH       DEFINED 13 20 32          0        0   331900
AUDIOCODES LTD                 ORD              M15342104     2916    31700 SH       DEFINED 03            31700        0        0
CHECK POINT SOFTWARE TECH LTD  ORD              M22465104    17847    89800 SH       DEFINED 13 15 34          0        0    89800
ELSCINT LTD NEW                ORD              M40168102     9093  1500000 SH       DEFINED 07                0        0  1500000
ESC MEDICAL SYS LTD            ORD              M40868107    20559  2150000 SH       DEFINED 07                0        0  2150000
FORSOFT LTD                    ORD NEW          M46544108    10605   831800 SH       DEFINED 32                0        0   831800
GILAT SATELLITE NETWORKS LTD   ORD              M51474100     5506    46370 SH       DEFINED 09 28 30          0        0    46370
INTERNET GOLD-GOLDEN LINES LTD ORD              M56595107      921    41400 SH       DEFINED 19 21             0        0    41400
METALINK LTD                   ORD              M69897102      415    20400 SH       DEFINED 02 07 10          0        0    20400
METALINK LTD                   ORD              M69897102        4      200 SH       DEFINED 12 28             0        0      200
METALINK LTD                   ORD              M69897102        8      400 SH       DEFINED 03              400        0        0
ORBOTECH LTD                   ORD              M75253100     8835   114000 SH       DEFINED 07 19 21          0        0   114000
ASM LITHOGRAPHY HLDG N V       N Y SHS          N07059111   153039  1345400 SH       DEFINED 13 15 22          0        0  1345400
ASM LITHOGRAPHY HLDG N V       N Y SHS          N07059111    48537   426700 SH       DEFINED 28                0        0   426700
ASM LITHOGRAPHY HLDG N V       N Y SHS          N07059111    49128   431900 SH       DEFINED 03           399600        0    32300
CNH GLOBAL N V                 ORD              N20935107    18520  1391200 SH       DEFINED 07 15 26          0        0  1391200
CNH GLOBAL N V                 ORD              N20935107     2978   223700 SH       DEFINED 03           176600        0    47100
KPNQWEST N V                   CL C             N50919104    61766   945200 SH       DEFINED 13 16 19          0        0   945200
KPNQWEST N V                   CL C             N50919104     5507    82800 SH       DEFINED 21                0        0    82800
KPNQWEST N V                   CL C             N50919104     2567    38600 SH       DEFINED 03            38600        0        0
METRON TECHNOLOGY N V          ORD              N5665B105      571    35600 SH       DEFINED 02 10 12          0        0    35600
METRON TECHNOLOGY N V          ORD              N5665B105        1      100 SH       DEFINED 28                0        0      100
ORTHOFIX INTL N V              COM              N6748L102    14348  1002517 SH       DEFINED 07 15 19          0        0  1002517
ORTHOFIX INTL N V              COM              N6748L102     9088   635000 SH       DEFINED 21                0        0   635000
ORTHOFIX INTL N V              COM              N6748L102      714    49900 SH       DEFINED 03            49900        0        0
QIAGEN N V                     ORD              N72482107     3775    50000 SH       DEFINED 02                0        0    50000
SAPIENS INTL CORP N V          ORD              N7716A102     1397    85000 SH       DEFINED 03            85000        0        0
BANCO LATINOAMERICANO DE EXPO  CL E             P16994132    10786   459000 SH       DEFINED 19 21             0        0   459000
ELAMEX S A DE C V              ORD              P36209107     2278   372000 SH       DEFINED 19 21             0        0   372000
PANAMERICAN BEVERAGES INC      CL A             P74823108      582    28350 SH       DEFINED 02 07 15          0        0    28350
PANAMERICAN BEVERAGES INC      CL A             P74823108     4435   215700 SH       DEFINED 19 21 34          0        0   215700
SUN INTL HOTELS LTD            ORD              P8797T133       85     4400 SH       DEFINED 02 15 34          0        0     4400
ROYAL CARIBBEAN CRUISES LTD    COM              V7780T103    47409   961400 SH       DEFINED 02 05 06          0        0   961400
ROYAL CARIBBEAN CRUISES LTD    COM              V7780T103    46973   955200 SH       DEFINED 12 15 21          0        0   955200
ROYAL CARIBBEAN CRUISES LTD    COM              V7780T103   180935  3669170 SH       DEFINED 22 23 28          0        0  3669170
ROYAL CARIBBEAN CRUISES LTD    COM              V7780T103     7781   157800 SH       DEFINED 30 34             0        0   157800
ASE TEST LTD                   ORD              Y02516105     5489   225200 SH       DEFINED 13                0        0   225200
ASE TEST LTD                   ORD              Y02516105     8582   352100 SH       DEFINED 03           352100        0        0
CREATIVE TECHNOLOGY LTD        ORD              Y1775U107     2861   162000 SH       DEFINED 15 21             0        0   162000
FLEXTRONICS INTL LTD           ORD              Y2573F102    45622   991800 SH       DEFINED 02 05 06          0        0   991800
FLEXTRONICS INTL LTD           ORD              Y2573F102   102856  2236000 SH       DEFINED 07 09 10          0        0  2236000
FLEXTRONICS INTL LTD           ORD              Y2573F102    10782   234400 SH       DEFINED 12 13 15          0        0   234400
FLEXTRONICS INTL LTD           ORD              Y2573F102   102386  2225800 SH       DEFINED 16 21 22          0        0  2225800
FLEXTRONICS INTL LTD           ORD              Y2573F102   133114  2893800 SH       DEFINED 23 28 30          0        0  2893800
FLEXTRONICS INTL LTD           ORD              Y2573F102    24016   522100 SH       DEFINED 03           301000        0   221100
KOREA THRUNET CO LTD           CL A             Y49975108     1873    27600 SH       DEFINED 13 19 21          0        0    27600
KOREA THRUNET CO LTD           CL A             Y49975108      807    11900 SH       DEFINED 03             7500        0     4400
OMI CORP NEW                   COM              Y6476W104     2458  1192000 SH       DEFINED 02 19 21          0        0  1192000
OMI CORP NEW                   COM              Y6476W104     1037   503000 SH       DEFINED 22 03             0        0   503000
PACIFIC INTERNET LTD           ORD              Y66183107      356     7600 SH       DEFINED 19                0        0     7600
PACIFIC INTERNET LTD           ORD              Y66183107      253     5400 SH       DEFINED 03             5400        0        0
A D C TELECOMMUNICATIONS       COM              000886101    91000  1254100 SH       DEFINED 02 05 06          0        0  1254100
A D C TELECOMMUNICATIONS       COM              000886101    84099  1159000 SH       DEFINED 07 10 12          0        0  1159000
A D C TELECOMMUNICATIONS       COM              000886101   168267  2318930 SH       DEFINED 15 16 19          0        0  2318930
A D C TELECOMMUNICATIONS       COM              000886101   326473  4499200 SH       DEFINED 20 22 28          0        0  4499200
A D C TELECOMMUNICATIONS       COM              000886101    56613   780200 SH       DEFINED 32                0        0   780200
A D C TELECOMMUNICATIONS       COM              000886101    42424   584690 SH       DEFINED 37 03        373690        0   211000
ABN AMRO HLDG NV               SPONSORED ADR    000937102       81     3238 SH       DEFINED 37             3238        0        0
ADT OPERATIONS                 LYON ZERO CPN 10 000945AC9    45865 21645000 PRN      DEFINED 09 11             0        0        0
ADT OPERATIONS                 LYON ZERO CPN 10 000945AC9     1907   900000 PRN      DEFINED 03                0        0        0
ABM INDS INC                   COM              000957100      256    12600 SH       DEFINED 26                0        0    12600
ACT MFG INC                    COM              000973107      412    11000 SH       DEFINED 26                0        0    11000
AFLAC INC                      COM              001055102    71942  1524600 SH       DEFINED 02 05 06          0        0  1524600
AFLAC INC                      COM              001055102   216392  4585800 SH       DEFINED 07 09 10          0        0  4585800
AFLAC INC                      COM              001055102   164188  3479500 SH       DEFINED 12 15 16          0        0  3479500
AFLAC INC                      COM              001055102   107299  2273900 SH       DEFINED 20 21 22          0        0  2273900
AFLAC INC                      COM              001055102   128529  2723800 SH       DEFINED 23 27 28          0        0  2723800
AFLAC INC                      COM              001055102    19223   407390 SH       DEFINED 30 32 34          0        0   407390
AFLAC INC                      COM              001055102    49543  1049974 SH       DEFINED 37 03        812474        0   237500
AGCO CORP                      COM              001084102    13149   978600 SH       DEFINED 07 15             0        0   978600
AHL SVCS INC                   COM              001296102     5410   259200 SH       DEFINED 07 21 26          0        0   259200
AHL SVCS INC                   COM              001296102     1655    79300 SH       DEFINED 32                0        0    79300
AHL SVCS INC                   COM              001296102     8878   425300 SH       DEFINED 03           425300        0        0
AES CORP                       JR SBDB CV4.5%05 00130HAN5    12441  8500000 PRN      DEFINED 11                0        0        0
AES CORP                       COM              00130H105   138025  1846500 SH       DEFINED 02 05 06          0        0  1846500
AES CORP                       COM              00130H105   184826  2472600 SH       DEFINED 07 09 10          0        0  2472600
AES CORP                       COM              00130H105   152869  2045075 SH       DEFINED 12 13 15          0        0  2045075
AES CORP                       COM              00130H105   227858  3048280 SH       DEFINED 16 19 20          0        0  3048280
AES CORP                       COM              00130H105   115944  1551100 SH       DEFINED 21 22 23          0        0  1551100
AES CORP                       COM              00130H105    75344  1007950 SH       DEFINED 26 28 30          0        0  1007950
AES CORP                       COM              00130H105    18717   250400 SH       DEFINED 32 34             0        0   250400
AES CORP                       COM              00130H105   163188  2183131 SH       DEFINED 37 03       1819031        0   364100
AK STL HLDG CORP               COM              001547108     9803   519400 SH       DEFINED 02 04 07          0        0   519400
AK STL HLDG CORP               COM              001547108    37410  1982000 SH       DEFINED 09 15 19          0        0  1982000
AK STL HLDG CORP               COM              001547108    31154  1650554 SH       DEFINED 21 22 27          0        0  1650554
AK STL HLDG CORP               COM              001547108    17608   932900 SH       DEFINED 30 36 03     370600        0   562300
AMB PROPERTY CORP              COM              00163T109    18539   929900 SH       DEFINED 09 12 34          0        0   929900
AMB PROPERTY CORP              COM              00163T109     8299   416300 SH       DEFINED 35                0        0   416300
AMB PROPERTY CORP              COM              00163T109    19893   997800 SH       DEFINED 03           997800        0        0
AMFM INC                       COM              001693100     8521   108900 SH       DEFINED 02 07 12          0        0   108900
AMFM INC                       COM              001693100    73453   938700 SH       DEFINED 13 15 16          0        0   938700
AMFM INC                       COM              001693100     4843    61900 SH       DEFINED 21 28 29          0        0    61900
AMFM INC                       COM              001693100      328     4200 SH       DEFINED 34                0        0     4200
AMFM INC                       COM              001693100      623     7973 SH       DEFINED 37 03          7973        0        0
AMLI RESIDENTIAL PPTYS TR      SH BEN INT       001735109     1447    71700 SH       DEFINED 35                0        0    71700
AMR CORP                       COM              001765106   100151  1494800 SH       DEFINED 02 04 05          0        0  1494800
AMR CORP                       COM              001765106   144606  2158300 SH       DEFINED 09 10 15          0        0  2158300
AMR CORP                       COM              001765106    88902  1326910 SH       DEFINED 16 19 21          0        0  1326910
AMR CORP                       COM              001765106   398750  5951500 SH       DEFINED 22 28 29          0        0  5951500
AMR CORP                       COM              001765106   123441  1842404 SH       DEFINED 30 34 03    1401004        0   441400
ATI TECHNOLOGIES INC           COM              001941103      249    18900 SH       DEFINED 02                0        0    18900
AT&T CORP                      COM              001957109   121639  2396846 SH       DEFINED 02 04 05          0        0  2396846
AT&T CORP                      COM              001957109  1120082 22070596 SH       DEFINED 06 07 09          0        0 22070596
AT&T CORP                      COM              001957109  1745234 34388851 SH       DEFINED 10 11 12          0        0 34388851
AT&T CORP                      COM              001957109  1295604 25529156 SH       DEFINED 13 15 16          0        0 25529156
AT&T CORP                      COM              001957109   685881 13514910 SH       DEFINED 18 19 20          0        0 13514910
AT&T CORP                      COM              001957109   451934  8905120 SH       DEFINED 21 22 23          0        0  8905120
AT&T CORP                      COM              001957109   252248  4970416 SH       DEFINED 26 27 28          0        0  4970416
AT&T CORP                      COM              001957109   212067  4178675 SH       DEFINED 30 32 34          0        0  4178675
AT&T CORP                      COM              001957109     1385    27508 SH       DEFINED 37            26545        0      963
AT&T CORP                      COM              001957109   574294 11316141 SH       DEFINED 03          9579312        0  1736829
AT&T CORP                      COM LIB GRP A    001957208   127794  2251884 SH       DEFINED 02 04 05          0        0  2251884
AT&T CORP                      COM LIB GRP A    001957208   130883  2306310 SH       DEFINED 06 07 09          0        0  2306310
AT&T CORP                      COM LIB GRP A    001957208   226182  3985592 SH       DEFINED 11 13 15          0        0  3985592
AT&T CORP                      COM LIB GRP A    001957208   588257 10365770 SH       DEFINED 16 19 20          0        0 10365770
AT&T CORP                      COM LIB GRP A    001957208    81099  1429064 SH       DEFINED 21 22 26          0        0  1429064
AT&T CORP                      COM LIB GRP A    001957208   330595  5825470 SH       DEFINED 28 30 32          0        0  5825470
AT&T CORP                      COM LIB GRP A    001957208     2894    51000 SH       DEFINED 34                0        0    51000
AT&T CORP                      COM LIB GRP A    001957208      288     5124 SH       DEFINED 37             4000        0     1124
AT&T CORP                      COM LIB GRP A    001957208   182569  3217086 SH       DEFINED 03          2556598        0   660488
AT&T CORP                      COM LIB GRP B    001957307      646     9400 SH       DEFINED 20 32             0        0     9400
ASA LTD                        COM              002050102     2064   109000 SH       DEFINED 15                0        0   109000
AVT CORP                       COM              002420107     2232    47500 SH       DEFINED 20 32             0        0    47500
AVX CORP NEW                   COM              002444107     8104   162300 SH       DEFINED 02 04 12          0        0   162300
AVX CORP NEW                   COM              002444107   111580  2234400 SH       DEFINED 13 15 28          0        0  2234400
AVX CORP NEW                   COM              002444107    11011   220500 SH       DEFINED 34                0        0   220500
AVX CORP NEW                   COM              002444107    19021   380900 SH       DEFINED 03           375800        0     5100
AXA FINL INC                   COM              002451102    42018  1240400 SH       DEFINED 02 07 12          0        0  1240400
AXA FINL INC                   COM              002451102    32530   960300 SH       DEFINED 15 32 34          0        0   960300
AXA FINL INC                   COM              002451102    18705   552200 SH       DEFINED 37 03        424500        0   127700
AARON RENTS INC                COM              002535201     6333   356800 SH       DEFINED 07                0        0   356800
AARON RENTS INC                COM              002535201     1075    60600 SH       DEFINED 03            60600        0        0
ABBOTT LABS                    COM              002824100   176841  4870000 SH       DEFINED 02 05 06          0        0  4870000
ABBOTT LABS                    COM              002824100   807771 22245000 SH       DEFINED 07 09 10          0        0 22245000
ABBOTT LABS                    COM              002824100   956402 26338120 SH       DEFINED 11 15 16          0        0 26338120
ABBOTT LABS                    COM              002824100    22191   611120 SH       DEFINED 18 19 21          0        0   611120
ABBOTT LABS                    COM              002824100   236641  6516800 SH       DEFINED 22 27 28          0        0  6516800
ABBOTT LABS                    COM              002824100    32361   891200 SH       DEFINED 30 34             0        0   891200
ABBOTT LABS                    COM              002824100      450    12273 SH       DEFINED 37            12273        0        0
ABBOTT LABS                    COM              002824100   151151  4162524 SH       DEFINED 03          3236424        0   926100
ABERCROMBIE & FITCH CO         CL A             002896207    39851  1493256 SH       DEFINED 02 04 05          0        0  1493256
ABERCROMBIE & FITCH CO         CL A             002896207    64879  2431100 SH       DEFINED 06 07 09          0        0  2431100
ABERCROMBIE & FITCH CO         CL A             002896207    28609  1072000 SH       DEFINED 10 15 19          0        0  1072000
ABERCROMBIE & FITCH CO         CL A             002896207    14922   559170 SH       DEFINED 20 28 29          0        0   559170
ABERCROMBIE & FITCH CO         CL A             002896207      432    16210 SH       DEFINED 30 32 34          0        0    16210
ABERCROMBIE & FITCH CO         CL A             002896207    18200   681980 SH       DEFINED 37 03        127250        0   554730
ABER RESOURCES LTD NEW         COM              002916104       24     3900 SH       DEFINED 03             3900        0        0
ABGENIX INC                    COM              00339B107   164220  1239400 SH       DEFINED 02 13 15          0        0  1239400
ABGENIX INC                    COM              00339B107    23624   178300 SH       DEFINED 16 22 26          0        0   178300
ABGENIX INC                    COM              00339B107     2093    15800 SH       DEFINED 28                0        0    15800
ABGENIX INC                    COM              00339B107     1470    11100 SH       DEFINED 03            11100        0        0
ABITIBI-CONSOLIDATED INC       COM              003924107     1853   158800 SH       DEFINED 02 07 15          0        0   158800
ABITIBI-CONSOLIDATED INC       COM              003924107      196    16800 SH       DEFINED 21                0        0    16800
ABITIBI-CONSOLIDATED INC       COM              003924107    10507   895360 SH       DEFINED 03           881460        0    13900
ACCLAIM ENTMT INC              COM PAR $0.02    004325205     1230   240000 SH       DEFINED 07                0        0   240000
ACCREDO HEALTH INC             COM              00437V104     1076    35000 SH       DEFINED 02 26             0        0    35000
ACNIELSEN CORP                 COM              004833109    44512  1807633 SH       DEFINED 02 07 09          0        0  1807633
ACNIELSEN CORP                 COM              004833109    34426  1398032 SH       DEFINED 12 15 16          0        0  1398032
ACNIELSEN CORP                 COM              004833109    75980  3085500 SH       DEFINED 20 22 32          0        0  3085500
ACNIELSEN CORP                 COM              004833109      130     5300 SH       DEFINED 34                0        0     5300
ACNIELSEN CORP                 COM              004833109       25     1066 SH       DEFINED 37             1066        0        0
ACNIELSEN CORP                 COM              004833109     9186   373049 SH       DEFINED 03           221883        0   151166
ACTIVISION INC NEW             COM NEW          004930202     5512   360000 SH       DEFINED 28                0        0   360000
ACTION PERFORMANCE COS INC     SB NT CV 144A 05 004933AA5      708  1375000 PRN      DEFINED 26                0        0        0
ACTION PERFORMANCE COS INC     SB NT CV 4.75%05 004933AB3      424   825000 PRN      DEFINED 26                0        0        0
ACTION PERFORMANCE COS INC     COM              004933107      387    33700 SH       DEFINED 02 15 34          0        0    33700
ACTION PERFORMANCE COS INC     COM              004933107      335    29200 SH       DEFINED 03            29200        0        0
ACTEL CORP                     COM              004934105      146     6100 SH       DEFINED 02                0        0     6100
ACXIOM CORP                    COM              005125109        5      209 SH       DEFINED 37              209        0        0
ADAMS EXPRESS CO               COM              006212104       74     2238 SH       DEFINED 37             2238        0        0
ADAMS RES & ENERGY INC         COM NEW          006351308     3581   421300 SH       DEFINED 07                0        0   421300
ADAPTIVE BROADBAND CORP        COM              00650M104    70176   950746 SH       DEFINED 09 13 28          0        0   950746
ADAPTIVE BROADBAND CORP        COM              00650M104       44      600 SH       DEFINED 30                0        0      600
ADAPTEC INC                    SB NT CV 4.75%04 00651FAC2     1852  1650000 PRN      DEFINED 11                0        0        0
ADAPTEC INC                    COM              00651F108    48493   972300 SH       DEFINED 02 07 09          0        0   972300
ADAPTEC INC                    COM              00651F108   204347  4097200 SH       DEFINED 10 12 13          0        0  4097200
ADAPTEC INC                    COM              00651F108   179051  3590000 SH       DEFINED 15 20 21          0        0  3590000
ADAPTEC INC                    COM              00651F108    62373  1250600 SH       DEFINED 22 23 26          0        0  1250600
ADAPTEC INC                    COM              00651F108    63865  1280519 SH       DEFINED 28 30 32          0        0  1280519
ADAPTEC INC                    COM              00651F108    29785   597203 SH       DEFINED 37 03        271803        0   325400
ADELPHIA COMMUNICATIONS CORP   CL A             006848105    74884  1141100 SH       DEFINED 09 13 28          0        0  1141100
ADELPHIA COMMUNICATIONS CORP   CL A             006848105      168     2570 SH       DEFINED 30                0        0     2570
ADELPHIA COMMUNICATIONS CORP   CL A             006848105        3       51 SH       DEFINED 37               51        0        0
ADMINISTRADORA FONDOS PENSIONE SPONSORED ADR    00709P108      311    14500 SH       DEFINED 13                0        0    14500
ADMINISTRADORA FONDOS PENSIONE SPONSORED ADR    00709P108      492    22900 SH       DEFINED 03            22900        0        0
ADOBE SYS INC                  COM              00724F101    23191   344853 SH       DEFINED 02 07 09          0        0   344853
ADOBE SYS INC                  COM              00724F101   133511  1985300 SH       DEFINED 12 13 15          0        0  1985300
ADOBE SYS INC                  COM              00724F101   170680  2538000 SH       DEFINED 16 20 22          0        0  2538000
ADOBE SYS INC                  COM              00724F101    58333   867420 SH       DEFINED 23 28 30          0        0   867420
ADOBE SYS INC                  COM              00724F101    55743   828900 SH       DEFINED 32 34             0        0   828900
ADOBE SYS INC                  COM              00724F101    11011   163740 SH       DEFINED 37 03        100040        0    63700
ADTRAN INC                     COM              00738A106    55727  1083400 SH       DEFINED 13 20 32          0        0  1083400
ADVANCE PARADIGM INC           COM              007491103    19317   895900 SH       DEFINED 09 13 15          0        0   895900
ADVANCE PARADIGM INC           COM              007491103      763    35400 SH       DEFINED 28 30             0        0    35400
ADVANCE PARADIGM INC           COM              007491103     2046    94900 SH       DEFINED 03            94900        0        0
ADVANCED AERODYNAMICS&STRUCTUR CL A             00750B107     1354   429000 SH       DEFINED 02 12 26          0        0   429000
ADVANCED AERODYNAMICS&STRUCTUR CL A             00750B107      184    58500 SH       DEFINED 28                0        0    58500
ADVANCED COMMUNICATION SYSTEMS COM              00750X109     2868   150000 SH       DEFINED 26                0        0   150000
ADVANCED COMMUNICATIONS GROUP  COM              00751B106    18276  1341400 SH       DEFINED 12                0        0  1341400
ADVANCED DIGITAL INFORMATION   COM              007525108    75067  1543800 SH       DEFINED 02 07 13          0        0  1543800
ADVANCED DIGITAL INFORMATION   COM              007525108    24613   506200 SH       DEFINED 15 21 26          0        0   506200
ADVANCED DIGITAL INFORMATION   COM              007525108     1551    31900 SH       DEFINED 34                0        0    31900
ADVANCED DIGITAL INFORMATION   COM              007525108     3539    72800 SH       DEFINED 03            72800        0        0
ADVANCED MARKETING SVCS INC    COM              00753T105    12666   445400 SH       DEFINED 07 26             0        0   445400
ADVANCED MARKETING SVCS INC    COM              00753T105     5405   190100 SH       DEFINED 03           190100        0        0
ADVANCED FIBRE COMMUNICATIONS  COM              00754A105    27545   616400 SH       DEFINED 02 09 15          0        0   616400
ADVANCED FIBRE COMMUNICATIONS  COM              00754A105    78171  1749300 SH       DEFINED 16 20 21          0        0  1749300
ADVANCED FIBRE COMMUNICATIONS  COM              00754A105    91604  2049900 SH       DEFINED 22 26 28          0        0  2049900
ADVANCED FIBRE COMMUNICATIONS  COM              00754A105    13464   301310 SH       DEFINED 29 30 32          0        0   301310
ADVANCED FIBRE COMMUNICATIONS  COM              00754A105     2173    48800 SH       DEFINED 37 03         48800        0        0
AERIAL COMMUNICATIONS INC      COM              007655103    73750  1211500 SH       DEFINED 20 22 28          0        0  1211500
AERIAL COMMUNICATIONS INC      COM              007655103     8108   133200 SH       DEFINED 32                0        0   133200
AEROFLEX INC                   COM              007768104       32     3100 SH       DEFINED 03             3100        0        0
ADVANCED MICRO DEVICES INC     COM              007903107    19289   666600 SH       DEFINED 02 07 28          0        0   666600
ADVANCED MICRO DEVICES INC     COM              007903107    11665   403139 SH       DEFINED 03           354339        0    48800
AEGON N V                      ORD AMER REG     007924103      283     2961 SH       DEFINED 37             2961        0        0
ADVANCED ENERGY INDS           COM              007973100     1290    26200 SH       DEFINED 02 26             0        0    26200
AETHER SYS INC                 COM              00808V105    29824   416400 SH       DEFINED 10 13             0        0   416400
AETNA INC                      COM              008117103      368     6600 SH       DEFINED 15                0        0     6600
AETNA INC                      COM              008117103     7327   131288 SH       DEFINED 37 03        131288        0        0
AFFILIATED COMPUTER SERVICES   CL A             008190100    67523  1467900 SH       DEFINED 02 06 07          0        0  1467900
AFFILIATED COMPUTER SERVICES   CL A             008190100    22733   494200 SH       DEFINED 09 13 15          0        0   494200
AFFILIATED COMPUTER SERVICES   CL A             008190100     2123    46170 SH       DEFINED 19 21 28          0        0    46170
AFFILIATED COMPUTER SERVICES   CL A             008190100     3789    82370 SH       DEFINED 30 34             0        0    82370
AFFILIATED COMPUTER SERVICES   CL A             008190100    14418   313450 SH       DEFINED 03           310550        0     2900
AFFILIATED MANAGERS GROUP      COM              008252108     9753   241200 SH       DEFINED 15 26             0        0   241200
AFFILIATED MANAGERS GROUP      COM              008252108     7569   187200 SH       DEFINED 03           187200        0        0
AFFYMETRIX INC                 SB NT CV 144A 06 00826TAA6     4470  3000000 PRN      DEFINED 11                0        0        0
AFFYMETRIX INC                 COM              00826T108    19361   114100 SH       DEFINED 02 06 09          0        0   114100
AFFYMETRIX INC                 COM              00826T108   120554   710450 SH       DEFINED 15 20 21          0        0   710450
AFFYMETRIX INC                 COM              00826T108    42150   248400 SH       DEFINED 23 26 28          0        0   248400
AFFYMETRIX INC                 COM              00826T108    10875    64090 SH       DEFINED 30 32 34          0        0    64090
AFFYMETRIX INC                 COM              00826T108    31646   186500 SH       DEFINED 03           175100        0    11400
AGENCY COM LTD                 COM              008447104     1616    31700 SH       DEFINED 10 15             0        0    31700
AGILENT TECHNOLOGIES INC       COM              00846U101    40596   525100 SH       DEFINED 02 07 09          0        0   525100
AGILENT TECHNOLOGIES INC       COM              00846U101   533502  6900600 SH       DEFINED 10 12 13          0        0  6900600
AGILENT TECHNOLOGIES INC       COM              00846U101   280033  3622100 SH       DEFINED 15 16 20          0        0  3622100
AGILENT TECHNOLOGIES INC       COM              00846U101    18825   243500 SH       DEFINED 26 28 30          0        0   243500
AGILENT TECHNOLOGIES INC       COM              00846U101    31265   404400 SH       DEFINED 32 34             0        0   404400
AGILENT TECHNOLOGIES INC       COM              00846U101    54860   709600 SH       DEFINED 03           429200        0   280400
AGNICO EAGLE MINES LTD         SRNT CONV 3.5%04 008474AA6      993  1500000 PRN      DEFINED 03                0        0        0
AGNICO EAGLE MINES LTD         COM              008474108    10594  1446000 SH       DEFINED 02 09 12          0        0  1446000
AGNICO EAGLE MINES LTD         COM              008474108    16607  2266600 SH       DEFINED 15 26 28          0        0  2266600
AGNICO EAGLE MINES LTD         COM              008474108     1071   146300 SH       DEFINED 30 34             0        0   146300
AGNICO EAGLE MINES LTD         COM              008474108     3729   509500 SH       DEFINED 03           509500        0        0
AGRIBRANDS INTL INC            COM              00849R105     3382    73534 SH       DEFINED 07 08             0        0    73534
AGRIBIOTECH INC NEV            COM              008494106      278   117400 SH       DEFINED 03           117400        0        0
AIR CDA INC                    CL A NON VTG     008911307    26313  3775826 SH       DEFINED 02 07 21          0        0  3775826
AIR CDA INC                    CL A NON VTG     008911307      447    64140 SH       DEFINED 03            64140        0        0
AGRIUM INC                     COM              008916108      293    37900 SH       DEFINED 02 15             0        0    37900
AIR EXPRESS INTL CORP          COM              009104100    38865  1202800 SH       DEFINED 07 12 15          0        0  1202800
AIR EXPRESS INTL CORP          COM              009104100    12732   394037 SH       DEFINED 03           394037        0        0
AIR PRODS & CHEMS INC          COM              009158106     4600   137068 SH       DEFINED 08 15 34          0        0   137068
AIR PRODS & CHEMS INC          COM              009158106     7810   232816 SH       DEFINED 37 03        232816        0        0
AIRBORNE FGHT CORP             COM              009266107    41296  1877100 SH       DEFINED 05 15 28          0        0  1877100
AIRBORNE FGHT CORP             COM              009266107     1955    88900 SH       DEFINED 30                0        0    88900
AIRBORNE FGHT CORP             COM              009266107     2589   117700 SH       DEFINED 03           117700        0        0
AIRGAS INC                     COM              009363102       31     3300 SH       DEFINED 26                0        0     3300
AIRGATE PCS INC                COM              009367103    32794   621700 SH       DEFINED 12 13 20          0        0   621700
AIRGATE PCS INC                COM              009367103      495     9400 SH       DEFINED 28 32             0        0     9400
AIRNET COMMUNICATIONS CORP     COM              00941P106     1258    34600 SH       DEFINED 02 10 12          0        0    34600
AIRNET COMMUNICATIONS CORP     COM              00941P106       40     1100 SH       DEFINED 15 28             0        0     1100
AIRTRAN HLDGS INC              COM              00949P108      160    35500 SH       DEFINED 02                0        0    35500
AKAMAI TECHNOLOGIES INC        COM              00971T101    99767   304517 SH       DEFINED 02 10 11          0        0   304517
AKAMAI TECHNOLOGIES INC        COM              00971T101   377063  1150900 SH       DEFINED 13 15 16          0        0  1150900
AKAMAI TECHNOLOGIES INC        COM              00971T101    16495    50350 SH       DEFINED 19 20 28          0        0    50350
AKAMAI TECHNOLOGIES INC        COM              00971T101    57399   175200 SH       DEFINED 32 34             0        0   175200
AKAMAI TECHNOLOGIES INC        COM              00971T101    18854    57550 SH       DEFINED 03            51750        0     5800
AKZO NOBEL NV                  SPONSORED ADR    010199305        2       50 SH       DEFINED 37               50        0        0
ALASKA AIR GROUP INC           COM              011659109      354    10100 SH       DEFINED 15                0        0    10100
ALASKA COMMUNICATIONS SYS GRP  COM              01167P101    15159  1225000 SH       DEFINED 09 15 34          0        0  1225000
ALBANY INTL CORP               CL A             012348108    24083  1553803 SH       DEFINED 12 03             0        0  1553803
ALBANY MOLECULAR RESH INC      COM              012423109      222     7300 SH       DEFINED 03             7300        0        0
ALBEMARLE CORP                 COM              012653101       90     4700 SH       DEFINED 15                0        0     4700
ALBERTA ENERGY LTD             COM              012873105    28553   919437 SH       DEFINED 02 07 15          0        0   919437
ALBERTA ENERGY LTD             COM              012873105    12171   391300 SH       DEFINED 19 21 34          0        0   391300
ALBERTA ENERGY LTD             COM              012873105      768    24608 SH       DEFINED 03            24608        0        0
ALBERTO CULVER CO              CL B CONV        013068101     6762   262000 SH       DEFINED 28                0        0   262000
ALBERTO CULVER CO              CL B CONV        013068101     4175   161754 SH       DEFINED 03           161754        0        0
ALBERTO CULVER CO              CL A             013068200     7758   356700 SH       DEFINED 02 07 15          0        0   356700
ALBERTO CULVER CO              CL A             013068200    94666  4352490 SH       DEFINED 16 28 34          0        0  4352490
ALBERTO CULVER CO              CL A             013068200     6361   292500 SH       DEFINED 03           292500        0        0
ALBERTSONS INC                 COM              013104104     2667    82702 SH       DEFINED 02 15 34          0        0    82702
ALBERTSONS INC                 COM              013104104    14781   458347 SH       DEFINED 03           458347        0        0
ALCAN ALUMINIUM LTD NEW        COM              013716105    59498  1449250 SH       DEFINED 02 07 09          0        0  1449250
ALCAN ALUMINIUM LTD NEW        COM              013716105    28460   693150 SH       DEFINED 15 21 22          0        0   693150
ALCAN ALUMINIUM LTD NEW        COM              013716105      821    20000 SH       DEFINED 34                0        0    20000
ALCAN ALUMINIUM LTD NEW        COM              013716105     8871   215459 SH       DEFINED 37 03        215459        0        0
ALCOA INC                      COM              013817101   111394  1342100 SH       DEFINED 02 04 05          0        0  1342100
ALCOA INC                      COM              013817101   949545 11440302 SH       DEFINED 06 07 09          0        0 11440302
ALCOA INC                      COM              013817101   684982  8252800 SH       DEFINED 10 11 12          0        0  8252800
ALCOA INC                      COM              013817101   249276  3003331 SH       DEFINED 13 15 16          0        0  3003331
ALCOA INC                      COM              013817101   225608  2718170 SH       DEFINED 18 19 20          0        0  2718170
ALCOA INC                      COM              013817101   401253  4834385 SH       DEFINED 21 22 23          0        0  4834385
ALCOA INC                      COM              013817101   142632  1718460 SH       DEFINED 27 28 30          0        0  1718460
ALCOA INC                      COM              013817101   110072  1326170 SH       DEFINED 32 34             0        0  1326170
ALCOA INC                      COM              013817101      355     4410 SH       DEFINED 37             4410        0        0
ALCOA INC                      COM              013817101   212152  2556053 SH       DEFINED 03          1964177        0   591876
ALCATEL                        SPONSORED ADR    013904305     1975    43900 SH       DEFINED 13                0        0    43900
ALCATEL                        SPONSORED ADR    013904305     4729   105100 SH       DEFINED 03            69600        0    35500
ALEXANDER & BALDWIN INC        COM              014482103     5794   254000 SH       DEFINED 02 13 26          0        0   254000
ALEXANDER & BALDWIN INC        COM              014482103     5522   242100 SH       DEFINED 03           242100        0        0
ALEXANDRIA REAL ESTATE EQ INC  COM              015271109    23309   732700 SH       DEFINED 09 12 22          0        0   732700
ALEXANDRIA REAL ESTATE EQ INC  COM              015271109     8738   274700 SH       DEFINED 26 35 37          0        0   274700
ALEXANDRIA REAL ESTATE EQ INC  COM              015271109     6890   216600 SH       DEFINED 03           211000        0     5600
ALEXION PHARMACEUTICALS INC    COM              015351109     1205    40000 SH       DEFINED 15                0        0    40000
ALIGN-RITE INTL INC            COM              016251100     9828   448000 SH       DEFINED 07                0        0   448000
ALKERMES INC                   COM              01642T108    16950   345050 SH       DEFINED 15 26 30          0        0   345050
ALKERMES INC                   COM              01642T108    14801   301300 SH       DEFINED 03           301300        0        0
ALKERMES INC                   PFD CV EX$3.25   01642T405     1320    15000 SH       DEFINED 11                0        0    15000
ALLEGHANY CORP DEL             COM              017175100       64      348 SH       DEFINED 37              348        0        0
ALLEGHENY ENERGY INC           COM              017361106    97201  3608400 SH       DEFINED 09 12 22          0        0  3608400
ALLEGHENY ENERGY INC           COM              017361106     6036   224100 SH       DEFINED 28 03         41100        0   183000
ALLEGHENY TECHNOLOGIES INC     COM              01741R102    46316  2064250 SH       DEFINED 09 15 22          0        0  2064250
ALLEGHENY TECHNOLOGIES INC     COM              01741R102       22     1000 SH       DEFINED 37             1000        0        0
ALLEGHENY TECHNOLOGIES INC     COM              01741R102     4379   195179 SH       DEFINED 03           101179        0    94000
ALLEGIANCE TELECOM INC         COM              01747T102   103356  1120400 SH       DEFINED 02 09 13          0        0  1120400
ALLEGIANCE TELECOM INC         COM              01747T102    62628   678900 SH       DEFINED 15 16 20          0        0   678900
ALLEGIANCE TELECOM INC         COM              01747T102    17233   186810 SH       DEFINED 26 28 32          0        0   186810
ALLEGIANCE TELECOM INC         COM              01747T102      738     8000 SH       DEFINED 34                0        0     8000
ALLEGIANCE TELECOM INC         COM              01747T102    31992   346800 SH       DEFINED 03           312000        0    34800
ALLEN TELECOM INC              COM              018091108    39665  3430500 SH       DEFINED 20 26 32          0        0  3430500
ALLEN TELECOM INC              COM              018091108     1835   158740 SH       DEFINED 03           158740        0        0
ALLERGAN INC                   COM              018490102    27432   551400 SH       DEFINED 02 04 05          0        0   551400
ALLERGAN INC                   COM              018490102    12482   250900 SH       DEFINED 06 07 09          0        0   250900
ALLERGAN INC                   COM              018490102   131946  2652200 SH       DEFINED 11 12 13          0        0  2652200
ALLERGAN INC                   COM              018490102   450056  9046360 SH       DEFINED 15 16 20          0        0  9046360
ALLERGAN INC                   COM              018490102    48682   978540 SH       DEFINED 21 23 28          0        0   978540
ALLERGAN INC                   COM              018490102    48591   976710 SH       DEFINED 29 30 32          0        0   976710
ALLERGAN INC                   COM              018490102     5930   119200 SH       DEFINED 34                0        0   119200
ALLERGAN INC                   COM              018490102    37538   754551 SH       DEFINED 37 03        743351        0    11200
ALLERGAN SPECIALTY THERAP      CL A             018494104        0       25 SH       DEFINED 37                0        0       25
ALLIANCE BANCORP               COM              01852J105      407    22000 SH       DEFINED 02 26             0        0    22000
ALLIANCE ATLANTIS COMMUNICATNS CL B NON-VTG     01853E204    11773  1421500 SH       DEFINED 02 07             0        0  1421500
ALLIANCE FST PRODS INC         COM              01859J108    22407  1904700 SH       DEFINED 02 15             0        0  1904700
ALLIANCE FST PRODS INC         COM              01859J108     2467   208900 SH       DEFINED 03           208900        0        0
ALLIANCE GAMING CORP           COM NEW          01859P609      571   210050 SH       DEFINED 25                0        0   210050
ALLIANCE SEMICONDUCTOR CORP    COM              01877H100     2569   154000 SH       DEFINED 26                0        0   154000
ALLIANCE PHARMACEUTICAL CORP   COM              018773101    31399  4257600 SH       DEFINED 15 28             0        0  4257600
ALLIANCE PHARMACEUTICAL CORP   COM              018773101      278    37800 SH       DEFINED 03            37800        0        0
ALLIANT CORP                   COM              018802108       27      993 SH       DEFINED 37              993        0        0
ALLIANT TECHSYSTEMS INC        COM              018804104     1331    21370 SH       DEFINED 02 15 19          0        0    21370
ALLIANT TECHSYSTEMS INC        COM              018804104    40584   651300 SH       DEFINED 20 26 32          0        0   651300
ALLIANT TECHSYSTEMS INC        COM              018804104       12      200 SH       DEFINED 34                0        0      200
ALLIANT TECHSYSTEMS INC        COM              018804104     5788    92900 SH       DEFINED 03            92900        0        0
ALLIED RESH CORP               COM              019483106     3281   473000 SH       DEFINED 07                0        0   473000
ALLIED RISER COMMUNICATIONS CP COM              019496108     3245   156900 SH       DEFINED 10 12 28          0        0   156900
ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308    34209  3881960 SH       DEFINED 09 15 22          0        0  3881960
ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308     3586   407000 SH       DEFINED 27                0        0   407000
ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308        1      160 SH       DEFINED 37              160        0        0
ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308     3105   352443 SH       DEFINED 03           275443        0    77000
ALLMERICA FINL CORP            COM              019754100    27267   490200 SH       DEFINED 02 05 09          0        0   490200
ALLMERICA FINL CORP            COM              019754100   209964  3774634 SH       DEFINED 13 15 16          0        0  3774634
ALLMERICA FINL CORP            COM              019754100   140880  2532690 SH       DEFINED 22 28 30          0        0  2532690
ALLMERICA FINL CORP            COM              019754100     6235   112100 SH       DEFINED 32 34             0        0   112100
ALLMERICA FINL CORP            COM              019754100     5134    92305 SH       DEFINED 03            92305        0        0
ALLSCRIPTS INC                 COM              019886100     3762    85500 SH       DEFINED 02 15 26          0        0    85500
ALLSCRIPTS INC                 COM              019886100       22      500 SH       DEFINED 34                0        0      500
ALLSTATE CORP                  COM              020002101    55735  2322300 SH       DEFINED 10 20 32          0        0  2322300
ALLSTATE CORP                  COM              020002101    15432   643001 SH       DEFINED 37 03        643001        0        0
ALLTEL CORP                    COM              020039103    62958   761400 SH       DEFINED 02 04 05          0        0   761400
ALLTEL CORP                    COM              020039103   255906  3094866 SH       DEFINED 06 07 08          0        0  3094866
ALLTEL CORP                    COM              020039103   419738  5076200 SH       DEFINED 09 10 11          0        0  5076200
ALLTEL CORP                    COM              020039103   317520  3840000 SH       DEFINED 13 15 16          0        0  3840000
ALLTEL CORP                    COM              020039103   146714  1774330 SH       DEFINED 19 20 21          0        0  1774330
ALLTEL CORP                    COM              020039103    95991  1160900 SH       DEFINED 22 27 28          0        0  1160900
ALLTEL CORP                    COM              020039103    50276   608030 SH       DEFINED 30 32 34          0        0   608030
ALLTEL CORP                    COM              020039103      184     2236 SH       DEFINED 37             2236        0        0
ALLTEL CORP                    COM              020039103    85365  1032382 SH       DEFINED 03           757482        0   274900
ALPHA INDS INC                 COM              020753109     4585    80000 SH       DEFINED 26                0        0    80000
ALPHA INDS INC                 COM              020753109      383     6709 SH       DEFINED 37 03          6709        0        0
ALPHARMA INC                   SB NT CV 5.75%05 020813AB7     1306  1100000 PRN      DEFINED 11                0        0        0
ALPHARMA INC                   SR SB CV 144A 06 020813AC5     1051   960000 PRN      DEFINED 11                0        0        0
ALPHARMA INC                   CL A             020813101    11077   360233 SH       DEFINED 09 12 26          0        0   360233
ALPHARMA INC                   CL A             020813101     2612    84970 SH       DEFINED 28 30             0        0    84970
ALPHARMA INC                   CL A             020813101     4916   159900 SH       DEFINED 03           159900        0        0
ALPINE GROUP INC               COM              020825105     1001    77800 SH       DEFINED 03            77800        0        0
ALTERA CORP                    COM              021441100    32324   652200 SH       DEFINED 02 09 10          0        0   652200
ALTERA CORP                    COM              021441100   437403  8825300 SH       DEFINED 12 15 16          0        0  8825300
ALTERA CORP                    COM              021441100    21299   429760 SH       DEFINED 19 21 23          0        0   429760
ALTERA CORP                    COM              021441100    11461   231250 SH       DEFINED 26 28 30          0        0   231250
ALTERA CORP                    COM              021441100    11240   226800 SH       DEFINED 34                0        0   226800
ALTERA CORP                    COM              021441100    86373  1742714 SH       DEFINED 37 03       1047314        0   695400
ALTEON WEBSYSTEMS INC          COM              02145A109     7179    81800 SH       DEFINED 02 06 07          0        0    81800
ALTEON WEBSYSTEMS INC          COM              02145A109   129233  1472750 SH       DEFINED 13 15 20          0        0  1472750
ALTEON WEBSYSTEMS INC          COM              02145A109     2448    27900 SH       DEFINED 21 32 34          0        0    27900
ALTEON WEBSYSTEMS INC          COM              02145A109     9924   113100 SH       DEFINED 03           106300        0     6800
ALYSIS TECHNOLOGIES INC        COM              02261D101       93    10000 SH       DEFINED 28                0        0    10000
ALZA CORP DEL                  COM              022615108    83737  2418400 SH       DEFINED 02 15 34          0        0  2418400
ALZA CORP DEL                  COM              022615108     3792   109534 SH       DEFINED 37 03        109534        0        0
AMAZON COM INC                 COM              023135106    46299   608200 SH       DEFINED 02 05 06          0        0   608200
AMAZON COM INC                 COM              023135106    68938   905600 SH       DEFINED 12 13 15          0        0   905600
AMAZON COM INC                 COM              023135106    36425   478500 SH       DEFINED 16 28 29          0        0   478500
AMAZON COM INC                 COM              023135106    16108   211600 SH       DEFINED 34                0        0   211600
AMAZON COM INC                 COM              023135106    12902   169482 SH       DEFINED 37 03         98682        0    70800
AMBAC FINL GROUP INC           COM              023139108    29762   570300 SH       DEFINED 02 04 06          0        0   570300
AMBAC FINL GROUP INC           COM              023139108    26276   503500 SH       DEFINED 07 09 12          0        0   503500
AMBAC FINL GROUP INC           COM              023139108   109830  2104540 SH       DEFINED 15 16 19          0        0  2104540
AMBAC FINL GROUP INC           COM              023139108    47653   913120 SH       DEFINED 20 21 22          0        0   913120
AMBAC FINL GROUP INC           COM              023139108   119026  2280750 SH       DEFINED 23 28 30          0        0  2280750
AMBAC FINL GROUP INC           COM              023139108    11376   218000 SH       DEFINED 32 34             0        0   218000
AMBAC FINL GROUP INC           COM              023139108    52941  1014454 SH       DEFINED 37 03        553754        0   460700
AMBASSADORS INTL INC           COM              023178106      497    45500 SH       DEFINED 07                0        0    45500
AMCOL INTL CORP                COM              02341W103      306    19000 SH       DEFINED 26                0        0    19000
AMERADA HESS CORP              COM              023551104    60516  1066374 SH       DEFINED 02 04 05          0        0  1066374
AMERADA HESS CORP              COM              023551104   214117  3773000 SH       DEFINED 07 09 12          0        0  3773000
AMERADA HESS CORP              COM              023551104    68423  1205700 SH       DEFINED 15 16 19          0        0  1205700
AMERADA HESS CORP              COM              023551104   102727  1810170 SH       DEFINED 20 22 23          0        0  1810170
AMERADA HESS CORP              COM              023551104   235508  4149926 SH       DEFINED 28 30 32          0        0  4149926
AMERADA HESS CORP              COM              023551104     9545   168200 SH       DEFINED 34                0        0   168200
AMERADA HESS CORP              COM              023551104     1716    30255 SH       DEFINED 37            30255        0        0
AMERADA HESS CORP              COM              023551104    30172   531679 SH       DEFINED 03           180979        0   350700
AMEREN CORP                    COM              023608102     3563   108810 SH       DEFINED 37 03        108810        0        0
AMERICA ONLINE INC DEL         SUB NT CV ZRO 19 02364JAC8    24065 42500000 PRN      DEFINED 11                0        0        0
AMERICA ONLINE INC DEL         COM              02364J104    91664  1215100 SH       DEFINED 02 04 05          0        0  1215100
AMERICA ONLINE INC DEL         COM              02364J104  1653476 21918500 SH       DEFINED 06 10 11          0        0 21918500
AMERICA ONLINE INC DEL         COM              02364J104  1013751 13438300 SH       DEFINED 12 13 15          0        0 13438300
AMERICA ONLINE INC DEL         COM              02364J104   795767 10548700 SH       DEFINED 16 19 20          0        0 10548700
AMERICA ONLINE INC DEL         COM              02364J104   327705  4344069 SH       DEFINED 21 22 23          0        0  4344069
AMERICA ONLINE INC DEL         COM              02364J104   219356  2907797 SH       DEFINED 26 27 28          0        0  2907797
AMERICA ONLINE INC DEL         COM              02364J104   115230  1527500 SH       DEFINED 30 32 34          0        0  1527500
AMERICA ONLINE INC DEL         COM              02364J104   320347  4246442 SH       DEFINED 37 03       3428482        0   817960
AMERICA WEST HLDG CORP         CL B             023657208    19619   945500 SH       DEFINED 07 15 26          0        0   945500
AMERICA WEST HLDG CORP         CL B             023657208       24     1200 SH       DEFINED 34                0        0     1200
AMERICA WEST HLDG CORP         CL B             023657208     8622   415565 SH       DEFINED 37 03        415565        0        0
AMCORE FINL INC                COM              023912108     1284    53500 SH       DEFINED 03            53500        0        0
AMERICAN AXLE & MFG HLDGS INC  COM              024061103     2303   190001 SH       DEFINED 15 28             0        0   190001
AMERICAN BK CONN WATERBURY     COM              024327108      830    34600 SH       DEFINED 07                0        0    34600
AMERICAN EAGLE OUTFITTERS NEW  COM              02553E106     5886   130800 SH       DEFINED 02 15 26          0        0   130800
AMERICAN EAGLE OUTFITTERS NEW  COM              02553E106       13      300 SH       DEFINED 34                0        0      300
AMERICAN EAGLE OUTFITTERS NEW  COM              02553E106      120     2552 SH       DEFINED 37             2552        0        0
AMERICAN ELEC PWR INC          COM              025537101    97280  3028200 SH       DEFINED 09 22             0        0  3028200
AMERICAN ELEC PWR INC          COM              025537101       13      428 SH       DEFINED 37              428        0        0
AMERICAN ELEC PWR INC          COM              025537101    10387   323339 SH       DEFINED 03           185739        0   137600
AMERICAN EXPRESS CO            COM              025816109   136059   818400 SH       DEFINED 02 04 05          0        0   818400
AMERICAN EXPRESS CO            COM              025816109   863698  5195179 SH       DEFINED 06 07 08          0        0  5195179
AMERICAN EXPRESS CO            COM              025816109  1880788 11313012 SH       DEFINED 09 10 11          0        0 11313012
AMERICAN EXPRESS CO            COM              025816109   441296  2654416 SH       DEFINED 12 13 15          0        0  2654416
AMERICAN EXPRESS CO            COM              025816109  1393210  8380213 SH       DEFINED 16 18 19          0        0  8380213
AMERICAN EXPRESS CO            COM              025816109   937961  5641872 SH       DEFINED 20 22 23          0        0  5641872
AMERICAN EXPRESS CO            COM              025816109   259606  1561544 SH       DEFINED 26 27 28          0        0  1561544
AMERICAN EXPRESS CO            COM              025816109   157505   947400 SH       DEFINED 30 32 34          0        0   947400
AMERICAN EXPRESS CO            COM              025816109     4382    26369 SH       DEFINED 37            26369        0        0
AMERICAN EXPRESS CO            COM              025816109   351717  2115596 SH       DEFINED 03          1502966        0   612630
AMERICAN FINL GROUP INC OHIO   COM              025932104       13      500 SH       DEFINED 27                0        0      500
AMERICAN FREIGHTWAYS CORP      COM              02629V108    15591   963200 SH       DEFINED 02 20 26          0        0   963200
AMERICAN FREIGHTWAYS CORP      COM              02629V108     2821   174300 SH       DEFINED 32                0        0   174300
AMERICAN FREIGHTWAYS CORP      COM              02629V108       69     4300 SH       DEFINED 03             4300        0        0
AMERICAN GENERAL CORP          COM              026351106    53089   699700 SH       DEFINED 02 07 09          0        0   699700
AMERICAN GENERAL CORP          COM              026351106    86095  1134700 SH       DEFINED 15 20 21          0        0  1134700
AMERICAN GENERAL CORP          COM              026351106    24160   318430 SH       DEFINED 28 30 32          0        0   318430
AMERICAN GENERAL CORP          COM              026351106     3035    40000 SH       DEFINED 34                0        0    40000
AMERICAN GENERAL CORP          COM              026351106    32841   432862 SH       DEFINED 37 03        360662        0    72200
AMERICAN GREETINGS CORP        CL A             026375105     1264    53512 SH       DEFINED 37 03         53512        0        0
AMERICAN HOME PRODS CORP       COM              026609107    67075  1700800 SH       DEFINED 02 04 05          0        0  1700800
AMERICAN HOME PRODS CORP       COM              026609107   117782  2986568 SH       DEFINED 06 07 08          0        0  2986568
AMERICAN HOME PRODS CORP       COM              026609107   508554 12895200 SH       DEFINED 10 11 13          0        0 12895200
AMERICAN HOME PRODS CORP       COM              026609107   529491 13426100 SH       DEFINED 15 16 19          0        0 13426100
AMERICAN HOME PRODS CORP       COM              026609107    85316  2163336 SH       DEFINED 21 22 26          0        0  2163336
AMERICAN HOME PRODS CORP       COM              026609107   142691  3618180 SH       DEFINED 27 28 29          0        0  3618180
AMERICAN HOME PRODS CORP       COM              026609107    43202  1095459 SH       DEFINED 30 31 34          0        0  1095459
AMERICAN HOME PRODS CORP       COM              026609107   101028  2561518 SH       DEFINED 37 03       2078558        0   482960
AMERICAN HOMESTAR CORP         COM              026651109     3304   839200 SH       DEFINED 07                0        0   839200
AMERICAN HOMESTAR CORP         COM              026651109     2413   612850 SH       DEFINED 03           612850        0        0
AMERICAN INTL GROUP INC        COM              026874107   238853  2209054 SH       DEFINED 02 04 05          0        0  2209054
AMERICAN INTL GROUP INC        COM              026874107  2022665 18706729 SH       DEFINED 06 07 10          0        0 18706729
AMERICAN INTL GROUP INC        COM              026874107   639456  5914050 SH       DEFINED 11 12 13          0        0  5914050
AMERICAN INTL GROUP INC        COM              026874107  1332652 12325107 SH       DEFINED 15 16 18          0        0 12325107
AMERICAN INTL GROUP INC        COM              026874107   596328  5515180 SH       DEFINED 19 20 22          0        0  5515180
AMERICAN INTL GROUP INC        COM              026874107   119074  1101271 SH       DEFINED 23 26 27          0        0  1101271
AMERICAN INTL GROUP INC        COM              026874107   662824  6130172 SH       DEFINED 28 30 32          0        0  6130172
AMERICAN INTL GROUP INC        COM              026874107    19327   178750 SH       DEFINED 34                0        0   178750
AMERICAN INTL GROUP INC        COM              026874107   433263  4007010 SH       DEFINED 37 03       3314409        0   692601
AMERICAN ITALIAN PASTA CO      CL A             027070101     2023    65800 SH       DEFINED 02 07 15          0        0    65800
AMERICAN ITALIAN PASTA CO      CL A             027070101    25405   826200 SH       DEFINED 20 21 22          0        0   826200
AMERICAN ITALIAN PASTA CO      CL A             027070101    15414   501300 SH       DEFINED 28 32 34          0        0   501300
AMERICAN ITALIAN PASTA CO      CL A             027070101    20205   657100 SH       DEFINED 03           657100        0        0
AMERICAN MOBILE SATELLITE CORP COM              02755R103    42135  2000500 SH       DEFINED 13 03             0        0  2000500
AMERICAN NATL CAN GROUP INC    COM              027714104    34986  2691300 SH       DEFINED 09 12 22          0        0  2691300
AMERICAN NATL CAN GROUP INC    COM              027714104     2757   212100 SH       DEFINED 03           186200        0    25900
AMERICAN PWR CONVERSION CORP   COM              029066107    57136  2166300 SH       DEFINED 02 07 12          0        0  2166300
AMERICAN PWR CONVERSION CORP   COM              029066107    25587   970140 SH       DEFINED 15 23 28          0        0   970140
AMERICAN PWR CONVERSION CORP   COM              029066107     2249    85300 SH       DEFINED 34                0        0    85300
AMERICAN PWR CONVERSION CORP   COM              029066107       18      657 SH       DEFINED 37              657        0        0
AMERICAN PWR CONVERSION CORP   COM              029066107     1978    75000 SH       DEFINED 03                0        0    75000
AMERICAN SCIENCE & ENGR INC    COM              029429107      592    81700 SH       DEFINED 26                0        0    81700
AMERICAN STD COS INC DEL       COM              029712106   132931  2897700 SH       DEFINED 02 04 12          0        0  2897700
AMERICAN STD COS INC DEL       COM              029712106    12311   268370 SH       DEFINED 15 19 28          0        0   268370
AMERICAN STD COS INC DEL       COM              029712106    22749   495900 SH       DEFINED 34 36             0        0   495900
AMERICAN STD COS INC DEL       COM              029712106    20070   437500 SH       DEFINED 37 03        116500        0   321000
AMERICAN STS WTR CO            COM              029899101     4402   122300 SH       DEFINED 03           122300        0        0
AMERICAN TOWER CORP            NT CV 144A    09 029912AA0     7012  5000000 PRN      DEFINED 11                0        0        0
AMERICAN TOWER CORP            NT CV144A2.25%09 029912AC6     6904  7100000 PRN      DEFINED 11                0        0        0
AMERICAN TOWER CORP            CL A             029912201   213265  6978000 SH       DEFINED 02 15 20          0        0  6978000
AMERICAN TOWER CORP            CL A             029912201    47306  1547850 SH       DEFINED 21 32 34          0        0  1547850
AMERICAN WTR WKS INC           COM              030411102      308    14500 SH       DEFINED 03            14500        0        0
AMERICAN WOODMARK CORP         COM              030506109     3981   164200 SH       DEFINED 07                0        0   164200
AMERICAN WOODMARK CORP         COM              030506109      208     8600 SH       DEFINED 03             8600        0        0
AMERICREDIT CORP               COM              03060R101     5624   304000 SH       DEFINED 26                0        0   304000
AMERISOURCE HEALTH CORP        CL A             03071P102    22214  1462700 SH       DEFINED 02 05 15          0        0  1462700
AMERISOURCE HEALTH CORP        CL A             03071P102    77936  5131600 SH       DEFINED 28 30 34          0        0  5131600
AMERISOURCE HEALTH CORP        CL A             03071P102     2755   181440 SH       DEFINED 37 03        181440        0        0
AMERUS LIFE HLDGS INC          COM              030732101    21394   930200 SH       DEFINED 07 26             0        0   930200
AMERUS LIFE HLDGS INC          COM              030732101     2401   104400 SH       DEFINED 03           104400        0        0
AMES DEPT STORES INC           COM NEW          030789507     8436   292800 SH       DEFINED 02 04 07          0        0   292800
AMES DEPT STORES INC           COM NEW          030789507    39922  1385600 SH       DEFINED 15 16 26          0        0  1385600
AMES DEPT STORES INC           COM NEW          030789507     5261   182600 SH       DEFINED 28 34             0        0   182600
AMES DEPT STORES INC           COM NEW          030789507    10370   359943 SH       DEFINED 37 03        340643        0    19300
AMETEK INC NEW                 COM              031100100    63001  3305000 SH       DEFINED 12                0        0  3305000
AMETEK INC NEW                 COM              031100100     8337   437370 SH       DEFINED 03             4400        0   432970
AMGEN INC                      COM              031162100   313045  5212000 SH       DEFINED 02 05 06          0        0  5212000
AMGEN INC                      COM              031162100   237523  3954600 SH       DEFINED 07 11 12          0        0  3954600
AMGEN INC                      COM              031162100  1562634 26016800 SH       DEFINED 13 15 16          0        0 26016800
AMGEN INC                      COM              031162100   178834  2977480 SH       DEFINED 19 20 21          0        0  2977480
AMGEN INC                      COM              031162100   195576  3256224 SH       DEFINED 22 23 26          0        0  3256224
AMGEN INC                      COM              031162100   371694  6188460 SH       DEFINED 28 30 32          0        0  6188460
AMGEN INC                      COM              031162100    46950   781700 SH       DEFINED 34                0        0   781700
AMGEN INC                      COM              031162100   290020  4828272 SH       DEFINED 37 03       3595672        0  1232600
AMKOR TECHNOLOGY INC           COM              031652100     3390   120000 SH       DEFINED 26                0        0   120000
AMRESCO INC                    COM              031909104      165   118000 SH       DEFINED 27                0        0   118000
AMRESCO CAP TR                 COM SH BEN INT   031919103     5481   644900 SH       DEFINED 07 15 33          0        0   644900
AMRESCO CAP TR                 COM SH BEN INT   031919103     2380   280000 SH       DEFINED 34 35             0        0   280000
AMRESCO CAP TR                 COM SH BEN INT   031919103     2962   348494 SH       DEFINED 03           348494        0        0
AMPEX CORP DEL                 CL A             032092108      145    65263 SH       DEFINED 07 10 22          0        0    65263
AMPEX CORP DEL                 CL A             032092108      463   208422 SH       DEFINED 25 27 36          0        0   208422
AMPEX CORP DEL                 CL A             032092108      148    27368 SH       DEFINED 03            12631        0    14737
AMPHENOL CORP NEW              CL A             032095101     7188   108000 SH       DEFINED 09 26 28          0        0   108000
AMPHENOL CORP NEW              CL A             032095101       53      810 SH       DEFINED 30                0        0      810
AMPLICON INC                   COM              032101107     5691   523400 SH       DEFINED 07                0        0   523400
AMSOUTH BANCORPORATION         COM              032165102    12593   652075 SH       DEFINED 12 15             0        0   652075
AMSOUTH BANCORPORATION         COM              032165102     7156   370568 SH       DEFINED 03           310568        0    60000
AMYLIN PHARMACEUTICALS INC     COM              032346108     4768   571500 SH       DEFINED 15                0        0   571500
ANADARKO PETE CORP             COM              032511107    51057  1496200 SH       DEFINED 02 04 09          0        0  1496200
ANADARKO PETE CORP             COM              032511107   272339  7980650 SH       DEFINED 10 13 15          0        0  7980650
ANADARKO PETE CORP             COM              032511107    94140  2758700 SH       DEFINED 16 20 21          0        0  2758700
ANADARKO PETE CORP             COM              032511107    74627  2186900 SH       DEFINED 22 23 28          0        0  2186900
ANADARKO PETE CORP             COM              032511107     6175   180970 SH       DEFINED 29 30 32          0        0   180970
ANADARKO PETE CORP             COM              032511107     3528   103400 SH       DEFINED 34                0        0   103400
ANADARKO PETE CORP             COM              032511107       47     1400 SH       DEFINED 37             1400        0        0
ANADARKO PETE CORP             COM              032511107    32414   949875 SH       DEFINED 03           585995        0   363880
ANADIGICS INC                  COM              032515108     8441   178900 SH       DEFINED 13 20 26          0        0   178900
ANADIGICS INC                  COM              032515108     1033    21900 SH       DEFINED 32                0        0    21900
ANADIGICS INC                  COM              032515108     1137    24100 SH       DEFINED 03            24100        0        0
ANALOG DEVICES INC             COM              032654105   116091  1248300 SH       DEFINED 02 05 06          0        0  1248300
ANALOG DEVICES INC             COM              032654105   142444  1531666 SH       DEFINED 07 09 10          0        0  1531666
ANALOG DEVICES INC             COM              032654105   606006  6516200 SH       DEFINED 12 13 15          0        0  6516200
ANALOG DEVICES INC             COM              032654105   194658  2093100 SH       DEFINED 16 20 23          0        0  2093100
ANALOG DEVICES INC             COM              032654105    39333   422940 SH       DEFINED 28 30 32          0        0   422940
ANALOG DEVICES INC             COM              032654105    13271   142700 SH       DEFINED 34                0        0   142700
ANALOG DEVICES INC             COM              032654105    66703   717244 SH       DEFINED 03           535844        0   181400
ANALYSTS INTL CORP             COM              032681108     1250   100000 SH       DEFINED 07                0        0   100000
ANAREN MICROWAVE INC           COM              032744104     1093    20200 SH       DEFINED 13                0        0    20200
ANAREN MICROWAVE INC           COM              032744104     1726    31900 SH       DEFINED 03            31900        0        0
ANCOR COMMUNICATIONS INC       COM              03332K108    88020  1296800 SH       DEFINED 13 15             0        0  1296800
ANCOR COMMUNICATIONS INC       COM              03332K108    86269  1271000 SH       DEFINED 03          1266900        0     4100
ANDREW CORP                    COM              034425108    40192  2122400 SH       DEFINED 13                0        0  2122400
ANDREW CORP                    COM              034425108    64671  3414973 SH       DEFINED 03          3414973        0        0
ANDRX CORP                     COM              034551101     8187   193500 SH       DEFINED 02 15 34          0        0   193500
ANESTA CORP                    COM              034603100     2148   125000 SH       DEFINED 15                0        0   125000
ANESTA CORP                    COM              034603100     3507   204100 SH       DEFINED 03           204100        0        0
ANGLOGOLD LTD                  SPONSORED ADR    035128206     5771   224690 SH       DEFINED 15                0        0   224690
ANHEUSER BUSCH COS INC         COM              035229103   123414  1741300 SH       DEFINED 02 05 06          0        0  1741300
ANHEUSER BUSCH COS INC         COM              035229103   169455  2390909 SH       DEFINED 07 08 10          0        0  2390909
ANHEUSER BUSCH COS INC         COM              035229103   167505  2363400 SH       DEFINED 11 12 15          0        0  2363400
ANHEUSER BUSCH COS INC         COM              035229103   429300  6057150 SH       DEFINED 16 19 23          0        0  6057150
ANHEUSER BUSCH COS INC         COM              035229103    21213   299312 SH       DEFINED 26 28 31          0        0   299312
ANHEUSER BUSCH COS INC         COM              035229103    46812   660500 SH       DEFINED 32 34             0        0   660500
ANHEUSER BUSCH COS INC         COM              035229103   162617  2294433 SH       DEFINED 37 03       1924033        0   370400
ANIXTER INTL INC               COM              035290105    18411   892700 SH       DEFINED 07 20 26          0        0   892700
ANIXTER INTL INC               COM              035290105     3281   159100 SH       DEFINED 32                0        0   159100
ANIXTER INTL INC               COM              035290105     7635   370200 SH       DEFINED 03           370200        0        0
ANNTAYLOR STORES CORP          GTD SD CV 144A19 036115AA1    10524 19660000 PRN      DEFINED 11                0        0        0
ANNTAYLOR STORES CORP          GTD SB DB CV  19 036115AC7     1070  2000000 PRN      DEFINED 11                0        0        0
ANNTAYLOR STORES CORP          COM              036115103     5850   169900 SH       DEFINED 02 09 11          0        0   169900
ANNTAYLOR STORES CORP          COM              036115103    14828   430600 SH       DEFINED 12 15 20          0        0   430600
ANNTAYLOR STORES CORP          COM              036115103    11364   330000 SH       DEFINED 26 28 29          0        0   330000
ANNTAYLOR STORES CORP          COM              036115103     2639    76640 SH       DEFINED 30 32 34          0        0    76640
ANNTAYLOR STORES CORP          COM              036115103      771    22400 SH       DEFINED 03            22400        0        0
ANSYS INC                      COM              03662Q105      330    30000 SH       DEFINED 26                0        0    30000
ANTEC CORP                     SB NT CV 144A 03 03664PAA3     2614  1625000 PRN      DEFINED 26                0        0        0
ANTEC CORP                     SUB NT CV 4.5%03 03664PAB1     3169  1970000 PRN      DEFINED 11                0        0        0
ANTEC CORP                     COM              03664P105    81993  2246400 SH       DEFINED 04 05 13          0        0  2246400
ANTEC CORP                     COM              03664P105    50008  1370100 SH       DEFINED 15 16 21          0        0  1370100
ANTEC CORP                     COM              03664P105     3724   102100 SH       DEFINED 28 30 34          0        0   102100
ANTEC CORP                     COM              03664P105    12895   353300 SH       DEFINED 03           353300        0        0
ANTENNA TV SA                  SPONSORED ADR    03672N100     1012    59100 SH       DEFINED 21                0        0    59100
ANTHONY & SYLVAN POOLS CORP    COM              036762102      346    50000 SH       DEFINED 07                0        0    50000
AON CORP                       COM              037389103     8089   202248 SH       DEFINED 03           202248        0        0
APACHE CORP                    COM              037411105    28271   765400 SH       DEFINED 02 05 09          0        0   765400
APACHE CORP                    COM              037411105   122658  3320715 SH       DEFINED 10 12 13          0        0  3320715
APACHE CORP                    COM              037411105    43720  1183625 SH       DEFINED 15 16 18          0        0  1183625
APACHE CORP                    COM              037411105   115561  3128580 SH       DEFINED 22 23 28          0        0  3128580
APACHE CORP                    COM              037411105    10342   280000 SH       DEFINED 30 32 34          0        0   280000
APACHE CORP                    COM              037411105     6971   188746 SH       DEFINED 37 03        132746        0    56000
APACHE CORP                    ACES C DP 1/50   037411600    22128   641400 SH       DEFINED 09 11 22          0        0   641400
APACHE CORP                    ACES C DP 1/50   037411600      486    14100 SH       DEFINED 03             5400        0     8700
APARTMENT INVT & MGMT CO       CL A             03748R101    87949  2209100 SH       DEFINED 09 12 15          0        0  2209100
APARTMENT INVT & MGMT CO       CL A             03748R101    19249   483500 SH       DEFINED 18 26 34          0        0   483500
APARTMENT INVT & MGMT CO       CL A             03748R101    21821   548115 SH       DEFINED 35                0        0   548115
APARTMENT INVT & MGMT CO       CL A             03748R101    48073  1207500 SH       DEFINED 03          1149600        0    57900
APOLLO GROUP INC               CL A             037604105     7080   352900 SH       DEFINED 23                0        0   352900
APOLLO GROUP INC               CL A             037604105     1449    72270 SH       DEFINED 03             7930        0    64340
APPLE COMPUTER INC             COM              037833100    33064   321600 SH       DEFINED 02 07 09          0        0   321600
APPLE COMPUTER INC             COM              037833100   130016  1264600 SH       DEFINED 10 12 15          0        0  1264600
APPLE COMPUTER INC             COM              037833100   130253  1266900 SH       DEFINED 20 21 23          0        0  1266900
APPLE COMPUTER INC             COM              037833100    21162   205840 SH       DEFINED 28 30 32          0        0   205840
APPLE COMPUTER INC             COM              037833100     8039    78200 SH       DEFINED 34                0        0    78200
APPLE COMPUTER INC             COM              037833100    34885   339321 SH       DEFINED 37 03        320121        0    19200
APPLEBEES INTL INC             COM              037899101    66357  2249400 SH       DEFINED 02 07 26          0        0  2249400
APRIA HEALTHCARE GROUP INC     COM              037933108      303    16900 SH       DEFINED 15                0        0    16900
APRIA HEALTHCARE GROUP INC     COM              037933108     4432   247100 SH       DEFINED 03           247100        0        0
APPLIED FILMS CORP             COM              038197109     2203   150000 SH       DEFINED 15                0        0   150000
APPLIED MICRO CIRCUITS CORP    COM              03822W109     6973    54800 SH       DEFINED 02 04 07          0        0    54800
APPLIED MICRO CIRCUITS CORP    COM              03822W109   157853  1240500 SH       DEFINED 10 12 13          0        0  1240500
APPLIED MICRO CIRCUITS CORP    COM              03822W109    69529   546400 SH       DEFINED 15 16 34          0        0   546400
APPLIED MICRO CIRCUITS CORP    COM              03822W109    82667   649650 SH       DEFINED 03           649650        0        0
APPLIED MATLS INC              COM              038222105   141079  1113600 SH       DEFINED 02 12 13          0        0  1113600
APPLIED MATLS INC              COM              038222105   204296  1612600 SH       DEFINED 15 16 23          0        0  1612600
APPLIED MATLS INC              COM              038222105    18982   149840 SH       DEFINED 26 28 32          0        0   149840
APPLIED MATLS INC              COM              038222105    92260   728275 SH       DEFINED 37 03        611375        0   116900
APPLIED PWR INC                CL A             038225108      891    24255 SH       DEFINED 03            24255        0        0
APPLIED SCIENCE & TECHNOLOGY   COM              038236105      997    30000 SH       DEFINED 26                0        0    30000
APPNET INC                     COM              03831Q101     2625    60000 SH       DEFINED 04                0        0    60000
APTARGROUP INC                 COM              038336103     3017   120100 SH       DEFINED 03           120100        0        0
ARACRUZ CELULOSE S A           SPON ADR CL B    038496204      829    31600 SH       DEFINED 02 07 19          0        0    31600
ARACRUZ CELULOSE S A           SPON ADR CL B    038496204     8796   335100 SH       DEFINED 21                0        0   335100
ARCADIA FINL LTD               COM              039101100     2406   542400 SH       DEFINED 25 27             0        0   542400
ARCH CHEMICALS INC             COM              03937R102    28378  1355400 SH       DEFINED 09 12 15          0        0  1355400
ARCH CHEMICALS INC             COM              03937R102    22457  1072600 SH       DEFINED 18 22             0        0  1072600
ARCH CHEMICALS INC             COM              03937R102     3010   143800 SH       DEFINED 03            10750        0   133050
ARCHER DANIELS MIDLAND CO      COM              039483102    85596  7023317 SH       DEFINED 02 13 15          0        0  7023317
ARCHER DANIELS MIDLAND CO      COM              039483102       25     2094 SH       DEFINED 34                0        0     2094
ARCHER DANIELS MIDLAND CO      COM              039483102     5968   489741 SH       DEFINED 37 03        489741        0        0
ARCHSTONE CMNTYS TR            SH BEN INT       039581103     4335   211500 SH       DEFINED 15 34 35          0        0   211500
ARCHSTONE CMNTYS TR            SH BEN INT       039581103    13128   640400 SH       DEFINED 03           640400        0        0
ARCTIC CAT INC                 COM              039670104      280    28000 SH       DEFINED 26                0        0    28000
ARDEN RLTY GROUP INC           COM              039793104    14567   726100 SH       DEFINED 12 34 35          0        0   726100
ARDEN RLTY GROUP INC           COM              039793104    10777   537200 SH       DEFINED 03           454800        0    82400
ARDENT SOFTWARE INC            COM              039794102     2531    64900 SH       DEFINED 26                0        0    64900
ARCHITEL SYS CORP              COM              039917109     8019   596000 SH       DEFINED 02                0        0   596000
ARGENTINA FD INC               COM              040112104     2137   180000 SH       DEFINED 19 21             0        0   180000
ARGOSY GAMING CO               COM              040228108     1515    97400 SH       DEFINED 02 26             0        0    97400
ARIBA INC                      COM              04033V104   131754   742800 SH       DEFINED 13 15 16          0        0   742800
ARIBA INC                      COM              04033V104     2660    15000 SH       DEFINED 20 32             0        0    15000
ARIBA INC                      COM              04033V104    11281    63600 SH       DEFINED 03            63600        0        0
ARK RESTAURANTS CORP           COM              040712101     2458   285000 SH       DEFINED 07                0        0   285000
ARKANSAS BEST CORP DEL         COM              040790107     4282   356900 SH       DEFINED 07 26             0        0   356900
ARM HLDGS PLC                  SPONSORED ADR    042068106    46706   243900 SH       DEFINED 15                0        0   243900
ARMSTRONG WORLD INDS INC       COM              042476101       23      700 SH       DEFINED 15                0        0      700
ARMSTRONG WORLD INDS INC       COM              042476101     1072    32141 SH       DEFINED 37 03         32141        0        0
ARNOLD INDS INC                COM              042595108    21012  1494200 SH       DEFINED 07                0        0  1494200
ART TECHNOLOGY GROUP INC       COM              04289L107    22934   179000 SH       DEFINED 15                0        0   179000
ARVIN INDS INC                 COM              043339100     1722    60700 SH       DEFINED 15 26             0        0    60700
ARVIN INDS INC                 COM              043339100    11880   418700 SH       DEFINED 03           418700        0        0
ASHLAND INC                    COM              044204105     1875    56945 SH       DEFINED 03            56945        0        0
ASIA PAC FD INC                COM              044901106     6103   542500 SH       DEFINED 02 19 21          0        0   542500
ASIA PAC FD INC                COM              044901106      658    58500 SH       DEFINED 22 03             0        0    58500
ASIA TIGERS FD INC             COM              04516T105    13358  1311300 SH       DEFINED 02 19 21          0        0  1311300
ASIA TIGERS FD INC             COM              04516T105     2634   258600 SH       DEFINED 22 26 03          0        0   258600
ASIA SATELLITE TELECOMMUNCNT   SPONSORED ADR    04516X106       70     2000 SH       DEFINED 20 32             0        0     2000
ASK JEEVES INC                 COM              045174109       22      200 SH       DEFINED 02                0        0      200
ASK JEEVES INC                 COM              045174109     1072     9500 SH       DEFINED 03             9500        0        0
ASPECT COMMUNICATIONS CORP     COM              04523Q102    94310  2410500 SH       DEFINED 04 13 16          0        0  2410500
ASPECT COMMUNICATIONS CORP     COM              04523Q102    38201   976400 SH       DEFINED 22 28             0        0   976400
ASPECT COMMUNICATIONS CORP     COM              04523Q102     3799    97100 SH       DEFINED 03            97100        0        0
ASPECT DEV INC                 COM              045234101     5069    74000 SH       DEFINED 02 04 13          0        0    74000
ASPECT DEV INC                 COM              045234101   110848  1618233 SH       DEFINED 15 16 19          0        0  1618233
ASPECT DEV INC                 COM              045234101    21837   318800 SH       DEFINED 22 28             0        0   318800
ASPECT DEV INC                 COM              045234101    36298   529900 SH       DEFINED 03           529900        0        0
ASSET INVS CORP DEL            COM              04541W107     2981   268000 SH       DEFINED 35                0        0   268000
ASSET INVS CORP DEL            COM              04541W107      945    85000 SH       DEFINED 03            85000        0        0
ASSOCIATED MATLS INC           COM              045709102     1211    74000 SH       DEFINED 28                0        0    74000
AT HOME CORP                   SB NT CV 144A 06 045919AD9     5707  6000000 PRN      DEFINED 11                0        0        0
AT HOME CORP                   COM SER A        045919107    58251  1358644 SH       DEFINED 02 05 06          0        0  1358644
AT HOME CORP                   COM SER A        045919107   181105  4224046 SH       DEFINED 07 09 10          0        0  4224046
AT HOME CORP                   COM SER A        045919107    43978  1025748 SH       DEFINED 12 13 15          0        0  1025748
AT HOME CORP                   COM SER A        045919107   315474  7358002 SH       DEFINED 16 19 26          0        0  7358002
AT HOME CORP                   COM SER A        045919107     8556   199564 SH       DEFINED 28 30 34          0        0   199564
AT HOME CORP                   COM SER A        045919107    48049  1120702 SH       DEFINED 37 03        427250        0   693452
ASSOCIATES FIRST CAP CORP      CL A             046008108    62929  2293560 SH       DEFINED 02 04 05          0        0  2293560
ASSOCIATES FIRST CAP CORP      CL A             046008108   339669 12379772 SH       DEFINED 06 07 09          0        0 12379772
ASSOCIATES FIRST CAP CORP      CL A             046008108   524981 19133734 SH       DEFINED 10 11 13          0        0 19133734
ASSOCIATES FIRST CAP CORP      CL A             046008108   690627 25170952 SH       DEFINED 15 16 19          0        0 25170952
ASSOCIATES FIRST CAP CORP      CL A             046008108   625419 22794328 SH       DEFINED 20 21 22          0        0 22794328
ASSOCIATES FIRST CAP CORP      CL A             046008108   148408  5408950 SH       DEFINED 23 26 28          0        0  5408950
ASSOCIATES FIRST CAP CORP      CL A             046008108   157501  5740384 SH       DEFINED 30 32 34          0        0  5740384
ASSOCIATES FIRST CAP CORP      CL A             046008108       25      931 SH       DEFINED 37              931        0        0
ASSOCIATES FIRST CAP CORP      CL A             046008108    85634  3121089 SH       DEFINED 03          1964891        0  1156198
ASTEC INDS INC                 COM              046224101     2737   145500 SH       DEFINED 13 26             0        0   145500
ASTEC INDS INC                 COM              046224101     8700   462500 SH       DEFINED 03           462500        0        0
ASTORIA FINL CORP              COM              046265104     6824   224200 SH       DEFINED 07 15             0        0   224200
ASTORIA FINL CORP              COM              046265104     2648    87020 SH       DEFINED 03            87020        0        0
ASTRAZENECA PLC                SPONSORED ADR    046353108        4      103 SH       DEFINED 37              103        0        0
ASTRONICS CORP                 COM              046433108     3927   387950 SH       DEFINED 07                0        0   387950
ASTROPOWER INC                 COM              04644A101     3694   263900 SH       DEFINED 06 07 26          0        0   263900
ASTROPOWER INC                 COM              04644A101     3847   274800 SH       DEFINED 03           274800        0        0
ASYST TECHNOLOGY CORP          COM              04648X107      321     4900 SH       DEFINED 02 28             0        0     4900
ATLANTIC COAST AIRLINES HLDGS  COM              048396105     9093   382870 SH       DEFINED 02 15 19          0        0   382870
ATLANTIC COAST AIRLINES HLDGS  COM              048396105     1270    53500 SH       DEFINED 26 34             0        0    53500
ATLANTIC COAST AIRLINES HLDGS  COM              048396105    25317  1066000 SH       DEFINED 03          1066000        0        0
ATLANTIC RICHFIELD CO          COM              048825103   176053  2035300 SH       DEFINED 02 07 09          0        0  2035300
ATLANTIC RICHFIELD CO          COM              048825103   273184  3158200 SH       DEFINED 11 12 15          0        0  3158200
ATLANTIC RICHFIELD CO          COM              048825103   264707  3060200 SH       DEFINED 20 22 23          0        0  3060200
ATLANTIC RICHFIELD CO          COM              048825103    96728  1118250 SH       DEFINED 28 32 34          0        0  1118250
ATLANTIC RICHFIELD CO          COM              048825103      374     4387 SH       DEFINED 37             4387        0        0
ATLANTIC RICHFIELD CO          COM              048825103    40446   467593 SH       DEFINED 03           382093        0    85500
ATLANTIC TELE NETWORK INC      COM NEW          049079205     4510   490920 SH       DEFINED 07                0        0   490920
ATLAS AIR INC                  COM              049164106     8678   316300 SH       DEFINED 12 15             0        0   316300
ATLAS AIR INC                  COM              049164106     2435    88750 SH       DEFINED 03            10450        0    78300
ATMEL CORP                     COM              049513104    37556  1270400 SH       DEFINED 02 09 15          0        0  1270400
ATMEL CORP                     COM              049513104    76209  2577900 SH       DEFINED 16 20 28          0        0  2577900
ATMEL CORP                     COM              049513104    10125   342510 SH       DEFINED 30 32 03          0        0   342510
ATMOS ENERGY CORP              COM              049560105      412    20201 SH       DEFINED 15                0        0    20201
ATMOS ENERGY CORP              COM              049560105     5146   251800 SH       DEFINED 03           251800        0        0
ATPLAN INC                     COM              04962Q100     1272   128900 SH       DEFINED 04 15             0        0   128900
ATWOOD OCEANICS INC            COM              050095108    19521   505400 SH       DEFINED 02 13 15          0        0   505400
ATWOOD OCEANICS INC            COM              050095108     1429    37000 SH       DEFINED 26                0        0    37000
ATWOOD OCEANICS INC            COM              050095108    31969   827700 SH       DEFINED 03           827700        0        0
AUDIBLE INC                    COM              05069A104     1572   104800 SH       DEFINED 16                0        0   104800
AUDIOVOX CORP                  CL A             050757103    17435   574000 SH       DEFINED 15 26 03          0        0   574000
AURORA FOODS INC               COM              05164B106     3457   371300 SH       DEFINED 02 15 28          0        0   371300
AURORA FOODS INC               COM              05164B106       34     3700 SH       DEFINED 34                0        0     3700
AUTODESK INC                   COM              052769106        4      120 SH       DEFINED 30                0        0      120
AUTODESK INC                   COM              052769106     1661    49228 SH       DEFINED 03            49228        0        0
AUTOLIV INC                    COM              052800109     5221   178500 SH       DEFINED 19 21             0        0   178500
AUTOCAM CORP                   COM              052907102     7225   400002 SH       DEFINED 07                0        0   400002
AUTOMATIC DATA PROCESSING INC  LYON SUB ZERO 12 053015AC7     5405  3875000 PRN      DEFINED 11                0        0        0
AUTOMATIC DATA PROCESSING INC  COM              053015103   102496  1902480 SH       DEFINED 02 05 06          0        0  1902480
AUTOMATIC DATA PROCESSING INC  COM              053015103   333766  6195200 SH       DEFINED 07 10 11          0        0  6195200
AUTOMATIC DATA PROCESSING INC  COM              053015103   830121 15408280 SH       DEFINED 13 15 16          0        0 15408280
AUTOMATIC DATA PROCESSING INC  COM              053015103   408550  7583310 SH       DEFINED 19 20 21          0        0  7583310
AUTOMATIC DATA PROCESSING INC  COM              053015103   165428  3070600 SH       DEFINED 22 23 26          0        0  3070600
AUTOMATIC DATA PROCESSING INC  COM              053015103   215936  4008100 SH       DEFINED 27 28 30          0        0  4008100
AUTOMATIC DATA PROCESSING INC  COM              053015103    96323  1787900 SH       DEFINED 32 34             0        0  1787900
AUTOMATIC DATA PROCESSING INC  COM              053015103   282523  5243889 SH       DEFINED 37 03       4274229        0   969660
AUTONATION INC                 COM              05329W102   123461 13347227 SH       DEFINED 02 05 10          0        0 13347227
AUTONATION INC                 COM              05329W102   131617 14228900 SH       DEFINED 12 15 28          0        0 14228900
AUTONATION INC                 COM              05329W102    14207  1535900 SH       DEFINED 30 34 03          0        0  1535900
AUTOZONE INC                   COM              053332102   267734  8285800 SH       DEFINED 07 10 13          0        0  8285800
AUTOZONE INC                   COM              053332102      458    14200 SH       DEFINED 15                0        0    14200
AUTOZONE INC                   COM              053332102     4460   138057 SH       DEFINED 37 03        138057        0        0
AVALONBAY CMNTYS INC           COM              053484101    42293  1232604 SH       DEFINED 09 12 15          0        0  1232604
AVALONBAY CMNTYS INC           COM              053484101     8691   253300 SH       DEFINED 35                0        0   253300
AVALONBAY CMNTYS INC           COM              053484101    21325   621500 SH       DEFINED 03           546000        0    75500
AVANT CORP                     COM              053487104    25839  1722600 SH       DEFINED 07 16             0        0  1722600
AVANT CORP                     COM              053487104      195    13000 SH       DEFINED 03            13000        0        0
AVERY DENNISON CORP            COM              053611109    10909   149700 SH       DEFINED 02 06 07          0        0   149700
AVERY DENNISON CORP            COM              053611109    25141   345000 SH       DEFINED 12 15 19          0        0   345000
AVERY DENNISON CORP            COM              053611109    56889   780640 SH       DEFINED 20 23 28          0        0   780640
AVERY DENNISON CORP            COM              053611109    10231   140400 SH       DEFINED 30 32             0        0   140400
AVERY DENNISON CORP            COM              053611109     9852   135204 SH       DEFINED 37 03        129304        0     5900
AVIRON                         COM              053762100     7869   497650 SH       DEFINED 09 15 16          0        0   497650
AVIRON                         COM              053762100      481    30440 SH       DEFINED 28 30             0        0    30440
AVIRON                         COM              053762100      169    10700 SH       DEFINED 03            10700        0        0
AVIS RENT A CAR INC            COM              053790101    12369   483900 SH       DEFINED 07 15 26          0        0   483900
AVIS RENT A CAR INC            COM              053790101      511    20000 SH       DEFINED 28                0        0    20000
AVIS RENT A CAR INC            COM              053790101        1       51 SH       DEFINED 37               51        0        0
AVNET INC                      COM              053807103   209323  3459900 SH       DEFINED 05 15 28          0        0  3459900
AVNET INC                      COM              053807103     9310   153900 SH       DEFINED 30                0        0   153900
AVNET INC                      COM              053807103       35      603 SH       DEFINED 37 03           603        0        0
AVON PRODS INC                 COM              054303102    14526   440200 SH       DEFINED 02 04 05          0        0   440200
AVON PRODS INC                 COM              054303102   133834  4055600 SH       DEFINED 06 07 09          0        0  4055600
AVON PRODS INC                 COM              054303102   148047  4486300 SH       DEFINED 10 11 13          0        0  4486300
AVON PRODS INC                 COM              054303102    48222  1461290 SH       DEFINED 15 16 19          0        0  1461290
AVON PRODS INC                 COM              054303102   128992  3908873 SH       DEFINED 20 21 22          0        0  3908873
AVON PRODS INC                 COM              054303102    21445   649850 SH       DEFINED 28 32 34          0        0   649850
AVON PRODS INC                 COM              054303102    16507   500228 SH       DEFINED 03           349328        0   150900
AWARE INC MASS                 COM              05453N100     8857   243500 SH       DEFINED 15                0        0   243500
AWARE INC MASS                 COM              05453N100     3197    87900 SH       DEFINED 03            87900        0        0
AXENT TECHNOLOGIES INC         COM              05459C108    40233  1915900 SH       DEFINED 04 15 16          0        0  1915900
AXENT TECHNOLOGIES INC         COM              05459C108      919    43800 SH       DEFINED 03                0        0    43800
AXYS PHARMACEUTICALS INC       COM              054635107     1160   285600 SH       DEFINED 15                0        0   285600
AXYS PHARMACEUTICALS INC       COM              054635107     1604   394950 SH       DEFINED 03           394950        0        0
AZTAR CORP                     COM              054802103      913    84000 SH       DEFINED 26                0        0    84000
AZTEC MFG CO                   COM              054825104     5108   417000 SH       DEFINED 07                0        0   417000
BB&T CORP                      COM              054937107     8293   302957 SH       DEFINED 15                0        0   302957
BB&T CORP                      COM              054937107     7386   269827 SH       DEFINED 03           269827        0        0
AZURIX CORP                    COM              05501M104      401    44900 SH       DEFINED 15                0        0    44900
AZURIX CORP                    COM              05501M104     4125   461600 SH       DEFINED 03           454100        0     7500
BCE INC                        COM              05534B109   385889  4263730 SH       DEFINED 02 07 09          0        0  4263730
BCE INC                        COM              05534B109   138511  1527900 SH       DEFINED 15 19 21          0        0  1527900
BCE INC                        COM              05534B109    10697   118000 SH       DEFINED 22                0        0   118000
BCE INC                        COM              05534B109     6875    75842 SH       DEFINED 03            58342        0    17500
BHC COMMUNICATIONS INC         CL A             055448104    23488   146800 SH       DEFINED 13                0        0   146800
BHC COMMUNICATIONS INC         CL A             055448104    39928   249556 SH       DEFINED 03           249556        0        0
BISYS GROUP INC                COM              055472104    70646  1082700 SH       DEFINED 15 16 20          0        0  1082700
BISYS GROUP INC                COM              055472104     6029    92400 SH       DEFINED 32                0        0    92400
BISYS GROUP INC                COM              055472104     4694    71950 SH       DEFINED 03            71950        0        0
BJS WHOLESALE CLUB INC         COM              05548J106    88523  2425300 SH       DEFINED 02 07 12          0        0  2425300
BJS WHOLESALE CLUB INC         COM              05548J106     3727   102120 SH       DEFINED 15 19 21          0        0   102120
BJS WHOLESALE CLUB INC         COM              05548J106     3467    95000 SH       DEFINED 29                0        0    95000
BJS WHOLESALE CLUB INC         COM              05548J106    21622   592400 SH       DEFINED 03            93700        0   498700
BJ SVCS CO                     COM              055482103    21387   511500 SH       DEFINED 02 04 06          0        0   511500
BJ SVCS CO                     COM              055482103    24472   585300 SH       DEFINED 09 12 13          0        0   585300
BJ SVCS CO                     COM              055482103   101599  2429876 SH       DEFINED 15 16 20          0        0  2429876
BJ SVCS CO                     COM              055482103    66205  1583400 SH       DEFINED 21 22 23          0        0  1583400
BJ SVCS CO                     COM              055482103    28726   687040 SH       DEFINED 26 28 29          0        0   687040
BJ SVCS CO                     COM              055482103    12228   292460 SH       DEFINED 30 32 34          0        0   292460
BJ SVCS CO                     COM              055482103    12543   300000 SH       DEFINED 37                0        0   300000
BJ SVCS CO                     COM              055482103    15541   371700 SH       DEFINED 03           371700        0        0
BMC INDS INC MINN              COM              055607105     3339   685100 SH       DEFINED 07                0        0   685100
BMC INDS INC MINN              COM              055607105      130    26800 SH       DEFINED 03            26800        0        0
BP AMOCO P L C                 SPONSORED ADR    055622104   208628  3517454 SH       DEFINED 02 05 06          0        0  3517454
BP AMOCO P L C                 SPONSORED ADR    055622104   942846 15896258 SH       DEFINED 07 08 09          0        0 15896258
BP AMOCO P L C                 SPONSORED ADR    055622104   802317 13526956 SH       DEFINED 10 11 15          0        0 13526956
BP AMOCO P L C                 SPONSORED ADR    055622104   570421  9617220 SH       DEFINED 16 18 19          0        0  9617220
BP AMOCO P L C                 SPONSORED ADR    055622104  1109128 18699736 SH       DEFINED 20 21 22          0        0 18699736
BP AMOCO P L C                 SPONSORED ADR    055622104   476492  8033600 SH       DEFINED 23 28 30          0        0  8033600
BP AMOCO P L C                 SPONSORED ADR    055622104   153852  2593932 SH       DEFINED 32                0        0  2593932
BP AMOCO P L C                 SPONSORED ADR    055622104     4811    81070 SH       DEFINED 37            81070        0        0
BP AMOCO P L C                 SPONSORED ADR    055622104    49594   836148 SH       DEFINED 03           352492        0   483656
BRE PROPERTIES INC             CL A             05564E106    19123   842900 SH       DEFINED 09 12 34          0        0   842900
BRE PROPERTIES INC             CL A             05564E106    13689   603400 SH       DEFINED 03           525900        0    77500
BMC SOFTWARE INC               COM              055921100   334060  4179025 SH       DEFINED 02 10 15          0        0  4179025
BMC SOFTWARE INC               COM              055921100   195800  2449420 SH       DEFINED 16 19 20          0        0  2449420
BMC SOFTWARE INC               COM              055921100    34485   431400 SH       DEFINED 22 26 28          0        0   431400
BMC SOFTWARE INC               COM              055921100    26771   334900 SH       DEFINED 29 32 34          0        0   334900
BMC SOFTWARE INC               COM              055921100    44821   560704 SH       DEFINED 37 03        450204        0   110500
BTU INTL INC                   COM              056032105     3468   603300 SH       DEFINED 07                0        0   603300
BAIRNCO CORP                   COM              057097107     5405   900900 SH       DEFINED 07                0        0   900900
BAKER HUGHES INC               COM              057224107    35773  1698430 SH       DEFINED 02 05 07          0        0  1698430
BAKER HUGHES INC               COM              057224107   196060  9308500 SH       DEFINED 09 10 11          0        0  9308500
BAKER HUGHES INC               COM              057224107   118227  5613176 SH       DEFINED 12 13 15          0        0  5613176
BAKER HUGHES INC               COM              057224107    63016  2991900 SH       DEFINED 16 18 19          0        0  2991900
BAKER HUGHES INC               COM              057224107    98498  4676470 SH       DEFINED 21 22 23          0        0  4676470
BAKER HUGHES INC               COM              057224107    48090  2283230 SH       DEFINED 27 28 29          0        0  2283230
BAKER HUGHES INC               COM              057224107     7621   361850 SH       DEFINED 30 34             0        0   361850
BAKER HUGHES INC               COM              057224107       23     1191 SH       DEFINED 37             1191        0        0
BAKER HUGHES INC               COM              057224107    38374  1821941 SH       DEFINED 03          1165941        0   656000
BAKER J INC                    SUB NT CONV 7%02 057232AA8    10241 13300000 PRN      DEFINED 09                0        0        0
BAKER J INC                    SUB NT CONV 7%02 057232AA8      200   260000 PRN      DEFINED 03                0        0        0
BAKER J INC                    COM              057232100     6226  1037700 SH       DEFINED 12 26             0        0  1037700
BAKER J INC                    COM              057232100      711   118600 SH       DEFINED 03           118600        0        0
BALDOR ELEC CO                 COM              057741100     3374   186162 SH       DEFINED 03           186162        0        0
BALDWIN TECHNOLOGY INC         CL A             058264102      520   245000 SH       DEFINED 07                0        0   245000
BALL CORP                      COM              058498106    33986   863137 SH       DEFINED 02 06 09          0        0   863137
BALL CORP                      COM              058498106    39954  1014729 SH       DEFINED 15 18 21          0        0  1014729
BALL CORP                      COM              058498106    21544   547152 SH       DEFINED 22 26 30          0        0   547152
BALL CORP                      COM              058498106       27      700 SH       DEFINED 34                0        0      700
BALL CORP                      COM              058498106       21      580 SH       DEFINED 37              580        0        0
BALL CORP                      COM              058498106     3703    94045 SH       DEFINED 03            41545        0    52500
BALLANTYNE OMAHA INC           COM              058516105     1045   181800 SH       DEFINED 07                0        0   181800
BALLY TOTAL FITNESS HLDG CORP  COM              05873K108     4136   155000 SH       DEFINED 26                0        0   155000
BALTIMORE TECHNOLOGIES PLC     SPONSORED ADR    059284109    44000   500000 SH       DEFINED 16                0        0   500000
BANCO DE GALICIA Y BUENOS AIRE SPON ADR B NEW   059538207      120     6082 SH       DEFINED 19 21             0        0     6082
BANCO GANADERO S A             SP ADR PREF C    059594507      708    90000 SH       DEFINED 02 19 21          0        0    90000
BANCO SANTANDER CENT HISPANO   ADR              05964H105    28926  2475000 SH       DEFINED 19 21             0        0  2475000
BANCO SANTANDER P R SAN JUAN   COM              059646109     4047   262200 SH       DEFINED 07                0        0   262200
BANGOR HYDRO ELEC CO           COM              060077104     8038   492800 SH       DEFINED 07 15 28          0        0   492800
BANGOR HYDRO ELEC CO           COM              060077104     2513   154100 SH       DEFINED 03           154100        0        0
BANK OF AMERICA CORPORATION    COM              060505104   104461  2081424 SH       DEFINED 02 04 05          0        0  2081424
BANK OF AMERICA CORPORATION    COM              060505104  1045931 20840471 SH       DEFINED 07 09 10          0        0 20840471
BANK OF AMERICA CORPORATION    COM              060505104   100630  2005085 SH       DEFINED 11 13 15          0        0  2005085
BANK OF AMERICA CORPORATION    COM              060505104   133154  2653146 SH       DEFINED 16 18 19          0        0  2653146
BANK OF AMERICA CORPORATION    COM              060505104   171269  3412590 SH       DEFINED 21 22 27          0        0  3412590
BANK OF AMERICA CORPORATION    COM              060505104   381159  7594704 SH       DEFINED 28 30 34          0        0  7594704
BANK OF AMERICA CORPORATION    COM              060505104      853    16844 SH       DEFINED 37            16844        0        0
BANK OF AMERICA CORPORATION    COM              060505104   185549  3697135 SH       DEFINED 03          3224604        0   472531
BANK MONTREAL QUE              COM              063671101    36169  1063300 SH       DEFINED 02                0        0  1063300
BANK OF THE OZARKS INC         COM              063904106     3827   196300 SH       DEFINED 07                0        0   196300
BANK NEW YORK INC              COM              064057102   167363  4184085 SH       DEFINED 02 05 06          0        0  4184085
BANK NEW YORK INC              COM              064057102   443661 11091534 SH       DEFINED 07 09 10          0        0 11091534
BANK NEW YORK INC              COM              064057102   153735  3843388 SH       DEFINED 11 13 15          0        0  3843388
BANK NEW YORK INC              COM              064057102   568541 14213548 SH       DEFINED 16 18 19          0        0 14213548
BANK NEW YORK INC              COM              064057102   441195 11029880 SH       DEFINED 20 21 22          0        0 11029880
BANK NEW YORK INC              COM              064057102    73336  1833400 SH       DEFINED 23 27 28          0        0  1833400
BANK NEW YORK INC              COM              064057102    81746  2043660 SH       DEFINED 30 32 34          0        0  2043660
BANK NEW YORK INC              COM              064057102   238859  5970762 SH       DEFINED 37 03       5136436        0   834326
BANK ONE CORP                  COM              06423A103   121739  3796947 SH       DEFINED 02 05 09          0        0  3796947
BANK ONE CORP                  COM              06423A103   191365  5968502 SH       DEFINED 10 15 16          0        0  5968502
BANK ONE CORP                  COM              06423A103   173645  5415848 SH       DEFINED 22 28 30          0        0  5415848
BANK ONE CORP                  COM              06423A103     4084   127382 SH       DEFINED 34                0        0   127382
BANK ONE CORP                  COM              06423A103      274     8497 SH       DEFINED 37             8497        0        0
BANK ONE CORP                  COM              06423A103    39104  1219628 SH       DEFINED 03          1024328        0   195300
BANK TOKYO-MITSUBISHI LTD      SPONSORED ADR    065379109     9899   710300 SH       DEFINED 05 19 21          0        0   710300
BANK TOKYO-MITSUBISHI LTD      SPONSORED ADR    065379109    21431  1537700 SH       DEFINED 28 30             0        0  1537700
BANK TOKYO-MITSUBISHI LTD      SPONSORED ADR    065379109       10      800 SH       DEFINED 37              800        0        0
BANK UTD CORP                  CL A             065412108     1032    37900 SH       DEFINED 03            37900        0        0
BANKUNITED FINL CORP           CL A             06652B103     2070   260800 SH       DEFINED 15 26             0        0   260800
BANTA CORP                     COM              066821109    52784  2339500 SH       DEFINED 12 03         46100        0  2293400
BANYAN STRATEGIC RLTY TR       SH BEN INT       06683M102     5468   911350 SH       DEFINED 07                0        0   911350
BANYAN STRATEGIC RLTY TR       SH BEN INT       06683M102      426    71000 SH       DEFINED 03            71000        0        0
BANYAN SYS INC                 COM              066908104     5888   294400 SH       DEFINED 04 06 26          0        0   294400
BARBEQUES GALORE LTD           SPONSORED ADR    067091108     3551   458200 SH       DEFINED 12 26             0        0   458200
BARD C R INC                   COM              067383109   238729  4504330 SH       DEFINED 12 15 16          0        0  4504330
BARD C R INC                   COM              067383109    62317  1175800 SH       DEFINED 20 32 34          0        0  1175800
BARD C R INC                   COM              067383109     3552    67028 SH       DEFINED 37 03         67028        0        0
BARNES & NOBLE INC             COM              067774109        2      100 SH       DEFINED 37              100        0        0
BARRICK GOLD CORP              COM              067901108     5656   318230 SH       DEFINED 02 07 09          0        0   318230
BARRICK GOLD CORP              COM              067901108    41567  2335380 SH       DEFINED 13 15 19          0        0  2335380
BARRICK GOLD CORP              COM              067901108   186603 10483860 SH       DEFINED 20 21 22          0        0 10483860
BARRICK GOLD CORP              COM              067901108    22288  1252200 SH       DEFINED 26 28 29          0        0  1252200
BARRICK GOLD CORP              COM              067901108    33911  1905240 SH       DEFINED 30 32 34          0        0  1905240
BARRICK GOLD CORP              COM              067901108     6761   381974 SH       DEFINED 37 03        347574        0    34400
BARNETT INC                    COM              068062108     7573   730000 SH       DEFINED 07                0        0   730000
BARRA INC                      COM              068313105      153     4850 SH       DEFINED 03             4850        0        0
BARRETT RES CORP               COM PAR $0.01    068480201     8245   280100 SH       DEFINED 02 09 11          0        0   280100
BARRETT RES CORP               COM PAR $0.01    068480201     5913   200900 SH       DEFINED 15 26 28          0        0   200900
BARRETT RES CORP               COM PAR $0.01    068480201      717    24390 SH       DEFINED 30 34             0        0    24390
BARRETT RES CORP               COM PAR $0.01    068480201     7812   265397 SH       DEFINED 37 03        214497        0    50900
BASIN EXPL INC                 COM              070107107       79     4500 SH       DEFINED 02 15 34          0        0     4500
BASIN EXPL INC                 COM              070107107     3017   171200 SH       DEFINED 03           171200        0        0
BASSETT FURNITURE INDS INC     COM              070203104     4651   290700 SH       DEFINED 13 28             0        0   290700
BASSETT FURNITURE INDS INC     COM              070203104     1534    95900 SH       DEFINED 03            95900        0        0
BAUSCH & LOMB INC              COM              071707103   104379  1525180 SH       DEFINED 02 15 16          0        0  1525180
BAUSCH & LOMB INC              COM              071707103    12038   175900 SH       DEFINED 26 28 34          0        0   175900
BAUSCH & LOMB INC              COM              071707103    13447   196497 SH       DEFINED 03           144497        0    52000
BAXTER INTL INC                COM              071813109    30877   491580 SH       DEFINED 02 05 06          0        0   491580
BAXTER INTL INC                COM              071813109   151805  2416800 SH       DEFINED 07 10 11          0        0  2416800
BAXTER INTL INC                COM              071813109   292697  4659860 SH       DEFINED 13 15 16          0        0  4659860
BAXTER INTL INC                COM              071813109    17566   279671 SH       DEFINED 19 20 21          0        0   279671
BAXTER INTL INC                COM              071813109    61342   976600 SH       DEFINED 28 30 32          0        0   976600
BAXTER INTL INC                COM              071813109    17122   272600 SH       DEFINED 34                0        0   272600
BAXTER INTL INC                COM              071813109    49446   787195 SH       DEFINED 37 03        759295        0    27900
BE AEROSPACE INC               COM              073302101      993   117700 SH       DEFINED 15 26             0        0   117700
BE AEROSPACE INC               COM              073302101     2705   320600 SH       DEFINED 03           320600        0        0
BE FREE INC                    COM              073308108     3205    44600 SH       DEFINED 02 10 15          0        0    44600
BE FREE INC                    COM              073308108       79     1100 SH       DEFINED 34                0        0     1100
BEA SYS INC                    COM              073325102    16141   230800 SH       DEFINED 02 05 06          0        0   230800
BEA SYS INC                    COM              073325102   105409  1507200 SH       DEFINED 09 10 11          0        0  1507200
BEA SYS INC                    COM              073325102   120230  1719111 SH       DEFINED 12 13 15          0        0  1719111
BEA SYS INC                    COM              073325102   142945  2043900 SH       DEFINED 16 20 21          0        0  2043900
BEA SYS INC                    COM              073325102    41712   596424 SH       DEFINED 22 28 30          0        0   596424
BEA SYS INC                    COM              073325102    25499   364600 SH       DEFINED 32 34             0        0   364600
BEA SYS INC                    COM              073325102    17243   246554 SH       DEFINED 03           194341        0    52213
BEAR STEARNS COS INC           COM              073902108    26305   615342 SH       DEFINED 02 15 34          0        0   615342
BEAR STEARNS COS INC           COM              073902108    14920   349007 SH       DEFINED 37 03        345807        0     3200
BEAZER HOMES USA INC           COM              07556Q105    16046   833600 SH       DEFINED 02 07 12          0        0   833600
BEAZER HOMES USA INC           COM              07556Q105     4570   237420 SH       DEFINED 21 28             0        0   237420
BEBE STORES INC                COM              075571109     1701    63000 SH       DEFINED 26                0        0    63000
BECKMAN COULTER INC            COM              075811109    24191   475500 SH       DEFINED 02 09 15          0        0   475500
BECKMAN COULTER INC            COM              075811109    11462   225300 SH       DEFINED 22 28 34          0        0   225300
BECKMAN COULTER INC            COM              075811109       17      339 SH       DEFINED 37              339        0        0
BECKMAN COULTER INC            COM              075811109     9157   180000 SH       DEFINED 03           151200        0    28800
BECTON DICKINSON & CO          COM              075887109     2779   103910 SH       DEFINED 02 06 07          0        0   103910
BECTON DICKINSON & CO          COM              075887109   121236  4532200 SH       DEFINED 08 09 10          0        0  4532200
BECTON DICKINSON & CO          COM              075887109   262746  9822310 SH       DEFINED 15 16 20          0        0  9822310
BECTON DICKINSON & CO          COM              075887109    30439  1137920 SH       DEFINED 22 28 30          0        0  1137920
BECTON DICKINSON & CO          COM              075887109    25960   970475 SH       DEFINED 32 34 03     356175        0   614300
BED BATH & BEYOND INC          COM              075896100     1358    39090 SH       DEFINED 02 06 07          0        0    39090
BED BATH & BEYOND INC          COM              075896100    76820  2210660 SH       DEFINED 09 10 11          0        0  2210660
BED BATH & BEYOND INC          COM              075896100    65469  1884000 SH       DEFINED 13 15 16          0        0  1884000
BED BATH & BEYOND INC          COM              075896100   155179  4465600 SH       DEFINED 20 23 28          0        0  4465600
BED BATH & BEYOND INC          COM              075896100    36144  1040140 SH       DEFINED 30 32 34          0        0  1040140
BED BATH & BEYOND INC          COM              075896100     7177   206554 SH       DEFINED 37 03        154454        0    52100
BEDFORD PPTY INVS INC          COM PAR $0.02    076446301     1206    70700 SH       DEFINED 03            70700        0        0
BEL FUSE INC                   CL A             077347201     2007    72000 SH       DEFINED 07                0        0    72000
BEL FUSE INC                   CL B             077347300     2298    96000 SH       DEFINED 07                0        0    96000
BELDEN INC                     COM              077459105     8051   383400 SH       DEFINED 02 26 28          0        0   383400
BELDEN INC                     COM              077459105     1169    55700 SH       DEFINED 03            55700        0        0
BELL & HOWELL CO NEW           COM              077852101    17983   565300 SH       DEFINED 20 26 32          0        0   565300
BELL ATLANTIC CORP             COM              077853109    80020  1299822 SH       DEFINED 02 05 07          0        0  1299822
BELL ATLANTIC CORP             COM              077853109   790228 12836192 SH       DEFINED 09 10 11          0        0 12836192
BELL ATLANTIC CORP             COM              077853109   348744  5664886 SH       DEFINED 12 15 16          0        0  5664886
BELL ATLANTIC CORP             COM              077853109   257579  4184040 SH       DEFINED 18 20 22          0        0  4184040
BELL ATLANTIC CORP             COM              077853109   104239  1693234 SH       DEFINED 28 30 32          0        0  1693234
BELL ATLANTIC CORP             COM              077853109     7738   125700 SH       DEFINED 34                0        0   125700
BELL ATLANTIC CORP             COM              077853109     1061    17258 SH       DEFINED 37            17258        0        0
BELL ATLANTIC CORP             COM              077853109   117582  1909968 SH       DEFINED 03          1674150        0   235818
BELL MICROPRODUCTS INC         COM              078137106     3217   292500 SH       DEFINED 07                0        0   292500
BELLSOUTH CORP                 COM              079860102    97090  2074029 SH       DEFINED 02 04 05          0        0  2074029
BELLSOUTH CORP                 COM              079860102   581874 12429901 SH       DEFINED 06 07 09          0        0 12429901
BELLSOUTH CORP                 COM              079860102   719386 15367400 SH       DEFINED 10 11 12          0        0 15367400
BELLSOUTH CORP                 COM              079860102   518017 11065800 SH       DEFINED 13 15 16          0        0 11065800
BELLSOUTH CORP                 COM              079860102   240322  5133720 SH       DEFINED 18 19 20          0        0  5133720
BELLSOUTH CORP                 COM              079860102   117886  2518270 SH       DEFINED 21 22 27          0        0  2518270
BELLSOUTH CORP                 COM              079860102   233753  4993400 SH       DEFINED 28 30 32          0        0  4993400
BELLSOUTH CORP                 COM              079860102    12349   263800 SH       DEFINED 34                0        0   263800
BELLSOUTH CORP                 COM              079860102     1601    34207 SH       DEFINED 37            34207        0        0
BELLSOUTH CORP                 COM              079860102   167774  3583971 SH       DEFINED 03          2936471        0   647500
BELO A H CORP DEL              COM SER A        080555105    18050   946900 SH       DEFINED 07                0        0   946900
BELO A H CORP DEL              COM SER A        080555105     9464   496500 SH       DEFINED 03           409400        0    87100
BEMIS INC                      COM              081437105    40817  1170400 SH       DEFINED 07 12 15          0        0  1170400
BEMIS INC                      COM              081437105     9228   264622 SH       DEFINED 03            51722        0   212900
BEN & JERRYS HOMEMADE INC      CL A             081465106     5955   239400 SH       DEFINED 32                0        0   239400
BEN & JERRYS HOMEMADE INC      CL A             081465106      733    29500 SH       DEFINED 03            29500        0        0
BENETTON GROUP SPA             ADR NEW          081795403        1       38 SH       DEFINED 37               38        0        0
BENIHANA INC                   COM              082047101     5189   347400 SH       DEFINED 07                0        0   347400
BENIHANA INC                   CL A             082047200     3851   266800 SH       DEFINED 07                0        0   266800
BERGSTROM CAP CORP             COM              084093103       47      200 SH       DEFINED 37              200        0        0
BERKSHIRE HATHAWAY INC DEL     CL A             084670108    15932      284 SH       DEFINED 02 06 15          0        0      284
BERKSHIRE HATHAWAY INC DEL     CL A             084670108   194218     3462 SH       DEFINED 20 32 34          0        0     3462
BERKSHIRE HATHAWAY INC DEL     CL B             084670207     4542     2482 SH       DEFINED 02 08 34          0        0     2482
BERKSHIRE HATHAWAY INC DEL     CL B             084670207      360      204 SH       DEFINED 37 03           204        0        0
BEST BUY INC                   COM              086516101    41871   834300 SH       DEFINED 02 04 05          0        0   834300
BEST BUY INC                   COM              086516101   191761  3820900 SH       DEFINED 10 12 13          0        0  3820900
BEST BUY INC                   COM              086516101   107421  2140400 SH       DEFINED 15 16 20          0        0  2140400
BEST BUY INC                   COM              086516101   182702  3640400 SH       DEFINED 21 22 28          0        0  3640400
BEST BUY INC                   COM              086516101    22288   444100 SH       DEFINED 30 32 34          0        0   444100
BEST BUY INC                   COM              086516101   120619  2403381 SH       DEFINED 37 03       1600681        0   802700
BESTFOODS                      COM              08658U101    11770   223930 SH       DEFINED 02 06 07          0        0   223930
BESTFOODS                      COM              08658U101    95968  1825800 SH       DEFINED 10 11 12          0        0  1825800
BESTFOODS                      COM              08658U101   237913  4526300 SH       DEFINED 15 16 22          0        0  4526300
BESTFOODS                      COM              08658U101    41505   789650 SH       DEFINED 28 30 34          0        0   789650
BESTFOODS                      COM              08658U101    44371   844111 SH       DEFINED 37 03        725611        0   118500
BETHLEHEM STL CORP             COM              087509105    19143  2285800 SH       DEFINED 02 04 06          0        0  2285800
BETHLEHEM STL CORP             COM              087509105    68973  8235600 SH       DEFINED 11 15 18          0        0  8235600
BETHLEHEM STL CORP             COM              087509105     2599   310360 SH       DEFINED 19 21 28          0        0   310360
BETHLEHEM STL CORP             COM              087509105     1621   193600 SH       DEFINED 29 34             0        0   193600
BETHLEHEM STL CORP             COM              087509105      865   103359 SH       DEFINED 03           103359        0        0
BEVERLY ENTERPRISES INC        COM NEW          087851309    11082  2533200 SH       DEFINED 15 22 36          0        0  2533200
BEVERLY ENTERPRISES INC        COM NEW          087851309      500   114500 SH       DEFINED 03           114500        0        0
BIG BUCK BREWERY & STEAKHOUSE  COM              089072102      914   522500 SH       DEFINED 12                0        0   522500
BIG DOG HLDGS INC              COM              089128102     7017  1011600 SH       DEFINED 28                0        0  1011600
BINDLEY WESTN INDS INC         COM              090324104     1805   119866 SH       DEFINED 02 15 26          0        0   119866
BINDLEY WESTN INDS INC         COM              090324104     2196   145832 SH       DEFINED 03           145832        0        0
BIOCHEM PHARMA INC             COM              09058T108    15058   698300 SH       DEFINED 02 15 34          0        0   698300
BIOCRYST PHARMACEUTICALS       COM              09058V103     3540   120000 SH       DEFINED 15                0        0   120000
BIOGEN INC                     COM              090597105    42733   505716 SH       DEFINED 02 04 05          0        0   505716
BIOGEN INC                     COM              090597105   184657  2185300 SH       DEFINED 06 09 10          0        0  2185300
BIOGEN INC                     COM              090597105   411298  4867440 SH       DEFINED 11 12 13          0        0  4867440
BIOGEN INC                     COM              090597105   440404  5211890 SH       DEFINED 15 16 19          0        0  5211890
BIOGEN INC                     COM              090597105   187568  2219751 SH       DEFINED 20 21 22          0        0  2219751
BIOGEN INC                     COM              090597105   138607  1640320 SH       DEFINED 23 28 30          0        0  1640320
BIOGEN INC                     COM              090597105    43728   517500 SH       DEFINED 32 34             0        0   517500
BIOGEN INC                     COM              090597105    58363   690683 SH       DEFINED 37 03        510583        0   180100
BIOMET INC                     COM              090613100    68906  1722650 SH       DEFINED 02 05 06          0        0  1722650
BIOMET INC                     COM              090613100   110422  2760560 SH       DEFINED 07 11 12          0        0  2760560
BIOMET INC                     COM              090613100    42100  1052510 SH       DEFINED 13 15 16          0        0  1052510
BIOMET INC                     COM              090613100    34545   863631 SH       DEFINED 19 20 21          0        0   863631
BIOMET INC                     COM              090613100    54076  1351900 SH       DEFINED 23 28 29          0        0  1351900
BIOMET INC                     COM              090613100    14700   367500 SH       DEFINED 30 32 34          0        0   367500
BIOMET INC                     COM              090613100    39139   978496 SH       DEFINED 37 03        714896        0   263600
BIOVAIL CORP INTL NEW          COM              09067K106    88903   954170 SH       DEFINED 02 07 09          0        0   954170
BIOVAIL CORP INTL NEW          COM              09067K106    19363   207500 SH       DEFINED 15 20 21          0        0   207500
BIOVAIL CORP INTL NEW          COM              09067K106     7622    81680 SH       DEFINED 26 28 30          0        0    81680
BIOVAIL CORP INTL NEW          COM              09067K106     4441    47600 SH       DEFINED 32 34             0        0    47600
BIOVAIL CORP INTL NEW          COM              09067K106      298     3200 SH       DEFINED 03             3200        0        0
BLACK & DECKER CORP            COM              091797100   219371  4198500 SH       DEFINED 02 04 10          0        0  4198500
BLACK & DECKER CORP            COM              091797100    45760   875800 SH       DEFINED 12 15 16          0        0   875800
BLACK & DECKER CORP            COM              091797100    32099   614350 SH       DEFINED 23 28 34          0        0   614350
BLACK & DECKER CORP            COM              091797100     9197   176025 SH       DEFINED 37 03         73925        0   102100
BLACK BOX CORP DEL             COM              091826107   106456  1588900 SH       DEFINED 02 05 07          0        0  1588900
BLACK BOX CORP DEL             COM              091826107    10009   149400 SH       DEFINED 20 21 26          0        0   149400
BLACK BOX CORP DEL             COM              091826107    52347   781300 SH       DEFINED 28 30 32          0        0   781300
BLACK BOX CORP DEL             COM              091826107    21285   317700 SH       DEFINED 03           317700        0        0
BLACK HILLS CORP               COM              092113109     7871   354750 SH       DEFINED 07 13 21          0        0   354750
BLACK HILLS CORP               COM              092113109     1031    46500 SH       DEFINED 26                0        0    46500
BLACK HILLS CORP               COM              092113109     7887   355500 SH       DEFINED 03           355500        0        0
BLACKROCK INVT QUALITY MUN TR  COM              09247D105       15     1200 SH       DEFINED 37             1200        0        0
BLACKROCK INC                  CL A             09247X101     1380    80300 SH       DEFINED 15                0        0    80300
BLACKROCK NORTH AMERN GV INCM  COM              092475102     4170   457000 SH       DEFINED 19 21             0        0   457000
BLACKROCK NORTH AMERN GV INCM  COM              092475102       18     2000 SH       DEFINED 37             2000        0        0
BLAIR CORP                     COM              092828102    11075   791100 SH       DEFINED 07                0        0   791100
BLANCH E W HLDGS INC           COM              093210102    31617   516200 SH       DEFINED 02 07 13          0        0   516200
BLANCH E W HLDGS INC           COM              093210102     7754   126600 SH       DEFINED 15 23 26          0        0   126600
BLANCH E W HLDGS INC           COM              093210102     2021    33000 SH       DEFINED 34                0        0    33000
BLANCH E W HLDGS INC           COM              093210102    23342   381100 SH       DEFINED 03           381100        0        0
BLOCK H & R INC                COM              093671105    30100   688000 SH       DEFINED 02 05 07          0        0   688000
BLOCK H & R INC                COM              093671105    97545  2229600 SH       DEFINED 09 10 11          0        0  2229600
BLOCK H & R INC                COM              093671105   306915  7015200 SH       DEFINED 12 15 16          0        0  7015200
BLOCK H & R INC                COM              093671105    56451  1290315 SH       DEFINED 19 20 21          0        0  1290315
BLOCK H & R INC                COM              093671105    43452   993200 SH       DEFINED 22 23 27          0        0   993200
BLOCK H & R INC                COM              093671105    46243  1057000 SH       DEFINED 28 30 32          0        0  1057000
BLOCK H & R INC                COM              093671105       74     1700 SH       DEFINED 34                0        0     1700
BLOCK H & R INC                COM              093671105        1       30 SH       DEFINED 37               30        0        0
BLOCK H & R INC                COM              093671105    28125   642868 SH       DEFINED 03           391368        0   251500
BLOCKBUSTER INC                CL A             093679108    28276  2114100 SH       DEFINED 04 11 20          0        0  2114100
BLOCKBUSTER INC                CL A             093679108     3369   251900 SH       DEFINED 32                0        0   251900
BLUESTONE SOFTWARE INC         COM              09623P102    25265   219700 SH       DEFINED 13                0        0   219700
BLUESTONE SOFTWARE INC         COM              09623P102    39755   345700 SH       DEFINED 03           345700        0        0
BLYTH INDS INC                 COM              09643P108     3168   129000 SH       DEFINED 07 32             0        0   129000
BOEING CO                      COM              097023105   125215  3012700 SH       DEFINED 02 04 05          0        0  3012700
BOEING CO                      COM              097023105   356955  8588400 SH       DEFINED 06 07 09          0        0  8588400
BOEING CO                      COM              097023105   305197  7343100 SH       DEFINED 10 11 12          0        0  7343100
BOEING CO                      COM              097023105   353584  8507300 SH       DEFINED 13 15 16          0        0  8507300
BOEING CO                      COM              097023105   168993  4066010 SH       DEFINED 18 19 20          0        0  4066010
BOEING CO                      COM              097023105   154720  3722600 SH       DEFINED 21 22 23          0        0  3722600
BOEING CO                      COM              097023105   281252  6766970 SH       DEFINED 27 28 29          0        0  6766970
BOEING CO                      COM              097023105    66934  1610443 SH       DEFINED 30 31 32          0        0  1610443
BOEING CO                      COM              097023105      561    13500 SH       DEFINED 34                0        0    13500
BOEING CO                      COM              097023105      293     7120 SH       DEFINED 37             7120        0        0
BOEING CO                      COM              097023105   178535  4295584 SH       DEFINED 03          3441484        0   854100
BOISE CASCADE CORP             COM              097383103     4993   123287 SH       DEFINED 04 15 21          0        0   123287
BOISE CASCADE CORP             COM              097383103     4818   118979 SH       DEFINED 37 03        118979        0        0
BOLDER TECHNOLOGIES CORP       COM              097519102     3285   257700 SH       DEFINED 07 13             0        0   257700
BOLDER TECHNOLOGIES CORP       COM              097519102     1989   156000 SH       DEFINED 03           156000        0        0
BOMBAY CO INC                  COM              097924104    15534  3452200 SH       DEFINED 20 32             0        0  3452200
BORDERS GROUP INC              COM              099709107     7228   450000 SH       DEFINED 28                0        0   450000
BORG-WARNER AUTOMOTIVE INC     COM              099724106     4086   100900 SH       DEFINED 02 15 26          0        0   100900
BORG-WARNER AUTOMOTIVE INC     COM              099724106      762    18818 SH       DEFINED 37 03         18818        0        0
BORON LEPORE & ASSOCS INC      COM              10001P102       49     7600 SH       DEFINED 03             7600        0        0
BOSTON PROPERTIES INC          COM              101121101    27035   868600 SH       DEFINED 09 35             0        0   868600
BOSTON PROPERTIES INC          COM              101121101    16670   535600 SH       DEFINED 03           535600        0        0
BOSTON SCIENTIFIC CORP         COM              101137107   179742  8216820 SH       DEFINED 10 15 20          0        0  8216820
BOSTON SCIENTIFIC CORP         COM              101137107      581    26600 SH       DEFINED 32                0        0    26600
BOSTON SCIENTIFIC CORP         COM              101137107    11440   523015 SH       DEFINED 03           523015        0        0
BOWATER INC                    COM              102183100   101129  1862000 SH       DEFINED 04 05 09          0        0  1862000
BOWATER INC                    COM              102183100   116896  2152300 SH       DEFINED 12 15 18          0        0  2152300
BOWATER INC                    COM              102183100    95671  1761500 SH       DEFINED 20 21 22          0        0  1761500
BOWATER INC                    COM              102183100    43401   799110 SH       DEFINED 23 28 30          0        0   799110
BOWATER INC                    COM              102183100    42246   777850 SH       DEFINED 32 34 03     347150        0   430700
BOYD BROS TRANSPORTATION INC   COM              103255105     1288   198300 SH       DEFINED 07                0        0   198300
BOYDS COLLECTION LTD           COM              103354106    17950  2587400 SH       DEFINED 20 32             0        0  2587400
BRADLEY REAL ESTATE INC        COM              104580105     7923   454422 SH       DEFINED 09 35             0        0   454422
BRADLEY REAL ESTATE INC        COM              104580105    10016   574400 SH       DEFINED 03           568800        0     5600
BRADY CORP                     CL A             104674106     1632    48100 SH       DEFINED 02 26             0        0    48100
BRASS EAGLE INC                COM              10553F106      697   139500 SH       DEFINED 03           139500        0        0
BRAUNS FASHIONS CORP           COM              105658108     4617   219900 SH       DEFINED 07 26             0        0   219900
BRAZIL FD INC                  COM              105759104     4436   239000 SH       DEFINED 19 21             0        0   239000
BREAKAWAY SOLUTIONS INC        COM              106372105    13388   183400 SH       DEFINED 02 10 15          0        0   183400
BREAKAWAY SOLUTIONS INC        COM              106372105     4146    56800 SH       DEFINED 34                0        0    56800
BRIGGS & STRATTON CORP         COM              109043109    10011   186700 SH       DEFINED 02 15 26          0        0   186700
BRIGGS & STRATTON CORP         COM              109043109      987    18420 SH       DEFINED 37 03         18420        0        0
BRIGHT HORIZON FAMILY SOLUTION COM              109195107     2325   124000 SH       DEFINED 26                0        0   124000
BRIGHTPOINT INC                SBLYON ZRO144A18 109473AA6      442  1250000 PRN      DEFINED 11                0        0        0
BRIGHTPOINT INC                SB LYON ZERO  18 109473AC2      354  1000000 PRN      DEFINED 11                0        0        0
BRIGHTPOINT INC                COM              109473108     1658   126324 SH       DEFINED 03           126324        0        0
BRINKER INTL INC               COM              109641100    42352  1764700 SH       DEFINED 02 15 16          0        0  1764700
BRINKER INTL INC               COM              109641100   106953  4456400 SH       DEFINED 20 22 23          0        0  4456400
BRINKER INTL INC               COM              109641100    41241  1718400 SH       DEFINED 28 32             0        0  1718400
BRINKER INTL INC               COM              109641100    13371   557150 SH       DEFINED 03           375350        0   181800
BRISTOL MYERS SQUIBB CO        COM              110122108   152483  2375600 SH       DEFINED 02 04 05          0        0  2375600
BRISTOL MYERS SQUIBB CO        COM              110122108   491914  7663706 SH       DEFINED 06 07 08          0        0  7663706
BRISTOL MYERS SQUIBB CO        COM              110122108  1688548 26306500 SH       DEFINED 09 10 11          0        0 26306500
BRISTOL MYERS SQUIBB CO        COM              110122108   669892 10436500 SH       DEFINED 12 13 15          0        0 10436500
BRISTOL MYERS SQUIBB CO        COM              110122108  1261532 19653860 SH       DEFINED 16 18 19          0        0 19653860
BRISTOL MYERS SQUIBB CO        COM              110122108   500810  7802300 SH       DEFINED 20 21 22          0        0  7802300
BRISTOL MYERS SQUIBB CO        COM              110122108   230001  3583280 SH       DEFINED 23 26 27          0        0  3583280
BRISTOL MYERS SQUIBB CO        COM              110122108   268034  4175800 SH       DEFINED 28 29 30          0        0  4175800
BRISTOL MYERS SQUIBB CO        COM              110122108   142181  2215100 SH       DEFINED 32 34             0        0  2215100
BRISTOL MYERS SQUIBB CO        COM              110122108    11258   174193 SH       DEFINED 37           117393        0    56800
BRISTOL MYERS SQUIBB CO        COM              110122108   388528  6053031 SH       DEFINED 03          4242711        0  1810320
BRITISH AWYS PLC               ADR 2ND INSTAL   110419306      643    10000 SH       DEFINED 15                0        0    10000
BRITISH AWYS PLC               ADR 2ND INSTAL   110419306        2       35 SH       DEFINED 37               35        0        0
BRITISH AMERN TOB PLC          SPONSORED ADR    110448107     1665   162500 SH       DEFINED 15                0        0   162500
BRITISH AMERN TOB PLC          SPONSORED ADR    110448107       69     6800 SH       DEFINED 03             6800        0        0
BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST   111021408      785     3300 SH       DEFINED 19                0        0     3300
BROADBASE SOFTWARE             COM              11130R100     2801    24900 SH       DEFINED 13                0        0    24900
BROADBASE SOFTWARE             COM              11130R100     1327    11800 SH       DEFINED 03            11800        0        0
BROADCOM CORP                  CL A             111320107   149315   548200 SH       DEFINED 02 10 11          0        0   548200
BROADCOM CORP                  CL A             111320107   383231  1407000 SH       DEFINED 12 13 15          0        0  1407000
BROADCOM CORP                  CL A             111320107   118646   435600 SH       DEFINED 16 20 28          0        0   435600
BROADCOM CORP                  CL A             111320107    32739   120200 SH       DEFINED 32 34             0        0   120200
BROADCOM CORP                  CL A             111320107    29532   108427 SH       DEFINED 37 03        100927        0     7500
BROADVISION INC                COM              111412102    30594   179900 SH       DEFINED 02 06 10          0        0   179900
BROADVISION INC                COM              111412102   283409  1666500 SH       DEFINED 11 13 15          0        0  1666500
BROADVISION INC                COM              111412102    46035   270700 SH       DEFINED 20 26 32          0        0   270700
BROADVISION INC                COM              111412102    73696   433350 SH       DEFINED 03           428350        0     5000
BROADWING INC                  COM              111620100    24411   662000 SH       DEFINED 02 04 09          0        0   662000
BROADWING INC                  COM              111620100    11803   320100 SH       DEFINED 15                0        0   320100
BROADWING INC                  COM              111620100      909    24669 SH       DEFINED 37 03         24669        0        0
BROADWING INC                  PFD CV DEP1/20   111620407    15431   262100 SH       DEFINED 11 36             0        0   262100
BROADWING INC                  PFD CV DEP1/20   111620407     5810    98700 SH       DEFINED 03            78600        0    20100
BROCADE COMMUNICATIONS SYS INC COM              111621108   166964   943300 SH       DEFINED 02 04 11          0        0   943300
BROCADE COMMUNICATIONS SYS INC COM              111621108  1068690  6037800 SH       DEFINED 12 13 15          0        0  6037800
BROCADE COMMUNICATIONS SYS INC COM              111621108    38090   215200 SH       DEFINED 16 20 23          0        0   215200
BROCADE COMMUNICATIONS SYS INC COM              111621108    24337   137500 SH       DEFINED 28 32 34          0        0   137500
BROCADE COMMUNICATIONS SYS INC COM              111621108    55383   312900 SH       DEFINED 03           296210        0    16690
BROOKFIELD PPTYS CORP          COM              112900105     3830   365800 SH       DEFINED 09                0        0   365800
BROOKSTONE INC                 COM              114537103    13410   763600 SH       DEFINED 07 26             0        0   763600
BROWN & BROWN INC              COM              115236101     4386   114500 SH       DEFINED 07 13             0        0   114500
BROWN & BROWN INC              COM              115236101     9946   259625 SH       DEFINED 03           259625        0        0
BROWN FORMAN CORP              CL B             115637209    63971  1117400 SH       DEFINED 07 09 11          0        0  1117400
BROWN FORMAN CORP              CL B             115637209    13104   228900 SH       DEFINED 13 15 22          0        0   228900
BROWN FORMAN CORP              CL B             115637209     9062   158292 SH       DEFINED 03           150592        0     7700
BROWN TOM INC                  COM NEW          115660201      841    62900 SH       DEFINED 12 26 28          0        0    62900
BROWN SHOE INC NEW             COM              115736100     3896   275840 SH       DEFINED 12 23 28          0        0   275840
BRUNSWICK CORP                 COM              117043109    39932  1794700 SH       DEFINED 02 09 12          0        0  1794700
BRUNSWICK CORP                 COM              117043109    17649   793220 SH       DEFINED 22 03         89620        0   703600
BRUSH WELLMAN INC              COM              117421107     2323   138200 SH       DEFINED 15 28             0        0   138200
BUCKEYE TECHNOLOGIES INC       COM              118255108      297    20000 SH       DEFINED 26                0        0    20000
BUCKLE INC                     COM              118440106     4387   296200 SH       DEFINED 07                0        0   296200
BURLINGTON INDS INC            COM              121693105    13104  3276000 SH       DEFINED 05 28 30          0        0  3276000
BURLINGTON NORTHN SANTA FE CP  COM              12189T104    36719  1514200 SH       DEFINED 02 04 05          0        0  1514200
BURLINGTON NORTHN SANTA FE CP  COM              12189T104   218955  9029112 SH       DEFINED 06 07 09          0        0  9029112
BURLINGTON NORTHN SANTA FE CP  COM              12189T104   253158 10439520 SH       DEFINED 10 11 12          0        0 10439520
BURLINGTON NORTHN SANTA FE CP  COM              12189T104   251200 10358800 SH       DEFINED 15 16 18          0        0 10358800
BURLINGTON NORTHN SANTA FE CP  COM              12189T104   104809  4322030 SH       DEFINED 19 21 22          0        0  4322030
BURLINGTON NORTHN SANTA FE CP  COM              12189T104   156284  6444710 SH       DEFINED 23 27 28          0        0  6444710
BURLINGTON NORTHN SANTA FE CP  COM              12189T104    12357   509600 SH       DEFINED 30 34             0        0   509600
BURLINGTON NORTHN SANTA FE CP  COM              12189T104      152     6291 SH       DEFINED 37             6291        0        0
BURLINGTON NORTHN SANTA FE CP  COM              12189T104   111652  4604241 SH       DEFINED 03          3610911        0   993330
BURLINGTON RES INC             COM              122014103    12590   380800 SH       DEFINED 02 04 06          0        0   380800
BURLINGTON RES INC             COM              122014103   198342  5999025 SH       DEFINED 07 09 10          0        0  5999025
BURLINGTON RES INC             COM              122014103    32920   995697 SH       DEFINED 11 12 15          0        0   995697
BURLINGTON RES INC             COM              122014103    38388  1161100 SH       DEFINED 22 28 34          0        0  1161100
BURLINGTON RES INC             COM              122014103       98     3013 SH       DEFINED 37             3013        0        0
BURLINGTON RES INC             COM              122014103    12658   382856 SH       DEFINED 03           226956        0   155900
BURR BROWN CORP                COM              122574106     2871    79500 SH       DEFINED 26                0        0    79500
BUSH INDS INC                  CL A             123164105    15070   876800 SH       DEFINED 07                0        0   876800
BUSINESS OBJECTS S A           SPONSORED ADR    12328X107    39686   297000 SH       DEFINED 11 28             0        0   297000
BUTLER MFG CO DEL              COM              123655102     4117   184550 SH       DEFINED 13 28             0        0   184550
BUTLER MFG CO DEL              COM              123655102     4839   216900 SH       DEFINED 03           216900        0        0
C&D TECHNOLOGIES INC           COM              124661109    23128   544200 SH       DEFINED 07 20 26          0        0   544200
C&D TECHNOLOGIES INC           COM              124661109      165     3900 SH       DEFINED 32                0        0     3900
C&D TECHNOLOGIES INC           COM              124661109    21207   499000 SH       DEFINED 03           499000        0        0
CAIS INTERNET INC              COM              12476Q102    17877   503600 SH       DEFINED 02 16 34          0        0   503600
CBL & ASSOC PPTYS INC          COM              124830100    52648  2552639 SH       DEFINED 09 16 35          0        0  2552639
CBL & ASSOC PPTYS INC          COM              124830100     4820   233700 SH       DEFINED 03           233700        0        0
CBT GROUP PUB LTD              SPON ADR NEW     124853300    13400   400000 SH       DEFINED 16                0        0   400000
CBT GROUP PUB LTD              SPON ADR NEW     124853300        2       71 SH       DEFINED 37               71        0        0
CCB FINL CORP                  COM              124875105     2278    52300 SH       DEFINED 15                0        0    52300
CCB FINL CORP                  COM              124875105     2635    60500 SH       DEFINED 03            60500        0        0
CBS CORP                       COM              12490K107   107035  1674060 SH       DEFINED 02 04 05          0        0  1674060
CBS CORP                       COM              12490K107   604683  9457414 SH       DEFINED 06 07 09          0        0  9457414
CBS CORP                       COM              12490K107  1267764 19828182 SH       DEFINED 10 11 12          0        0 19828182
CBS CORP                       COM              12490K107   781692 12225881 SH       DEFINED 13 15 16          0        0 12225881
CBS CORP                       COM              12490K107   814753 12742962 SH       DEFINED 18 19 20          0        0 12742962
CBS CORP                       COM              12490K107   310015  4848727 SH       DEFINED 21 22 23          0        0  4848727
CBS CORP                       COM              12490K107   197868  3094717 SH       DEFINED 26 27 28          0        0  3094717
CBS CORP                       COM              12490K107   174140  2723612 SH       DEFINED 29 30 32          0        0  2723612
CBS CORP                       COM              12490K107      802    12549 SH       DEFINED 34                0        0    12549
CBS CORP                       COM              12490K107     2505    39300 SH       DEFINED 37            39300        0        0
CBS CORP                       COM              12490K107   261966  4097235 SH       DEFINED 03          3039211        0  1058024
CCBT FINL COS INC              COM              12500Q102      199    13000 SH       DEFINED 13                0        0    13000
CCBT FINL COS INC              COM              12500Q102      305    19900 SH       DEFINED 03            19900        0        0
C COR NET CORP                 COM              125010108     3317    43300 SH       DEFINED 03            43300        0        0
C-CUBE MICROSYSTEMS INC        COM              125015107    28155   452300 SH       DEFINED 22 28             0        0   452300
C D I CORP                     COM              125071100      837    34700 SH       DEFINED 28                0        0    34700
CDNOW INC NEW                  COM              125086108      410    41600 SH       DEFINED 07                0        0    41600
CDNOW INC NEW                  COM              125086108      216    21900 SH       DEFINED 03            18000        0     3900
CDW COMPUTER CTRS INC          COM              125129106    39416   501320 SH       DEFINED 02 15 19          0        0   501320
CDW COMPUTER CTRS INC          COM              125129106   164790  2095900 SH       DEFINED 21 22 28          0        0  2095900
CDW COMPUTER CTRS INC          COM              125129106     8330   105950 SH       DEFINED 03           105950        0        0
CEC ENTMT INC                  COM              125137109     3484   122800 SH       DEFINED 02 13 15          0        0   122800
CEC ENTMT INC                  COM              125137109    56118  1977750 SH       DEFINED 20 23 26          0        0  1977750
CEC ENTMT INC                  COM              125137109     6692   235850 SH       DEFINED 32 34             0        0   235850
CEC ENTMT INC                  COM              125137109    12771   450100 SH       DEFINED 03           450100        0        0
CFC INTL INC                   COM              125252106      320    52400 SH       DEFINED 07                0        0    52400
C H ROBINSON WORLDWIDE INC     COM              12541W100   107026  2692500 SH       DEFINED 20 32             0        0  2692500
C H ROBINSON WORLDWIDE INC     COM              12541W100     9921   249600 SH       DEFINED 03           249600        0        0
CIGNA CORP                     COM              125509109   102411  1271200 SH       DEFINED 02 05 06          0        0  1271200
CIGNA CORP                     COM              125509109    98926  1227950 SH       DEFINED 07 09 12          0        0  1227950
CIGNA CORP                     COM              125509109   285924  3549100 SH       DEFINED 13 15 16          0        0  3549100
CIGNA CORP                     COM              125509109    95218  1181920 SH       DEFINED 19 20 22          0        0  1181920
CIGNA CORP                     COM              125509109   459003  5697480 SH       DEFINED 23 26 28          0        0  5697480
CIGNA CORP                     COM              125509109    33114   411040 SH       DEFINED 30 32 34          0        0   411040
CIGNA CORP                     COM              125509109   144208  1790064 SH       DEFINED 37 03       1549744        0   240320
CKE RESTAURANTS INC            SB NT CV 4.25%04 12561EAB1     6853 13180000 PRN      DEFINED 27 36             0        0        0
CKE RESTAURANTS INC            SB NT CV 4.25%04 12561EAB1     1726  3320000 PRN      DEFINED 03                0        0        0
CKE RESTAURANTS INC            COM              12561E105     2711   461600 SH       DEFINED 28                0        0   461600
CK WITCO CORP                  COM              12562C108    57585  4305430 SH       DEFINED 09 12 15          0        0  4305430
CK WITCO CORP                  COM              12562C108    28807  2153865 SH       DEFINED 22 34 03    1013933        0  1139932
CMGI INC                       COM              125750109   449811  1624600 SH       DEFINED 02 12 13          0        0  1624600
CMGI INC                       COM              125750109   171081   617900 SH       DEFINED 15 21 28          0        0   617900
CMGI INC                       COM              125750109    42389   153100 SH       DEFINED 29 34             0        0   153100
CMGI INC                       COM              125750109   689335  2489700 SH       DEFINED 03          2391900        0    97800
CMP GROUP INC                  COM              125887109     4415   160200 SH       DEFINED 07                0        0   160200
CMP GROUP INC                  COM              125887109     6548   237600 SH       DEFINED 03           237600        0        0
CMS ENERGY CORP                COM              125896100   105067  3368900 SH       DEFINED 02 07 09          0        0  3368900
CMS ENERGY CORP                COM              125896100    60728  1947200 SH       DEFINED 11 12 15          0        0  1947200
CMS ENERGY CORP                COM              125896100    85731  2748920 SH       DEFINED 16 18 19          0        0  2748920
CMS ENERGY CORP                COM              125896100    22872   733390 SH       DEFINED 22 27 28          0        0   733390
CMS ENERGY CORP                COM              125896100    18976   608451 SH       DEFINED 30 34 03     385051        0   223400
CNET INC                       COM              125945105    39895   703000 SH       DEFINED 02 13 15          0        0   703000
CNET INC                       COM              125945105     6946   122400 SH       DEFINED 26 28 34          0        0   122400
CNET INC                       COM              125945105     4948    87200 SH       DEFINED 03            44200        0    43000
CNA SURETY CORP                COM              12612L108      338    26000 SH       DEFINED 23                0        0    26000
CNF TRANSN INC                 COM              12612W104    25198   730400 SH       DEFINED 02 10 11          0        0   730400
CNF TRANSN INC                 COM              12612W104   111387  3228620 SH       DEFINED 12 15 19          0        0  3228620
CNF TRANSN INC                 COM              12612W104    43813  1269945 SH       DEFINED 21 23 34          0        0  1269945
CNF TRANSN INC                 COM              12612W104    27392   794001 SH       DEFINED 37 03        128756        0   665245
CPAC INC                       COM              126145101     5549   683000 SH       DEFINED 07                0        0   683000
C P CLARE CORP                 COM              12615K107      630    60000 SH       DEFINED 12                0        0    60000
CSX CORP                       COM              126408103   228394  7279500 SH       DEFINED 07 09 10          0        0  7279500
CSX CORP                       COM              126408103    59590  1899300 SH       DEFINED 11 12 15          0        0  1899300
CSX CORP                       COM              126408103    27639   880950 SH       DEFINED 22 34             0        0   880950
CSX CORP                       COM              126408103        6      200 SH       DEFINED 37              200        0        0
CSX CORP                       COM              126408103    14277   455072 SH       DEFINED 03           220772        0   234300
CTC COMMUNICATIONS GROUP INC   COM              126419100      780    20000 SH       DEFINED 15                0        0    20000
CTS CORP                       COM              126501105    12768   169400 SH       DEFINED 02 12 13          0        0   169400
CTS CORP                       COM              126501105    19678   261080 SH       DEFINED 23 26 28          0        0   261080
CTS CORP                       COM              126501105    14615   193900 SH       DEFINED 03           193900        0        0
CVS CORP                       COM              126650100   223871  5605546 SH       DEFINED 02 05 06          0        0  5605546
CVS CORP                       COM              126650100   446636 11183376 SH       DEFINED 07 10 13          0        0 11183376
CVS CORP                       COM              126650100   302784  7581460 SH       DEFINED 15 16 19          0        0  7581460
CVS CORP                       COM              126650100   851108 21311016 SH       DEFINED 20 28 30          0        0 21311016
CVS CORP                       COM              126650100   150873  3777732 SH       DEFINED 32 34             0        0  3777732
CVS CORP                       COM              126650100    72160  1806901 SH       DEFINED 37 03       1378711        0   428190
CV THERAPEUTICS INC            COM              126667104    33201  1273900 SH       DEFINED 09 13 15          0        0  1273900
CV THERAPEUTICS INC            COM              126667104     6740   258640 SH       DEFINED 16 28 30          0        0   258640
CABLE & WIRELESS PUB LTD CO    SPONSORED ADR    126830207   110893  2094800 SH       DEFINED 19 20 21          0        0  2094800
CABLE & WIRELESS PUB LTD CO    SPONSORED ADR    126830207    21212   400700 SH       DEFINED 32                0        0   400700
CABLEVISION SYS CORP           CL A             12686C109    15213   201500 SH       DEFINED 02 06 09          0        0   201500
CABLEVISION SYS CORP           CL A             12686C109    88466  1171740 SH       DEFINED 11 13 15          0        0  1171740
CABLEVISION SYS CORP           CL A             12686C109    83018  1099580 SH       DEFINED 16 19 21          0        0  1099580
CABLEVISION SYS CORP           CL A             12686C109   128463  1701500 SH       DEFINED 22 26 28          0        0  1701500
CABLEVISION SYS CORP           CL A             12686C109      187     2480 SH       DEFINED 30 34             0        0     2480
CABLEVISION SYS CORP           CL A             12686C109    89314  1182970 SH       DEFINED 03           911770        0   271200
CABLETRON SYS INC              COM              126920107    43373  1668200 SH       DEFINED 02 05 06          0        0  1668200
CABLETRON SYS INC              COM              126920107    13818   531500 SH       DEFINED 07 11 12          0        0   531500
CABLETRON SYS INC              COM              126920107    25225   970195 SH       DEFINED 13 15 21          0        0   970195
CABLETRON SYS INC              COM              126920107     4848   186500 SH       DEFINED 28                0        0   186500
CABLETRON SYS INC              COM              126920107    11960   460034 SH       DEFINED 03           341134        0   118900
CABLE DESIGN TECHNOLOGIES CORP COM              126924109    43917  1909450 SH       DEFINED 07 28             0        0  1909450
CABLE DESIGN TECHNOLOGIES CORP COM              126924109    12368   537750 SH       DEFINED 03           537750        0        0
CADILLAC FAIRVIEW CORP         COM              126929207      530    23100 SH       DEFINED 02                0        0    23100
CACHEFLOW INC                  COM              126946102     4600    35200 SH       DEFINED 02 10 12          0        0    35200
CACHEFLOW INC                  COM              126946102    27771   212500 SH       DEFINED 13 15 16          0        0   212500
CACHEFLOW INC                  COM              126946102     1999    15300 SH       DEFINED 28 29             0        0    15300
CABOT CORP                     COM              127055101    81451  3997600 SH       DEFINED 05 08 12          0        0  3997600
CABOT CORP                     COM              127055101    56446  2770400 SH       DEFINED 28 30 03          0        0  2770400
CABOT OIL & GAS CORP           CL A             127097103     5271   328200 SH       DEFINED 02 12 15          0        0   328200
CABOT OIL & GAS CORP           CL A             127097103     1831   114000 SH       DEFINED 29 34             0        0   114000
CABOT OIL & GAS CORP           CL A             127097103     2958   184200 SH       DEFINED 03           139500        0    44700
CACI INTL INC                  CL A             127190304      495    21900 SH       DEFINED 02 26             0        0    21900
CACI INTL INC                  CL A             127190304     1746    77200 SH       DEFINED 03            77200        0        0
CADENCE DESIGN SYSTEM INC      COM              127387108    47265  1969400 SH       DEFINED 07 09 13          0        0  1969400
CADENCE DESIGN SYSTEM INC      COM              127387108   248373 10348900 SH       DEFINED 15 28 29          0        0 10348900
CADENCE DESIGN SYSTEM INC      COM              127387108      193     8070 SH       DEFINED 30 37             0        0     8070
CADENCE DESIGN SYSTEM INC      COM              127387108    27463  1144300 SH       DEFINED 03          1077900        0    66400
CAERE CORP                     COM              127646107      182    25000 SH       DEFINED 07                0        0    25000
CAGLES INC                     CL A             127703106     2470   217200 SH       DEFINED 07                0        0   217200
CAL DIVE INTL INC              COM              127914109     4408   133100 SH       DEFINED 13                0        0   133100
CAL DIVE INTL INC              COM              127914109     7135   215400 SH       DEFINED 03           215400        0        0
CALGON CARBON CORP             COM              129603106      391    66000 SH       DEFINED 15                0        0    66000
CALICO COMM INC                COM              129897104     5217    98440 SH       DEFINED 10 15             0        0    98440
CALIFORNIA AMPLIFIER INC       COM              129900106    30996  1178000 SH       DEFINED 04 09 15          0        0  1178000
CALIFORNIA AMPLIFIER INC       COM              129900106     1497    56900 SH       DEFINED 26 28 30          0        0    56900
CALIFORNIA FED BK FSB LOS ANGL CONT LITIG REC   130209604       33    24640 SH       DEFINED 26                0        0    24640
CALIFORNIA FED BK FSB LOS ANGL 2ND CONT LITIG   130209703       28    38540 SH       DEFINED 26                0        0    38540
CALIPER TECHNOLOGIES CORP      COM              130876105     2376    35600 SH       DEFINED 02 10 12          0        0    35600
CALIPER TECHNOLOGIES CORP      COM              130876105    12615   189000 SH       DEFINED 15 23 26          0        0   189000
CALIPER TECHNOLOGIES CORP      COM              130876105       46      700 SH       DEFINED 28 34             0        0      700
CALLAWAY GOLF CO               COM              131193104    20683  1169400 SH       DEFINED 20 32             0        0  1169400
CALPINE CORP                   COM              131347106    31055   485241 SH       DEFINED 02 04 06          0        0   485241
CALPINE CORP                   COM              131347106   151564  2368200 SH       DEFINED 07 09 13          0        0  2368200
CALPINE CORP                   COM              131347106    82566  1290100 SH       DEFINED 15 16 21          0        0  1290100
CALPINE CORP                   COM              131347106    70531  1102060 SH       DEFINED 22 26 28          0        0  1102060
CALPINE CORP                   COM              131347106    15061   235330 SH       DEFINED 29 30 34          0        0   235330
CALPINE CORP                   COM              131347106    84428  1319202 SH       DEFINED 37 03       1057502        0   261700
CAMBIOR INC                    COM              13201L103       83    57900 SH       DEFINED 03            57900        0        0
CAMBREX CORP                   COM              132011107      385    11200 SH       DEFINED 15                0        0    11200
CAMBREX CORP                   COM              132011107     1029    29900 SH       DEFINED 03            29900        0        0
CAMBRIDGE TECH PARTNERS MASS   COM              132524109    12484   475600 SH       DEFINED 02 04 06          0        0   475600
CAMBRIDGE TECH PARTNERS MASS   COM              132524109    24066   916800 SH       DEFINED 09 13 15          0        0   916800
CAMBRIDGE TECH PARTNERS MASS   COM              132524109    41028  1563000 SH       DEFINED 16 20 28          0        0  1563000
CAMBRIDGE TECH PARTNERS MASS   COM              132524109    12080   460200 SH       DEFINED 30 32 34          0        0   460200
CAMBRIDGE TECH PARTNERS MASS   COM              132524109     2777   105800 SH       DEFINED 03           105800        0        0
CAMDEN PPTY TR                 SH BEN INT       133131102     1437    52500 SH       DEFINED 03            52500        0        0
CAMERON ASHLEY BUILDING PRODS  COM              133290106     8464   846400 SH       DEFINED 07 28             0        0   846400
CAMPBELL SOUP CO               COM              134429109     9145   236403 SH       DEFINED 15 31 32          0        0   236403
CAMPBELL SOUP CO               COM              134429109    13256   342660 SH       DEFINED 03           342660        0        0
CANADIAN 88 ENERGY CORP        COM NEW          13566G509     2759  2000000 SH       DEFINED 02                0        0  2000000
CANADIAN PAC LTD NEW           COM              135923100    35522  1657960 SH       DEFINED 02 07 15          0        0  1657960
CANADIAN PAC LTD NEW           COM              135923100     5193   242000 SH       DEFINED 19 21             0        0   242000
CANADIAN PAC LTD NEW           COM              135923100      269    12550 SH       DEFINED 03            12550        0        0
CDN IMPERIAL BK OF COMMERCE    COM              136069101     2894   121610 SH       DEFINED 02 07             0        0   121610
CDN IMPERIAL BK OF COMMERCE    COM              136069101      233     9790 SH       DEFINED 03             9790        0        0
CANADIAN NATL RY CO            COM              136375102   125100  4744900 SH       DEFINED 02 12 15          0        0  4744900
CANADIAN NATL RY CO            COM              136375102    71572  2710580 SH       DEFINED 20 21 22          0        0  2710580
CANADIAN NATL RY CO            COM              136375102    36650  1388000 SH       DEFINED 28 32 34          0        0  1388000
CANADIAN NATL RY CO            COM              136375102    19741   754900 SH       DEFINED 03           580900        0   174000
CANADIAN NATL RY CO            PFD CV 063029    136375409     7350   175000 SH       DEFINED 12                0        0   175000
CANADIAN OCCIDENTAL PETE LTD   COM              136420106     3019   153340 SH       DEFINED 02 07 15          0        0   153340
CANADIAN OCCIDENTAL PETE LTD   COM              136420106     2042   103700 SH       DEFINED 34                0        0   103700
CANADIAN OCCIDENTAL PETE LTD   COM              136420106      125     6350 SH       DEFINED 03             6350        0        0
CANANDAIGUA BRANDS INC         CL A             137219200    65300  1280400 SH       DEFINED 02 09 12          0        0  1280400
CANANDAIGUA BRANDS INC         CL A             137219200     8511   166900 SH       DEFINED 15 21 26          0        0   166900
CANANDAIGUA BRANDS INC         CL A             137219200      738    14490 SH       DEFINED 28 30 34          0        0    14490
CANANDAIGUA BRANDS INC         CL A             137219200     6854   134400 SH       DEFINED 03           134400        0        0
CANNON EXPRESS INC             COM              137694105      669   255100 SH       DEFINED 07                0        0   255100
CANON INC                      ADR              138006309      283     7000 SH       DEFINED 19                0        0     7000
CANON INC                      ADR              138006309        4      120 SH       DEFINED 37              120        0        0
CAPITAL AUTOMOTIVE REIT        COM SH BEN INT   139733109      487    40000 SH       DEFINED 26                0        0    40000
CAPITAL ONE FINL CORP          COM              14040H105    43368   900000 SH       DEFINED 13                0        0   900000
CAPITAL ONE FINL CORP          COM              14040H105     7513   155932 SH       DEFINED 37 03        155932        0        0
CAPITAL TRUST INC MD           COM              14052H100     8178  1635782 SH       DEFINED 16                0        0  1635782
CAPSTEAD MTG CORP              COM              14067E100     1365   326000 SH       DEFINED 35                0        0   326000
CARBO CERAMICS INC             COM              140781105    13142   600800 SH       DEFINED 07 15             0        0   600800
CARAUSTAR INDS INC             COM              140909102       36     1500 SH       DEFINED 15                0        0     1500
CAPSTAR HOTEL CO               SUB NT CV4.75%04 140918AC7     1665  2250000 PRN      DEFINED 33                0        0        0
CAPSTAR HOTEL CO               SUB NT CV4.75%04 140918AC7     1295  1750000 PRN      DEFINED 03                0        0        0
CARDINAL HEALTH INC            COM              14149Y108   230186  4808073 SH       DEFINED 02 05 06          0        0  4808073
CARDINAL HEALTH INC            COM              14149Y108   377025  7875214 SH       DEFINED 07 09 10          0        0  7875214
CARDINAL HEALTH INC            COM              14149Y108   725152 15146790 SH       DEFINED 13 15 16          0        0 15146790
CARDINAL HEALTH INC            COM              14149Y108    20055   418917 SH       DEFINED 19 20 21          0        0   418917
CARDINAL HEALTH INC            COM              14149Y108   537685 11231026 SH       DEFINED 22 23 28          0        0 11231026
CARDINAL HEALTH INC            COM              14149Y108    48935  1022161 SH       DEFINED 30 32 34          0        0  1022161
CARDINAL HEALTH INC            COM              14149Y108       18      394 SH       DEFINED 37              394        0        0
CARDINAL HEALTH INC            COM              14149Y108    52172  1089763 SH       DEFINED 03           756619        0   333144
CAREER EDUCATION CORP          COM              141665109      614    16000 SH       DEFINED 02 26             0        0    16000
CAREERBUILDER INC              COM              141684100        0      150 SH       DEFINED 30                0        0      150
CAREINSITE INC                 COM              14170M106      998    12400 SH       DEFINED 15                0        0    12400
CAREINSITE INC                 COM              14170M106       16      200 SH       DEFINED 03              200        0        0
CAREMARK RX INC                COM              141705103    45141  8916900 SH       DEFINED 02 04 06          0        0  8916900
CAREMARK RX INC                COM              141705103    61879 12223140 SH       DEFINED 12 13 15          0        0 12223140
CAREMARK RX INC                COM              141705103     6669  1317400 SH       DEFINED 21 26 34          0        0  1317400
CAREMARK RX INC                COM              141705103     6510  1286064 SH       DEFINED 37 03       1286064        0        0
CARLISLE COS INC               COM              142339100       84     2350 SH       DEFINED 15 30 34          0        0     2350
CARLTON COMMUNICATIONS PLC     ADR              142872209        3       70 SH       DEFINED 37               70        0        0
CARMIKE CINEMAS INC            CL A             143436103      407    52100 SH       DEFINED 03            52100        0        0
CARNIVAL CORP                  COM              143658102    98933  2069200 SH       DEFINED 02 05 06          0        0  2069200
CARNIVAL CORP                  COM              143658102    16978   355100 SH       DEFINED 07 11 15          0        0   355100
CARNIVAL CORP                  COM              143658102    31025   648900 SH       DEFINED 23 28 34          0        0   648900
CARNIVAL CORP                  COM              143658102    30447   636839 SH       DEFINED 37 03        532039        0   104800
CAROLINA PWR & LT CO           COM              144141108     3833   125958 SH       DEFINED 03           125958        0        0
CARRAMERICA RLTY CORP          COM              144418100     1161    55000 SH       DEFINED 03            55000        0        0
CARRIER ACCESS CORP            COM              144460102    20940   311100 SH       DEFINED 02 11 15          0        0   311100
CARRIER ACCESS CORP            COM              144460102     5553    82500 SH       DEFINED 26                0        0    82500
CASCADE NAT GAS CORP           COM              147339105      599    37200 SH       DEFINED 15                0        0    37200
CASELLA WASTE SYS INC          CL A             147448104      617    32705 SH       DEFINED 15                0        0    32705
CASELLA WASTE SYS INC          CL A             147448104    17275   915244 SH       DEFINED 03           915244        0        0
CASEYS GEN STORES INC          COM              147528103     1555   149000 SH       DEFINED 03           149000        0        0
CASS COML CORP                 COM              147741102      123     6200 SH       DEFINED 37             6200        0        0
CASTLE ENERGY CORP             COM PAR$0.50N    148449309    10118   398750 SH       DEFINED 07                0        0   398750
CATALINA MARKETING CORP        COM              148867104    50304   434600 SH       DEFINED 20 32             0        0   434600
CATALYST INTL INC              COM              14887T105     2929   229800 SH       DEFINED 12                0        0   229800
CATALYST INTL INC              COM              14887T105     2150   168700 SH       DEFINED 03           168700        0        0
CATALYTICA INC                 COM              148885106      492    36300 SH       DEFINED 15                0        0    36300
CATAPULT COMMUNICATIONS CORP   COM              149016107     2507   252360 SH       DEFINED 09 28 30          0        0   252360
CATELLUS DEV CORP              COM              149111106     3333   260200 SH       DEFINED 09 15 35          0        0   260200
CATELLUS DEV CORP              COM              149111106     9688   756200 SH       DEFINED 03           756200        0        0
CATERPILLAR INC DEL            COM              149123101    48102  1022100 SH       DEFINED 02 04 05          0        0  1022100
CATERPILLAR INC DEL            COM              149123101   121011  2571300 SH       DEFINED 06 07 09          0        0  2571300
CATERPILLAR INC DEL            COM              149123101   110610  2350300 SH       DEFINED 10 11 13          0        0  2350300
CATERPILLAR INC DEL            COM              149123101    72497  1540460 SH       DEFINED 15 16 19          0        0  1540460
CATERPILLAR INC DEL            COM              149123101    51656  1097606 SH       DEFINED 21 22 23          0        0  1097606
CATERPILLAR INC DEL            COM              149123101   130433  2771500 SH       DEFINED 27 28 29          0        0  2771500
CATERPILLAR INC DEL            COM              149123101    15168   322300 SH       DEFINED 30 34             0        0   322300
CATERPILLAR INC DEL            COM              149123101       71     1555 SH       DEFINED 37             1555        0        0
CATERPILLAR INC DEL            COM              149123101    84934  1804720 SH       DEFINED 03          1674720        0   130000
CATHAY BANCORP INC             COM              149150104    12045   293800 SH       DEFINED 07                0        0   293800
CATHAY BANCORP INC             COM              149150104      307     7500 SH       DEFINED 03             7500        0        0
CATHERINES STORES CORP         COM              14916F100    13280   632400 SH       DEFINED 07                0        0   632400
CEDAR FAIR L P                 DEPOSITRY UNIT   150185106    12911   666400 SH       DEFINED 05 28 30          0        0   666400
CELL GENESYS INC               COM              150921104     1281   100000 SH       DEFINED 15                0        0   100000
CELLSTAR CORP                  COM              150925105      947    95900 SH       DEFINED 03            95900        0        0
CELESTICA INC                  SUB VTG SHS      15101Q108   178680  3204500 SH       DEFINED 02 04 06          0        0  3204500
CELESTICA INC                  SUB VTG SHS      15101Q108     5976   107015 SH       DEFINED 07 09 12          0        0   107015
CELESTICA INC                  SUB VTG SHS      15101Q108   213175  3816840 SH       DEFINED 15 19 20          0        0  3816840
CELESTICA INC                  SUB VTG SHS      15101Q108   226231  4050600 SH       DEFINED 21 22 23          0        0  4050600
CELESTICA INC                  SUB VTG SHS      15101Q108    84082  1505480 SH       DEFINED 26 28 30          0        0  1505480
CELESTICA INC                  SUB VTG SHS      15101Q108    22921   410400 SH       DEFINED 32                0        0   410400
CELESTICA INC                  SUB VTG SHS      15101Q108    13915   249180 SH       DEFINED 03            13780        0   235400
CELESTIAL SEASONINGS INC       COM              151016102     3018   162200 SH       DEFINED 02 12 15          0        0   162200
CELESTIAL SEASONINGS INC       COM              151016102     2610   140300 SH       DEFINED 26 30 34          0        0   140300
CELESTIAL SEASONINGS INC       COM              151016102     5348   287400 SH       DEFINED 03           287400        0        0
CELGENE CORP                   COM              151020104    18032   257600 SH       DEFINED 06 09 13          0        0   257600
CELGENE CORP                   COM              151020104     2957    42250 SH       DEFINED 15 28 30          0        0    42250
CELLEGY PHARMACEUTICALS INC    COM              15115L103     1193   353600 SH       DEFINED 15                0        0   353600
CEMEX S A                      WT EXP  121302   151290871        5     1368 SH       DEFINED 19                0        0     1368
CEMEX S A                      WT EXP  121302   151290871        4     1043 SH       DEFINED 03             1043        0        0
CEMEX S A                      SPON ADR 5 ORD   151290889     2176    78080 SH       DEFINED 02 07 19          0        0    78080
CEMEX S A                      SPON ADR 5 ORD   151290889    21472   770300 SH       DEFINED 21                0        0   770300
CEMEX S A                      SPON ADR 5 ORD   151290889      301    10800 SH       DEFINED 03            10800        0        0
CENDANT CORP                   COM              151313103    71437  2689400 SH       DEFINED 02 05 06          0        0  2689400
CENDANT CORP                   COM              151313103   468565 17640100 SH       DEFINED 07 09 10          0        0 17640100
CENDANT CORP                   COM              151313103    40207  1513691 SH       DEFINED 15 20 22          0        0  1513691
CENDANT CORP                   COM              151313103    21611   813600 SH       DEFINED 28 30 32          0        0   813600
CENDANT CORP                   COM              151313103       61     2300 SH       DEFINED 34                0        0     2300
CENDANT CORP                   COM              151313103       30     1185 SH       DEFINED 37             1185        0        0
CENDANT CORP                   COM              151313103    24908   937729 SH       DEFINED 03           663887        0   273842
CENTENNIAL CELLULAR CORP       CL A NEW         15133V208      414     5000 SH       DEFINED 20 32             0        0     5000
CENTERPOINT PPTYS TR           SH BEN INT       151895109    41399  1154000 SH       DEFINED 09 35             0        0  1154000
CENTERPOINT PPTYS TR           SH BEN INT       151895109    43598  1215300 SH       DEFINED 03          1210600        0     4700
CENTEX CONSTRUCTION PRODUCTS   COM              15231R109     2952    75700 SH       DEFINED 02 26             0        0    75700
CENTEX CORP                    COM              152312104    25092  1016400 SH       DEFINED 02 04 05          0        0  1016400
CENTEX CORP                    COM              152312104    33039  1338300 SH       DEFINED 07 10 15          0        0  1338300
CENTEX CORP                    COM              152312104   131301  5318550 SH       DEFINED 19 23 28          0        0  5318550
CENTEX CORP                    COM              152312104     5754   233100 SH       DEFINED 30 34             0        0   233100
CENTEX CORP                    COM              152312104     5280   213887 SH       DEFINED 03           197287        0    16600
CENTRAL & SOUTH WEST CORP      COM              152357109    31909  1595465 SH       DEFINED 09 22 03     179965        0  1415500
CENTRAL EUROPEAN EQUITY FD INC COM              153436100     4143   287000 SH       DEFINED 19 21 26          0        0   287000
CENTRAL NEWSPAPERS INC         CL A             154647101     5193   131900 SH       DEFINED 07 32 03          0        0   131900
CENTRAL PKG CORP               COM              154785109     3098   162000 SH       DEFINED 12 03             0        0   162000
CENTRAL VT PUB SVC CORP        COM              155771108     2202   207300 SH       DEFINED 07                0        0   207300
CENTURA BKS INC                COM              15640T100     3600    81600 SH       DEFINED 15                0        0    81600
CENTURYTEL INC                 COM              156700106    37307   787500 SH       DEFINED 02 04 05          0        0   787500
CENTURYTEL INC                 COM              156700106    98601  2081300 SH       DEFINED 06 09 12          0        0  2081300
CENTURYTEL INC                 COM              156700106    63960  1350100 SH       DEFINED 15 18 21          0        0  1350100
CENTURYTEL INC                 COM              156700106   105949  2236400 SH       DEFINED 22 28 30          0        0  2236400
CENTURYTEL INC                 COM              156700106     4761   100500 SH       DEFINED 34                0        0   100500
CENTURYTEL INC                 COM              156700106      140     3037 SH       DEFINED 37             3037        0        0
CENTURYTEL INC                 COM              156700106    21579   455503 SH       DEFINED 03           142103        0   313400
CEPHALON INC                   COM              156708109    30833   892100 SH       DEFINED 02 04 09          0        0   892100
CEPHALON INC                   COM              156708109    76023  2199581 SH       DEFINED 13 15 16          0        0  2199581
CEPHALON INC                   COM              156708109    18948   548240 SH       DEFINED 20 28 30          0        0   548240
CEPHALON INC                   COM              156708109     5513   159519 SH       DEFINED 32 34             0        0   159519
CEPHALON INC                   COM              156708109    10126   293000 SH       DEFINED 03           293000        0        0
CEPHALON INC                   PFD CV EX 144A   156708307     4045    40000 SH       DEFINED 11                0        0    40000
CERIDIAN CORP                  COM              15677T106    68642  3183400 SH       DEFINED 06 07 10          0        0  3183400
CERIDIAN CORP                  COM              15677T106   328538 15236582 SH       DEFINED 15 16 20          0        0 15236582
CERIDIAN CORP                  COM              15677T106    32277  1496920 SH       DEFINED 21 32             0        0  1496920
CERIDIAN CORP                  COM              15677T106     6841   317253 SH       DEFINED 37 03        278753        0    38500
CHAMPION ENTERPRISES INC       COM              158496109       37     4400 SH       DEFINED 15                0        0     4400
CHAMPION ENTERPRISES INC       COM              158496109       59     7000 SH       DEFINED 03             7000        0        0
CHAMPION INTL CORP             COM              158525105   104411  1685750 SH       DEFINED 02 04 09          0        0  1685750
CHAMPION INTL CORP             COM              158525105    64309  1038300 SH       DEFINED 12 15 18          0        0  1038300
CHAMPION INTL CORP             COM              158525105   155182  2505470 SH       DEFINED 19 20 21          0        0  2505470
CHAMPION INTL CORP             COM              158525105    99725  1610100 SH       DEFINED 22 23 26          0        0  1610100
CHAMPION INTL CORP             COM              158525105    34115   550810 SH       DEFINED 28 32 34          0        0   550810
CHAMPION INTL CORP             COM              158525105        8      150 SH       DEFINED 37              150        0        0
CHAMPION INTL CORP             COM              158525105    22433   362202 SH       DEFINED 03           192402        0   169800
CHAMPIONSHIP AUTO RACING TEAM  COM              158711101      975    42400 SH       DEFINED 13                0        0    42400
CHAMPIONSHIP AUTO RACING TEAM  COM              158711101     1584    68900 SH       DEFINED 03            68900        0        0
CHARLES RIVER ASSOCIATES       COM              159852102     4723   141000 SH       DEFINED 26                0        0   141000
CHARTER ONE FINL INC           COM              160903100    67253  3516515 SH       DEFINED 10 12 15          0        0  3516515
CHARTER ONE FINL INC           COM              160903100    36833  1925937 SH       DEFINED 16                0        0  1925937
CHARTER ONE FINL INC           COM              160903100    15304   800228 SH       DEFINED 37 03        778060        0    22168
CHARLOTTE RUSSE HLDG INC       COM              161048103      840    40000 SH       DEFINED 20 32             0        0    40000
CHARMING SHOPPES INC           SB NT CV  7.5%06 161133AA1     5444  5338000 PRN      DEFINED 09                0        0        0
CHARMING SHOPPES INC           SB NT CV  7.5%06 161133AA1      244   240000 PRN      DEFINED 03                0        0        0
CHARMING SHOPPES INC           COM              161133103    84485 12752600 SH       DEFINED 09 12 20          0        0 12752600
CHARMING SHOPPES INC           COM              161133103    13862  2092400 SH       DEFINED 22 32             0        0  2092400
CHARMING SHOPPES INC           COM              161133103      237    35900 SH       DEFINED 03            16600        0    19300
CHART INDS INC                 COM              16115Q100     3402   850600 SH       DEFINED 07                0        0   850600
CHARTER COMMUNICATIONS INC DEL CL A             16117M107    66447  3037600 SH       DEFINED 10 20 32          0        0  3037600
CHARTERED SEMICONDUCTOR MFG    ADR              16133R106    82636  1132000 SH       DEFINED 02 09 13          0        0  1132000
CHARTERED SEMICONDUCTOR MFG    ADR              16133R106   114792  1572500 SH       DEFINED 15 16 21          0        0  1572500
CHARTERED SEMICONDUCTOR MFG    ADR              16133R106   102309  1401500 SH       DEFINED 22 28 30          0        0  1401500
CHARTERED SEMICONDUCTOR MFG    ADR              16133R106     8833   121000 SH       DEFINED 03           116400        0     4600
CHASE CORP                     COM              16150R104     3650   335700 SH       DEFINED 07                0        0   335700
CHASE INDS INC                 COM              161568100     7379   908200 SH       DEFINED 07                0        0   908200
CHASE MANHATTAN CORP NEW       COM              16161A108   194242  2500300 SH       DEFINED 02 04 05          0        0  2500300
CHASE MANHATTAN CORP NEW       COM              16161A108  1432223 18435700 SH       DEFINED 06 07 09          0        0 18435700
CHASE MANHATTAN CORP NEW       COM              16161A108  2096505 26986400 SH       DEFINED 10 11 12          0        0 26986400
CHASE MANHATTAN CORP NEW       COM              16161A108   518074  6668700 SH       DEFINED 13 15 16          0        0  6668700
CHASE MANHATTAN CORP NEW       COM              16161A108   209034  2690710 SH       DEFINED 18 19 20          0        0  2690710
CHASE MANHATTAN CORP NEW       COM              16161A108   326458  4202200 SH       DEFINED 21 22 23          0        0  4202200
CHASE MANHATTAN CORP NEW       COM              16161A108   132339  1703480 SH       DEFINED 27 28 30          0        0  1703480
CHASE MANHATTAN CORP NEW       COM              16161A108   117486  1512300 SH       DEFINED 32 34             0        0  1512300
CHASE MANHATTAN CORP NEW       COM              16161A108      848    10867 SH       DEFINED 37            10867        0        0
CHASE MANHATTAN CORP NEW       COM              16161A108   238471  3069626 SH       DEFINED 03          2293330        0   776296
CHECKFREE HLDGS CORP           SUB NT CV 144A06 162816AA0     3768  2400000 PRN      DEFINED 11                0        0        0
CHECKFREE HLDGS CORP           COM              162816102   183021  1751400 SH       DEFINED 02 06 13          0        0  1751400
CHECKFREE HLDGS CORP           COM              162816102    51675   494500 SH       DEFINED 15 16 20          0        0   494500
CHECKFREE HLDGS CORP           COM              162816102    11913   114000 SH       DEFINED 29 32 34          0        0   114000
CHECKFREE HLDGS CORP           COM              162816102    95115   910200 SH       DEFINED 03           910200        0        0
CHECKPOINT SYS INC             SB DB CV 5.25%05 162825AB9     1420  2000000 PRN      DEFINED 11                0        0        0
CHEESECAKE FACTORY INC         COM              163072101     4245   121300 SH       DEFINED 13 26             0        0   121300
CHEESECAKE FACTORY INC         COM              163072101     3853   110100 SH       DEFINED 03           110100        0        0
CHELSEA GCA RLTY INC           COM              163262108     3254   109400 SH       DEFINED 03           109400        0        0
CHEMDEX CORP                   COM              163595101    47319   426300 SH       DEFINED 02 13 15          0        0   426300
CHEMDEX CORP                   COM              163595101      122     1100 SH       DEFINED 34                0        0     1100
CHEMDEX CORP                   COM              163595101    30425   274100 SH       DEFINED 03           274100        0        0
CHESAPEAKE CORP                COM              165159104    11745   385100 SH       DEFINED 12 15             0        0   385100
CHESAPEAKE ENERGY CORP         COM              165167107     2279   959700 SH       DEFINED 04 22 26          0        0   959700
CHESAPEAKE ENERGY CORP         PFD CONV 144A    165167206     3842   148500 SH       DEFINED 25 36             0        0   148500
CHESAPEAKE ENERGY CORP         PFD CONV 144A    165167206      398    15400 SH       DEFINED 03            12000        0     3400
CHESAPEAKE ENERGY CORP         PFD CONV 7%      165167305    18386   710600 SH       DEFINED 15 22 25          0        0   710600
CHESAPEAKE ENERGY CORP         PFD CONV 7%      165167305      610    23600 SH       DEFINED 27 36             0        0    23600
CHESAPEAKE ENERGY CORP         PFD CONV 7%      165167305      269    10400 SH       DEFINED 03             8300        0     2100
CHEVRON CORPORATION            COM              166751107    93537  1079800 SH       DEFINED 02 05 06          0        0  1079800
CHEVRON CORPORATION            COM              166751107   244893  2827051 SH       DEFINED 07 08 09          0        0  2827051
CHEVRON CORPORATION            COM              166751107   613235  7079200 SH       DEFINED 10 12 15          0        0  7079200
CHEVRON CORPORATION            COM              166751107   287818  3322581 SH       DEFINED 16 19 22          0        0  3322581
CHEVRON CORPORATION            COM              166751107   121284  1400110 SH       DEFINED 23 27 28          0        0  1400110
CHEVRON CORPORATION            COM              166751107    51853   598600 SH       DEFINED 30 31 32          0        0   598600
CHEVRON CORPORATION            COM              166751107    16545   191000 SH       DEFINED 34                0        0   191000
CHEVRON CORPORATION            COM              166751107     1036    12120 SH       DEFINED 37            12120        0        0
CHEVRON CORPORATION            COM              166751107   114108  1317274 SH       DEFINED 03          1066693        0   250581
CHICOS FAS INC                 COM              168615102     5643   150000 SH       DEFINED 07                0        0   150000
CHICOS FAS INC                 COM              168615102     2581    68600 SH       DEFINED 03            68600        0        0
CHILDTIME LEARNING CTRS INC    COM              168820108     6103   493200 SH       DEFINED 26                0        0   493200
CHILE FD INC                   COM              168834109     4893   435000 SH       DEFINED 19 21             0        0   435000
CHINA FD INC                   COM              169373107     1062   100000 SH       DEFINED 21                0        0   100000
CHINA TELECOM HONG KONG LTD    SPONSORED ADR    169428109    69758   542600 SH       DEFINED 13 19 22          0        0   542600
CHINA TELECOM HONG KONG LTD    SPONSORED ADR    169428109    44791   348400 SH       DEFINED 28                0        0   348400
CHINA TELECOM HONG KONG LTD    SPONSORED ADR    169428109    11750    91400 SH       DEFINED 03            91400        0        0
CHOICE HOTELS INTL INC         COM              169905106     4738   276700 SH       DEFINED 07 26             0        0   276700
CHOICE HOTELS INTL INC         COM              169905106     6673   389700 SH       DEFINED 03           389700        0        0
CHIQUITA BRANDS INTL INC       SDCV        7%01 170032AH9     1945  2740000 PRN      DEFINED 02 09 22          0        0        0
CHIQUITA BRANDS INTL INC       SDCV        7%01 170032AH9     8704 12260000 PRN      DEFINED 23 25 28          0        0        0
CHIQUITA BRANDS INTL INC       SDCV        7%01 170032AH9     1931  2720000 PRN      DEFINED 32                0        0        0
CHIQUITA BRANDS INTL INC       SDCV        7%01 170032AH9       21    30000 PRN      DEFINED 03                0        0        0
CHIQUITA BRANDS INTL INC       COM              170032106       48    10300 SH       DEFINED 03            10300        0        0
CHIQUITA BRANDS INTL INC       PFD A NON VTG    170032403     9252   474500 SH       DEFINED 09                0        0   474500
CHIQUITA BRANDS INTL INC       PFD A NON VTG    170032403      349    17900 SH       DEFINED 03             8000        0     9900
CHIQUITA BRANDS INTL INC       PFD CV B $3.75   170032502     4440   178500 SH       DEFINED 09                0        0   178500
CHIQUITA BRANDS INTL INC       PFD CV B $3.75   170032502       64     2600 SH       DEFINED 03             2600        0        0
CHIREX INC                     COM              170038103     3385   231500 SH       DEFINED 12 15 26          0        0   231500
CHIRON CORP                    COM              170040109    24831   586000 SH       DEFINED 02 09 12          0        0   586000
CHIRON CORP                    COM              170040109   396485  9356600 SH       DEFINED 13 15 16          0        0  9356600
CHIRON CORP                    COM              170040109   117008  2761270 SH       DEFINED 20 22 28          0        0  2761270
CHIRON CORP                    COM              170040109     7647   180470 SH       DEFINED 30 32 34          0        0   180470
CHIRON CORP                    COM              170040109    19993   471800 SH       DEFINED 37 03        464200        0     7600
CHRIS CRAFT INDS INC           COM              170520100    15463   214397 SH       DEFINED 07 12 13          0        0   214397
CHRIS CRAFT INDS INC           COM              170520100    11384   157847 SH       DEFINED 15 26 28          0        0   157847
CHRIS CRAFT INDS INC           COM              170520100    25187   349226 SH       DEFINED 03           335826        0    13400
CHROMCRAFT REVINGTON INC       COM              171117104     4399   419000 SH       DEFINED 07                0        0   419000
CHUBB CORP                     COM              171232101    32785   582200 SH       DEFINED 02 09 10          0        0   582200
CHUBB CORP                     COM              171232101     6492   115300 SH       DEFINED 15 16 28          0        0   115300
CHUBB CORP                     COM              171232101     3006    53390 SH       DEFINED 30 34             0        0    53390
CHUBB CORP                     COM              171232101     7882   139981 SH       DEFINED 37 03        139981        0        0
CHURCH & DWIGHT INC            COM              171340102    14472   542300 SH       DEFINED 02 18 26          0        0   542300
CIBER INC                      COM              17163B102      627    22800 SH       DEFINED 03            22800        0        0
CIENA CORP                     COM              171779101    28249   491300 SH       DEFINED 02 09 12          0        0   491300
CIENA CORP                     COM              171779101   331108  5758400 SH       DEFINED 13 15 28          0        0  5758400
CIENA CORP                     COM              171779101       59     1040 SH       DEFINED 30                0        0     1040
CINAR CORP                     SUB VTG SHS B    171905300   107777  4406600 SH       DEFINED 02 09 19          0        0  4406600
CINAR CORP                     SUB VTG SHS B    171905300    17287   705600 SH       DEFINED 21 22 28          0        0   705600
CINAR CORP                     SUB VTG SHS B    171905300        2       90 SH       DEFINED 30                0        0       90
CINAR CORP                     SUB VTG SHS B    171905300      753    30760 SH       DEFINED 37            30760        0        0
CINAR CORP                     SUB VTG SHS B    171905300     3376   137800 SH       DEFINED 03                0        0   137800
CINCINNATI FINL CORP           COM              172062101     4073   130619 SH       DEFINED 37 03        130619        0        0
CINERGY CORP                   COM              172474108    41125  1704664 SH       DEFINED 09 22 03     140030        0  1564634
CIPRICO INC                    COM              172529109     3881   335700 SH       DEFINED 26 28             0        0   335700
CIPRICO INC                    COM              172529109      734    63500 SH       DEFINED 03            63500        0        0
CIRCLE INTL GROUP INC          COM              172574105       60     2700 SH       DEFINED 15                0        0     2700
CIRCLE INTL GROUP INC          COM              172574105     5564   250100 SH       DEFINED 03           250100        0        0
CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108   133173  2955300 SH       DEFINED 02 05 10          0        0  2955300
CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108   106180  2356300 SH       DEFINED 15 20 23          0        0  2356300
CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108   240165  5329600 SH       DEFINED 28 30 32          0        0  5329600
CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108      225     5000 SH       DEFINED 34                0        0     5000
CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108    13836   307061 SH       DEFINED 37 03        171561        0   135500
CISCO SYS INC                  COM              17275R102   294181  2746150 SH       DEFINED 02 04 05          0        0  2746150
CISCO SYS INC                  COM              17275R102  3246707 30307650 SH       DEFINED 06 07 10          0        0 30307650
CISCO SYS INC                  COM              17275R102  1609800 15027312 SH       DEFINED 11 12 13          0        0 15027312
CISCO SYS INC                  COM              17275R102  3631863 33903046 SH       DEFINED 15 16 19          0        0 33903046
CISCO SYS INC                  COM              17275R102  1904173 17775248 SH       DEFINED 20 21 22          0        0 17775248
CISCO SYS INC                  COM              17275R102   368014  3435377 SH       DEFINED 23 26 27          0        0  3435377
CISCO SYS INC                  COM              17275R102   978693  9135994 SH       DEFINED 28 30 32          0        0  9135994
CISCO SYS INC                  COM              17275R102   178239  1663850 SH       DEFINED 34                0        0  1663850
CISCO SYS INC                  COM              17275R102  1186348 11074681 SH       DEFINED 37 03       8972200        0  2102481
CIRRUS LOGIC CORP              COM              172755100     7063   530600 SH       DEFINED 07 26             0        0   530600
CIRRUS LOGIC CORP              COM              172755100     1188    89300 SH       DEFINED 03            73900        0    15400
CITADEL COMMUNICATIONS CORP    COM              172853202    41552   640500 SH       DEFINED 20 32             0        0   640500
CINTAS CORP                    COM              172908105     4738    89200 SH       DEFINED 09 15 28          0        0    89200
CINTAS CORP                    COM              172908105       30      580 SH       DEFINED 30                0        0      580
CINTAS CORP                    COM              172908105       81     1500 SH       DEFINED 37             1500        0        0
CITIGROUP INC                  COM              172967101   211559  3807600 SH       DEFINED 02 04 05          0        0  3807600
CITIGROUP INC                  COM              172967101  1452110 26134728 SH       DEFINED 06 07 09          0        0 26134728
CITIGROUP INC                  COM              172967101  3094415 55692514 SH       DEFINED 10 11 12          0        0 55692514
CITIGROUP INC                  COM              172967101  1081511 19464766 SH       DEFINED 13 15 16          0        0 19464766
CITIGROUP INC                  COM              172967101   414746  7464505 SH       DEFINED 18 19 20          0        0  7464505
CITIGROUP INC                  COM              172967101   677648 12196156 SH       DEFINED 21 22 23          0        0 12196156
CITIGROUP INC                  COM              172967101   188058  3384625 SH       DEFINED 26 27 28          0        0  3384625
CITIGROUP INC                  COM              172967101    15695   282475 SH       DEFINED 29 30 31          0        0   282475
CITIGROUP INC                  COM              172967101   136244  2452093 SH       DEFINED 32 34             0        0  2452093
CITIGROUP INC                  COM              172967101     1604    28999 SH       DEFINED 37            28999        0        0
CITIGROUP INC                  COM              172967101   576106 10368629 SH       DEFINED 03          8034354        0  2334275
CITIZENS BKG CORP MICH         COM              174420109      205     9200 SH       DEFINED 26                0        0     9200
CITIZENS UTILS CO DEL          CL B             177342201    10049   708331 SH       DEFINED 09 34             0        0   708331
CITIZENS UTILS CO DEL          CL B             177342201     2406   169600 SH       DEFINED 37 03        169600        0        0
CITIZENS UTILS TR              PFD EPPICS CV    177351202     7965   141300 SH       DEFINED 09                0        0   141300
CITRIX SYS INC                 SB DB CV ZRO  19 177376AB6    12540 14150000 PRN      DEFINED 11                0        0        0
CITRIX SYS INC                 COM              177376100    35374   287600 SH       DEFINED 02 04 06          0        0   287600
CITRIX SYS INC                 COM              177376100    68880   560000 SH       DEFINED 09 10 11          0        0   560000
CITRIX SYS INC                 COM              177376100   283130  2301873 SH       DEFINED 12 13 15          0        0  2301873
CITRIX SYS INC                 COM              177376100   246656  2005334 SH       DEFINED 16 21 22          0        0  2005334
CITRIX SYS INC                 COM              177376100   110503   898400 SH       DEFINED 23 26 28          0        0   898400
CITRIX SYS INC                 COM              177376100     7730    62850 SH       DEFINED 30 34             0        0    62850
CITRIX SYS INC                 COM              177376100    85689   696661 SH       DEFINED 37 03        393751        0   302910
CITY NATL CORP                 COM              178566105     4594   139500 SH       DEFINED 26                0        0   139500
CITY NATL CORP                 COM              178566105      406    12437 SH       DEFINED 37            12437        0        0
CLAIRES STORES INC             COM              179584107    53802  2404600 SH       DEFINED 02 07 15          0        0  2404600
CLAIRES STORES INC             COM              179584107    52050  2326300 SH       DEFINED 18 20 28          0        0  2326300
CLAIRES STORES INC             COM              179584107     8016   358300 SH       DEFINED 32 34             0        0   358300
CLAIRES STORES INC             COM              179584107      355    15900 SH       DEFINED 03            15900        0        0
CLARENT CORP DEL               COM              180461105   115381  1484000 SH       DEFINED 13                0        0  1484000
CLARIFY INC                    COM              180492100    16027   127200 SH       DEFINED 02 15 26          0        0   127200
CLARIFY INC                    COM              180492100     4032    32000 SH       DEFINED 34                0        0    32000
CLARIFY INC                    COM              180492100     4558    36179 SH       DEFINED 37 03         36179        0        0
CLARION COML HLDGS INC         CL A             18051W109     1132   146100 SH       DEFINED 33 35             0        0   146100
CLARION COML HLDGS INC         CL A             18051W109      290    37500 SH       DEFINED 03            37500        0        0
CLASSIC COMMUNICATIONS INC     CL A             182728204     2888    79000 SH       DEFINED 02 07 10          0        0    79000
CLASSIC COMMUNICATIONS INC     CL A             182728204       80     2200 SH       DEFINED 12 15 28          0        0     2200
CLASSIC COMMUNICATIONS INC     CL A             182728204       43     1200 SH       DEFINED 34                0        0     1200
CLAYTON HOMES INC              COM              184190106    42868  4666000 SH       DEFINED 07 15             0        0  4666000
CLAYTON HOMES INC              COM              184190106      252    27488 SH       DEFINED 37 03         27488        0        0
CLEAR CHANNEL COMMUNICATIONS   COM              184502102   156307  1751346 SH       DEFINED 02 05 06          0        0  1751346
CLEAR CHANNEL COMMUNICATIONS   COM              184502102   846027  9479300 SH       DEFINED 07 10 11          0        0  9479300
CLEAR CHANNEL COMMUNICATIONS   COM              184502102    93401  1046517 SH       DEFINED 12 13 15          0        0  1046517
CLEAR CHANNEL COMMUNICATIONS   COM              184502102   352606  3950771 SH       DEFINED 16 22 23          0        0  3950771
CLEAR CHANNEL COMMUNICATIONS   COM              184502102    71252   798350 SH       DEFINED 28 29 34          0        0   798350
CLEAR CHANNEL COMMUNICATIONS   COM              184502102    76405   856084 SH       DEFINED 03           600884        0   255200
CLEARNET COMMUNICATIONS INC    CL A NON-VTG     184902104     7765   226300 SH       DEFINED 02 09 28          0        0   226300
CLEARNET COMMUNICATIONS INC    CL A NON-VTG     184902104       56     1660 SH       DEFINED 30                0        0     1660
CLOROX CO DEL                  COM              189054109   181133  3595698 SH       DEFINED 02 05 06          0        0  3595698
CLOROX CO DEL                  COM              189054109   234535  4655796 SH       DEFINED 07 09 10          0        0  4655796
CLOROX CO DEL                  COM              189054109    83415  1655900 SH       DEFINED 11 12 13          0        0  1655900
CLOROX CO DEL                  COM              189054109   117441  2331352 SH       DEFINED 15 16 19          0        0  2331352
CLOROX CO DEL                  COM              189054109   195601  3882900 SH       DEFINED 22 23 27          0        0  3882900
CLOROX CO DEL                  COM              189054109   124865  2478718 SH       DEFINED 28 30 34          0        0  2478718
CLOROX CO DEL                  COM              189054109       40      790 SH       DEFINED 37              790        0        0
CLOROX CO DEL                  COM              189054109    64469  1279785 SH       DEFINED 03           713199        0   566586
COACHMEN INDS INC              COM              189873102     8931   590500 SH       DEFINED 12 15             0        0   590500
COACHMEN INDS INC              COM              189873102      151    10000 SH       DEFINED 03            10000        0        0
COASTAL CORP                   COM              190441105   191731  5410400 SH       DEFINED 02 09 10          0        0  5410400
COASTAL CORP                   COM              190441105    65554  1849870 SH       DEFINED 12 15 23          0        0  1849870
COASTAL CORP                   COM              190441105     2014    56860 SH       DEFINED 28 30 34          0        0    56860
COASTAL CORP                   COM              190441105    21077   594812 SH       DEFINED 37 03        573612        0    21200
COBALT NETWORKS INC            COM              19074R101    20450   188700 SH       DEFINED 02 10 13          0        0   188700
COBALT NETWORKS INC            COM              19074R101    11281   104100 SH       DEFINED 15 16             0        0   104100
COBALT NETWORKS INC            COM              19074R101       86      800 SH       DEFINED 03              800        0        0
COBRA ELECTRS CORP             COM              191042100     2957   599000 SH       DEFINED 07                0        0   599000
COCA COLA CO                   COM              191216100     8468   145388 SH       DEFINED 02 07 08          0        0   145388
COCA COLA CO                   COM              191216100   347298  5962200 SH       DEFINED 10 11 13          0        0  5962200
COCA COLA CO                   COM              191216100   500623  8594400 SH       DEFINED 15 16 26          0        0  8594400
COCA COLA CO                   COM              191216100    10306   176943 SH       DEFINED 28 31 34          0        0   176943
COCA COLA CO                   COM              191216100   227175  3899960 SH       DEFINED 37 03       3222060        0   677900
COCA COLA ENTERPRISES INC      COM              191219104    15421   766300 SH       DEFINED 02 07 10          0        0   766300
COCA COLA ENTERPRISES INC      COM              191219104     1269    63100 SH       DEFINED 15 34             0        0    63100
COCA COLA ENTERPRISES INC      COM              191219104    12684   630304 SH       DEFINED 37 03        578704        0    51600
COCA-COLA FEMSA S A DE C V     SPON ADR REP L   191241108       36     2100 SH       DEFINED 19                0        0     2100
COEUR D ALENE MINES CORP IDAHO COM              192108108      207    60500 SH       DEFINED 26 37             0        0    60500
COFLEXIP                       SPONSORED ADR    192384105     9249   243400 SH       DEFINED 02 15 19          0        0   243400
COFLEXIP                       SPONSORED ADR    192384105    69676  1833600 SH       DEFINED 21 22 28          0        0  1833600
COFLEXIP                       SPONSORED ADR    192384105     5468   143900 SH       DEFINED 03           132900        0    11000
COGNEX CORP                    COM              192422103     1926    49400 SH       DEFINED 02 26             0        0    49400
COGNOS INC                     COM              19244C109     8338   182800 SH       DEFINED 02 09 28          0        0   182800
COGNOS INC                     COM              19244C109       65     1430 SH       DEFINED 30                0        0     1430
COGNIZANT TECHNOLOGY SOLUTIONS CL A             192446102     2087    19100 SH       DEFINED 03            19100        0        0
COHU INC                       COM              192576106     9920   320000 SH       DEFINED 07                0        0   320000
COHU INC                       COM              192576106      868    28000 SH       DEFINED 03            28000        0        0
COINSTAR INC                   COM              19259P300    11565   826100 SH       DEFINED 15 26             0        0   826100
COLD METAL PRODS INC           COM              192861102     1500   428800 SH       DEFINED 07 28             0        0   428800
COLDWATER CREEK INC            COM              193068103      533    26000 SH       DEFINED 26                0        0    26000
COLE NATIONAL CORP NEW         CL A             193290103     5294  1058900 SH       DEFINED 07                0        0  1058900
COLE KENNETH PRODTNS INC       CL A             193294105    27509   601300 SH       DEFINED 07 26             0        0   601300
COLGATE PALMOLIVE CO           COM              194162103   116707  1795500 SH       DEFINED 02 05 06          0        0  1795500
COLGATE PALMOLIVE CO           COM              194162103    57773   888830 SH       DEFINED 07 08 11          0        0   888830
COLGATE PALMOLIVE CO           COM              194162103   110448  1699200 SH       DEFINED 12 13 15          0        0  1699200
COLGATE PALMOLIVE CO           COM              194162103   364877  5613500 SH       DEFINED 16 20 28          0        0  5613500
COLGATE PALMOLIVE CO           COM              194162103    41552   639262 SH       DEFINED 31 32 34          0        0   639262
COLGATE PALMOLIVE CO           COM              194162103    71821  1105042 SH       DEFINED 37 03        765542        0   339500
COLONIAL PPTYS TR              COM SH BEN INT   195872106     3292   142000 SH       DEFINED 09                0        0   142000
COLONIAL PPTYS TR              COM SH BEN INT   195872106      403    17400 SH       DEFINED 03            17400        0        0
COLUMBIA ENERGY GROUP          COM              197648108     5148    81400 SH       DEFINED 09 15 28          0        0    81400
COLUMBIA ENERGY GROUP          COM              197648108      516     8160 SH       DEFINED 30 34             0        0     8160
COLUMBIA ENERGY GROUP          COM              197648108     4114    65057 SH       DEFINED 37 03         65057        0        0
COLUMBIA/HCA HEALTHCARE CORP   COM              197677107   299324 10211487 SH       DEFINED 02 05 09          0        0 10211487
COLUMBIA/HCA HEALTHCARE CORP   COM              197677107    90925  3101923 SH       DEFINED 12 13 15          0        0  3101923
COLUMBIA/HCA HEALTHCARE CORP   COM              197677107   190095  6485150 SH       DEFINED 20 22 23          0        0  6485150
COLUMBIA/HCA HEALTHCARE CORP   COM              197677107   757706 25849263 SH       DEFINED 28 30 32          0        0 25849263
COLUMBIA/HCA HEALTHCARE CORP   COM              197677107    16998   579900 SH       DEFINED 34                0        0   579900
COLUMBIA/HCA HEALTHCARE CORP   COM              197677107    38754  1322105 SH       DEFINED 37 03        993355        0   328750
COLUMBUS ENERGY CORP           COM              199064106     1768   307500 SH       DEFINED 07                0        0   307500
COLUMBUS MCKINNON CORP N Y     COM              199333105     2246   221900 SH       DEFINED 28                0        0   221900
COMCAST CORP                   CL A             200300101    11509   240400 SH       DEFINED 02 15 20          0        0   240400
COMCAST CORP                   CL A             200300101     2398    50100 SH       DEFINED 32 34             0        0    50100
COMCAST CORP                   CL A             200300101       33      700 SH       DEFINED 37              700        0        0
COMCAST CORP                   CL A SPL         200300200   338202  6688800 SH       DEFINED 02 05 06          0        0  6688800
COMCAST CORP                   CL A SPL         200300200   202962  4014100 SH       DEFINED 07 10 12          0        0  4014100
COMCAST CORP                   CL A SPL         200300200   838856 16590480 SH       DEFINED 13 15 16          0        0 16590480
COMCAST CORP                   CL A SPL         200300200   527117 10425070 SH       DEFINED 19 20 22          0        0 10425070
COMCAST CORP                   CL A SPL         200300200   319894  6326720 SH       DEFINED 23 26 28          0        0  6326720
COMCAST CORP                   CL A SPL         200300200    83989  1661100 SH       DEFINED 30 32 34          0        0  1661100
COMCAST CORP                   CL A SPL         200300200   172394  3409519 SH       DEFINED 37 03       1761519        0  1648000
COMCAST CORP                   ZONES CV2% PCS   200300507    45280   456800 SH       DEFINED 05 06 11          0        0   456800
COMCAST CORP                   ZONES CV2% PCS   200300507    38083   384200 SH       DEFINED 16 27 28          0        0   384200
COMCAST CORP                   ZONES CV2% PCS   200300507      465     4700 SH       DEFINED 30                0        0     4700
COMCAST CORP                   ZONES CV2% PCS   200300507     5372    54200 SH       DEFINED 03            32000        0    22200
COMDISCO INC                   COM              200336105    12888   346000 SH       DEFINED 15                0        0   346000
COMDISCO INC                   COM              200336105        8      230 SH       DEFINED 37              230        0        0
COMERICA INC                   COM              200340107   235519  5044589 SH       DEFINED 02 09 10          0        0  5044589
COMERICA INC                   COM              200340107    19532   418367 SH       DEFINED 12 13 15          0        0   418367
COMERICA INC                   COM              200340107   271721  5820005 SH       DEFINED 16 18 19          0        0  5820005
COMERICA INC                   COM              200340107    90362  1935470 SH       DEFINED 22 28 32          0        0  1935470
COMERICA INC                   COM              200340107     2882    61750 SH       DEFINED 34                0        0    61750
COMERICA INC                   COM              200340107       73     1566 SH       DEFINED 37             1566        0        0
COMERICA INC                   COM              200340107    30791   659525 SH       DEFINED 03           415167        0   244358
COMINCO LTD                    COM              200435105     1926    91900 SH       DEFINED 02 15 34          0        0    91900
COMMERCE BANCSHARES INC        COM              200525103     3094    91350 SH       DEFINED 15                0        0    91350
COMMERCE GROUP INC MASS        COM              200641108    17192   658100 SH       DEFINED 07 12 15          0        0   658100
COMMERCE GROUP INC MASS        COM              200641108      193     7400 SH       DEFINED 03                0        0     7400
COMMERCE ONE INC DEL           COM              200693109   241557  1229300 SH       DEFINED 02 13 15          0        0  1229300
COMMERCE ONE INC DEL           COM              200693109    31440   160000 SH       DEFINED 34                0        0   160000
COMMERCE ONE INC DEL           COM              200693109     1886     9600 SH       DEFINED 03             7500        0     2100
COMMERCIAL FEDERAL CORPORATION COM              201647104     3014   169225 SH       DEFINED 15 34             0        0   169225
COMMERCIAL FEDERAL CORPORATION COM              201647104      897    50375 SH       DEFINED 03            50375        0        0
COMMONWEALTH INDS INC DEL      COM              203004106     3915   301200 SH       DEFINED 28                0        0   301200
COMMONWEALTH TEL ENTERPRISES   COM              203349105    15883   300400 SH       DEFINED 09 15 28          0        0   300400
COMMONWEALTH TEL ENTERPRISES   COM              203349105     1477    27950 SH       DEFINED 30 34             0        0    27950
COMMONWEALTH TEL ENTERPRISES   COM              203349105     5440   102900 SH       DEFINED 03           102900        0        0
COMMSCOPE INC                  COM              203372107    18205   451600 SH       DEFINED 02 09 12          0        0   451600
COMMSCOPE INC                  COM              203372107    61924  1536100 SH       DEFINED 13 22 23          0        0  1536100
COMMSCOPE INC                  COM              203372107    49100  1218000 SH       DEFINED 26 28 30          0        0  1218000
COMMSCOPE INC                  COM              203372107     4402   109220 SH       DEFINED 37 03        109220        0        0
COMMUNICATION INTELLIGENCE NEW COM              20338K106      165    20000 SH       DEFINED 28                0        0    20000
COMPAGNIE GENERALE DES GEOPHYS SPONSORED ADR    204386106     1771   184057 SH       DEFINED 13 15 19          0        0   184057
COMPAGNIE GENERALE DES GEOPHYS SPONSORED ADR    204386106     1418   147367 SH       DEFINED 21                0        0   147367
COMPAGNIE GENERALE DES GEOPHYS SPONSORED ADR    204386106     2202   228800 SH       DEFINED 03           228800        0        0
COMPANHIA BRASILEIRA DE DISTRB ADR              20440T201     2446    75700 SH       DEFINED 02 19 21          0        0    75700
COMPANHIA CERVEJARIA BRAHMA    SPON ADR PFD     20440X103     2992   213757 SH       DEFINED 02 07 19          0        0   213757
COMPANHIA CERVEJARIA BRAHMA    SPON ADR PFD     20440X103    23665  1690408 SH       DEFINED 21 22 03          0        0  1690408
COMPANIA ANONIMA NACIONL TEL   SPON ADR D       204421101      374    15200 SH       DEFINED 02 19 21          0        0    15200
COMPANIA CERVECERIAS UNIDAS SA SPONSORED ADR    204429104      161     5050 SH       DEFINED 02 07 19          0        0     5050
COMPANIA CERVECERIAS UNIDAS SA SPONSORED ADR    204429104     3773   117700 SH       DEFINED 21                0        0   117700
COMPANIA CERVECERIAS UNIDAS SA SPONSORED ADR    204429104        2       65 SH       DEFINED 37               65        0        0
COMPANIA DE MINAS BUENAVENTURA SPON ADR SER B   204448104     7332   456500 SH       DEFINED 02 07 15          0        0   456500
COMPANIA DE MINAS BUENAVENTURA SPON ADR SER B   204448104    11976   745600 SH       DEFINED 19 21             0        0   745600
COMPANIA DE TELECOMUNICS CHILE SPON ADR NEW     204449300     1097    60150 SH       DEFINED 02 07 19          0        0    60150
COMPANIA DE TELECOMUNICS CHILE SPON ADR NEW     204449300     8402   460400 SH       DEFINED 21                0        0   460400
COMPANIA DE TELECOMUNICS CHILE SPON ADR NEW     204449300        7      437 SH       DEFINED 37              437        0        0
COMPASS BANCSHARES INC         COM              20449H109     2677   120000 SH       DEFINED 12 03             0        0   120000
COMPAQ COMPUTER CORP           COM              204493100   188963  6982500 SH       DEFINED 02 05 07          0        0  6982500
COMPAQ COMPUTER CORP           COM              204493100   347804 12851900 SH       DEFINED 09 10 11          0        0 12851900
COMPAQ COMPUTER CORP           COM              204493100    98544  3641350 SH       DEFINED 13 15 16          0        0  3641350
COMPAQ COMPUTER CORP           COM              204493100   269564  9960800 SH       DEFINED 22 27 28          0        0  9960800
COMPAQ COMPUTER CORP           COM              204493100    16746   618800 SH       DEFINED 30 34             0        0   618800
COMPAQ COMPUTER CORP           COM              204493100      200     7313 SH       DEFINED 37             7313        0        0
COMPAQ COMPUTER CORP           COM              204493100    54930  2029761 SH       DEFINED 03          1760461        0   269300
COMPLETE BUSINESS SOLUTIONS    COM              20452F107     3587   142800 SH       DEFINED 03           142800        0        0
COMPUCOM SYS INC               COM              204780100      259    62800 SH       DEFINED 03            62800        0        0
COMPUTER ASSOC INTL INC        COM              204912109    36612   523500 SH       DEFINED 02 04 07          0        0   523500
COMPUTER ASSOC INTL INC        COM              204912109   310634  4441780 SH       DEFINED 10 13 15          0        0  4441780
COMPUTER ASSOC INTL INC        COM              204912109    96126  1374461 SH       DEFINED 16 19 21          0        0  1374461
COMPUTER ASSOC INTL INC        COM              204912109    32024   457900 SH       DEFINED 23 27 29          0        0   457900
COMPUTER ASSOC INTL INC        COM              204912109    46676   667400 SH       DEFINED 30 32 34          0        0   667400
COMPUTER ASSOC INTL INC        COM              204912109    73240  1047201 SH       DEFINED 37 03        977321        0    69880
COMPUTER NETWORK TECHNOLOGY CP COM              204925101     2293   100000 SH       DEFINED 16                0        0   100000
COMPUTER NETWORK TECHNOLOGY CP COM              204925101     5757   251000 SH       DEFINED 03           251000        0        0
COMPUSA INC                    COM              204932107     9664  1885700 SH       DEFINED 10                0        0  1885700
COMPUTER LEARNING CTRS INC     COM              205199102     2938  1221200 SH       DEFINED 07                0        0  1221200
COMPUTER SCIENCES CORP         COM              205363104    72321   764300 SH       DEFINED 02 05 06          0        0   764300
COMPUTER SCIENCES CORP         COM              205363104   194151  2051800 SH       DEFINED 07 10 11          0        0  2051800
COMPUTER SCIENCES CORP         COM              205363104   452619  4783294 SH       DEFINED 15 16 20          0        0  4783294
COMPUTER SCIENCES CORP         COM              205363104    67382   712100 SH       DEFINED 28 32 34          0        0   712100
COMPUTER SCIENCES CORP         COM              205363104    62171   657053 SH       DEFINED 37 03        459553        0   197500
COMPX INTERNATIONAL INC        CL A             20563P101     8162   444200 SH       DEFINED 07 12 28          0        0   444200
COMPX INTERNATIONAL INC        CL A             20563P101     3950   215000 SH       DEFINED 03           215000        0        0
COMPUTRON SOFTWARE INC         COM              205631104        0      111 SH       DEFINED 15                0        0      111
COMPUWARE CORP                 COM              205638109   173015  4644700 SH       DEFINED 02 05 10          0        0  4644700
COMPUWARE CORP                 COM              205638109   223276  5993993 SH       DEFINED 12 15 16          0        0  5993993
COMPUWARE CORP                 COM              205638109   123152  3306100 SH       DEFINED 22 28 30          0        0  3306100
COMPUWARE CORP                 COM              205638109    10143   272300 SH       DEFINED 34                0        0   272300
COMPUWARE CORP                 COM              205638109    45629  1224945 SH       DEFINED 37 03        454045        0   770900
COMSAT CORP                    COM SER 1        20564D107     7902   397585 SH       DEFINED 03           397585        0        0
COMSTOCK RES INC               COM NEW          205768203      466   165900 SH       DEFINED 07 15 26          0        0   165900
COMVERSE TECHNOLOGY INC        SUB DB CV 4.5%05 205862AG0    24394  7120000 PRN      DEFINED 11                0        0        0
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402    32568   225000 SH       DEFINED 02 04 05          0        0   225000
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402   193992  1340187 SH       DEFINED 06 09 10          0        0  1340187
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402   120873   835050 SH       DEFINED 11 12 13          0        0   835050
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402   539179  3724900 SH       DEFINED 15 16 19          0        0  3724900
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402    86324   596368 SH       DEFINED 20 21 22          0        0   596368
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402   173799  1200685 SH       DEFINED 23 28 29          0        0  1200685
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402    50996   352305 SH       DEFINED 30 32 34          0        0   352305
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402    96209   664668 SH       DEFINED 37 03        432641        0   232027
CONAGRA INC                    COM              205887102     4054   179700 SH       DEFINED 02 15             0        0   179700
CONAGRA INC                    COM              205887102     9306   412451 SH       DEFINED 37 03        412451        0        0
CONCENTRIC NETWORK CORP        COM              20589R107    54270  1761300 SH       DEFINED 15 22 27          0        0  1761300
CONCENTRIC NETWORK CORP        COM              20589R107    21251   689700 SH       DEFINED 28 34 03          0        0   689700
COMPUTER HORIZONS CORP         COM              205908106      992    61300 SH       DEFINED 15                0        0    61300
COMPUTER HORIZONS CORP         COM              205908106      262    16200 SH       DEFINED 03            16200        0        0
CONCORD COMMUNICATIONS INC     COM              206186108      168     3800 SH       DEFINED 12 28             0        0     3800
CONCORD EFS INC                COM              206197105    52338  2032550 SH       DEFINED 05 06 10          0        0  2032550
CONCORD EFS INC                COM              206197105    35860  1392650 SH       DEFINED 12 13 16          0        0  1392650
CONCORD EFS INC                COM              206197105    32074  1245600 SH       DEFINED 21 28 30          0        0  1245600
CONCORD EFS INC                COM              206197105     6824   265020 SH       DEFINED 37 03        212670        0    52350
CONCURRENT COMPUTER CORP NEW   COM              206710204    17868   956200 SH       DEFINED 09 13 28          0        0   956200
CONCURRENT COMPUTER CORP NEW   COM              206710204       26     1410 SH       DEFINED 30                0        0     1410
CONDOR TECHNOLOGY SOLUTIONS    COM              206772105      184   134000 SH       DEFINED 07                0        0   134000
CONEXANT SYSTEMS INC           SB NT CV 4.25%06 207142AB6    11583  3900000 PRN      DEFINED 11                0        0        0
CONEXANT SYSTEMS INC           COM              207142100   261510  3939900 SH       DEFINED 02 09 13          0        0  3939900
CONEXANT SYSTEMS INC           COM              207142100    93821  1413500 SH       DEFINED 16 20 28          0        0  1413500
CONEXANT SYSTEMS INC           COM              207142100    10422   157030 SH       DEFINED 30 32 34          0        0   157030
CONEXANT SYSTEMS INC           COM              207142100    19896   299760 SH       DEFINED 37 03        179860        0   119900
CONMED CORP                    COM              207410101      165     6400 SH       DEFINED 15                0        0     6400
CONOCO INC                     CL A             208251306    57457  2321500 SH       DEFINED 09 22 03      20100        0  2301400
CONOCO INC                     CL B             208251405    69152  2780009 SH       DEFINED 02 05 07          0        0  2780009
CONOCO INC                     CL B             208251405   329126 13231213 SH       DEFINED 09 10 11          0        0 13231213
CONOCO INC                     CL B             208251405    23918   961560 SH       DEFINED 12 13 15          0        0   961560
CONOCO INC                     CL B             208251405   199489  8019695 SH       DEFINED 16 22 28          0        0  8019695
CONOCO INC                     CL B             208251405     7640   307170 SH       DEFINED 30 34             0        0   307170
CONOCO INC                     CL B             208251405      304    12285 SH       DEFINED 37            12285        0        0
CONOCO INC                     CL B             208251405    32533  1307887 SH       DEFINED 03          1128170        0   179717
CONSECO INC                    COM              208464107    13123   734200 SH       DEFINED 09 22             0        0   734200
CONSECO INC                    COM              208464107     4836   270571 SH       DEFINED 03           258171        0    12400
CONSO INTL CORP                COM              20854R105     6451   748050 SH       DEFINED 07                0        0   748050
CONSOLIDATED EDISON INC        COM              209115104    51146  1482500 SH       DEFINED 09 12 22          0        0  1482500
CONSOLIDATED EDISON INC        COM              209115104      944    27364 SH       DEFINED 28 31             0        0    27364
CONSOLIDATED EDISON INC        COM              209115104      142     4082 SH       DEFINED 37             4082        0        0
CONSOLIDATED EDISON INC        COM              209115104     9179   266084 SH       DEFINED 03           199384        0    66700
CONSOLIDATED FREIGHTWAYS CORP  COM              209232107     1508   190000 SH       DEFINED 03           190000        0        0
CONSOLIDATED NAT GAS CO        COM              209615103     5376    82800 SH       DEFINED 09                0        0    82800
CONSOLIDATED NAT GAS CO        COM              209615103     5124    78910 SH       DEFINED 37 03         78910        0        0
CONSOLIDATED PAPERS INC        COM              209759109     5287   166200 SH       DEFINED 04 15 21          0        0   166200
CONSOLIDATED PAPERS INC        COM              209759109     5223   164200 SH       DEFINED 37 03        162200        0     2000
CONSOLIDATED PRODS INC         COM              209798107    13810  1364000 SH       DEFINED 07                0        0  1364000
CONSOLIDATED STORES CORP       COM              210149100    71543  4402662 SH       DEFINED 02 09 10          0        0  4402662
CONSOLIDATED STORES CORP       COM              210149100   118479  7291076 SH       DEFINED 12 15 19          0        0  7291076
CONSOLIDATED STORES CORP       COM              210149100    41771  2570556 SH       DEFINED 21 22 28          0        0  2570556
CONSOLIDATED STORES CORP       COM              210149100    23147  1424452 SH       DEFINED 34 03        273812        0  1150640
CONSTELLATION ENERGY CORP      COM              210371100     3422   118031 SH       DEFINED 03           118031        0        0
CONTINENTAL AIRLS INC          CL B             210795308    22569   508600 SH       DEFINED 07 15 20          0        0   508600
CONTINENTAL AIRLS INC          CL B             210795308     3958    89200 SH       DEFINED 32                0        0    89200
CONTINENTAL AIRLS INC          CL B             210795308     1455    32800 SH       DEFINED 03            27400        0     5400
CONVERGENT COMMUNICATIONS INC  COM NEW          211914403    11850   746500 SH       DEFINED 13                0        0   746500
CONVERGYS CORP                 COM              212485106     2699    87800 SH       DEFINED 13 15 20          0        0    87800
CONVERGYS CORP                 COM              212485106      882    28700 SH       DEFINED 21 32             0        0    28700
CONVERGYS CORP                 COM              212485106     1374    44700 SH       DEFINED 03            44700        0        0
COOPER CAMERON CORP            COM              216640102    27091   553600 SH       DEFINED 02 05 06          0        0   553600
COOPER CAMERON CORP            COM              216640102    84118  1718900 SH       DEFINED 07 09 10          0        0  1718900
COOPER CAMERON CORP            COM              216640102    52854  1080036 SH       DEFINED 12 13 15          0        0  1080036
COOPER CAMERON CORP            COM              216640102   151908  3104140 SH       DEFINED 16 19 28          0        0  3104140
COOPER CAMERON CORP            COM              216640102     4569    93380 SH       DEFINED 30 34             0        0    93380
COOPER CAMERON CORP            COM              216640102     2099    42900 SH       DEFINED 03            42900        0        0
COOPER COS INC                 COM NEW          216648402      234     7800 SH       DEFINED 03             7800        0        0
COOPER INDS INC                COM              216669101      283     7000 SH       DEFINED 15                0        0     7000
COOPER INDS INC                COM              216669101     3664    90619 SH       DEFINED 37 03         90619        0        0
COOPER TIRE & RUBR CO          COM              216831107     5281   339400 SH       DEFINED 12 15             0        0   339400
COOPER TIRE & RUBR CO          COM              216831107     5734   368457 SH       DEFINED 03           268457        0   100000
COORS ADOLPH CO                CL B             217016104    19393   369400 SH       DEFINED 02 09 12          0        0   369400
COORS ADOLPH CO                CL B             217016104    13292   253190 SH       DEFINED 15 19 23          0        0   253190
COORS ADOLPH CO                CL B             217016104     9081   172990 SH       DEFINED 28 30 32          0        0   172990
COORS ADOLPH CO                CL B             217016104       73     1400 SH       DEFINED 34                0        0     1400
COORS ADOLPH CO                CL B             217016104    11470   218477 SH       DEFINED 37 03        165477        0    53000
COPART INC                     COM              217204106     1061    24400 SH       DEFINED 02 26             0        0    24400
COPART INC                     COM              217204106    14576   335100 SH       DEFINED 03           335100        0        0
COR THERAPEUTICS INC           COM              217753102    17060   634800 SH       DEFINED 09 13 15          0        0   634800
COR THERAPEUTICS INC           COM              217753102     1800    67000 SH       DEFINED 28 30             0        0    67000
COR THERAPEUTICS INC           COM              217753102     1612    60000 SH       DEFINED 03            60000        0        0
CORDANT TECHNOLOGIES INC       COM              218412104    36263  1098900 SH       DEFINED 07 09 15          0        0  1098900
CORDANT TECHNOLOGIES INC       COM              218412104   115312  3494310 SH       DEFINED 16 20 21          0        0  3494310
CORDANT TECHNOLOGIES INC       COM              218412104     9613   291330 SH       DEFINED 28 32             0        0   291330
CORDANT TECHNOLOGIES INC       COM              218412104    12371   374900 SH       DEFINED 03           371900        0     3000
CORN PRODS INTL INC            COM              219023108    43392  1324950 SH       DEFINED 02 07 09          0        0  1324950
CORN PRODS INTL INC            COM              219023108    27102   827550 SH       DEFINED 12 15 22          0        0   827550
CORN PRODS INTL INC            COM              219023108     4240   129489 SH       DEFINED 26 28 34          0        0   129489
CORN PRODS INTL INC            COM              219023108        4      138 SH       DEFINED 37              138        0        0
CORN PRODS INTL INC            COM              219023108    23138   706525 SH       DEFINED 03           657300        0    49225
CORNELL CORRECTIONS INC        COM              219141108     3263   389700 SH       DEFINED 26                0        0   389700
CORNING INC                    COM              219350105    51085   396200 SH       DEFINED 02 06 07          0        0   396200
CORNING INC                    COM              219350105   530010  4110600 SH       DEFINED 09 11 13          0        0  4110600
CORNING INC                    COM              219350105   511885  3970030 SH       DEFINED 15 16 19          0        0  3970030
CORNING INC                    COM              219350105    77117   598100 SH       DEFINED 20 21 26          0        0   598100
CORNING INC                    COM              219350105    18412   142800 SH       DEFINED 28 30 32          0        0   142800
CORNING INC                    COM              219350105      425     3300 SH       DEFINED 34                0        0     3300
CORNING INC                    COM              219350105    94051   729450 SH       DEFINED 37 03        515750        0   213700
CORPORATE EXECUTIVE BRD CO     COM              21988R102     1676    30000 SH       DEFINED 26                0        0    30000
CORPORATE EXECUTIVE BRD CO     COM              21988R102     1480    26500 SH       DEFINED 03            26500        0        0
CORSAIR COMMUNICATIONS INC     COM              220406102      312    38500 SH       DEFINED 28                0        0    38500
CORT BUSINESS SVCS CORP        COM              220493100     9745   558900 SH       DEFINED 07                0        0   558900
CORT BUSINESS SVCS CORP        COM              220493100     1054    60500 SH       DEFINED 03            60500        0        0
CORUS GROUP PLC                SPONSORED ADR    22087M101        1       60 SH       DEFINED 37               60        0        0
CORVEL CORP                    COM              221006109    17672   752000 SH       DEFINED 07                0        0   752000
COST PLUS INC CALIF            COM              221485105     2641    74150 SH       DEFINED 26                0        0    74150
COSTCO WHSL CORP NEW           COM              22160K105    47459   520100 SH       DEFINED 02 04 05          0        0   520100
COSTCO WHSL CORP NEW           COM              22160K105   263793  2890890 SH       DEFINED 06 09 10          0        0  2890890
COSTCO WHSL CORP NEW           COM              22160K105   227723  2495600 SH       DEFINED 13 15 16          0        0  2495600
COSTCO WHSL CORP NEW           COM              22160K105   189524  2076980 SH       DEFINED 19 20 23          0        0  2076980
COSTCO WHSL CORP NEW           COM              22160K105    45199   495340 SH       DEFINED 26 28 30          0        0   495340
COSTCO WHSL CORP NEW           COM              22160K105    29008   317900 SH       DEFINED 32 34             0        0   317900
COSTCO WHSL CORP NEW           COM              22160K105    77665   851133 SH       DEFINED 37 03        517063        0   334070
COTELLIGENT INC                COM              221630106     1896   352800 SH       DEFINED 07                0        0   352800
COTELLIGENT INC                COM              221630106       67    12600 SH       DEFINED 03            12600        0        0
COTTON STS LIFE INS CO         COM              221774102     3624   420200 SH       DEFINED 07                0        0   420200
COUNTRYWIDE CR INDS INC DEL    COM              222372104     7291   288783 SH       DEFINED 15                0        0   288783
COUNTRYWIDE CR INDS INC DEL    COM              222372104     3086   122244 SH       DEFINED 37 03        122244        0        0
COUSINS PPTYS INC              COM              222795106     4998   147300 SH       DEFINED 34 35             0        0   147300
COUSINS PPTYS INC              COM              222795106    10843   319500 SH       DEFINED 03           319500        0        0
COVAD COMMUNICATIONS GROUP INC COM              222814204    33506   599000 SH       DEFINED 02 07 09          0        0   599000
COVAD COMMUNICATIONS GROUP INC COM              222814204    77372  1383200 SH       DEFINED 10 13 15          0        0  1383200
COVAD COMMUNICATIONS GROUP INC COM              222814204    82692  1478300 SH       DEFINED 16 20 32          0        0  1478300
COVAD COMMUNICATIONS GROUP INC COM              222814204     2796    50000 SH       DEFINED 34                0        0    50000
COVAD COMMUNICATIONS GROUP INC COM              222814204    20976   374994 SH       DEFINED 37 03        348694        0    26300
COVANCE INC                    COM              222816100     2378   220000 SH       DEFINED 13                0        0   220000
COVENANT TRANS INC             CL A             22284P105     5653   325400 SH       DEFINED 07 15 26          0        0   325400
COVENANT TRANS INC             CL A             22284P105     1874   107900 SH       DEFINED 03           107900        0        0
COVENTRY HEALTH CARE INC       COM              222862104       81    12000 SH       DEFINED 15                0        0    12000
COVENTRY HEALTH CARE INC       COM              222862104      102    15200 SH       DEFINED 03            15200        0        0
COX COMMUNICATIONS INC NEW     CL A             224044107    20934   406500 SH       DEFINED 02 05 06          0        0   406500
COX COMMUNICATIONS INC NEW     CL A             224044107     7620   147976 SH       DEFINED 07 08 09          0        0   147976
COX COMMUNICATIONS INC NEW     CL A             224044107   222036  4311393 SH       DEFINED 10 13 15          0        0  4311393
COX COMMUNICATIONS INC NEW     CL A             224044107   328297  6374700 SH       DEFINED 16 20 22          0        0  6374700
COX COMMUNICATIONS INC NEW     CL A             224044107   144213  2800261 SH       DEFINED 26 28 30          0        0  2800261
COX COMMUNICATIONS INC NEW     CL A             224044107    21480   417100 SH       DEFINED 32 34             0        0   417100
COX COMMUNICATIONS INC NEW     CL A             224044107    94861  1842003 SH       DEFINED 37 03       1532103        0   309900
COX RADIO INC                  CL A             224051102     1566    15700 SH       DEFINED 02 13             0        0    15700
COX RADIO INC                  CL A             224051102      708     7100 SH       DEFINED 03             7100        0        0
CRAIG JENNY INC                COM              224206102     3308   912600 SH       DEFINED 07                0        0   912600
CRANE CO                       COM              224399105    10177   512100 SH       DEFINED 12                0        0   512100
CRANE CO                       COM              224399105     3436   172904 SH       DEFINED 03            53404        0   119500
CREDENCE SYS CORP              COM              225302108    12931   149500 SH       DEFINED 02 09 28          0        0   149500
CREDENCE SYS CORP              COM              225302108      114     1320 SH       DEFINED 30                0        0     1320
CREDENCE SYS CORP              COM              225302108     1574    18200 SH       DEFINED 03            18200        0        0
CREDITRUST CORP                COM              225429109      690    89800 SH       DEFINED 03            89800        0        0
CREE RESH INC                  COM              225447101    82591   967400 SH       DEFINED 09 13 15          0        0   967400
CREE RESH INC                  COM              225447101     5221    61160 SH       DEFINED 28 30             0        0    61160
CREE RESH INC                  COM              225447101     4260    49900 SH       DEFINED 03            40700        0     9200
CREO PRODS INC                 COM              225606102     5940   155000 SH       DEFINED 02                0        0   155000
CRESCENT REAL ESTATE EQUITIES  COM              225756105    66899  3640800 SH       DEFINED 09 12 15          0        0  3640800
CRESCENT REAL ESTATE EQUITIES  COM              225756105    26147  1423000 SH       DEFINED 22 34 35          0        0  1423000
CRESCENT REAL ESTATE EQUITIES  COM              225756105    14547   791700 SH       DEFINED 03           734100        0    57600
CRESTLINE CAP CORP             COM              226153104     2597   125950 SH       DEFINED 12                0        0   125950
CRESUD S A C I F Y A           SPONSORED ADR    226406106     1120   128006 SH       DEFINED 02 19 21          0        0   128006
CRISTALERIAS DE CHILE S A      SPONSORED ADR    226714103        4      300 SH       DEFINED 07                0        0      300
CRITICAL PATH INC              COM              22674V100    87296   925000 SH       DEFINED 12 15             0        0   925000
CRITICAL PATH INC              COM              22674V100     1736    18400 SH       DEFINED 03             9200        0     9200
CROSS TIMBERS OIL CO           COM              227573102      180    19900 SH       DEFINED 02                0        0    19900
CROSSMANN CMNTYS INC           COM              22764E109    17966  1159100 SH       DEFINED 07                0        0  1159100
CROSSROADS SYS INC             COM              22765D100    37289   441300 SH       DEFINED 10 13 22          0        0   441300
CROSSROADS SYS INC             COM              22765D100    12784   151300 SH       DEFINED 28                0        0   151300
CROWN AMERN RLTY TR            SH BEN INT       228186102      742   135000 SH       DEFINED 09                0        0   135000
CROWN CASTLE INTL CORP         COM              228227104     4362   135800 SH       DEFINED 04 15             0        0   135800
CROWN CORK & SEAL INC          COM              228255105       91     4100 SH       DEFINED 15                0        0     4100
CROWN CORK & SEAL INC          COM              228255105     2162    96642 SH       DEFINED 03            96642        0        0
CROWN RES CORP                 COM              228569109      363   193700 SH       DEFINED 03           193700        0        0
CRYOLIFE INC                   COM              228903100     9166   780100 SH       DEFINED 07 15             0        0   780100
CULLEN FROST BANKERS INC       COM              229899109      347    13500 SH       DEFINED 02                0        0    13500
CUMMINS ENGINE INC             COM              231021106   129593  2682400 SH       DEFINED 05 15 28          0        0  2682400
CUMMINS ENGINE INC             COM              231021106     6150   127300 SH       DEFINED 30                0        0   127300
CUMMINS ENGINE INC             COM              231021106     1960    40588 SH       DEFINED 37 03         40588        0        0
CURAGEN CORP                   COM              23126R101     9241   132500 SH       DEFINED 13                0        0   132500
CYBERSOURCE CORP               COM              23251J106     1035    20000 SH       DEFINED 02 34             0        0    20000
CYBERONICS INC                 COM              23251P102     8262   518400 SH       DEFINED 26                0        0   518400
CYBERONICS INC                 COM              23251P102     5767   361900 SH       DEFINED 03           361900        0        0
CYBEX COMPUTER PRODS CORP      COM              232522102    31581   779800 SH       DEFINED 07 13 26          0        0   779800
CYBEX COMPUTER PRODS CORP      COM              232522102     1846    45600 SH       DEFINED 03            45600        0        0
CYGNUS INC                     COM              232560102    10320   565500 SH       DEFINED 06 13 15          0        0   565500
CYGNUS INC                     COM              232560102    19740  1081650 SH       DEFINED 28                0        0  1081650
CYGNUS INC                     COM              232560102      304    16700 SH       DEFINED 03            16700        0        0
CYMER INC                      SB NT CV STEP 04 232572AC1     1116  1000000 PRN      DEFINED 11                0        0        0
CYMER INC                      COM              232572107     5727   124500 SH       DEFINED 02 13 20          0        0   124500
CYMER INC                      COM              232572107     4006    87100 SH       DEFINED 26 32             0        0    87100
CYMER INC                      COM              232572107     2916    63400 SH       DEFINED 03            63400        0        0
CYPRESS SEMICONDUCTOR CORP     COM              232806109    21406   661200 SH       DEFINED 02 09 15          0        0   661200
CYPRESS SEMICONDUCTOR CORP     COM              232806109    18463   570300 SH       DEFINED 23 26 28          0        0   570300
CYPRESS SEMICONDUCTOR CORP     COM              232806109      120     3710 SH       DEFINED 30                0        0     3710
CYPRESS SEMICONDUCTOR CORP     COM              232806109      516    15955 SH       DEFINED 37 03         15955        0        0
CYSIVE INC                     COM              23281T108     1534    21300 SH       DEFINED 10                0        0    21300
CYTEC INDS INC                 COM              232820100    43387  1876200 SH       DEFINED 15 22 28          0        0  1876200
CYTEC INDS INC                 COM              232820100      342    14832 SH       DEFINED 37 03         14832        0        0
CYTYC CORP                     COM              232946103    52159   854200 SH       DEFINED 09 16 26          0        0   854200
CYTYC CORP                     COM              232946103     3464    56740 SH       DEFINED 28 30             0        0    56740
CYTYC CORP                     COM              232946103    20999   343907 SH       DEFINED 37 03        149607        0   194300
DII GROUP INC                  COM              232949107   223019  3142500 SH       DEFINED 05 06 15          0        0  3142500
DII GROUP INC                  COM              232949107    63800   899000 SH       DEFINED 26 28 30          0        0   899000
DII GROUP INC                  COM              232949107    13143   185200 SH       DEFINED 03           135700        0    49500
DBT ONLINE INC                 COM              233044106    55926  2294400 SH       DEFINED 10 16             0        0  2294400
DBT ONLINE INC                 COM              233044106     2003    82200 SH       DEFINED 03            82200        0        0
DQE INC                        COM              23329J104     2278    65825 SH       DEFINED 37 03         65825        0        0
DPL INC                        COM              233293109    78370  4526825 SH       DEFINED 09 15 22          0        0  4526825
DPL INC                        COM              233293109     4796   277062 SH       DEFINED 03            92012        0   185050
D R HORTON INC                 COM              23331A109    33565  2430080 SH       DEFINED 05 07 12          0        0  2430080
D R HORTON INC                 COM              23331A109    63376  4588316 SH       DEFINED 15 28 30          0        0  4588316
D R HORTON INC                 COM              23331A109      193    14000 SH       DEFINED 03            14000        0        0
DSP GROUP INC                  COM              23332B106    12499   134400 SH       DEFINED 02 09 13          0        0   134400
DSP GROUP INC                  COM              23332B106     4556    48990 SH       DEFINED 28 30             0        0    48990
DSP GROUP INC                  COM              23332B106     1134    12200 SH       DEFINED 03            12200        0        0
DST SYS INC DEL                COM              233326107    35241   461800 SH       DEFINED 02 06 07          0        0   461800
DST SYS INC DEL                COM              233326107    37103   486200 SH       DEFINED 09 10 13          0        0   486200
DST SYS INC DEL                COM              233326107   407056  5334070 SH       DEFINED 15 16 19          0        0  5334070
DST SYS INC DEL                COM              233326107    54311   711700 SH       DEFINED 20 21 22          0        0   711700
DST SYS INC DEL                COM              233326107    47657   624510 SH       DEFINED 28 30 32          0        0   624510
DST SYS INC DEL                COM              233326107    19726   258500 SH       DEFINED 34                0        0   258500
DST SYS INC DEL                COM              233326107    71113   931873 SH       DEFINED 37 03        724173        0   207700
DT INDUSTRIES INC              COM              23333J108     1315   167100 SH       DEFINED 07                0        0   167100
DTE ENERGY CO                  COM              233331107    44888  1430700 SH       DEFINED 02 12 28          0        0  1430700
DTE ENERGY CO                  COM              233331107     7592   242000 SH       DEFINED 32                0        0   242000
DTE ENERGY CO                  COM              233331107     5353   170635 SH       DEFINED 03           145635        0    25000
DAIN RAUSCHER CORP             COM              233856103     6623   142450 SH       DEFINED 02 15             0        0   142450
DAIN RAUSCHER CORP             COM              233856103     8653   186100 SH       DEFINED 03           186100        0        0
DAISYTEK INTL CORP             COM              234053106    13987   600000 SH       DEFINED 07                0        0   600000
DAISYTEK INTL CORP             COM              234053106      249    10700 SH       DEFINED 03            10700        0        0
DALLAS SEMICONDUCTOR CORP      COM              235204104   180656  2803600 SH       DEFINED 07 15 20          0        0  2803600
DALLAS SEMICONDUCTOR CORP      COM              235204104     2242    34800 SH       DEFINED 26 32             0        0    34800
DALLAS SEMICONDUCTOR CORP      COM              235204104    11857   184019 SH       DEFINED 37 03        184019        0        0
DANA CORP                      COM              235811106    24583   821170 SH       DEFINED 05 08 15          0        0   821170
DANA CORP                      COM              235811106   122225  4082700 SH       DEFINED 28 30             0        0  4082700
DANA CORP                      COM              235811106     4656   155527 SH       DEFINED 03           154319        0     1208
DANAHER CORP DEL               COM              235851102    76365  1582700 SH       DEFINED 02 05 06          0        0  1582700
DANAHER CORP DEL               COM              235851102   124221  2574549 SH       DEFINED 07 09 10          0        0  2574549
DANAHER CORP DEL               COM              235851102     4084    84660 SH       DEFINED 12 15 19          0        0    84660
DANAHER CORP DEL               COM              235851102   196982  4082530 SH       DEFINED 20 23 28          0        0  4082530
DANAHER CORP DEL               COM              235851102    35478   735302 SH       DEFINED 30 32 34          0        0   735302
DANAHER CORP DEL               COM              235851102    42743   885884 SH       DEFINED 03           757684        0   128200
DARDEN RESTAURANTS INC         COM              237194105    11928   658100 SH       DEFINED 02 12 15          0        0   658100
DARDEN RESTAURANTS INC         COM              237194105   139016  7669900 SH       DEFINED 22 23 28          0        0  7669900
DARDEN RESTAURANTS INC         COM              237194105     3206   176900 SH       DEFINED 32 34             0        0   176900
DARDEN RESTAURANTS INC         COM              237194105     7565   417394 SH       DEFINED 37 03        136294        0   281100
DATASCOPE CORP                 COM              238113104      560    14000 SH       DEFINED 26                0        0    14000
DATASCOPE CORP                 COM              238113104       76     1900 SH       DEFINED 37 03          1900        0        0
DAVEL COMMUNICATIONS INC       COM              238341101      405    85400 SH       DEFINED 03            85400        0        0
DAWSON GEOPHYSICAL CO          COM              239359102     3153   357900 SH       DEFINED 07                0        0   357900
DAYTON HUDSON CORP             COM              239753106    89065  1212800 SH       DEFINED 02 04 05          0        0  1212800
DAYTON HUDSON CORP             COM              239753106   355937  4846810 SH       DEFINED 06 07 09          0        0  4846810
DAYTON HUDSON CORP             COM              239753106  1413407 19246400 SH       DEFINED 10 11 12          0        0 19246400
DAYTON HUDSON CORP             COM              239753106   500660  6817500 SH       DEFINED 15 16 19          0        0  6817500
DAYTON HUDSON CORP             COM              239753106   219545  2989550 SH       DEFINED 21 22 23          0        0  2989550
DAYTON HUDSON CORP             COM              239753106    86933  1183770 SH       DEFINED 26 27 28          0        0  1183770
DAYTON HUDSON CORP             COM              239753106    23294   317200 SH       DEFINED 30 32 34          0        0   317200
DAYTON HUDSON CORP             COM              239753106      190     2582 SH       DEFINED 37             2582        0        0
DAYTON HUDSON CORP             COM              239753106   162235  2209165 SH       DEFINED 03          1523965        0   685200
DAYTON SUPERIOR CORP           CL A             240028100      195    12000 SH       DEFINED 02                0        0    12000
DE BEERS CONS MINES LTD        ADR DEFD         240253302    28937  1000000 SH       DEFINED 07                0        0  1000000
DEAN FOODS CO                  COM              242361103    22490   565800 SH       DEFINED 02 07 11          0        0   565800
DEAN FOODS CO                  COM              242361103    32201   810100 SH       DEFINED 12 15 34          0        0   810100
DEAN FOODS CO                  COM              242361103     6006   151100 SH       DEFINED 03            61100        0    90000
DECORATOR INDS INC             COM PAR $0.20    243631207     1062   200015 SH       DEFINED 07                0        0   200015
DEERE & CO                     COM              244199105   174107  4014000 SH       DEFINED 05 06 07          0        0  4014000
DEERE & CO                     COM              244199105   273509  6305700 SH       DEFINED 09 10 11          0        0  6305700
DEERE & CO                     COM              244199105   137793  3176800 SH       DEFINED 13 15 22          0        0  3176800
DEERE & CO                     COM              244199105    49568  1142800 SH       DEFINED 23 28 30          0        0  1142800
DEERE & CO                     COM              244199105       91     2125 SH       DEFINED 37             2125        0        0
DEERE & CO                     COM              244199105    22808   525838 SH       DEFINED 03           279038        0   246800
DEL GLOBAL TECHNOLOGIES CORP   COM              245073101     6024   777300 SH       DEFINED 07                0        0   777300
DEL LABS INC                   COM              245091103     2572   326604 SH       DEFINED 07                0        0   326604
DEL MONTE FOODS CO             COM              24522P103        4      400 SH       DEFINED 26                0        0      400
DELHAIZE AMER INC              CL A             246688105    10156   500000 SH       DEFINED 07                0        0   500000
DELL COMPUTER CORP             COM              247025109   122910  2410000 SH       DEFINED 02 04 05          0        0  2410000
DELL COMPUTER CORP             COM              247025109   787052 15432400 SH       DEFINED 06 07 10          0        0 15432400
DELL COMPUTER CORP             COM              247025109   308601  6051000 SH       DEFINED 12 13 15          0        0  6051000
DELL COMPUTER CORP             COM              247025109   936670 18366090 SH       DEFINED 16 19 20          0        0 18366090
DELL COMPUTER CORP             COM              247025109   183887  3605632 SH       DEFINED 21 22 23          0        0  3605632
DELL COMPUTER CORP             COM              247025109   174945  3430300 SH       DEFINED 26 27 28          0        0  3430300
DELL COMPUTER CORP             COM              247025109    44808   878600 SH       DEFINED 30 32 34          0        0   878600
DELL COMPUTER CORP             COM              247025109   343965  6744365 SH       DEFINED 37 03       5316095        0  1428270
DELPHI AUTOMOTIVE SYS CORP     COM              247126105    87018  5524972 SH       DEFINED 05 08 10          0        0  5524972
DELPHI AUTOMOTIVE SYS CORP     COM              247126105    78697  4996672 SH       DEFINED 12 15 28          0        0  4996672
DELPHI AUTOMOTIVE SYS CORP     COM              247126105     4649   295178 SH       DEFINED 30                0        0   295178
DELPHI AUTOMOTIVE SYS CORP     COM              247126105     7057   448176 SH       DEFINED 37 03        448176        0        0
DELTA & PINE LD CO             COM              247357106      420    24200 SH       DEFINED 15                0        0    24200
DELTA & PINE LD CO             COM              247357106     3005   172972 SH       DEFINED 03           172972        0        0
DELTA AIR LINES INC DEL        COM              247361108   166936  3351300 SH       DEFINED 05 15 28          0        0  3351300
DELTA AIR LINES INC DEL        COM              247361108     7237   145300 SH       DEFINED 30                0        0   145300
DELTA AIR LINES INC DEL        COM              247361108     5536   111155 SH       DEFINED 03           111155        0        0
DELTATHREE COM INC             CL A             24783N102     9669   375500 SH       DEFINED 10 13             0        0   375500
DELTA WOODSIDE INDS INC NEW    COM              247909104      166    88700 SH       DEFINED 32                0        0    88700
DELTA FINANCIAL CORP           COM              247918105       93    22600 SH       DEFINED 25 27             0        0    22600
DELUXE CORP                    COM              248019101   168334  6135200 SH       DEFINED 12 13             0        0  6135200
DELUXE CORP                    COM              248019101    33316  1214269 SH       DEFINED 37 03        356869        0   857400
DENDRITE INTL INC              COM              248239105    13665   403400 SH       DEFINED 20 26 32          0        0   403400
DENTSPLY INTL INC NEW          COM              249030107    55854  2364200 SH       DEFINED 07 12 15          0        0  2364200
DENTSPLY INTL INC NEW          COM              249030107     9097   385100 SH       DEFINED 03            35200        0   349900
DEVCON INTL CORP               COM              251588109     1971   346700 SH       DEFINED 07                0        0   346700
DEVELOPERS DIVERSIFIED RLTY CO COM              251591103      608    47300 SH       DEFINED 09                0        0    47300
DEVON ENERGY CORP NEW          COM              25179M103    13971   425000 SH       DEFINED 13                0        0   425000
DEVON ENERGY CORP NEW          COM              25179M103        1       31 SH       DEFINED 37               31        0        0
DEVRY INC DEL                  COM              251893103       94     5100 SH       DEFINED 03             5100        0        0
DEXTER CORP                    COM              252165105    65826  1656000 SH       DEFINED 09 18 22          0        0  1656000
DEXTER CORP                    COM              252165105     1880    47300 SH       DEFINED 03            32700        0    14600
DIA MET MINERALS LTD           CL A SUB VTG     25243K208      691    50650 SH       DEFINED 15                0        0    50650
DIA MET MINERALS LTD           CL B MULTI VTG   25243K307     3249   204400 SH       DEFINED 15                0        0   204400
DIA MET MINERALS LTD           CL B MULTI VTG   25243K307      588    37200 SH       DEFINED 03            37200        0        0
DIAGEO P L C                   SPON ADR NEW     25243Q205      784    24500 SH       DEFINED 15                0        0    24500
DIAL CORP NEW                  COM              25247D101    44331  1823400 SH       DEFINED 02 15 20          0        0  1823400
DIAL CORP NEW                  COM              25247D101    11193   460400 SH       DEFINED 21 32 34          0        0   460400
DIAL CORP NEW                  COM              25247D101        0       40 SH       DEFINED 37               40        0        0
DIAMOND OFFSHORE DRILLING INC  COM              25271C102    44526  1456900 SH       DEFINED 02 13 15          0        0  1456900
DIAMOND OFFSHORE DRILLING INC  COM              25271C102      754    24700 SH       DEFINED 34                0        0    24700
DIAMOND OFFSHORE DRILLING INC  COM              25271C102    13052   427100 SH       DEFINED 37 03        427100        0        0
DIAMOND TECHNOLOGY PARTNERS    CL A             252762109    43213   502850 SH       DEFINED 02 15 26          0        0   502850
DIAMOND TECHNOLOGY PARTNERS    CL A             252762109    20272   235900 SH       DEFINED 34                0        0   235900
DIAMOND TECHNOLOGY PARTNERS    CL A             252762109    10063   117100 SH       DEFINED 03           114050        0     3050
DIANON SYS INC                 COM              252826102      646    47000 SH       DEFINED 07                0        0    47000
DIEBOLD INC                    COM              253651103      940    40000 SH       DEFINED 15                0        0    40000
DIGEX INC DEL                  CL A             253756100    13667   198800 SH       DEFINED 13 15             0        0   198800
DIGEX INC DEL                  CL A             253756100      185     2700 SH       DEFINED 03             2700        0        0
DIGIMARC CORP                  COM              253807101      685    13700 SH       DEFINED 10                0        0    13700
DIGITAL IMPACT INC DEL         COM              25385G106     1709    34100 SH       DEFINED 10                0        0    34100
DIGITAL IS INC DEL             COM              25385N101     3234    34000 SH       DEFINED 02 09 15          0        0    34000
DIGITAL IS INC DEL             COM              25385N101     1480    15560 SH       DEFINED 28 30 34          0        0    15560
DIGITAL INSIGHT CORP           COM              25385P106     2739    75300 SH       DEFINED 02 10 15          0        0    75300
DIGITAL INSIGHT CORP           COM              25385P106     2953    81200 SH       DEFINED 34                0        0    81200
DIGITAL LIGHTWAVE INC          COM              253855100     1235    19300 SH       DEFINED 13                0        0    19300
DIGITAL LIGHTWAVE INC          COM              253855100     1952    30500 SH       DEFINED 03            30500        0        0
DIGITAL RIV INC                COM              25388B104    11659   350000 SH       DEFINED 13                0        0   350000
DILLARDS INC                   CL A             254067101     1704    84441 SH       DEFINED 03            84441        0        0
DIME BANCORP INC NEW           COM              25429Q102     2768   183050 SH       DEFINED 02                0        0   183050
DIMON INC                      COM              254394109      203    62600 SH       DEFINED 13 28             0        0    62600
DIMON INC                      COM              254394109      277    85500 SH       DEFINED 03            85500        0        0
DIODES INC                     COM              254543101     9834   457400 SH       DEFINED 07                0        0   457400
DIONEX CORP                    COM              254546104      177     4300 SH       DEFINED 15                0        0     4300
DIONEX CORP                    COM              254546104       57     1400 SH       DEFINED 03             1400        0        0
DISCOUNT AUTO PTS INC          COM              254642101    23728  1313700 SH       DEFINED 05 28 30          0        0  1313700
DISCOUNT AUTO PTS INC          COM              254642101       79     4400 SH       DEFINED 03             4400        0        0
DISNEY WALT CO                 COM DISNEY       254687106    35471  1212700 SH       DEFINED 02 05 06          0        0  1212700
DISNEY WALT CO                 COM DISNEY       254687106   199468  6819420 SH       DEFINED 07 08 09          0        0  6819420
DISNEY WALT CO                 COM DISNEY       254687106   416742 14247600 SH       DEFINED 10 11 13          0        0 14247600
DISNEY WALT CO                 COM DISNEY       254687106   160165  5475756 SH       DEFINED 15 16 18          0        0  5475756
DISNEY WALT CO                 COM DISNEY       254687106    80865  2764640 SH       DEFINED 19 22 26          0        0  2764640
DISNEY WALT CO                 COM DISNEY       254687106    54627  1867600 SH       DEFINED 28 30 34          0        0  1867600
DISNEY WALT CO                 COM DISNEY       254687106      569    19540 SH       DEFINED 37            19540        0        0
DISNEY WALT CO                 COM DISNEY       254687106   136566  4668940 SH       DEFINED 03          3894573        0   774367
DISNEY WALT CO                 COM GO COM       254687205     2253    94650 SH       DEFINED 07 15             0        0    94650
DISNEY WALT CO                 COM GO COM       254687205      812    34100 SH       DEFINED 03            29200        0     4900
DISTRIBUCION Y SERVICIO D&S SA SPONSORED ADR    254753106      705    36400 SH       DEFINED 02 07 19          0        0    36400
DISTRIBUCION Y SERVICIO D&S SA SPONSORED ADR    254753106     9086   469000 SH       DEFINED 21                0        0   469000
DITECH COMMUNICATIONS CORP     COM              25500M103    14501   155100 SH       DEFINED 02 04 09          0        0   155100
DITECH COMMUNICATIONS CORP     COM              25500M103    75716   809800 SH       DEFINED 11 13 15          0        0   809800
DITECH COMMUNICATIONS CORP     COM              25500M103     8493    90841 SH       DEFINED 16 20 21          0        0    90841
DITECH COMMUNICATIONS CORP     COM              25500M103    23833   254900 SH       DEFINED 22 28 30          0        0   254900
DITECH COMMUNICATIONS CORP     COM              25500M103      691     7400 SH       DEFINED 32                0        0     7400
DITECH COMMUNICATIONS CORP     COM              25500M103     5871    62800 SH       DEFINED 03            59000        0     3800
DIVERSIFIED CORPORATE RES INC  COM              255153108      710   247300 SH       DEFINED 07                0        0   247300
DIVERSINET CORP                COM NEW          25536K204      110     5000 SH       DEFINED 21                0        0     5000
DOLE FOOD INC                  COM              256605106    40222  2475200 SH       DEFINED 12 03             0        0  2475200
DOLLAR GEN CORP                COM              256669102      294    12950 SH       DEFINED 02 15 34          0        0    12950
DOLLAR GEN CORP                COM              256669102     4064   178640 SH       DEFINED 37 03        178640        0        0
DOLLAR THRIFTY AUTOMOTIVE GP   COM              256743105     3662   153000 SH       DEFINED 02 26 28          0        0   153000
DOLLAR TREE STORES INC         COM              256747106    21529   444475 SH       DEFINED 02 06 09          0        0   444475
DOLLAR TREE STORES INC         COM              256747106    17374   358700 SH       DEFINED 15 16 20          0        0   358700
DOLLAR TREE STORES INC         COM              256747106    78103  1612455 SH       DEFINED 23 28 30          0        0  1612455
DOLLAR TREE STORES INC         COM              256747106     2114    43650 SH       DEFINED 32 34             0        0    43650
DOLLAR TREE STORES INC         COM              256747106    12263   253190 SH       DEFINED 37 03        128390        0   124800
DOMINION HOMES INC             COM              257386102     3612   578000 SH       DEFINED 07                0        0   578000
DOMINION RES INC VA            COM              257470104      368     9400 SH       DEFINED 12 28             0        0     9400
DOMINION RES INC VA            COM              257470104     5995   152741 SH       DEFINED 37 03        152741        0        0
DOMTAR INC                     COM              257561100    71084  6024500 SH       DEFINED 02 07 15          0        0  6024500
DOMTAR INC                     COM              257561100      699    59200 SH       DEFINED 21                0        0    59200
DOMTAR INC                     COM              257561100     2624   225940 SH       DEFINED 03           225940        0        0
DONALDSON INC                  COM              257651109     2338    97200 SH       DEFINED 26                0        0    97200
DONALDSON LUFKIN & JENRETTE NW COM DLJ          257661108    36015   744500 SH       DEFINED 12 15 23          0        0   744500
DONALDSON LUFKIN & JENRETTE NW COM DLJ          257661108       85     1760 SH       DEFINED 28                0        0     1760
DONALDSON LUFKIN & JENRETTE NW COM DLJ          257661108      174     3600 SH       DEFINED 03             3600        0        0
DONNELLEY R R & SONS CO        COM              257867101   153093  6170000 SH       DEFINED 02 09 12          0        0  6170000
DONNELLEY R R & SONS CO        COM              257867101    18522   746500 SH       DEFINED 15 21 22          0        0   746500
DONNELLEY R R & SONS CO        COM              257867101    23002   927057 SH       DEFINED 34 03        146857        0   780200
DORAL FINL CORP                COM              25811P100    25585  2078000 SH       DEFINED 07 26             0        0  2078000
DORCHESTER HUGOTON LTD         DEPOSTARY RCPT   258205202      161    17000 SH       DEFINED 07                0        0    17000
DOREL INDS INC                 CL B SUB VTG     25822C205    16441   920900 SH       DEFINED 02 07             0        0   920900
DOUBLECLICK INC                COM              258609304    62076   245300 SH       DEFINED 02 05 06          0        0   245300
DOUBLECLICK INC                COM              258609304   170260   672800 SH       DEFINED 07 09 10          0        0   672800
DOUBLECLICK INC                COM              258609304   404900  1600000 SH       DEFINED 11 12 15          0        0  1600000
DOUBLECLICK INC                COM              258609304   144592   571370 SH       DEFINED 16 19 20          0        0   571370
DOUBLECLICK INC                COM              258609304    40130   158580 SH       DEFINED 28 30 32          0        0   158580
DOUBLECLICK INC                COM              258609304    24040    95000 SH       DEFINED 34                0        0    95000
DOUBLECLICK INC                COM              258609304    12900    50980 SH       DEFINED 37 03         25780        0    25200
DOVER CORP                     COM              260003108    15713   346300 SH       DEFINED 02 12 15          0        0   346300
DOVER CORP                     COM              260003108    12375   272730 SH       DEFINED 23 28             0        0   272730
DOVER CORP                     COM              260003108     7463   164492 SH       DEFINED 03           164492        0        0
DOVER DOWNS ENTMT INC          COM              260086103    17758   947100 SH       DEFINED 07 20 32          0        0   947100
DOVER DOWNS ENTMT INC          COM              260086103     1166    62200 SH       DEFINED 03            62200        0        0
DOW CHEM CO                    COM              260543103    68816   515000 SH       DEFINED 02 04 07          0        0   515000
DOW CHEM CO                    COM              260543103   211474  1582600 SH       DEFINED 09 11 12          0        0  1582600
DOW CHEM CO                    COM              260543103    66398   496900 SH       DEFINED 13 15 22          0        0   496900
DOW CHEM CO                    COM              260543103   126957   950100 SH       DEFINED 23 28 32          0        0   950100
DOW CHEM CO                    COM              260543103      120      900 SH       DEFINED 34                0        0      900
DOW CHEM CO                    COM              260543103      131     1001 SH       DEFINED 37             1001        0        0
DOW CHEM CO                    COM              260543103    60543   453084 SH       DEFINED 03           393984        0    59100
DOW JONES & CO INC             COM              260561105     6038    88800 SH       DEFINED 32                0        0    88800
DOW JONES & CO INC             COM              260561105     4934    72574 SH       DEFINED 37 03         72574        0        0
DOWNEY FINL CORP               COM              261018105     2069   102500 SH       DEFINED 15                0        0   102500
DREW INDS INC                  COM NEW          26168L205    10297  1144200 SH       DEFINED 07                0        0  1144200
DREYERS GRAND ICE CREAM INC    COM              261878102       10      600 SH       DEFINED 03              600        0        0
DREYFUS STRATEGIC GOVTS INCOME COM              261938104      976   125000 SH       DEFINED 19 21             0        0   125000
DRUG EMPORIUM INC              COM              262175102      175    39600 SH       DEFINED 03            39600        0        0
DRUGSTORE COM INC              COM              262241102      151     4200 SH       DEFINED 02 15 34          0        0     4200
DSET CORP                      COM              262504103    20488   548200 SH       DEFINED 06 15 16          0        0   548200
DSET CORP                      COM              262504103    11732   313900 SH       DEFINED 20 32             0        0   313900
DSET CORP                      COM              262504103      179     4800 SH       DEFINED 03             4800        0        0
DU PONT E I DE NEMOURS & CO    COM              263534109    27261   413842 SH       DEFINED 02 04 05          0        0   413842
DU PONT E I DE NEMOURS & CO    COM              263534109   357224  5422763 SH       DEFINED 07 09 10          0        0  5422763
DU PONT E I DE NEMOURS & CO    COM              263534109    27021   410198 SH       DEFINED 12 13 15          0        0   410198
DU PONT E I DE NEMOURS & CO    COM              263534109   191086  2900740 SH       DEFINED 16 18 19          0        0  2900740
DU PONT E I DE NEMOURS & CO    COM              263534109    56644   859885 SH       DEFINED 21 22 27          0        0   859885
DU PONT E I DE NEMOURS & CO    COM              263534109    45684   693510 SH       DEFINED 28 29 30          0        0   693510
DU PONT E I DE NEMOURS & CO    COM              263534109      353     5360 SH       DEFINED 34                0        0     5360
DU PONT E I DE NEMOURS & CO    COM              263534109      563     8649 SH       DEFINED 37             8649        0        0
DU PONT E I DE NEMOURS & CO    COM              263534109   144516  2193804 SH       DEFINED 03          2062096        0   131708
DUANE READE INC                COM              263578106     1653    60000 SH       DEFINED 26                0        0    60000
DUANE READE INC                COM              263578106     1066    38700 SH       DEFINED 03            38700        0        0
DUCOMMUN INC DEL               COM              264147109    11913  1095500 SH       DEFINED 07                0        0  1095500
DUKE ENERGY CORP               COM              264399106    37152   741194 SH       DEFINED 16 18 34          0        0   741194
DUKE ENERGY CORP               COM              264399106    15895   317114 SH       DEFINED 03           312014        0     5100
DUKE WEEKS REALTY CORP         COM NEW          264411505    68924  3534582 SH       DEFINED 09 12 15          0        0  3534582
DUKE WEEKS REALTY CORP         COM NEW          264411505    16189   830222 SH       DEFINED 18 22 34          0        0   830222
DUKE WEEKS REALTY CORP         COM NEW          264411505     4360   223600 SH       DEFINED 35                0        0   223600
DUKE WEEKS REALTY CORP         COM NEW          264411505    21247  1089644 SH       DEFINED 37 03        981726        0   107918
DUN & BRADSTREET CORP DEL      COM              26483B106     2445    82900 SH       DEFINED 15                0        0    82900
DUN & BRADSTREET CORP DEL      COM              26483B106     4330   146791 SH       DEFINED 03           146791        0        0
DURA AUTOMOTIVE SYSTEMS CORP   CL A             265903104       17     1000 SH       DEFINED 15                0        0     1000
DURA AUTOMOTIVE SYSTEMS CORP   CL A             265903104     2584   148200 SH       DEFINED 03           148200        0        0
DUPONT PHOTOMASKS INC          COM              26613X101      820    17000 SH       DEFINED 26                0        0    17000
DUPONT PHOTOMASKS INC          COM              26613X101      221     4600 SH       DEFINED 03             4600        0        0
DURA PHARMACEUTICALS INC       SUB NT CV 3.5%02 26632SAA7      778  1000000 PRN      DEFINED 11                0        0        0
DYCOM INDS INC                 COM              267475101    10209   231700 SH       DEFINED 09 15 28          0        0   231700
DYCOM INDS INC                 COM              267475101       58     1330 SH       DEFINED 30                0        0     1330
DYNEGY INC                     COM              26816L102     7383   303700 SH       DEFINED 02 04 05          0        0   303700
DYNEGY INC                     COM              26816L102    62478  2569800 SH       DEFINED 06 07 09          0        0  2569800
DYNEGY INC                     COM              26816L102    25134  1033800 SH       DEFINED 12 13 15          0        0  1033800
DYNEGY INC                     COM              26816L102    82074  3375800 SH       DEFINED 16 20 21          0        0  3375800
DYNEGY INC                     COM              26816L102    16864   693660 SH       DEFINED 28 30 32          0        0   693660
DYNEGY INC                     COM              26816L102     4424   182000 SH       DEFINED 34                0        0   182000
DYNEGY INC                     COM              26816L102    16176   665360 SH       DEFINED 03           589160        0    76200
ECI TELECOM LTD                ORD              268258100    17520   554000 SH       DEFINED 07 19 21          0        0   554000
ECI TELECOM LTD                ORD              268258100        0       25 SH       DEFINED 37               25        0        0
EIS INTL INC                   COM              268539103     1950   337400 SH       DEFINED 26                0        0   337400
ELXSI CORP                     COM NEW          268613205     3360   267500 SH       DEFINED 07                0        0   267500
E M C CORP MASS                COM              268648102   126498  1157881 SH       DEFINED 02 04 05          0        0  1157881
E M C CORP MASS                COM              268648102  1622570 14851904 SH       DEFINED 06 07 10          0        0 14851904
E M C CORP MASS                COM              268648102   530015  4851400 SH       DEFINED 11 13 15          0        0  4851400
E M C CORP MASS                COM              268648102   964401  8827470 SH       DEFINED 16 18 19          0        0  8827470
E M C CORP MASS                COM              268648102   496100  4540968 SH       DEFINED 20 21 22          0        0  4540968
E M C CORP MASS                COM              268648102    93965   860100 SH       DEFINED 23 26 27          0        0   860100
E M C CORP MASS                COM              268648102   297081  2719282 SH       DEFINED 28 30 32          0        0  2719282
E M C CORP MASS                COM              268648102    64348   589000 SH       DEFINED 34                0        0   589000
E M C CORP MASS                COM              268648102   436394  3994394 SH       DEFINED 37 03       3294964        0   699430
EMC CORP                       SB NT CV 3.25%02 26865YAA2   132763 13765000 PRN      DEFINED 06 07 11          0        0        0
EMC CORP                       SB NT CV 3.25%02 26865YAA2     4947   513000 PRN      DEFINED 28 03             0        0        0
ENSCO INTL INC                 COM              26874Q100    21601   944340 SH       DEFINED 02 06 09          0        0   944340
ENSCO INTL INC                 COM              26874Q100   120843  5282770 SH       DEFINED 11 12 13          0        0  5282770
ENSCO INTL INC                 COM              26874Q100   160480  7015520 SH       DEFINED 15 16 20          0        0  7015520
ENSCO INTL INC                 COM              26874Q100    32052  1401210 SH       DEFINED 23 28 30          0        0  1401210
ENSCO INTL INC                 COM              26874Q100     5071   221700 SH       DEFINED 32 34             0        0   221700
ENSCO INTL INC                 COM              26874Q100    59199  2588000 SH       DEFINED 37 03       2588000        0        0
ENI S P A                      SPONSORED ADR    26874R108    53928   978300 SH       DEFINED 19 21             0        0   978300
ENI S P A                      SPONSORED ADR    26874R108        1       30 SH       DEFINED 37               30        0        0
EOG RES INC                    COM              26875P101     6531   371900 SH       DEFINED 02 09 12          0        0   371900
EOG RES INC                    COM              26875P101    42576  2424300 SH       DEFINED 13 15 28          0        0  2424300
EOG RES INC                    COM              26875P101     1925   109630 SH       DEFINED 30 34             0        0   109630
EOG RES INC                    COM              26875P101       21     1275 SH       DEFINED 37             1275        0        0
EPIX MEDICAL INC               COM              26881Q101      466    46666 SH       DEFINED 37                0        0    46666
E PIPHANY INC                  COM              26881V100    24543   110000 SH       DEFINED 13                0        0   110000
ESAT TELECOM GROUP PLC         SPONSORED ADR    26883Y102   118869  1299125 SH       DEFINED 11 20 21          0        0  1299125
ESAT TELECOM GROUP PLC         SPONSORED ADR    26883Y102     7704    84200 SH       DEFINED 28 32             0        0    84200
E SPIRE COMMUNICATIONS INC     COM              269153102      434    74800 SH       DEFINED 27                0        0    74800
E SPIRE COMMUNICATIONS INC     COM              269153102      159    27500 SH       DEFINED 03            27500        0        0
E-STAMP CORP                   COM              269154100     1428    64200 SH       DEFINED 10 13 15          0        0    64200
E-STAMP CORP                   COM              269154100      736    33100 SH       DEFINED 03            33100        0        0
ETEC SYS INC                   COM              26922C103    37259   830300 SH       DEFINED 15                0        0   830300
E-TEK DYNAMICS INC             COM              269240107    14552   108100 SH       DEFINED 02 09 11          0        0   108100
E-TEK DYNAMICS INC             COM              269240107    15450   114770 SH       DEFINED 13 28 30          0        0   114770
E-TEK DYNAMICS INC             COM              269240107    19466   144600 SH       DEFINED 03           144600        0        0
E TRADE GROUP INC              COM              269246104    45232  1731400 SH       DEFINED 02 12 13          0        0  1731400
E TRADE GROUP INC              COM              269246104    14849   568400 SH       DEFINED 15 34             0        0   568400
E TRADE GROUP INC              COM              269246104     1052    40300 SH       DEFINED 03            40300        0        0
EAGLE USA AIRFREIGHT INC       COM              270018104     6712   155650 SH       DEFINED 02 06 15          0        0   155650
EAGLE USA AIRFREIGHT INC       COM              270018104     3930    91150 SH       DEFINED 26                0        0    91150
EAGLE USA AIRFREIGHT INC       COM              270018104     6518   151150 SH       DEFINED 03           151150        0        0
EARTHGRAINS CO                 COM              270319106     7640   473800 SH       DEFINED 02 12 15          0        0   473800
EARTHGRAINS CO                 COM              270319106    68690  4259900 SH       DEFINED 20 32 34          0        0  4259900
EARTHGRAINS CO                 COM              270319106     2222   137800 SH       DEFINED 37 03         15600        0   122200
EARTHLINK NETWORK INC          COM              270322100     4250   100000 SH       DEFINED 10                0        0   100000
EASTERN ENTERPRISES            COM              27637F100     1989    34641 SH       DEFINED 03            34641        0        0
EASTGROUP PPTY INC             COM              277276101     3157   170700 SH       DEFINED 35                0        0   170700
EASTGROUP PPTY INC             COM              277276101     3581   193600 SH       DEFINED 03           193600        0        0
EASTMAN CHEM CO                COM              277432100    53028  1112000 SH       DEFINED 09 13 15          0        0  1112000
EASTMAN CHEM CO                COM              277432100    28393   595404 SH       DEFINED 22 31 03      92711        0   502693
EASTMAN KODAK CO               COM              277461109     6812   102837 SH       DEFINED 02 15 31          0        0   102837
EASTMAN KODAK CO               COM              277461109      132     2000 SH       DEFINED 34                0        0     2000
EASTMAN KODAK CO               COM              277461109       47      730 SH       DEFINED 37              730        0        0
EASTMAN KODAK CO               COM              277461109    16682   251817 SH       DEFINED 03           249817        0     2000
EATON CORP                     COM              278058102   135478  1865450 SH       DEFINED 05 09 12          0        0  1865450
EATON CORP                     COM              278058102   268774  3700850 SH       DEFINED 15 22 28          0        0  3700850
EATON CORP                     COM              278058102    44679   615205 SH       DEFINED 30 03        301155        0   314050
EATON VANCE CORP               COM NON VTG      278265103     3127    82300 SH       DEFINED 15                0        0    82300
EBAY INC                       COM              278642103    38244   305500 SH       DEFINED 02 13 15          0        0   305500
EBAY INC                       COM              278642103    46746   373412 SH       DEFINED 16 23 34          0        0   373412
EBAY INC                       COM              278642103     7150    57120 SH       DEFINED 03            24552        0    32568
EBENX INC                      COM              278668108      905    20000 SH       DEFINED 10 12 15          0        0    20000
EBENX INC                      COM              278668108       36      800 SH       DEFINED 23 26             0        0      800
ECHELON INTL CORP              COM              278747100     1058    46000 SH       DEFINED 07                0        0    46000
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109   117243  1202500 SH       DEFINED 02 09 10          0        0  1202500
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109   453589  4652200 SH       DEFINED 11 13 15          0        0  4652200
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109   237207  2432900 SH       DEFINED 16 20 25          0        0  2432900
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109    93534   959328 SH       DEFINED 27 28 30          0        0   959328
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109    60496   620480 SH       DEFINED 32 34 36          0        0   620480
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109    28338   290650 SH       DEFINED 03           117150        0   173500
ECOLAB INC                     COM              278865100    84942  2171050 SH       DEFINED 02 05 06          0        0  2171050
ECOLAB INC                     COM              278865100   144484  3692900 SH       DEFINED 11 15 16          0        0  3692900
ECOLAB INC                     COM              278865100    11306   288990 SH       DEFINED 21 28 34          0        0   288990
ECOLAB INC                     COM              278865100    23003   587948 SH       DEFINED 03           337148        0   250800
ECOLLEGE COM                   COM              27887E100      416    38100 SH       DEFINED 10 12 15          0        0    38100
ECOLLEGE COM                   COM              27887E100       27     2500 SH       DEFINED 23 26 28          0        0     2500
EDPERBRASCAN CORP              CL A LTD VT SH   280905803   129957  9843469 SH       DEFINED 02 09 22          0        0  9843469
EDPERBRASCAN CORP              CL A LTD VT SH   280905803     1308    96900 SH       DEFINED 03                0        0    96900
EDISON INTL                    COM              281020107    19910   760300 SH       DEFINED 12 20 23          0        0   760300
EDISON INTL                    COM              281020107     8949   341750 SH       DEFINED 28 32             0        0   341750
EDISON INTL                    COM              281020107     7985   304942 SH       DEFINED 37 03        274942        0    30000
EDUCATION MGMT CORP            COM              28139T101     1610   115000 SH       DEFINED 07                0        0   115000
J D EDWARDS & CO               COM              281667105    50225  1681200 SH       DEFINED 09 15 16          0        0  1681200
J D EDWARDS & CO               COM              281667105    11737   392900 SH       DEFINED 20 26 28          0        0   392900
J D EDWARDS & CO               COM              281667105     3847   128800 SH       DEFINED 30 32 34          0        0   128800
EDWARDS AG INC                 COM              281760108      993    31000 SH       DEFINED 15                0        0    31000
EDWARDS AG INC                 COM              281760108      898    28007 SH       DEFINED 37 03         28007        0        0
EFFICIENT NETWORKS INC         COM              282056100     2448    36000 SH       DEFINED 02 04 06          0        0    36000
EFFICIENT NETWORKS INC         COM              282056100    18808   276600 SH       DEFINED 13 15 20          0        0   276600
EFFICIENT NETWORKS INC         COM              282056100     2705    39787 SH       DEFINED 32 34             0        0    39787
EGLOBE INC                     COM              282339100        2      540 SH       DEFINED 03              540        0        0
EL PASO ENERGY CORP DEL        COM              283905107    14003   360800 SH       DEFINED 02 12 15          0        0   360800
EL PASO ENERGY CORP DEL        COM              283905107      159     4100 SH       DEFINED 28                0        0     4100
EL PASO ENERGY CORP DEL        COM              283905107     7058   181829 SH       DEFINED 37 03        181829        0        0
ELAN PLC                       ADR              284131208   136676  4633100 SH       DEFINED 05 06 10          0        0  4633100
ELAN PLC                       ADR              284131208    12348   418600 SH       DEFINED 15 19 21          0        0   418600
ELAN PLC                       ADR              284131208   144882  4911280 SH       DEFINED 22 28             0        0  4911280
ELAN PLC                       ADR              284131208     2690    91200 SH       DEFINED 37            91200        0        0
ELAN PLC                       ADR              284131208     1852    62800 SH       DEFINED 03            17500        0    45300
ELCOR CORP                     COM              284443108       58     1950 SH       DEFINED 15                0        0     1950
ELCOR CORP                     COM              284443108      635    21100 SH       DEFINED 03            21100        0        0
ELECTRO SCIENTIFIC INDS        COM              285229100     2190    30000 SH       DEFINED 26                0        0    30000
ELECTROGLAS INC                COM              285324109     1395    55000 SH       DEFINED 02 26             0        0    55000
ELECTROGLAS INC                COM              285324109      200     7900 SH       DEFINED 03             7900        0        0
ELECTRONIC ARTS INC            COM              285512109    20252   241100 SH       DEFINED 09 13 16          0        0   241100
ELECTRONIC ARTS INC            COM              285512109   173831  2069420 SH       DEFINED 22 28 30          0        0  2069420
ELECTRONIC ARTS INC            COM              285512109        5       70 SH       DEFINED 37               70        0        0
ELECTRONIC DATA SYS NEW        COM              285661104    72325  1080500 SH       DEFINED 02 07 10          0        0  1080500
ELECTRONIC DATA SYS NEW        COM              285661104   143386  2142100 SH       DEFINED 11 12 13          0        0  2142100
ELECTRONIC DATA SYS NEW        COM              285661104   515914  7707400 SH       DEFINED 15 16 20          0        0  7707400
ELECTRONIC DATA SYS NEW        COM              285661104   294752  4403400 SH       DEFINED 22 23 28          0        0  4403400
ELECTRONIC DATA SYS NEW        COM              285661104    46380   692900 SH       DEFINED 32 34             0        0   692900
ELECTRONIC DATA SYS NEW        COM              285661104   105731  1579612 SH       DEFINED 37 03        847012        0   732600
ELECTRONICS BOUTIQUE HLDGS CP  COM              286045109     1890   105000 SH       DEFINED 28                0        0   105000
ELECTRONICS FOR IMAGING INC    COM              286082102    43390   746500 SH       DEFINED 02 05 09          0        0   746500
ELECTRONICS FOR IMAGING INC    COM              286082102   167818  2887200 SH       DEFINED 12 15 16          0        0  2887200
ELECTRONICS FOR IMAGING INC    COM              286082102    63141  1086300 SH       DEFINED 19 21 22          0        0  1086300
ELECTRONICS FOR IMAGING INC    COM              286082102   106927  1839610 SH       DEFINED 28 30 32          0        0  1839610
ELECTRONICS FOR IMAGING INC    COM              286082102    31875   548400 SH       DEFINED 34                0        0   548400
ELECTRONICS FOR IMAGING INC    COM              286082102    62445  1074361 SH       DEFINED 37 03        319261        0   755100
ELF AQUITAINE                  SPONSORED ADR    286269105     7854   102500 SH       DEFINED 19 21             0        0   102500
ELLIS PERRY INTL INC           COM              288853104     9699   834400 SH       DEFINED 07 12             0        0   834400
EMBOTELLADORA ANDINA S A       SPON ADR A       29081P204      768    43150 SH       DEFINED 02 07 19          0        0    43150
EMBOTELLADORA ANDINA S A       SPON ADR A       29081P204     7167   402400 SH       DEFINED 21                0        0   402400
EMBREX INC                     COM              290817105     4072   378800 SH       DEFINED 07                0        0   378800
EMERGING MKTS TELECOMMUNICATNS COM              290887108     6417   398000 SH       DEFINED 19 21 26          0        0   398000
EMERGING MKTS INFRASTRUCTURE   COM              290921105     6640   590305 SH       DEFINED 19 21 26          0        0   590305
EMERSON ELEC CO                COM              291011104    59354  1034500 SH       DEFINED 02 05 07          0        0  1034500
EMERSON ELEC CO                COM              291011104   355047  6188200 SH       DEFINED 09 10 15          0        0  6188200
EMERSON ELEC CO                COM              291011104   104110  1814570 SH       DEFINED 16 19 22          0        0  1814570
EMERSON ELEC CO                COM              291011104   199900  3484100 SH       DEFINED 26 28 30          0        0  3484100
EMERSON ELEC CO                COM              291011104     1721    30000 SH       DEFINED 32 34             0        0    30000
EMERSON ELEC CO                COM              291011104      321     5610 SH       DEFINED 37             5610        0        0
EMERSON ELEC CO                COM              291011104    57015   993731 SH       DEFINED 03           837631        0   156100
EMISPHERE TECHNOLOGIES INC     COM              291345106     3736   124300 SH       DEFINED 15                0        0   124300
EMMIS COMMUNICATIONS CORP      CL A             291525103    13922   111700 SH       DEFINED 09 16 28          0        0   111700
EMMIS COMMUNICATIONS CORP      CL A             291525103       13      110 SH       DEFINED 30                0        0      110
EMMIS COMMUNICATIONS CORP      PFD CV SER A     291525202     6622    77000 SH       DEFINED 11                0        0    77000
EMULEX CORP                    COM NEW          292475209   304728  2708700 SH       DEFINED 02 13 15          0        0  2708700
EMULEX CORP                    COM NEW          292475209    54000   480000 SH       DEFINED 16 26 34          0        0   480000
EMULEX CORP                    COM NEW          292475209   131060  1164982 SH       DEFINED 03          1113882        0    51100
ENCAL ENERGY LTD               COM              29250D107      109    24100 SH       DEFINED 15                0        0    24100
ENBRIDGE INC                   COM              29250N105    54561  2759950 SH       DEFINED 02 07 15          0        0  2759950
ENBRIDGE INC                   COM              29250N105      357    18050 SH       DEFINED 21                0        0    18050
ENBRIDGE INC                   COM              29250N105      691    34554 SH       DEFINED 03            34554        0        0
ENDESA S A                     SPONSORED ADR    29258N107        3      175 SH       DEFINED 37              175        0        0
ENERGEN CORP                   COM              29265N108      382    21200 SH       DEFINED 15                0        0    21200
ENERGY CONVERSION DEVICES INC  COM              292659109     5550   600000 SH       DEFINED 12                0        0   600000
ENERGY CONVERSION DEVICES INC  WT EXP  073101   292659224      750   400000 SH       DEFINED 12                0        0   400000
ENERGY EAST CORP               COM              29266M109    52049  2500900 SH       DEFINED 02 12 23          0        0  2500900
ENERGY EAST CORP               COM              29266M109    15806   759450 SH       DEFINED 28 32             0        0   759450
ENERGY EAST CORP               COM              29266M109       52     2500 SH       DEFINED 37             2500        0        0
ENERGY EAST CORP               COM              29266M109      661    31800 SH       DEFINED 03                0        0    31800
ENERSIS S A                    SPONSORED ADR    29274F104      152     6485 SH       DEFINED 02 07 19          0        0     6485
ENERSIS S A                    SPONSORED ADR    29274F104      993    42278 SH       DEFINED 21                0        0    42278
ENGAGE TECHNOLOGIES INC        COM              292827102     3126    52100 SH       DEFINED 03            52100        0        0
ENGELHARD CORP                 COM              292845104    52125  2761600 SH       DEFINED 05 07 09          0        0  2761600
ENGELHARD CORP                 COM              292845104    44863  2376900 SH       DEFINED 11 12 15          0        0  2376900
ENGELHARD CORP                 COM              292845104    40509  2146200 SH       DEFINED 22 28 30          0        0  2146200
ENGELHARD CORP                 COM              292845104    10825   573515 SH       DEFINED 32 03        116615        0   456900
ENGINEERED SUPPORT SYS INC     COM              292866100     5829   485750 SH       DEFINED 07                0        0   485750
ENGLE HOMES INC                COM              292896107    17504  1458700 SH       DEFINED 07 12 28          0        0  1458700
ENESCO GROUP INC               COM              292973104        6      600 SH       DEFINED 03              600        0        0
ENHANCE FINL SVCS GROUP INC    COM              293310108      884    54400 SH       DEFINED 07                0        0    54400
ENRON CORP                     COM              293561106    57840  1303446 SH       DEFINED 02 07 09          0        0  1303446
ENRON CORP                     COM              293561106   237077  5342600 SH       DEFINED 10 11 12          0        0  5342600
ENRON CORP                     COM              293561106   244970  5520466 SH       DEFINED 13 15 16          0        0  5520466
ENRON CORP                     COM              293561106     1768    39860 SH       DEFINED 19 28 30          0        0    39860
ENRON CORP                     COM              293561106    18460   416000 SH       DEFINED 32 34             0        0   416000
ENRON CORP                     COM              293561106    60868  1371738 SH       DEFINED 37 03       1285538        0    86200
ENRON CORP                     PFD 2CV $10.50   293561601    39862    32900 SH       DEFINED 09 11             0        0    32900
ENTERCOM COMMUNICATIONS CORP   CL A             293639100    25027   379200 SH       DEFINED 13 20 32          0        0   379200
ENTERCOM COMMUNICATIONS CORP   CL A             293639100      290     4400 SH       DEFINED 03             3500        0      900
ENTERGY CORP NEW               COM              29364G103   234299  9099000 SH       DEFINED 07 09 11          0        0  9099000
ENTERGY CORP NEW               COM              29364G103    65798  2555300 SH       DEFINED 12 15 16          0        0  2555300
ENTERGY CORP NEW               COM              29364G103   100265  3893800 SH       DEFINED 18 22 27          0        0  3893800
ENTERGY CORP NEW               COM              29364G103     4158   161500 SH       DEFINED 28 30 34          0        0   161500
ENTERGY CORP NEW               COM              29364G103       21      819 SH       DEFINED 37              819        0        0
ENTERGY CORP NEW               COM              29364G103    45140  1753045 SH       DEFINED 03          1287840        0   465205
ENTERTAINMENT PPTYS TR         COM SH BEN INT   29380T105     1258    95400 SH       DEFINED 03            95400        0        0
ENTRUST TECHNOLOGIES INC       COM              293848107     3716    62000 SH       DEFINED 15                0        0    62000
ENZON INC                      COM              293904108     3253    75000 SH       DEFINED 15                0        0    75000
EPCOS AG                       ARD              29410P107    19224   257400 SH       DEFINED 04 16             0        0   257400
ENZO BIOCHEM INC               COM              294100102    15623   346700 SH       DEFINED 15                0        0   346700
EOTT ENERGY PARTNERS L P       UNIT LTD PRTNR   294103106      325    25000 SH       DEFINED 26                0        0    25000
EQUIFAX INC                    COM              294429105    25875  1098170 SH       DEFINED 10 15             0        0  1098170
EQUIFAX INC                    COM              294429105     2883   122392 SH       DEFINED 37 03        122392        0        0
EQUINOX SYS INC                COM              294436100     4815   535000 SH       DEFINED 07                0        0   535000
EQUITABLE RES INC              COM              294549100     3073    92100 SH       DEFINED 15 26             0        0    92100
EQUITY MARKETING INC           COM              294724109      141    11000 SH       DEFINED 23                0        0    11000
EQUITY OFFICE PROPERTIES TRUST COM              294741103   113667  4615920 SH       DEFINED 06 07 09          0        0  4615920
EQUITY OFFICE PROPERTIES TRUST COM              294741103    72678  2951400 SH       DEFINED 10 12 15          0        0  2951400
EQUITY OFFICE PROPERTIES TRUST COM              294741103   223176  9062990 SH       DEFINED 16 18 20          0        0  9062990
EQUITY OFFICE PROPERTIES TRUST COM              294741103    28284  1148600 SH       DEFINED 22 30 32          0        0  1148600
EQUITY OFFICE PROPERTIES TRUST COM              294741103    21024   853796 SH       DEFINED 34 35             0        0   853796
EQUITY OFFICE PROPERTIES TRUST COM              294741103    42939  1743736 SH       DEFINED 03          1666436        0    77300
EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107   148859  3487192 SH       DEFINED 06 09 10          0        0  3487192
EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107   169779  3977265 SH       DEFINED 12 15 16          0        0  3977265
EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107    36997   866700 SH       DEFINED 20 22 30          0        0   866700
EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107    11121   260539 SH       DEFINED 32 34 35          0        0   260539
EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107     7214   169000 SH       DEFINED 03           139300        0    29700
ERICSSON L M TEL CO            ADR CL B SEK10   294821400    45508   692800 SH       DEFINED 02 04 05          0        0   692800
ERICSSON L M TEL CO            ADR CL B SEK10   294821400   127522  1941350 SH       DEFINED 06 07 09          0        0  1941350
ERICSSON L M TEL CO            ADR CL B SEK10   294821400   432571  6585300 SH       DEFINED 10 11 12          0        0  6585300
ERICSSON L M TEL CO            ADR CL B SEK10   294821400   746873 11370100 SH       DEFINED 13 15 16          0        0 11370100
ERICSSON L M TEL CO            ADR CL B SEK10   294821400   142738  2173000 SH       DEFINED 19 20 21          0        0  2173000
ERICSSON L M TEL CO            ADR CL B SEK10   294821400   290594  4423890 SH       DEFINED 22 28 30          0        0  4423890
ERICSSON L M TEL CO            ADR CL B SEK10   294821400    51577   785200 SH       DEFINED 32 34             0        0   785200
ERICSSON L M TEL CO            ADR CL B SEK10   294821400      114     1820 SH       DEFINED 37             1820        0        0
ERICSSON L M TEL CO            ADR CL B SEK10   294821400    48191   733650 SH       DEFINED 03            33350        0   700300
ESPEED INC                     CL A             296643109     1479    41600 SH       DEFINED 10 12 23          0        0    41600
ESPEED INC                     CL A             296643109        7      210 SH       DEFINED 26 28             0        0      210
ESPIRITO SANTO FINL GROUP SA   SPONSORED ADR    29665F200     6489   412000 SH       DEFINED 19 21             0        0   412000
ESSEX PPTY TR INC              COM              297178105     3746   110200 SH       DEFINED 09                0        0   110200
ESSEX PPTY TR INC              COM              297178105     9356   275200 SH       DEFINED 03           275200        0        0
ESTERLINE TECHNOLOGIES CORP    COM              297425100      578    50000 SH       DEFINED 07                0        0    50000
ETHAN ALLEN INTERIORS INC      COM              297602104     6566   204800 SH       DEFINED 15 26             0        0   204800
ETHAN ALLEN INTERIORS INC      COM              297602104        1       31 SH       DEFINED 37               31        0        0
ETOYS INC                      SUB NT CV 144A04 297862AA2     4160  6820000 PRN      DEFINED 36                0        0        0
ETOYS INC                      SUB NT CV 144A04 297862AA2     1939  3180000 PRN      DEFINED 03                0        0        0
EUROPEAN WT FD INC             COM              298792102    14523   782400 SH       DEFINED 02 19 21          0        0   782400
EUROPEAN WT FD INC             COM              298792102     3992   215100 SH       DEFINED 22 03             0        0   215100
EVEREST REINS HLDGS INC        COM              299808105    13773   617300 SH       DEFINED 15 16 26          0        0   617300
EXACTECH INC                   COM              30064E109     2239   189600 SH       DEFINED 07                0        0   189600
EXACTIS COM INC                COM              30064G104      282    11600 SH       DEFINED 12 23 26          0        0    11600
EXACTIS COM INC                COM              30064G104        0       30 SH       DEFINED 28                0        0       30
EXAR CORP                      COM              300645108      471     8000 SH       DEFINED 26                0        0     8000
EXCEL LEGACY CORP              COM              300665106     5832  1760800 SH       DEFINED 12 35             0        0  1760800
EXCEL LEGACY CORP              COM              300665106     1409   425500 SH       DEFINED 03           425500        0        0
EXCHANGE APPLICATIONS          COM              300867108     9258   165700 SH       DEFINED 09 13 28          0        0   165700
EXCHANGE APPLICATIONS          COM              300867108       53      960 SH       DEFINED 30                0        0      960
EXCHANGE APPLICATIONS          COM              300867108     5827   104300 SH       DEFINED 03           104300        0        0
EXIDE CORP                     COM              302051107      849   102200 SH       DEFINED 15 26 32          0        0   102200
EXODUS COMMUNICATIONS INC      COM              302088109    27949   314700 SH       DEFINED 02 04 05          0        0   314700
EXODUS COMMUNICATIONS INC      COM              302088109    89896  1012200 SH       DEFINED 06 07 09          0        0  1012200
EXODUS COMMUNICATIONS INC      COM              302088109  1698599 19125680 SH       DEFINED 12 13 15          0        0 19125680
EXODUS COMMUNICATIONS INC      COM              302088109   248275  2795500 SH       DEFINED 22 23 28          0        0  2795500
EXODUS COMMUNICATIONS INC      COM              302088109    28056   315910 SH       DEFINED 30 34             0        0   315910
EXODUS COMMUNICATIONS INC      COM              302088109    75126   845906 SH       DEFINED 37 03        665286        0   180620
EXPEDIA INC                    COM              302125109     5330   152300 SH       DEFINED 10                0        0   152300
EXPEDITORS INTL WASH INC       COM              302130109     6046   138000 SH       DEFINED 02 06 15          0        0   138000
EXPEDITORS INTL WASH INC       COM              302130109    80777  1843700 SH       DEFINED 16 20 23          0        0  1843700
EXPEDITORS INTL WASH INC       COM              302130109     3334    76100 SH       DEFINED 32 34             0        0    76100
EXPEDITORS INTL WASH INC       COM              302130109    22363   510440 SH       DEFINED 03           465340        0    45100
EXPRESS SCRIPTS INC            CL A             302182100    71193  1112400 SH       DEFINED 02 06 10          0        0  1112400
EXPRESS SCRIPTS INC            CL A             302182100    38604   603200 SH       DEFINED 13 15 22          0        0   603200
EXPRESS SCRIPTS INC            CL A             302182100     6745   105400 SH       DEFINED 34                0        0   105400
EXPRESS SCRIPTS INC            CL A             302182100    14937   233400 SH       DEFINED 03           233400        0        0
EXTENDED STAY AMER INC         COM              30224P101    44679  5859603 SH       DEFINED 10                0        0  5859603
EXXON MOBIL CORP               COM              30231G102   321465  3990262 SH       DEFINED 02 04 05          0        0  3990262
EXXON MOBIL CORP               COM              30231G102  1270903 15775370 SH       DEFINED 06 07 08          0        0 15775370
EXXON MOBIL CORP               COM              30231G102  3897258 48375596 SH       DEFINED 09 10 11          0        0 48375596
EXXON MOBIL CORP               COM              30231G102  2296256 28502790 SH       DEFINED 12 15 16          0        0 28502790
EXXON MOBIL CORP               COM              30231G102   991402 12306004 SH       DEFINED 18 19 20          0        0 12306004
EXXON MOBIL CORP               COM              30231G102   641911  7967866 SH       DEFINED 21 22 23          0        0  7967866
EXXON MOBIL CORP               COM              30231G102   677709  8412222 SH       DEFINED 26 27 28          0        0  8412222
EXXON MOBIL CORP               COM              30231G102   122118  1515817 SH       DEFINED 29 30 31          0        0  1515817
EXXON MOBIL CORP               COM              30231G102   267289  3317786 SH       DEFINED 32 34             0        0  3317786
EXXON MOBIL CORP               COM              30231G102     8106   100771 SH       DEFINED 37           100771        0        0
EXXON MOBIL CORP               COM              30231G102   813709 10100354 SH       DEFINED 03          8539929        0  1560425
FLIR SYS INC                   COM              302445101     3298   203000 SH       DEFINED 07                0        0   203000
F M C CORP                     COM NEW          302491303     4585    80000 SH       DEFINED 02                0        0    80000
F M C CORP                     COM NEW          302491303     1439    25115 SH       DEFINED 37 03         25115        0        0
FPIC INS GROUP INC             COM              302563101     6174   370000 SH       DEFINED 07                0        0   370000
FPL GROUP INC                  COM              302571104    47145  1101200 SH       DEFINED 02 12 16          0        0  1101200
FPL GROUP INC                  COM              302571104      205     4800 SH       DEFINED 28                0        0     4800
FPL GROUP INC                  COM              302571104     6067   141728 SH       DEFINED 37 03        141728        0        0
F Y I INC                      COM              302712104    13953   410400 SH       DEFINED 20 26 32          0        0   410400
F Y I INC                      COM              302712104      306     9000 SH       DEFINED 03             9000        0        0
FACTORY 2-U INC                COM              303072102     1418    50000 SH       DEFINED 26                0        0    50000
FACTSET RESH SYS INC           COM              303075105        3       50 SH       DEFINED 15                0        0       50
FACTSET RESH SYS INC           COM              303075105     2886    36250 SH       DEFINED 03            36250        0        0
FAIR ISAAC & CO INC            COM              303250104    29256   552000 SH       DEFINED 07 20 32          0        0   552000
FAIR ISAAC & CO INC            COM              303250104     5474   103300 SH       DEFINED 03           103300        0        0
FAIRCHILD CORP                 CL A             303698104      955   105400 SH       DEFINED 03           105400        0        0
FAIRFIELD CMNTYS INC           COM PAR $0.01    304231301      455    42400 SH       DEFINED 26                0        0    42400
FANTOM TECHNOLOGIES INC        COM              306906108     3412   250000 SH       DEFINED 07                0        0   250000
FAMILY DLR STORES INC          COM              307000109      204    12530 SH       DEFINED 37 03         12530        0        0
FANSTEEL INC DEL               COM              307260109     2601   671400 SH       DEFINED 07                0        0   671400
FARM FAMILY HLDGS INC          COM              307901108    21125   500000 SH       DEFINED 07                0        0   500000
FDX CORP                       COM              31304N107     9667   236128 SH       DEFINED 37 03        236128        0        0
FEDERAL AGRIC MTG CORP         CL C             313148306     4215   208800 SH       DEFINED 13                0        0   208800
FEDERAL AGRIC MTG CORP         CL C             313148306     6896   341600 SH       DEFINED 03           341600        0        0
FEDERAL HOME LN MTG CORP       COM              313400301   268105  5696800 SH       DEFINED 02 04 05          0        0  5696800
FEDERAL HOME LN MTG CORP       COM              313400301   607681 12912230 SH       DEFINED 06 07 09          0        0 12912230
FEDERAL HOME LN MTG CORP       COM              313400301   947763 20138400 SH       DEFINED 10 11 13          0        0 20138400
FEDERAL HOME LN MTG CORP       COM              313400301   789482 16775200 SH       DEFINED 15 16 18          0        0 16775200
FEDERAL HOME LN MTG CORP       COM              313400301    91447  1943118 SH       DEFINED 19 20 21          0        0  1943118
FEDERAL HOME LN MTG CORP       COM              313400301   142269  3023000 SH       DEFINED 22 23 26          0        0  3023000
FEDERAL HOME LN MTG CORP       COM              313400301   924519 19644500 SH       DEFINED 27 28 29          0        0 19644500
FEDERAL HOME LN MTG CORP       COM              313400301   136985  2910712 SH       DEFINED 30 32 34          0        0  2910712
FEDERAL HOME LN MTG CORP       COM              313400301     8100   172137 SH       DEFINED 37             3237        0   168900
FEDERAL HOME LN MTG CORP       COM              313400301   176460  3749484 SH       DEFINED 03          2870984        0   878500
FEDERAL MOGUL CORP             COM              313549107    33358  1657550 SH       DEFINED 09 15 22          0        0  1657550
FEDERAL MOGUL CORP             COM              313549107      941    46760 SH       DEFINED 28 30 34          0        0    46760
FEDERAL MOGUL CORP             COM              313549107       25     1248 SH       DEFINED 37             1248        0        0
FEDERAL MOGUL CORP             COM              313549107     9899   491900 SH       DEFINED 03           414800        0    77100
FEDERAL NATL MTG ASSN          COM              313586109   481337  7709110 SH       DEFINED 02 04 05          0        0  7709110
FEDERAL NATL MTG ASSN          COM              313586109  1265229 20263940 SH       DEFINED 06 07 09          0        0 20263940
FEDERAL NATL MTG ASSN          COM              313586109  1636318 26207300 SH       DEFINED 10 11 12          0        0 26207300
FEDERAL NATL MTG ASSN          COM              313586109  2157309 34551500 SH       DEFINED 13 15 16          0        0 34551500
FEDERAL NATL MTG ASSN          COM              313586109   488256  7819930 SH       DEFINED 18 19 20          0        0  7819930
FEDERAL NATL MTG ASSN          COM              313586109   600380  9615700 SH       DEFINED 21 22 23          0        0  9615700
FEDERAL NATL MTG ASSN          COM              313586109  1941126 31089112 SH       DEFINED 26 27 28          0        0 31089112
FEDERAL NATL MTG ASSN          COM              313586109   266970  4275800 SH       DEFINED 29 30 32          0        0  4275800
FEDERAL NATL MTG ASSN          COM              313586109    12608   201935 SH       DEFINED 34                0        0   201935
FEDERAL NATL MTG ASSN          COM              313586109     6783   108858 SH       DEFINED 37            25158        0    83700
FEDERAL NATL MTG ASSN          COM              313586109   415019  6646960 SH       DEFINED 03          4931800        0  1715160
FEDERAL REALTY INVT TR         SH BEN INT NEW   313747206      564    30000 SH       DEFINED 35                0        0    30000
FEDERAL SCREW WKS              COM              313819104     4569   108800 SH       DEFINED 07                0        0   108800
FEDERATED DEPT STORES INC DEL  COM              31410H101   325659  6440740 SH       DEFINED 02 09 10          0        0  6440740
FEDERATED DEPT STORES INC DEL  COM              31410H101   356344  7047600 SH       DEFINED 12 15 16          0        0  7047600
FEDERATED DEPT STORES INC DEL  COM              31410H101   116993  2313840 SH       DEFINED 18 22 28          0        0  2313840
FEDERATED DEPT STORES INC DEL  COM              31410H101       60     1200 SH       DEFINED 34                0        0     1200
FEDERATED DEPT STORES INC DEL  COM              31410H101       23      480 SH       DEFINED 37              480        0        0
FEDERATED DEPT STORES INC DEL  COM              31410H101    55980  1107156 SH       DEFINED 03           246537        0   860619
FEDERATED INVS INC PA          CL B             314211103     5689   283600 SH       DEFINED 02 15 34          0        0   283600
FEDERATED INVS INC PA          CL B             314211103     1907    95100 SH       DEFINED 03            95100        0        0
FERRO CORP                     COM              315405100    91615  4164350 SH       DEFINED 12 15 18          0        0  4164350
FERRO CORP                     COM              315405100       19      900 SH       DEFINED 34                0        0      900
FERRO CORP                     COM              315405100    23003  1045600 SH       DEFINED 03           417650        0   627950
F5 NETWORKS INC                COM              315616102    63965   561100 SH       DEFINED 02 09 13          0        0   561100
F5 NETWORKS INC                COM              315616102    51779   454210 SH       DEFINED 15 28 30          0        0   454210
F5 NETWORKS INC                COM              315616102     4617    40500 SH       DEFINED 34                0        0    40500
F5 NETWORKS INC                COM              315616102      969     8500 SH       DEFINED 03             3600        0     4900
FIDELITY FINL OHIO INC         COM              31614P107     2145   120000 SH       DEFINED 25                0        0   120000
FIDELITY NATL FINL INC         COM              316326107     5750   400000 SH       DEFINED 07                0        0   400000
FIFTH THIRD BANCORP            COM              316773100    60152   819800 SH       DEFINED 15 16 20          0        0   819800
FIFTH THIRD BANCORP            COM              316773100     3683    50200 SH       DEFINED 32                0        0    50200
FIFTH THIRD BANCORP            COM              316773100    17634   240320 SH       DEFINED 37 03        240320        0        0
FILENET CORP                   COM              316869106    65876  2583400 SH       DEFINED 07 09 13          0        0  2583400
FILENET CORP                   COM              316869106      694    27240 SH       DEFINED 28 30             0        0    27240
FILENET CORP                   COM              316869106     2746   107700 SH       DEFINED 03            89300        0    18400
FINANCIAL INDS CORP            COM              317574101     2687   268700 SH       DEFINED 07                0        0   268700
FINANCIAL INDS CORP            COM              317574101       40     4000 SH       DEFINED 03             4000        0        0
FINANCIAL INSTNS INC           COM              317585404     1333   110000 SH       DEFINED 07                0        0   110000
FINANCIAL SEC ASSURN HLDGS LTD COM              31769P100    41373   793734 SH       DEFINED 02 04 09          0        0   793734
FINANCIAL SEC ASSURN HLDGS LTD COM              31769P100     1423    27310 SH       DEFINED 15 19 21          0        0    27310
FINANCIAL SEC ASSURN HLDGS LTD COM              31769P100    27880   534871 SH       DEFINED 22 26 32          0        0   534871
FINANCIAL SEC ASSURN HLDGS LTD COM              31769P100     5591   107269 SH       DEFINED 34 03         73569        0    33700
FINISAR                        COM              31787A101    48604   540800 SH       DEFINED 10 12 13          0        0   540800
FINISAR                        COM              31787A101      305     3400 SH       DEFINED 16 28             0        0     3400
FINLAY ENTERPRISES INC         COM NEW          317884203    15094  1041000 SH       DEFINED 07                0        0  1041000
FINISH LINE INC                CL A             317923100    10286  1891700 SH       DEFINED 07                0        0  1891700
FINISH LINE INC                CL A             317923100      859   158000 SH       DEFINED 03           158000        0        0
FIRST BANCORP P R              COM              318672102    58282  2808800 SH       DEFINED 07                0        0  2808800
FIRST BELL BANCORP INC         COM              319301107     1082    71000 SH       DEFINED 15                0        0    71000
FIRST FED S&L EAST HARTFORD CT COM              319944104     1569    52300 SH       DEFINED 15                0        0    52300
FIRST FED CAP CORP             COM              319960100     2148   146900 SH       DEFINED 02 15             0        0   146900
FIRST DATA CORP                COM              319963104   255280  5176800 SH       DEFINED 02 05 10          0        0  5176800
FIRST DATA CORP                COM              319963104   262988  5333100 SH       DEFINED 12 15 16          0        0  5333100
FIRST DATA CORP                COM              319963104    65766  1333660 SH       DEFINED 19 21 22          0        0  1333660
FIRST DATA CORP                COM              319963104   151706  3076430 SH       DEFINED 23 26 28          0        0  3076430
FIRST DATA CORP                COM              319963104    39962   810400 SH       DEFINED 30 32             0        0   810400
FIRST DATA CORP                COM              319963104    97365  1974421 SH       DEFINED 37 03       1467821        0   506600
FIRST FED BANKSHARES INC DEL   COM              32020V100     1116   129500 SH       DEFINED 07                0        0   129500
FIRST FINL FD INC              COM              320228109        5      766 SH       DEFINED 37              766        0        0
FIRST INDUSTRIAL REALTY TRUST  COM              32054K103     6993   254900 SH       DEFINED 09 12 34          0        0   254900
FIRST INDUSTRIAL REALTY TRUST  COM              32054K103     5764   210100 SH       DEFINED 03           178900        0    31200
FIRST ISRAEL FD INC            COM              32063L100     2159   127000 SH       DEFINED 19 21             0        0   127000
FIRST HEALTH GROUP CORP        COM              320960107      690    25700 SH       DEFINED 15                0        0    25700
FIRST HEALTH GROUP CORP        COM              320960107      962    35800 SH       DEFINED 03            35800        0        0
FIRST MUTUAL BANCSHARES INC    COM              32190E102      246    20500 SH       DEFINED 07                0        0    20500
FIRST PHILIPPINE FD INC        COM              336100102     1632   256000 SH       DEFINED 19 21             0        0   256000
FIRST SEC CORP DEL             COM              336294103    17850   699175 SH       DEFINED 09 15 20          0        0   699175
FIRST SEC CORP DEL             COM              336294103     3208   125660 SH       DEFINED 28 30 32          0        0   125660
FIRST SEC CORP DEL             COM              336294103      142     5600 SH       DEFINED 03             5600        0        0
FIRST SENTINEL BANCORP INC     COM              33640T103     1913   244900 SH       DEFINED 15                0        0   244900
FIRST TENN NATL CORP           COM              337162101     2262    79400 SH       DEFINED 15                0        0    79400
FIRST TENN NATL CORP           COM              337162101     1399    49040 SH       DEFINED 37 03         49040        0        0
FIRST UN CORP                  COM              337358105    38825  1183248 SH       DEFINED 02 10 15          0        0  1183248
FIRST UN CORP                  COM              337358105     2500    76192 SH       DEFINED 34                0        0    76192
FIRST UN CORP                  COM              337358105    25273   770212 SH       DEFINED 37 03        770212        0        0
FIRST WASH RLTY TR INC         COM              337489504     3199   171200 SH       DEFINED 12 35             0        0   171200
FIRST WASH RLTY TR INC         COM              337489504      500    26800 SH       DEFINED 03            26800        0        0
FIRSTCOM CORP                  COM              33763T104     9996   272000 SH       DEFINED 04 21             0        0   272000
FIRSTAR CORP NEW WIS           COM              33763V109    34370  1627014 SH       DEFINED 02 15 34          0        0  1627014
FIRSTAR CORP NEW WIS           COM              33763V109    16523   782214 SH       DEFINED 37 03        782214        0        0
FISERV INC                     COM              337738108    65845  1718650 SH       DEFINED 02 15 16          0        0  1718650
FISERV INC                     COM              337738108     1170    30550 SH       DEFINED 34                0        0    30550
FISERV INC                     COM              337738108     2662    69498 SH       DEFINED 37 03         69498        0        0
FIRSTFED FINL CORP             COM              337907109     3092   219900 SH       DEFINED 15 26             0        0   219900
FIRSTFED FINL CORP             COM              337907109      585    41600 SH       DEFINED 03            41600        0        0
FIRSTMERIT CORP                COM              337915102     6440   280000 SH       DEFINED 15                0        0   280000
FIRSTMERIT CORP                COM              337915102     1156    50276 SH       DEFINED 37 03         50276        0        0
FIRSTENERGY CORP               COM              337932107      145     6400 SH       DEFINED 12 28             0        0     6400
FIRSTENERGY CORP               COM              337932107     4190   184718 SH       DEFINED 03           184718        0        0
FLANIGANS ENTERPRISES INC      COM              338517105      826   181200 SH       DEFINED 07                0        0   181200
FLEETBOSTON FINL CORP          COM              339030108   424500 12193896 SH       DEFINED 02 05 09          0        0 12193896
FLEETBOSTON FINL CORP          COM              339030108   390251 11210083 SH       DEFINED 10 12 13          0        0 11210083
FLEETBOSTON FINL CORP          COM              339030108   349847 10049486 SH       DEFINED 15 16 18          0        0 10049486
FLEETBOSTON FINL CORP          COM              339030108   125545  3606327 SH       DEFINED 19 20 22          0        0  3606327
FLEETBOSTON FINL CORP          COM              339030108   943665 27107082 SH       DEFINED 23 26 28          0        0 27107082
FLEETBOSTON FINL CORP          COM              339030108   104293  2995875 SH       DEFINED 30 32 34          0        0  2995875
FLEETBOSTON FINL CORP          COM              339030108      450    12862 SH       DEFINED 37            12862        0        0
FLEETBOSTON FINL CORP          COM              339030108   112391  3228486 SH       DEFINED 03          2413286        0   815200
FLEETWOOD ENTERPRISES INC      COM              339099103    43768  2122121 SH       DEFINED 05 28 30          0        0  2122121
FLEETWOOD ENTERPRISES INC      COM              339099103      542    26324 SH       DEFINED 03            26324        0        0
FLEMING COS INC                COM              339130106     7896   770392 SH       DEFINED 02 04 07          0        0   770392
FLEMING COS INC                COM              339130106    32304  3151643 SH       DEFINED 12 15 20          0        0  3151643
FLEMING COS INC                COM              339130106     6359   620407 SH       DEFINED 26 32 34          0        0   620407
FLEMING COS INC                COM              339130106     1880   183500 SH       DEFINED 03            49000        0   134500
FLORIDA EAST COAST INDS        COM              340632108     2287    54800 SH       DEFINED 13                0        0    54800
FLORIDA EAST COAST INDS        COM              340632108     3740    89600 SH       DEFINED 03            89600        0        0
FLORIDA PROGRESS CORP          COM              341109106     3301    78035 SH       DEFINED 37 03         78035        0        0
FLORIDA ROCK INDS INC          COM              341140101    15961   463500 SH       DEFINED 13 29             0        0   463500
FLORIDA ROCK INDS INC          COM              341140101    29809   865600 SH       DEFINED 03           865600        0        0
FLOWERS INDS INC               COM              343496105    13746   862500 SH       DEFINED 02 05 06          0        0   862500
FLOWERS INDS INC               COM              343496105    38933  2442900 SH       DEFINED 07 11 15          0        0  2442900
FLOWERS INDS INC               COM              343496105     2388   149850 SH       DEFINED 28 34 03      20650        0   129200
FLUOR CORP                     COM              343861100    88639  1932200 SH       DEFINED 05 06 07          0        0  1932200
FLUOR CORP                     COM              343861100   239417  5218900 SH       DEFINED 11 12 13          0        0  5218900
FLUOR CORP                     COM              343861100    49300  1074673 SH       DEFINED 15 18 21          0        0  1074673
FLUOR CORP                     COM              343861100    73881  1610500 SH       DEFINED 28 30             0        0  1610500
FLUOR CORP                     COM              343861100    28828   628419 SH       DEFINED 37 03        268019        0   360400
FOAMEX INTL INC                COM              344123104      831   100000 SH       DEFINED 12                0        0   100000
FOCAL COMMUNICATIONS CORP      COM              344155106     6969   288900 SH       DEFINED 26 28 34          0        0   288900
FOCAL COMMUNICATIONS CORP      COM              344155106     3539   146700 SH       DEFINED 03            56200        0    90500
FOGDOG INC                     COM              344167101      629    66300 SH       DEFINED 10 12 23          0        0    66300
FOGDOG INC                     COM              344167101        3      410 SH       DEFINED 26 28             0        0      410
FOMENTO ECONOMICO MEXICANO SA  SPON ADR UNITS   344419106      440     9900 SH       DEFINED 19                0        0     9900
FOMENTO ECONOMICO MEXICANO SA  SPON ADR UNITS   344419106      324     7300 SH       DEFINED 03             7300        0        0
FOOTSTAR INC                   COM              344912100    94774  3107354 SH       DEFINED 07 09 22          0        0  3107354
FOOTSTAR INC                   COM              344912100     1370    44950 SH       DEFINED 03            19064        0    25886
FORD MTR CO DEL                COM              345370100    34290   641700 SH       DEFINED 02 04 06          0        0   641700
FORD MTR CO DEL                COM              345370100   757781 14180700 SH       DEFINED 07 09 10          0        0 14180700
FORD MTR CO DEL                COM              345370100   246651  4615700 SH       DEFINED 15 16 18          0        0  4615700
FORD MTR CO DEL                COM              345370100    58042  1086170 SH       DEFINED 19 22 27          0        0  1086170
FORD MTR CO DEL                COM              345370100    57119  1068900 SH       DEFINED 29 30 32          0        0  1068900
FORD MTR CO DEL                COM              345370100      281     5250 SH       DEFINED 37             5250        0        0
FORD MTR CO DEL                COM              345370100   129856  2430054 SH       DEFINED 03          2234954        0   195100
FOREST LABS INC                COM              345838106    23327   379700 SH       DEFINED 02 04 05          0        0   379700
FOREST LABS INC                COM              345838106    68422  1113700 SH       DEFINED 09 13 15          0        0  1113700
FOREST LABS INC                COM              345838106   110102  1792100 SH       DEFINED 16 21 28          0        0  1792100
FOREST LABS INC                COM              345838106    11960   194670 SH       DEFINED 30 34             0        0   194670
FOREST LABS INC                COM              345838106    10307   167790 SH       DEFINED 37 03         56390        0   111400
FOREST OIL CORP                COM NEW          346091606     9150   693900 SH       DEFINED 02 12 15          0        0   693900
FOREST OIL CORP                COM NEW          346091606     3625   274900 SH       DEFINED 26 34 03          0        0   274900
FORRESTER RESH INC             COM              346563109     8292   120400 SH       DEFINED 02 15 26          0        0   120400
FORRESTER RESH INC             COM              346563109       55      800 SH       DEFINED 03              800        0        0
FORT JAMES CORP                COM              347471104    49257  1799349 SH       DEFINED 12 15 34          0        0  1799349
FORT JAMES CORP                COM              347471104    13258   484407 SH       DEFINED 37 03        248607        0   235800
FORTUNE BRANDS INC             COM              349631101    64022  1936400 SH       DEFINED 02 09 12          0        0  1936400
FORTUNE BRANDS INC             COM              349631101    50189  1518020 SH       DEFINED 15 16 19          0        0  1518020
FORTUNE BRANDS INC             COM              349631101    93084  2815400 SH       DEFINED 20 21 22          0        0  2815400
FORTUNE BRANDS INC             COM              349631101    23603   713900 SH       DEFINED 32 34             0        0   713900
FORTUNE BRANDS INC             COM              349631101    10304   311676 SH       DEFINED 37 03        270876        0    40800
FORWARD AIR CORP               COM              349853101     1266    29200 SH       DEFINED 02 09 15          0        0    29200
FORWARD AIR CORP               COM              349853101      455    10500 SH       DEFINED 28 30             0        0    10500
FORWARD AIR CORP               COM              349853101     6918   159500 SH       DEFINED 03           159500        0        0
FOSSIL INC                     COM              349882100    37925  1640000 SH       DEFINED 07 26 28          0        0  1640000
FOSTER WHEELER CORP            COM              350244109      667    75200 SH       DEFINED 13                0        0    75200
FOSTER WHEELER CORP            COM              350244109     1566   176474 SH       DEFINED 03           176474        0        0
FOUNDATION HEALTH SYS INC      COM              350404109       96     9670 SH       DEFINED 15                0        0     9670
FOUNDATION HEALTH SYS INC      COM              350404109        0       41 SH       DEFINED 37               41        0        0
FOUNDRY NETWORKS INC           COM              35063R100   517280  1714625 SH       DEFINED 09 13 15          0        0  1714625
FOUNDRY NETWORKS INC           COM              35063R100     8477    28100 SH       DEFINED 16 20 28          0        0    28100
FOUNDRY NETWORKS INC           COM              35063R100     1470     4875 SH       DEFINED 30 32             0        0     4875
FOUNDRY NETWORKS INC           COM              35063R100     3529    11700 SH       DEFINED 03            11000        0      700
4 KIDS ENTMT INC               COM              350865101       84     3000 SH       DEFINED 37                0        0     3000
FOUR SEASONS HOTEL INC         LYON ZERO CPN 29 35100EAD6     1240  4000000 PRN      DEFINED 11                0        0        0
FOUR SEASONS HOTEL INC         LTD VTG SH       35100E104     7234   136300 SH       DEFINED 02 06             0        0   136300
FOUR SEASONS HOTEL INC         LTD VTG SH       35100E104        5      100 SH       DEFINED 03              100        0        0
4FRONT TECHNOLOGIES INC        COM              351042106     4146   310000 SH       DEFINED 03           310000        0        0
FOX ENTMT GROUP INC            CL A             35138T107    82119  3293000 SH       DEFINED 02 05 06          0        0  3293000
FOX ENTMT GROUP INC            CL A             35138T107    60600  2430100 SH       DEFINED 07 09 10          0        0  2430100
FOX ENTMT GROUP INC            CL A             35138T107    21513   862700 SH       DEFINED 11 15 22          0        0   862700
FOX ENTMT GROUP INC            CL A             35138T107    93084  3732700 SH       DEFINED 26 28 30          0        0  3732700
FOX ENTMT GROUP INC            CL A             35138T107    12279   492400 SH       DEFINED 34 03        199300        0   293100
FRANCE GROWTH FD INC           COM              35177K108     6860   448000 SH       DEFINED 19 21             0        0   448000
FRANCE TELECOM                 SPONSORED ADR    35177Q105      333     2500 SH       DEFINED 19                0        0     2500
FRANCHISE FIN CORP AMER        COM              351807102     1165    48700 SH       DEFINED 35                0        0    48700
FRANCHISE FIN CORP AMER        COM              351807102     1303    54445 SH       DEFINED 37 03         54445        0        0
FRANKLIN RES INC               COM              354613101    46336  1445200 SH       DEFINED 02 07 09          0        0  1445200
FRANKLIN RES INC               COM              354613101    47253  1473800 SH       DEFINED 13 15 22          0        0  1473800
FRANKLIN RES INC               COM              354613101      961    30000 SH       DEFINED 34                0        0    30000
FRANKLIN RES INC               COM              354613101        4      143 SH       DEFINED 37              143        0        0
FRANKLIN RES INC               COM              354613101    13704   427417 SH       DEFINED 03           323517        0   103900
FREDS INC                      CL A             356108100    14148   887775 SH       DEFINED 13 26 28          0        0   887775
FREDS INC                      CL A             356108100     4749   298000 SH       DEFINED 03           298000        0        0
FREEMARKETS INC                COM              356602102     7781    22800 SH       DEFINED 02 04 09          0        0    22800
FREEMARKETS INC                COM              356602102   139426   408500 SH       DEFINED 10 12 15          0        0   408500
FREEMARKETS INC                COM              356602102    94543   277000 SH       DEFINED 16 22 23          0        0   277000
FREEMARKETS INC                COM              356602102    45053   132000 SH       DEFINED 26 28 30          0        0   132000
FREEMARKETS INC                COM              356602102      989     2900 SH       DEFINED 34 03             0        0     2900
FREEPORT-MCMORAN COPPER & GOLD CL A             35671D105      881    47500 SH       DEFINED 02 15 34          0        0    47500
FREEPORT-MCMORAN COPPER & GOLD CL B             35671D857    85059  4026500 SH       DEFINED 02 13 15          0        0  4026500
FREEPORT-MCMORAN COPPER & GOLD CL B             35671D857     1077    51000 SH       DEFINED 34                0        0    51000
FREEPORT-MCMORAN COPPER & GOLD CL B             35671D857    10469   495588 SH       DEFINED 03           489188        0     6400
FREMONT GEN CORP               COM              357288109    15238  2066200 SH       DEFINED 07 12             0        0  2066200
FRESENIUS MED CARE AG          SPONSORED ADR    358029106    21542   759200 SH       DEFINED 13 19 21          0        0   759200
FRESENIUS MED CARE AG          SPONSORED ADR    358029106     4355   153500 SH       DEFINED 03           153500        0        0
FRIEDE GOLDMAN HALTER INC      SR SB NTCV4.5%04 358430AA4    11692 18270000 PRN      DEFINED 36                0        0        0
FRIEDE GOLDMAN HALTER INC      SR SB NTCV4.5%04 358430AA4     5459  8530000 PRN      DEFINED 03                0        0        0
FRIEDMANS INC                  CL A             358438109    10077  1343700 SH       DEFINED 07                0        0  1343700
FRONTIER AIRLINES INC NEW      COM              359065109      227    20000 SH       DEFINED 15                0        0    20000
FRONTIER OIL CORP              COM              35914P105     3599   533300 SH       DEFINED 02 04 07          0        0   533300
FRONTIER OIL CORP              COM              35914P105     8018  1187900 SH       DEFINED 15 26 30          0        0  1187900
FRONTIER OIL CORP              COM              35914P105     5327   789300 SH       DEFINED 34                0        0   789300
FRONTIER OIL CORP              COM              35914P105     4888   724200 SH       DEFINED 03           724200        0        0
FUJI PHOTO FILM LTD            ADR              359586302       34      900 SH       DEFINED 37              100        0      800
FULLER H B CO                  COM              359694106    25383   453777 SH       DEFINED 15 20 26          0        0   453777
FULLER H B CO                  COM              359694106     4836    86463 SH       DEFINED 32                0        0    86463
FULLER H B CO                  COM              359694106     1829    32700 SH       DEFINED 03            32700        0        0
FURNITURE BRANDS INTL INC      COM              360921100     2615   118900 SH       DEFINED 02 12 15          0        0   118900
FURNITURE BRANDS INTL INC      COM              360921100     1892    86000 SH       DEFINED 26 28             0        0    86000
FURNITURE BRANDS INTL INC      COM              360921100      710    32300 SH       DEFINED 03            32300        0        0
G & K SVCS INC                 CL A             361268105      259     8000 SH       DEFINED 15                0        0     8000
GBC BANCORP CALIF              COM              361475106    12195   631500 SH       DEFINED 07                0        0   631500
GC COS INC                     COM              36155Q109        6      240 SH       DEFINED 37              240        0        0
GST TELECOMMUNICATIONS INC     SSBDISC144ACV 05 361942AA3      702   780000 PRN      DEFINED 07 22 27          0        0        0
GST TELECOMMUNICATIONS INC     SSBDISC144ACV 05 361942AA3       27    30000 PRN      DEFINED 03                0        0        0
GST TELECOMMUNICATIONS INC     COM              361942105     3905   430900 SH       DEFINED 09 21 25          0        0   430900
GST TELECOMMUNICATIONS INC     COM              361942105     3234   356900 SH       DEFINED 27                0        0   356900
GPU INC                        COM              36225X100    34987  1168700 SH       DEFINED 02 12 32          0        0  1168700
GPU INC                        COM              36225X100     2964    99038 SH       DEFINED 03            99038        0        0
GSE SYS INC                    COM              36227K106     1171   353800 SH       DEFINED 07                0        0   353800
GTE CORP                       COM              362320103   710571 10070100 SH       DEFINED 02 09 10          0        0 10070100
GTE CORP                       COM              362320103   345036  4889800 SH       DEFINED 15 16 20          0        0  4889800
GTE CORP                       COM              362320103   102614  1454238 SH       DEFINED 22 31 32          0        0  1454238
GTE CORP                       COM              362320103     2674    37900 SH       DEFINED 34                0        0    37900
GTE CORP                       COM              362320103     1543    21939 SH       DEFINED 37            21939        0        0
GTE CORP                       COM              362320103   103174  1462174 SH       DEFINED 03          1301574        0   160600
GT INTERACTIVE SOFTWARE CORP   COM              36236E109     1364   823700 SH       DEFINED 28                0        0   823700
GABELLI GLOBAL MULTIMEDIA TR   COM              36239Q109        4      220 SH       DEFINED 37              220        0        0
GADZOOKS INC                   COM              362553109     3570   363900 SH       DEFINED 02 12 26          0        0   363900
GADZOOX NETWORKS INC           COM              362555104      827    19000 SH       DEFINED 12 13             0        0    19000
GADZOOX NETWORKS INC           COM              362555104     1241    28500 SH       DEFINED 03            28500        0        0
GALEY & LORD INC               COM              36352K103      957   494300 SH       DEFINED 12 28             0        0   494300
GALILEO INTERNATIONAL INC      COM              363547100    25219   842400 SH       DEFINED 02 10 15          0        0   842400
GALILEO INTERNATIONAL INC      COM              363547100       50     1700 SH       DEFINED 34                0        0     1700
GALLAGHER ARTHUR J & CO        COM              363576109     3697    57100 SH       DEFINED 13 15 26          0        0    57100
GALLAGHER ARTHUR J & CO        COM              363576109      300     4645 SH       DEFINED 37 03          4645        0        0
GALLAHER GROUP PLC             SPONSORED ADR    363595109    62806  4085000 SH       DEFINED 07                0        0  4085000
GALLAHER GROUP PLC             SPONSORED ADR    363595109      788    51260 SH       DEFINED 37            51260        0        0
GAMETECH INTERNATIONAL INC     COM              36466D102      100    20000 SH       DEFINED 07                0        0    20000
GANNETT INC                    COM              364730101    46843   574328 SH       DEFINED 02 07 08          0        0   574328
GANNETT INC                    COM              364730101   323778  3969700 SH       DEFINED 10 12 15          0        0  3969700
GANNETT INC                    COM              364730101    61803   757750 SH       DEFINED 23 28 32          0        0   757750
GANNETT INC                    COM              364730101      285     3500 SH       DEFINED 34                0        0     3500
GANNETT INC                    COM              364730101    36263   444689 SH       DEFINED 37 03        366049        0    78640
GAP INC DEL                    COM              364760108    14436   313842 SH       DEFINED 02 05 06          0        0   313842
GAP INC DEL                    COM              364760108   719780 15647400 SH       DEFINED 07 10 12          0        0 15647400
GAP INC DEL                    COM              364760108   117237  2548649 SH       DEFINED 13 15 16          0        0  2548649
GAP INC DEL                    COM              364760108    98942  2150924 SH       DEFINED 20 28 30          0        0  2150924
GAP INC DEL                    COM              364760108    20412   443755 SH       DEFINED 32 34             0        0   443755
GAP INC DEL                    COM              364760108    93081  2023497 SH       DEFINED 37 03       1759336        0   264161
GARDNER DENVER INC             COM              365558105    20418  1223600 SH       DEFINED 07 15             0        0  1223600
GARDNER DENVER INC             COM              365558105     1793   107500 SH       DEFINED 03           107500        0        0
GARTNER GROUP INC NEW          COM              366651107     3685   241700 SH       DEFINED 07 12 15          0        0   241700
GARTNER GROUP INC NEW          COM              366651107     1906   125000 SH       DEFINED 26                0        0   125000
GARTNER GROUP INC NEW          COM              366651107     2177   142800 SH       DEFINED 03           122000        0    20800
GARTNER GROUP INC NEW          CL B             366651206    11720   848545 SH       DEFINED 02 05 06          0        0   848545
GARTNER GROUP INC NEW          CL B             366651206    13703   992120 SH       DEFINED 07 10 12          0        0   992120
GARTNER GROUP INC NEW          CL B             366651206    46706  3381483 SH       DEFINED 15 16 19          0        0  3381483
GARTNER GROUP INC NEW          CL B             366651206    37342  2703518 SH       DEFINED 20 28 30          0        0  2703518
GARTNER GROUP INC NEW          CL B             366651206     6514   471632 SH       DEFINED 32 34             0        0   471632
GARTNER GROUP INC NEW          CL B             366651206     5098   369166 SH       DEFINED 37 03        234645        0   134521
GATEWAY INC                    COM              367626108   271048  3761300 SH       DEFINED 02 15 16          0        0  3761300
GATEWAY INC                    COM              367626108   114678  1591380 SH       DEFINED 19 22 23          0        0  1591380
GATEWAY INC                    COM              367626108    74534  1034300 SH       DEFINED 28 34             0        0  1034300
GATEWAY INC                    COM              367626108    70374   976578 SH       DEFINED 37 03        748078        0   228500
GAYLORD CONTAINER CORP         CL A             368145108     2107   309360 SH       DEFINED 02 15 21          0        0   309360
GAYLORD CONTAINER CORP         CL A             368145108    10773  1581500 SH       DEFINED 26 27 36          0        0  1581500
GAYLORD CONTAINER CORP         CL A             368145108    10246  1504140 SH       DEFINED 03          1504140        0        0
GEHL CO                        COM              368483103    11502   639000 SH       DEFINED 02 07             0        0   639000
GELTEX PHARMACEUTICALS INC     COM              368538104     1793   140000 SH       DEFINED 15                0        0   140000
GELTEX PHARMACEUTICALS INC     COM              368538104     1287   100500 SH       DEFINED 03           100500        0        0
GENCORP INC                    COM              368682100    33549  3397400 SH       DEFINED 12 15 18          0        0  3397400
GENCORP INC                    COM              368682100     4088   414000 SH       DEFINED 34 03             0        0   414000
GENENTECH INC                  COM NEW          368710406    72724   540700 SH       DEFINED 02 04 05          0        0   540700
GENENTECH INC                  COM NEW          368710406   468557  3483700 SH       DEFINED 06 09 10          0        0  3483700
GENENTECH INC                  COM NEW          368710406   834343  6203300 SH       DEFINED 11 12 13          0        0  6203300
GENENTECH INC                  COM NEW          368710406   302546  2249420 SH       DEFINED 15 16 20          0        0  2249420
GENENTECH INC                  COM NEW          368710406   240997  1791800 SH       DEFINED 22 23 28          0        0  1791800
GENENTECH INC                  COM NEW          368710406    39161   291160 SH       DEFINED 30 32 34          0        0   291160
GENENTECH INC                  COM NEW          368710406    45963   341736 SH       DEFINED 37 03        176036        0   165700
GENERAL CABLE CORP DEL NEW     COM              369300108      756   100000 SH       DEFINED 07                0        0   100000
GENERAL CABLE CORP DEL NEW     COM              369300108      811   107300 SH       DEFINED 03           107300        0        0
GENERAL CHEM GROUP INC         COM              369332101      408   176700 SH       DEFINED 07                0        0   176700
GENERAL DYNAMICS CORP          COM              369550108    50386   955200 SH       DEFINED 02 04 05          0        0   955200
GENERAL DYNAMICS CORP          COM              369550108   262288  4972290 SH       DEFINED 06 07 09          0        0  4972290
GENERAL DYNAMICS CORP          COM              369550108   245115  4646730 SH       DEFINED 10 11 12          0        0  4646730
GENERAL DYNAMICS CORP          COM              369550108   462699  8771550 SH       DEFINED 15 16 19          0        0  8771550
GENERAL DYNAMICS CORP          COM              369550108   134712  2553800 SH       DEFINED 22 23 26          0        0  2553800
GENERAL DYNAMICS CORP          COM              369550108    45840   869020 SH       DEFINED 27 28 29          0        0   869020
GENERAL DYNAMICS CORP          COM              369550108    14437   273690 SH       DEFINED 30 32 34          0        0   273690
GENERAL DYNAMICS CORP          COM              369550108        7      139 SH       DEFINED 37              139        0        0
GENERAL DYNAMICS CORP          COM              369550108   142641  2704110 SH       DEFINED 03          2164510        0   539600
GENERAL ELEC CO                COM              369604103   536936  3469700 SH       DEFINED 02 04 05          0        0  3469700
GENERAL ELEC CO                COM              369604103  1687952 10907608 SH       DEFINED 06 07 08          0        0 10907608
GENERAL ELEC CO                COM              369604103  7727410 49934800 SH       DEFINED 09 10 11          0        0 49934800
GENERAL ELEC CO                COM              369604103   631766  4082500 SH       DEFINED 12 13 15          0        0  4082500
GENERAL ELEC CO                COM              369604103  4687550 30291120 SH       DEFINED 16 18 19          0        0 30291120
GENERAL ELEC CO                COM              369604103  1338687  8650649 SH       DEFINED 21 22 23          0        0  8650649
GENERAL ELEC CO                COM              369604103   832943  5382510 SH       DEFINED 26 27 28          0        0  5382510
GENERAL ELEC CO                COM              369604103    97121   627600 SH       DEFINED 29 30 31          0        0   627600
GENERAL ELEC CO                COM              369604103   123490   798000 SH       DEFINED 32 34             0        0   798000
GENERAL ELEC CO                COM              369604103    16177   104415 SH       DEFINED 37           104415        0        0
GENERAL ELEC CO                COM              369604103  1575280 10179518 SH       DEFINED 03          7780989        0  2398529
GENERAL GROWTH PPTYS INC       COM              370021107     5415   193400 SH       DEFINED 35                0        0   193400
GENERAL GROWTH PPTYS INC       COM              370021107    12966   463100 SH       DEFINED 03           463100        0        0
GENERAL INSTR CORP DEL         COM              370120107   295307  3474200 SH       DEFINED 02 12 13          0        0  3474200
GENERAL INSTR CORP DEL         COM              370120107    68892   810500 SH       DEFINED 20 21 28          0        0   810500
GENERAL INSTR CORP DEL         COM              370120107    34833   409800 SH       DEFINED 32 34             0        0   409800
GENERAL INSTR CORP DEL         COM              370120107    38897   457625 SH       DEFINED 37 03        339425        0   118200
GENERAL MLS INC                COM              370334104    16754   468658 SH       DEFINED 02 08 10          0        0   468658
GENERAL MLS INC                COM              370334104    61568  1722200 SH       DEFINED 12 15 20          0        0  1722200
GENERAL MLS INC                COM              370334104    18507   517700 SH       DEFINED 23 32 34          0        0   517700
GENERAL MLS INC                COM              370334104    10316   288583 SH       DEFINED 37 03        260083        0    28500
GENERAL MTRS CORP              COM              370442105   142828  1964962 SH       DEFINED 04 05 08          0        0  1964962
GENERAL MTRS CORP              COM              370442105   328281  4516338 SH       DEFINED 10 15 16          0        0  4516338
GENERAL MTRS CORP              COM              370442105   567081  7801639 SH       DEFINED 18 28 30          0        0  7801639
GENERAL MTRS CORP              COM              370442105    45296   623175 SH       DEFINED 37 03        623175        0        0
GENERAL MTRS CORP              CL H NEW         370442832    41673   434100 SH       DEFINED 13 15 16          0        0   434100
GENERAL MTRS CORP              CL H NEW         370442832     2246    23400 SH       DEFINED 34                0        0    23400
GENERAL MTRS CORP              CL H NEW         370442832     2118    22085 SH       DEFINED 37 03         20785        0     1300
GENERAL SEMICONDUCTOR INC      COM              370787103    32631  2300000 SH       DEFINED 07                0        0  2300000
GENESCO INC                    COM              371532102     1518   116800 SH       DEFINED 02 23 26          0        0   116800
GENESCO INC                    COM              371532102     5216   401300 SH       DEFINED 03           401300        0        0
GENESEE & WYO INC              CL A             371559105     4302   334200 SH       DEFINED 07 28             0        0   334200
GENESEE & WYO INC              CL A             371559105      142    11100 SH       DEFINED 03            11100        0        0
GENTEX CORP                    COM              371901109    28307  1020100 SH       DEFINED 15 20 32          0        0  1020100
GENESYS TELECOMMUNICATION LABS COM              371931106     1047    19400 SH       DEFINED 13                0        0    19400
GENESYS TELECOMMUNICATION LABS COM              371931106     1393    25800 SH       DEFINED 03            25800        0        0
GENESIS MICROCHIP INC          COM              371933102    17292   818600 SH       DEFINED 13                0        0   818600
GENLYTE GROUP INC              COM              372302109    14791   692000 SH       DEFINED 07                0        0   692000
GENLYTE GROUP INC              COM              372302109       17      800 SH       DEFINED 03              800        0        0
GENTEK INC                     COM              37245X104       73     7000 SH       DEFINED 23                0        0     7000
GEON CO                        COM              37246W105    83638  2573500 SH       DEFINED 12 15 20          0        0  2573500
GEON CO                        COM              37246W105     7562   232700 SH       DEFINED 32                0        0   232700
GEON CO                        COM              37246W105     7478   230100 SH       DEFINED 03            12300        0   217800
GENUINE PARTS CO               COM              372460105     3510   141463 SH       DEFINED 37 03        141463        0        0
GENZYME CORP                   SB NT CV 5.25%05 372917AF1     3027  2370000 PRN      DEFINED 11                0        0        0
GENZYME CORP                   COM GENL DIV     372917104   143858  3196860 SH       DEFINED 02 11 13          0        0  3196860
GENZYME CORP                   COM GENL DIV     372917104   139201  3093360 SH       DEFINED 15 16 22          0        0  3093360
GENZYME CORP                   COM GENL DIV     372917104    47034  1045200 SH       DEFINED 28 34             0        0  1045200
GENZYME CORP                   COM GENL DIV     372917104     8151   181134 SH       DEFINED 37 03        160464        0    20670
GENZYME CORP                   COM SURG PRODS   372917609        0      172 SH       DEFINED 03              111        0       61
GEORGIA GULF CORP              COM PAR $0.01    373200203    11030   362400 SH       DEFINED 02 04 06          0        0   362400
GEORGIA GULF CORP              COM PAR $0.01    373200203    21062   692000 SH       DEFINED 07 12 13          0        0   692000
GEORGIA GULF CORP              COM PAR $0.01    373200203    24700   811512 SH       DEFINED 15 18 21          0        0   811512
GEORGIA GULF CORP              COM PAR $0.01    373200203     2264    74400 SH       DEFINED 26 28             0        0    74400
GEORGIA GULF CORP              COM PAR $0.01    373200203     6811   223800 SH       DEFINED 03           140700        0    83100
GEORGIA PAC CORP               COM GA PAC GRP   373298108    80656  1589300 SH       DEFINED 02 09 12          0        0  1589300
GEORGIA PAC CORP               COM GA PAC GRP   373298108    91959  1812000 SH       DEFINED 15 18 20          0        0  1812000
GEORGIA PAC CORP               COM GA PAC GRP   373298108    51783  1020360 SH       DEFINED 22 23 28          0        0  1020360
GEORGIA PAC CORP               COM GA PAC GRP   373298108    25226   497066 SH       DEFINED 32 03        146966        0   350100
GEORGIA PAC CORP               COM-TIMBER GRP   373298702      578    23500 SH       DEFINED 03            23500        0        0
GERBER SCIENTIFIC INC          COM              373730100     1618    73800 SH       DEFINED 26                0        0    73800
GETTHERE COM INC               COM              374266104     1030    25600 SH       DEFINED 02 10 12          0        0    25600
GETTHERE COM INC               COM              374266104    28118   698600 SH       DEFINED 15 16 22          0        0   698600
GETTHERE COM INC               COM              374266104    10436   259300 SH       DEFINED 28 29 34          0        0   259300
GETTY IMAGES INC               COM              374276103    11505   235400 SH       DEFINED 03           235400        0        0
GIANT INDS INC                 COM              374508109     3494   417200 SH       DEFINED 07                0        0   417200
GILEAD SCIENCES INC            COM              375558103   169700  3135340 SH       DEFINED 02 09 13          0        0  3135340
GILEAD SCIENCES INC            COM              375558103    62473  1154245 SH       DEFINED 15 16 26          0        0  1154245
GILEAD SCIENCES INC            COM              375558103     8336   154030 SH       DEFINED 28 30 34          0        0   154030
GILEAD SCIENCES INC            COM              375558103    16659   307801 SH       DEFINED 37 03        145101        0   162700
GILLETTE CO                    COM              375766102    21307   517324 SH       DEFINED 02 07 08          0        0   517324
GILLETTE CO                    COM              375766102   454285 11029700 SH       DEFINED 09 10 11          0        0 11029700
GILLETTE CO                    COM              375766102   416887 10121696 SH       DEFINED 13 15 16          0        0 10121696
GILLETTE CO                    COM              375766102   217697  5285520 SH       DEFINED 22 26 28          0        0  5285520
GILLETTE CO                    COM              375766102      370     9000 SH       DEFINED 34                0        0     9000
GILLETTE CO                    COM              375766102      564    13664 SH       DEFINED 37            13664        0        0
GILLETTE CO                    COM              375766102   140340  3407354 SH       DEFINED 03          2524194        0   883160
GILDAN ACTIVEWEAR INC          SUB VTG SHS A    375916103    27464  1517900 SH       DEFINED 02 21 26          0        0  1517900
GLAMIS GOLD LTD                COM              376775102     2805  1560800 SH       DEFINED 15                0        0  1560800
GLAMIS GOLD LTD                COM              376775102      659   363600 SH       DEFINED 03           363600        0        0
GLATFELTER P H CO              COM              377316104       78     5400 SH       DEFINED 15                0        0     5400
GLAXO WELLCOME PLC             SPONSORED ADR    37733W105    78409  1403300 SH       DEFINED 13 19 21          0        0  1403300
GLAXO WELLCOME PLC             SPONSORED ADR    37733W105      128     2302 SH       DEFINED 37             2302        0        0
GLENBOROUGH RLTY TR INC        COM              37803P105    30589  2287100 SH       DEFINED 12 16 32          0        0  2287100
GLENBOROUGH RLTY TR INC        COM              37803P105     5161   385900 SH       DEFINED 35                0        0   385900
GLENBOROUGH RLTY TR INC        COM              37803P105    15026  1123500 SH       DEFINED 03          1110000        0    13500
GLOBAL INDS LTD                COM              379336100     7075   820400 SH       DEFINED 15                0        0   820400
GLOBAL INDS LTD                COM              379336100     3421   396700 SH       DEFINED 03           396700        0        0
GLOBAL MARINE INC              COM              379352404    75577  4546000 SH       DEFINED 02 09 11          0        0  4546000
GLOBAL MARINE INC              COM              379352404   107118  6443200 SH       DEFINED 13 15 20          0        0  6443200
GLOBAL MARINE INC              COM              379352404     9173   551810 SH       DEFINED 28 30 32          0        0   551810
GLOBAL MARINE INC              COM              379352404      969    58300 SH       DEFINED 34                0        0    58300
GLOBAL MARINE INC              COM              379352404   119895  7211800 SH       DEFINED 37 03       7211800        0        0
GLOBAL TELESYSTEMS GROUP       COM              37936U104     6959   201000 SH       DEFINED 06 19 21          0        0   201000
GLOBAL TELESYSTEMS GROUP       COM              37936U104     1385    40000 SH       DEFINED 34                0        0    40000
GLOBAL TELESYSTEMS GROUP       COM              37936U104        1       50 SH       DEFINED 37               50        0        0
GLOBAL TELESYSTEMS GROUP       COM              37936U104    15757   455100 SH       DEFINED 03                0        0   455100
GLOBESPAN INC                  COM              379571102     3334    51200 SH       DEFINED 02 15 34          0        0    51200
GOLD FIELDS SO AFR NEW         SPONSORED ADR    380597500      179    73700 SH       DEFINED 15                0        0    73700
GOLDCORP INC NEW               CL A SUB VTG     380956102    12980  2222400 SH       DEFINED 02 15 34          0        0  2222400
GOLDCORP INC NEW               CL A SUB VTG     380956102     1629   219500 SH       DEFINED 03           219500        0        0
GOLDEN ST BANCORP INC          COM              381197102    33578  1946592 SH       DEFINED 05 15 28          0        0  1946592
GOLDEN ST BANCORP INC          COM              381197102     4072   236100 SH       DEFINED 30 36             0        0   236100
GOLDEN ST BANCORP INC          COM              381197102     2738   158750 SH       DEFINED 37 03        158750        0        0
GOLDEN ST BANCORP INC          WT EXP  000000   381197136      929  1062640 SH       DEFINED 02 16 36          0        0  1062640
GOLDEN ST VINTNERS INC         CL B             38121K208      261    49900 SH       DEFINED 02 07 15          0        0    49900
GOLDEN ST VINTNERS INC         CL B             38121K208       79    15200 SH       DEFINED 34                0        0    15200
GOLDEN WEST FINL CORP DEL      COM              381317106    21383   638300 SH       DEFINED 02 07 09          0        0   638300
GOLDEN WEST FINL CORP DEL      COM              381317106    52846  1577510 SH       DEFINED 12 15 19          0        0  1577510
GOLDEN WEST FINL CORP DEL      COM              381317106   224110  6689880 SH       DEFINED 20 23 28          0        0  6689880
GOLDEN WEST FINL CORP DEL      COM              381317106    52849  1577600 SH       DEFINED 30 32 34          0        0  1577600
GOLDEN WEST FINL CORP DEL      COM              381317106    12545   374329 SH       DEFINED 37 03        316329        0    58000
GOLDMAN SACHS GROUP INC        COM              38141G104    61994   658200 SH       DEFINED 10 12 15          0        0   658200
GOLDMAN SACHS GROUP INC        COM              38141G104     7261    77100 SH       DEFINED 26 28             0        0    77100
GOLDMAN SACHS GROUP INC        COM              38141G104     6319    67100 SH       DEFINED 37 03         31900        0    35200
GOLF TR AMER INC               COM              38168B103     5525   326200 SH       DEFINED 35                0        0   326200
GOLF TR AMER INC               COM              38168B103     4418   260900 SH       DEFINED 03           260900        0        0
GOOD GUYS INC                  COM              382091106    14467  1553600 SH       DEFINED 20 32             0        0  1553600
GOODRICH B F CO                COM              382388106      981    35700 SH       DEFINED 15                0        0    35700
GOODRICH B F CO                COM              382388106     2381    86604 SH       DEFINED 03            86604        0        0
GOODRICH PETE CORP             PFD CONV SER A   382410207      258    73800 SH       DEFINED 07                0        0    73800
GOODYEAR TIRE & RUBR CO        COM              382550101     3493   123941 SH       DEFINED 37 03        123941        0        0
GOTO COM INC                   COM              38348T107     3407    58000 SH       DEFINED 26 28             0        0    58000
GOTO COM INC                   COM              38348T107     3818    65000 SH       DEFINED 03            33000        0    32000
GO2NET INC                     COM              383486107    18270   210000 SH       DEFINED 02 13 20          0        0   210000
GO2NET INC                     COM              383486107    10483   120500 SH       DEFINED 26 28 32          0        0   120500
GO2NET INC                     COM              383486107      417     4800 SH       DEFINED 03             4800        0        0
GRACE W R & CO DEL NEW         COM              38388F108    43758  3153800 SH       DEFINED 12 26             0        0  3153800
GRACE W R & CO DEL NEW         COM              38388F108     8663   624383 SH       DEFINED 03            70783        0   553600
GRACO INC                      COM              384109104     4071   113500 SH       DEFINED 03           113500        0        0
GRAINGER W W INC               COM              384802104    14793   309400 SH       DEFINED 05 09 15          0        0   309400
GRAINGER W W INC               COM              384802104    50225  1050470 SH       DEFINED 28 30             0        0  1050470
GRAINGER W W INC               COM              384802104     3521    73654 SH       DEFINED 03            73654        0        0
GRANITE BROADCASTING CORP      COM              387241102     1670   165000 SH       DEFINED 26                0        0   165000
GRANITE CONSTR INC             COM              387328107       22     1200 SH       DEFINED 15                0        0     1200
GRANITE CONSTR INC             COM              387328107     3613   196000 SH       DEFINED 03           196000        0        0
GREAT ATLANTIC & PAC TEA INC   COM              390064103      843    30265 SH       DEFINED 03            30265        0        0
GREAT LAKES CHEM CORP          COM              390568103    84203  2205000 SH       DEFINED 09 12 15          0        0  2205000
GREAT LAKES CHEM CORP          COM              390568103    80900  2118500 SH       DEFINED 22 28             0        0  2118500
GREAT LAKES CHEM CORP          COM              390568103        1       35 SH       DEFINED 37               35        0        0
GREAT LAKES CHEM CORP          COM              390568103    10442   273451 SH       DEFINED 03            78651        0   194800
GREAT PLAINS SOFTWARE          COM              39119E105      560     7500 SH       DEFINED 15                0        0     7500
GREATER BAY BANCORP            COM              391648102     1372    32000 SH       DEFINED 26                0        0    32000
GREATER CHINA FD INC           COM              39167B102      753    90000 SH       DEFINED 21                0        0    90000
GREEN MOUNTAIN PWR CORP        COM              393154109      584    78600 SH       DEFINED 07                0        0    78600
GREENPOINT FINL CORP           COM              395384100     4793   201300 SH       DEFINED 15                0        0   201300
GREENPOINT FINL CORP           COM              395384100      282    11899 SH       DEFINED 37 03         11899        0        0
GRIC COMMUNICATIONS INC        COM              398081109      735    29000 SH       DEFINED 10 12 23          0        0    29000
GRIC COMMUNICATIONS INC        COM              398081109        7      300 SH       DEFINED 26 28             0        0      300
GRIFFON CORP                   COM              398433102    20859  2670000 SH       DEFINED 07                0        0  2670000
GROUP 1 AUTOMOTIVE INC         COM              398905109      352    25300 SH       DEFINED 03            25300        0        0
GROUPE DANONE                  SPONSORED ADR    399449107        2       50 SH       DEFINED 37               50        0        0
GROUPE CGI INC                 CL A SUB VTG     39945C109   103045  2418300 SH       DEFINED 02 19 21          0        0  2418300
GRUMA S A DE CV                SPON ADR CL B    400131306     1653   407065 SH       DEFINED 02 19 21          0        0   407065
GRUPO RADIO CENTRO S A DE C V  SPONSORED ADR    40049C102     5360   640100 SH       DEFINED 19 21             0        0   640100
GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206    10015   146750 SH       DEFINED 02 07 19          0        0   146750
GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206    72228  1058300 SH       DEFINED 20 21 22          0        0  1058300
GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206     3453    50600 SH       DEFINED 32 03             0        0    50600
GTECH HLDGS CORP               COM              400518106    14531   660500 SH       DEFINED 02 12 15          0        0   660500
GTECH HLDGS CORP               COM              400518106       19      900 SH       DEFINED 34                0        0      900
GTECH HLDGS CORP               COM              400518106     2321   105500 SH       DEFINED 03             6800        0    98700
GUCCI GROUP N V                COM NY REG       401566104     4580    40000 SH       DEFINED 21                0        0    40000
GUIDANT CORP                   COM              401698105    27908   593800 SH       DEFINED 02 05 06          0        0   593800
GUIDANT CORP                   COM              401698105    43093   916874 SH       DEFINED 07 08 10          0        0   916874
GUIDANT CORP                   COM              401698105   181318  3857840 SH       DEFINED 13 15 16          0        0  3857840
GUIDANT CORP                   COM              401698105    53726  1143118 SH       DEFINED 19 20 21          0        0  1143118
GUIDANT CORP                   COM              401698105    17627   375049 SH       DEFINED 28 31 32          0        0   375049
GUIDANT CORP                   COM              401698105    14875   316500 SH       DEFINED 34                0        0   316500
GUIDANT CORP                   COM              401698105    33902   721308 SH       DEFINED 37 03        572208        0   149100
GUILFORD PHARMACEUTICALS INC   COM              401829106      595    35000 SH       DEFINED 15                0        0    35000
GUITAR CTR MGMT INC            COM              402040109     8489   843700 SH       DEFINED 20 32             0        0   843700
GULF CDA RES LTD               ORD              40218L305      269    82400 SH       DEFINED 02 15 19          0        0    82400
GULF CDA RES LTD               ORD              40218L305     8187  2504100 SH       DEFINED 21 34             0        0  2504100
GULF ISLAND FABRICATION INC    COM              402307102      745    79500 SH       DEFINED 07                0        0    79500
H & Q HEALTHCARE FD            SH BEN INT       404052102       14      684 SH       DEFINED 37              684        0        0
HCC INS HLDGS INC              COM              404132102    21100  1600000 SH       DEFINED 07                0        0  1600000
HCC INS HLDGS INC              COM              404132102     2968   225100 SH       DEFINED 03           225100        0        0
HNC SOFTWARE INC               COM              40425P107      687     6500 SH       DEFINED 03             6500        0        0
HPSC INC                       COM              404264103      855    92500 SH       DEFINED 07                0        0    92500
HPSC INC                       COM              404264103      519    56200 SH       DEFINED 03            56200        0        0
HSB GROUP INC                  COM              40428N109      902    26699 SH       DEFINED 03            26699        0        0
HSBC HLDGS PLC                 SPON ADR NEW     404280406        6       90 SH       DEFINED 37               90        0        0
HS RES INC                     COM              404297103      531    30800 SH       DEFINED 02 26             0        0    30800
HADCO CORP                     COM              404681108    13096   256800 SH       DEFINED 02 12 15          0        0   256800
HADCO CORP                     COM              404681108     2529    49600 SH       DEFINED 26 28             0        0    49600
HAEMONETICS CORP               COM              405024100     6653   279400 SH       DEFINED 20 32             0        0   279400
HAEMONETICS CORP               COM              405024100     6834   287000 SH       DEFINED 03           287000        0        0
HALLIBURTON CO                 COM              406216101    68574  1703718 SH       DEFINED 02 04 05          0        0  1703718
HALLIBURTON CO                 COM              406216101   265207  6588994 SH       DEFINED 06 07 08          0        0  6588994
HALLIBURTON CO                 COM              406216101   724419 17998000 SH       DEFINED 09 10 11          0        0 17998000
HALLIBURTON CO                 COM              406216101   216422  5376967 SH       DEFINED 12 13 15          0        0  5376967
HALLIBURTON CO                 COM              406216101   234471  5825390 SH       DEFINED 16 18 19          0        0  5825390
HALLIBURTON CO                 COM              406216101   168860  4195300 SH       DEFINED 20 21 22          0        0  4195300
HALLIBURTON CO                 COM              406216101    79775  1982000 SH       DEFINED 23 26 27          0        0  1982000
HALLIBURTON CO                 COM              406216101   215558  5355480 SH       DEFINED 28 29 30          0        0  5355480
HALLIBURTON CO                 COM              406216101    12292   305400 SH       DEFINED 32 34             0        0   305400
HALLIBURTON CO                 COM              406216101      105     2730 SH       DEFINED 37             2730        0        0
HALLIBURTON CO                 COM              406216101   173617  4313484 SH       DEFINED 03          2825284        0  1488200
HALLWOOD ENERGY CORP DEL       COM              40636X105     1854   423928 SH       DEFINED 07                0        0   423928
HAMILTON BANCORP INC FLA       COM              407013101     1215    68500 SH       DEFINED 07                0        0    68500
HAMPSHIRE GROUP LTD            COM              408859106     3446   388300 SH       DEFINED 07                0        0   388300
JOHN HANCOCK BK &THRIFT OPP FD SH BEN INT       409735107        6      808 SH       DEFINED 37              808        0        0
HANDLEMAN CO DEL               COM              410252100     1337   100000 SH       DEFINED 12                0        0   100000
HANDLEMAN CO DEL               COM              410252100     9844   736000 SH       DEFINED 03           736000        0        0
HANNA M A CO                   COM              410522106    28366  2593500 SH       DEFINED 09 12 15          0        0  2593500
HANNA M A CO                   COM              410522106    14242  1302200 SH       DEFINED 22 28 03      51400        0  1250800
HANNAFORD BROS CO              COM              410550107       12      180 SH       DEFINED 37              180        0        0
HANOVER COMPRESSOR CO          COM              410768105    14209   376400 SH       DEFINED 15 20 32          0        0   376400
HANOVER COMPRESSOR CO          COM              410768105    11038   292400 SH       DEFINED 03           292400        0        0
HARCOURT GEN INC               COM              41163G101    46867  1164400 SH       DEFINED 02 08 09          0        0  1164400
HARCOURT GEN INC               COM              41163G101    74333  1846800 SH       DEFINED 10 15 22          0        0  1846800
HARCOURT GEN INC               COM              41163G101       46     1150 SH       DEFINED 34                0        0     1150
HARCOURT GEN INC               COM              41163G101       95     2400 SH       DEFINED 37             2400        0        0
HARCOURT GEN INC               COM              41163G101     6828   169644 SH       DEFINED 03            92344        0    77300
HARBOR FLA BANCSHARES INC      COM              411901101     1811   140000 SH       DEFINED 26                0        0   140000
HARDINGE INC                   COM              412324303     3219   246500 SH       DEFINED 07 15 28          0        0   246500
HARLAND JOHN H CO              COM              412693103    41886  2287300 SH       DEFINED 02 12 26          0        0  2287300
HARLAND JOHN H CO              COM              412693103     5404   295100 SH       DEFINED 03                0        0   295100
HARLEY DAVIDSON INC            COM              412822108    12139   189500 SH       DEFINED 02 09 15          0        0   189500
HARLEY DAVIDSON INC            COM              412822108   179836  2807200 SH       DEFINED 20 22 28          0        0  2807200
HARLEY DAVIDSON INC            COM              412822108    20884   326000 SH       DEFINED 30 32 34          0        0   326000
HARLEY DAVIDSON INC            COM              412822108       41      670 SH       DEFINED 37              670        0        0
HARLEYSVILLE NATL CORP PA      COM              412850109      443    13650 SH       DEFINED 07                0        0    13650
HARMAN INTL INDS INC           COM              413086109    83912  1495100 SH       DEFINED 20 32             0        0  1495100
HARMAN INTL INDS INC           COM              413086109     2890    51500 SH       DEFINED 03            51500        0        0
HARMONIC INC                   COM              413160102   223957  2359000 SH       DEFINED 13 22 28          0        0  2359000
HARRAHS ENTMT INC              COM              413619107     5567   210600 SH       DEFINED 12 28             0        0   210600
HARRAHS ENTMT INC              COM              413619107     4552   172202 SH       DEFINED 37 03        102202        0    70000
HARRIS CORP DEL                COM              413875105      112     4200 SH       DEFINED 15                0        0     4200
HARRIS INTERACTIVE INC         COM              414549105      709    54300 SH       DEFINED 10 15             0        0    54300
HARSCO CORP                    COM              415864107   148777  4685900 SH       DEFINED 09 12 22          0        0  4685900
HARSCO CORP                    COM              415864107    16490   519400 SH       DEFINED 03            17300        0   502100
HARTE-HANKS INC                COM              416196103     3788   174200 SH       DEFINED 02 07 15          0        0   174200
HARTE-HANKS INC                COM              416196103    53175  2444850 SH       DEFINED 20 32 34          0        0  2444850
HARTE-HANKS INC                COM              416196103     6207   285400 SH       DEFINED 03           285400        0        0
HARTFORD FINL SVCS GROUP INC   COM              416515104   136994  2891700 SH       DEFINED 02 06 07          0        0  2891700
HARTFORD FINL SVCS GROUP INC   COM              416515104   346642  7317000 SH       DEFINED 09 10 11          0        0  7317000
HARTFORD FINL SVCS GROUP INC   COM              416515104   237959  5022900 SH       DEFINED 13 15 16          0        0  5022900
HARTFORD FINL SVCS GROUP INC   COM              416515104    90824  1917130 SH       DEFINED 19 22 27          0        0  1917130
HARTFORD FINL SVCS GROUP INC   COM              416515104    12663   267310 SH       DEFINED 28 30 34          0        0   267310
HARTFORD FINL SVCS GROUP INC   COM              416515104       78     1663 SH       DEFINED 37             1663        0        0
HARTFORD FINL SVCS GROUP INC   COM              416515104    47889  1010865 SH       DEFINED 03           779665        0   231200
HARTFORD LIFE INC              CL A             416592103    16174   367600 SH       DEFINED 02 05 06          0        0   367600
HARTFORD LIFE INC              CL A             416592103    70699  1606800 SH       DEFINED 09 15 16          0        0  1606800
HARTFORD LIFE INC              CL A             416592103    17912   407110 SH       DEFINED 19 26 28          0        0   407110
HARTFORD LIFE INC              CL A             416592103     3051    69350 SH       DEFINED 30 34             0        0    69350
HARTFORD LIFE INC              CL A             416592103     8795   199900 SH       DEFINED 03           197600        0     2300
HARTMARX CORP                  COM              417119104     1111   273500 SH       DEFINED 03           273500        0        0
HASBRO INC                     COM              418056107     8475   444600 SH       DEFINED 02 15 28          0        0   444600
HASBRO INC                     COM              418056107       75     3950 SH       DEFINED 34                0        0     3950
HASBRO INC                     COM              418056107     2931   153794 SH       DEFINED 37 03        153794        0        0
HAVEN BANCORP INC              COM              419352109     1330    86200 SH       DEFINED 15                0        0    86200
HAVERTY FURNITURE INC          COM              419596101      760    60200 SH       DEFINED 26 30             0        0    60200
HAVERTY FURNITURE INC          COM              419596101       10      800 SH       DEFINED 03              800        0        0
HAYES LEMMERZ INTL INC         COM              420781106       34     2000 SH       DEFINED 15                0        0     2000
HAYES LEMMERZ INTL INC         COM              420781106      142     8200 SH       DEFINED 03             8200        0        0
HEALTH CARE PPTY INVS INC      COM              421915109        1       43 SH       DEFINED 37               43        0        0
HEALTHSOUTH CORP               SB DB CV 3.25%03 421924AF8     6874  8870000 PRN      DEFINED 11 36             0        0        0
HEALTHSOUTH CORP               SB DB CV 3.25%03 421924AF8     3850  4968000 PRN      DEFINED 03                0        0        0
HEALTHSOUTH CORP               COM              421924101    78520 14608500 SH       DEFINED 02 07 10          0        0 14608500
HEALTHSOUTH CORP               COM              421924101    17936  3337100 SH       DEFINED 12 15 22          0        0  3337100
HEALTHSOUTH CORP               COM              421924101     7734  1438900 SH       DEFINED 28 34             0        0  1438900
HEALTHSOUTH CORP               COM              421924101     3757   699028 SH       DEFINED 03           604328        0    94700
HEALTH MGMT ASSOC INC NEW      CL A             421933102    32431  2424817 SH       DEFINED 07 15 20          0        0  2424817
HEALTH MGMT ASSOC INC NEW      CL A             421933102    20949  1566325 SH       DEFINED 22 28 32          0        0  1566325
HEALTH MGMT ASSOC INC NEW      CL A             421933102     1805   135025 SH       DEFINED 03           135025        0        0
HEALTHCARE RLTY TR             COM              421946104     1307    83700 SH       DEFINED 35                0        0    83700
HEALTHCARE RLTY TR             COM              421946104     2410   154300 SH       DEFINED 03           154300        0        0
HEALTHCARE RECOVERIES INC      COM              42220K101     4032  1112500 SH       DEFINED 07                0        0  1112500
HEALTHEON WEBMD CORP           COM              422209106    39780  1060800 SH       DEFINED 02 05 06          0        0  1060800
HEALTHEON WEBMD CORP           COM              422209106    52012  1387000 SH       DEFINED 09 11 13          0        0  1387000
HEALTHEON WEBMD CORP           COM              422209106    84978  2266100 SH       DEFINED 15 16 21          0        0  2266100
HEALTHEON WEBMD CORP           COM              422209106     6098   162620 SH       DEFINED 28 30 34          0        0   162620
HEALTHEON WEBMD CORP           COM              422209106    22282   594200 SH       DEFINED 03           163600        0   430600
HEALTHCENTRAL COM              COM              42221V106      436    59700 SH       DEFINED 10                0        0    59700
HEARST-ARGYLE TELEVISION INC   COM              422317107     3458   129900 SH       DEFINED 07 15             0        0   129900
HEIDRICK & STRUGGLES INTL INC  COM              422819102     2771    65600 SH       DEFINED 02 26 34          0        0    65600
HEIDRICK & STRUGGLES INTL INC  COM              422819102     4601   108900 SH       DEFINED 03           108900        0        0
HEILIG MEYERS CO               COM              422893107    10281  3738900 SH       DEFINED 12 28             0        0  3738900
HEILIG MEYERS CO               COM              422893107      961   349800 SH       DEFINED 03             8300        0   341500
HEINZ H J CO                   COM              423074103    29477   740400 SH       DEFINED 09 12 15          0        0   740400
HEINZ H J CO                   COM              423074103    76539  1922500 SH       DEFINED 16 20 22          0        0  1922500
HEINZ H J CO                   COM              423074103     6563   164859 SH       DEFINED 26 28 31          0        0   164859
HEINZ H J CO                   COM              423074103     6270   157500 SH       DEFINED 32                0        0   157500
HEINZ H J CO                   COM              423074103       88     2212 SH       DEFINED 37             2212        0        0
HEINZ H J CO                   COM              423074103    48104  1208284 SH       DEFINED 03           985384        0   222900
HELIX TECHNOLOGY CORP          COM              423319102     2921    65200 SH       DEFINED 02 13 23          0        0    65200
HELIX TECHNOLOGY CORP          COM              423319102     3293    73500 SH       DEFINED 26                0        0    73500
HELIX TECHNOLOGY CORP          COM              423319102     2043    45600 SH       DEFINED 03            45600        0        0
HELMERICH & PAYNE INC          COM              423452101    23422  1073800 SH       DEFINED 02 12 13          0        0  1073800
HELMERICH & PAYNE INC          COM              423452101    19426   890600 SH       DEFINED 15 26 34          0        0   890600
HELMERICH & PAYNE INC          COM              423452101    22697  1040555 SH       DEFINED 37 03        784555        0   256000
HENRY JACK & ASSOC INC         COM              426281101     4831    90000 SH       DEFINED 03            90000        0        0
HERBALIFE INTL INC             CL A             426908208    14914  1037500 SH       DEFINED 07                0        0  1037500
HERBALIFE INTL INC             CL B             426908307    26890  2010500 SH       DEFINED 07                0        0  2010500
HERCULES INC                   COM              427056106   161853  5806400 SH       DEFINED 09 12 15          0        0  5806400
HERCULES INC                   COM              427056106    23863   856100 SH       DEFINED 22                0        0   856100
HERCULES INC                   COM              427056106       41     1500 SH       DEFINED 37             1500        0        0
HERCULES INC                   COM              427056106    21862   784311 SH       DEFINED 03           110211        0   674100
HERLEY INDS INC DEL            COM              427398102     5135   338166 SH       DEFINED 26 28             0        0   338166
HERLEY INDS INC DEL            COM              427398102      179    11800 SH       DEFINED 03            11800        0        0
HERSHEY FOODS CORP             COM              427866108    57551  1211600 SH       DEFINED 09 15 22          0        0  1211600
HERSHEY FOODS CORP             COM              427866108      143     3000 SH       DEFINED 37             3000        0        0
HERSHEY FOODS CORP             COM              427866108     8310   174964 SH       DEFINED 03           122064        0    52900
HERTZ CORP                     CL A             428040109    20350   406000 SH       DEFINED 02 04 06          0        0   406000
HERTZ CORP                     CL A             428040109    22766   454200 SH       DEFINED 12 15 28          0        0   454200
HERTZ CORP                     CL A             428040109     6676   133200 SH       DEFINED 32                0        0   133200
HERTZ CORP                     CL A             428040109        1       35 SH       DEFINED 37               35        0        0
HEWLETT PACKARD CO             SB LYON ZERO  17 428236AC7     6630  9750000 PRN      DEFINED 11                0        0        0
HEWLETT PACKARD CO             COM              428236103    70276   616800 SH       DEFINED 02 04 05          0        0   616800
HEWLETT PACKARD CO             COM              428236103   253632  2226063 SH       DEFINED 06 07 08          0        0  2226063
HEWLETT PACKARD CO             COM              428236103   551571  4841000 SH       DEFINED 10 11 13          0        0  4841000
HEWLETT PACKARD CO             COM              428236103   673866  5914350 SH       DEFINED 15 16 19          0        0  5914350
HEWLETT PACKARD CO             COM              428236103   506816  4448200 SH       DEFINED 20 22 23          0        0  4448200
HEWLETT PACKARD CO             COM              428236103   205771  1806000 SH       DEFINED 27 28 30          0        0  1806000
HEWLETT PACKARD CO             COM              428236103   129780  1139050 SH       DEFINED 31 32 34          0        0  1139050
HEWLETT PACKARD CO             COM              428236103   176972  1552969 SH       DEFINED 37 03       1337109        0   215860
HIBBETT SPORTING GOODS INC     COM              428565105     5958   350500 SH       DEFINED 26                0        0   350500
HIGHLANDS INS GROUP INC        COM              431032101    11011  1159060 SH       DEFINED 08 09 22          0        0  1159060
HIGHLANDS INS GROUP INC        COM              431032101      305    32210 SH       DEFINED 03            14330        0    17880
HIGHWOODS PPTYS INC            COM              431284108    11190   481300 SH       DEFINED 12 35             0        0   481300
HIGHWOODS PPTYS INC            COM              431284108     8351   359200 SH       DEFINED 03           301200        0    58000
HILTON HOTELS CORP             SUB NT CONV 5%06 432848AL3     1059  1390000 PRN      DEFINED 02 23 28          0        0        0
HILTON HOTELS CORP             SUB NT CONV 5%06 432848AL3     2607  3420000 PRN      DEFINED 32 36             0        0        0
HILTON HOTELS CORP             SUB NT CONV 5%06 432848AL3     1662  2180000 PRN      DEFINED 03                0        0        0
HILTON HOTELS CORP             COM              432848109       81     8498 SH       DEFINED 12 28             0        0     8498
HILTON HOTELS CORP             COM              432848109     2800   291009 SH       DEFINED 03           291009        0        0
HIRSCH INTL CORP               CL A             433550100      736   655000 SH       DEFINED 07                0        0   655000
HISPANIC BROADCASTING CORP     CL A             43357B104    73664   798800 SH       DEFINED 02 10 12          0        0   798800
HISPANIC BROADCASTING CORP     CL A             43357B104      175     1900 SH       DEFINED 15 34             0        0     1900
HISPANIC BROADCASTING CORP     CL A             43357B104        1       21 SH       DEFINED 37               21        0        0
HITACHI LIMITED                ADR 10 COM       433578507        4       30 SH       DEFINED 37               30        0        0
HOLLINGER INTL INC             CL A             435569108     5382   416000 SH       DEFINED 19 21             0        0   416000
HOLLY CORP                     COM PAR $0.01    435758305    11034   825000 SH       DEFINED 07                0        0   825000
HOLLYWOOD CASINO CORP          CL A             436132203       43    10000 SH       DEFINED 27                0        0    10000
HOLLYWOOD ENTMT CORP           COM              436141105     1595   110000 SH       DEFINED 02 15 28          0        0   110000
HOLLYWOOD ENTMT CORP           COM              436141105       18     1300 SH       DEFINED 34                0        0     1300
HOLLYWOOD ENTMT CORP           COM              436141105      137     9500 SH       DEFINED 03             9500        0        0
HOLLYWOOD PK INC NEW           COM              436255103     1323    59000 SH       DEFINED 26                0        0    59000
HOME DEPOT INC                 COM              437076102   362452  5286450 SH       DEFINED 02 04 05          0        0  5286450
HOME DEPOT INC                 COM              437076102  3675090 53602054 SH       DEFINED 06 07 10          0        0 53602054
HOME DEPOT INC                 COM              437076102   448861  6546750 SH       DEFINED 11 12 13          0        0  6546750
HOME DEPOT INC                 COM              437076102  1807533 26363300 SH       DEFINED 15 16 18          0        0 26363300
HOME DEPOT INC                 COM              437076102   727683 10613430 SH       DEFINED 19 20 21          0        0 10613430
HOME DEPOT INC                 COM              437076102   543529  7927500 SH       DEFINED 22 23 26          0        0  7927500
HOME DEPOT INC                 COM              437076102  1219715 17789836 SH       DEFINED 27 28 30          0        0 17789836
HOME DEPOT INC                 COM              437076102   201627  2940790 SH       DEFINED 32 34             0        0  2940790
HOME DEPOT INC                 COM              437076102   640793  9334546 SH       DEFINED 37 03       7543569        0  1790977
HOME PORT BANCORP INC          COM              437304108     3839   149100 SH       DEFINED 07                0        0   149100
HOME PPTYS N Y INC             COM              437306103    16340   595566 SH       DEFINED 12 26 35          0        0   595566
HOME PPTYS N Y INC             COM              437306103    16325   595000 SH       DEFINED 03           595000        0        0
HOMEBASE INC                   SB NT CV 5.25%04 43738EAB4     1200  2000000 PRN      DEFINED 11                0        0        0
HOMEBASE INC                   COM              43738E108     3062  1000000 SH       DEFINED 07                0        0  1000000
HOMESTAKE MNG CO               COM              437614100    19662  2516806 SH       DEFINED 02 15 22          0        0  2516806
HOMESTAKE MNG CO               COM              437614100    17202  2201900 SH       DEFINED 28 29 32          0        0  2201900
HOMESTAKE MNG CO               COM              437614100      195    25000 SH       DEFINED 34                0        0    25000
HOMESTAKE MNG CO               COM              437614100     3108   397895 SH       DEFINED 03           397895        0        0
HON INDS INC                   COM              438092108     2384   108700 SH       DEFINED 12                0        0   108700
HON INDS INC                   COM              438092108      138     6300 SH       DEFINED 03             6300        0        0
HONDA MOTOR LTD                AMERN SHS        438128308      267     3500 SH       DEFINED 19                0        0     3500
HONDA MOTOR LTD                AMERN SHS        438128308       59      780 SH       DEFINED 37              780        0        0
HONEYWELL INTL INC             COM              438516106   286828  4972100 SH       DEFINED 02 07 09          0        0  4972100
HONEYWELL INTL INC             COM              438516106   561093  9726437 SH       DEFINED 10 11 12          0        0  9726437
HONEYWELL INTL INC             COM              438516106   415693  7205961 SH       DEFINED 15 16 19          0        0  7205961
HONEYWELL INTL INC             COM              438516106   157955  2738125 SH       DEFINED 21 22 23          0        0  2738125
HONEYWELL INTL INC             COM              438516106    44744   775637 SH       DEFINED 28 32 34          0        0   775637
HONEYWELL INTL INC             COM              438516106      311     5484 SH       DEFINED 37             5484        0        0
HONEYWELL INTL INC             COM              438516106   107143  1857309 SH       DEFINED 03          1374003        0   483306
HOOPER HOLMES INC              COM              439104100     5255   204100 SH       DEFINED 13 26             0        0   204100
HOOPER HOLMES INC              COM              439104100     2729   106000 SH       DEFINED 03           106000        0        0
HORACE MANN EDUCATORS CORP NEW COM              440327104      655    33400 SH       DEFINED 12 15 28          0        0    33400
HORACE MANN EDUCATORS CORP NEW COM              440327104     6919   352600 SH       DEFINED 03           352600        0        0
HORIZON HEALTH CORP            COM              44041Y104     4805   674400 SH       DEFINED 07                0        0   674400
HORMEL FOODS CORP              COM              440452100     1356    33400 SH       DEFINED 02 15 34          0        0    33400
HORMEL FOODS CORP              COM              440452100        6      160 SH       DEFINED 37              160        0        0
HORMEL FOODS CORP              COM              440452100     1105    27200 SH       DEFINED 03                0        0    27200
HOST MARRIOTT CORP NEW         COM              44107P104    95535 11580000 SH       DEFINED 10 35             0        0 11580000
HOT TOPIC INC                  COM              441339108     7672   330000 SH       DEFINED 20 26 32          0        0   330000
HOTJOBS COM INC                COM              441474103    12123   277500 SH       DEFINED 20 32             0        0   277500
HOUGHTON MIFFLIN CO            COM              441560109    21941   520100 SH       DEFINED 15 18             0        0   520100
HOUSEHOLD INTL INC             COM              441815107    19244   516639 SH       DEFINED 02 04 05          0        0   516639
HOUSEHOLD INTL INC             COM              441815107   324666  8715866 SH       DEFINED 07 09 10          0        0  8715866
HOUSEHOLD INTL INC             COM              441815107   163888  4399686 SH       DEFINED 12 15 16          0        0  4399686
HOUSEHOLD INTL INC             COM              441815107    99302  2665850 SH       DEFINED 18 19 20          0        0  2665850
HOUSEHOLD INTL INC             COM              441815107   194851  5230905 SH       DEFINED 22 28 30          0        0  5230905
HOUSEHOLD INTL INC             COM              441815107    82934  2226420 SH       DEFINED 32 34 03    1377247        0   849173
HOWELL CORP                    COM              443051107      115    20000 SH       DEFINED 26                0        0    20000
HOWMET INTERNATIONAL           COM              443208103    61062  3380600 SH       DEFINED 09 15 34          0        0  3380600
HOWMET INTERNATIONAL           COM              443208103     3719   205900 SH       DEFINED 03           205900        0        0
HUANENG PWR INTL INC           SPON ADR N       443304100      977    92500 SH       DEFINED 02 21             0        0    92500
HUB GROUP INC                  CL A             443320106     1606    80300 SH       DEFINED 07                0        0    80300
HUBBELL INC                    CL B             443510201      130     4800 SH       DEFINED 15 34             0        0     4800
HUBBELL INC                    CL B             443510201      463    17000 SH       DEFINED 37 03         17000        0        0
HUDSON UNITED BANCORP          COM              444165104     4345   170000 SH       DEFINED 12 03             0        0   170000
HUGHES SUPPLY INC              COM              444482103    14593   676800 SH       DEFINED 07                0        0   676800
HUMANA INC                     COM              444859102     1083   132376 SH       DEFINED 03           132376        0        0
HUMAN GENOME SCIENCES INC      SUB NT CV 144A06 444903AC2     4800  4000000 PRN      DEFINED 11                0        0        0
HUMAN GENOME SCIENCES INC      COM              444903108   164209  1075900 SH       DEFINED 02 09 13          0        0  1075900
HUMAN GENOME SCIENCES INC      COM              444903108    82153   538267 SH       DEFINED 15 20 21          0        0   538267
HUMAN GENOME SCIENCES INC      COM              444903108    38354   251300 SH       DEFINED 23 26 28          0        0   251300
HUMAN GENOME SCIENCES INC      COM              444903108     5650    37020 SH       DEFINED 30 32             0        0    37020
HUMAN GENOME SCIENCES INC      COM              444903108    40137   262980 SH       DEFINED 03           112180        0   150800
HUNT J B TRANS SVCS INC        COM              445658107      110     8000 SH       DEFINED 03             8000        0        0
HUNTINGTON BANCSHARES INC      COM              446150104     4339   181777 SH       DEFINED 03           181777        0        0
HURCO COMPANIES INC            COM              447324104     1326   379028 SH       DEFINED 07                0        0   379028
HUTCHINSON TECHNOLOGY INC      COM              448407106      571    26900 SH       DEFINED 03            26900        0        0
HUTTIG BLDG PRODS INC          COM              448451104      183    37099 SH       DEFINED 12                0        0    37099
HUTTIG BLDG PRODS INC          COM              448451104      123    25014 SH       DEFINED 03            11759        0    13255
HYPERION 2005 INVT GRADE OPPTN COM              448918102        9     1200 SH       DEFINED 37             1200        0        0
ICN PHARMACEUTICALS INC NEW    COM              448924100       20      800 SH       DEFINED 37              800        0        0
HYPERION SOLUTIONS CORP        COM              44914M104      765    17600 SH       DEFINED 13                0        0    17600
HYPERION SOLUTIONS CORP        COM              44914M104     1218    28000 SH       DEFINED 03            28000        0        0
IBP INC                        COM              449223106      612    34000 SH       DEFINED 02 15 34          0        0    34000
IBP INC                        COM              449223106       35     2025 SH       DEFINED 37             2025        0        0
ICG COMMUNICATIONS INC         COM              449246107     3802   202800 SH       DEFINED 27                0        0   202800
ICG COMMUNICATIONS INC         COM              449246107      465    24800 SH       DEFINED 03            24800        0        0
ICOS CORP                      COM              449295104     8997   307600 SH       DEFINED 15                0        0   307600
ICOS CORP                      COM              449295104      599    20500 SH       DEFINED 03            20500        0        0
ICU MED INC                    COM              44930G107    11948   783500 SH       DEFINED 07                0        0   783500
ICU MED INC                    COM              44930G107      931    61100 SH       DEFINED 03            61100        0        0
IDEC PHARMACEUTICALS CORP      COM              449370105    19209   195514 SH       DEFINED 02 04 06          0        0   195514
IDEC PHARMACEUTICALS CORP      COM              449370105   304907  3103388 SH       DEFINED 09 11 13          0        0  3103388
IDEC PHARMACEUTICALS CORP      COM              449370105   217011  2208764 SH       DEFINED 15 16 20          0        0  2208764
IDEC PHARMACEUTICALS CORP      COM              449370105    14410   146676 SH       DEFINED 21 28 29          0        0   146676
IDEC PHARMACEUTICALS CORP      COM              449370105    16740   170388 SH       DEFINED 30 32 34          0        0   170388
IDEC PHARMACEUTICALS CORP      COM              449370105    27199   276842 SH       DEFINED 37 03        275042        0     1800
I D SYSTEMS INC                COM              449489103      973   175000 SH       DEFINED 26                0        0   175000
IFR SYSTEMS INC                COM              449507102      698    69400 SH       DEFINED 03            69400        0        0
IFX CORP                       COM NEW          449518208     1639    49500 SH       DEFINED 04 19             0        0    49500
IGO CORP                       COM              449592104      283    31300 SH       DEFINED 10                0        0    31300
IHOP CORP                      COM              449623107    33208  1990000 SH       DEFINED 07                0        0  1990000
IMC GLOBAL INC                 COM              449669100    62225  3800000 SH       DEFINED 09 12 13          0        0  3800000
IMC GLOBAL INC                 COM              449669100   104128  6359000 SH       DEFINED 15 16 22          0        0  6359000
IMC GLOBAL INC                 COM              449669100    10691   652900 SH       DEFINED 03           390300        0   262600
IMCO RECYCLING INC             COM              449681105      311    24700 SH       DEFINED 15                0        0    24700
IMCO RECYCLING INC             COM              449681105        0       66 SH       DEFINED 37               66        0        0
IMS HEALTH INC                 COM              449934108   100827  3708580 SH       DEFINED 02 05 06          0        0  3708580
IMS HEALTH INC                 COM              449934108    97923  3601800 SH       DEFINED 07 10 12          0        0  3601800
IMS HEALTH INC                 COM              449934108   577546 21243100 SH       DEFINED 13 15 16          0        0 21243100
IMS HEALTH INC                 COM              449934108   105562  3882753 SH       DEFINED 20 22 23          0        0  3882753
IMS HEALTH INC                 COM              449934108   107443  3951947 SH       DEFINED 28 30 32          0        0  3951947
IMS HEALTH INC                 COM              449934108     7411   272600 SH       DEFINED 34                0        0   272600
IMS HEALTH INC                 COM              449934108    57441  2112839 SH       DEFINED 37 03       1188539        0   924300
IRSA INVERSIONERS Y REP S A    GLOBL DEP RCPT   450047204     1680    52123 SH       DEFINED 02 19 21          0        0    52123
ISS GROUP INC                  COM              450306105    19584   275359 SH       DEFINED 09 15 16          0        0   275359
ISS GROUP INC                  COM              450306105    25825   363100 SH       DEFINED 20 28 30          0        0   363100
ISS GROUP INC                  COM              450306105     8065   113400 SH       DEFINED 32 03             0        0   113400
I-STAT CORP                    COM              450312103    23717  1635700 SH       DEFINED 26 28             0        0  1635700
ITLA CAP CORP                  COM              450565106      958    76300 SH       DEFINED 15                0        0    76300
ITT EDUCATIONAL SERVICES INC   COM              45068B109    17895  1159200 SH       DEFINED 13 26             0        0  1159200
ITT EDUCATIONAL SERVICES INC   COM              45068B109     4770   309000 SH       DEFINED 03           309000        0        0
ITXC CORP                      COM              45069F109    21274   632700 SH       DEFINED 13 16             0        0   632700
IXL ENTERPRISES INC            COM              450718101    88694  1598100 SH       DEFINED 13                0        0  1598100
IXL ENTERPRISES INC            COM              450718101      460     8300 SH       DEFINED 03             8300        0        0
IBASIS INC                     COM              450732102      989    34400 SH       DEFINED 02 10 12          0        0    34400
IBASIS INC                     COM              450732102    29385  1022100 SH       DEFINED 16 22 28          0        0  1022100
ITT INDS INC IND               COM              450911102    60157  1799100 SH       DEFINED 20 32             0        0  1799100
ITT INDS INC IND               COM              450911102     2325    69535 SH       DEFINED 37 03         69535        0        0
IDACORP INC                    COM              451107106        0       26 SH       DEFINED 37               26        0        0
IDEX CORP                      COM              45167R104    44623  1469100 SH       DEFINED 07 15             0        0  1469100
IDEX CORP                      COM              45167R104     2953    97250 SH       DEFINED 03            97250        0        0
IDEXX LABS INC                 COM              45168D104      138     8600 SH       DEFINED 15                0        0     8600
IKON OFFICE SOLUTIONS INC      COM              451713101     1839   270000 SH       DEFINED 12                0        0   270000
IKON OFFICE SOLUTIONS INC      COM              451713101      928   136363 SH       DEFINED 03           136363        0        0
ILEX ONCOLOGY INC              COM              451923106     4101   170000 SH       DEFINED 15                0        0   170000
ILLINOIS TOOL WKS INC          COM              452308109   261581  3871700 SH       DEFINED 05 06 10          0        0  3871700
ILLINOIS TOOL WKS INC          COM              452308109    94251  1395030 SH       DEFINED 15 16 28          0        0  1395030
ILLINOIS TOOL WKS INC          COM              452308109     2905    43000 SH       DEFINED 30 34             0        0    43000
ILLINOIS TOOL WKS INC          COM              452308109    36323   537663 SH       DEFINED 37 03        424963        0   112700
ILLINOVA CORP                  COM              452317100    19953   574188 SH       DEFINED 02 04 05          0        0   574188
ILLINOVA CORP                  COM              452317100    48594  1398400 SH       DEFINED 06 07 09          0        0  1398400
ILLINOVA CORP                  COM              452317100    30274   871200 SH       DEFINED 11 12 13          0        0   871200
ILLINOVA CORP                  COM              452317100    65799  1893500 SH       DEFINED 15 16 20          0        0  1893500
ILLINOVA CORP                  COM              452317100     6648   191320 SH       DEFINED 21 28 30          0        0   191320
ILLINOVA CORP                  COM              452317100     7700   221600 SH       DEFINED 32 34             0        0   221600
ILLINOVA CORP                  COM              452317100    57459  1653498 SH       DEFINED 03          1578098        0    75400
ILLUMINET HLDGS INC            COM              452334105     1919    34900 SH       DEFINED 09 10 13          0        0    34900
ILLUMINET HLDGS INC            COM              452334105      367     6690 SH       DEFINED 28 30             0        0     6690
ILLUMINET HLDGS INC            COM              452334105       38      700 SH       DEFINED 03              700        0        0
ILOG S A                       SPONSORED ADR    452360100     1772    80800 SH       DEFINED 07 19 21          0        0    80800
IMATION CORP                   COM              45245A107     5517   164400 SH       DEFINED 15 23 26          0        0   164400
IMATION CORP                   COM              45245A107       50     1500 SH       DEFINED 37 03          1500        0        0
IMAX CORP                      COM              45245E109    48742  1786600 SH       DEFINED 02 26             0        0  1786600
IMAX CORP                      COM              45245E109      421    15400 SH       DEFINED 03            15400        0        0
IMCLONE SYS INC                COM              45245W109    17038   430000 SH       DEFINED 15                0        0   430000
IMANAGE INC                    COM              45245Y105      539    16800 SH       DEFINED 10 15             0        0    16800
IMMERSION CORP                 COM              452521107      721    18800 SH       DEFINED 02 10 12          0        0    18800
IMMERSION CORP                 COM              452521107      111     2900 SH       DEFINED 15 28 34          0        0     2900
IMMUNEX CORP NEW               COM              452528102   340731  3111700 SH       DEFINED 02 06 11          0        0  3111700
IMMUNEX CORP NEW               COM              452528102   865509  7904200 SH       DEFINED 13 15 16          0        0  7904200
IMMUNEX CORP NEW               COM              452528102   447107  4083170 SH       DEFINED 20 21 22          0        0  4083170
IMMUNEX CORP NEW               COM              452528102    22140   202200 SH       DEFINED 23 28 29          0        0   202200
IMMUNEX CORP NEW               COM              452528102   109838  1003090 SH       DEFINED 32 34             0        0  1003090
IMMUNEX CORP NEW               COM              452528102   209457  1912800 SH       DEFINED 37 03       1743100        0   169700
IMMUNOGEN INC                  COM              45253H101      194    35400 SH       DEFINED 13                0        0    35400
IMMUNOGEN INC                  COM              45253H101      303    55200 SH       DEFINED 03            55200        0        0
IMPERIAL BANCORP               COM              452556103      482    20000 SH       DEFINED 26                0        0    20000
IMPERIAL CREDIT COMM MRTG INVS COM              45272T102      284    25000 SH       DEFINED 33                0        0    25000
IMPERIAL CREDIT COMM MRTG INVS COM              45272T102      284    25000 SH       DEFINED 03            25000        0        0
IMMUNOMEDICS INC               COM              452907108     5941   485000 SH       DEFINED 15                0        0   485000
IN FOCUS SYS INC               COM              452919103     5013   216200 SH       DEFINED 02 09 26          0        0   216200
IN FOCUS SYS INC               COM              452919103      774    33410 SH       DEFINED 28 30             0        0    33410
IMPERIAL OIL LTD               COM NEW          453038408     2808   128520 SH       DEFINED 02 07 15          0        0   128520
IMPERIAL OIL LTD               COM NEW          453038408     1216    55600 SH       DEFINED 34                0        0    55600
IMPERIAL OIL LTD               COM NEW          453038408      135     6194 SH       DEFINED 03             6194        0        0
INACOM CORP                    COM              45323G109     1279   175000 SH       DEFINED 15                0        0   175000
INACOM CORP                    COM              45323G109      566    77430 SH       DEFINED 03            77430        0        0
INCO LTD                       DEB CONV 5.75%04 453258AK1     4026  4250000 PRN      DEFINED 11                0        0        0
INCO LTD                       COM              453258402    17969   773900 SH       DEFINED 02 04 06          0        0   773900
INCO LTD                       COM              453258402    77533  3338330 SH       DEFINED 07 13 15          0        0  3338330
INCO LTD                       COM              453258402    19077   821400 SH       DEFINED 19 20 21          0        0   821400
INCO LTD                       COM              453258402   141061  6073600 SH       DEFINED 22 23 28          0        0  6073600
INCO LTD                       COM              453258402     6087   262100 SH       DEFINED 32 34             0        0   262100
INCO LTD                       COM              453258402    16920   726078 SH       DEFINED 03           593778        0   132300
INCO LTD                       CL VBN SH        453258709     2634   296600 SH       DEFINED 20 32             0        0   296600
INCYTE PHARMACEUTICALS INC     COM              45337C102    10950   182500 SH       DEFINED 15                0        0   182500
INDEPENDENCE FED SVGS BK       COM              453432106     1442   120200 SH       DEFINED 07                0        0   120200
INDEPENDENCE HLDG CO NEW       COM NEW          453440307     1642   146000 SH       DEFINED 07                0        0   146000
INDEPENDENT ENERGY HLDGS PLC   SPONSORED ADR    45384X108    31377   941900 SH       DEFINED 15 20 21          0        0   941900
INDEPENDENT ENERGY HLDGS PLC   SPONSORED ADR    45384X108     6479   194500 SH       DEFINED 26 32             0        0   194500
INDEPENDENT ENERGY HLDGS PLC   SPONSORED ADR    45384X108     1795    53900 SH       DEFINED 03            53900        0        0
INDIA FD INC                   COM              454089103    11143   665300 SH       DEFINED 19 21 22          0        0   665300
INDIA FD INC                   COM              454089103       65     3900 SH       DEFINED 03                0        0     3900
INDIA GROWTH FD INC            COM              454090101     3919   257000 SH       DEFINED 19 21             0        0   257000
INDUSTRI-MATEMATIK INTL CORP   COM              455792101    11138  1818570 SH       DEFINED 02 15 21          0        0  1818570
INDUSTRIE NATUZZI SPA          ADR              456478106      742    56000 SH       DEFINED 19 21             0        0    56000
INDYMAC MTG HLDGS INC          COM              456607100    10493   823000 SH       DEFINED 15 34             0        0   823000
INDYMAC MTG HLDGS INC          COM              456607100    16367  1283700 SH       DEFINED 03          1280400        0     3300
INFINITY BROADCASTING CP NEW   CL A             45662S102    58710  1622387 SH       DEFINED 02 05 06          0        0  1622387
INFINITY BROADCASTING CP NEW   CL A             45662S102   446397 12335671 SH       DEFINED 09 10 12          0        0 12335671
INFINITY BROADCASTING CP NEW   CL A             45662S102   120186  3321225 SH       DEFINED 13 15 16          0        0  3321225
INFINITY BROADCASTING CP NEW   CL A             45662S102   390659 10795426 SH       DEFINED 20 26 28          0        0 10795426
INFINITY BROADCASTING CP NEW   CL A             45662S102    97995  2707982 SH       DEFINED 29 30 32          0        0  2707982
INFINITY BROADCASTING CP NEW   CL A             45662S102      148     4100 SH       DEFINED 34                0        0     4100
INFINITY BROADCASTING CP NEW   CL A             45662S102    16859   465906 SH       DEFINED 03           233200        0   232706
INET TECHNOLOGIES INC          COM              45662V105     8517   121890 SH       DEFINED 09 28 30          0        0   121890
INFINIUM SOFTWARE INC          COM              45662Y109     1038   152500 SH       DEFINED 07                0        0   152500
INFORMATICA CORP               COM              45666Q102     2127    20000 SH       DEFINED 15                0        0    20000
INFORMIX CORP                  COM              456779107    35565  3126600 SH       DEFINED 15 20 26          0        0  3126600
INFORMIX CORP                  COM              456779107     5951   523200 SH       DEFINED 32                0        0   523200
INFOSPACE COM INC              COM              45678T102    11342    53000 SH       DEFINED 09 20 28          0        0    53000
INFOSPACE COM INC              COM              45678T102      449     2100 SH       DEFINED 30 32             0        0     2100
INFOUSA INC NEW                COM              456818301    49617  3560000 SH       DEFINED 07                0        0  3560000
ING GROEP N V                  SPONSORED ADR    456837103        4       80 SH       DEFINED 37               80        0        0
INGERSOLL-RAND CO              COM              456866102    49005   889990 SH       DEFINED 02 04 05          0        0   889990
INGERSOLL-RAND CO              COM              456866102   209024  3796140 SH       DEFINED 06 07 09          0        0  3796140
INGERSOLL-RAND CO              COM              456866102   210440  3821850 SH       DEFINED 10 11 12          0        0  3821850
INGERSOLL-RAND CO              COM              456866102   234692  4262300 SH       DEFINED 15 16 18          0        0  4262300
INGERSOLL-RAND CO              COM              456866102    37374   678770 SH       DEFINED 19 21 22          0        0   678770
INGERSOLL-RAND CO              COM              456866102    71124  1291700 SH       DEFINED 23 26 27          0        0  1291700
INGERSOLL-RAND CO              COM              456866102    71649  1301240 SH       DEFINED 28 29 30          0        0  1301240
INGERSOLL-RAND CO              COM              456866102    25791   468400 SH       DEFINED 32 34             0        0   468400
INGERSOLL-RAND CO              COM              456866102    80244  1457350 SH       DEFINED 37 03       1003400        0   453950
INGRAM MICRO INC               CL A             457153104    13871  1056901 SH       DEFINED 02 05 15          0        0  1056901
INGRAM MICRO INC               CL A             457153104    35776  2725800 SH       DEFINED 28 29 30          0        0  2725800
INGRAM MICRO INC               CL A             457153104     2103   160300 SH       DEFINED 34                0        0   160300
INGRAM MICRO INC               CL A             457153104      951    72500 SH       DEFINED 03            72500        0        0
INHALE THERAPEUTIC SYS INC     SUB DB CV 144A06 457191AA2     1390  1000000 PRN      DEFINED 11                0        0        0
INHALE THERAPEUTIC SYS INC     COM              457191104    15484   363800 SH       DEFINED 15 26 28          0        0   363800
INHALE THERAPEUTIC SYS INC     COM              457191104      957    22500 SH       DEFINED 03                0        0    22500
INKTOMI CORP                   COM              457277101    46540   524400 SH       DEFINED 02 05 06          0        0   524400
INKTOMI CORP                   COM              457277101   294898  3322800 SH       DEFINED 07 09 10          0        0  3322800
INKTOMI CORP                   COM              457277101    13348   150400 SH       DEFINED 12 13 15          0        0   150400
INKTOMI CORP                   COM              457277101   133330  1502316 SH       DEFINED 16 21 22          0        0  1502316
INKTOMI CORP                   COM              457277101    83962   946054 SH       DEFINED 23 26 28          0        0   946054
INKTOMI CORP                   COM              457277101     5126    57760 SH       DEFINED 30 34             0        0    57760
INKTOMI CORP                   COM              457277101    48197   542933 SH       DEFINED 37 03        312713        0   230220
INNKEEPERS USA TR              COM              4576J0104     3725   455000 SH       DEFINED 35                0        0   455000
INNKEEPERS USA TR              COM              4576J0104     4074   497700 SH       DEFINED 03           497700        0        0
INNKEEPERS USA TR              PFD CV A 8.625   4576J0302     5860   334900 SH       DEFINED 33 35 03     147000        0   187900
INSIGHT ENTERPRISES INC        COM              45765U103    11812   290775 SH       DEFINED 02 15             0        0   290775
INSIGHT ENTERPRISES INC        COM              45765U103     5527   136050 SH       DEFINED 03           136050        0        0
INPUT/OUTPUT INC               COM              457652105     6286  1241800 SH       DEFINED 07 15             0        0  1241800
INSITUFORM TECHNOLOGIES INC    CL A             457667103     1853    65600 SH       DEFINED 15 26             0        0    65600
INSITUFORM TECHNOLOGIES INC    CL A             457667103     6206   219700 SH       DEFINED 03           219700        0        0
INSO CORP                      COM              457674109      335    10400 SH       DEFINED 03            10400        0        0
INSIGHT COMMUNICATIONS INC     CL A             45768V108    34667  1170200 SH       DEFINED 09 13 28          0        0  1170200
INSIGHT COMMUNICATIONS INC     CL A             45768V108      194     6570 SH       DEFINED 30                0        0     6570
INSWEB CORP                    COM              45809K103     2198    86000 SH       DEFINED 13 15 16          0        0    86000
INSWEB CORP                    COM              45809K103     1651    64600 SH       DEFINED 22 28             0        0    64600
INSWEB CORP                    COM              45809K103      981    38400 SH       DEFINED 03            38400        0        0
INTEGRAL SYS INC MD            COM              45810H107    11193   253670 SH       DEFINED 09 28 30          0        0   253670
INTEGRATED DEVICE TECHNOLOGY   COM              458118106    24519   845500 SH       DEFINED 15 26             0        0   845500
INTEGRATED DEVICE TECHNOLOGY   COM              458118106      319    11000 SH       DEFINED 03            11000        0        0
INTEGRATED SILICON SOLUTION    COM              45812P107     6625   400000 SH       DEFINED 12                0        0   400000
INTEL CORP                     COM              458140100   106040  1288270 SH       DEFINED 02 05 06          0        0  1288270
INTEL CORP                     COM              458140100  1495494 18168500 SH       DEFINED 07 10 12          0        0 18168500
INTEL CORP                     COM              458140100  1930410 23452220 SH       DEFINED 13 15 16          0        0 23452220
INTEL CORP                     COM              458140100   457704  5560570 SH       DEFINED 19 20 22          0        0  5560570
INTEL CORP                     COM              458140100    96289  1169800 SH       DEFINED 23 26 27          0        0  1169800
INTEL CORP                     COM              458140100   476347  5787060 SH       DEFINED 28 30 32          0        0  5787060
INTEL CORP                     COM              458140100   664010  8066400 SH       DEFINED 37 03       6593260        0  1473140
INTERACTIVE INTELLIGENCE INC   COM              45839M103       63     2400 SH       DEFINED 15                0        0     2400
INTERACTIVE PICTURES CORP      COM              45839N101      228     9800 SH       DEFINED 02 12 28          0        0     9800
INTERCONTINENTAL LIFE CORP     COM              458593100     8122   878100 SH       DEFINED 07                0        0   878100
INTERDIGITAL COMMUNICATIONS CP COM              45866A105     2625    35000 SH       DEFINED 03                0        0    35000
INTEREP NATL RADIO SALES INC   COM              45866V109      357    26700 SH       DEFINED 07 12 23          0        0    26700
INTEREP NATL RADIO SALES INC   COM              45866V109       13     1040 SH       DEFINED 26 28             0        0     1040
INTERFACE INC                  CL A             458665106       76    13300 SH       DEFINED 03            13300        0        0
INTERIM SVCS INC               COM              45868P100     1237    50000 SH       DEFINED 07                0        0    50000
INTERIM SVCS INC               COM              45868P100      866    35000 SH       DEFINED 03            35000        0        0
INTERLEAF INC                  COM NEW          458729209    43729  1300500 SH       DEFINED 09 13 28          0        0  1300500
INTERLEAF INC                  COM NEW          458729209       17      520 SH       DEFINED 30                0        0      520
INTERMEDIA COMMUNICATIONS INC  COM              458801107    32680   842000 SH       DEFINED 02 04 09          0        0   842000
INTERMEDIA COMMUNICATIONS INC  COM              458801107    33998   875967 SH       DEFINED 10 11 15          0        0   875967
INTERMEDIA COMMUNICATIONS INC  COM              458801107     9368   241367 SH       DEFINED 16 34             0        0   241367
INTERMEDIA COMMUNICATIONS INC  COM              458801107     2084    53700 SH       DEFINED 03            53700        0        0
INTERMET CORP                  COM              45881K104     1993   171500 SH       DEFINED 07 26             0        0   171500
INTERMET CORP                  COM              45881K104        8      700 SH       DEFINED 03              700        0        0
INTERNAP NETWORK SVCS CORP     COM              45885A102    93074   538000 SH       DEFINED 12 15 16          0        0   538000
INTERNAP NETWORK SVCS CORP     COM              45885A102     8650    50000 SH       DEFINED 29                0        0    50000
INTERNATIONAL BUSINESS MACHS   COM              459200101   234068  2167300 SH       DEFINED 02 05 06          0        0  2167300
INTERNATIONAL BUSINESS MACHS   COM              459200101   214961  1990388 SH       DEFINED 07 08 09          0        0  1990388
INTERNATIONAL BUSINESS MACHS   COM              459200101  1086944 10064300 SH       DEFINED 10 11 15          0        0 10064300
INTERNATIONAL BUSINESS MACHS   COM              459200101   814227  7539140 SH       DEFINED 16 18 19          0        0  7539140
INTERNATIONAL BUSINESS MACHS   COM              459200101   268034  2481800 SH       DEFINED 22 23 26          0        0  2481800
INTERNATIONAL BUSINESS MACHS   COM              459200101   464078  4297022 SH       DEFINED 27 28 30          0        0  4297022
INTERNATIONAL BUSINESS MACHS   COM              459200101    68314   632544 SH       DEFINED 31 32             0        0   632544
INTERNATIONAL BUSINESS MACHS   COM              459200101     9610    88763 SH       DEFINED 37            88763        0        0
INTERNATIONAL BUSINESS MACHS   COM              459200101   312019  2889073 SH       DEFINED 03          2336993        0   552080
INTERNATIONAL FLAVORS&FRAGRANC COM              459506101     3164    83816 SH       DEFINED 03            83816        0        0
INTERNATIONAL HOME FOODS INC   COM              459655106     1742   100300 SH       DEFINED 02 15 26          0        0   100300
INTL PAPER CO                  COM              460146103    17997   318889 SH       DEFINED 12 15 16          0        0   318889
INTL PAPER CO                  COM              460146103     5764   102139 SH       DEFINED 28 31 34          0        0   102139
INTL PAPER CO                  COM              460146103    21103   374096 SH       DEFINED 37 03        371296        0     2800
INTERNATIONAL RECTIFIER CORP   COM              460254105     4526   174100 SH       DEFINED 13 26             0        0   174100
INTERNATIONAL RECTIFIER CORP   COM              460254105     4105   157900 SH       DEFINED 03           157900        0        0
INTERNATIONAL SPEEDWAY CORP    CL A             460335201    10575   209938 SH       DEFINED 02 13 15          0        0   209938
INTERNATIONAL SPEEDWAY CORP    CL A             460335201       15      300 SH       DEFINED 34                0        0      300
INTERNATIONAL SPEEDWAY CORP    CL A             460335201    16483   327216 SH       DEFINED 03           327216        0        0
INTL SPECIALTY PRODS INC NEW   COM              460337108     9385  1021600 SH       DEFINED 07                0        0  1021600
INTERNET CAP GROUP INC         COM              46059C106    20104   118260 SH       DEFINED 02 15             0        0   118260
INTERNET INITIATIVE JAPAN INC  SPONSORED ADR    46059T109     7502    77200 SH       DEFINED 04 19 21          0        0    77200
INTERPLAY ENTMT CORP           COM              460615107     2261   770000 SH       DEFINED 28                0        0   770000
INTERPUBLIC GROUP COS INC      SB NT CV  1.8%04 460690AF7     5875  3800000 PRN      DEFINED 11                0        0        0
INTERPUBLIC GROUP COS INC      SB NT CV 144A 06 460690AG5     6187  5500000 PRN      DEFINED 11                0        0        0
INTERPUBLIC GROUP COS INC      COM              460690100    16533   286600 SH       DEFINED 02 05 07          0        0   286600
INTERPUBLIC GROUP COS INC      COM              460690100   122955  2131400 SH       DEFINED 11 12 13          0        0  2131400
INTERPUBLIC GROUP COS INC      COM              460690100   482165  8358234 SH       DEFINED 15 16 20          0        0  8358234
INTERPUBLIC GROUP COS INC      COM              460690100    49034   850000 SH       DEFINED 23 28 30          0        0   850000
INTERPUBLIC GROUP COS INC      COM              460690100    54953   952600 SH       DEFINED 32 34             0        0   952600
INTERPUBLIC GROUP COS INC      COM              460690100    49887   864879 SH       DEFINED 37 03        638629        0   226250
INTERSTATE BAKERIES CORP DEL   COM              46072H108    15654   863700 SH       DEFINED 02 12 15          0        0   863700
INTERSTATE BAKERIES CORP DEL   COM              46072H108       45     2500 SH       DEFINED 34                0        0     2500
INTERSTATE BAKERIES CORP DEL   COM              46072H108     3931   216900 SH       DEFINED 03            15700        0   201200
INTERSTATE HOTELS CORP         COM              46088R108      205    63165 SH       DEFINED 12                0        0    63165
INTRAWEST CORPORATION          COM NEW          460915200     3881   225000 SH       DEFINED 02                0        0   225000
INTERTAPE POLYMER GROUP INC    COM              460919103    30336  1077500 SH       DEFINED 02 13 21          0        0  1077500
INTERTAPE POLYMER GROUP INC    COM              460919103     1841    65300 SH       DEFINED 03            65300        0        0
INTERTRUST TECHNOLOGIES CORP   COM              46113Q109    15538   132100 SH       DEFINED 02 11 15          0        0   132100
INTERTRUST TECHNOLOGIES CORP   COM              46113Q109    73692   626500 SH       DEFINED 16 22 28          0        0   626500
INTERTRUST TECHNOLOGIES CORP   COM              46113Q109     9621    81800 SH       DEFINED 34                0        0    81800
INTERVU INC                    COM              46114R106    28329   269800 SH       DEFINED 09 13 28          0        0   269800
INTERVU INC                    COM              46114R106       68      650 SH       DEFINED 30                0        0      650
INTERVU INC                    COM              46114R106     2919    27800 SH       DEFINED 03            27800        0        0
INTERWOVEN INC                 COM              46114T102     5850    48100 SH       DEFINED 10 15             0        0    48100
INTERVOICE-BRITE INC           COM              461142101     2741   117900 SH       DEFINED 20 28 32          0        0   117900
INTEST CORP                    COM              461147100    11700   650000 SH       DEFINED 07                0        0   650000
INTIMATE BRANDS INC            CL A             461156101    50064  1160915 SH       DEFINED 02 10 12          0        0  1160915
INTIMATE BRANDS INC            CL A             461156101     1864    43235 SH       DEFINED 15 20 28          0        0    43235
INTIMATE BRANDS INC            CL A             461156101      155     3600 SH       DEFINED 32                0        0     3600
INTIMATE BRANDS INC            CL A             461156101       14      332 SH       DEFINED 37              332        0        0
INTUIT                         COM              461202103   161561  2695500 SH       DEFINED 02 05 06          0        0  2695500
INTUIT                         COM              461202103   209019  3487291 SH       DEFINED 09 13 15          0        0  3487291
INTUIT                         COM              461202103   556896  9291279 SH       DEFINED 16 19 20          0        0  9291279
INTUIT                         COM              461202103   158157  2638700 SH       DEFINED 21 22 23          0        0  2638700
INTUIT                         COM              461202103    94765  1581080 SH       DEFINED 26 28 29          0        0  1581080
INTUIT                         COM              461202103   113985  1901740 SH       DEFINED 30 32 34          0        0  1901740
INTUIT                         COM              461202103   110424  1842321 SH       DEFINED 37 03        821421        0  1020900
INVESTMENT TECHNOLOGY GRP NEW  COM              46145F105      879    30600 SH       DEFINED 15                0        0    30600
INVESTMENT TECHNOLOGY GRP NEW  COM              46145F105      692    24100 SH       DEFINED 03            24100        0        0
INVESTORS TITLE CO             COM              461804106     2268   131500 SH       DEFINED 07                0        0   131500
INVITROGEN CORP                COM              46185R100      522     8700 SH       DEFINED 13                0        0     8700
INVITROGEN CORP                COM              46185R100      846    14100 SH       DEFINED 03            14100        0        0
INVESTORS FINL SERVICES CORP   COM              461915100      432     9400 SH       DEFINED 13                0        0     9400
INVESTORS FINL SERVICES CORP   COM              461915100      671    14600 SH       DEFINED 03            14600        0        0
IONICS INC                     COM              462218108      548    19500 SH       DEFINED 15                0        0    19500
IPALCO ENTERPRISES INC         COM              462613100    16559   970500 SH       DEFINED 02 06 07          0        0   970500
IPALCO ENTERPRISES INC         COM              462613100    53347  3126600 SH       DEFINED 09 15 16          0        0  3126600
IPALCO ENTERPRISES INC         COM              462613100     6494   380640 SH       DEFINED 19 28 30          0        0   380640
IPALCO ENTERPRISES INC         COM              462613100     1365    80000 SH       DEFINED 34                0        0    80000
IPALCO ENTERPRISES INC         COM              462613100    22136  1297400 SH       DEFINED 37 03       1222700        0    74700
IPSCO INC                      COM              462622101    24089  1225000 SH       DEFINED 02                0        0  1225000
IRON MTN INC DEL               COM              46284P104    12088   307500 SH       DEFINED 12 03             0        0   307500
IROQUOIS BANCORP INC           COM              463347104     1569   106400 SH       DEFINED 07                0        0   106400
ISPAT INTL N V                 NY REG SH CL A   464899103     4273   265000 SH       DEFINED 19 21             0        0   265000
IT GROUP INC                   COM              465266104      888    96700 SH       DEFINED 13 15             0        0    96700
IT GROUP INC                   COM              465266104     6962   757800 SH       DEFINED 03           757800        0        0
ITALY FD INC                   COM              465395101     4947   291000 SH       DEFINED 19 21             0        0   291000
I2 TECHNOLOGIES INC            SUBNTCV 144A  06 465754AD1     4696  3250000 PRN      DEFINED 11                0        0        0
I2 TECHNOLOGIES INC            COM              465754109    64252   329500 SH       DEFINED 02 12 13          0        0   329500
I2 TECHNOLOGIES INC            COM              465754109   108185   554799 SH       DEFINED 15 16 29          0        0   554799
I2 TECHNOLOGIES INC            COM              465754109    11407    58500 SH       DEFINED 34                0        0    58500
I2 TECHNOLOGIES INC            COM              465754109    11368    58300 SH       DEFINED 03            58300        0        0
IVEX PACKAGING CORP DEL        COM              465855104       90     9000 SH       DEFINED 15 34             0        0     9000
IVEX PACKAGING CORP DEL        COM              465855104     8571   857100 SH       DEFINED 03           857100        0        0
IWERKS ENTMT INC               COM              465916104        1     1788 SH       DEFINED 03              640        0     1148
IXNET INC                      COM              46601C109    44099  1463900 SH       DEFINED 09 15             0        0  1463900
J & J SNACK FOODS CORP         COM              466032109     1127    55000 SH       DEFINED 07                0        0    55000
JDS UNIPHASE CORP              COM              46612J101   293524  1819600 SH       DEFINED 02 09 10          0        0  1819600
JDS UNIPHASE CORP              COM              46612J101   577382  3579278 SH       DEFINED 11 12 13          0        0  3579278
JDS UNIPHASE CORP              COM              46612J101   425224  2636032 SH       DEFINED 15 16 19          0        0  2636032
JDS UNIPHASE CORP              COM              46612J101    88576   549100 SH       DEFINED 20 21 23          0        0   549100
JDS UNIPHASE CORP              COM              46612J101     5178    32100 SH       DEFINED 28 30 32          0        0    32100
JDS UNIPHASE CORP              COM              46612J101    22519   139600 SH       DEFINED 34                0        0   139600
JDS UNIPHASE CORP              COM              46612J101   111118   688820 SH       DEFINED 37 03        424720        0   264100
JDA SOFTWARE GROUP INC         COM              46612K108    17030  1040000 SH       DEFINED 07 26             0        0  1040000
JDA SOFTWARE GROUP INC         COM              46612K108     6351   387900 SH       DEFINED 03           387900        0        0
JLM COUTURE INC                COM              46621E101      294   181500 SH       DEFINED 07                0        0   181500
JLG INDS INC                   COM              466210101      358    22500 SH       DEFINED 26                0        0    22500
JNI CORP                       COM              46622G105    26400   400000 SH       DEFINED 13 15             0        0   400000
JABIL CIRCUIT INC              COM              466313103    42975   588700 SH       DEFINED 02 05 06          0        0   588700
JABIL CIRCUIT INC              COM              466313103    22323   305800 SH       DEFINED 09 11 12          0        0   305800
JABIL CIRCUIT INC              COM              466313103   223705  3064460 SH       DEFINED 15 19 21          0        0  3064460
JABIL CIRCUIT INC              COM              466313103    16819   230400 SH       DEFINED 28 30 34          0        0   230400
JABIL CIRCUIT INC              COM              466313103    29327   401740 SH       DEFINED 37 03         86040        0   315700
JACK IN THE BOX INC            COM              466367109     7977   385600 SH       DEFINED 02 09 12          0        0   385600
JACK IN THE BOX INC            COM              466367109    13728   663600 SH       DEFINED 15 23 26          0        0   663600
JACK IN THE BOX INC            COM              466367109    24032  1161710 SH       DEFINED 28 30 34          0        0  1161710
JACK IN THE BOX INC            COM              466367109     1584    76600 SH       DEFINED 03            38900        0    37700
JACOBS ENGR GROUP INC DEL      COM              469814107    69959  2152600 SH       DEFINED 07 15 20          0        0  2152600
JACOBS ENGR GROUP INC DEL      COM              469814107     6955   214030 SH       DEFINED 32                0        0   214030
JACOBS ENGR GROUP INC DEL      COM              469814107     1534    47200 SH       DEFINED 03            47200        0        0
JAKKS PAC INC                  COM              47012E106     1009    54000 SH       DEFINED 26                0        0    54000
JARDINE FLEMING INDIA FD INC   COM              471112102     3621   305000 SH       DEFINED 19 21             0        0   305000
JAZZTEL P L C                  ADR              47214R152      534     8200 SH       DEFINED 07 13 21          0        0     8200
JAZZTEL P L C                  ADR              47214R152      188     2900 SH       DEFINED 03             2900        0        0
JEFFERIES GROUP INC NEW        COM              472319102     2228   101300 SH       DEFINED 15                0        0   101300
JEFFERIES GROUP INC NEW        COM              472319102     1150    52300 SH       DEFINED 03            52300        0        0
JEFFERSON PILOT CORP           COM              475070108     7835   114800 SH       DEFINED 02 09 15          0        0   114800
JEFFERSON PILOT CORP           COM              475070108     2680    39280 SH       DEFINED 28 30 34          0        0    39280
JEFFERSON PILOT CORP           COM              475070108     5681    83242 SH       DEFINED 03            83242        0        0
JEFFERSON SMURFIT GROUP PLC    SPONSORED ADR    47508W107      646    22300 SH       DEFINED 15                0        0    22300
JEFFERSON SMURFIT GROUP PLC    SPONSORED ADR    47508W107      559    19300 SH       DEFINED 03            19300        0        0
JO-ANN STORES INC              CL A             47758P109     3955   351600 SH       DEFINED 07                0        0   351600
JO-ANN STORES INC              CL A             47758P109        6      600 SH       DEFINED 03              600        0        0
JO-ANN STORES INC              CL B NON VTG     47758P208    18171  1805900 SH       DEFINED 07 18             0        0  1805900
JOHN NUVEEN CO                 CL A             478035108     1777    49300 SH       DEFINED 15                0        0    49300
JOHN NUVEEN CO                 CL A             478035108      108     3000 SH       DEFINED 03             3000        0        0
JOHNS MANVILLE CORP NEW        COM              478129109       54     3900 SH       DEFINED 15                0        0     3900
JOHNSON & JOHNSON              COM              478160104   274831  2951207 SH       DEFINED 02 05 06          0        0  2951207
JOHNSON & JOHNSON              COM              478160104   223816  2403395 SH       DEFINED 07 08 09          0        0  2403395
JOHNSON & JOHNSON              COM              478160104  1104937 11865100 SH       DEFINED 10 11 12          0        0 11865100
JOHNSON & JOHNSON              COM              478160104   770452  8273315 SH       DEFINED 13 15 16          0        0  8273315
JOHNSON & JOHNSON              COM              478160104    22891   245810 SH       DEFINED 18 19 21          0        0   245810
JOHNSON & JOHNSON              COM              478160104   328004  3522200 SH       DEFINED 22 23 26          0        0  3522200
JOHNSON & JOHNSON              COM              478160104   420360  4513940 SH       DEFINED 27 28 30          0        0  4513940
JOHNSON & JOHNSON              COM              478160104   122252  1312775 SH       DEFINED 31 32 34          0        0  1312775
JOHNSON & JOHNSON              COM              478160104     7612    81562 SH       DEFINED 37            81562        0        0
JOHNSON & JOHNSON              COM              478160104   351872  3778495 SH       DEFINED 03          2979955        0   798540
JOHNSON CTLS INC               COM              478366107      582    10250 SH       DEFINED 15                0        0    10250
JOHNSON CTLS INC               COM              478366107     8122   142816 SH       DEFINED 37 03        101116        0    41700
JONES APPAREL GROUP INC        COM              480074103    11064   407900 SH       DEFINED 02 04 05          0        0   407900
JONES APPAREL GROUP INC        COM              480074103    10567   389600 SH       DEFINED 07 09 15          0        0   389600
JONES APPAREL GROUP INC        COM              480074103    94833  3496174 SH       DEFINED 16 20 28          0        0  3496174
JONES APPAREL GROUP INC        COM              480074103    11416   420896 SH       DEFINED 30 32 34          0        0   420896
JONES APPAREL GROUP INC        COM              480074103     2771   102189 SH       DEFINED 37 03        102189        0        0
JONES PHARMA INC               COM              480236108    13995   322200 SH       DEFINED 02 20 26          0        0   322200
JONES PHARMA INC               COM              480236108      838    19300 SH       DEFINED 32                0        0    19300
JONES PHARMA INC               COM              480236108     5998   138100 SH       DEFINED 03           138100        0        0
JOSTENS INC                    COM              481088102      652    26830 SH       DEFINED 03            26830        0        0
JOURNAL REGISTER CO            COM              481138105    11578   750000 SH       DEFINED 07                0        0   750000
JUNIPER NETWORKS INC           COM              48203R104   145834   428926 SH       DEFINED 02 07 10          0        0   428926
JUNIPER NETWORKS INC           COM              48203R104   126956   373400 SH       DEFINED 11 12 13          0        0   373400
JUNIPER NETWORKS INC           COM              48203R104   332302   977360 SH       DEFINED 15 16 19          0        0   977360
JUNIPER NETWORKS INC           COM              48203R104    93670   275500 SH       DEFINED 20 28 32          0        0   275500
JUNIPER NETWORKS INC           COM              48203R104    21488    63200 SH       DEFINED 34                0        0    63200
JUNIPER NETWORKS INC           COM              48203R104    43131   126858 SH       DEFINED 37 03        117758        0     9100
JUPITER COMMUNICATIONS INC     COM              482050101      580    19200 SH       DEFINED 10 12 15          0        0    19200
JUPITER COMMUNICATIONS INC     COM              482050101        3      100 SH       DEFINED 28                0        0      100
JUSTIN INDS INC                COM              482171105        5      400 SH       DEFINED 30                0        0      400
JWGENESIS FINL CORP            COM              482227105     2962   100000 SH       DEFINED 07                0        0   100000
KLA-TENCORP CORP               COM              482480100    76024   682600 SH       DEFINED 02 09 12          0        0   682600
KLA-TENCORP CORP               COM              482480100   299019  2684800 SH       DEFINED 15 20 23          0        0  2684800
KLA-TENCORP CORP               COM              482480100     6421    57660 SH       DEFINED 28 30 32          0        0    57660
KLA-TENCORP CORP               COM              482480100    16333   146649 SH       DEFINED 03           110949        0    35700
K MART CORP                    COM              482584109     3921   389728 SH       DEFINED 03           389728        0        0
K-SWISS INC                    CL A             482686102      720    38800 SH       DEFINED 03            38800        0        0
K2 INC                         COM              482732104     2221   291400 SH       DEFINED 07                0        0   291400
KAISER ALUMINUM CORP           COM              483007100        5      700 SH       DEFINED 15                0        0      700
KANEB SERVICES INC             COM              484170105     4503  1029400 SH       DEFINED 07                0        0  1029400
KANSAS CITY PWR & LT CO        COM              485134100      338    15400 SH       DEFINED 37 03         15400        0        0
KANSAS CITY SOUTHN INDS INC    COM              485170104    54886   735501 SH       DEFINED 02 15 21          0        0   735501
KANSAS CITY SOUTHN INDS INC    COM              485170104    25947   347700 SH       DEFINED 28 29 32          0        0   347700
KANSAS CITY SOUTHN INDS INC    COM              485170104    20439   273900 SH       DEFINED 37 03        225000        0    48900
KAUFMAN & BROAD HOME CORP      COM              486168107    19802   818700 SH       DEFINED 04 05 15          0        0   818700
KAUFMAN & BROAD HOME CORP      COM              486168107   110727  4577900 SH       DEFINED 28 30 34          0        0  4577900
KAUFMAN & BROAD HOME CORP      COM              486168107     1143    47282 SH       DEFINED 03            47282        0        0
KAYDON CORP                    COM              486587108    56097  2092200 SH       DEFINED 06 07 12          0        0  2092200
KAYDON CORP                    COM              486587108     9641   359600 SH       DEFINED 15 03        156400        0   203200
KEANE INC                      COM              486665102    19050   600000 SH       DEFINED 10                0        0   600000
KEEBLER FOODS CO               COM              487256109    86484  3075000 SH       DEFINED 02 05 06          0        0  3075000
KEEBLER FOODS CO               COM              487256109    22300   792900 SH       DEFINED 09 12 15          0        0   792900
KEEBLER FOODS CO               COM              487256109   104229  3705952 SH       DEFINED 19 20 21          0        0  3705952
KEEBLER FOODS CO               COM              487256109    66304  2357500 SH       DEFINED 22 23 28          0        0  2357500
KEEBLER FOODS CO               COM              487256109    28082   998490 SH       DEFINED 30 32 34          0        0   998490
KEEBLER FOODS CO               COM              487256109    23616   839680 SH       DEFINED 03           493718        0   345962
KELLOGG CO                     COM              487836108    16118   523100 SH       DEFINED 02 07 10          0        0   523100
KELLOGG CO                     COM              487836108    55585  1804000 SH       DEFINED 13 15 16          0        0  1804000
KELLOGG CO                     COM              487836108    70868  2300000 SH       DEFINED 20 32 34          0        0  2300000
KELLOGG CO                     COM              487836108    11288   366358 SH       DEFINED 37 03        321358        0    45000
KELLWOOD CO                    COM              488044108    17725   911900 SH       DEFINED 09 12 26          0        0   911900
KELLWOOD CO                    COM              488044108      724    37250 SH       DEFINED 03            21050        0    16200
KEMET CORP                     COM              488360108    11486   254900 SH       DEFINED 02 04 06          0        0   254900
KEMET CORP                     COM              488360108    70392  1562100 SH       DEFINED 09 13 15          0        0  1562100
KEMET CORP                     COM              488360108    24527   544300 SH       DEFINED 20 23 26          0        0   544300
KEMET CORP                     COM              488360108     6245   138600 SH       DEFINED 28 30 32          0        0   138600
KEMET CORP                     COM              488360108     9192   204000 SH       DEFINED 34                0        0   204000
KEMET CORP                     COM              488360108     7151   158700 SH       DEFINED 03           140900        0    17800
KENNAMETAL INC                 COM              489170100    49650  1476595 SH       DEFINED 06 09 12          0        0  1476595
KENNAMETAL INC                 COM              489170100    49716  1478565 SH       DEFINED 15 18 20          0        0  1478565
KENNAMETAL INC                 COM              489170100    19160   569837 SH       DEFINED 22 26 32          0        0   569837
KENNAMETAL INC                 COM              489170100     3110    92500 SH       DEFINED 03            25400        0    67100
KENT ELECTRS CORP              COM              490553104     2290   100700 SH       DEFINED 12 13 28          0        0   100700
KENT ELECTRS CORP              COM              490553104     3546   155900 SH       DEFINED 03           155900        0        0
KENTUCKY ELEC STL INC          COM              49127B100      872   367500 SH       DEFINED 07                0        0   367500
KERAVISION INC                 COM              492061106     1408   230000 SH       DEFINED 13                0        0   230000
KERR MCGEE CORP                COM              492386107    15760   254200 SH       DEFINED 02 04 07          0        0   254200
KERR MCGEE CORP                COM              492386107    68338  1102232 SH       DEFINED 08 09 12          0        0  1102232
KERR MCGEE CORP                COM              492386107    67245  1084612 SH       DEFINED 15 16 18          0        0  1084612
KERR MCGEE CORP                COM              492386107    65858  1062227 SH       DEFINED 22 23 28          0        0  1062227
KERR MCGEE CORP                COM              492386107       94     1530 SH       DEFINED 30                0        0     1530
KERR MCGEE CORP                COM              492386107       70     1154 SH       DEFINED 37             1154        0        0
KERR MCGEE CORP                COM              492386107    19078   307718 SH       DEFINED 03           252818        0    54900
KEY PRODTN INC                 COM              493138101      118    16000 SH       DEFINED 23                0        0    16000
KEYCORP NEW                    COM              493267108     8010   361973 SH       DEFINED 37 03        361973        0        0
KEYSPAN CORP                   COM              49337W100     7183   309800 SH       DEFINED 09                0        0   309800
KEYSPAN CORP                   COM              49337W100       18      800 SH       DEFINED 37              800        0        0
KIMBERLY CLARK CORP            COM              494368103    35104   538000 SH       DEFINED 02 07 10          0        0   538000
KIMBERLY CLARK CORP            COM              494368103    50790   778400 SH       DEFINED 11 12 13          0        0   778400
KIMBERLY CLARK CORP            COM              494368103   102214  1566500 SH       DEFINED 15 16 20          0        0  1566500
KIMBERLY CLARK CORP            COM              494368103    96695  1481920 SH       DEFINED 22 23 28          0        0  1481920
KIMBERLY CLARK CORP            COM              494368103     7027   107700 SH       DEFINED 32 34             0        0   107700
KIMBERLY CLARK CORP            COM              494368103    72982  1118549 SH       DEFINED 37 03        962449        0   156100
KIMCO REALTY CORP              COM              49446R109    34979  1032600 SH       DEFINED 09 12 35          0        0  1032600
KIMCO REALTY CORP              COM              49446R109    17557   518300 SH       DEFINED 03           464900        0    53400
KINDER MORGAN INC KANS         COM              49455P101    73904  3660897 SH       DEFINED 02 04 09          0        0  3660897
KINDER MORGAN INC KANS         COM              49455P101    10807   535340 SH       DEFINED 15 19 21          0        0   535340
KINDER MORGAN INC KANS         COM              49455P101     4007   198490 SH       DEFINED 28 29 30          0        0   198490
KINDER MORGAN INC KANS         COM              49455P101    10338   512100 SH       DEFINED 34                0        0   512100
KINDER MORGAN INC KANS         COM              49455P101    17101   847150 SH       DEFINED 03           838650        0     8500
KING PHARMACEUTICALS INC       COM              495582108    17261   307900 SH       DEFINED 02 12             0        0   307900
KINROSS GOLD CORP              COM              496902107       37    20300 SH       DEFINED 15                0        0    20300
KINROSS GOLD CORP              COM              496902107     1479   797700 SH       DEFINED 03           797700        0        0
KIRBY CORP                     COM              497266106      194     9500 SH       DEFINED 15                0        0     9500
KIRBY CORP                     COM              497266106     5207   254000 SH       DEFINED 03           254000        0        0
KITTY HAWK INC                 COM              498326107     2402   349400 SH       DEFINED 22 36             0        0   349400
KMART FING I                   PFD TRCV 7.75%   498778208    33858   773900 SH       DEFINED 09 11 22          0        0   773900
KMART FING I                   PFD TRCV 7.75%   498778208     1093    25000 SH       DEFINED 03            11500        0    13500
KNIGHT RIDDER INC              COM              499040103    35926   603800 SH       DEFINED 02 07 08          0        0   603800
KNIGHT RIDDER INC              COM              499040103     4141    69600 SH       DEFINED 12 15 28          0        0    69600
KNIGHT RIDDER INC              COM              499040103    12423   208800 SH       DEFINED 31 32 34          0        0   208800
KNIGHT RIDDER INC              COM              499040103    12734   214031 SH       DEFINED 37 03        189031        0    25000
KNIGHT TRANSN INC              COM              499064103      445    26000 SH       DEFINED 07                0        0    26000
KNIGHT/TRIMARK GROUP INC       CL A             499067106    15009   326300 SH       DEFINED 07 12 15          0        0   326300
KNIGHT/TRIMARK GROUP INC       CL A             499067106    28152   612000 SH       DEFINED 16 21             0        0   612000
KNIGHT/TRIMARK GROUP INC       CL A             499067106    13722   298324 SH       DEFINED 37 03         39024        0   259300
KNOT INC                       COM              499184109      356    42200 SH       DEFINED 10                0        0    42200
KOALA CORP                     COM              499866101     1764   126000 SH       DEFINED 26                0        0   126000
KOGER EQUITY INC               COM              500228101     1074    63700 SH       DEFINED 03            63700        0        0
KOHLS CORP                     COM              500255104    15635   216600 SH       DEFINED 02 05 06          0        0   216600
KOHLS CORP                     COM              500255104      873    12100 SH       DEFINED 11 15 28          0        0    12100
KOHLS CORP                     COM              500255104      166     2300 SH       DEFINED 34                0        0     2300
KOHLS CORP                     COM              500255104    10257   142090 SH       DEFINED 03           132290        0     9800
KONINKLIJKE PHILIPS ELECTRS NV SPON ADR NEW     500472204   153309  1135628 SH       DEFINED 05 06 16          0        0  1135628
KONINKLIJKE PHILIPS ELECTRS NV SPON ADR NEW     500472204    53175   393892 SH       DEFINED 18 21 28          0        0   393892
KONINKLIJKE PHILIPS ELECTRS NV SPON ADR NEW     500472204        3       27 SH       DEFINED 37               27        0        0
KONINKLIJKE PHILIPS ELECTRS NV SPON ADR NEW     500472204     4900    36300 SH       DEFINED 03            10200        0    26100
KOOR INDS LTD                  SPONSORED ADR    500507108     3560   178000 SH       DEFINED 19 21             0        0   178000
KOPIN CORP                     COM              500600101    49071  1168360 SH       DEFINED 09 28 30          0        0  1168360
KOREA EQUITY FD INC            COM              50063B104      984   202000 SH       DEFINED 19 21             0        0   202000
KOREA TELECOM                  SPONSORED ADR    50063P103    12206   163300 SH       DEFINED 02 21 03          0        0   163300
KOREA ELECTRIC PWR             SPONSORED ADR    500631106     1187    70900 SH       DEFINED 03                0        0    70900
KOREA FD                       COM              500634100     9975   586800 SH       DEFINED 02 19 21          0        0   586800
KOREA FD                       COM              500634100     1246    73300 SH       DEFINED 22                0        0    73300
KOREAN INVT FD INC             COM              500637103     1759   202500 SH       DEFINED 19 21             0        0   202500
KORN FERRY INTL                COM NEW          500643200     3815   104900 SH       DEFINED 12 26 28          0        0   104900
KORN FERRY INTL                COM NEW          500643200     7118   195700 SH       DEFINED 03           195700        0        0
KOSS CORP                      COM              500692108     2612   190000 SH       DEFINED 07                0        0   190000
KROGER CO                      COM              501044101    18924  1002600 SH       DEFINED 02 05 07          0        0  1002600
KROGER CO                      COM              501044101   276036 14624424 SH       DEFINED 10 15 16          0        0 14624424
KROGER CO                      COM              501044101    66939  3546480 SH       DEFINED 19 27 28          0        0  3546480
KROGER CO                      COM              501044101     4682   248100 SH       DEFINED 30 34             0        0   248100
KROGER CO                      COM              501044101    62880  3331388 SH       DEFINED 37 03       2717420        0   613968
KRONOS INC                     COM              501052104    67692  1128200 SH       DEFINED 07 09 28          0        0  1128200
KRONOS INC                     COM              501052104       66     1110 SH       DEFINED 30                0        0     1110
KRONOS INC                     COM              501052104     3840    64000 SH       DEFINED 03            64000        0        0
KULICKE & SOFFA INDS INC       SUB NT CV 144A06 501242AC5     4400  4000000 PRN      DEFINED 11                0        0        0
KULICKE & SOFFA INDS INC       COM              501242101      523    12300 SH       DEFINED 12 28             0        0    12300
KYOCERA CORP                   ADR              501556203     1572     6000 SH       DEFINED 19                0        0     6000
LCC INTERNATIONAL INC          CL A             501810105     4320   216700 SH       DEFINED 04                0        0   216700
LG&E ENERGY CORP               COM              501917108      147     8443 SH       DEFINED 37             8443        0        0
LHS GROUP INC                  COM              501938104     5541   225600 SH       DEFINED 02 21             0        0   225600
LNR PPTY CORP                  COM              501940100     7559   380368 SH       DEFINED 12 15 22          0        0   380368
LNR PPTY CORP                  COM              501940100      922    46400 SH       DEFINED 33 35             0        0    46400
LNR PPTY CORP                  COM              501940100      214    10800 SH       DEFINED 03            10800        0        0
LSI LOGIC CORP                 SUB NT CV 144A04 502161AB8     4405  1980000 PRN      DEFINED 11                0        0        0
LSI LOGIC CORP                 COM              502161102    27330   404900 SH       DEFINED 02 09 10          0        0   404900
LSI LOGIC CORP                 COM              502161102   385364  5709100 SH       DEFINED 12 13 15          0        0  5709100
LSI LOGIC CORP                 COM              502161102    40517   600260 SH       DEFINED 23 28 30          0        0   600260
LSI LOGIC CORP                 COM              502161102    16355   242300 SH       DEFINED 32 34             0        0   242300
LSI LOGIC CORP                 COM              502161102    53762   796507 SH       DEFINED 37 03        796507        0        0
LTC HEALTHCARE INC             COM              50217R104      186    93430 SH       DEFINED 12 33             0        0    93430
LTC PPTYS INC                  COM              502175102    12667  1501300 SH       DEFINED 12 33 35          0        0  1501300
LTC PPTYS INC                  COM              502175102     3423   405800 SH       DEFINED 03           405800        0        0
LTX CORP                       COM              502392103     3709   165800 SH       DEFINED 02 26             0        0   165800
L-3 COMMUNICATIONS HLDGS INC   COM              502424104     9557   229600 SH       DEFINED 20 32             0        0   229600
LA Z BOY INC                   COM              505336107     1361    81000 SH       DEFINED 02 26             0        0    81000
LABORATORY CORP AMER HLDGS     PFD CV EXCH% A   50540R201    31691   459300 SH       DEFINED 27 36             0        0   459300
LABORATORY CORP AMER HLDGS     PFD CV EXCH% A   50540R201    14524   210500 SH       DEFINED 03           167800        0    42700
LADD FURNITURE INC             COM PAR $0.30    505739201     7882   399100 SH       DEFINED 07                0        0   399100
LADD FURNITURE INC             COM PAR $0.30    505739201      335    17000 SH       DEFINED 03            17000        0        0
LADY LUCK GAMING CORP          COM PAR $0.006   505820308     3056   300000 SH       DEFINED 07                0        0   300000
LAFARGE CORP                   COM              505862102   124070  4491222 SH       DEFINED 02 07 10          0        0  4491222
LAFARGE CORP                   COM              505862102      240     8703 SH       DEFINED 15                0        0     8703
LAFARGE CORP                   COM              505862102      651    23600 SH       DEFINED 37 03         23600        0        0
LAIDLAW INC                    COM              50730K503     8540  1625800 SH       DEFINED 12 21             0        0  1625800
LAKES GAMING INC               COM              51206P109     8236  1037700 SH       DEFINED 07                0        0  1037700
LAKES GAMING INC               COM              51206P109       65     8300 SH       DEFINED 03             8300        0        0
LAM RESEARCH CORP              COM              512807108   392535  3518522 SH       DEFINED 02 05 15          0        0  3518522
LAM RESEARCH CORP              COM              512807108   253927  2276100 SH       DEFINED 26 28 30          0        0  2276100
LAM RESEARCH CORP              COM              512807108     9723    87190 SH       DEFINED 37 03         87190        0        0
LAMAR ADVERTISING CO           NT CV    5.25%06 512815AF8     4361  3000000 PRN      DEFINED 11                0        0        0
LAMAR ADVERTISING CO           CL A             512815101   170722  2818950 SH       DEFINED 15 20 32          0        0  2818950
LAMAR ADVERTISING CO           CL A             512815101     4233    69900 SH       DEFINED 03            69900        0        0
LANDSTAR SYS INC               COM              515098101    11632   271700 SH       DEFINED 02 07 10          0        0   271700
LANDSTAR SYS INC               COM              515098101     1712    40000 SH       DEFINED 26                0        0    40000
LANDSTAR SYS INC               COM              515098101     2701    63100 SH       DEFINED 03            63100        0        0
LANIER WORLDWIDE INC           COM              51589L105       16     4200 SH       DEFINED 15                0        0     4200
LASER VISION CTRS INC          COM              51807H100        0       31 SH       DEFINED 37               31        0        0
LASON INC                      COM              51808R107        0       15 SH       DEFINED 37               15        0        0
LATIN AMER EQUITY FD           COM              51827T100     1982   157000 SH       DEFINED 19 21             0        0   157000
LATIN AMER INVT FD             COM              518279104     2717   208000 SH       DEFINED 19 21             0        0   208000
LATIN AMERN DISCOVERY FD INC   COM              51828C106     1644   153000 SH       DEFINED 19 21             0        0   153000
LATITUDE COMMUNICATIONS INC    COM              518292107      274    10500 SH       DEFINED 13                0        0    10500
LATITUDE COMMUNICATIONS INC    COM              518292107      441    16900 SH       DEFINED 03            16900        0        0
LATTICE SEMICONDUCTOR CORP     SUB NT CV 144A04 518415AA2     4545  3500000 PRN      DEFINED 11                0        0        0
LATTICE SEMICONDUCTOR CORP     COM              518415104    47624  1010600 SH       DEFINED 02 15 16          0        0  1010600
LATTICE SEMICONDUCTOR CORP     COM              518415104     5796   123000 SH       DEFINED 26                0        0   123000
LATTICE SEMICONDUCTOR CORP     COM              518415104     3458    73400 SH       DEFINED 03            73400        0        0
LAUDER ESTEE COS INC           CL A             518439104    32894   652180 SH       DEFINED 02 05 06          0        0   652180
LAUDER ESTEE COS INC           CL A             518439104    10461   207420 SH       DEFINED 10 15 19          0        0   207420
LAUDER ESTEE COS INC           CL A             518439104     3591    71200 SH       DEFINED 28 34             0        0    71200
LAUDER ESTEE COS INC           CL A             518439104       83     1642 SH       DEFINED 37             1642        0        0
LAUDER ESTEE COS INC           CL A             518439104     2002    39700 SH       DEFINED 03            12500        0    27200
LAZARE KAPLAN INTL INC         COM              521078105      896   110300 SH       DEFINED 15                0        0   110300
LEAP WIRELESS INTL INC         COM              521863100    32499   414000 SH       DEFINED 15                0        0   414000
LEAP WIRELESS INTL INC         COM              521863100      620     7900 SH       DEFINED 03             1300        0     6600
LEAR CORP                      COM              521865105   126774  3961700 SH       DEFINED 05 15 28          0        0  3961700
LEAR CORP                      COM              521865105     6281   196300 SH       DEFINED 30                0        0   196300
LEAR CORP                      COM              521865105      121     3800 SH       DEFINED 03             3800        0        0
LEARNING TREE INTL INC         COM              522015106     1531    54700 SH       DEFINED 02 26             0        0    54700
LEGATO SYS INC                 COM              524651106    82857  1204100 SH       DEFINED 02 09 11          0        0  1204100
LEGATO SYS INC                 COM              524651106    99601  1447435 SH       DEFINED 12 13 15          0        0  1447435
LEGATO SYS INC                 COM              524651106   239327  3477970 SH       DEFINED 16 19 22          0        0  3477970
LEGATO SYS INC                 COM              524651106    90791  1319400 SH       DEFINED 23 26 28          0        0  1319400
LEGATO SYS INC                 COM              524651106     2204    32030 SH       DEFINED 30 34             0        0    32030
LEGATO SYS INC                 COM              524651106    40919   594652 SH       DEFINED 37 03        270772        0   323880
LEGGETT & PLATT INC            COM              524660107    38135  1778900 SH       DEFINED 05 06 07          0        0  1778900
LEGGETT & PLATT INC            COM              524660107   275772 12864000 SH       DEFINED 09 10 12          0        0 12864000
LEGGETT & PLATT INC            COM              524660107    57143  2665600 SH       DEFINED 15 16 18          0        0  2665600
LEGGETT & PLATT INC            COM              524660107    37672  1757340 SH       DEFINED 23 27 28          0        0  1757340
LEGGETT & PLATT INC            COM              524660107      761    35540 SH       DEFINED 30 34             0        0    35540
LEGGETT & PLATT INC            COM              524660107    27329  1274858 SH       DEFINED 37 03        858258        0   416600
LEGG MASON INC                 COM              524901105     4630   127732 SH       DEFINED 12 15 28          0        0   127732
LEGG MASON INC                 COM              524901105     2081    57428 SH       DEFINED 03            57428        0        0
LEHMAN BROS HLDGS INC          COM              524908100    43161   509657 SH       DEFINED 02 07 08          0        0   509657
LEHMAN BROS HLDGS INC          COM              524908100   179652  2121360 SH       DEFINED 09 11 12          0        0  2121360
LEHMAN BROS HLDGS INC          COM              524908100   124558  1470800 SH       DEFINED 15 18 19          0        0  1470800
LEHMAN BROS HLDGS INC          COM              524908100    66449   784640 SH       DEFINED 21 22 23          0        0   784640
LEHMAN BROS HLDGS INC          COM              524908100    50853   600490 SH       DEFINED 28 32 34          0        0   600490
LEHMAN BROS HLDGS INC          COM              524908100       65      773 SH       DEFINED 37              773        0        0
LEHMAN BROS HLDGS INC          COM              524908100    66814   788949 SH       DEFINED 03           678609        0   110340
LENNAR CORP                    SR DB CV ZRO  18 526057AA2     6535 16650000 PRN      DEFINED 11                0        0        0
LENNAR CORP                    COM              526057104    30898  1901468 SH       DEFINED 04 05 12          0        0  1901468
LENNAR CORP                    COM              526057104    65676  4041600 SH       DEFINED 15 28 30          0        0  4041600
LENNAR CORP                    COM              526057104        9      600 SH       DEFINED 34                0        0      600
LENNAR CORP                    COM              526057104     5260   323700 SH       DEFINED 03           323700        0        0
LENNOX INTL INC                COM              526107107     3123   340000 SH       DEFINED 28                0        0   340000
LEVEL 3 COMMUNICATIONS INC     COM              52729N100   170504  2082500 SH       DEFINED 10 13 15          0        0  2082500
LEVEL 3 COMMUNICATIONS INC     COM              52729N100     8187   100000 SH       DEFINED 16                0        0   100000
LEVEL 3 COMMUNICATIONS INC     COM              52729N100     1318    16100 SH       DEFINED 03            16100        0        0
LEXMARK INTL GROUP INC         CL A             529771107    98726  1090900 SH       DEFINED 02 05 06          0        0  1090900
LEXMARK INTL GROUP INC         CL A             529771107   104817  1158200 SH       DEFINED 07 10 12          0        0  1158200
LEXMARK INTL GROUP INC         CL A             529771107    64343   710974 SH       DEFINED 13 15 21          0        0   710974
LEXMARK INTL GROUP INC         CL A             529771107   142658  1576340 SH       DEFINED 23 26 28          0        0  1576340
LEXMARK INTL GROUP INC         CL A             529771107    55177   609700 SH       DEFINED 29 32 34          0        0   609700
LEXMARK INTL GROUP INC         CL A             529771107    28327   313009 SH       DEFINED 37 03        192042        0   120967
LIBERATE TECHNOLOGIES          COM              530129105    74966   291700 SH       DEFINED 11 13 16          0        0   291700
LIBERATE TECHNOLOGIES          COM              530129105      514     2000 SH       DEFINED 28                0        0     2000
LIBERATE TECHNOLOGIES          COM              530129105      359     1400 SH       DEFINED 03             1400        0        0
LIBERTY DIGITAL INC            CL A             530436104     8924   120200 SH       DEFINED 13                0        0   120200
LIBERTY DIGITAL INC            CL A             530436104    14359   193400 SH       DEFINED 03           193400        0        0
LIBERTY FINL COS INC           COM              530512102     2034    88700 SH       DEFINED 15                0        0    88700
LIBERTY PPTY TR                SH BEN INT       531172104    22790   939800 SH       DEFINED 09 35             0        0   939800
LIBERTY PPTY TR                SH BEN INT       531172104    22557   930200 SH       DEFINED 03           923000        0     7200
LIFECORE BIOMEDICAL INC        COM              532187101     3063   145000 SH       DEFINED 15                0        0   145000
LIFEMINDERS COM INC            COM              53219H108     1507    26100 SH       DEFINED 02 10 12          0        0    26100
LIFEMINDERS COM INC            COM              53219H108       69     1200 SH       DEFINED 15 28 34          0        0     1200
LIFEPOINT HOSPITALS INC        COM              53219L109     5645   477925 SH       DEFINED 05 28 30          0        0   477925
LIFEPOINT HOSPITALS INC        COM              53219L109        0       39 SH       DEFINED 37                0        0       39
LIFEPOINT HOSPITALS INC        COM              53219L109        0       60 SH       DEFINED 03               60        0        0
LIGAND PHARMACEUTICALS INC     CL B             53220K207     6425   499100 SH       DEFINED 15                0        0   499100
LILLY ELI & CO                 COM              532457108   178639  2686301 SH       DEFINED 02 04 05          0        0  2686301
LILLY ELI & CO                 COM              532457108   620019  9323608 SH       DEFINED 06 07 08          0        0  9323608
LILLY ELI & CO                 COM              532457108  1603920 24119100 SH       DEFINED 09 10 11          0        0 24119100
LILLY ELI & CO                 COM              532457108   317241  4770552 SH       DEFINED 12 13 15          0        0  4770552
LILLY ELI & CO                 COM              532457108  1227139 18453222 SH       DEFINED 16 18 19          0        0 18453222
LILLY ELI & CO                 COM              532457108   572908  8615172 SH       DEFINED 20 21 22          0        0  8615172
LILLY ELI & CO                 COM              532457108   168943  2540500 SH       DEFINED 23 26 27          0        0  2540500
LILLY ELI & CO                 COM              532457108   610696  9183400 SH       DEFINED 28 29 30          0        0  9183400
LILLY ELI & CO                 COM              532457108    79809  1200136 SH       DEFINED 31 32 34          0        0  1200136
LILLY ELI & CO                 COM              532457108     1001    14928 SH       DEFINED 37            14928        0        0
LILLY ELI & CO                 COM              532457108   354720  5334140 SH       DEFINED 03          3886470        0  1447670
LILLY INDS INC                 CL A             532491107       60     4500 SH       DEFINED 37 03          4500        0        0
LIMITED INC                    COM              532716107    16903   390272 SH       DEFINED 02 04 05          0        0   390272
LIMITED INC                    COM              532716107   506511 11694339 SH       DEFINED 06 09 10          0        0 11694339
LIMITED INC                    COM              532716107   340467  7860722 SH       DEFINED 12 15 16          0        0  7860722
LIMITED INC                    COM              532716107    93611  2161300 SH       DEFINED 20 21 22          0        0  2161300
LIMITED INC                    COM              532716107    30443   702870 SH       DEFINED 23 28 29          0        0   702870
LIMITED INC                    COM              532716107    59650  1377215 SH       DEFINED 32 34 03     560973        0   816242
LINCARE HLDGS INC              COM              532791100    17888   515700 SH       DEFINED 02 07 15          0        0   515700
LINCARE HLDGS INC              COM              532791100   132254  3812730 SH       DEFINED 16 19 23          0        0  3812730
LINCARE HLDGS INC              COM              532791100     2639    76100 SH       DEFINED 34                0        0    76100
LINCARE HLDGS INC              COM              532791100    34461   993483 SH       DEFINED 37 03        940233        0    53250
LINCOLN NATL CORP IND          COM              534187109     6688   167200 SH       DEFINED 09 15 28          0        0   167200
LINCOLN NATL CORP IND          COM              534187109       47     1180 SH       DEFINED 30                0        0     1180
LINCOLN NATL CORP IND          COM              534187109     6521   163102 SH       DEFINED 37 03        163102        0        0
LINDBERG CORP                  COM              535171102      639    82500 SH       DEFINED 07                0        0    82500
LINDSAY MFG CO                 COM              535555106      965    52900 SH       DEFINED 26                0        0    52900
LINDSAY MFG CO                 COM              535555106        7      425 SH       DEFINED 03              425        0        0
LINEAR TECHNOLOGY CORP         COM              535678106   237165  3314100 SH       DEFINED 02 09 10          0        0  3314100
LINEAR TECHNOLOGY CORP         COM              535678106   529870  7404300 SH       DEFINED 13 15 16          0        0  7404300
LINEAR TECHNOLOGY CORP         COM              535678106   232592  3250200 SH       DEFINED 20 22 23          0        0  3250200
LINEAR TECHNOLOGY CORP         COM              535678106    47279   660680 SH       DEFINED 26 28 30          0        0   660680
LINEAR TECHNOLOGY CORP         COM              535678106    22442   313600 SH       DEFINED 32 34             0        0   313600
LINEAR TECHNOLOGY CORP         COM              535678106    88129  1231502 SH       DEFINED 37 03        805152        0   426350
LINENS N THINGS INC            COM              535679104    99074  3344300 SH       DEFINED 20 32             0        0  3344300
LINENS N THINGS INC            COM              535679104     1842    62200 SH       DEFINED 03            62200        0        0
LIONS GATE ENTMNT CORP         COM NEW          535919203     7969  3500000 SH       DEFINED 02                0        0  3500000
LIQUID AUDIO INC               COM              53631T102     5250   200000 SH       DEFINED 06                0        0   200000
LIPOSOME CO INC                COM              536310105     2084   170800 SH       DEFINED 15                0        0   170800
LIQUI BOX CORP                 COM              536314107     1584    32000 SH       DEFINED 07                0        0    32000
LITHIA MTRS INC                CL A             536797103       92     5200 SH       DEFINED 15                0        0     5200
LITHIA MTRS INC                CL A             536797103    10344   578700 SH       DEFINED 03           578700        0        0
LITTELFUSE INC                 COM              537008104      339    14000 SH       DEFINED 26                0        0    14000
LITTON INDS INC                COM              538021106    24069   482600 SH       DEFINED 06 09 12          0        0   482600
LITTON INDS INC                COM              538021106   191430  3838200 SH       DEFINED 15 16 18          0        0  3838200
LITTON INDS INC                COM              538021106    53625  1075191 SH       DEFINED 22 23 26          0        0  1075191
LITTON INDS INC                COM              538021106     7620   152800 SH       DEFINED 28 30 34          0        0   152800
LITTON INDS INC                COM              538021106        9      200 SH       DEFINED 37              200        0        0
LITTON INDS INC                COM              538021106     7775   155900 SH       DEFINED 03           103300        0    52600
LIZ CLAIBORNE INC              COM              539320101    30370   807180 SH       DEFINED 02 05 09          0        0   807180
LIZ CLAIBORNE INC              COM              539320101   103660  2755100 SH       DEFINED 10 12 15          0        0  2755100
LIZ CLAIBORNE INC              COM              539320101   188897  5020530 SH       DEFINED 23 28 30          0        0  5020530
LIZ CLAIBORNE INC              COM              539320101       71     1900 SH       DEFINED 34                0        0     1900
LIZ CLAIBORNE INC              COM              539320101     5170   137430 SH       DEFINED 03            52030        0    85400
LO-JACK CORP                   COM              539451104      745   110500 SH       DEFINED 07                0        0   110500
LOCKHEED MARTIN CORP           COM              539830109      170     7814 SH       DEFINED 15 34             0        0     7814
LOCKHEED MARTIN CORP           COM              539830109     7305   333978 SH       DEFINED 03           333978        0        0
LODGENET ENTMT CORP            COM              540211109      323    13000 SH       DEFINED 23                0        0    13000
LOEWS CORP                     COM              540424108      606    10000 SH       DEFINED 12                0        0    10000
LOEWS CORP                     COM              540424108     5151    84882 SH       DEFINED 37 03         84882        0        0
LONE STAR STEAKHOUSE SALOON    COM              542307103      314    35300 SH       DEFINED 13                0        0    35300
LONE STAR STEAKHOUSE SALOON    COM              542307103      491    55100 SH       DEFINED 03            55100        0        0
LONE STAR TECHNOLOGIES INC     COM              542312103     4655   167000 SH       DEFINED 15                0        0   167000
LONE STAR TECHNOLOGIES INC     COM              542312103     3286   117900 SH       DEFINED 03           117900        0        0
LONGS DRUG STORES CORP         COM              543162101      801    31040 SH       DEFINED 03            31040        0        0
LONGVIEW FIBRE CO              COM              543213102       52     3700 SH       DEFINED 15                0        0     3700
LOUIS DREYFUS NAT GAS CORP     COM              546011107       85     4700 SH       DEFINED 15                0        0     4700
LOUIS DREYFUS NAT GAS CORP     COM              546011107      308    17000 SH       DEFINED 03            17000        0        0
LOUISIANA PAC CORP             COM              546347105    27540  1932700 SH       DEFINED 10 15             0        0  1932700
LOUISIANA PAC CORP             COM              546347105     1233    86595 SH       DEFINED 03            86595        0        0
LOWES COS INC                  COM              548661107   164629  2755300 SH       DEFINED 02 04 05          0        0  2755300
LOWES COS INC                  COM              548661107   913213 15283900 SH       DEFINED 07 10 12          0        0 15283900
LOWES COS INC                  COM              548661107   315270  5276500 SH       DEFINED 13 15 16          0        0  5276500
LOWES COS INC                  COM              548661107    74496  1246810 SH       DEFINED 19 22 23          0        0  1246810
LOWES COS INC                  COM              548661107   734794 12297820 SH       DEFINED 27 28 30          0        0 12297820
LOWES COS INC                  COM              548661107    25112   420300 SH       DEFINED 32 34             0        0   420300
LOWES COS INC                  COM              548661107   124014  2075584 SH       DEFINED 37 03       1865260        0   210324
LUBRIZOL CORP                  COM              549271104     2698    87400 SH       DEFINED 15 26             0        0    87400
LUBRIZOL CORP                  COM              549271104        1       55 SH       DEFINED 37               55        0        0
LUCENT TECHNOLOGIES INC        COM              549463107   225557  3014970 SH       DEFINED 02 04 05          0        0  3014970
LUCENT TECHNOLOGIES INC        COM              549463107  2132441 28503818 SH       DEFINED 06 07 10          0        0 28503818
LUCENT TECHNOLOGIES INC        COM              549463107   161968  2164990 SH       DEFINED 11 12 13          0        0  2164990
LUCENT TECHNOLOGIES INC        COM              549463107  1605858 21465103 SH       DEFINED 15 16 19          0        0 21465103
LUCENT TECHNOLOGIES INC        COM              549463107   344035  4598635 SH       DEFINED 20 21 22          0        0  4598635
LUCENT TECHNOLOGIES INC        COM              549463107   109174  1459314 SH       DEFINED 23 26 27          0        0  1459314
LUCENT TECHNOLOGIES INC        COM              549463107   275034  3676312 SH       DEFINED 28 30 32          0        0  3676312
LUCENT TECHNOLOGIES INC        COM              549463107    97371  1301538 SH       DEFINED 34                0        0  1301538
LUCENT TECHNOLOGIES INC        COM              549463107   624745  8350798 SH       DEFINED 37 03       6592825        0  1757973
LUFKIN INDS INC                COM              549764108     2250   150000 SH       DEFINED 07                0        0   150000
LUXOTTICA GROUP S P A          SPONSORED ADR    55068R202    25277  1439300 SH       DEFINED 02 21             0        0  1439300
LYCOS INC                      COM              550818108    31817   399900 SH       DEFINED 02 05 06          0        0   399900
LYCOS INC                      COM              550818108   498840  6269800 SH       DEFINED 07 10 13          0        0  6269800
LYCOS INC                      COM              550818108   129069  1622240 SH       DEFINED 15 16 19          0        0  1622240
LYCOS INC                      COM              550818108    78663   988700 SH       DEFINED 20 23 26          0        0   988700
LYCOS INC                      COM              550818108    15697   197300 SH       DEFINED 28 29 32          0        0   197300
LYCOS INC                      COM              550818108   201402  2531378 SH       DEFINED 03          2099378        0   432000
LYDALL INC DEL                 COM              550819106      205    31000 SH       DEFINED 07                0        0    31000
LYONDELL CHEMICAL CO           COM              552078107    15892  1246500 SH       DEFINED 09 12 15          0        0  1246500
LYONDELL CHEMICAL CO           COM              552078107    10124   794100 SH       DEFINED 22 03         99600        0   694500
M & T BK CORP                  COM              55261F104    18773    45320 SH       DEFINED 02 20 32          0        0    45320
M & T BK CORP                  COM              55261F104      994     2400 SH       DEFINED 34                0        0     2400
M & T BK CORP                  COM              55261F104     4266    10300 SH       DEFINED 37 03         10300        0        0
MAF BANCORP INC                COM              55261R108     3410   162900 SH       DEFINED 15                0        0   162900
MAF BANCORP INC                COM              55261R108     1249    59700 SH       DEFINED 03            59700        0        0
MBIA INC                       COM              55262C100    21943   415500 SH       DEFINED 02 04 05          0        0   415500
MBIA INC                       COM              55262C100    22397   424100 SH       DEFINED 06 07 09          0        0   424100
MBIA INC                       COM              55262C100   284347  5384100 SH       DEFINED 15 16 18          0        0  5384100
MBIA INC                       COM              55262C100     7867   148970 SH       DEFINED 19 21 28          0        0   148970
MBIA INC                       COM              55262C100     5478   103740 SH       DEFINED 30 34             0        0   103740
MBIA INC                       COM              55262C100    26959   510472 SH       DEFINED 37 03        401072        0   109400
MBNA CORP                      COM              55262L100    45652  1675325 SH       DEFINED 02 07 10          0        0  1675325
MBNA CORP                      COM              55262L100     2861   105000 SH       DEFINED 12 15 28          0        0   105000
MBNA CORP                      COM              55262L100     1723    63250 SH       DEFINED 34                0        0    63250
MBNA CORP                      COM              55262L100    22335   819650 SH       DEFINED 37 03        688650        0   131000
M D C HLDGS INC                COM              552676108     1876   119600 SH       DEFINED 02 26             0        0   119600
MCI WORLDCOM INC               COM              55268B106   186211  3509278 SH       DEFINED 02 04 05          0        0  3509278
MCI WORLDCOM INC               COM              55268B106   283867  5349673 SH       DEFINED 06 07 08          0        0  5349673
MCI WORLDCOM INC               COM              55268B106  1953071 36806999 SH       DEFINED 09 10 11          0        0 36806999
MCI WORLDCOM INC               COM              55268B106   463477  8734566 SH       DEFINED 12 13 15          0        0  8734566
MCI WORLDCOM INC               COM              55268B106  1232487 23227086 SH       DEFINED 16 18 19          0        0 23227086
MCI WORLDCOM INC               COM              55268B106   703383 13255754 SH       DEFINED 20 21 22          0        0 13255754
MCI WORLDCOM INC               COM              55268B106   125066  2356958 SH       DEFINED 23 26 27          0        0  2356958
MCI WORLDCOM INC               COM              55268B106   598865 11286037 SH       DEFINED 28 29 30          0        0 11286037
MCI WORLDCOM INC               COM              55268B106   113062  2130751 SH       DEFINED 32 34             0        0  2130751
MCI WORLDCOM INC               COM              55268B106      902    11624 SH       DEFINED 37            11624        0        0
MCI WORLDCOM INC               COM              55268B106   480296  9051515 SH       DEFINED 03          7644506        0  1407009
MCI WORLDCOM INC               PFD CV C $2.25   55268B205     2070    41000 SH       DEFINED 11                0        0    41000
MDU RES GROUP INC              COM              552690109      952    47700 SH       DEFINED 37 03         47700        0        0
MFC BANCORP LTD                COM              55271X103     5276   594500 SH       DEFINED 07                0        0   594500
MGC COMMUNICATIONS INC         COM              552763302     1764    34770 SH       DEFINED 27 03             0        0    34770
MGIC INVT CORP WIS             COM              552848103   138112  2294700 SH       DEFINED 05 12 15          0        0  2294700
MGIC INVT CORP WIS             COM              552848103   506615  8417280 SH       DEFINED 23 28 30          0        0  8417280
MGIC INVT CORP WIS             COM              552848103     6638   110300 SH       DEFINED 32                0        0   110300
MGIC INVT CORP WIS             COM              552848103     9820   163160 SH       DEFINED 37 03        112060        0    51100
MFS GOVT MKTS INCOME TR        SH BEN INT       552939100     5801  1020000 SH       DEFINED 19 21             0        0  1020000
MGM GRAND INC                  COM              552953101    10983   218300 SH       DEFINED 02 12 23          0        0   218300
MGM GRAND INC                  COM              552953101     1027    20430 SH       DEFINED 26 28             0        0    20430
M/I SCHOTTENSTEIN HOMES INC    COM              55305B101    14286   918000 SH       DEFINED 07 15 26          0        0   918000
M/I SCHOTTENSTEIN HOMES INC    COM              55305B101     3464   222600 SH       DEFINED 28                0        0   222600
MKS INSTRUMENT INC             COM              55306N104      296     8200 SH       DEFINED 12 28             0        0     8200
MMI COS INC                    COM              553087107    10935  1267900 SH       DEFINED 07                0        0  1267900
MSC INDL DIRECT INC            CL A             553530106    18539  1399200 SH       DEFINED 06 15 20          0        0  1399200
MSC INDL DIRECT INC            CL A             553530106     3021   228000 SH       DEFINED 32                0        0   228000
MSC INDL DIRECT INC            CL A             553530106     6594   497700 SH       DEFINED 03           497700        0        0
MSC SOFTWARE CORP              SD CONV 7.875%04 553531AA2       50    57000 PRN      DEFINED 03                0        0        0
M S CARRIERS INC               COM              553533100     1864    78100 SH       DEFINED 03            78100        0        0
MTR GAMING GROUP INC           COM              553769100      590   192700 SH       DEFINED 07                0        0   192700
MTI TECHNOLOGY CORP            COM              553903105    33655   912700 SH       DEFINED 04 12 13          0        0   912700
MTI TECHNOLOGY CORP            COM              553903105     7389   200400 SH       DEFINED 15 26 28          0        0   200400
MTI TECHNOLOGY CORP            COM              553903105     1659    45000 SH       DEFINED 29                0        0    45000
MTI TECHNOLOGY CORP            COM              553903105    44371  1203300 SH       DEFINED 03          1203300        0        0
MYR GROUP INC                  COM              554053108    18876   642600 SH       DEFINED 02 07 13          0        0   642600
MYR GROUP INC                  COM              554053108       41     1400 SH       DEFINED 21                0        0     1400
MYR GROUP INC                  COM              554053108     3292   112100 SH       DEFINED 03           112100        0        0
MACERICH CO                    COM              554382101     1429    68700 SH       DEFINED 35                0        0    68700
MACERICH CO                    COM              554382101     2499   120100 SH       DEFINED 03           120100        0        0
MACK CALI RLTY CORP            COM              554489104    12130   465450 SH       DEFINED 09 15 35          0        0   465450
MACK CALI RLTY CORP            COM              554489104    14804   568038 SH       DEFINED 37 03        568038        0        0
MACKENZIE FINL CORP            COM              554531103    16659  1337400 SH       DEFINED 02 15 21          0        0  1337400
MACROVISION CORP               COM              555904101     3744    50600 SH       DEFINED 13                0        0    50600
MACROVISION CORP               COM              555904101     5934    80200 SH       DEFINED 03            80200        0        0
MACROMEDIA INC                 COM              556100105       73     1000 SH       DEFINED 37             1000        0        0
MADECO SA                      SPONSORED ADR    556304103        5      500 SH       DEFINED 07                0        0      500
MAGAININ PHARMACEUTICALS INC   COM              559036108       48    26700 SH       DEFINED 03            26700        0        0
MAGNA INTL INC                 CL A             559222401    36188   854000 SH       DEFINED 02 05 15          0        0   854000
MAGNA INTL INC                 CL A             559222401    98460  2321800 SH       DEFINED 28 30             0        0  2321800
MAGNUM HUNTER RES INC          WT EXP  070102   55972F120        1     5999 SH       DEFINED 02 15             0        0     5999
MAGNUM HUNTER RES INC          WT EXP  070102   55972F120       26   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     1211   421400 SH       DEFINED 03           421400        0        0
MAGYAR TAVKOZLESI RT           SPONSORED ADR    559776109     8701   241700 SH       DEFINED 02 21             0        0   241700
MAIL-WELL INC                  COM              560321200        0       59 SH       DEFINED 37               59        0        0
MAIN STREET AND MAIN INC       COM NEW          560345308      988   304000 SH       DEFINED 26                0        0   304000
MAINE PUB SVC CO               COM              560483109     1400    80600 SH       DEFINED 07                0        0    80600
MAKER COMMUNICATIONS INC       COM              560875106    18091   423200 SH       DEFINED 15                0        0   423200
MALLINCKRODT INC NEW           COM              561232109     1075    33800 SH       DEFINED 02 15 34          0        0    33800
MALLINCKRODT INC NEW           COM              561232109     2758    86717 SH       DEFINED 03            86717        0        0
MANAGEMENT NETWORK GROUP INC   COM              561693102      544    16700 SH       DEFINED 02 10 12          0        0    16700
MANAGEMENT NETWORK GROUP INC   COM              561693102        3      100 SH       DEFINED 28                0        0      100
MANDALAY RESORT GROUP          MANDALAY         562567107    36653  1821300 SH       DEFINED 04 09 22          0        0  1821300
MANDALAY RESORT GROUP          MANDALAY         562567107       31     1500 SH       DEFINED 37             1500        0        0
MANDALAY RESORT GROUP          MANDALAY         562567107      434    21600 SH       DEFINED 03                0        0    21600
MANITOWOC INC                  COM              563571108    18195   535150 SH       DEFINED 13 15 26          0        0   535150
MANITOWOC INC                  COM              563571108    24347   716112 SH       DEFINED 03           716112        0        0
MANOR CARE INC NEW             COM              564055101      334    20900 SH       DEFINED 15                0        0    20900
MANOR CARE INC NEW             COM              564055101     1351    84482 SH       DEFINED 03            84482        0        0
MANPOWER INC                   COM              56418H100   110199  2928900 SH       DEFINED 02 10 15          0        0  2928900
MANPOWER INC                   COM              56418H100       90     2400 SH       DEFINED 34                0        0     2400
MANUFACTURED HOME CMNTYS INC   COM              564682102    29529  1214600 SH       DEFINED 09 16 35          0        0  1214600
MANUFACTURED HOME CMNTYS INC   COM              564682102     3561   146500 SH       DEFINED 03           146500        0        0
MAPICS INC                     COM              564910107     8534   676000 SH       DEFINED 07                0        0   676000
MAPINFO CORP                   COM              565105103     6501   176900 SH       DEFINED 21 26             0        0   176900
MARIMBA INC                    COM              56781Q109     9963   216000 SH       DEFINED 11 13 28          0        0   216000
MARINE DRILLING COS INC        COM PAR $0.01    568240204    65528  2920500 SH       DEFINED 02 13 15          0        0  2920500
MARINE DRILLING COS INC        COM PAR $0.01    568240204    15999   713050 SH       DEFINED 16 29 34          0        0   713050
MARINE DRILLING COS INC        COM PAR $0.01    568240204    68362  3046800 SH       DEFINED 03          3046800        0        0
MARK IV INDS INC               COM              570387100     2398   135600 SH       DEFINED 15 26             0        0   135600
MARK IV INDS INC               COM              570387100      936    52955 SH       DEFINED 03            52955        0        0
MARKETWATCH COM INC            COM              570619106      120     3300 SH       DEFINED 03             3300        0        0
MARKWEST HYDROCARBON INC       COM              570762104     3439   529200 SH       DEFINED 07                0        0   529200
MARKWEST HYDROCARBON INC       COM              570762104     1211   186400 SH       DEFINED 03           186400        0        0
MARSH & MCLENNAN COS INC       COM              571748102    14965   156400 SH       DEFINED 02 05 07          0        0   156400
MARSH & MCLENNAN COS INC       COM              571748102   207048  2163800 SH       DEFINED 09 10 13          0        0  2163800
MARSH & MCLENNAN COS INC       COM              571748102    98424  1028600 SH       DEFINED 15 16 20          0        0  1028600
MARSH & MCLENNAN COS INC       COM              571748102    30495   318700 SH       DEFINED 22 23 26          0        0   318700
MARSH & MCLENNAN COS INC       COM              571748102    36332   379700 SH       DEFINED 28 30 32          0        0   379700
MARSH & MCLENNAN COS INC       COM              571748102     4061    42450 SH       DEFINED 34                0        0    42450
MARSH & MCLENNAN COS INC       COM              571748102      215     2270 SH       DEFINED 37             2270        0        0
MARSH & MCLENNAN COS INC       COM              571748102    80761   844009 SH       DEFINED 03           776759        0    67250
MARSHALL & ILSLEY CORP         COM              571834100     7819   124500 SH       DEFINED 02 04 07          0        0   124500
MARSHALL & ILSLEY CORP         COM              571834100   160693  2558300 SH       DEFINED 09 15 16          0        0  2558300
MARSHALL & ILSLEY CORP         COM              571834100    32548   518190 SH       DEFINED 19 20 28          0        0   518190
MARSHALL & ILSLEY CORP         COM              571834100     9006   143380 SH       DEFINED 30 32 34          0        0   143380
MARSHALL & ILSLEY CORP         COM              571834100     4346    69205 SH       DEFINED 37 03         67005        0     2200
MARRIOTT INTL INC NEW          CL A             571903202    27083   858100 SH       DEFINED 02 10 15          0        0   858100
MARRIOTT INTL INC NEW          CL A             571903202     6176   195700 SH       DEFINED 16 34             0        0   195700
MARRIOTT INTL INC NEW          CL A             571903202     6200   196465 SH       DEFINED 37 03        196465        0        0
MARTEK BIOSCIENCES CORP        COM              572901106     1224   102000 SH       DEFINED 15                0        0   102000
MARTEN TRANS LTD               COM              573075108     5764   447700 SH       DEFINED 07                0        0   447700
MARTHA STEWART LIVING OMNIMED  CL A             573083102     4557   189900 SH       DEFINED 03                0        0   189900
MARTIN MARIETTA MATLS INC      COM              573284106    35075   855500 SH       DEFINED 13 15 29          0        0   855500
MARTIN MARIETTA MATLS INC      COM              573284106       11      274 SH       DEFINED 34                0        0      274
MARTIN MARIETTA MATLS INC      COM              573284106    45885  1119166 SH       DEFINED 37 03       1119166        0        0
MASCO CORP                     COM              574599106    29514  1163150 SH       DEFINED 02 05 06          0        0  1163150
MASCO CORP                     COM              574599106   325693 12835200 SH       DEFINED 07 09 10          0        0 12835200
MASCO CORP                     COM              574599106    97554  3844500 SH       DEFINED 11 12 15          0        0  3844500
MASCO CORP                     COM              574599106    54200  2135970 SH       DEFINED 16 19 20          0        0  2135970
MASCO CORP                     COM              574599106    69177  2726200 SH       DEFINED 22 23 27          0        0  2726200
MASCO CORP                     COM              574599106     9957   392430 SH       DEFINED 28 30 32          0        0   392430
MASCO CORP                     COM              574599106       48     1900 SH       DEFINED 34                0        0     1900
MASCO CORP                     COM              574599106       62     2433 SH       DEFINED 37             2433        0        0
MASCO CORP                     COM              574599106    49150  1936981 SH       DEFINED 03          1607861        0   329120
MASCOTECH INC                  COM              574670105       36     2900 SH       DEFINED 15                0        0     2900
MASTEC INC                     COM              576323109      578    13000 SH       DEFINED 02                0        0    13000
MASTEC INC                     COM              576323109      440     9900 SH       DEFINED 03             9900        0        0
MATAV-CABLE SYS MEDIA LTD      SPONSORED ADR    576561104     4456    76833 SH       DEFINED 07                0        0    76833
MATSUSHITA ELEC INDL           ADR              576879209      864     3100 SH       DEFINED 15 19             0        0     3100
MATTEL INC                     COM              577081102      935    71300 SH       DEFINED 02 15 34          0        0    71300
MATTEL INC                     COM              577081102     4377   333508 SH       DEFINED 37 03        333508        0        0
MAXIM GROUP INC                COM              57772J104     5371   999400 SH       DEFINED 28                0        0   999400
MAXIM INTEGRATED PRODS INC     COM              57772K101   159871  3388000 SH       DEFINED 02 09 10          0        0  3388000
MAXIM INTEGRATED PRODS INC     COM              57772K101   289042  6125400 SH       DEFINED 13 15 16          0        0  6125400
MAXIM INTEGRATED PRODS INC     COM              57772K101     8792   186340 SH       DEFINED 28 30 34          0        0   186340
MAXIM INTEGRATED PRODS INC     COM              57772K101     3483    73830 SH       DEFINED 37 03         73830        0        0
MAXWELL SHOE INC               CL A             577766108     7036   879600 SH       DEFINED 28                0        0   879600
MAXWELL SHOE INC               CL A             577766108     2100   262500 SH       DEFINED 03           262500        0        0
MAXWELL TECHNOLOGIES INC       COM              577767106       36     3600 SH       DEFINED 15                0        0     3600
MAXWELL TECHNOLOGIES INC       COM              577767106      269    26900 SH       DEFINED 03            26900        0        0
MAY DEPT STORES CO             COM              577778103    27652   857439 SH       DEFINED 08 18             0        0   857439
MAY DEPT STORES CO             COM              577778103     8511   263918 SH       DEFINED 37 03        263918        0        0
MAVERICK TUBE CORP             COM              577914104      804    32600 SH       DEFINED 02 26             0        0    32600
MAYNARD OIL CO                 COM              578444101     4713   477300 SH       DEFINED 07                0        0   477300
MAYTAG CORP                    COM              578592107    20323   423400 SH       DEFINED 02 10 15          0        0   423400
MAYTAG CORP                    COM              578592107       43      900 SH       DEFINED 34                0        0      900
MAYTAG CORP                    COM              578592107     4053    84454 SH       DEFINED 37 03         84454        0        0
MCAFEE COM CORP                CL A             579062100     1381    30700 SH       DEFINED 10                0        0    30700
MCCLAIN INDS INC               COM              579487109      100    20100 SH       DEFINED 07                0        0    20100
MCCORMICK & CO INC             COM NON VTG      579780206     1761    59200 SH       DEFINED 02 15             0        0    59200
MCCORMICK & CO INC             COM NON VTG      579780206        8      300 SH       DEFINED 37              300        0        0
MCDERMOTT INTL INC             COM              580037109     8755   966100 SH       DEFINED 05 07 15          0        0   966100
MCDERMOTT INTL INC             COM              580037109    10191  1124600 SH       DEFINED 28 30 34          0        0  1124600
MCDERMOTT INTL INC             COM              580037109     1651   182241 SH       DEFINED 03           182241        0        0
MCDONALDS CORP                 COM              580135101   103752  2573700 SH       DEFINED 02 04 05          0        0  2573700
MCDONALDS CORP                 COM              580135101   348524  8645560 SH       DEFINED 06 07 08          0        0  8645560
MCDONALDS CORP                 COM              580135101   949093 23543400 SH       DEFINED 09 10 11          0        0 23543400
MCDONALDS CORP                 COM              580135101   213003  5283800 SH       DEFINED 12 13 15          0        0  5283800
MCDONALDS CORP                 COM              580135101  2162795 53650730 SH       DEFINED 16 19 20          0        0 53650730
MCDONALDS CORP                 COM              580135101   340596  8448900 SH       DEFINED 22 23 26          0        0  8448900
MCDONALDS CORP                 COM              580135101   261425  6484980 SH       DEFINED 27 28 30          0        0  6484980
MCDONALDS CORP                 COM              580135101   357503  8868300 SH       DEFINED 32 34             0        0  8868300
MCDONALDS CORP                 COM              580135101      291     7312 SH       DEFINED 37             7312        0        0
MCDONALDS CORP                 COM              580135101   336175  8339232 SH       DEFINED 03          6642332        0  1696900
MCGRAW HILL COS INC            COM              580645109   310288  5035100 SH       DEFINED 02 05 06          0        0  5035100
MCGRAW HILL COS INC            COM              580645109   271231  4401324 SH       DEFINED 07 08 10          0        0  4401324
MCGRAW HILL COS INC            COM              580645109   286999  4657200 SH       DEFINED 11 12 15          0        0  4657200
MCGRAW HILL COS INC            COM              580645109   164193  2664400 SH       DEFINED 16 18 20          0        0  2664400
MCGRAW HILL COS INC            COM              580645109    89028  1444680 SH       DEFINED 23 27 28          0        0  1444680
MCGRAW HILL COS INC            COM              580645109    12725   206500 SH       DEFINED 30 32 34          0        0   206500
MCGRAW HILL COS INC            COM              580645109    73291  1189322 SH       DEFINED 37 03        788522        0   400800
MCKESSON HBOC INC              COM              58155Q103    54468  2414100 SH       DEFINED 22 28             0        0  2414100
MCKESSON HBOC INC              COM              58155Q103     5010   222049 SH       DEFINED 37 03        222049        0        0
MCLEODUSA INC                  COM              582266102    23661   401900 SH       DEFINED 02 06 07          0        0   401900
MCLEODUSA INC                  COM              582266102   138241  2348052 SH       DEFINED 09 11 15          0        0  2348052
MCLEODUSA INC                  COM              582266102   261582  4443020 SH       DEFINED 16 19 20          0        0  4443020
MCLEODUSA INC                  COM              582266102   104803  1780100 SH       DEFINED 21 22 27          0        0  1780100
MCLEODUSA INC                  COM              582266102   116619  1980800 SH       DEFINED 28 32 34          0        0  1980800
MCLEODUSA INC                  COM              582266102    33052   561400 SH       DEFINED 03           313000        0   248400
MCNAUGHTON APPAREL GROUP INC   COM              582524104      218    30100 SH       DEFINED 23 26             0        0    30100
MEAD CORP                      COM              582834107     5351   123200 SH       DEFINED 04 15 21          0        0   123200
MEAD CORP                      COM              582834107     4712   108491 SH       DEFINED 37 03        108491        0        0
MEADE INSTRUMENTS CORP         COM              583062104      427    15000 SH       DEFINED 26                0        0    15000
MECHANICAL DYNAMICS INC        COM              583521109     1758   343100 SH       DEFINED 26                0        0   343100
MEDAREX INC                    COM              583916101    20260   543900 SH       DEFINED 13 15             0        0   543900
MEDALLION FINL CORP            COM              583928106    10962   611150 SH       DEFINED 26                0        0   611150
MECON INC                      COM              58400M105     7796   721100 SH       DEFINED 26                0        0   721100
MEDCO RESH INC                 COM              584059109    14120   469700 SH       DEFINED 07 15             0        0   469700
MEDCO RESH INC                 COM              584059109    10921   363300 SH       DEFINED 03           363300        0        0
MEDIAONE GROUP INC             COM              58440J104    42139   548600 SH       DEFINED 02 04 05          0        0   548600
MEDIAONE GROUP INC             COM              58440J104   580466  7556927 SH       DEFINED 07 09 10          0        0  7556927
MEDIAONE GROUP INC             COM              58440J104   304276  3961288 SH       DEFINED 11 13 15          0        0  3961288
MEDIAONE GROUP INC             COM              58440J104   221473  2883303 SH       DEFINED 16 19 21          0        0  2883303
MEDIAONE GROUP INC             COM              58440J104   280727  3654710 SH       DEFINED 22 23 27          0        0  3654710
MEDIAONE GROUP INC             COM              58440J104   238587  3106100 SH       DEFINED 28 30 34          0        0  3106100
MEDIAONE GROUP INC             COM              58440J104   170488  2219585 SH       DEFINED 37 03       1926326        0   293259
MEDIA METRIX INC               COM              58440X103      178     5000 SH       DEFINED 15                0        0     5000
MEDIA GEN INC                  CL A             584404107      389     7482 SH       DEFINED 08                0        0     7482
MEDIALINK WORLDWIDE INC        COM              58445P105     4460   553300 SH       DEFINED 26                0        0   553300
MEDIALINK WORLDWIDE INC        COM              58445P105        0      100 SH       DEFINED 03              100        0        0
MEDIAPLEX INC                  COM              58446B105     1964    31300 SH       DEFINED 02 10 12          0        0    31300
MEDIAPLEX INC                  COM              58446B105      257     4100 SH       DEFINED 15 28 34          0        0     4100
MEDICAL ASSURN INC             COM              58449U100     6806   321235 SH       DEFINED 02 07 26          0        0   321235
MEDICAL ASSURN INC             COM              58449U100     2161   102000 SH       DEFINED 03           102000        0        0
MEDICAL MANAGER CORP NEW       SUB DB CONV 5%07 58461UAA1     1533  1100000 PRN      DEFINED 11                0        0        0
MEDICAL MANAGER CORP NEW       COM              58461U103      387     4600 SH       DEFINED 15                0        0     4600
MEDICALOGIC INC                COM              584642102      842    40100 SH       DEFINED 02 10 12          0        0    40100
MEDICALOGIC INC                COM              584642102       58     2800 SH       DEFINED 15 23 26          0        0     2800
MEDICALOGIC INC                COM              584642102       14      710 SH       DEFINED 28 34             0        0      710
MEDICIS PHARMACEUTICAL CORP    CL A NEW         584690309     7469   175500 SH       DEFINED 02 15 34          0        0   175500
MEDIMMUNE INC                  COM              584699102    22028   132800 SH       DEFINED 02 04 06          0        0   132800
MEDIMMUNE INC                  COM              584699102   136558   823260 SH       DEFINED 07 09 11          0        0   823260
MEDIMMUNE INC                  COM              584699102   910641  5489926 SH       DEFINED 12 13 15          0        0  5489926
MEDIMMUNE INC                  COM              584699102   222600  1341980 SH       DEFINED 16 20 21          0        0  1341980
MEDIMMUNE INC                  COM              584699102   103146   621833 SH       DEFINED 22 28 30          0        0   621833
MEDIMMUNE INC                  COM              584699102    37882   228380 SH       DEFINED 32 34             0        0   228380
MEDIMMUNE INC                  COM              584699102    48387   291680 SH       DEFINED 37 03        216780        0    74900
MEDQUIST INC                   COM              584949101     2506    97100 SH       DEFINED 09 15 28          0        0    97100
MEDQUIST INC                   COM              584949101       13      510 SH       DEFINED 30                0        0      510
MEDQUIST INC                   COM              584949101     1073    41600 SH       DEFINED 03            41600        0        0
MEDITRUST CORP                 PAIRED CTF NEW   58501T306     2557   465000 SH       DEFINED 07                0        0   465000
MEDSTONE INTL INC NEW          COM              58505C101     2665   561200 SH       DEFINED 07                0        0   561200
MEDTRONIC INC                  COM              585055106    36115   991170 SH       DEFINED 02 05 06          0        0   991170
MEDTRONIC INC                  COM              585055106   302532  8302790 SH       DEFINED 10 12 13          0        0  8302790
MEDTRONIC INC                  COM              585055106   305800  8392478 SH       DEFINED 15 16 20          0        0  8392478
MEDTRONIC INC                  COM              585055106    42218  1158654 SH       DEFINED 23 26 28          0        0  1158654
MEDTRONIC INC                  COM              585055106    38045  1044128 SH       DEFINED 32 34             0        0  1044128
MEDTRONIC INC                  COM              585055106   112439  3085648 SH       DEFINED 37 03       2589288        0   496360
MEEMIC HLDGS INC               COM              585135106     1523    99500 SH       DEFINED 07                0        0    99500
MEEMIC HLDGS INC               COM              585135106       10      700 SH       DEFINED 03              700        0        0
MELLON FINL CORP               COM              58551A108    81589  2395300 SH       DEFINED 02 06 07          0        0  2395300
MELLON FINL CORP               COM              58551A108   171307  5029200 SH       DEFINED 09 10 11          0        0  5029200
MELLON FINL CORP               COM              58551A108   273273  8022700 SH       DEFINED 13 15 16          0        0  8022700
MELLON FINL CORP               COM              58551A108    90122  2645790 SH       DEFINED 18 19 20          0        0  2645790
MELLON FINL CORP               COM              58551A108    89655  2632100 SH       DEFINED 21 22 23          0        0  2632100
MELLON FINL CORP               COM              58551A108    18400   540200 SH       DEFINED 26 28 30          0        0   540200
MELLON FINL CORP               COM              58551A108    15154   444900 SH       DEFINED 32 34             0        0   444900
MELLON FINL CORP               COM              58551A108       82     2406 SH       DEFINED 37             2406        0        0
MELLON FINL CORP               COM              58551A108    79312  2328448 SH       DEFINED 03          1558648        0   769800
MENTOR CORP MINN               COM              587188103     1092    42320 SH       DEFINED 15 26             0        0    42320
MENTOR CORP MINN               COM              587188103      216     8400 SH       DEFINED 03             8400        0        0
MERANT PLC                     SPONSORED ADR    587336108     1705    55000 SH       DEFINED 12                0        0    55000
MERANT PLC                     SPONSORED ADR    587336108      133     4300 SH       DEFINED 03             4300        0        0
MERCER INTL INC                SH BEN INT       588056101     6338  1370500 SH       DEFINED 07 12 26          0        0  1370500
MERCER INTL INC                SH BEN INT       588056101     2143   463400 SH       DEFINED 28 37             0        0   463400
MERCK & CO INC                 COM              589331107   116011  1729900 SH       DEFINED 02 04 05          0        0  1729900
MERCK & CO INC                 COM              589331107   374832  5589298 SH       DEFINED 06 07 08          0        0  5589298
MERCK & CO INC                 COM              589331107  2036285 30364000 SH       DEFINED 09 10 11          0        0 30364000
MERCK & CO INC                 COM              589331107   282789  4216800 SH       DEFINED 12 13 15          0        0  4216800
MERCK & CO INC                 COM              589331107  1665869 24840550 SH       DEFINED 16 18 19          0        0 24840550
MERCK & CO INC                 COM              589331107   513799  7661500 SH       DEFINED 20 22 23          0        0  7661500
MERCK & CO INC                 COM              589331107   370894  5530580 SH       DEFINED 26 27 28          0        0  5530580
MERCK & CO INC                 COM              589331107    97002  1446452 SH       DEFINED 30 31 32          0        0  1446452
MERCK & CO INC                 COM              589331107    41344   616500 SH       DEFINED 34                0        0   616500
MERCK & CO INC                 COM              589331107     8073   119259 SH       DEFINED 37           119259        0        0
MERCK & CO INC                 COM              589331107   485928  7245904 SH       DEFINED 03          5655844        0  1590060
MERCURY AIR GROUP INC          COM              589354109     4411   542940 SH       DEFINED 07                0        0   542940
MERCURY COMPUTER SYS           COM              589378108     2478    70800 SH       DEFINED 02 26             0        0    70800
MERCURY INTERACTIVE CORP       COM              589405109    12639   117100 SH       DEFINED 02 11 13          0        0   117100
MERCURY INTERACTIVE CORP       COM              589405109     1619    15000 SH       DEFINED 26                0        0    15000
MERCURY INTERACTIVE CORP       COM              589405109     6654    61657 SH       DEFINED 37 03         61657        0        0
MEREDITH CORP                  COM              589433101    65199  1564000 SH       DEFINED 02 07 15          0        0  1564000
MEREDITH CORP                  COM              589433101    12041   288850 SH       DEFINED 19 20 21          0        0   288850
MEREDITH CORP                  COM              589433101     3522    84500 SH       DEFINED 26 32 34          0        0    84500
MEREDITH CORP                  COM              589433101    44200  1060287 SH       DEFINED 03           957887        0   102400
MERIDIAN RESOURCE CORP         COM              58977Q109     1137   371400 SH       DEFINED 02 26             0        0   371400
MERISTAR HOSPITALITY CORP      COM              58984Y103     3126   195400 SH       DEFINED 35                0        0   195400
MERISTAR HOSPITALITY CORP      COM              58984Y103     1857   116100 SH       DEFINED 03           116100        0        0
MERIDIAN GOLD INC              COM              589975101    43896  6480200 SH       DEFINED 02 15 21          0        0  6480200
MERIDIAN GOLD INC              COM              589975101     3736   551600 SH       DEFINED 34                0        0   551600
MERIDIAN GOLD INC              COM              589975101    11553  1705100 SH       DEFINED 03          1632100        0    73000
MERISTAR HOTELS & RESORTS INC  COM              589988104     2006   563100 SH       DEFINED 35                0        0   563100
MERITOR AUTOMOTIVE INC         COM              59000G100    70288  3627800 SH       DEFINED 07 09 22          0        0  3627800
MERITOR AUTOMOTIVE INC         COM              59000G100       20     1066 SH       DEFINED 37             1066        0        0
MERITOR AUTOMOTIVE INC         COM              59000G100     3703   191166 SH       DEFINED 03           101500        0    89666
MERITAGE CORP                  COM              59001A102     2812   257100 SH       DEFINED 07                0        0   257100
MERIX CORP                     COM              590049102     2475   225000 SH       DEFINED 07                0        0   225000
MERRILL LYNCH & CO INC         COM              590188108    36247   434100 SH       DEFINED 02 07 12          0        0   434100
MERRILL LYNCH & CO INC         COM              590188108    88920  1064920 SH       DEFINED 15 23 28          0        0  1064920
MERRILL LYNCH & CO INC         COM              590188108    13218   158300 SH       DEFINED 32 34             0        0   158300
MERRILL LYNCH & CO INC         COM              590188108    30787   368740 SH       DEFINED 37 03        363140        0     5600
MESA AIR GROUP INC             COM              590479101      984   207300 SH       DEFINED 03           207300        0        0
MESA LABS INC                  COM              59064R109      478   125400 SH       DEFINED 07                0        0   125400
MESABA HLDGS INC               COM              59066B102     4075   356300 SH       DEFINED 02 07 21          0        0   356300
MESABA HLDGS INC               COM              59066B102     3583   313300 SH       DEFINED 03           313300        0        0
META GROUP INC                 COM              591002100     3722   195900 SH       DEFINED 07 26             0        0   195900
META GROUP INC                 COM              591002100     7373   388100 SH       DEFINED 03           388100        0        0
METALS USA INC                 COM              591324108     1700   200000 SH       DEFINED 36                0        0   200000
METASOLV SOFTWARE INC          COM              591393103     6351    77700 SH       DEFINED 02 09 10          0        0    77700
METASOLV SOFTWARE INC          COM              591393103   116330  1423000 SH       DEFINED 15 16 28          0        0  1423000
METASOLV SOFTWARE INC          COM              591393103      106     1300 SH       DEFINED 30 34             0        0     1300
METHODE ELECTRS INC            CL A             591520200    97020  3020100 SH       DEFINED 05 07 15          0        0  3020100
METHODE ELECTRS INC            CL A             591520200    51120  1591300 SH       DEFINED 28 30             0        0  1591300
METHODE ELECTRS INC            CL A             591520200       73     2300 SH       DEFINED 03             2300        0        0
METRICOM INC                   COM              591596101   166268  2114700 SH       DEFINED 09 13 20          0        0  2114700
METRICOM INC                   COM              591596101     6573    83600 SH       DEFINED 28 30 32          0        0    83600
METRIS COS INC                 COM              591598107     2141    60000 SH       DEFINED 02 15 26          0        0    60000
METRIS COS INC                 COM              591598107      535    15000 SH       DEFINED 34                0        0    15000
METRIS COS INC                 COM              591598107     9214   258200 SH       DEFINED 03           258200        0        0
METRO ONE TELECOMMUNICATIONS   COM              59163F105    13222  1017100 SH       DEFINED 15 34             0        0  1017100
METRO ONE TELECOMMUNICATIONS   COM              59163F105      452    34800 SH       DEFINED 03            34800        0        0
METROMEDIA FIBER NETWORK INC   CL A             591689104    52520  1095600 SH       DEFINED 06 09 10          0        0  1095600
METROMEDIA FIBER NETWORK INC   CL A             591689104   324162  6762200 SH       DEFINED 13 15 16          0        0  6762200
METROMEDIA FIBER NETWORK INC   CL A             591689104   146995  3066400 SH       DEFINED 21 22 23          0        0  3066400
METROMEDIA FIBER NETWORK INC   CL A             591689104    72836  1519400 SH       DEFINED 26 27 28          0        0  1519400
METROMEDIA FIBER NETWORK INC   CL A             591689104     7157   149300 SH       DEFINED 30 34             0        0   149300
METROMEDIA FIBER NETWORK INC   CL A             591689104    94339  1968000 SH       DEFINED 37 03       1480700        0   487300
METSO CORP                     SPONSORED ADR    592671101      202    15000 SH       DEFINED 19                0        0    15000
METTLER TOLEDO INTERNATIONAL   COM              592688105    41827  1095310 SH       DEFINED 02 15 20          0        0  1095310
METTLER TOLEDO INTERNATIONAL   COM              592688105     9543   249900 SH       DEFINED 32 34             0        0   249900
METTLER TOLEDO INTERNATIONAL   COM              592688105    15519   406400 SH       DEFINED 03           406400        0        0
MEXICO FD INC                  COM              592835102    17757  1022000 SH       DEFINED 19 21             0        0  1022000
MICHAELS STORES INC            COM              594087108    21107   740600 SH       DEFINED 15 16 26          0        0   740600
MICHAELS STORES INC            COM              594087108     2220    77900 SH       DEFINED 03            77900        0        0
MICREL INC                     COM              594793101     2391    42000 SH       DEFINED 26                0        0    42000
MICREL INC                     COM              594793101      882    15500 SH       DEFINED 03            15500        0        0
MICRO LINEAR CORP              COM              594850109     8391   980000 SH       DEFINED 07                0        0   980000
MICROSOFT CORP                 COM              594918104   673560  5769254 SH       DEFINED 02 04 05          0        0  5769254
MICROSOFT CORP                 COM              594918104   976788  8366500 SH       DEFINED 06 07 08          0        0  8366500
MICROSOFT CORP                 COM              594918104  6404858 54859600 SH       DEFINED 10 11 12          0        0 54859600
MICROSOFT CORP                 COM              594918104  8064154 69071990 SH       DEFINED 13 15 16          0        0 69071990
MICROSOFT CORP                 COM              594918104  1188600 10180730 SH       DEFINED 18 19 20          0        0 10180730
MICROSOFT CORP                 COM              594918104  1307978 11203243 SH       DEFINED 21 22 23          0        0 11203243
MICROSOFT CORP                 COM              594918104  1370922 11742380 SH       DEFINED 26 27 28          0        0 11742380
MICROSOFT CORP                 COM              594918104   161395  1382400 SH       DEFINED 29 30 31          0        0  1382400
MICROSOFT CORP                 COM              594918104   570828  4889320 SH       DEFINED 32 34             0        0  4889320
MICROSOFT CORP                 COM              594918104  1798838 15406871 SH       DEFINED 37 03      12565061        0  2841810
MICROAGE INC                   COM              594928103       47    13450 SH       DEFINED 03            13450        0        0
MICROSTRATEGY INC              CL A             594972101    17073    81300 SH       DEFINED 02 11 12          0        0    81300
MICROSTRATEGY INC              CL A             594972101      168      800 SH       DEFINED 28                0        0      800
MICROCELL TELECOMMUNICATIONS   CL B NON VTG     59501T304     9369   285400 SH       DEFINED 02 09 28          0        0   285400
MICROCELL TELECOMMUNICATIONS   CL B NON VTG     59501T304       80     2450 SH       DEFINED 30                0        0     2450
MICROCHIP TECHNOLOGY INC       COM              595017104    91367  1335050 SH       DEFINED 02 05 15          0        0  1335050
MICROCHIP TECHNOLOGY INC       COM              595017104    88393  1291600 SH       DEFINED 16 28 30          0        0  1291600
MICROCHIP TECHNOLOGY INC       COM              595017104     1943    28400 SH       DEFINED 34                0        0    28400
MICROCHIP TECHNOLOGY INC       COM              595017104     7795   113900 SH       DEFINED 03           113900        0        0
MICROFINANCIAL INC             COM              595072109      151    13000 SH       DEFINED 12 28             0        0    13000
MICROMUSE INC                  COM              595094103    26639   156700 SH       DEFINED 02 11 13          0        0   156700
MICROMUSE INC                  COM              595094103   119459   702700 SH       DEFINED 15 20 32          0        0   702700
MICROMUSE INC                  COM              595094103     8670    51000 SH       DEFINED 34                0        0    51000
MICROMUSE INC                  COM              595094103    28764   169200 SH       DEFINED 03           167200        0     2000
MICRON ELECTRONICS INC         COM              595100108      379    34100 SH       DEFINED 03            34100        0        0
MICRON TECHNOLOGY INC          SUB NT CONV 7%04 595112AB9   136180  5977000 PRN      DEFINED 02 09 16          0        0        0
MICRON TECHNOLOGY INC          SUB NT CONV 7%04 595112AB9    12442  9683000 PRN      DEFINED 22                0        0        0
MICRON TECHNOLOGY INC          SUB NT CONV 7%04 595112AB9     1369  1066000 PRN      DEFINED 03                0        0        0
MICRON TECHNOLOGY INC          COM              595112103    66664   857420 SH       DEFINED 04 05 07          0        0   857420
MICRON TECHNOLOGY INC          COM              595112103   259101  3332500 SH       DEFINED 10 11 12          0        0  3332500
MICRON TECHNOLOGY INC          COM              595112103   336237  4324600 SH       DEFINED 13 15 16          0        0  4324600
MICRON TECHNOLOGY INC          COM              595112103    54362   699200 SH       DEFINED 20 23 26          0        0   699200
MICRON TECHNOLOGY INC          COM              595112103   239872  3085180 SH       DEFINED 28 30 32          0        0  3085180
MICRON TECHNOLOGY INC          COM              595112103   188034  2418455 SH       DEFINED 03          2268955        0   149500
MICROSEMI CORP                 COM              595137100    10206  1150000 SH       DEFINED 07                0        0  1150000
MID-ATLANTIC RLTY TR           SH BEN INT       595232109      886    88100 SH       DEFINED 03            88100        0        0
MIDAMERICAN ENERGY HLDGS NEW   COM              59562V107        1       49 SH       DEFINED 37               49        0        0
MIDAS GROUP INC                COM              595626102    38502  1760100 SH       DEFINED 20 32             0        0  1760100
MIDCOAST ENERGY RES INC        COM              59563W104    11263   672425 SH       DEFINED 07                0        0   672425
MIDWEST EXPRESS HLDGS INC      COM              597911106    41273  1294850 SH       DEFINED 07 16             0        0  1294850
MIDWEST EXPRESS HLDGS INC      COM              597911106     1191    37375 SH       DEFINED 03            37375        0        0
MIDWAY GAMES INC               COM              598148104    40086  1674646 SH       DEFINED 12 13 28          0        0  1674646
MIDWAY GAMES INC               COM              598148104     3354   140117 SH       DEFINED 03           140117        0        0
MIKASA INC                     COM              59862T109     5790   575500 SH       DEFINED 07 28             0        0   575500
MIIX GROUP INC                 COM              59862V104     3926   268500 SH       DEFINED 07                0        0   268500
MILACRON INC                   COM              598709103     5158   335500 SH       DEFINED 12 15 28          0        0   335500
MILACRON INC                   COM              598709103      648    42189 SH       DEFINED 03            42189        0        0
MILLENNIUM PHARMACEUTICALS INC COM              599902103    10357    84900 SH       DEFINED 02 04 05          0        0    84900
MILLENNIUM PHARMACEUTICALS INC COM              599902103    33309   273026 SH       DEFINED 06 09 11          0        0   273026
MILLENNIUM PHARMACEUTICALS INC COM              599902103   279589  2291720 SH       DEFINED 13 15 16          0        0  2291720
MILLENNIUM PHARMACEUTICALS INC COM              599902103    58816   482100 SH       DEFINED 21 22 23          0        0   482100
MILLENNIUM PHARMACEUTICALS INC COM              599902103    45238   370807 SH       DEFINED 26 28 30          0        0   370807
MILLENNIUM PHARMACEUTICALS INC COM              599902103     4660    38200 SH       DEFINED 34                0        0    38200
MILLENNIUM PHARMACEUTICALS INC COM              599902103    39023   319864 SH       DEFINED 03           225564        0    94300
MILLENNIUM CHEMICALS INC       COM              599903101    44006  2228157 SH       DEFINED 09 12 15          0        0  2228157
MILLENNIUM CHEMICALS INC       COM              599903101    18144   918714 SH       DEFINED 22 03         49700        0   869014
MILLER HERMAN INC              COM              600544100    51186  2225500 SH       DEFINED 06 07 12          0        0  2225500
MILLER HERMAN INC              COM              600544100    19169   833440 SH       DEFINED 15 23 30          0        0   833440
MILLER HERMAN INC              COM              600544100     9281   403500 SH       DEFINED 37 03          7600        0   395900
MILLIPORE CORP                 COM              601073109    18080   468100 SH       DEFINED 09 12 15          0        0   468100
MILLIPORE CORP                 COM              601073109    33351   863480 SH       DEFINED 23 28 30          0        0   863480
MILLIPORE CORP                 COM              601073109     1548    40100 SH       DEFINED 32                0        0    40100
MILLIPORE CORP                 COM              601073109    12949   335269 SH       DEFINED 37 03        211769        0   123500
MILLS CORP                     COM              601148109     1653    92500 SH       DEFINED 03            92500        0        0
MINDSPRING ENTERPRISES INC     COM              602683104     1325    50200 SH       DEFINED 15                0        0    50200
MINDSPRING ENTERPRISES INC     COM              602683104      783    29650 SH       DEFINED 37 03         29650        0        0
MINERALS TECHNOLOGIES INC      COM              603158106    81707  2039500 SH       DEFINED 13 15             0        0  2039500
MINERALS TECHNOLOGIES INC      COM              603158106     6145   153400 SH       DEFINED 03           153400        0        0
MINIMED INC                    COM              60365K108     4044    55220 SH       DEFINED 09 28 30          0        0    55220
MINNESOTA MNG & MFG CO         COM              604059105    29019   296500 SH       DEFINED 02 05 06          0        0   296500
MINNESOTA MNG & MFG CO         COM              604059105   195466  1997100 SH       DEFINED 07 08 09          0        0  1997100
MINNESOTA MNG & MFG CO         COM              604059105   445478  4551500 SH       DEFINED 10 11 12          0        0  4551500
MINNESOTA MNG & MFG CO         COM              604059105   303246  3098300 SH       DEFINED 13 15 16          0        0  3098300
MINNESOTA MNG & MFG CO         COM              604059105    95257   973260 SH       DEFINED 18 19 20          0        0   973260
MINNESOTA MNG & MFG CO         COM              604059105   160975  1644700 SH       DEFINED 22 23 26          0        0  1644700
MINNESOTA MNG & MFG CO         COM              604059105    28647   292690 SH       DEFINED 27 28 30          0        0   292690
MINNESOTA MNG & MFG CO         COM              604059105    34412   351600 SH       DEFINED 32 34             0        0   351600
MINNESOTA MNG & MFG CO         COM              604059105      433     4500 SH       DEFINED 37             4500        0        0
MINNESOTA MNG & MFG CO         COM              604059105   168957  1726263 SH       DEFINED 03          1400963        0   325300
MIPS TECHNOLOGIES INC          CL A             604567107     9074   174500 SH       DEFINED 13                0        0   174500
MIRAGE RESORTS INC             COM              60462E104    55455  3621600 SH       DEFINED 02 05 09          0        0  3621600
MIRAGE RESORTS INC             COM              60462E104    31277  2042600 SH       DEFINED 15 16 22          0        0  2042600
MIRAGE RESORTS INC             COM              60462E104    94929  6199500 SH       DEFINED 28 30 34          0        0  6199500
MIRAGE RESORTS INC             COM              60462E104     3768   246130 SH       DEFINED 03           193430        0    52700
MISSION CRITICAL SOFTWARE INC  COM              605047109     2121    30300 SH       DEFINED 13                0        0    30300
MISSION CRITICAL SOFTWARE INC  COM              605047109     1421    20300 SH       DEFINED 03            20300        0        0
MITCHELL ENERGY & DEV CORP     CL A             606592202     2142    97100 SH       DEFINED 07                0        0    97100
MITEL CORP                     COM              606711109      634    46000 SH       DEFINED 02                0        0    46000
MOBILE AMER CORP FLA           COM PAR $0.025   607235504      217   112300 SH       DEFINED 07                0        0   112300
MOBILE MINI INC                COM              60740F105      494    23000 SH       DEFINED 26                0        0    23000
MOBILE MINI INC                COM              60740F105     4745   220700 SH       DEFINED 03           220700        0        0
MOCON INC                      COM              607494101      717   119600 SH       DEFINED 07                0        0   119600
MODIS PROFESSIONAL SVCS INC    COM              607830106    43455  3049500 SH       DEFINED 02 09 12          0        0  3049500
MODIS PROFESSIONAL SVCS INC    COM              607830106     2374   166600 SH       DEFINED 15 22 34          0        0   166600
MODIS PROFESSIONAL SVCS INC    COM              607830106      396    27800 SH       DEFINED 03             5100        0    22700
MOHAWK INDS INC                COM              608190104     5728   217200 SH       DEFINED 02 04 12          0        0   217200
MOHAWK INDS INC                COM              608190104     8607   326350 SH       DEFINED 15 21 28          0        0   326350
MOHAWK INDS INC                COM              608190104       21      800 SH       DEFINED 34                0        0      800
MOHAWK INDS INC                COM              608190104     8156   309235 SH       DEFINED 37 03        309235        0        0
MOLEX INC                      COM              608554101     6991   123333 SH       DEFINED 37 03        123333        0        0
MOLEX INC                      CL A             608554200   133244  2944633 SH       DEFINED 05 15 28          0        0  2944633
MOLEX INC                      CL A             608554200     5625   124328 SH       DEFINED 30                0        0   124328
MOLEX INC                      CL A             608554200      452    10000 SH       DEFINED 03            10000        0        0
MONACO COACH CORP              COM              60886R103    14245   557300 SH       DEFINED 02 07 26          0        0   557300
MONRO MUFFLER BRAKE INC        COM              610236101     5580   744000 SH       DEFINED 07                0        0   744000
MONSANTO CO                    COM              611662107   191042  5362600 SH       DEFINED 09 10 12          0        0  5362600
MONSANTO CO                    COM              611662107   194394  5456700 SH       DEFINED 13 15 16          0        0  5456700
MONSANTO CO                    COM              611662107    15347   430800 SH       DEFINED 21 22 26          0        0   430800
MONSANTO CO                    COM              611662107     2041    57300 SH       DEFINED 28                0        0    57300
MONSANTO CO                    COM              611662107      361    10170 SH       DEFINED 37            10170        0        0
MONSANTO CO                    COM              611662107    61833  1735671 SH       DEFINED 03          1412771        0   322900
MONSANTO CO                    ADJ CONVR RATE   611662305    48838  1526200 SH       DEFINED 09 11 22          0        0  1526200
MONSANTO CO                    ADJ CONVR RATE   611662305     3283   102600 SH       DEFINED 27 30             0        0   102600
MONSANTO CO                    ADJ CONVR RATE   611662305     2672    83500 SH       DEFINED 03            62700        0    20800
MONTANA POWER CO               COM              612085100    34259   950000 SH       DEFINED 13                0        0   950000
MONTANA POWER CO               COM              612085100     4597   127480 SH       DEFINED 37 03        127480        0        0
MONTEREY PASTA CO              COM              612570101      683   173500 SH       DEFINED 07                0        0   173500
MONY GROUP INC                 COM              615337102    33145  1135600 SH       DEFINED 13                0        0  1135600
MOOG INC                       CL A             615394202        5      200 SH       DEFINED 03              200        0        0
MOORE LTD                      COM              615785102       50     8300 SH       DEFINED 02                0        0     8300
MOORE LTD                      COM              615785102      706   116500 SH       DEFINED 37           116500        0        0
MORGAN J P & CO INC            COM              616880100    35720   282100 SH       DEFINED 02 12 23          0        0   282100
MORGAN J P & CO INC            COM              616880100    51622   407680 SH       DEFINED 28 32             0        0   407680
MORGAN J P & CO INC            COM              616880100    17768   140324 SH       DEFINED 37 03        140324        0        0
MORGAN KEEGAN INC              COM              617410105      952    56625 SH       DEFINED 15                0        0    56625
MORGAN STAN D WITTER ASIA PAC  COM              61744U106    16341  1383400 SH       DEFINED 02 19 21          0        0  1383400
MORGAN STAN D WITTER ASIA PAC  COM              61744U106     3589   303900 SH       DEFINED 22 26 03          0        0   303900
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448   172199  1206300 SH       DEFINED 02 05 06          0        0  1206300
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448   973445  6819235 SH       DEFINED 07 09 10          0        0  6819235
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448   445746  3122600 SH       DEFINED 11 12 13          0        0  3122600
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448   453050  3173735 SH       DEFINED 15 16 19          0        0  3173735
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448   163505  1145400 SH       DEFINED 21 22 23          0        0  1145400
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448    59787   418850 SH       DEFINED 26 27 28          0        0   418850
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448    45337   317600 SH       DEFINED 30 32 34          0        0   317600
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448      618     4376 SH       DEFINED 37             4376        0        0
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448   205372  1438684 SH       DEFINED 03          1040484        0   398200
MORGAN STANLEY DEAN WITTER     QUALT MUN INCM   61745P734       16     1333 SH       DEFINED 37             1333        0        0
MORRISON MGMT SPECIALISTS INC  COM              618459101      625    29000 SH       DEFINED 26                0        0    29000
MORTONS RESTAURANT GROUP INC   COM              619429103    12692   818900 SH       DEFINED 07 26 28          0        0   818900
MOTHERNATURE COM INC           COM              61978K105      300    41100 SH       DEFINED 10 12 23          0        0    41100
MOTHERNATURE COM INC           COM              61978K105        1      210 SH       DEFINED 26 28             0        0      210
MOTHERS WK INC                 COM              619903107     3540   304538 SH       DEFINED 07 22 27          0        0   304538
MOTHERS WK INC                 COM              619903107        4      390 SH       DEFINED 30 03           230        0      160
MOTOROLA INC                   COM              620076109   286901  1948400 SH       DEFINED 02 04 05          0        0  1948400
MOTOROLA INC                   COM              620076109   517201  3512406 SH       DEFINED 06 07 08          0        0  3512406
MOTOROLA INC                   COM              620076109  1784964 12122000 SH       DEFINED 09 10 11          0        0 12122000
MOTOROLA INC                   COM              620076109  1629674 11067400 SH       DEFINED 12 13 15          0        0 11067400
MOTOROLA INC                   COM              620076109  1285024  8726820 SH       DEFINED 16 19 20          0        0  8726820
MOTOROLA INC                   COM              620076109   348437  2366300 SH       DEFINED 21 22 23          0        0  2366300
MOTOROLA INC                   COM              620076109   465274  3159760 SH       DEFINED 26 27 28          0        0  3159760
MOTOROLA INC                   COM              620076109    38314   260200 SH       DEFINED 29 30 31          0        0   260200
MOTOROLA INC                   COM              620076109   297989  2023700 SH       DEFINED 32 34             0        0  2023700
MOTOROLA INC                   COM              620076109   529273  3594384 SH       DEFINED 37 03       2929540        0   664844
MOUNTAIN PROV MNG INC          COM NEW          62426E402     1159   947400 SH       DEFINED 25                0        0   947400
MOUNTAIN PROV MNG INC          COM NEW          62426E402       56    47200 SH       DEFINED 03            47200        0        0
MOVADO GROUP INC               COM              624580106    22161  1016000 SH       DEFINED 07 28             0        0  1016000
MUELLER INDS INC               COM              624756102     7456   205700 SH       DEFINED 12 26 32          0        0   205700
MUELLER INDS INC               COM              624756102      862    23800 SH       DEFINED 03            23800        0        0
MULTEX COM INC                 COM              625367107    18248   485000 SH       DEFINED 13                0        0   485000
MUNIYIELD CALIF INSD FD INC    COM              62629K106        8      750 SH       DEFINED 37              750        0        0
MURPHY OIL CORP                COM              626717102     6218   108390 SH       DEFINED 12 23 28          0        0   108390
MURPHY OIL CORP                COM              626717102     1646    28700 SH       DEFINED 03            28700        0        0
MUSICLAND STORES CORP          COM              62758B109     1350   160000 SH       DEFINED 26                0        0   160000
MUTUAL RISK MGMT LTD           COM              628351108     1622    96500 SH       DEFINED 02 07 15          0        0    96500
MUTUAL RISK MGMT LTD           COM              628351108    47027  2797200 SH       DEFINED 20 32 34          0        0  2797200
MUTUAL RISK MGMT LTD           COM              628351108    10237   608936 SH       DEFINED 37 03        608936        0        0
MYLAN LABS INC                 COM              628530107      314    12800 SH       DEFINED 37            12800        0        0
MYRIAD GENETICS INC            COM              62855J104    16279   353900 SH       DEFINED 15 26             0        0   353900
MYPOINTS COM INC               COM              62855T102     7490   101226 SH       DEFINED 04 21 26          0        0   101226
MYPOINTS COM INC               COM              62855T102     1102    14900 SH       DEFINED 28 03             0        0    14900
NABI INC                       COM              628716102     2066   446800 SH       DEFINED 15                0        0   446800
NBC INTERNET INC               CL A             62873D105    33696   436200 SH       DEFINED 10 13 15          0        0   436200
NBC INTERNET INC               CL A             62873D105        1       20 SH       DEFINED 30                0        0       20
NBC INTERNET INC               CL A             62873D105      262     3400 SH       DEFINED 03             3400        0        0
NBTY INC                       COM              628782104     1618   140000 SH       DEFINED 28                0        0   140000
NBTY INC                       COM              628782104      370    32000 SH       DEFINED 03            32000        0        0
NCI BUILDING SYS INC           COM              628852105    15064   814300 SH       DEFINED 07 28             0        0   814300
NCO GROUP INC                  COM              628858102     1895    62911 SH       DEFINED 02 15 21          0        0    62911
NCO GROUP INC                  COM              628858102     1262    41900 SH       DEFINED 26 34             0        0    41900
NCO GROUP INC                  COM              628858102     6467   214700 SH       DEFINED 03           214700        0        0
NCR CORP NEW                   COM              62886E108    32047   846148 SH       DEFINED 02 09 12          0        0   846148
NCR CORP NEW                   COM              62886E108    34101   900360 SH       DEFINED 15 16 19          0        0   900360
NCR CORP NEW                   COM              62886E108    64777  1710300 SH       DEFINED 20 22 23          0        0  1710300
NCR CORP NEW                   COM              62886E108    13546   357670 SH       DEFINED 28 30 32          0        0   357670
NCR CORP NEW                   COM              62886E108     2060    54400 SH       DEFINED 34                0        0    54400
NCR CORP NEW                   COM              62886E108       15      415 SH       DEFINED 37              415        0        0
NCR CORP NEW                   COM              62886E108     5048   133300 SH       DEFINED 03            24400        0   108900
NDS GROUP PLC                  SPONSORED ADR    628891103      497    16300 SH       DEFINED 15 21             0        0    16300
NS GROUP INC                   COM              628916108      190    25000 SH       DEFINED 15                0        0    25000
NEC CORP                       ADR              629050204      463     3800 SH       DEFINED 15                0        0     3800
NFO WORLDWIDE INC              COM              62910N108    10129   452700 SH       DEFINED 07                0        0   452700
NFO WORLDWIDE INC              COM              62910N108     1951    87200 SH       DEFINED 03            87200        0        0
NL INDS INC                    COM NEW          629156407       31     2100 SH       DEFINED 03             2100        0        0
NPS PHARMACEUTICALS INC        COM              62936P103     4226   345000 SH       DEFINED 15                0        0   345000
NTL INC                        COM              629407107   117080   938525 SH       DEFINED 13 15 20          0        0   938525
NTL INC                        COM              629407107   130753  1048125 SH       DEFINED 22 27 28          0        0  1048125
NTL INC                        COM              629407107     5489    44000 SH       DEFINED 32                0        0    44000
NTL INC                        COM              629407107     1401    11237 SH       DEFINED 37 03         11237        0        0
NVR INC                        COM              62944T105      716    15000 SH       DEFINED 26                0        0    15000
NVR INC                        COM              62944T105     1456    30500 SH       DEFINED 03            30500        0        0
NYMAGIC INC                    COM              629484106     2425   183900 SH       DEFINED 07                0        0   183900
NABISCO GROUP HLDG CORP        COM              62952P102    17758  1671400 SH       DEFINED 02 04 05          0        0  1671400
NABISCO GROUP HLDG CORP        COM              62952P102    62526  5884800 SH       DEFINED 06 07 09          0        0  5884800
NABISCO GROUP HLDG CORP        COM              62952P102    30404  2861600 SH       DEFINED 10 11 12          0        0  2861600
NABISCO GROUP HLDG CORP        COM              62952P102    63269  5954800 SH       DEFINED 15 16 21          0        0  5954800
NABISCO GROUP HLDG CORP        COM              62952P102    74769  7037100 SH       DEFINED 22 27 28          0        0  7037100
NABISCO GROUP HLDG CORP        COM              62952P102     7354   692150 SH       DEFINED 29 30 34          0        0   692150
NABISCO GROUP HLDG CORP        COM              62952P102    18555  1746359 SH       DEFINED 03          1169459        0   576900
NABISCO HLDGS CORP             CL A             629526104    62595  1979300 SH       DEFINED 02 07 09          0        0  1979300
NABISCO HLDGS CORP             CL A             629526104    31049   981800 SH       DEFINED 11 12 15          0        0   981800
NABISCO HLDGS CORP             CL A             629526104    64626  2043530 SH       DEFINED 19 22 27          0        0  2043530
NABISCO HLDGS CORP             CL A             629526104    24300   768400 SH       DEFINED 28 30 34          0        0   768400
NABISCO HLDGS CORP             CL A             629526104    17164   542750 SH       DEFINED 03           240250        0   302500
NABORS INDS INC                COM              629568106    13113   423875 SH       DEFINED 02 09 12          0        0   423875
NABORS INDS INC                COM              629568106    53251  1721254 SH       DEFINED 13 15 26          0        0  1721254
NABORS INDS INC                COM              629568106     8551   276420 SH       DEFINED 28 30 34          0        0   276420
NABORS INDS INC                COM              629568106    21219   685876 SH       DEFINED 03           685876        0        0
NACCO INDS INC                 CL A             629579103      357     6435 SH       DEFINED 03             6435        0        0
NAM TAI ELECTRS INC            WT EXP  110100   629865148      105   140000 SH       DEFINED 07                0        0   140000
NAM TAI ELECTRS INC            COM PAR $0.02    629865205     5987   431500 SH       DEFINED 07                0        0   431500
NANOMETRICS INC                COM              630077105    14087   700000 SH       DEFINED 07                0        0   700000
NATIONAL AUSTRALIA BK LTD      CAP UTS EXCHBL   632525309     2121    76800 SH       DEFINED 21                0        0    76800
NATIONAL AUSTRALIA BK LTD      SPONSORED ADR    632525408        4       56 SH       DEFINED 37               56        0        0
NATIONAL BEVERAGE CORP         COM              635017106     2413   292500 SH       DEFINED 07                0        0   292500
NATIONAL CITY CORP             COM              635405103    11910   502849 SH       DEFINED 37 03        502849        0        0
NATIONAL COMM BANCORP          COM              635449101     5315   234300 SH       DEFINED 15                0        0   234300
NATIONAL COMPUTER SYS INC      COM              635519101    54815  1456900 SH       DEFINED 13 20 32          0        0  1456900
NATIONAL COMPUTER SYS INC      COM              635519101     8721   231800 SH       DEFINED 03           231800        0        0
NATIONAL DATA CORP             COM              635621105     1520    44800 SH       DEFINED 07 15             0        0    44800
NATIONAL DATA CORP             COM              635621105     2199    64800 SH       DEFINED 03            64800        0        0
NATIONAL FUEL GAS CO N J       COM              636180101      651    14000 SH       DEFINED 15                0        0    14000
NATIONAL INFO CONSORTIUM INC   COM              636491102    12800   400000 SH       DEFINED 13                0        0   400000
NATIONAL INSTRS CORP           COM              636518102    35323   923500 SH       DEFINED 06 15 20          0        0   923500
NATIONAL INSTRS CORP           COM              636518102     6242   163200 SH       DEFINED 21 26 32          0        0   163200
NATIONAL INSTRS CORP           COM              636518102    13886   363050 SH       DEFINED 03           363050        0        0
NATIONAL-OILWELL INC           COM              637071101     2072   132100 SH       DEFINED 13                0        0   132100
NATIONAL-OILWELL INC           COM              637071101     3341   213000 SH       DEFINED 03           213000        0        0
NATIONAL R V HLDGS INC         COM              637277104     9051   470200 SH       DEFINED 02 07 26          0        0   470200
NATIONAL R V HLDGS INC         COM              637277104      296    15400 SH       DEFINED 03            15400        0        0
NATIONAL SEMICONDUCTOR CORP    COM              637640103    37122   867100 SH       DEFINED 02 04 05          0        0   867100
NATIONAL SEMICONDUCTOR CORP    COM              637640103   510718 11929200 SH       DEFINED 09 12 13          0        0 11929200
NATIONAL SEMICONDUCTOR CORP    COM              637640103   304371  7109400 SH       DEFINED 15 20 23          0        0  7109400
NATIONAL SEMICONDUCTOR CORP    COM              637640103   126210  2947990 SH       DEFINED 28 30 32          0        0  2947990
NATIONAL SEMICONDUCTOR CORP    COM              637640103     3514    82100 SH       DEFINED 34                0        0    82100
NATIONAL SEMICONDUCTOR CORP    COM              637640103    24102   562989 SH       DEFINED 03           562989        0        0
NATIONAL SVC INDS INC          COM              637657107      941    31907 SH       DEFINED 03            31907        0        0
NATIONAL WESTN LIFE INS CO     CL A             638522102    11666   170000 SH       DEFINED 07                0        0   170000
NATIONAL WESTMINSTER BK PLC    ADR              638539403       60      467 SH       DEFINED 37              467        0        0
NATIONWIDE FINL SVCS INC       CL A             638612101     7557   270500 SH       DEFINED 02 15 34          0        0   270500
NATIONWIDE FINL SVCS INC       CL A             638612101     5274   188800 SH       DEFINED 03           188800        0        0
NATROL INC                     COM              638789107      665    95000 SH       DEFINED 28                0        0    95000
NATURAL MICROSYSTEMS CORP      COM              638882100    67662  1445400 SH       DEFINED 09 13 28          0        0  1445400
NATURAL MICROSYSTEMS CORP      COM              638882100      136     2920 SH       DEFINED 30                0        0     2920
NATURES SUNSHINE PRODUCTS INC  COM              639027101    10640  1330000 SH       DEFINED 07 28             0        0  1330000
NAUTICA ENTERPRISES INC        COM              639089101    46855  4141900 SH       DEFINED 07 09 26          0        0  4141900
NAUTICA ENTERPRISES INC        COM              639089101     1700   150310 SH       DEFINED 28 30             0        0   150310
NAVISTAR INTL CORP NEW         COM              63934E108   173401  3660200 SH       DEFINED 02 04 07          0        0  3660200
NAVISTAR INTL CORP NEW         COM              63934E108    32873   693900 SH       DEFINED 09 15 19          0        0   693900
NAVISTAR INTL CORP NEW         COM              63934E108    50913  1074700 SH       DEFINED 21 22 23          0        0  1074700
NAVISTAR INTL CORP NEW         COM              63934E108   118986  2511587 SH       DEFINED 34 03       2125487        0   386100
NAVISITE INC                   COM              63935M109     9560    95600 SH       DEFINED 13 29             0        0    95600
NAVISITE INC                   COM              63935M109       60      600 SH       DEFINED 03              600        0        0
NAVIGANT CONSULTING INC        COM              63935N107        0       63 SH       DEFINED 37               63        0        0
NEIMAN MARCUS GROUP INC        CL A             640204202    18681   668700 SH       DEFINED 10                0        0   668700
NEIMAN MARCUS GROUP INC        CL B             640204301     7220   268035 SH       DEFINED 02 08 10          0        0   268035
NEIMAN MARCUS GROUP INC        CL B             640204301       26      976 SH       DEFINED 15 34             0        0      976
NEIMAN MARCUS GROUP INC        CL B             640204301      140     5242 SH       DEFINED 37 03          5242        0        0
NEOMAGIC CORP                  COM              640497103        0       58 SH       DEFINED 37               58        0        0
NETBANK INC                    COM              640933107     5550   300000 SH       DEFINED 13                0        0   300000
NETWORKS ASSOCS INC            SB DB CV ZERO 18 640938AB2     4168 11500000 PRN      DEFINED 11                0        0        0
NETWORKS ASSOCS INC            COM              640938106        0        6 SH       DEFINED 30                0        0        6
NETCENTIVES INC                COM              64108P101     3302    53000 SH       DEFINED 10                0        0    53000
NETCREATIONS INC               COM              64110N102      994    22600 SH       DEFINED 02 10 15          0        0    22600
NETCREATIONS INC               COM              64110N102       30      700 SH       DEFINED 34                0        0      700
NETEGRITY INC                  COM              64110P107    34196   600600 SH       DEFINED 16 29             0        0   600600
NETOPIA INC                    COM              64114K104      190     3500 SH       DEFINED 02                0        0     3500
NETSOLVE INC                   COM              64115J106       12      400 SH       DEFINED 26                0        0      400
NETIQ CORP                     COM              64115P102    34756   667600 SH       DEFINED 15 16 20          0        0   667600
NETIQ CORP                     COM              64115P102     4555    87500 SH       DEFINED 32                0        0    87500
NETSCOUT SYS INC               COM              64115T104     7750   250000 SH       DEFINED 02 32             0        0   250000
NETOPTIX CORP                  COM              64116F103     1995    29900 SH       DEFINED 04                0        0    29900
NETRATINGS INC                 COM              64116M108      794    16500 SH       DEFINED 02 10 12          0        0    16500
NETRATINGS INC                 COM              64116M108       57     1200 SH       DEFINED 15 28 34          0        0     1200
NETWORK APPLIANCE INC          COM              64120L104    13937   167800 SH       DEFINED 02 04 09          0        0   167800
NETWORK APPLIANCE INC          COM              64120L104   784006  9438754 SH       DEFINED 10 11 13          0        0  9438754
NETWORK APPLIANCE INC          COM              64120L104   169648  2042418 SH       DEFINED 15 16 21          0        0  2042418
NETWORK APPLIANCE INC          COM              64120L104   175511  2113008 SH       DEFINED 22 23 28          0        0  2113008
NETWORK APPLIANCE INC          COM              64120L104    19484   234580 SH       DEFINED 30 34             0        0   234580
NETWORK APPLIANCE INC          COM              64120L104    90393  1088164 SH       DEFINED 37 03        888050        0   200114
NETWORK SOLUTIONS INC DEL      COM              64121Q102     3459    15900 SH       DEFINED 02 15             0        0    15900
NETZERO INC                    COM              64122R109    78654  2919900 SH       DEFINED 09 13 16          0        0  2919900
NETZERO INC                    COM              64122R109     1864    69210 SH       DEFINED 28 30             0        0    69210
NEUBERGER BERMAN INC           COM              641234109      870    35000 SH       DEFINED 15                0        0    35000
NEUROCRINE BIOSCIENCES INC     COM              64125C109     4029   162800 SH       DEFINED 15                0        0   162800
NEW CENTURY ENERGIES INC       COM              64352U103     2763    90990 SH       DEFINED 03            90990        0        0
NEW ENGLAND BUSINESS SVC INC   COM              643872104    19251   787800 SH       DEFINED 09 22             0        0   787800
NEW ENGLAND BUSINESS SVC INC   COM              643872104      557    22800 SH       DEFINED 03             9600        0    13200
NEW ENGLAND ELEC SYS           COM              644001109       21      410 SH       DEFINED 37              410        0        0
NEW ERA OF NETWORKS INC        COM              644312100     5181   108800 SH       DEFINED 02 04 09          0        0   108800
NEW ERA OF NETWORKS INC        COM              644312100   109256  2294100 SH       DEFINED 10 13 15          0        0  2294100
NEW ERA OF NETWORKS INC        COM              644312100    81148  1703900 SH       DEFINED 16 22 28          0        0  1703900
NEW ERA OF NETWORKS INC        COM              644312100     8378   175930 SH       DEFINED 29 30 34          0        0   175930
NEW ERA OF NETWORKS INC        COM              644312100    10848   227800 SH       DEFINED 03           227800        0        0
NEW HORIZONS WORLDWIDE INC     COM              645526104      178    15000 SH       DEFINED 07                0        0    15000
NEW JERSEY RES                 COM              646025106      363     9300 SH       DEFINED 15                0        0     9300
NEW JERSEY RES                 COM              646025106       19      494 SH       DEFINED 37              494        0        0
NEW PLAN EXCEL RLTY TR INC     COM              648053106     7373   466280 SH       DEFINED 09 12 35          0        0   466280
NEW PLAN EXCEL RLTY TR INC     COM              648053106     2666   168640 SH       DEFINED 03           168640        0        0
NEW YORK TIMES CO              CL A             650111107    26350   536400 SH       DEFINED 02 07 15          0        0   536400
NEW YORK TIMES CO              CL A             650111107    25638   521900 SH       DEFINED 20 26 28          0        0   521900
NEW YORK TIMES CO              CL A             650111107    14098   287000 SH       DEFINED 32 34             0        0   287000
NEW YORK TIMES CO              CL A             650111107    40120   816708 SH       DEFINED 37 03        557808        0   258900
NEWBRIDGE NETWORKS CORP        COM              650901101     7134   315720 SH       DEFINED 02 07 15          0        0   315720
NEWBRIDGE NETWORKS CORP        COM              650901101     4281   189400 SH       DEFINED 34                0        0   189400
NEWBRIDGE NETWORKS CORP        COM              650901101     1093    48470 SH       DEFINED 03            38270        0    10200
NEWELL RUBBERMAID INC          COM              651229106    98252  3388000 SH       DEFINED 02 09 10          0        0  3388000
NEWELL RUBBERMAID INC          COM              651229106   102516  3535039 SH       DEFINED 15 16 22          0        0  3535039
NEWELL RUBBERMAID INC          COM              651229106    16984   585662 SH       DEFINED 28 34 03     267032        0   318630
NEWFIELD EXPL CO               COM              651290108    86843  3246500 SH       DEFINED 15 16 22          0        0  3246500
NEWFIELD EXPL CO               COM              651290108    30714  1148200 SH       DEFINED 28 29             0        0  1148200
NEWFIELD EXPL CO               COM              651290108    10068   376400 SH       DEFINED 03           376400        0        0
NEWHALL LAND & FARMING CO CAL  DEPOSITARY REC   651426108     5321   197100 SH       DEFINED 09                0        0   197100
NEWMONT MINING CORP            COM              651639106    31759  1296300 SH       DEFINED 02 04 06          0        0  1296300
NEWMONT MINING CORP            COM              651639106    50585  2064700 SH       DEFINED 07 09 11          0        0  2064700
NEWMONT MINING CORP            COM              651639106   154303  6298115 SH       DEFINED 12 13 15          0        0  6298115
NEWMONT MINING CORP            COM              651639106    15363   627100 SH       DEFINED 19 20 21          0        0   627100
NEWMONT MINING CORP            COM              651639106    85380  3484900 SH       DEFINED 22 26 28          0        0  3484900
NEWMONT MINING CORP            COM              651639106     4194   171220 SH       DEFINED 30 32 34          0        0   171220
NEWMONT MINING CORP            COM              651639106    20191   824146 SH       DEFINED 03           500546        0   323600
NEWPARK RES INC                COM PAR $.01NEW  651718504      724   118300 SH       DEFINED 15                0        0   118300
NEWPARK RES INC                COM PAR $.01NEW  651718504      182    29800 SH       DEFINED 03            29800        0        0
NEWPORT NEWS SHIPBUILDING INC  COM              652228107    12592   457900 SH       DEFINED 07 12 15          0        0   457900
NEWPORT NEWS SHIPBUILDING INC  COM              652228107     6897   250800 SH       DEFINED 26 29             0        0   250800
NEWPORT NEWS SHIPBUILDING INC  COM              652228107     8681   315700 SH       DEFINED 03           201000        0   114700
NEWS CORP LTD                  ADR NEW          652487703    44190  1155300 SH       DEFINED 02 05 06          0        0  1155300
NEWS CORP LTD                  ADR NEW          652487703   288362  7538900 SH       DEFINED 07 10 11          0        0  7538900
NEWS CORP LTD                  ADR NEW          652487703    90545  2367200 SH       DEFINED 13 15 19          0        0  2367200
NEWS CORP LTD                  ADR NEW          652487703    22896   598600 SH       DEFINED 21 22 28          0        0   598600
NEWS CORP LTD                  ADR NEW          652487703    16079   420370 SH       DEFINED 37 03        290870        0   129500
NEWS CORP LTD                  SP ADR PFD       652487802    61287  1832900 SH       DEFINED 05 06 07          0        0  1832900
NEWS CORP LTD                  SP ADR PFD       652487802    56378  1686100 SH       DEFINED 11 19 21          0        0  1686100
NEWS CORP LTD                  SP ADR PFD       652487802    10365   310000 SH       DEFINED 22 28 03      25900        0   284100
NEXTCARD INC                   COM              65332K107    66268  2295000 SH       DEFINED 13                0        0  2295000
NEXTEL COMMUNICATIONS INC      CL A             65332V103    66092   640900 SH       DEFINED 02 04 05          0        0   640900
NEXTEL COMMUNICATIONS INC      CL A             65332V103   303795  2945900 SH       DEFINED 06 07 09          0        0  2945900
NEXTEL COMMUNICATIONS INC      CL A             65332V103   589936  5720600 SH       DEFINED 10 12 13          0        0  5720600
NEXTEL COMMUNICATIONS INC      CL A             65332V103   434582  4214130 SH       DEFINED 15 16 19          0        0  4214130
NEXTEL COMMUNICATIONS INC      CL A             65332V103   531179  5150830 SH       DEFINED 20 21 22          0        0  5150830
NEXTEL COMMUNICATIONS INC      CL A             65332V103    22821   221300 SH       DEFINED 23 26 27          0        0   221300
NEXTEL COMMUNICATIONS INC      CL A             65332V103   198400  1923880 SH       DEFINED 28 30 32          0        0  1923880
NEXTEL COMMUNICATIONS INC      CL A             65332V103    18046   175000 SH       DEFINED 34                0        0   175000
NEXTEL COMMUNICATIONS INC      CL A             65332V103   159514  1546820 SH       DEFINED 37 03        811990        0   734830
NEXTLINK COMMUNICATIONS INC    CL A             65333H707    82730   996000 SH       DEFINED 09 13 15          0        0   996000
NEXTLINK COMMUNICATIONS INC    CL A             65333H707   321850  3874800 SH       DEFINED 20 22 28          0        0  3874800
NEXTLINK COMMUNICATIONS INC    CL A             65333H707    36638   441100 SH       DEFINED 32 34             0        0   441100
NEXTLINK COMMUNICATIONS INC    CL A             65333H707     3538    42600 SH       DEFINED 03             8200        0    34400
NEXT LEVEL COMM INC            COM              65333U104    26842   358500 SH       DEFINED 10 15 16          0        0   358500
NIAGARA MOHAWK HLDGS INC       COM              653520106   114645  8225700 SH       DEFINED 09 12 22          0        0  8225700
NIAGARA MOHAWK HLDGS INC       COM              653520106    18306  1313503 SH       DEFINED 26 28 03     924303        0   389200
NICOR INC                      COM              654086107     1209    37219 SH       DEFINED 03            37219        0        0
NIKE INC                       CL B             654106103   199013  4015400 SH       DEFINED 02 07 10          0        0  4015400
NIKE INC                       CL B             654106103   243351  4910000 SH       DEFINED 12 13 15          0        0  4910000
NIKE INC                       CL B             654106103    84337  1701640 SH       DEFINED 18 23 28          0        0  1701640
NIKE INC                       CL B             654106103     5109   103100 SH       DEFINED 32 34             0        0   103100
NIKE INC                       CL B             654106103    27441   553677 SH       DEFINED 37 03        487677        0    66000
99 CENTS ONLY STORES           COM              65440K106     5175   135300 SH       DEFINED 20 32             0        0   135300
99 CENTS ONLY STORES           COM              65440K106     1321    34555 SH       DEFINED 03            34555        0        0
NIPPON TELEG & TEL CORP        SPONSORED ADR    654624105      775     9000 SH       DEFINED 19                0        0     9000
NIPPON TELEG & TEL CORP        SPONSORED ADR    654624105        3       40 SH       DEFINED 37               40        0        0
NOBLE AFFILIATES INC           COM              654894104     3123   145700 SH       DEFINED 02 09 15          0        0   145700
NOBLE AFFILIATES INC           COM              654894104    76083  3549100 SH       DEFINED 16 22 28          0        0  3549100
NOBLE AFFILIATES INC           COM              654894104      460    21500 SH       DEFINED 30 34             0        0    21500
NOBLE AFFILIATES INC           COM              654894104      134     6300 SH       DEFINED 37 03          6300        0        0
NOKIA CORP                     SPONSORED ADR    654902204   201780  1062000 SH       DEFINED 02 04 05          0        0  1062000
NOKIA CORP                     SPONSORED ADR    654902204  1596703  8403700 SH       DEFINED 06 09 10          0        0  8403700
NOKIA CORP                     SPONSORED ADR    654902204   545775  2872500 SH       DEFINED 11 12 13          0        0  2872500
NOKIA CORP                     SPONSORED ADR    654902204   589049  3100260 SH       DEFINED 15 16 19          0        0  3100260
NOKIA CORP                     SPONSORED ADR    654902204   492309  2591100 SH       DEFINED 20 21 22          0        0  2591100
NOKIA CORP                     SPONSORED ADR    654902204   262067  1379300 SH       DEFINED 23 28 29          0        0  1379300
NOKIA CORP                     SPONSORED ADR    654902204    95570   503000 SH       DEFINED 30 32 34          0        0   503000
NOKIA CORP                     SPONSORED ADR    654902204   114906   604790 SH       DEFINED 37 03        349090        0   255700
NOBLE DRILLING CORP            COM              655042109    54384  1660600 SH       DEFINED 02 06 07          0        0  1660600
NOBLE DRILLING CORP            COM              655042109   141548  4322100 SH       DEFINED 09 12 13          0        0  4322100
NOBLE DRILLING CORP            COM              655042109   102291  3123390 SH       DEFINED 15 16 19          0        0  3123390
NOBLE DRILLING CORP            COM              655042109    15552   474900 SH       DEFINED 21 22 23          0        0   474900
NOBLE DRILLING CORP            COM              655042109     8776   267980 SH       DEFINED 28 30 34          0        0   267980
NOBLE DRILLING CORP            COM              655042109    94226  2877164 SH       DEFINED 37 03       2427764        0   449400
NORDSTROM INC                  COM              655664100    31558  1205100 SH       DEFINED 02 05 06          0        0  1205100
NORDSTROM INC                  COM              655664100    80412  3070640 SH       DEFINED 12 15 22          0        0  3070640
NORDSTROM INC                  COM              655664100    46877  1790070 SH       DEFINED 28 34             0        0  1790070
NORDSTROM INC                  COM              655664100     7361   281100 SH       DEFINED 37 03        136400        0   144700
NORFOLK SOUTHERN CORP          COM              655844108   110921  5410800 SH       DEFINED 10                0        0  5410800
NORFOLK SOUTHERN CORP          COM              655844108     6177   301313 SH       DEFINED 37 03        301313        0        0
NORTEL NETWORKS CORP           COM              656569100   282087  2802670 SH       DEFINED 02 06 07          0        0  2802670
NORTEL NETWORKS CORP           COM              656569100   384473  3813630 SH       DEFINED 10 12 13          0        0  3813630
NORTEL NETWORKS CORP           COM              656569100   321853  3192500 SH       DEFINED 15 16 18          0        0  3192500
NORTEL NETWORKS CORP           COM              656569100   120064  1190930 SH       DEFINED 19 20 21          0        0  1190930
NORTEL NETWORKS CORP           COM              656569100   184384  1828930 SH       DEFINED 22 23 28          0        0  1828930
NORTEL NETWORKS CORP           COM              656569100    72834   722450 SH       DEFINED 32 34             0        0   722450
NORTEL NETWORKS CORP           COM              656569100   143947  1425420 SH       DEFINED 37 03       1391520        0    33900
NORTH FORK BANCORPORATION NY   COM              659424105     6788   387900 SH       DEFINED 15                0        0   387900
NORTH FORK BANCORPORATION NY   COM              659424105     1163    66492 SH       DEFINED 03            66492        0        0
NORTHEAST UTILS                COM              664397106     6641   323000 SH       DEFINED 09                0        0   323000
NORTHEAST UTILS                COM              664397106     3139   152700 SH       DEFINED 37 03        152700        0        0
NORTHN STS PWR CO MINN         COM              665772109     2372   121676 SH       DEFINED 03           121676        0        0
NORTHERN TR CORP               COM              665859104    19909   375660 SH       DEFINED 02 07 09          0        0   375660
NORTHERN TR CORP               COM              665859104   182267  3439000 SH       DEFINED 15 16 20          0        0  3439000
NORTHERN TR CORP               COM              665859104    26696   503700 SH       DEFINED 21 23 28          0        0   503700
NORTHERN TR CORP               COM              665859104     9876   186340 SH       DEFINED 30 32 34          0        0   186340
NORTHERN TR CORP               COM              665859104    43895   828213 SH       DEFINED 37 03        588253        0   239960
NORTHPOINT COMMUNICATIONS HLDG COM              666610100    11577   482400 SH       DEFINED 11 16 21          0        0   482400
NORTHROP GRUMMAN CORP          COM              666807102    52018   962200 SH       DEFINED 15 16 32          0        0   962200
NORTHROP GRUMMAN CORP          COM              666807102     3147    58218 SH       DEFINED 03            58218        0        0
NORTHWEST AIRLS CORP           CL A             667280101    27230  1223850 SH       DEFINED 07 15 16          0        0  1223850
NORTHWEST AIRLS CORP           CL A             667280101       52     2350 SH       DEFINED 34                0        0     2350
NORTHWEST AIRLS CORP           CL A             667280101     2089    93900 SH       DEFINED 03            63600        0    30300
NORTHWEST NAT GAS CO           COM              667655104      300    13700 SH       DEFINED 15                0        0    13700
NORTHWEST PIPE CO              COM              667746101     1526   109000 SH       DEFINED 07                0        0   109000
NOVA CHEMICALS CORP            COM              66977W109    72281  3751240 SH       DEFINED 02 07 22          0        0  3751240
NOVA CHEMICALS CORP            COM              66977W109    27360  1418700 SH       DEFINED 28                0        0  1418700
NOVA CHEMICALS CORP            COM              66977W109      124     6460 SH       DEFINED 03             6460        0        0
NOVA CORP GA                   COM              669784100    27768   879800 SH       DEFINED 20 32             0        0   879800
NU HORIZONS ELECTRS CORP       COM              669908105     5189   391625 SH       DEFINED 07                0        0   391625
NOVADIGM INC                   COM              669937104     1245    60000 SH       DEFINED 26                0        0    60000
NOVAMERICAN STL INC            COM              669959108     8374   957100 SH       DEFINED 02                0        0   957100
NOVELL INC                     COM              670006105   112677  2821355 SH       DEFINED 02 13 15          0        0  2821355
NOVELL INC                     COM              670006105     2819    70600 SH       DEFINED 20 32 34          0        0    70600
NOVELL INC                     COM              670006105    10561   264447 SH       DEFINED 03           264447        0        0
NOVELLUS SYS INC               COM              670008101    19359   158000 SH       DEFINED 02 09 13          0        0   158000
NOVELLUS SYS INC               COM              670008101   249516  2036350 SH       DEFINED 15 16 18          0        0  2036350
NOVELLUS SYS INC               COM              670008101     6621    54040 SH       DEFINED 20 28 30          0        0    54040
NOVELLUS SYS INC               COM              670008101      833     6800 SH       DEFINED 32                0        0     6800
NOVELLUS SYS INC               COM              670008101    21120   172370 SH       DEFINED 03           100270        0    72100
NOVEN PHARMACEUTICALS INC      COM              670009109     3425   189000 SH       DEFINED 15                0        0   189000
NOVOSTE CORP                   COM              67010C100      298    18100 SH       DEFINED 15                0        0    18100
NOVOSTE CORP                   COM              67010C100     4657   282300 SH       DEFINED 03           282300        0        0
NOVO-NORDISK A S               ADR              670100205        1       30 SH       DEFINED 37               30        0        0
NSTAR                          COM              67019E107     6289   155300 SH       DEFINED 15                0        0   155300
NSTAR                          COM              67019E107       71     1772 SH       DEFINED 03             1772        0        0
NUCOR CORP                     COM              670346105    15243   278100 SH       DEFINED 04 05 06          0        0   278100
NUCOR CORP                     COM              670346105   208358  3801300 SH       DEFINED 09 10 11          0        0  3801300
NUCOR CORP                     COM              670346105   155985  2845800 SH       DEFINED 12 15 16          0        0  2845800
NUCOR CORP                     COM              670346105    93734  1710100 SH       DEFINED 18 22 28          0        0  1710100
NUCOR CORP                     COM              670346105    14859   271100 SH       DEFINED 29 32             0        0   271100
NUCOR CORP                     COM              670346105       18      333 SH       DEFINED 37              333        0        0
NUCOR CORP                     COM              670346105    29424   536820 SH       DEFINED 03           105420        0   431400
NUEVO ENERGY CO                COM              670509108     7611   405950 SH       DEFINED 02 09 11          0        0   405950
NUEVO ENERGY CO                COM              670509108     4288   228720 SH       DEFINED 15 25 28          0        0   228720
NUEVO ENERGY CO                COM              670509108     1747    93220 SH       DEFINED 30 34             0        0    93220
NUEVO ENERGY CO                COM              670509108     2460   131200 SH       DEFINED 03           131200        0        0
NUVEEN PREM INCOME MUN FD 4    COM              6706K4105        5      441 SH       DEFINED 37              441        0        0
NUVEEN CONN PREM INCOME MUN FD SH BEN INT       67060D107       29     2000 SH       DEFINED 37             2000        0        0
NUVEEN MUN ADVANTAGE FD INC    COM              67062H106      446    37000 SH       DEFINED 37            37000        0        0
NUVEEN INSD QUALITY MUN FD INC COM              67062N103        3      250 SH       DEFINED 37              250        0        0
NUVEEN MUN MKT OPPORTUNITY FD  COM              67062W103      970    79668 SH       DEFINED 37            79668        0        0
NVIDIA CORP                    COM              67066G104     1985    42300 SH       DEFINED 13                0        0    42300
NVIDIA CORP                    COM              67066G104     3107    66200 SH       DEFINED 03            66200        0        0
OM GROUP INC                   COM              670872100     4983   144700 SH       DEFINED 07                0        0   144700
OM GROUP INC                   COM              670872100      545    15850 SH       DEFINED 03            15850        0        0
NUVEEN QUALITY INCOME MUN FD   COM              670977107      112     9205 SH       DEFINED 37             9205        0        0
OAK INDS INC                   SB NT CV 144A 08 671400AJ8     1360   500000 PRN      DEFINED 11                0        0        0
OAK INDS INC                   SB NT CV4.875%08 671400AL3     5440  2000000 PRN      DEFINED 11                0        0        0
OAK INDS INC                   COM NEW          671400505     6717    63300 SH       DEFINED 03            63300        0        0
OAK TECHNOLOGY INC             COM              671802106     2440   258600 SH       DEFINED 10                0        0   258600
OAKLEY INC                     COM              673662102     2479   445700 SH       DEFINED 28                0        0   445700
OAKWOOD HOMES CORP             COM              674098108    19956  6260800 SH       DEFINED 07 10 34          0        0  6260800
OBJECT DESIGN INC              COM              674416102      145    10000 SH       DEFINED 28                0        0    10000
OCCIDENTAL PETE CORP DEL       COM              674599105    42317  1956900 SH       DEFINED 02 04 05          0        0  1956900
OCCIDENTAL PETE CORP DEL       COM              674599105   353759 16358800 SH       DEFINED 09 10 12          0        0 16358800
OCCIDENTAL PETE CORP DEL       COM              674599105    52896  2446100 SH       DEFINED 15 22 23          0        0  2446100
OCCIDENTAL PETE CORP DEL       COM              674599105   170753  7896130 SH       DEFINED 28 30 34          0        0  7896130
OCCIDENTAL PETE CORP DEL       COM              674599105       46     2205 SH       DEFINED 37             2205        0        0
OCCIDENTAL PETE CORP DEL       COM              674599105    25240  1167209 SH       DEFINED 03           409309        0   757900
OCEAN ENERGY INC TEX           COM              67481E106     6124   790300 SH       DEFINED 02 04 09          0        0   790300
OCEAN ENERGY INC TEX           COM              67481E106    10033  1294600 SH       DEFINED 12 15 21          0        0  1294600
OCEAN ENERGY INC TEX           COM              67481E106     3307   426720 SH       DEFINED 27 28 30          0        0   426720
OCEAN ENERGY INC TEX           COM              67481E106     7093   915270 SH       DEFINED 03           484570        0   430700
OCEANEERING INTL INC           COM              675232102    11991   802800 SH       DEFINED 07 15             0        0   802800
OCEANEERING INTL INC           COM              675232102     1269    85000 SH       DEFINED 03            85000        0        0
OCEANFIRST FINL CORP           COM              675234108      320    18500 SH       DEFINED 26                0        0    18500
OCTEL CORP                     COM              675727101    15272  1472000 SH       DEFINED 07                0        0  1472000
OCULAR SCIENCES INC            COM              675744106    30853  1634600 SH       DEFINED 07 15             0        0  1634600
OCULAR SCIENCES INC            COM              675744106     2253   119400 SH       DEFINED 03           119400        0        0
OCWEN FINL CORP                COM              675746101      729   116759 SH       DEFINED 27                0        0   116759
OCWEN FINL CORP                COM              675746101        0        4 SH       DEFINED 03                4        0        0
OFFICE DEPOT INC               LYON SUB ZERO 08 676220AB2     2710  4000000 PRN      DEFINED 11                0        0        0
OFFICE DEPOT INC               COM              676220106   143402 13111100 SH       DEFINED 02 05 10          0        0 13111100
OFFICE DEPOT INC               COM              676220106   116482 10649850 SH       DEFINED 15 20 28          0        0 10649850
OFFICE DEPOT INC               COM              676220106    18306  1673700 SH       DEFINED 30 32 34          0        0  1673700
OFFICE DEPOT INC               COM              676220106     3438   314384 SH       DEFINED 03           314384        0        0
OFFICIAL PMTS CORP             COM              676235104     2272    43700 SH       DEFINED 02 10 12          0        0    43700
OFFICIAL PMTS CORP             COM              676235104      104     2000 SH       DEFINED 15 28 34          0        0     2000
OFFSHORE LOGISTICS INC         COM              676255102     2468   263300 SH       DEFINED 07 15             0        0   263300
OGDEN CORP                     COM              676346109    28473  2385200 SH       DEFINED 02 12 15          0        0  2385200
OGDEN CORP                     COM              676346109       14     1200 SH       DEFINED 19 34             0        0     1200
OGDEN CORP                     COM              676346109    32429  2716600 SH       DEFINED 03          2341900        0   374700
OILGEAR CO                     COM              678042102      964   140300 SH       DEFINED 07                0        0   140300
OLD DOMINION FGHT LINES INC    COM              679580100     8935   831200 SH       DEFINED 07                0        0   831200
OLD KENT FINL CORP             COM              679833103     3320    93869 SH       DEFINED 03            93869        0        0
OLD REP INTL CORP              COM              680223104       21     1625 SH       DEFINED 37             1625        0        0
OLIN CORP                      COM PAR $1       680665205    54549  2753300 SH       DEFINED 04 09 12          0        0  2753300
OLIN CORP                      COM PAR $1       680665205    36078  1821000 SH       DEFINED 15 18 21          0        0  1821000
OLIN CORP                      COM PAR $1       680665205    26273  1326100 SH       DEFINED 22 03        374100        0   952000
OLSTEN CORP                    COM              681385100      967    85500 SH       DEFINED 03            85500        0        0
OMNICOM GROUP INC              COM              681919106   207190  2071900 SH       DEFINED 02 05 06          0        0  2071900
OMNICOM GROUP INC              COM              681919106   809117  8091176 SH       DEFINED 07 10 11          0        0  8091176
OMNICOM GROUP INC              COM              681919106   147943  1479439 SH       DEFINED 12 13 15          0        0  1479439
OMNICOM GROUP INC              COM              681919106   481310  4813100 SH       DEFINED 16 20 23          0        0  4813100
OMNICOM GROUP INC              COM              681919106    37113   371130 SH       DEFINED 26 28 29          0        0   371130
OMNICOM GROUP INC              COM              681919106    10406   104060 SH       DEFINED 30 32 34          0        0   104060
OMNICOM GROUP INC              COM              681919106   196039  1960398 SH       DEFINED 37 03       1379398        0   581000
OMEGA HEALTHCARE INVS INC      COM              681936100      994    78400 SH       DEFINED 03            78400        0        0
OMNIPOINT CORP                 COM              68212D102    26827   222400 SH       DEFINED 04 06 10          0        0   222400
OMNIPOINT CORP                 COM              68212D102   137946  1143600 SH       DEFINED 13 15 22          0        0  1143600
OMNIPOINT CORP                 COM              68212D102    40940   339400 SH       DEFINED 28 34             0        0   339400
OMNOVA SOLUTIONS INC           COM              682129101    32976  4255000 SH       DEFINED 07 12 18          0        0  4255000
OMNOVA SOLUTIONS INC           COM              682129101     3403   439200 SH       DEFINED 34 03             0        0   439200
ON ASSIGNMENT INC              COM              682159108     3047   102000 SH       DEFINED 26                0        0   102000
ONDISPLAY INC                  COM              68232L100     1417    15600 SH       DEFINED 02 10 12          0        0    15600
ONDISPLAY INC                  COM              68232L100     4798    52800 SH       DEFINED 15 16 23          0        0    52800
ONDISPLAY INC                  COM              68232L100       45      500 SH       DEFINED 26 28 34          0        0      500
ONE PRICE CLOTHING STORES INC  COM              682411103     2270   886000 SH       DEFINED 07                0        0   886000
ONEOK INC NEW                  COM              682680103      163     6500 SH       DEFINED 15                0        0     6500
ONEOK INC NEW                  COM              682680103      644    25656 SH       DEFINED 03            25656        0        0
ONTRACK DATA INTL INC          COM              683372106     3305   274000 SH       DEFINED 07                0        0   274000
OPEN MKT INC                   COM              68370M100    18762   415800 SH       DEFINED 12 16 28          0        0   415800
OPEN JT STK CO-VIMPEL COMMUNIC SPONSORED ADR    68370R109     7720   173000 SH       DEFINED 19 21             0        0   173000
OPTICAL COATING LAB INC        COM              683829105    14000    47300 SH       DEFINED 06 13 15          0        0    47300
OPTICAL COATING LAB INC        COM              683829105    12728    43000 SH       DEFINED 03            43000        0        0
ORACLE CORP                    COM              68389X105   971312  8667600 SH       DEFINED 02 04 10          0        0  8667600
ORACLE CORP                    COM              68389X105   241360  2153800 SH       DEFINED 12 13 15          0        0  2153800
ORACLE CORP                    COM              68389X105   611687  5458450 SH       DEFINED 16 19 21          0        0  5458450
ORACLE CORP                    COM              68389X105   313931  2801400 SH       DEFINED 22 23 28          0        0  2801400
ORACLE CORP                    COM              68389X105   109092   973500 SH       DEFINED 29 32 34          0        0   973500
ORACLE CORP                    COM              68389X105   340871  3041860 SH       DEFINED 37 03       2579998        0   461862
ORANGE PLC                     ADR              685211104   167155  1010000 SH       DEFINED 20 32             0        0  1010000
ORBITAL ENGINE LTD             SPON ADR NEW     685563306      237    55000 SH       DEFINED 19 21             0        0    55000
ORBITAL SCIENCES CORP          COM              685564106    14118   760600 SH       DEFINED 02 13             0        0   760600
ORBITAL SCIENCES CORP          COM              685564106      332    17900 SH       DEFINED 03            17900        0        0
OREGON STL MLS INC             COM              686079104     2301   290000 SH       DEFINED 28                0        0   290000
ORIOLE HOMES CORP              CL B             686264201      294   261800 SH       DEFINED 07                0        0   261800
ORTEL CORP                     COM              68749W102     6804    56700 SH       DEFINED 02 26             0        0    56700
OSHKOSH TRUCK CORP             COM              688239201       29     1000 SH       DEFINED 15                0        0     1000
OSHKOSH TRUCK CORP             COM              688239201       19      645 SH       DEFINED 37              645        0        0
OSHMANS SPORTING GOODS INC     COM              688260108      156   100000 SH       DEFINED 12                0        0   100000
OSTEOTECH INC                  COM              688582105       12      900 SH       DEFINED 03              900        0        0
OUTBACK STEAKHOUSE INC         COM              689899102    14929   575600 SH       DEFINED 02 05 07          0        0   575600
OUTBACK STEAKHOUSE INC         COM              689899102    54044  2083650 SH       DEFINED 10 15 16          0        0  2083650
OUTBACK STEAKHOUSE INC         COM              689899102    76149  2935900 SH       DEFINED 20 21 22          0        0  2935900
OUTBACK STEAKHOUSE INC         COM              689899102    49121  1893850 SH       DEFINED 26 28 30          0        0  1893850
OUTBACK STEAKHOUSE INC         COM              689899102     6720   259100 SH       DEFINED 32 34             0        0   259100
OUTBACK STEAKHOUSE INC         COM              689899102     9779   377047 SH       DEFINED 37 03        377047        0        0
OVERSEAS SHIPHOLDING GROUP INC COM              690368105     3974   268300 SH       DEFINED 02 19 21          0        0   268300
OVERSEAS SHIPHOLDING GROUP INC COM              690368105     1701   114900 SH       DEFINED 22 03             0        0   114900
OWENS CORNING                  COM              69073F103    50975  2639500 SH       DEFINED 05 07 10          0        0  2639500
OWENS CORNING                  COM              69073F103    51933  2689100 SH       DEFINED 15 28 30          0        0  2689100
OWENS CORNING                  COM              69073F103       25     1300 SH       DEFINED 34                0        0     1300
OWENS CORNING                  COM              69073F103     3997   206961 SH       DEFINED 37 03        206961        0        0
OWENS ILL INC                  COM NEW          690768403    79496  3171920 SH       DEFINED 05 06 07          0        0  3171920
OWENS ILL INC                  COM NEW          690768403    59129  2359300 SH       DEFINED 09 10 12          0        0  2359300
OWENS ILL INC                  COM NEW          690768403   106079  4232600 SH       DEFINED 15 16 22          0        0  4232600
OWENS ILL INC                  COM NEW          690768403   201810  8052280 SH       DEFINED 26 28 30          0        0  8052280
OWENS ILL INC                  COM NEW          690768403    32478  1295901 SH       DEFINED 34 03        773001        0   522900
OWENS ILL INC                  PFD CONV $.01    690768502    26687   854000 SH       DEFINED 11 12 03          0        0   854000
OXFORD HEALTH PLANS INC        COM              691471106    24663  1943900 SH       DEFINED 02 15 16          0        0  1943900
OXFORD HEALTH PLANS INC        COM              691471106     5163   407000 SH       DEFINED 22 25 27          0        0   407000
OXFORD HEALTH PLANS INC        COM              691471106      947    74700 SH       DEFINED 34                0        0    74700
OXFORD HEALTH PLANS INC        COM              691471106     1624   128000 SH       DEFINED 03           128000        0        0
OXIGENE INC                    COM              691828107     1718   110000 SH       DEFINED 15                0        0   110000
P & F INDS INC                 CL A NEW         692830508     1957   304000 SH       DEFINED 07                0        0   304000
P A M TRANSN SVCS INC          COM              693149106     3790   354700 SH       DEFINED 07                0        0   354700
P C CONNECTION                 COM              69318J100     1231    35700 SH       DEFINED 02 26             0        0    35700
PCD INC                        COM              69318P106     1350   200000 SH       DEFINED 15                0        0   200000
PC-TEL INC                     COM              69325Q105     2378    45300 SH       DEFINED 10 28             0        0    45300
PECO ENERGY CO                 COM              693304107     5553   159800 SH       DEFINED 02 32             0        0   159800
PECO ENERGY CO                 COM              693304107     5141   147944 SH       DEFINED 37 03        147944        0        0
PG&E CORP                      COM              69331C108    17407   849168 SH       DEFINED 02 05 06          0        0   849168
PG&E CORP                      COM              69331C108    95763  4671384 SH       DEFINED 07 09 10          0        0  4671384
PG&E CORP                      COM              69331C108    22640  1104430 SH       DEFINED 11 12 15          0        0  1104430
PG&E CORP                      COM              69331C108    43402  2117214 SH       DEFINED 16 18 19          0        0  2117214
PG&E CORP                      COM              69331C108    34443  1680178 SH       DEFINED 21 22 23          0        0  1680178
PG&E CORP                      COM              69331C108     6309   307799 SH       DEFINED 27 28 29          0        0   307799
PG&E CORP                      COM              69331C108     1220    59530 SH       DEFINED 30 34             0        0    59530
PG&E CORP                      COM              69331C108       75     3715 SH       DEFINED 37             3715        0        0
PG&E CORP                      COM              69331C108    34411  1678631 SH       DEFINED 03          1376278        0   302353
PFF BANCORP INC                COM              69331W104       19     1000 SH       DEFINED 03             1000        0        0
PE CORP                        COM PE BIO GRP   69332S102    44732   371800 SH       DEFINED 02 05 06          0        0   371800
PE CORP                        COM PE BIO GRP   69332S102   589218  4897400 SH       DEFINED 09 11 13          0        0  4897400
PE CORP                        COM PE BIO GRP   69332S102   640767  5325860 SH       DEFINED 15 16 20          0        0  5325860
PE CORP                        COM PE BIO GRP   69332S102   239445  1990200 SH       DEFINED 22 23 28          0        0  1990200
PE CORP                        COM PE BIO GRP   69332S102    98864   821730 SH       DEFINED 30 32 34          0        0   821730
PE CORP                        COM PE BIO GRP   69332S102    71970   598197 SH       DEFINED 37 03        377097        0   221100
PE CORP                        CELERA GEN GRP   69332S201   603446  4049975 SH       DEFINED 04 06 13          0        0  4049975
PE CORP                        CELERA GEN GRP   69332S201    43458   291670 SH       DEFINED 15 22 26          0        0   291670
PE CORP                        CELERA GEN GRP   69332S201    20792   139550 SH       DEFINED 28                0        0   139550
PE CORP                        CELERA GEN GRP   69332S201     5393    36200 SH       DEFINED 03            36200        0        0
P F CHANGS CHINA BISTRO INC    COM              69333Y108     3586   144200 SH       DEFINED 13                0        0   144200
PMC-SIERRA INC                 COM              69344F106   105838   660200 SH       DEFINED 02 06 10          0        0   660200
PMC-SIERRA INC                 COM              69344F106    82096   512100 SH       DEFINED 11 12 13          0        0   512100
PMC-SIERRA INC                 COM              69344F106   323037  2015050 SH       DEFINED 15 16 19          0        0  2015050
PMC-SIERRA INC                 COM              69344F106    16608   103600 SH       DEFINED 20 26 28          0        0   103600
PMC-SIERRA INC                 COM              69344F106     8432    52600 SH       DEFINED 32 34             0        0    52600
PMC-SIERRA INC                 COM              69344F106    42412   264629 SH       DEFINED 37 03        228529        0    36100
PMI GROUP INC                  COM              69344M101    31493   645200 SH       DEFINED 02 04 07          0        0   645200
PMI GROUP INC                  COM              69344M101    77522  1588160 SH       DEFINED 09 15 18          0        0  1588160
PMI GROUP INC                  COM              69344M101    18092   370650 SH       DEFINED 22 34 03      89200        0   281450
PNC BK CORP                    COM              693475105    20972   471300 SH       DEFINED 02 07 12          0        0   471300
PNC BK CORP                    COM              693475105    45959  1032800 SH       DEFINED 15 32             0        0  1032800
PNC BK CORP                    COM              693475105    16606   373100 SH       DEFINED 37 03        352600        0    20500
P P & L RES INC                COM              693499105    25990  1136200 SH       DEFINED 02 12 23          0        0  1136200
P P & L RES INC                COM              693499105     3399   148600 SH       DEFINED 28 32             0        0   148600
P P & L RES INC                COM              693499105     2842   124280 SH       DEFINED 03           124280        0        0
PPG INDS INC                   COM              693506107    32826   524700 SH       DEFINED 07 15             0        0   524700
PPG INDS INC                   COM              693506107    24666   394274 SH       DEFINED 37 03        348674        0    45600
PRI AUTOMATION INC             COM              69357H106    82885  1234800 SH       DEFINED 06 12 15          0        0  1234800
PRI AUTOMATION INC             COM              69357H106     8974   133760 SH       DEFINED 37 03        126460        0     7300
PS BUSINESS PKS INC CALIF      COM              69360J107     4983   219060 SH       DEFINED 09                0        0   219060
PS BUSINESS PKS INC CALIF      COM              69360J107      230    10148 SH       DEFINED 03            10148        0        0
PSC INC                        COM              69361E107      295    40000 SH       DEFINED 07                0        0    40000
PSW TECHNOLOGIES  INC          COM              69364J103      398    20000 SH       DEFINED 28                0        0    20000
PAC-WEST TELECOM INC           COM              69371Y101      142     5380 SH       DEFINED 15 03             0        0     5380
PACCAR INC                     COM              693718108    10705   241600 SH       DEFINED 15 20 32          0        0   241600
PACCAR INC                     COM              693718108     3071    69317 SH       DEFINED 37 03         69317        0        0
PACIFIC GULF PPTYS INC         COM              694396102     1518    75000 SH       DEFINED 35                0        0    75000
PACIFIC GULF PPTYS INC         COM              694396102        1       55 SH       DEFINED 37               55        0        0
PACIFIC SUNWEAR CALIF INC      COM              694873100    40267  1263300 SH       DEFINED 15 20 26          0        0  1263300
PACIFIC SUNWEAR CALIF INC      COM              694873100     6849   214900 SH       DEFINED 32                0        0   214900
PACIFIC SUNWEAR CALIF INC      COM              694873100     1106    34725 SH       DEFINED 03            34725        0        0
PACKETEER INC                  COM              695210104       49      700 SH       DEFINED 02 15 34          0        0      700
PACTIV CORP                    COM              695257105        0       50 SH       DEFINED 15                0        0       50
PACTIV CORP                    COM              695257105     1429   134532 SH       DEFINED 03           134532        0        0
PAINE WEBBER GROUP INC         COM              695629105    20038   516300 SH       DEFINED 02 12 15          0        0   516300
PAINE WEBBER GROUP INC         COM              695629105    17383   447890 SH       DEFINED 23 28             0        0   447890
PAINE WEBBER GROUP INC         COM              695629105     4867   125349 SH       DEFINED 37 03        125349        0        0
PAIRGAIN TECHNOLOGIES INC      COM              695934109     8049   567400 SH       DEFINED 15 34             0        0   567400
PAIRGAIN TECHNOLOGIES INC      COM              695934109     2238   157800 SH       DEFINED 03           157800        0        0
PALL CORP                      COM              696429307     5573   258500 SH       DEFINED 09 15 28          0        0   258500
PALL CORP                      COM              696429307       47     2210 SH       DEFINED 30                0        0     2210
PALL CORP                      COM              696429307     2115    98112 SH       DEFINED 37 03         98112        0        0
PALM HARBOR HOMES              COM              696639103      646    35900 SH       DEFINED 07                0        0    35900
PAN AMERICAN SILVER CORP       COM              697900108     1930   362800 SH       DEFINED 03           362800        0        0
PANAMSAT CORP NEW              COM              697933109    32917   554400 SH       DEFINED 11 15 28          0        0   554400
PANAMSAT CORP NEW              COM              697933109     1781    30000 SH       DEFINED 34                0        0    30000
PANAMSAT CORP NEW              COM              697933109     4447    74900 SH       DEFINED 03            74900        0        0
PAPA JOHNS INTL INC            COM              698813102    15496   594600 SH       DEFINED 02 05 07          0        0   594600
PAPA JOHNS INTL INC            COM              698813102    35520  1362900 SH       DEFINED 15 20 26          0        0  1362900
PAPA JOHNS INTL INC            COM              698813102    44326  1700780 SH       DEFINED 28 30 32          0        0  1700780
PAPA JOHNS INTL INC            COM              698813102       41     1600 SH       DEFINED 34                0        0     1600
PARAMETRIC TECHNOLOGY CORP     COM              699173100   106404  3931800 SH       DEFINED 02 09 10          0        0  3931800
PARAMETRIC TECHNOLOGY CORP     COM              699173100     7351   271665 SH       DEFINED 15 28 30          0        0   271665
PARAMETRIC TECHNOLOGY CORP     COM              699173100     1894    70000 SH       DEFINED 34                0        0    70000
PARAMETRIC TECHNOLOGY CORP     COM              699173100     5750   212503 SH       DEFINED 03           212503        0        0
PARK PL ENTMT CORP             COM              700690100    61958  4956700 SH       DEFINED 02 10 20          0        0  4956700
PARK PL ENTMT CORP             COM              700690100     3085   246800 SH       DEFINED 32                0        0   246800
PARK PL ENTMT CORP             COM              700690100        4      363 SH       DEFINED 37              363        0        0
PARKER DRILLING CO             COM              701081101      573   180000 SH       DEFINED 15                0        0   180000
PARKER HANNIFIN CORP           COM              701094104    12879   251000 SH       DEFINED 02 04 05          0        0   251000
PARKER HANNIFIN CORP           COM              701094104    74064  1443407 SH       DEFINED 06 07 08          0        0  1443407
PARKER HANNIFIN CORP           COM              701094104   124443  2425200 SH       DEFINED 09 11 12          0        0  2425200
PARKER HANNIFIN CORP           COM              701094104    82823  1614100 SH       DEFINED 15 16 21          0        0  1614100
PARKER HANNIFIN CORP           COM              701094104    43820   854000 SH       DEFINED 22 28 30          0        0   854000
PARKER HANNIFIN CORP           COM              701094104    31882   621340 SH       DEFINED 32 34 03     334590        0   286750
PARKWAY PPTYS INC              COM              70159Q104      109     3800 SH       DEFINED 03             3800        0        0
PARTNER COMMUNICATIONS CO LTD  ADR              70211M109    54829  2119000 SH       DEFINED 20 21 32          0        0  2119000
PATINA OIL & GAS CORP          COM              703224105      905   105000 SH       DEFINED 02 26             0        0   105000
PATRICK INDS INC               COM              703343103     4884   528100 SH       DEFINED 07                0        0   528100
PATTERSON DENTAL CO            COM              703412106     5890   138200 SH       DEFINED 02 13 15          0        0   138200
PATTERSON DENTAL CO            COM              703412106    63183  1482300 SH       DEFINED 20 32 34          0        0  1482300
PATTERSON DENTAL CO            COM              703412106     3427    80409 SH       DEFINED 37 03         80409        0        0
PATTERSON ENERGY INC           COM              703414102      637    49000 SH       DEFINED 26                0        0    49000
PAULA FINL DEL                 COM              703588103     3587   591800 SH       DEFINED 07                0        0   591800
PAYCHEX INC                    COM              704326107    14577   364425 SH       DEFINED 15 16             0        0   364425
PAYCHEX INC                    COM              704326107     8444   210428 SH       DEFINED 37 03        210428        0        0
PAYLESS SHOESOURCE INC         COM              704379106    37239   792340 SH       DEFINED 02 08 09          0        0   792340
PAYLESS SHOESOURCE INC         COM              704379106    52292  1112600 SH       DEFINED 12 15 22          0        0  1112600
PAYLESS SHOESOURCE INC         COM              704379106       32      700 SH       DEFINED 34                0        0      700
PAYLESS SHOESOURCE INC         COM              704379106       12      256 SH       DEFINED 37              256        0        0
PAYLESS SHOESOURCE INC         COM              704379106    14654   311800 SH       DEFINED 03           150700        0   161100
PCORDER COM INC                CL A             70453H107    20027   392700 SH       DEFINED 02 15 03          0        0   392700
PEACE ARCH ENTMT GROUP INC     CL B SUB VTG     704586205       93    20000 SH       DEFINED 15                0        0    20000
PEERLESS SYS CORP              COM              705536100       62     8000 SH       DEFINED 03             8000        0        0
PEGASUS COMMUNICATIONS CORP    CL A             705904100     7049    72120 SH       DEFINED 09 28 30          0        0    72120
PEGASUS COMMUNICATIONS CORP    CL A             705904100      527     5400 SH       DEFINED 03             5400        0        0
PEGASUS SYSTEMS INC            COM              705906105    72405  1200500 SH       DEFINED 12                0        0  1200500
PEGASUS SYSTEMS INC            COM              705906105      404     6700 SH       DEFINED 03             6700        0        0
PENNEY J C INC                 COM              708160106     4151   208214 SH       DEFINED 37 03        208214        0        0
PENTAIR INC                    COM              709631105    46877  1217600 SH       DEFINED 04 09 12          0        0  1217600
PENTAIR INC                    COM              709631105    15007   389800 SH       DEFINED 22 03         11700        0   378100
PENTON MEDIA INC               COM              709668107     4141   172550 SH       DEFINED 03           172550        0        0
PEOPLES ENERGY CORP            COM              711030106      939    28057 SH       DEFINED 03            28057        0        0
PEOPLES HERITAGE FINL GROUP    COM              711147108    36711  2437275 SH       DEFINED 02 15 16          0        0  2437275
PEOPLES HERITAGE FINL GROUP    COM              711147108      225    15000 SH       DEFINED 34                0        0    15000
PEOPLES HERITAGE FINL GROUP    COM              711147108     9771   648746 SH       DEFINED 37 03        638846        0     9900
PEOPLESOFT INC                 COM              712713106     4090   191952 SH       DEFINED 03           191952        0        0
PEP BOYS MANNY MOE & JACK      COM              713278109    24119  2643200 SH       DEFINED 09 10 12          0        0  2643200
PEP BOYS MANNY MOE & JACK      COM              713278109    10339  1133045 SH       DEFINED 22 03        213345        0   919700
PEPSI BOTTLING GROUP INC       COM              713409100    16148   975000 SH       DEFINED 02 13 32          0        0   975000
PEPSI BOTTLING GROUP INC       COM              713409100        0       48 SH       DEFINED 37               48        0        0
PEPSICO INC                    COM              713448108   538126 15266000 SH       DEFINED 02 10 13          0        0 15266000
PEPSICO INC                    COM              713448108   357446 10140330 SH       DEFINED 15 16 26          0        0 10140330
PEPSICO INC                    COM              713448108     9329   264680 SH       DEFINED 28 32 34          0        0   264680
PEPSICO INC                    COM              713448108   100566  2852676 SH       DEFINED 37 03       2513256        0   339420
PERCON INC                     COM              71361E103     4012   272000 SH       DEFINED 07                0        0   272000
PERCEPTRON INC                 COM              71361F100      934   233500 SH       DEFINED 07                0        0   233500
PEREGRINE SYSTEMS INC          COM              71366Q101    76602   909900 SH       DEFINED 09 11 12          0        0   909900
PEREGRINE SYSTEMS INC          COM              71366Q101    54511   647500 SH       DEFINED 13 16 28          0        0   647500
PEREGRINE SYSTEMS INC          COM              71366Q101       79      950 SH       DEFINED 30                0        0      950
PEREGRINE SYSTEMS INC          COM              71366Q101     1431    17000 SH       DEFINED 03            17000        0        0
PERFORMANCE TECHNOLOGIES INC   COM              71376K102    20157  1160150 SH       DEFINED 26 28             0        0  1160150
PERKINELMER INC                COM              714046109    88865  2131700 SH       DEFINED 09 12 15          0        0  2131700
PERKINELMER INC                COM              714046109    91049  2184100 SH       DEFINED 20 22 28          0        0  2184100
PERKINELMER INC                COM              714046109    13548   324990 SH       DEFINED 30 32 34          0        0   324990
PERKINELMER INC                COM              714046109      132     3171 SH       DEFINED 37             3171        0        0
PERKINELMER INC                COM              714046109    33774   810181 SH       DEFINED 03           648181        0   162000
PERRIGO CO                     COM              714290103    11720  1465000 SH       DEFINED 20 32             0        0  1465000
PERSONNEL GROUP AMER INC       COM              715338109    10125  1000000 SH       DEFINED 07                0        0  1000000
PERSONNEL GROUP AMER INC       COM              715338109     2588   255700 SH       DEFINED 03           255700        0        0
PERUSAHAAN PERS INDO SATELLITE SPONSORED ADR    715680104     2486   115000 SH       DEFINED 02                0        0   115000
PERVASIVE SOFTWARE INC         COM              715710109     1693   100000 SH       DEFINED 15                0        0   100000
PETCO ANIMAL SUPPLIES          COM              716016100     2446   164500 SH       DEFINED 26                0        0   164500
PETRO-CDA                      COM/VARIBL VTG   71644E102     3647   258240 SH       DEFINED 02 07 15          0        0   258240
PETRO-CDA                      COM/VARIBL VTG   71644E102     2435   172300 SH       DEFINED 34                0        0   172300
PETRO-CDA                      COM/VARIBL VTG   71644E102      271    19180 SH       DEFINED 03            19180        0        0
PETROLEUM DEV CORP             COM              716578109     6000  1573800 SH       DEFINED 07                0        0  1573800
PETROLEUM GEO-SVCS A/S         SPONSORED ADR    716597109      249    14000 SH       DEFINED 15                0        0    14000
PETROLEUM HELICOPTERS INC      COM VTG          716604103     1953   211200 SH       DEFINED 07                0        0   211200
PETROLEUM HELICOPTERS INC      COM NON VTG      716604202     2925   300000 SH       DEFINED 07                0        0   300000
PETSMART INC                   COM              716768106    28859  5019000 SH       DEFINED 02 15 16          0        0  5019000
PETSMART INC                   COM              716768106     1380   240100 SH       DEFINED 26 34             0        0   240100
PETSMART INC                   COM              716768106      873   151900 SH       DEFINED 03           151900        0        0
PHARMACIA & UPJOHN INC         COM              716941109     9000   200000 SH       DEFINED 02 06 07          0        0   200000
PHARMACIA & UPJOHN INC         COM              716941109    25101   557800 SH       DEFINED 12 15 19          0        0   557800
PHARMACIA & UPJOHN INC         COM              716941109    11686   259700 SH       DEFINED 21 26 28          0        0   259700
PHARMACIA & UPJOHN INC         COM              716941109     6523   144960 SH       DEFINED 31 34             0        0   144960
PHARMACIA & UPJOHN INC         COM              716941109    25335   563020 SH       DEFINED 03           497320        0    65700
PFIZER INC                     COM              717081103    21350   658200 SH       DEFINED 02 05 06          0        0   658200
PFIZER INC                     COM              717081103   204263  6297154 SH       DEFINED 07 08 10          0        0  6297154
PFIZER INC                     COM              717081103   243303  7500683 SH       DEFINED 12 13 15          0        0  7500683
PFIZER INC                     COM              717081103   587297 18105504 SH       DEFINED 16 20 22          0        0 18105504
PFIZER INC                     COM              717081103   119761  3692080 SH       DEFINED 23 26 28          0        0  3692080
PFIZER INC                     COM              717081103    34406  1060700 SH       DEFINED 30 32 34          0        0  1060700
PFIZER INC                     COM              717081103   191810  5912880 SH       DEFINED 37 03       4767523        0  1145357
PFSWEB INC                     COM              717098107      502    13400 SH       DEFINED 10 15             0        0    13400
PHELPS DODGE CORP              COM              717265102    16250   242100 SH       DEFINED 02 06 07          0        0   242100
PHELPS DODGE CORP              COM              717265102    63647   948200 SH       DEFINED 09 12 15          0        0   948200
PHELPS DODGE CORP              COM              717265102    74938  1116400 SH       DEFINED 18 22 34          0        0  1116400
PHELPS DODGE CORP              COM              717265102    15613   232600 SH       DEFINED 03           126900        0   105700
PHILADELPHIA CONS HLDG CORP    COM              717528103    15852  1093300 SH       DEFINED 07                0        0  1093300
PHILADELPHIA CONS HLDG CORP    COM              717528103     2164   149300 SH       DEFINED 03           149300        0        0
PHILADELPHIA SUBN CORP         COM PAR $0.50    718009608     3666   177221 SH       DEFINED 03           177221        0        0
PHILIP MORRIS COS INC          COM              718154107   274523 11839300 SH       DEFINED 02 04 05          0        0 11839300
PHILIP MORRIS COS INC          COM              718154107   168763  7278220 SH       DEFINED 06 07 08          0        0  7278220
PHILIP MORRIS COS INC          COM              718154107   899361 38786500 SH       DEFINED 09 10 11          0        0 38786500
PHILIP MORRIS COS INC          COM              718154107    64187  2768200 SH       DEFINED 12 13 15          0        0  2768200
PHILIP MORRIS COS INC          COM              718154107   620981 26780890 SH       DEFINED 16 18 19          0        0 26780890
PHILIP MORRIS COS INC          COM              718154107   332361 14333640 SH       DEFINED 22 23 26          0        0 14333640
PHILIP MORRIS COS INC          COM              718154107   993591 42850320 SH       DEFINED 27 28 29          0        0 42850320
PHILIP MORRIS COS INC          COM              718154107    86393  3725860 SH       DEFINED 30 31 32          0        0  3725860
PHILIP MORRIS COS INC          COM              718154107     1001    43200 SH       DEFINED 34                0        0    43200
PHILIP MORRIS COS INC          COM              718154107   237754 10253555 SH       DEFINED 37 03       8649975        0  1603580
PHILIPS INTL RLTY CORP         COM              718333107     1980   120500 SH       DEFINED 35                0        0   120500
PHILIPS INTL RLTY CORP         COM              718333107      989    60200 SH       DEFINED 03            60200        0        0
PHILLIPS PETE CO               COM              718507106    51958  1105500 SH       DEFINED 02 12 23          0        0  1105500
PHILLIPS PETE CO               COM              718507106      189     4030 SH       DEFINED 28                0        0     4030
PHILLIPS PETE CO               COM              718507106    10353   220277 SH       DEFINED 37 03        203277        0    17000
PHOENIX INVT PARTNERS LTD      COM              719085102        0        1 SH       DEFINED 15                0        0        1
PHOENIX TECHNOLOGY LTD         COM              719153108    17551  1110000 SH       DEFINED 07 13             0        0  1110000
PHONE COM INC                  COM              71920Q100    48512   418440 SH       DEFINED 10 11 13          0        0   418440
PHONE COM INC                  COM              71920Q100    11918   102800 SH       DEFINED 16 28             0        0   102800
PHONE COM INC                  COM              71920Q100     6940    59860 SH       DEFINED 03            59860        0        0
PHOTON DYNAMICS INC            COM              719364101    18421   475400 SH       DEFINED 15 03             0        0   475400
PIEDMONT NAT GAS INC           COM              720186105     1382    45700 SH       DEFINED 03            45700        0        0
PIERCING PAGODA INC            COM              720773100    13783   911300 SH       DEFINED 07 15             0        0   911300
PILGRIMS PRIDE CORP            CL B             721467108      230    27700 SH       DEFINED 03            27700        0        0
PILGRIMS PRIDE CORP            CL A             721467207       55     8550 SH       DEFINED 02                0        0     8550
PINNACLE HLDGS INC             COM              72346N101      915    21600 SH       DEFINED 15                0        0    21600
PINNACLE SYS INC               COM              723481107    47179  1159560 SH       DEFINED 04 21 26          0        0  1159560
PINNACLE SYS INC               COM              723481107     4548   111800 SH       DEFINED 03           111800        0        0
PINNACLE WEST CAP CORP         COM              723484101     6592   215700 SH       DEFINED 09 22             0        0   215700
PINNACLE WEST CAP CORP         COM              723484101        1       45 SH       DEFINED 37               45        0        0
PINNACLE WEST CAP CORP         COM              723484101     2417    79115 SH       DEFINED 03            69215        0     9900
PIONEER GROUP INC              COM              723684106      792    50300 SH       DEFINED 15                0        0    50300
PIONEER NAT RES CO             COM              723787107    10941  1224200 SH       DEFINED 02 04 12          0        0  1224200
PIONEER NAT RES CO             COM              723787107     4464   499569 SH       DEFINED 15 27 34          0        0   499569
PIONEER NAT RES CO             COM              723787107     1403   157000 SH       DEFINED 03                0        0   157000
PITNEY BOWES INC               COM              724479100    93156  1928200 SH       DEFINED 02 05 06          0        0  1928200
PITNEY BOWES INC               COM              724479100   738281 15281380 SH       DEFINED 07 10 11          0        0 15281380
PITNEY BOWES INC               COM              724479100   611988 12667300 SH       DEFINED 15 16 18          0        0 12667300
PITNEY BOWES INC               COM              724479100   138378  2864240 SH       DEFINED 19 22 23          0        0  2864240
PITNEY BOWES INC               COM              724479100    94639  1958900 SH       DEFINED 27 28 30          0        0  1958900
PITNEY BOWES INC               COM              724479100       38      800 SH       DEFINED 34                0        0      800
PITNEY BOWES INC               COM              724479100   132280  2738145 SH       DEFINED 37 03       2167445        0   570700
PITTSTON CO                    COM BRINKS GRP   725701106    67419  3064500 SH       DEFINED 07 12 03          0        0  3064500
PITTSTON CO                    COM BAX GROUP    725701882    17818  1677000 SH       DEFINED 07                0        0  1677000
PITTSTON CO                    COM BAX GROUP    725701882       45     4300 SH       DEFINED 03             4300        0        0
PITTWAY CORP DEL               COM              725790109     3037    67400 SH       DEFINED 03            67400        0        0
PITTWAY CORP DEL               CL A             725790208     4624   103200 SH       DEFINED 02 07 21          0        0   103200
PITTWAY CORP DEL               CL A             725790208      448    10000 SH       DEFINED 26                0        0    10000
PITTWAY CORP DEL               CL A             725790208    17176   383300 SH       DEFINED 03           383300        0        0
PIXAR                          COM              725811103       35     1000 SH       DEFINED 37             1000        0        0
PJ AMER INC                    COM              72585Q104    10961   707200 SH       DEFINED 15 26 32          0        0   707200
PLACER DOME INC                COM              725906101     5402   502990 SH       DEFINED 02 04 07          0        0   502990
PLACER DOME INC                COM              725906101    96109  8941582 SH       DEFINED 09 15 20          0        0  8941582
PLACER DOME INC                COM              725906101    17060  1587200 SH       DEFINED 21 22 26          0        0  1587200
PLACER DOME INC                COM              725906101    17156  1596115 SH       DEFINED 28 29 30          0        0  1596115
PLACER DOME INC                COM              725906101    19205  1786755 SH       DEFINED 32 34             0        0  1786755
PLACER DOME INC                COM              725906101    47605  4439772 SH       DEFINED 03          4316997        0   122775
PLAINS RES INC                 COM PAR $0.10    726540503    11025   882000 SH       DEFINED 22 27             0        0   882000
PLAINS RES INC                 COM PAR $0.10    726540503     1905   152400 SH       DEFINED 03           152400        0        0
PLANETRX COM INC               COM              727049108     1368    94400 SH       DEFINED 02 10 15          0        0    94400
PLANETRX COM INC               COM              727049108      185    12800 SH       DEFINED 34                0        0    12800
PLANTRONICS INC NEW            COM              727493108     1009    14100 SH       DEFINED 13                0        0    14100
PLANTRONICS INC NEW            COM              727493108     1624    22700 SH       DEFINED 03            22700        0        0
PLAYERS INTL INC               COM              727903106     2316   281800 SH       DEFINED 26                0        0   281800
PLAYCORE INC                   COM              72811G102     2050   256315 SH       DEFINED 07                0        0   256315
PLAYBOY ENTERPRISES INC        CL A             728117201      512    25000 SH       DEFINED 12                0        0    25000
PLAYBOY ENTERPRISES INC        CL B             728117300    57715  2373900 SH       DEFINED 02 12 15          0        0  2373900
PLAYBOY ENTERPRISES INC        CL B             728117300       65     2700 SH       DEFINED 34                0        0     2700
PLAYBOY ENTERPRISES INC        CL B             728117300     2669   109800 SH       DEFINED 03           109800        0        0
PLAYTEX PRODS INC              COM              72813P100    28428  1849000 SH       DEFINED 20 32             0        0  1849000
PLEXUS CORP                    COM              729132100    28745   653300 SH       DEFINED 13 15             0        0   653300
PLEXUS CORP                    COM              729132100     8122   184600 SH       DEFINED 03           184600        0        0
PLUG POWER INC                 COM              72919P103     1536    54400 SH       DEFINED 02 10 15          0        0    54400
PLUG POWER INC                 COM              72919P103       19      700 SH       DEFINED 34                0        0      700
PLUM CREEK TIMBER CO INC       COM              729251108     3473   138950 SH       DEFINED 15 35             0        0   138950
PLUM CREEK TIMBER CO INC       COM              729251108     9560   382400 SH       DEFINED 03           382400        0        0
POGO PRODUCING CO              COM              730448107     2265   110500 SH       DEFINED 02 15 23          0        0   110500
POGO PRODUCING CO              COM              730448107     2894   141200 SH       DEFINED 26 34             0        0   141200
POHANG IRON & STL LTD          SPONSORED ADR    730450103     1886    53900 SH       DEFINED 02 03             0        0    53900
POLARIS INDS INC               COM              731068102     1812    50000 SH       DEFINED 26                0        0    50000
POLAROID CORP                  COM              731095105    26529  1410200 SH       DEFINED 12                0        0  1410200
POLAROID CORP                  COM              731095105     3410   181315 SH       DEFINED 03            35015        0   146300
POLICY MGMT SYS CORP           COM              731108106    92119  3603700 SH       DEFINED 05 15 28          0        0  3603700
POLICY MGMT SYS CORP           COM              731108106     4741   185500 SH       DEFINED 30                0        0   185500
POLO RALPH LAUREN CORP         CL A             731572103    51269  3004800 SH       DEFINED 07 10 12          0        0  3004800
POLO RALPH LAUREN CORP         CL A             731572103     4262   249800 SH       DEFINED 15 26 03          0        0   249800
POLYCOM INC                    COM              73172K104    90958  1428200 SH       DEFINED 11 13 20          0        0  1428200
POLYCOM INC                    COM              73172K104    16316   256200 SH       DEFINED 21 28 32          0        0   256200
POLYCOM INC                    COM              73172K104    21074   330900 SH       DEFINED 03           330900        0        0
POLYMEDICA CORP                COM              731738100      901    39000 SH       DEFINED 26                0        0    39000
POLYMER GROUP INC              COM              731745105    19073  1045120 SH       DEFINED 07 09 12          0        0  1045120
POLYMER GROUP INC              COM              731745105     2606   142800 SH       DEFINED 13 15 21          0        0   142800
POLYMER GROUP INC              COM              731745105     9106   498980 SH       DEFINED 22 28 30          0        0   498980
POLYMER GROUP INC              COM              731745105    12754   698900 SH       DEFINED 03           698900        0        0
POMEROY COMPUTER RES           COM              731822102    15632  1179800 SH       DEFINED 07                0        0  1179800
POPE & TALBOT INC              COM              732827100     3726   232883 SH       DEFINED 15 21 26          0        0   232883
PORTAL SOFTWARE INC            COM              736126103    33485   325500 SH       DEFINED 02 13 34          0        0   325500
PORTUGAL FD INC                COM              737265108     2754   210900 SH       DEFINED 19 21 26          0        0   210900
PORTUGAL TELECOM S A           SPONSORED ADR    737273102        3      350 SH       DEFINED 37              350        0        0
POST PPTYS INC                 COM              737464107     2372    62028 SH       DEFINED 09 15 35          0        0    62028
POST PPTYS INC                 COM              737464107     2226    58200 SH       DEFINED 03            58200        0        0
POTASH CORP SASK INC           COM              73755L107      153     3200 SH       DEFINED 02 15 34          0        0     3200
POTLATCH CORP                  COM              737628107       98     2200 SH       DEFINED 15                0        0     2200
POTLATCH CORP                  COM              737628107     1022    22909 SH       DEFINED 03            22909        0        0
POTOMAC ELEC PWR CO            COM              737679100      333    14545 SH       DEFINED 31                0        0    14545
POWERGEN PLC                   SPON ADR FINAL   738905405        1       65 SH       DEFINED 37               65        0        0
POWELL INDS INC                COM              739128106     4637   674500 SH       DEFINED 07                0        0   674500
POWER INTEGRATIONS INC         COM              739276103    11615   242300 SH       DEFINED 02 13 26          0        0   242300
POWER-ONE INC                  COM              739308104     6381   139300 SH       DEFINED 03           139300        0        0
POWERTEL INC                   COM              73936C109    76515   762300 SH       DEFINED 06 13 26          0        0   762300
POWERTEL INC                   COM              73936C109     3422    34100 SH       DEFINED 28 03             0        0    34100
POWERWAVE TECHNOLOGIES INC     COM              739363109    11178   191500 SH       DEFINED 02 26             0        0   191500
PRAXAIR INC                    COM              74005P104    60309  1198700 SH       DEFINED 02 04 05          0        0  1198700
PRAXAIR INC                    COM              74005P104   322483  6409600 SH       DEFINED 06 07 09          0        0  6409600
PRAXAIR INC                    COM              74005P104   220464  4381900 SH       DEFINED 10 11 12          0        0  4381900
PRAXAIR INC                    COM              74005P104    52410  1041700 SH       DEFINED 15 16 19          0        0  1041700
PRAXAIR INC                    COM              74005P104    63883  1269728 SH       DEFINED 21 22 23          0        0  1269728
PRAXAIR INC                    COM              74005P104    74613  1483000 SH       DEFINED 27 28 30          0        0  1483000
PRAXAIR INC                    COM              74005P104     7204   143200 SH       DEFINED 32                0        0   143200
PRAXAIR INC                    COM              74005P104       50     1007 SH       DEFINED 37             1007        0        0
PRAXAIR INC                    COM              74005P104    55449  1102109 SH       DEFINED 03           806209        0   295900
PRE PAID LEGAL SVCS INC        COM              740065107     1920    80000 SH       DEFINED 07                0        0    80000
PRE PAID LEGAL SVCS INC        COM              740065107     4735   197300 SH       DEFINED 03           197300        0        0
PRECISION DRILLING CORP        COM              74022D100    35438  1387400 SH       DEFINED 02 04 07          0        0  1387400
PRECISION DRILLING CORP        COM              74022D100     1657    64800 SH       DEFINED 15 21             0        0    64800
PRECISION DRILLING CORP        COM              74022D100     1297    50600 SH       DEFINED 03            50600        0        0
PRECISION RESPONSE CORP        COM              740314109      191     7900 SH       DEFINED 13                0        0     7900
PRECISION RESPONSE CORP        COM              740314109      307    12700 SH       DEFINED 03            12700        0        0
PREDICTIVE SYS INC             COM              74036W102       13      200 SH       DEFINED 12 28             0        0      200
PREMIER PKS INC                COM NEW          740540208   161723  5600800 SH       DEFINED 09 15 20          0        0  5600800
PREMIER PKS INC                COM NEW          740540208    36821  1275220 SH       DEFINED 28 30 32          0        0  1275220
PREMIER PKS INC                COM NEW          740540208     1703    59000 SH       DEFINED 03            59000        0        0
PREVIEW TRAVEL INC             COM              74137R101    16106   309000 SH       DEFINED 02 12 15          0        0   309000
PREVIEW TRAVEL INC             COM              74137R101    25483   488900 SH       DEFINED 21 22 26          0        0   488900
PREVIEW TRAVEL INC             COM              74137R101    23680   454300 SH       DEFINED 28 29             0        0   454300
PREVIEW TRAVEL INC             COM              74137R101     8605   165100 SH       DEFINED 03           111800        0    53300
PREVIEW SYS INC                COM              741379101     1096    16900 SH       DEFINED 10 15             0        0    16900
PRICE COMMUNICATIONS CORP      COM NEW          741437305     2884   103699 SH       DEFINED 02 26 36          0        0   103699
PRICE COMMUNICATIONS CORP      COM NEW          741437305      151     5464 SH       DEFINED 03             5464        0        0
PRICE T ROWE & ASSOCIATES      COM              741477103     4776   129300 SH       DEFINED 15                0        0   129300
PRICE T ROWE & ASSOCIATES      COM              741477103     3540    95839 SH       DEFINED 37 03         95839        0        0
PRICELINE COM INC              COM              741503106    24298   512900 SH       DEFINED 15 03             0        0   512900
PRIMEX TECHNOLOGIES INC        COM              741597108     4114   198300 SH       DEFINED 02 07 15          0        0   198300
PRIMEX TECHNOLOGIES INC        COM              741597108     1637    78900 SH       DEFINED 26                0        0    78900
PRIMEX TECHNOLOGIES INC        COM              741597108      738    35600 SH       DEFINED 03            35600        0        0
PRIMA ENERGY CORP              COM PAR $0.015   741901201     1756    73000 SH       DEFINED 02 15 26          0        0    73000
PRIMA ENERGY CORP              COM PAR $0.015   741901201      834    34700 SH       DEFINED 34                0        0    34700
PRIMA ENERGY CORP              COM PAR $0.015   741901201      926    38500 SH       DEFINED 03            38500        0        0
PRIME HOSPITALITY CORP         COM              741917108     1512   171600 SH       DEFINED 02 15 25          0        0   171600
PRIME HOSPITALITY CORP         COM              741917108     4226   479600 SH       DEFINED 26 34 35          0        0   479600
PRIME HOSPITALITY CORP         COM              741917108     3965   450000 SH       DEFINED 36                0        0   450000
PRIME HOSPITALITY CORP         COM              741917108    14341  1627400 SH       DEFINED 03          1627400        0        0
PRIMUS TELECOMMUNICATIONS GRP  COM              741929103    20153   526900 SH       DEFINED 02 09 15          0        0   526900
PRIMUS TELECOMMUNICATIONS GRP  COM              741929103       30      800 SH       DEFINED 21                0        0      800
PRIMUS TELECOMMUNICATIONS GRP  COM              741929103     1725    45100 SH       DEFINED 03            45100        0        0
PRIDE INTL INC                 SB DB CV ZRO  18 741932AB3     3740 11000000 PRN      DEFINED 11                0        0        0
PRIDE INTL INC                 COM              741932107     3469   237200 SH       DEFINED 03           237200        0        0
PRIORITY HEALTHCARE CORP       CL B             74264T102     1966    67944 SH       DEFINED 26                0        0    67944
PROCOM TECHNOLOGY INC          COM              74270W107      662    25000 SH       DEFINED 13                0        0    25000
PROCTER & GAMBLE CO            COM              742718109   105344   961500 SH       DEFINED 02 04 05          0        0   961500
PROCTER & GAMBLE CO            COM              742718109   183926  1678740 SH       DEFINED 06 07 08          0        0  1678740
PROCTER & GAMBLE CO            COM              742718109  1526621 13933800 SH       DEFINED 09 10 11          0        0 13933800
PROCTER & GAMBLE CO            COM              742718109   201890  1842700 SH       DEFINED 12 13 15          0        0  1842700
PROCTER & GAMBLE CO            COM              742718109  1631720 14893060 SH       DEFINED 16 18 19          0        0 14893060
PROCTER & GAMBLE CO            COM              742718109   444232  4054600 SH       DEFINED 22 23 26          0        0  4054600
PROCTER & GAMBLE CO            COM              742718109   266085  2428620 SH       DEFINED 27 28 29          0        0  2428620
PROCTER & GAMBLE CO            COM              742718109    61298   559485 SH       DEFINED 30 32 34          0        0   559485
PROCTER & GAMBLE CO            COM              742718109     3168    28904 SH       DEFINED 37            28904        0        0
PROCTER & GAMBLE CO            COM              742718109   432409  3946696 SH       DEFINED 03          2874696        0  1072000
PROFESSIONALS GROUP INC        COM              742954100     7519   320815 SH       DEFINED 07                0        0   320815
PROFESSIONAL DETAILING INC     COM              74312N107      284     9500 SH       DEFINED 32                0        0     9500
PROFESSIONAL STAFF PLC         SPONSORED ADR    74315R105     4521   822000 SH       DEFINED 19 21             0        0   822000
PROFIT RECOVERY GROUP INTL INC COM              743168106      654    24650 SH       DEFINED 02 15 21          0        0    24650
PROFIT RECOVERY GROUP INTL INC COM              743168106     8707   327800 SH       DEFINED 22 26 28          0        0   327800
PROFIT RECOVERY GROUP INTL INC COM              743168106       43     1650 SH       DEFINED 34                0        0     1650
PROFIT RECOVERY GROUP INTL INC COM              743168106       55     2100 SH       DEFINED 03             2100        0        0
PROGRESS SOFTWARE CORP         COM              743312100      573    10100 SH       DEFINED 02                0        0    10100
PROGRESS SOFTWARE CORP         COM              743312100     7377   130000 SH       DEFINED 03           130000        0        0
PROGRESSIVE CORP OHIO          COM              743315103     4209    57561 SH       DEFINED 03            57561        0        0
PROJECT SOFTWARE & DEV INC     COM              74339P101    47718   859800 SH       DEFINED 04 07 12          0        0   859800
PROJECT SOFTWARE & DEV INC     COM              74339P101     1770    31900 SH       DEFINED 26                0        0    31900
PROJECT SOFTWARE & DEV INC     COM              74339P101     9135   164600 SH       DEFINED 03           164600        0        0
PROLOGIS TR                    SH BEN INT       743410102    18019   936100 SH       DEFINED 09 34 35          0        0   936100
PROPHET 21 INC                 COM              743459109     1140   115500 SH       DEFINED 07                0        0   115500
PROSOFT I-NET SOLUTIONS INC    COM              743477101    14375  1385600 SH       DEFINED 26                0        0  1385600
PROTECTIVE LIFE CORP           COM              743674103    66997  2106002 SH       DEFINED 07 09 15          0        0  2106002
PROTECTIVE LIFE CORP           COM              743674103     4504   141590 SH       DEFINED 28 30             0        0   141590
PROTECTIVE LIFE CORP           COM              743674103     7227   228686 SH       DEFINED 37 03        228686        0        0
PROTEIN DESIGN LABS INC        COM              74369L103    57836   826240 SH       DEFINED 13 15 26          0        0   826240
PROTEIN DESIGN LABS INC        COM              74369L103     1680    24000 SH       DEFINED 28                0        0    24000
PROTEIN DESIGN LABS INC        COM              74369L103     8218   117400 SH       DEFINED 03            69293        0    48107
PROVANTAGE HEALTH SVCS INC     COM              743725103      515    64400 SH       DEFINED 07 26             0        0    64400
PROVIDENT FINL GROUP INC       COM              743866105    12186   339700 SH       DEFINED 25 03             0        0   339700
PROVINCE HEALTHCARE CO         COM              743977100      169     8900 SH       DEFINED 15                0        0     8900
PROVIDIAN FINL CORP            COM              74406A102    21235   233200 SH       DEFINED 02 04 07          0        0   233200
PROVIDIAN FINL CORP            COM              74406A102   297551  3267550 SH       DEFINED 10 12 13          0        0  3267550
PROVIDIAN FINL CORP            COM              74406A102    25848   283850 SH       DEFINED 15 19 32          0        0   283850
PROVIDIAN FINL CORP            COM              74406A102     5719    62807 SH       DEFINED 34                0        0    62807
PROVIDIAN FINL CORP            COM              74406A102    39974   438983 SH       DEFINED 37 03        415633        0    23350
PROXICOM INC                   COM              744282104    66295   533300 SH       DEFINED 02 12 13          0        0   533300
PROXICOM INC                   COM              744282104    82270   661800 SH       DEFINED 15 16 20          0        0   661800
PROXICOM INC                   COM              744282104     2175    17500 SH       DEFINED 21 26 28          0        0    17500
PROXICOM INC                   COM              744282104    11262    90600 SH       DEFINED 32 34             0        0    90600
PROXICOM INC                   COM              744282104    13214   106300 SH       DEFINED 03           103500        0     2800
PROXIM INC                     COM              744284100    53713   488300 SH       DEFINED 13                0        0   488300
PROXIM INC                     COM              744284100     2321    21100 SH       DEFINED 03            21100        0        0
PSINET INC                     COM              74437C101    74377  1204500 SH       DEFINED 07 11 12          0        0  1204500
PSINET INC                     COM              74437C101    90667  1468300 SH       DEFINED 13 15 28          0        0  1468300
PSINET INC                     COM              74437C101     6175   100000 SH       DEFINED 34                0        0   100000
PSINET INC                     COM              74437C101    23066   373550 SH       DEFINED 03           325950        0    47600
PSINET INC                     PFD C CV 6 3/4   74437C309     5801   100900 SH       DEFINED 11                0        0   100900
PUBCO CORP                     COM NEW          744378605     2556   319500 SH       DEFINED 07                0        0   319500
PUBLIC SVC ENTERPRISE GROUP    COM              744573106    59912  1721000 SH       DEFINED 02 12 23          0        0  1721000
PUBLIC SVC ENTERPRISE GROUP    COM              744573106     6764   194300 SH       DEFINED 32                0        0   194300
PUBLIC SVC ENTERPRISE GROUP    COM              744573106     6909   198468 SH       DEFINED 37 03        173468        0    25000
PUBLIC STORAGE INC             COM              74460D109   108500  4782390 SH       DEFINED 06 09 10          0        0  4782390
PUBLIC STORAGE INC             COM              74460D109    99375  4380200 SH       DEFINED 12 16 18          0        0  4380200
PUBLIC STORAGE INC             COM              74460D109    20085   885300 SH       DEFINED 22 30 34          0        0   885300
PUBLIC STORAGE INC             COM              74460D109    12500   551000 SH       DEFINED 35                0        0   551000
PUBLIC STORAGE INC             COM              74460D109    35114  1547755 SH       DEFINED 03          1442655        0   105100
PULTE CORP                     COM              745867101    70096  3115400 SH       DEFINED 05 10 28          0        0  3115400
PULTE CORP                     COM              745867101      396    17600 SH       DEFINED 30                0        0    17600
PULTE CORP                     COM              745867101      769    34216 SH       DEFINED 03            34216        0        0
PUMA TECHNOLOGY INC            COM              745887109    96753   740700 SH       DEFINED 09 13 28          0        0   740700
PUMA TECHNOLOGY INC            COM              745887109       71      550 SH       DEFINED 30                0        0      550
PURCHASEPRO COM                COM              746144104     6875    50000 SH       DEFINED 15 34             0        0    50000
QLT PHOTOTHERAPEUTICS INC      COM              746927102    28976   493800 SH       DEFINED 02 04 06          0        0   493800
QLT PHOTOTHERAPEUTICS INC      COM              746927102   382900  6516970 SH       DEFINED 07 09 13          0        0  6516970
QLT PHOTOTHERAPEUTICS INC      COM              746927102   125863  2142200 SH       DEFINED 15 16 20          0        0  2142200
QLT PHOTOTHERAPEUTICS INC      COM              746927102    10982   186930 SH       DEFINED 21 26 28          0        0   186930
QLT PHOTOTHERAPEUTICS INC      COM              746927102     9339   158950 SH       DEFINED 30 32 34          0        0   158950
QLT PHOTOTHERAPEUTICS INC      COM              746927102     4368    74360 SH       DEFINED 03            59560        0    14800
QLOGIC CORP                    COM              747277101    27994   175100 SH       DEFINED 02 09 11          0        0   175100
QLOGIC CORP                    COM              747277101   429696  2687700 SH       DEFINED 12 13 15          0        0  2687700
QLOGIC CORP                    COM              747277101    33095   207010 SH       DEFINED 20 21 28          0        0   207010
QLOGIC CORP                    COM              747277101    22899   143231 SH       DEFINED 30 32 34          0        0   143231
QLOGIC CORP                    COM              747277101   222442  1391350 SH       DEFINED 03          1382650        0     8700
QUAKER CITY BANCORP INC        COM              74731K106     1362    83825 SH       DEFINED 15                0        0    83825
QUAKER FABRIC CORP NEW         COM              747399103      403    95000 SH       DEFINED 28                0        0    95000
QUAKER OATS CO                 COM              747402105   148004  2255300 SH       DEFINED 02 07 12          0        0  2255300
QUAKER OATS CO                 COM              747402105   453258  6906790 SH       DEFINED 13 15 16          0        0  6906790
QUAKER OATS CO                 COM              747402105   196720  2997645 SH       DEFINED 20 21 23          0        0  2997645
QUAKER OATS CO                 COM              747402105    72738  1108390 SH       DEFINED 26 28 32          0        0  1108390
QUAKER OATS CO                 COM              747402105      229     3500 SH       DEFINED 34                0        0     3500
QUAKER OATS CO                 COM              747402105    75282  1147150 SH       DEFINED 37 03        726650        0   420500
QUALCOMM INC                   COM              747525103   141541   803643 SH       DEFINED 02 04 05          0        0   803643
QUALCOMM INC                   COM              747525103   324647  1843280 SH       DEFINED 06 09 10          0        0  1843280
QUALCOMM INC                   COM              747525103   808766  4592000 SH       DEFINED 11 12 13          0        0  4592000
QUALCOMM INC                   COM              747525103   225651  1281200 SH       DEFINED 15 16 21          0        0  1281200
QUALCOMM INC                   COM              747525103   134288   762460 SH       DEFINED 23 28 30          0        0   762460
QUALCOMM INC                   COM              747525103   141604   804000 SH       DEFINED 32 34             0        0   804000
QUALCOMM INC                   COM              747525103   319473  1812306 SH       DEFINED 37 03       1720706        0    91600
QUANTA SVCS INC                COM              74762E102     2542    90000 SH       DEFINED 26                0        0    90000
QUANTUM CORP                   SUB NT CONV 7%04 747906AC9    17113 23810000 PRN      DEFINED 09 22             0        0        0
QUANTUM CORP                   SUB NT CONV 7%04 747906AC9      388   540000 PRN      DEFINED 03                0        0        0
QUANTUM CORP                   COM DSSG         747906204    12694   839310 SH       DEFINED 02 07 09          0        0   839310
QUANTUM CORP                   COM DSSG         747906204    89975  5948800 SH       DEFINED 12 15 16          0        0  5948800
QUANTUM CORP                   COM DSSG         747906204     4407   291380 SH       DEFINED 28 30 34          0        0   291380
QUANTUM CORP                   COM DSSG         747906204    12981   858300 SH       DEFINED 03            89300        0   769000
QUANTUM CORP                   COM HDDG         747906303      346    50000 SH       DEFINED 12                0        0    50000
QUANTUM CORP                   COM HDDG         747906303        3      450 SH       DEFINED 37 03           450        0        0
QUEBECOR PRINTING INC          SUB VTG          747922102    12957   586830 SH       DEFINED 02 07 21          0        0   586830
QUEBECOR PRINTING INC          SUB VTG          747922102      140     6350 SH       DEFINED 03             6350        0        0
QUEST DIAGNOSTICS INC          COM              74834L100   106265  3477000 SH       DEFINED 07 12 13          0        0  3477000
QUEST DIAGNOSTICS INC          COM              74834L100    12851   420500 SH       DEFINED 03           110000        0   310500
QUEST SOFTWARE INC             COM              74834T103    24480   240000 SH       DEFINED 16                0        0   240000
QUEST ED CORP                  COM              74835F102     6676   763000 SH       DEFINED 07                0        0   763000
QUESTAR CORP                   COM              748356102      132     8800 SH       DEFINED 12 28             0        0     8800
QUICKSILVER RESOURCES INC      COM              74837R104     1312   300000 SH       DEFINED 03           300000        0        0
QUIKSILVER INC                 COM              74838C106    16863  1087950 SH       DEFINED 20 32             0        0  1087950
QUILMES INDL QUINSA SOCIETE    SP ADR NV PFD    74838Y108      577    48400 SH       DEFINED 02 07 19          0        0    48400
QUILMES INDL QUINSA SOCIETE    SP ADR NV PFD    74838Y108     8629   722900 SH       DEFINED 21                0        0   722900
QUINTILES TRANSNATIONAL CORP   SB NT CV 4.25%00 748767AC4     1005  1040000 PRN      DEFINED 11                0        0        0
QUINTILES TRANSNATIONAL CORP   COM              748767100    19042  1019000 SH       DEFINED 07 15 16          0        0  1019000
QUINTILES TRANSNATIONAL CORP   COM              748767100    31058  1662000 SH       DEFINED 22 28             0        0  1662000
QUINTILES TRANSNATIONAL CORP   COM              748767100     6767   362149 SH       DEFINED 03           251749        0   110400
QUINTUS CORP                   COM              748798105    19648   428300 SH       DEFINED 10 16             0        0   428300
QUIPP INC                      COM              748802105      795    53000 SH       DEFINED 07                0        0    53000
QUIXOTE CORP                   COM              749056107    12386   812200 SH       DEFINED 07 21             0        0   812200
QUIXOTE CORP                   COM              749056107     2160   141700 SH       DEFINED 03           141700        0        0
QUORUM HEALTH GROUP INC        COM              749084109    22514  2417700 SH       DEFINED 07 15             0        0  2417700
QUORUM HEALTH GROUP INC        COM              749084109     1448   155500 SH       DEFINED 03           155500        0        0
R & B FALCON CORP              COM              74912E101    32648  2464000 SH       DEFINED 02 12 13          0        0  2464000
R & B FALCON CORP              COM              74912E101      356    26900 SH       DEFINED 15 34             0        0    26900
R & B FALCON CORP              COM              74912E101    50026  3775600 SH       DEFINED 03          3775600        0        0
QWEST COMMUNICATIONS INTL INC  COM              749121109   221568  5152750 SH       DEFINED 07 09 10          0        0  5152750
QWEST COMMUNICATIONS INTL INC  COM              749121109   137872  3206342 SH       DEFINED 13 15 20          0        0  3206342
QWEST COMMUNICATIONS INTL INC  COM              749121109     7312   170064 SH       DEFINED 28 30 32          0        0   170064
QWEST COMMUNICATIONS INTL INC  COM              749121109      375     8722 SH       DEFINED 34                0        0     8722
QWEST COMMUNICATIONS INTL INC  COM              749121109    21245   494278 SH       DEFINED 37 03        421578        0    72700
RCM TECHNOLOGIES INC           COM NEW          749360400    10215   592200 SH       DEFINED 07                0        0   592200
RCN CORP                       COM              749361101   106050  2186600 SH       DEFINED 13 20 32          0        0  2186600
R H DONNELLEY CORP             COM NEW          74955W307    26679  1413500 SH       DEFINED 07                0        0  1413500
R H DONNELLEY CORP             COM NEW          74955W307     5734   303800 SH       DEFINED 03           303800        0        0
RPC INC                        COM              749660106    16001  2782800 SH       DEFINED 07                0        0  2782800
RSA SEC INC                    COM              749719100    88807  1145900 SH       DEFINED 13 15 16          0        0  1145900
RSA SEC INC                    COM              749719100    14996   193500 SH       DEFINED 20 26 28          0        0   193500
RSA SEC INC                    COM              749719100     1449    18700 SH       DEFINED 32                0        0    18700
RSA SEC INC                    COM              749719100    40129   517800 SH       DEFINED 03           450400        0    67400
RWD TECHNOLOGIES INC           COM              74975B101      643    62000 SH       DEFINED 07                0        0    62000
RF MICRODEVICES INC            COM              749941100    61703   901600 SH       DEFINED 02 15 20          0        0   901600
RF MICRODEVICES INC            COM              749941100     3654    53400 SH       DEFINED 32 34             0        0    53400
RF MICRODEVICES INC            COM              749941100      458     6700 SH       DEFINED 03             3100        0     3600
RADIAN GROUP INC               COM              750236101    25675   537700 SH       DEFINED 02 07 15          0        0   537700
RADIAN GROUP INC               COM              750236101      444     9300 SH       DEFINED 26                0        0     9300
RADIAN GROUP INC               COM              750236101      684    14335 SH       DEFINED 37 03         14335        0        0
RADIO ONE INC                  CL A             75040P108    60315   655600 SH       DEFINED 09 12 28          0        0   655600
RADIO ONE INC                  CL A             75040P108     2416    26270 SH       DEFINED 29 30             0        0    26270
RADIO UNICA COMMUNICATIONS CP  COM              75040Q106      993    34400 SH       DEFINED 10                0        0    34400
RADISYS CORP                   COM              750459109      940    18450 SH       DEFINED 13                0        0    18450
RADISYS CORP                   COM              750459109     1507    29550 SH       DEFINED 03            29550        0        0
RAMBUS INC DEL                 COM              750917106    48892   725000 SH       DEFINED 10 15             0        0   725000
RAMBUS INC DEL                 COM              750917106    10837   160700 SH       DEFINED 37 03        160700        0        0
RALCORP HLDGS INC NEW          COM              751028101       41     2100 SH       DEFINED 03             2100        0        0
RALSTON PURINA CO              COM RAL-PUR GP   751277302    16129   578650 SH       DEFINED 06 12 15          0        0   578650
RALSTON PURINA CO              COM RAL-PUR GP   751277302    37282  1337481 SH       DEFINED 16 23 28          0        0  1337481
RALSTON PURINA CO              COM RAL-PUR GP   751277302    11799   423300 SH       DEFINED 30 32             0        0   423300
RALSTON PURINA CO              COM RAL-PUR GP   751277302    11719   420473 SH       DEFINED 37 03        343374        0    77099
RARE HOSPITALITY INTL INC      COM              753820109     1828    84500 SH       DEFINED 02 26             0        0    84500
RATIONAL SOFTWARE CORP         COM NEW          75409P202     5477   111500 SH       DEFINED 02 12 15          0        0   111500
RATIONAL SOFTWARE CORP         COM NEW          75409P202   120533  2453600 SH       DEFINED 16 20 28          0        0  2453600
RATIONAL SOFTWARE CORP         COM NEW          75409P202    19207   391000 SH       DEFINED 32                0        0   391000
RAWLINGS SPORTING GOODS INC    COM              754459105      184    30700 SH       DEFINED 03            30700        0        0
RAYMOND JAMES FINANCIAL INC    COM              754730109      564    30225 SH       DEFINED 15                0        0    30225
RAYMOND JAMES FINANCIAL INC    COM              754730109      247    13225 SH       DEFINED 03            13225        0        0
RAYONIER INC                   COM              754907103       33      700 SH       DEFINED 15                0        0      700
RAYOVAC CORP                   COM              755081106    58790  3114750 SH       DEFINED 20 32             0        0  3114750
RAYTECH CORP DEL               COM              755103108     1091   323300 SH       DEFINED 07                0        0   323300
RAYTHEON CO                    CL A             755111309     6549   263965 SH       DEFINED 08 10 15          0        0   263965
RAYTHEON CO                    CL A             755111309    42005  1692918 SH       DEFINED 16                0        0  1692918
RAYTHEON CO                    CL A             755111309       15      613 SH       DEFINED 37 03           613        0        0
RAYTHEON CO                    CL B             755111408    19233   724080 SH       DEFINED 08 09 10          0        0   724080
RAYTHEON CO                    CL B             755111408      892    33600 SH       DEFINED 22                0        0    33600
RAYTHEON CO                    CL B             755111408       48     1850 SH       DEFINED 37             1850        0        0
RAYTHEON CO                    CL B             755111408     7229   272154 SH       DEFINED 03           267554        0     4600
RAZORFISH INC                  CL A             755236106     6321    66450 SH       DEFINED 13 15             0        0    66450
RAZORFISH INC                  CL A             755236106     3791    39862 SH       DEFINED 03            39862        0        0
READERS DIGEST ASSN INC        CL A NON VTG     755267101    34667  1185200 SH       DEFINED 02 05 06          0        0  1185200
READERS DIGEST ASSN INC        CL A NON VTG     755267101    61114  2089400 SH       DEFINED 07 09 12          0        0  2089400
READERS DIGEST ASSN INC        CL A NON VTG     755267101   132828  4541150 SH       DEFINED 15 19 20          0        0  4541150
READERS DIGEST ASSN INC        CL A NON VTG     755267101    34102  1165887 SH       DEFINED 21 22 23          0        0  1165887
READERS DIGEST ASSN INC        CL A NON VTG     755267101    48107  1644690 SH       DEFINED 26 28 30          0        0  1644690
READERS DIGEST ASSN INC        CL A NON VTG     755267101    24176   826540 SH       DEFINED 32 34             0        0   826540
READERS DIGEST ASSN INC        CL A NON VTG     755267101        3      111 SH       DEFINED 37              111        0        0
READERS DIGEST ASSN INC        CL A NON VTG     755267101    16790   574050 SH       DEFINED 03           412750        0   161300
REALNETWORKS INC               COM              75605L104   151964  1261400 SH       DEFINED 02 11 13          0        0  1261400
REALNETWORKS INC               COM              75605L104     8217    68300 SH       DEFINED 15 21 26          0        0    68300
REALNETWORKS INC               COM              75605L104    15271   126900 SH       DEFINED 28 34             0        0   126900
REALNETWORKS INC               COM              75605L104     3012    25039 SH       DEFINED 37 03         25039        0        0
REALTY INCOME CORP             COM              756109104     2291   111100 SH       DEFINED 09                0        0   111100
RECKSON ASSOCS RLTY CORP       COM              75621K106    37648  1836500 SH       DEFINED 09 15 22          0        0  1836500
RECKSON ASSOCS RLTY CORP       COM              75621K106     9635   470000 SH       DEFINED 26 35             0        0   470000
RECKSON ASSOCS RLTY CORP       COM              75621K106    35303  1722100 SH       DEFINED 03          1711100        0    11000
RECKSON ASSOCS RLTY CORP       PFD CV SER A%    75621K205      783    39400 SH       DEFINED 33                0        0    39400
RECKSON ASSOCS RLTY CORP       PFD CV SER A%    75621K205      783    39400 SH       DEFINED 03            39400        0        0
RED HAT INC                    COM              756577102    21568   102100 SH       DEFINED 11 13 15          0        0   102100
RED HAT INC                    COM              756577102      253     1200 SH       DEFINED 28                0        0     1200
RED HAT INC                    COM              756577102     3506    16600 SH       DEFINED 03            16600        0        0
REDBACK NETWORKS INC           COM              757209101     7082    39900 SH       DEFINED 02 04 07          0        0    39900
REDBACK NETWORKS INC           COM              757209101   426550  2403100 SH       DEFINED 09 10 11          0        0  2403100
REDBACK NETWORKS INC           COM              757209101   423674  2386900 SH       DEFINED 13 15 16          0        0  2386900
REDBACK NETWORKS INC           COM              757209101    53651   302260 SH       DEFINED 20 22 23          0        0   302260
REDBACK NETWORKS INC           COM              757209101    22260   125410 SH       DEFINED 26 28 30          0        0   125410
REDBACK NETWORKS INC           COM              757209101    18992   107000 SH       DEFINED 32 34             0        0   107000
REDBACK NETWORKS INC           COM              757209101    41011   231050 SH       DEFINED 03           180250        0    50800
REDWOOD TR INC                 COM              758075402    13590  1087221 SH       DEFINED 07 12 33          0        0  1087221
REDWOOD TR INC                 COM              758075402       65     5200 SH       DEFINED 03             5200        0        0
REEBOK INTL LTD                COM              758110100      363    44457 SH       DEFINED 37 03         44457        0        0
REGIS CORP MINN                COM              758932107        0       46 SH       DEFINED 37               46        0        0
REGENCY RLTY CORP              COM              758939102     2876   143800 SH       DEFINED 03           143800        0        0
REGIONS FINL CORP              COM              758940100     1507    60000 SH       DEFINED 12                0        0    60000
REGIONS FINL CORP              COM              758940100     4699   187049 SH       DEFINED 37 03        177049        0    10000
REHABCARE GROUP INC            COM              759148109    14065   665800 SH       DEFINED 07                0        0   665800
REINSURANCE GROUP AMER INC     COM              759351109        1       50 SH       DEFINED 15                0        0       50
REINSURANCE GROUP AMER INC     COM              759351109       77     2800 SH       DEFINED 03             2800        0        0
RELIANCE STEEL & ALUMINUM CO   COM              759509102     1101    47000 SH       DEFINED 26                0        0    47000
RELIANT ENERGY INC             COM              75952J108     5473   239276 SH       DEFINED 37 03        239276        0        0
RELIASTAR FINL CORP            COM              75952U103   103511  2641443 SH       DEFINED 02 09 10          0        0  2641443
RELIASTAR FINL CORP            COM              75952U103    31948   815274 SH       DEFINED 13 15 22          0        0   815274
RELIASTAR FINL CORP            COM              75952U103     9571   244247 SH       DEFINED 28 30 34          0        0   244247
RELIASTAR FINL CORP            COM              75952U103       28      720 SH       DEFINED 37              720        0        0
RELIASTAR FINL CORP            COM              75952U103     7817   199500 SH       DEFINED 03           163000        0    36500
REMEC INC                      COM              759543101      277    10900 SH       DEFINED 03            10900        0        0
REMEDY CORP                    COM              759548100    19897   420000 SH       DEFINED 07 26             0        0   420000
REMEDYTEMP INC                 CL A             759549108    10438   549400 SH       DEFINED 07                0        0   549400
REMINGTON OIL & GAS CORP       COM              759594302       51    13300 SH       DEFINED 15 26             0        0    13300
RELIABILITY INC                COM              759903107     1785   635000 SH       DEFINED 07                0        0   635000
RENAL CARE GROUP INC           COM              759930100      826    35350 SH       DEFINED 15                0        0    35350
RENAL CARE GROUP INC           COM              759930100     6058   259200 SH       DEFINED 03           259200        0        0
RENT A CTR INC NEW             COM              76009N100     1585    80000 SH       DEFINED 26                0        0    80000
REPSOL S A                     SPONSORED ADR    76026T205    18741   806100 SH       DEFINED 19 21             0        0   806100
REPSOL S A                     SPONSORED ADR    76026T205        3      150 SH       DEFINED 37              150        0        0
REPUBLIC BANCORP INC           COM              760282103      421    34694 SH       DEFINED 26                0        0    34694
REPUBLIC GROUP INC             COM              760473108      166    11000 SH       DEFINED 02 26             0        0    11000
REPUBLIC N Y CORP              COM              760719104     5955    82716 SH       DEFINED 03            82716        0        0
REPUBLIC SVCS INC              COM              760759100    79549  5533900 SH       DEFINED 05 09 10          0        0  5533900
REPUBLIC SVCS INC              COM              760759100    94768  6592600 SH       DEFINED 12 15 22          0        0  6592600
REPUBLIC SVCS INC              COM              760759100    86619  6025700 SH       DEFINED 23 28 30          0        0  6025700
REPUBLIC SVCS INC              COM              760759100    18486  1286000 SH       DEFINED 03           143900        0  1142100
RES-CARE INC                   COM              760943100    18757  1471200 SH       DEFINED 07                0        0  1471200
RES-CARE INC                   COM              760943100     1728   135600 SH       DEFINED 03           135600        0        0
RESEARCH IN MOTION LTD         COM              760975102   326998  7094030 SH       DEFINED 02 09 13          0        0  7094030
RESEARCH IN MOTION LTD         COM              760975102     5026   109025 SH       DEFINED 21 28 30          0        0   109025
RESTORATION HARDWARE INC DEL   COM              760981100     4284   628900 SH       DEFINED 20 32             0        0   628900
RESTORATION HARDWARE INC DEL   COM              760981100     1060   155600 SH       DEFINED 03           155600        0        0
RESMED INC                     COM              761152107     4116    98600 SH       DEFINED 02 15 26          0        0    98600
RESMED INC                     COM              761152107      768    18400 SH       DEFINED 34                0        0    18400
RESMED INC                     COM              761152107    15263   365600 SH       DEFINED 03           365600        0        0
RESORTQUEST INTL INC           COM              761183102      804   192100 SH       DEFINED 32                0        0   192100
RESOURCE BANCSHARES MTG GROUP  COM              761197102     1534   338700 SH       DEFINED 07                0        0   338700
RESPIRONICS INC                COM              761230101    15940  2000400 SH       DEFINED 07                0        0  2000400
RETEK INC                      COM              76128Q109     4281    56900 SH       DEFINED 10 12 23          0        0    56900
RETEK INC                      COM              76128Q109       23      310 SH       DEFINED 26 28             0        0      310
REUTERS GROUP PLC              SPONSORED ADR    76132M102     8388   103800 SH       DEFINED 26 28             0        0   103800
REUTERS GROUP PLC              SPONSORED ADR    76132M102     5551    68700 SH       DEFINED 03            27700        0    41000
REX STORES CORP                COM              761624105    20811   594600 SH       DEFINED 07 23 26          0        0   594600
REX STORES CORP                COM              761624105     1638    46800 SH       DEFINED 37 03         46800        0        0
REYNOLDS & REYNOLDS CO         CL A             761695105   100500  4466700 SH       DEFINED 07 15 20          0        0  4466700
REYNOLDS & REYNOLDS CO         CL A             761695105     2083    92600 SH       DEFINED 32                0        0    92600
REYNOLDS & REYNOLDS CO         CL A             761695105       19      880 SH       DEFINED 37              880        0        0
REYNOLDS METALS CO             COM              761763101     3777    49300 SH       DEFINED 02 15 34          0        0    49300
REYNOLDS METALS CO             COM              761763101     4216    55024 SH       DEFINED 37 03         55024        0        0
REYNOLDS R J TOB HLDGS INC     COM              76182K105    24669  1399700 SH       DEFINED 02 05 07          0        0  1399700
REYNOLDS R J TOB HLDGS INC     COM              76182K105   169466  9615100 SH       DEFINED 11 12 15          0        0  9615100
REYNOLDS R J TOB HLDGS INC     COM              76182K105    16821   954400 SH       DEFINED 21 28 30          0        0   954400
REYNOLDS R J TOB HLDGS INC     COM              76182K105       49     2800 SH       DEFINED 34                0        0     2800
REYNOLDS R J TOB HLDGS INC     COM              76182K105     2517   142833 SH       DEFINED 03            42233        0   100600
RHYTHMS NETCONNECTIONS INC     COM              762430205    10704   345300 SH       DEFINED 13 15 27          0        0   345300
RHYTHMS NETCONNECTIONS INC     COM              762430205     1863    60100 SH       DEFINED 34                0        0    60100
RHYTHMS NETCONNECTIONS INC     COM              762430205     7610   245500 SH       DEFINED 03           117400        0   128100
RICHARDSON ELECTRS LTD         SB DB CV 7.25%06 763165AB3      315   404000 PRN      DEFINED 28                0        0        0
RICHARDSON ELECTRS LTD         SRSBDBCV 8.25%06 763165AC1     1483  1978000 PRN      DEFINED 28                0        0        0
RICHARDSON ELECTRS LTD         COM              763165107     1860   248000 SH       DEFINED 26 28             0        0   248000
RICHMOND CNTY FINL CORP        COM              764556106     4539   251300 SH       DEFINED 15 26             0        0   251300
RICHMOND CNTY FINL CORP        COM              764556106    11699   647700 SH       DEFINED 03           647700        0        0
RICHMONT MINES INC             COM              76547T106     1412  1006300 SH       DEFINED 07 15             0        0  1006300
RIGHT MGMT CONSULTANTS INC     COM              766573109     7979   693900 SH       DEFINED 02 07 26          0        0   693900
RIGHT MGMT CONSULTANTS INC     COM              766573109      338    29400 SH       DEFINED 03            29400        0        0
RITCHIE BROS AUCTIONEERS       COM              767744105     2011    72500 SH       DEFINED 15 26             0        0    72500
RITCHIE BROS AUCTIONEERS       COM              767744105     1501    54100 SH       DEFINED 03            54100        0        0
RITE AID CORP                  COM              767754104     2286   204393 SH       DEFINED 03           204393        0        0
RIVIANA FOODS INC              COM              769536103    15158   854000 SH       DEFINED 07                0        0   854000
RIVIANA FOODS INC              COM              769536103      181    10200 SH       DEFINED 03            10200        0        0
ROADWAY EXPRESS INC DEL        COM              769742107     1580    73100 SH       DEFINED 02 26             0        0    73100
ROADWAY EXPRESS INC DEL        COM              769742107      105     4900 SH       DEFINED 03             4900        0        0
ROANOKE ELEC STL CORP          COM              769841107     5638   347000 SH       DEFINED 07                0        0   347000
ROBBINS & MYERS INC            COM              770196103     2540   112300 SH       DEFINED 03           112300        0        0
ROBERT HALF INTL INC           COM              770323103    70962  2484450 SH       DEFINED 10 15 20          0        0  2484450
ROBERT HALF INTL INC           COM              770323103     3607   126300 SH       DEFINED 32                0        0   126300
ROBERTSON CECO CORP            COM PAR $0.01    770539203    10048  1017600 SH       DEFINED 07                0        0  1017600
ROCK OF AGES CORP              CL A             772632105      788   172800 SH       DEFINED 28                0        0   172800
ROCKWELL INTL CORP NEW         COM              773903109    46414   969500 SH       DEFINED 09 15 22          0        0   969500
ROCKWELL INTL CORP NEW         COM              773903109     8871   185300 SH       DEFINED 32 34             0        0   185300
ROCKWELL INTL CORP NEW         COM              773903109      154     3200 SH       DEFINED 37             3200        0        0
ROCKWELL INTL CORP NEW         COM              773903109     9709   202810 SH       DEFINED 03           160510        0    42300
ROFIN SINAR TECHNOLOGIES INC   COM              775043102     1674   235000 SH       DEFINED 07                0        0   235000
ROGERS CANTEL MOBILE COMMN     CL B RSTRG VTG   775102205     2574    70860 SH       DEFINED 02 07             0        0    70860
ROGERS CANTEL MOBILE COMMN     CL B RSTRG VTG   775102205      184     5080 SH       DEFINED 03             5080        0        0
ROGERS COMMUNICATIONS INC      CL B             775109200    77943  3182050 SH       DEFINED 02 07 15          0        0  3182050
ROGERS COMMUNICATIONS INC      CL B             775109200     2110    86000 SH       DEFINED 19 21 34          0        0    86000
ROGERS COMMUNICATIONS INC      CL B             775109200      592    24150 SH       DEFINED 03            24150        0        0
ROHM & HAAS CO                 COM              775371107    40067   984750 SH       DEFINED 05 06 07          0        0   984750
ROHM & HAAS CO                 COM              775371107     3913    96191 SH       DEFINED 15 28             0        0    96191
ROHM & HAAS CO                 COM              775371107    19931   489859 SH       DEFINED 37 03        419886        0    69973
ROHN INDS INC                  COM              775381106      790   275000 SH       DEFINED 07                0        0   275000
ROPER INDS INC NEW             COM              776696106    37105   981300 SH       DEFINED 07 15 20          0        0   981300
ROPER INDS INC NEW             COM              776696106     7070   187000 SH       DEFINED 26 32             0        0   187000
ROPER INDS INC NEW             COM              776696106     4382   115900 SH       DEFINED 03           107600        0     8300
ROSLYN BANCORP INC             COM              778162107     2701   146015 SH       DEFINED 15                0        0   146015
ROSS STORES INC                COM              778296103    74259  4139900 SH       DEFINED 02 07 12          0        0  4139900
ROSS STORES INC                COM              778296103    47236  2633400 SH       DEFINED 18 23 26          0        0  2633400
ROSS STORES INC                COM              778296103      117     6530 SH       DEFINED 28                0        0     6530
ROSS STORES INC                COM              778296103        2      150 SH       DEFINED 37              150        0        0
ROUSE CO                       COM              779273101     4981   234400 SH       DEFINED 15 16 35          0        0   234400
ROUSE CO                       COM              779273101     8789   413600 SH       DEFINED 03           413600        0        0
ROWAN COS INC                  COM              779382100    21561   994200 SH       DEFINED 02 12 15          0        0   994200
ROWAN COS INC                  COM              779382100     8388   386770 SH       DEFINED 23 28 34          0        0   386770
ROWAN COS INC                  COM              779382100     1705    78625 SH       DEFINED 37 03         78625        0        0
ROYAL GROUP TECHNOLOGIES LTD   SUB VTG SH       779915107     8486   400000 SH       DEFINED 02                0        0   400000
ROYAL BK CDA MONTREAL QUE      COM              780087102     5691   129490 SH       DEFINED 02 07 19          0        0   129490
ROYAL BK CDA MONTREAL QUE      COM              780087102     1448    32900 SH       DEFINED 21                0        0    32900
ROYAL BK CDA MONTREAL QUE      COM              780087102      952    21630 SH       DEFINED 03            21630        0        0
ROYAL BK SCOTLAND GROUP PLC    SP ADR PREF C    780097408       21     1002 SH       DEFINED 37             1002        0        0
ROYAL BK SCOTLAND GROUP PLC    SP ADR PREF D    780097606       42     2000 SH       DEFINED 37             2000        0        0
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804   238288  3942730 SH       DEFINED 02 05 06          0        0  3942730
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804   339827  5622800 SH       DEFINED 07 08 09          0        0  5622800
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804   596203  9864800 SH       DEFINED 10 11 15          0        0  9864800
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804   863893 14294000 SH       DEFINED 16 20 22          0        0 14294000
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804   299340  4952900 SH       DEFINED 28 30 32          0        0  4952900
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804    27783   459700 SH       DEFINED 34                0        0   459700
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804   175391  2902036 SH       DEFINED 37 03       2574016        0   328020
RUBY TUESDAY INC               COM              781182100     3277   180200 SH       DEFINED 26                0        0   180200
RUBY TUESDAY INC               COM              781182100     4902   269600 SH       DEFINED 37 03        269600        0        0
RUDOLPH TECHNOLOGIES INC       COM              781270103      850    25400 SH       DEFINED 10 12 28          0        0    25400
RURAL CELLULAR CORP            CL A             781904107     2353    26000 SH       DEFINED 02 13             0        0    26000
RURAL CELLULAR CORP            CL A             781904107     3429    37900 SH       DEFINED 03            37900        0        0
RUSSELL CORP                   COM              782352108      441    26365 SH       DEFINED 03            26365        0        0
RYANAIR HLDGS PLC              SPONSORED ADR    783513104    27849   505200 SH       DEFINED 11 13 19          0        0   505200
RYANAIR HLDGS PLC              SPONSORED ADR    783513104    23626   428600 SH       DEFINED 20 21 28          0        0   428600
RYANAIR HLDGS PLC              SPONSORED ADR    783513104     3042    55200 SH       DEFINED 32                0        0    55200
RYANS FAMILY STEAK HOUSE INC   COM              783519101     3285   386500 SH       DEFINED 26 32             0        0   386500
RYANS FAMILY STEAK HOUSE INC   COM              783519101        0       62 SH       DEFINED 37               62        0        0
RYDER SYS INC                  COM              783549108    87838  3594400 SH       DEFINED 09 12 15          0        0  3594400
RYDER SYS INC                  COM              783549108    22367   915300 SH       DEFINED 21 22 28          0        0   915300
RYDER SYS INC                  COM              783549108    21415   876345 SH       DEFINED 34 03        476995        0   399350
RYERSON TULL INC NEW           COM              78375P107    51537  2651456 SH       DEFINED 09 12 15          0        0  2651456
RYERSON TULL INC NEW           COM              78375P107    14642   753323 SH       DEFINED 22                0        0   753323
RYERSON TULL INC NEW           COM              78375P107     3726   191732 SH       DEFINED 03            21087        0   170645
RYLAND GROUP INC               COM              783764103     2721   118000 SH       DEFINED 02 26             0        0   118000
S&K FAMOUS BRANDS INC          COM              783774102     2478   417500 SH       DEFINED 07                0        0   417500
SBC COMMUNICATIONS INC         COM              78387G103   155021  3179919 SH       DEFINED 02 05 06          0        0  3179919
SBC COMMUNICATIONS INC         COM              78387G103  1939619 39787059 SH       DEFINED 07 09 10          0        0 39787059
SBC COMMUNICATIONS INC         COM              78387G103   681613 13981814 SH       DEFINED 11 12 15          0        0 13981814
SBC COMMUNICATIONS INC         COM              78387G103  1415639 29038754 SH       DEFINED 16 18 19          0        0 29038754
SBC COMMUNICATIONS INC         COM              78387G103   617933 12675552 SH       DEFINED 20 22 26          0        0 12675552
SBC COMMUNICATIONS INC         COM              78387G103   233692  4793693 SH       DEFINED 27 28 30          0        0  4793693
SBC COMMUNICATIONS INC         COM              78387G103   128945  2645029 SH       DEFINED 32 34             0        0  2645029
SBC COMMUNICATIONS INC         COM              78387G103     2695    56503 SH       DEFINED 37            56503        0        0
SBC COMMUNICATIONS INC         COM              78387G103   475776  9759518 SH       DEFINED 03          8279952        0  1479566
SBS TECHNOLOGIES INC           COM              78387P103    18067   495000 SH       DEFINED 07                0        0   495000
SBS TECHNOLOGIES INC           COM              78387P103     1463    40100 SH       DEFINED 03            40100        0        0
SCI SYS INC                    COM              783890106   209413  2548000 SH       DEFINED 02 05 06          0        0  2548000
SCI SYS INC                    COM              783890106   266698  3245000 SH       DEFINED 15 22 23          0        0  3245000
SCI SYS INC                    COM              783890106   408940  4975700 SH       DEFINED 28 30 34          0        0  4975700
SCI SYS INC                    COM              783890106     6745    82070 SH       DEFINED 03            48770        0    33300
SCP POOL CORP                  COM              784028102      648    25000 SH       DEFINED 26                0        0    25000
SDL INC                        COM              784076101   207296   950900 SH       DEFINED 02 13             0        0   950900
SED INTL HLDGS INC             COM              784109100     2220   960000 SH       DEFINED 07                0        0   960000
SEI INVESTMENTS CO             COM              784117103      142     1200 SH       DEFINED 02                0        0     1200
SEMCO ENERGY INC               COM              78412D109      160    13600 SH       DEFINED 15                0        0    13600
SFX ENTMT INC                  CL A             784178105    36504  1008750 SH       DEFINED 02 10 15          0        0  1008750
SFX ENTMT INC                  CL A             784178105    12803   353800 SH       DEFINED 20 32 34          0        0   353800
SFX ENTMT INC                  CL A             784178105     1152    31850 SH       DEFINED 03            31850        0        0
SGV BANCORP INC                COM              78422T102     2500   114300 SH       DEFINED 15                0        0   114300
SK TELECOM LTD                 SPONSORED ADR    78440P108      667    17407 SH       DEFINED 03                0        0    17407
SL GREEN RLTY CORP             COM              78440X101     8558   393500 SH       DEFINED 09 35             0        0   393500
SL GREEN RLTY CORP             COM              78440X101     9896   455000 SH       DEFINED 03           455000        0        0
SLM HLDG CORP                  COM              78442A109    18752   443850 SH       DEFINED 02 06 07          0        0   443850
SLM HLDG CORP                  COM              78442A109    59650  1411850 SH       DEFINED 09 10 15          0        0  1411850
SLM HLDG CORP                  COM              78442A109   560651 13269850 SH       DEFINED 16 20 22          0        0 13269850
SLM HLDG CORP                  COM              78442A109    10254   242700 SH       DEFINED 32 34             0        0   242700
SLM HLDG CORP                  COM              78442A109       53     1255 SH       DEFINED 37             1255        0        0
SLM HLDG CORP                  COM              78442A109    15253   361035 SH       DEFINED 03           284235        0    76800
SLI INC                        COM              78442T108     7038   519000 SH       DEFINED 10                0        0   519000
SLI INC                        COM              78442T108       31     2300 SH       DEFINED 03             2300        0        0
SPSS INC                       COM              78462K102    21742   861100 SH       DEFINED 07                0        0   861100
SPSS INC                       COM              78462K102     2820   111700 SH       DEFINED 03           111700        0        0
SPS TECHNOLOGIES INC           COM              784626103       86     2700 SH       DEFINED 15                0        0     2700
SPS TECHNOLOGIES INC           COM              784626103     2436    76300 SH       DEFINED 03            76300        0        0
S1 CORPORATION                 COM              78463B101     1484    19000 SH       DEFINED 02 15 34          0        0    19000
SPX CORP                       COM              784635104    11355   140518 SH       DEFINED 02 08 09          0        0   140518
SPX CORP                       COM              784635104   253401  3135677 SH       DEFINED 15 19 20          0        0  3135677
SPX CORP                       COM              784635104     3270    40465 SH       DEFINED 21 28 30          0        0    40465
SPX CORP                       COM              784635104    85519  1058241 SH       DEFINED 32 34             0        0  1058241
SPX CORP                       COM              784635104    21490   265926 SH       DEFINED 37 03        265926        0        0
S3 INC                         SB NT CV 5.75%03 784849AC5    14245 15400000 PRN      DEFINED 11                0        0        0
S3 INC                         COM              784849101     8785   759800 SH       DEFINED 04 26             0        0   759800
SAATCHI & SAATCHI PLC NEW      SPONSORED ADR    785144205     1743    57400 SH       DEFINED 13                0        0    57400
SAATCHI & SAATCHI PLC NEW      SPONSORED ADR    785144205     2457    80900 SH       DEFINED 03            80900        0        0
SABRE HLDGS CORP               CL A             785905100    23959   467500 SH       DEFINED 02 06 07          0        0   467500
SABRE HLDGS CORP               CL A             785905100    48984   955790 SH       DEFINED 12 15 19          0        0   955790
SABRE HLDGS CORP               CL A             785905100    24184   471900 SH       DEFINED 21 23             0        0   471900
SABRE HLDGS CORP               CL A             785905100    48528   946900 SH       DEFINED 37 03        728400        0   218500
SAES GETTERS S P A             SPONSORED ADR    786362103     2088   348000 SH       DEFINED 07 19 21          0        0   348000
SAFECO CORP                    COM              786429100     2584   103896 SH       DEFINED 37 03        103896        0        0
SAFEGUARD SCIENTIFICS INC      SB NT CV 144A 06 786449AD0     5424  2400000 PRN      DEFINED 11                0        0        0
SAFEGUARD SCIENTIFICS INC      COM              786449108    56819   350600 SH       DEFINED 04 09 13          0        0   350600
SAFEGUARD SCIENTIFICS INC      COM              786449108    19556   120670 SH       DEFINED 15 28 30          0        0   120670
SAFEGUARD SCIENTIFICS INC      COM              786449108      160     1000 SH       DEFINED 37             1000        0        0
SAFEGUARD SCIENTIFICS INC      COM              786449108      210     1300 SH       DEFINED 03                0        0     1300
SAFETY-KLEEN CORP NEW          COM NEW          78648R203     6785   599850 SH       DEFINED 12 15             0        0   599850
SAFETY-KLEEN CORP NEW          COM NEW          78648R203     3099   273990 SH       DEFINED 03           191690        0    82300
SAFEWAY INC                    COM NEW          786514208    64179  1804700 SH       DEFINED 02 04 05          0        0  1804700
SAFEWAY INC                    COM NEW          786514208   429616 12080600 SH       DEFINED 06 07 10          0        0 12080600
SAFEWAY INC                    COM NEW          786514208   228926  6437300 SH       DEFINED 11 13 15          0        0  6437300
SAFEWAY INC                    COM NEW          786514208   501714 14107970 SH       DEFINED 16 19 20          0        0 14107970
SAFEWAY INC                    COM NEW          786514208   139227  3915000 SH       DEFINED 21 22 23          0        0  3915000
SAFEWAY INC                    COM NEW          786514208   337056  9477850 SH       DEFINED 28 30 32          0        0  9477850
SAFEWAY INC                    COM NEW          786514208      268     7550 SH       DEFINED 34                0        0     7550
SAFEWAY INC                    COM NEW          786514208   112909  3174955 SH       DEFINED 37 03       2507955        0   667000
SAGE INC                       COM              786632109      310    16000 SH       DEFINED 10                0        0    16000
ST FRANCIS CAP CORP            COM              789374105      409    22000 SH       DEFINED 02 26             0        0    22000
ST JOE CO                      COM              790148100     4259   175200 SH       DEFINED 13                0        0   175200
ST JOE CO                      COM              790148100     8937   367625 SH       DEFINED 37 03        367625        0        0
ST JUDE MED INC                COM              790849103      141     4600 SH       DEFINED 15                0        0     4600
ST JUDE MED INC                COM              790849103     2584    84235 SH       DEFINED 03            84235        0        0
ST LAURENT PAPERBOARD INC      COM              790907109      532    40100 SH       DEFINED 02                0        0    40100
ST PAUL COS INC                COM              792860108     6027   178915 SH       DEFINED 37 03        178915        0        0
SAKS INC                       COM              79377W108     7815   502187 SH       DEFINED 02 05 15          0        0   502187
SAKS INC                       COM              79377W108   124400  7993600 SH       DEFINED 16 28 30          0        0  7993600
SAKS INC                       COM              79377W108       19     1224 SH       DEFINED 34                0        0     1224
SAKS INC                       COM              79377W108      427    27500 SH       DEFINED 03            27500        0        0
SALESLOGIX CORP                COM              79466P105    17209   419100 SH       DEFINED 04 09 12          0        0   419100
SALESLOGIX CORP                COM              79466P105    63676  1550720 SH       DEFINED 13 15 20          0        0  1550720
SALESLOGIX CORP                COM              79466P105     2871    69940 SH       DEFINED 26 28 30          0        0    69940
SALESLOGIX CORP                COM              79466P105     1478    36000 SH       DEFINED 32                0        0    36000
SALESLOGIX CORP                COM              79466P105     8319   202600 SH       DEFINED 03           175700        0    26900
SALOMON BROTHERS FD INC        COM              795477108       39     1964 SH       DEFINED 37             1964        0        0
SAN PAOLO-IMI S P A            SPONSORED ADR    799175104        3      112 SH       DEFINED 37              112        0        0
SANCHEZ COMPUTER ASSOCS INC    COM              799702105     1078    26500 SH       DEFINED 02 29 34          0        0    26500
SANDISK CORP                   COM              80004C101    91533   951000 SH       DEFINED 02 04 13          0        0   951000
SANDISK CORP                   COM              80004C101   101639  1055990 SH       DEFINED 15 16 19          0        0  1055990
SANDISK CORP                   COM              80004C101    41888   435200 SH       DEFINED 20 26 32          0        0   435200
SANDISK CORP                   COM              80004C101    10010   104000 SH       DEFINED 03            94100        0     9900
SANMINA CORP                   SB DB CV 144A 04 800907AA5     2489  1900000 PRN      DEFINED 11                0        0        0
SANMINA CORP                   SUB NTCV 4.25%04 800907AB3     3930  3000000 PRN      DEFINED 11                0        0        0
SANMINA CORP                   COM              800907107   150311  1505000 SH       DEFINED 05 06 11          0        0  1505000
SANMINA CORP                   COM              800907107   207869  2081300 SH       DEFINED 12 15 16          0        0  2081300
SANMINA CORP                   COM              800907107   202576  2028300 SH       DEFINED 20 22 28          0        0  2028300
SANMINA CORP                   COM              800907107     8609    86200 SH       DEFINED 30 32             0        0    86200
SANMINA CORP                   COM              800907107    36556   366025 SH       DEFINED 37 03        223775        0   142250
SANGSTAT MED CORP              COM              801003104    15038   505500 SH       DEFINED 09 15 28          0        0   505500
SANGSTAT MED CORP              COM              801003104       29      990 SH       DEFINED 30                0        0      990
SANTA CRUZ OPERATION INC       COM              801833104     1072    35300 SH       DEFINED 13                0        0    35300
SANTA CRUZ OPERATION INC       COM              801833104     1682    55400 SH       DEFINED 03            55400        0        0
SANTA FE SNYDER CORP           COM              80218K105    40195  5024395 SH       DEFINED 02 04 09          0        0  5024395
SANTA FE SNYDER CORP           COM              80218K105   124900 15612600 SH       DEFINED 12 15 16          0        0 15612600
SANTA FE SNYDER CORP           COM              80218K105    12787  1598384 SH       DEFINED 21 22 26          0        0  1598384
SANTA FE SNYDER CORP           COM              80218K105    15767  1970990 SH       DEFINED 28 30 34          0        0  1970990
SANTA FE SNYDER CORP           COM              80218K105        7     1000 SH       DEFINED 37             1000        0        0
SANTA FE SNYDER CORP           COM              80218K105    27217  3402186 SH       DEFINED 03          2065033        0  1337153
SANTA ISABEL S A               SPONSORED ADR    802233106       12     1300 SH       DEFINED 07                0        0     1300
SAP AKTIENGESELLSCHAFT         SPONSORED ADR    803054204     7028   135000 SH       DEFINED 12                0        0   135000
SAP AKTIENGESELLSCHAFT         SPONSORED ADR    803054204        7      148 SH       DEFINED 37              148        0        0
SAPIENT CORP                   COM              803062108    24058   170700 SH       DEFINED 02 13             0        0   170700
SARA LEE CORP                  COM              803111103    21804   988310 SH       DEFINED 02 08 12          0        0   988310
SARA LEE CORP                  COM              803111103   121577  5510600 SH       DEFINED 13 15 16          0        0  5510600
SARA LEE CORP                  COM              803111103    12599   571100 SH       DEFINED 32 34             0        0   571100
SARA LEE CORP                  COM              803111103    37259  1688753 SH       DEFINED 37 03       1666153        0    22600
SAWTEK INC                     COM              805468105     8107   121800 SH       DEFINED 02 09 13          0        0   121800
SAWTEK INC                     COM              805468105    19462   292400 SH       DEFINED 15 20 23          0        0   292400
SAWTEK INC                     COM              805468105     5456    81970 SH       DEFINED 26 28 30          0        0    81970
SAWTEK INC                     COM              805468105     3501    52600 SH       DEFINED 32 34             0        0    52600
SAWTEK INC                     COM              805468105     3308    49700 SH       DEFINED 03            45700        0     4000
SCANA CORP                     COM              805898103       65     2437 SH       DEFINED 37             2437        0        0
SCANSOURCE INC                 COM              806037107     2032    50110 SH       DEFINED 02 09 21          0        0    50110
SCANSOURCE INC                 COM              806037107     3154    77770 SH       DEFINED 26 28 30          0        0    77770
SCANSOURCE INC                 COM              806037107     8574   211400 SH       DEFINED 03           211400        0        0
SCHAWK INC                     CL A             806373106      254    29900 SH       DEFINED 28                0        0    29900
SCHEIN PHARMACEUTICAL INC      COM              806416103        8      700 SH       DEFINED 15                0        0      700
SCHERING PLOUGH CORP           COM              806605101   166573  3948400 SH       DEFINED 02 04 05          0        0  3948400
SCHERING PLOUGH CORP           COM              806605101   407463  9658393 SH       DEFINED 06 07 08          0        0  9658393
SCHERING PLOUGH CORP           COM              806605101  1248420 29592200 SH       DEFINED 09 10 11          0        0 29592200
SCHERING PLOUGH CORP           COM              806605101  1333158 31600800 SH       DEFINED 13 15 16          0        0 31600800
SCHERING PLOUGH CORP           COM              806605101   154831  3670070 SH       DEFINED 18 19 20          0        0  3670070
SCHERING PLOUGH CORP           COM              806605101   176373  4180700 SH       DEFINED 21 22 23          0        0  4180700
SCHERING PLOUGH CORP           COM              806605101   401457  9516040 SH       DEFINED 26 27 28          0        0  9516040
SCHERING PLOUGH CORP           COM              806605101    96951  2298100 SH       DEFINED 29 30 32          0        0  2298100
SCHERING PLOUGH CORP           COM              806605101    32594   772600 SH       DEFINED 34                0        0   772600
SCHERING PLOUGH CORP           COM              806605101     4689   111139 SH       DEFINED 37            87139        0    24000
SCHERING PLOUGH CORP           COM              806605101   241943  5734957 SH       DEFINED 03          4301957        0  1433000
SCHLUMBERGER LTD               COM              806857108    53689   954472 SH       DEFINED 02 05 06          0        0   954472
SCHLUMBERGER LTD               COM              806857108   133108  2366368 SH       DEFINED 07 08 09          0        0  2366368
SCHLUMBERGER LTD               COM              806857108   491551  8738700 SH       DEFINED 10 11 12          0        0  8738700
SCHLUMBERGER LTD               COM              806857108   295214  5248251 SH       DEFINED 13 15 16          0        0  5248251
SCHLUMBERGER LTD               COM              806857108    86850  1544000 SH       DEFINED 18 20 22          0        0  1544000
SCHLUMBERGER LTD               COM              806857108   107094  1903900 SH       DEFINED 26 27 28          0        0  1903900
SCHLUMBERGER LTD               COM              806857108    28395   504800 SH       DEFINED 30 32 34          0        0   504800
SCHLUMBERGER LTD               COM              806857108   129318  2298822 SH       DEFINED 37 03       1960372        0   338450
SCHOLASTIC CORP                SBDBCV 144A 5%05 807066AA3      978  1000000 PRN      DEFINED 11                0        0        0
SCHOLASTIC CORP                COM              807066105    25882   416200 SH       DEFINED 20 32             0        0   416200
SCHULTZ SAV O STORES INC       COM              808196109     5037   395100 SH       DEFINED 07                0        0   395100
SCHWAB CHARLES CORP NEW        COM              808513105    16696   435100 SH       DEFINED 02 04 06          0        0   435100
SCHWAB CHARLES CORP NEW        COM              808513105   159812  4164500 SH       DEFINED 07 10 11          0        0  4164500
SCHWAB CHARLES CORP NEW        COM              808513105    56555  1473750 SH       DEFINED 12 13 15          0        0  1473750
SCHWAB CHARLES CORP NEW        COM              808513105   204692  5334000 SH       DEFINED 16 22 23          0        0  5334000
SCHWAB CHARLES CORP NEW        COM              808513105    66699  1738100 SH       DEFINED 26 28 29          0        0  1738100
SCHWAB CHARLES CORP NEW        COM              808513105     4796   125000 SH       DEFINED 34                0        0   125000
SCHWAB CHARLES CORP NEW        COM              808513105   108431  2825589 SH       DEFINED 03          1758989        0  1066600
SCHWEITZER-MAUDUIT INTL INC    COM              808541106      120     9000 SH       DEFINED 15                0        0     9000
SCIENT CORP                    COM              80864H109    21168   244900 SH       DEFINED 13 15 16          0        0   244900
SCIENT CORP                    COM              80864H109     2748    31800 SH       DEFINED 03            31800        0        0
SCIENTIFIC ATLANTA INC         COM              808655104   125312  2252800 SH       DEFINED 02 12 13          0        0  2252800
SCIENTIFIC ATLANTA INC         COM              808655104     2747    49400 SH       DEFINED 23 28 34          0        0    49400
SCIENTIFIC ATLANTA INC         COM              808655104     4081    73355 SH       DEFINED 37 03         61355        0    12000
SCIENTIFIC GAMES HLDGS CORP    COM              808747109     5945   359000 SH       DEFINED 07                0        0   359000
SCIENTIFIC TECHNOL INC         COM PAR $0.001   808799209      106    19500 SH       DEFINED 07                0        0    19500
SCIQUEST COM INC               COM              80908Q107     3641    45800 SH       DEFINED 02 10 12          0        0    45800
SCIQUEST COM INC               COM              80908Q107      453     5700 SH       DEFINED 15 28 34          0        0     5700
SCOTT TECHNOLOGIES INC         COM              810022301      566    30000 SH       DEFINED 02 26             0        0    30000
SCOTTISH PWR PLC               SPON ADR FINAL   81013T705       11      418 SH       DEFINED 37              418        0        0
SCRIPPS E W CO OHIO            CL A             811054204     2549    56900 SH       DEFINED 02 15 34          0        0    56900
SCRIPPS E W CO OHIO            CL A             811054204        0        6 SH       DEFINED 37                6        0        0
SEACOAST FINL SVCS CORP        COM              81170Q106     7240   710700 SH       DEFINED 07 15             0        0   710700
SEACOAST FINL SVCS CORP        COM              81170Q106     1518   149100 SH       DEFINED 03           149100        0        0
SEAGATE TECHNOLOGY             COM              811804103    21041   451900 SH       DEFINED 06 09 12          0        0   451900
SEAGATE TECHNOLOGY             COM              811804103   187902  4035500 SH       DEFINED 13 15 16          0        0  4035500
SEAGATE TECHNOLOGY             COM              811804103    81386  1747900 SH       DEFINED 20 28 29          0        0  1747900
SEAGATE TECHNOLOGY             COM              811804103    15975   343100 SH       DEFINED 30 32             0        0   343100
SEAGATE TECHNOLOGY             COM              811804103    69932  1501900 SH       DEFINED 37 03       1501900        0        0
SEAGRAM LTD                    COM              811850106   246621  5527510 SH       DEFINED 02 07 10          0        0  5527510
SEAGRAM LTD                    COM              811850106    76323  1710570 SH       DEFINED 11 15 19          0        0  1710570
SEAGRAM LTD                    COM              811850106     4689   105100 SH       DEFINED 21 26 28          0        0   105100
SEAGRAM LTD                    COM              811850106      187     4200 SH       DEFINED 34                0        0     4200
SEAGRAM LTD                    COM              811850106    22971   513254 SH       DEFINED 37 03        458954        0    54300
SEAGRAM LTD                    PFD ADJ CV SEC   811850205    69214  1553200 SH       DEFINED 09 11 22          0        0  1553200
SEAGRAM LTD                    PFD ADJ CV SEC   811850205     1096    24600 SH       DEFINED 03                0        0    24600
SEACOR SMIT INC                COM              811904101     3048    58900 SH       DEFINED 15                0        0    58900
SEACOR SMIT INC                COM              811904101     2313    44700 SH       DEFINED 03            44700        0        0
SEALED AIR CORP NEW            COM              81211K100    70169  1354300 SH       DEFINED 07 11 13          0        0  1354300
SEALED AIR CORP NEW            COM              81211K100    13157   253954 SH       DEFINED 15 23 27          0        0   253954
SEALED AIR CORP NEW            COM              81211K100     1391    26860 SH       DEFINED 28 30 34          0        0    26860
SEALED AIR CORP NEW            COM              81211K100    15918   307238 SH       DEFINED 37 03        302988        0     4250
SEALED AIR CORP NEW            PFD CV A $2      81211K209    22105   437737 SH       DEFINED 02 07 10          0        0   437737
SEALED AIR CORP NEW            PFD CV A $2      81211K209    76241  1509727 SH       DEFINED 11 16 22          0        0  1509727
SEALED AIR CORP NEW            PFD CV A $2      81211K209    18884   373942 SH       DEFINED 34 36             0        0   373942
SEALED AIR CORP NEW            PFD CV A $2      81211K209     9403   186200 SH       DEFINED 03           150800        0    35400
SEARS ROEBUCK & CO             COM              812387108     5326   175000 SH       DEFINED 02 32             0        0   175000
SEARS ROEBUCK & CO             COM              812387108     9158   300902 SH       DEFINED 37 03        300902        0        0
SEATTLE FILMWORKS INC          COM              812572105     4547  1635000 SH       DEFINED 07                0        0  1635000
SEGUE SOFTWARE INC             COM              815807102    12092   483700 SH       DEFINED 03           483700        0        0
SEITEL INC                     COM NEW          816074306     1626   241000 SH       DEFINED 07                0        0   241000
SELECTIVE INS GROUP INC        COM              816300107      302    17600 SH       DEFINED 03            17600        0        0
SELFCARE INC                   COM              81631R107     2300   721600 SH       DEFINED 10                0        0   721600
SEMTECH CORP                   COM              816850101    19088   366200 SH       DEFINED 02 12 15          0        0   366200
SEMTECH CORP                   COM              816850101     6828   131000 SH       DEFINED 26                0        0   131000
SEMTECH CORP                   COM              816850101    18801   360700 SH       DEFINED 03           353100        0     7600
SEMPRA ENERGY                  COM              816851109    35893  2065835 SH       DEFINED 09 22             0        0  2065835
SEMPRA ENERGY                  COM              816851109        6      401 SH       DEFINED 37              401        0        0
SEMPRA ENERGY                  COM              816851109     5272   303474 SH       DEFINED 03           210674        0    92800
SENSORMATIC ELECTRS CORP       COM              817265101    18987  1088900 SH       DEFINED 02 12 23          0        0  1088900
SENSORMATIC ELECTRS CORP       COM              817265101     7583   434900 SH       DEFINED 26 03             0        0   434900
SEPRACOR INC                   SB DB CV144A7%05 817315AF1     5300  5000000 PRN      DEFINED 11                0        0        0
SEPRACOR INC                   SUB DB CONV 7%05 817315AH7     4452  4200000 PRN      DEFINED 11                0        0        0
SEPRACOR INC                   COM              817315104    30177   304250 SH       DEFINED 02 04 09          0        0   304250
SEPRACOR INC                   COM              817315104   376821  3799080 SH       DEFINED 12 13 15          0        0  3799080
SEPRACOR INC                   COM              817315104    63559   640800 SH       DEFINED 16 21 28          0        0   640800
SEPRACOR INC                   COM              817315104     5572    56180 SH       DEFINED 29 30 34          0        0    56180
SEPRACOR INC                   COM              817315104     7161    72200 SH       DEFINED 03            72200        0        0
SEROLOGICALS CORP              COM              817523103     6900  1150000 SH       DEFINED 07                0        0  1150000
SERVICE CORP INTL              COM              817565104     2636   380000 SH       DEFINED 28                0        0   380000
SERVICE CORP INTL              COM              817565104     1490   214781 SH       DEFINED 37 03        214781        0        0
SHARED MED SYS CORP            COM              819486101    47320   929000 SH       DEFINED 15 16             0        0   929000
SHARED MED SYS CORP            COM              819486101    16138   316834 SH       DEFINED 37 03        208134        0   108700
SHAW COMMUNICATIONS INC        CL B CONV        82028K200    35222  1071300 SH       DEFINED 02 19             0        0  1071300
SHAW GROUP INC                 COM              820280105     2278    90000 SH       DEFINED 07                0        0    90000
SHAW INDS INC                  COM              820286102    11466   742800 SH       DEFINED 02 04 06          0        0   742800
SHAW INDS INC                  COM              820286102     3190   206700 SH       DEFINED 12 15 21          0        0   206700
SHAW INDS INC                  COM              820286102     8408   544700 SH       DEFINED 28 34             0        0   544700
SHAW INDS INC                  COM              820286102     4716   305500 SH       DEFINED 03           301800        0     3700
SHELL TRANS & TRADING PLC      NEW YRK SH NEW   822703609     1723    35000 SH       DEFINED 21                0        0    35000
SHELL TRANS & TRADING PLC      NEW YRK SH NEW   822703609       18      375 SH       DEFINED 37              375        0        0
SHERWIN WILLIAMS CO            COM              824348106    62926  2996500 SH       DEFINED 10 15             0        0  2996500
SHERWIN WILLIAMS CO            COM              824348106     3820   181925 SH       DEFINED 37 03        178625        0     3300
SHIRE PHARMACEUTICALS GRP PLC  SPONSORED ADR    82481R106      119     4100 SH       DEFINED 03             4100        0        0
SHOPKO STORES INC              COM              824911101    13241   575700 SH       DEFINED 07 28             0        0   575700
SHOPKO STORES INC              COM              824911101     5094   221500 SH       DEFINED 03           221500        0        0
SHOLODGE INC                   COM              825034101     1401   311500 SH       DEFINED 07                0        0   311500
SHOP AT HOME INC               COM NEW          825066301      656    66100 SH       DEFINED 15                0        0    66100
SICOR INC                      COM              825846108     4223   545000 SH       DEFINED 15                0        0   545000
SIEBEL SYS INC                 SB NT CV 144A 06 826170AA0     4624  2390000 PRN      DEFINED 11                0        0        0
SIEBEL SYS INC                 COM              826170102    33169   394880 SH       DEFINED 02 06 09          0        0   394880
SIEBEL SYS INC                 COM              826170102   411267  4896038 SH       DEFINED 10 15 16          0        0  4896038
SIEBEL SYS INC                 COM              826170102    28786   342700 SH       DEFINED 21 22 23          0        0   342700
SIEBEL SYS INC                 COM              826170102    25854   307786 SH       DEFINED 28 29 30          0        0   307786
SIEBEL SYS INC                 COM              826170102    10063   119800 SH       DEFINED 34                0        0   119800
SIEBEL SYS INC                 COM              826170102    49087   584368 SH       DEFINED 37 03        348466        0   235902
SIERRA PAC RES NEW             COM              826428104      101     5834 SH       DEFINED 03             5834        0        0
SIGMA ALDRICH CORP             COM              826552101      514    17100 SH       DEFINED 15                0        0    17100
SIGMA ALDRICH CORP             COM              826552101     3324   110596 SH       DEFINED 03           110596        0        0
SIGMATRON INTL INC             COM              82661L101     1417   218000 SH       DEFINED 07                0        0   218000
SILGAN HOLDINGS INC            COM              827048109     6897   515700 SH       DEFINED 07 15 34          0        0   515700
SILGAN HOLDINGS INC            COM              827048109      684    51200 SH       DEFINED 03            51200        0        0
SILICON IMAGE INC              COM              82705T102     2487    35500 SH       DEFINED 10                0        0    35500
SILICON GRAPHICS INC           COM              827056102    98477 10035900 SH       DEFINED 13 15             0        0 10035900
SILICON GRAPHICS INC           COM              827056102     4796   488825 SH       DEFINED 03           488825        0        0
SILICON STORAGE TECHNOLOGY INC COM              827057100    54379  1318300 SH       DEFINED 13 15             0        0  1318300
SILICON STORAGE TECHNOLOGY INC COM              827057100     3353    81300 SH       DEFINED 03            54600        0    26700
SILICON VY BANCSHARES          COM              827064106     2707    54700 SH       DEFINED 02 26             0        0    54700
SILICONIX INC                  COM NEW          827079203    53915   410000 SH       DEFINED 07                0        0   410000
SILICONIX INC                  COM NEW          827079203     5970    45400 SH       DEFINED 03            45400        0        0
SILKNET SOFTWARE INC           COM              827094103    72051   434700 SH       DEFINED 13 15             0        0   434700
SILKNET SOFTWARE INC           COM              827094103     3911    23600 SH       DEFINED 03            20300        0     3300
SIMON PPTY GROUP INC NEW       COM              828806109    36794  1604100 SH       DEFINED 09 12 15          0        0  1604100
SIMON PPTY GROUP INC NEW       COM              828806109     8629   376200 SH       DEFINED 34 35             0        0   376200
SIMON PPTY GROUP INC NEW       COM              828806109    24816  1081900 SH       DEFINED 03          1003000        0    78900
SINCLAIR BROADCAST GROUP INC   CL A             829226109     2402   196900 SH       DEFINED 02 13 15          0        0   196900
SINCLAIR BROADCAST GROUP INC   CL A             829226109    21217  1738700 SH       DEFINED 16 29 34          0        0  1738700
SINCLAIR BROADCAST GROUP INC   CL A             829226109     1717   140767 SH       DEFINED 37 03        140767        0        0
SINCLAIR BROADCAST GROUP INC   PFD CV EXCH D    829226505     1577    45000 SH       DEFINED 03            45000        0        0
SINGAPORE FD INC               COM              82929L109     3289   363000 SH       DEFINED 19 21 26          0        0   363000
SIZZLER INTL INC               COM              830139101       88    35400 SH       DEFINED 02 07 15          0        0    35400
SIZZLER INTL INC               COM              830139101     4314  1725800 SH       DEFINED 26 34             0        0  1725800
SIZZLER INTL INC               COM              830139101      278   111200 SH       DEFINED 03           111200        0        0
SKYWEST INC                    COM              830879102     5880   210010 SH       DEFINED 02 15 21          0        0   210010
SKYWEST INC                    COM              830879102    37189  1328200 SH       DEFINED 03           903800        0   424400
SMARTERKIDS COM                COM              83169C106      241    33300 SH       DEFINED 10 15             0        0    33300
SMARTDISK CORP                 COM              83169Q105     2547    77800 SH       DEFINED 10 26             0        0    77800
SMITH INTL INC                 COM              832110100    26416   531650 SH       DEFINED 02 06 12          0        0   531650
SMITH INTL INC                 COM              832110100   164793  3316600 SH       DEFINED 13 15 16          0        0  3316600
SMITH INTL INC                 COM              832110100     3530    71060 SH       DEFINED 19 20 21          0        0    71060
SMITH INTL INC                 COM              832110100    77564  1561050 SH       DEFINED 22 26 28          0        0  1561050
SMITH INTL INC                 COM              832110100     5947   119700 SH       DEFINED 32 34             0        0   119700
SMITH INTL INC                 COM              832110100    68763  1383926 SH       DEFINED 37 03       1313826        0    70100
SMITH CHARLES E RESDNTL RLTY   COM              832197107     6045   170900 SH       DEFINED 03           170900        0        0
SMITHFIELD FOODS INC           COM              832248108      384    16000 SH       DEFINED 15                0        0    16000
SMITHKLINE BEECHAM PLC         ADR REP ORD      832378301    40640   630700 SH       DEFINED 13 19 21          0        0   630700
SMITHKLINE BEECHAM PLC         ADR REP ORD      832378301     6366    98800 SH       DEFINED 26 28             0        0    98800
SMITHKLINE BEECHAM PLC         ADR REP ORD      832378301     6471   100480 SH       DEFINED 37 03         49780        0    50700
SMURFIT-STONE CONTAINER CORP   COM              832727101    38935  1589200 SH       DEFINED 02 07 09          0        0  1589200
SMURFIT-STONE CONTAINER CORP   COM              832727101    50140  2046570 SH       DEFINED 11 15 16          0        0  2046570
SMURFIT-STONE CONTAINER CORP   COM              832727101    19583   799315 SH       DEFINED 19 21 22          0        0   799315
SMURFIT-STONE CONTAINER CORP   COM              832727101    22163   904614 SH       DEFINED 34 03        492558        0   412056
SNYDER COMMUNICATIONS INC      COM SNC          832914105        0        1 SH       DEFINED 15                0        0        1
SNYDER COMMUNICATIONS INC      COM CIRCLE COM   832914204       24     1975 SH       DEFINED 02 15 34          0        0     1975
SNYDER COMMUNICATIONS INC      COM CIRCLE COM   832914204       32     2621 SH       DEFINED 37 03          2621        0        0
SNAP ON INC                    COM              833034101   145589  5481000 SH       DEFINED 09 12 15          0        0  5481000
SNAP ON INC                    COM              833034101    29271  1102000 SH       DEFINED 22                0        0  1102000
SNAP ON INC                    COM              833034101        4      170 SH       DEFINED 37              170        0        0
SNAP ON INC                    COM              833034101    24073   906311 SH       DEFINED 03           213111        0   693200
SOCIEDAD QUIMICA MINERA DE CHI SPON ADR SER B   833635105        3      100 SH       DEFINED 07                0        0      100
SOCIETE EUROPEENNE COMMUNCT SA SPON ADR CL A    83366A101     1392    44200 SH       DEFINED 19 21             0        0    44200
SOCIETE EUROPEENNE COMMUNCT SA SPON ADR CL B    83366A200     7000   200000 SH       DEFINED 21                0        0   200000
SOFTWARE COM INC               COM              83402P104    59040   615000 SH       DEFINED 06 13 15          0        0   615000
SOFTWARE COM INC               COM              83402P104    17481   182100 SH       DEFINED 16 20 21          0        0   182100
SOFTWARE COM INC               COM              83402P104     1737    18100 SH       DEFINED 32                0        0    18100
SOFTWARE COM INC               COM              83402P104    28051   292200 SH       DEFINED 03           287700        0     4500
SOLECTRON CORP                 COM              834182107   322326  3388452 SH       DEFINED 02 05 06          0        0  3388452
SOLECTRON CORP                 COM              834182107   267767  2814900 SH       DEFINED 10 12 15          0        0  2814900
SOLECTRON CORP                 COM              834182107  1116787 11740210 SH       DEFINED 22 23 28          0        0 11740210
SOLECTRON CORP                 COM              834182107    77964   819600 SH       DEFINED 30                0        0   819600
SOLECTRON CORP                 COM              834182107    32981   346718 SH       DEFINED 37 03        269918        0    76800
SOLUTIA INC                    COM              834376105    68062  4408900 SH       DEFINED 07 09 12          0        0  4408900
SOLUTIA INC                    COM              834376105    35324  2288200 SH       DEFINED 15 21 22          0        0  2288200
SOLUTIA INC                    COM              834376105    10882   704920 SH       DEFINED 28 30 34          0        0   704920
SOLUTIA INC                    COM              834376105        3      224 SH       DEFINED 37              224        0        0
SOLUTIA INC                    COM              834376105     5595   362460 SH       DEFINED 03            88960        0   273500
SONERA GROUP PLC               SPONSORED ADR    835433202    18005   260000 SH       DEFINED 02                0        0   260000
SONIC AUTOMOTIVE INC           CL A             83545G102     3514   360500 SH       DEFINED 15 21 28          0        0   360500
SONIC AUTOMOTIVE INC           CL A             83545G102     5684   583000 SH       DEFINED 03           583000        0        0
SONIC CORP                     COM              835451105    55076  1932500 SH       DEFINED 07 26             0        0  1932500
SONIC CORP                     COM              835451105     3358   117850 SH       DEFINED 03           117850        0        0
SONICWALL INC                  COM              835470105      217     5400 SH       DEFINED 02 12 15          0        0     5400
SONICWALL INC                  COM              835470105      140     3500 SH       DEFINED 28 34             0        0     3500
SONUS PHARMACEUTICALS INC      COM              835692104      231    92500 SH       DEFINED 13                0        0    92500
SONY CORP                      ADR NEW          835699307   249441   876000 SH       DEFINED 13 19             0        0   876000
SONY CORP                      ADR NEW          835699307     1426     5010 SH       DEFINED 37 03           610        0     4400
SOUND ADVICE INC               COM              836066100     2701   220500 SH       DEFINED 07                0        0   220500
SOUND ADVICE INC               COM              836066100       98     8000 SH       DEFINED 03             8000        0        0
SOURCE INFORMATION MGMT CO     COM NEW          836151209    19899  1188000 SH       DEFINED 26                0        0  1188000
SOURCE MEDIA INC               COM NEW          836153304      919    49728 SH       DEFINED 27                0        0    49728
SOUTH JERSEY INDS INC          COM              838518108       19      668 SH       DEFINED 37              668        0        0
SOUTHDOWN INC                  COM              841297104   107481  2081972 SH       DEFINED 10 13 15          0        0  2081972
SOUTHDOWN INC                  COM              841297104    83428  1616052 SH       DEFINED 37 03       1616052        0        0
SOUTHERN AFRICA FD INC         COM              842157109      253    17213 SH       DEFINED 26                0        0    17213
SOUTHERN CO                    COM              842587107    13636   580282 SH       DEFINED 37 03        580282        0        0
SOUTHERN ENERGY HOMES INC      COM              842814105     3340  1425100 SH       DEFINED 07                0        0  1425100
SOUTHTRUST CORP                COM              844730101    29418   778000 SH       DEFINED 02 07 12          0        0   778000
SOUTHTRUST CORP                COM              844730101    23897   632000 SH       DEFINED 15 32             0        0   632000
SOUTHTRUST CORP                COM              844730101     4999   132227 SH       DEFINED 03           132227        0        0
SOUTHWEST AIRLS CO             COM              844741108     9549   589900 SH       DEFINED 05 07 12          0        0   589900
SOUTHWEST AIRLS CO             COM              844741108   165859 10246162 SH       DEFINED 13 15 16          0        0 10246162
SOUTHWEST AIRLS CO             COM              844741108   114586  7078687 SH       DEFINED 20 28 30          0        0  7078687
SOUTHWEST AIRLS CO             COM              844741108    21646  1337212 SH       DEFINED 32 34             0        0  1337212
SOUTHWEST AIRLS CO             COM              844741108     9807   605870 SH       DEFINED 37 03        590070        0    15800
SOUTHWEST GAS CORP             COM              844895102     1656    72000 SH       DEFINED 26                0        0    72000
SOUTHWEST GAS CORP             COM              844895102       13      600 SH       DEFINED 37              600        0        0
SOUTHWEST SECS GROUP INC       COM              845224104      254     9313 SH       DEFINED 15                0        0     9313
SOUTHWESTERN ENERGY CO         COM              845467109    11424  1740900 SH       DEFINED 07                0        0  1740900
SPACEHAB INC                   SB NT CV 144A 07 846243AA1     1800  2500000 PRN      DEFINED 28                0        0        0
SPACEHAB INC                   COM              846243103      483    90000 SH       DEFINED 28                0        0    90000
SPANISH BROADCASTING SYS INC   CL A             846425882       40     1000 SH       DEFINED 12 28             0        0     1000
SPARTECH CORP                  COM NEW          847220209    43914  1361700 SH       DEFINED 07 15 20          0        0  1361700
SPARTECH CORP                  COM NEW          847220209     5269   163400 SH       DEFINED 26 32 34          0        0   163400
SPARTECH CORP                  COM NEW          847220209     4766   147800 SH       DEFINED 03           147800        0        0
SPECIALTY EQUIP COS INC        COM NEW          847497203    14920   623300 SH       DEFINED 07                0        0   623300
SPECTRANETICS CORP             COM              84760C107      135    35000 SH       DEFINED 26                0        0    35000
SPEEDWAY MOTORSPORTS INC       COM              847788106     8722   313600 SH       DEFINED 02 13 15          0        0   313600
SPEEDWAY MOTORSPORTS INC       COM              847788106       19      700 SH       DEFINED 34                0        0      700
SPEEDWAY MOTORSPORTS INC       COM              847788106    12921   464600 SH       DEFINED 03           464600        0        0
SPEIZMAN INDS INC              COM              847805108      541   114000 SH       DEFINED 07                0        0   114000
SPIEGEL INC                    CL A             848457107     1061   151000 SH       DEFINED 23 26             0        0   151000
SPIEKER PPTYS INC              COM              848497103    57491  1577800 SH       DEFINED 09 12 22          0        0  1577800
SPIEKER PPTYS INC              COM              848497103     6770   185800 SH       DEFINED 34 35             0        0   185800
SPIEKER PPTYS INC              COM              848497103    17315   475200 SH       DEFINED 03           427300        0    47900
SPINNAKER EXPL CO              COM              84855W109     3960   280400 SH       DEFINED 03           280400        0        0
SPLITROCK SVCS INC             COM              848636304     1448    72871 SH       DEFINED 27 03             0        0    72871
SPORTSMANS GUIDE INC           COM NEW          848907200      587   235000 SH       DEFINED 07                0        0   235000
SPORTSLINE COM INC             COM              848934105     9764   194800 SH       DEFINED 12                0        0   194800
SPRINGS INDS INC               CL A             851783100      565    14148 SH       DEFINED 03            14148        0        0
SPRINT CORP                    COM FON GROUP    852061100    51743   768700 SH       DEFINED 02 05 06          0        0   768700
SPRINT CORP                    COM FON GROUP    852061100   265547  3945000 SH       DEFINED 07 08 10          0        0  3945000
SPRINT CORP                    COM FON GROUP    852061100   115824  1720700 SH       DEFINED 11 13 15          0        0  1720700
SPRINT CORP                    COM FON GROUP    852061100   243467  3616980 SH       DEFINED 16 19 22          0        0  3616980
SPRINT CORP                    COM FON GROUP    852061100   194748  2893200 SH       DEFINED 26 27 28          0        0  2893200
SPRINT CORP                    COM FON GROUP    852061100    36846   547400 SH       DEFINED 30 32 34          0        0   547400
SPRINT CORP                    COM FON GROUP    852061100   111897  1662376 SH       DEFINED 37 03       1435876        0   226500
SPRINT CORP                    PCS COM SER 1    852061506    73861   720600 SH       DEFINED 02 04 05          0        0   720600
SPRINT CORP                    PCS COM SER 1    852061506   175111  1708400 SH       DEFINED 06 07 08          0        0  1708400
SPRINT CORP                    PCS COM SER 1    852061506   630925  6155370 SH       DEFINED 09 10 13          0        0  6155370
SPRINT CORP                    PCS COM SER 1    852061506   414695  4045810 SH       DEFINED 15 16 19          0        0  4045810
SPRINT CORP                    PCS COM SER 1    852061506   560716  5470400 SH       DEFINED 20 21 22          0        0  5470400
SPRINT CORP                    PCS COM SER 1    852061506   138738  1353550 SH       DEFINED 23 27 28          0        0  1353550
SPRINT CORP                    PCS COM SER 1    852061506   112678  1099300 SH       DEFINED 29 30 32          0        0  1099300
SPRINT CORP                    PCS COM SER 1    852061506    13325   130000 SH       DEFINED 34                0        0   130000
SPRINT CORP                    PCS COM SER 1    852061506   103769  1012383 SH       DEFINED 37 03        783373        0   229010
STAFFMARK INC                  COM              852389105     6810   900600 SH       DEFINED 07                0        0   900600
STAMPS COM INC                 COM              852857101       74     1800 SH       DEFINED 15                0        0     1800
STANDARD COML CORP             COM              853258101     4484  1258900 SH       DEFINED 07 28             0        0  1258900
STANLEY FURNITURE INC          COM NEW          854305208    12901   702100 SH       DEFINED 07                0        0   702100
STANLEY WKS                    COM              854616109    46851  1555248 SH       DEFINED 08 13 15          0        0  1555248
STANLEY WKS                    COM              854616109    11703   388500 SH       DEFINED 16 27 30          0        0   388500
STANLEY WKS                    COM              854616109    78720  2613118 SH       DEFINED 37 03       2613118        0        0
STAPLES INC                    COM              855030102   110224  5312000 SH       DEFINED 02 05 06          0        0  5312000
STAPLES INC                    COM              855030102   497071 23955243 SH       DEFINED 10 13 15          0        0 23955243
STAPLES INC                    COM              855030102   291155 14031600 SH       DEFINED 16 20 28          0        0 14031600
STAPLES INC                    COM              855030102    10026   483225 SH       DEFINED 30 32 34          0        0   483225
STAPLES INC                    COM              855030102    44162  2128336 SH       DEFINED 37 03       1365536        0   762800
STARBUCKS CORP                 COM              855244109    54564  2250100 SH       DEFINED 02 05 06          0        0  2250100
STARBUCKS CORP                 COM              855244109    27625  1139200 SH       DEFINED 12 13 15          0        0  1139200
STARBUCKS CORP                 COM              855244109    53379  2201200 SH       DEFINED 16 28 34          0        0  2201200
STARBUCKS CORP                 COM              855244109     4100   169100 SH       DEFINED 03            47800        0   121300
STARTEK INC                    COM              85569C107     6572   181300 SH       DEFINED 13                0        0   181300
STARTEK INC                    COM              85569C107    10287   283800 SH       DEFINED 03           283800        0        0
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203   145429  6188510 SH       DEFINED 04 09 10          0        0  6188510
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203   148173  6305243 SH       DEFINED 12 15 16          0        0  6305243
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203    43402  1846931 SH       DEFINED 22 34 35          0        0  1846931
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203    15225   647912 SH       DEFINED 03           511893        0   136019
STATE STR CORP                 COM              857477103    11237   153800 SH       DEFINED 02 13 15          0        0   153800
STATE STR CORP                 COM              857477103    38752   530400 SH       DEFINED 16 26 28          0        0   530400
STATE STR CORP                 COM              857477103     1461    20000 SH       DEFINED 34                0        0    20000
STATE STR CORP                 COM              857477103    19268   263720 SH       DEFINED 37 03        197520        0    66200
STEEL DYNAMICS INC             COM              858119100     5209   326900 SH       DEFINED 12 15 28          0        0   326900
STEEL DYNAMICS INC             COM              858119100     8059   505700 SH       DEFINED 03           488100        0    17600
STEIN MART INC                 COM              858375108     6753  1187500 SH       DEFINED 02 07 15          0        0  1187500
STEIN MART INC                 COM              858375108    13489  2371700 SH       DEFINED 16 28 34          0        0  2371700
STEIN MART INC                 COM              858375108     1575   277000 SH       DEFINED 03           277000        0        0
STEPHAN CO                     COM              858603103     1318   329500 SH       DEFINED 07                0        0   329500
STERICYCLE INC                 COM              858912108      253    13500 SH       DEFINED 03            13500        0        0
STERILE RECOVERIES INC         COM              859151102     2279   331600 SH       DEFINED 07                0        0   331600
STERIS CORP                    COM              859152100      308    29900 SH       DEFINED 03            29900        0        0
STERLING BANCORP               COM              859158107     9295   580965 SH       DEFINED 07                0        0   580965
STERLING BANCORP               COM              859158107     2266   141650 SH       DEFINED 03           141650        0        0
STERLING COMM INC              COM              859205106     6659   195500 SH       DEFINED 02 07 15          0        0   195500
STERLING COMM INC              COM              859205106      551    16200 SH       DEFINED 34                0        0    16200
STERLING COMM INC              COM              859205106    10635   312223 SH       DEFINED 37 03         85123        0   227100
STERLING SOFTWARE INC          COM              859547101     9450   300000 SH       DEFINED 15                0        0   300000
STET HELLAS COMMUNICATIONS S A ADR              859823106     4483   147000 SH       DEFINED 02 21             0        0   147000
STILLWATER MNG CO              COM              86074Q102    25838   810606 SH       DEFINED 02 09 11          0        0   810606
STILLWATER MNG CO              COM              86074Q102    73836  2316430 SH       DEFINED 15 19 20          0        0  2316430
STILLWATER MNG CO              COM              86074Q102    14757   462970 SH       DEFINED 28 30 32          0        0   462970
STILLWATER MNG CO              COM              86074Q102     4166   130700 SH       DEFINED 34                0        0   130700
STILLWATER MNG CO              COM              86074Q102    50097  1571699 SH       DEFINED 03          1213949        0   357750
STMICROELECTRONICS N V         SUB LYON ZERO 09 861012AB8     3231  2350000 PRN      DEFINED 11                0        0        0
STMICROELECTRONICS N V         COM              861012102    43205   285300 SH       DEFINED 02 15 19          0        0   285300
STMICROELECTRONICS N V         COM              861012102    41175   271900 SH       DEFINED 21 34 03          0        0   271900
STOLT COMEX SEAWAY S A         SPON ADR CL A    861567105     4079   370850 SH       DEFINED 12 22 28          0        0   370850
STONE & WEBSTER INC            COM              861572105      134     8000 SH       DEFINED 03              700        0     7300
STONE ENERGY CORP              COM              861642106      591    16600 SH       DEFINED 03            16600        0        0
STONERIDGE INC                 COM              86183P102     9782   633700 SH       DEFINED 07                0        0   633700
STONERIDGE INC                 COM              86183P102     3996   258900 SH       DEFINED 03           258900        0        0
STORAGE TECHNOLOGY CORP        COM PAR $0.10    862111200     1316    71400 SH       DEFINED 13                0        0    71400
STORAGE TECHNOLOGY CORP        COM PAR $0.10    862111200     2053   111400 SH       DEFINED 03           111400        0        0
STRATEGIC GLOBAL INCOME FD     COM              862719101     5640   564000 SH       DEFINED 19 21             0        0   564000
STRATTEC SEC CORP              COM              863111100    17116   528700 SH       DEFINED 07                0        0   528700
STREAMLINE COM INC             COM              863239109     6421   750000 SH       DEFINED 09                0        0   750000
STRIDE RITE CORP               COM              863314100      354    54600 SH       DEFINED 13 15             0        0    54600
STRIDE RITE CORP               COM              863314100      537    82700 SH       DEFINED 03            82700        0        0
STRYKER CORP                   COM              863667101    61061   877000 SH       DEFINED 02 09 13          0        0   877000
STRYKER CORP                   COM              863667101   217351  3121740 SH       DEFINED 15 16 20          0        0  3121740
STRYKER CORP                   COM              863667101     8003   114950 SH       DEFINED 28 30 32          0        0   114950
STRYKER CORP                   COM              863667101     2506    36000 SH       DEFINED 34                0        0    36000
STRYKER CORP                   COM              863667101      613     8800 SH       DEFINED 37 03          8800        0        0
STUDENT ADVANTAGE INC          COM              86386Q105     5879   265000 SH       DEFINED 06                0        0   265000
SUIZA FOODS CORP               COM              865077101     9898   249800 SH       DEFINED 02 15 26          0        0   249800
SUMMIT BANCORP                 COM              866005101     4419   144307 SH       DEFINED 37 03        144307        0        0
SUN COMMUNITIES INC            COM              866674104    15073   468300 SH       DEFINED 09 35             0        0   468300
SUN COMMUNITIES INC            COM              866674104    16547   514100 SH       DEFINED 03           514100        0        0
SUN MICROSYSTEMS INC           COM              866810104   212325  2741900 SH       DEFINED 02 05 06          0        0  2741900
SUN MICROSYSTEMS INC           COM              866810104   763131  9854800 SH       DEFINED 10 11 12          0        0  9854800
SUN MICROSYSTEMS INC           COM              866810104   758655  9797000 SH       DEFINED 13 15 16          0        0  9797000
SUN MICROSYSTEMS INC           COM              866810104   182442  2356000 SH       DEFINED 20 22 23          0        0  2356000
SUN MICROSYSTEMS INC           COM              866810104   153828  1986490 SH       DEFINED 26 28 32          0        0  1986490
SUN MICROSYSTEMS INC           COM              866810104     4259    55000 SH       DEFINED 34                0        0    55000
SUN MICROSYSTEMS INC           COM              866810104   270890  3498021 SH       DEFINED 37 03       2664021        0   834000
SUNBEAM CORP                   SRSDCV ZRO144A18 867071AA0    30196  3000000 PRN      DEFINED 09 22 36          0        0        0
SUNBEAM CORP                   SRSDCV ZRO144A18 867071AA0     1292  8690000 PRN      DEFINED 03                0        0        0
SUNCOR ENERGY INC              COM              867229106     5022   120390 SH       DEFINED 02 07 15          0        0   120390
SUNCOR ENERGY INC              COM              867229106    37245   892100 SH       DEFINED 19 20 21          0        0   892100
SUNCOR ENERGY INC              COM              867229106    10583   253500 SH       DEFINED 32 34             0        0   253500
SUNCOR ENERGY INC              COM              867229106      391     9380 SH       DEFINED 03             9380        0        0
SUNGLASS HUT INTL INC          SB NT CV 144A 03 86736FAA4    16429 20190000 PRN      DEFINED 36                0        0        0
SUNGLASS HUT INTL INC          SB NT CV 144A 03 86736FAA4     5818  7150000 PRN      DEFINED 03                0        0        0
SUNGLASS HUT INTL INC          COM              86736F106    52659  4680800 SH       DEFINED 16 20 28          0        0  4680800
SUNGLASS HUT INTL INC          COM              86736F106     9031   802800 SH       DEFINED 32                0        0   802800
SUNGARD DATA SYS INC           COM              867363103     2557   107700 SH       DEFINED 15                0        0   107700
SUNGARD DATA SYS INC           COM              867363103        1       51 SH       DEFINED 37               51        0        0
SUNOCO INC                     COM              86764P109    11942   508200 SH       DEFINED 02 04 05          0        0   508200
SUNOCO INC                     COM              86764P109    18783   799300 SH       DEFINED 07 09 10          0        0   799300
SUNOCO INC                     COM              86764P109    24442  1040100 SH       DEFINED 11 12 13          0        0  1040100
SUNOCO INC                     COM              86764P109     4496   191360 SH       DEFINED 15 19 21          0        0   191360
SUNOCO INC                     COM              86764P109    61208  2604600 SH       DEFINED 22 27 28          0        0  2604600
SUNOCO INC                     COM              86764P109     4130   175770 SH       DEFINED 30 34             0        0   175770
SUNOCO INC                     COM              86764P109     9960   423842 SH       DEFINED 37 03        370442        0    53400
SUNTERRA CORP                  COM              86787D109    20388  1772900 SH       DEFINED 22 27             0        0  1772900
SUNTRUST BKS INC               COM              867914103    22917   333047 SH       DEFINED 07 15             0        0   333047
SUNTRUST BKS INC               COM              867914103    24381   354323 SH       DEFINED 37 03        337123        0    17200
SUPERGEN INC                   COM              868059106    11750   400000 SH       DEFINED 12                0        0   400000
SUPERIOR ENERGY SVCS INC       COM              868157108    14471  2143901 SH       DEFINED 02 07 15          0        0  2143901
SUPERIOR ENERGY SVCS INC       COM              868157108      677   100400 SH       DEFINED 34                0        0   100400
SUPERIOR INDS INTL INC         COM              868168105       42     1600 SH       DEFINED 15                0        0     1600
SUPERIOR TELECOM INC           COM              868365107       37     2400 SH       DEFINED 03             2400        0        0
SUPERTEX INC                   COM              868532102      195     9700 SH       DEFINED 03             9700        0        0
SUPERVALU INC                  COM              868536103     6109   305460 SH       DEFINED 02 08 15          0        0   305460
SUPERVALU INC                  COM              868536103     2190   109532 SH       DEFINED 03           109532        0        0
SUPREMA SPECIALTIES INC        COM              86859F107     3134   398000 SH       DEFINED 07                0        0   398000
SWIFT ENERGY CO                COM              870738101    23208  2018101 SH       DEFINED 07 34             0        0  2018101
SWIFT ENERGY CO                COM              870738101     4379   380800 SH       DEFINED 03           380800        0        0
SWIFT TRANSN CO                COM              870756103   169400  9611375 SH       DEFINED 10 20 32          0        0  9611375
SWISS HELVETIA FD INC          COM              870875101     5649   409000 SH       DEFINED 19 21             0        0   409000
SYBASE INC                     COM              871130100     7340   431800 SH       DEFINED 02 26             0        0   431800
SYBRON INTL CORP               COM              87114F106    10167   411850 SH       DEFINED 02 07 09          0        0   411850
SYBRON INTL CORP               COM              87114F106    45029  1823960 SH       DEFINED 15 20 28          0        0  1823960
SYBRON INTL CORP               COM              87114F106     9551   386890 SH       DEFINED 30 32 34          0        0   386890
SYBRON INTL CORP               COM              87114F106     6671   270247 SH       DEFINED 37 03        270247        0        0
SYCAMORE NETWORKS INC          COM              871206108    90367   293400 SH       DEFINED 10 13 16          0        0   293400
SYCAMORE NETWORKS INC          COM              871206108    10791    35038 SH       DEFINED 23                0        0    35038
SYCAMORE NETWORKS INC          COM              871206108     2479     8050 SH       DEFINED 03             2780        0     5270
SYKES ENTERPRISES INC          COM              871237103     6379   145400 SH       DEFINED 02 07 09          0        0   145400
SYKES ENTERPRISES INC          COM              871237103    50035  1140400 SH       DEFINED 13 15 20          0        0  1140400
SYKES ENTERPRISES INC          COM              871237103    10900   248450 SH       DEFINED 26 28 30          0        0   248450
SYKES ENTERPRISES INC          COM              871237103     9968   227200 SH       DEFINED 32 34             0        0   227200
SYKES ENTERPRISES INC          COM              871237103    10521   239800 SH       DEFINED 03           239100        0      700
SYLVAN INC                     COM              871371100     1999   235200 SH       DEFINED 07                0        0   235200
SYMANTEC CORP                  COM              871503108    97379  1661060 SH       DEFINED 02 07 13          0        0  1661060
SYMANTEC CORP                  COM              871503108     3517    60000 SH       DEFINED 20 32             0        0    60000
SYMANTEC CORP                  COM              871503108      457     7800 SH       DEFINED 03             7800        0        0
SYMBOL TECHNOLOGIES INC        COM              871508107    20899   328800 SH       DEFINED 02 04 06          0        0   328800
SYMBOL TECHNOLOGIES INC        COM              871508107    30185   474900 SH       DEFINED 07 09 15          0        0   474900
SYMBOL TECHNOLOGIES INC        COM              871508107   269640  4242125 SH       DEFINED 16 20 23          0        0  4242125
SYMBOL TECHNOLOGIES INC        COM              871508107    39500   621450 SH       DEFINED 28 30 32          0        0   621450
SYMBOL TECHNOLOGIES INC        COM              871508107     1271    20000 SH       DEFINED 34                0        0    20000
SYMBOL TECHNOLOGIES INC        COM              871508107    19594   308347 SH       DEFINED 37 03        166347        0   142000
SYMIX SYS INC                  COM              871535100     2746   150500 SH       DEFINED 07                0        0   150500
SYMONS INTL GROUP INC          COM              87154P105      408   284000 SH       DEFINED 07                0        0   284000
SYMYX TECHNOLOGIES             COM              87155S108     2121    70700 SH       DEFINED 10 15 26          0        0    70700
SYNCOR INTL CORP DEL           COM              87157J106     9658   331630 SH       DEFINED 07 09 15          0        0   331630
SYNCOR INTL CORP DEL           COM              87157J106     5267   180870 SH       DEFINED 21 26 28          0        0   180870
SYNCOR INTL CORP DEL           COM              87157J106       37     1300 SH       DEFINED 30                0        0     1300
SYNCOR INTL CORP DEL           COM              87157J106    10802   370900 SH       DEFINED 03           370900        0        0
SYNOPSYS INC                   COM              871607107    15052   225500 SH       DEFINED 02 09 12          0        0   225500
SYNOPSYS INC                   COM              871607107    92321  1383100 SH       DEFINED 15 16 20          0        0  1383100
SYNOPSYS INC                   COM              871607107    18381   275380 SH       DEFINED 23 26 28          0        0   275380
SYNOPSYS INC                   COM              871607107     4446    66610 SH       DEFINED 30 32 34          0        0    66610
SYNOPSYS INC                   COM              871607107    14095   211169 SH       DEFINED 37 03        117169        0    94000
SYNOVUS FINL CORP              COM              87161C105    61073  3072875 SH       DEFINED 02 10 13          0        0  3072875
SYNOVUS FINL CORP              COM              87161C105    27766  1397075 SH       DEFINED 15 16 28          0        0  1397075
SYNOVUS FINL CORP              COM              87161C105      596    30000 SH       DEFINED 34                0        0    30000
SYNOVUS FINL CORP              COM              87161C105     5475   275500 SH       DEFINED 37 03        275500        0        0
SYNTHETECH INC                 COM              87162E100     1175   313500 SH       DEFINED 07                0        0   313500
SYSCO CORP                     COM              871829107    10935   276400 SH       DEFINED 02 12 15          0        0   276400
SYSCO CORP                     COM              871829107   312804  7906600 SH       DEFINED 16 20 32          0        0  7906600
SYSCO CORP                     COM              871829107       87     2200 SH       DEFINED 34                0        0     2200
SYSCO CORP                     COM              871829107    15089   381426 SH       DEFINED 37 03        381426        0        0
SYSTEMS & COMPUTER TECHNOLOGY  COM              871873105      183    11300 SH       DEFINED 03            11300        0        0
TBC CORP                       COM              872180104    12953  2072500 SH       DEFINED 07                0        0  2072500
TB WOODS CORP                  COM              872226105     4996   587800 SH       DEFINED 07 28             0        0   587800
TCF FINL CORP                  COM              872275102    36583  1470700 SH       DEFINED 02 09 15          0        0  1470700
TCF FINL CORP                  COM              872275102    11619   467100 SH       DEFINED 22 34             0        0   467100
TCF FINL CORP                  COM              872275102        6      244 SH       DEFINED 37              244        0        0
TCF FINL CORP                  COM              872275102    22564   907100 SH       DEFINED 03           847600        0    59500
TCW/DW TERM TR 2003            SH BEN INT       87234U108       23     2650 SH       DEFINED 37             2650        0        0
TCW/DW TERM TR 2000            SH BEN INT       87234V106       33     3500 SH       DEFINED 37             3500        0        0
TDK CORP                       AMERN DEP SH     872351408       67      500 SH       DEFINED 19                0        0      500
TDK CORP                       AMERN DEP SH     872351408      162     1200 SH       DEFINED 37             1200        0        0
TD WATERHOUSE GRP INC          COM              872362108      115     7000 SH       DEFINED 15                0        0     7000
TD WATERHOUSE GRP INC          COM              872362108      828    50400 SH       DEFINED 03            50100        0      300
TECO ENERGY INC                COM              872375100       14      740 SH       DEFINED 37              740        0        0
TJ INTL INC                    COM              872534102       58     1400 SH       DEFINED 15                0        0     1400
TJ INTL INC                    COM              872534102     1155    27500 SH       DEFINED 03            27500        0        0
TJX COS INC NEW                COM              872540109   109458  5355746 SH       DEFINED 02 05 09          0        0  5355746
TJX COS INC NEW                COM              872540109   129168  6320154 SH       DEFINED 10 12 15          0        0  6320154
TJX COS INC NEW                COM              872540109   128731  6298800 SH       DEFINED 16 20 22          0        0  6298800
TJX COS INC NEW                COM              872540109   132199  6468500 SH       DEFINED 28 30 32          0        0  6468500
TJX COS INC NEW                COM              872540109       47     2300 SH       DEFINED 34                0        0     2300
TJX COS INC NEW                COM              872540109      108     5333 SH       DEFINED 37             5333        0        0
TJX COS INC NEW                COM              872540109    27794  1359959 SH       DEFINED 03           842449        0   517510
TMBR/SHARP DRILLING INC        COM              87257P101      107    19500 SH       DEFINED 15                0        0    19500
TRW INC                        COM              872649108    97091  1869400 SH       DEFINED 02 09 12          0        0  1869400
TRW INC                        COM              872649108    45634   878650 SH       DEFINED 15 16 19          0        0   878650
TRW INC                        COM              872649108   120588  2321800 SH       DEFINED 20 22 23          0        0  2321800
TRW INC                        COM              872649108    15056   289900 SH       DEFINED 32                0        0   289900
TRW INC                        COM              872649108        8      166 SH       DEFINED 37              166        0        0
TRW INC                        COM              872649108    53418  1028517 SH       DEFINED 03           898117        0   130400
TSI INTERNATIONAL SOFTWARE LTD COM              872879101    11834   209006 SH       DEFINED 04 15             0        0   209006
TMP WORLDWIDE INC              COM              872941109    72775   512500 SH       DEFINED 02 12 20          0        0   512500
TMP WORLDWIDE INC              COM              872941109    19127   134700 SH       DEFINED 26 28 32          0        0   134700
TMP WORLDWIDE INC              COM              872941109     1008     7100 SH       DEFINED 03                0        0     7100
TV GUIDE INC                   CL A             87307Q109   128458  2987400 SH       DEFINED 13                0        0  2987400
TV GUIDE INC                   CL A             87307Q109     8152   189600 SH       DEFINED 03           189600        0        0
TAITRON COMPONENTS INC         CL A             874028103     1021   544900 SH       DEFINED 07                0        0   544900
TAIWAN FD INC                  COM              874036106     2037   100000 SH       DEFINED 12                0        0   100000
TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    874039100    93777  2083944 SH       DEFINED 13 22 28          0        0  2083944
TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    874039100    16398   364400 SH       DEFINED 03           327000        0    37400
TALBOTS INC                    COM              874161102    37551   841500 SH       DEFINED 02 20 26          0        0   841500
TALBOTS INC                    COM              874161102     7086   158800 SH       DEFINED 32                0        0   158800
TALISMAN ENERGY INC            COM              87425E103     9348   365000 SH       DEFINED 02 07 15          0        0   365000
TALISMAN ENERGY INC            COM              87425E103     2938   114600 SH       DEFINED 21 34             0        0   114600
TALISMAN ENERGY INC            COM              87425E103      244     9540 SH       DEFINED 03             9540        0        0
TALK CITY INC                  COM              874263106       15      600 SH       DEFINED 12                0        0      600
TALK COM INC                   COM              874264104    42103  2372050 SH       DEFINED 04 09 15          0        0  2372050
TALK COM INC                   COM              874264104     8983   506108 SH       DEFINED 03           506108        0        0
TANDY BRANDS ACCESSORIES INC   COM              875378101     7962   573900 SH       DEFINED 07                0        0   573900
TANDY CORP                     COM              875382103    56093  1140400 SH       DEFINED 02 09 10          0        0  1140400
TANDY CORP                     COM              875382103    30191   613800 SH       DEFINED 12 13 15          0        0   613800
TANDY CORP                     COM              875382103     8562   174080 SH       DEFINED 23 28 30          0        0   174080
TANDY CORP                     COM              875382103     7944   161511 SH       DEFINED 37 03        161511        0        0
TANGER FACTORY OUTLET CTRS INC COM              875465106     1660    80000 SH       DEFINED 03            80000        0        0
TAUBMAN CTRS INC               COM              876664103     1429   133000 SH       DEFINED 35                0        0   133000
TAUBMAN CTRS INC               COM              876664103     3555   330700 SH       DEFINED 03           330700        0        0
TECH DATA CORP                 COM              878237106    52343  1929700 SH       DEFINED 05 07 10          0        0  1929700
TECH DATA CORP                 COM              878237106   155005  5714500 SH       DEFINED 15 28 30          0        0  5714500
TECH DATA CORP                 COM              878237106      770    28400 SH       DEFINED 03            28400        0        0
TECH SYM CORP                  COM              878308105    12119   587600 SH       DEFINED 07 26             0        0   587600
TECH SYM CORP                  COM              878308105       90     4400 SH       DEFINED 03             4400        0        0
TECHNOLOGY SOLUTIONS CO        COM              87872T108    15385   469800 SH       DEFINED 04 09 15          0        0   469800
TECHNOLOGY SOLUTIONS CO        COM              87872T108    32262   985100 SH       DEFINED 16 26 28          0        0   985100
TECHNOLOGY SOLUTIONS CO        COM              87872T108        6      200 SH       DEFINED 30                0        0      200
TECHNOLOGY SOLUTIONS CO        COM              87872T108    19979   610050 SH       DEFINED 03           610050        0        0
TECUMSEH PRODS CO              CL B             878895101       20      500 SH       DEFINED 15                0        0      500
TECUMSEH PRODS CO              CL A             878895200       61     1300 SH       DEFINED 15                0        0     1300
TEKELEC                        SB DSC CV 144A04 879101AA1     4768  3500000 PRN      DEFINED 11                0        0        0
TEKELEC                        COM              879101103    13500   600000 SH       DEFINED 15 16             0        0   600000
TEKELEC                        COM              879101103     3771   167600 SH       DEFINED 03           167600        0        0
TEKTRONIX INC                  COM              879131100    68031  1750000 SH       DEFINED 13 18             0        0  1750000
TEKTRONIX INC                  COM              879131100     2308    59374 SH       DEFINED 03            59374        0        0
TELE CENTRO SUL PART S A       SPON ADR PFD     879239101     1618    17831 SH       DEFINED 02 07 19          0        0    17831
TELE CENTRO SUL PART S A       SPON ADR PFD     879239101    14591   160788 SH       DEFINED 21                0        0   160788
TELE NORDESTE CELULAR PART S A SPON ADR PFD     87924W109       10      200 SH       DEFINED 19                0        0      200
TELE NORTE LESTE PART S A      SPON ADR PFD     879246106     2900   113759 SH       DEFINED 02 07 19          0        0   113759
TELE NORTE LESTE PART S A      SPON ADR PFD     879246106    24415   957465 SH       DEFINED 21                0        0   957465
TELE SUDESTE CELULAR PART S A  SPON ADR PFD     879252104     4141   106700 SH       DEFINED 02 04 07          0        0   106700
TELE SUDESTE CELULAR PART S A  SPON ADR PFD     879252104    36833   949000 SH       DEFINED 15 19 20          0        0   949000
TELE SUDESTE CELULAR PART S A  SPON ADR PFD     879252104     8216   211700 SH       DEFINED 21 32             0        0   211700
TELECOM ITALIA SPA             SPON ADR ORD     87927W106       36      260 SH       DEFINED 37              260        0        0
TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR    879287308     8429    65600 SH       DEFINED 19 21             0        0    65600
TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR    879287308      427     3330 SH       DEFINED 37 03          3330        0        0
TELECORP PCS INC               CL A             879299105     1314    34600 SH       DEFINED 02 10 12          0        0    34600
TELECORP PCS INC               CL A             879299105      691    18200 SH       DEFINED 20 28 32          0        0    18200
TELEDYNE TECHNOLOGIES INC      COM              879360105     4463   472926 SH       DEFINED 09 15 22          0        0   472926
TELEDYNE TECHNOLOGIES INC      COM              879360105        1      212 SH       DEFINED 37              212        0        0
TELEDYNE TECHNOLOGIES INC      COM              879360105      257    27297 SH       DEFINED 03             6127        0    21170
TELEFLEX INC                   COM              879369106      109     3500 SH       DEFINED 15                0        0     3500
TELEFLEX INC                   COM              879369106       82     2620 SH       DEFINED 37 03          2620        0        0
TELEFONICA DE ARGENTINA S A    SPON ADR CL B    879378206        1       60 SH       DEFINED 37               60        0        0
TELEFONICA S A                 SPONSORED ADR    879382208    95102  1206688 SH       DEFINED 15 19 20          0        0  1206688
TELEFONICA S A                 SPONSORED ADR    879382208    70137   889934 SH       DEFINED 21 32 34          0        0   889934
TELEFONICA S A                 SPONSORED ADR    879382208      128     1623 SH       DEFINED 37             1623        0        0
TELEFONICA DEL PERU S A        SPON ADR CL B    879384105      738    55180 SH       DEFINED 02 07 19          0        0    55180
TELEFONICA DEL PERU S A        SPON ADR CL B    879384105    14588  1090700 SH       DEFINED 21                0        0  1090700
TELEFONOS DE MEXICO S A        SR DB CV 4.25%04 879403AD5    42513 32640000 PRN      DEFINED 09 11 22          0        0        0
TELEFONOS DE MEXICO S A        ADR NOMINATIVE   879403400       11     2000 SH       DEFINED 37             2000        0        0
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780    87375   776675 SH       DEFINED 02 07 11          0        0   776675
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780    80008   711185 SH       DEFINED 12 15 19          0        0   711185
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780   146103  1298700 SH       DEFINED 20 21 22          0        0  1298700
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780     7020    62400 SH       DEFINED 28 32 34          0        0    62400
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780     1950    17332 SH       DEFINED 37 03          3832        0    13500
TELEGLOBE INC                  COM              87941V100     4672   205830 SH       DEFINED 02 07             0        0   205830
TELEGLOBE INC                  COM              87941V100       55     2440 SH       DEFINED 03             2440        0        0
TELEPHONE & DATA SYS INC       COM              879433100    30051   238500 SH       DEFINED 02 06 09          0        0   238500
TELEPHONE & DATA SYS INC       COM              879433100    28453   225822 SH       DEFINED 12 13 15          0        0   225822
TELEPHONE & DATA SYS INC       COM              879433100    14472   114860 SH       DEFINED 23 26 28          0        0   114860
TELEPHONE & DATA SYS INC       COM              879433100     3741    29697 SH       DEFINED 30 34             0        0    29697
TELEPHONE & DATA SYS INC       COM              879433100    26549   210709 SH       DEFINED 37 03        189909        0    20800
TELEMIG CELULAR PART S A       SPON ADR PFD     87944E105     4540    98300 SH       DEFINED 07 15             0        0    98300
TELESP PARTICIPACOES S A       SPON ADR PFD     87952K100     9538   390324 SH       DEFINED 02 19 21          0        0   390324
TELESP PARTICIPACOES S A       SPON ADR PFD     87952K100        2      105 SH       DEFINED 37              105        0        0
TELESP CELULAR PART S A        SPON ADR PFD     87952L108     5144   121400 SH       DEFINED 02 04 07          0        0   121400
TELESP CELULAR PART S A        SPON ADR PFD     87952L108    68446  1615261 SH       DEFINED 15 19 20          0        0  1615261
TELESP CELULAR PART S A        SPON ADR PFD     87952L108    27687   653400 SH       DEFINED 21 32             0        0   653400
TELEWEST COMMUNICATIONS PLC    SPONSORED ADR    87956P105      904    16363 SH       DEFINED 27                0        0    16363
TELIGENT INC                   CL A             87959Y103    57779   935700 SH       DEFINED 13 20 32          0        0   935700
TELIGENT INC                   CL A             87959Y103      104     1700 SH       DEFINED 34                0        0     1700
TELLABS INC                    COM              879664100   145262  2263100 SH       DEFINED 02 07 10          0        0  2263100
TELLABS INC                    COM              879664100    67891  1057700 SH       DEFINED 11 12 13          0        0  1057700
TELLABS INC                    COM              879664100   273894  4267100 SH       DEFINED 15 16 20          0        0  4267100
TELLABS INC                    COM              879664100   128464  2001400 SH       DEFINED 22 27 28          0        0  2001400
TELLABS INC                    COM              879664100    44167   688100 SH       DEFINED 30 32 34          0        0   688100
TELLABS INC                    COM              879664100    26326   410160 SH       DEFINED 37 03        410160        0        0
TELTREND INC                   COM              87969R106      363    12000 SH       DEFINED 26                0        0    12000
TEMPLE INLAND INC              COM              879868107    14156   214700 SH       DEFINED 15 20 32          0        0   214700
TEMPLE INLAND INC              COM              879868107       32      500 SH       DEFINED 34                0        0      500
TEMPLE INLAND INC              COM              879868107     2914    44205 SH       DEFINED 37 03         44205        0        0
TEMPLETON GLOBAL GOVT INCOM FD SH BEN INT       879929107      954   166000 SH       DEFINED 19 21             0        0   166000
TELETECH HOLDINGS INC          COM              879939106     8476   251500 SH       DEFINED 20 32             0        0   251500
TELESYSTEM INTL WIRELESS INC   SUB VTG SHS      879946101    27846   758660 SH       DEFINED 04 07 20          0        0   758660
TELESYSTEM INTL WIRELESS INC   SUB VTG SHS      879946101     4107   111900 SH       DEFINED 21 32             0        0   111900
TELESYSTEM INTL WIRELESS INC   SUB VTG SHS      879946101      180     4910 SH       DEFINED 03             4910        0        0
TEMPLETON DRAGON FD INC        COM              88018T101    26760  2727200 SH       DEFINED 02 19 21          0        0  2727200
TEMPLETON DRAGON FD INC        COM              88018T101     4899   499300 SH       DEFINED 22 03             0        0   499300
TEMPLETON GLOBAL INCOME FD INC COM              880198106     1821   310000 SH       DEFINED 19 21             0        0   310000
TENET HEALTHCARE CORP          COM              88033G100    48090  2046400 SH       DEFINED 05 12 15          0        0  2046400
TENET HEALTHCARE CORP          COM              88033G100   229559  9768500 SH       DEFINED 28 30             0        0  9768500
TENET HEALTHCARE CORP          COM              88033G100     9979   424664 SH       DEFINED 37 03        420664        0     4000
TENNECO AUTOMOTIVE INC         COM              880349105      931   100010 SH       DEFINED 15 22             0        0   100010
TERADYNE INC                   COM              880770102   135214  2048700 SH       DEFINED 09 12 15          0        0  2048700
TERADYNE INC                   COM              880770102    97093  1471110 SH       DEFINED 20 23 28          0        0  1471110
TERADYNE INC                   COM              880770102    30598   463610 SH       DEFINED 30 32             0        0   463610
TERADYNE INC                   COM              880770102    14176   214891 SH       DEFINED 37 03        188091        0    26800
TERAYON COMMUNICATION SYS      COM              880775101     6909   110000 SH       DEFINED 15 20 32          0        0   110000
TEREX CORP NEW                 COM              880779103    20404   735300 SH       DEFINED 15 20 32          0        0   735300
TEREX CORP NEW                 COM              880779103     9262   333800 SH       DEFINED 36                0        0   333800
TEREX CORP NEW                 COM              880779103        0       30 SH       DEFINED 37               30        0        0
TERRA NETWORKS S A             SPONSORED ADR    88100W103       87     1600 SH       DEFINED 19                0        0     1600
TESORO PETE CORP               COM              881609101    12027  1040200 SH       DEFINED 02 09 18          0        0  1040200
TESORO PETE CORP               COM              881609101     1046    90510 SH       DEFINED 21 28 30          0        0    90510
TESORO PETE CORP               COM              881609101     5466   472800 SH       DEFINED 03           395500        0    77300
TETRA TECHNOLOGIES INC DEL     COM              88162F105      156    21600 SH       DEFINED 15                0        0    21600
TETRA TECHNOLOGIES INC DEL     COM              88162F105     2292   316200 SH       DEFINED 03           316200        0        0
TETRA TECH INC NEW             COM              88162G103     1996   129837 SH       DEFINED 07 15             0        0   129837
TETRA TECH INC NEW             COM              88162G103    18267  1188150 SH       DEFINED 03           952850        0   235300
TEVA PHARMACEUTICAL INDS LTD   ADR              881624209   159963  2231400 SH       DEFINED 16 19 21          0        0  2231400
TEXACO INC                     COM              881694103   350168  6447300 SH       DEFINED 02 10 12          0        0  6447300
TEXACO INC                     COM              881694103   106273  1956700 SH       DEFINED 15 16 19          0        0  1956700
TEXACO INC                     COM              881694103    10835   199500 SH       DEFINED 26 28 34          0        0   199500
TEXACO INC                     COM              881694103   100295  1846686 SH       DEFINED 37 03       1579960        0   266726
TESMA INTL INC                 CL A SUB VTG     881908107    10170   750100 SH       DEFINED 02                0        0   750100
TEXAS INSTRS INC               COM              882508104   381319  3936200 SH       DEFINED 02 05 06          0        0  3936200
TEXAS INSTRS INC               COM              882508104  2300868 23750900 SH       DEFINED 07 10 11          0        0 23750900
TEXAS INSTRS INC               COM              882508104   603725  6232000 SH       DEFINED 12 13 15          0        0  6232000
TEXAS INSTRS INC               COM              882508104   623569  6436850 SH       DEFINED 16 18 19          0        0  6436850
TEXAS INSTRS INC               COM              882508104   507005  5233600 SH       DEFINED 20 21 22          0        0  5233600
TEXAS INSTRS INC               COM              882508104   153508  1584600 SH       DEFINED 23 26 27          0        0  1584600
TEXAS INSTRS INC               COM              882508104   353724  3651350 SH       DEFINED 28 30 32          0        0  3651350
TEXAS INSTRS INC               COM              882508104    43070   444600 SH       DEFINED 34                0        0   444600
TEXAS INSTRS INC               COM              882508104   273385  2821967 SH       DEFINED 37 03       2131811        0   690156
TEXAS PAC LD TR                SUB CTF PROP I T 882610108      306     8000 SH       DEFINED 37             8000        0        0
TEXAS REGL BANCSHARES INC      CL A VTG         882673106      449    15500 SH       DEFINED 03            15500        0        0
TEXAS UTILS CO                 COM              882848104       74     2100 SH       DEFINED 12 28             0        0     2100
TEXAS UTILS CO                 COM              882848104     7837   220430 SH       DEFINED 37 03        220430        0        0
TEXTRON INC                    COM              883203101    69271   903300 SH       DEFINED 02 05 06          0        0   903300
TEXTRON INC                    COM              883203101   503859  6570300 SH       DEFINED 07 09 10          0        0  6570300
TEXTRON INC                    COM              883203101   355041  4629720 SH       DEFINED 11 15 16          0        0  4629720
TEXTRON INC                    COM              883203101    25419   331464 SH       DEFINED 18 19 21          0        0   331464
TEXTRON INC                    COM              883203101   123359  1608600 SH       DEFINED 22 23 27          0        0  1608600
TEXTRON INC                    COM              883203101    12684   165400 SH       DEFINED 28 30 32          0        0   165400
TEXTRON INC                    COM              883203101      383     5000 SH       DEFINED 34                0        0     5000
TEXTRON INC                    COM              883203101      158     2087 SH       DEFINED 37             2087        0        0
TEXTRON INC                    COM              883203101   111119  1448996 SH       DEFINED 03          1090276        0   358720
THERAGENICS CORP               COM              883375107     6162   680000 SH       DEFINED 07                0        0   680000
THERMO CARDIOSYSTEMS INC       COM NONREDEEM    88355K200     1461   222700 SH       DEFINED 03           222700        0        0
THERMO FIBERTEK INC            COM              88355W105      550    77200 SH       DEFINED 15                0        0    77200
THERMO ELECTRON CORP           COM              883556102    77686  5179100 SH       DEFINED 05 09 10          0        0  5179100
THERMO ELECTRON CORP           COM              883556102    58019  3867950 SH       DEFINED 12 13 15          0        0  3867950
THERMO ELECTRON CORP           COM              883556102   140958  9397200 SH       DEFINED 20 22 28          0        0  9397200
THERMO ELECTRON CORP           COM              883556102    18528  1235200 SH       DEFINED 30 32             0        0  1235200
THERMO ELECTRON CORP           COM              883556102       10      674 SH       DEFINED 37              674        0        0
THERMO ELECTRON CORP           COM              883556102    10316   687790 SH       DEFINED 03           601890        0    85900
THERMO INSTR SYS INC           COM              883559106    13377  1202475 SH       DEFINED 15 20 32          0        0  1202475
THERMO INSTR SYS INC           COM              883559106     8480   762325 SH       DEFINED 03           755225        0     7100
THERMO OPTEK CORP              COM              883582108        9      800 SH       DEFINED 03              800        0        0
THERMOQUEST CORP               COM              883655102     2155   209000 SH       DEFINED 07 12             0        0   209000
THERMOQUEST CORP               COM              883655102     2125   206100 SH       DEFINED 03           206100        0        0
THERMEDICS INC                 COM              883901100     1411   259600 SH       DEFINED 03           259600        0        0
THOMAS & BETTS CORP            COM              884315102    87241  2737000 SH       DEFINED 05 28 30          0        0  2737000
THOMAS & BETTS CORP            COM              884315102     1715    53861 SH       DEFINED 37 03         53861        0        0
THOMAS GROUP INC               COM              884402108     1922   170900 SH       DEFINED 07                0        0   170900
3DO CO                         COM              88553W105      422    46500 SH       DEFINED 28                0        0    46500
3COM CORP                      COM              885535104    63451  1350027 SH       DEFINED 04 13 15          0        0  1350027
3COM CORP                      COM              885535104    13356   284138 SH       DEFINED 37 03        284138        0        0
THREE FIVE SYS INC             COM              88554L108    10007   244082 SH       DEFINED 09 28 30          0        0   244082
THREE FIVE SYS INC             COM              88554L108     2071    50517 SH       DEFINED 03            50517        0        0
TIBCO SOFTWARE INC             COM              88632Q103    89795   586900 SH       DEFINED 10 13 20          0        0   586900
TIBCO SOFTWARE INC             COM              88632Q103      260     1700 SH       DEFINED 32                0        0     1700
TICKETS COM INC                COM              88633M101      525    36700 SH       DEFINED 02 10 15          0        0    36700
TICKETS COM INC                COM              88633M101        7      500 SH       DEFINED 34                0        0      500
TICKETMASTER ONLINE-CITYSEARCH CL B             88633P203     7591   197500 SH       DEFINED 15 26 28          0        0   197500
TICKETMASTER ONLINE-CITYSEARCH CL B             88633P203     1837    47800 SH       DEFINED 03                0        0    47800
TIDEWATER INC                  COM              886423102     8982   249500 SH       DEFINED 02 09 12          0        0   249500
TIDEWATER INC                  COM              886423102    29846   829065 SH       DEFINED 15 20 28          0        0   829065
TIDEWATER INC                  COM              886423102     1949    54160 SH       DEFINED 30 32 34          0        0    54160
TIDEWATER INC                  COM              886423102      618    17189 SH       DEFINED 37 03         17189        0        0
TIFFANY & CO NEW               COM              886547108    22071   247300 SH       DEFINED 02 09 12          0        0   247300
TIFFANY & CO NEW               COM              886547108    84805   950200 SH       DEFINED 13 15 22          0        0   950200
TIFFANY & CO NEW               COM              886547108    62277   697790 SH       DEFINED 23 28 30          0        0   697790
TIFFANY & CO NEW               COM              886547108       89     1000 SH       DEFINED 34                0        0     1000
TIFFANY & CO NEW               COM              886547108     4511    50590 SH       DEFINED 37 03         50590        0        0
TIMBERLINE SOFTWARE CORP       COM              887134104     4751   353600 SH       DEFINED 07                0        0   353600
TIME WARNER INC                COM              887315109   193600  2672651 SH       DEFINED 02 05 06          0        0  2672651
TIME WARNER INC                COM              887315109  2033919 28078270 SH       DEFINED 07 09 10          0        0 28078270
TIME WARNER INC                COM              887315109   504237  6961004 SH       DEFINED 11 12 13          0        0  6961004
TIME WARNER INC                COM              887315109   887952 12258183 SH       DEFINED 15 16 19          0        0 12258183
TIME WARNER INC                COM              887315109  1796452 24800037 SH       DEFINED 20 21 22          0        0 24800037
TIME WARNER INC                COM              887315109   100694  1390093 SH       DEFINED 23 26 27          0        0  1390093
TIME WARNER INC                COM              887315109   186757  2578192 SH       DEFINED 28 29 30          0        0  2578192
TIME WARNER INC                COM              887315109   282607  3901397 SH       DEFINED 32 34             0        0  3901397
TIME WARNER INC                COM              887315109     6473    89492 SH       DEFINED 37             9492        0    80000
TIME WARNER INC                COM              887315109   340831  4705178 SH       DEFINED 03          3586624        0  1118554
TIME WARNER TELECOM INC        CL A             887319101    10232   204900 SH       DEFINED 02 07 11          0        0   204900
TIME WARNER TELECOM INC        CL A             887319101    32049   641800 SH       DEFINED 15 16 20          0        0   641800
TIME WARNER TELECOM INC        CL A             887319101    44756   896250 SH       DEFINED 21 22 28          0        0   896250
TIME WARNER TELECOM INC        CL A             887319101     2347    47000 SH       DEFINED 32                0        0    47000
TIME WARNER TELECOM INC        CL A             887319101     5757   115300 SH       DEFINED 03            75400        0    39900
TIMES MIRROR CO NEW            COM SER A        887364107    44462   663617 SH       DEFINED 06 08 10          0        0   663617
TIMES MIRROR CO NEW            COM SER A        887364107    99716  1488300 SH       DEFINED 12 16 30          0        0  1488300
TIMES MIRROR CO NEW            COM SER A        887364107     3157    47120 SH       DEFINED 03            47120        0        0
TIMKEN CO                      COM              887389104    32700  1600000 SH       DEFINED 18                0        0  1600000
TIMKEN CO                      COM              887389104      998    48868 SH       DEFINED 03            48868        0        0
TITAN CORP                     COM              888266103      127     2700 SH       DEFINED 15                0        0     2700
TITAN EXPL INC                 COM              888289105     1370   252000 SH       DEFINED 12 26             0        0   252000
TITAN PHARMACEUTICALS INC DEL  COM              888314101     8035   422900 SH       DEFINED 15                0        0   422900
TIVO INC                       COM              888706108    18913   560400 SH       DEFINED 13                0        0   560400
TOLL BROTHERS INC              COM              889478103     7604   408300 SH       DEFINED 05 28 30          0        0   408300
TOLLGRADE COMMUNICATIONS INC   COM              889542106    17905   519000 SH       DEFINED 07 28             0        0   519000
TOLLGRADE COMMUNICATIONS INC   COM              889542106     9028   261700 SH       DEFINED 03           261700        0        0
TOO INC                        COM              890333107    22013  1276131 SH       DEFINED 02 10 12          0        0  1276131
TOO INC                        COM              890333107      221    12861 SH       DEFINED 15 34             0        0    12861
TOO INC                        COM              890333107      169     9814 SH       DEFINED 03              385        0     9429
TOOTSIE ROLL INDS INC          COM              890516107      258     7848 SH       DEFINED 15                0        0     7848
TORCHMARK CORP                 COM              891027104    39252  1350632 SH       DEFINED 02 08 09          0        0  1350632
TORCHMARK CORP                 COM              891027104    18179   625540 SH       DEFINED 15 22 28          0        0   625540
TORCHMARK CORP                 COM              891027104     6324   217610 SH       DEFINED 30 34 03     121760        0    95850
TORO CO                        COM              891092108     1940    52000 SH       DEFINED 02 26             0        0    52000
TORONTO DOMINION BK ONT        COM NEW          891160509   215275  8049450 SH       DEFINED 02 07 09          0        0  8049450
TORONTO DOMINION BK ONT        COM NEW          891160509    52201  1948910 SH       DEFINED 15 19 20          0        0  1948910
TORONTO DOMINION BK ONT        COM NEW          891160509    44093  1646200 SH       DEFINED 21 22 32          0        0  1646200
TORONTO DOMINION BK ONT        COM NEW          891160509     1660    62000 SH       DEFINED 34                0        0    62000
TORONTO DOMINION BK ONT        COM NEW          891160509     2939   109376 SH       DEFINED 03            79976        0    29400
TOSCO CORP                     COM NEW          891490302    65600  2412900 SH       DEFINED 02 04 05          0        0  2412900
TOSCO CORP                     COM NEW          891490302   105632  3885319 SH       DEFINED 09 12 13          0        0  3885319
TOSCO CORP                     COM NEW          891490302    19229   707300 SH       DEFINED 15 16 21          0        0   707300
TOSCO CORP                     COM NEW          891490302   286757 10547400 SH       DEFINED 22 23 28          0        0 10547400
TOSCO CORP                     COM NEW          891490302    23767   874190 SH       DEFINED 30 32 34          0        0   874190
TOSCO CORP                     COM NEW          891490302       27     1040 SH       DEFINED 37             1040        0        0
TOSCO CORP                     COM NEW          891490302     9274   341130 SH       DEFINED 03           138530        0   202600
TOTAL RENAL CARE HLDGS INC     SB NT CV144A7%09 89151AAA5    18724 29840000 PRN      DEFINED 02 22 23          0        0        0
TOTAL RENAL CARE HLDGS INC     SB NT CV144A7%09 89151AAA5    14890 23730000 PRN      DEFINED 25 27 28          0        0        0
TOTAL RENAL CARE HLDGS INC     SB NT CV144A7%09 89151AAA5    18561 29580000 PRN      DEFINED 32 36 03          0        0        0
TOTAL RENAL CARE HLDGS INC     COM              89151A107       33     5000 SH       DEFINED 02                0        0     5000
TOTAL FINA S A                 SPONSORED ADR    89151E109   104609  1510608 SH       DEFINED 02 05 07          0        0  1510608
TOTAL FINA S A                 SPONSORED ADR    89151E109   339627  4904373 SH       DEFINED 09 11 15          0        0  4904373
TOTAL FINA S A                 SPONSORED ADR    89151E109   184022  2657361 SH       DEFINED 19 20 21          0        0  2657361
TOTAL FINA S A                 SPONSORED ADR    89151E109   255929  3695729 SH       DEFINED 22 23 28          0        0  3695729
TOTAL FINA S A                 SPONSORED ADR    89151E109    37948   547998 SH       DEFINED 30 32 34          0        0   547998
TOTAL FINA S A                 SPONSORED ADR    89151E109    24938   360166 SH       DEFINED 37 03        161370        0   198796
TOWER AUTOMOTIVE INC           COM              891707101       66     4300 SH       DEFINED 15                0        0     4300
TOWER AUTOMOTIVE INC           COM              891707101     7874   510100 SH       DEFINED 03           510100        0        0
TOYOTA MOTOR CORP              SP ADR REP2COM   892331307       57      600 SH       DEFINED 37              600        0        0
TOYS R US INC                  COM              892335100     2251   157300 SH       DEFINED 28                0        0   157300
TOYS R US INC                  COM              892335100     2799   195585 SH       DEFINED 37 03        195585        0        0
TRAMMELL CROW CO               COM              89288R106     1976   170000 SH       DEFINED 35                0        0   170000
TRANS LUX CORP                 SUB NT CV 7.5%06 893247AD8      444   535000 PRN      DEFINED 07                0        0        0
TRANSACTION SYS ARCHITECTS     CL A             893416107      702    25100 SH       DEFINED 13                0        0    25100
TRANSACTION SYS ARCHITECTS     CL A             893416107     1097    39200 SH       DEFINED 03            39200        0        0
TRANSGENE S A                  SPONSORED ADR    89365U105     8843   884399 SH       DEFINED 02 21             0        0   884399
TRANSKARYOTIC THERAPIES INC    COM              893735100    17902   465000 SH       DEFINED 13 15             0        0   465000
TRANSPRO INC                   COM              893885103     4254   660925 SH       DEFINED 07                0        0   660925
TRANSMONTAIGNE INC             COM              893934109     1074   153500 SH       DEFINED 03           153500        0        0
TRAVELERS PPTY CAS CORP        CL A             893939108    50936  1487200 SH       DEFINED 02 05 09          0        0  1487200
TRAVELERS PPTY CAS CORP        CL A             893939108    99235  2897400 SH       DEFINED 12 15 16          0        0  2897400
TRAVELERS PPTY CAS CORP        CL A             893939108    60792  1774970 SH       DEFINED 22 28 30          0        0  1774970
TRAVELERS PPTY CAS CORP        CL A             893939108     4017   117300 SH       DEFINED 34 03         17000        0   100300
TRANSWITCH CORP                COM              894065101    44734   616500 SH       DEFINED 13 15 26          0        0   616500
TRANZ RAIL HOLDINGS LTD        SPONSORED ADR    894116102     1343   250000 SH       DEFINED 19 21             0        0   250000
TRANZ RAIL HOLDINGS LTD        SPONSORED ADR    894116102       76    14200 SH       DEFINED 03            14200        0        0
TREDEGAR CORP                  COM              894650100      299    14500 SH       DEFINED 15                0        0    14500
TREDEGAR CORP                  COM              894650100     2211   106900 SH       DEFINED 03           106900        0        0
TREND MICRO INC                SPONSORED ADR    89486M107     2449   101000 SH       DEFINED 19 21             0        0   101000
TRENDWEST RESORTS INC          COM              894917103      810    36000 SH       DEFINED 26                0        0    36000
TREX INC                       COM              89531P105     2618    97901 SH       DEFINED 11 15 21          0        0    97901
TREX INC                       COM              89531P105     1305    48800 SH       DEFINED 26                0        0    48800
TREX INC                       COM              89531P105      197     7400 SH       DEFINED 03             7400        0        0
TRI CONTL CORP                 COM              895436103     1184    43071 SH       DEFINED 37            43071        0        0
TRIAD HOSPITALS INC            COM              89579K109      235    15539 SH       DEFINED 15 37             0        0    15539
TRIAD HOSPITALS INC            COM              89579K109       31     2077 SH       DEFINED 03             2077        0        0
TRIAD GTY INC                  COM              895925105     6825   300000 SH       DEFINED 07                0        0   300000
TRIAD GTY INC                  COM              895925105      170     7500 SH       DEFINED 03             7500        0        0
TRICON GLOBAL RESTAURANTS      COM              895953107    69231  1792400 SH       DEFINED 02 07 10          0        0  1792400
TRICON GLOBAL RESTAURANTS      COM              895953107   490901 12709420 SH       DEFINED 13 15 16          0        0 12709420
TRICON GLOBAL RESTAURANTS      COM              895953107    70154  1816290 SH       DEFINED 19 21 22          0        0  1816290
TRICON GLOBAL RESTAURANTS      COM              895953107    57805  1496580 SH       DEFINED 28 34             0        0  1496580
TRICON GLOBAL RESTAURANTS      COM              895953107    25711   665676 SH       DEFINED 37 03        466876        0   198800
TRIBUNE CO NEW                 COM              896047107   109717  1992600 SH       DEFINED 02 10 12          0        0  1992600
TRIBUNE CO NEW                 COM              896047107   125760  2283957 SH       DEFINED 15 16 20          0        0  2283957
TRIBUNE CO NEW                 COM              896047107    79452  1442953 SH       DEFINED 23 28 32          0        0  1442953
TRIBUNE CO NEW                 COM              896047107      132     2400 SH       DEFINED 34                0        0     2400
TRIBUNE CO NEW                 COM              896047107    19807   359776 SH       DEFINED 37 03        290176        0    69600
TRIGON HEALTHCARE INC          COM              89618L100    11909   403700 SH       DEFINED 02 09 15          0        0   403700
TRIGON HEALTHCARE INC          COM              89618L100     3886   131750 SH       DEFINED 26 28 30          0        0   131750
TRIGON HEALTHCARE INC          COM              89618L100     1793    60800 SH       DEFINED 34                0        0    60800
TRIGON HEALTHCARE INC          COM              89618L100     5481   185800 SH       DEFINED 03           185800        0        0
TRINITY BIOTECH PLC            SPONSORED ADR    896438108      109    65000 SH       DEFINED 07                0        0    65000
TRINITY INDS INC               COM              896522109     8403   295500 SH       DEFINED 28                0        0   295500
TRINTECH GROUP PLC             SPONSORED ADR    896682101       89     1680 SH       DEFINED 21                0        0     1680
TRIQUINT SEMICONDUCTOR INC     COM              89674K103     6096    54800 SH       DEFINED 02 15 26          0        0    54800
TRIQUINT SEMICONDUCTOR INC     COM              89674K103     2225    20000 SH       DEFINED 03            18500        0     1500
TRITEL INC                     CL A             89675X104     2417    76300 SH       DEFINED 07 10 12          0        0    76300
TRITEL INC                     CL A             89675X104      240     7600 SH       DEFINED 15 23 26          0        0     7600
TRITEL INC                     CL A             89675X104        3      100 SH       DEFINED 28                0        0      100
TRITEL INC                     CL A             89675X104       44     1400 SH       DEFINED 03             1100        0      300
TRITON PCS HLDGS INC           CL A             89677M106   112303  2468200 SH       DEFINED 13 15 20          0        0  2468200
TRITON PCS HLDGS INC           CL A             89677M106    19464   427800 SH       DEFINED 32 34             0        0   427800
TRITON PCS HLDGS INC           CL A             89677M106     2042    44900 SH       DEFINED 03            44700        0      200
TRIZETTO GROUP INC             COM              896882107      349     7500 SH       DEFINED 15                0        0     7500
TRIZEC HAHN CORP               SUB VTG          896938107    15336   915000 SH       DEFINED 02 09 12          0        0   915000
TRIZEC HAHN CORP               SUB VTG          896938107     2009   119900 SH       DEFINED 35 03             0        0   119900
TRUE NORTH COMMUNICATIONS INC  COM              897844106    21521   481600 SH       DEFINED 02 04 07          0        0   481600
TRUE NORTH COMMUNICATIONS INC  COM              897844106    12485   279400 SH       DEFINED 09 15 21          0        0   279400
TRUE NORTH COMMUNICATIONS INC  COM              897844106    10263   229680 SH       DEFINED 26 28 30          0        0   229680
TRUE NORTH COMMUNICATIONS INC  COM              897844106      147     3300 SH       DEFINED 34                0        0     3300
TRUE NORTH COMMUNICATIONS INC  COM              897844106    31143   696922 SH       DEFINED 37 03        605922        0    91000
TUBOS DE ACERO DE MEXICO S A   ADR NEW          898592506     5742   423385 SH       DEFINED 02 07 12          0        0   423385
TUBOS DE ACERO DE MEXICO S A   ADR NEW          898592506     5038   371500 SH       DEFINED 19 21             0        0   371500
TUBOSCOPE INC                  COM              898600101     5253   330900 SH       DEFINED 15                0        0   330900
TUBOSCOPE INC                  COM              898600101     3975   250400 SH       DEFINED 03           250400        0        0
TUESDAY MORNING CORP           COM NEW          899035505    19978  1083600 SH       DEFINED 20 32             0        0  1083600
TULARIK INC                    COM              899165104     4140   127900 SH       DEFINED 02 12 15          0        0   127900
TULARIK INC                    COM              899165104      107     3320 SH       DEFINED 23 26 28          0        0     3320
TULARIK INC                    COM              899165104       42     1300 SH       DEFINED 34                0        0     1300
TUMBLEWEED COMMUNICATIONS CORP COM              899690101    16255   191800 SH       DEFINED 02 12 13          0        0   191800
TUMBLEWEED COMMUNICATIONS CORP COM              899690101     9771   115300 SH       DEFINED 15 34             0        0   115300
TUMBLEWEED COMMUNICATIONS CORP COM              899690101     2678    31600 SH       DEFINED 03            31600        0        0
TUPPERWARE CORP                COM              899896104    23460  1385100 SH       DEFINED 02 09 12          0        0  1385100
TUPPERWARE CORP                COM              899896104    59747  3527500 SH       DEFINED 13 15 22          0        0  3527500
TUPPERWARE CORP                COM              899896104     7572   447106 SH       DEFINED 26 34 03     130006        0   317100
TV AZTECA S A DE C V           SPONSORED ADR    901145102     3473   385925 SH       DEFINED 02 04 07          0        0   385925
TV AZTECA S A DE C V           SPONSORED ADR    901145102    50923  5658200 SH       DEFINED 19 20 21          0        0  5658200
TV AZTECA S A DE C V           SPONSORED ADR    901145102     9629  1069900 SH       DEFINED 22 32 03          0        0  1069900
TWEETER HOME ENTMT GROUP INC   COM              901167106     3684   103800 SH       DEFINED 16                0        0   103800
24 / 7 MEDIA INC               COM              901314104    21116   375400 SH       DEFINED 20 32             0        0   375400
TWIN DISC INC                  COM              901476101     2759   232400 SH       DEFINED 07                0        0   232400
TWINLAB CORP                   COM              901774109     1666   210000 SH       DEFINED 28                0        0   210000
TYCO INTL LTD NEW              COM              902124106   212722  5471960 SH       DEFINED 02 05 06          0        0  5471960
TYCO INTL LTD NEW              COM              902124106  2044878 52601376 SH       DEFINED 07 09 10          0        0 52601376
TYCO INTL LTD NEW              COM              902124106   238517  6135492 SH       DEFINED 11 12 13          0        0  6135492
TYCO INTL LTD NEW              COM              902124106   691698 17792900 SH       DEFINED 15 16 18          0        0 17792900
TYCO INTL LTD NEW              COM              902124106   230825  5937636 SH       DEFINED 22 23 27          0        0  5937636
TYCO INTL LTD NEW              COM              902124106    38275   984566 SH       DEFINED 28 29 30          0        0   984566
TYCO INTL LTD NEW              COM              902124106     9897   254600 SH       DEFINED 32                0        0   254600
TYCO INTL LTD NEW              COM              902124106      229     6106 SH       DEFINED 37             6106        0        0
TYCO INTL LTD NEW              COM              902124106   132383  3405357 SH       DEFINED 03          2414565        0   990792
TYSON FOODS INC                CL A             902494103    13000   800000 SH       DEFINED 13                0        0   800000
TYSON FOODS INC                CL A             902494103      346    21350 SH       DEFINED 03            21350        0        0
UAL CORP                       COM PAR $0.01    902549500    75422   972410 SH       DEFINED 12 23 28          0        0   972410
UAL CORP                       COM PAR $0.01    902549500        3       50 SH       DEFINED 37               50        0        0
UCAR INTL INC                  COM              90262K109       33     1900 SH       DEFINED 15                0        0     1900
UCBH HOLDINGS INC              COM              90262T308    13910   676500 SH       DEFINED 07                0        0   676500
UCBH HOLDINGS INC              COM              90262T308     1647    80100 SH       DEFINED 03            80100        0        0
UGI CORP NEW                   COM              902681105      463    22700 SH       DEFINED 03            22700        0        0
UICI                           COM              902737105    31877  3018000 SH       DEFINED 02 07 15          0        0  3018000
UICI                           COM              902737105     1586   150200 SH       DEFINED 28 34             0        0   150200
UICI                           COM              902737105     2105   199300 SH       DEFINED 03           199300        0        0
UMB FINL CORP                  COM              902788108      166     4400 SH       DEFINED 02                0        0     4400
UST CORP                       COM              902900109      158     4988 SH       DEFINED 37             4988        0        0
USX MARATHON GROUP             COM NEW          902905827    23927   969200 SH       DEFINED 02 04 05          0        0   969200
USX MARATHON GROUP             COM NEW          902905827   129727  5254800 SH       DEFINED 06 07 09          0        0  5254800
USX MARATHON GROUP             COM NEW          902905827    88155  3570852 SH       DEFINED 10 11 12          0        0  3570852
USX MARATHON GROUP             COM NEW          902905827    84276  3413750 SH       DEFINED 15 16 19          0        0  3413750
USX MARATHON GROUP             COM NEW          902905827    78200  3167600 SH       DEFINED 22 23 27          0        0  3167600
USX MARATHON GROUP             COM NEW          902905827    36762  1489110 SH       DEFINED 28 29 30          0        0  1489110
USX MARATHON GROUP             COM NEW          902905827     6692   271100 SH       DEFINED 34                0        0   271100
USX MARATHON GROUP             COM NEW          902905827      173     6975 SH       DEFINED 37             6975        0        0
USX MARATHON GROUP             COM NEW          902905827    91928  3723672 SH       DEFINED 03          2860672        0   863000
UST INC                        COM              902911106      128     5100 SH       DEFINED 12 28             0        0     5100
UST INC                        COM              902911106     3463   137523 SH       DEFINED 37 03        137523        0        0
U S PLASTIC LMBR CORP          COM              902948108      538    70000 SH       DEFINED 03            70000        0        0
US BANCORP DEL                 COM              902973106    50664  2127631 SH       DEFINED 02 05 06          0        0  2127631
US BANCORP DEL                 COM              902973106   262892 11040100 SH       DEFINED 09 10 12          0        0 11040100
US BANCORP DEL                 COM              902973106    59910  2515935 SH       DEFINED 13 15 19          0        0  2515935
US BANCORP DEL                 COM              902973106    78519  3297394 SH       DEFINED 21 22 28          0        0  3297394
US BANCORP DEL                 COM              902973106     5556   233350 SH       DEFINED 34                0        0   233350
US BANCORP DEL                 COM              902973106       41     1770 SH       DEFINED 37             1770        0        0
US BANCORP DEL                 COM              902973106    61797  2595158 SH       DEFINED 03          2114258        0   480900
U S LIQUIDS INC                COM              902974104      113    13500 SH       DEFINED 15                0        0    13500
USA NETWORKS INC               COM              902984103   158064  2860900 SH       DEFINED 02 05 06          0        0  2860900
USA NETWORKS INC               COM              902984103    72927  1319961 SH       DEFINED 09 10 11          0        0  1319961
USA NETWORKS INC               COM              902984103    80858  1463500 SH       DEFINED 12 13 15          0        0  1463500
USA NETWORKS INC               COM              902984103    95910  1735941 SH       DEFINED 16 21 22          0        0  1735941
USA NETWORKS INC               COM              902984103    53009   959457 SH       DEFINED 28 30 34          0        0   959457
USA NETWORKS INC               COM              902984103    25495   461450 SH       DEFINED 03           124150        0   337300
URS CORP NEW                   COM              903236107    28239  1302100 SH       DEFINED 07 26             0        0  1302100
URS CORP NEW                   COM              903236107     3389   156300 SH       DEFINED 03           156300        0        0
USANA INC                      COM              90328M107      590   118000 SH       DEFINED 07                0        0   118000
U S CAN CORP                   COM              90328W105     5684   286000 SH       DEFINED 03           286000        0        0
U S G CORP                     COM NEW          903293405   101021  2143700 SH       DEFINED 02 10 12          0        0  2143700
U S G CORP                     COM NEW          903293405    25692   545200 SH       DEFINED 15 18 23          0        0   545200
U S G CORP                     COM NEW          903293405    12189   258660 SH       DEFINED 28 34             0        0   258660
U S FOODSERVICE                COM              90331R101    63110  3767800 SH       DEFINED 02 15 20          0        0  3767800
U S FOODSERVICE                COM              90331R101    18143  1083200 SH       DEFINED 21 32 34          0        0  1083200
U S FOODSERVICE                COM              90331R101      294    17600 SH       DEFINED 03            17600        0        0
U S A FLORAL PRODS INC         COM              90331T107      598   242500 SH       DEFINED 03           242500        0        0
USEC INC                       COM              90333E108    60375  8625000 SH       DEFINED 07                0        0  8625000
U S AGGREGATES INC             COM              90334D109      180    15000 SH       DEFINED 07                0        0    15000
U S INTERACTIVE INC            COM              90334M109     1539    35805 SH       DEFINED 13 15             0        0    35805
U S INTERACTIVE INC            COM              90334M109      245     5700 SH       DEFINED 03             5700        0        0
USX-U S STL                    COM              90337T101    40718  1233900 SH       DEFINED 02 07 11          0        0  1233900
USX-U S STL                    COM              90337T101    17084   517700 SH       DEFINED 12 15 16          0        0   517700
USX-U S STL                    COM              90337T101    28493   863450 SH       DEFINED 18 19 21          0        0   863450
USX-U S STL                    COM              90337T101    12219   370300 SH       DEFINED 27 28 29          0        0   370300
USX-U S STL                    COM              90337T101     5200   157600 SH       DEFINED 30 34             0        0   157600
USX-U S STL                    COM              90337T101    13058   395717 SH       DEFINED 37 03        328317        0    67400
US ONCOLOGY INC                COM              90338W103     2221   450000 SH       DEFINED 07                0        0   450000
UTI ENERGY CORP                COM              903387108     2250    97600 SH       DEFINED 02 15 26          0        0    97600
UTI ENERGY CORP                COM              903387108        0        1 SH       DEFINED 34                0        0        1
UGLY DUCKLING CORP             COM              903512101      467    68000 SH       DEFINED 23 26             0        0    68000
ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106    39317  1733000 SH       DEFINED 02 09 15          0        0  1733000
ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106    19504   859700 SH       DEFINED 21 22 28          0        0   859700
ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106     1306    57600 SH       DEFINED 30 34             0        0    57600
ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106       28     1325 SH       DEFINED 37             1325        0        0
ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106     4333   191000 SH       DEFINED 03            92700        0    98300
UNICO AMERN CORP               COM              904607108     2163   309000 SH       DEFINED 07                0        0   309000
UNIFAB INTERNATIONAL INC       COM              90467L100     1399   246000 SH       DEFINED 07                0        0   246000
UNIFI INC                      COM              904677101    47751  3878300 SH       DEFINED 12 16 34          0        0  3878300
UNIFI INC                      COM              904677101     3691   299800 SH       DEFINED 03           299800        0        0
UNIFY CORP                     COM              904743101     3558   130000 SH       DEFINED 26                0        0   130000
UNILEVER PLC                   SPON ADR NEW     904767704     8977   296178 SH       DEFINED 19 21 03          0        0   296178
UNILEVER N V                   N Y SHS NEW      904784709    88511  1625929 SH       DEFINED 02 07 09          0        0  1625929
UNILEVER N V                   N Y SHS NEW      904784709    95404  1752555 SH       DEFINED 10 11 15          0        0  1752555
UNILEVER N V                   N Y SHS NEW      904784709    30179   554392 SH       DEFINED 16 19 21          0        0   554392
UNILEVER N V                   N Y SHS NEW      904784709    39132   718845 SH       DEFINED 22 34             0        0   718845
UNILEVER N V                   N Y SHS NEW      904784709    28642   526159 SH       DEFINED 37 03        526159        0        0
UNICOM CORP                    COM              904911104    59415  1773600 SH       DEFINED 05 06 09          0        0  1773600
UNICOM CORP                    COM              904911104     9624   287300 SH       DEFINED 28 32 34          0        0   287300
UNICOM CORP                    COM              904911104    11695   349110 SH       DEFINED 37 03        260510        0    88600
UNIGRAPHICS SOLUTIONS INC      CL A             904928108    14040   520000 SH       DEFINED 07                0        0   520000
UNION CARBIDE CORP             COM              905581104   187300  2806000 SH       DEFINED 09 13 15          0        0  2806000
UNION CARBIDE CORP             COM              905581104   238918  3579300 SH       DEFINED 16 20 22          0        0  3579300
UNION CARBIDE CORP             COM              905581104    12722   190600 SH       DEFINED 32 34             0        0   190600
UNION CARBIDE CORP             COM              905581104       54      850 SH       DEFINED 37              850        0        0
UNION CARBIDE CORP             COM              905581104    16555   248019 SH       DEFINED 03           195219        0    52800
UNION PAC CORP                 COM              907818108     7441   170590 SH       DEFINED 02 07 08          0        0   170590
UNION PAC CORP                 COM              907818108    53977  1237300 SH       DEFINED 09 11 12          0        0  1237300
UNION PAC CORP                 COM              907818108    67740  1552800 SH       DEFINED 13 15 19          0        0  1552800
UNION PAC CORP                 COM              907818108    69036  1582500 SH       DEFINED 21 22 27          0        0  1582500
UNION PAC CORP                 COM              907818108    33397   765560 SH       DEFINED 28 30 31          0        0   765560
UNION PAC CORP                 COM              907818108      135     3100 SH       DEFINED 34                0        0     3100
UNION PAC CORP                 COM              907818108       38      890 SH       DEFINED 37              890        0        0
UNION PAC CORP                 COM              907818108   136102  3119823 SH       DEFINED 03          3040323        0    79500
UNION PAC RES GROUP INC        COM              907834105     3165   248300 SH       DEFINED 02 05 07          0        0   248300
UNION PAC RES GROUP INC        COM              907834105    20466  1605243 SH       DEFINED 08 09 12          0        0  1605243
UNION PAC RES GROUP INC        COM              907834105    17053  1337500 SH       DEFINED 15 22 23          0        0  1337500
UNION PAC RES GROUP INC        COM              907834105    21537  1689181 SH       DEFINED 28 30 31          0        0  1689181
UNION PAC RES GROUP INC        COM              907834105     7881   618166 SH       DEFINED 34 03        394466        0   223700
UNION PLANTERS CORP            COM              908068109     4448   112788 SH       DEFINED 03           112788        0        0
UNIONBANCAL CORP               COM              908906100    39486  1001235 SH       DEFINED 02 12 16          0        0  1001235
UNIONBANCAL CORP               COM              908906100     4622   117200 SH       DEFINED 03                0        0   117200
UNISYS CORP                    COM              909214108   180049  5637554 SH       DEFINED 02 05 06          0        0  5637554
UNISYS CORP                    COM              909214108   399450 12507271 SH       DEFINED 07 09 15          0        0 12507271
UNISYS CORP                    COM              909214108   585459 18331428 SH       DEFINED 19 20 22          0        0 18331428
UNISYS CORP                    COM              909214108   141555  4432276 SH       DEFINED 28 32 34          0        0  4432276
UNISYS CORP                    COM              909214108       39     1242 SH       DEFINED 37             1242        0        0
UNISYS CORP                    COM              909214108   106046  3320453 SH       DEFINED 03          2348900        0   971553
UNITED ASSET MGMT CORP         COM              909420101       76     4100 SH       DEFINED 15                0        0     4100
UNITED DOMINION INDS LTD       COM              909914103     1110    55400 SH       DEFINED 21 26             0        0    55400
UNITED HEALTHCARE CORP         COM              910581107   210497  3962300 SH       DEFINED 02 05 10          0        0  3962300
UNITED HEALTHCARE CORP         COM              910581107   135027  2541700 SH       DEFINED 12 13 15          0        0  2541700
UNITED HEALTHCARE CORP         COM              910581107    97117  1828100 SH       DEFINED 16 20 23          0        0  1828100
UNITED HEALTHCARE CORP         COM              910581107   148585  2796910 SH       DEFINED 28 30 32          0        0  2796910
UNITED HEALTHCARE CORP         COM              910581107    10332   194500 SH       DEFINED 34                0        0   194500
UNITED HEALTHCARE CORP         COM              910581107    18492   348087 SH       DEFINED 37 03        283887        0    64200
UNITED PARCEL SERVICE INC      CL B             911312106    53626   777200 SH       DEFINED 02 07 10          0        0   777200
UNITED PARCEL SERVICE INC      CL B             911312106    15890   230300 SH       DEFINED 12 15 16          0        0   230300
UNITED PARCEL SERVICE INC      CL B             911312106    41503   601500 SH       DEFINED 20 26 28          0        0   601500
UNITED PARCEL SERVICE INC      CL B             911312106    14310   207400 SH       DEFINED 29 32             0        0   207400
UNITED PARCEL SERVICE INC      CL B             911312106    19160   277690 SH       DEFINED 03           160590        0   117100
UNITED PAYORS&UTD PROVIDERS    COM              911319101     5357   323500 SH       DEFINED 07                0        0   323500
UNITED RENTALS INC             COM              911363109      251    14700 SH       DEFINED 15                0        0    14700
UNITED RENTALS INC             COM              911363109       95     5600 SH       DEFINED 03             5600        0        0
UNITED RETAIL GROUP INC        COM              911380103     3351   406200 SH       DEFINED 07 26             0        0   406200
UNITED RETAIL GROUP INC        COM              911380103     3422   414800 SH       DEFINED 03           414800        0        0
UNITED STATES CELLULAR CORP    COM              911684108    57978   574400 SH       DEFINED 05 06 09          0        0   574400
UNITED STATES CELLULAR CORP    COM              911684108     6429    63700 SH       DEFINED 15 28 34          0        0    63700
UNITED STATES CELLULAR CORP    COM              911684108     4648    46050 SH       DEFINED 37            46050        0        0
UNITED STATES CELLULAR CORP    COM              911684108     3764    37300 SH       DEFINED 03             9100        0    28200
US AIRWAYS GROUP INC           COM              911905107     1811    56508 SH       DEFINED 03            56508        0        0
U S HOME CORP NEW              COM              911920106    29206  1142545 SH       DEFINED 07 28             0        0  1142545
U S HOME CORP NEW              COM              911920106       58     2300 SH       DEFINED 03             2300        0        0
U S WEST INC NEW               COM              91273H101    11901   165299 SH       DEFINED 09 12 15          0        0   165299
U S WEST INC NEW               COM              91273H101    77306  1073700 SH       DEFINED 16 18 28          0        0  1073700
U S WEST INC NEW               COM              91273H101     2160    30000 SH       DEFINED 34                0        0    30000
U S WEST INC NEW               COM              91273H101    28847   400719 SH       DEFINED 37 03        400718        0        1
U S TR CORP NEW                COM              91288L105     3023    37700 SH       DEFINED 15                0        0    37700
U S TR CORP NEW                COM              91288L105     2477    30900 SH       DEFINED 03            30900        0        0
UNITED TECHNOLOGIES CORP       COM              913017109   111976  1722712 SH       DEFINED 02 04 07          0        0  1722712
UNITED TECHNOLOGIES CORP       COM              913017109   482211  7418644 SH       DEFINED 08 09 10          0        0  7418644
UNITED TECHNOLOGIES CORP       COM              913017109   120224  1849611 SH       DEFINED 11 12 15          0        0  1849611
UNITED TECHNOLOGIES CORP       COM              913017109   238646  3671480 SH       DEFINED 16 19 20          0        0  3671480
UNITED TECHNOLOGIES CORP       COM              913017109   208685  3210546 SH       DEFINED 21 22 23          0        0  3210546
UNITED TECHNOLOGIES CORP       COM              913017109    53510   823240 SH       DEFINED 26 28 31          0        0   823240
UNITED TECHNOLOGIES CORP       COM              913017109    74585  1147474 SH       DEFINED 32 34             0        0  1147474
UNITED TECHNOLOGIES CORP       COM              913017109      194     3034 SH       DEFINED 37             3034        0        0
UNITED TECHNOLOGIES CORP       COM              913017109   129324  1989606 SH       DEFINED 03          1440806        0   548800
UNITED WTR RES INC             COM              913190104     2177    63700 SH       DEFINED 03            63700        0        0
UNITED WIS SVCS INC NEW        COM              913238101     2771   652200 SH       DEFINED 07                0        0   652200
UNITEDGLOBALCOM                CV PFD 1/20      913247102     1695    19000 SH       DEFINED 11                0        0    19000
UNITEDGLOBALCOM                CV PFD 1/20DSR   913247201     2231    25000 SH       DEFINED 11                0        0    25000
UNITEDGLOBALCOM                CL A             913247508     9527   134900 SH       DEFINED 02 04 09          0        0   134900
UNITEDGLOBALCOM                CL A             913247508   119787  1696100 SH       DEFINED 10 13 15          0        0  1696100
UNITEDGLOBALCOM                CL A             913247508   217765  3083400 SH       DEFINED 16 19 20          0        0  3083400
UNITEDGLOBALCOM                CL A             913247508   173151  2451700 SH       DEFINED 21 22 28          0        0  2451700
UNITEDGLOBALCOM                CL A             913247508     2648    37500 SH       DEFINED 30 32 34          0        0    37500
UNITEDGLOBALCOM                PFD D DEP1/20    913247805    29189   461500 SH       DEFINED 05 06 11          0        0   461500
UNITEDGLOBALCOM                PFD D DEP1/20    913247805     3826    60500 SH       DEFINED 28 03          7200        0    53300
UNIVERSAL FOODS CORP           COM              913538104      228    11200 SH       DEFINED 15                0        0    11200
UNIVERSAL FOODS CORP           COM              913538104     1595    78300 SH       DEFINED 03            78300        0        0
UNIVERSAL HLTH SVCS INC        CL B             913903100    54183  1505100 SH       DEFINED 07 15             0        0  1505100
UNO RESTAURANT CORP            COM              914900105     3641   327310 SH       DEFINED 26                0        0   327310
UNIVISION COMMUNICATIONS INC   CL A             914906102    82444   806800 SH       DEFINED 02 09 10          0        0   806800
UNIVISION COMMUNICATIONS INC   CL A             914906102   201718  1974000 SH       DEFINED 12 13 15          0        0  1974000
UNIVISION COMMUNICATIONS INC   CL A             914906102    46495   455000 SH       DEFINED 20 23 26          0        0   455000
UNIVISION COMMUNICATIONS INC   CL A             914906102    11945   116900 SH       DEFINED 28 30 32          0        0   116900
UNIVISION COMMUNICATIONS INC   CL A             914906102     9173    89768 SH       DEFINED 37 03         47768        0    42000
UNOCAL CORP                    COM              915289102    48680  1450438 SH       DEFINED 09 22             0        0  1450438
UNOCAL CORP                    COM              915289102      123     3667 SH       DEFINED 37             3667        0        0
UNOCAL CORP                    COM              915289102     8964   267089 SH       DEFINED 03           208989        0    58100
UNOVA INC                      COM              91529B106   107456  8265900 SH       DEFINED 12 18 03          0        0  8265900
UNUMPROVIDENT CORP             COM              91529Y106   154041  4804400 SH       DEFINED 09 10 12          0        0  4804400
UNUMPROVIDENT CORP             COM              91529Y106    16234   506335 SH       DEFINED 15 22             0        0   506335
UNUMPROVIDENT CORP             COM              91529Y106       43     1416 SH       DEFINED 37             1416        0        0
UNUMPROVIDENT CORP             COM              91529Y106    13627   425023 SH       DEFINED 03           251423        0   173600
USFREIGHTWAYS CORP             COM              916906100    58359  1219000 SH       DEFINED 02 07 12          0        0  1219000
USFREIGHTWAYS CORP             COM              916906100    18163   379400 SH       DEFINED 15 23 26          0        0   379400
USFREIGHTWAYS CORP             COM              916906100     1486    31050 SH       DEFINED 28 29 34          0        0    31050
USFREIGHTWAYS CORP             COM              916906100    13941   291200 SH       DEFINED 03           291200        0        0
URBAN OUTFITTERS INC           COM              917047102     8452   290200 SH       DEFINED 20 32             0        0   290200
URBAN SHOPPING CTRS INC        COM              917060105    20642   761000 SH       DEFINED 16 35             0        0   761000
URBAN SHOPPING CTRS INC        COM              917060105     3748   138200 SH       DEFINED 03           138200        0        0
USINTERNETWORKING INC          COM              917311805    38452   550300 SH       DEFINED 02 06 13          0        0   550300
USINTERNETWORKING INC          COM              917311805    17273   247200 SH       DEFINED 15 34             0        0   247200
USWEB CORP                     COM              917327108    26915   605700 SH       DEFINED 02 13             0        0   605700
UTAH MED PRODS INC             COM              917488108     5121   758800 SH       DEFINED 07                0        0   758800
UTILICORP UTD INC              COM              918005109        0       10 SH       DEFINED 37               10        0        0
VA LINUX SYSTEMS INC           COM              91819B105     9649    46700 SH       DEFINED 07 10 12          0        0    46700
VA LINUX SYSTEMS INC           COM              91819B105    22046   106700 SH       DEFINED 15 16 23          0        0   106700
VA LINUX SYSTEMS INC           COM              91819B105       43      210 SH       DEFINED 26 28             0        0      210
VA LINUX SYSTEMS INC           COM              91819B105      227     1100 SH       DEFINED 03              900        0      200
V F CORP                       COM              918204108     2814    93806 SH       DEFINED 03            93806        0        0
VALASSIS COMMUNICATIONS INC    COM              918866104    36032   852850 SH       DEFINED 02 12 15          0        0   852850
VALASSIS COMMUNICATIONS INC    COM              918866104    47581  1126200 SH       DEFINED 23 26 28          0        0  1126200
VALASSIS COMMUNICATIONS INC    COM              918866104    10239   242350 SH       DEFINED 32                0        0   242350
VALASSIS COMMUNICATIONS INC    COM              918866104        4      115 SH       DEFINED 37              115        0        0
VALASSIS COMMUNICATIONS INC    COM              918866104     2108    49900 SH       DEFINED 03                0        0    49900
VALERO ENERGY CORP NEW         COM              91913Y100     2844   143100 SH       DEFINED 02 15 34          0        0   143100
VALSPAR CORP                   COM              920355104    68122  1626800 SH       DEFINED 15 20 32          0        0  1626800
VALSPAR CORP                   COM              920355104     5066   121000 SH       DEFINED 03           121000        0        0
VALUEVISION INTL INC           CL A             92047K107     1180    20600 SH       DEFINED 15                0        0    20600
VARCO INTL INC                 COM              922126107     5639   553600 SH       DEFINED 13 15             0        0   553600
VARCO INTL INC                 COM              922126107    10336  1014600 SH       DEFINED 03          1014600        0        0
VARIAN MED SYS INC             COM              92220P105    43800  1469200 SH       DEFINED 12 20 32          0        0  1469200
VARIAN MED SYS INC             COM              92220P105        3      120 SH       DEFINED 37              120        0        0
VARIAN INC                     COM              922206107    28595  1270900 SH       DEFINED 12 13 20          0        0  1270900
VARIAN INC                     COM              922206107     1030    45800 SH       DEFINED 32                0        0    45800
VARIAN INC                     COM              922206107     2367   105200 SH       DEFINED 03           105200        0        0
VARIAN SEMICONDUCTOR EQUIPMNT  COM              922207105    57759  1698800 SH       DEFINED 12 15 18          0        0  1698800
VARIAN SEMICONDUCTOR EQUIPMNT  COM              922207105     2992    88000 SH       DEFINED 03            88000        0        0
VASTAR RES INC                 COM              922380100    23346   395700 SH       DEFINED 02 04 09          0        0   395700
VASTAR RES INC                 COM              922380100   113852  1929700 SH       DEFINED 12 15 16          0        0  1929700
VASTAR RES INC                 COM              922380100    67425  1142800 SH       DEFINED 19 20 22          0        0  1142800
VASTAR RES INC                 COM              922380100    29676   502990 SH       DEFINED 23 28 30          0        0   502990
VASTAR RES INC                 COM              922380100    11882   201400 SH       DEFINED 32 34             0        0   201400
VASTAR RES INC                 COM              922380100     7158   121325 SH       DEFINED 37 03        120325        0     1000
VELCRO INDS N V                COM              922571104     1381   114500 SH       DEFINED 07                0        0   114500
VENTAS INC                     COM              92276F100     2455   586500 SH       DEFINED 35                0        0   586500
VENTANA MED SYS INC            COM              92276H106      126     5100 SH       DEFINED 03             5100        0        0
VENTIV HEALTH INC              COM              922793104       24     2633 SH       DEFINED 02 15 34          0        0     2633
VENATOR GROUP INC              COM              922944103     3721   531700 SH       DEFINED 02 15 26          0        0   531700
VENATOR GROUP INC              COM              922944103       18     2600 SH       DEFINED 34                0        0     2600
VENATOR GROUP INC              COM              922944103      548    78300 SH       DEFINED 03            78300        0        0
VERITY INC                     COM              92343C106     7661   180000 SH       DEFINED 13                0        0   180000
VERISIGN INC                   COM              92343E102    50426   264100 SH       DEFINED 02 06 10          0        0   264100
VERISIGN INC                   COM              92343E102   281938  1476600 SH       DEFINED 13 15 16          0        0  1476600
VERISIGN INC                   COM              92343E102    36373   190500 SH       DEFINED 20 32 34          0        0   190500
VERISIGN INC                   COM              92343E102    83115   435300 SH       DEFINED 03           334400        0   100900
VERITAS DGC INC                COM              92343P107       11      800 SH       DEFINED 03              800        0        0
VERIO INC                      COM              923433106   117039  2534000 SH       DEFINED 02 13 15          0        0  2534000
VERIO INC                      COM              923433106    91691  1985200 SH       DEFINED 20 21 22          0        0  1985200
VERIO INC                      COM              923433106    61724  1336400 SH       DEFINED 26 28 32          0        0  1336400
VERIO INC                      COM              923433106     2891    62600 SH       DEFINED 34                0        0    62600
VERIO INC                      COM              923433106    17045   369040 SH       DEFINED 37 03        284040        0    85000
VERITAS SOFTWARE CO            COM              923436109   290572  2030200 SH       DEFINED 02 09 11          0        0  2030200
VERITAS SOFTWARE CO            COM              923436109   362914  2535650 SH       DEFINED 12 13 15          0        0  2535650
VERITAS SOFTWARE CO            COM              923436109   351432  2455421 SH       DEFINED 16 21 22          0        0  2455421
VERITAS SOFTWARE CO            COM              923436109   138127   965080 SH       DEFINED 23 28 30          0        0   965080
VERITAS SOFTWARE CO            COM              923436109    31380   219250 SH       DEFINED 34                0        0   219250
VERITAS SOFTWARE CO            COM              923436109   274108  1915174 SH       DEFINED 37 03       1456456        0   458717
VERTEX PHARMACEUTICALS INC     COM              92532F100     4973   142100 SH       DEFINED 15                0        0   142100
VERTICALNET INC                COM              92532L107      360     2200 SH       DEFINED 15 03             0        0     2200
VERTEX COMMUNICATIONS CORP     COM              925320103    10475   511000 SH       DEFINED 07                0        0   511000
VETERINARY CTRS AMER INC       SB DB CV 5.25%06 925514AB7     1870  2750000 PRN      DEFINED 36                0        0        0
VETERINARY CTRS AMER INC       SB DB CV 5.25%06 925514AB7      748  1100000 PRN      DEFINED 03                0        0        0
VIAD CORP                      COM              92552R109   113540  4073200 SH       DEFINED 02 07 09          0        0  4073200
VIAD CORP                      COM              92552R109   211423  7584700 SH       DEFINED 15 16 20          0        0  7584700
VIAD CORP                      COM              92552R109    23512   843500 SH       DEFINED 21 22 30          0        0   843500
VIAD CORP                      COM              92552R109    24797   889612 SH       DEFINED 32 34             0        0   889612
VIAD CORP                      COM              92552R109       40     1420 SH       DEFINED 37             1420        0        0
VIAD CORP                      COM              92552R109    10915   391600 SH       DEFINED 03           235500        0   156100
VIACOM INC                     CL A             925524100    18276   302400 SH       DEFINED 02 12 13          0        0   302400
VIACOM INC                     CL A             925524100   196446  3250400 SH       DEFINED 15 20 29          0        0  3250400
VIACOM INC                     CL A             925524100    40674   673000 SH       DEFINED 32 34             0        0   673000
VIACOM INC                     CL A             925524100       10      176 SH       DEFINED 37              176        0        0
VIACOM INC                     CL B             925524308   251909  4168100 SH       DEFINED 02 05 06          0        0  4168100
VIACOM INC                     CL B             925524308   467463  7734666 SH       DEFINED 07 08 09          0        0  7734666
VIACOM INC                     CL B             925524308  1490848 24667600 SH       DEFINED 10 11 12          0        0 24667600
VIACOM INC                     CL B             925524308   406357  6723600 SH       DEFINED 13 15 16          0        0  6723600
VIACOM INC                     CL B             925524308   650795 10768070 SH       DEFINED 19 20 21          0        0 10768070
VIACOM INC                     CL B             925524308   275999  4566700 SH       DEFINED 22 28 32          0        0  4566700
VIACOM INC                     CL B             925524308      483     8000 SH       DEFINED 34                0        0     8000
VIACOM INC                     CL B             925524308    24375   403412 SH       DEFINED 37             3412        0   400000
VIACOM INC                     CL B             925524308   114083  1887625 SH       DEFINED 03          1258125        0   629500
VIATEL INC                     COM              925529208     2180    40667 SH       DEFINED 27 03             0        0    40667
VIANT CORP                     COM              92553N107    48737   492300 SH       DEFINED 15 16 20          0        0   492300
VIANT CORP                     COM              92553N107     5920    59800 SH       DEFINED 32                0        0    59800
VICAL INC                      COM              925602104     5388   180000 SH       DEFINED 15                0        0   180000
VICOR CORP                     COM              925815102     2053    50700 SH       DEFINED 03            50700        0        0
VIDEO DISPLAY CORP             COM              926555103      644   151600 SH       DEFINED 07                0        0   151600
VIGNETTE CORP                  COM              926734104    36071   221300 SH       DEFINED 02 04 06          0        0   221300
VIGNETTE CORP                  COM              926734104   226276  1388200 SH       DEFINED 09 11 12          0        0  1388200
VIGNETTE CORP                  COM              926734104   878253  5388060 SH       DEFINED 13 15 16          0        0  5388060
VIGNETTE CORP                  COM              926734104    48443   297200 SH       DEFINED 19 20 21          0        0   297200
VIGNETTE CORP                  COM              926734104    35680   218900 SH       DEFINED 26 28 29          0        0   218900
VIGNETTE CORP                  COM              926734104    27392   168050 SH       DEFINED 30 32 34          0        0   168050
VIGNETTE CORP                  COM              926734104   120398   738642 SH       DEFINED 03           612042        0   126600
VINA CONCHA Y TORO S A         SPONSORED ADR    927191106     1289    34150 SH       DEFINED 02 19 21          0        0    34150
VINTAGE PETE INC               COM              927460105     9674   802000 SH       DEFINED 02 12 15          0        0   802000
VINTAGE PETE INC               COM              927460105     7821   648410 SH       DEFINED 23 26 28          0        0   648410
VINTAGE PETE INC               COM              927460105     1973   163600 SH       DEFINED 34                0        0   163600
VINTAGE PETE INC               COM              927460105     7711   639300 SH       DEFINED 03           639300        0        0
VIRATA CORP                    COM              927646109     1380    46200 SH       DEFINED 10 15             0        0    46200
VISIO CORP                     COM              927914101    23750   500000 SH       DEFINED 16                0        0   500000
VIROPHARMA INC                 COM              928241108    12128   327800 SH       DEFINED 09 12 15          0        0   327800
VIROPHARMA INC                 COM              928241108     2389    64590 SH       DEFINED 28 30             0        0    64590
VIROPHARMA INC                 COM              928241108     7444   201200 SH       DEFINED 03           201200        0        0
VISIBLE GENETICS INC           COM              92829S104     1500    50000 SH       DEFINED 26                0        0    50000
VISHAY INTERTECHNOLOGY INC     COM              928298108    11272   356450 SH       DEFINED 02 12 23          0        0   356450
VISHAY INTERTECHNOLOGY INC     COM              928298108     7836   247795 SH       DEFINED 26 28 32          0        0   247795
VISHAY INTERTECHNOLOGY INC     COM              928298108        6      200 SH       DEFINED 37 03           200        0        0
VISX INC DEL                   COM              92844S105    14184   274100 SH       DEFINED 02 12 15          0        0   274100
VISX INC DEL                   COM              92844S105     2028    39200 SH       DEFINED 34                0        0    39200
VISX INC DEL                   COM              92844S105     1291    24921 SH       DEFINED 37 03         24921        0        0
VISUAL NETWORKS INC            COM              928444108    78037   984700 SH       DEFINED 09 11 13          0        0   984700
VISUAL NETWORKS INC            COM              928444108    74938   945600 SH       DEFINED 15 16 20          0        0   945600
VISUAL NETWORKS INC            COM              928444108     3008    37960 SH       DEFINED 21 28 30          0        0    37960
VISUAL NETWORKS INC            COM              928444108     6086    76800 SH       DEFINED 32                0        0    76800
VISUAL NETWORKS INC            COM              928444108    17213   217200 SH       DEFINED 03           217200        0        0
VITRIA TECHNOLOGY              COM              92849Q104    67796   289727 SH       DEFINED 09 13 15          0        0   289727
VITRIA TECHNOLOGY              COM              92849Q104       70      300 SH       DEFINED 28 30             0        0      300
VITESSE SEMICONDUCTOR CORP     COM              928497106    29459   561800 SH       DEFINED 02 09 10          0        0   561800
VITESSE SEMICONDUCTOR CORP     COM              928497106   187380  3573400 SH       DEFINED 13 15 16          0        0  3573400
VITESSE SEMICONDUCTOR CORP     COM              928497106   257871  4917701 SH       DEFINED 20 21 22          0        0  4917701
VITESSE SEMICONDUCTOR CORP     COM              928497106    85448  1629530 SH       DEFINED 23 28 30          0        0  1629530
VITESSE SEMICONDUCTOR CORP     COM              928497106    44954   857300 SH       DEFINED 32 34             0        0   857300
VITESSE SEMICONDUCTOR CORP     COM              928497106    43002   820064 SH       DEFINED 37 03        445864        0   374200
VITRAN INC                     COM              92850E107     3126   625000 SH       DEFINED 02                0        0   625000
VIXEL CORP DEL                 COM              928552108      286    16800 SH       DEFINED 10                0        0    16800
VLASIC FOODS INTL INC          COM              928559103     1861   327291 SH       DEFINED 28 31             0        0   327291
VODAFONE AIRTOUCH PLC          SPONSORED ADR    92857T107   434765  8783150 SH       DEFINED 02 05 06          0        0  8783150
VODAFONE AIRTOUCH PLC          SPONSORED ADR    92857T107   511003 10323300 SH       DEFINED 07 09 10          0        0 10323300
VODAFONE AIRTOUCH PLC          SPONSORED ADR    92857T107   582053 11758660 SH       DEFINED 13 15 16          0        0 11758660
VODAFONE AIRTOUCH PLC          SPONSORED ADR    92857T107   996365 20128600 SH       DEFINED 19 20 21          0        0 20128600
VODAFONE AIRTOUCH PLC          SPONSORED ADR    92857T107   159162  3215400 SH       DEFINED 22 23 26          0        0  3215400
VODAFONE AIRTOUCH PLC          SPONSORED ADR    92857T107   561683 11347150 SH       DEFINED 27 28 30          0        0 11347150
VODAFONE AIRTOUCH PLC          SPONSORED ADR    92857T107   202252  4085900 SH       DEFINED 32 34             0        0  4085900
VODAFONE AIRTOUCH PLC          SPONSORED ADR    92857T107   128155  2588700 SH       DEFINED 37 03       2042750        0   545950
VOICESTREAM WIRELESS CORP      COM              928615103   217325  1527100 SH       DEFINED 02 05 06          0        0  1527100
VOICESTREAM WIRELESS CORP      COM              928615103     8894    62500 SH       DEFINED 07 09 10          0        0    62500
VOICESTREAM WIRELESS CORP      COM              928615103   524848  3688000 SH       DEFINED 13 15 20          0        0  3688000
VOICESTREAM WIRELESS CORP      COM              928615103    65853   462740 SH       DEFINED 23 28 30          0        0   462740
VOICESTREAM WIRELESS CORP      COM              928615103    38573   271050 SH       DEFINED 32 34             0        0   271050
VOICESTREAM WIRELESS CORP      COM              928615103    34787   244450 SH       DEFINED 37 03        161050        0    83400
VORNADO RLTY TR                SH BEN INT       929042109    29617   911300 SH       DEFINED 09 35             0        0   911300
VORNADO RLTY TR                SH BEN INT       929042109    26422   813000 SH       DEFINED 03           813000        0        0
VULCAN MATLS CO                COM              929160109      435    10900 SH       DEFINED 15                0        0    10900
VULCAN MATLS CO                COM              929160109     3368    84350 SH       DEFINED 03            84350        0        0
WFS FINL INC                   COM              92923B106      211    10000 SH       DEFINED 26                0        0    10000
WEBS INDEX FD INC              SINGAPORE WEBS   92923H848      909    99000 SH       DEFINED 21                0        0    99000
WMX TECHNOLOGIES INC           SUB NTS CV  2%05 92929QAF4    11242 13586000 PRN      DEFINED 11 27 30          0        0        0
WMX TECHNOLOGIES INC           SUB NTS CV  2%05 92929QAF4     1572  1900000 PRN      DEFINED 03                0        0        0
WMS INDS INC                   COM              929297109     4809   366400 SH       DEFINED 02 04 07          0        0   366400
WMS INDS INC                   COM              929297109      917    69900 SH       DEFINED 15 21 23          0        0    69900
WMS INDS INC                   COM              929297109    26151  1992500 SH       DEFINED 26 28 34          0        0  1992500
WMS INDS INC                   COM              929297109     9085   692200 SH       DEFINED 03           692200        0        0
WPP GROUP PLC                  SPON ADR NEW     929309300     8536   102700 SH       DEFINED 26 28             0        0   102700
WPP GROUP PLC                  SPON ADR NEW     929309300    13794   166000 SH       DEFINED 37 03         91200        0    74800
WPS RESOURCES CORP             COM              92931B106       18      722 SH       DEFINED 37              722        0        0
WSFS FINL CORP                 COM              929328102     2958   234300 SH       DEFINED 07 15             0        0   234300
WABASH NATL CORP               COM              929566107     1609   107300 SH       DEFINED 03           107300        0        0
WACHOVIA CORP                  COM              929771103    64158   943500 SH       DEFINED 02 06 09          0        0   943500
WACHOVIA CORP                  COM              929771103   244990  3602800 SH       DEFINED 15 16 22          0        0  3602800
WACHOVIA CORP                  COM              929771103    25241   371205 SH       DEFINED 30 34             0        0   371205
WACHOVIA CORP                  COM              929771103       23      340 SH       DEFINED 37              340        0        0
WACHOVIA CORP                  COM              929771103    20405   300081 SH       DEFINED 03           236081        0    64000
WADDELL & REED FINL INC        CL A             930059100     4825   177887 SH       DEFINED 02 04 08          0        0   177887
WADDELL & REED FINL INC        CL A             930059100    46197  1703122 SH       DEFINED 09 15 22          0        0  1703122
WADDELL & REED FINL INC        CL A             930059100    27307  1006736 SH       DEFINED 34 03        886954        0   119782
WADDELL & REED FINL INC        CL B             930059209    10302   410047 SH       DEFINED 02 08 09          0        0   410047
WADDELL & REED FINL INC        CL B             930059209     6941   276273 SH       DEFINED 15 22 34          0        0   276273
WADDELL & REED FINL INC        CL B             930059209     2339    93121 SH       DEFINED 03            71095        0    22026
WAL MART STORES INC            COM              931142103   312935  4527100 SH       DEFINED 02 04 05          0        0  4527100
WAL MART STORES INC            COM              931142103   509763  7374520 SH       DEFINED 06 07 09          0        0  7374520
WAL MART STORES INC            COM              931142103  2474495 35797400 SH       DEFINED 10 11 12          0        0 35797400
WAL MART STORES INC            COM              931142103  2411073 34879900 SH       DEFINED 13 15 16          0        0 34879900
WAL MART STORES INC            COM              931142103    32539   470740 SH       DEFINED 18 19 20          0        0   470740
WAL MART STORES INC            COM              931142103   639986  9258400 SH       DEFINED 22 23 26          0        0  9258400
WAL MART STORES INC            COM              931142103   874555 12651800 SH       DEFINED 27 28 29          0        0 12651800
WAL MART STORES INC            COM              931142103   196584  2843900 SH       DEFINED 30 32 34          0        0  2843900
WAL MART STORES INC            COM              931142103     7980   115919 SH       DEFINED 37           115919        0        0
WAL MART STORES INC            COM              931142103   790603 11437295 SH       DEFINED 03          9447095        0  1990200
WALDEN RESIDENTIAL PPTYS INC   COM              931210108     1081    50000 SH       DEFINED 09                0        0    50000
WALGREEN CO                    COM              931422109    14259   487500 SH       DEFINED 02 04 06          0        0   487500
WALGREEN CO                    COM              931422109    66011  2256800 SH       DEFINED 07 10 11          0        0  2256800
WALGREEN CO                    COM              931422109   383321 13105000 SH       DEFINED 12 15 16          0        0 13105000
WALGREEN CO                    COM              931422109    31897  1090500 SH       DEFINED 19 20 21          0        0  1090500
WALGREEN CO                    COM              931422109   198799  6796560 SH       DEFINED 22 23 28          0        0  6796560
WALGREEN CO                    COM              931422109    15236   520900 SH       DEFINED 30 32 34          0        0   520900
WALGREEN CO                    COM              931422109    81932  2801391 SH       DEFINED 37 03       2133951        0   667440
WALLACE COMPUTER SERVICES INC  COM              932270101        0       40 SH       DEFINED 37               40        0        0
WALTER INDS INC                COM              93317Q105       28     2600 SH       DEFINED 03             2600        0        0
WARNACO GROUP INC              CL A             934390105    12884  1046460 SH       DEFINED 05 10 15          0        0  1046460
WARNACO GROUP INC              CL A             934390105    68914  5597100 SH       DEFINED 20 28 30          0        0  5597100
WARNACO GROUP INC              CL A             934390105     4374   355300 SH       DEFINED 32                0        0   355300
WARNACO GROUP INC              CL A             934390105      135    11000 SH       DEFINED 03            11000        0        0
WARNER LAMBERT CO              COM              934488107   142005  1733100 SH       DEFINED 02 04 05          0        0  1733100
WARNER LAMBERT CO              COM              934488107  1210512 14773610 SH       DEFINED 06 07 10          0        0 14773610
WARNER LAMBERT CO              COM              934488107   430253  5251000 SH       DEFINED 11 12 13          0        0  5251000
WARNER LAMBERT CO              COM              934488107  1334988 16292760 SH       DEFINED 15 16 19          0        0 16292760
WARNER LAMBERT CO              COM              934488107   518764  6331226 SH       DEFINED 20 21 22          0        0  6331226
WARNER LAMBERT CO              COM              934488107    80839   986600 SH       DEFINED 23 26 27          0        0   986600
WARNER LAMBERT CO              COM              934488107   433973  5296400 SH       DEFINED 28 29 30          0        0  5296400
WARNER LAMBERT CO              COM              934488107    94534  1153745 SH       DEFINED 32 34             0        0  1153745
WARNER LAMBERT CO              COM              934488107   324017  3954321 SH       DEFINED 37 03       3127121        0   827200
WASHINGTON FED INC             COM              938824109    49660  2514470 SH       DEFINED 07 12 15          0        0  2514470
WASHINGTON FED INC             COM              938824109    10947   554312 SH       DEFINED 16                0        0   554312
WASHINGTON FED INC             COM              938824109    33667  1704688 SH       DEFINED 03          1691088        0    13600
WASHINGTON MUT INC             COM              939322103   189665  7294836 SH       DEFINED 02 05 09          0        0  7294836
WASHINGTON MUT INC             COM              939322103   100605  3869442 SH       DEFINED 12 15 22          0        0  3869442
WASHINGTON MUT INC             COM              939322103   166332  6397420 SH       DEFINED 28 30 34          0        0  6397420
WASHINGTON MUT INC             COM              939322103       15      607 SH       DEFINED 37              607        0        0
WASHINGTON MUT INC             COM              939322103    40902  1573183 SH       DEFINED 03          1108099        0   465084
WASTE CONNECTIONS INC          COM              941053100      568    39400 SH       DEFINED 15                0        0    39400
WASTE CONNECTIONS INC          COM              941053100     5053   350000 SH       DEFINED 03           350000        0        0
WASTE INDUSTRIES INC           COM              941058109      228    20200 SH       DEFINED 15                0        0    20200
WASTE INDUSTRIES INC           COM              941058109      554    49000 SH       DEFINED 03            49000        0        0
WASTE MGMT INC DEL             COM              94106L109    14758   858650 SH       DEFINED 05 06 08          0        0   858650
WASTE MGMT INC DEL             COM              94106L109    70554  4105015 SH       DEFINED 10 12 15          0        0  4105015
WASTE MGMT INC DEL             COM              94106L109    40617  2363200 SH       DEFINED 18 28 30          0        0  2363200
WASTE MGMT INC DEL             COM              94106L109      249    14500 SH       DEFINED 31                0        0    14500
WASTE MGMT INC DEL             COM              94106L109    22851  1329545 SH       DEFINED 37 03        778925        0   550620
WATCHGUARD TECHNOLOGIES INC    COM              941105108     6062   200400 SH       DEFINED 15                0        0   200400
WATCHGUARD TECHNOLOGIES INC    COM              941105108      102     3400 SH       DEFINED 03             3400        0        0
WATER PIK TECHNOLOGIES INC     COM              94113U100     1582   165525 SH       DEFINED 09 15 22          0        0   165525
WATER PIK TECHNOLOGIES INC     COM              94113U100       91     9555 SH       DEFINED 03             2145        0     7410
WATERS CORP                    COM              941848103    64771  1222100 SH       DEFINED 02 07 10          0        0  1222100
WATERS CORP                    COM              941848103   267094  5039520 SH       DEFINED 15 20 22          0        0  5039520
WATERS CORP                    COM              941848103    62646  1182000 SH       DEFINED 28 32 34          0        0  1182000
WATERS CORP                    COM              941848103     2495    47080 SH       DEFINED 37 03         47080        0        0
WATSCO INC                     COM              942622200     1242   107500 SH       DEFINED 07                0        0   107500
WATSON PHARMACEUTICALS INC     COM              942683103    11223   313400 SH       DEFINED 02 15 28          0        0   313400
WATSON PHARMACEUTICALS INC     COM              942683103     1872    52300 SH       DEFINED 34                0        0    52300
WATSON PHARMACEUTICALS INC     COM              942683103     2708    75643 SH       DEFINED 37 03         75643        0        0
WEATHERFORD INTL INC           COM              947074100   141367  3539708 SH       DEFINED 02 06 07          0        0  3539708
WEATHERFORD INTL INC           COM              947074100    53395  1336974 SH       DEFINED 09 11 12          0        0  1336974
WEATHERFORD INTL INC           COM              947074100   110695  2771725 SH       DEFINED 15 18 19          0        0  2771725
WEATHERFORD INTL INC           COM              947074100    92085  2305732 SH       DEFINED 21 22 28          0        0  2305732
WEATHERFORD INTL INC           COM              947074100     3612    90460 SH       DEFINED 30 34             0        0    90460
WEATHERFORD INTL INC           COM              947074100    78828  1973818 SH       DEFINED 37 03       1689218        0   284600
WEBB DEL CORP                  COM              947423109      798    32000 SH       DEFINED 26                0        0    32000
WEBSTER FINL CORP CONN         COM              947890109     6637   281700 SH       DEFINED 15 26             0        0   281700
WEBSTER FINL CORP CONN         COM              947890109     3477   147600 SH       DEFINED 03           147600        0        0
WEBTRENDS CORP                 COM              94844D104      421     5200 SH       DEFINED 03             5200        0        0
WEBVAN GROUP INC               COM              94845V103    14302   866800 SH       DEFINED 02 05 06          0        0   866800
WEBVAN GROUP INC               COM              94845V103     2829   171500 SH       DEFINED 10 12 15          0        0   171500
WEBVAN GROUP INC               COM              94845V103     2793   169300 SH       DEFINED 28 34 03      18200        0   151100
WELLMAN INC                    COM              949702104      135     7300 SH       DEFINED 15                0        0     7300
WELLPOINT HEALTH NETWORK NEW   SB DB CV ZRO  19 94973HAA6     4927  7730000 PRN      DEFINED 11                0        0        0
WELLPOINT HEALTH NETWORK NEW   COM              94973H108    14163   214800 SH       DEFINED 02 05 09          0        0   214800
WELLPOINT HEALTH NETWORK NEW   COM              94973H108    92905  1409000 SH       DEFINED 10 12 15          0        0  1409000
WELLPOINT HEALTH NETWORK NEW   COM              94973H108   161654  2451630 SH       DEFINED 16 28 30          0        0  2451630
WELLPOINT HEALTH NETWORK NEW   COM              94973H108    15699   238100 SH       DEFINED 32 34             0        0   238100
WELLPOINT HEALTH NETWORK NEW   COM              94973H108    23484   356168 SH       DEFINED 37 03        336668        0    19500
WELLS FARGO & CO NEW           COM              949746101    83030  2053300 SH       DEFINED 02 05 07          0        0  2053300
WELLS FARGO & CO NEW           COM              949746101  1356272 33539968 SH       DEFINED 09 10 11          0        0 33539968
WELLS FARGO & CO NEW           COM              949746101   163624  4046360 SH       DEFINED 12 13 15          0        0  4046360
WELLS FARGO & CO NEW           COM              949746101   477465 11807490 SH       DEFINED 16 19 20          0        0 11807490
WELLS FARGO & CO NEW           COM              949746101   263417  6514200 SH       DEFINED 22 27 28          0        0  6514200
WELLS FARGO & CO NEW           COM              949746101    61671  1525100 SH       DEFINED 30 32 34          0        0  1525100
WELLS FARGO & CO NEW           COM              949746101     2926    72028 SH       DEFINED 37            72028        0        0
WELLS FARGO & CO NEW           COM              949746101   216915  5364205 SH       DEFINED 03          4592423        0   771782
WENDYS FING I                  TECONS SER A     950588202      472    10000 SH       DEFINED 11                0        0    10000
WENDYS INTL INC                COM              950590109    31830  1543300 SH       DEFINED 02 05 15          0        0  1543300
WENDYS INTL INC                COM              950590109   165981  8047600 SH       DEFINED 22 28 30          0        0  8047600
WENDYS INTL INC                COM              950590109     2058    99849 SH       DEFINED 37 03         99849        0        0
WERNER ENTERPRISES INC         COM              950755108     1770   125900 SH       DEFINED 03           125900        0        0
WESCAST INDS INC               CL A SUB VTG     950813105     8948   415000 SH       DEFINED 02                0        0   415000
WESLEY JESSEN VISIONCARE INC   COM              951018100     4541   119900 SH       DEFINED 26                0        0   119900
WESLEY JESSEN VISIONCARE INC   COM              951018100     4321   114100 SH       DEFINED 03           114100        0        0
WESTAMERICA BANCORPORATION     COM              957090103     1600    57300 SH       DEFINED 02 34             0        0    57300
WESTAMERICA BANCORPORATION     COM              957090103     3095   110800 SH       DEFINED 03           110800        0        0
WESTCOAST ENERGY INC           COM              95751D102    44901  2786900 SH       DEFINED 02 15             0        0  2786900
WESTCOAST ENERGY INC           COM              95751D102      666    41400 SH       DEFINED 03            41400        0        0
WESTERN GAS RES INC            COM              958259103      155    11801 SH       DEFINED 02 15             0        0    11801
WESTERN RES INC                COM              959425109      611    35951 SH       DEFINED 37 03         35951        0        0
WESTERN WIRELESS CORP          CL A             95988E204    45089   675500 SH       DEFINED 02 05 06          0        0   675500
WESTERN WIRELESS CORP          CL A             95988E204    90930  1362250 SH       DEFINED 09 13 20          0        0  1362250
WESTERN WIRELESS CORP          CL A             95988E204    12854   192580 SH       DEFINED 26 28 30          0        0   192580
WESTERN WIRELESS CORP          CL A             95988E204     7195   107800 SH       DEFINED 32 03         11300        0    96500
WESTINGHOUSE AIR BRAKE CO NEW  COM              960386100    27739  1562796 SH       DEFINED 04 07 09          0        0  1562796
WESTINGHOUSE AIR BRAKE CO NEW  COM              960386100     9677   545218 SH       DEFINED 15 21 26          0        0   545218
WESTINGHOUSE AIR BRAKE CO NEW  COM              960386100        5      296 SH       DEFINED 30                0        0      296
WESTINGHOUSE AIR BRAKE CO NEW  COM              960386100    19658  1107536 SH       DEFINED 03          1107536        0        0
WESTON ROY F INC               CL A             961137106      379   183800 SH       DEFINED 07                0        0   183800
WESTPAC BKG CORP               SPONSORED ADR    961214301       85     2500 SH       DEFINED 37             2500        0        0
WESTPOINT STEVENS INC          COM              961238102     7035   402000 SH       DEFINED 09 15 22          0        0   402000
WESTPOINT STEVENS INC          COM              961238102    21099  1205700 SH       DEFINED 23 26 28          0        0  1205700
WESTPOINT STEVENS INC          COM              961238102       43     2480 SH       DEFINED 30 34             0        0     2480
WESTPOINT STEVENS INC          COM              961238102     5794   331100 SH       DEFINED 03           286500        0    44600
WESTVACO CORP                  COM              961548104     8929   273700 SH       DEFINED 05 12 15          0        0   273700
WESTVACO CORP                  COM              961548104    30919   947730 SH       DEFINED 21 23 28          0        0   947730
WESTVACO CORP                  COM              961548104     1742    53400 SH       DEFINED 30                0        0    53400
WESTVACO CORP                  COM              961548104     6885   211061 SH       DEFINED 03           208461        0     2600
WESTWOOD ONE INC               COM              961815107    58444   769000 SH       DEFINED 09 13 15          0        0   769000
WESTWOOD ONE INC               COM              961815107     6418    84452 SH       DEFINED 28 30             0        0    84452
WET SEAL INC                   CL A             961840105     6145   501700 SH       DEFINED 15 28             0        0   501700
WEYERHAEUSER CO                COM              962166104    47597   662800 SH       DEFINED 02 04 12          0        0   662800
WEYERHAEUSER CO                COM              962166104   159804  2225300 SH       DEFINED 15 20 23          0        0  2225300
WEYERHAEUSER CO                COM              962166104    37255   518790 SH       DEFINED 28 32             0        0   518790
WEYERHAEUSER CO                COM              962166104    14800   206099 SH       DEFINED 37 03        186099        0    20000
WHIRLPOOL CORP                 COM              963320106    30149   463400 SH       DEFINED 02 10 12          0        0   463400
WHIRLPOOL CORP                 COM              963320106    16220   249310 SH       DEFINED 15 23 28          0        0   249310
WHIRLPOOL CORP                 COM              963320106     1613    24800 SH       DEFINED 32 34             0        0    24800
WHIRLPOOL CORP                 COM              963320106     4181    64267 SH       DEFINED 37 03         64267        0        0
WHITMAN CORP NEW               COM              96647R107    94491  7031901 SH       DEFINED 13 15 16          0        0  7031901
WHITNEY HLDG CORP              COM              966612103      370    10000 SH       DEFINED 26                0        0    10000
WHITTMAN-HART INC              COM              966834103     2429    45300 SH       DEFINED 02 15             0        0    45300
WHITTMAN-HART INC              COM              966834103        7      127 SH       DEFINED 37              127        0        0
WHOLE FOODS MKT INC            COM              966837106     1414    30500 SH       DEFINED 15                0        0    30500
WHOLE FOODS MKT INC            COM              966837106       27      612 SH       DEFINED 37              612        0        0
WILD OATS MARKETS INC          COM              96808B107      674    30400 SH       DEFINED 15                0        0    30400
WILLAMETTE INDS INC            COM              969133107     3092    66600 SH       DEFINED 12 15 20          0        0    66600
WILLAMETTE INDS INC            COM              969133107      626    13500 SH       DEFINED 28 32 34          0        0    13500
WILLAMETTE INDS INC            COM              969133107     4094    88183 SH       DEFINED 37 03         88183        0        0
WILLBROS GROUP INC             COM              969199108     3113   673200 SH       DEFINED 07                0        0   673200
WILLIAMS COMMUNICATIONS GROUP  CL A             969455104     3223   111400 SH       DEFINED 10                0        0   111400
WILLIAMS COS INC DEL           COM              969457100    21306   697140 SH       DEFINED 08 09 15          0        0   697140
WILLIAMS COS INC DEL           COM              969457100    23905   782181 SH       DEFINED 16 21 34          0        0   782181
WILLIAMS COS INC DEL           COM              969457100    14492   474152 SH       DEFINED 37 03        466852        0     7300
WILLIAMS SONOMA INC            COM              969904101    25870   562400 SH       DEFINED 10 12 15          0        0   562400
WILLIAMS SONOMA INC            COM              969904101     3718    80830 SH       DEFINED 23 28             0        0    80830
WILLIAMS SONOMA INC            COM              969904101     1646    35800 SH       DEFINED 03            35800        0        0
WILMAR INDS INC                COM              971426101     3561   205000 SH       DEFINED 07                0        0   205000
WILMAR INDS INC                COM              971426101      116     6700 SH       DEFINED 03             6700        0        0
WILSHIRE OIL CO TEX            COM              971889100     1466   391000 SH       DEFINED 07                0        0   391000
WILSONS THE LEATHER EXPERTS    COM              972463103      221    12000 SH       DEFINED 23                0        0    12000
WIND RIVER SYSTEMS INC         COM              973149107     1023    27850 SH       DEFINED 03            27850        0        0
WINN DIXIE STORES INC          COM              974280109       52     2200 SH       DEFINED 02 15 34          0        0     2200
WINN DIXIE STORES INC          COM              974280109     2808   117334 SH       DEFINED 03           117334        0        0
WINNEBAGO INDS INC             COM              974637100     1324    66000 SH       DEFINED 26                0        0    66000
WINSTAR COMMUNICATIONS INC     COM              975515107    43832   585415 SH       DEFINED 02 07 09          0        0   585415
WINSTAR COMMUNICATIONS INC     COM              975515107    73498   981610 SH       DEFINED 11 15 16          0        0   981610
WINSTAR COMMUNICATIONS INC     COM              975515107   159275  2127225 SH       DEFINED 20 21 22          0        0  2127225
WINSTAR COMMUNICATIONS INC     COM              975515107    68611   916345 SH       DEFINED 28 30 32          0        0   916345
WINSTAR COMMUNICATIONS INC     COM              975515107     3938    52600 SH       DEFINED 34                0        0    52600
WINSTAR COMMUNICATIONS INC     COM              975515107    37209   496950 SH       DEFINED 03            86050        0   410900
WIRELESS TELECOM GROUP INC     COM              976524108     5120  1606500 SH       DEFINED 07                0        0  1606500
WIRELESS FACILITIES INC        COM              97653A103     5858   134300 SH       DEFINED 09 10 12          0        0   134300
WIRELESS FACILITIES INC        COM              97653A103    40418   926500 SH       DEFINED 15 16 20          0        0   926500
WIRELESS FACILITIES INC        COM              97653A103     4820   110500 SH       DEFINED 28 30 32          0        0   110500
WISCONSIN CENT TRANSN CORP     COM              976592105    21942  1632900 SH       DEFINED 15 22 28          0        0  1632900
WISCONSIN CENT TRANSN CORP     COM              976592105      127     9500 SH       DEFINED 03             9500        0        0
WISCONSIN ENERGY CORP          COM              976657106       27     1440 SH       DEFINED 37             1440        0        0
WISER OIL CO DEL               COM              977284108        9     3901 SH       DEFINED 15 34             0        0     3901
WOLVERINE WORLD WIDE INC       COM              978097103      131    12000 SH       DEFINED 03            12000        0        0
WORLD FUEL SVCS CORP           COM              981475106     9374  1249906 SH       DEFINED 07                0        0  1249906
WORLDGATE COMMUNICATIONS INC   COM              98156L307    18549   390000 SH       DEFINED 15                0        0   390000
WORTHINGTON INDS INC           COM              981811102       54     3300 SH       DEFINED 15                0        0     3300
WORTHINGTON INDS INC           COM              981811102     1200    72508 SH       DEFINED 03            72508        0        0
WORLDTEX INC                   COM              981907108     1109   709900 SH       DEFINED 07                0        0   709900
WRIGLEY WM JR CO               COM              982526105     1028    12400 SH       DEFINED 15                0        0    12400
WRIGLEY WM JR CO               COM              982526105     7609    91745 SH       DEFINED 03            91745        0        0
WYNNS INTL INC                 COM              983195108    27987  1981450 SH       DEFINED 07 12 15          0        0  1981450
WYNNS INTL INC                 COM              983195108      221    15700 SH       DEFINED 03            15700        0        0
X-RITE INC                     COM              983857103     1606   257000 SH       DEFINED 07                0        0   257000
XCEED INC                      COM              98388N105      581    14000 SH       DEFINED 13                0        0    14000
XCEED INC                      COM              98388N105      921    22200 SH       DEFINED 03            22200        0        0
XILINX INC                     COM              983919101    94575  2080000 SH       DEFINED 02 12 13          0        0  2080000
XILINX INC                     COM              983919101   186403  4099600 SH       DEFINED 15 16 23          0        0  4099600
XILINX INC                     COM              983919101     5147   113220 SH       DEFINED 28 34             0        0   113220
XILINX INC                     COM              983919101    32438   713464 SH       DEFINED 37 03        467864        0   245600
XIRCOM INC                     COM              983922105    30037   400500 SH       DEFINED 02 12 20          0        0   400500
XIRCOM INC                     COM              983922105    15067   200900 SH       DEFINED 26 28 32          0        0   200900
XIRCOM INC                     COM              983922105     1207    16100 SH       DEFINED 03            16100        0        0
XEROX CORP                     COM              984121103   157728  6952200 SH       DEFINED 05 10 12          0        0  6952200
XEROX CORP                     COM              984121103    41892  1846500 SH       DEFINED 13 15 16          0        0  1846500
XEROX CORP                     COM              984121103    11044   486820 SH       DEFINED 22 28 30          0        0   486820
XEROX CORP                     COM              984121103      283    12500 SH       DEFINED 37             1500        0    11000
XEROX CORP                     COM              984121103    27022  1191068 SH       DEFINED 03          1172668        0    18400
XTRA CORP                      COM              984138107     2054    48200 SH       DEFINED 03            48200        0        0
YAHOO INC                      COM              984332106   184541   426500 SH       DEFINED 04 05 06          0        0   426500
YAHOO INC                      COM              984332106   951912  2200000 SH       DEFINED 10 11 12          0        0  2200000
YAHOO INC                      COM              984332106   847868  1959539 SH       DEFINED 13 15 16          0        0  1959539
YAHOO INC                      COM              984332106   196959   455200 SH       DEFINED 20 22 26          0        0   455200
YAHOO INC                      COM              984332106   126388   292100 SH       DEFINED 28 29 32          0        0   292100
YAHOO INC                      COM              984332106   246471   569638 SH       DEFINED 37 03        475238        0    94400
YANKEE CANDLE INC              COM              984757104     8201   502800 SH       DEFINED 20 32             0        0   502800
YELLOW CORP                    COM              985509108       82     4900 SH       DEFINED 03             4900        0        0
YESMAIL COM INC                COM              98583Q101      845    25000 SH       DEFINED 29                0        0    25000
YORK INTL CORP NEW             COM              986670107     6914   252000 SH       DEFINED 15 26 28          0        0   252000
YORK INTL CORP NEW             COM              986670107     1956    71300 SH       DEFINED 03            71300        0        0
YOUNG & RUBICAM INC            COM              987425105    16873   238500 SH       DEFINED 02 05 06          0        0   238500
YOUNG & RUBICAM INC            COM              987425105   258626  3655500 SH       DEFINED 13 15 20          0        0  3655500
YOUNG & RUBICAM INC            COM              987425105    99403  1405000 SH       DEFINED 28 30 32          0        0  1405000
YOUNG & RUBICAM INC            COM              987425105       77     1100 SH       DEFINED 34                0        0     1100
YOUNG & RUBICAM INC            COM              987425105     8065   114000 SH       DEFINED 03           114000        0        0
YOUNG BROADCASTING INC         CL A             987434107     4738    92910 SH       DEFINED 09 28 30          0        0    92910
YOUNG INNOVATIONS INC          COM              987520103        5      400 SH       DEFINED 26                0        0      400
Z TEL TECHNOLOGIES INC         COM              988792107    27333   677000 SH       DEFINED 10 12 15          0        0   677000
Z TEL TECHNOLOGIES INC         COM              988792107      177     4400 SH       DEFINED 23 26 28          0        0     4400
Z TEL TECHNOLOGIES INC         COM              988792107     7122   176400 SH       DEFINED 34                0        0   176400
ZALE CORP NEW                  COM              988858106     3739    77300 SH       DEFINED 02 12 15          0        0    77300
ZALE CORP NEW                  COM              988858106    10663   220440 SH       DEFINED 23 26 28          0        0   220440
ZALE CORP NEW                  COM              988858106       19      400 SH       DEFINED 34                0        0      400
ZALE CORP NEW                  COM              988858106        1       22 SH       DEFINED 37               22        0        0
ZEMEX CDA CORP                 COM              988910105      668    73300 SH       DEFINED 07                0        0    73300
ZI CORP                        COM              988918108     2812   134740 SH       DEFINED 09 28 30          0        0   134740
ZAPME CORP                     COM              98912E100      819    95000 SH       DEFINED 02 10 12          0        0    95000
ZAPME CORP                     COM              98912E100        4      500 SH       DEFINED 28                0        0      500
ZEBRA TECHNOLOGIES CORP        CL A             989207105     3457    59100 SH       DEFINED 02 26             0        0    59100
ZEBRA TECHNOLOGIES CORP        CL A             989207105        1       26 SH       DEFINED 37               26        0        0
ZENITH NATL INS CORP           COM              989390109     2633   127700 SH       DEFINED 32                0        0   127700
ZIONS BANCORPORATION           COM              989701107    35317   596700 SH       DEFINED 02 09 15          0        0   596700
ZIONS BANCORPORATION           COM              989701107   124938  2110900 SH       DEFINED 16 20 28          0        0  2110900
ZIONS BANCORPORATION           COM              989701107     6088   102860 SH       DEFINED 30 32 34          0        0   102860
ZIONS BANCORPORATION           COM              989701107     3770    63700 SH       DEFINED 03            63700        0        0
ZORAN CORP                     COM              98975F101    38383   688500 SH       DEFINED 20 26 32          0        0   688500
ZOLL MED CORP                  COM              989922109     1328    34800 SH       DEFINED 02 26             0        0    34800
ZOMAX INC MINN                 COM              989929104     1954    43200 SH       DEFINED 02 26             0        0    43200
</TABLE>






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