FMR CORP
13F-HR, 2000-08-11
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United States
Securities and Exchange Commission
Washington, D.C.  20549

FORM 13F

FORM 13F Cover Page

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

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

Institutional Investment Manager Filing this report:

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


13F File Number:	28-451

The institutional investment manager filing this report and the
Person by whom it is signed hereby represent that the person
Signing the report is authorized to submit it, that all information
Contained herein is true, correct and complete, and that it is understood
that all required items, statements, schedules, lists, and tables, are
considered integral parts of this form.

Person signing this report on behalf of reporting manager:

Name:	Eric D. Roiter
Title:	Senior Vice President and General Counsel
Phone:	617-563-1742
Signature, Place, and Date of signing:

/s/ Eric D. Roiter		Boston, Ma.			August 10, 2000

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

[  ] 		13F NOTICE

[  ]		13F COMBINATION REPORT


List of other managers reporting for this manager:

NONE



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

<PAGE>

FORM 13F SUMMARY PAGE

Report Summary:

Number of Other Included Managers:			35

Form 13F Information Table Entry Total:		6,787

Form 13F Information Table Value Total:		$603,372,041	(x1000)


List of Other Included Managers:

No.	Form 13F File Number	Name

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



<PAGE>

<TABLE>
<CAPTION>
                                                           VALUE    SHARES/ SH/ PUT/ INVSTMT             -----VOTING AUTHORITY-----
NAME OF ISSUER               . -TITLE OF CLASS- --CUSIP--   X$1000  PRN AMT PRN CALL DSCRETN.-MANAGERS      SOLE   SHARED     NONE
<S>                            <C>              <C>         <C>    <C>      <C>      <C>     <C>        <C>      <C>      <C>
LERNOUT & HAUSPIE SPEECH PRODS COM              B5628B104    52434  1190000 SH       DEFINED 02 13 15          0        0  1190000
LERNOUT & HAUSPIE SPEECH PRODS COM              B5628B104    32253   732000 SH       DEFINED 19 20 21          0        0   732000
LERNOUT & HAUSPIE SPEECH PRODS COM              B5628B104    15139   343600 SH       DEFINED 32 34             0        0   343600
LERNOUT & HAUSPIE SPEECH PRODS COM              B5628B104     4245    96350 SH       DEFINED 03            96350        0        0
CELANESE AG                    ORD              D1497A101     8575   443835 SH       DEFINED 07 09 21          0        0   443835
CELANESE AG                    ORD              D1497A101     2911   151110 SH       DEFINED 22                0        0   151110
DAIMLERCHRYSLER AG             ORD              D1668R123     2794    53676 SH       DEFINED 07 15 21          0        0    53676
DAIMLERCHRYSLER AG             ORD              D1668R123       52     1000 SH       DEFINED 34                0        0     1000
ACE LTD                        ORD              G0070K103    79408  2836000 SH       DEFINED 02 04 06          0        0  2836000
ACE LTD                        ORD              G0070K103   159518  5697100 SH       DEFINED 07 09 12          0        0  5697100
ACE LTD                        ORD              G0070K103    45564  1627300 SH       DEFINED 13 15 16          0        0  1627300
ACE LTD                        ORD              G0070K103    26930   961800 SH       DEFINED 19 20 21          0        0   961800
ACE LTD                        ORD              G0070K103   162710  5811100 SH       DEFINED 22 28 29          0        0  5811100
ACE LTD                        ORD              G0070K103     9335   333400 SH       DEFINED 30 32 34          0        0   333400
ACE LTD                        ORD              G0070K103    17902   639375 SH       DEFINED 03           192575        0   446800
AMDOCS LTD                     ORD              G02602103    53975   703264 SH       DEFINED 02 09 15          0        0   703264
AMDOCS LTD                     ORD              G02602103    81147  1057300 SH       DEFINED 20 21 28          0        0  1057300
AMDOCS LTD                     ORD              G02602103    23995   312647 SH       DEFINED 30 32 34          0        0   312647
AMDOCS LTD                     ORD              G02602103      122     1600 SH       DEFINED 03                0        0     1600
APEX SILVER MINES LTD          ORD              G04074103      147    14800 SH       DEFINED 15                0        0    14800
DSG INTL LTD                   ORD              G28471103     2562   512500 SH       DEFINED 07                0        0   512500
EL SITIO INC                   ORD              G30177102    11112  1559600 SH       DEFINED 02 07 13          0        0  1559600
EL SITIO INC                   ORD              G30177102      406    57000 SH       DEFINED 19 21             0        0    57000
EVEREST RE GROUP LTD           COM              G3223R108    15014   456700 SH       DEFINED 02 06 07          0        0   456700
EVEREST RE GROUP LTD           COM              G3223R108    38841  1181500 SH       DEFINED 09 15 16          0        0  1181500
EVEREST RE GROUP LTD           COM              G3223R108    58602  1782600 SH       DEFINED 20 22 26          0        0  1782600
EVEREST RE GROUP LTD           COM              G3223R108    37914  1153300 SH       DEFINED 28 32 34          0        0  1153300
EVEREST RE GROUP LTD           COM              G3223R108      338    10300 SH       DEFINED 03             3300        0     7000
FLAG TELECOM HOLDINGS LTD      ORD              G3529L102      148    10000 SH       DEFINED 21                0        0    10000
GLOBAL CROSSING LTD            COM              G3921A100    86616  3291845 SH       DEFINED 06 10 15          0        0  3291845
GLOBAL CROSSING LTD            COM              G3921A100     8598   326800 SH       DEFINED 34                0        0   326800
GLOBAL CROSSING LTD            COM              G3921A100    17586   668356 SH       DEFINED 03           621156        0    47200
GLOBAL CROSSING LTD            PFD CV 6.75%     G3921A134    10424    47600 SH       DEFINED 11                0        0    47600
GLOBAL SOURCES LTD             ORD              G39300101        9      365 SH       DEFINED 03              365        0        0
HELEN OF TROY CORP LTD         COM              G4388N106    15858  2835000 SH       DEFINED 07                0        0  2835000
IPC HLDGS LTD                  ORD              G4933P101    35042  2503000 SH       DEFINED 07                0        0  2503000
KNIGHTSBRIDGE TANKERS LTD      ORD              G5299G106      344    17200 SH       DEFINED 02 15 19          0        0    17200
KNIGHTSBRIDGE TANKERS LTD      ORD              G5299G106     6234   311700 SH       DEFINED 21 34             0        0   311700
LASALLE RE HLDGS LTD           ORD              G5383Q101    21319  1502700 SH       DEFINED 07                0        0  1502700
LORAL SPACE & COMMUNICATIONS   COM              G56462107    38910  5608767 SH       DEFINED 15 20 25          0        0  5608767
LORAL SPACE & COMMUNICATIONS   COM              G56462107     5951   857933 SH       DEFINED 27 32             0        0   857933
LORAL SPACE & COMMUNICATIONS   PFD CONV C 6%    G56462149    14112   627200 SH       DEFINED 09 22             0        0   627200
LORAL SPACE & COMMUNICATIONS   PFD CONV C 6%    G56462149      560    24900 SH       DEFINED 03             6200        0    18700
NOVEL DENIM HLDGS LTD          ORD              G6674P109     1101   235000 SH       DEFINED 07                0        0   235000
OPENTV CORP                    CL A             G67543101    57480  1280900 SH       DEFINED 11 13 28          0        0  1280900
PARTNERRE LTD                  COM              G6852T105    16942   478100 SH       DEFINED 02 15 16          0        0   478100
PARTNERRE LTD                  COM              G6852T105   101436  2862400 SH       DEFINED 20 22 28          0        0  2862400
PARTNERRE LTD                  COM              G6852T105     6800   191900 SH       DEFINED 32 34             0        0   191900
PEAK INTL LTD                  ORD              G69586108    12247  1749700 SH       DEFINED 07 15             0        0  1749700
PXRE GROUP LTD                 COM              G73018106     9788   725063 SH       DEFINED 07                0        0   725063
RENAISSANCE RE HLDGS LTD       COM              G7496G103    30173   692650 SH       DEFINED 02 07 15          0        0   692650
RENAISSANCE RE HLDGS LTD       COM              G7496G103    42229   969400 SH       DEFINED 16 19 20          0        0   969400
RENAISSANCE RE HLDGS LTD       COM              G7496G103     8481   194700 SH       DEFINED 21 26 28          0        0   194700
RENAISSANCE RE HLDGS LTD       COM              G7496G103     6834   156900 SH       DEFINED 32 34             0        0   156900
RENAISSANCE RE HLDGS LTD       COM              G7496G103    10206   234300 SH       DEFINED 03           234300        0        0
SANTA FE INTL CORP             ORD              G7805C108    21035   602100 SH       DEFINED 02 04 13          0        0   602100
SANTA FE INTL CORP             ORD              G7805C108    10732   307200 SH       DEFINED 21 28             0        0   307200
SANTA FE INTL CORP             ORD              G7805C108    27205   778700 SH       DEFINED 03           778700        0        0
STIRLING COOKE BROWN HLDGS LTD ORD              G84951105     1944   928700 SH       DEFINED 07                0        0   928700
TRANSOCEAN SEDCO FOREX INC     ORD              G90078109    53496  1001110 SH       DEFINED 02 06 08          0        0  1001110
TRANSOCEAN SEDCO FOREX INC     ORD              G90078109   117611  2200914 SH       DEFINED 09 10 12          0        0  2200914
TRANSOCEAN SEDCO FOREX INC     ORD              G90078109   226307  4234996 SH       DEFINED 13 15 16          0        0  4234996
TRANSOCEAN SEDCO FOREX INC     ORD              G90078109    64303  1203334 SH       DEFINED 23 28 30          0        0  1203334
TRANSOCEAN SEDCO FOREX INC     ORD              G90078109     6031   112879 SH       DEFINED 34                0        0   112879
TRANSOCEAN SEDCO FOREX INC     ORD              G90078109    29244   547265 SH       DEFINED 03           433465        0   113800
TRITON ENERGY LTD              ORD              G90751101      412    10500 SH       DEFINED 02                0        0    10500
XOMA LTD                       ORD              G9825R107     2872   670966 SH       DEFINED 13 15 26          0        0   670966
XL CAP LTD                     CL A             G98255105    37703   696600 SH       DEFINED 02 06 07          0        0   696600
XL CAP LTD                     CL A             G98255105    65529  1210700 SH       DEFINED 09 15 16          0        0  1210700
XL CAP LTD                     CL A             G98255105   112371  2076140 SH       DEFINED 19 20 21          0        0  2076140
XL CAP LTD                     CL A             G98255105   246120  4547260 SH       DEFINED 22 23 28          0        0  4547260
XL CAP LTD                     CL A             G98255105    26948   497900 SH       DEFINED 30 32 34          0        0   497900
XL CAP LTD                     CL A             G98255105     3788    70000 SH       DEFINED 03            13300        0    56700
UBS AG                         ORD              H8920G155   112368   767874 SH       DEFINED 02 19 21          0        0   767874
UBS AG                         ORD              H8920G155    16019   109468 SH       DEFINED 22                0        0   109468
UBS AG                         ORD              H8920G155     7455    50950 SH       DEFINED 03            31850        0    19100
MILLICOM INTL CELLULAR S A     ORD              L6388F102     8617   246200 SH       DEFINED 09 12 28          0        0   246200
MILLICOM INTL CELLULAR S A     ORD              L6388F102       50     1430 SH       DEFINED 30                0        0     1430
SBS BROADCASTING SA            ORD              L8137F102     2234    41000 SH       DEFINED 12                0        0    41000
STOLT OFFSHORE S A             COM              L8873E103    16439  1176270 SH       DEFINED 02 12 21          0        0  1176270
STOLT OFFSHORE S A             COM              L8873E103    39535  2799000 SH       DEFINED 22 28             0        0  2799000
AUDIOCODES LTD                 ORD              M15342104   133848  1115400 SH       DEFINED 13 16             0        0  1115400
AUDIOCODES LTD                 ORD              M15342104     1848    15400 SH       DEFINED 03            15400        0        0
BREEZECOM LTD                  ORD              M20385106       17      400 SH       DEFINED 12 26 28          0        0      400
CHECK POINT SOFTWARE TECH LTD  ORD              M22465104   199616   942700 SH       DEFINED 02 09 16          0        0   942700
CHECK POINT SOFTWARE TECH LTD  ORD              M22465104    18549    87600 SH       DEFINED 19 21 22          0        0    87600
CHECK POINT SOFTWARE TECH LTD  ORD              M22465104     8237    38900 SH       DEFINED 28 30 34          0        0    38900
CHECK POINT SOFTWARE TECH LTD  ORD              M22465104      931     4400 SH       DEFINED 03                0        0     4400
ELSCINT LTD NEW                ORD              M40168102     8176  1470000 SH       DEFINED 07                0        0  1470000
ESC MEDICAL SYS LTD            ORD              M40868107    39223  2395350 SH       DEFINED 07 28             0        0  2395350
FORSOFT LTD                    ORD NEW          M46544108     6446   831800 SH       DEFINED 32                0        0   831800
INTERNET GOLD-GOLDEN LINES LTD ORD              M56595107     1697   207300 SH       DEFINED 19 21             0        0   207300
ORBOTECH LTD                   ORD              M75253100    17107   184200 SH       DEFINED 02 09 15          0        0   184200
ORBOTECH LTD                   ORD              M75253100    13773   148300 SH       DEFINED 19 21 26          0        0   148300
ORBOTECH LTD                   ORD              M75253100    16262   175100 SH       DEFINED 28 30 34          0        0   175100
VOCALTEC COMMUNICATIONS LTD    ORD              M97601104      938    40800 SH       DEFINED 02 21             0        0    40800
ASM INTL N V                   COM              N07045102    10600   400000 SH       DEFINED 15                0        0   400000
ASM LITHOGRAPHY HLDG N V       N Y SHS          N07059111   101858  2308400 SH       DEFINED 02 13 15          0        0  2308400
ASM LITHOGRAPHY HLDG N V       N Y SHS          N07059111    32228   730400 SH       DEFINED 22 28 34          0        0   730400
ASM LITHOGRAPHY HLDG N V       N Y SHS          N07059111    86687  1964600 SH       DEFINED 03          1962900        0     1700
CNH GLOBAL N V                 ORD              N20935107    18907  2044000 SH       DEFINED 07 09 15          0        0  2044000
CNH GLOBAL N V                 ORD              N20935107    13838  1496000 SH       DEFINED 22 26 29          0        0  1496000
CNH GLOBAL N V                 ORD              N20935107       10     1100 SH       DEFINED 34                0        0     1100
CNH GLOBAL N V                 ORD              N20935107      493    53300 SH       DEFINED 03            17300        0    36000
CORE LABORATORIES N V          COM              N22717107     4010   138300 SH       DEFINED 19 21             0        0   138300
KPNQWEST N V                   CL C             N50919104    29474   744200 SH       DEFINED 13                0        0   744200
KPNQWEST N V                   CL C             N50919104     2401    61100 SH       DEFINED 03            61100        0        0
METRON TECHNOLOGY N V          ORD              N5665B105        2      200 SH       DEFINED 12 28             0        0      200
ORTHOFIX INTL N V              COM              N6748L102    18172  1016617 SH       DEFINED 07 15 19          0        0  1016617
ORTHOFIX INTL N V              COM              N6748L102    11212   627300 SH       DEFINED 21                0        0   627300
ORTHOFIX INTL N V              COM              N6748L102      891    49900 SH       DEFINED 03            49900        0        0
QIAGEN N V                     ORD              N72482107      330     1900 SH       DEFINED 12 28             0        0     1900
BANCO LATINOAMERICANO DE EXPO  CL E             P16994132    15186   548500 SH       DEFINED 02 19 21          0        0   548500
ELAMEX S A DE C V              ORD              P36209107     1191   397100 SH       DEFINED 19 21             0        0   397100
PANAMERICAN BEVERAGES INC      CL A             P74823108      433    29050 SH       DEFINED 02 07 15          0        0    29050
PANAMERICAN BEVERAGES INC      CL A             P74823108     3867   258900 SH       DEFINED 19 21 34          0        0   258900
ROYAL CARIBBEAN CRUISES LTD    COM              V7780T103     5846   316000 SH       DEFINED 12 15 16          0        0   316000
ROYAL CARIBBEAN CRUISES LTD    COM              V7780T103      641    33600 SH       DEFINED 21                0        0    33600
ASE TEST LTD                   ORD              Y02516105     9066   308000 SH       DEFINED 13 21             0        0   308000
ASE TEST LTD                   ORD              Y02516105    10803   367000 SH       DEFINED 03           367000        0        0
CREATIVE TECHNOLOGY LTD        ORD              Y1775U107      120     5000 SH       DEFINED 03                0        0     5000
FLEXTRONICS INTL LTD           ORD              Y2573F102   155380  2262141 SH       DEFINED 02 05 10          0        0  2262141
FLEXTRONICS INTL LTD           ORD              Y2573F102   403588  5875717 SH       DEFINED 12 13 15          0        0  5875717
FLEXTRONICS INTL LTD           ORD              Y2573F102   106603  1552000 SH       DEFINED 16 19 20          0        0  1552000
FLEXTRONICS INTL LTD           ORD              Y2573F102    74903  1090500 SH       DEFINED 21 23 27          0        0  1090500
FLEXTRONICS INTL LTD           ORD              Y2573F102   140293  2042493 SH       DEFINED 28 30 32          0        0  2042493
FLEXTRONICS INTL LTD           ORD              Y2573F102     7177   104500 SH       DEFINED 34                0        0   104500
FLEXTRONICS INTL LTD           ORD              Y2573F102    20629   300343 SH       DEFINED 03           146243        0   154100
GIGAMEDIA LTD                  ORD              Y2711Y104      444    36642 SH       DEFINED 02 21 03          0        0    36642
OMI CORP NEW                   COM              Y6476W104     2055   378000 SH       DEFINED 02 15 19          0        0   378000
OMI CORP NEW                   COM              Y6476W104     9491  1745600 SH       DEFINED 21 22 26          0        0  1745600
OMI CORP NEW                   COM              Y6476W104     1432   263450 SH       DEFINED 34 03             0        0   263450
PACIFIC INTERNET LTD           ORD              Y66183107        1      100 SH       DEFINED 28                0        0      100
TEEKAY SHIPPING MARSHALL ISLND COM              Y8564W103    33121  1007500 SH       DEFINED 02 09 12          0        0  1007500
TEEKAY SHIPPING MARSHALL ISLND COM              Y8564W103    68235  2075600 SH       DEFINED 15 19 21          0        0  2075600
TEEKAY SHIPPING MARSHALL ISLND COM              Y8564W103    36573  1112500 SH       DEFINED 22 26 28          0        0  1112500
TEEKAY SHIPPING MARSHALL ISLND COM              Y8564W103     7413   225500 SH       DEFINED 30 34 03          0        0   225500
A D C TELECOMMUNICATIONS       COM              000886101    29062   346500 SH       DEFINED 02 07 09          0        0   346500
A D C TELECOMMUNICATIONS       COM              000886101   174434  2079700 SH       DEFINED 10 12 15          0        0  2079700
A D C TELECOMMUNICATIONS       COM              000886101   451868  5387400 SH       DEFINED 16 20 21          0        0  5387400
A D C TELECOMMUNICATIONS       COM              000886101   243732  2905900 SH       DEFINED 22 23 28          0        0  2905900
A D C TELECOMMUNICATIONS       COM              000886101    86986  1037100 SH       DEFINED 29 30 32          0        0  1037100
A D C TELECOMMUNICATIONS       COM              000886101    16775   200000 SH       DEFINED 34                0        0   200000
A D C TELECOMMUNICATIONS       COM              000886101    23435   279465 SH       DEFINED 37 03        279465        0        0
ABN AMRO HLDG NV               SPONSORED ADR    000937102       62     2578 SH       DEFINED 37             2578        0        0
ADT OPERATIONS                 LYON ZERO CPN 10 000945AC9    54024 20981000 PRN      DEFINED 09 11             0        0        0
ADT OPERATIONS                 LYON ZERO CPN 10 000945AC9     2662  1034000 PRN      DEFINED 03                0        0        0
ACT MFG INC                    SB NT CV144A7%07 000973AA5     1861  1500000 PRN      DEFINED 11                0        0        0
AFLAC INC                      COM              001055102    26565   578300 SH       DEFINED 02 04 05          0        0   578300
AFLAC INC                      COM              001055102    30603   666200 SH       DEFINED 06 07 09          0        0   666200
AFLAC INC                      COM              001055102   258788  5633500 SH       DEFINED 10 12 15          0        0  5633500
AFLAC INC                      COM              001055102   168606  3670350 SH       DEFINED 16 19 20          0        0  3670350
AFLAC INC                      COM              001055102   132823  2891060 SH       DEFINED 21 22 23          0        0  2891060
AFLAC INC                      COM              001055102    49370  1074730 SH       DEFINED 27 28 30          0        0  1074730
AFLAC INC                      COM              001055102    13592   295900 SH       DEFINED 32 34             0        0   295900
AFLAC INC                      COM              001055102    51067  1111674 SH       DEFINED 37 03        838569        0   273105
AGCO CORP                      COM              001084102     9231   753600 SH       DEFINED 07 15             0        0   753600
AHL SVCS INC                   COM              001296102      722   118000 SH       DEFINED 07                0        0   118000
AES CORP                       JR SBDB CV4.5%05 00130HAN5     6120  3500000 PRN      DEFINED 11                0        0        0
AES CORP                       COM              00130H105    81162  1778900 SH       DEFINED 02 04 05          0        0  1778900
AES CORP                       COM              00130H105   311062  6817800 SH       DEFINED 06 07 09          0        0  6817800
AES CORP                       COM              00130H105   234656  5143150 SH       DEFINED 12 13 15          0        0  5143150
AES CORP                       COM              00130H105   360547  7902410 SH       DEFINED 16 19 20          0        0  7902410
AES CORP                       COM              00130H105   207340  4545100 SH       DEFINED 21 22 23          0        0  4545100
AES CORP                       COM              00130H105   182501  4000040 SH       DEFINED 26 27 28          0        0  4000040
AES CORP                       COM              00130H105    56618  1240960 SH       DEFINED 29 30 32          0        0  1240960
AES CORP                       COM              00130H105     7938   174000 SH       DEFINED 34                0        0   174000
AES CORP                       COM              00130H105   151529  3321190 SH       DEFINED 37 03       2574850        0   746340
AK STL HLDG CORP               COM              001547108     2252   281500 SH       DEFINED 15 22 27          0        0   281500
AK STL HLDG CORP               COM              001547108      400    50000 SH       DEFINED 36                0        0    50000
AK STL HLDG CORP               COM              001547108     1455   181900 SH       DEFINED 03           181900        0        0
AMB PROPERTY CORP              COM              00163T109    28239  1237900 SH       DEFINED 09 12 15          0        0  1237900
AMB PROPERTY CORP              COM              00163T109    12106   530700 SH       DEFINED 34 35             0        0   530700
AMB PROPERTY CORP              COM              00163T109    25981  1138900 SH       DEFINED 03          1138900        0        0
AMFM INC                       COM              001693100    79957  1158800 SH       DEFINED 02 04 05          0        0  1158800
AMFM INC                       COM              001693100    40654   589200 SH       DEFINED 06 07 12          0        0   589200
AMFM INC                       COM              001693100    80545  1167320 SH       DEFINED 15 16 19          0        0  1167320
AMFM INC                       COM              001693100     8618   124900 SH       DEFINED 21 23 28          0        0   124900
AMFM INC                       COM              001693100      462     6700 SH       DEFINED 34                0        0     6700
AMFM INC                       COM              001693100    19996   289826 SH       DEFINED 37 03         96226        0   193600
AMR CORP                       COM              001765106    42569  1610200 SH       DEFINED 02 07 09          0        0  1610200
AMR CORP                       COM              001765106    48114  1819940 SH       DEFINED 10 15 16          0        0  1819940
AMR CORP                       COM              001765106    10790   408150 SH       DEFINED 22 23 28          0        0   408150
AMR CORP                       COM              001765106     2662   100700 SH       DEFINED 32 34             0        0   100700
AMR CORP                       COM              001765106     9481   358629 SH       DEFINED 03           326129        0    32500
ATI TECHNOLOGIES INC           COM              001941103      113    13400 SH       DEFINED 02                0        0    13400
AT&T CORP                      COM              001957109    70135  2217728 SH       DEFINED 02 04 05          0        0  2217728
AT&T CORP                      COM              001957109   823069 26025902 SH       DEFINED 06 07 09          0        0 26025902
AT&T CORP                      COM              001957109   921626 29142351 SH       DEFINED 10 11 12          0        0 29142351
AT&T CORP                      COM              001957109   501150 15846656 SH       DEFINED 15 16 18          0        0 15846656
AT&T CORP                      COM              001957109   134411  4250160 SH       DEFINED 19 22 23          0        0  4250160
AT&T CORP                      COM              001957109    20779   657047 SH       DEFINED 26 27 28          0        0   657047
AT&T CORP                      COM              001957109    43820  1385618 SH       DEFINED 30 32 34          0        0  1385618
AT&T CORP                      COM              001957109   262364  8295678 SH       DEFINED 37 03       7228506        0  1067172
AT&T CORP                      COM LIB GRP A    001957208   105183  4337468 SH       DEFINED 02 04 05          0        0  4337468
AT&T CORP                      COM LIB GRP A    001957208   300321 12384388 SH       DEFINED 06 07 09          0        0 12384388
AT&T CORP                      COM LIB GRP A    001957208   365481 15071384 SH       DEFINED 11 13 15          0        0 15071384
AT&T CORP                      COM LIB GRP A    001957208   446455 18410520 SH       DEFINED 16 19 20          0        0 18410520
AT&T CORP                      COM LIB GRP A    001957208    79307  3270428 SH       DEFINED 22 26 27          0        0  3270428
AT&T CORP                      COM LIB GRP A    001957208   289700 11946392 SH       DEFINED 28 30 32          0        0 11946392
AT&T CORP                      COM LIB GRP A    001957208      882    36400 SH       DEFINED 34                0        0    36400
AT&T CORP                      COM LIB GRP A    001957208   117364  4839242 SH       DEFINED 37 03       3506710        0  1332532
AT&T CORP                      COM WIRLES GRP   001957406   320646 11503000 SH       DEFINED 07 09 10          0        0 11503000
AT&T CORP                      COM WIRLES GRP   001957406   215125  7717500 SH       DEFINED 13 15 16          0        0  7717500
AT&T CORP                      COM WIRLES GRP   001957406   184440  6616700 SH       DEFINED 20 22 28          0        0  6616700
AT&T CORP                      COM WIRLES GRP   001957406    31769  1139700 SH       DEFINED 32 34             0        0  1139700
AT&T CORP                      COM WIRLES GRP   001957406     9318   343350 SH       DEFINED 37 03        305950        0    37400
ASA LTD                        COM              002050102     4644   288000 SH       DEFINED 15                0        0   288000
ASI SOLUTIONS INC              COM              00206F108     1268   151500 SH       DEFINED 07                0        0   151500
AVX CORP NEW                   COM              002444107     9124   397800 SH       DEFINED 02 12 13          0        0   397800
AVX CORP NEW                   COM              002444107    69310  3021700 SH       DEFINED 15 28 32          0        0  3021700
AVX CORP NEW                   COM              002444107     4546   198200 SH       DEFINED 34                0        0   198200
AVX CORP NEW                   COM              002444107     9340   407200 SH       DEFINED 03           153000        0   254200
AXA FINL INC                   COM              002451102   100609  2959100 SH       DEFINED 02 11 15          0        0  2959100
AXA FINL INC                   COM              002451102     4382   128900 SH       DEFINED 20 23 32          0        0   128900
AXA FINL INC                   COM              002451102     2070    60900 SH       DEFINED 34                0        0    60900
AXA FINL INC                   COM              002451102    15038   442300 SH       DEFINED 37 03        375800        0    66500
AARON RENTS INC                COM              002535201     5110   406800 SH       DEFINED 07                0        0   406800
AARON RENTS INC                COM              002535201      324    25800 SH       DEFINED 03            25800        0        0
ABBOTT LABS                    COM              002824100   175990  3949300 SH       DEFINED 02 04 06          0        0  3949300
ABBOTT LABS                    COM              002824100   968120 21725000 SH       DEFINED 07 09 10          0        0 21725000
ABBOTT LABS                    COM              002824100   352935  7920020 SH       DEFINED 11 13 15          0        0  7920020
ABBOTT LABS                    COM              002824100   391202  8778740 SH       DEFINED 16 18 19          0        0  8778740
ABBOTT LABS                    COM              002824100   151619  3402400 SH       DEFINED 22 23 28          0        0  3402400
ABBOTT LABS                    COM              002824100    55814  1252500 SH       DEFINED 30 32 34          0        0  1252500
ABBOTT LABS                    COM              002824100   165469  3714383 SH       DEFINED 37 03       3271283        0   443100
ABERCROMBIE & FITCH CO         CL A             002896207    23156  1900000 SH       DEFINED 05 06             0        0  1900000
ABGENIX INC                    COM              00339B107     8258    68900 SH       DEFINED 02 04 06          0        0    68900
ABGENIX INC                    COM              00339B107   321043  2678500 SH       DEFINED 09 13 15          0        0  2678500
ABGENIX INC                    COM              00339B107   117638   981471 SH       DEFINED 22 23 28          0        0   981471
ABGENIX INC                    COM              00339B107     4890    40800 SH       DEFINED 30 34             0        0    40800
ABGENIX INC                    COM              00339B107    18954   158143 SH       DEFINED 03           109943        0    48200
ABITIBI-CONSOLIDATED INC       COM              003924107     2568   276707 SH       DEFINED 02 15 34          0        0   276707
ABITIBI-CONSOLIDATED INC       COM              003924107     4902   530600 SH       DEFINED 03           530600        0        0
ACCREDO HEALTH INC             COM              00437V104     2868    83000 SH       DEFINED 20 26 32          0        0    83000
ACLARA BIOSCIENCES INC         COM              00461P106    47585   934200 SH       DEFINED 09 16 26          0        0   934200
ACLARA BIOSCIENCES INC         COM              00461P106     1950    38300 SH       DEFINED 28 30             0        0    38300
ACNIELSEN CORP                 COM              004833109    47417  2155333 SH       DEFINED 02 07 09          0        0  2155333
ACNIELSEN CORP                 COM              004833109    31619  1437232 SH       DEFINED 12 15 16          0        0  1437232
ACNIELSEN CORP                 COM              004833109    57580  2617300 SH       DEFINED 22 26 28          0        0  2617300
ACNIELSEN CORP                 COM              004833109      574    26100 SH       DEFINED 30 34             0        0    26100
ACNIELSEN CORP                 COM              004833109     4920   223565 SH       DEFINED 37 03        169899        0    53666
ACTIVISION INC NEW             COM NEW          004930202     3391   521700 SH       DEFINED 15 28             0        0   521700
ACTIVISION INC NEW             COM NEW          004930202       87    13400 SH       DEFINED 03            13400        0        0
ACTEL CORP                     COM              004934105     7564   165800 SH       DEFINED 26                0        0   165800
ACTIVE SOFTWARE INC            COM              00504E100    43178   555800 SH       DEFINED 09 13 15          0        0   555800
ACTIVE SOFTWARE INC            COM              00504E100     6269    80700 SH       DEFINED 28 30             0        0    80700
ACTIVCARD S A                  SPONSORED ADR    00505N109     2887   150000 SH       DEFINED 28                0        0   150000
ACTUATE CORP                   COM              00508B102     2337    43800 SH       DEFINED 26                0        0    43800
ADAC LABS                      COM NEW          005313200     2625   109400 SH       DEFINED 13                0        0   109400
ADAC LABS                      COM NEW          005313200     3902   162600 SH       DEFINED 03           162600        0        0
ADAMS EXPRESS CO               COM              006212104       44     1238 SH       DEFINED 37             1238        0        0
ADAMS RES & ENERGY INC         COM NEW          006351308     5634   421300 SH       DEFINED 07                0        0   421300
ADAPTIVE BROADBAND CORP        COM              00650M104   140765  3830352 SH       DEFINED 09 13 15          0        0  3830352
ADAPTIVE BROADBAND CORP        COM              00650M104     7308   198880 SH       DEFINED 26 28 30          0        0   198880
ADAPTIVE BROADBAND CORP        COM              00650M104     1925    52400 SH       DEFINED 03            52400        0        0
ADAPTEC INC                    COM              00651F108    91172  4007600 SH       DEFINED 07 10 13          0        0  4007600
ADAPTEC INC                    COM              00651F108    63361  2785100 SH       DEFINED 15                0        0  2785100
ADAPTEC INC                    COM              00651F108     2779   122168 SH       DEFINED 03           122168        0        0
ADELPHIA COMMUNICATIONS CORP   CL A             006848105    41200   878950 SH       DEFINED 02 13 15          0        0   878950
ADELPHIA COMMUNICATIONS CORP   CL A             006848105       35      750 SH       DEFINED 34                0        0      750
ADMINISTRADORA FONDOS PENSIONE SPONSORED ADR    00709P108      306    14500 SH       DEFINED 13                0        0    14500
ADMINISTRADORA FONDOS PENSIONE SPONSORED ADR    00709P108      483    22900 SH       DEFINED 03            22900        0        0
ADOBE SYS INC                  COM              00724F101    54756   421200 SH       DEFINED 02 04 06          0        0   421200
ADOBE SYS INC                  COM              00724F101    84994   653800 SH       DEFINED 07 09 12          0        0   653800
ADOBE SYS INC                  COM              00724F101   513771  3952087 SH       DEFINED 13 15 16          0        0  3952087
ADOBE SYS INC                  COM              00724F101   569361  4379700 SH       DEFINED 19 20 21          0        0  4379700
ADOBE SYS INC                  COM              00724F101   390819  3006300 SH       DEFINED 22 23 28          0        0  3006300
ADOBE SYS INC                  COM              00724F101   221991  1707630 SH       DEFINED 30 32 34          0        0  1707630
ADOBE SYS INC                  COM              00724F101    69779   536766 SH       DEFINED 03           394966        0   141800
ADTRAN INC                     COM              00738A106    45451   759100 SH       DEFINED 09 13 28          0        0   759100
ADTRAN INC                     COM              00738A106     2490    41600 SH       DEFINED 30 32             0        0    41600
ADVANCE PARADIGM INC           COM              007491103      617    30100 SH       DEFINED 02 15             0        0    30100
ADVANCE PARADIGM INC           COM              007491103     3261   159100 SH       DEFINED 03           159100        0        0
ADVANCED AERODYNAMICS&STRUCTUR CL A             00750B107      475   146200 SH       DEFINED 12 26 28          0        0   146200
ADVANCED DIGITAL INFORMATION   COM              007525108    19344  1213800 SH       DEFINED 02 07 13          0        0  1213800
ADVANCED DIGITAL INFORMATION   COM              007525108    36704  2303000 SH       DEFINED 15 21 29          0        0  2303000
ADVANCED DIGITAL INFORMATION   COM              007525108     5877   368800 SH       DEFINED 34                0        0   368800
ADVANCED DIGITAL INFORMATION   COM              007525108     6089   382100 SH       DEFINED 03           382100        0        0
ADVANCED MAGNETICS INC         COM              00753P103      214    35000 SH       DEFINED 12 28             0        0    35000
ADVANCED MARKETING SVCS INC    COM              00753T105    12807   694650 SH       DEFINED 07 26             0        0   694650
ADVANCED MARKETING SVCS INC    COM              00753T105     7302   396050 SH       DEFINED 03           396050        0        0
ADVANCED FIBRE COMMUNICATIONS  COM              00754A105    82727  1825700 SH       DEFINED 02 09 13          0        0  1825700
ADVANCED FIBRE COMMUNICATIONS  COM              00754A105    24849   548400 SH       DEFINED 20 22 26          0        0   548400
ADVANCED FIBRE COMMUNICATIONS  COM              00754A105    14098   311130 SH       DEFINED 28 30 32          0        0   311130
ADVANCED FIBRE COMMUNICATIONS  COM              00754A105       27      600 SH       DEFINED 37              600        0        0
ADVANCED NEUROMODULATION SYS   COM              00757T101     1859   111000 SH       DEFINED 03           111000        0        0
ADVO INC                       COM              007585102    18110   431200 SH       DEFINED 09 15 26          0        0   431200
ADVO INC                       COM              007585102     9870   235000 SH       DEFINED 28 30             0        0   235000
ADVO INC                       COM              007585102    18324   436300 SH       DEFINED 03           436300        0        0
ADVANCED MICRO DEVICES INC     COM              007903107   171958  2226000 SH       DEFINED 02 04 06          0        0  2226000
ADVANCED MICRO DEVICES INC     COM              007903107   139644  1807700 SH       DEFINED 07 11 12          0        0  1807700
ADVANCED MICRO DEVICES INC     COM              007903107   640657  8293300 SH       DEFINED 13 15 16          0        0  8293300
ADVANCED MICRO DEVICES INC     COM              007903107    44003   569620 SH       DEFINED 19 22 23          0        0   569620
ADVANCED MICRO DEVICES INC     COM              007903107    73171   947200 SH       DEFINED 28 32 34          0        0   947200
ADVANCED MICRO DEVICES INC     COM              007903107    35548   460176 SH       DEFINED 03           331876        0   128300
AEGON N V                      ORD AMER REG     007924103      182     5226 SH       DEFINED 37             5226        0        0
ADVANCED ENERGY INDS           COM              007973100    12170   206500 SH       DEFINED 02 15 26          0        0   206500
ADVANCED ENERGY INDS           COM              007973100     2946    50000 SH       DEFINED 34                0        0    50000
ADVANCED ENERGY INDS           COM              007973100      117     2000 SH       DEFINED 03             2000        0        0
ADVENT SOFTWARE INC            COM              007974108    12900   200000 SH       DEFINED 16                0        0   200000
AETHER SYS INC                 SUB NT CV   6%05 00808VAA3    22207 21000000 PRN      DEFINED 11                0        0        0
AETHER SYS INC                 COM              00808V105    27613   134700 SH       DEFINED 02 05 06          0        0   134700
AETHER SYS INC                 COM              00808V105   423714  2066900 SH       DEFINED 10 13 15          0        0  2066900
AETHER SYS INC                 COM              00808V105     8077    39400 SH       DEFINED 34                0        0    39400
AETHER SYS INC                 COM              00808V105     8548    41700 SH       DEFINED 03            39800        0     1900
AETNA INC                      COM              008117103    15655   243900 SH       DEFINED 02 15 34          0        0   243900
AETNA INC                      COM              008117103     8890   138494 SH       DEFINED 37 03        138494        0        0
AFFILIATED COMPUTER SERVICES   CL A             008190100    39651  1199300 SH       DEFINED 02 07 09          0        0  1199300
AFFILIATED COMPUTER SERVICES   CL A             008190100    17542   530600 SH       DEFINED 13 15 26          0        0   530600
AFFILIATED COMPUTER SERVICES   CL A             008190100      721    21820 SH       DEFINED 28 30             0        0    21820
AFFILIATED COMPUTER SERVICES   CL A             008190100    17394   526100 SH       DEFINED 03           526100        0        0
AFFILIATED MANAGERS GROUP      COM              008252108     4108    90300 SH       DEFINED 02 15             0        0    90300
AFFILIATED MANAGERS GROUP      COM              008252108    11757   258400 SH       DEFINED 03           258400        0        0
AFFYMETRIX INC                 SB NT CV 144A 07 00826TAC2     5442  7000000 PRN      DEFINED 11                0        0        0
AFFYMETRIX INC                 COM              00826T108    42255   255900 SH       DEFINED 02 04 05          0        0   255900
AFFYMETRIX INC                 COM              00826T108    34428   208500 SH       DEFINED 06 09 11          0        0   208500
AFFYMETRIX INC                 COM              00826T108   196837  1192050 SH       DEFINED 12 13 15          0        0  1192050
AFFYMETRIX INC                 COM              00826T108   294533  1783700 SH       DEFINED 16 22 26          0        0  1783700
AFFYMETRIX INC                 COM              00826T108    55564   336500 SH       DEFINED 28 30 34          0        0   336500
AFFYMETRIX INC                 COM              00826T108    13507    81800 SH       DEFINED 03            55620        0    26180
AGILENT TECHNOLOGIES INC       COM              00846U101    78175  1060000 SH       DEFINED 02 04 05          0        0  1060000
AGILENT TECHNOLOGIES INC       COM              00846U101   245366  3327001 SH       DEFINED 06 07 08          0        0  3327001
AGILENT TECHNOLOGIES INC       COM              00846U101   225167  3053122 SH       DEFINED 09 10 11          0        0  3053122
AGILENT TECHNOLOGIES INC       COM              00846U101   606483  8223500 SH       DEFINED 12 13 15          0        0  8223500
AGILENT TECHNOLOGIES INC       COM              00846U101   704104  9547183 SH       DEFINED 16 19 20          0        0  9547183
AGILENT TECHNOLOGIES INC       COM              00846U101   162056  2197372 SH       DEFINED 21 22 23          0        0  2197372
AGILENT TECHNOLOGIES INC       COM              00846U101   208445  2826384 SH       DEFINED 26 28 29          0        0  2826384
AGILENT TECHNOLOGIES INC       COM              00846U101    87225  1182715 SH       DEFINED 30 31 32          0        0  1182715
AGILENT TECHNOLOGIES INC       COM              00846U101    16966   230056 SH       DEFINED 34                0        0   230056
AGILENT TECHNOLOGIES INC       COM              00846U101   119840  1624584 SH       DEFINED 37 03       1188120        0   436464
AGILE SOFTWARE CORP DEL        COM              00846X105     3081    43600 SH       DEFINED 13                0        0    43600
AGILE SOFTWARE CORP DEL        COM              00846X105     4488    63500 SH       DEFINED 03            63500        0        0
AGNICO EAGLE MINES LTD         COM              008474108    21774  3466300 SH       DEFINED 09 12 15          0        0  3466300
AGNICO EAGLE MINES LTD         COM              008474108      647   103130 SH       DEFINED 28 30             0        0   103130
AGRIBRANDS INTL INC            COM              00849R105       89     2134 SH       DEFINED 08                0        0     2134
AIR CDA INC                    CL A NON VTG     008911307    82701  6960986 SH       DEFINED 02 07 21          0        0  6960986
AIR CDA INC                    CL A NON VTG     008911307      305    25710 SH       DEFINED 03            25710        0        0
AIR PRODS & CHEMS INC          COM              009158106     3949   128188 SH       DEFINED 08 15 34          0        0   128188
AIR PRODS & CHEMS INC          COM              009158106     5448   176800 SH       DEFINED 37 03        176800        0        0
AIRBORNE FGHT CORP             COM              009266107      140     7400 SH       DEFINED 15                0        0     7400
AIRNET COMMUNICATIONS CORP     COM              00941P106     1515    58000 SH       DEFINED 26                0        0    58000
AIRTRAN HLDGS INC              COM              00949P108       28     6800 SH       DEFINED 15                0        0     6800
AKAMAI TECHNOLOGIES INC        COM              00971T101    86427   727910 SH       DEFINED 10 13 16          0        0   727910
AKAMAI TECHNOLOGIES INC        COM              00971T101     1246    10500 SH       DEFINED 03             9800        0      700
AKZO NOBEL NV                  SPONSORED ADR    010199305        4      100 SH       DEFINED 37              100        0        0
ALASKA AIR GROUP INC           COM              011659109    17004   626900 SH       DEFINED 15 18             0        0   626900
ALASKA AIR GROUP INC           COM              011659109     1209    44600 SH       DEFINED 03            44600        0        0
ALASKA COMMUNICATIONS SYS GRP  COM              01167P101    11710  1128700 SH       DEFINED 09 15 34          0        0  1128700
ALBANY INTL CORP               CL A             012348108    22530  1553803 SH       DEFINED 12 03             0        0  1553803
ALBANY MOLECULAR RESH INC      COM              012423109     1132    20800 SH       DEFINED 26                0        0    20800
ALBEMARLE CORP                 COM              012653101      633    32100 SH       DEFINED 02 23             0        0    32100
ALBERTA ENERGY LTD             COM              012873105    78549  1945230 SH       DEFINED 02 06 07          0        0  1945230
ALBERTA ENERGY LTD             COM              012873105   199671  4943367 SH       DEFINED 15 19 20          0        0  4943367
ALBERTA ENERGY LTD             COM              012873105    76590  1896200 SH       DEFINED 21 22 32          0        0  1896200
ALBERTA ENERGY LTD             COM              012873105     5339   132200 SH       DEFINED 34                0        0   132200
ALBERTA ENERGY LTD             COM              012873105    13063   323398 SH       DEFINED 03           241898        0    81500
ALBERTO CULVER CO              CL B CONV        013068101     8007   262000 SH       DEFINED 28                0        0   262000
ALBERTO CULVER CO              CL B CONV        013068101     4900   160350 SH       DEFINED 03           160350        0        0
ALBERTO CULVER CO              CL A             013068200     9284   353700 SH       DEFINED 02 07 15          0        0   353700
ALBERTO CULVER CO              CL A             013068200   114252  4352490 SH       DEFINED 16 28 34          0        0  4352490
ALBERTO CULVER CO              CL A             013068200     8586   327100 SH       DEFINED 03           327100        0        0
ALBERTSONS INC                 COM              013104104    10386   312381 SH       DEFINED 02 13 15          0        0   312381
ALBERTSONS INC                 COM              013104104       83     2521 SH       DEFINED 34                0        0     2521
ALBERTSONS INC                 COM              013104104    22956   690434 SH       DEFINED 03           687034        0     3400
ALCAN ALUMINIUM LTD NEW        COM              013716105     5597   180270 SH       DEFINED 02 07 15          0        0   180270
ALCAN ALUMINIUM LTD NEW        COM              013716105     5515   177907 SH       DEFINED 37 03        177907        0        0
ALCOA INC                      COM              013817101    36606  1262300 SH       DEFINED 02 04 06          0        0  1262300
ALCOA INC                      COM              013817101   418696 14437804 SH       DEFINED 07 09 10          0        0 14437804
ALCOA INC                      COM              013817101    86849  2994800 SH       DEFINED 11 12 13          0        0  2994800
ALCOA INC                      COM              013817101    98765  3405716 SH       DEFINED 15 16 18          0        0  3405716
ALCOA INC                      COM              013817101    99012  3414216 SH       DEFINED 20 21 22          0        0  3414216
ALCOA INC                      COM              013817101    64141  2211760 SH       DEFINED 23 27 28          0        0  2211760
ALCOA INC                      COM              013817101    14144   487740 SH       DEFINED 30 32 34          0        0   487740
ALCOA INC                      COM              013817101    52340  1804851 SH       DEFINED 37 03       1427559        0   377292
ALCATEL                        SPONSORED ADR    013904305   296698  4467200 SH       DEFINED 02 11 15          0        0  4467200
ALCATEL                        SPONSORED ADR    013904305   208823  3140200 SH       DEFINED 20 21 28          0        0  3140200
ALCATEL                        SPONSORED ADR    013904305    47773   718400 SH       DEFINED 32 34             0        0   718400
ALCATEL                        SPONSORED ADR    013904305       16      250 SH       DEFINED 03              250        0        0
ALEXANDER & BALDWIN INC        COM              014482103    10031   454700 SH       DEFINED 09 13             0        0   454700
ALEXANDER & BALDWIN INC        COM              014482103    17707   802600 SH       DEFINED 03           802600        0        0
ALEXANDRIA REAL ESTATE EQ INC  COM              015271109    25140   732700 SH       DEFINED 09 12 22          0        0   732700
ALEXANDRIA REAL ESTATE EQ INC  COM              015271109    20539   598600 SH       DEFINED 26 28 35          0        0   598600
ALEXANDRIA REAL ESTATE EQ INC  COM              015271109     1142    33300 SH       DEFINED 37                0        0    33300
ALEXANDRIA REAL ESTATE EQ INC  COM              015271109     9209   268400 SH       DEFINED 03           262000        0     6400
ALKERMES INC                   SUB NT CV 144A07 01642TAA6      513   600000 PRN      DEFINED 11                0        0        0
ALKERMES INC                   COM              01642T108    17799   377700 SH       DEFINED 02 05 09          0        0   377700
ALKERMES INC                   COM              01642T108   132972  2821700 SH       DEFINED 11 15 22          0        0  2821700
ALKERMES INC                   COM              01642T108    51243  1087400 SH       DEFINED 26 28 30          0        0  1087400
ALKERMES INC                   COM              01642T108     3336    70800 SH       DEFINED 34                0        0    70800
ALKERMES INC                   COM              01642T108    19561   415100 SH       DEFINED 03           316100        0    99000
ALLEGHANY CORP DEL             COM              017175100       60      356 SH       DEFINED 37              356        0        0
ALLEGHENY ENERGY INC           COM              017361106    77974  2848400 SH       DEFINED 07 09 15          0        0  2848400
ALLEGHENY ENERGY INC           COM              017361106    31445  1148700 SH       DEFINED 22                0        0  1148700
ALLEGHENY ENERGY INC           COM              017361106     5986   218700 SH       DEFINED 03           140100        0    78600
ALLEGHENY TECHNOLOGIES INC     COM              01741R102    29916  1662000 SH       DEFINED 09 12 15          0        0  1662000
ALLEGHENY TECHNOLOGIES INC     COM              01741R102    66436  3690910 SH       DEFINED 22 23 28          0        0  3690910
ALLEGHENY TECHNOLOGIES INC     COM              01741R102     5007   278171 SH       DEFINED 03           110571        0   167600
ALLEGIANCE TELECOM INC         COM              01747T102    28764   449450 SH       DEFINED 05 06 09          0        0   449450
ALLEGIANCE TELECOM INC         COM              01747T102   278773  4355835 SH       DEFINED 10 13 15          0        0  4355835
ALLEGIANCE TELECOM INC         COM              01747T102   170765  2668215 SH       DEFINED 16 20 26          0        0  2668215
ALLEGIANCE TELECOM INC         COM              01747T102    20262   316600 SH       DEFINED 27 28 30          0        0   316600
ALLEGIANCE TELECOM INC         COM              01747T102    26885   420080 SH       DEFINED 32 34             0        0   420080
ALLEGIANCE TELECOM INC         COM              01747T102    23454   366475 SH       DEFINED 37 03        345875        0    20600
ALLEN TELECOM INC              COM              018091108    51256  2897900 SH       DEFINED 20 26 32          0        0  2897900
ALLEN TELECOM INC              COM              018091108     4555   257540 SH       DEFINED 03           257540        0        0
ALLERGAN INC                   COM              018490102    33331   447400 SH       DEFINED 02 06 07          0        0   447400
ALLERGAN INC                   COM              018490102   217972  2925800 SH       DEFINED 09 12 13          0        0  2925800
ALLERGAN INC                   COM              018490102   307495  4127460 SH       DEFINED 15 16 20          0        0  4127460
ALLERGAN INC                   COM              018490102    12136   162900 SH       DEFINED 23 28 30          0        0   162900
ALLERGAN INC                   COM              018490102    14117   189500 SH       DEFINED 32 34             0        0   189500
ALLERGAN INC                   COM              018490102    42452   569828 SH       DEFINED 37 03        506228        0    63600
ALLERGAN SPECIALTY THERAP      CL A             018494104        0       25 SH       DEFINED 37               25        0        0
ALLIANCE ATLANTIS COMMUNICATNS CL B NON-VTG     01853E204    22068  1698100 SH       DEFINED 02 07 21          0        0  1698100
ALLIANCE FST PRODS INC         COM              01859J108     9166   754400 SH       DEFINED 02 15             0        0   754400
ALLIANCE FST PRODS INC         COM              01859J108     4141   336400 SH       DEFINED 03           336400        0        0
ALLIANCE PHARMACEUTICAL CORP   COM              018773101    44712  3974400 SH       DEFINED 15 28             0        0  3974400
ALLIANT TECHSYSTEMS INC        COM              018804104     1675    24840 SH       DEFINED 02 15 19          0        0    24840
ALLIANT TECHSYSTEMS INC        COM              018804104     9144   135600 SH       DEFINED 21 26 34          0        0   135600
ALLIANT TECHSYSTEMS INC        COM              018804104    12658   187700 SH       DEFINED 03           187700        0        0
ALLIED RESH CORP               COM              019483106     3487   465000 SH       DEFINED 07                0        0   465000
ALLIED RISER COMMUNICATIONS CP COM              019496108     2202   155900 SH       DEFINED 10                0        0   155900
ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308    21433  2143300 SH       DEFINED 06 15 22          0        0  2143300
ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308     9102   910200 SH       DEFINED 25 27 34          0        0   910200
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ALLMERICA FINL CORP            COM              019754100    29722   567500 SH       DEFINED 02 04 09          0        0   567500
ALLMERICA FINL CORP            COM              019754100   227461  4342934 SH       DEFINED 13 15 16          0        0  4342934
ALLMERICA FINL CORP            COM              019754100    50158   957680 SH       DEFINED 19 22 23          0        0   957680
ALLMERICA FINL CORP            COM              019754100    75311  1437920 SH       DEFINED 28 30 34          0        0  1437920
ALLMERICA FINL CORP            COM              019754100    27983   534300 SH       DEFINED 37                0        0   534300
ALLMERICA FINL CORP            COM              019754100     9350   178535 SH       DEFINED 03           178535        0        0
ALLSCRIPTS INC                 COM              019886100     1451    63100 SH       DEFINED 02 15 26          0        0    63100
ALLSCRIPTS INC                 COM              019886100       11      500 SH       DEFINED 34                0        0      500
ALLSTATE CORP                  COM              020002101     8228   369800 SH       DEFINED 02 15 34          0        0   369800
ALLSTATE CORP                  COM              020002101    13779   619285 SH       DEFINED 03           619285        0        0
ALLTEL CORP                    COM              020039103    51225   827056 SH       DEFINED 08 09 10          0        0   827056
ALLTEL CORP                    COM              020039103    81305  1312700 SH       DEFINED 11 15 16          0        0  1312700
ALLTEL CORP                    COM              020039103     2266    36600 SH       DEFINED 34                0        0    36600
ALLTEL CORP                    COM              020039103    17611   284332 SH       DEFINED 37 03        278332        0     6000
ALPHA INDS INC                 COM              020753109     2419    54900 SH       DEFINED 26                0        0    54900
ALPHA INDS INC                 COM              020753109      138     3318 SH       DEFINED 37             3318        0        0
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ALPHARMA INC                   SR SB CV 144A 06 020813AC5     1852   960000 PRN      DEFINED 11                0        0        0
ALPHARMA INC                   CL A             020813101    39553   635400 SH       DEFINED 02 12 13          0        0   635400
ALPHARMA INC                   CL A             020813101      286     4600 SH       DEFINED 28                0        0     4600
ALTERA CORP                    COM              021441100    87197   855400 SH       DEFINED 02 05 09          0        0   855400
ALTERA CORP                    COM              021441100   259155  2542300 SH       DEFINED 10 12 13          0        0  2542300
ALTERA CORP                    COM              021441100   758904  7444800 SH       DEFINED 15 16 20          0        0  7444800
ALTERA CORP                    COM              021441100    57434   563430 SH       DEFINED 23 26 28          0        0   563430
ALTERA CORP                    COM              021441100    40484   397150 SH       DEFINED 30 32 34          0        0   397150
ALTERA CORP                    COM              021441100    91476   897386 SH       DEFINED 37 03        561786        0   335600
ALTEON WEBSYSTEMS INC          COM              02145A109    39464   394400 SH       DEFINED 07 09 10          0        0   394400
ALTEON WEBSYSTEMS INC          COM              02145A109   147462  1473700 SH       DEFINED 13 15 16          0        0  1473700
ALTEON WEBSYSTEMS INC          COM              02145A109     3782    37800 SH       DEFINED 28 30             0        0    37800
ALTEON WEBSYSTEMS INC          COM              02145A109     1901    19000 SH       DEFINED 03            12200        0     6800
ALZA CORP DEL                  COM              022615108   134598  2276500 SH       DEFINED 02 09 15          0        0  2276500
ALZA CORP DEL                  COM              022615108     9601   162400 SH       DEFINED 20 28 30          0        0   162400
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ALZA CORP DEL                  COM              022615108     5143    86994 SH       DEFINED 37 03         86994        0        0
AMAZON COM INC                 COM              023135106    10229   281700 SH       DEFINED 02 05 06          0        0   281700
AMAZON COM INC                 COM              023135106    71604  1971900 SH       DEFINED 09 12 13          0        0  1971900
AMAZON COM INC                 COM              023135106    10784   297000 SH       DEFINED 15 28 30          0        0   297000
AMAZON COM INC                 COM              023135106       72     2000 SH       DEFINED 34                0        0     2000
AMAZON COM INC                 COM              023135106        5      150 SH       DEFINED 37              150        0        0
AMBAC FINL GROUP INC           COM              023139108    65051  1186800 SH       DEFINED 02 04 06          0        0  1186800
AMBAC FINL GROUP INC           COM              023139108    38242   697700 SH       DEFINED 07 09 12          0        0   697700
AMBAC FINL GROUP INC           COM              023139108   129585  2364160 SH       DEFINED 15 16 19          0        0  2364160
AMBAC FINL GROUP INC           COM              023139108   141225  2576520 SH       DEFINED 21 22 23          0        0  2576520
AMBAC FINL GROUP INC           COM              023139108    34676   632630 SH       DEFINED 28 29 30          0        0   632630
AMBAC FINL GROUP INC           COM              023139108     3951    72100 SH       DEFINED 34                0        0    72100
AMBAC FINL GROUP INC           COM              023139108    10967   200100 SH       DEFINED 37              100        0   200000
AMBAC FINL GROUP INC           COM              023139108    74158  1352940 SH       DEFINED 03           962440        0   390500
AMBASSADORS INTL INC           COM              023178106      716    45500 SH       DEFINED 07                0        0    45500
AMERADA HESS CORP              COM              023551104    53802   871300 SH       DEFINED 02 07 09          0        0   871300
AMERADA HESS CORP              COM              023551104   132126  2139700 SH       DEFINED 12 13 15          0        0  2139700
AMERADA HESS CORP              COM              023551104    48627   787490 SH       DEFINED 18 19 22          0        0   787490
AMERADA HESS CORP              COM              023551104     8990   145600 SH       DEFINED 23 28 32          0        0   145600
AMERADA HESS CORP              COM              023551104     5897    95500 SH       DEFINED 34                0        0    95500
AMERADA HESS CORP              COM              023551104    38414   622077 SH       DEFINED 37 03        391977        0   230100
AMEREN CORP                    COM              023608102     3623   107335 SH       DEFINED 37 03        107335        0        0
AMERICA ONLINE INC DEL         SUB NT CV ZRO 19 02364JAC8    35766 71000000 PRN      DEFINED 11                0        0        0
AMERICA ONLINE INC DEL         COM              02364J104    61284  1161800 SH       DEFINED 02 04 05          0        0  1161800
AMERICA ONLINE INC DEL         COM              02364J104   950101 18011400 SH       DEFINED 06 10 12          0        0 18011400
AMERICA ONLINE INC DEL         COM              02364J104   979720 18572900 SH       DEFINED 13 15 16          0        0 18572900
AMERICA ONLINE INC DEL         COM              02364J104   125691  2382780 SH       DEFINED 19 23 26          0        0  2382780
AMERICA ONLINE INC DEL         COM              02364J104   254739  4829190 SH       DEFINED 27 28 30          0        0  4829190
AMERICA ONLINE INC DEL         COM              02364J104    25320   480000 SH       DEFINED 32 34             0        0   480000
AMERICA ONLINE INC DEL         COM              02364J104   217677  4126733 SH       DEFINED 37 03       3451673        0   675060
AMERICA WEST HLDG CORP         CL B             023657208    12984   758230 SH       DEFINED 07 15 34          0        0   758230
AMERICA WEST HLDG CORP         CL B             023657208     6017   351400 SH       DEFINED 03           351400        0        0
AMCORE FINL INC                COM              023912108      390    21300 SH       DEFINED 03            21300        0        0
AMERICAN AXLE & MFG HLDGS INC  COM              024061103     2695   190000 SH       DEFINED 28                0        0   190000
AMERICAN BK CONN WATERBURY     COM              024327108      857    43700 SH       DEFINED 07                0        0    43700
AMERICAN EAGLE OUTFITTERS NEW  COM              02553E106     2017   144100 SH       DEFINED 02 15 28          0        0   144100
AMERICAN EAGLE OUTFITTERS NEW  COM              02553E106       15     1100 SH       DEFINED 34                0        0     1100
AMERICAN EAGLE OUTFITTERS NEW  COM              02553E106       35     2500 SH       DEFINED 37             2500        0        0
AMERICAN ELEC PWR INC          COM              025537101    89882  3034000 SH       DEFINED 09 12 22          0        0  3034000
AMERICAN ELEC PWR INC          COM              025537101      115     3900 SH       DEFINED 28                0        0     3900
AMERICAN ELEC PWR INC          COM              025537101    10448   352697 SH       DEFINED 37 03        286697        0    66000
AMERICAN EXPRESS CO            COM              025816109   194509  3731600 SH       DEFINED 02 04 05          0        0  3731600
AMERICAN EXPRESS CO            COM              025816109   579497 11117456 SH       DEFINED 06 07 08          0        0 11117456
AMERICAN EXPRESS CO            COM              025816109   921514 17678936 SH       DEFINED 09 10 11          0        0 17678936
AMERICAN EXPRESS CO            COM              025816109   215935  4142648 SH       DEFINED 12 13 15          0        0  4142648
AMERICAN EXPRESS CO            COM              025816109   834630 16012089 SH       DEFINED 16 18 19          0        0 16012089
AMERICAN EXPRESS CO            COM              025816109   602675 11562116 SH       DEFINED 20 22 23          0        0 11562116
AMERICAN EXPRESS CO            COM              025816109   535946 10281942 SH       DEFINED 26 27 28          0        0 10281942
AMERICAN EXPRESS CO            COM              025816109   129655  2487400 SH       DEFINED 30 32 34          0        0  2487400
AMERICAN EXPRESS CO            COM              025816109   243896  4678997 SH       DEFINED 37 03       3521057        0  1157940
AMERICAN GENERAL CORP          COM              026351106    17238   282600 SH       DEFINED 02 09 10          0        0   282600
AMERICAN GENERAL CORP          COM              026351106   110513  1811700 SH       DEFINED 11 15 18          0        0  1811700
AMERICAN GENERAL CORP          COM              026351106     4854    79590 SH       DEFINED 28 30 34          0        0    79590
AMERICAN GENERAL CORP          COM              026351106    20601   337677 SH       DEFINED 37 03        304277        0    33400
AMERICAN GREETINGS CORP        CL A             026375105      943    49669 SH       DEFINED 03            49669        0        0
AMERICAN HOME PRODS CORP       COM              026609107   118363  2014700 SH       DEFINED 02 04 06          0        0  2014700
AMERICAN HOME PRODS CORP       COM              026609107   664131 11304368 SH       DEFINED 07 08 10          0        0 11304368
AMERICAN HOME PRODS CORP       COM              026609107   248859  4235900 SH       DEFINED 11 13 15          0        0  4235900
AMERICAN HOME PRODS CORP       COM              026609107   435838  7418530 SH       DEFINED 16 19 22          0        0  7418530
AMERICAN HOME PRODS CORP       COM              026609107   166004  2825600 SH       DEFINED 23 27 28          0        0  2825600
AMERICAN HOME PRODS CORP       COM              026609107    13008   221417 SH       DEFINED 30 31 32          0        0   221417
AMERICAN HOME PRODS CORP       COM              026609107    54666   930500 SH       DEFINED 34                0        0   930500
AMERICAN HOME PRODS CORP       COM              026609107   105843  1800983 SH       DEFINED 37 03       1588323        0   212660
AMERICAN HOMESTAR CORP         COM              026651109      891   839200 SH       DEFINED 07                0        0   839200
AMERICAN INTL GROUP INC        COM              026874107   241633  2056452 SH       DEFINED 02 04 05          0        0  2056452
AMERICAN INTL GROUP INC        COM              026874107   614986  5233924 SH       DEFINED 06 07 09          0        0  5233924
AMERICAN INTL GROUP INC        COM              026874107  1900137 16171380 SH       DEFINED 10 11 12          0        0 16171380
AMERICAN INTL GROUP INC        COM              026874107  1471471 12523161 SH       DEFINED 13 15 16          0        0 12523161
AMERICAN INTL GROUP INC        COM              026874107   765226  6512569 SH       DEFINED 18 19 20          0        0  6512569
AMERICAN INTL GROUP INC        COM              026874107   357347  3041252 SH       DEFINED 22 23 26          0        0  3041252
AMERICAN INTL GROUP INC        COM              026874107   586330  4990046 SH       DEFINED 27 28 30          0        0  4990046
AMERICAN INTL GROUP INC        COM              026874107   175545  1494006 SH       DEFINED 32 34             0        0  1494006
AMERICAN INTL GROUP INC        COM              026874107   437525  3722298 SH       DEFINED 37 03       3170168        0   552130
AMERICAN ITALIAN PASTA CO      CL A             027070101     3247   157000 SH       DEFINED 02 07 15          0        0   157000
AMERICAN ITALIAN PASTA CO      CL A             027070101    27022  1306200 SH       DEFINED 22 28 34          0        0  1306200
AMERICAN ITALIAN PASTA CO      CL A             027070101    11214   542100 SH       DEFINED 03           542100        0        0
AMERICAN NATL CAN GROUP INC    COM              027714104    20081  1190000 SH       DEFINED 12                0        0  1190000
AMERICAN NATL CAN GROUP INC    COM              027714104     2460   145800 SH       DEFINED 03           145800        0        0
AMERICAN RETIREMENT CORP       SB DB CV 5.75%02 028913AA9     3425  5000000 PRN      DEFINED 03                0        0        0
AMERICAN PWR CONVERSION CORP   COM              029066107    43485  1065500 SH       DEFINED 02 07 09          0        0  1065500
AMERICAN PWR CONVERSION CORP   COM              029066107    14798   362600 SH       DEFINED 15 20 28          0        0   362600
AMERICAN PWR CONVERSION CORP   COM              029066107     2420    59300 SH       DEFINED 30 32 34          0        0    59300
AMERICAN PWR CONVERSION CORP   COM              029066107     6612   162020 SH       DEFINED 37 03        162020        0        0
AMERICAN RESIDENTIAL INVS      COM              02926T103       93    22700 SH       DEFINED 26                0        0    22700
AMERICAN STD COS INC DEL       COM              029712106    43013  1049100 SH       DEFINED 02 04 06          0        0  1049100
AMERICAN STD COS INC DEL       COM              029712106   119200  2907340 SH       DEFINED 12 15 18          0        0  2907340
AMERICAN STD COS INC DEL       COM              029712106    22677   553100 SH       DEFINED 28 34 36          0        0   553100
AMERICAN STD COS INC DEL       COM              029712106    29734   725235 SH       DEFINED 37 03        138635        0   586600
AMERICAN STS WTR CO            COM              029899101     3638   122300 SH       DEFINED 03           122300        0        0
AMERICAN TOWER CORP            NT CV 144A    09 029912AA0     4092  2215000 PRN      DEFINED 11                0        0        0
AMERICAN TOWER CORP            NT CV144A2.25%09 029912AC6     9194  7100000 PRN      DEFINED 11                0        0        0
AMERICAN TOWER CORP            NT CV 144A  5%10 029912AE2    12210 12000000 PRN      DEFINED 11                0        0        0
AMERICAN TOWER CORP            CL A             029912201    30523   732200 SH       DEFINED 02 07 15          0        0   732200
AMERICAN TOWER CORP            CL A             029912201   464052 11131700 SH       DEFINED 20 21 29          0        0 11131700
AMERICAN TOWER CORP            CL A             029912201   111082  2664650 SH       DEFINED 32 34             0        0  2664650
AMERICAN TOWER CORP            CL A             029912201      946    22700 SH       DEFINED 03            22700        0        0
AMERICAN SUPERCONDUCTOR CORP   COM              030111108      810    16800 SH       DEFINED 02                0        0    16800
AMERICREDIT CORP               COM              03060R101     1037    61000 SH       DEFINED 26                0        0    61000
AMERISOURCE HEALTH CORP        CL A             03071P102     2895    93400 SH       DEFINED 02 15 34          0        0    93400
AMERISOURCE HEALTH CORP        CL A             03071P102     2966    95700 SH       DEFINED 03            95700        0        0
AMERITRADE HLDG CORP           CL A             03072H109      333    28700 SH       DEFINED 02 34             0        0    28700
AMERUS LIFE HLDGS INC          COM              030732101    19185   930200 SH       DEFINED 07 26             0        0   930200
AMERUS LIFE HLDGS INC          COM              030732101     1713    83100 SH       DEFINED 03            83100        0        0
AMES DEPT STORES INC           COM NEW          030789507     5256   678200 SH       DEFINED 02 07 09          0        0   678200
AMES DEPT STORES INC           COM NEW          030789507     8060  1040000 SH       DEFINED 15 22 26          0        0  1040000
AMES DEPT STORES INC           COM NEW          030789507     2825   364600 SH       DEFINED 28 34             0        0   364600
AMES DEPT STORES INC           COM NEW          030789507      164    21200 SH       DEFINED 03             6900        0    14300
AMETEK INC NEW                 COM              031100100    66464  3797970 SH       DEFINED 12 03             0        0  3797970
AMGEN INC                      COM              031162100   132006  1879100 SH       DEFINED 02 05 06          0        0  1879100
AMGEN INC                      COM              031162100   428454  6099000 SH       DEFINED 07 12 13          0        0  6099000
AMGEN INC                      COM              031162100   738082 10506510 SH       DEFINED 15 16 19          0        0 10506510
AMGEN INC                      COM              031162100    33375   475100 SH       DEFINED 20 23 26          0        0   475100
AMGEN INC                      COM              031162100    99143  1411300 SH       DEFINED 27 28 30          0        0  1411300
AMGEN INC                      COM              031162100    89119  1268600 SH       DEFINED 32 34             0        0  1268600
AMGEN INC                      COM              031162100   191199  2722011 SH       DEFINED 37 03       2302591        0   419420
AMKOR TECHNOLOGY INC           COM              031652100     4022   113900 SH       DEFINED 02 15 32          0        0   113900
AMKOR TECHNOLOGY INC           COM              031652100     1412    40000 SH       DEFINED 34                0        0    40000
AMRESCO CAP TR                 COM SH BEN INT   031919103     4865   480500 SH       DEFINED 07 15 33          0        0   480500
AMRESCO CAP TR                 COM SH BEN INT   031919103     2683   265000 SH       DEFINED 35                0        0   265000
AMRESCO CAP TR                 COM SH BEN INT   031919103     3911   386294 SH       DEFINED 03           386294        0        0
AMPEX CORP DEL                 CL A             032092108      102    52800 SH       DEFINED 07 10 22          0        0    52800
AMPEX CORP DEL                 CL A             032092108      332   170400 SH       DEFINED 25 27 36          0        0   170400
AMPEX CORP DEL                 CL A             032092108       36    21600 SH       DEFINED 03            10400        0    11200
AMPHENOL CORP NEW              CL A             032095101    28063   424000 SH       DEFINED 02 20 32          0        0   424000
AMPLICON INC                   COM              032101107     4972   523400 SH       DEFINED 07                0        0   523400
AMSOUTH BANCORPORATION         COM              032165102    13395   850500 SH       DEFINED 12 15             0        0   850500
AMSOUTH BANCORPORATION         COM              032165102     8523   541147 SH       DEFINED 03           301147        0   240000
AMYLIN PHARMACEUTICALS INC     COM              032346108    12087   795900 SH       DEFINED 15                0        0   795900
ANADARKO PETE CORP             COM              032511107   390052  7909800 SH       DEFINED 02 09 10          0        0  7909800
ANADARKO PETE CORP             COM              032511107   154572  3134550 SH       DEFINED 13 15 16          0        0  3134550
ANADARKO PETE CORP             COM              032511107    80530  1633070 SH       DEFINED 22 23 28          0        0  1633070
ANADARKO PETE CORP             COM              032511107     5163   104700 SH       DEFINED 30 34             0        0   104700
ANADARKO PETE CORP             COM              032511107    35823   726394 SH       DEFINED 37 03        544594        0   181800
ANADIGICS INC                  COM              032515108      510    15000 SH       DEFINED 26                0        0    15000
ANALOG DEVICES INC             COM              032654105   100502  1322400 SH       DEFINED 02 05 07          0        0  1322400
ANALOG DEVICES INC             COM              032654105   230548  3033532 SH       DEFINED 09 10 12          0        0  3033532
ANALOG DEVICES INC             COM              032654105  1281443 16861100 SH       DEFINED 13 15 16          0        0 16861100
ANALOG DEVICES INC             COM              032654105   116074  1527290 SH       DEFINED 19 20 23          0        0  1527290
ANALOG DEVICES INC             COM              032654105   285864  3761380 SH       DEFINED 26 27 28          0        0  3761380
ANALOG DEVICES INC             COM              032654105    68836   905740 SH       DEFINED 30 32 34          0        0   905740
ANALOG DEVICES INC             COM              032654105    94741  1246600 SH       DEFINED 03           958140        0   288460
ANAREN MICROWAVE INC           COM              032744104      925     7050 SH       DEFINED 02 15             0        0     7050
ANCOR COMMUNICATIONS INC       COM              03332K108    49875  1394500 SH       DEFINED 10 13             0        0  1394500
ANCOR COMMUNICATIONS INC       COM              03332K108    63348  1771200 SH       DEFINED 03          1771200        0        0
ANDREW CORP                    COM              034425108   107081  3190500 SH       DEFINED 02 09 13          0        0  3190500
ANDREW CORP                    COM              034425108    40285  1200300 SH       DEFINED 20 28 30          0        0  1200300
ANDREW CORP                    COM              034425108     5571   166000 SH       DEFINED 32 34             0        0   166000
ANDREW CORP                    COM              034425108   147646  4399156 SH       DEFINED 03          4399156        0        0
ANDRX CORP                     COM              034551101    29320   458700 SH       DEFINED 02 05 12          0        0   458700
ANDRX CORP                     COM              034551101    14497   226800 SH       DEFINED 15 23 26          0        0   226800
ANDRX CORP                     COM              034551101     6897   107900 SH       DEFINED 28 32 34          0        0   107900
ANDRX CORP                     COM              034551101     6245    97700 SH       DEFINED 03            49300        0    48400
ANESTA CORP                    COM              034603100     3639   146300 SH       DEFINED 03           146300        0        0
ANGIOTECH PHARMACEUTICALS INC  COM              034918102     1790    43200 SH       DEFINED 02                0        0    43200
ANGLOGOLD LTD                  SPONSORED ADR    035128206    11258   547528 SH       DEFINED 15                0        0   547528
ANHEUSER BUSCH COS INC         COM              035229103   137611  1842500 SH       DEFINED 02 04 05          0        0  1842500
ANHEUSER BUSCH COS INC         COM              035229103   146350  1959509 SH       DEFINED 06 07 08          0        0  1959509
ANHEUSER BUSCH COS INC         COM              035229103   290691  3892100 SH       DEFINED 10 11 12          0        0  3892100
ANHEUSER BUSCH COS INC         COM              035229103   310677  4159700 SH       DEFINED 15 16 23          0        0  4159700
ANHEUSER BUSCH COS INC         COM              035229103    40727   545300 SH       DEFINED 26 27 28          0        0   545300
ANHEUSER BUSCH COS INC         COM              035229103    48260   646172 SH       DEFINED 30 31 32          0        0   646172
ANHEUSER BUSCH COS INC         COM              035229103      485     6500 SH       DEFINED 34                0        0     6500
ANHEUSER BUSCH COS INC         COM              035229103   159774  2139138 SH       DEFINED 37 03       1778538        0   360600
ANIXTER INTL INC               COM              035290105     4160   157000 SH       DEFINED 07 26             0        0   157000
ANIXTER INTL INC               COM              035290105     9550   360400 SH       DEFINED 03           360400        0        0
ANNTAYLOR STORES CORP          GTD SD CV 144A19 036115AA1     9821 19660000 PRN      DEFINED 11                0        0        0
ANNTAYLOR STORES CORP          COM              036115103    25943   783200 SH       DEFINED 02 07 09          0        0   783200
ANNTAYLOR STORES CORP          COM              036115103    30511   921100 SH       DEFINED 10 13 15          0        0   921100
ANNTAYLOR STORES CORP          COM              036115103     6976   210600 SH       DEFINED 26 28 30          0        0   210600
ANNTAYLOR STORES CORP          COM              036115103       56     1700 SH       DEFINED 34                0        0     1700
ANNTAYLOR STORES CORP          COM              036115103    38136  1151300 SH       DEFINED 03          1141400        0     9900
ANTEC CORP                     SB NT CV 144A 03 03664PAA3     2892  1625000 PRN      DEFINED 26                0        0        0
ANTEC CORP                     SUB NT CV 4.5%03 03664PAB1     3506  1970000 PRN      DEFINED 11                0        0        0
ANTEC CORP                     COM              03664P105   187164  4503200 SH       DEFINED 09 13 26          0        0  4503200
ANTEC CORP                     COM              03664P105     2793    67200 SH       DEFINED 28 30             0        0    67200
ANTEC CORP                     COM              03664P105     5552   133600 SH       DEFINED 03           133600        0        0
ANTENNA TV SA                  SPONSORED ADR    03672N100     2264   146080 SH       DEFINED 02 21             0        0   146080
ANTHONY & SYLVAN POOLS CORP    COM              036762102      427    55000 SH       DEFINED 07                0        0    55000
ANTIGENICS INC DEL             COM              037032109      196    11800 SH       DEFINED 12 16 28          0        0    11800
AON CORP                       COM              037389103     1354    43600 SH       DEFINED 02 15 34          0        0    43600
AON CORP                       COM              037389103     6139   197646 SH       DEFINED 03           197646        0        0
APACHE CORP                    COM              037411105    29382   499600 SH       DEFINED 02 04 06          0        0   499600
APACHE CORP                    COM              037411105   214301  3643815 SH       DEFINED 09 10 12          0        0  3643815
APACHE CORP                    COM              037411105    73364  1247425 SH       DEFINED 13 15 18          0        0  1247425
APACHE CORP                    COM              037411105   103158  1754030 SH       DEFINED 19 20 21          0        0  1754030
APACHE CORP                    COM              037411105   174416  2965630 SH       DEFINED 22 23 28          0        0  2965630
APACHE CORP                    COM              037411105    39424   670350 SH       DEFINED 30 32 34          0        0   670350
APACHE CORP                    COM              037411105    14606   248319 SH       DEFINED 37 03        111259        0   137060
APACHE CORP                    ACES C DP 1/50   037411600    40921   801400 SH       DEFINED 09 11 22          0        0   801400
APACHE CORP                    ACES C DP 1/50   037411600      781    15300 SH       DEFINED 03             5400        0     9900
APARTMENT INVT & MGMT CO       CL A             03748R101    72763  1682400 SH       DEFINED 09 12 15          0        0  1682400
APARTMENT INVT & MGMT CO       CL A             03748R101    40786   943040 SH       DEFINED 18 26 28          0        0   943040
APARTMENT INVT & MGMT CO       CL A             03748R101    24951   576915 SH       DEFINED 34 35             0        0   576915
APARTMENT INVT & MGMT CO       CL A             03748R101    67093  1551300 SH       DEFINED 03          1482200        0    69100
APEX INC                       COM              037548104      875    20000 SH       DEFINED 02                0        0    20000
APOLLO GROUP INC               CL A             037604105    10204   364100 SH       DEFINED 02 12 20          0        0   364100
APOLLO GROUP INC               CL A             037604105     1979    70700 SH       DEFINED 32                0        0    70700
APPLE COMPUTER INC             COM              037833100    41030   783400 SH       DEFINED 02 07 09          0        0   783400
APPLE COMPUTER INC             COM              037833100   181144  3458600 SH       DEFINED 12 15 16          0        0  3458600
APPLE COMPUTER INC             COM              037833100    46625   890220 SH       DEFINED 20 23 28          0        0   890220
APPLE COMPUTER INC             COM              037833100    26647   508780 SH       DEFINED 30 32 34          0        0   508780
APPLE COMPUTER INC             COM              037833100    30126   575235 SH       DEFINED 37 03        545335        0    29900
APPLEBEES INTL INC             COM              037899101    65378  2156800 SH       DEFINED 02 07 13          0        0  2156800
APPLEBEES INTL INC             COM              037899101     3031   100000 SH       DEFINED 26                0        0   100000
APPLEBEES INTL INC             COM              037899101     1203    39700 SH       DEFINED 03            39700        0        0
APRIA HEALTHCARE GROUP INC     COM              037933108      387    31670 SH       DEFINED 15 34             0        0    31670
APRIA HEALTHCARE GROUP INC     COM              037933108     5268   430100 SH       DEFINED 03           430100        0        0
APPLIED FILMS CORP             COM              038197109     8079   220600 SH       DEFINED 09 28 30          0        0   220600
APPLIED MICRO CIRCUITS CORP    COM              03822W109    87462   885700 SH       DEFINED 02 12 15          0        0   885700
APPLIED MICRO CIRCUITS CORP    COM              03822W109    12146   123000 SH       DEFINED 26 28 34          0        0   123000
APPLIED MICRO CIRCUITS CORP    COM              03822W109     2745    27800 SH       DEFINED 03            12100        0    15700
APPLIED MATLS INC              COM              038222105   207920  2294300 SH       DEFINED 02 05 10          0        0  2294300
APPLIED MATLS INC              COM              038222105   206654  2280329 SH       DEFINED 12 13 15          0        0  2280329
APPLIED MATLS INC              COM              038222105   351624  3879990 SH       DEFINED 16 19 22          0        0  3879990
APPLIED MATLS INC              COM              038222105    12297   135700 SH       DEFINED 23 26 27          0        0   135700
APPLIED MATLS INC              COM              038222105   339204  3742942 SH       DEFINED 28 30 32          0        0  3742942
APPLIED MATLS INC              COM              038222105   121067  1335954 SH       DEFINED 37 03       1129854        0   206100
APPLIED PWR INC                CL A             038225108     1274    38055 SH       DEFINED 03            38055        0        0
APPNET INC                     COM              03831Q101     2052    57000 SH       DEFINED 26                0        0    57000
APROPOS TECHNOLOGY INC         COM              038334108     2796   140700 SH       DEFINED 13 28             0        0   140700
APROPOS TECHNOLOGY INC         COM              038334108     1204    60600 SH       DEFINED 03            60500        0      100
APTARGROUP INC                 COM              038336103     8102   300100 SH       DEFINED 03           300100        0        0
ARACRUZ CELULOSE S A           SPON ADR CL B    038496204    15146   784270 SH       DEFINED 02 19 21          0        0   784270
ARACRUZ CELULOSE S A           SPON ADR CL B    038496204     4768   246900 SH       DEFINED 22 03             0        0   246900
ARCH CHEMICALS INC             COM              03937R102    20877   954380 SH       DEFINED 09 12 15          0        0   954380
ARCH CHEMICALS INC             COM              03937R102     9323   426200 SH       DEFINED 22 28 34          0        0   426200
ARCH CHEMICALS INC             COM              03937R102    18495   845500 SH       DEFINED 03           783550        0    61950
ARCH COAL INC                  COM              039380100      101    13251 SH       DEFINED 03            13251        0        0
ARCH COMMUNICATIONS GROUP INC  COM NEW          039381504     1625   250000 SH       DEFINED 26                0        0   250000
ARCHER DANIELS MIDLAND CO      COM              039483102   106117 10814498 SH       DEFINED 13 15             0        0 10814498
ARCHER DANIELS MIDLAND CO      COM              039483102     4594   468230 SH       DEFINED 03           468230        0        0
ARCHSTONE CMNTYS TR            SH BEN INT       039581103    26606  1263200 SH       DEFINED 09 12 15          0        0  1263200
ARCHSTONE CMNTYS TR            SH BEN INT       039581103     4707   223500 SH       DEFINED 35                0        0   223500
ARCHSTONE CMNTYS TR            SH BEN INT       039581103    13269   630000 SH       DEFINED 03           551700        0    78300
ARCTIC CAT INC                 COM              039670104      332    28000 SH       DEFINED 26                0        0    28000
ARDEN RLTY GROUP INC           COM              039793104    14060   598300 SH       DEFINED 09 12 34          0        0   598300
ARDEN RLTY GROUP INC           COM              039793104     5200   221300 SH       DEFINED 35                0        0   221300
ARDEN RLTY GROUP INC           COM              039793104    14001   595800 SH       DEFINED 03           513400        0    82400
AREA BANCSHARES CORP NEW       COM              039872106      388    17400 SH       DEFINED 26                0        0    17400
ARCHITEL SYS CORP              COM              039917109      940    35800 SH       DEFINED 28                0        0    35800
ARGENTINA FD INC               COM              040112104     2675   261000 SH       DEFINED 19 21             0        0   261000
ARGOSY GAMING CO               COM              040228108     1063    74000 SH       DEFINED 26                0        0    74000
ARIAD PHARMACEUTICALS INC      COM              04033A100    11099   833800 SH       DEFINED 05 26 28          0        0   833800
ARIAD PHARMACEUTICALS INC      COM              04033A100     2867   215400 SH       DEFINED 03           105300        0   110100
ARIBA INC                      COM              04033V104   179710  1832900 SH       DEFINED 02 05 06          0        0  1832900
ARIBA INC                      COM              04033V104   247058  2519800 SH       DEFINED 09 10 13          0        0  2519800
ARIBA INC                      COM              04033V104   493518  5033500 SH       DEFINED 15 16 23          0        0  5033500
ARIBA INC                      COM              04033V104     9693    98870 SH       DEFINED 28 30 34          0        0    98870
ARIBA INC                      COM              04033V104    77133   786700 SH       DEFINED 03           625300        0   161400
ARK RESTAURANTS CORP           COM              040712101     2286   295000 SH       DEFINED 07                0        0   295000
ARKANSAS BEST CORP DEL         COM              040790107     4217   424400 SH       DEFINED 07 26             0        0   424400
ARM HLDGS PLC                  SPONSORED ADR    042068106    30343   923000 SH       DEFINED 13 15 19          0        0   923000
ARM HLDGS PLC                  SPONSORED ADR    042068106     1643    50000 SH       DEFINED 21                0        0    50000
ARM HLDGS PLC                  SPONSORED ADR    042068106     2511    76400 SH       DEFINED 03            76400        0        0
ARMSTRONG HLDGS INC            COM              042384107       10      700 SH       DEFINED 15                0        0      700
ARMSTRONG HLDGS INC            COM              042384107      472    30882 SH       DEFINED 03            30882        0        0
ARNOLD INDS INC                COM              042595108    12500  1036300 SH       DEFINED 07                0        0  1036300
ARQULE INC                     COM              04269E107    14097   727600 SH       DEFINED 02 05 26          0        0   727600
ARQULE INC                     COM              04269E107      873    45100 SH       DEFINED 28                0        0    45100
ARQULE INC                     COM              04269E107     2379   122800 SH       DEFINED 03            58000        0    64800
ARROW ELECTRS INC              COM              042735100    12015   387600 SH       DEFINED 20 26 32          0        0   387600
ARROW ELECTRS INC              COM              042735100       60     1850 SH       DEFINED 37             1850        0        0
ARROW INTL INC                 COM              042764100      448    13400 SH       DEFINED 15                0        0    13400
ART TECHNOLOGY GROUP INC       COM              04289L107    43221   428200 SH       DEFINED 02 10 11          0        0   428200
ART TECHNOLOGY GROUP INC       COM              04289L107   590686  5852000 SH       DEFINED 12 13 15          0        0  5852000
ART TECHNOLOGY GROUP INC       COM              04289L107    83081   823100 SH       DEFINED 20 22 23          0        0   823100
ART TECHNOLOGY GROUP INC       COM              04289L107   113786  1127300 SH       DEFINED 28 32 34          0        0  1127300
ART TECHNOLOGY GROUP INC       COM              04289L107    47309   468700 SH       DEFINED 03           353200        0   115500
ARTISTDIRECT INC               COM              04315D103      484   155000 SH       DEFINED 15                0        0   155000
ARVIN INDS INC                 COM              043339100     5683   327100 SH       DEFINED 03           327100        0        0
ASHLAND INC                    COM              044204105     1945    55492 SH       DEFINED 03            55492        0        0
ASIA PAC FD INC                COM              044901106     5055   521900 SH       DEFINED 19 21             0        0   521900
ASIA TIGERS FD INC             COM              04516T105     5832   648000 SH       DEFINED 19 21 26          0        0   648000
ASIA SATELLITE TELECOMMUNCNT   SPONSORED ADR    04516X106      815    23800 SH       DEFINED 13                0        0    23800
ASIA SATELLITE TELECOMMUNCNT   SPONSORED ADR    04516X106     1209    35300 SH       DEFINED 03            35300        0        0
ASK JEEVES INC                 COM              045174109      664    36800 SH       DEFINED 26                0        0    36800
ASIAINFO HLDGS INC             COM              04518A104     2189    49000 SH       DEFINED 02 19 21          0        0    49000
ASIAINFO HLDGS INC             COM              04518A104       44     1000 SH       DEFINED 03                0        0     1000
ASPECT COMMUNICATIONS CORP     COM              04523Q102   254785  6481020 SH       DEFINED 13 22 28          0        0  6481020
ASPECT COMMUNICATIONS CORP     COM              04523Q102     1375    35000 SH       DEFINED 34                0        0    35000
ASPECT COMMUNICATIONS CORP     COM              04523Q102     5118   130200 SH       DEFINED 03           130200        0        0
ASPEN TECHNOLOGY INC           COM              045327103     1540    40000 SH       DEFINED 26                0        0    40000
ASPEN TECHNOLOGY INC           COM              045327103     4469   116100 SH       DEFINED 03           116100        0        0
ASSET INVS CORP DEL            COM              04541W107     3266   276500 SH       DEFINED 35                0        0   276500
ASSET INVS CORP DEL            COM              04541W107     3133   265300 SH       DEFINED 03           265300        0        0
ASSOCIATED BANC CORP           COM              045487105     1199    55000 SH       DEFINED 15                0        0    55000
ASSOCIATED MATLS INC           COM              045709102     1110    74000 SH       DEFINED 28                0        0    74000
AT HOME CORP                   SB NT CV 144A 06 045919AD9     4227  6000000 PRN      DEFINED 11                0        0        0
AT HOME CORP                   COM SER A        045919107    80726  3890422 SH       DEFINED 10                0        0  3890422
ASSOCIATES FIRST CAP CORP      CL A             046008108    48459  2171860 SH       DEFINED 02 04 05          0        0  2171860
ASSOCIATES FIRST CAP CORP      CL A             046008108   396871 17786972 SH       DEFINED 06 07 09          0        0 17786972
ASSOCIATES FIRST CAP CORP      CL A             046008108   377312 16910374 SH       DEFINED 10 11 12          0        0 16910374
ASSOCIATES FIRST CAP CORP      CL A             046008108   320663 14371452 SH       DEFINED 15 16 19          0        0 14371452
ASSOCIATES FIRST CAP CORP      CL A             046008108   418039 18736528 SH       DEFINED 20 21 22          0        0 18736528
ASSOCIATES FIRST CAP CORP      CL A             046008108    70774  3171950 SH       DEFINED 26 28 29          0        0  3171950
ASSOCIATES FIRST CAP CORP      CL A             046008108    92699  4154604 SH       DEFINED 30 32 34          0        0  4154604
ASSOCIATES FIRST CAP CORP      CL A             046008108    81768  3664711 SH       DEFINED 37 03       2617199        0  1047512
ASTEC INDS INC                 COM              046224101      723    28500 SH       DEFINED 13                0        0    28500
ASTEC INDS INC                 COM              046224101     3681   145100 SH       DEFINED 03           145100        0        0
ASTORIA FINL CORP              COM              046265104     5253   204000 SH       DEFINED 15                0        0   204000
ASTORIA FINL CORP              COM              046265104      901    35000 SH       DEFINED 03            35000        0        0
ASTRONICS CORP                 COM              046433108     3603   389614 SH       DEFINED 07 15             0        0   389614
ASTROPOWER INC                 COM              04644A101     4272   157500 SH       DEFINED 28                0        0   157500
ASYST TECHNOLOGY CORP          COM              04648X107    13648   398500 SH       DEFINED 02 07 09          0        0   398500
ASYST TECHNOLOGY CORP          COM              04648X107    12110   353600 SH       DEFINED 12 15 28          0        0   353600
ASYST TECHNOLOGY CORP          COM              04648X107     4613   134700 SH       DEFINED 30 32 34          0        0   134700
ATLANTIC COAST AIRLINES HLDGS  COM              048396105     8131   256100 SH       DEFINED 15 26             0        0   256100
ATLANTIC COAST AIRLINES HLDGS  COM              048396105    18230   574200 SH       DEFINED 03           574200        0        0
ATLANTIC TELE NETWORK INC      COM NEW          049079205     4633   490920 SH       DEFINED 07                0        0   490920
ATLAS AIR INC                  COM              049164106     1635    45580 SH       DEFINED 15 34             0        0    45580
ATLAS AIR INC                  COM              049164106     9957   277550 SH       DEFINED 03           277550        0        0
ATMEL CORP                     COM              049513104   116392  3156400 SH       DEFINED 02 09 13          0        0  3156400
ATMEL CORP                     COM              049513104    89591  2429600 SH       DEFINED 15 28 30          0        0  2429600
ATMEL CORP                     COM              049513104    11062   300000 SH       DEFINED 32 34 03          0        0   300000
ATMOS ENERGY CORP              COM              049560105      611    34929 SH       DEFINED 15                0        0    34929
ATMOS ENERGY CORP              COM              049560105     3528   201600 SH       DEFINED 03           201600        0        0
ATPLAN INC                     COM              04962Q100     6056   922900 SH       DEFINED 15 28             0        0   922900
ATWOOD OCEANICS INC            COM              050095108    18655   420400 SH       DEFINED 13 15 26          0        0   420400
ATWOOD OCEANICS INC            COM              050095108    27193   612800 SH       DEFINED 03           612800        0        0
AUDIOVOX CORP                  CL A             050757103    26779  1213800 SH       DEFINED 02 23 03          0        0  1213800
AURORA FOODS INC               COM              05164B106     1439   359800 SH       DEFINED 15 28             0        0   359800
AURORA BIOSCIENCES CORP        COM              051920106    23681   347300 SH       DEFINED 09 28 30          0        0   347300
AUTODESK INC                   COM              052769106    26660   768600 SH       DEFINED 09 28 30          0        0   768600
AUTODESK INC                   COM              052769106     1627    46933 SH       DEFINED 03            46933        0        0
AUTOMATIC DATA PROCESSING INC  LYON SUB ZERO 12 053015AC7     5364  3875000 PRN      DEFINED 11                0        0        0
AUTOMATIC DATA PROCESSING INC  COM              053015103   211903  3956200 SH       DEFINED 05 10 13          0        0  3956200
AUTOMATIC DATA PROCESSING INC  COM              053015103   712203 13296680 SH       DEFINED 15 16 20          0        0 13296680
AUTOMATIC DATA PROCESSING INC  COM              053015103   146980  2744100 SH       DEFINED 22 23 26          0        0  2744100
AUTOMATIC DATA PROCESSING INC  COM              053015103   329060  6143480 SH       DEFINED 28 30 32          0        0  6143480
AUTOMATIC DATA PROCESSING INC  COM              053015103    85268  1592468 SH       DEFINED 37 03       1132008        0   460460
AUTONATION INC                 COM              05329W102    18281  2588600 SH       DEFINED 02 06 07          0        0  2588600
AUTONATION INC                 COM              05329W102   120168 17015027 SH       DEFINED 09 10 12          0        0 17015027
AUTONATION INC                 COM              05329W102     9690  1372130 SH       DEFINED 15 19 21          0        0  1372130
AUTONATION INC                 COM              05329W102    14540  2058900 SH       DEFINED 22 27 29          0        0  2058900
AUTONATION INC                 COM              05329W102       96    13600 SH       DEFINED 30 34             0        0    13600
AUTONATION INC                 COM              05329W102    16573  2346650 SH       DEFINED 03          1215150        0  1131500
AUTOZONE INC                   COM              053332102    49240  2238200 SH       DEFINED 02 07 12          0        0  2238200
AUTOZONE INC                   COM              053332102    65793  2990600 SH       DEFINED 13 23 28          0        0  2990600
AUTOZONE INC                   COM              053332102     2442   111026 SH       DEFINED 03           111026        0        0
AVANEX CORP                    COM              05348W109     3820    40000 SH       DEFINED 10 12 28          0        0    40000
AVANEX CORP                    COM              05348W109      484     5070 SH       DEFINED 03             5070        0        0
AVALONBAY CMNTYS INC           COM              053484101    38952   933004 SH       DEFINED 09 12 15          0        0   933004
AVALONBAY CMNTYS INC           COM              053484101    11393   272900 SH       DEFINED 35                0        0   272900
AVALONBAY CMNTYS INC           COM              053484101    29567   708200 SH       DEFINED 03           632700        0    75500
AVANT CORP                     COM              053487104    42667  2277500 SH       DEFINED 07                0        0  2277500
AVERY DENNISON CORP            COM              053611109    34837   519000 SH       DEFINED 02 04 06          0        0   519000
AVERY DENNISON CORP            COM              053611109   102170  1522100 SH       DEFINED 07 09 11          0        0  1522100
AVERY DENNISON CORP            COM              053611109    18758   279460 SH       DEFINED 12 15 19          0        0   279460
AVERY DENNISON CORP            COM              053611109   123290  1836730 SH       DEFINED 20 23 28          0        0  1836730
AVERY DENNISON CORP            COM              053611109    23630   352040 SH       DEFINED 30 32 34          0        0   352040
AVERY DENNISON CORP            COM              053611109    55341   824462 SH       DEFINED 37 03        716802        0   107660
AVIRON                         COM              053762100    21823   706850 SH       DEFINED 09 26 28          0        0   706850
AVIRON                         COM              053762100      891    28880 SH       DEFINED 30                0        0    28880
AVISTA CORP                    COM              05379B107      247    14200 SH       DEFINED 15                0        0    14200
AVIS GROUP HLDGS INC           COM              053790101    23989  1279430 SH       DEFINED 07 15 26          0        0  1279430
AVIS GROUP HLDGS INC           COM              053790101      750    40000 SH       DEFINED 28                0        0    40000
AVIS GROUP HLDGS INC           COM              053790101    13050   696000 SH       DEFINED 03           696000        0        0
AVNET INC                      COM              053807103    22485   379500 SH       DEFINED 15 16             0        0   379500
AVNET INC                      COM              053807103       23      425 SH       DEFINED 37              425        0        0
AVON PRODS INC                 COM              054303102   171458  3853000 SH       DEFINED 02 06 07          0        0  3853000
AVON PRODS INC                 COM              054303102   360236  8095200 SH       DEFINED 09 10 13          0        0  8095200
AVON PRODS INC                 COM              054303102    90784  2040100 SH       DEFINED 15 16 18          0        0  2040100
AVON PRODS INC                 COM              054303102   254565  5720579 SH       DEFINED 19 20 21          0        0  5720579
AVON PRODS INC                 COM              054303102   114652  2576470 SH       DEFINED 22 23 28          0        0  2576470
AVON PRODS INC                 COM              054303102    86361  1940710 SH       DEFINED 29 30 32          0        0  1940710
AVON PRODS INC                 COM              054303102      620    13950 SH       DEFINED 34                0        0    13950
AVON PRODS INC                 COM              054303102    44884  1008696 SH       DEFINED 37 03        774596        0   234100
AWARE INC MASS                 COM              05453N100     5112   100000 SH       DEFINED 28                0        0   100000
AWARE INC MASS                 COM              05453N100     1237    24200 SH       DEFINED 03            24200        0        0
AXA                            SPONSORED ADR    054536107     2378    29900 SH       DEFINED 02 15 34          0        0    29900
AXENT TECHNOLOGIES INC         COM              05459C108    49930  2012300 SH       DEFINED 13                0        0  2012300
AXYS PHARMACEUTICALS INC       COM              054635107      745   125600 SH       DEFINED 03           125600        0        0
AZTAR CORP                     COM              054802103     5028   324400 SH       DEFINED 02 13 20          0        0   324400
AZTAR CORP                     COM              054802103     2366   152700 SH       DEFINED 26 32             0        0   152700
AZTAR CORP                     COM              054802103     1413    91200 SH       DEFINED 03            91200        0        0
AZTEC MFG CO                   COM              054825104     7312   450000 SH       DEFINED 07                0        0   450000
BB&T CORP                      COM              054937107     7535   315642 SH       DEFINED 15                0        0   315642
BB&T CORP                      COM              054937107     6390   267651 SH       DEFINED 03           267651        0        0
AZURIX CORP                    COM              05501M104      269    38500 SH       DEFINED 15                0        0    38500
AZURIX CORP                    COM              05501M104      448    64000 SH       DEFINED 03            64000        0        0
B A S F  A G                   SPONSORED ADR    055262505        2       65 SH       DEFINED 37               65        0        0
BCE INC                        COM              05534B109    10427   439970 SH       DEFINED 02 07 18          0        0   439970
BCE INC                        COM              05534B109    43694  1843000 SH       DEFINED 19 21 22          0        0  1843000
BCE INC                        COM              05534B109     2622   110600 SH       DEFINED 34                0        0   110600
BCE INC                        COM              05534B109     1020    43052 SH       DEFINED 03            33152        0     9900
BHC COMMUNICATIONS INC         CL A             055448104    23620   155400 SH       DEFINED 13                0        0   155400
BHC COMMUNICATIONS INC         CL A             055448104    38312   252056 SH       DEFINED 03           252056        0        0
BISYS GROUP INC                COM              055472104    16771   272700 SH       DEFINED 02 15 20          0        0   272700
BISYS GROUP INC                COM              055472104     3622    58900 SH       DEFINED 32                0        0    58900
BISYS GROUP INC                COM              055472104     8087   131500 SH       DEFINED 03           131500        0        0
BJS WHOLESALE CLUB INC         COM              05548J106    99049  3001500 SH       DEFINED 02 05 07          0        0  3001500
BJS WHOLESALE CLUB INC         COM              05548J106    16849   510600 SH       DEFINED 12 15 19          0        0   510600
BJS WHOLESALE CLUB INC         COM              05548J106     3679   111500 SH       DEFINED 23 32 34          0        0   111500
BJS WHOLESALE CLUB INC         COM              05548J106    26560   804850 SH       DEFINED 03           459650        0   345200
BJ SVCS CO                     COM              055482103    39668   634700 SH       DEFINED 02 05 06          0        0   634700
BJ SVCS CO                     COM              055482103   354718  5675500 SH       DEFINED 09 12 13          0        0  5675500
BJ SVCS CO                     COM              055482103   107548  1720776 SH       DEFINED 15 22 23          0        0  1720776
BJ SVCS CO                     COM              055482103    77986  1247790 SH       DEFINED 26 28 30          0        0  1247790
BJ SVCS CO                     COM              055482103    33506   536100 SH       DEFINED 32 34 37          0        0   536100
BJ SVCS CO                     COM              055482103     3462    55400 SH       DEFINED 03            43700        0    11700
BMC INDS INC MINN              COM              055607105     1752   431500 SH       DEFINED 07                0        0   431500
BOC GROUP PLC                  SPONSORED ADR    055617609      185     6400 SH       DEFINED 15                0        0     6400
BP AMOCO P L C                 SPONSORED ADR    055622104    88969  1572942 SH       DEFINED 02 05 06          0        0  1572942
BP AMOCO P L C                 SPONSORED ADR    055622104   969624 17142526 SH       DEFINED 07 08 09          0        0 17142526
BP AMOCO P L C                 SPONSORED ADR    055622104   400040  7072544 SH       DEFINED 10 12 15          0        0  7072544
BP AMOCO P L C                 SPONSORED ADR    055622104   416057  7355720 SH       DEFINED 16 18 19          0        0  7355720
BP AMOCO P L C                 SPONSORED ADR    055622104  1179211 20847940 SH       DEFINED 20 21 22          0        0 20847940
BP AMOCO P L C                 SPONSORED ADR    055622104   265266  4689789 SH       DEFINED 23 28 30          0        0  4689789
BP AMOCO P L C                 SPONSORED ADR    055622104   218381  3860880 SH       DEFINED 32 34             0        0  3860880
BP AMOCO P L C                 SPONSORED ADR    055622104    39494   698053 SH       DEFINED 37 03        340577        0   357476
BRE PROPERTIES INC             CL A             05564E106    18015   623900 SH       DEFINED 09 12 15          0        0   623900
BRE PROPERTIES INC             CL A             05564E106    18748   649300 SH       DEFINED 26 28 34          0        0   649300
BRE PROPERTIES INC             CL A             05564E106    10041   347750 SH       DEFINED 03           260250        0    87500
BMC SOFTWARE INC               COM              055921100   109340  2996925 SH       DEFINED 07 10 15          0        0  2996925
BMC SOFTWARE INC               COM              055921100     7218   197866 SH       DEFINED 37 03        186766        0    11100
BTU INTL INC                   COM              056032105     7239   603300 SH       DEFINED 07                0        0   603300
BAIRNCO CORP                   COM              057097107     6644   900900 SH       DEFINED 07                0        0   900900
BAKER HUGHES INC               COM              057224107    26400   825030 SH       DEFINED 02 04 05          0        0   825030
BAKER HUGHES INC               COM              057224107   194652  6082900 SH       DEFINED 06 07 09          0        0  6082900
BAKER HUGHES INC               COM              057224107   223491  6984100 SH       DEFINED 10 12 13          0        0  6984100
BAKER HUGHES INC               COM              057224107   143151  4473476 SH       DEFINED 15 16 20          0        0  4473476
BAKER HUGHES INC               COM              057224107   302580  9455650 SH       DEFINED 22 23 28          0        0  9455650
BAKER HUGHES INC               COM              057224107    19700   615650 SH       DEFINED 30 32 34          0        0   615650
BAKER HUGHES INC               COM              057224107    25827   807061 SH       DEFINED 37 03        584261        0   222800
BAKER J INC                    SUB NT CONV 7%02 057232AA8    10640 13300000 PRN      DEFINED 09                0        0        0
BAKER J INC                    SUB NT CONV 7%02 057232AA8      208   260000 PRN      DEFINED 03                0        0        0
BAKER J INC                    COM              057232100     7406  1274200 SH       DEFINED 12 26 28          0        0  1274200
BAKER J INC                    COM              057232100      689   118600 SH       DEFINED 03           118600        0        0
BALDOR ELEC CO                 COM              057741100     2859   153530 SH       DEFINED 03           153530        0        0
BALDWIN TECHNOLOGY INC         CL A             058264102      290   136700 SH       DEFINED 07                0        0   136700
BALL CORP                      COM              058498106    10493   326004 SH       DEFINED 04 06 07          0        0   326004
BALL CORP                      COM              058498106    67098  2084609 SH       DEFINED 09 15 18          0        0  2084609
BALL CORP                      COM              058498106    19346   601069 SH       DEFINED 21 22 26          0        0   601069
BALL CORP                      COM              058498106     9640   299501 SH       DEFINED 29 30 34          0        0   299501
BALL CORP                      COM              058498106     2013    62549 SH       DEFINED 03            40749        0    21800
BALLARD PWR SYS INC            COM              05858H104     1566    17320 SH       DEFINED 02 15 34          0        0    17320
BALLY TOTAL FITNESS HLDG CORP  COM              05873K108     4108   161900 SH       DEFINED 26                0        0   161900
BALTIMORE TECHNOLOGIES PLC     SPONSORED ADR    059284109     2457   156000 SH       DEFINED 19 21             0        0   156000
BANCFIRST CORP                 COM              05945F103      189     6000 SH       DEFINED 26                0        0     6000
BANCO GANADERO S A             SP ADR PREF C    059594507      354    90000 SH       DEFINED 02 19 21          0        0    90000
BANCO SANTANDER CENT HISPANO   ADR              05964H105    38738  3733800 SH       DEFINED 19 21             0        0  3733800
BANGOR HYDRO ELEC CO           COM              060077104    13638   581900 SH       DEFINED 07 28             0        0   581900
BANGOR HYDRO ELEC CO           COM              060077104      321    13700 SH       DEFINED 03            13700        0        0
BANK OF AMERICA CORPORATION    COM              060505104    75845  1763854 SH       DEFINED 02 04 07          0        0  1763854
BANK OF AMERICA CORPORATION    COM              060505104   930613 21642171 SH       DEFINED 09 10 11          0        0 21642171
BANK OF AMERICA CORPORATION    COM              060505104   106944  2487091 SH       DEFINED 12 15 16          0        0  2487091
BANK OF AMERICA CORPORATION    COM              060505104   162092  3769590 SH       DEFINED 18 22 27          0        0  3769590
BANK OF AMERICA CORPORATION    COM              060505104    68735  1598500 SH       DEFINED 28 30 32          0        0  1598500
BANK OF AMERICA CORPORATION    COM              060505104    14663   341004 SH       DEFINED 34                0        0   341004
BANK OF AMERICA CORPORATION    COM              060505104   142199  3306302 SH       DEFINED 37 03       2991614        0   314688
BANK MONTREAL QUE              COM              063671101     5799   137450 SH       DEFINED 02 07 19          0        0   137450
BANK MONTREAL QUE              COM              063671101     8975   212600 SH       DEFINED 21                0        0   212600
BANK MONTREAL QUE              COM              063671101      792    18770 SH       DEFINED 03            18770        0        0
BANK OF THE OZARKS INC         COM              063904106     3971   246300 SH       DEFINED 07 28             0        0   246300
BANK NEW YORK INC              COM              064057102    82353  1771040 SH       DEFINED 02 04 05          0        0  1771040
BANK NEW YORK INC              COM              064057102   597435 12848084 SH       DEFINED 06 07 09          0        0 12848084
BANK NEW YORK INC              COM              064057102   333609  7174388 SH       DEFINED 10 11 15          0        0  7174388
BANK NEW YORK INC              COM              064057102   607274 13059658 SH       DEFINED 16 18 19          0        0 13059658
BANK NEW YORK INC              COM              064057102   371321  7985400 SH       DEFINED 20 22 23          0        0  7985400
BANK NEW YORK INC              COM              064057102    79068  1700390 SH       DEFINED 27 28 30          0        0  1700390
BANK NEW YORK INC              COM              064057102    30906   664660 SH       DEFINED 32 34             0        0   664660
BANK NEW YORK INC              COM              064057102   228829  4919754 SH       DEFINED 37 03       4105528        0   814226
BANK ONE CORP                  COM              06423A103   137985  5194757 SH       DEFINED 02 07 09          0        0  5194757
BANK ONE CORP                  COM              06423A103   200363  7543100 SH       DEFINED 11 12 13          0        0  7543100
BANK ONE CORP                  COM              06423A103    64184  2416345 SH       DEFINED 15 16 18          0        0  2416345
BANK ONE CORP                  COM              06423A103   362903 13662268 SH       DEFINED 19 20 22          0        0 13662268
BANK ONE CORP                  COM              06423A103   171514  6457000 SH       DEFINED 28 30 32          0        0  6457000
BANK ONE CORP                  COM              06423A103     3675   138382 SH       DEFINED 34                0        0   138382
BANK ONE CORP                  COM              06423A103    58590  2205561 SH       DEFINED 37 03       1939543        0   266018
BANK TOKYO-MITSUBISHI LTD      SPONSORED ADR    065379109    24699  2037100 SH       DEFINED 19 21 28          0        0  2037100
BANK TOKYO-MITSUBISHI LTD      SPONSORED ADR    065379109      539    44500 SH       DEFINED 30                0        0    44500
BANK UTD CORP                  CL A             065412108     2026    57600 SH       DEFINED 26 34             0        0    57600
BANKNORTH GROUP INC NEW        COM              06646R107     5620   367075 SH       DEFINED 02 15 34          0        0   367075
BANKNORTH GROUP INC NEW        COM              06646R107    10176   664600 SH       DEFINED 03           656600        0     8000
BANKUNITED FINL CORP           CL A             06652B103       78    10800 SH       DEFINED 26                0        0    10800
BANTA CORP                     COM              066821109    28752  1518300 SH       DEFINED 12 26             0        0  1518300
BANTA CORP                     COM              066821109     5067   267600 SH       DEFINED 03            52200        0   215400
BANYAN STRATEGIC RLTY TR       SH BEN INT       06683M102     3823   665000 SH       DEFINED 07                0        0   665000
BANYAN STRATEGIC RLTY TR       SH BEN INT       06683M102      408    71000 SH       DEFINED 03            71000        0        0
BARBEQUES GALORE LTD           SPONSORED ADR    067091108     4573   508200 SH       DEFINED 12 26 28          0        0   508200
BARD C R INC                   COM              067383109     8870   184330 SH       DEFINED 12 13 15          0        0   184330
BARD C R INC                   COM              067383109   222881  4631300 SH       DEFINED 16 34             0        0  4631300
BARD C R INC                   COM              067383109     5372   111637 SH       DEFINED 37 03        111637        0        0
BARNES & NOBLE INC             COM              067774109        2      100 SH       DEFINED 37              100        0        0
BARRICK GOLD CORP              COM              067901108    67708  3747540 SH       DEFINED 02 06 07          0        0  3747540
BARRICK GOLD CORP              COM              067901108    54421  3012000 SH       DEFINED 13 15 19          0        0  3012000
BARRICK GOLD CORP              COM              067901108   195983 10846860 SH       DEFINED 20 21 22          0        0 10846860
BARRICK GOLD CORP              COM              067901108    63615  3520860 SH       DEFINED 28 32 34          0        0  3520860
BARRICK GOLD CORP              COM              067901108     7897   435019 SH       DEFINED 37 03        374019        0    61000
BARNETT INC                    COM              068062108     4766   465000 SH       DEFINED 07                0        0   465000
BARR LABS INC                  COM              068306109     2312    51600 SH       DEFINED 02 13             0        0    51600
BARR LABS INC                  COM              068306109     2137    47700 SH       DEFINED 03            47700        0        0
BARRA INC                      COM              068313105      361     7300 SH       DEFINED 02                0        0     7300
BARRETT RES CORP               COM PAR $0.01    068480201     1080    35500 SH       DEFINED 03            35500        0        0
BASIN EXPL INC                 COM              070107107     3006   168200 SH       DEFINED 03           168200        0        0
BASSETT FURNITURE INDS INC     COM              070203104     2958   234300 SH       DEFINED 28                0        0   234300
BAUSCH & LOMB INC              COM              071707103    28155   363880 SH       DEFINED 02 12 15          0        0   363880
BAUSCH & LOMB INC              COM              071707103     6538    84500 SH       DEFINED 23 34             0        0    84500
BAUSCH & LOMB INC              COM              071707103     5998    77583 SH       DEFINED 37 03         77583        0        0
BAXTER INTL INC                COM              071813109    83818  1192080 SH       DEFINED 02 06 07          0        0  1192080
BAXTER INTL INC                COM              071813109   250446  3561900 SH       DEFINED 10 11 13          0        0  3561900
BAXTER INTL INC                COM              071813109   288488  4102950 SH       DEFINED 15 16 19          0        0  4102950
BAXTER INTL INC                COM              071813109     6574    93500 SH       DEFINED 21 23 28          0        0    93500
BAXTER INTL INC                COM              071813109    29200   415300 SH       DEFINED 29 30 34          0        0   415300
BAXTER INTL INC                COM              071813109    44090   626979 SH       DEFINED 37 03        596579        0    30400
BE AEROSPACE INC               COM              073302101     1726   251100 SH       DEFINED 15 26             0        0   251100
BE AEROSPACE INC               COM              073302101      671    97600 SH       DEFINED 03            97600        0        0
BE FREE INC                    COM              073308108     9859  1095500 SH       DEFINED 02 15 34          0        0  1095500
BE FREE INC                    COM              073308108     1094   121600 SH       DEFINED 03           121600        0        0
BE INC                         COM              073309106      700   140000 SH       DEFINED 13                0        0   140000
BEA SYS INC                    SB NT CV144A4%06 073325AC6    30906 19600000 PRN      DEFINED 11                0        0        0
BEA SYS INC                    COM              073325102    69207  1399900 SH       DEFINED 02 04 05          0        0  1399900
BEA SYS INC                    COM              073325102   339339  6864000 SH       DEFINED 06 09 10          0        0  6864000
BEA SYS INC                    COM              073325102  1229951 24878922 SH       DEFINED 11 12 13          0        0 24878922
BEA SYS INC                    COM              073325102   704001 14240224 SH       DEFINED 15 16 19          0        0 14240224
BEA SYS INC                    COM              073325102    81243  1643350 SH       DEFINED 20 21 22          0        0  1643350
BEA SYS INC                    COM              073325102    23932   484100 SH       DEFINED 23 26 27          0        0   484100
BEA SYS INC                    COM              073325102   146498  2963308 SH       DEFINED 28 30 32          0        0  2963308
BEA SYS INC                    COM              073325102    34932   706600 SH       DEFINED 34                0        0   706600
BEA SYS INC                    COM              073325102    97234  1966814 SH       DEFINED 03          1543548        0   423266
BEAR STEARNS COS INC           COM              073902108    23747   570517 SH       DEFINED 02 12 15          0        0   570517
BEAR STEARNS COS INC           COM              073902108     2477    59525 SH       DEFINED 32 34             0        0    59525
BEAR STEARNS COS INC           COM              073902108     9076   218042 SH       DEFINED 37 03        214842        0     3200
BEAZER HOMES USA INC           COM              07556Q105    21715  1189900 SH       DEFINED 07 12 28          0        0  1189900
BECKMAN COULTER INC            COM              075811109    13519   231600 SH       DEFINED 02 15 23          0        0   231600
BECKMAN COULTER INC            COM              075811109      928    15900 SH       DEFINED 28 34             0        0    15900
BECKMAN COULTER INC            COM              075811109    10935   187339 SH       DEFINED 37 03        176639        0    10700
BECTON DICKINSON & CO          COM              075887109    42293  1474268 SH       DEFINED 02 08 09          0        0  1474268
BECTON DICKINSON & CO          COM              075887109    91205  3179260 SH       DEFINED 15 16 22          0        0  3179260
BECTON DICKINSON & CO          COM              075887109     2438    85000 SH       DEFINED 28 34             0        0    85000
BECTON DICKINSON & CO          COM              075887109     8235   287061 SH       DEFINED 03           231361        0    55700
BED BATH & BEYOND INC          COM              075896100     5208   143690 SH       DEFINED 02 06 07          0        0   143690
BED BATH & BEYOND INC          COM              075896100    72771  2007500 SH       DEFINED 10 11 13          0        0  2007500
BED BATH & BEYOND INC          COM              075896100   135605  3740840 SH       DEFINED 15 19 20          0        0  3740840
BED BATH & BEYOND INC          COM              075896100     8783   242300 SH       DEFINED 23 28 30          0        0   242300
BED BATH & BEYOND INC          COM              075896100    31149   859300 SH       DEFINED 32 34             0        0   859300
BED BATH & BEYOND INC          COM              075896100     6166   170108 SH       DEFINED 37 03        170108        0        0
BEDFORD PPTY INVS INC          COM PAR $0.02    076446301      978    52700 SH       DEFINED 09                0        0    52700
BEDFORD PPTY INVS INC          COM PAR $0.02    076446301     2468   133000 SH       DEFINED 03           133000        0        0
BEL FUSE INC                   CL A             077347201     2295    85000 SH       DEFINED 07                0        0    85000
BEL FUSE INC                   CL B             077347300     3691   138000 SH       DEFINED 07                0        0   138000
BELDEN INC                     COM              077459105    12522   488700 SH       DEFINED 13 26 28          0        0   488700
BELDEN INC                     COM              077459105    11118   433900 SH       DEFINED 03           433900        0        0
BELL ATLANTIC CORP             COM              077853109    70623  1389615 SH       DEFINED 37 03       1293037        0    96578
BELL CDA INTL INC              COM              077914109       72     2500 SH       DEFINED 21                0        0     2500
BELLSOUTH CORP                 COM              079860102   110573  2594100 SH       DEFINED 02 04 05          0        0  2594100
BELLSOUTH CORP                 COM              079860102   729347 17110801 SH       DEFINED 06 07 09          0        0 17110801
BELLSOUTH CORP                 COM              079860102   801938 18813800 SH       DEFINED 10 11 12          0        0 18813800
BELLSOUTH CORP                 COM              079860102   625295 14669700 SH       DEFINED 15 16 18          0        0 14669700
BELLSOUTH CORP                 COM              079860102   383361  8993819 SH       DEFINED 19 20 22          0        0  8993819
BELLSOUTH CORP                 COM              079860102    46712  1095900 SH       DEFINED 23 27 28          0        0  1095900
BELLSOUTH CORP                 COM              079860102   143224  3360100 SH       DEFINED 30 32 34          0        0  3360100
BELLSOUTH CORP                 COM              079860102   231004  5418202 SH       DEFINED 37 03       4674302        0   743900
BELLWETHER EXPL CO             COM NEW          079895207     1344   161700 SH       DEFINED 02 26             0        0   161700
BELO A H CORP DEL              COM SER A        080555105       45     2600 SH       DEFINED 15                0        0     2600
BEMIS INC                      COM              081437105    47250  1405220 SH       DEFINED 09 12 15          0        0  1405220
BEMIS INC                      COM              081437105     1210    36000 SH       DEFINED 28 30 34          0        0    36000
BEMIS INC                      COM              081437105    12014   357308 SH       DEFINED 03            46508        0   310800
BENETTON GROUP SPA             ADR NEW          081795403        1       38 SH       DEFINED 37               38        0        0
BENIHANA INC                   COM              082047101     4863   347400 SH       DEFINED 07                0        0   347400
BENIHANA INC                   CL A             082047200     3568   266800 SH       DEFINED 07                0        0   266800
BERGSTROM CAP CORP             COM              084093103       51      200 SH       DEFINED 37              200        0        0
BERKSHIRE HATHAWAY INC DEL     CL A             084670108    48958      910 SH       DEFINED 02 10 15          0        0      910
BERKSHIRE HATHAWAY INC DEL     CL A             084670108   492431     9153 SH       DEFINED 20 32 34          0        0     9153
BERKSHIRE HATHAWAY INC DEL     CL B             084670207     8268     4698 SH       DEFINED 02 08 15          0        0     4698
BERKSHIRE HATHAWAY INC DEL     CL B             084670207     3386     1924 SH       DEFINED 34                0        0     1924
BERKSHIRE HATHAWAY INC DEL     CL B             084670207      353      202 SH       DEFINED 37              202        0        0
BERRY PETE CO                  CL A             085789105      508    29900 SH       DEFINED 02 07             0        0    29900
BEST BUY INC                   COM              086516101    23133   365750 SH       DEFINED 02 04 05          0        0   365750
BEST BUY INC                   COM              086516101    41188   651200 SH       DEFINED 06 07 09          0        0   651200
BEST BUY INC                   COM              086516101   209502  3312300 SH       DEFINED 10 12 13          0        0  3312300
BEST BUY INC                   COM              086516101   323485  5114400 SH       DEFINED 15 16 20          0        0  5114400
BEST BUY INC                   COM              086516101   180060  2846800 SH       DEFINED 22 23 26          0        0  2846800
BEST BUY INC                   COM              086516101    92371  1460420 SH       DEFINED 27 28 30          0        0  1460420
BEST BUY INC                   COM              086516101    40113   634200 SH       DEFINED 32 34             0        0   634200
BEST BUY INC                   COM              086516101    57771   913389 SH       DEFINED 03           626189        0   287200
BESTFOODS                      COM              08658U101     6809    98330 SH       DEFINED 02 06 09          0        0    98330
BESTFOODS                      COM              08658U101    80870  1167800 SH       DEFINED 10 12 15          0        0  1167800
BESTFOODS                      COM              08658U101   185811  2683200 SH       DEFINED 16 18 28          0        0  2683200
BESTFOODS                      COM              08658U101    12205   176250 SH       DEFINED 30 34             0        0   176250
BESTFOODS                      COM              08658U101    23513   339545 SH       DEFINED 37 03        312945        0    26600
BETHLEHEM STL CORP             COM              087509105    19964  5603960 SH       DEFINED 11 15 34          0        0  5603960
BETHLEHEM STL CORP             COM              087509105      359   100922 SH       DEFINED 03           100922        0        0
BIG BUCK BREWERY & STEAKHOUSE  COM              089072102      881   522500 SH       DEFINED 12                0        0   522500
BIG DOG HLDGS INC              COM              089128102     4399  1066600 SH       DEFINED 28                0        0  1066600
BINDLEY WESTN INDS INC         COM              090324104     9338   353233 SH       DEFINED 15 28             0        0   353233
BINDLEY WESTN INDS INC         COM              090324104     3643   137832 SH       DEFINED 03           137832        0        0
BIOCHEM PHARMA INC             COM              09058T108    46043  1883100 SH       DEFINED 02 15 34          0        0  1883100
BIOGEN INC                     COM              090597105    15789   244800 SH       DEFINED 02 11 12          0        0   244800
BIOGEN INC                     COM              090597105   153022  2372440 SH       DEFINED 13 15 28          0        0  2372440
BIOGEN INC                     COM              090597105     7791   120800 SH       DEFINED 34                0        0   120800
BIOGEN INC                     COM              090597105    14729   228351 SH       DEFINED 37 03        228351        0        0
BIOMET INC                     COM              090613100    91333  2376150 SH       DEFINED 02 05 07          0        0  2376150
BIOMET INC                     COM              090613100    27660   719610 SH       DEFINED 12 15 16          0        0   719610
BIOMET INC                     COM              090613100     3417    88900 SH       DEFINED 19 21 28          0        0    88900
BIOMET INC                     COM              090613100     9105   236900 SH       DEFINED 29 34             0        0   236900
BIOMET INC                     COM              090613100    20847   542371 SH       DEFINED 37 03        478471        0    63900
BIOTRANSPLANT INC              COM              09066Y107     4832   502100 SH       DEFINED 15                0        0   502100
BIOVAIL CORP                   COM              09067J109    48190   863700 SH       DEFINED 02 15 19          0        0   863700
BIOVAIL CORP                   COM              09067J109     2266    40600 SH       DEFINED 21 34             0        0    40600
BIOSITE DIAGNOSTICS INC        COM              090945106      698    14500 SH       DEFINED 26                0        0    14500
BIOMIRA INC                    COM              09161R106      683    75000 SH       DEFINED 11 28             0        0    75000
BLACK & DECKER CORP            COM              091797100    28462   724000 SH       DEFINED 02 04 06          0        0   724000
BLACK & DECKER CORP            COM              091797100   185794  4726100 SH       DEFINED 07 09 10          0        0  4726100
BLACK & DECKER CORP            COM              091797100    43327  1102120 SH       DEFINED 12 15 19          0        0  1102120
BLACK & DECKER CORP            COM              091797100    59739  1519600 SH       DEFINED 21 22 23          0        0  1519600
BLACK & DECKER CORP            COM              091797100     1188    30230 SH       DEFINED 28 30 34          0        0    30230
BLACK & DECKER CORP            COM              091797100    30028   763834 SH       DEFINED 03           364474        0   399360
BLACK BOX CORP DEL             COM              091826107   178485  2254400 SH       DEFINED 07 13 20          0        0  2254400
BLACK BOX CORP DEL             COM              091826107    26055   329100 SH       DEFINED 26 28 32          0        0   329100
BLACK BOX CORP DEL             COM              091826107    25129   317400 SH       DEFINED 03           299600        0    17800
BLACK HILLS CORP               COM              092113109     9750   432150 SH       DEFINED 02 07 13          0        0   432150
BLACK HILLS CORP               COM              092113109     5063   224400 SH       DEFINED 26 28             0        0   224400
BLACK HILLS CORP               COM              092113109    14833   657455 SH       DEFINED 03           657455        0        0
BLACKROCK INVT QUALITY MUN TR  COM              09247D105       14     1200 SH       DEFINED 37             1200        0        0
BLACKROCK INC                  CL A             09247X101     5753   198400 SH       DEFINED 15 26             0        0   198400
BLACKROCK INC                  CL A             09247X101     6841   235900 SH       DEFINED 03           235900        0        0
BLACKROCK NORTH AMERN GV INCM  COM              092475102     4533   465000 SH       DEFINED 19 21             0        0   465000
BLAIR CORP                     COM              092828102    14635   791100 SH       DEFINED 07                0        0   791100
BLANCH E W HLDGS INC           COM              093210102    12695   625000 SH       DEFINED 07                0        0   625000
BLANCH E W HLDGS INC           COM              093210102     6396   314900 SH       DEFINED 03           314900        0        0
BLOCK H & R INC                COM              093671105   133656  4128400 SH       DEFINED 02 07 09          0        0  4128400
BLOCK H & R INC                COM              093671105    82504  2548400 SH       DEFINED 10 12 15          0        0  2548400
BLOCK H & R INC                COM              093671105    38289  1182695 SH       DEFINED 21 22 29          0        0  1182695
BLOCK H & R INC                COM              093671105      679    21000 SH       DEFINED 34                0        0    21000
BLOCK H & R INC                COM              093671105    14342   443003 SH       DEFINED 03           112303        0   330700
BLUEFLY INC                    COM              096227103       24    11400 SH       DEFINED 03            11400        0        0
BLYTH INC                      COM              09643P108     8968   304000 SH       DEFINED 07 32             0        0   304000
BOEING CO                      COM              097023105    77568  1855150 SH       DEFINED 02 04 05          0        0  1855150
BOEING CO                      COM              097023105   375317  8976200 SH       DEFINED 06 07 09          0        0  8976200
BOEING CO                      COM              097023105   364734  8723100 SH       DEFINED 10 11 12          0        0  8723100
BOEING CO                      COM              097023105   272596  6519490 SH       DEFINED 13 15 16          0        0  6519490
BOEING CO                      COM              097023105    21647   517730 SH       DEFINED 18 19 20          0        0   517730
BOEING CO                      COM              097023105   215999  5165900 SH       DEFINED 22 23 26          0        0  5165900
BOEING CO                      COM              097023105   327143  7824070 SH       DEFINED 27 28 30          0        0  7824070
BOEING CO                      COM              097023105    15846   378993 SH       DEFINED 31 32 34          0        0   378993
BOEING CO                      COM              097023105   134703  3221757 SH       DEFINED 37 03       2607007        0   614750
BOISE CASCADE CORP             COM              097383103     4252   164347 SH       DEFINED 12 15 28          0        0   164347
BOISE CASCADE CORP             COM              097383103     3457   133613 SH       DEFINED 03           133613        0        0
BOLDER TECHNOLOGIES CORP       COM              097519102     2881   377900 SH       DEFINED 07 26             0        0   377900
BOLDER TECHNOLOGIES CORP       COM              097519102      986   129400 SH       DEFINED 03           129400        0        0
BOMBAY CO INC                  COM              097924104     6839  2328200 SH       DEFINED 20 32             0        0  2328200
BOMBAY CO INC                  COM              097924104     1413   481100 SH       DEFINED 03           465400        0    15700
BOOKHAM TECHNOLOGY PLC         SPONSORED ADR    09856Q108     8893   150100 SH       DEFINED 02 04 11          0        0   150100
BOOKHAM TECHNOLOGY PLC         SPONSORED ADR    09856Q108    84745  1430300 SH       DEFINED 13 15 22          0        0  1430300
BOOKHAM TECHNOLOGY PLC         SPONSORED ADR    09856Q108    28712   484600 SH       DEFINED 28 34             0        0   484600
BORDERS GROUP INC              COM              099709107     9026   580000 SH       DEFINED 28                0        0   580000
BOSTON PROPERTIES INC          COM              101121101    37180   962600 SH       DEFINED 09 35             0        0   962600
BOSTON PROPERTIES INC          COM              101121101    16693   432200 SH       DEFINED 03           432200        0        0
BOSTON SCIENTIFIC CORP         COM              101137107   182631  8325100 SH       DEFINED 10 15 20          0        0  8325100
BOSTON SCIENTIFIC CORP         COM              101137107     2913   132800 SH       DEFINED 32                0        0   132800
BOSTON SCIENTIFIC CORP         COM              101137107     7035   320702 SH       DEFINED 37 03        320702        0        0
BOWATER INC                    COM              102183100    72325  1639100 SH       DEFINED 02 04 09          0        0  1639100
BOWATER INC                    COM              102183100    83353  1889037 SH       DEFINED 12 15 18          0        0  1889037
BOWATER INC                    COM              102183100    36782   833600 SH       DEFINED 20 22 32          0        0   833600
BOWATER INC                    COM              102183100      966    21900 SH       DEFINED 34                0        0    21900
BOWATER INC                    COM              102183100    24033   544660 SH       DEFINED 37 03        439560        0   105100
BOYDS COLLECTION LTD           COM              103354106    18558  2183300 SH       DEFINED 20 32             0        0  2183300
BRADLEY REAL ESTATE INC        COM              104580105     6701   314419 SH       DEFINED 09 35             0        0   314419
BRADLEY REAL ESTATE INC        COM              104580105    12501   586600 SH       DEFINED 03           586600        0        0
BRASCAN CORP                   CL A LTD VT SH   10549P606   115708  9845169 SH       DEFINED 02 09 22          0        0  9845169
BRASCAN CORP                   CL A LTD VT SH   10549P606     2119   121800 SH       DEFINED 03                0        0   121800
BRASS EAGLE INC                COM              10553F106       14     2900 SH       DEFINED 28                0        0     2900
BRASS EAGLE INC                COM              10553F106      594   118900 SH       DEFINED 03           118900        0        0
BRAUN CONSULTING INC           COM              105651103     1801    85300 SH       DEFINED 26                0        0    85300
BRAUNS FASHIONS CORP           COM              105658108    12649   344800 SH       DEFINED 02 07 21          0        0   344800
BRAUNS FASHIONS CORP           COM              105658108     3910   106600 SH       DEFINED 26                0        0   106600
BRAUNS FASHIONS CORP           COM              105658108     4149   113100 SH       DEFINED 03           113100        0        0
BRAZIL FD INC                  COM              105759104     6392   373300 SH       DEFINED 19 21             0        0   373300
BREAKAWAY SOLUTIONS INC        COM              106372105     1463    54200 SH       DEFINED 26                0        0    54200
BRIGGS & STRATTON CORP         COM              109043109      623    18178 SH       DEFINED 37 03         18178        0        0
BRIGHT HORIZON FAMILY SOLUTION COM              109195107     5251   245700 SH       DEFINED 26                0        0   245700
BRINKER INTL INC               COM              109641100     7841   268100 SH       DEFINED 02 13 15          0        0   268100
BRINKER INTL INC               COM              109641100   143318  4899770 SH       DEFINED 22 23 28          0        0  4899770
BRINKER INTL INC               COM              109641100      579    19800 SH       DEFINED 32 34             0        0    19800
BRINKER INTL INC               COM              109641100     9811   335450 SH       DEFINED 03           335450        0        0
BRISTOL MYERS SQUIBB CO        COM              110122108   382164  6560772 SH       DEFINED 02 04 05          0        0  6560772
BRISTOL MYERS SQUIBB CO        COM              110122108   815721 14003806 SH       DEFINED 06 07 08          0        0 14003806
BRISTOL MYERS SQUIBB CO        COM              110122108  1306653 22431828 SH       DEFINED 09 10 11          0        0 22431828
BRISTOL MYERS SQUIBB CO        COM              110122108   420687  7222100 SH       DEFINED 12 13 15          0        0  7222100
BRISTOL MYERS SQUIBB CO        COM              110122108  1251095 21478040 SH       DEFINED 16 18 19          0        0 21478040
BRISTOL MYERS SQUIBB CO        COM              110122108   579710  9952112 SH       DEFINED 21 22 23          0        0  9952112
BRISTOL MYERS SQUIBB CO        COM              110122108   675357 11594128 SH       DEFINED 26 27 28          0        0 11594128
BRISTOL MYERS SQUIBB CO        COM              110122108    67414  1157332 SH       DEFINED 29 30 32          0        0  1157332
BRISTOL MYERS SQUIBB CO        COM              110122108    64546  1108100 SH       DEFINED 34                0        0  1108100
BRISTOL MYERS SQUIBB CO        COM              110122108   441278  7576147 SH       DEFINED 37 03       5903627        0  1672520
BRITISH AMERN TOB PLC          SPONSORED ADR    110448107     1769   131700 SH       DEFINED 15                0        0   131700
BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST   111021408      462     3500 SH       DEFINED 19                0        0     3500
BROADBASE SOFTWARE             COM              11130R100    72532  2368400 SH       DEFINED 13 28             0        0  2368400
BROADBASE SOFTWARE             COM              11130R100     1620    52900 SH       DEFINED 03            52900        0        0
BROADCOM CORP                  CL A             111320107   185264   846200 SH       DEFINED 02 07 10          0        0   846200
BROADCOM CORP                  CL A             111320107   286151  1307000 SH       DEFINED 12 13 16          0        0  1307000
BROADCOM CORP                  CL A             111320107   177118   808990 SH       DEFINED 19 20 22          0        0   808990
BROADCOM CORP                  CL A             111320107   115577   527900 SH       DEFINED 23 27 28          0        0   527900
BROADCOM CORP                  CL A             111320107    48910   223400 SH       DEFINED 30 32 34          0        0   223400
BROADCOM CORP                  CL A             111320107   140990   643978 SH       DEFINED 37 03        601778        0    42200
BROADVISION INC                COM              111412102    38663   760900 SH       DEFINED 02 09 10          0        0   760900
BROADVISION INC                COM              111412102   436516  8590731 SH       DEFINED 13 15 16          0        0  8590731
BROADVISION INC                COM              111412102   116944  2301500 SH       DEFINED 20 22 23          0        0  2301500
BROADVISION INC                COM              111412102   146670  2886500 SH       DEFINED 26 28 30          0        0  2886500
BROADVISION INC                COM              111412102    23180   456200 SH       DEFINED 32 34             0        0   456200
BROADVISION INC                COM              111412102    86161  1695682 SH       DEFINED 03          1265882        0   429800
BROADWING INC                  PFD CV DEP1/20   111620407     9059   198300 SH       DEFINED 11 27             0        0   198300
BROADWING INC                  PFD CV DEP1/20   111620407     3632    79500 SH       DEFINED 03            60300        0    19200
BROCADE COMMUNICATIONS SYS INC COM              111621108    52091   283900 SH       DEFINED 02 04 05          0        0   283900
BROCADE COMMUNICATIONS SYS INC COM              111621108   645626  3518700 SH       DEFINED 09 10 11          0        0  3518700
BROCADE COMMUNICATIONS SYS INC COM              111621108   913752  4980000 SH       DEFINED 12 13 15          0        0  4980000
BROCADE COMMUNICATIONS SYS INC COM              111621108   626619  3415110 SH       DEFINED 16 19 20          0        0  3415110
BROCADE COMMUNICATIONS SYS INC COM              111621108   152339   830260 SH       DEFINED 22 23 26          0        0   830260
BROCADE COMMUNICATIONS SYS INC COM              111621108   196348  1070110 SH       DEFINED 28 30 32          0        0  1070110
BROCADE COMMUNICATIONS SYS INC COM              111621108    40880   222800 SH       DEFINED 34                0        0   222800
BROCADE COMMUNICATIONS SYS INC COM              111621108   153862   838557 SH       DEFINED 03           686797        0   151760
BROOKFIELD PPTYS CORP          COM              112900105     9087   684700 SH       DEFINED 09                0        0   684700
BROOKSTONE INC                 COM              114537103     7143   744600 SH       DEFINED 07                0        0   744600
BROOKTROUT INC                 COM              114580103     2726   125000 SH       DEFINED 15                0        0   125000
BROWN & BROWN INC              COM              115236101      774    14900 SH       DEFINED 02 06 09          0        0    14900
BROWN & BROWN INC              COM              115236101     9755   187600 SH       DEFINED 13 15 26          0        0   187600
BROWN & BROWN INC              COM              115236101      187     3600 SH       DEFINED 28 30             0        0     3600
BROWN & BROWN INC              COM              115236101    18487   355525 SH       DEFINED 03           355025        0      500
BROWN FORMAN CORP              CL B             115637209    28697   533900 SH       DEFINED 07 09 13          0        0   533900
BROWN FORMAN CORP              CL B             115637209     8610   160200 SH       DEFINED 15 22             0        0   160200
BROWN FORMAN CORP              CL B             115637209     6371   118532 SH       DEFINED 03           110832        0     7700
BROWN TOM INC                  COM NEW          115660201     1503    65200 SH       DEFINED 12 15             0        0    65200
BROWN SHOE INC NEW             COM              115736100     1716   132000 SH       DEFINED 07 13 26          0        0   132000
BROWN SHOE INC NEW             COM              115736100     6208   477580 SH       DEFINED 03           477580        0        0
BRUNSWICK CORP                 COM              117043109      501    30300 SH       DEFINED 32                0        0    30300
BRUNSWICK CORP                 COM              117043109     1169    70628 SH       DEFINED 03            70628        0        0
BUCKEYE TECHNOLOGIES INC       COM              118255108     1419    64700 SH       DEFINED 02 15 26          0        0    64700
BUCKLE INC                     COM              118440106     3480   296200 SH       DEFINED 07                0        0   296200
BUFFETS INC                    COM              119882108      522    41200 SH       DEFINED 13                0        0    41200
BUFFETS INC                    COM              119882108      773    61000 SH       DEFINED 03            61000        0        0
BURLINGTON NORTHN SANTA FE CP  COM              12189T104   119109  5192800 SH       DEFINED 02 06 07          0        0  5192800
BURLINGTON NORTHN SANTA FE CP  COM              12189T104   183830  8014400 SH       DEFINED 09 11 12          0        0  8014400
BURLINGTON NORTHN SANTA FE CP  COM              12189T104   160716  7006730 SH       DEFINED 15 16 18          0        0  7006730
BURLINGTON NORTHN SANTA FE CP  COM              12189T104   132558  5779100 SH       DEFINED 19 22 28          0        0  5779100
BURLINGTON NORTHN SANTA FE CP  COM              12189T104       98     4300 SH       DEFINED 34                0        0     4300
BURLINGTON NORTHN SANTA FE CP  COM              12189T104    37765  1646182 SH       DEFINED 37 03       1222882        0   423300
BURLINGTON RES INC             COM              122014103    45096  1179000 SH       DEFINED 02 04 05          0        0  1179000
BURLINGTON RES INC             COM              122014103   259055  6772700 SH       DEFINED 06 07 09          0        0  6772700
BURLINGTON RES INC             COM              122014103   220925  5775825 SH       DEFINED 10 11 12          0        0  5775825
BURLINGTON RES INC             COM              122014103    75852  1983067 SH       DEFINED 15 16 19          0        0  1983067
BURLINGTON RES INC             COM              122014103    78825  2060800 SH       DEFINED 22 26 27          0        0  2060800
BURLINGTON RES INC             COM              122014103    45938  1201000 SH       DEFINED 28 30 34          0        0  1201000
BURLINGTON RES INC             COM              122014103    44863  1172799 SH       DEFINED 37 03        819099        0   353700
BURR BROWN CORP                SB NT CV 144A 07 122574AD8    25331 15000000 PRN      DEFINED 11                0        0        0
BURR BROWN CORP                COM              122574106    37726   435200 SH       DEFINED 15 26 32          0        0   435200
BUSH INDS INC                  CL A             123164105    13456   841000 SH       DEFINED 07                0        0   841000
BUSINESS OBJECTS S A           SPONSORED ADR    12328X107    12046   136700 SH       DEFINED 02 09 21          0        0   136700
BUSINESS OBJECTS S A           SPONSORED ADR    12328X107     2538    28800 SH       DEFINED 28 30             0        0    28800
BUTLER MFG CO DEL              COM              123655102     1042    61350 SH       DEFINED 13                0        0    61350
BUTLER MFG CO DEL              COM              123655102     1548    91100 SH       DEFINED 03            91100        0        0
C&D TECHNOLOGIES INC           COM              124661109    52262   925000 SH       DEFINED 07                0        0   925000
C&D TECHNOLOGIES INC           COM              124661109     8243   145900 SH       DEFINED 03           145900        0        0
CBL & ASSOC PPTYS INC          COM              124830100    71708  2875521 SH       DEFINED 09 16 35          0        0  2875521
CBL & ASSOC PPTYS INC          COM              124830100     7750   310800 SH       DEFINED 03           310800        0        0
CCB FINL CORP                  COM              124875105       16      412 SH       DEFINED 37              412        0        0
C COR NET CORP                 COM              125010108     2816   104300 SH       DEFINED 03           104300        0        0
C D I CORP                     COM              125071100      707    34700 SH       DEFINED 28                0        0    34700
CDW COMPUTER CTRS INC          COM              125129106    62606  1001700 SH       DEFINED 02 09 15          0        0  1001700
CDW COMPUTER CTRS INC          COM              125129106    85360  1365760 SH       DEFINED 16 19 20          0        0  1365760
CDW COMPUTER CTRS INC          COM              125129106   226158  3618540 SH       DEFINED 22 23 28          0        0  3618540
CDW COMPUTER CTRS INC          COM              125129106     5781    92500 SH       DEFINED 30 32             0        0    92500
CDW COMPUTER CTRS INC          COM              125129106     7950   127200 SH       DEFINED 03            84500        0    42700
CEC ENTMT INC                  COM              125137109     4292   167500 SH       DEFINED 02 13 15          0        0   167500
CEC ENTMT INC                  COM              125137109    65245  2546150 SH       DEFINED 20 26 32          0        0  2546150
CEC ENTMT INC                  COM              125137109       34     1350 SH       DEFINED 34                0        0     1350
CEC ENTMT INC                  COM              125137109    21768   849500 SH       DEFINED 03           840100        0     9400
C H ROBINSON WORLDWIDE INC     COM              12541W100   111043  2243300 SH       DEFINED 02 20 32          0        0  2243300
C H ROBINSON WORLDWIDE INC     COM              12541W100      787    15900 SH       DEFINED 03            15900        0        0
CIGNA CORP                     COM              125509109    84393   902600 SH       DEFINED 02 04 06          0        0   902600
CIGNA CORP                     COM              125509109    59788   639450 SH       DEFINED 07 09 11          0        0   639450
CIGNA CORP                     COM              125509109   454381  4859700 SH       DEFINED 12 13 15          0        0  4859700
CIGNA CORP                     COM              125509109   222579  2380530 SH       DEFINED 16 19 20          0        0  2380530
CIGNA CORP                     COM              125509109   220533  2358650 SH       DEFINED 21 23 28          0        0  2358650
CIGNA CORP                     COM              125509109    38524   412032 SH       DEFINED 29 30 32          0        0   412032
CIGNA CORP                     COM              125509109    17063   182500 SH       DEFINED 34                0        0   182500
CIGNA CORP                     COM              125509109   136122  1455530 SH       DEFINED 37 03       1169630        0   285900
CMGI INC                       COM              125750109    24954   544700 SH       DEFINED 05 06 11          0        0   544700
CMGI INC                       COM              125750109   116500  2542980 SH       DEFINED 12 13 28          0        0  2542980
CMGI INC                       COM              125750109    77048  1681823 SH       DEFINED 37 03       1679423        0     2400
CMP GROUP INC                  COM              125887109     4528   154500 SH       DEFINED 03           154500        0        0
CMS ENERGY CORP                COM              125896100        0        3 SH       DEFINED 15                0        0        3
CMS ENERGY CORP                COM              125896100     1972    89137 SH       DEFINED 03            89137        0        0
CNF TRANSN INC                 COM              12612W104    86750  3813200 SH       DEFINED 10 12 15          0        0  3813200
CNF TRANSN INC                 COM              12612W104    15951   701180 SH       DEFINED 18 28             0        0   701180
CNF TRANSN INC                 COM              12612W104    15055   661800 SH       DEFINED 03            65500        0   596300
CNET NETWORKS INC              COM              12613R104    19013   774100 SH       DEFINED 02 05 09          0        0   774100
CNET NETWORKS INC              COM              12613R104    43910  1787700 SH       DEFINED 13 26 28          0        0  1787700
CNET NETWORKS INC              COM              12613R104     2792   113700 SH       DEFINED 30 34             0        0   113700
CNET NETWORKS INC              COM              12613R104     2903   118200 SH       DEFINED 03            71000        0    47200
CPAC INC                       COM              126145101     4366   582200 SH       DEFINED 07                0        0   582200
C P CLARE CORP                 COM              12615K107      438    60000 SH       DEFINED 12                0        0    60000
CSX CORP                       COM              126408103    42586  2010000 SH       DEFINED 06 07 09          0        0  2010000
CSX CORP                       COM              126408103    28492  1344780 SH       DEFINED 12 15 22          0        0  1344780
CSX CORP                       COM              126408103       22     1050 SH       DEFINED 34                0        0     1050
CSX CORP                       COM              126408103     8121   383339 SH       DEFINED 03           231139        0   152200
CTC COMMUNICATIONS GROUP INC   COM              126419100     1983    55100 SH       DEFINED 26                0        0    55100
CTS CORP                       COM              126501105     9616   213700 SH       DEFINED 26 28 03          0        0   213700
CVS CORP                       COM              126650100   414175 10354376 SH       DEFINED 10 12 13          0        0 10354376
CVS CORP                       COM              126650100   588832 14720808 SH       DEFINED 15 16 20          0        0 14720808
CVS CORP                       COM              126650100   129012  3225302 SH       DEFINED 28 32             0        0  3225302
CVS CORP                       COM              126650100    12511   312966 SH       DEFINED 37 03        312966        0        0
CV THERAPEUTICS INC            COM              126667104    31557   455300 SH       DEFINED 02 09 13          0        0   455300
CV THERAPEUTICS INC            COM              126667104    53788   776025 SH       DEFINED 15 26 28          0        0   776025
CV THERAPEUTICS INC            COM              126667104     2689    38805 SH       DEFINED 30 34             0        0    38805
CABLE & WIRELESS PUB LTD CO    SPONSORED ADR    126830207   210492  4204600 SH       DEFINED 20 21 32          0        0  4204600
CABLEVISION SYS CORP           CL A             12686C109    18658   274890 SH       DEFINED 02 05 11          0        0   274890
CABLEVISION SYS CORP           CL A             12686C109    58867   867300 SH       DEFINED 13 15 26          0        0   867300
CABLEVISION SYS CORP           CL A             12686C109     8209   120950 SH       DEFINED 28 34             0        0   120950
CABLEVISION SYS CORP           CL A             12686C109     6251    92100 SH       DEFINED 37 03         50500        0    41600
CABLETRON SYS INC              COM              126920107    29928  1185300 SH       DEFINED 06 07 12          0        0  1185300
CABLETRON SYS INC              COM              126920107      121     4800 SH       DEFINED 28                0        0     4800
CABLETRON SYS INC              COM              126920107     5175   204974 SH       DEFINED 03           166574        0    38400
CABLE DESIGN TECHNOLOGIES CORP COM              126924109    32940   983300 SH       DEFINED 07 12 26          0        0   983300
CABLE DESIGN TECHNOLOGIES CORP COM              126924109    82920  2475250 SH       DEFINED 28 32             0        0  2475250
CABLE DESIGN TECHNOLOGIES CORP COM              126924109    16657   497250 SH       DEFINED 03           497250        0        0
CACHEFLOW INC                  COM              126946102     7233   117500 SH       DEFINED 15                0        0   117500
CACHEFLOW INC                  COM              126946102     4001    65000 SH       DEFINED 03            63900        0     1100
CABOT CORP                     COM              127055101    16248   596290 SH       DEFINED 08 12 15          0        0   596290
CABOT CORP                     COM              127055101       13      500 SH       DEFINED 34                0        0      500
CABOT CORP                     COM              127055101       10      375 SH       DEFINED 37              375        0        0
CABOT CORP                     COM              127055101     3697   135700 SH       DEFINED 03                0        0   135700
CABOT MICROELECTRONICS CORP    COM              12709P103     2090    45700 SH       DEFINED 26                0        0    45700
CABOT OIL & GAS CORP           CL A             127097103    41095  1939600 SH       DEFINED 05 06 11          0        0  1939600
CABOT OIL & GAS CORP           CL A             127097103     6856   323600 SH       DEFINED 12 15 28          0        0   323600
CABOT OIL & GAS CORP           CL A             127097103        2      100 SH       DEFINED 34                0        0      100
CABOT OIL & GAS CORP           CL A             127097103     4688   221300 SH       DEFINED 03           221300        0        0
CACI INTL INC                  CL A             127190304     5561   285200 SH       DEFINED 09 28 30          0        0   285200
CADENCE DESIGN SYSTEM INC      COM              127387108    18645   915100 SH       DEFINED 02 06 07          0        0   915100
CADENCE DESIGN SYSTEM INC      COM              127387108   233713 11470600 SH       DEFINED 09 13 15          0        0 11470600
CADENCE DESIGN SYSTEM INC      COM              127387108    37580  1844420 SH       DEFINED 16 28 30          0        0  1844420
CADENCE DESIGN SYSTEM INC      COM              127387108     6112   300000 SH       DEFINED 34                0        0   300000
CADENCE DESIGN SYSTEM INC      COM              127387108    50220  2464790 SH       DEFINED 37 03       2425790        0    39000
CAGLES INC                     CL A             127703106     1651   220200 SH       DEFINED 07                0        0   220200
CAL DIVE INTL INC              COM              127914109    15741   290500 SH       DEFINED 02 09 13          0        0   290500
CAL DIVE INTL INC              COM              127914109     3110    57400 SH       DEFINED 28 30             0        0    57400
CAL DIVE INTL INC              COM              127914109    12083   223000 SH       DEFINED 03           223000        0        0
CALDERA SYS INC                COM              128780103     1913   146500 SH       DEFINED 13 26             0        0   146500
CALDERA SYS INC                COM              128780103     1004    76900 SH       DEFINED 03            76900        0        0
CALGON CARBON CORP             COM              129603106      945   122000 SH       DEFINED 15                0        0   122000
CALIFORNIA AMPLIFIER INC       COM              129900106    16373   357900 SH       DEFINED 02 09 15          0        0   357900
CALIFORNIA AMPLIFIER INC       COM              129900106     3985    87120 SH       DEFINED 26 28 30          0        0    87120
CALIFORNIA AMPLIFIER INC       COM              129900106     7022   153500 SH       DEFINED 03            27700        0   125800
CALIFORNIA FED BK FSB LOS ANGL CONT LITIG REC   130209604       36    24640 SH       DEFINED 26                0        0    24640
CALIFORNIA FED BK FSB LOS ANGL 2ND CONT LITIG   130209703       25    38540 SH       DEFINED 26                0        0    38540
CALLAWAY GOLF CO               COM              131193104    60780  3726000 SH       DEFINED 02 12 13          0        0  3726000
CALLAWAY GOLF CO               COM              131193104    52319  3207300 SH       DEFINED 15 18 20          0        0  3207300
CALLAWAY GOLF CO               COM              131193104    26648  1633600 SH       DEFINED 26 28 32          0        0  1633600
CALLAWAY GOLF CO               COM              131193104       50     3100 SH       DEFINED 34                0        0     3100
CALLAWAY GOLF CO               COM              131193104     4396   269500 SH       DEFINED 03           149600        0   119900
CALPINE CORP                   COM              131347106    46176   702300 SH       DEFINED 02 04 05          0        0   702300
CALPINE CORP                   COM              131347106   156233  2376182 SH       DEFINED 06 07 09          0        0  2376182
CALPINE CORP                   COM              131347106    94956  1444200 SH       DEFINED 12 13 15          0        0  1444200
CALPINE CORP                   COM              131347106   284405  4325560 SH       DEFINED 16 19 20          0        0  4325560
CALPINE CORP                   COM              131347106   104292  1586200 SH       DEFINED 21 22 23          0        0  1586200
CALPINE CORP                   COM              131347106   123400  1876820 SH       DEFINED 26 28 29          0        0  1876820
CALPINE CORP                   COM              131347106    17614   267900 SH       DEFINED 30 32 34          0        0   267900
CALPINE CORP                   COM              131347106   160208  2436624 SH       DEFINED 37 03       1985024        0   451600
CAMBREX CORP                   COM              132011107      409     9100 SH       DEFINED 15                0        0     9100
CAMBREX CORP                   COM              132011107     6606   146800 SH       DEFINED 03           146800        0        0
CAMBRIDGE TECH PARTNERS MASS   COM              132524109     8794  1008700 SH       DEFINED 02 07 15          0        0  1008700
CAMBRIDGE TECH PARTNERS MASS   COM              132524109     3207   367900 SH       DEFINED 26 34             0        0   367900
CAMBRIDGE TECH PARTNERS MASS   COM              132524109      376    43200 SH       DEFINED 03            43200        0        0
CAMDEN PPTY TR                 SH BEN INT       133131102     1266    43100 SH       DEFINED 26                0        0    43100
CAMDEN PPTY TR                 SH BEN INT       133131102      687    23400 SH       DEFINED 03            23400        0        0
CAMINUS CORP                   COM              133766105     1710    69800 SH       DEFINED 26                0        0    69800
CAMPBELL SOUP CO               COM              134429109     9592   329344 SH       DEFINED 03           329344        0        0
CANADIAN PAC LTD NEW           COM              135923100    19277   743650 SH       DEFINED 02 07 15          0        0   743650
CANADIAN PAC LTD NEW           COM              135923100    53259  2053400 SH       DEFINED 19 20 21          0        0  2053400
CANADIAN PAC LTD NEW           COM              135923100     6847   264000 SH       DEFINED 23 32 34          0        0   264000
CANADIAN PAC LTD NEW           COM              135923100     1277    49260 SH       DEFINED 03            49260        0        0
CDN IMPERIAL BK OF COMMERCE    COM              136069101     7715   281170 SH       DEFINED 02 07 15          0        0   281170
CDN IMPERIAL BK OF COMMERCE    COM              136069101     5700   207600 SH       DEFINED 19 21 34          0        0   207600
CDN IMPERIAL BK OF COMMERCE    COM              136069101      525    19150 SH       DEFINED 03            19150        0        0
CANADIAN NATL RY CO            COM              136375102    57437  1974190 SH       DEFINED 02 07 15          0        0  1974190
CANADIAN NATL RY CO            COM              136375102    56706  1947880 SH       DEFINED 19 21 22          0        0  1947880
CANADIAN NATL RY CO            COM              136375102    34258  1176800 SH       DEFINED 28 34             0        0  1176800
CANADIAN NATL RY CO            COM              136375102      195     6700 SH       DEFINED 03             6700        0        0
CANADIAN OCCIDENTAL PETE LTD   COM              136420106     8222   303340 SH       DEFINED 02 07 15          0        0   303340
CANADIAN OCCIDENTAL PETE LTD   COM              136420106    87386  3222300 SH       DEFINED 19 20 21          0        0  3222300
CANADIAN OCCIDENTAL PETE LTD   COM              136420106    21131   779200 SH       DEFINED 22 32 34          0        0   779200
CANADIAN OCCIDENTAL PETE LTD   COM              136420106      850    31360 SH       DEFINED 03             6660        0    24700
CANANDAIGUA BRANDS INC         CL A             137219200    66774  1323900 SH       DEFINED 02 12 15          0        0  1323900
CANANDAIGUA BRANDS INC         CL A             137219200    40824   809400 SH       DEFINED 26 28 34          0        0   809400
CANANDAIGUA BRANDS INC         CL A             137219200     6935   137500 SH       DEFINED 03           110500        0    27000
CANNON EXPRESS INC             COM              137694105      237   111600 SH       DEFINED 07                0        0   111600
CANON INC                      ADR              138006309     9324   185100 SH       DEFINED 19 21             0        0   185100
CANON INC                      ADR              138006309        6      120 SH       DEFINED 37              120        0        0
CAPITAL AUTOMOTIVE REIT        COM SH BEN INT   139733109      565    40000 SH       DEFINED 26                0        0    40000
CAPITAL ONE FINL CORP          COM              14040H105    22174   496900 SH       DEFINED 02 10 15          0        0   496900
CAPITAL ONE FINL CORP          COM              14040H105     2454    55000 SH       DEFINED 34                0        0    55000
CAPITAL ONE FINL CORP          COM              14040H105     6773   151794 SH       DEFINED 03           151794        0        0
CAPITAL TRUST INC MD           COM              14052H100     2543   635782 SH       DEFINED 16                0        0   635782
CAPSTEAD MTG CORP              COM NEW          14067E407     2661   317800 SH       DEFINED 35                0        0   317800
CAPSTEAD MTG CORP              COM NEW          14067E407     4138   494150 SH       DEFINED 03           494150        0        0
CARBO CERAMICS INC             COM              140781105    33561   955500 SH       DEFINED 02 07 15          0        0   955500
CARBO CERAMICS INC             COM              140781105     4675   133100 SH       DEFINED 03           133100        0        0
CARAUSTAR INDS INC             COM              140909102       56     3729 SH       DEFINED 15                0        0     3729
CAPSTAR HOTEL CO               SUB NT CV4.75%04 140918AC7     1323  1741000 PRN      DEFINED 33                0        0        0
CAPSTAR HOTEL CO               SUB NT CV4.75%04 140918AC7      982  1293000 PRN      DEFINED 03                0        0        0
CARDINAL HEALTH INC            COM              14149Y108    41942   566791 SH       DEFINED 02 04 05          0        0   566791
CARDINAL HEALTH INC            COM              14149Y108   258414  3492082 SH       DEFINED 06 07 09          0        0  3492082
CARDINAL HEALTH INC            COM              14149Y108   738954  9985874 SH       DEFINED 10 13 15          0        0  9985874
CARDINAL HEALTH INC            COM              14149Y108  1039430 14046360 SH       DEFINED 16 19 20          0        0 14046360
CARDINAL HEALTH INC            COM              14149Y108   273999  3702700 SH       DEFINED 21 22 23          0        0  3702700
CARDINAL HEALTH INC            COM              14149Y108   189455  2560210 SH       DEFINED 28 29 32          0        0  2560210
CARDINAL HEALTH INC            COM              14149Y108    23258   314306 SH       DEFINED 34                0        0   314306
CARDINAL HEALTH INC            COM              14149Y108    92814  1254369 SH       DEFINED 37 03        976405        0   277964
CAREER EDUCATION CORP          COM              141665109     1261    26000 SH       DEFINED 02 26             0        0    26000
CAREINSITE INC                 COM              14170M106      548    30700 SH       DEFINED 15                0        0    30700
CAREINSITE INC                 COM              14170M106       44     2500 SH       DEFINED 03             2500        0        0
CAREMARK RX INC                COM              141705103    41264  6057200 SH       DEFINED 02 12 13          0        0  6057200
CAREMARK RX INC                COM              141705103    35162  5161440 SH       DEFINED 15 26 28          0        0  5161440
CAREMARK RX INC                COM              141705103     2183   320500 SH       DEFINED 34                0        0   320500
CAREMARK RX INC                COM              141705103     8436  1238395 SH       DEFINED 37 03       1238395        0        0
CAREY INTERNATIONAL INC        COM              141750109       68     5000 SH       DEFINED 07                0        0     5000
CARLISLE COS INC               COM              142339100      121     2700 SH       DEFINED 15                0        0     2700
CARLTON COMMUNICATIONS PLC     ADR              142872209     5879    90450 SH       DEFINED 03            58250        0    32200
CARNIVAL CORP                  COM              143658102     3642   186800 SH       DEFINED 02 07 15          0        0   186800
CARNIVAL CORP                  COM              143658102    40201  2061600 SH       DEFINED 16 28 34          0        0  2061600
CARNIVAL CORP                  COM              143658102    10048   515319 SH       DEFINED 37 03        515319        0        0
CARREKER ANTINORI INC          COM              144433109      315    35000 SH       DEFINED 02                0        0    35000
CARRIER1 INTL S A              ADR              144500303     3933   338400 SH       DEFINED 10 21             0        0   338400
CARSON INC                     CL A             145845103      168    37500 SH       DEFINED 27                0        0    37500
CARTER WALLACE INC             COM              146285101      766    38100 SH       DEFINED 02 26             0        0    38100
CASCADE NAT GAS CORP           COM              147339105     1036    62100 SH       DEFINED 15                0        0    62100
CASELLA WASTE SYS INC          CL A             147448104      571    53205 SH       DEFINED 15                0        0    53205
CASELLA WASTE SYS INC          CL A             147448104     4980   463270 SH       DEFINED 03           463270        0        0
CASTLE ENERGY CORP             COM PAR$0.50N    148449309     7330  1167000 SH       DEFINED 07                0        0  1167000
CATALYTICA INC                 COM              148885106      713    64900 SH       DEFINED 15                0        0    64900
CATELLUS DEV CORP              COM              149111106    20049  1336600 SH       DEFINED 09 15 35          0        0  1336600
CATELLUS DEV CORP              COM              149111106     6744   449600 SH       DEFINED 03           449600        0        0
CATERPILLAR INC DEL            COM              149123101    76283  2251900 SH       DEFINED 02 06 07          0        0  2251900
CATERPILLAR INC DEL            COM              149123101    89439  2640290 SH       DEFINED 09 10 15          0        0  2640290
CATERPILLAR INC DEL            COM              149123101    15741   464696 SH       DEFINED 16 19 21          0        0   464696
CATERPILLAR INC DEL            COM              149123101    74002  2184590 SH       DEFINED 22 23 28          0        0  2184590
CATERPILLAR INC DEL            COM              149123101     9078   268000 SH       DEFINED 29 30 34          0        0   268000
CATERPILLAR INC DEL            COM              149123101    58728  1733644 SH       DEFINED 37 03       1598444        0   135200
CATHAY BANCORP INC             COM              149150104    14353   309500 SH       DEFINED 07 28             0        0   309500
CELL GENESYS INC               COM              150921104    17080   610000 SH       DEFINED 11 15 28          0        0   610000
CELLSTAR CORP                  COM              150925105      266    95900 SH       DEFINED 03            95900        0        0
CELERITEK INC                  COM              150926103    12194   298800 SH       DEFINED 04 06 28          0        0   298800
CELL THERAPEUTICS INC          COM              150934107    25140   820900 SH       DEFINED 05 26 28          0        0   820900
CELL THERAPEUTICS INC          COM              150934107     7074   231000 SH       DEFINED 03           120600        0   110400
CELESTICA INC                  SUB VTG SHS      15101Q108    43065   884775 SH       DEFINED 02 07 09          0        0   884775
CELESTICA INC                  SUB VTG SHS      15101Q108    44759   919100 SH       DEFINED 12 15 16          0        0   919100
CELESTICA INC                  SUB VTG SHS      15101Q108    62905  1291700 SH       DEFINED 19 21 22          0        0  1291700
CELESTICA INC                  SUB VTG SHS      15101Q108     4291    88120 SH       DEFINED 26 28 30          0        0    88120
CELESTICA INC                  SUB VTG SHS      15101Q108    12368   253970 SH       DEFINED 03            13370        0   240600
CELGENE CORP                   COM              151020104   100682  1710100 SH       DEFINED 02 04 06          0        0  1710100
CELGENE CORP                   COM              151020104   296053  5028510 SH       DEFINED 09 13 15          0        0  5028510
CELGENE CORP                   COM              151020104   109578  1861200 SH       DEFINED 21 23 28          0        0  1861200
CELGENE CORP                   COM              151020104     5696    96750 SH       DEFINED 30 34             0        0    96750
CELGENE CORP                   COM              151020104    29210   496150 SH       DEFINED 03           224190        0   271960
CEMEX S A                      WT EXP  121302   151290871        3     1368 SH       DEFINED 19                0        0     1368
CEMEX S A                      WT EXP  121302   151290871        2     1043 SH       DEFINED 03             1043        0        0
CENDANT CORP                   COM              151313103   209980 14998600 SH       DEFINED 02 10 15          0        0 14998600
CENDANT CORP                   COM              151313103      110     7900 SH       DEFINED 34                0        0     7900
CENDANT CORP                   COM              151313103     7668   547718 SH       DEFINED 03           547718        0        0
CENDANT CORP                   RT PUR PRIDES    151313111       25     3000 SH       DEFINED 03             3000        0        0
CENTERPOINT PPTYS TR           SH BEN INT       151895109    52441  1286920 SH       DEFINED 09 28 35          0        0  1286920
CENTERPOINT PPTYS TR           SH BEN INT       151895109    47245  1159400 SH       DEFINED 03          1154800        0     4600
CENTEX CONSTRUCTION PRODUCTS   COM              15231R109      794    35000 SH       DEFINED 07                0        0    35000
CENTEX CORP                    COM              152312104    21995   935990 SH       DEFINED 07 10 15          0        0   935990
CENTEX CORP                    COM              152312104    57090  2429400 SH       DEFINED 18 23 28          0        0  2429400
CENTEX CORP                    COM              152312104       11      500 SH       DEFINED 34                0        0      500
CENTEX CORP                    COM              152312104    11167   475196 SH       DEFINED 03           467596        0     7600
CENTILLIUM COMMUNICATIONS INC  COM              152319109     3118    45200 SH       DEFINED 06 10 12          0        0    45200
CENTILLIUM COMMUNICATIONS INC  COM              152319109     5428    78670 SH       DEFINED 20 32 03        670        0    78000
CENTRAL EUROPEAN EQUITY FD INC COM              153436100     3806   258100 SH       DEFINED 19 21             0        0   258100
CENTRAL VT PUB SVC CORP        COM              155771108     2280   207300 SH       DEFINED 07                0        0   207300
CENTURY ALUM CO                COM              156431108      898    82600 SH       DEFINED 12 26 28          0        0    82600
CENTURYTEL INC                 COM              156700106    55530  1931500 SH       DEFINED 09 15 28          0        0  1931500
CENTURYTEL INC                 COM              156700106     4177   145300 SH       DEFINED 30 34             0        0   145300
CENTURYTEL INC                 COM              156700106     3770   131032 SH       DEFINED 37 03        131032        0        0
CEPHALON INC                   COM              156708109    23171   387000 SH       DEFINED 02 04 06          0        0   387000
CEPHALON INC                   COM              156708109   220763  3687081 SH       DEFINED 09 13 15          0        0  3687081
CEPHALON INC                   COM              156708109    23174   387040 SH       DEFINED 20 28 30          0        0   387040
CEPHALON INC                   COM              156708109     7365   123019 SH       DEFINED 32 34             0        0   123019
CEPHALON INC                   COM              156708109    15850   264733 SH       DEFINED 03           240743        0    23990
CEPHALON INC                   PFD CV EXCH      156708406     6910    40000 SH       DEFINED 11                0        0    40000
CERIDIAN CORP                  COM              15677T106    21254   883300 SH       DEFINED 02 06 07          0        0   883300
CERIDIAN CORP                  COM              15677T106   136362  5667010 SH       DEFINED 10 11 12          0        0  5667010
CERIDIAN CORP                  COM              15677T106   172071  7151020 SH       DEFINED 15 16 19          0        0  7151020
CERIDIAN CORP                  COM              15677T106    14228   591320 SH       DEFINED 20 28 32          0        0   591320
CERIDIAN CORP                  COM              15677T106    36281  1507802 SH       DEFINED 03          1059402        0   448400
CERNER CORP                    COM              156782104     5182   190200 SH       DEFINED 13 15             0        0   190200
CERTICOM CORP                  COM              156915100     8170   240000 SH       DEFINED 11                0        0   240000
CERUS CORP                     COM              157085101    15433   301500 SH       DEFINED 15                0        0   301500
CHAMPION ENTERPRISES INC       COM              158496109       10     2100 SH       DEFINED 15                0        0     2100
CHAMPION INTL CORP             COM              158525105        7      100 SH       DEFINED 37              100        0        0
CHARLES RIVER ASSOCIATES       COM              159852102     3525   200000 SH       DEFINED 26                0        0   200000
CHARTER ONE FINL INC           COM              160903100    63728  2770795 SH       DEFINED 02 10 12          0        0  2770795
CHARTER ONE FINL INC           COM              160903100    11263   489720 SH       DEFINED 15 34             0        0   489720
CHARTER ONE FINL INC           COM              160903100    18693   812770 SH       DEFINED 03           804070        0     8700
CHARMING SHOPPES INC           SB NT CV  7.5%06 161133AA1     4777  5338000 PRN      DEFINED 09                0        0        0
CHARMING SHOPPES INC           SB NT CV  7.5%06 161133AA1      214   240000 PRN      DEFINED 03                0        0        0
CHARMING SHOPPES INC           COM              161133103    61915 12155100 SH       DEFINED 09 12 20          0        0 12155100
CHARMING SHOPPES INC           COM              161133103    10658  2092400 SH       DEFINED 22 32             0        0  2092400
CHARMING SHOPPES INC           COM              161133103      182    35900 SH       DEFINED 03            16600        0    19300
CHART INDS INC                 COM              16115Q100     1177   241500 SH       DEFINED 07                0        0   241500
CHARTER COMMUNICATIONS INC DEL CL A             16117M107    95868  5832300 SH       DEFINED 10 13 28          0        0  5832300
CHARTER COMMUNICATIONS INC DEL CL A             16117M107     2756   167700 SH       DEFINED 30                0        0   167700
CHARTERED SEMICONDUCTOR MFG    ADR              16133R106    34497   383300 SH       DEFINED 02 05 09          0        0   383300
CHARTERED SEMICONDUCTOR MFG    ADR              16133R106   281862  3131800 SH       DEFINED 13 15 16          0        0  3131800
CHARTERED SEMICONDUCTOR MFG    ADR              16133R106   167949  1866100 SH       DEFINED 19 21 22          0        0  1866100
CHARTERED SEMICONDUCTOR MFG    ADR              16133R106    74028   822540 SH       DEFINED 26 28 30          0        0   822540
CHARTERED SEMICONDUCTOR MFG    ADR              16133R106    17352   192800 SH       DEFINED 03           110500        0    82300
CHASE CORP                     COM              16150R104     3973   378400 SH       DEFINED 07                0        0   378400
CHASE INDS INC                 COM              161568100     8457   908200 SH       DEFINED 07                0        0   908200
CHASE MANHATTAN CORP NEW       COM              16161A108   648949 14088450 SH       DEFINED 02 06 07          0        0 14088450
CHASE MANHATTAN CORP NEW       COM              16161A108  1435597 31166300 SH       DEFINED 09 10 11          0        0 31166300
CHASE MANHATTAN CORP NEW       COM              16161A108   110133  2390950 SH       DEFINED 12 15 16          0        0  2390950
CHASE MANHATTAN CORP NEW       COM              16161A108   170873  3709600 SH       DEFINED 18 22 27          0        0  3709600
CHASE MANHATTAN CORP NEW       COM              16161A108   179533  3897600 SH       DEFINED 28 30 32          0        0  3897600
CHASE MANHATTAN CORP NEW       COM              16161A108     5859   127200 SH       DEFINED 34                0        0   127200
CHASE MANHATTAN CORP NEW       COM              16161A108   102426  2223022 SH       DEFINED 37 03       1745748        0   477274
CHECKFREE HLDGS CORP           SUB NT CV 144A06 162816AA0     6720  7000000 PRN      DEFINED 11                0        0        0
CHECKFREE HLDGS CORP           COM              162816102   232000  4499400 SH       DEFINED 13                0        0  4499400
CHECKFREE HLDGS CORP           COM              162816102    19150   371400 SH       DEFINED 03           371400        0        0
CHEESECAKE FACTORY INC         COM              163072101    14539   528700 SH       DEFINED 13 15             0        0   528700
CHEESECAKE FACTORY INC         COM              163072101    20208   734850 SH       DEFINED 03           734850        0        0
CHESAPEAKE CORP                COM              165159104    14095   475805 SH       DEFINED 12 15 03          0        0   475805
CHESAPEAKE ENERGY CORP         COM              165167107     8828  1139100 SH       DEFINED 02 12 26          0        0  1139100
CHESAPEAKE ENERGY CORP         PFD CONV 144A    165167206      870    13600 SH       DEFINED 03            10200        0     3400
CHESAPEAKE ENERGY CORP         PFD CONV 7%      165167305    18966   313500 SH       DEFINED 15 27             0        0   313500
CHESAPEAKE ENERGY CORP         PFD CONV 7%      165167305     2220    36700 SH       DEFINED 03             6600        0    30100
CHEVRON CORPORATION            COM              166751107    86135  1015600 SH       DEFINED 02 04 05          0        0  1015600
CHEVRON CORPORATION            COM              166751107    88774  1046710 SH       DEFINED 06 07 08          0        0  1046710
CHEVRON CORPORATION            COM              166751107   853717 10065941 SH       DEFINED 09 10 11          0        0 10065941
CHEVRON CORPORATION            COM              166751107   485432  5723600 SH       DEFINED 12 15 16          0        0  5723600
CHEVRON CORPORATION            COM              166751107   149453  1762160 SH       DEFINED 19 20 21          0        0  1762160
CHEVRON CORPORATION            COM              166751107   119252  1406071 SH       DEFINED 22 23 26          0        0  1406071
CHEVRON CORPORATION            COM              166751107    63685   750900 SH       DEFINED 27 28 30          0        0   750900
CHEVRON CORPORATION            COM              166751107    99476  1172900 SH       DEFINED 31 32 34          0        0  1172900
CHEVRON CORPORATION            COM              166751107   195716  2307411 SH       DEFINED 37 03       1870680        0   436731
CHICOS FAS INC                 COM              168615102     7608   380400 SH       DEFINED 02 07 13          0        0   380400
CHICOS FAS INC                 COM              168615102     6226   311300 SH       DEFINED 03           311300        0        0
CHILDTIME LEARNING CTRS INC    COM              168820108     3346   505200 SH       DEFINED 26                0        0   505200
CHILE FD INC                   COM              168834109     4241   435000 SH       DEFINED 19 21             0        0   435000
CHINA FD INC                   COM              169373107     1969   206000 SH       DEFINED 19 21             0        0   206000
CHINA TELECOM HONG KONG LTD    SPONSORED ADR    169428109   194064  1091400 SH       DEFINED 09 10 13          0        0  1091400
CHINA TELECOM HONG KONG LTD    SPONSORED ADR    169428109   150109   844200 SH       DEFINED 15 16 19          0        0   844200
CHINA TELECOM HONG KONG LTD    SPONSORED ADR    169428109   193059  1085750 SH       DEFINED 20 21 22          0        0  1085750
CHINA TELECOM HONG KONG LTD    SPONSORED ADR    169428109   202732  1140150 SH       DEFINED 28 30 32          0        0  1140150
CHINA TELECOM HONG KONG LTD    SPONSORED ADR    169428109    50125   281900 SH       DEFINED 03           252800        0    29100
CHOICE HOTELS INTL INC         COM              169905106     2126   214000 SH       DEFINED 07                0        0   214000
CHOICE HOTELS INTL INC         COM              169905106     3495   351700 SH       DEFINED 03           351700        0        0
CHIQUITA BRANDS INTL INC       SDCV        7%01 170032AH9     2261  2570000 PRN      DEFINED 02 09 22          0        0        0
CHIQUITA BRANDS INTL INC       SDCV        7%01 170032AH9     3467  3940000 PRN      DEFINED 23 25 28          0        0        0
CHIQUITA BRANDS INTL INC       PFD A NON VTG    170032403     6643   474500 SH       DEFINED 09                0        0   474500
CHIQUITA BRANDS INTL INC       PFD A NON VTG    170032403      250    17900 SH       DEFINED 03             8000        0     9900
CHIQUITA BRANDS INTL INC       PFD CV B $3.75   170032502     3447   178500 SH       DEFINED 09                0        0   178500
CHIQUITA BRANDS INTL INC       PFD CV B $3.75   170032502       50     2600 SH       DEFINED 03             2600        0        0
CHIREX INC                     COM              170038103     7012   350600 SH       DEFINED 12 26 28          0        0   350600
CHIRON CORP                    COM              170040109    26467   557200 SH       DEFINED 02 09 12          0        0   557200
CHIRON CORP                    COM              170040109   214187  4509200 SH       DEFINED 13 15 28          0        0  4509200
CHIRON CORP                    COM              170040109     2870    60430 SH       DEFINED 30 34             0        0    60430
CHIRON CORP                    COM              170040109     6025   126725 SH       DEFINED 37 03         94025        0    32700
CHOICEPOINT INC                COM              170388102    80298  1804460 SH       DEFINED 10 15 16          0        0  1804460
CHOICEPOINT INC                COM              170388102     7491   168345 SH       DEFINED 28                0        0   168345
CHOICEPOINT INC                COM              170388102     1453    32655 SH       DEFINED 03            32655        0        0
CHRIS CRAFT INDS INC           COM              170520100     6066    91832 SH       DEFINED 13                0        0    91832
CHRIS CRAFT INDS INC           COM              170520100    11196   169484 SH       DEFINED 03           169484        0        0
CHROMAVISION MED SYS INC       COM              17111P104     1318   100000 SH       DEFINED 28                0        0   100000
CHROMAVISION MED SYS INC       COM              17111P104     1579   119800 SH       DEFINED 03           119800        0        0
CHROMCRAFT REVINGTON INC       COM              171117104     3754   323000 SH       DEFINED 07                0        0   323000
CHRONIMED INC                  COM              171164106       81    11000 SH       DEFINED 20 32             0        0    11000
CHUBB CORP                     COM              171232101    43566   708400 SH       DEFINED 02 04 05          0        0   708400
CHUBB CORP                     COM              171232101   146523  2382500 SH       DEFINED 06 07 09          0        0  2382500
CHUBB CORP                     COM              171232101   248054  4033400 SH       DEFINED 10 11 13          0        0  4033400
CHUBB CORP                     COM              171232101   105447  1714600 SH       DEFINED 15 16 18          0        0  1714600
CHUBB CORP                     COM              171232101    73486  1194900 SH       DEFINED 19 20 21          0        0  1194900
CHUBB CORP                     COM              171232101   181418  2949900 SH       DEFINED 22 26 28          0        0  2949900
CHUBB CORP                     COM              171232101    21977   357360 SH       DEFINED 29 30 32          0        0   357360
CHUBB CORP                     COM              171232101     4151    67500 SH       DEFINED 34                0        0    67500
CHUBB CORP                     COM              171232101    28913   470035 SH       DEFINED 37 03        329635        0   140400
CHURCH & DWIGHT INC            COM              171340102     6508   361600 SH       DEFINED 21 26 28          0        0   361600
CHURCH & DWIGHT INC            COM              171340102     1557    86500 SH       DEFINED 29                0        0    86500
CIBER INC                      COM              17163B102      109     8300 SH       DEFINED 03             8300        0        0
CIENA CORP                     COM              171779101    46805   280800 SH       DEFINED 02 05 06          0        0   280800
CIENA CORP                     COM              171779101  1070333  6421200 SH       DEFINED 09 12 13          0        0  6421200
CIENA CORP                     COM              171779101   422859  2536840 SH       DEFINED 15 16 19          0        0  2536840
CIENA CORP                     COM              171779101   166954  1001600 SH       DEFINED 20 22 23          0        0  1001600
CIENA CORP                     COM              171779101   256180  1536890 SH       DEFINED 28 30 32          0        0  1536890
CIENA CORP                     COM              171779101    39188   235100 SH       DEFINED 34                0        0   235100
CIENA CORP                     COM              171779101    25261   151550 SH       DEFINED 03           136900        0    14650
CIMA LABS INC                  COM              171796105      708    35000 SH       DEFINED 02                0        0    35000
CINAR CORP                     SUB VTG SHS B    171905300    17865  5107100 SH       DEFINED 02 19 21          0        0  5107100
CINAR CORP                     SUB VTG SHS B    171905300      477   136500 SH       DEFINED 22                0        0   136500
CINAR CORP                     SUB VTG SHS B    171905300      270    46460 SH       DEFINED 37 03         30000        0    16460
CINCINNATI FINL CORP           COM              172062101     3972   126368 SH       DEFINED 03           126368        0        0
CINERGY CORP                   COM              172474108    38110  1498198 SH       DEFINED 09 22             0        0  1498198
CINERGY CORP                   COM              172474108     4099   161154 SH       DEFINED 37 03        137112        0    24042
CIPRICO INC                    COM              172529109     1441   155800 SH       DEFINED 26                0        0   155800
CIRCLE INTL GROUP INC          COM              172574105     3763   149800 SH       DEFINED 03           149800        0        0
CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108    67344  2029200 SH       DEFINED 02 09 10          0        0  2029200
CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108     7029   211800 SH       DEFINED 12 15 28          0        0   211800
CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108     4520   136200 SH       DEFINED 30 32 34          0        0   136200
CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108     5743   173058 SH       DEFINED 03           156558        0    16500
CISCO SYS INC                  COM              17275R102   815462 12829300 SH       DEFINED 02 04 05          0        0 12829300
CISCO SYS INC                  COM              17275R102  4235047 66628079 SH       DEFINED 06 07 10          0        0 66628079
CISCO SYS INC                  COM              17275R102  2238019 35209753 SH       DEFINED 11 12 13          0        0 35209753
CISCO SYS INC                  COM              17275R102  5784715 91008310 SH       DEFINED 15 16 19          0        0 91008310
CISCO SYS INC                  COM              17275R102  2797669 44014462 SH       DEFINED 20 21 22          0        0 44014462
CISCO SYS INC                  COM              17275R102   441065  6939088 SH       DEFINED 23 26 27          0        0  6939088
CISCO SYS INC                  COM              17275R102  1934452 30433868 SH       DEFINED 28 29 30          0        0 30433868
CISCO SYS INC                  COM              17275R102   800365 12591788 SH       DEFINED 32 34             0        0 12591788
CISCO SYS INC                  COM              17275R102  1237288 19467907 SH       DEFINED 37 03      16425437        0  3042470
CIRRUS LOGIC CORP              COM              172755100     1625   101600 SH       DEFINED 26                0        0   101600
CINTAS CORP                    COM              172908105    24232   660500 SH       DEFINED 09 15 28          0        0   660500
CINTAS CORP                    COM              172908105     1078    29390 SH       DEFINED 30                0        0    29390
CINTAS CORP                    COM              172908105       85     2250 SH       DEFINED 37             2250        0        0
CITIGROUP INC                  COM              172967101   246265  4087400 SH       DEFINED 02 04 05          0        0  4087400
CITIGROUP INC                  COM              172967101  1369264 22726378 SH       DEFINED 06 07 09          0        0 22726378
CITIGROUP INC                  COM              172967101  3312521 54979614 SH       DEFINED 10 11 12          0        0 54979614
CITIGROUP INC                  COM              172967101  1057626 17553968 SH       DEFINED 13 15 16          0        0 17553968
CITIGROUP INC                  COM              172967101   859160 14259925 SH       DEFINED 18 19 20          0        0 14259925
CITIGROUP INC                  COM              172967101   588311  9764498 SH       DEFINED 22 23 26          0        0  9764498
CITIGROUP INC                  COM              172967101   468770  7780430 SH       DEFINED 27 28 30          0        0  7780430
CITIGROUP INC                  COM              172967101   257794  4278743 SH       DEFINED 31 32 34          0        0  4278743
CITIGROUP INC                  COM              172967101   548297  9099317 SH       DEFINED 37 03       7498857        0  1600460
CITIZENS COMMUNICATIONS CO     COM              17453B101   152920  8864931 SH       DEFINED 02 09 12          0        0  8864931
CITIZENS COMMUNICATIONS CO     COM              17453B101    43038  2494960 SH       DEFINED 15 19 34          0        0  2494960
CITIZENS COMMUNICATIONS CO     COM              17453B101    13825   801500 SH       DEFINED 03           448900        0   352600
CITRIX SYS INC                 COM              177376100    36069  1904646 SH       DEFINED 02 05 15          0        0  1904646
CITRIX SYS INC                 COM              177376100     5433   286931 SH       DEFINED 16 22 26          0        0   286931
CITRIX SYS INC                 COM              177376100    10546   556900 SH       DEFINED 28 34             0        0   556900
CITRIX SYS INC                 COM              177376100     6797   358925 SH       DEFINED 37 03        201605        0   157320
CITY NATL CORP                 COM              178566105     1390    40000 SH       DEFINED 15                0        0    40000
CLAIRES STORES INC             COM              179584107    48696  2529700 SH       DEFINED 02 07 13          0        0  2529700
CLAIRES STORES INC             COM              179584107    29360  1525200 SH       DEFINED 15 20 28          0        0  1525200
CLAIRES STORES INC             COM              179584107     5902   306600 SH       DEFINED 32 34             0        0   306600
CLAIRES STORES INC             COM              179584107     3268   169800 SH       DEFINED 03           169800        0        0
CLARENT CORP DEL               COM              180461105   274023  3832500 SH       DEFINED 09 13 15          0        0  3832500
CLARENT CORP DEL               COM              180461105     4025    56300 SH       DEFINED 26 28 30          0        0    56300
CLARION COML HLDGS INC         CL A             18051W109      213    39700 SH       DEFINED 33 35             0        0    39700
CLARION COML HLDGS INC         CL A             18051W109       54    10200 SH       DEFINED 03            10200        0        0
CLAYTON HOMES INC              COM              184190106    36612  4576500 SH       DEFINED 07 15             0        0  4576500
CLEAR CHANNEL COMMUNICATIONS   COM              184502102    66415   885546 SH       DEFINED 02 04 05          0        0   885546
CLEAR CHANNEL COMMUNICATIONS   COM              184502102   690585  9207800 SH       DEFINED 07 09 10          0        0  9207800
CLEAR CHANNEL COMMUNICATIONS   COM              184502102    30481   406417 SH       DEFINED 11 12 15          0        0   406417
CLEAR CHANNEL COMMUNICATIONS   COM              184502102   481204  6416066 SH       DEFINED 16 19 20          0        0  6416066
CLEAR CHANNEL COMMUNICATIONS   COM              184502102   162184  2162461 SH       DEFINED 22 23 27          0        0  2162461
CLEAR CHANNEL COMMUNICATIONS   COM              184502102   107046  1427280 SH       DEFINED 28 30 32          0        0  1427280
CLEAR CHANNEL COMMUNICATIONS   COM              184502102      296     3950 SH       DEFINED 34                0        0     3950
CLEAR CHANNEL COMMUNICATIONS   COM              184502102    62093   827919 SH       DEFINED 37 03        513759        0   314160
CLEARNET COMMUNICATIONS INC    CL A NON-VTG     184902104    14981   541000 SH       DEFINED 02 09 28          0        0   541000
CLEARNET COMMUNICATIONS INC    CL A NON-VTG     184902104      677    24450 SH       DEFINED 30                0        0    24450
CLOROX CO DEL                  COM              189054109    26187   584378 SH       DEFINED 02 04 05          0        0   584378
CLOROX CO DEL                  COM              189054109   201606  4498896 SH       DEFINED 07 09 10          0        0  4498896
CLOROX CO DEL                  COM              189054109    50542  1127856 SH       DEFINED 11 13 15          0        0  1127856
CLOROX CO DEL                  COM              189054109   196481  4384526 SH       DEFINED 16 19 22          0        0  4384526
CLOROX CO DEL                  COM              189054109   111194  2481320 SH       DEFINED 26 27 28          0        0  2481320
CLOROX CO DEL                  COM              189054109     2926    65298 SH       DEFINED 30 34             0        0    65298
CLOROX CO DEL                  COM              189054109    62092  1385633 SH       DEFINED 37 03       1141633        0   244000
COACHMEN INDS INC              COM              189873102     7572   658500 SH       DEFINED 12 28             0        0   658500
COASTAL CORP                   COM              190441105   298037  4895900 SH       DEFINED 02 09 10          0        0  4895900
COASTAL CORP                   COM              190441105   110279  1811570 SH       DEFINED 11 12 15          0        0  1811570
COASTAL CORP                   COM              190441105    43903   721200 SH       DEFINED 16 23 28          0        0   721200
COASTAL CORP                   COM              190441105    33992   558387 SH       DEFINED 37 03        523387        0    35000
COBALT NETWORKS INC            COM              19074R101    29915   516900 SH       DEFINED 13 26             0        0   516900
COBALT NETWORKS INC            COM              19074R101        5      100 SH       DEFINED 03              100        0        0
COBRA ELECTRS CORP             COM              191042100     4043   599000 SH       DEFINED 07                0        0   599000
COCA COLA CO                   COM              191216100   107276  1867700 SH       DEFINED 02 04 05          0        0  1867700
COCA COLA CO                   COM              191216100   226815  3948903 SH       DEFINED 06 07 08          0        0  3948903
COCA COLA CO                   COM              191216100   358007  6233000 SH       DEFINED 10 11 12          0        0  6233000
COCA COLA CO                   COM              191216100  1078558 18777954 SH       DEFINED 13 15 16          0        0 18777954
COCA COLA CO                   COM              191216100   216935  3776900 SH       DEFINED 18 22 23          0        0  3776900
COCA COLA CO                   COM              191216100   226119  3936800 SH       DEFINED 26 27 28          0        0  3936800
COCA COLA CO                   COM              191216100    10508   182953 SH       DEFINED 30 31 32          0        0   182953
COCA COLA CO                   COM              191216100     1223    21300 SH       DEFINED 34                0        0    21300
COCA COLA CO                   COM              191216100   273240  4756731 SH       DEFINED 37 03       3968431        0   788300
COCA COLA ENTERPRISES INC      COM              191219104     7107   435700 SH       DEFINED 02 11 15          0        0   435700
COCA COLA ENTERPRISES INC      COM              191219104    72667  4454700 SH       DEFINED 16 22 28          0        0  4454700
COCA COLA ENTERPRISES INC      COM              191219104      107     6600 SH       DEFINED 34                0        0     6600
COCA COLA ENTERPRISES INC      COM              191219104     8190   502080 SH       DEFINED 37 03        456280        0    45800
COEUR D ALENE MINES CORP IDAHO COM              192108108        1      500 SH       DEFINED 37              500        0        0
COFLEXIP                       SPONSORED ADR    192384105    66556  1100100 SH       DEFINED 09 15 22          0        0  1100100
COFLEXIP                       SPONSORED ADR    192384105    46222   764000 SH       DEFINED 28 30             0        0   764000
COFLEXIP                       SPONSORED ADR    192384105      399     6600 SH       DEFINED 03             6600        0        0
COGNEX CORP                    COM              192422103     1707    33000 SH       DEFINED 26                0        0    33000
COGNOS INC                     COM              19244C109     6452   156200 SH       DEFINED 02 19             0        0   156200
COGNIZANT TECHNOLOGY SOLUTIONS CL A             192446102       56     1700 SH       DEFINED 15                0        0     1700
COGNIZANT TECHNOLOGY SOLUTIONS CL A             192446102     2648    79800 SH       DEFINED 03            79800        0        0
COHERENT INC                   COM              192479103     1627    19400 SH       DEFINED 26                0        0    19400
COHU INC                       COM              192576106    19290   715300 SH       DEFINED 02 07 15          0        0   715300
COHU INC                       COM              192576106     2696   100000 SH       DEFINED 34                0        0   100000
COHU INC                       COM              192576106     3063   113600 SH       DEFINED 03           113600        0        0
COINSTAR INC                   COM              19259P300     7923   787400 SH       DEFINED 26                0        0   787400
COLD METAL PRODS INC           COM              192861102     1721   529700 SH       DEFINED 07 28             0        0   529700
COLDWATER CREEK INC            COM              193068103      147     5000 SH       DEFINED 02                0        0     5000
COLE NATIONAL CORP NEW         CL A             193290103     6257   893900 SH       DEFINED 07                0        0   893900
COLE KENNETH PRODTNS INC       CL A             193294105    24000   600000 SH       DEFINED 07                0        0   600000
COLGATE PALMOLIVE CO           COM              194162103    24195   404095 SH       DEFINED 02 04 08          0        0   404095
COLGATE PALMOLIVE CO           COM              194162103   242080  4043100 SH       DEFINED 11 12 13          0        0  4043100
COLGATE PALMOLIVE CO           COM              194162103   262246  4379900 SH       DEFINED 15 16 18          0        0  4379900
COLGATE PALMOLIVE CO           COM              194162103   292297  4881800 SH       DEFINED 20 22 23          0        0  4881800
COLGATE PALMOLIVE CO           COM              194162103    46792   781500 SH       DEFINED 27 28 30          0        0   781500
COLGATE PALMOLIVE CO           COM              194162103    68201  1139064 SH       DEFINED 31 32 34          0        0  1139064
COLGATE PALMOLIVE CO           COM              194162103    67211  1122723 SH       DEFINED 37 03        894723        0   228000
COLONIAL PPTYS TR              COM SH BEN INT   195872106     2792   102000 SH       DEFINED 09                0        0   102000
COLT TELECOM GROUP PLC         SPONSORED ADR    196877104        9       70 SH       DEFINED 37               70        0        0
COLUMBIA ENERGY GROUP          COM              197648108     2447    37300 SH       DEFINED 09 15 28          0        0    37300
COLUMBIA ENERGY GROUP          COM              197648108      791    12060 SH       DEFINED 30 32             0        0    12060
COLUMBIA ENERGY GROUP          COM              197648108     4123    62840 SH       DEFINED 37 03         62840        0        0
COLUMBUS ENERGY CORP           COM              199064106     2114   307500 SH       DEFINED 07                0        0   307500
COLUMBUS MCKINNON CORP N Y     COM              199333105     3078   221900 SH       DEFINED 28                0        0   221900
COMCAST CORP                   CL A             200300101      116     3000 SH       DEFINED 02 15 34          0        0     3000
COMCAST CORP                   CL A             200300101        7      200 SH       DEFINED 37              200        0        0
COMCAST CORP                   CL A SPL         200300200    50143  1238100 SH       DEFINED 02 04 05          0        0  1238100
COMCAST CORP                   CL A SPL         200300200   237667  5868327 SH       DEFINED 06 09 10          0        0  5868327
COMCAST CORP                   CL A SPL         200300200    98309  2427400 SH       DEFINED 11 12 15          0        0  2427400
COMCAST CORP                   CL A SPL         200300200   370197  9140680 SH       DEFINED 16 18 22          0        0  9140680
COMCAST CORP                   CL A SPL         200300200   202646  5003620 SH       DEFINED 23 26 28          0        0  5003620
COMCAST CORP                   CL A SPL         200300200    27264   673200 SH       DEFINED 30 34             0        0   673200
COMCAST CORP                   CL A SPL         200300200    97924  2417992 SH       DEFINED 37 03       1606892        0   811100
COMDISCO INC                   COM              200336105    17144   768400 SH       DEFINED 05 07 09          0        0   768400
COMDISCO INC                   COM              200336105    24213  1085200 SH       DEFINED 15 16 26          0        0  1085200
COMDISCO INC                   COM              200336105     1541    69100 SH       DEFINED 28 30             0        0    69100
COMDISCO INC                   COM              200336105     3369   151000 SH       DEFINED 03            80500        0    70500
COMERICA INC                   COM              200340107   180818  4029389 SH       DEFINED 02 07 09          0        0  4029389
COMERICA INC                   COM              200340107   133447  2973767 SH       DEFINED 10 12 15          0        0  2973767
COMERICA INC                   COM              200340107   264201  5887505 SH       DEFINED 16 18 19          0        0  5887505
COMERICA INC                   COM              200340107    90109  2008020 SH       DEFINED 22 28 34          0        0  2008020
COMERICA INC                   COM              200340107    17811   396856 SH       DEFINED 37 03        204938        0   191918
COMINCO LTD                    COM              200435105      210    15300 SH       DEFINED 02 15             0        0    15300
COMMERCE BANCORP INC NJ        COM              200519106    21960   477400 SH       DEFINED 11 15 20          0        0   477400
COMMERCE BANCORP INC NJ        COM              200519106     1472    32000 SH       DEFINED 32                0        0    32000
COMMERCE BANCORP INC NJ        COM              200519106     6582   143100 SH       DEFINED 03           136800        0     6300
COMMERCE BANCSHARES INC        COM              200525103     1487    50000 SH       DEFINED 15                0        0    50000
COMMERCE GROUP INC MASS        COM              200641108    24263   822500 SH       DEFINED 02 07 12          0        0   822500
COMMERCE GROUP INC MASS        COM              200641108     2628    89100 SH       DEFINED 15 21 26          0        0    89100
COMMERCE GROUP INC MASS        COM              200641108      678    23000 SH       DEFINED 34                0        0    23000
COMMERCE GROUP INC MASS        COM              200641108     3486   118200 SH       DEFINED 03            31100        0    87100
COMMERCE ONE INC DEL           COM              200693109       14      320 SH       DEFINED 15 34             0        0      320
COMMERCE ONE INC DEL           COM              200693109     1560    34400 SH       DEFINED 03            31600        0     2800
COMMERCIAL ASSETS INC DEL      COM              201119104       80    16100 SH       DEFINED 35                0        0    16100
COMMERCIAL ASSETS INC DEL      COM              201119104      439    87800 SH       DEFINED 03            87800        0        0
COMMERCIAL FEDERAL CORPORATION COM              201647104     3693   237325 SH       DEFINED 15                0        0   237325
COMMERCIAL FEDERAL CORPORATION COM              201647104      160    10300 SH       DEFINED 03            10300        0        0
COMMONWEALTH INDS INC DEL      COM              203004106      387    65900 SH       DEFINED 28                0        0    65900
COMMONWEALTH TEL ENTERPRISES   COM              203349105      814    17300 SH       DEFINED 34                0        0    17300
COMMONWEALTH TEL ENTERPRISES   COM              203349105     3529    75000 SH       DEFINED 03            75000        0        0
COMMSCOPE INC                  SB NT CV144A4%06 203372AA5     6870  6000000 PRN      DEFINED 11                0        0        0
COMMSCOPE INC                  COM              203372107    59860  1460000 SH       DEFINED 12 22 26          0        0  1460000
COMMSCOPE INC                  COM              203372107    41828  1020200 SH       DEFINED 28                0        0  1020200
COMMSCOPE INC                  COM              203372107     3345    81600 SH       DEFINED 03            81600        0        0
COMMUNICATION INTELLIGENCE NEW COM              20338K106      313    70000 SH       DEFINED 28                0        0    70000
COMMUNITY HEALTH SYS INC NEWCO COM              203668108      399    24700 SH       DEFINED 15                0        0    24700
COMPAGNIE GENERALE DES GEOPHYS SPONSORED ADR    204386106     2039   151046 SH       DEFINED 19 21             0        0   151046
COMPANHIA BRASILEIRA DE DISTRB ADR              20440T201       17      550 SH       DEFINED 07 19             0        0      550
COMPANHIA CERVEJARIA BRAHMA    SPON ADR PFD     20440X103     2454   144407 SH       DEFINED 02 07 19          0        0   144407
COMPANHIA CERVEJARIA BRAHMA    SPON ADR PFD     20440X103    23584  1387308 SH       DEFINED 21                0        0  1387308
COMPANIA ANONIMA NACIONL TEL   SPON ADR D       204421101     1166    42900 SH       DEFINED 02 07 19          0        0    42900
COMPANIA ANONIMA NACIONL TEL   SPON ADR D       204421101    11549   424800 SH       DEFINED 21                0        0   424800
COMPANIA DE MINAS BUENAVENTURA SPON ADR SER B   204448104     7541   435600 SH       DEFINED 02 07 15          0        0   435600
COMPANIA DE MINAS BUENAVENTURA SPON ADR SER B   204448104    11656   673300 SH       DEFINED 19 21             0        0   673300
COMPANIA DE TELECOMUNICS CHILE SPON ADR NEW     204449300      571    31550 SH       DEFINED 02 07 19          0        0    31550
COMPANIA DE TELECOMUNICS CHILE SPON ADR NEW     204449300     5446   300500 SH       DEFINED 21                0        0   300500
COMPANIA DE TELECOMUNICS CHILE SPON ADR NEW     204449300        7      437 SH       DEFINED 37              437        0        0
COMPASS BANCSHARES INC         COM              20449H109     1706   100000 SH       DEFINED 15                0        0   100000
COMPAQ COMPUTER CORP           COM              204493100    43847  1715300 SH       DEFINED 02 04 05          0        0  1715300
COMPAQ COMPUTER CORP           COM              204493100   239523  9370100 SH       DEFINED 06 07 09          0        0  9370100
COMPAQ COMPUTER CORP           COM              204493100   340096 13304500 SH       DEFINED 10 11 13          0        0 13304500
COMPAQ COMPUTER CORP           COM              204493100   506544 19815940 SH       DEFINED 15 16 19          0        0 19815940
COMPAQ COMPUTER CORP           COM              204493100   142531  5575800 SH       DEFINED 21 22 23          0        0  5575800
COMPAQ COMPUTER CORP           COM              204493100   184883  7232600 SH       DEFINED 26 27 28          0        0  7232600
COMPAQ COMPUTER CORP           COM              204493100    56626  2215200 SH       DEFINED 29 30 34          0        0  2215200
COMPAQ COMPUTER CORP           COM              204493100    70729  2767083 SH       DEFINED 37 03       2386283        0   380800
COMPLETE BUSINESS SOLUTIONS    COM              20452F107     2367   134800 SH       DEFINED 03           134800        0        0
COMPUTER ASSOC INTL INC        COM              204912109    41364   808100 SH       DEFINED 02 04 07          0        0   808100
COMPUTER ASSOC INTL INC        COM              204912109   339382  6630180 SH       DEFINED 10 13 15          0        0  6630180
COMPUTER ASSOC INTL INC        COM              204912109   173694  3393300 SH       DEFINED 16 21 28          0        0  3393300
COMPUTER ASSOC INTL INC        COM              204912109     8717   170300 SH       DEFINED 34                0        0   170300
COMPUTER ASSOC INTL INC        COM              204912109    49633   969571 SH       DEFINED 37 03        869671        0    99900
COMPUTER NETWORK TECHNOLOGY CP COM              204925101     2804   161400 SH       DEFINED 03           161400        0        0
COMPUTER LEARNING CTRS INC     COM              205199102      508   581500 SH       DEFINED 07                0        0   581500
COMPUTER SCIENCES CORP         COM              205363104    23212   310800 SH       DEFINED 02 06 07          0        0   310800
COMPUTER SCIENCES CORP         COM              205363104    82741  1107832 SH       DEFINED 10 13 15          0        0  1107832
COMPUTER SCIENCES CORP         COM              205363104   184067  2464500 SH       DEFINED 16 20 28          0        0  2464500
COMPUTER SCIENCES CORP         COM              205363104    16349   218900 SH       DEFINED 30 32             0        0   218900
COMPUTER SCIENCES CORP         COM              205363104    37272   499089 SH       DEFINED 37 03        387889        0   111200
COMPX INTERNATIONAL INC        CL A             20563P101     3780   186134 SH       DEFINED 12 28             0        0   186134
COMPX INTERNATIONAL INC        CL A             20563P101     1649    81200 SH       DEFINED 03            81200        0        0
COMPUWARE CORP                 COM              205638109    19245  1855000 SH       DEFINED 07 10             0        0  1855000
COMPUWARE CORP                 COM              205638109     2859   275661 SH       DEFINED 03           275661        0        0
COMSAT CORP                    COM SER 1        20564D107      313    13359 SH       DEFINED 03            13359        0        0
COMSTOCK RES INC               COM NEW          205768203      884   110500 SH       DEFINED 07 15             0        0   110500
COMVERSE TECHNOLOGY INC        SUB DB CV 4.5%05 205862AG0    50943 11745000 PRN      DEFINED 11                0        0        0
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402    30411   327000 SH       DEFINED 02 04 05          0        0   327000
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402   317955  3418874 SH       DEFINED 06 09 10          0        0  3418874
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402   549918  5913100 SH       DEFINED 12 13 15          0        0  5913100
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402   305913  3289390 SH       DEFINED 16 19 20          0        0  3289390
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402   238033  2559500 SH       DEFINED 21 22 23          0        0  2559500
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402    85512   919490 SH       DEFINED 27 28 30          0        0   919490
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402    56497   607500 SH       DEFINED 32 34             0        0   607500
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402    94759  1018934 SH       DEFINED 37 03        721268        0   297666
CONAGRA INC                    COM              205887102    60658  3182100 SH       DEFINED 12 13 15          0        0  3182100
CONAGRA INC                    COM              205887102       68     3600 SH       DEFINED 28                0        0     3600
CONAGRA INC                    COM              205887102     7463   391543 SH       DEFINED 03           391543        0        0
CONCERO INC                    COM              206018103     5083   415000 SH       DEFINED 28                0        0   415000
CONCORD CAMERA CORP            COM              206156101     1905    91300 SH       DEFINED 26                0        0    91300
CONCORD EFS INC                COM              206197105    49839  1916900 SH       DEFINED 09 10 12          0        0  1916900
CONCORD EFS INC                COM              206197105    19905   765600 SH       DEFINED 15 20 28          0        0   765600
CONCORD EFS INC                COM              206197105     4186   161000 SH       DEFINED 30 32             0        0   161000
CONCORD EFS INC                COM              206197105      592    22800 SH       DEFINED 03            22800        0        0
CONCURRENT COMPUTER CORP NEW   COM              206710204    15487  1180000 SH       DEFINED 13                0        0  1180000
CONDUCTUS INC                  COM              206784100     2150   108900 SH       DEFINED 11 28             0        0   108900
CONEXANT SYSTEMS INC           COM              207142100    84130  1730200 SH       DEFINED 02 12 13          0        0  1730200
CONEXANT SYSTEMS INC           COM              207142100    29238   601300 SH       DEFINED 15 20 28          0        0   601300
CONEXANT SYSTEMS INC           COM              207142100     3330    68500 SH       DEFINED 32                0        0    68500
CONEXANT SYSTEMS INC           COM              207142100     7961   163729 SH       DEFINED 37 03        163729        0        0
CONMED CORP                    COM              207410101      269    10400 SH       DEFINED 15                0        0    10400
CONNECTICUT BANCSHARES INC     COM              207540105      731    50000 SH       DEFINED 07                0        0    50000
CONOCO INC                     CL A             208251306    35453  1611500 SH       DEFINED 02 09 15          0        0  1611500
CONOCO INC                     CL A             208251306    19289   876800 SH       DEFINED 22 34             0        0   876800
CONOCO INC                     CL A             208251306     1377    62600 SH       DEFINED 37 03         21700        0    40900
CONOCO INC                     CL B             208251405   126750  5160323 SH       DEFINED 02 06 07          0        0  5160323
CONOCO INC                     CL B             208251405   350271 14260437 SH       DEFINED 09 10 11          0        0 14260437
CONOCO INC                     CL B             208251405    43020  1751460 SH       DEFINED 12 13 15          0        0  1751460
CONOCO INC                     CL B             208251405   279145 11364707 SH       DEFINED 16 19 22          0        0 11364707
CONOCO INC                     CL B             208251405   112237  4569468 SH       DEFINED 23 27 28          0        0  4569468
CONOCO INC                     CL B             208251405    10202   415370 SH       DEFINED 30 34             0        0   415370
CONOCO INC                     CL B             208251405    63726  2594511 SH       DEFINED 37 03       2091869        0   502642
CONSECO INC                    COM              208464107    26148  2681900 SH       DEFINED 02 15 16          0        0  2681900
CONSECO INC                    COM              208464107     3103   318300 SH       DEFINED 28 34             0        0   318300
CONSECO INC                    COM              208464107     2456   251913 SH       DEFINED 03           251913        0        0
CONSOLIDATED EDISON INC        COM              209115104      979    33064 SH       DEFINED 12 28 31          0        0    33064
CONSOLIDATED EDISON INC        COM              209115104     5067   171010 SH       DEFINED 37 03        171010        0        0
CONSOLIDATED PAPERS INC        COM              209759109      485    13284 SH       DEFINED 15                0        0    13284
CONSOLIDATED PAPERS INC        COM              209759109     4596   125720 SH       DEFINED 37 03        124220        0     1500
CONSOLIDATED PRODS INC         COM              209798107    12775  1419500 SH       DEFINED 07                0        0  1419500
CONSOLIDATED STORES CORP       COM              210149100    38186  3182194 SH       DEFINED 02 07 09          0        0  3182194
CONSOLIDATED STORES CORP       COM              210149100   111057  9254804 SH       DEFINED 10 12 15          0        0  9254804
CONSOLIDATED STORES CORP       COM              210149100    24349  2029106 SH       DEFINED 19 21 22          0        0  2029106
CONSOLIDATED STORES CORP       COM              210149100     6038   503200 SH       DEFINED 23 28 30          0        0   503200
CONSOLIDATED STORES CORP       COM              210149100       73     6140 SH       DEFINED 34                0        0     6140
CONSOLIDATED STORES CORP       COM              210149100    20512  1709395 SH       DEFINED 03           453395        0  1256000
CONSTELLATION ENERGY CORP      COM              210371100     6082   186800 SH       DEFINED 09 28 30          0        0   186800
CONSTELLATION ENERGY CORP      COM              210371100     3749   115156 SH       DEFINED 03           115156        0        0
CONTINENTAL AIRLS INC          CL B             210795308     9531   202800 SH       DEFINED 02 07 09          0        0   202800
CONTINENTAL AIRLS INC          CL B             210795308    81793  1740280 SH       DEFINED 15 19 20          0        0  1740280
CONTINENTAL AIRLS INC          CL B             210795308    19721   419600 SH       DEFINED 28 30 32          0        0   419600
CONTINENTAL AIRLS INC          CL B             210795308       56     1200 SH       DEFINED 34                0        0     1200
CONTINENTAL AIRLS INC          CL B             210795308     4201    89400 SH       DEFINED 03            89400        0        0
CONVERGYS CORP                 COM              212485106   155505  2997700 SH       DEFINED 09 13 15          0        0  2997700
CONVERGYS CORP                 COM              212485106     3060    59000 SH       DEFINED 28 30             0        0    59000
CONVERGYS CORP                 COM              212485106     6258   120639 SH       DEFINED 03           120639        0        0
COOPER CAMERON CORP            COM              216640102    18249   276500 SH       DEFINED 02 05 06          0        0   276500
COOPER CAMERON CORP            COM              216640102   123050  1864400 SH       DEFINED 07 09 10          0        0  1864400
COOPER CAMERON CORP            COM              216640102    88202  1336400 SH       DEFINED 11 12 13          0        0  1336400
COOPER CAMERON CORP            COM              216640102    87791  1330176 SH       DEFINED 15 16 20          0        0  1330176
COOPER CAMERON CORP            COM              216640102   121448  1840130 SH       DEFINED 28 30 32          0        0  1840130
COOPER CAMERON CORP            COM              216640102     1227    18600 SH       DEFINED 34                0        0    18600
COOPER CAMERON CORP            COM              216640102     3882    58820 SH       DEFINED 37 03         56120        0     2700
COOPER INDS INC                COM              216669101     2360    72499 SH       DEFINED 03            72499        0        0
COOPER TIRE & RUBR CO          COM              216831107     1176   105716 SH       DEFINED 03           105716        0        0
COORS ADOLPH CO                CL B             217016104    14568   240800 SH       DEFINED 02 12 15          0        0   240800
COORS ADOLPH CO                CL B             217016104       94     1570 SH       DEFINED 19 34             0        0     1570
COORS ADOLPH CO                CL B             217016104    10155   167860 SH       DEFINED 03           167860        0        0
COPART INC                     COM              217204106    31009  1938100 SH       DEFINED 28                0        0  1938100
COPART INC                     COM              217204106     7880   492500 SH       DEFINED 03           492500        0        0
COPPER MTN NETWORKS INC        COM              217510106    81312   922700 SH       DEFINED 06 09 15          0        0   922700
COPPER MTN NETWORKS INC        COM              217510106    30914   350800 SH       DEFINED 20 26 28          0        0   350800
COPPER MTN NETWORKS INC        COM              217510106    15774   179000 SH       DEFINED 30 32 03      13550        0   165450
COR THERAPEUTICS INC           COM              217753102    21959   257400 SH       DEFINED 02 04 06          0        0   257400
COR THERAPEUTICS INC           COM              217753102   132728  1555790 SH       DEFINED 09 13 15          0        0  1555790
COR THERAPEUTICS INC           COM              217753102    24018   281540 SH       DEFINED 16 19 20          0        0   281540
COR THERAPEUTICS INC           COM              217753102    16663   195320 SH       DEFINED 23 28 30          0        0   195320
COR THERAPEUTICS INC           COM              217753102     3028    35500 SH       DEFINED 32 34             0        0    35500
COR THERAPEUTICS INC           COM              217753102    21046   246700 SH       DEFINED 03           182100        0    64600
CORINTHIAN COLLEGES INC        COM              218868107      140     6000 SH       DEFINED 02                0        0     6000
CORIXA CORP                    COM              21887F100    11150   259700 SH       DEFINED 09 11 28          0        0   259700
CORIXA CORP                    COM              21887F100      407     9500 SH       DEFINED 30                0        0     9500
CORN PRODS INTL INC            COM              219023108     3219   121475 SH       DEFINED 02 07 15          0        0   121475
CORN PRODS INTL INC            COM              219023108     3100   116989 SH       DEFINED 26 34             0        0   116989
CORN PRODS INTL INC            COM              219023108    10726   404779 SH       DEFINED 37 03        404779        0        0
CORNELL COMPANIES INC          COM              219141108     9632  1204100 SH       DEFINED 07 26             0        0  1204100
CORNING INC                    COM              219350105   133507   494700 SH       DEFINED 02 04 05          0        0   494700
CORNING INC                    COM              219350105   566894  2100580 SH       DEFINED 06 09 10          0        0  2100580
CORNING INC                    COM              219350105  1198691  4441653 SH       DEFINED 11 12 13          0        0  4441653
CORNING INC                    COM              219350105  1027767  3808310 SH       DEFINED 15 16 19          0        0  3808310
CORNING INC                    COM              219350105   634956  2352780 SH       DEFINED 20 22 23          0        0  2352780
CORNING INC                    COM              219350105   408107  1512210 SH       DEFINED 26 27 28          0        0  1512210
CORNING INC                    COM              219350105   192853   714603 SH       DEFINED 30 32 34          0        0   714603
CORNING INC                    COM              219350105   308389  1142731 SH       DEFINED 37 03        900331        0   242400
CORPORATE EXECUTIVE BRD CO     COM              21988R102      790    13200 SH       DEFINED 03            13200        0        0
CORRECTIONAL PPTYS TR          COM              22025E104     3597   342600 SH       DEFINED 09 26             0        0   342600
CORSAIR COMMUNICATIONS INC     COM              220406102     3688   128300 SH       DEFINED 28                0        0   128300
CORUS ENTERTAINMENT INC        COM CL B NON VTG 220874101    16134   605100 SH       DEFINED 02                0        0   605100
CORUS ENTERTAINMENT INC        COM CL B NON VTG 220874101        0        1 SH       DEFINED 03                1        0        0
CORVEL CORP                    COM              221006109    18515   750000 SH       DEFINED 07                0        0   750000
COST PLUS INC CALIF            COM              221485105     2127    74150 SH       DEFINED 26                0        0    74150
COSTCO WHSL CORP NEW           COM              22160K105    22713   688300 SH       DEFINED 02 05 07          0        0   688300
COSTCO WHSL CORP NEW           COM              22160K105   101933  3088900 SH       DEFINED 09 10 13          0        0  3088900
COSTCO WHSL CORP NEW           COM              22160K105    63356  1919900 SH       DEFINED 15 20 28          0        0  1919900
COSTCO WHSL CORP NEW           COM              22160K105    14252   431900 SH       DEFINED 30 32 34          0        0   431900
COSTCO WHSL CORP NEW           COM              22160K105    11284   341968 SH       DEFINED 37 03        341968        0        0
COTELLIGENT INC                COM              221630106     1978   347800 SH       DEFINED 07                0        0   347800
COTELLIGENT INC                COM              221630106       71    12600 SH       DEFINED 03            12600        0        0
COTTON STS LIFE INS CO         COM              221774102     3811   448400 SH       DEFINED 07                0        0   448400
COUNTRYWIDE CR INDS INC DEL    COM              222372104     9732   321065 SH       DEFINED 02 15 34          0        0   321065
COUNTRYWIDE CR INDS INC DEL    COM              222372104     2845    93842 SH       DEFINED 37 03         93842        0        0
COUSINS PPTYS INC              COM              222795106     7919   205700 SH       DEFINED 15 34 35          0        0   205700
COUSINS PPTYS INC              COM              222795106    31446   816800 SH       DEFINED 03           816800        0        0
COVAD COMMUNICATIONS GROUP INC COM              222814204    37430  2321250 SH       DEFINED 02 05 06          0        0  2321250
COVAD COMMUNICATIONS GROUP INC COM              222814204    69244  4294262 SH       DEFINED 07 09 10          0        0  4294262
COVAD COMMUNICATIONS GROUP INC COM              222814204    50398  3125500 SH       DEFINED 13 15 16          0        0  3125500
COVAD COMMUNICATIONS GROUP INC COM              222814204     7552   468390 SH       DEFINED 19 23 28          0        0   468390
COVAD COMMUNICATIONS GROUP INC COM              222814204     5911   366600 SH       DEFINED 30 34             0        0   366600
COVAD COMMUNICATIONS GROUP INC COM              222814204    28161  1746450 SH       DEFINED 03           616700        0  1129750
COVENANT TRANS INC             CL A             22284P105     4888   611100 SH       DEFINED 07 15 26          0        0   611100
COVENANT TRANS INC             CL A             22284P105      583    72900 SH       DEFINED 03            72900        0        0
COVENTRY HEALTH CARE INC       COM              222862104      223    16800 SH       DEFINED 15                0        0    16800
COX COMMUNICATIONS INC NEW     CL A             224044107    36166   793776 SH       DEFINED 02 05 08          0        0   793776
COX COMMUNICATIONS INC NEW     CL A             224044107   240371  5275647 SH       DEFINED 10 15 16          0        0  5275647
COX COMMUNICATIONS INC NEW     CL A             224044107   171970  3774385 SH       DEFINED 22 26 28          0        0  3774385
COX COMMUNICATIONS INC NEW     CL A             224044107     3795    83313 SH       DEFINED 30 34             0        0    83313
COX COMMUNICATIONS INC NEW     CL A             224044107    34787   763473 SH       DEFINED 37 03        478773        0   284700
COX RADIO INC                  CL A             224051102    28700  1025000 SH       DEFINED 20 32             0        0  1025000
CRAIG JENNY INC                COM              224206102     3106   903600 SH       DEFINED 07                0        0   903600
CRANE CO                       COM              224399105    25083  1031700 SH       DEFINED 12                0        0  1031700
CRANE CO                       COM              224399105     8069   331917 SH       DEFINED 03            50717        0   281200
CRAYFISH CO LTD                SPONSORED ADR    225226109     1331   190200 SH       DEFINED 13 21             0        0   190200
CREDENCE SYS CORP              COM              225302108    24100   436700 SH       DEFINED 02 12 15          0        0   436700
CREDENCE SYS CORP              COM              225302108     9889   179200 SH       DEFINED 32 34             0        0   179200
CREDENCE SYS CORP              COM              225302108     2693    48800 SH       DEFINED 03            47300        0     1500
CREDITRUST CORP                COM              225429109       76    58200 SH       DEFINED 03            58200        0        0
CREE INC                       COM              225447101    18289   137000 SH       DEFINED 02 06 12          0        0   137000
CREE INC                       COM              225447101   310511  2325930 SH       DEFINED 15 16 23          0        0  2325930
CREE INC                       COM              225447101    24016   179900 SH       DEFINED 28 34             0        0   179900
CREE INC                       COM              225447101    14978   112200 SH       DEFINED 03            96500        0    15700
CREO PRODS INC                 COM              225606102    22033   960000 SH       DEFINED 02                0        0   960000
CRESCENT REAL ESTATE EQUITIES  COM              225756105    76610  3737100 SH       DEFINED 09 11 15          0        0  3737100
CRESCENT REAL ESTATE EQUITIES  COM              225756105    18583   906500 SH       DEFINED 22 33 34          0        0   906500
CRESCENT REAL ESTATE EQUITIES  COM              225756105    11586   565200 SH       DEFINED 35                0        0   565200
CRESCENT REAL ESTATE EQUITIES  COM              225756105    29120  1420500 SH       DEFINED 03          1352800        0    67700
CRESTLINE CAP CORP             COM              226153104     2149   125950 SH       DEFINED 12                0        0   125950
CRESUD S A C I F Y A           SPONSORED ADR    226406106     1073   124506 SH       DEFINED 02 19 21          0        0   124506
CRISTALERIAS DE CHILE S A      SPONSORED ADR    226714103        4      300 SH       DEFINED 07                0        0      300
CRITICAL PATH INC              SB NT CV 144A 05 22674VAA8    11262 13600000 PRN      DEFINED 11                0        0        0
CRITICAL PATH INC              COM              22674V100    57536   986700 SH       DEFINED 12 13 03          0        0   986700
CROMPTON CORP                  COM              227116100    81649  6665300 SH       DEFINED 07 09 12          0        0  6665300
CROMPTON CORP                  COM              227116100    13858  1131274 SH       DEFINED 15 22 34          0        0  1131274
CROMPTON CORP                  COM              227116100    18249  1489721 SH       DEFINED 03           856921        0   632800
CROSS A T CO                   CL A             227478104      218    44189 SH       DEFINED 15                0        0    44189
CROSS TIMBERS OIL CO           COM              227573102      805    36400 SH       DEFINED 15                0        0    36400
CROSSMANN CMNTYS INC           COM              22764E109    19125  1159100 SH       DEFINED 07                0        0  1159100
CROWN AMERN RLTY TR            SH BEN INT       228186102     5086   946300 SH       DEFINED 09 35             0        0   946300
CROWN AMERN RLTY TR            SH BEN INT       228186102     1091   203000 SH       DEFINED 03           203000        0        0
CROWN CASTLE INTL CORP         COM              228227104    22509   616700 SH       DEFINED 02 07 11          0        0   616700
CROWN CASTLE INTL CORP         COM              228227104    91060  2494800 SH       DEFINED 13 15 20          0        0  2494800
CROWN CASTLE INTL CORP         COM              228227104    10975   300700 SH       DEFINED 21 23 28          0        0   300700
CROWN CASTLE INTL CORP         COM              228227104    23892   654600 SH       DEFINED 32 34             0        0   654600
CROWN CASTLE INTL CORP         COM              228227104     4307   118000 SH       DEFINED 03           118000        0        0
CROWN CORK & SEAL INC          COM              228255105       70     4700 SH       DEFINED 15                0        0     4700
CROWN CORK & SEAL INC          COM              228255105     1410    94016 SH       DEFINED 37 03         94016        0        0
CROWN MEDIA HLDGS INC          CL A             228411104      459    30000 SH       DEFINED 15                0        0    30000
CRYOLIFE INC                   COM              228903100    14720   640000 SH       DEFINED 07                0        0   640000
CUMMINS ENGINE INC             COM              231021106       73     2700 SH       DEFINED 15                0        0     2700
CUMMINS ENGINE INC             COM              231021106      871    31984 SH       DEFINED 03            31984        0        0
CURAGEN CORP                   SB DEB CV 144A07 23126RAA9     6400  8000000 PRN      DEFINED 11                0        0        0
CURAGEN CORP                   COM              23126R101     5964   156700 SH       DEFINED 11 26 28          0        0   156700
CYBERSOURCE CORP               COM              23251J106     1105    80000 SH       DEFINED 15                0        0    80000
CYBERONICS INC                 COM              23251P102     2235   186300 SH       DEFINED 03           186300        0        0
CYBEROPTICS CORP               COM              232517102     4005    86600 SH       DEFINED 12 26 28          0        0    86600
CYBEX COMPUTER PRODS CORP      COM              232522102    47438  1119500 SH       DEFINED 02 07 15          0        0  1119500
CYBEX COMPUTER PRODS CORP      COM              232522102     8572   202300 SH       DEFINED 26                0        0   202300
CYBEX COMPUTER PRODS CORP      COM              232522102    11403   269100 SH       DEFINED 03           269100        0        0
CYGNUS INC                     COM              232560102    29918  2099550 SH       DEFINED 15 28             0        0  2099550
CYGNUS INC                     COM              232560102     5671   398000 SH       DEFINED 03           398000        0        0
CYMER INC                      SB NT CV STEP 04 232572AC1     3360  3000000 PRN      DEFINED 11                0        0        0
CYMER INC                      COM              232572107     5505   115300 SH       DEFINED 02 13             0        0   115300
CYMER INC                      COM              232572107     5496   115100 SH       DEFINED 03           115100        0        0
CYPRESS SEMICONDUCTOR CORP     SUB NT CV   4%05 232806AE9     6011  5250000 PRN      DEFINED 11                0        0        0
CYPRESS SEMICONDUCTOR CORP     COM              232806109    41755   988300 SH       DEFINED 02 09 15          0        0   988300
CYPRESS SEMICONDUCTOR CORP     COM              232806109    15146   358500 SH       DEFINED 23 26 28          0        0   358500
CYPRESS SEMICONDUCTOR CORP     COM              232806109     7513   177840 SH       DEFINED 30 32 03          0        0   177840
CYSIVE INC                     COM              23281T108    20403   854600 SH       DEFINED 13 15             0        0   854600
CYSIVE INC                     COM              23281T108     6474   271200 SH       DEFINED 03           271200        0        0
CYTEC INDS INC                 COM              232820100    39648  1606000 SH       DEFINED 15 22 28          0        0  1606000
CYTOGEN CORP                   COM              232824102     6626   654500 SH       DEFINED 15                0        0   654500
CYTYC CORP                     COM              232946103    15644   293100 SH       DEFINED 12 15 26          0        0   293100
CYTYC CORP                     COM              232946103     7582   142064 SH       DEFINED 37           141264        0      800
CYTYC CORP                     COM              232946103     2588    48500 SH       DEFINED 03            48500        0        0
DQE INC                        COM              23329J104     1093    27650 SH       DEFINED 37 03         27650        0        0
DPL INC                        COM              233293109    20056   914258 SH       DEFINED 07 09 15          0        0   914258
DPL INC                        COM              233293109    38900  1773254 SH       DEFINED 18 20 22          0        0  1773254
DPL INC                        COM              233293109     1509    68800 SH       DEFINED 32                0        0    68800
DPL INC                        COM              233293109     2434   110964 SH       DEFINED 03            99344        0    11620
DRS TECHNOLOGIES INC           COM              23330X100      198    17100 SH       DEFINED 03            17100        0        0
D R HORTON INC                 COM              23331A109    29459  2172100 SH       DEFINED 06 07 12          0        0  2172100
D R HORTON INC                 COM              23331A109     2759   203400 SH       DEFINED 15 28 34          0        0   203400
D R HORTON INC                 COM              23331A109     6141   452800 SH       DEFINED 03           452800        0        0
DSP GROUP INC                  COM              23332B106     5040    90000 SH       DEFINED 26                0        0    90000
DST SYS INC DEL                COM              233326107    23880   313700 SH       DEFINED 02 07 13          0        0   313700
DST SYS INC DEL                COM              233326107   247505  3251300 SH       DEFINED 15 16 20          0        0  3251300
DST SYS INC DEL                COM              233326107    17478   229600 SH       DEFINED 28 32 34          0        0   229600
DST SYS INC DEL                COM              233326107    43813   575545 SH       DEFINED 37 03        448545        0   127000
DT INDUSTRIES INC              COM              23333J108     2218   236600 SH       DEFINED 07                0        0   236600
DTE ENERGY CO                  COM              233331107      595    19500 SH       DEFINED 02 23             0        0    19500
DTE ENERGY CO                  COM              233331107     4577   149736 SH       DEFINED 37 03        149736        0        0
DAIN RAUSCHER CORP             COM              233856103     8563   129750 SH       DEFINED 02 15 26          0        0   129750
DAIN RAUSCHER CORP             COM              233856103     4946    74950 SH       DEFINED 03            74950        0        0
DALLAS SEMICONDUCTOR CORP      COM              235204104   210575  5167500 SH       DEFINED 02 07 15          0        0  5167500
DALLAS SEMICONDUCTOR CORP      COM              235204104     3708    91000 SH       DEFINED 26 34             0        0    91000
DALLAS SEMICONDUCTOR CORP      COM              235204104    13492   331100 SH       DEFINED 03           331100        0        0
DANA CORP                      COM              235811106     1709    80670 SH       DEFINED 08                0        0    80670
DANA CORP                      COM              235811106     2910   137379 SH       DEFINED 03           137379        0        0
DANAHER CORP DEL               COM              235851102   120595  2439349 SH       DEFINED 02 07 10          0        0  2439349
DANAHER CORP DEL               COM              235851102   239973  4854080 SH       DEFINED 15 16 20          0        0  4854080
DANAHER CORP DEL               COM              235851102    51643  1044630 SH       DEFINED 23 27 28          0        0  1044630
DANAHER CORP DEL               COM              235851102    41916   847872 SH       DEFINED 30 32 34          0        0   847872
DANAHER CORP DEL               COM              235851102    49416   999582 SH       DEFINED 03           876982        0   122600
DARDEN RESTAURANTS INC         COM              237194105    10863   668500 SH       DEFINED 02 12 15          0        0   668500
DARDEN RESTAURANTS INC         COM              237194105   139517  8585710 SH       DEFINED 22 23 28          0        0  8585710
DARDEN RESTAURANTS INC         COM              237194105     2494   153500 SH       DEFINED 32 34             0        0   153500
DARDEN RESTAURANTS INC         COM              237194105     6382   392758 SH       DEFINED 37 03        180958        0   211800
DATA RETURN CORP               COM              23785M104     9807   338200 SH       DEFINED 15 22 28          0        0   338200
DATA RETURN CORP               COM              23785M104     2807    96800 SH       DEFINED 34                0        0    96800
DATA RESH ASSOC INC            COM              237853106      868   110500 SH       DEFINED 07                0        0   110500
DATAKEY INC                    COM              237909106     2278   450000 SH       DEFINED 26                0        0   450000
DATASCOPE CORP                 COM              238113104     2664    74000 SH       DEFINED 26                0        0    74000
DATASCOPE CORP                 COM              238113104       18      500 SH       DEFINED 37              500        0        0
DAVOX CORP                     COM              239208101      905    70000 SH       DEFINED 26                0        0    70000
DAWSON GEOPHYSICAL CO          COM              239359102     3351   297900 SH       DEFINED 07                0        0   297900
DE BEERS CONS MINES LTD        ADR DEFD         240253302    24312  1000000 SH       DEFINED 07                0        0  1000000
DEAN FOODS CO                  COM              242361103     7772   245300 SH       DEFINED 02 12 15          0        0   245300
DEAN FOODS CO                  COM              242361103     1546    48800 SH       DEFINED 34 03             0        0    48800
DECORATOR INDS INC             COM PAR $0.20    243631207      925   200015 SH       DEFINED 07                0        0   200015
DEERE & CO                     COM              244199105    76282  2061700 SH       DEFINED 02 04 07          0        0  2061700
DEERE & CO                     COM              244199105   269631  7287350 SH       DEFINED 09 10 13          0        0  7287350
DEERE & CO                     COM              244199105   127367  3442370 SH       DEFINED 15 22 28          0        0  3442370
DEERE & CO                     COM              244199105     7122   192500 SH       DEFINED 30 32 34          0        0   192500
DEERE & CO                     COM              244199105    13590   367325 SH       DEFINED 37 03        275825        0    91500
DEL GLOBAL TECHNOLOGIES CORP   COM              245073101     7554   777300 SH       DEFINED 07                0        0   777300
DEL LABS INC                   COM              245091103     3369   277900 SH       DEFINED 07                0        0   277900
DELHAIZE AMER INC              CL A             246688105      295    16700 SH       DEFINED 15                0        0    16700
DELL COMPUTER CORP             COM              247025109   270913  5493800 SH       DEFINED 02 04 05          0        0  5493800
DELL COMPUTER CORP             COM              247025109   834451 16921700 SH       DEFINED 06 07 10          0        0 16921700
DELL COMPUTER CORP             COM              247025109   518387 10512300 SH       DEFINED 11 12 13          0        0 10512300
DELL COMPUTER CORP             COM              247025109  1436730 29135210 SH       DEFINED 15 16 19          0        0 29135210
DELL COMPUTER CORP             COM              247025109   476236  9657530 SH       DEFINED 20 22 23          0        0  9657530
DELL COMPUTER CORP             COM              247025109   496863 10075810 SH       DEFINED 26 27 28          0        0 10075810
DELL COMPUTER CORP             COM              247025109   129282  2621700 SH       DEFINED 30 32 34          0        0  2621700
DELL COMPUTER CORP             COM              247025109   306619  6218252 SH       DEFINED 37 03       5133832        0  1084420
DELPHI AUTOMOTIVE SYS CORP     COM              247126105      828    56894 SH       DEFINED 08 15 34          0        0    56894
DELPHI AUTOMOTIVE SYS CORP     COM              247126105     6340   435375 SH       DEFINED 37 03        435375        0        0
DELTA & PINE LD CO             COM              247357106      448    17900 SH       DEFINED 15                0        0    17900
DELTA & PINE LD CO             COM              247357106     5375   214472 SH       DEFINED 03           214472        0        0
DELTA AIR LINES INC DEL        COM              247361108    11199   221500 SH       DEFINED 02 15 32          0        0   221500
DELTA AIR LINES INC DEL        COM              247361108       30      600 SH       DEFINED 34                0        0      600
DELTA AIR LINES INC DEL        COM              247361108     5682   112384 SH       DEFINED 37 03        112384        0        0
DELTA WOODSIDE INDS INC NEW    COM              247909104      194    88700 SH       DEFINED 32                0        0    88700
DENBURY RES INC                COM NEW          247916208      335    62100 SH       DEFINED 02                0        0    62100
DELTA FINANCIAL CORP           COM              247918105       19    11700 SH       DEFINED 25 27             0        0    11700
DELUXE CORP                    COM              248019101   170366  7230400 SH       DEFINED 12 13 16          0        0  7230400
DELUXE CORP                    COM              248019101    37733  1601438 SH       DEFINED 03           623638        0   977800
DENDRITE INTL INC              COM              248239105      832    25000 SH       DEFINED 02                0        0    25000
DENTSPLY INTL INC NEW          COM              249030107    65442  2123900 SH       DEFINED 02 07 12          0        0  2123900
DENTSPLY INTL INC NEW          COM              249030107    14845   481800 SH       DEFINED 15 20 21          0        0   481800
DENTSPLY INTL INC NEW          COM              249030107     4963   161100 SH       DEFINED 26 32             0        0   161100
DENTSPLY INTL INC NEW          COM              249030107    22783   739425 SH       DEFINED 03           330225        0   409200
DESCARTES SYS GROUP INC        COM              249906108    13365   450000 SH       DEFINED 02                0        0   450000
DEVCON INTL CORP               COM              251588109     2330   351700 SH       DEFINED 07                0        0   351700
DEVON ENERGY CORP NEW          COM              25179M103    20367   362500 SH       DEFINED 02 04 05          0        0   362500
DEVON ENERGY CORP NEW          COM              25179M103    26509   471800 SH       DEFINED 06 07 09          0        0   471800
DEVON ENERGY CORP NEW          COM              25179M103    88849  1581300 SH       DEFINED 10 12 13          0        0  1581300
DEVON ENERGY CORP NEW          COM              25179M103   109700  1952400 SH       DEFINED 15 16 20          0        0  1952400
DEVON ENERGY CORP NEW          COM              25179M103    26559   472700 SH       DEFINED 23 26 28          0        0   472700
DEVON ENERGY CORP NEW          COM              25179M103     6570   116940 SH       DEFINED 30 32 34          0        0   116940
DEVON ENERGY CORP NEW          COM              25179M103    24054   428120 SH       DEFINED 37 03        291620        0   136500
DEVRY INC DEL                  COM              251893103     2389    90400 SH       DEFINED 13                0        0    90400
DEVRY INC DEL                  COM              251893103     3518   133100 SH       DEFINED 03           133100        0        0
DEXTER CORP                    COM              252165105     3763    78400 SH       DEFINED 03            78400        0        0
DIA MET MINERALS LTD           CL A SUB VTG     25243K208      612    50650 SH       DEFINED 15                0        0    50650
DIA MET MINERALS LTD           CL B MULTI VTG   25243K307     2761   204400 SH       DEFINED 15                0        0   204400
DIAGEO P L C                   SPON ADR NEW     25243Q205    16024   450600 SH       DEFINED 15 19 21          0        0   450600
DIAGEO P L C                   SPON ADR NEW     25243Q205     1820    51200 SH       DEFINED 03            40200        0    11000
DIAL CORP NEW                  COM              25247D101    23505  2265600 SH       DEFINED 02 07 09          0        0  2265600
DIAL CORP NEW                  COM              25247D101    16332  1574185 SH       DEFINED 15 21 22          0        0  1574185
DIAL CORP NEW                  COM              25247D101     2528   243756 SH       DEFINED 29 34             0        0   243756
DIAL CORP NEW                  COM              25247D101     6306   607900 SH       DEFINED 03           563500        0    44400
DIAMOND OFFSHORE DRILLING INC  COM              25271C102    34190   973400 SH       DEFINED 02 06 09          0        0   973400
DIAMOND OFFSHORE DRILLING INC  COM              25271C102   178104  5070600 SH       DEFINED 11 13 15          0        0  5070600
DIAMOND OFFSHORE DRILLING INC  COM              25271C102    16874   480400 SH       DEFINED 27 28 30          0        0   480400
DIAMOND OFFSHORE DRILLING INC  COM              25271C102     2406    68500 SH       DEFINED 34                0        0    68500
DIAMOND OFFSHORE DRILLING INC  COM              25271C102    19708   561100 SH       DEFINED 03           453700        0   107400
DIAMOND TECHNOLOGY PARTNERS    CL A             252762109    55730   633300 SH       DEFINED 02 15 34          0        0   633300
DIAMOND TECHNOLOGY PARTNERS    CL A             252762109    11532   131050 SH       DEFINED 03           128000        0     3050
DIANON SYS INC                 COM              252826102      707    28000 SH       DEFINED 02                0        0    28000
DIEBOLD INC                    COM              253651103    22037   790600 SH       DEFINED 07 12 13          0        0   790600
DIEBOLD INC                    COM              253651103    51178  1836000 SH       DEFINED 20 32             0        0  1836000
DIEBOLD INC                    COM              253651103     8351   299600 SH       DEFINED 03           217300        0    82300
DIGEX INC DEL                  CL A             253756100    61931   911600 SH       DEFINED 04 10 15          0        0   911600
DIGEX INC DEL                  CL A             253756100   150977  2222300 SH       DEFINED 22 28             0        0  2222300
DIGITAL IS INC DEL             COM              25385N101    24118   496000 SH       DEFINED 10                0        0   496000
DIGITAL INSIGHT CORP           COM              25385P106     3692   108600 SH       DEFINED 02 09 15          0        0   108600
DIGITAL INSIGHT CORP           COM              25385P106    28787   846700 SH       DEFINED 16 28 30          0        0   846700
DIGITAL INSIGHT CORP           COM              25385P106     2519    74100 SH       DEFINED 34                0        0    74100
DIGITAL INSIGHT CORP           COM              25385P106     9764   287200 SH       DEFINED 03           195100        0    92100
DIGITAL LIGHTWAVE INC          COM              253855100     4276    42529 SH       DEFINED 04 13 15          0        0    42529
DIGITAL LIGHTWAVE INC          COM              253855100     3590    35700 SH       DEFINED 26                0        0    35700
DIGITAL MICROWAVE CORP         COM              253859102    24068   631300 SH       DEFINED 09 13 15          0        0   631300
DIGITAL MICROWAVE CORP         COM              253859102     1875    49200 SH       DEFINED 28 30             0        0    49200
DIGITAL MICROWAVE CORP         COM              253859102      434    11400 SH       DEFINED 03            11400        0        0
DILLARDS INC                   CL A             254067101     1010    82469 SH       DEFINED 03            82469        0        0
DIME BANCORP INC NEW           COM              25429Q102     4467   282000 SH       DEFINED 15 32 34          0        0   282000
DIME BANCORP INC NEW           COM              25429Q102     1875   119100 SH       DEFINED 03           119100        0        0
DIMON INC                      COM              254394109      158    74700 SH       DEFINED 13 28             0        0    74700
DIMON INC                      COM              254394109      201    95000 SH       DEFINED 03            95000        0        0
DIODES INC                     COM              254543101     8339   194500 SH       DEFINED 07                0        0   194500
DIONEX CORP                    COM              254546104        5      200 SH       DEFINED 15                0        0      200
DISNEY WALT CO                 COM DISNEY       254687106   160578  4137300 SH       DEFINED 02 04 05          0        0  4137300
DISNEY WALT CO                 COM DISNEY       254687106   174869  4505494 SH       DEFINED 06 07 08          0        0  4505494
DISNEY WALT CO                 COM DISNEY       254687106   721109 18579300 SH       DEFINED 09 10 11          0        0 18579300
DISNEY WALT CO                 COM DISNEY       254687106   221982  5719356 SH       DEFINED 12 13 15          0        0  5719356
DISNEY WALT CO                 COM DISNEY       254687106   474782 12232720 SH       DEFINED 16 18 19          0        0 12232720
DISNEY WALT CO                 COM DISNEY       254687106   347821  8961580 SH       DEFINED 20 22 23          0        0  8961580
DISNEY WALT CO                 COM DISNEY       254687106   176228  4540500 SH       DEFINED 26 27 28          0        0  4540500
DISNEY WALT CO                 COM DISNEY       254687106    87030  2242320 SH       DEFINED 30 32 34          0        0  2242320
DISNEY WALT CO                 COM DISNEY       254687106   284925  7340600 SH       DEFINED 37 03       6094235        0  1246365
DISTRIBUCION Y SERVICIO D&S SA SPONSORED ADR    254753106      807    46500 SH       DEFINED 02 07 19          0        0    46500
DISTRIBUCION Y SERVICIO D&S SA SPONSORED ADR    254753106     8148   469000 SH       DEFINED 21                0        0   469000
DIRECT FOCUS INC               COM              254931108      784    16000 SH       DEFINED 02                0        0    16000
DITECH COMMUNICATIONS CORP     COM              25500M103    97683  1033000 SH       DEFINED 02 04 06          0        0  1033000
DITECH COMMUNICATIONS CORP     COM              25500M103   163394  1727900 SH       DEFINED 09 13 15          0        0  1727900
DITECH COMMUNICATIONS CORP     COM              25500M103    58406   617652 SH       DEFINED 19 21 22          0        0   617652
DITECH COMMUNICATIONS CORP     COM              25500M103    52888   559300 SH       DEFINED 28 29 30          0        0   559300
DITECH COMMUNICATIONS CORP     COM              25500M103     5560    58800 SH       DEFINED 34                0        0    58800
DITECH COMMUNICATIONS CORP     COM              25500M103    21456   226900 SH       DEFINED 03           182100        0    44800
DIVERSA CORP                   COM              255064107     3312   100000 SH       DEFINED 02                0        0   100000
DIVERSIFIED CORPORATE RES INC  COM              255153108      709   246800 SH       DEFINED 07                0        0   246800
DIVERSINET CORP                COM NEW          25536K204     1639   202300 SH       DEFINED 11 15 28          0        0   202300
DIVERSINET CORP                COM NEW          25536K204      384    47400 SH       DEFINED 34                0        0    47400
DOBSON COMMUNICATIONS CORP     CL A             256069105    36317  1886600 SH       DEFINED 09 15 20          0        0  1886600
DOBSON COMMUNICATIONS CORP     CL A             256069105     4094   212700 SH       DEFINED 32 34             0        0   212700
DOCUMENTUM INC                 COM              256159104     2645    29600 SH       DEFINED 26                0        0    29600
DOLLAR GEN CORP                COM              256669102      214    11011 SH       DEFINED 02 15 34          0        0    11011
DOLLAR GEN CORP                COM              256669102     4991   255976 SH       DEFINED 03           255976        0        0
DOLLAR THRIFTY AUTOMOTIVE GP   COM              256743105     3492   189400 SH       DEFINED 26                0        0   189400
DOLLAR TREE STORES INC         COM              256747106     5803   146700 SH       DEFINED 02 09 15          0        0   146700
DOLLAR TREE STORES INC         COM              256747106   139477  3525500 SH       DEFINED 16 20 23          0        0  3525500
DOLLAR TREE STORES INC         COM              256747106     8959   226475 SH       DEFINED 28 30 32          0        0   226475
DOLLAR TREE STORES INC         COM              256747106       50     1275 SH       DEFINED 34                0        0     1275
DOLLAR TREE STORES INC         COM              256747106     8873   224280 SH       DEFINED 03           129000        0    95280
DOMINION HOMES INC             COM              257386102     3359   578000 SH       DEFINED 07                0        0   578000
DOMINION RES INC VA NEW        COM              25746U109     8122   189395 SH       DEFINED 37 03        189395        0        0
DOMTAR INC                     COM              257561100    70787  7626460 SH       DEFINED 02 07 15          0        0  7626460
DOMTAR INC                     COM              257561100     1264   136200 SH       DEFINED 21 34             0        0   136200
DOMTAR INC                     COM              257561100      445    47900 SH       DEFINED 03            47900        0        0
DONALDSON INC                  COM              257651109      734    37200 SH       DEFINED 26                0        0    37200
DONALDSON LUFKIN & JENRETTE NW COM DLJ          257661108    12527   295200 SH       DEFINED 02 12 15          0        0   295200
DONALDSON LUFKIN & JENRETTE NW COM DLJ          257661108      734    17300 SH       DEFINED 34 03             0        0    17300
DONALDSON LUFKIN & JENRETTE NW COM DLJDIRECT    257661504      192    27000 SH       DEFINED 02 15 34          0        0    27000
DONNELLEY R R & SONS CO        COM              257867101   133953  5937000 SH       DEFINED 02 09 12          0        0  5937000
DONNELLEY R R & SONS CO        COM              257867101    14273   632600 SH       DEFINED 15 22 34          0        0   632600
DONNELLEY R R & SONS CO        COM              257867101    21300   944085 SH       DEFINED 03           232685        0   711400
DORAL FINL CORP                COM              25811P100    25048  2190000 SH       DEFINED 07                0        0  2190000
DORCHESTER HUGOTON LTD         DEPOSTARY RCPT   258205202     2048   145000 SH       DEFINED 07                0        0   145000
DOREL INDS INC                 CL B SUB VTG     25822C205    11158   500600 SH       DEFINED 07                0        0   500600
DOT HILL SYS CORP              COM              25848T109     3426   311500 SH       DEFINED 13 26             0        0   311500
DOT HILL SYS CORP              COM              25848T109     3533   321200 SH       DEFINED 03           321200        0        0
DOUBLECLICK INC                SB NT CV 4.75%06 258609AC0     5100  4750000 PRN      DEFINED 11                0        0        0
DOUBLECLICK INC                COM              258609304    42978  1127300 SH       DEFINED 02 05 06          0        0  1127300
DOUBLECLICK INC                COM              258609304   166068  4355900 SH       DEFINED 09 10 15          0        0  4355900
DOUBLECLICK INC                COM              258609304    74752  1960730 SH       DEFINED 16 19 26          0        0  1960730
DOUBLECLICK INC                COM              258609304    28843   756540 SH       DEFINED 28 30 34          0        0   756540
DOUBLECLICK INC                COM              258609304    18908   495950 SH       DEFINED 03           364850        0   131100
DOVER CORP                     COM              260003108    16281   401400 SH       DEFINED 02 12 15          0        0   401400
DOVER CORP                     COM              260003108      300     7400 SH       DEFINED 23 34             0        0     7400
DOVER CORP                     COM              260003108     6944   171204 SH       DEFINED 03           156804        0    14400
DOVER DOWNS ENTMT INC          COM              260086103     3056   218300 SH       DEFINED 07 28             0        0   218300
DOVER DOWNS ENTMT INC          COM              260086103     2713   193800 SH       DEFINED 03           193800        0        0
DOW CHEM CO                    COM              260543103    73271  2427200 SH       DEFINED 02 06 07          0        0  2427200
DOW CHEM CO                    COM              260543103   147551  4887820 SH       DEFINED 09 11 12          0        0  4887820
DOW CHEM CO                    COM              260543103    87854  2910310 SH       DEFINED 13 15 18          0        0  2910310
DOW CHEM CO                    COM              260543103    26610   881500 SH       DEFINED 22 23 28          0        0   881500
DOW CHEM CO                    COM              260543103      262     8700 SH       DEFINED 30 34             0        0     8700
DOW CHEM CO                    COM              260543103    51184  1695265 SH       DEFINED 37 03       1362165        0   333100
DOW JONES & CO INC             COM              260561105    21110   288200 SH       DEFINED 02 12 15          0        0   288200
DOW JONES & CO INC             COM              260561105     7434   101500 SH       DEFINED 23 32 34          0        0   101500
DOW JONES & CO INC             COM              260561105     5837    79686 SH       DEFINED 37 03         69686        0    10000
DOWNEY FINL CORP               COM              261018105     6571   226600 SH       DEFINED 15 26             0        0   226600
DRESS BARN INC                 COM              261570105      663    30000 SH       DEFINED 02                0        0    30000
DREW INDS INC                  COM NEW          26168L205     7087   900000 SH       DEFINED 07                0        0   900000
DREYFUS STRATEGIC GOVTS INCOME COM              261938104     2363   259000 SH       DEFINED 19 21             0        0   259000
DRUG EMPORIUM INC              COM              262175102       54    39600 SH       DEFINED 03            39600        0        0
DRUGSTORE COM INC              COM              262241102     4631   615000 SH       DEFINED 13                0        0   615000
DU PONT E I DE NEMOURS & CO    COM              263534109    90676  2072600 SH       DEFINED 02 04 06          0        0  2072600
DU PONT E I DE NEMOURS & CO    COM              263534109   290257  6634463 SH       DEFINED 07 09 10          0        0  6634463
DU PONT E I DE NEMOURS & CO    COM              263534109    52307  1195597 SH       DEFINED 11 12 13          0        0  1195597
DU PONT E I DE NEMOURS & CO    COM              263534109   136105  3110991 SH       DEFINED 15 16 19          0        0  3110991
DU PONT E I DE NEMOURS & CO    COM              263534109    33699   770269 SH       DEFINED 22 23 27          0        0   770269
DU PONT E I DE NEMOURS & CO    COM              263534109    13259   303064 SH       DEFINED 28 30 34          0        0   303064
DU PONT E I DE NEMOURS & CO    COM              263534109    99416  2272175 SH       DEFINED 37 03       2120483        0   151692
DUANE READE INC                COM              263578106     5665   220000 SH       DEFINED 26 28             0        0   220000
DUCOMMUN INC DEL               COM              264147109    13017  1090500 SH       DEFINED 07                0        0  1090500
DUKE ENERGY CORP               COM              264399106     2300    40800 SH       DEFINED 02 12 15          0        0    40800
DUKE ENERGY CORP               COM              264399106    32832   582400 SH       DEFINED 20 23 28          0        0   582400
DUKE ENERGY CORP               COM              264399106     7238   128400 SH       DEFINED 32                0        0   128400
DUKE ENERGY CORP               COM              264399106    16869   299213 SH       DEFINED 37 03        298213        0     1000
DUKE WEEKS REALTY CORP         COM NEW          264411505    70026  3129682 SH       DEFINED 09 11 12          0        0  3129682
DUKE WEEKS REALTY CORP         COM NEW          264411505    17332   774622 SH       DEFINED 15 18 22          0        0   774622
DUKE WEEKS REALTY CORP         COM NEW          264411505    10551   471580 SH       DEFINED 28 34 35          0        0   471580
DUKE WEEKS REALTY CORP         COM NEW          264411505    31827  1422460 SH       DEFINED 37 03       1312142        0   110318
DUN & BRADSTREET CORP DEL      COM              26483B106    27883   974100 SH       DEFINED 07 09 12          0        0   974100
DUN & BRADSTREET CORP DEL      COM              26483B106     7471   261000 SH       DEFINED 15 22             0        0   261000
DUN & BRADSTREET CORP DEL      COM              26483B106    10507   367059 SH       DEFINED 03           193559        0   173500
DURA AUTOMOTIVE SYSTEMS CORP   CL A             265903104     3022   279500 SH       DEFINED 03           279500        0        0
DURA PHARMACEUTICALS INC       SUB NT CV 3.5%02 26632SAA7      830  1000000 PRN      DEFINED 11                0        0        0
DURA PHARMACEUTICALS INC       COM              26632S109       71     5000 SH       DEFINED 07                0        0     5000
DYNEGY INC NEW                 CL A             26816Q101    51247   750193 SH       DEFINED 02 04 05          0        0   750193
DYNEGY INC NEW                 CL A             26816Q101   224235  3282492 SH       DEFINED 06 07 09          0        0  3282492
DYNEGY INC NEW                 CL A             26816Q101   287504  4208672 SH       DEFINED 11 12 13          0        0  4208672
DYNEGY INC NEW                 CL A             26816Q101    75662  1107601 SH       DEFINED 15 16 18          0        0  1107601
DYNEGY INC NEW                 CL A             26816Q101   219228  3209199 SH       DEFINED 19 20 21          0        0  3209199
DYNEGY INC NEW                 CL A             26816Q101    31750   464782 SH       DEFINED 23 27 28          0        0   464782
DYNEGY INC NEW                 CL A             26816Q101    61667   902726 SH       DEFINED 29 30 32          0        0   902726
DYNEGY INC NEW                 CL A             26816Q101     8895   130220 SH       DEFINED 34                0        0   130220
DYNEGY INC NEW                 CL A             26816Q101   137133  2007429 SH       DEFINED 37 03       1882135        0   125294
EEX CORP                       COM NEW          26842V207     4593   790300 SH       DEFINED 02 15 34          0        0   790300
EGL INC                        COM              268484102     2101    68350 SH       DEFINED 15 26             0        0    68350
EGL INC                        COM              268484102     9218   299800 SH       DEFINED 03           299800        0        0
ELXSI CORP                     COM NEW          268613205     2585   233700 SH       DEFINED 07                0        0   233700
E M C CORP MASS                COM              268648102   332190  4317662 SH       DEFINED 02 04 05          0        0  4317662
E M C CORP MASS                COM              268648102  2287389 29730484 SH       DEFINED 06 07 10          0        0 29730484
E M C CORP MASS                COM              268648102   661705  8600564 SH       DEFINED 11 12 13          0        0  8600564
E M C CORP MASS                COM              268648102  2222067 28881460 SH       DEFINED 15 16 19          0        0 28881460
E M C CORP MASS                COM              268648102   477846  6210840 SH       DEFINED 20 21 22          0        0  6210840
E M C CORP MASS                COM              268648102   225449  2930300 SH       DEFINED 23 26 27          0        0  2930300
E M C CORP MASS                COM              268648102   781352 10155682 SH       DEFINED 28 30 32          0        0 10155682
E M C CORP MASS                COM              268648102   117575  1528200 SH       DEFINED 34                0        0  1528200
E M C CORP MASS                COM              268648102   525803  6834603 SH       DEFINED 37 03       5819863        0  1014740
ENSCO INTL INC                 COM              26874Q100    45941  1282840 SH       DEFINED 02 04 09          0        0  1282840
ENSCO INTL INC                 COM              26874Q100   151331  4225670 SH       DEFINED 10 11 12          0        0  4225670
ENSCO INTL INC                 COM              26874Q100   191271  5340920 SH       DEFINED 13 15 16          0        0  5340920
ENSCO INTL INC                 COM              26874Q100    21998   614260 SH       DEFINED 19 20 21          0        0   614260
ENSCO INTL INC                 COM              26874Q100    73594  2055000 SH       DEFINED 23 26 28          0        0  2055000
ENSCO INTL INC                 COM              26874Q100    10908   304610 SH       DEFINED 29 30 32          0        0   304610
ENSCO INTL INC                 COM              26874Q100     5901   164800 SH       DEFINED 34                0        0   164800
ENSCO INTL INC                 COM              26874Q100   114757  3204400 SH       DEFINED 37 03       3202200        0     2200
ENI S P A                      SPONSORED ADR    26874R108    76080  1307500 SH       DEFINED 19 21             0        0  1307500
EOG RES INC                    COM              26875P101    11128   332200 SH       DEFINED 02 04 09          0        0   332200
EOG RES INC                    COM              26875P101    60219  1797600 SH       DEFINED 12 13 15          0        0  1797600
EOG RES INC                    COM              26875P101    78145  2332700 SH       DEFINED 18 20 23          0        0  2332700
EOG RES INC                    COM              26875P101    21082   629340 SH       DEFINED 28 30 32          0        0   629340
EOG RES INC                    COM              26875P101     3527   105300 SH       DEFINED 34                0        0   105300
E PIPHANY INC                  COM              26881V100   108773  1014800 SH       DEFINED 04 13 16          0        0  1014800
E PIPHANY INC                  COM              26881V100    38887   362800 SH       DEFINED 20 28 30          0        0   362800
E PIPHANY INC                  COM              26881V100     3987    37200 SH       DEFINED 32                0        0    37200
E PIPHANY INC                  COM              26881V100      782     7300 SH       DEFINED 03             7300        0        0
E-TEK DYNAMICS INC             COM              269240107    95420   361700 SH       DEFINED 02 06 09          0        0   361700
E-TEK DYNAMICS INC             COM              269240107   534932  2027700 SH       DEFINED 11 13 15          0        0  2027700
E-TEK DYNAMICS INC             COM              269240107    42666   161730 SH       DEFINED 28 30 34          0        0   161730
E-TEK DYNAMICS INC             COM              269240107     8784    33300 SH       DEFINED 03            20800        0    12500
E TRADE GROUP INC              COM              269246104    39055  2367000 SH       DEFINED 12 13 15          0        0  2367000
E TRADE GROUP INC              COM              269246104      330    20000 SH       DEFINED 28                0        0    20000
E TRADE GROUP INC              COM              269246104      323    19600 SH       DEFINED 03            19600        0        0
EARTHGRAINS CO                 COM              270319106     8828   454200 SH       DEFINED 02 12 15          0        0   454200
EARTHGRAINS CO                 COM              270319106    86726  4461800 SH       DEFINED 20 32 34          0        0  4461800
EARTHGRAINS CO                 COM              270319106     2670   137400 SH       DEFINED 03            15200        0   122200
EARTHWEB INC                   SB NT CV144A7%05 27032CAA6     3675  7500000 PRN      DEFINED 11                0        0        0
EARTHLINK INC                  COM              270321102     2493   161500 SH       DEFINED 10                0        0   161500
EAST WEST BANCORP INC          COM              27579R104     1538   107000 SH       DEFINED 07 15             0        0   107000
EAST WEST BANCORP INC          COM              27579R104     3467   241200 SH       DEFINED 03           241200        0        0
EASTERN ENTERPRISES            COM              27637F100     1311    20816 SH       DEFINED 37 03         20816        0        0
EASTGROUP PPTY INC             COM              277276101     2995   142200 SH       DEFINED 35                0        0   142200
EASTGROUP PPTY INC             COM              277276101     5284   250900 SH       DEFINED 03           250900        0        0
EASTMAN CHEM CO                COM              277432100     8131   170293 SH       DEFINED 15 31 32          0        0   170293
EASTMAN CHEM CO                COM              277432100     2901    60763 SH       DEFINED 37 03         60763        0        0
EASTMAN KODAK CO               COM              277461109    50967   856600 SH       DEFINED 02 07 09          0        0   856600
EASTMAN KODAK CO               COM              277461109    17376   292046 SH       DEFINED 15 22 31          0        0   292046
EASTMAN KODAK CO               COM              277461109      119     2000 SH       DEFINED 34                0        0     2000
EASTMAN KODAK CO               COM              277461109    16094   270479 SH       DEFINED 37 03        252379        0    18100
EATON CORP                     COM              278058102    93907  1401600 SH       DEFINED 09 11 12          0        0  1401600
EATON CORP                     COM              278058102    30065   448740 SH       DEFINED 15 22 34          0        0   448740
EATON CORP                     COM              278058102    27296   407411 SH       DEFINED 03           264111        0   143300
EATON VANCE CORP               COM NON VTG      278265103     4865   105200 SH       DEFINED 02 15 26          0        0   105200
EATON VANCE CORP               COM NON VTG      278265103     1577    34100 SH       DEFINED 32 34             0        0    34100
EBAY INC                       COM              278642103    22811   420000 SH       DEFINED 13                0        0   420000
EBAY INC                       COM              278642103     1223    22520 SH       DEFINED 03             2500        0    20020
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109    14849   448500 SH       DEFINED 02 05 06          0        0   448500
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109    91934  2776700 SH       DEFINED 07 09 10          0        0  2776700
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109   403146 12176200 SH       DEFINED 11 13 15          0        0 12176200
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109   238327  7198200 SH       DEFINED 16 22 23          0        0  7198200
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109   191638  5788045 SH       DEFINED 25 26 27          0        0  5788045
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109    70583  2131820 SH       DEFINED 28 30 34          0        0  2131820
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109    35273  1065360 SH       DEFINED 36                0        0  1065360
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109    30692   927000 SH       DEFINED 03           507300        0   419700
ECLIPSYS CORP                  COM              278856109       59     7900 SH       DEFINED 15                0        0     7900
ECOLAB INC                     COM              278865100    51279  1312750 SH       DEFINED 09 11 15          0        0  1312750
ECOLAB INC                     COM              278865100   128970  3301640 SH       DEFINED 16 21 23          0        0  3301640
ECOLAB INC                     COM              278865100    25239   646129 SH       DEFINED 27 28 30          0        0   646129
ECOLAB INC                     COM              278865100      105     2700 SH       DEFINED 34                0        0     2700
ECOLAB INC                     COM              278865100    19126   489645 SH       DEFINED 03           357645        0   132000
EDISON INTL                    COM              281020107     5476   267153 SH       DEFINED 03           267153        0        0
EDUCATION MGMT CORP            COM              28139T101     2528   140000 SH       DEFINED 07                0        0   140000
J D EDWARDS & CO               COM              281667105    43039  2857400 SH       DEFINED 02 12 15          0        0  2857400
J D EDWARDS & CO               COM              281667105     8421   556400 SH       DEFINED 21 26 29          0        0   556400
J D EDWARDS & CO               COM              281667105     3765   250000 SH       DEFINED 34                0        0   250000
J D EDWARDS & CO               COM              281667105     6871   456200 SH       DEFINED 03           355600        0   100600
EDWARDS LIFESCIENCES CORP      COM              28176E108      462    25000 SH       DEFINED 20 32             0        0    25000
EDWARDS LIFESCIENCES CORP      COM              28176E108      839    45397 SH       DEFINED 03            45397        0        0
EDWARDS AG INC                 COM              281760108     1817    46600 SH       DEFINED 02 15             0        0    46600
EDWARDS AG INC                 COM              281760108       49     1207 SH       DEFINED 37             1207        0        0
EFFICIENT NETWORKS INC         COM              282056100    39113   531700 SH       DEFINED 02 06 09          0        0   531700
EFFICIENT NETWORKS INC         COM              282056100    22161   302100 SH       DEFINED 15 23 28          0        0   302100
EFFICIENT NETWORKS INC         COM              282056100     3773    51300 SH       DEFINED 30 34             0        0    51300
EFFICIENT NETWORKS INC         COM              282056100     3597    48900 SH       DEFINED 03            35100        0    13800
EGLOBE INC                     COM              282339100        1      540 SH       DEFINED 03              540        0        0
EL PASO ENERGY CORP DEL        COM              283905107   112510  2208800 SH       DEFINED 02 11 12          0        0  2208800
EL PASO ENERGY CORP DEL        COM              283905107    96042  1885500 SH       DEFINED 15 16 18          0        0  1885500
EL PASO ENERGY CORP DEL        COM              283905107     1553    30500 SH       DEFINED 23 34             0        0    30500
EL PASO ENERGY CORP DEL        COM              283905107    25580   502159 SH       DEFINED 37 03        440559        0    61600
ELAN PLC                       ADR              284131208   203408  4199400 SH       DEFINED 04 09 10          0        0  4199400
ELAN PLC                       ADR              284131208   191381  3951100 SH       DEFINED 13 19 20          0        0  3951100
ELAN PLC                       ADR              284131208   269820  5570480 SH       DEFINED 21 22 28          0        0  5570480
ELAN PLC                       ADR              284131208    25294   522200 SH       DEFINED 30 32             0        0   522200
ELAN PLC                       ADR              284131208    24516   506150 SH       DEFINED 37           305550        0   200600
ELANTEC SEMICONDUCTOR INC      COM              284155108     2102    30200 SH       DEFINED 26                0        0    30200
ELCOR CORP                     COM              284443108      873    37990 SH       DEFINED 07 12 15          0        0    37990
ELCOR CORP                     COM              284443108       29     1300 SH       DEFINED 34                0        0     1300
ELCOR CORP                     COM              284443108     4807   209000 SH       DEFINED 03           179000        0    30000
ELECTRO SCIENTIFIC INDS        COM              285229100     1479    33600 SH       DEFINED 12 28 32          0        0    33600
ELECTRONIC ARTS INC            COM              285512109    93578  1283000 SH       DEFINED 09 13 16          0        0  1283000
ELECTRONIC ARTS INC            COM              285512109   131025  1796410 SH       DEFINED 22 28 30          0        0  1796410
ELECTRONIC ARTS INC            COM              285512109     5762    79000 SH       DEFINED 03            66500        0    12500
ELECTRONIC DATA SYS NEW        COM              285661104    77158  1870500 SH       DEFINED 02 07 10          0        0  1870500
ELECTRONIC DATA SYS NEW        COM              285661104   234118  5675600 SH       DEFINED 12 15 16          0        0  5675600
ELECTRONIC DATA SYS NEW        COM              285661104   140339  3402160 SH       DEFINED 20 23 28          0        0  3402160
ELECTRONIC DATA SYS NEW        COM              285661104    35932   871100 SH       DEFINED 32 34             0        0   871100
ELECTRONIC DATA SYS NEW        COM              285661104    51420  1246520 SH       DEFINED 37 03        882420        0   364100
ELECTRONICS BOUTIQUE HLDGS CP  COM              286045109     3283   200500 SH       DEFINED 28                0        0   200500
ELECTRONICS FOR IMAGING INC    COM              286082102    45484  1796900 SH       DEFINED 02 07 15          0        0  1796900
ELECTRONICS FOR IMAGING INC    COM              286082102     7609   300630 SH       DEFINED 19 23 34          0        0   300630
ELECTRONICS FOR IMAGING INC    COM              286082102    22671   895670 SH       DEFINED 37 03        174970        0   720700
ELF AQUITAINE                  SPONSORED ADR    286269105    15776   156200 SH       DEFINED 19 21             0        0   156200
ELLIS PERRY INTL INC           COM              288853104     7004   875600 SH       DEFINED 07 12 28          0        0   875600
ELOQUENT INC                   COM              290140102     1879   208800 SH       DEFINED 13                0        0   208800
ELOYALTY CORP                  COM              290151109     9359   734100 SH       DEFINED 02 15 28          0        0   734100
ELOYALTY CORP                  COM              290151109     1593   125000 SH       DEFINED 34                0        0   125000
ELOYALTY CORP                  COM              290151109     5188   406950 SH       DEFINED 03           406950        0        0
EMBRATEL PARTICIPACOES S A     SPON ADR PFD     29081N100    43732  1851100 SH       DEFINED 02 07 12          0        0  1851100
EMBRATEL PARTICIPACOES S A     SPON ADR PFD     29081N100    15070   637900 SH       DEFINED 19 21             0        0   637900
EMBOTELLADORA ANDINA S A       SPON ADR A       29081P204      444    37850 SH       DEFINED 02 07 19          0        0    37850
EMBOTELLADORA ANDINA S A       SPON ADR A       29081P204     4279   364200 SH       DEFINED 21                0        0   364200
EMBREX INC                     COM              290817105     5244   381400 SH       DEFINED 07                0        0   381400
EMERGE INTERACTIVE INC         CL A             29088W103       20     1130 SH       DEFINED 28 03             0        0     1130
EMERGING MKTS TELECOMMUNICATNS COM              290887108     5895   398000 SH       DEFINED 19 21 26          0        0   398000
EMERGING MKTS INFRASTRUCTURE   COM              290921105     6984   594405 SH       DEFINED 19 21 26          0        0   594405
EMERSON ELEC CO                COM              291011104    41320   684400 SH       DEFINED 02 05 06          0        0   684400
EMERSON ELEC CO                COM              291011104   259280  4294500 SH       DEFINED 07 10 11          0        0  4294500
EMERSON ELEC CO                COM              291011104   101187  1675990 SH       DEFINED 15 16 19          0        0  1675990
EMERSON ELEC CO                COM              291011104    11024   182600 SH       DEFINED 26 28 34          0        0   182600
EMERSON ELEC CO                COM              291011104    74664  1236469 SH       DEFINED 37 03       1104069        0   132400
EMULEX CORP                    COM NEW          292475209   168639  2567300 SH       DEFINED 02 13 15          0        0  2567300
EMULEX CORP                    COM NEW          292475209    10168   154800 SH       DEFINED 34                0        0   154800
EMULEX CORP                    COM NEW          292475209   137847  2098532 SH       DEFINED 03          2086432        0    12100
ENCAL ENERGY LTD               COM              29250D107      233    36800 SH       DEFINED 15                0        0    36800
ENBRIDGE INC                   COM              29250N105    19931   950870 SH       DEFINED 02 07 15          0        0   950870
ENBRIDGE INC                   COM              29250N105      550    26250 SH       DEFINED 21                0        0    26250
ENBRIDGE INC                   COM              29250N105     1568    76340 SH       DEFINED 03            76340        0        0
ENERGEN CORP                   COM              29265N108     3278   150300 SH       DEFINED 15 26             0        0   150300
ENERGY CONVERSION DEVICES INC  COM              292659109     2537   100000 SH       DEFINED 12                0        0   100000
ENERGY CONVERSION DEVICES INC  WT EXP  073101   292659224     4000   400000 SH       DEFINED 12                0        0   400000
ENERGY EAST CORP               COM              29266M109    35479  1861200 SH       DEFINED 02 12 32          0        0  1861200
ENERGY EAST CORP               COM              29266M109       34     1700 SH       DEFINED 37             1700        0        0
ENERGY EAST CORP               COM              29266M109     1197    62800 SH       DEFINED 03                0        0    62800
ENERGIZER HLDGS INC            COM              29266R108     1439    78864 SH       DEFINED 37 03         78864        0        0
ENERSIS S A                    SPONSORED ADR    29274F104      939    47137 SH       DEFINED 02 19 21          0        0    47137
ENGAGE INC                     COM              292827102     1284    99300 SH       DEFINED 13                0        0    99300
ENGAGE INC                     COM              292827102     1888   146000 SH       DEFINED 03           146000        0        0
ENGELHARD CORP                 COM              292845104    62165  3643400 SH       DEFINED 07 09 12          0        0  3643400
ENGELHARD CORP                 COM              292845104    10526   616910 SH       DEFINED 15 22 32          0        0   616910
ENGELHARD CORP                 COM              292845104       11      700 SH       DEFINED 34                0        0      700
ENGELHARD CORP                 COM              292845104     7336   429963 SH       DEFINED 03           161063        0   268900
ENGINEERED SUPPORT SYS INC     COM              292866100     5111   371750 SH       DEFINED 07                0        0   371750
ENGINEERED SUPPORT SYS INC     COM              292866100        9      700 SH       DEFINED 03              700        0        0
ENGLE HOMES INC                COM              292896107    13948  1458700 SH       DEFINED 07 12 28          0        0  1458700
ENRON CORP                     COM              293561106   102996  1596846 SH       DEFINED 02 07 09          0        0  1596846
ENRON CORP                     COM              293561106   526403  8161300 SH       DEFINED 10 11 12          0        0  8161300
ENRON CORP                     COM              293561106   325600  5048066 SH       DEFINED 13 15 16          0        0  5048066
ENRON CORP                     COM              293561106    29637   459500 SH       DEFINED 18 20 23          0        0   459500
ENRON CORP                     COM              293561106    17882   277250 SH       DEFINED 27 28 30          0        0   277250
ENRON CORP                     COM              293561106    39822   617400 SH       DEFINED 32 34             0        0   617400
ENRON CORP                     COM              293561106    81389  1260640 SH       DEFINED 37 03       1172640        0    88000
ENRON CORP                     PFD 2CV $10.50   293561601    40329    22900 SH       DEFINED 09 11             0        0    22900
ENTERCOM COMMUNICATIONS CORP   CL A             293639100      141     2900 SH       DEFINED 02 15 34          0        0     2900
ENTERCOM COMMUNICATIONS CORP   CL A             293639100     9525   195400 SH       DEFINED 03           195400        0        0
ENTERGY CORP NEW               COM              29364G103   243515  8956900 SH       DEFINED 02 07 09          0        0  8956900
ENTERGY CORP NEW               COM              29364G103    96368  3544600 SH       DEFINED 12 15 22          0        0  3544600
ENTERGY CORP NEW               COM              29364G103     4896   180100 SH       DEFINED 28 32             0        0   180100
ENTERGY CORP NEW               COM              29364G103    13989   514563 SH       DEFINED 37 03        300792        0   213771
ENTREMED INC                   COM              29382F103     6586   220000 SH       DEFINED 13                0        0   220000
ENTRUST TECHNOLOGIES INC       COM              293848107      115     1400 SH       DEFINED 03                0        0     1400
ENZON INC                      COM              293904108    17250   405900 SH       DEFINED 02 05 15          0        0   405900
ENZON INC                      COM              293904108     4917   115700 SH       DEFINED 26 28 34          0        0   115700
ENZON INC                      COM              293904108     4683   110200 SH       DEFINED 03            57800        0    52400
EPCOS AG                       ARD              29410P107    83754   850300 SH       DEFINED 13                0        0   850300
ENZO BIOCHEM INC               COM              294100102    43000   623200 SH       DEFINED 15 28             0        0   623200
EPRESENCE INC                  COM              294348107     3035   418700 SH       DEFINED 02 15 34          0        0   418700
EPRESENCE INC                  COM              294348107      783   108000 SH       DEFINED 03           108000        0        0
EPRISE CORP                    COM              294352109        3      200 SH       DEFINED 26                0        0      200
EQUIFAX INC                    COM              294429105    23532   896470 SH       DEFINED 10 15             0        0   896470
EQUIFAX INC                    COM              294429105     2858   108905 SH       DEFINED 03           108905        0        0
EQUINOX SYS INC                COM              294436100     3210   535000 SH       DEFINED 07                0        0   535000
EQUITABLE RES INC              COM              294549100     4188    86800 SH       DEFINED 02 15 23          0        0    86800
EQUITABLE RES INC              COM              294549100     2991    62000 SH       DEFINED 26                0        0    62000
EQUITABLE RES INC              COM              294549100      197     4100 SH       DEFINED 03             4100        0        0
EQUITY INCOME FD               UT 1 EX SR-ATT   294700703      313     1800 SH       DEFINED 37             1800        0        0
EQUITY OFFICE PROPERTIES TRUST COM              294741103   109966  3989720 SH       DEFINED 06 07 09          0        0  3989720
EQUITY OFFICE PROPERTIES TRUST COM              294741103   203113  7369200 SH       DEFINED 10 11 12          0        0  7369200
EQUITY OFFICE PROPERTIES TRUST COM              294741103   197115  7151590 SH       DEFINED 15 16 18          0        0  7151590
EQUITY OFFICE PROPERTIES TRUST COM              294741103    74967  2719900 SH       DEFINED 20 22 30          0        0  2719900
EQUITY OFFICE PROPERTIES TRUST COM              294741103    40129  1455939 SH       DEFINED 32 34 35          0        0  1455939
EQUITY OFFICE PROPERTIES TRUST COM              294741103    66256  2403872 SH       DEFINED 03          2319572        0    84300
EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107   134880  2932192 SH       DEFINED 06 07 09          0        0  2932192
EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107    96784  2104000 SH       DEFINED 10 11 12          0        0  2104000
EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107   189803  4126165 SH       DEFINED 15 16 20          0        0  4126165
EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107    42485   923600 SH       DEFINED 22 30 32          0        0   923600
EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107    16704   363139 SH       DEFINED 34 35             0        0   363139
EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107    37973   825500 SH       DEFINED 03           779700        0    45800
ERICSSON L M TEL CO            ADR CL B SEK10   294821400    53324  2666200 SH       DEFINED 02 05 06          0        0  2666200
ERICSSON L M TEL CO            ADR CL B SEK10   294821400   235742 11787100 SH       DEFINED 10 11 12          0        0 11787100
ERICSSON L M TEL CO            ADR CL B SEK10   294821400   311020 15551000 SH       DEFINED 13 15 19          0        0 15551000
ERICSSON L M TEL CO            ADR CL B SEK10   294821400   143800  7190000 SH       DEFINED 21 22 23          0        0  7190000
ERICSSON L M TEL CO            ADR CL B SEK10   294821400   246728 12336400 SH       DEFINED 28 30             0        0 12336400
ERICSSON L M TEL CO            ADR CL B SEK10   294821400      121     6496 SH       DEFINED 37             6496        0        0
ERICSSON L M TEL CO            ADR CL B SEK10   294821400     6138   306900 SH       DEFINED 03                0        0   306900
ESPIRITO SANTO FINL GROUP SA   SPONSORED ADR    29665F200     9347   519300 SH       DEFINED 19 21             0        0   519300
ESSEX PPTY TR INC              COM              297178105     1260    30000 SH       DEFINED 35                0        0    30000
ESSEX PPTY TR INC              COM              297178105    11222   267200 SH       DEFINED 03           267200        0        0
ESTERLINE TECHNOLOGIES CORP    COM              297425100      743    50000 SH       DEFINED 07                0        0    50000
ETHAN ALLEN INTERIORS INC      COM              297602104       52     2200 SH       DEFINED 15                0        0     2200
ETOYS INC                      SUB NT CV 144A04 297862AA2     1088  2660000 PRN      DEFINED 03                0        0        0
EUROPEAN WT FD INC             COM              298792102     8634   590400 SH       DEFINED 02 19 21          0        0   590400
EUROPEAN WT FD INC             COM              298792102     5292   361900 SH       DEFINED 22 03             0        0   361900
EXACTECH INC                   COM              30064E109     3511   220300 SH       DEFINED 07                0        0   220300
EXAR CORP                      COM              300645108     7131    81800 SH       DEFINED 02 26             0        0    81800
EXCEL LEGACY CORP              COM              300665106     2702  1005400 SH       DEFINED 35                0        0  1005400
EXCEL LEGACY CORP              COM              300665106     3394  1263000 SH       DEFINED 03          1263000        0        0
EXCEL TECHNOLOGY INC           COM              30067T103      644    12800 SH       DEFINED 02 12 28          0        0    12800
EXCHANGE APPLICATIONS          COM              300867108     2430    91300 SH       DEFINED 26                0        0    91300
EXELIXIS INC                   COM              30161Q104     5426   162600 SH       DEFINED 02 04 06          0        0   162600
EXELIXIS INC                   COM              30161Q104    46441  1391500 SH       DEFINED 07 10 15          0        0  1391500
EXELIXIS INC                   COM              30161Q104    34866  1044700 SH       DEFINED 22 26 28          0        0  1044700
EXELIXIS INC                   COM              30161Q104     3634   108900 SH       DEFINED 34                0        0   108900
EXTENDED SYSTEMS INC           COM              301973103    40723   424200 SH       DEFINED 02 11 13          0        0   424200
EXTENDED SYSTEMS INC           COM              301973103    44553   464100 SH       DEFINED 15 26 28          0        0   464100
EXTENDED SYSTEMS INC           COM              301973103     4992    52000 SH       DEFINED 34                0        0    52000
EXTENDED SYSTEMS INC           COM              301973103     5702    59400 SH       DEFINED 03            59400        0        0
EXIDE CORP                     COM              302051107      151    18900 SH       DEFINED 26 32             0        0    18900
EXODUS COMMUNICATIONS INC      COM              302088109   137381  2982500 SH       DEFINED 02 10 11          0        0  2982500
EXODUS COMMUNICATIONS INC      COM              302088109   577861 12545160 SH       DEFINED 13 15 16          0        0 12545160
EXODUS COMMUNICATIONS INC      COM              302088109    65453  1420980 SH       DEFINED 20 23 28          0        0  1420980
EXODUS COMMUNICATIONS INC      COM              302088109    23431   508700 SH       DEFINED 32 34             0        0   508700
EXODUS COMMUNICATIONS INC      COM              302088109    29212   634200 SH       DEFINED 03           406980        0   227220
EXPEDIA INC                    COM              302125109     2255   152300 SH       DEFINED 10                0        0   152300
EXPEDITORS INTL WASH INC       COM              302130109    10095   212540 SH       DEFINED 02 12 15          0        0   212540
EXPEDITORS INTL WASH INC       COM              302130109   165860  3491800 SH       DEFINED 16 20 23          0        0  3491800
EXPEDITORS INTL WASH INC       COM              302130109    25318   533020 SH       DEFINED 28 32 34          0        0   533020
EXPEDITORS INTL WASH INC       COM              302130109    29337   617640 SH       DEFINED 03           415740        0   201900
EXPRESS SCRIPTS INC            CL A             302182100    74233  1194900 SH       DEFINED 02 09 10          0        0  1194900
EXPRESS SCRIPTS INC            CL A             302182100    74121  1193100 SH       DEFINED 13 15 16          0        0  1193100
EXPRESS SCRIPTS INC            CL A             302182100    18546   298530 SH       DEFINED 21 23 28          0        0   298530
EXPRESS SCRIPTS INC            CL A             302182100     3833    61700 SH       DEFINED 30 34             0        0    61700
EXPRESS SCRIPTS INC            CL A             302182100    11232   180800 SH       DEFINED 03           160900        0    19900
EXTENDED STAY AMER INC         COM              30224P101    54201  5859603 SH       DEFINED 10                0        0  5859603
EXTENSITY INC                  COM              302255104     2890    84400 SH       DEFINED 20 26 32          0        0    84400
EXTREME NETWORKS INC           COM              30226D106    24243   229800 SH       DEFINED 13 15 20          0        0   229800
EXTREME NETWORKS INC           COM              30226D106     6213    58900 SH       DEFINED 21 29 32          0        0    58900
EXTREME NETWORKS INC           COM              30226D106     5032    47700 SH       DEFINED 03            47700        0        0
EXXON MOBIL CORP               COM              30231G102   304514  3879162 SH       DEFINED 02 04 05          0        0  3879162
EXXON MOBIL CORP               COM              30231G102  1416733 18047556 SH       DEFINED 06 07 08          0        0 18047556
EXXON MOBIL CORP               COM              30231G102  3878535 49408096 SH       DEFINED 09 10 11          0        0 49408096
EXXON MOBIL CORP               COM              30231G102  1881707 23970790 SH       DEFINED 12 15 16          0        0 23970790
EXXON MOBIL CORP               COM              30231G102   929035 11834844 SH       DEFINED 18 19 20          0        0 11834844
EXXON MOBIL CORP               COM              30231G102   622922  7935318 SH       DEFINED 22 23 26          0        0  7935318
EXXON MOBIL CORP               COM              30231G102   657643  8377626 SH       DEFINED 27 28 30          0        0  8377626
EXXON MOBIL CORP               COM              30231G102   285731  3639889 SH       DEFINED 31 32 34          0        0  3639889
EXXON MOBIL CORP               COM              30231G102   698055  8889488 SH       DEFINED 37 03       7548035        0  1341453
FEI CO                         COM              30241L109    18437   604500 SH       DEFINED 09 28 30          0        0   604500
F M C CORP                     COM NEW          302491303    15497   267200 SH       DEFINED 02 04 15          0        0   267200
F M C CORP                     COM NEW          302491303    12803   220750 SH       DEFINED 16 19 28          0        0   220750
F M C CORP                     COM NEW          302491303       35      600 SH       DEFINED 34                0        0      600
F M C CORP                     COM NEW          302491303     7129   122920 SH       DEFINED 37 03        117520        0     5400
FPIC INS GROUP INC             COM              302563101     5804   370000 SH       DEFINED 07                0        0   370000
FPL GROUP INC                  COM              302571104    26026   525600 SH       DEFINED 02 12 23          0        0   525600
FPL GROUP INC                  COM              302571104     8500   171734 SH       DEFINED 03           138034        0    33700
FSI INTL INC                   COM              302633102     4044   186500 SH       DEFINED 26                0        0   186500
F Y I INC                      COM              302712104      279     8300 SH       DEFINED 03             8300        0        0
FACTORY 2-U INC                COM              303072102     2835    75000 SH       DEFINED 26                0        0    75000
FACTSET RESH SYS INC           COM              303075105    12534   443700 SH       DEFINED 13 28             0        0   443700
FACTSET RESH SYS INC           COM              303075105     1590    56300 SH       DEFINED 03            56300        0        0
FAIR ISAAC & CO INC            COM              303250104    12542   285060 SH       DEFINED 07 28             0        0   285060
FAIR ISAAC & CO INC            COM              303250104     3036    69000 SH       DEFINED 03            69000        0        0
FAIRCHILD CORP                 CL A             303698104       74    15300 SH       DEFINED 03            15300        0        0
FAIRCHILD SEMICONDUCTOR INTL   CL A             303726103    60170  1485700 SH       DEFINED 04 06 12          0        0  1485700
FAIRCHILD SEMICONDUCTOR INTL   CL A             303726103    21303   526000 SH       DEFINED 13 15 20          0        0   526000
FAIRCHILD SEMICONDUCTOR INTL   CL A             303726103     2511    62000 SH       DEFINED 32                0        0    62000
FAIRCHILD SEMICONDUCTOR INTL   CL A             303726103     5787   142900 SH       DEFINED 03            98800        0    44100
FAIRFIELD CMNTYS INC           COM PAR $0.01    304231301      333    42400 SH       DEFINED 26                0        0    42400
FAMILY DLR STORES INC          COM              307000109      242    12400 SH       DEFINED 03            12400        0        0
FANSTEEL INC DEL               COM              307260109     2917   741000 SH       DEFINED 07                0        0   741000
FARM FAMILY HLDGS INC          COM              307901108    11248   363600 SH       DEFINED 07                0        0   363600
FASTENAL CO                    COM              311900104    22892   452200 SH       DEFINED 13 15 20          0        0   452200
FASTENAL CO                    COM              311900104    15268   301600 SH       DEFINED 28 32             0        0   301600
FASTENAL CO                    COM              311900104     1068    21100 SH       DEFINED 03            21100        0        0
FEDERAL AGRIC MTG CORP         CL C             313148306     4913   337400 SH       DEFINED 13 26             0        0   337400
FEDERAL AGRIC MTG CORP         CL C             313148306     2466   169400 SH       DEFINED 03           169400        0        0
FEDERAL HOME LN MTG CORP       COM              313400301   119070  2940000 SH       DEFINED 02 04 05          0        0  2940000
FEDERAL HOME LN MTG CORP       COM              313400301   741495 18308530 SH       DEFINED 06 07 09          0        0 18308530
FEDERAL HOME LN MTG CORP       COM              313400301   873588 21570087 SH       DEFINED 10 11 12          0        0 21570087
FEDERAL HOME LN MTG CORP       COM              313400301   886974 21900600 SH       DEFINED 13 15 16          0        0 21900600
FEDERAL HOME LN MTG CORP       COM              313400301    80453  1986510 SH       DEFINED 18 19 20          0        0  1986510
FEDERAL HOME LN MTG CORP       COM              313400301   143609  3545920 SH       DEFINED 21 22 23          0        0  3545920
FEDERAL HOME LN MTG CORP       COM              313400301   534751 13203750 SH       DEFINED 26 27 28          0        0 13203750
FEDERAL HOME LN MTG CORP       COM              313400301    87709  2165662 SH       DEFINED 30 32 34          0        0  2165662
FEDERAL HOME LN MTG CORP       COM              313400301   263451  6504953 SH       DEFINED 37 03       4229753        0  2275200
FEDERAL NATL MTG ASSN          COM              313586109   290960  5575300 SH       DEFINED 02 04 05          0        0  5575300
FEDERAL NATL MTG ASSN          COM              313586109  1271769 24369240 SH       DEFINED 06 07 09          0        0 24369240
FEDERAL NATL MTG ASSN          COM              313586109  1467606 28121800 SH       DEFINED 10 11 12          0        0 28121800
FEDERAL NATL MTG ASSN          COM              313586109  1975401 37852000 SH       DEFINED 13 15 16          0        0 37852000
FEDERAL NATL MTG ASSN          COM              313586109   431206  8262640 SH       DEFINED 18 19 20          0        0  8262640
FEDERAL NATL MTG ASSN          COM              313586109   622215 11922700 SH       DEFINED 22 23 26          0        0 11922700
FEDERAL NATL MTG ASSN          COM              313586109   837330 16044662 SH       DEFINED 27 28 30          0        0 16044662
FEDERAL NATL MTG ASSN          COM              313586109    97743  1872935 SH       DEFINED 32 34             0        0  1872935
FEDERAL NATL MTG ASSN          COM              313586109   417679  8003021 SH       DEFINED 37 03       6148361        0  1854660
FEDERAL SCREW WKS              COM              313819104     4460   108800 SH       DEFINED 07                0        0   108800
FEDERATED DEPT STORES INC DEL  COM              31410H101   191306  5668340 SH       DEFINED 02 09 10          0        0  5668340
FEDERATED DEPT STORES INC DEL  COM              31410H101   173356  5136500 SH       DEFINED 12 18 22          0        0  5136500
FEDERATED DEPT STORES INC DEL  COM              31410H101    29891   885668 SH       DEFINED 37 03        198949        0   686719
FEDERATED INVS INC PA          CL B             314211103    19102   544800 SH       DEFINED 02 15 34          0        0   544800
FEDERATED INVS INC PA          CL B             314211103     9098   259500 SH       DEFINED 03           259500        0        0
FEDEX CORP                     COM              31428X106     1804    47480 SH       DEFINED 15 34             0        0    47480
FEDEX CORP                     COM              31428X106     8730   229746 SH       DEFINED 03           229746        0        0
FERRO CORP                     COM              315405100    66034  3144490 SH       DEFINED 12 15 34          0        0  3144490
FERRO CORP                     COM              315405100    17243   821100 SH       DEFINED 03           133150        0   687950
FIFTH THIRD BANCORP            COM              316773100    82509  1304500 SH       DEFINED 02 15 20          0        0  1304500
FIFTH THIRD BANCORP            COM              316773100    16495   260800 SH       DEFINED 32 34             0        0   260800
FIFTH THIRD BANCORP            COM              316773100    15220   240663 SH       DEFINED 37 03        240663        0        0
FILA HLDG SPA                  SPONSORED ADR    316850106     1098   104000 SH       DEFINED 19 21             0        0   104000
FILENET CORP                   COM              316869106    49430  2690100 SH       DEFINED 13 26             0        0  2690100
FINANCIAL INDS CORP            COM              317574101     2305   283800 SH       DEFINED 07                0        0   283800
FINANCIAL SEC ASSURN HLDGS LTD COM              31769P100     1471    19400 SH       DEFINED 02 15 34          0        0    19400
FINANCIAL SEC ASSURN HLDGS LTD COM              31769P100      614     8100 SH       DEFINED 03             8100        0        0
FINISAR                        COM              31787A101   109406  4177800 SH       DEFINED 13 15             0        0  4177800
FINISAR                        COM              31787A101     9673   369400 SH       DEFINED 03           369400        0        0
FINLAY ENTERPRISES INC         COM NEW          317884203    13540  1041600 SH       DEFINED 07                0        0  1041600
FINISH LINE INC                CL A             317923100    15488  1891700 SH       DEFINED 07                0        0  1891700
FIREPOND INC                   COM              318224102      774    21500 SH       DEFINED 26                0        0    21500
FIRST BANCORP P R              COM              318672102    49732  2679200 SH       DEFINED 07                0        0  2679200
FIRST FED S&L EAST HARTFORD CT COM              319944104     1045    35300 SH       DEFINED 15                0        0    35300
FIRST DATA CORP                COM              319963104   248745  5012500 SH       DEFINED 02 05 10          0        0  5012500
FIRST DATA CORP                COM              319963104   231391  4662800 SH       DEFINED 12 15 16          0        0  4662800
FIRST DATA CORP                COM              319963104    47744   962100 SH       DEFINED 23 26 28          0        0   962100
FIRST DATA CORP                COM              319963104    18093   364600 SH       DEFINED 30 32             0        0   364600
FIRST DATA CORP                COM              319963104    68830  1386928 SH       DEFINED 37 03       1117328        0   269600
FIRST FED BANKSHARES INC DEL   COM              32020V100     1019   129500 SH       DEFINED 07                0        0   129500
FIRST INDUSTRIAL REALTY TRUST  COM              32054K103     6605   223900 SH       DEFINED 12 15 34          0        0   223900
FIRST INDUSTRIAL REALTY TRUST  COM              32054K103    10227   346700 SH       DEFINED 03           315500        0    31200
FIRST IND CORP                 COM              32054R108      272    13700 SH       DEFINED 26                0        0    13700
FIRST MERCHANTS CORP           COM              320817109       82     3900 SH       DEFINED 26                0        0     3900
FIRST HEALTH GROUP CORP        COM              320960107    13968   425700 SH       DEFINED 02 09 15          0        0   425700
FIRST HEALTH GROUP CORP        COM              320960107     3842   117100 SH       DEFINED 28 30 32          0        0   117100
FIRST HEALTH GROUP CORP        COM              320960107      826    25200 SH       DEFINED 34                0        0    25200
FIRST HEALTH GROUP CORP        COM              320960107     3067    93500 SH       DEFINED 03            93500        0        0
FIRST MUTUAL BANCSHARES INC    COM              32190E102      221    22200 SH       DEFINED 07                0        0    22200
FIRST PHILIPPINE FD INC        COM              336100102     1056   256000 SH       DEFINED 19 21             0        0   256000
FIRST SEC CORP DEL             COM              336294103     2229   164400 SH       DEFINED 02 15 34          0        0   164400
FIRST ST BANCORPORATION        COM              336453105      132    12900 SH       DEFINED 26                0        0    12900
FIRST UN CORP                  COM              337358105    11817   476260 SH       DEFINED 02 12 15          0        0   476260
FIRST UN CORP                  COM              337358105     2996   120762 SH       DEFINED 28 34             0        0   120762
FIRST UN CORP                  COM              337358105    19246   775653 SH       DEFINED 37 03        775653        0        0
FIRST VA BANKS INC             COM              337477103     2022    58100 SH       DEFINED 15                0        0    58100
FIRST WASH RLTY TR INC         COM              337489504     3777   171200 SH       DEFINED 12 35             0        0   171200
FIRST WASH RLTY TR INC         COM              337489504     2323   105300 SH       DEFINED 03           105300        0        0
FIRSTCOM CORP                  COM              33763T104    16330  1084200 SH       DEFINED 25 27 28          0        0  1084200
FIRSTCOM CORP                  COM              33763T104     4502   298900 SH       DEFINED 36                0        0   298900
FIRSTCOM CORP                  COM              33763T104     4044   268500 SH       DEFINED 03           268500        0        0
FIRSTAR CORP NEW WIS           COM              33763V109    35588  1689664 SH       DEFINED 02 07 09          0        0  1689664
FIRSTAR CORP NEW WIS           COM              33763V109    48902  2321800 SH       DEFINED 11 12 15          0        0  2321800
FIRSTAR CORP NEW WIS           COM              33763V109    72360  3435510 SH       DEFINED 19 20 21          0        0  3435510
FIRSTAR CORP NEW WIS           COM              33763V109     3831   181900 SH       DEFINED 22 23 28          0        0   181900
FIRSTAR CORP NEW WIS           COM              33763V109    20444   970650 SH       DEFINED 32 34             0        0   970650
FIRSTAR CORP NEW WIS           COM              33763V109    39622  1881049 SH       DEFINED 37 03       1803549        0    77500
FISERV INC                     COM              337738108    24577   568275 SH       DEFINED 15 20 32          0        0   568275
FISERV INC                     COM              337738108     2093    48398 SH       DEFINED 03            48398        0        0
FIRSTFED FINL CORP             COM              337907109     1557   110300 SH       DEFINED 15 26             0        0   110300
FIRSTFED FINL CORP             COM              337907109      501    35500 SH       DEFINED 03            35500        0        0
FIRSTMERIT CORP                COM              337915102       35     1676 SH       DEFINED 37             1676        0        0
FIRSTENERGY CORP               COM              337932107     4202   179754 SH       DEFINED 37 03        179754        0        0
FISHER SCIENTIFIC INTL INC     COM NEW          338032204      368    14900 SH       DEFINED 15                0        0    14900
FLANIGANS ENTERPRISES INC      COM              338517105      828   195000 SH       DEFINED 07                0        0   195000
FLEETBOSTON FINL CORP          COM              339030108    83428  2453775 SH       DEFINED 02 05 07          0        0  2453775
FLEETBOSTON FINL CORP          COM              339030108   574126 16886079 SH       DEFINED 09 10 11          0        0 16886079
FLEETBOSTON FINL CORP          COM              339030108    99891  2937986 SH       DEFINED 12 15 16          0        0  2937986
FLEETBOSTON FINL CORP          COM              339030108    92959  2734100 SH       DEFINED 18 22 23          0        0  2734100
FLEETBOSTON FINL CORP          COM              339030108    35728  1050848 SH       DEFINED 26 28 32          0        0  1050848
FLEETBOSTON FINL CORP          COM              339030108     5972   175676 SH       DEFINED 34                0        0   175676
FLEETBOSTON FINL CORP          COM              339030108    59396  1746539 SH       DEFINED 37 03       1324039        0   422500
FLEMING COS INC                COM              339130106    43100  3299566 SH       DEFINED 04 12 20          0        0  3299566
FLEMING COS INC                COM              339130106    13173  1008503 SH       DEFINED 26 32 03          0        0  1008503
FLOORING AMER INC              COM              339756108      348   929400 SH       DEFINED 28                0        0   929400
FLORIDA PROGRESS CORP          COM              341109106     1200    25600 SH       DEFINED 02 23             0        0    25600
FLORIDA PROGRESS CORP          COM              341109106     3602    76831 SH       DEFINED 37 03         76831        0        0
FLORIDA ROCK INDS INC          COM              341140101    20306   570000 SH       DEFINED 06 13 28          0        0   570000
FLORIDA ROCK INDS INC          COM              341140101    28329   795200 SH       DEFINED 03           795200        0        0
FLOWERS INDS INC               COM              343496105      392    19700 SH       DEFINED 15                0        0    19700
FLUOR CORP                     COM              343861100     9316   294600 SH       DEFINED 02 04 05          0        0   294600
FLUOR CORP                     COM              343861100   180976  5722568 SH       DEFINED 06 12 13          0        0  5722568
FLUOR CORP                     COM              343861100    16093   508900 SH       DEFINED 15 18 19          0        0   508900
FLUOR CORP                     COM              343861100    80843  2556310 SH       DEFINED 22 23 28          0        0  2556310
FLUOR CORP                     COM              343861100       98     3100 SH       DEFINED 34                0        0     3100
FLUOR CORP                     COM              343861100    27573   871887 SH       DEFINED 37 03        396187        0   475700
FOAMEX INTL INC                COM              344123104      606   100000 SH       DEFINED 12                0        0   100000
FOCAL COMMUNICATIONS CORP      COM              344155106    18600   514000 SH       DEFINED 09 15 25          0        0   514000
FOCAL COMMUNICATIONS CORP      COM              344155106        7      200 SH       DEFINED 27                0        0      200
FOOTSTAR INC                   COM              344912100    53670  1614154 SH       DEFINED 07 09 22          0        0  1614154
FOOTSTAR INC                   COM              344912100      729    21950 SH       DEFINED 03             7164        0    14786
FORCENERGY INC                 COM NEW          345206205     4137   205600 SH       DEFINED 02 07 13          0        0   205600
FORCENERGY INC                 COM NEW          345206205     1813    90100 SH       DEFINED 15                0        0    90100
FORD MTR CO DEL                COM              345370100   555663 12922410 SH       DEFINED 10 15 16          0        0 12922410
FORD MTR CO DEL                COM              345370100    12358   287400 SH       DEFINED 18 34             0        0   287400
FORD MTR CO DEL                COM              345370100    43497  1011479 SH       DEFINED 37 03       1001779        0     9700
FOREST LABS INC                COM              345838106    23159   229300 SH       DEFINED 02 09 12          0        0   229300
FOREST LABS INC                COM              345838106   199464  1974900 SH       DEFINED 13 15 20          0        0  1974900
FOREST LABS INC                COM              345838106     4067    40270 SH       DEFINED 21 28 30          0        0    40270
FOREST LABS INC                COM              345838106    27674   274000 SH       DEFINED 32 34             0        0   274000
FOREST LABS INC                COM              345838106     1910    18900 SH       DEFINED 37 03         18900        0        0
FORRESTER RESH INC             COM              346563109     6771    93000 SH       DEFINED 26                0        0    93000
FORRESTER RESH INC             COM              346563109     1383    19000 SH       DEFINED 03            19000        0        0
FORT JAMES CORP                COM              347471104    35249  1524306 SH       DEFINED 12 15             0        0  1524306
FORT JAMES CORP                COM              347471104    11751   508152 SH       DEFINED 37 03        272352        0   235800
FORTUNE BRANDS INC             COM              349631101    52111  2259560 SH       DEFINED 09 15 16          0        0  2259560
FORTUNE BRANDS INC             COM              349631101    47402  2055400 SH       DEFINED 20 22 32          0        0  2055400
FORTUNE BRANDS INC             COM              349631101        2      100 SH       DEFINED 34                0        0      100
FORTUNE BRANDS INC             COM              349631101     4333   187884 SH       DEFINED 37 03        136584        0    51300
FORWARD AIR CORP               COM              349853101    10182   254550 SH       DEFINED 09 15 20          0        0   254550
FORWARD AIR CORP               COM              349853101    12129   303235 SH       DEFINED 26 28 30          0        0   303235
FORWARD AIR CORP               COM              349853101      688    17200 SH       DEFINED 32                0        0    17200
FORWARD AIR CORP               COM              349853101    14358   358950 SH       DEFINED 03           358950        0        0
FOSSIL INC                     COM              349882100    36746  1890500 SH       DEFINED 07 28             0        0  1890500
FOUNDATION HEALTH SYS INC      COM              350404109      603    46400 SH       DEFINED 15                0        0    46400
FOUNDRY NETWORKS INC           COM              35063R100   114009  1036450 SH       DEFINED 09 10 13          0        0  1036450
FOUNDRY NETWORKS INC           COM              35063R100    46409   421900 SH       DEFINED 20 28 30          0        0   421900
FOUNDRY NETWORKS INC           COM              35063R100     9966    90600 SH       DEFINED 32                0        0    90600
FOUNDRY NETWORKS INC           COM              35063R100     3322    30200 SH       DEFINED 03            10600        0    19600
4 KIDS ENTMT INC               COM              350865101       78     3000 SH       DEFINED 37             3000        0        0
FOUR SEASONS HOTEL INC         LYON ZERO CPN 29 35100EAD6     3226  9000000 PRN      DEFINED 11                0        0        0
FOUR SEASONS HOTEL INC         LTD VTG SH       35100E104     2559    40900 SH       DEFINED 02                0        0    40900
FOX ENTMT GROUP INC            CL A             35138T107    76903  2531800 SH       DEFINED 02 05 07          0        0  2531800
FOX ENTMT GROUP INC            CL A             35138T107   122617  4036800 SH       DEFINED 09 10 15          0        0  4036800
FOX ENTMT GROUP INC            CL A             35138T107    78012  2568300 SH       DEFINED 16 19 20          0        0  2568300
FOX ENTMT GROUP INC            CL A             35138T107   128540  4231800 SH       DEFINED 22 26 28          0        0  4231800
FOX ENTMT GROUP INC            CL A             35138T107    23528   774600 SH       DEFINED 30 32 34          0        0   774600
FOX ENTMT GROUP INC            CL A             35138T107    17114   563450 SH       DEFINED 03           370050        0   193400
FRANCE GROWTH FD INC           COM              35177K108     6229   415300 SH       DEFINED 19 21             0        0   415300
FRANCE TELECOM                 SPONSORED ADR    35177Q105      812     5700 SH       DEFINED 19                0        0     5700
FRANCHISE FIN CORP AMER        COM              351807102     1591    69200 SH       DEFINED 35                0        0    69200
FRANCHISE FIN CORP AMER        COM              351807102     2748   119500 SH       DEFINED 03           119500        0        0
FRANKLIN RES INC               COM              354613101    26107   859500 SH       DEFINED 02 09 15          0        0   859500
FRANKLIN RES INC               COM              354613101     8313   273700 SH       DEFINED 22 34             0        0   273700
FRANKLIN RES INC               COM              354613101     6670   219615 SH       DEFINED 37 03        202515        0    17100
FREDS INC                      CL A             356108100    14403   800175 SH       DEFINED 26 28             0        0   800175
FREDS INC                      CL A             356108100     6316   350900 SH       DEFINED 03           350900        0        0
FREEMARKETS INC                COM              356602102     5185   109309 SH       DEFINED 10 15 34          0        0   109309
FREEPORT-MCMORAN COPPER & GOLD CL B             35671D857    14568  1575000 SH       DEFINED 13                0        0  1575000
FREEPORT-MCMORAN COPPER & GOLD CL B             35671D857     1164   125850 SH       DEFINED 03           125850        0        0
FREMONT GEN CORP               COM              357288109     6400  1625600 SH       DEFINED 07                0        0  1625600
FREQUENCY ELECTRS INC          COM              358010106     7871   275000 SH       DEFINED 02                0        0   275000
FRESENIUS MED CARE AG          SPONSORED ADR    358029106    11179   426901 SH       DEFINED 19 21             0        0   426901
FRIEDE GOLDMAN HALTER INC      SR SB NTCV4.5%04 358430AA4     9750 16150000 PRN      DEFINED 27                0        0        0
FRIEDE GOLDMAN HALTER INC      SR SB NTCV4.5%04 358430AA4     5814  9630000 PRN      DEFINED 03                0        0        0
FRIEDMANS INC                  CL A             358438109     6634  1343700 SH       DEFINED 07                0        0  1343700
FRITZ COS INC                  COM              358846103      192    18700 SH       DEFINED 15                0        0    18700
FRONTIER OIL CORP              COM              35914P105     3069   383710 SH       DEFINED 02 15 19          0        0   383710
FRONTIER OIL CORP              COM              35914P105    11360  1420100 SH       DEFINED 26 28 34          0        0  1420100
FRONTIER OIL CORP              COM              35914P105     4808   601100 SH       DEFINED 03           601100        0        0
FUJI PHOTO FILM LTD            ADR              359586302       37      900 SH       DEFINED 37              900        0        0
FULLER H B CO                  COM              359694106      602    13232 SH       DEFINED 26                0        0    13232
FURNITURE BRANDS INTL INC      COM              360921100      337    22300 SH       DEFINED 15 28             0        0    22300
FURNITURE BRANDS INTL INC      COM              360921100      291    19300 SH       DEFINED 03            19300        0        0
FUTURELINK CORP                COM NEW          36114Q208      257    35800 SH       DEFINED 13                0        0    35800
FUTURELINK CORP                COM NEW          36114Q208      378    52600 SH       DEFINED 03            52600        0        0
GBC BANCORP CALIF              COM              361475106    17336   592700 SH       DEFINED 07 26             0        0   592700
GC COS INC                     COM              36155Q109        5      240 SH       DEFINED 37              240        0        0
GPU INC                        COM              36225X100     2569    94964 SH       DEFINED 03            94964        0        0
GSE SYS INC                    COM              36227K106      801   173400 SH       DEFINED 07                0        0   173400
GSI LUMONICS INC               COM              36229U102     4018   114700 SH       DEFINED 02 21             0        0   114700
GTE CORP                       COM              362320103     3112    50000 SH       DEFINED 02                0        0    50000
GTE CORP                       COM              362320103    56581   909008 SH       DEFINED 37 03        829608        0    79400
GT GROUP TELECOM INC           CL B NON VTG     362359408      110     7000 SH       DEFINED 21                0        0     7000
GABELLI GLOBAL MULTIMEDIA TR   COM              36239Q109        3      220 SH       DEFINED 37              220        0        0
GABELLI ASSET MGMT INC         CL A             36239Y102      500    20000 SH       DEFINED 02                0        0    20000
GABLES RESIDENTIAL TR          SH BEN INT       362418105     1030    40000 SH       DEFINED 09                0        0    40000
GADZOOKS INC                   COM              362553109     9287   800000 SH       DEFINED 12 28             0        0   800000
GALEY & LORD INC               COM              36352K103     1051   509650 SH       DEFINED 12 28             0        0   509650
GALILEO INTERNATIONAL INC      COM              363547100    14892   713400 SH       DEFINED 10 15             0        0   713400
GALLAGHER ARTHUR J & CO        COM              363576109     4930   117400 SH       DEFINED 02 15 26          0        0   117400
GALLAGHER ARTHUR J & CO        COM              363576109     1008    24000 SH       DEFINED 34                0        0    24000
GALLAGHER ARTHUR J & CO        COM              363576109     7212   171690 SH       DEFINED 37 03        171690        0        0
GALLAHER GROUP PLC             SPONSORED ADR    363595109    85214  3975000 SH       DEFINED 07                0        0  3975000
GALLAHER GROUP PLC             SPONSORED ADR    363595109     1838    85760 SH       DEFINED 37            85760        0        0
GAMETECH INTERNATIONAL INC     COM              36466D102     1755   379500 SH       DEFINED 07                0        0   379500
GANNETT INC                    COM              364730101   207234  3464728 SH       DEFINED 02 08 10          0        0  3464728
GANNETT INC                    COM              364730101    45236   756300 SH       DEFINED 11 12 15          0        0   756300
GANNETT INC                    COM              364730101    19899   332700 SH       DEFINED 32 34             0        0   332700
GANNETT INC                    COM              364730101    18921   316340 SH       DEFINED 37 03        287640        0    28700
GAP INC DEL                    COM              364760108    54191  1734125 SH       DEFINED 02 06 07          0        0  1734125
GAP INC DEL                    COM              364760108   478985 15327525 SH       DEFINED 10 12 13          0        0 15327525
GAP INC DEL                    COM              364760108    83908  2685064 SH       DEFINED 15 16 19          0        0  2685064
GAP INC DEL                    COM              364760108     1301    41643 SH       DEFINED 23 28 34          0        0    41643
GAP INC DEL                    COM              364760108    53107  1699566 SH       DEFINED 37 03       1509192        0   190374
GARDNER DENVER INC             COM              365558105    21628  1210000 SH       DEFINED 07                0        0  1210000
GARDNER DENVER INC             COM              365558105      756    42300 SH       DEFINED 03            42300        0        0
GARTNER GROUP INC NEW          COM              366651107       90     7500 SH       DEFINED 15                0        0     7500
GARTNER GROUP INC NEW          COM              366651107     1501   125100 SH       DEFINED 03           125100        0        0
GARTNER GROUP INC NEW          CL B             366651206      250    25357 SH       DEFINED 02 05 06          0        0    25357
GARTNER GROUP INC NEW          CL B             366651206     2148   217617 SH       DEFINED 07 10 12          0        0   217617
GARTNER GROUP INC NEW          CL B             366651206     6935   702365 SH       DEFINED 15 16 20          0        0   702365
GARTNER GROUP INC NEW          CL B             366651206      415    42119 SH       DEFINED 28 30 32          0        0    42119
GARTNER GROUP INC NEW          CL B             366651206     1051   106477 SH       DEFINED 37 03         91674        0    14803
GASONICS INTL CORP             COM              367278108      216     5500 SH       DEFINED 13                0        0     5500
GASONICS INTL CORP             COM              367278108      311     7900 SH       DEFINED 03             7900        0        0
GATEWAY INC                    COM              367626108    99374  1751100 SH       DEFINED 02 05 06          0        0  1751100
GATEWAY INC                    COM              367626108   131620  2319300 SH       DEFINED 15 16 19          0        0  2319300
GATEWAY INC                    COM              367626108   130133  2293100 SH       DEFINED 22 23 26          0        0  2293100
GATEWAY INC                    COM              367626108    66543  1172570 SH       DEFINED 28 34             0        0  1172570
GATEWAY INC                    COM              367626108    52308   921738 SH       DEFINED 03           654378        0   267360
GAYLORD CONTAINER CORP         CL A             368145108     3939  1465900 SH       DEFINED 15 27 36          0        0  1465900
GAYLORD CONTAINER CORP         CL A             368145108     2987  1111740 SH       DEFINED 03          1111740        0        0
GEHL CO                        COM              368483103     9618   675000 SH       DEFINED 07 26             0        0   675000
GELTEX PHARMACEUTICALS INC     COM              368538104     3024   148000 SH       DEFINED 03           148000        0        0
GENCORP INC                    COM              368682100    26688  3336100 SH       DEFINED 12 03             0        0  3336100
GENE LOGIC INC                 COM              368689105    15334   429700 SH       DEFINED 09 26 28          0        0   429700
GENE LOGIC INC                 COM              368689105      374    10480 SH       DEFINED 30                0        0    10480
GENE LOGIC INC                 COM              368689105     1013    28400 SH       DEFINED 03            28400        0        0
GENENTECH INC                  COM NEW          368710406   130186   756900 SH       DEFINED 02 05 06          0        0   756900
GENENTECH INC                  COM NEW          368710406   405537  2357775 SH       DEFINED 07 09 10          0        0  2357775
GENENTECH INC                  COM NEW          368710406   837949  4871800 SH       DEFINED 11 12 13          0        0  4871800
GENENTECH INC                  COM NEW          368710406   559302  3251760 SH       DEFINED 15 16 19          0        0  3251760
GENENTECH INC                  COM NEW          368710406   423639  2463020 SH       DEFINED 20 22 23          0        0  2463020
GENENTECH INC                  COM NEW          368710406   138838   807200 SH       DEFINED 26 28 30          0        0   807200
GENENTECH INC                  COM NEW          368710406    59745   347360 SH       DEFINED 32 34             0        0   347360
GENENTECH INC                  COM NEW          368710406    59096   343600 SH       DEFINED 37 03        249290        0    94310
GENERAL CABLE CORP DEL NEW     COM              369300108      650    80000 SH       DEFINED 07                0        0    80000
GENERAL CHEM GROUP INC         COM              369332101      114   166700 SH       DEFINED 07                0        0   166700
GENERAL DYNAMICS CORP          COM              369550108    42009   804000 SH       DEFINED 02 04 05          0        0   804000
GENERAL DYNAMICS CORP          COM              369550108   245966  4707500 SH       DEFINED 06 07 09          0        0  4707500
GENERAL DYNAMICS CORP          COM              369550108   118906  2275720 SH       DEFINED 10 12 15          0        0  2275720
GENERAL DYNAMICS CORP          COM              369550108   396277  7584250 SH       DEFINED 16 19 20          0        0  7584250
GENERAL DYNAMICS CORP          COM              369550108   149853  2868000 SH       DEFINED 21 22 23          0        0  2868000
GENERAL DYNAMICS CORP          COM              369550108    23644   452530 SH       DEFINED 27 28 29          0        0   452530
GENERAL DYNAMICS CORP          COM              369550108    10392   198900 SH       DEFINED 30 32 34          0        0   198900
GENERAL DYNAMICS CORP          COM              369550108    96991  1856295 SH       DEFINED 37 03       1574595        0   281700
GENERAL ELEC CO                COM              369604103   868023 16377800 SH       DEFINED 02 04 05          0        0 16377800
GENERAL ELEC CO                COM              369604103  1475431 27838324 SH       DEFINED 06 07 08          0        0 27838324
GENERAL ELEC CO                COM              369604103  6121606 15502000 SH       DEFINED 09 10 11          0        0 15502000
GENERAL ELEC CO                COM              369604103   742087 14001660 SH       DEFINED 12 13 15          0        0 14001660
GENERAL ELEC CO                COM              369604103  4064731 76693040 SH       DEFINED 16 18 19          0        0 76693040
GENERAL ELEC CO                COM              369604103  1423129 26851500 SH       DEFINED 20 22 23          0        0 26851500
GENERAL ELEC CO                COM              369604103  1782826 33638230 SH       DEFINED 26 27 28          0        0 33638230
GENERAL ELEC CO                COM              369604103   267544  5048000 SH       DEFINED 30 31 32          0        0  5048000
GENERAL ELEC CO                COM              369604103      853    16100 SH       DEFINED 34                0        0    16100
GENERAL ELEC CO                COM              369604103  1415219 26715101 SH       DEFINED 37 03      21789794        0  4925307
GENERAL GROWTH PPTYS INC       COM              370021107    22539   709900 SH       DEFINED 09 35             0        0   709900
GENERAL GROWTH PPTYS INC       COM              370021107    22196   699100 SH       DEFINED 03           699100        0        0
GENERAL MLS INC                COM              370334104    10268   268458 SH       DEFINED 02 08 10          0        0   268458
GENERAL MLS INC                COM              370334104    57730  1509300 SH       DEFINED 15 20 32          0        0  1509300
GENERAL MLS INC                COM              370334104       95     2500 SH       DEFINED 34                0        0     2500
GENERAL MLS INC                COM              370334104     9091   237674 SH       DEFINED 37 03        237674        0        0
GENERAL MTRS CORP              COM              370442105    21660   373047 SH       DEFINED 02 06 07          0        0   373047
GENERAL MTRS CORP              COM              370442105   143588  2473001 SH       DEFINED 08 10 15          0        0  2473001
GENERAL MTRS CORP              COM              370442105    44571   767648 SH       DEFINED 16 23 34          0        0   767648
GENERAL MTRS CORP              COM              370442105    23619   406759 SH       DEFINED 37 03        397809        0     8950
GENERAL MTRS CORP              CL H NEW         370442832    35814  1079865 SH       DEFINED 02 06 07          0        0  1079865
GENERAL MTRS CORP              CL H NEW         370442832    82225  2811117 SH       DEFINED 08 09 10          0        0  2811117
GENERAL MTRS CORP              CL H NEW         370442832    52905  1808748 SH       DEFINED 11 13 15          0        0  1808748
GENERAL MTRS CORP              CL H NEW         370442832   315658 10791771 SH       DEFINED 16 19 20          0        0 10791771
GENERAL MTRS CORP              CL H NEW         370442832    24927   852228 SH       DEFINED 22 27 28          0        0   852228
GENERAL MTRS CORP              CL H NEW         370442832    35099  1199976 SH       DEFINED 30 32 34          0        0  1199976
GENERAL MTRS CORP              CL H NEW         370442832    47700   543572 SH       DEFINED 37 03        486557        0    57015
GENERAL SEMICONDUCTOR INC      COM              370787103    53247  3610000 SH       DEFINED 07 28             0        0  3610000
GENERAL SEMICONDUCTOR INC      COM              370787103     5088   345000 SH       DEFINED 03           345000        0        0
GENESCO INC                    COM              371532102      722    45000 SH       DEFINED 26                0        0    45000
GENESCO INC                    COM              371532102     6797   423200 SH       DEFINED 03           423200        0        0
GENESEE & WYO INC              CL A             371559105     8363   499300 SH       DEFINED 07 28             0        0   499300
GENESEE & WYO INC              CL A             371559105      278    16600 SH       DEFINED 03            16600        0        0
GENTEX CORP                    COM              371901109    23520   936120 SH       DEFINED 15 20 32          0        0   936120
GENTEX CORP                    COM              371901109       17      700 SH       DEFINED 34                0        0      700
GENTEX CORP                    COM              371901109    10019   398800 SH       DEFINED 03           398800        0        0
GENLYTE GROUP INC              COM              372302109    15059   715000 SH       DEFINED 07                0        0   715000
GENOME THERAPEUTICS CORP       COM              372430108     3314   108900 SH       DEFINED 15                0        0   108900
GENRAD INC                     COM              372447102      990   110000 SH       DEFINED 07                0        0   110000
GENRAD INC                     COM              372447102      360    40000 SH       DEFINED 03            40000        0        0
GENZYME TRANSGENICS CORP       COM              37246E105     1971    72700 SH       DEFINED 26                0        0    72700
GEON CO                        COM              37246W105    37690  2037300 SH       DEFINED 12 03             0        0  2037300
GENUINE PARTS CO               COM              372460105     2744   137208 SH       DEFINED 37 03        137208        0        0
GENZYME CORP                   SB NT CV 5.25%05 372917AF1     3934  2370000 PRN      DEFINED 11                0        0        0
GENZYME CORP                   COM GENL DIV     372917104   114755  1930700 SH       DEFINED 02 13 15          0        0  1930700
GENZYME CORP                   COM GENL DIV     372917104     2841    47800 SH       DEFINED 34                0        0    47800
GENZYME CORP                   COM GENL DIV     372917104      284     4800 SH       DEFINED 37 03          4800        0        0
GENZYME CORP                   COM SURG PRODS   372917609        1      152 SH       DEFINED 03              101        0       51
GEORGIA GULF CORP              COM PAR $0.01    373200203     6243   300000 SH       DEFINED 07                0        0   300000
GEORGIA PAC CORP               COM GA PAC GRP   373298108     7383   281263 SH       DEFINED 12 15 18          0        0   281263
GEORGIA PAC CORP               COM GA PAC GRP   373298108       84     3200 SH       DEFINED 28                0        0     3200
GEORGIA PAC CORP               COM GA PAC GRP   373298108     9286   353765 SH       DEFINED 37 03        350765        0     3000
GEORGIA PAC CORP               COM-TIMBER GRP   373298702      221    10253 SH       DEFINED 15                0        0    10253
GEORGIA PAC CORP               COM-TIMBER GRP   373298702      221    10250 SH       DEFINED 37 03         10250        0        0
GERBER SCIENTIFIC INC          COM              373730100     1150   100000 SH       DEFINED 26                0        0   100000
GETTY IMAGES INC               SB NT CV 144A 07 374276AD5     3780  4500000 PRN      DEFINED 11                0        0        0
GETTY IMAGES INC               COM              374276103    20595   555700 SH       DEFINED 20 28 32          0        0   555700
GETTY IMAGES INC               COM              374276103     4358   117600 SH       DEFINED 03           117600        0        0
GIANT INDS INC                 COM              374508109     4104   521200 SH       DEFINED 07                0        0   521200
GILEAD SCIENCES INC            COM              375558103   187548  2636885 SH       DEFINED 09 13 15          0        0  2636885
GILEAD SCIENCES INC            COM              375558103    14594   205200 SH       DEFINED 20 28 30          0        0   205200
GILEAD SCIENCES INC            COM              375558103     2645    37200 SH       DEFINED 32                0        0    37200
GILEAD SCIENCES INC            COM              375558103     8061   113347 SH       DEFINED 03           113347        0        0
GILLETTE CO                    COM              375766102    61000  1746000 SH       DEFINED 02 05 07          0        0  1746000
GILLETTE CO                    COM              375766102   348021  9961271 SH       DEFINED 08 09 10          0        0  9961271
GILLETTE CO                    COM              375766102   367444 10517196 SH       DEFINED 13 15 16          0        0 10517196
GILLETTE CO                    COM              375766102    40866  1169710 SH       DEFINED 18 19 22          0        0  1169710
GILLETTE CO                    COM              375766102    10939   313120 SH       DEFINED 26 28 34          0        0   313120
GILLETTE CO                    COM              375766102    94269  2698444 SH       DEFINED 37 03       2258984        0   439460
GILDAN ACTIVEWEAR INC          SUB VTG SHS A    375916103    37676  1025800 SH       DEFINED 02 21 26          0        0  1025800
GLAMIS GOLD LTD                COM              376775102     3330  1760800 SH       DEFINED 15                0        0  1760800
GLATFELTER P H CO              COM              377316104       60     5900 SH       DEFINED 15                0        0     5900
GLAXO WELLCOME PLC             SPONSORED ADR    37733W105    93904  1624300 SH       DEFINED 13 19 21          0        0  1624300
GLAXO WELLCOME PLC             SPONSORED ADR    37733W105       81     1400 SH       DEFINED 37             1400        0        0
GLENBOROUGH RLTY TR INC        COM              37803P105     7886   452270 SH       DEFINED 12 28 32          0        0   452270
GLENBOROUGH RLTY TR INC        COM              37803P105     5595   320900 SH       DEFINED 35                0        0   320900
GLENBOROUGH RLTY TR INC        COM              37803P105    21188  1215100 SH       DEFINED 03          1215100        0        0
GLENBOROUGH RLTY TR INC        PFD CV SER A%    37803P204     1150    66700 SH       DEFINED 33                0        0    66700
GLOBAL INDS LTD                COM              379336100    31158  1650800 SH       DEFINED 02 04 15          0        0  1650800
GLOBAL INDS LTD                COM              379336100    16806   890400 SH       DEFINED 21 22 28          0        0   890400
GLOBAL INDS LTD                COM              379336100     3773   199900 SH       DEFINED 29 34             0        0   199900
GLOBAL INDS LTD                COM              379336100    12693   672500 SH       DEFINED 03           672500        0        0
GLOBAL MARINE INC              COM              379352404    39930  1416600 SH       DEFINED 02 09 10          0        0  1416600
GLOBAL MARINE INC              COM              379352404   299672 10631400 SH       DEFINED 11 13 15          0        0 10631400
GLOBAL MARINE INC              COM              379352404    31987  1134820 SH       DEFINED 20 23 28          0        0  1134820
GLOBAL MARINE INC              COM              379352404     7689   272800 SH       DEFINED 30 32 34          0        0   272800
GLOBAL MARINE INC              COM              379352404   163259  5791800 SH       DEFINED 37 03       5791800        0        0
GLOBAL TELESYSTEMS INC         COM              37936U104     1258   104300 SH       DEFINED 03                0        0   104300
GLOBECOMM SYSTEMS INC          COM              37956X103     7419   539600 SH       DEFINED 09 34             0        0   539600
GLOBESPAN INC                  COM              379571102    48220   395000 SH       DEFINED 02 05 09          0        0   395000
GLOBESPAN INC                  COM              379571102   242679  1987900 SH       DEFINED 15 16 26          0        0  1987900
GLOBESPAN INC                  COM              379571102    39467   323300 SH       DEFINED 28 30 34          0        0   323300
GLOBESPAN INC                  COM              379571102    15766   129150 SH       DEFINED 03            90250        0    38900
GOAMERICA INC                  COM              38020R106       13      900 SH       DEFINED 26                0        0      900
GOLD FIELDS SO AFR NEW         SPONSORED ADR    380597500       94    73700 SH       DEFINED 15                0        0    73700
GOLDCORP INC NEW               CL A SUB VTG     380956102    17382  2427800 SH       DEFINED 15                0        0  2427800
GOLDEN ST BANCORP INC          COM              381197102     5972   331792 SH       DEFINED 15                0        0   331792
GOLDEN ST BANCORP INC          COM              381197102      831    46200 SH       DEFINED 03            46200        0        0
GOLDEN ST BANCORP INC          WT EXP  000000   381197136      102    91100 SH       DEFINED 02 36             0        0    91100
GOLDEN ST VINTNERS INC         CL B             38121K208     1561   378500 SH       DEFINED 28                0        0   378500
GOLDEN WEST FINL CORP DEL      COM              381317106    34135   836410 SH       DEFINED 02 15 19          0        0   836410
GOLDEN WEST FINL CORP DEL      COM              381317106   312317  7652500 SH       DEFINED 20 23 32          0        0  7652500
GOLDEN WEST FINL CORP DEL      COM              381317106     2375    58200 SH       DEFINED 34                0        0    58200
GOLDEN WEST FINL CORP DEL      COM              381317106    19143   469039 SH       DEFINED 37 03        465839        0     3200
GOLDMAN SACHS GROUP INC        COM              38141G104    74789   788300 SH       DEFINED 02 11 15          0        0   788300
GOLDMAN SACHS GROUP INC        COM              38141G104     9829   103600 SH       DEFINED 26 28 34          0        0   103600
GOLDMAN SACHS GROUP INC        COM              38141G104     6351    66950 SH       DEFINED 37 03         37850        0    29100
GOLF TR AMER INC               COM              38168B103     6369   401200 SH       DEFINED 09 35             0        0   401200
GOLF TR AMER INC               COM              38168B103    10383   654100 SH       DEFINED 03           654100        0        0
GOOD GUYS INC                  COM              382091106      607   167700 SH       DEFINED 20 32             0        0   167700
GOODRICH B F CO                COM              382388106    12043   353560 SH       DEFINED 02 11 15          0        0   353560
GOODRICH B F CO                COM              382388106    22795   669240 SH       DEFINED 19 22 23          0        0   669240
GOODRICH B F CO                COM              382388106    18114   531800 SH       DEFINED 28 34             0        0   531800
GOODRICH B F CO                COM              382388106    21119   620031 SH       DEFINED 37 03        606031        0    14000
GOODYEAR TIRE & RUBR CO        COM              382550101    14480   724000 SH       DEFINED 02 04 07          0        0   724000
GOODYEAR TIRE & RUBR CO        COM              382550101    29302  1465100 SH       DEFINED 09 12 15          0        0  1465100
GOODYEAR TIRE & RUBR CO        COM              382550101    21985  1099270 SH       DEFINED 16 19 20          0        0  1099270
GOODYEAR TIRE & RUBR CO        COM              382550101    11242   562100 SH       DEFINED 21 22 28          0        0   562100
GOODYEAR TIRE & RUBR CO        COM              382550101      450    22500 SH       DEFINED 32                0        0    22500
GOODYEAR TIRE & RUBR CO        COM              382550101    21924  1096249 SH       DEFINED 03           877249        0   219000
GO2NET INC                     COM              383486107    36753   730500 SH       DEFINED 02 20 26          0        0   730500
GO2NET INC                     COM              383486107     7451   148100 SH       DEFINED 32                0        0   148100
GRACE W R & CO DEL NEW         COM              38388F108    46276  3816600 SH       DEFINED 12 26 32          0        0  3816600
GRACE W R & CO DEL NEW         COM              38388F108     8389   691920 SH       DEFINED 03            55220        0   636700
GRACO INC                      COM              384109104     3412   105000 SH       DEFINED 07                0        0   105000
GRACO INC                      COM              384109104     2570    79100 SH       DEFINED 03            79100        0        0
GRAINGER W W INC               COM              384802104        9      300 SH       DEFINED 15                0        0      300
GRAINGER W W INC               COM              384802104     2214    71884 SH       DEFINED 03            71884        0        0
GRANITE CONSTR INC             COM              387328107     4459   182000 SH       DEFINED 03           182000        0        0
GRANT PRIDECO INC              COM              38821G101    22774   910965 SH       DEFINED 02 04 05          0        0   910965
GRANT PRIDECO INC              COM              38821G101    49162  1966500 SH       DEFINED 06 07 09          0        0  1966500
GRANT PRIDECO INC              COM              38821G101   173679  6947199 SH       DEFINED 11 12 15          0        0  6947199
GRANT PRIDECO INC              COM              38821G101    20539   821580 SH       DEFINED 18 19 21          0        0   821580
GRANT PRIDECO INC              COM              38821G101    66781  2671240 SH       DEFINED 22 28 29          0        0  2671240
GRANT PRIDECO INC              COM              38821G101     2558   102330 SH       DEFINED 30 34             0        0   102330
GRANT PRIDECO INC              COM              38821G101    49955  1998218 SH       DEFINED 37 03       1794818        0   203400
GREAT ATLANTIC & PAC TEA INC   COM              390064103      492    29600 SH       DEFINED 03            29600        0        0
GREAT LAKES CHEM CORP          COM              390568103    86054  2731900 SH       DEFINED 07 09 15          0        0  2731900
GREAT LAKES CHEM CORP          COM              390568103    33393  1060100 SH       DEFINED 22                0        0  1060100
GREAT LAKES CHEM CORP          COM              390568103     5164   163942 SH       DEFINED 03            91342        0    72600
GREAT LAKES REIT INC           COM              390752103      812    47800 SH       DEFINED 26                0        0    47800
GREATER CHINA FD INC           COM              39167B102     1342   154500 SH       DEFINED 19 21             0        0   154500
GREEN MOUNTAIN PWR CORP        COM              393154109      690    83700 SH       DEFINED 07                0        0    83700
GREENPOINT FINL CORP           COM              395384100     5199   277300 SH       DEFINED 15                0        0   277300
GREENPOINT FINL CORP           COM              395384100      600    32000 SH       DEFINED 03            32000        0        0
GREY WOLF INC                  COM              397888108    14588  2917700 SH       DEFINED 02 09 15          0        0  2917700
GREY WOLF INC                  COM              397888108     7086  1417300 SH       DEFINED 26 28 30          0        0  1417300
GREY WOLF INC                  COM              397888108      695   139000 SH       DEFINED 34                0        0   139000
GRIFFON CORP                   COM              398433102    14851  2670000 SH       DEFINED 07                0        0  2670000
GROUPE CGI INC                 CL A SUB VTG     39945C109    17152  2100000 SH       DEFINED 02                0        0  2100000
GRUPO RADIO CENTRO S A DE C V  SPONSORED ADR    40049C102    10180   895000 SH       DEFINED 19 21             0        0   895000
GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206   199401  2892500 SH       DEFINED 02 05 06          0        0  2892500
GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206    67062   972800 SH       DEFINED 07 10 12          0        0   972800
GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206   124026  1799120 SH       DEFINED 13 19 20          0        0  1799120
GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206   103245  1497675 SH       DEFINED 21 22 26          0        0  1497675
GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206    13663   198200 SH       DEFINED 28 32             0        0   198200
GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206    12470   180900 SH       DEFINED 03            59100        0   121800
GRUPO IUSACELL S A DE C V NEW  SPON ADR V       40050B100     8809   563800 SH       DEFINED 07 19 21          0        0   563800
GTECH HLDGS CORP               COM              400518106       49     2200 SH       DEFINED 02 15 34          0        0     2200
GUCCI GROUP N V                COM NY REG       401566104     3790    40000 SH       DEFINED 21                0        0    40000
GUIDANT CORP                   COM              401698105    11344   229174 SH       DEFINED 02 06 08          0        0   229174
GUIDANT CORP                   COM              401698105   125301  2531340 SH       DEFINED 10 13 15          0        0  2531340
GUIDANT CORP                   COM              401698105    46518   939762 SH       DEFINED 16 18 20          0        0   939762
GUIDANT CORP                   COM              401698105    16139   326046 SH       DEFINED 31 32 34          0        0   326046
GUIDANT CORP                   COM              401698105    13104   264889 SH       DEFINED 37 03        264889        0        0
GUITAR CTR MGMT INC            COM              402040109     1424   135700 SH       DEFINED 07 13 20          0        0   135700
GUITAR CTR MGMT INC            COM              402040109      191    18200 SH       DEFINED 32                0        0    18200
GUITAR CTR MGMT INC            COM              402040109     1662   158300 SH       DEFINED 03           158300        0        0
GULF CDA RES LTD               ORD              40218L305      884   189800 SH       DEFINED 02 15 19          0        0   189800
GULF CDA RES LTD               ORD              40218L305    14000  3004100 SH       DEFINED 21 34             0        0  3004100
GULF ISLAND FABRICATION INC    COM              402307102     1436    84500 SH       DEFINED 07                0        0    84500
H & Q HEALTHCARE FD            SH BEN INT       404052102       21      684 SH       DEFINED 37              684        0        0
HCA-HEALTHCARE CO              COM              404119109    35478  1168000 SH       DEFINED 02 04 05          0        0  1168000
HCA-HEALTHCARE CO              COM              404119109   169702  5586900 SH       DEFINED 07 09 12          0        0  5586900
HCA-HEALTHCARE CO              COM              404119109    96997  3193323 SH       DEFINED 13 15 16          0        0  3193323
HCA-HEALTHCARE CO              COM              404119109    31660  1042310 SH       DEFINED 19 20 21          0        0  1042310
HCA-HEALTHCARE CO              COM              404119109   128970  4245950 SH       DEFINED 22 23 26          0        0  4245950
HCA-HEALTHCARE CO              COM              404119109    62399  2054300 SH       DEFINED 28 29 32          0        0  2054300
HCA-HEALTHCARE CO              COM              404119109    15360   505700 SH       DEFINED 34                0        0   505700
HCA-HEALTHCARE CO              COM              404119109    37074  1220555 SH       DEFINED 37 03        938855        0   281700
HCC INS HLDGS INC              COM              404132102    25804  1367100 SH       DEFINED 02 07 12          0        0  1367100
HCC INS HLDGS INC              COM              404132102     8754   463800 SH       DEFINED 15 26 34          0        0   463800
HCC INS HLDGS INC              COM              404132102    12723   674100 SH       DEFINED 03           606600        0    67500
HRPT PPTYS TR                  COM SH BEN INT   40426W101      263    43100 SH       DEFINED 35                0        0    43100
HRPT PPTYS TR                  COM SH BEN INT   40426W101      565    92400 SH       DEFINED 03            92400        0        0
HPSC INC                       COM              404264103      806    93500 SH       DEFINED 07                0        0    93500
HPSC INC                       COM              404264103      484    56200 SH       DEFINED 03            56200        0        0
HSB GROUP INC                  COM              40428N109      662    21300 SH       DEFINED 15                0        0    21300
HSB GROUP INC                  COM              40428N109     5171   166150 SH       DEFINED 03           166150        0        0
HSBC HLDGS PLC                 SPON ADR NEW     404280406        5       90 SH       DEFINED 37               90        0        0
HS RES INC                     COM              404297103     1176    39200 SH       DEFINED 02 15             0        0    39200
HS RES INC                     COM              404297103     3261   108700 SH       DEFINED 03           108700        0        0
HAIN CELESTIAL GROUP INC       COM              405217100     7372   200945 SH       DEFINED 02 12 15          0        0   200945
HAIN CELESTIAL GROUP INC       COM              405217100    30811   839831 SH       DEFINED 26 28 34          0        0   839831
HAIN CELESTIAL GROUP INC       COM              405217100     7731   210740 SH       DEFINED 03           210740        0        0
HALL KINION ASSOCIATES INC     COM              406069104      119     3600 SH       DEFINED 15                0        0     3600
HALLIBURTON CO                 COM              406216101    89934  1905900 SH       DEFINED 02 04 05          0        0  1905900
HALLIBURTON CO                 COM              406216101   334974  7098794 SH       DEFINED 06 07 08          0        0  7098794
HALLIBURTON CO                 COM              406216101   695921 14748000 SH       DEFINED 09 10 11          0        0 14748000
HALLIBURTON CO                 COM              406216101   420443  8910067 SH       DEFINED 12 13 15          0        0  8910067
HALLIBURTON CO                 COM              406216101    92485  1959949 SH       DEFINED 16 19 21          0        0  1959949
HALLIBURTON CO                 COM              406216101   350806  7434300 SH       DEFINED 22 23 26          0        0  7434300
HALLIBURTON CO                 COM              406216101   325131  6890200 SH       DEFINED 27 28 29          0        0  6890200
HALLIBURTON CO                 COM              406216101    26882   569700 SH       DEFINED 30 34             0        0   569700
HALLIBURTON CO                 COM              406216101   130715  2770012 SH       DEFINED 37 03       1941612        0   828400
HALLWOOD ENERGY CORP DEL       COM              40636X105     3668   448028 SH       DEFINED 07                0        0   448028
HAMILTON BANCORP INC FLA       COM              407013101     5367   306700 SH       DEFINED 07 26             0        0   306700
HAMPSHIRE GROUP LTD            COM              408859106     2815   388300 SH       DEFINED 07                0        0   388300
JOHN HANCOCK BK &THRIFT OPP FD SH BEN INT       409735107        5      808 SH       DEFINED 37              808        0        0
HANCOCK JOHN FINL SVCS INC     COM              41014S106     4761   201000 SH       DEFINED 20 32             0        0   201000
HANCOCK JOHN FINL SVCS INC     COM              41014S106        1       65 SH       DEFINED 37               65        0        0
HANDLEMAN CO DEL               COM              410252100    14000  1120000 SH       DEFINED 12 28             0        0  1120000
HANDLEMAN CO DEL               COM              410252100    11131   890500 SH       DEFINED 03           882600        0     7900
HANNA M A CO                   COM              410522106    38252  4250300 SH       DEFINED 09 12 22          0        0  4250300
HANNA M A CO                   COM              410522106     2542   282500 SH       DEFINED 28 30             0        0   282500
HANNA M A CO                   COM              410522106     2270   252300 SH       DEFINED 03            29000        0   223300
HANNAFORD BROS CO              COM              410550107       13      180 SH       DEFINED 37              180        0        0
HANOVER COMPRESSOR CO          COM              410768105    17214   453000 SH       DEFINED 02 09 15          0        0   453000
HANOVER COMPRESSOR CO          COM              410768105    42985  1131200 SH       DEFINED 20 28 30          0        0  1131200
HANOVER COMPRESSOR CO          COM              410768105    10666   280700 SH       DEFINED 32 34             0        0   280700
HANOVER COMPRESSOR CO          COM              410768105    15230   400800 SH       DEFINED 03           400800        0        0
HANSON PLC                     SPON ADR NEW     411352404    16722   474400 SH       DEFINED 19 21             0        0   474400
HARCOURT GEN INC               COM              41163G101    70132  1289800 SH       DEFINED 02 08 10          0        0  1289800
HARCOURT GEN INC               COM              41163G101     1759    32350 SH       DEFINED 15 34             0        0    32350
HARCOURT GEN INC               COM              41163G101     4885    89811 SH       DEFINED 37 03         89811        0        0
HARDINGE INC                   COM              412324303     2484   238000 SH       DEFINED 07 28             0        0   238000
HARLAND JOHN H CO              COM              412693103    39406  2638100 SH       DEFINED 12 26 03          0        0  2638100
HARLEY DAVIDSON INC            COM              412822108    10991   285500 SH       DEFINED 02 12 15          0        0   285500
HARLEY DAVIDSON INC            COM              412822108   220059  5715820 SH       DEFINED 16 20 22          0        0  5715820
HARLEY DAVIDSON INC            COM              412822108    78647  2042800 SH       DEFINED 23 28 32          0        0  2042800
HARLEY DAVIDSON INC            COM              412822108      204     5300 SH       DEFINED 34                0        0     5300
HARLEY DAVIDSON INC            COM              412822108    12464   323721 SH       DEFINED 37 03        248321        0    75400
HARLEYSVILLE NATL CORP PA      COM              412850109      229     7000 SH       DEFINED 07                0        0     7000
HARMAN INTL INDS INC           COM              413086109   132882  2178400 SH       DEFINED 20 32             0        0  2178400
HARMAN INTL INDS INC           COM              413086109     2946    48300 SH       DEFINED 03            48300        0        0
HARMONIC INC                   COM              413160102    81211  3281281 SH       DEFINED 13 26             0        0  3281281
HARRAHS ENTMT INC              COM              413619107    43057  2056500 SH       DEFINED 04 06 07          0        0  2056500
HARRAHS ENTMT INC              COM              413619107    36891  1762000 SH       DEFINED 09 12 22          0        0  1762000
HARRAHS ENTMT INC              COM              413619107     6390   305231 SH       DEFINED 03           136431        0   168800
HARRIS CORP DEL                COM              413875105    23255   710100 SH       DEFINED 09 15 23          0        0   710100
HARRIS CORP DEL                COM              413875105     1358    41480 SH       DEFINED 28 30             0        0    41480
HARRIS CORP DEL                COM              413875105     3821   116700 SH       DEFINED 03           116700        0        0
HARRIS INTERACTIVE INC         COM              414549105      971   200500 SH       DEFINED 15                0        0   200500
HARSCO CORP                    COM              415864107    88834  3483700 SH       DEFINED 12 03             0        0  3483700
HARTE-HANKS INC                COM              416196103     5027   201100 SH       DEFINED 02 07 15          0        0   201100
HARTE-HANKS INC                COM              416196103    14971   598850 SH       DEFINED 20 28 32          0        0   598850
HARTE-HANKS INC                COM              416196103       47     1900 SH       DEFINED 34                0        0     1900
HARTE-HANKS INC                COM              416196103     7737   309500 SH       DEFINED 03           309500        0        0
HARTFORD FINL SVCS GROUP INC   COM              416515104    68003  1215700 SH       DEFINED 02 04 06          0        0  1215700
HARTFORD FINL SVCS GROUP INC   COM              416515104   409194  7315200 SH       DEFINED 07 09 10          0        0  7315200
HARTFORD FINL SVCS GROUP INC   COM              416515104   198578  3550000 SH       DEFINED 12 15 16          0        0  3550000
HARTFORD FINL SVCS GROUP INC   COM              416515104   190598  3407340 SH       DEFINED 19 20 22          0        0  3407340
HARTFORD FINL SVCS GROUP INC   COM              416515104    35505   634730 SH       DEFINED 23 27 28          0        0   634730
HARTFORD FINL SVCS GROUP INC   COM              416515104    25192   450370 SH       DEFINED 29 30 32          0        0   450370
HARTFORD FINL SVCS GROUP INC   COM              416515104     6583   117700 SH       DEFINED 34                0        0   117700
HARTFORD FINL SVCS GROUP INC   COM              416515104    46460   830586 SH       DEFINED 37 03        663386        0   167200
HASBRO INC                     COM              418056107     2240   148771 SH       DEFINED 03           148771        0        0
HAVERTY FURNITURE INC          COM              419596101      170    20000 SH       DEFINED 26                0        0    20000
HAWK CORP                      CL A             420089104      142    18800 SH       DEFINED 07                0        0    18800
HEARME                         COM              421903105     2491   553600 SH       DEFINED 13 26             0        0   553600
HEALTHSOUTH CORP               SB DB CV 3.25%03 421924AF8     9611 12090000 PRN      DEFINED 11 27             0        0        0
HEALTHSOUTH CORP               SB DB CV 3.25%03 421924AF8     4569  5748000 PRN      DEFINED 03                0        0        0
HEALTHSOUTH CORP               COM              421924101   148437 20652200 SH       DEFINED 07 10 13          0        0 20652200
HEALTHSOUTH CORP               COM              421924101    30952  4306400 SH       DEFINED 15 22 28          0        0  4306400
HEALTHSOUTH CORP               COM              421924101     2138   297580 SH       DEFINED 03           297580        0        0
HEALTH MGMT ASSOC INC NEW      CL A             421933102    43653  3341900 SH       DEFINED 02 07 13          0        0  3341900
HEALTH MGMT ASSOC INC NEW      CL A             421933102    17200  1316817 SH       DEFINED 15 20 32          0        0  1316817
HEALTH MGMT ASSOC INC NEW      CL A             421933102     2684   205500 SH       DEFINED 34                0        0   205500
HEALTH MGMT ASSOC INC NEW      CL A             421933102     3811   291800 SH       DEFINED 03           291800        0        0
HEALTHCARE RLTY TR             COM              421946104     5055   296300 SH       DEFINED 35                0        0   296300
HEALTHCARE RLTY TR             COM              421946104    10438   611800 SH       DEFINED 03           611800        0        0
HEALTHCARE RECOVERIES INC      COM              42220K101     3963  1112500 SH       DEFINED 07                0        0  1112500
HEALTHEON WEBMD CORP           COM              422209106    14984  1011600 SH       DEFINED 02 06 07          0        0  1011600
HEALTHEON WEBMD CORP           COM              422209106    43430  2932000 SH       DEFINED 10 12 13          0        0  2932000
HEALTHEON WEBMD CORP           COM              422209106    50919  3437630 SH       DEFINED 15 16 22          0        0  3437630
HEALTHEON WEBMD CORP           COM              422209106    14625   987400 SH       DEFINED 23 28 34          0        0   987400
HEALTHEON WEBMD CORP           COM              422209106    16789  1133446 SH       DEFINED 03           372246        0   761200
HEARTLAND EXPRESS INC          COM              422347104      225    13500 SH       DEFINED 02                0        0    13500
HEIDRICK & STRUGGLES INTL INC  COM              422819102     8370   132600 SH       DEFINED 28                0        0   132600
HEINZ H J CO                   COM              423074103    48365  1105500 SH       DEFINED 02 11 15          0        0  1105500
HEINZ H J CO                   COM              423074103     1912    43712 SH       DEFINED 31 34             0        0    43712
HEINZ H J CO                   COM              423074103    20093   459273 SH       DEFINED 37 03        429873        0    29400
HELMERICH & PAYNE INC          COM              423452101    32486   869200 SH       DEFINED 02 09 12          0        0   869200
HELMERICH & PAYNE INC          COM              423452101    31028   830200 SH       DEFINED 15 26 28          0        0   830200
HELMERICH & PAYNE INC          COM              423452101     1749    46800 SH       DEFINED 30 34             0        0    46800
HELMERICH & PAYNE INC          COM              423452101    27238   728790 SH       DEFINED 37 03        492790        0   236000
HENRY JACK & ASSOC INC         COM              426281101     6436   128400 SH       DEFINED 03           128400        0        0
HERBALIFE INTL INC             CL A             426908208     9078  1037500 SH       DEFINED 07                0        0  1037500
HERBALIFE INTL INC             CL B             426908307    15832  2010500 SH       DEFINED 07                0        0  2010500
HERCULES INC                   COM              427056106    35654  2535400 SH       DEFINED 09 12 15          0        0  2535400
HERCULES INC                   COM              427056106    12038   856100 SH       DEFINED 22                0        0   856100
HERCULES INC                   COM              427056106     4757   338288 SH       DEFINED 37 03        106788        0   231500
HERLEY INDS INC DEL            COM              427398102     8270   438166 SH       DEFINED 26 28             0        0   438166
HERLEY INDS INC DEL            COM              427398102      241    12800 SH       DEFINED 03            12800        0        0
HERSHEY FOODS CORP             COM              427866108    24250   500000 SH       DEFINED 18                0        0   500000
HERSHEY FOODS CORP             COM              427866108     5313   109545 SH       DEFINED 37 03        109545        0        0
HERTZ CORP                     CL A             428040109    14101   502500 SH       DEFINED 02 12 15          0        0   502500
HERTZ CORP                     CL A             428040109     9841   350700 SH       DEFINED 28 32 34          0        0   350700
HERTZ CORP                     CL A             428040109      740    26400 SH       DEFINED 03                0        0    26400
HEWLETT PACKARD CO             SB LYON ZERO  17 428236AC7     9257  9750000 PRN      DEFINED 11                0        0        0
HEWLETT PACKARD CO             COM              428236103   140359  1124000 SH       DEFINED 02 04 05          0        0  1124000
HEWLETT PACKARD CO             COM              428236103   224862  1800699 SH       DEFINED 07 08 09          0        0  1800699
HEWLETT PACKARD CO             COM              428236103   820678  6572000 SH       DEFINED 10 12 15          0        0  6572000
HEWLETT PACKARD CO             COM              428236103  1295694 10375930 SH       DEFINED 16 19 20          0        0 10375930
HEWLETT PACKARD CO             COM              428236103   302003  2418450 SH       DEFINED 22 23 26          0        0  2418450
HEWLETT PACKARD CO             COM              428236103   359640  2880000 SH       DEFINED 27 28 30          0        0  2880000
HEWLETT PACKARD CO             COM              428236103   215640  1726854 SH       DEFINED 31 32 34          0        0  1726854
HEWLETT PACKARD CO             COM              428236103   270076  2164083 SH       DEFINED 37 03       1797893        0   366190
HEXCEL CORP NEW                SUB NT CV   7%03 428291AA6     1220  1470000 PRN      DEFINED 36                0        0        0
HEXCEL CORP NEW                SUB NT CV   7%03 428291AA6      547   660000 PRN      DEFINED 03                0        0        0
HEXCEL CORP NEW                COM              428291108       71     7500 SH       DEFINED 15                0        0     7500
HIBBETT SPORTING GOODS INC     COM              428565105    15098   642500 SH       DEFINED 26                0        0   642500
HIBERNIA CORP                  CL A             428656102      163    15000 SH       DEFINED 15 34             0        0    15000
HIBERNIA CORP                  CL A             428656102       18     1550 SH       DEFINED 37             1550        0        0
HIGHLANDS INS GROUP INC        COM              431032101    10866  1159060 SH       DEFINED 08 09 22          0        0  1159060
HIGHLANDS INS GROUP INC        COM              431032101      325    34710 SH       DEFINED 03            14330        0    20380
HIGHWOODS PPTYS INC            COM              431284108     1190    49600 SH       DEFINED 35                0        0    49600
HIGHWOODS PPTYS INC            COM              431284108     2359    98300 SH       DEFINED 03            98300        0        0
HILB ROGAL & HAMILTON CO       COM              431294107     4561   131500 SH       DEFINED 02 15 26          0        0   131500
HILB ROGAL & HAMILTON CO       COM              431294107      520    15000 SH       DEFINED 34                0        0    15000
HILB ROGAL & HAMILTON CO       COM              431294107     6722   193800 SH       DEFINED 03           191700        0     2100
HILLENBRAND INDS INC           COM              431573104    18342   585800 SH       DEFINED 12 13 15          0        0   585800
HILLENBRAND INDS INC           COM              431573104     5714   182500 SH       DEFINED 03            13200        0   169300
HILTON HOTELS CORP             SUB NT CONV 5%06 432848AL3    20160 25520000 PRN      DEFINED 02 23 25          0        0        0
HILTON HOTELS CORP             SUB NT CONV 5%06 432848AL3     3562  4510000 PRN      DEFINED 27 28 32          0        0        0
HILTON HOTELS CORP             SUB NT CONV 5%06 432848AL3     3578  4530000 PRN      DEFINED 36                0        0        0
HILTON HOTELS CORP             SUB NT CONV 5%06 432848AL3     3460  4380000 PRN      DEFINED 03                0        0        0
HILTON HOTELS CORP             COM              432848109     2665   284295 SH       DEFINED 37 03        284295        0        0
HIRSCH INTL CORP               CL A             433550100      937   681500 SH       DEFINED 07                0        0   681500
HISPANIC BROADCASTING CORP     CL A             43357B104    44612  1346800 SH       DEFINED 10 15             0        0  1346800
HISPANIC BROADCASTING CORP     CL A             43357B104        1       42 SH       DEFINED 37               42        0        0
HITACHI LIMITED                ADR 10 COM       433578507       25      180 SH       DEFINED 37              180        0        0
HOLLINGER INTL INC             CL A             435569108     9244   678500 SH       DEFINED 19 21             0        0   678500
HOLLY CORP                     COM PAR $0.01    435758305     9796   825000 SH       DEFINED 07                0        0   825000
HOLLYWOOD CASINO CORP          CL A             436132203      455    65000 SH       DEFINED 02 27             0        0    65000
HOLLYWOOD ENTMT CORP           COM              436141105      726    92200 SH       DEFINED 02 15 28          0        0    92200
HOLLYWOOD ENTMT CORP           COM              436141105       10     1300 SH       DEFINED 34                0        0     1300
HOME DEPOT INC                 COM              437076102   232678  4659400 SH       DEFINED 02 04 05          0        0  4659400
HOME DEPOT INC                 COM              437076102  2567883 51421956 SH       DEFINED 06 07 10          0        0 51421956
HOME DEPOT INC                 COM              437076102   179542  3595350 SH       DEFINED 11 12 13          0        0  3595350
HOME DEPOT INC                 COM              437076102  1121151 22451100 SH       DEFINED 15 16 18          0        0 22451100
HOME DEPOT INC                 COM              437076102   601638 12047830 SH       DEFINED 19 20 22          0        0 12047830
HOME DEPOT INC                 COM              437076102    79592  1593850 SH       DEFINED 23 26 27          0        0  1593850
HOME DEPOT INC                 COM              437076102   678549 13587969 SH       DEFINED 28 30 32          0        0 13587969
HOME DEPOT INC                 COM              437076102     1503    30100 SH       DEFINED 34                0        0    30100
HOME DEPOT INC                 COM              437076102   387408  7759315 SH       DEFINED 37 03       6495852        0  1263463
HOME PORT BANCORP INC          COM              437304108     3877   168600 SH       DEFINED 07                0        0   168600
HOME PPTYS N Y INC             COM              437306103    12655   421856 SH       DEFINED 12 26 28          0        0   421856
HOME PPTYS N Y INC             COM              437306103     7062   235400 SH       DEFINED 35                0        0   235400
HOME PPTYS N Y INC             COM              437306103    28632   954400 SH       DEFINED 03           954400        0        0
HOMEBASE INC                   COM              43738E108     1562  1000000 SH       DEFINED 07                0        0  1000000
HOMESTAKE MNG CO               COM              437614100    17605  2560806 SH       DEFINED 02 15 22          0        0  2560806
HOMESTAKE MNG CO               COM              437614100    12632  1837400 SH       DEFINED 28 34             0        0  1837400
HOMESTAKE MNG CO               COM              437614100     2792   406145 SH       DEFINED 37 03        406145        0        0
HOMESTORE COM INC              COM              437852106     9777   335000 SH       DEFINED 12 35             0        0   335000
HOMESTORE COM INC              COM              437852106     1876    64300 SH       DEFINED 03            64300        0        0
HON INDS INC                   COM              438092108     2554   108700 SH       DEFINED 12                0        0   108700
HONDA MOTOR LTD                AMERN SHS        438128308       51      750 SH       DEFINED 37              750        0        0
HONEYWELL INTL INC             COM              438516106   461538 13700587 SH       DEFINED 07 09 10          0        0 13700587
HONEYWELL INTL INC             COM              438516106    97148  2883825 SH       DEFINED 11 12 15          0        0  2883825
HONEYWELL INTL INC             COM              438516106   211499  6278274 SH       DEFINED 16 22 28          0        0  6278274
HONEYWELL INTL INC             COM              438516106    12262   363999 SH       DEFINED 32 34             0        0   363999
HONEYWELL INTL INC             COM              438516106    53733  1594979 SH       DEFINED 37 03       1333494        0   261485
HORACE MANN EDUCATORS CORP NEW COM              440327104     4089   272600 SH       DEFINED 03           272600        0        0
HORIZON HEALTH CORP            COM              44041Y104     3793   674400 SH       DEFINED 07                0        0   674400
HORMEL FOODS CORP              COM              440452100      269    16000 SH       DEFINED 02 15 34          0        0    16000
HOST MARRIOTT CORP NEW         COM              44107P104    94192 10047200 SH       DEFINED 09 10 35          0        0 10047200
HOST MARRIOTT CORP NEW         COM              44107P104     1889   201520 SH       DEFINED 37 03        201520        0        0
HOT TOPIC INC                  COM              441339108     2784    87000 SH       DEFINED 02 07 26          0        0    87000
HOTJOBS COM INC                COM              441474103     2210   160000 SH       DEFINED 26                0        0   160000
HOUGHTON MIFFLIN CO            COM              441560109    34520   739400 SH       DEFINED 12 18 21          0        0   739400
HOUGHTON MIFFLIN CO            COM              441560109     4043    86600 SH       DEFINED 29 03             0        0    86600
HOUSEHOLD INTL INC             COM              441815107    59814  1439139 SH       DEFINED 02 04 06          0        0  1439139
HOUSEHOLD INTL INC             COM              441815107   449555 10816366 SH       DEFINED 07 09 10          0        0 10816366
HOUSEHOLD INTL INC             COM              441815107   129566  3117386 SH       DEFINED 12 15 16          0        0  3117386
HOUSEHOLD INTL INC             COM              441815107   139176  3348610 SH       DEFINED 18 19 20          0        0  3348610
HOUSEHOLD INTL INC             COM              441815107   113158  2722607 SH       DEFINED 22 28 30          0        0  2722607
HOUSEHOLD INTL INC             COM              441815107    34029   818757 SH       DEFINED 32 34             0        0   818757
HOUSEHOLD INTL INC             COM              441815107    55168  1327358 SH       DEFINED 37 03       1067673        0   259685
HOWELL CORP                    COM              443051107      209    22000 SH       DEFINED 26                0        0    22000
HUANENG PWR INTL INC           SPON ADR N       443304100     1231    92500 SH       DEFINED 02 21             0        0    92500
HUBBELL INC                    CL B             443510201     9461   371030 SH       DEFINED 12 15 26          0        0   371030
HUBBELL INC                    CL B             443510201       10      400 SH       DEFINED 34                0        0      400
HUBBELL INC                    CL B             443510201        2      100 SH       DEFINED 37              100        0        0
HUBBELL INC                    CL B             443510201     1721    67500 SH       DEFINED 03            11100        0    56400
HUGHES SUPPLY INC              COM              444482103    14255   721800 SH       DEFINED 07                0        0   721800
HUMANA INC                     COM              444859102      629   129147 SH       DEFINED 37 03        129147        0        0
HUMAN GENOME SCIENCES INC      SB NT CV 144A 07 444903AG3     5740  7000000 PRN      DEFINED 11                0        0        0
HUMAN GENOME SCIENCES INC      COM              444903108   115569   866500 SH       DEFINED 02 04 05          0        0   866500
HUMAN GENOME SCIENCES INC      COM              444903108    53176   398700 SH       DEFINED 06 09 11          0        0   398700
HUMAN GENOME SCIENCES INC      COM              444903108   562256  4215605 SH       DEFINED 13 15 16          0        0  4215605
HUMAN GENOME SCIENCES INC      COM              444903108    94954   711934 SH       DEFINED 21 22 26          0        0   711934
HUMAN GENOME SCIENCES INC      COM              444903108    99820   748420 SH       DEFINED 28 30 34          0        0   748420
HUMAN GENOME SCIENCES INC      COM              444903108    74582   559195 SH       DEFINED 03           443395        0   115800
HUNT J B TRANS SVCS INC        COM              445658107       38     2500 SH       DEFINED 15                0        0     2500
HUNTINGTON BANCSHARES INC      COM              446150104     3331   210700 SH       DEFINED 15                0        0   210700
HUNTINGTON BANCSHARES INC      COM              446150104     2794   176756 SH       DEFINED 03           176756        0        0
HURCO COMPANIES INC            COM              447324104     1410   364028 SH       DEFINED 07                0        0   364028
ICN PHARMACEUTICALS INC NEW    COM              448924100       27      986 SH       DEFINED 37              986        0        0
HYPERION SOLUTIONS CORP        COM              44914M104     9095   280400 SH       DEFINED 13 28             0        0   280400
HYPERION SOLUTIONS CORP        COM              44914M104    10376   319900 SH       DEFINED 03           319900        0        0
IBP INC                        COM              449223106      157    10200 SH       DEFINED 02 15 34          0        0    10200
ICG COMMUNICATIONS INC         COM              449246107     2748   124600 SH       DEFINED 03           124600        0        0
ICOS CORP                      COM              449295104    42504   966000 SH       DEFINED 02 15 34          0        0   966000
ICOS CORP                      COM              449295104      734    16700 SH       DEFINED 03            16700        0        0
ICU MED INC                    COM              44930G107    22107   818800 SH       DEFINED 02 07             0        0   818800
ICU MED INC                    COM              44930G107     1204    44600 SH       DEFINED 03            44600        0        0
IDEC PHARMACEUTICALS CORP      COM              449370105   270741  2307868 SH       DEFINED 12 13 15          0        0  2307868
IDEC PHARMACEUTICALS CORP      COM              449370105      290     2476 SH       DEFINED 21 28             0        0     2476
IDEC PHARMACEUTICALS CORP      COM              449370105     6686    57000 SH       DEFINED 03            57000        0        0
IDX SYS CORP                   COM              449491109      105     7500 SH       DEFINED 15                0        0     7500
IHOP CORP                      COM              449623107    33667  2010000 SH       DEFINED 07                0        0  2010000
IMC GLOBAL INC                 COM              449669100    56264  4328000 SH       DEFINED 09 13 15          0        0  4328000
IMC GLOBAL INC                 COM              449669100    81091  6237800 SH       DEFINED 16 22             0        0  6237800
IMC GLOBAL INC                 COM              449669100     5357   412100 SH       DEFINED 03           301500        0   110600
IMCO RECYCLING INC             COM              449681105      140    25800 SH       DEFINED 15                0        0    25800
IMS HEALTH INC                 COM              449934108    42605  2366980 SH       DEFINED 02 06 07          0        0  2366980
IMS HEALTH INC                 COM              449934108   229669 12759400 SH       DEFINED 09 15 16          0        0 12759400
IMS HEALTH INC                 COM              449934108    30297  1683200 SH       DEFINED 22 30 34          0        0  1683200
IMS HEALTH INC                 COM              449934108    26206  1456126 SH       DEFINED 37 03       1324926        0   131200
IRSA INVERSIONERS Y REP S A    GLOBL DEP RCPT   450047204     1158    50623 SH       DEFINED 02 19 21          0        0    50623
IRT PPTY CO                    COM              450058102      798    93900 SH       DEFINED 26                0        0    93900
ISS GROUP INC                  COM              450306105    11143   114900 SH       DEFINED 21 29 03          0        0   114900
ISTAR FINL INC                 COM              45031U101      628    30000 SH       DEFINED 03            30000        0        0
I-STAT CORP                    COM              450312103    31199  1789200 SH       DEFINED 26 28             0        0  1789200
I-STAT CORP                    COM              450312103     6256   358800 SH       DEFINED 03           358800        0        0
ITXC CORP                      COM              45069F109    96060  2713100 SH       DEFINED 09 10 13          0        0  2713100
ITXC CORP                      COM              45069F109     6833   193010 SH       DEFINED 15 28 30          0        0   193010
ITXC CORP                      COM              45069F109     1409    39800 SH       DEFINED 34                0        0    39800
IBASIS INC                     COM              450732102   122181  2837300 SH       DEFINED 10 13 22          0        0  2837300
IBASIS INC                     COM              450732102    18671   433600 SH       DEFINED 26 28             0        0   433600
IBIS TECHNOLOGY CORP           COM              450909106     2155    35700 SH       DEFINED 13                0        0    35700
IBIS TECHNOLOGY CORP           COM              450909106     3193    52900 SH       DEFINED 03            52900        0        0
ITT INDS INC IND               COM              450911102    59705  1965600 SH       DEFINED 07 09 12          0        0  1965600
ITT INDS INC IND               COM              450911102     6663   219390 SH       DEFINED 15 22 34          0        0   219390
ITT INDS INC IND               COM              450911102    11471   377636 SH       DEFINED 37 03         88936        0   288700
IDACORP INC                    COM              451107106        0       26 SH       DEFINED 37               26        0        0
IDEX CORP                      COM              45167R104    42754  1354600 SH       DEFINED 07                0        0  1354600
IDEX CORP                      COM              45167R104      847    26850 SH       DEFINED 03            26850        0        0
IDEXX LABS INC                 COM              45168D104      555    24300 SH       DEFINED 15                0        0    24300
IKON OFFICE SOLUTIONS INC      COM              451713101      435   112463 SH       DEFINED 03           112463        0        0
IDENTIX INC                    COM              451906101     2502   159500 SH       DEFINED 26                0        0   159500
ILEX ONCOLOGY INC              COM              451923106    12214   346500 SH       DEFINED 15                0        0   346500
ILLINOIS TOOL WKS INC          COM              452308109   232237  4074350 SH       DEFINED 05 10 15          0        0  4074350
ILLINOIS TOOL WKS INC          COM              452308109    88418  1551200 SH       DEFINED 16 26 28          0        0  1551200
ILLINOIS TOOL WKS INC          COM              452308109      131     2300 SH       DEFINED 34                0        0     2300
ILLINOIS TOOL WKS INC          COM              452308109    27644   485010 SH       DEFINED 37 03        396110        0    88900
ILLUMINET HLDGS INC            COM              452334105     6774   133150 SH       DEFINED 02 10 15          0        0   133150
ILOG S A                       SPONSORED ADR    452360100     2010    52400 SH       DEFINED 07 19 21          0        0    52400
IMATION CORP                   COM              45245A107     1468    50000 SH       DEFINED 26                0        0    50000
IMATION CORP                   COM              45245A107        6      220 SH       DEFINED 37              220        0        0
IMAX CORP                      COM              45245E109    46717  2077500 SH       DEFINED 02 26             0        0  2077500
IMCLONE SYS INC                SUB NT CV 144A05 45245WAA7    14002 15800000 PRN      DEFINED 11                0        0        0
IMCLONE SYS INC                COM              45245W109    30613   400500 SH       DEFINED 02 05 09          0        0   400500
IMCLONE SYS INC                COM              45245W109   100935  1320500 SH       DEFINED 15 23 26          0        0  1320500
IMCLONE SYS INC                COM              45245W109     8920   116700 SH       DEFINED 28 30             0        0   116700
IMCLONE SYS INC                COM              45245W109    12092   158200 SH       DEFINED 03            66600        0    91600
IMMUNEX CORP NEW               COM              452528102   121823  2464200 SH       DEFINED 02 04 05          0        0  2464200
IMMUNEX CORP NEW               COM              452528102   626902 12680700 SH       DEFINED 06 10 11          0        0 12680700
IMMUNEX CORP NEW               COM              452528102   793850 16057650 SH       DEFINED 12 13 15          0        0 16057650
IMMUNEX CORP NEW               COM              452528102   402796  8147590 SH       DEFINED 16 19 20          0        0  8147590
IMMUNEX CORP NEW               COM              452528102    12178   246340 SH       DEFINED 21 23 26          0        0   246340
IMMUNEX CORP NEW               COM              452528102   119978  2426870 SH       DEFINED 28 32 34          0        0  2426870
IMMUNEX CORP NEW               COM              452528102   291176  5889750 SH       DEFINED 37 03       5114950        0   774800
IMMUNOGEN INC                  COM              45253H101     1075    89200 SH       DEFINED 13                0        0    89200
IMMUNOGEN INC                  COM              45253H101     1595   132300 SH       DEFINED 03           132300        0        0
IMPATH INC                     COM              45255G101     1388    25600 SH       DEFINED 26                0        0    25600
IMPCO TECHNOLOGIES INC         COM              45255W106       29      700 SH       DEFINED 15                0        0      700
IMPCO TECHNOLOGIES INC         COM              45255W106       42     1000 SH       DEFINED 03             1000        0        0
IMPERIAL BANCORP               COM              452556103     1819   116900 SH       DEFINED 26                0        0   116900
IMMUNOMEDICS INC               COM              452907108    20700   844900 SH       DEFINED 15                0        0   844900
IMPERIAL OIL LTD               COM NEW          453038408    47961  1965420 SH       DEFINED 02 07 15          0        0  1965420
IMPERIAL OIL LTD               COM NEW          453038408     8800   360400 SH       DEFINED 19 21 34          0        0   360400
IMPERIAL OIL LTD               COM NEW          453038408      153     6304 SH       DEFINED 03             6304        0        0
IMPROVENET INC                 COM              45321E106        0      200 SH       DEFINED 26                0        0      200
IMPSAT FIBER NETWORKS INC      COM              45321T103      440    26300 SH       DEFINED 02 07 19          0        0    26300
IMPSAT FIBER NETWORKS INC      COM              45321T103     6351   379200 SH       DEFINED 21                0        0   379200
INCO LTD                       COM              453258402    49548  3231600 SH       DEFINED 02 07 13          0        0  3231600
INCO LTD                       COM              453258402    22069  1439400 SH       DEFINED 15 21 22          0        0  1439400
INCO LTD                       COM              453258402    17321  1129700 SH       DEFINED 28                0        0  1129700
INCO LTD                       COM              453258402     2360   153576 SH       DEFINED 03           153576        0        0
INCYTE GENOMICS INC            COM              45337C102      189     2300 SH       DEFINED 12 28             0        0     2300
INDEPENDENCE FED SVGS BK       COM              453432106     1202   120200 SH       DEFINED 07                0        0   120200
INDEPENDENCE HLDG CO NEW       COM NEW          453440307     1568   128000 SH       DEFINED 07                0        0   128000
INDEPENDENT ENERGY HLDGS PLC   SPONSORED ADR    45384X108      489    58849 SH       DEFINED 15                0        0    58849
INDEPENDENT ENERGY HLDGS PLC   SPONSORED ADR    45384X108      141    17000 SH       DEFINED 03            17000        0        0
INDIA FD INC                   COM              454089103    10366   730700 SH       DEFINED 19 21             0        0   730700
INDIA GROWTH FD INC            COM              454090101     3501   307800 SH       DEFINED 19 21             0        0   307800
INDUSTRI-MATEMATIK INTL CORP   COM              455792101     7193  1338290 SH       DEFINED 02 21             0        0  1338290
INDUSTRIE NATUZZI SPA          ADR              456478106     1217   102500 SH       DEFINED 19 21             0        0   102500
INDYMAC MTG HLDGS INC          COM              456607100     1556   114800 SH       DEFINED 15 34             0        0   114800
INDYMAC MTG HLDGS INC          COM              456607100    14936  1101300 SH       DEFINED 03          1101300        0        0
INFINEON TECHNOLOGIES AG       SPONSORED ADR    45662N103   196080  2474200 SH       DEFINED 19 20 21          0        0  2474200
INFINEON TECHNOLOGIES AG       SPONSORED ADR    45662N103    44498   561500 SH       DEFINED 32                0        0   561500
INFINEON TECHNOLOGIES AG       SPONSORED ADR    45662N103      293     3700 SH       DEFINED 03             3700        0        0
INFINITY BROADCASTING CP NEW   CL A             45662S102   108750  2984587 SH       DEFINED 02 05 06          0        0  2984587
INFINITY BROADCASTING CP NEW   CL A             45662S102   469344 12880796 SH       DEFINED 07 10 12          0        0 12880796
INFINITY BROADCASTING CP NEW   CL A             45662S102   171732  4713075 SH       DEFINED 13 15 16          0        0  4713075
INFINITY BROADCASTING CP NEW   CL A             45662S102   459640 12614501 SH       DEFINED 20 21 26          0        0 12614501
INFINITY BROADCASTING CP NEW   CL A             45662S102    41968  1151800 SH       DEFINED 27 28 29          0        0  1151800
INFINITY BROADCASTING CP NEW   CL A             45662S102   122731  3368285 SH       DEFINED 30 32 34          0        0  3368285
INFINITY BROADCASTING CP NEW   CL A             45662S102     6714   184316 SH       DEFINED 37 03        117710        0    66606
INFINIUM SOFTWARE INC          COM              45662Y109      610   152500 SH       DEFINED 07                0        0   152500
INFOCUS CORP                   COM              45665B106     4654   144600 SH       DEFINED 02 13 15          0        0   144600
INFOCUS CORP                   COM              45665B106     2253    70000 SH       DEFINED 26                0        0    70000
INFOCUS CORP                   COM              45665B106     6402   198900 SH       DEFINED 03           198900        0        0
INFONET SVCS CORP              CL B             45666T106    43274  3625122 SH       DEFINED 02 10 20          0        0  3625122
INFONET SVCS CORP              CL B             45666T106    19923  1668990 SH       DEFINED 21 32             0        0  1668990
INFOSPACE INC                  COM              45678T102    34873   631200 SH       DEFINED 02 06 10          0        0   631200
INFOSPACE INC                  COM              45678T102    62112  1124200 SH       DEFINED 12 13 15          0        0  1124200
INFOSPACE INC                  COM              45678T102    48487   877600 SH       DEFINED 28 30 34          0        0   877600
INFOSPACE INC                  COM              45678T102     2527    45750 SH       DEFINED 03            36750        0     9000
INFOUSA INC NEW                COM              456818301    21145  3253200 SH       DEFINED 07 15             0        0  3253200
ING GROEP N V                  SPONSORED ADR    456837103        5       81 SH       DEFINED 37               81        0        0
INGERSOLL-RAND CO              COM              456866102    53833  1337490 SH       DEFINED 02 04 05          0        0  1337490
INGERSOLL-RAND CO              COM              456866102   197701  4911840 SH       DEFINED 06 07 09          0        0  4911840
INGERSOLL-RAND CO              COM              456866102    94020  2335910 SH       DEFINED 10 11 12          0        0  2335910
INGERSOLL-RAND CO              COM              456866102   144699  3595020 SH       DEFINED 15 16 18          0        0  3595020
INGERSOLL-RAND CO              COM              456866102    37853   940450 SH       DEFINED 19 22 26          0        0   940450
INGERSOLL-RAND CO              COM              456866102    48907  1215100 SH       DEFINED 28 30 34          0        0  1215100
INGERSOLL-RAND CO              COM              456866102    56911  1413947 SH       DEFINED 37 03        892797        0   521150
INGRAM MICRO INC               CL A             457153104    46308  2655700 SH       DEFINED 05 06 15          0        0  2655700
INGRAM MICRO INC               CL A             457153104      470    27000 SH       DEFINED 37 03         27000        0        0
INHALE THERAPEUTIC SYS INC     COM              457191104    27721   273200 SH       DEFINED 15                0        0   273200
INKTOMI CORP                   COM              457277101   418226  3536800 SH       DEFINED 05 07 10          0        0  3536800
INKTOMI CORP                   COM              457277101    39306   332400 SH       DEFINED 11 12 13          0        0   332400
INKTOMI CORP                   COM              457277101   113129   956700 SH       DEFINED 16 22 23          0        0   956700
INKTOMI CORP                   COM              457277101    41688   352544 SH       DEFINED 26 27 28          0        0   352544
INKTOMI CORP                   COM              457277101      402     3400 SH       DEFINED 30                0        0     3400
INKTOMI CORP                   COM              457277101    24010   203052 SH       DEFINED 37 03        131372        0    71680
INNKEEPERS USA TR              COM              4576J0104     3293   360900 SH       DEFINED 35                0        0   360900
INNKEEPERS USA TR              COM              4576J0104     4396   481800 SH       DEFINED 03           481800        0        0
INNKEEPERS USA TR              PFD CV A 8.625   4576J0302     5525   334900 SH       DEFINED 33 35 03     147000        0   187900
INSIGHT ENTERPRISES INC        COM              45765U103    23942   403675 SH       DEFINED 02 15 16          0        0   403675
INSIGHT ENTERPRISES INC        COM              45765U103    34644   584100 SH       DEFINED 20 21 32          0        0   584100
INSIGHT ENTERPRISES INC        COM              45765U103     9237   155750 SH       DEFINED 03           155750        0        0
INPUT/OUTPUT INC               COM              457652105     5459   647100 SH       DEFINED 07                0        0   647100
INSITUFORM TECHNOLOGIES INC    CL A             457667103      895    33000 SH       DEFINED 15                0        0    33000
INSITUFORM TECHNOLOGIES INC    CL A             457667103     6713   247500 SH       DEFINED 03           247500        0        0
INSIGNIA FINL GROUP INC NEW    COM              45767A105       81     8100 SH       DEFINED 09                0        0     8100
INSPIRE INS SOLUTIONS INC      COM              457732105       51    17300 SH       DEFINED 26                0        0    17300
INSURANCE AUTO AUCTIONS INC    COM              457875102     4744   224600 SH       DEFINED 07 21 26          0        0   224600
INSURANCE AUTO AUCTIONS INC    COM              457875102    11887   562700 SH       DEFINED 28 29             0        0   562700
INSURANCE AUTO AUCTIONS INC    COM              457875102     8779   415600 SH       DEFINED 03           415600        0        0
INTEGRATED CIRCUIT SYS INC     COM              45811K208     2140   125000 SH       DEFINED 15                0        0   125000
INTEGRATED DEVICE TECHNOLOGY   COM              458118106    84609  1413100 SH       DEFINED 02 12 15          0        0  1413100
INTEGRATED DEVICE TECHNOLOGY   COM              458118106   121073  2022100 SH       DEFINED 16 23 26          0        0  2022100
INTEGRATED DEVICE TECHNOLOGY   COM              458118106     2736    45700 SH       DEFINED 32                0        0    45700
INTEGRATED DEVICE TECHNOLOGY   COM              458118106    23751   396685 SH       DEFINED 03           252785        0   143900
INTEGRATED SILICON SOLUTION    COM              45812P107    16146   424900 SH       DEFINED 02 12 23          0        0   424900
INTEGRATED SILICON SOLUTION    COM              45812P107    17202   452700 SH       DEFINED 26 28             0        0   452700
INTEL CORP                     COM              458140100   552234  4130790 SH       DEFINED 02 04 05          0        0  4130790
INTEL CORP                     COM              458140100  3815893 28543380 SH       DEFINED 06 07 10          0        0 28543380
INTEL CORP                     COM              458140100  1664115 12447800 SH       DEFINED 12 13 15          0        0 12447800
INTEL CORP                     COM              458140100  3667681 27434740 SH       DEFINED 16 19 20          0        0 27434740
INTEL CORP                     COM              458140100  1127306  8432400 SH       DEFINED 21 22 23          0        0  8432400
INTEL CORP                     COM              458140100  1543598 11546320 SH       DEFINED 26 27 28          0        0 11546320
INTEL CORP                     COM              458140100   213354  1595919 SH       DEFINED 29 30 32          0        0  1595919
INTEL CORP                     COM              458140100   215771  1614000 SH       DEFINED 34                0        0  1614000
INTEL CORP                     COM              458140100  1146970  8580040 SH       DEFINED 37 03       7162980        0  1417060
INTER TEL INC                  COM              458372109     5226   325400 SH       DEFINED 13 26             0        0   325400
INTERACT COMM CORP             COM              45839Y107    29618  2507420 SH       DEFINED 09 12 13          0        0  2507420
INTERACT COMM CORP             COM              45839Y107     3321   281160 SH       DEFINED 15 26 28          0        0   281160
INTERACT COMM CORP             COM              45839Y107       83     7080 SH       DEFINED 30                0        0     7080
INTERACT COMM CORP             COM              45839Y107     1429   121000 SH       DEFINED 03           121000        0        0
INTERCONTINENTAL LIFE CORP     COM              458593100     7464   878200 SH       DEFINED 07                0        0   878200
INTERDIGITAL COMMUNICATIONS CP COM              45866A105     1924   116200 SH       DEFINED 03                0        0   116200
INTERIM SVCS INC               COM              45868P100      931    52500 SH       DEFINED 03            52500        0        0
INTERLIANT INC                 SB NT CV 144A 05 458742AA1     3682  6000000 PRN      DEFINED 11                0        0        0
INTERLINK ELECTRS              COM              458751104     2290    54700 SH       DEFINED 26                0        0    54700
INTERMEDIA COMMUNICATIONS INC  COM              458801107    30545  1026727 SH       DEFINED 09 10 11          0        0  1026727
INTERMEDIA COMMUNICATIONS INC  COM              458801107     2980   100200 SH       DEFINED 26 34             0        0   100200
INTERMEDIA COMMUNICATIONS INC  COM              458801107     1371    46100 SH       DEFINED 03            46100        0        0
INTERMET CORP                  COM              45881K104      515    75000 SH       DEFINED 07                0        0    75000
INTERNAP NETWORK SVCS CORP     COM              45885A102    59392  1430600 SH       DEFINED 05 06 09          0        0  1430600
INTERNAP NETWORK SVCS CORP     COM              45885A102    92239  2221800 SH       DEFINED 10 12 13          0        0  2221800
INTERNAP NETWORK SVCS CORP     COM              45885A102      846    20400 SH       DEFINED 28 30             0        0    20400
INTERNAP NETWORK SVCS CORP     COM              45885A102    22566   543565 SH       DEFINED 37           538890        0     4675
INTERNAP NETWORK SVCS CORP     COM              45885A102    10549   254100 SH       DEFINED 03           254100        0        0
INTERMUNE PHARMACEUTICALS INC  COM              45885B100     1673    40500 SH       DEFINED 26                0        0    40500
INTERNATIONAL BUSINESS MACHS   COM              459200101   168835  1541000 SH       DEFINED 02 04 05          0        0  1541000
INTERNATIONAL BUSINESS MACHS   COM              459200101   311988  2847588 SH       DEFINED 06 07 08          0        0  2847588
INTERNATIONAL BUSINESS MACHS   COM              459200101  1556313 14204800 SH       DEFINED 09 10 11          0        0 14204800
INTERNATIONAL BUSINESS MACHS   COM              459200101   935734  8540650 SH       DEFINED 12 15 16          0        0  8540650
INTERNATIONAL BUSINESS MACHS   COM              459200101   405861  3704380 SH       DEFINED 19 22 23          0        0  3704380
INTERNATIONAL BUSINESS MACHS   COM              459200101   408311  3726742 SH       DEFINED 26 27 28          0        0  3726742
INTERNATIONAL BUSINESS MACHS   COM              459200101    50841   464044 SH       DEFINED 30 31 32          0        0   464044
INTERNATIONAL BUSINESS MACHS   COM              459200101    53137   485000 SH       DEFINED 34                0        0   485000
INTERNATIONAL BUSINESS MACHS   COM              459200101   400382  3652698 SH       DEFINED 37 03       3163018        0   489680
INTERNATIONAL FLAVORS&FRAGRANC COM              459506101    27186   900600 SH       DEFINED 07 09 12          0        0   900600
INTERNATIONAL FLAVORS&FRAGRANC COM              459506101    14879   492900 SH       DEFINED 18 22             0        0   492900
INTERNATIONAL FLAVORS&FRAGRANC COM              459506101     3670   121577 SH       DEFINED 03            89277        0    32300
INTERNATIONAL HOME FOODS INC   COM              459655106      104     5000 SH       DEFINED 15                0        0     5000
INTERNATIONAL GAME TECHNOLOGY  COM              459902102    25970   980000 SH       DEFINED 02 11 13          0        0   980000
INTERNATIONAL GAME TECHNOLOGY  COM              459902102     2106    79500 SH       DEFINED 23 28             0        0    79500
INTERNATIONAL GAME TECHNOLOGY  COM              459902102     7194   271500 SH       DEFINED 03           271500        0        0
INTL PAPER CO                  COM              460146103    10407   349110 SH       DEFINED 02 09 12          0        0   349110
INTL PAPER CO                  COM              460146103     6296   211203 SH       DEFINED 15 22 23          0        0   211203
INTL PAPER CO                  COM              460146103     3006   100839 SH       DEFINED 28 31 34          0        0   100839
INTL PAPER CO                  COM              460146103    13625   456980 SH       DEFINED 37 03        433316        0    23664
INTERNATIONAL RECTIFIER CORP   COM              460254105    17236   307800 SH       DEFINED 02 11 23          0        0   307800
INTERNATIONAL RECTIFIER CORP   COM              460254105     2340    41800 SH       DEFINED 32                0        0    41800
INTERNATIONAL RECTIFIER CORP   COM              460254105      660    11800 SH       DEFINED 03            11800        0        0
INTERNATIONAL SPEEDWAY CORP    CL A             460335201     9277   224238 SH       DEFINED 02 13 15          0        0   224238
INTERNATIONAL SPEEDWAY CORP    CL A             460335201       24      600 SH       DEFINED 34                0        0      600
INTERNATIONAL SPEEDWAY CORP    CL A             460335201    13828   334216 SH       DEFINED 03           334216        0        0
INTL SPECIALTY PRODS INC NEW   COM              460337108     4176   734300 SH       DEFINED 07                0        0   734300
INTERNEURON PHARMACEUTICALS    COM              460573108      678   362100 SH       DEFINED 15                0        0   362100
INTERNET CAP GROUP INC         COM              46059C106      210     5700 SH       DEFINED 28 03             0        0     5700
INTERNET PICTURES CORP         COM              46059S101      389    25779 SH       DEFINED 12 13 28          0        0    25779
INTERNET PICTURES CORP         COM              46059S101      361    23900 SH       DEFINED 03            23900        0        0
INTERPLAY ENTMT CORP           COM              460615107     2021   770000 SH       DEFINED 28                0        0   770000
INTERSIL HLDG CORP             CL A             46069S109    42514   786400 SH       DEFINED 04 10 13          0        0   786400
INTERSIL HLDG CORP             CL A             46069S109   106292  1966100 SH       DEFINED 15 16 20          0        0  1966100
INTERSIL HLDG CORP             CL A             46069S109     7266   134400 SH       DEFINED 32                0        0   134400
INTERPUBLIC GROUP COS INC      SB NT CV 144A 06 460690AG5     5293  5500000 PRN      DEFINED 11                0        0        0
INTERPUBLIC GROUP COS INC      SUBNT CV 1.87%06 460690AJ9     7700  8000000 PRN      DEFINED 11                0        0        0
INTERPUBLIC GROUP COS INC      COM              460690100    11541   268400 SH       DEFINED 02 11 13          0        0   268400
INTERPUBLIC GROUP COS INC      COM              460690100   115641  2689334 SH       DEFINED 15 16 20          0        0  2689334
INTERPUBLIC GROUP COS INC      COM              460690100    13287   309000 SH       DEFINED 28 30 32          0        0   309000
INTERPUBLIC GROUP COS INC      COM              460690100      129     3000 SH       DEFINED 34                0        0     3000
INTERPUBLIC GROUP COS INC      COM              460690100    12509   290935 SH       DEFINED 37 03        284335        0     6600
INTERSTATE BAKERIES CORP DEL   COM              46072H108      186    13300 SH       DEFINED 15                0        0    13300
INTERSTATE HOTELS CORP         COM              46088R108      276    94174 SH       DEFINED 12 28             0        0    94174
INTERTAPE POLYMER GROUP INC    COM              460919103    13036   750000 SH       DEFINED 02                0        0   750000
INTRANET SOLUTIONS INC         COM NEW          460939309     2237    58300 SH       DEFINED 26                0        0    58300
INTERTAN INC                   COM              461120107      822    70000 SH       DEFINED 26                0        0    70000
INTERTRUST TECHNOLOGIES CORP   COM              46113Q109    46171  2245400 SH       DEFINED 02 15 16          0        0  2245400
INTERTRUST TECHNOLOGIES CORP   COM              46113Q109    39790  1935100 SH       DEFINED 22 28 34          0        0  1935100
INTERWOVEN INC                 COM              46114T102     2584    23500 SH       DEFINED 26                0        0    23500
INTEST CORP                    COM              461147100     9668   650000 SH       DEFINED 07                0        0   650000
INTIMATE BRANDS INC            CL A             461156101    57679  2920500 SH       DEFINED 10 15             0        0  2920500
INTIMATE BRANDS INC            CL A             461156101      604    30600 SH       DEFINED 03            30600        0        0
INTRABIOTICS PHARMACEUTICALS   COM              46116T100       10      400 SH       DEFINED 26                0        0      400
INTUIT                         COM              461202103    69270  1674200 SH       DEFINED 02 05 06          0        0  1674200
INTUIT                         COM              461202103    70474  1703320 SH       DEFINED 09 10 13          0        0  1703320
INTUIT                         COM              461202103   103747  2507501 SH       DEFINED 15 16 19          0        0  2507501
INTUIT                         COM              461202103   222037  5366460 SH       DEFINED 22 23 28          0        0  5366460
INTUIT                         COM              461202103     4858   117430 SH       DEFINED 30 34             0        0   117430
INTUIT                         COM              461202103    50099  1210868 SH       DEFINED 37 03        520108        0   690760
INTRUSION COM INC              COM              46121E106       80     7100 SH       DEFINED 02                0        0     7100
INVERNESS MED TECHNOLOGY INC   COM              461268104     6494   721600 SH       DEFINED 10                0        0   721600
INVESTMENT TECHNOLOGY GRP NEW  COM              46145F105     2034    51500 SH       DEFINED 02 15 23          0        0    51500
INVITROGEN CORP                SUB NT CV 144A07 46185RAA8     7367  7000000 PRN      DEFINED 11                0        0        0
INVITROGEN CORP                COM              46185R100      270     3600 SH       DEFINED 13                0        0     3600
INVITROGEN CORP                COM              46185R100      398     5300 SH       DEFINED 03             5300        0        0
INVESTORS FINL SERVICES CORP   COM              461915100       47     1200 SH       DEFINED 28                0        0     1200
ION NETWORKS INC               COM              46205P100      153    50000 SH       DEFINED 28                0        0    50000
IONICS INC                     COM              462218108      609    19900 SH       DEFINED 15                0        0    19900
IPALCO ENTERPRISES INC         COM              462613100    69843  3470500 SH       DEFINED 06 07 09          0        0  3470500
IPALCO ENTERPRISES INC         COM              462613100    65100  3234800 SH       DEFINED 15 16 18          0        0  3234800
IPALCO ENTERPRISES INC         COM              462613100    16892   839380 SH       DEFINED 22 28 30          0        0   839380
IPALCO ENTERPRISES INC         COM              462613100     2561   127300 SH       DEFINED 34                0        0   127300
IPALCO ENTERPRISES INC         COM              462613100     9402   467200 SH       DEFINED 37 03        383300        0    83900
IPSCO INC                      COM              462622101    23663  1900000 SH       DEFINED 02                0        0  1900000
IRON MTN INC PA                COM              462846106    29019   853500 SH       DEFINED 12 03             0        0   853500
IROQUOIS BANCORP INC           COM              463347104     3477   106400 SH       DEFINED 07                0        0   106400
ISHARES INC                    MSCI SINGAPORE   464286673      736    99000 SH       DEFINED 21                0        0    99000
IT GROUP INC                   COM              465266104      394    80900 SH       DEFINED 15                0        0    80900
IT GROUP INC                   COM              465266104     4184   858400 SH       DEFINED 03           858400        0        0
ITALY FD INC                   COM              465395101     5365   296000 SH       DEFINED 19 21             0        0   296000
I3 MOBILE INC                  COM              465713105      832    45300 SH       DEFINED 26 34             0        0    45300
I2 TECHNOLOGIES INC            SUBNTCV 144A  06 465754AD1     5013  3250000 PRN      DEFINED 11                0        0        0
I2 TECHNOLOGIES INC            COM              465754109   103097   988800 SH       DEFINED 02 05 06          0        0   988800
I2 TECHNOLOGIES INC            COM              465754109   347591  3333714 SH       DEFINED 13 15 16          0        0  3333714
I2 TECHNOLOGIES INC            COM              465754109    46942   450220 SH       DEFINED 23 28 30          0        0   450220
I2 TECHNOLOGIES INC            COM              465754109     3336    32000 SH       DEFINED 34                0        0    32000
I2 TECHNOLOGIES INC            COM              465754109    44996   431560 SH       DEFINED 03           425860        0     5700
IVAX CORP                      SR SB CV 144A 07 465823AB8     1768  1360000 PRN      DEFINED 11                0        0        0
IVAX CORP                      COM              465823102    17350   418090 SH       DEFINED 02 09 11          0        0   418090
IVAX CORP                      COM              465823102    33741   813050 SH       DEFINED 12 15 28          0        0   813050
IVAX CORP                      COM              465823102    12325   297010 SH       DEFINED 30 32 34          0        0   297010
IVAX CORP                      COM              465823102      954    23000 SH       DEFINED 03                0        0    23000
IVEX PACKAGING CORP DEL        COM              465855104     4265   383400 SH       DEFINED 09 28 30          0        0   383400
IVEX PACKAGING CORP DEL        COM              465855104     2368   212900 SH       DEFINED 03           212900        0        0
JDS UNIPHASE CORP              COM              46612J101   225317  1879600 SH       DEFINED 02 04 05          0        0  1879600
JDS UNIPHASE CORP              COM              46612J101   704788  5879400 SH       DEFINED 06 07 10          0        0  5879400
JDS UNIPHASE CORP              COM              46612J101   688866  5746536 SH       DEFINED 11 12 13          0        0  5746536
JDS UNIPHASE CORP              COM              46612J101   890392  7427674 SH       DEFINED 15 16 19          0        0  7427674
JDS UNIPHASE CORP              COM              46612J101   192231  1603600 SH       DEFINED 20 21 22          0        0  1603600
JDS UNIPHASE CORP              COM              46612J101   137388  1146100 SH       DEFINED 23 26 27          0        0  1146100
JDS UNIPHASE CORP              COM              46612J101   376550  3141190 SH       DEFINED 28 29 30          0        0  3141190
JDS UNIPHASE CORP              COM              46612J101    47482   396100 SH       DEFINED 32 34             0        0   396100
JDS UNIPHASE CORP              COM              46612J101   182883  1525691 SH       DEFINED 37 03        903881        0   621810
JDA SOFTWARE GROUP INC         COM              46612K108    19091   995000 SH       DEFINED 07 26             0        0   995000
JDA SOFTWARE GROUP INC         COM              46612K108     6230   324700 SH       DEFINED 03           324700        0        0
JLM COUTURE INC                COM              46621E101      397   181500 SH       DEFINED 07                0        0   181500
JABIL CIRCUIT INC              COM              466313103   240840  4853200 SH       DEFINED 02 09 15          0        0  4853200
JABIL CIRCUIT INC              COM              466313103    16567   333860 SH       DEFINED 19 20 23          0        0   333860
JABIL CIRCUIT INC              COM              466313103    12279   247440 SH       DEFINED 28 30 32          0        0   247440
JABIL CIRCUIT INC              COM              466313103    14282   287800 SH       DEFINED 34                0        0   287800
JABIL CIRCUIT INC              COM              466313103     7816   157580 SH       DEFINED 37 03         54980        0   102600
JACK IN THE BOX INC            COM              466367109     3949   160400 SH       DEFINED 02 09 13          0        0   160400
JACK IN THE BOX INC            COM              466367109    24110   979100 SH       DEFINED 15 16 26          0        0   979100
JACK IN THE BOX INC            COM              466367109    31169  1265780 SH       DEFINED 28 30 34          0        0  1265780
JACK IN THE BOX INC            COM              466367109     9756   396200 SH       DEFINED 03           396200        0        0
JACOBS ENGR GROUP INC DEL      COM              469814107    78040  2387460 SH       DEFINED 07 15 20          0        0  2387460
JACOBS ENGR GROUP INC DEL      COM              469814107     9506   290830 SH       DEFINED 32 34             0        0   290830
JACOBS ENGR GROUP INC DEL      COM              469814107     1519    46500 SH       DEFINED 03            46500        0        0
JARDINE FLEMING CHINA REGION   COM              471110106      402    51500 SH       DEFINED 19 21             0        0    51500
JARDINE FLEMING INDIA FD INC   COM              471112102     3939   350200 SH       DEFINED 19 21             0        0   350200
JAZZTEL P L C                  SPONSORED ADR    47214R152     9758   371750 SH       DEFINED 02 07 13          0        0   371750
JAZZTEL P L C                  SPONSORED ADR    47214R152    14450   550500 SH       DEFINED 19 21 03     185300        0   365200
JEFFERIES GROUP INC NEW        COM              472319102      458    22700 SH       DEFINED 15                0        0    22700
JEFFERSON PILOT CORP           COM              475070108     6693   118600 SH       DEFINED 02 09 15          0        0   118600
JEFFERSON PILOT CORP           COM              475070108     2804    49700 SH       DEFINED 28 30 34          0        0    49700
JEFFERSON PILOT CORP           COM              475070108     4549    80604 SH       DEFINED 03            80604        0        0
JEFFERSON SMURFIT GROUP PLC    SPONSORED ADR    47508W107        8      487 SH       DEFINED 15                0        0      487
JEFFERSON SMURFIT GROUP PLC    SPONSORED ADR    47508W107       96     5500 SH       DEFINED 03             5500        0        0
JO-ANN STORES INC              CL A             47758P109     2690   384300 SH       DEFINED 07                0        0   384300
JO-ANN STORES INC              CL B NON VTG     47758P208    13960  1830900 SH       DEFINED 07 18             0        0  1830900
JOHN NUVEEN CO                 CL A             478035108      989    23600 SH       DEFINED 15                0        0    23600
JOHNS MANVILLE CORP NEW        COM              478129109       36     2800 SH       DEFINED 15                0        0     2800
JOHNSON & JOHNSON              COM              478160104   123147  1208807 SH       DEFINED 02 04 05          0        0  1208807
JOHNSON & JOHNSON              COM              478160104    60716   595995 SH       DEFINED 06 07 08          0        0   595995
JOHNSON & JOHNSON              COM              478160104   786638  7721600 SH       DEFINED 10 11 12          0        0  7721600
JOHNSON & JOHNSON              COM              478160104   665102  6528615 SH       DEFINED 13 15 16          0        0  6528615
JOHNSON & JOHNSON              COM              478160104    87370   857620 SH       DEFINED 18 19 22          0        0   857620
JOHNSON & JOHNSON              COM              478160104    97810   960100 SH       DEFINED 23 26 27          0        0   960100
JOHNSON & JOHNSON              COM              478160104   304095  2984984 SH       DEFINED 28 30 31          0        0  2984984
JOHNSON & JOHNSON              COM              478160104    73423   720721 SH       DEFINED 32 34             0        0   720721
JOHNSON & JOHNSON              COM              478160104   342117  3359087 SH       DEFINED 37 03       2866247        0   492840
JOHNSON CTLS INC               COM              478366107    60235  1173900 SH       DEFINED 02 07 09          0        0  1173900
JOHNSON CTLS INC               COM              478366107    17685   344670 SH       DEFINED 15 19 22          0        0   344670
JOHNSON CTLS INC               COM              478366107      246     4800 SH       DEFINED 23 34             0        0     4800
JOHNSON CTLS INC               COM              478366107     9981   194517 SH       DEFINED 03           169417        0    25100
JONES APPAREL GROUP INC        COM              480074103    17977   765000 SH       DEFINED 07 09 28          0        0   765000
JONES APPAREL GROUP INC        COM              480074103      265    11300 SH       DEFINED 30                0        0    11300
JONES PHARMA INC               COM              480236108    24425   611600 SH       DEFINED 02 12 26          0        0   611600
JONES PHARMA INC               COM              480236108     5994   150100 SH       DEFINED 28 32 03      87150        0    62950
JOURNAL REGISTER CO            COM              481138105     8212   450000 SH       DEFINED 07                0        0   450000
JUNIPER NETWORKS INC           SB NT CV 4.75%07 48203RAA2    61455 55553000 PRN      DEFINED 11 16 27          0        0        0
JUNIPER NETWORKS INC           SB NT CV 4.75%07 48203RAA2    21709 19624000 PRN      DEFINED 28 30             0        0        0
JUNIPER NETWORKS INC           SB NT CV 4.75%07 48203RAA2     2013  1820000 PRN      DEFINED 03                0        0        0
JUNIPER NETWORKS INC           COM              48203R104   178336  1225156 SH       DEFINED 02 05 06          0        0  1225156
JUNIPER NETWORKS INC           COM              48203R104   827272  5683280 SH       DEFINED 07 09 10          0        0  5683280
JUNIPER NETWORKS INC           COM              48203R104   692062  4754400 SH       DEFINED 11 12 13          0        0  4754400
JUNIPER NETWORKS INC           COM              48203R104  1095718  7527480 SH       DEFINED 15 16 19          0        0  7527480
JUNIPER NETWORKS INC           COM              48203R104    69316   476200 SH       DEFINED 20 23 26          0        0   476200
JUNIPER NETWORKS INC           COM              48203R104    43371   297960 SH       DEFINED 28 30 32          0        0   297960
JUNIPER NETWORKS INC           COM              48203R104    81675   561100 SH       DEFINED 34                0        0   561100
JUNIPER NETWORKS INC           COM              48203R104   191654  1316650 SH       DEFINED 03          1119450        0   197200
JUNO ONLINE SVCS INC           COM              482048105      632    58800 SH       DEFINED 03            38200        0    20600
JUPITER COMMUNICATIONS INC     COM              482050101     1757    76400 SH       DEFINED 15                0        0    76400
KLA-TENCOR CORP                COM              482480100    51634   881700 SH       DEFINED 02 05 06          0        0   881700
KLA-TENCOR CORP                COM              482480100   158575  2707800 SH       DEFINED 09 11 12          0        0  2707800
KLA-TENCOR CORP                COM              482480100   360534  6156400 SH       DEFINED 13 15 16          0        0  6156400
KLA-TENCOR CORP                COM              482480100    56369   962560 SH       DEFINED 19 23 26          0        0   962560
KLA-TENCOR CORP                COM              482480100   123024  2100740 SH       DEFINED 27 28 30          0        0  2100740
KLA-TENCOR CORP                COM              482480100    19647   335500 SH       DEFINED 32 34             0        0   335500
KLA-TENCOR CORP                COM              482480100    49081   838101 SH       DEFINED 03           572501        0   265600
K MART CORP                    COM              482584109     2587   379816 SH       DEFINED 03           379816        0        0
K-SWISS INC                    CL A             482686102       79     5000 SH       DEFINED 07                0        0     5000
K2 INC                         COM              482732104      684    82300 SH       DEFINED 07                0        0    82300
K V PHARMACEUTICAL CO          CL A             482740206      718    27100 SH       DEFINED 02                0        0    27100
KANA COMMUNICATIONS            COM              483600102    31850   514748 SH       DEFINED 02 05 06          0        0   514748
KANA COMMUNICATIONS            COM              483600102    20226   326896 SH       DEFINED 13 15 34          0        0   326896
KANA COMMUNICATIONS            COM              483600102    10081   162940 SH       DEFINED 03           156344        0     6596
KANEB SERVICES INC             COM              484170105     5589  1397400 SH       DEFINED 07                0        0  1397400
KANSAS CITY PWR & LT CO        COM              485134100       23      900 SH       DEFINED 37              900        0        0
KANSAS CITY SOUTHN INDS INC    COM              485170104    50873   573621 SH       DEFINED 02 15 21          0        0   573621
KANSAS CITY SOUTHN INDS INC    COM              485170104     5494    61950 SH       DEFINED 23 34             0        0    61950
KANSAS CITY SOUTHN INDS INC    COM              485170104    23076   260196 SH       DEFINED 37 03        256596        0     3600
KAUFMAN & BROAD HOME CORP      COM              486168107      147     7470 SH       DEFINED 15 34             0        0     7470
KAUFMAN & BROAD HOME CORP      COM              486168107    14743   744151 SH       DEFINED 03           744151        0        0
KAYDON CORP                    COM              486587108    38745  1845000 SH       DEFINED 07 12 03     146400        0  1698600
KEANE INC                      COM              486665102    17300   800000 SH       DEFINED 10 16             0        0   800000
KEEBLER FOODS CO               COM              487256109    23685   638000 SH       DEFINED 02 04 06          0        0   638000
KEEBLER FOODS CO               COM              487256109    37240  1003100 SH       DEFINED 07 09 12          0        0  1003100
KEEBLER FOODS CO               COM              487256109   143112  3854890 SH       DEFINED 15 19 20          0        0  3854890
KEEBLER FOODS CO               COM              487256109   134388  3619892 SH       DEFINED 22 23 28          0        0  3619892
KEEBLER FOODS CO               COM              487256109    32864   885240 SH       DEFINED 30 32 34          0        0   885240
KEEBLER FOODS CO               COM              487256109    25345   682700 SH       DEFINED 03           599140        0    83560
KEITHLEY INSTRS INC            COM              487584104      685     8000 SH       DEFINED 02                0        0     8000
KELLOGG CO                     COM              487836108     1192    40100 SH       DEFINED 02 15 34          0        0    40100
KELLOGG CO                     COM              487836108     9294   312422 SH       DEFINED 03           312422        0        0
KELLWOOD CO                    COM              488044108    23605  1117400 SH       DEFINED 07 09 12          0        0  1117400
KELLWOOD CO                    COM              488044108     5834   276200 SH       DEFINED 22 26             0        0   276200
KELLWOOD CO                    COM              488044108     3282   155400 SH       DEFINED 03            11000        0   144400
KEMET CORP                     COM              488360108    45689  1823010 SH       DEFINED 02 09 12          0        0  1823010
KEMET CORP                     COM              488360108   111301  4440960 SH       DEFINED 15 28 30          0        0  4440960
KEMET CORP                     COM              488360108     9438   376600 SH       DEFINED 32 34             0        0   376600
KEMET CORP                     COM              488360108     3263   130200 SH       DEFINED 03            89200        0    41000
KENNAMETAL INC                 COM              489170100    33441  1559953 SH       DEFINED 09 12 15          0        0  1559953
KENNAMETAL INC                 COM              489170100    37363  1742908 SH       DEFINED 18 22             0        0  1742908
KENNAMETAL INC                 COM              489170100     4643   216600 SH       DEFINED 03            23000        0   193600
KENT ELECTRS CORP              COM              490553104      995    33400 SH       DEFINED 03            33400        0        0
KENTUCKY ELEC STL INC          COM              49127B100      689   367500 SH       DEFINED 07                0        0   367500
KERR MCGEE CORP                SB DB CV 5.25%10 492386AP2    33341 28898000 PRN      DEFINED 11                0        0        0
KERR MCGEE CORP                SB DB CV 5.25%10 492386AP2     5180  4490000 PRN      DEFINED 03                0        0        0
KERR MCGEE CORP                COM              492386107     9791   166132 SH       DEFINED 02 08 09          0        0   166132
KERR MCGEE CORP                COM              492386107    24667   418540 SH       DEFINED 12 15 28          0        0   418540
KERR MCGEE CORP                COM              492386107     2868    48670 SH       DEFINED 30 34             0        0    48670
KERR MCGEE CORP                COM              492386107     6242   105899 SH       DEFINED 37 03         78399        0    27500
KEY ENERGY SVCS INC            SB NT CV    5%04 492914AF3     2874  3685000 PRN      DEFINED 02 23 28          0        0        0
KEY ENERGY SVCS INC            SB NT CV    5%04 492914AF3      237   305000 PRN      DEFINED 03                0        0        0
KEY PRODTN INC                 COM              493138101      267    15300 SH       DEFINED 02                0        0    15300
KEYCORP NEW                    COM              493267108      810    46000 SH       DEFINED 15                0        0    46000
KEYCORP NEW                    COM              493267108     6199   351150 SH       DEFINED 37 03        351150        0        0
KEYNOTE SYS INC                COM              493308100    54192   768000 SH       DEFINED 02 09 11          0        0   768000
KEYNOTE SYS INC                COM              493308100    54446   771600 SH       DEFINED 13 15 26          0        0   771600
KEYNOTE SYS INC                COM              493308100     7486   106100 SH       DEFINED 28 30 34          0        0   106100
KEYNOTE SYS INC                COM              493308100     2490    35300 SH       DEFINED 03            35300        0        0
KEYSPAN CORP                   COM              49337W100    49338  1604500 SH       DEFINED 02 11 12          0        0  1604500
KEYSPAN CORP                   COM              49337W100      172     5600 SH       DEFINED 23                0        0     5600
KEYSPAN CORP                   COM              49337W100     7278   236700 SH       DEFINED 03           199500        0    37200
KIMBERLY CLARK CORP            COM              494368103    40420   704500 SH       DEFINED 02 04 07          0        0   704500
KIMBERLY CLARK CORP            COM              494368103    44150   769500 SH       DEFINED 10 12 13          0        0   769500
KIMBERLY CLARK CORP            COM              494368103   109699  1911982 SH       DEFINED 15 16 19          0        0  1911982
KIMBERLY CLARK CORP            COM              494368103   171797  2994300 SH       DEFINED 22 23 28          0        0  2994300
KIMBERLY CLARK CORP            COM              494368103      694    12100 SH       DEFINED 34                0        0    12100
KIMBERLY CLARK CORP            COM              494368103    79721  1389668 SH       DEFINED 37 03       1223468        0   166200
KIMCO REALTY CORP              COM              49446R109    33730   822700 SH       DEFINED 09 12 15          0        0   822700
KIMCO REALTY CORP              COM              49446R109     8179   199500 SH       DEFINED 34 35             0        0   199500
KIMCO REALTY CORP              COM              49446R109    25124   612800 SH       DEFINED 03           559400        0    53400
KINDER MORGAN INC KANS         COM              49455P101   108999  3153697 SH       DEFINED 02 04 06          0        0  3153697
KINDER MORGAN INC KANS         COM              49455P101   123194  3564400 SH       DEFINED 09 12 15          0        0  3564400
KINDER MORGAN INC KANS         COM              49455P101     5778   167180 SH       DEFINED 19 21 23          0        0   167180
KINDER MORGAN INC KANS         COM              49455P101    10492   303580 SH       DEFINED 28 29 30          0        0   303580
KINDER MORGAN INC KANS         COM              49455P101    11236   325100 SH       DEFINED 34                0        0   325100
KINDER MORGAN INC KANS         COM              49455P101    46610  1348600 SH       DEFINED 03          1198100        0   150500
KING PHARMACEUTICALS INC       COM              495582108    10701   243900 SH       DEFINED 02 12 15          0        0   243900
KING PHARMACEUTICALS INC       COM              495582108    19501   444472 SH       DEFINED 28 34             0        0   444472
KING PHARMACEUTICALS INC       COM              495582108     5381   122650 SH       DEFINED 03           122650        0        0
KINROSS GOLD CORP              COM              496902107      656   735900 SH       DEFINED 03           735900        0        0
KIRBY CORP                     COM              497266106      138     6500 SH       DEFINED 15                0        0     6500
KIRBY CORP                     COM              497266106     5042   237300 SH       DEFINED 03           237300        0        0
KMART FING I                   PFD TRCV 7.75%   498778208    25775   707400 SH       DEFINED 09 22             0        0   707400
KMART FING I                   PFD TRCV 7.75%   498778208      980    26900 SH       DEFINED 03            11500        0    15400
KNIGHT RIDDER INC              COM              499040103    18312   344300 SH       DEFINED 02 08 15          0        0   344300
KNIGHT RIDDER INC              COM              499040103    10350   194600 SH       DEFINED 23 31 32          0        0   194600
KNIGHT RIDDER INC              COM              499040103       37      700 SH       DEFINED 34                0        0      700
KNIGHT RIDDER INC              COM              499040103     3429    64478 SH       DEFINED 03            64478        0        0
KNIGHT TRADING GROUP INC       COM              499063105      426    14300 SH       DEFINED 37 03         14300        0        0
KNIGHT TRANSN INC              COM              499064103      771    53000 SH       DEFINED 07                0        0    53000
KOALA CORP                     COM              499866101     1209    85600 SH       DEFINED 26                0        0    85600
KOHLS CORP                     COM              500255104    48649   874600 SH       DEFINED 02 04 05          0        0   874600
KOHLS CORP                     COM              500255104   107233  1927800 SH       DEFINED 06 10 11          0        0  1927800
KOHLS CORP                     COM              500255104   121785  2189400 SH       DEFINED 12 13 15          0        0  2189400
KOHLS CORP                     COM              500255104   271991  4889740 SH       DEFINED 16 19 20          0        0  4889740
KOHLS CORP                     COM              500255104    72145  1297000 SH       DEFINED 22 23 26          0        0  1297000
KOHLS CORP                     COM              500255104   119159  2142200 SH       DEFINED 27 28 30          0        0  2142200
KOHLS CORP                     COM              500255104    13116   235800 SH       DEFINED 32 34             0        0   235800
KOHLS CORP                     COM              500255104    97118  1745953 SH       DEFINED 37 03       1336853        0   409100
KONINKLIJKE AHOLD N V          SPON ADR NEW     500467303     3919   133700 SH       DEFINED 15                0        0   133700
KONINKLIJKE AHOLD N V          SPON ADR NEW     500467303      442    15100 SH       DEFINED 03            11100        0     4000
KONINKLIJKE PHILIPS ELECTRS NV SPON ADR NEW     500472204   142486  2999712 SH       DEFINED 05 16 20          0        0  2999712
KONINKLIJKE PHILIPS ELECTRS NV SPON ADR NEW     500472204    39656   834868 SH       DEFINED 21 28 32          0        0   834868
KOPIN CORP                     COM              500600101   112531  1625000 SH       DEFINED 09 26 28          0        0  1625000
KOPIN CORP                     COM              500600101     5018    72470 SH       DEFINED 30                0        0    72470
KOREA EQUITY FD INC            COM              50063B104      757   202000 SH       DEFINED 19 21             0        0   202000
KOREA TELECOM                  SPONSORED ADR    50063P103     5321   110000 SH       DEFINED 02                0        0   110000
KOREA FD                       COM              500634100    10275   730700 SH       DEFINED 19 21             0        0   730700
KOREAN INVT FD INC             COM              500637103     1430   202500 SH       DEFINED 19 21             0        0   202500
KORN FERRY INTL                COM NEW          500643200    36370  1147800 SH       DEFINED 28                0        0  1147800
KOSS CORP                      COM              500692108     1428    90000 SH       DEFINED 07                0        0    90000
KRISPY KREME DOUGHNUTS INC     COM              501014104     4314    58700 SH       DEFINED 20 26 32          0        0    58700
KROGER CO                      COM              501044101    84439  3827300 SH       DEFINED 02 10 12          0        0  3827300
KROGER CO                      COM              501044101    11865   537800 SH       DEFINED 15 23 28          0        0   537800
KROGER CO                      COM              501044101      229    10400 SH       DEFINED 34                0        0    10400
KROGER CO                      COM              501044101    35888  1626709 SH       DEFINED 37 03       1589541        0    37168
KRONOS INC                     COM              501052104    23270   895000 SH       DEFINED 07                0        0   895000
KRONOS INC                     COM              501052104     3278   126100 SH       DEFINED 03           126100        0        0
KULICKE & SOFFA INDS INC       SUB NT CV 144A06 501242AC5     5785  4000000 PRN      DEFINED 11                0        0        0
KULICKE & SOFFA INDS INC       COM              501242101    22449   378100 SH       DEFINED 09 10 12          0        0   378100
KULICKE & SOFFA INDS INC       COM              501242101    27061   455780 SH       DEFINED 15 28 30          0        0   455780
KULICKE & SOFFA INDS INC       COM              501242101      822    13850 SH       DEFINED 32 34             0        0    13850
KULICKE & SOFFA INDS INC       COM              501242101    16657   280550 SH       DEFINED 03           280550        0        0
KYOCERA CORP                   ADR              501556203     1649     9600 SH       DEFINED 19                0        0     9600
LG&E ENERGY CORP               COM              501917108      104     4339 SH       DEFINED 37             4339        0        0
LHS GROUP INC                  COM              501938104      472    13690 SH       DEFINED 21                0        0    13690
LNR PPTY CORP                  COM              501940100     6804   348968 SH       DEFINED 12 15 22          0        0   348968
LNR PPTY CORP                  COM              501940100     2074   106400 SH       DEFINED 26 33 35          0        0   106400
LSI LOGIC CORP                 SUB NT CV 144A04 502161AB8     1689   480000 PRN      DEFINED 11                0        0        0
LSI LOGIC CORP                 SB NT CV 4.25%04 502161AD4    19177  5450000 PRN      DEFINED 11                0        0        0
LSI LOGIC CORP                 COM              502161102    44030   813500 SH       DEFINED 02 04 05          0        0   813500
LSI LOGIC CORP                 COM              502161102    61020  1127400 SH       DEFINED 06 07 09          0        0  1127400
LSI LOGIC CORP                 COM              502161102   549428 10151100 SH       DEFINED 10 12 13          0        0 10151100
LSI LOGIC CORP                 COM              502161102   796770 14720940 SH       DEFINED 15 16 19          0        0 14720940
LSI LOGIC CORP                 COM              502161102   115140  2127300 SH       DEFINED 20 22 23          0        0  2127300
LSI LOGIC CORP                 COM              502161102    70817  1308400 SH       DEFINED 26 28 30          0        0  1308400
LSI LOGIC CORP                 COM              502161102    55272  1021200 SH       DEFINED 32 34             0        0  1021200
LSI LOGIC CORP                 COM              502161102   130305  2407492 SH       DEFINED 37 03       1860792        0   546700
LTC HEALTHCARE INC             COM              50217R104       82    87580 SH       DEFINED 12                0        0    87580
LTC PPTYS INC                  COM              502175102     6753  1137400 SH       DEFINED 12 33 35          0        0  1137400
LTC PPTYS INC                  COM              502175102     2294   386400 SH       DEFINED 03           386400        0        0
LTX CORP                       COM              502392103    16721   478600 SH       DEFINED 02 12 15          0        0   478600
LTX CORP                       COM              502392103     2700    77300 SH       DEFINED 26 28 32          0        0    77300
LTX CORP                       COM              502392103      681    19500 SH       DEFINED 03            19500        0        0
L-3 COMMUNICATIONS HLDGS INC   COM              502424104      724    12700 SH       DEFINED 02 23             0        0    12700
LA Z BOY INC                   COM              505336107     5159   368500 SH       DEFINED 07                0        0   368500
LABORATORY CORP AMER HLDGS     COM NEW          50540R409   116894  1515653 SH       DEFINED 09 13 27          0        0  1515653
LABORATORY CORP AMER HLDGS     COM NEW          50540R409     2946    38200 SH       DEFINED 28 30             0        0    38200
LABORATORY CORP AMER HLDGS     COM NEW          50540R409    31997   414878 SH       DEFINED 03           333971        0    80907
LAFARGE CORP                   COM              505862102   104878  4994235 SH       DEFINED 07 10 15          0        0  4994235
LAFARGE CORP                   COM              505862102       23     1100 SH       DEFINED 34                0        0     1100
LAFARGE CORP                   COM              505862102     2782   132500 SH       DEFINED 03           132500        0        0
LAKES GAMING INC               COM              51206P109    10784  1215200 SH       DEFINED 07 26             0        0  1215200
LAKES GAMING INC               COM              51206P109      145    16400 SH       DEFINED 03            16400        0        0
LAM RESEARCH CORP              COM              512807108   291857  7782866 SH       DEFINED 02 05 15          0        0  7782866
LAM RESEARCH CORP              COM              512807108     5599   149330 SH       DEFINED 19 20 26          0        0   149330
LAM RESEARCH CORP              COM              512807108   232155  6190800 SH       DEFINED 28 30 32          0        0  6190800
LAM RESEARCH CORP              COM              512807108     3150    84000 SH       DEFINED 34                0        0    84000
LAM RESEARCH CORP              COM              512807108    24238   646370 SH       DEFINED 37 03        514170        0   132200
LAMAR ADVERTISING CO           CL A             512815101     1691    39050 SH       DEFINED 15                0        0    39050
LAMAR ADVERTISING CO           CL A             512815101      203     4700 SH       DEFINED 03             4700        0        0
LANDSTAR SYS INC               COM              515098101    17946   301300 SH       DEFINED 02 07 09          0        0   301300
LANDSTAR SYS INC               COM              515098101     9726   163300 SH       DEFINED 12 15 28          0        0   163300
LANDSTAR SYS INC               COM              515098101      601    10100 SH       DEFINED 30                0        0    10100
LANDSTAR SYS INC               COM              515098101    25141   422100 SH       DEFINED 03           388800        0    33300
LANTE CORP                     COM              516540101     1616    79100 SH       DEFINED 15 26             0        0    79100
LANTE CORP                     COM              516540101      339    16600 SH       DEFINED 03            16600        0        0
LATIN AMER EQUITY FD           COM              51827T100     3341   257000 SH       DEFINED 19 21             0        0   257000
LATIN AMER INVT FD             COM              518279104     3654   245700 SH       DEFINED 19 21             0        0   245700
LATIN AMERN DISCOVERY FD INC   COM              51828C106     1558   153000 SH       DEFINED 19 21             0        0   153000
LATTICE SEMICONDUCTOR CORP     SUB NT CV 144A04 518415AA2     6282  3500000 PRN      DEFINED 11                0        0        0
LATTICE SEMICONDUCTOR CORP     COM              518415104    66028   955200 SH       DEFINED 09 15 28          0        0   955200
LATTICE SEMICONDUCTOR CORP     COM              518415104      559     8100 SH       DEFINED 30                0        0     8100
LATTICE SEMICONDUCTOR CORP     COM              518415104     2426    35100 SH       DEFINED 03            35100        0        0
LAUDER ESTEE COS INC           CL A             518439104    25147   508670 SH       DEFINED 02 15 16          0        0   508670
LAUDER ESTEE COS INC           CL A             518439104    48658   984250 SH       DEFINED 19 20 32          0        0   984250
LAUDER ESTEE COS INC           CL A             518439104      367     7430 SH       DEFINED 34                0        0     7430
LAUDER ESTEE COS INC           CL A             518439104     5023   101634 SH       DEFINED 37 03         60034        0    41600
LAZARE KAPLAN INTL INC         COM              521078105      896   110300 SH       DEFINED 15                0        0   110300
LEAP WIRELESS INTL INC         COM              521863100      138     2942 SH       DEFINED 11                0        0     2942
LEAP WIRELESS INTL INC         COM              521863100     1804    38400 SH       DEFINED 03            34800        0     3600
LEAR CORP                      COM              521865105    16779   838950 SH       DEFINED 15 20 28          0        0   838950
LEAR CORP                      COM              521865105     3816   190800 SH       DEFINED 32                0        0   190800
LEAR CORP                      COM              521865105     2148   107400 SH       DEFINED 03           107400        0        0
LEARNING TREE INTL INC         COM              522015106     1623    26500 SH       DEFINED 02 20 23          0        0    26500
LEARNING TREE INTL INC         COM              522015106     6327   103300 SH       DEFINED 26 32             0        0   103300
LEGATO SYS INC                 COM              524651106    17296  1143600 SH       DEFINED 02 05 06          0        0  1143600
LEGATO SYS INC                 COM              524651106    68756  4545900 SH       DEFINED 13 15 34          0        0  4545900
LEGATO SYS INC                 COM              524651106     3850   254600 SH       DEFINED 03           254600        0        0
LEGGETT & PLATT INC            COM              524660107    63998  3878700 SH       DEFINED 04 06 07          0        0  3878700
LEGGETT & PLATT INC            COM              524660107   213280 12926100 SH       DEFINED 09 10 12          0        0 12926100
LEGGETT & PLATT INC            COM              524660107    26739  1620580 SH       DEFINED 13 15 16          0        0  1620580
LEGGETT & PLATT INC            COM              524660107    48197  2921085 SH       DEFINED 18 23 28          0        0  2921085
LEGGETT & PLATT INC            COM              524660107      143     8700 SH       DEFINED 30 34             0        0     8700
LEGGETT & PLATT INC            COM              524660107    19248  1166567 SH       DEFINED 03           803967        0   362600
LEGG MASON INC                 COM              524901105     8201   164032 SH       DEFINED 12 15 28          0        0   164032
LEGG MASON INC                 COM              524901105     1339    26796 SH       DEFINED 03            26796        0        0
LEHMAN BROS HLDGS INC          COM              524908100    36109   381857 SH       DEFINED 02 07 08          0        0   381857
LEHMAN BROS HLDGS INC          COM              524908100   195224  2064500 SH       DEFINED 09 11 12          0        0  2064500
LEHMAN BROS HLDGS INC          COM              524908100    78884   834200 SH       DEFINED 15 18 23          0        0   834200
LEHMAN BROS HLDGS INC          COM              524908100    45248   478500 SH       DEFINED 28 30 32          0        0   478500
LEHMAN BROS HLDGS INC          COM              524908100     2969    31400 SH       DEFINED 34                0        0    31400
LEHMAN BROS HLDGS INC          COM              524908100    38560   407763 SH       DEFINED 37 03        293663        0   114100
LENNAR CORP                    SR DB CV ZRO  18 526057AA2     6909 16650000 PRN      DEFINED 11                0        0        0
LENNAR CORP                    COM              526057104    46513  2296982 SH       DEFINED 05 06 07          0        0  2296982
LENNAR CORP                    COM              526057104    92327  4559368 SH       DEFINED 12 15 28          0        0  4559368
LENNAR CORP                    COM              526057104       12      600 SH       DEFINED 34                0        0      600
LENNAR CORP                    COM              526057104    10109   499233 SH       DEFINED 03           499233        0        0
LENNOX INTL INC                COM              526107107     4505   340000 SH       DEFINED 28                0        0   340000
LEVEL 3 COMMUNICATIONS INC     COM              52729N100   483850  5498300 SH       DEFINED 09 10 13          0        0  5498300
LEVEL 3 COMMUNICATIONS INC     COM              52729N100   192702  2189800 SH       DEFINED 15 16 23          0        0  2189800
LEVEL 3 COMMUNICATIONS INC     COM              52729N100   157713  1792200 SH       DEFINED 27 28 30          0        0  1792200
LEVEL 3 COMMUNICATIONS INC     COM              52729N100    13411   152400 SH       DEFINED 34                0        0   152400
LEVEL 3 COMMUNICATIONS INC     COM              52729N100     6167    70183 SH       DEFINED 37 03         70183        0        0
LEXMARK INTL GROUP INC         CL A             529771107   140989  2096500 SH       DEFINED 02 05 06          0        0  2096500
LEXMARK INTL GROUP INC         CL A             529771107    42683   634700 SH       DEFINED 07 10 12          0        0   634700
LEXMARK INTL GROUP INC         CL A             529771107   163962  2438100 SH       DEFINED 13 15 16          0        0  2438100
LEXMARK INTL GROUP INC         CL A             529771107    69352  1031270 SH       DEFINED 19 22 23          0        0  1031270
LEXMARK INTL GROUP INC         CL A             529771107    66562   989780 SH       DEFINED 26 28 34          0        0   989780
LEXMARK INTL GROUP INC         CL A             529771107    35269   524465 SH       DEFINED 37 03        361288        0   163177
LIBERATE TECHNOLOGIES          COM              530129105    13044   445000 SH       DEFINED 13                0        0   445000
LIBERTY CORP S C               COM              530370105     2037    48500 SH       DEFINED 26                0        0    48500
LIBERTY FINL COS INC           COM              530512102     1296    59100 SH       DEFINED 15                0        0    59100
LIBERTY PPTY TR                SH BEN INT       531172104    29988  1156200 SH       DEFINED 09 35             0        0  1156200
LIBERTY PPTY TR                SH BEN INT       531172104    18729   722100 SH       DEFINED 03           722100        0        0
LIFEPOINT HOSPITALS INC        COM              53219L109      220     9900 SH       DEFINED 15                0        0     9900
LIFEPOINT HOSPITALS INC        COM              53219L109        0       39 SH       DEFINED 37               39        0        0
LIFELINE SYS INC               COM              532192101      168    12000 SH       DEFINED 02                0        0    12000
LIGAND PHARMACEUTICALS INC     CL B             53220K207    10517   797500 SH       DEFINED 15                0        0   797500
LIFEMINDERS INC                COM              53220Q105     7272   246000 SH       DEFINED 02 15 34          0        0   246000
LIFEMINDERS INC                COM              53220Q105      319    10800 SH       DEFINED 03            10800        0        0
LIGHTSPAN INC                  COM              53226T103     2200   400000 SH       DEFINED 02                0        0   400000
LILLY ELI & CO                 COM              532457108   359709  3601601 SH       DEFINED 02 04 05          0        0  3601601
LILLY ELI & CO                 COM              532457108  1157871 11593208 SH       DEFINED 06 07 08          0        0 11593208
LILLY ELI & CO                 COM              532457108  2585632 25888687 SH       DEFINED 09 10 11          0        0 25888687
LILLY ELI & CO                 COM              532457108  2427520 24305584 SH       DEFINED 12 15 16          0        0 24305584
LILLY ELI & CO                 COM              532457108   504740  5053720 SH       DEFINED 18 19 20          0        0  5053720
LILLY ELI & CO                 COM              532457108  1096436 10978086 SH       DEFINED 21 22 23          0        0 10978086
LILLY ELI & CO                 COM              532457108  1223820 12253523 SH       DEFINED 26 27 28          0        0 12253523
LILLY ELI & CO                 COM              532457108    98740   988636 SH       DEFINED 29 30 31          0        0   988636
LILLY ELI & CO                 COM              532457108   197670  1979182 SH       DEFINED 32 34             0        0  1979182
LILLY ELI & CO                 COM              532457108   439657  4401509 SH       DEFINED 37 03       3326839        0  1074670
LIMITED INC                    COM              532716107    36772  1700444 SH       DEFINED 02 04 06          0        0  1700444
LIMITED INC                    COM              532716107   601388 27809878 SH       DEFINED 07 09 10          0        0 27809878
LIMITED INC                    COM              532716107    72265  3341744 SH       DEFINED 11 12 15          0        0  3341744
LIMITED INC                    COM              532716107   271970 12576660 SH       DEFINED 16 19 20          0        0 12576660
LIMITED INC                    COM              532716107    64187  2968200 SH       DEFINED 22 23 27          0        0  2968200
LIMITED INC                    COM              532716107    27848  1287800 SH       DEFINED 28 30 32          0        0  1287800
LIMITED INC                    COM              532716107      161     7480 SH       DEFINED 34                0        0     7480
LIMITED INC                    COM              532716107    40216  1859738 SH       DEFINED 03          1176852        0   682886
LINCARE HLDGS INC              COM              532791100    14331   582000 SH       DEFINED 02 07 15          0        0   582000
LINCARE HLDGS INC              COM              532791100     1873    76100 SH       DEFINED 34                0        0    76100
LINCARE HLDGS INC              COM              532791100    11114   451333 SH       DEFINED 37 03        448733        0     2600
LINCOLN NATL CORP IND          COM              534187109     2405    66600 SH       DEFINED 02 15 23          0        0    66600
LINCOLN NATL CORP IND          COM              534187109      722    20000 SH       DEFINED 34                0        0    20000
LINCOLN NATL CORP IND          COM              534187109     5551   153645 SH       DEFINED 37 03        153645        0        0
LINDBERG CORP                  COM              535171102      587    82500 SH       DEFINED 07                0        0    82500
LINDSAY MFG CO                 COM              535555106     3085   157200 SH       DEFINED 26                0        0   157200
LINEAR TECHNOLOGY CORP         COM              535678106   490969  7678900 SH       DEFINED 02 05 10          0        0  7678900
LINEAR TECHNOLOGY CORP         COM              535678106   572217  8949640 SH       DEFINED 12 13 15          0        0  8949640
LINEAR TECHNOLOGY CORP         COM              535678106   470808  7363570 SH       DEFINED 16 19 20          0        0  7363570
LINEAR TECHNOLOGY CORP         COM              535678106   198590  3106010 SH       DEFINED 23 26 28          0        0  3106010
LINEAR TECHNOLOGY CORP         COM              535678106    34904   545920 SH       DEFINED 30 32 34          0        0   545920
LINEAR TECHNOLOGY CORP         COM              535678106    12618   197440 SH       DEFINED 37           196840        0      600
LINEAR TECHNOLOGY CORP         COM              535678106   113529  1775633 SH       DEFINED 03          1113893        0   661740
LINENS N THINGS INC            COM              535679104     4996   184200 SH       DEFINED 02 15 26          0        0   184200
LINENS N THINGS INC            COM              535679104       67     2500 SH       DEFINED 34                0        0     2500
LINENS N THINGS INC            COM              535679104    12588   464100 SH       DEFINED 03           464100        0        0
LIONS GATE ENTMNT CORP         COM NEW          535919203     6497  2750000 SH       DEFINED 02                0        0  2750000
LITHIA MTRS INC                CL A             536797103     1853   138600 SH       DEFINED 07 15             0        0   138600
LITHIA MTRS INC                CL A             536797103     8222   614800 SH       DEFINED 03           614800        0        0
LITTELFUSE INC                 COM              537008104     2562    52300 SH       DEFINED 13 20 26          0        0    52300
LITTELFUSE INC                 COM              537008104      181     3700 SH       DEFINED 32                0        0     3700
LITTELFUSE INC                 COM              537008104     1558    31800 SH       DEFINED 03            31800        0        0
LITTON INDS INC                COM              538021106      413     9840 SH       DEFINED 15 34             0        0     9840
LITTON INDS INC                COM              538021106        8      200 SH       DEFINED 37              200        0        0
LIZ CLAIBORNE INC              COM              539320101   103073  2924080 SH       DEFINED 02 09 10          0        0  2924080
LIZ CLAIBORNE INC              COM              539320101    32987   935820 SH       DEFINED 15 23 28          0        0   935820
LIZ CLAIBORNE INC              COM              539320101     7426   210670 SH       DEFINED 30 32 34          0        0   210670
LIZ CLAIBORNE INC              COM              539320101     3136    88971 SH       DEFINED 03            50231        0    38740
LO-JACK CORP                   COM              539451104      835   120500 SH       DEFINED 07                0        0   120500
LOCKHEED MARTIN CORP           COM              539830109     9115   367370 SH       DEFINED 12 15 28          0        0   367370
LOCKHEED MARTIN CORP           COM              539830109       47     1914 SH       DEFINED 34                0        0     1914
LOCKHEED MARTIN CORP           COM              539830109     7571   305149 SH       DEFINED 03           305149        0        0
LOEWS CORP                     COM              540424108    10668   177800 SH       DEFINED 02 12 15          0        0   177800
LOEWS CORP                     COM              540424108     1164    19400 SH       DEFINED 23 34             0        0    19400
LOEWS CORP                     COM              540424108     5556    92608 SH       DEFINED 03            81608        0    11000
LOGITECH INTERNATIONAL S A     SPONSORED ADR    541419107       93     1283 SH       DEFINED 07                0        0     1283
LONE STAR TECHNOLOGIES INC     COM              542312103    11627   251400 SH       DEFINED 15                0        0   251400
LONE STAR TECHNOLOGIES INC     COM              542312103     1517    32800 SH       DEFINED 03            32800        0        0
LONGS DRUG STORES CORP         COM              543162101      658    30279 SH       DEFINED 03            30279        0        0
LONGVIEW FIBRE CO              COM              543213102      746    67500 SH       DEFINED 15 26             0        0    67500
LOUIS DREYFUS NAT GAS CORP     COM              546011107      795    25400 SH       DEFINED 15                0        0    25400
LOUISIANA PAC CORP             COM              546347105    19001  1747282 SH       DEFINED 10 15             0        0  1747282
LOUISIANA PAC CORP             COM              546347105     2644   243161 SH       DEFINED 03           243161        0        0
LOWES COS INC                  COM              548661107   604316 14717000 SH       DEFINED 02 07 10          0        0 14717000
LOWES COS INC                  COM              548661107    56949  1386900 SH       DEFINED 12 13 15          0        0  1386900
LOWES COS INC                  COM              548661107   156044  3800160 SH       DEFINED 16 19 23          0        0  3800160
LOWES COS INC                  COM              548661107   211407  5148430 SH       DEFINED 27 28 30          0        0  5148430
LOWES COS INC                  COM              548661107    14819   360900 SH       DEFINED 32 34             0        0   360900
LOWES COS INC                  COM              548661107    79585  1938151 SH       DEFINED 37 03       1633427        0   304724
LUBRIZOL CORP                  COM              549271104       58     2800 SH       DEFINED 15                0        0     2800
LUCENT TECHNOLOGIES INC        COM              549463107   184496  3113870 SH       DEFINED 02 04 05          0        0  3113870
LUCENT TECHNOLOGIES INC        COM              549463107  1520462 25661818 SH       DEFINED 06 07 10          0        0 25661818
LUCENT TECHNOLOGIES INC        COM              549463107   765983 12927995 SH       DEFINED 12 13 15          0        0 12927995
LUCENT TECHNOLOGIES INC        COM              549463107  1130196 19075038 SH       DEFINED 16 19 22          0        0 19075038
LUCENT TECHNOLOGIES INC        COM              549463107    70715  1193514 SH       DEFINED 23 26 27          0        0  1193514
LUCENT TECHNOLOGIES INC        COM              549463107   491243  8291032 SH       DEFINED 28 30 32          0        0  8291032
LUCENT TECHNOLOGIES INC        COM              549463107   111481  1881538 SH       DEFINED 34                0        0  1881538
LUCENT TECHNOLOGIES INC        COM              549463107   402597  6797476 SH       DEFINED 37 03       5965343        0   832133
LUFKIN INDS INC                COM              549764108     2427   152900 SH       DEFINED 07                0        0   152900
LUMINEX CORP DEL               COM              55027E102     1498    36000 SH       DEFINED 26                0        0    36000
LUXOTTICA GROUP S P A          SPONSORED ADR    55068R202    44519  3652920 SH       DEFINED 02 19 21          0        0  3652920
LYCOS INC                      COM              550818108   324795  6014740 SH       DEFINED 05 10 13          0        0  6014740
LYCOS INC                      COM              550818108     3272    60600 SH       DEFINED 15 26 28          0        0    60600
LYCOS INC                      COM              550818108    31954   591748 SH       DEFINED 03           587448        0     4300
LYONDELL CHEMICAL CO           COM              552078107    38695  2310200 SH       DEFINED 02 04 06          0        0  2310200
LYONDELL CHEMICAL CO           COM              552078107    11741   700990 SH       DEFINED 07 09 15          0        0   700990
LYONDELL CHEMICAL CO           COM              552078107    24773  1479030 SH       DEFINED 19 21 22          0        0  1479030
LYONDELL CHEMICAL CO           COM              552078107    27999  1671590 SH       DEFINED 23 28 30          0        0  1671590
LYONDELL CHEMICAL CO           COM              552078107       67     4000 SH       DEFINED 34                0        0     4000
LYONDELL CHEMICAL CO           COM              552078107    33331  1989950 SH       DEFINED 03          1899350        0    90600
M & T BK CORP                  COM              55261F104    71068   157930 SH       DEFINED 02 15 20          0        0   157930
M & T BK CORP                  COM              55261F104    15583    34630 SH       DEFINED 32 34             0        0    34630
M & T BK CORP                  COM              55261F104     2430     5400 SH       DEFINED 37 03          5400        0        0
MAF BANCORP INC                COM              55261R108       69     3800 SH       DEFINED 03             3800        0        0
MBIA INC                       COM              55262C100    13005   269900 SH       DEFINED 02 06 07          0        0   269900
MBIA INC                       COM              55262C100   207076  4297300 SH       DEFINED 09 15 16          0        0  4297300
MBIA INC                       COM              55262C100    43069   893800 SH       DEFINED 18 21 28          0        0   893800
MBIA INC                       COM              55262C100     5807   120510 SH       DEFINED 29 30 34          0        0   120510
MBIA INC                       COM              55262C100    25032   519478 SH       DEFINED 37 03        456278        0    63200
MBNA CORP                      COM              55262L100    49883  1839025 SH       DEFINED 02 10 12          0        0  1839025
MBNA CORP                      COM              55262L100    18184   670400 SH       DEFINED 15 20 28          0        0   670400
MBNA CORP                      COM              55262L100     7658   282350 SH       DEFINED 32 34             0        0   282350
MBNA CORP                      COM              55262L100    16967   625583 SH       DEFINED 37 03        625583        0        0
MDS INC                        COM              55269P302    19964   650000 SH       DEFINED 02                0        0   650000
MDU RES GROUP INC              COM              552690109     1310    60600 SH       DEFINED 15                0        0    60600
MDU RES GROUP INC              COM              552690109       85     3900 SH       DEFINED 37             3900        0        0
MFC BANCORP LTD                COM              55271X103     5728   763800 SH       DEFINED 07                0        0   763800
MGC COMMUNICATIONS INC         COM              552763302     2175    36303 SH       DEFINED 11 27 03          0        0    36303
MGC COMMUNICATIONS INC         PFD CV SER D     552763500     4220    80000 SH       DEFINED 11                0        0    80000
MGIC INVT CORP WIS             COM              552848103    28114   617900 SH       DEFINED 02 12 15          0        0   617900
MGIC INVT CORP WIS             COM              552848103     6007   132030 SH       DEFINED 28 32             0        0   132030
MGIC INVT CORP WIS             COM              552848103     5218   114691 SH       DEFINED 37 03         81491        0    33200
MFS GOVT MKTS INCOME TR        SH BEN INT       552939100     6298  1028300 SH       DEFINED 19 21             0        0  1028300
MGM GRAND INC                  COM              552953101    18047   561800 SH       DEFINED 02 04 05          0        0   561800
MGM GRAND INC                  COM              552953101    53346  1660600 SH       DEFINED 06 09 11          0        0  1660600
MGM GRAND INC                  COM              552953101    15475   481700 SH       DEFINED 12 13 15          0        0   481700
MGM GRAND INC                  COM              552953101    90409  2814300 SH       DEFINED 16 20 23          0        0  2814300
MGM GRAND INC                  COM              552953101    22927   713700 SH       DEFINED 26 27 28          0        0   713700
MGM GRAND INC                  COM              552953101    11998   373500 SH       DEFINED 30 32 34          0        0   373500
MGM GRAND INC                  COM              552953101    11481   357400 SH       DEFINED 03           280700        0    76700
M/I SCHOTTENSTEIN HOMES INC    COM              55305B101    14436   916600 SH       DEFINED 07 15 26          0        0   916600
M/I SCHOTTENSTEIN HOMES INC    COM              55305B101     3505   222600 SH       DEFINED 28                0        0   222600
MMC NETWORKS INC               COM              55308N102    24682   461900 SH       DEFINED 02 09 15          0        0   461900
MMC NETWORKS INC               COM              55308N102    28808   539100 SH       DEFINED 16 26 28          0        0   539100
MMC NETWORKS INC               COM              55308N102     8020   150100 SH       DEFINED 30 34             0        0   150100
MRV COMMUNICATIONS INC         SUB NT CONV 5%03 553477AB6    39500  7900000 PRN      DEFINED 11                0        0        0
MRV COMMUNICATIONS INC         COM              553477100    40423   601100 SH       DEFINED 02 04 06          0        0   601100
MRV COMMUNICATIONS INC         COM              553477100   144453  2148000 SH       DEFINED 09 11 13          0        0  2148000
MRV COMMUNICATIONS INC         COM              553477100    26032   388000 SH       DEFINED 15 16 21          0        0   388000
MRV COMMUNICATIONS INC         COM              553477100   251555  3740600 SH       DEFINED 22 28 29          0        0  3740600
MRV COMMUNICATIONS INC         COM              553477100     8238   122500 SH       DEFINED 30 34             0        0   122500
MRV COMMUNICATIONS INC         COM              553477100     7182   106800 SH       DEFINED 03            92000        0    14800
MSC INDL DIRECT INC            CL A             553530106    11034   527000 SH       DEFINED 06 15 20          0        0   527000
MSC INDL DIRECT INC            CL A             553530106     3297   157500 SH       DEFINED 26 32             0        0   157500
MSC INDL DIRECT INC            CL A             553530106    12579   600800 SH       DEFINED 03           600800        0        0
MSC SOFTWARE CORP              SD CONV 7.875%04 553531AA2       49    57000 PRN      DEFINED 03                0        0        0
MSC SOFTWARE CORP              COM              553531104       50     5400 SH       DEFINED 03             5400        0        0
M S CARRIERS INC               COM              553533100       19     1100 SH       DEFINED 15                0        0     1100
MTR GAMING GROUP INC           COM              553769100     2274   457700 SH       DEFINED 07                0        0   457700
MTI TECHNOLOGY CORP            COM              553903105    10631  1328900 SH       DEFINED 13                0        0  1328900
MTI TECHNOLOGY CORP            COM              553903105    16597  2074700 SH       DEFINED 03          2074700        0        0
MACERICH CO                    COM              554382101     1339    60700 SH       DEFINED 35                0        0    60700
MACERICH CO                    COM              554382101     2263   102600 SH       DEFINED 03           102600        0        0
MACK CALI RLTY CORP            COM              554489104     3833   149250 SH       DEFINED 15 35             0        0   149250
MACK CALI RLTY CORP            COM              554489104     7975   310500 SH       DEFINED 03           310500        0        0
MACKENZIE FINL CORP            COM              554531103   148010  9854400 SH       DEFINED 02 15 21          0        0  9854400
MACKENZIE FINL CORP            COM              554531103      450    30000 SH       DEFINED 34                0        0    30000
MACROVISION CORP               COM              555904101    19572   306200 SH       DEFINED 02 13 15          0        0   306200
MACROVISION CORP               COM              555904101     3860    60400 SH       DEFINED 34                0        0    60400
MACROVISION CORP               COM              555904101    17872   279600 SH       DEFINED 03           279600        0        0
MACROMEDIA INC                 COM              556100105    90393   934900 SH       DEFINED 09 20 28          0        0   934900
MACROMEDIA INC                 COM              556100105    20236   209300 SH       DEFINED 30 32             0        0   209300
MACROMEDIA INC                 COM              556100105       70      700 SH       DEFINED 37              700        0        0
MACRONIX INTL LTD              SPONSORED ADR    556103109      279    10953 SH       DEFINED 03                0        0    10953
MAGNA INTL INC                 CL A             559222401    47843  1019050 SH       DEFINED 02 07 19          0        0  1019050
MAGNA INTL INC                 CL A             559222401    15145   322400 SH       DEFINED 21                0        0   322400
MAGNA INTL INC                 CL A             559222401     1094    23210 SH       DEFINED 03            23210        0        0
MAGNUM HUNTER RES INC          WT EXP  070102   55972F120        9     5999 SH       DEFINED 02 15             0        0     5999
MAGNUM HUNTER RES INC          WT EXP  070102   55972F120      228   140466 SH       DEFINED 03           140466        0        0
MAGNUM HUNTER RES INC          COM PAR $0.002   55972F203        0        2 SH       DEFINED 15 34             0        0        2
MAGNUM HUNTER RES INC          COM PAR $0.002   55972F203     2791   421400 SH       DEFINED 03           421400        0        0
MAGYAR TAVKOZLESI RT           SPONSORED ADR    559776109     6660   193400 SH       DEFINED 02 21             0        0   193400
MAIL COM INC                   SUB NT CV 144A05 560311AA0      783  1740000 PRN      DEFINED 11                0        0        0
MAIN STREET AND MAIN INC       COM NEW          560345308     1568   482500 SH       DEFINED 26                0        0   482500
MAINE PUB SVC CO               COM              560483109     1509    75000 SH       DEFINED 07                0        0    75000
MALLINCKRODT INC NEW           COM              561232109     1264    29100 SH       DEFINED 02 15 34          0        0    29100
MALLINCKRODT INC NEW           COM              561232109     2691    61953 SH       DEFINED 03            61953        0        0
MANDALAY RESORT GROUP          COM              562567107    25356  1267800 SH       DEFINED 02 04 06          0        0  1267800
MANDALAY RESORT GROUP          COM              562567107    52660  2633000 SH       DEFINED 07 09 11          0        0  2633000
MANDALAY RESORT GROUP          COM              562567107    14508   725400 SH       DEFINED 13 15 22          0        0   725400
MANDALAY RESORT GROUP          COM              562567107    24314  1215700 SH       DEFINED 23 28 30          0        0  1215700
MANDALAY RESORT GROUP          COM              562567107     1368    68400 SH       DEFINED 32 34             0        0    68400
MANDALAY RESORT GROUP          COM              562567107     7948   397400 SH       DEFINED 03           328200        0    69200
MANHATTAN ASSOCS INC           COM              562750109      750    30000 SH       DEFINED 02                0        0    30000
MANITOWOC INC                  COM              563571108     7263   271550 SH       DEFINED 07 13             0        0   271550
MANITOWOC INC                  COM              563571108     9389   351012 SH       DEFINED 03           351012        0        0
MANOR CARE INC NEW             COM              564055101      406    58100 SH       DEFINED 15                0        0    58100
MANOR CARE INC NEW             COM              564055101      555    79341 SH       DEFINED 03            79341        0        0
MANPOWER INC                   COM              56418H100    93504  2922000 SH       DEFINED 02 10 15          0        0  2922000
MANPOWER INC                   COM              56418H100     4828   150900 SH       DEFINED 21 29 32          0        0   150900
MANPOWER INC                   COM              56418H100       76     2400 SH       DEFINED 34                0        0     2400
MANPOWER INC                   COM              56418H100      528    16500 SH       DEFINED 03            16500        0        0
MANUFACTURED HOME CMNTYS INC   COM              564682102    27982  1169000 SH       DEFINED 09 16 35          0        0  1169000
MANUFACTURED HOME CMNTYS INC   COM              564682102     1460    61000 SH       DEFINED 03            61000        0        0
MAPICS INC                     COM              564910107     4232   736000 SH       DEFINED 07                0        0   736000
MAPICS INC                     COM              564910107      676   117700 SH       DEFINED 03           117700        0        0
MANULIFE FINL CORP             COM              56501R106     3710   210540 SH       DEFINED 02 07 21          0        0   210540
MANULIFE FINL CORP             COM              56501R106      606    34410 SH       DEFINED 03            34410        0        0
MANUGISTICS GROUP INC          COM              565011103     5061   108600 SH       DEFINED 09 15 28          0        0   108600
MANUGISTICS GROUP INC          COM              565011103       69     1500 SH       DEFINED 30                0        0     1500
MAPINFO CORP                   COM              565105103    33716   829950 SH       DEFINED 13 21 26          0        0   829950
MAPINFO CORP                   COM              565105103     3327    81900 SH       DEFINED 29                0        0    81900
MAPINFO CORP                   COM              565105103     4070   100200 SH       DEFINED 03           100200        0        0
MARINEMAX INC                  COM              567908108      210    30000 SH       DEFINED 26                0        0    30000
MARINE DRILLING COS INC        COM PAR $0.01    568240204    73651  2630400 SH       DEFINED 02 13 15          0        0  2630400
MARINE DRILLING COS INC        COM PAR $0.01    568240204      900    32150 SH       DEFINED 34                0        0    32150
MARINE DRILLING COS INC        COM PAR $0.01    568240204    70092  2503300 SH       DEFINED 03          2503300        0        0
MARK IV INDS INC               COM              570387100        1       55 SH       DEFINED 03               55        0        0
MARKETWATCH COM INC            COM              570619106      191    10200 SH       DEFINED 09 28 30          0        0    10200
MARKWEST HYDROCARBON INC       COM              570762104     5124   607400 SH       DEFINED 07                0        0   607400
MARKWEST HYDROCARBON INC       COM              570762104      955   113300 SH       DEFINED 03           113300        0        0
MARSH & MCLENNAN COS INC       COM              571748102   276247  2645100 SH       DEFINED 02 07 10          0        0  2645100
MARSH & MCLENNAN COS INC       COM              571748102   107593  1030215 SH       DEFINED 11 15 20          0        0  1030215
MARSH & MCLENNAN COS INC       COM              571748102   144601  1384575 SH       DEFINED 22 28 32          0        0  1384575
MARSH & MCLENNAN COS INC       COM              571748102     5738    54950 SH       DEFINED 34                0        0    54950
MARSH & MCLENNAN COS INC       COM              571748102    58975   564550 SH       DEFINED 37 03        539200        0    25350
MARSHALL & ILSLEY CORP         COM              571834100     1713    41300 SH       DEFINED 02 15 34          0        0    41300
MARRIOTT INTL INC NEW          CL A             571903202    31825   882500 SH       DEFINED 02 10 23          0        0   882500
MARRIOTT INTL INC NEW          CL A             571903202     6903   191427 SH       DEFINED 03           191427        0        0
MARTEN TRANS LTD               COM              573075108     5820   447700 SH       DEFINED 07                0        0   447700
MARTIN MARIETTA MATLS INC      COM              573284106    15168   375100 SH       DEFINED 05 06 10          0        0   375100
MARTIN MARIETTA MATLS INC      COM              573284106    50008  1236680 SH       DEFINED 12 13 15          0        0  1236680
MARTIN MARIETTA MATLS INC      COM              573284106    26387   652560 SH       DEFINED 22 23 28          0        0   652560
MARTIN MARIETTA MATLS INC      COM              573284106       19      474 SH       DEFINED 34                0        0      474
MARTIN MARIETTA MATLS INC      COM              573284106    70045  1732200 SH       DEFINED 03          1732200        0        0
MASCO CORP                     COM              574599106    42726  2365500 SH       DEFINED 04 06 07          0        0  2365500
MASCO CORP                     COM              574599106   215202 11914300 SH       DEFINED 09 10 12          0        0 11914300
MASCO CORP                     COM              574599106    39597  2192250 SH       DEFINED 15 16 22          0        0  2192250
MASCO CORP                     COM              574599106     1185    65630 SH       DEFINED 28 34             0        0    65630
MASCO CORP                     COM              574599106    20733  1147821 SH       DEFINED 37 03        911321        0   236500
MASTEC INC                     COM              576323109      832    21800 SH       DEFINED 15 32             0        0    21800
MATRIXONE INC                  COM              57685P304       81     2000 SH       DEFINED 26                0        0     2000
MATSUSHITA ELEC INDL           ADR              576879209     1850     7200 SH       DEFINED 15 19             0        0     7200
MATTEL INC                     COM              577081102    42735  3240600 SH       DEFINED 13 20 32          0        0  3240600
MATTEL INC                     COM              577081102     4566   346335 SH       DEFINED 37 03        346335        0        0
MATTSON TECHNOLOGY INC         COM              577223100    13997   430700 SH       DEFINED 02 15 26          0        0   430700
MATTSON TECHNOLOGY INC         COM              577223100     4550   140000 SH       DEFINED 34                0        0   140000
MATTSON TECHNOLOGY INC         COM              577223100     6503   200100 SH       DEFINED 03           106900        0    93200
MAXIM INTEGRATED PRODS INC     COM              57772K101   240417  3538800 SH       DEFINED 02 10 13          0        0  3538800
MAXIM INTEGRATED PRODS INC     COM              57772K101   341779  5030800 SH       DEFINED 15 34             0        0  5030800
MAXIM INTEGRATED PRODS INC     COM              57772K101    19304   284322 SH       DEFINED 37 03        284322        0        0
MAXTOR CORP                    COM NEW          577729205     2799   265000 SH       DEFINED 13 32             0        0   265000
MAXTOR CORP                    COM NEW          577729205     3277   310300 SH       DEFINED 03           310300        0        0
MAXWELL SHOE INC               CL A             577766108     8686   879600 SH       DEFINED 28                0        0   879600
MAXWELL SHOE INC               CL A             577766108     2463   249500 SH       DEFINED 03           249500        0        0
MAXYGEN INC                    COM              577776107     1776    31300 SH       DEFINED 26                0        0    31300
MAY DEPT STORES CO             COM              577778103     2408   100339 SH       DEFINED 08                0        0   100339
MAY DEPT STORES CO             COM              577778103     6179   257463 SH       DEFINED 37 03        257463        0        0
MAYNARD OIL CO                 COM              578444101     7662   478900 SH       DEFINED 07                0        0   478900
MAYTAG CORP                    COM              578592107      103     2800 SH       DEFINED 15                0        0     2800
MAYTAG CORP                    COM              578592107     2400    65095 SH       DEFINED 37 03         65095        0        0
MCCORMICK & CO INC             COM NON VTG      579780206     1872    57600 SH       DEFINED 02 15             0        0    57600
MCDERMOTT INTL INC             COM              580037109    12107  1373900 SH       DEFINED 02 15 28          0        0  1373900
MCDERMOTT INTL INC             COM              580037109      774    87900 SH       DEFINED 34                0        0    87900
MCDERMOTT INTL INC             COM              580037109     3275   371651 SH       DEFINED 03           371651        0        0
MCDONALDS CORP                 COM              580135101    85624  2599600 SH       DEFINED 02 05 06          0        0  2599600
MCDONALDS CORP                 COM              580135101   245831  7463578 SH       DEFINED 07 08 09          0        0  7463578
MCDONALDS CORP                 COM              580135101   609119 18493200 SH       DEFINED 10 12 13          0        0 18493200
MCDONALDS CORP                 COM              580135101   184911  5614000 SH       DEFINED 15 16 18          0        0  5614000
MCDONALDS CORP                 COM              580135101  1477316 44852100 SH       DEFINED 20 22 26          0        0 44852100
MCDONALDS CORP                 COM              580135101   243960  7406780 SH       DEFINED 27 28 30          0        0  7406780
MCDONALDS CORP                 COM              580135101   300972  9137700 SH       DEFINED 32 34             0        0  9137700
MCDONALDS CORP                 COM              580135101    75432  2290619 SH       DEFINED 37 03       1827369        0   463250
MCGRAW HILL COS INC            COM              580645109   114188  2114600 SH       DEFINED 02 05 06          0        0  2114600
MCGRAW HILL COS INC            COM              580645109   236321  4376324 SH       DEFINED 07 08 10          0        0  4376324
MCGRAW HILL COS INC            COM              580645109   215346  3987900 SH       DEFINED 11 12 15          0        0  3987900
MCGRAW HILL COS INC            COM              580645109   184329  3413500 SH       DEFINED 16 18 20          0        0  3413500
MCGRAW HILL COS INC            COM              580645109    80935  1498800 SH       DEFINED 23 27 28          0        0  1498800
MCGRAW HILL COS INC            COM              580645109    37789   699800 SH       DEFINED 30 32 34          0        0   699800
MCGRAW HILL COS INC            COM              580645109    59312  1098340 SH       DEFINED 37 03        786640        0   311700
MCKESSON HBOC INC              COM              58155Q103    33380  1594300 SH       DEFINED 13 15             0        0  1594300
MCKESSON HBOC INC              COM              58155Q103     4540   216858 SH       DEFINED 03           216858        0        0
MCLEODUSA INC                  CL A             582266102    54925  2655000 SH       DEFINED 02 05 07          0        0  2655000
MCLEODUSA INC                  CL A             582266102   125512  6067046 SH       DEFINED 09 10 11          0        0  6067046
MCLEODUSA INC                  CL A             582266102   318777 15409200 SH       DEFINED 13 15 16          0        0 15409200
MCLEODUSA INC                  CL A             582266102   252783 12219127 SH       DEFINED 19 20 22          0        0 12219127
MCLEODUSA INC                  CL A             582266102    22625  1093700 SH       DEFINED 23 26 27          0        0  1093700
MCLEODUSA INC                  CL A             582266102   111041  5367574 SH       DEFINED 28 30 32          0        0  5367574
MCLEODUSA INC                  CL A             582266102    20778  1004400 SH       DEFINED 34                0        0  1004400
MCLEODUSA INC                  CL A             582266102    45324  2190890 SH       DEFINED 03          1010650        0  1180240
MCLEODUSA INC                  PFD CONV 6.75%   582266201     5037     9100 SH       DEFINED 11                0        0     9100
MEAD CORP                      COM              582834107      512    20311 SH       DEFINED 15                0        0    20311
MEAD CORP                      COM              582834107     3322   131552 SH       DEFINED 37 03        131552        0        0
MEADE INSTRUMENTS CORP         COM              583062104     3879   154400 SH       DEFINED 26 32             0        0   154400
MECHANICAL TECHNOLOGY INC      COM              583538103      466    31100 SH       DEFINED 03            31100        0        0
MEDAREX INC                    COM              583916101    30817   364700 SH       DEFINED 02 10 11          0        0   364700
MEDAREX INC                    COM              583916101   219750  2600600 SH       DEFINED 13 15 22          0        0  2600600
MEDAREX INC                    COM              583916101    46635   551900 SH       DEFINED 23 28 34          0        0   551900
MEDAREX INC                    COM              583916101    18328   216900 SH       DEFINED 03            94700        0   122200
MEDALLION FINL CORP            COM              583928106    18107  1172950 SH       DEFINED 26                0        0  1172950
MEDIAONE GROUP INC             COM              58440J104   190567  2873727 SH       DEFINED 02 07 09          0        0  2873727
MEDIAONE GROUP INC             COM              58440J104   331416  4997700 SH       DEFINED 10 13 15          0        0  4997700
MEDIAONE GROUP INC             COM              58440J104   374110  5641520 SH       DEFINED 16 19 22          0        0  5641520
MEDIAONE GROUP INC             COM              58440J104   128608  1939400 SH       DEFINED 28 34             0        0  1939400
MEDIAONE GROUP INC             COM              58440J104    99888  1506268 SH       DEFINED 37 03       1247208        0   259060
MEDIA METRIX INC               COM              58440X103     5995   235700 SH       DEFINED 02 15 16          0        0   235700
MEDIA METRIX INC               COM              58440X103    21301   837400 SH       DEFINED 22 28 34          0        0   837400
MEDIA METRIX INC               COM              58440X103     8778   345100 SH       DEFINED 03           345100        0        0
MEDIA GEN INC                  CL A             584404107      363     7482 SH       DEFINED 08                0        0     7482
MEDIALINK WORLDWIDE INC        COM              58445P105     3838   553300 SH       DEFINED 26                0        0   553300
MEDIACOM COMMUNICATIONS CORP   CL A             58446K105    34852  2266800 SH       DEFINED 10 22 28          0        0  2266800
MEDICAL ASSURN INC             COM              58449U100     3454   307090 SH       DEFINED 07                0        0   307090
MEDICAL MANAGER CORP NEW       COM              58461U103     2248    66000 SH       DEFINED 15 28             0        0    66000
MEDICIS PHARMACEUTICAL CORP    CL A NEW         584690309      427     7500 SH       DEFINED 02 15 34          0        0     7500
MEDIMMUNE INC                  COM              584699102   556345  7518178 SH       DEFINED 02 11 13          0        0  7518178
MEDIMMUNE INC                  COM              584699102   291826  3944200 SH       DEFINED 15 20 21          0        0  3944200
MEDIMMUNE INC                  COM              584699102     8021   108400 SH       DEFINED 23 29 32          0        0   108400
MEDIMMUNE INC                  COM              584699102    10811   146100 SH       DEFINED 34                0        0   146100
MEDIMMUNE INC                  COM              584699102    46592   629661 SH       DEFINED 37 03        533061        0    96600
MEDQUIST INC                   COM              584949101      465    13700 SH       DEFINED 15                0        0    13700
MEDQUIST INC                   COM              584949101      670    19729 SH       DEFINED 03            19729        0        0
MEDITRUST CORP                 PAIRED CTF NEW   58501T306     1687   450000 SH       DEFINED 07                0        0   450000
MEDSTONE INTL INC NEW          COM              58505C101     3226   561200 SH       DEFINED 07                0        0   561200
MEDTRONIC INC                  COM              585055106    65218  1309270 SH       DEFINED 02 04 05          0        0  1309270
MEDTRONIC INC                  COM              585055106   547712 10995910 SH       DEFINED 10 12 13          0        0 10995910
MEDTRONIC INC                  COM              585055106   608144 12208678 SH       DEFINED 15 16 20          0        0 12208678
MEDTRONIC INC                  COM              585055106   168732  3387354 SH       DEFINED 22 23 26          0        0  3387354
MEDTRONIC INC                  COM              585055106    52144  1046810 SH       DEFINED 27 28 30          0        0  1046810
MEDTRONIC INC                  COM              585055106    88508  1776828 SH       DEFINED 32 34             0        0  1776828
MEDTRONIC INC                  COM              585055106   143412  2879563 SH       DEFINED 37 03       2370983        0   508580
MEEMIC HLDGS INC               COM              585135106     1875   103500 SH       DEFINED 07                0        0   103500
MELLON FINL CORP               COM              58551A108    16276   446700 SH       DEFINED 02 04 05          0        0   446700
MELLON FINL CORP               COM              58551A108   324344  8901400 SH       DEFINED 06 07 09          0        0  8901400
MELLON FINL CORP               COM              58551A108   370230 10160700 SH       DEFINED 10 11 15          0        0 10160700
MELLON FINL CORP               COM              58551A108   177973  4884350 SH       DEFINED 16 18 19          0        0  4884350
MELLON FINL CORP               COM              58551A108   105071  2883600 SH       DEFINED 20 22 23          0        0  2883600
MELLON FINL CORP               COM              58551A108    13634   374200 SH       DEFINED 26 28 30          0        0   374200
MELLON FINL CORP               COM              58551A108    10300   282700 SH       DEFINED 32 34             0        0   282700
MELLON FINL CORP               COM              58551A108    85089  2335113 SH       DEFINED 37 03       1801813        0   533300
MENS WEARHOUSE INC             COM              587118100     3052   136800 SH       DEFINED 07                0        0   136800
MENS WEARHOUSE INC             COM              587118100     7697   345000 SH       DEFINED 03           345000        0        0
MENTOR CORP MINN               COM              587188103      715    26300 SH       DEFINED 03            26300        0        0
MENTOR GRAPHICS CORP           COM              587200106    28643  1441200 SH       DEFINED 13 16 20          0        0  1441200
MENTOR GRAPHICS CORP           COM              587200106     4579   230400 SH       DEFINED 32                0        0   230400
MENTOR GRAPHICS CORP           COM              587200106     1909    96100 SH       DEFINED 03            96100        0        0
MERANT PLC                     SPONSORED ADR    587336108      560    55000 SH       DEFINED 12                0        0    55000
MERCANTILE BANKSHARES CORP     COM              587405101     1639    55000 SH       DEFINED 15                0        0    55000
MERCANTILE BANKSHARES CORP     COM              587405101      234     7416 SH       DEFINED 37             7416        0        0
MERCATOR SOFTWARE INC          COM              587587106   184421  2682500 SH       DEFINED 13 28             0        0  2682500
MERCATOR SOFTWARE INC          COM              587587106     3306    48100 SH       DEFINED 03            48100        0        0
MERCER INTL INC                SH BEN INT       588056101     9367  1126913 SH       DEFINED 07 12 15          0        0  1126913
MERCER INTL INC                SH BEN INT       588056101     4299   517250 SH       DEFINED 26 28 37          0        0   517250
MERCK & CO INC                 COM              589331107   174950  2283200 SH       DEFINED 02 04 05          0        0  2283200
MERCK & CO INC                 COM              589331107   267037  3484998 SH       DEFINED 06 07 08          0        0  3484998
MERCK & CO INC                 COM              589331107  1585631 20693400 SH       DEFINED 09 10 11          0        0 20693400
MERCK & CO INC                 COM              589331107   415322  5420200 SH       DEFINED 12 13 15          0        0  5420200
MERCK & CO INC                 COM              589331107  1142431 14909380 SH       DEFINED 16 18 19          0        0 14909380
MERCK & CO INC                 COM              589331107   373971  4880540 SH       DEFINED 22 23 26          0        0  4880540
MERCK & CO INC                 COM              589331107   365754  4773300 SH       DEFINED 27 28 30          0        0  4773300
MERCK & CO INC                 COM              589331107    86360  1127059 SH       DEFINED 31 32 34          0        0  1127059
MERCK & CO INC                 COM              589331107   374037  4883831 SH       DEFINED 37 03       3913771        0   970060
MERCURY AIR GROUP INC          COM              589354109     2625   525140 SH       DEFINED 07                0        0   525140
MERCURY INTERACTIVE CORP       COM              589405109   125378  1295900 SH       DEFINED 02 09 11          0        0  1295900
MERCURY INTERACTIVE CORP       COM              589405109   386138  3991100 SH       DEFINED 13 15 16          0        0  3991100
MERCURY INTERACTIVE CORP       COM              589405109     7513    77660 SH       DEFINED 19 28 30          0        0    77660
MERCURY INTERACTIVE CORP       COM              589405109    10158   105000 SH       DEFINED 34                0        0   105000
MERCURY INTERACTIVE CORP       COM              589405109    69928   722779 SH       DEFINED 03           677579        0    45200
MEREDITH CORP                  COM              589433101     2878    85300 SH       DEFINED 02 07 15          0        0    85300
MEREDITH CORP                  COM              589433101       67     2000 SH       DEFINED 34                0        0     2000
MEREDITH CORP                  COM              589433101     1868    55365 SH       DEFINED 03            55365        0        0
MERIDIAN RESOURCE CORP         COM              58977Q109     3223   566700 SH       DEFINED 02 26             0        0   566700
MERISTAR HOSPITALITY CORP      COM              58984Y103     2112   100600 SH       DEFINED 35                0        0   100600
MERISTAR HOSPITALITY CORP      COM              58984Y103     1608    76600 SH       DEFINED 03            76600        0        0
MERIDIAN GOLD INC              COM              589975101    28843  4744700 SH       DEFINED 02 15 21          0        0  4744700
MERIDIAN GOLD INC              COM              589975101     1725   283900 SH       DEFINED 34                0        0   283900
MERIDIAN GOLD INC              COM              589975101    11768  1935500 SH       DEFINED 03          1906400        0    29100
MERISTAR HOTELS & RESORTS INC  COM              589988104     2026   705000 SH       DEFINED 35                0        0   705000
MERISTAR HOTELS & RESORTS INC  COM              589988104     3649  1269500 SH       DEFINED 03          1269500        0        0
MERITOR AUTOMOTIVE INC         COM              59000G100    33027  3002500 SH       DEFINED 07 09 22          0        0  3002500
MERITOR AUTOMOTIVE INC         COM              59000G100      471    42822 SH       DEFINED 37 03         13922        0    28900
MERITAGE CORP                  COM              59001A102     2861   267700 SH       DEFINED 07                0        0   267700
MERIX CORP                     COM              590049102    13949   296800 SH       DEFINED 09 20 28          0        0   296800
MERIX CORP                     COM              590049102     1419    30200 SH       DEFINED 30 32             0        0    30200
MERRILL LYNCH & CO INC         COM              590188108    71058   617900 SH       DEFINED 02 06 07          0        0   617900
MERRILL LYNCH & CO INC         COM              590188108   196581  1709400 SH       DEFINED 11 12 15          0        0  1709400
MERRILL LYNCH & CO INC         COM              590188108    31257   271800 SH       DEFINED 23 27 28          0        0   271800
MERRILL LYNCH & CO INC         COM              590188108    29060   252700 SH       DEFINED 30 32 34          0        0   252700
MERRILL LYNCH & CO INC         COM              590188108    53511   465285 SH       DEFINED 37 03        430385        0    34900
MESA AIR GROUP INC             COM              590479101     1091   197300 SH       DEFINED 03           197300        0        0
MESA LABS INC                  COM              59064R109      956   173900 SH       DEFINED 07                0        0   173900
MESABA HLDGS INC               COM              59066B102     5479   573000 SH       DEFINED 07                0        0   573000
MESABA HLDGS INC               COM              59066B102     1884   197100 SH       DEFINED 03           197100        0        0
META GROUP INC                 COM              591002100     5457   283500 SH       DEFINED 03           283500        0        0
METALS USA INC                 COM              591324108      446    95200 SH       DEFINED 36                0        0    95200
METASOLV SOFTWARE INC          COM              591393103    30663   696900 SH       DEFINED 09 10 15          0        0   696900
METASOLV SOFTWARE INC          COM              591393103     2971    67530 SH       DEFINED 28 30             0        0    67530
METASOLV SOFTWARE INC          COM              591393103     8144   185100 SH       DEFINED 03           181600        0     3500
METHODE ELECTRS INC            CL A             591520200    48833  1264300 SH       DEFINED 02 05 07          0        0  1264300
METHODE ELECTRS INC            CL A             591520200    57864  1498100 SH       DEFINED 13 15 26          0        0  1498100
METHODE ELECTRS INC            CL A             591520200     8752   226600 SH       DEFINED 28 30 34          0        0   226600
METHODE ELECTRS INC            CL A             591520200    10363   268300 SH       DEFINED 03           223800        0    44500
METLIFE INC                    COM              59156R108    40825  1938300 SH       DEFINED 02 04 05          0        0  1938300
METLIFE INC                    COM              59156R108   191028  9069600 SH       DEFINED 06 07 09          0        0  9069600
METLIFE INC                    COM              59156R108   168959  8021800 SH       DEFINED 10 11 12          0        0  8021800
METLIFE INC                    COM              59156R108   246745 11714900 SH       DEFINED 13 15 16          0        0 11714900
METLIFE INC                    COM              59156R108   320668 15224600 SH       DEFINED 20 21 23          0        0 15224600
METLIFE INC                    COM              59156R108    35338  1677800 SH       DEFINED 26 28 29          0        0  1677800
METLIFE INC                    COM              59156R108    77271  3668700 SH       DEFINED 30 32 34          0        0  3668700
METLIFE INC                    COM              59156R108    31231  1482800 SH       DEFINED 03           701000        0   781800
METRICOM INC                   COM              591596101    81974  2940800 SH       DEFINED 09 13 28          0        0  2940800
METRICOM INC                   COM              591596101      285    10230 SH       DEFINED 30                0        0    10230
METRIS COS INC                 COM              591598107    14276   568200 SH       DEFINED 02 15 26          0        0   568200
METRIS COS INC                 COM              591598107      188     7500 SH       DEFINED 34                0        0     7500
METRIS COS INC                 COM              591598107     5486   218350 SH       DEFINED 03           218350        0        0
METRO GOLDWYN MAYER INC        COM              591610100     1502    57500 SH       DEFINED 15                0        0    57500
METRO ONE TELECOMMUNICATIONS   COM              59163F105    16016  1274911 SH       DEFINED 15 34             0        0  1274911
METRO ONE TELECOMMUNICATIONS   COM              59163F105      385    30700 SH       DEFINED 03            30700        0        0
METROMEDIA FIBER NETWORK INC   CL A             591689104    86459  2178500 SH       DEFINED 02 05 06          0        0  2178500
METROMEDIA FIBER NETWORK INC   CL A             591689104   158809  4001500 SH       DEFINED 07 09 10          0        0  4001500
METROMEDIA FIBER NETWORK INC   CL A             591689104   466482 11753900 SH       DEFINED 11 13 15          0        0 11753900
METROMEDIA FIBER NETWORK INC   CL A             591689104   287412  7241880 SH       DEFINED 16 19 20          0        0  7241880
METROMEDIA FIBER NETWORK INC   CL A             591689104   167124  4211000 SH       DEFINED 22 23 26          0        0  4211000
METROMEDIA FIBER NETWORK INC   CL A             591689104    96140  2422450 SH       DEFINED 28 32 34          0        0  2422450
METROMEDIA FIBER NETWORK INC   CL A             591689104   152166  3834320 SH       DEFINED 37 03       3022200        0   812120
METSO CORP                     SPONSORED ADR    592671101      278    23700 SH       DEFINED 19                0        0    23700
METTLER TOLEDO INTERNATIONAL   COM              592688105    34632   865810 SH       DEFINED 15 20 32          0        0   865810
METTLER TOLEDO INTERNATIONAL   COM              592688105    12936   323400 SH       DEFINED 03           323400        0        0
MEXICO FD INC                  COM              592835102    15487  1041200 SH       DEFINED 19 21             0        0  1041200
MICHAELS STORES INC            COM              594087108    16135   352200 SH       DEFINED 02 20 23          0        0   352200
MICHAELS STORES INC            COM              594087108    11297   246600 SH       DEFINED 26 28 32          0        0   246600
MICRO COMPONENT TECHNOLOGY INC COM              59479Q100      856   100000 SH       DEFINED 15                0        0   100000
MICREL INC                     COM              594793101     4921   113300 SH       DEFINED 02 34             0        0   113300
MICRO LINEAR CORP              COM              594850109     3500   500000 SH       DEFINED 07                0        0   500000
MICROS SYS INC                 COM              594901100       92     5000 SH       DEFINED 07                0        0     5000
MICROSOFT CORP                 COM              594918104   674292  8428654 SH       DEFINED 02 05 06          0        0  8428654
MICROSOFT CORP                 COM              594918104    96584  1207300 SH       DEFINED 07 08 09          0        0  1207300
MICROSOFT CORP                 COM              594918104  2496760 31209500 SH       DEFINED 10 11 12          0        0 31209500
MICROSOFT CORP                 COM              594918104  4062014 50775180 SH       DEFINED 13 15 16          0        0 50775180
MICROSOFT CORP                 COM              594918104    62383   779790 SH       DEFINED 18 19 20          0        0   779790
MICROSOFT CORP                 COM              594918104   391025  4887823 SH       DEFINED 22 23 26          0        0  4887823
MICROSOFT CORP                 COM              594918104   635164  7939560 SH       DEFINED 27 28 30          0        0  7939560
MICROSOFT CORP                 COM              594918104   158621  1982770 SH       DEFINED 31 32 34          0        0  1982770
MICROSOFT CORP                 COM              594918104   942582 11785460 SH       DEFINED 37 03      10132690        0  1652770
MICROSTRATEGY INC              CL A             594972101     6000   200000 SH       DEFINED 15                0        0   200000
MICROSTRATEGY INC              CL A             594972101       45     1500 SH       DEFINED 03             1500        0        0
MICROCELL TELECOMMUNICATIONS   CL B NON VTG     59501T304    21191   585900 SH       DEFINED 02 09 28          0        0   585900
MICROCELL TELECOMMUNICATIONS   CL B NON VTG     59501T304      955    26430 SH       DEFINED 30                0        0    26430
MICROCHIP TECHNOLOGY INC       COM              595017104   105252  1806425 SH       DEFINED 02 09 15          0        0  1806425
MICROCHIP TECHNOLOGY INC       COM              595017104     9218   158210 SH       DEFINED 28 30 32          0        0   158210
MICROCHIP TECHNOLOGY INC       COM              595017104     2190    37600 SH       DEFINED 34                0        0    37600
MICROCHIP TECHNOLOGY INC       COM              595017104     4879    83750 SH       DEFINED 37 03         83750        0        0
MICROMUSE INC                  COM              595094103    78323   473300 SH       DEFINED 02 11 13          0        0   473300
MICROMUSE INC                  COM              595094103    89593   541400 SH       DEFINED 15 16 20          0        0   541400
MICROMUSE INC                  COM              595094103    23002   139000 SH       DEFINED 32 34             0        0   139000
MICROMUSE INC                  COM              595094103   107068   647000 SH       DEFINED 03           625100        0    21900
MICRON ELECTRONICS INC         COM              595100108      258    20700 SH       DEFINED 03            20700        0        0
MICRON TECHNOLOGY INC          COM              595112103   136271  1547440 SH       DEFINED 02 04 05          0        0  1547440
MICRON TECHNOLOGY INC          COM              595112103   264390  3002300 SH       DEFINED 06 07 09          0        0  3002300
MICRON TECHNOLOGY INC          COM              595112103  1159659 13168600 SH       DEFINED 10 11 12          0        0 13168600
MICRON TECHNOLOGY INC          COM              595112103  2997792 34041652 SH       DEFINED 13 15 16          0        0 34041652
MICRON TECHNOLOGY INC          COM              595112103   579676  6582560 SH       DEFINED 19 20 21          0        0  6582560
MICRON TECHNOLOGY INC          COM              595112103   218487  2481050 SH       DEFINED 22 23 26          0        0  2481050
MICRON TECHNOLOGY INC          COM              595112103   615182  6985750 SH       DEFINED 27 28 29          0        0  6985750
MICRON TECHNOLOGY INC          COM              595112103   219781  2495740 SH       DEFINED 30 32 34          0        0  2495740
MICRON TECHNOLOGY INC          COM              595112103   586589  6661030 SH       DEFINED 37 03       6126276        0   534754
MICROSEMI CORP                 COM              595137100     9738   286940 SH       DEFINED 28                0        0   286940
MID ATLANTIC MED SVCS INC      COM              59523C107     1756   130100 SH       DEFINED 26                0        0   130100
MID-ATLANTIC RLTY TR           SH BEN INT       595232109      483    48300 SH       DEFINED 09 26             0        0    48300
MID-ATLANTIC RLTY TR           SH BEN INT       595232109      881    88100 SH       DEFINED 03            88100        0        0
MIDAS GROUP INC                COM              595626102    32202  1610100 SH       DEFINED 20 32             0        0  1610100
MIDCOAST ENERGY RES INC        COM              59563W104    11001   698525 SH       DEFINED 07                0        0   698525
MIDWEST EXPRESS HLDGS INC      COM              597911106    16264   756500 SH       DEFINED 07 15             0        0   756500
MIDWEST EXPRESS HLDGS INC      COM              597911106      352    16400 SH       DEFINED 03            16400        0        0
MIDWAY GAMES INC               COM              598148104    10363  1285359 SH       DEFINED 28                0        0  1285359
MIDWAY GAMES INC               COM              598148104       79     9800 SH       DEFINED 03             9800        0        0
MIDWEST BANC HOLDINGS INC      COM              598251106      167    12100 SH       DEFINED 26                0        0    12100
MIKOHN GAMING CORP             COM              59862K108      218    27500 SH       DEFINED 03            27500        0        0
MIKASA INC                     COM              59862T109     6341   576500 SH       DEFINED 07 28             0        0   576500
MIIX GROUP INC                 COM              59862V104     3672   306000 SH       DEFINED 07                0        0   306000
MILACRON INC                   COM              598709103     4850   334500 SH       DEFINED 15 28             0        0   334500
MILACRON INC                   COM              598709103     5076   350089 SH       DEFINED 03           350089        0        0
MILLENNIUM PHARMACEUTICALS INC SUB NT CV 144A07 599902AA1    12302  8250000 PRN      DEFINED 11                0        0        0
MILLENNIUM PHARMACEUTICALS INC COM              599902103    68456   611900 SH       DEFINED 02 04 05          0        0   611900
MILLENNIUM PHARMACEUTICALS INC COM              599902103    79705   712452 SH       DEFINED 06 09 10          0        0   712452
MILLENNIUM PHARMACEUTICALS INC COM              599902103   280195  2504540 SH       DEFINED 11 12 13          0        0  2504540
MILLENNIUM PHARMACEUTICALS INC COM              599902103   410344  3667882 SH       DEFINED 15 16 19          0        0  3667882
MILLENNIUM PHARMACEUTICALS INC COM              599902103   104361   932840 SH       DEFINED 21 22 23          0        0   932840
MILLENNIUM PHARMACEUTICALS INC COM              599902103   111057   992694 SH       DEFINED 26 28 30          0        0   992694
MILLENNIUM PHARMACEUTICALS INC COM              599902103    11153    99700 SH       DEFINED 34                0        0    99700
MILLENNIUM PHARMACEUTICALS INC COM              599902103    60068   536922 SH       DEFINED 03           342522        0   194400
MILLENNIUM CHEMICALS INC       COM              599903101    31330  1842957 SH       DEFINED 02 04 09          0        0  1842957
MILLENNIUM CHEMICALS INC       COM              599903101    12647   743990 SH       DEFINED 12 15 19          0        0   743990
MILLENNIUM CHEMICALS INC       COM              599903101    14852   873700 SH       DEFINED 22 28 34          0        0   873700
MILLENNIUM CHEMICALS INC       COM              599903101    27711  1630089 SH       DEFINED 37 03       1430675        0   199414
MILLER HERMAN INC              COM              600544100    48973  1892700 SH       DEFINED 12 15 16          0        0  1892700
MILLER HERMAN INC              COM              600544100    52917  2045120 SH       DEFINED 20 23 28          0        0  2045120
MILLER HERMAN INC              COM              600544100     2248    86900 SH       DEFINED 32                0        0    86900
MILLER HERMAN INC              COM              600544100    13701   529460 SH       DEFINED 37 03         53160        0   476300
MILLIPORE CORP                 COM              601073109    23245   308400 SH       DEFINED 02 09 12          0        0   308400
MILLIPORE CORP                 COM              601073109    80525  1068330 SH       DEFINED 13 15 16          0        0  1068330
MILLIPORE CORP                 COM              601073109    42858   568600 SH       DEFINED 20 21 23          0        0   568600
MILLIPORE CORP                 COM              601073109    17871   237100 SH       DEFINED 28 30 32          0        0   237100
MILLIPORE CORP                 COM              601073109       52      700 SH       DEFINED 34                0        0      700
MILLIPORE CORP                 COM              601073109    21890   290451 SH       DEFINED 37 03        264551        0    25900
MILLS CORP                     COM              601148109     1444    76800 SH       DEFINED 03            76800        0        0
MINERALS TECHNOLOGIES INC      COM              603158106    80500  1750000 SH       DEFINED 13                0        0  1750000
MINIMED INC                    COM              60365K108    17393   147400 SH       DEFINED 02 09 13          0        0   147400
MINIMED INC                    COM              60365K108    68699   582200 SH       DEFINED 15 16 20          0        0   582200
MINIMED INC                    COM              60365K108    14655   124200 SH       DEFINED 28 30 32          0        0   124200
MINIMED INC                    COM              60365K108     2749    23300 SH       DEFINED 34                0        0    23300
MINIMED INC                    COM              60365K108       11      100 SH       DEFINED 37              100        0        0
MINNESOTA MNG & MFG CO         COM              604059105    72319   876600 SH       DEFINED 02 05 06          0        0   876600
MINNESOTA MNG & MFG CO         COM              604059105   215407  2611000 SH       DEFINED 07 08 09          0        0  2611000
MINNESOTA MNG & MFG CO         COM              604059105   471355  5713400 SH       DEFINED 11 12 13          0        0  5713400
MINNESOTA MNG & MFG CO         COM              604059105   372537  4515610 SH       DEFINED 15 16 18          0        0  4515610
MINNESOTA MNG & MFG CO         COM              604059105    61124   739140 SH       DEFINED 19 21 22          0        0   739140
MINNESOTA MNG & MFG CO         COM              604059105    61491   743930 SH       DEFINED 23 26 28          0        0   743930
MINNESOTA MNG & MFG CO         COM              604059105    33767   409300 SH       DEFINED 30 32 34          0        0   409300
MINNESOTA MNG & MFG CO         COM              604059105   189430  2295977 SH       DEFINED 37 03       1886777        0   409200
MIPS TECHNOLOGIES INC          CL A             604567107    88111  2073200 SH       DEFINED 11 13 16          0        0  2073200
MIPS TECHNOLOGIES INC          CL A             604567107     1653    38900 SH       DEFINED 26                0        0    38900
MIRAVANT MED TECHNOLOGIES      COM              604690107     6970   312400 SH       DEFINED 15 26             0        0   312400
MISSISSIPPI VY BANCSHARES INC  COM              605720101       38     1600 SH       DEFINED 07                0        0     1600
MITCHELL ENERGY & DEV CORP     CL A             606592202     4944   154300 SH       DEFINED 07 15             0        0   154300
MITEL CORP                     COM              606711109    22160  1062360 SH       DEFINED 02 07 19          0        0  1062360
MITEL CORP                     COM              606711109     6801   325900 SH       DEFINED 21 22             0        0   325900
MITEL CORP                     COM              606711109      509    24420 SH       DEFINED 03             7120        0    17300
MOBILE AMER CORP FLA           COM PAR $0.025   607235504      242   112300 SH       DEFINED 07                0        0   112300
MOBILE MINI INC                COM              60740F105     2541   115200 SH       DEFINED 03           115200        0        0
MOCON INC                      COM              607494101      650   115600 SH       DEFINED 07                0        0   115600
MODEM MEDIA INC                CL A             607533106       33     2700 SH       DEFINED 15                0        0     2700
MODIS PROFESSIONAL SVCS INC    COM              607830106        6      900 SH       DEFINED 02 15 34          0        0      900
MOHAWK INDS INC                COM              608190104    19144   880200 SH       DEFINED 02 04 06          0        0   880200
MOHAWK INDS INC                COM              608190104     4431   203750 SH       DEFINED 07 12 15          0        0   203750
MOHAWK INDS INC                COM              608190104     6542   300800 SH       DEFINED 28 34             0        0   300800
MOHAWK INDS INC                COM              608190104     6943   319235 SH       DEFINED 37 03        292535        0    26700
MOLDFLOW CORP                  COM              608507109     3805   235100 SH       DEFINED 26                0        0   235100
MOLDFLOW CORP                  COM              608507109     4508   278500 SH       DEFINED 03           278500        0        0
MOLEX INC                      COM              608554101       14      310 SH       DEFINED 15 34             0        0      310
MOLEX INC                      COM              608554101     7318   152105 SH       DEFINED 37 03        152105        0        0
MOLEX INC                      CL A             608554200    91704  2620115 SH       DEFINED 15 20 28          0        0  2620115
MOLEX INC                      CL A             608554200    10157   290210 SH       DEFINED 30 32 34          0        0   290210
MOLEX INC                      CL A             608554200      437    12500 SH       DEFINED 03            12500        0        0
MONACO COACH CORP              COM              60886R103     5238   384500 SH       DEFINED 07                0        0   384500
MONDAVI ROBERT CORP            CL A             609200100     6137   200000 SH       DEFINED 28                0        0   200000
MONRO MUFFLER BRAKE INC        COM              610236101     6651   724000 SH       DEFINED 07                0        0   724000
MONSANTO CO                    ADJ CONVR RATE   611662305   154382  3379100 SH       DEFINED 09 11 22          0        0  3379100
MONSANTO CO                    ADJ CONVR RATE   611662305     9831   215200 SH       DEFINED 03           161000        0    54200
MONTANA POWER CO               COM              612085100    22539   638300 SH       DEFINED 07 09 10          0        0   638300
MONTANA POWER CO               COM              612085100    74135  2099400 SH       DEFINED 11 13 15          0        0  2099400
MONTANA POWER CO               COM              612085100     2743    77700 SH       DEFINED 28 30             0        0    77700
MONTANA POWER CO               COM              612085100     6317   178880 SH       DEFINED 37 03        171180        0     7700
MONTEREY PASTA CO              COM              612570101      820   196000 SH       DEFINED 07                0        0   196000
MONY GROUP INC                 COM              615337102    25863   764900 SH       DEFINED 13 26             0        0   764900
MORGAN J P & CO INC            COM              616880100    27949   253800 SH       DEFINED 02 11 12          0        0   253800
MORGAN J P & CO INC            COM              616880100    17653   160300 SH       DEFINED 15 28 32          0        0   160300
MORGAN J P & CO INC            COM              616880100      550     5000 SH       DEFINED 34                0        0     5000
MORGAN J P & CO INC            COM              616880100    15959   144864 SH       DEFINED 37 03        135664        0     9200
MORGAN KEEGAN INC              COM              617410105      936    63525 SH       DEFINED 15 26             0        0    63525
MORGAN STAN D WITTER ASIA PAC  COM              61744U106     9122   895500 SH       DEFINED 19 21 26          0        0   895500
MORGAN STAN D WITTER AFRIC INV COM              617444104      813   102500 SH       DEFINED 19 21             0        0   102500
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448    72344   869000 SH       DEFINED 02 04 05          0        0   869000
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448   326373  3920400 SH       DEFINED 06 07 09          0        0  3920400
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448  1169052 14042670 SH       DEFINED 10 11 12          0        0 14042670
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448   501450  6023430 SH       DEFINED 15 16 18          0        0  6023430
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448    80119   962400 SH       DEFINED 19 20 22          0        0   962400
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448    81264   976150 SH       DEFINED 23 26 27          0        0   976150
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448   301504  3621670 SH       DEFINED 28 30 32          0        0  3621670
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448    22685   272500 SH       DEFINED 34                0        0   272500
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448   202187  2428607 SH       DEFINED 37 03       2100107        0   328500
MORGAN STANLEY D WITTER INDIA  COM              61745C105     2484   207000 SH       DEFINED 19 21             0        0   207000
MORTONS RESTAURANT GROUP INC   COM              619429103    16873   784800 SH       DEFINED 07 28             0        0   784800
MOTHERS WK INC                 COM              619903107     3369   299538 SH       DEFINED 07 22 27          0        0   299538
MOTHERS WK INC                 COM              619903107        4      390 SH       DEFINED 30 03           230        0      160
MOTOROLA INC                   COM              620076109    84561  2909635 SH       DEFINED 02 04 05          0        0  2909635
MOTOROLA INC                   COM              620076109   251803  8664218 SH       DEFINED 06 07 08          0        0  8664218
MOTOROLA INC                   COM              620076109   648538 22315320 SH       DEFINED 10 11 12          0        0 22315320
MOTOROLA INC                   COM              620076109   977646 33639455 SH       DEFINED 13 15 16          0        0 33639455
MOTOROLA INC                   COM              620076109   100974  3474380 SH       DEFINED 19 21 22          0        0  3474380
MOTOROLA INC                   COM              620076109   134422  4625276 SH       DEFINED 26 27 28          0        0  4625276
MOTOROLA INC                   COM              620076109    39216  1349387 SH       DEFINED 30 31 32          0        0  1349387
MOTOROLA INC                   COM              620076109    50361  1732867 SH       DEFINED 34                0        0  1732867
MOTOROLA INC                   COM              620076109   152834  5258836 SH       DEFINED 37 03       4160022        0  1098814
MOVADO GROUP INC               COM              624580106    11391   949300 SH       DEFINED 07                0        0   949300
MUELLER INDS INC               COM              624756102     1852    66200 SH       DEFINED 07 12 32          0        0    66200
MULTEX COM INC                 COM              625367107    15238   605000 SH       DEFINED 13                0        0   605000
MUNIYIELD CALIF INSD FD INC    COM              62629K106        9      750 SH       DEFINED 37              750        0        0
MURPHY OIL CORP                COM              626717102     5700    95900 SH       DEFINED 02 09 12          0        0    95900
MURPHY OIL CORP                COM              626717102     2639    44400 SH       DEFINED 28 30 32          0        0    44400
MUTUAL RISK MGMT LTD           COM              628351108     2901   167600 SH       DEFINED 02 15 20          0        0   167600
MUTUAL RISK MGMT LTD           COM              628351108      678    39200 SH       DEFINED 32 34             0        0    39200
MUTUAL RISK MGMT LTD           COM              628351108     2008   116000 SH       DEFINED 03           116000        0        0
MYLAN LABS INC                 COM              628530107   102727  5628900 SH       DEFINED 02 13 15          0        0  5628900
MYLAN LABS INC                 COM              628530107    34156  1871600 SH       DEFINED 16 34             0        0  1871600
MYLAN LABS INC                 COM              628530107     8346   457500 SH       DEFINED 37 03        457500        0        0
MYRIAD GENETICS INC            COM              62855J104    44764   302300 SH       DEFINED 02 09 15          0        0   302300
MYRIAD GENETICS INC            COM              62855J104    43253   292100 SH       DEFINED 21 23 26          0        0   292100
MYRIAD GENETICS INC            COM              62855J104     8744    59050 SH       DEFINED 28 30             0        0    59050
MYRIAD GENETICS INC            COM              62855J104      162     1100 SH       DEFINED 03             1100        0        0
NBC INTERNET INC               CL A             62873D105     9757   780600 SH       DEFINED 10                0        0   780600
NCI BUILDING SYS INC           COM              628852105    17947   886300 SH       DEFINED 07 28             0        0   886300
NCO GROUP INC                  COM              628858102    15555   672676 SH       DEFINED 21 28 29          0        0   672676
NCR CORP NEW                   COM              62886E108    89164  2289948 SH       DEFINED 07 09 12          0        0  2289948
NCR CORP NEW                   COM              62886E108    94349  2423100 SH       DEFINED 16 22 28          0        0  2423100
NCR CORP NEW                   COM              62886E108     5724   147032 SH       DEFINED 37 03         98432        0    48600
NDS GROUP PLC                  SPONSORED ADR    628891103    36435   597300 SH       DEFINED 02 21             0        0   597300
NEC CORP                       ADR              629050204      602     3800 SH       DEFINED 15                0        0     3800
NRG ENERGY INC                 COM              629377102    17401   953500 SH       DEFINED 02 06 07          0        0   953500
NRG ENERGY INC                 COM              629377102    28125  1541100 SH       DEFINED 09 11 12          0        0  1541100
NRG ENERGY INC                 COM              629377102    37490  2054300 SH       DEFINED 15 16 20          0        0  2054300
NRG ENERGY INC                 COM              629377102     6750   369900 SH       DEFINED 22 28 29          0        0   369900
NRG ENERGY INC                 COM              629377102     4938   270600 SH       DEFINED 30 32 34          0        0   270600
NRG ENERGY INC                 COM              629377102     2471   135400 SH       DEFINED 03            85800        0    49600
NTL INC                        COM              629407107    33420   558173 SH       DEFINED 12 13 15          0        0   558173
NTL INC                        COM              629407107    71667  1196944 SH       DEFINED 22 28 34          0        0  1196944
NTL INC                        COM              629407107      314     5250 SH       DEFINED 03             5250        0        0
NVR INC                        COM              62944T105     1094    19200 SH       DEFINED 03            19200        0        0
NYMAGIC INC                    COM              629484106     2033   142700 SH       DEFINED 07                0        0   142700
NABISCO GROUP HLDG CORP        COM              62952P102   102178  3939400 SH       DEFINED 02 06 07          0        0  3939400
NABISCO GROUP HLDG CORP        COM              62952P102   109497  4221600 SH       DEFINED 09 15 16          0        0  4221600
NABISCO GROUP HLDG CORP        COM              62952P102    32193  1241210 SH       DEFINED 22 28 30          0        0  1241210
NABISCO GROUP HLDG CORP        COM              62952P102       93     3600 SH       DEFINED 34                0        0     3600
NABISCO GROUP HLDG CORP        COM              62952P102    20478   789535 SH       DEFINED 37 03        578235        0   211300
NABISCO HLDGS CORP             CL A             629526104    15162   288800 SH       DEFINED 02 06 07          0        0   288800
NABISCO HLDGS CORP             CL A             629526104   133402  2541000 SH       DEFINED 09 15 22          0        0  2541000
NABISCO HLDGS CORP             CL A             629526104     6147   117100 SH       DEFINED 28 30 34          0        0   117100
NABISCO HLDGS CORP             CL A             629526104     4205    80100 SH       DEFINED 03            27200        0    52900
NABORS INDS INC                COM              629568106    32742   787800 SH       DEFINED 02 04 05          0        0   787800
NABORS INDS INC                COM              629568106    42360  1019200 SH       DEFINED 06 09 10          0        0  1019200
NABORS INDS INC                COM              629568106    70198  1688989 SH       DEFINED 12 15 19          0        0  1688989
NABORS INDS INC                COM              629568106    34235   823700 SH       DEFINED 21 23 27          0        0   823700
NABORS INDS INC                COM              629568106    41299   993680 SH       DEFINED 28 29 30          0        0   993680
NABORS INDS INC                COM              629568106     4260   102500 SH       DEFINED 34                0        0   102500
NABORS INDS INC                COM              629568106    15469   372200 SH       DEFINED 03           371100        0     1100
NACCO INDS INC                 CL A             629579103      222     6335 SH       DEFINED 03             6335        0        0
NAM TAI ELECTRS INC            WT EXP  112402   629865148      255   102000 SH       DEFINED 07                0        0   102000
NAM TAI ELECTRS INC            COM PAR $0.02    629865205     7044   419000 SH       DEFINED 07                0        0   419000
NANOGEN INC                    COM              630075109     2716    64000 SH       DEFINED 26                0        0    64000
NANOMETRICS INC                COM              630077105     1029    25000 SH       DEFINED 26                0        0    25000
NAPRO BIOTHERAPUTICS INC       COM              630795102      185    25000 SH       DEFINED 34                0        0    25000
NASDAQ 100 TR                  UNIT SER 1       631100104        4       50 SH       DEFINED 37               50        0        0
NATIONAL BEVERAGE CORP         COM              635017106     2246   276500 SH       DEFINED 07                0        0   276500
NATIONAL CITY CORP             COM              635405103     3054   179000 SH       DEFINED 15                0        0   179000
NATIONAL CITY CORP             COM              635405103     8358   489300 SH       DEFINED 37 03        489300        0        0
NATIONAL COMM BANCORP          COM              635449101     1606   100000 SH       DEFINED 15                0        0   100000
NATIONAL COMPUTER SYS INC      COM              635519101    40769   827800 SH       DEFINED 09 13 20          0        0   827800
NATIONAL COMPUTER SYS INC      COM              635519101     8746   177600 SH       DEFINED 28 30 32          0        0   177600
NATIONAL COMPUTER SYS INC      COM              635519101     7944   161300 SH       DEFINED 03           161300        0        0
NATIONAL DATA CORP             COM              635621105      867    37700 SH       DEFINED 15                0        0    37700
NATIONAL DATA CORP             COM              635621105     1984    86300 SH       DEFINED 03            86300        0        0
NATIONAL DENTEX CORP           COM              63563H109      254    15100 SH       DEFINED 07                0        0    15100
NATIONAL FUEL GAS CO N J       COM              636180101     1140    23400 SH       DEFINED 15                0        0    23400
NATIONAL INFO CONSORTIUM INC   COM              636491102     3128   275000 SH       DEFINED 13                0        0   275000
NATIONAL INSTRS CORP           COM              636518102    46574  1067600 SH       DEFINED 13 15 20          0        0  1067600
NATIONAL INSTRS CORP           COM              636518102    11058   253500 SH       DEFINED 28 32             0        0   253500
NATIONAL INSTRS CORP           COM              636518102    13669   313350 SH       DEFINED 03           313350        0        0
NATIONAL-OILWELL INC           COM              637071101     5779   175800 SH       DEFINED 02 04 13          0        0   175800
NATIONAL-OILWELL INC           COM              637071101    47553  1446480 SH       DEFINED 15 21 22          0        0  1446480
NATIONAL-OILWELL INC           COM              637071101    31974   972600 SH       DEFINED 28 29 34          0        0   972600
NATIONAL-OILWELL INC           COM              637071101     5430   165200 SH       DEFINED 03           165200        0        0
NATIONAL PROCESSING INC        COM              637229105      100     8000 SH       DEFINED 15                0        0     8000
NATIONAL R V HLDGS INC         COM              637277104     3542   337400 SH       DEFINED 07                0        0   337400
NATIONAL R V HLDGS INC         COM              637277104       75     7200 SH       DEFINED 03             7200        0        0
NATIONAL SEMICONDUCTOR CORP    COM              637640103    42676   752000 SH       DEFINED 02 04 06          0        0   752000
NATIONAL SEMICONDUCTOR CORP    COM              637640103   681147 12002600 SH       DEFINED 09 12 13          0        0 12002600
NATIONAL SEMICONDUCTOR CORP    COM              637640103   435142  7667710 SH       DEFINED 15 19 20          0        0  7667710
NATIONAL SEMICONDUCTOR CORP    COM              637640103   206605  3640630 SH       DEFINED 23 28 30          0        0  3640630
NATIONAL SEMICONDUCTOR CORP    COM              637640103    17558   309400 SH       DEFINED 32 34             0        0   309400
NATIONAL SEMICONDUCTOR CORP    COM              637640103    31849   561209 SH       DEFINED 37 03        451909        0   109300
NATIONAL SVC INDS INC          COM              637657107      611    31350 SH       DEFINED 03            31350        0        0
NATIONAL WESTN LIFE INS CO     CL A             638522102    12240   170000 SH       DEFINED 07                0        0   170000
NATIONWIDE FINL SVCS INC       CL A             638612101     7380   224500 SH       DEFINED 02 07 15          0        0   224500
NATIONWIDE FINL SVCS INC       CL A             638612101     1032    31400 SH       DEFINED 23 34             0        0    31400
NATIONWIDE FINL SVCS INC       CL A             638612101     5917   180000 SH       DEFINED 03           180000        0        0
NATIONWIDE HEALTH PPTYS INC    COM              638620104      631    45300 SH       DEFINED 35                0        0    45300
NATIONWIDE HEALTH PPTYS INC    COM              638620104     1308    93900 SH       DEFINED 03            93900        0        0
NATROL INC                     COM              638789107      308    95000 SH       DEFINED 28                0        0    95000
NATURAL MICROSYSTEMS CORP      COM              638882100   225920  2009300 SH       DEFINED 02 09 13          0        0  2009300
NATURAL MICROSYSTEMS CORP      COM              638882100    20739   184450 SH       DEFINED 15 28 30          0        0   184450
NATURAL MICROSYSTEMS CORP      COM              638882100     1922    17100 SH       DEFINED 34                0        0    17100
NATURES SUNSHINE PRODUCTS INC  COM              639027101    10957  1565300 SH       DEFINED 07 28             0        0  1565300
NAUTICA ENTERPRISES INC        COM              639089101    38581  3610000 SH       DEFINED 07                0        0  3610000
NAVISTAR INTL CORP NEW         COM              63934E108    14649   471600 SH       DEFINED 02 04 06          0        0   471600
NAVISTAR INTL CORP NEW         COM              63934E108   139837  4501800 SH       DEFINED 07 09 11          0        0  4501800
NAVISTAR INTL CORP NEW         COM              63934E108    12960   417250 SH       DEFINED 15 19 22          0        0   417250
NAVISTAR INTL CORP NEW         COM              63934E108    26179   842800 SH       DEFINED 23 28 34          0        0   842800
NAVISTAR INTL CORP NEW         COM              63934E108    59783  1924604 SH       DEFINED 03          1686304        0   238300
NAVISITE INC                   COM              63935M109    30238   723200 SH       DEFINED 05 06 13          0        0   723200
NAVISITE INC                   COM              63935M109     1429    34200 SH       DEFINED 03            34200        0        0
NEIMAN MARCUS GROUP INC        CL A             640204202    19768   668700 SH       DEFINED 10                0        0   668700
NEIMAN MARCUS GROUP INC        CL B             640204301      334    12052 SH       DEFINED 08                0        0    12052
NEIMAN MARCUS GROUP INC        CL B             640204301       19      723 SH       DEFINED 37              723        0        0
NELVANA LTD                    SUB VTG SH       64042V107    16455   995000 SH       DEFINED 02                0        0   995000
NETBANK INC                    COM              640933107    27797  2235000 SH       DEFINED 13                0        0  2235000
NETWORKS ASSOCS INC            SB DB CV ZERO 18 640938AB2     1850  5250000 PRN      DEFINED 11                0        0        0
NETWORKS ASSOCS INC            COM              640938106       10      500 SH       DEFINED 37              500        0        0
NET2PHONE                      COM              64108N106    60772  1702900 SH       DEFINED 13                0        0  1702900
NETCREATIONS INC               COM              64110N102     2709    46700 SH       DEFINED 26                0        0    46700
NETEGRITY INC                  COM              64110P107    26479   351600 SH       DEFINED 02 04 06          0        0   351600
NETEGRITY INC                  COM              64110P107    65288   866900 SH       DEFINED 13 03          7300        0   859600
NETRO CORP                     COM              64114R109   274975  4792600 SH       DEFINED 13 15 26          0        0  4792600
NETIQ CORP                     COM              64115P102   120225  2016367 SH       DEFINED 13 15             0        0  2016367
NETWORK APPLIANCE INC          COM              64120L104    49837   619100 SH       DEFINED 02 06 09          0        0   619100
NETWORK APPLIANCE INC          COM              64120L104  1540794 19140308 SH       DEFINED 10 11 13          0        0 19140308
NETWORK APPLIANCE INC          COM              64120L104   232622  2889724 SH       DEFINED 15 16 19          0        0  2889724
NETWORK APPLIANCE INC          COM              64120L104    20004   248500 SH       DEFINED 20 23 27          0        0   248500
NETWORK APPLIANCE INC          COM              64120L104   218612  2715680 SH       DEFINED 28 30 32          0        0  2715680
NETWORK APPLIANCE INC          COM              64120L104    42439   527200 SH       DEFINED 34                0        0   527200
NETWORK APPLIANCE INC          COM              64120L104   115352  1433023 SH       DEFINED 37 03       1083035        0   349988
NETWORK PERIPHERALS INC        COM              64121R100      167    10000 SH       DEFINED 03                0        0    10000
NETZERO INC                    COM              64122R109     6291  1205500 SH       DEFINED 13                0        0  1205500
NETWORK COMM INC               COM              64122T105    13174  2395400 SH       DEFINED 02 15 28          0        0  2395400
NETWORK COMM INC               COM              64122T105      588   107000 SH       DEFINED 34                0        0   107000
NEUBERGER BERMAN INC           COM              641234109     1711    36800 SH       DEFINED 02 15             0        0    36800
NEUBERGER BERMAN INC           COM              641234109      664    14300 SH       DEFINED 03            14300        0        0
NEUROGEN CORP                  COM              64124E106     1466    50800 SH       DEFINED 15                0        0    50800
NEUROCRINE BIOSCIENCES INC     COM              64125C109    11401   320600 SH       DEFINED 15                0        0   320600
NEW CENTURY ENERGIES INC       COM              64352U103     2669    88999 SH       DEFINED 03            88999        0        0
NEW ENGLAND BUSINESS SVC INC   COM              643872104    17676  1087800 SH       DEFINED 07 09 22          0        0  1087800
NEW ENGLAND BUSINESS SVC INC   COM              643872104      370    22800 SH       DEFINED 03             9600        0    13200
NEW ERA OF NETWORKS INC        COM              644312100   213507  5023695 SH       DEFINED 09 10 13          0        0  5023695
NEW ERA OF NETWORKS INC        COM              644312100      712    16770 SH       DEFINED 28 30             0        0    16770
NEW ERA OF NETWORKS INC        COM              644312100     8869   208700 SH       DEFINED 03           208700        0        0
NEW FOCUS INC                  COM              644383101      172     2100 SH       DEFINED 12 26             0        0     2100
NEW HORIZONS WORLDWIDE INC     COM              645526104    10362   446000 SH       DEFINED 02 07 26          0        0   446000
NEW JERSEY RES                 COM              646025106      589    15500 SH       DEFINED 15                0        0    15500
NEW JERSEY RES                 COM              646025106        7      194 SH       DEFINED 37              194        0        0
NEW PLAN EXCEL RLTY TR INC     COM              648053106        3      200 SH       DEFINED 37              200        0        0
NEW YORK TIMES CO              CL A             650111107    65408  1655900 SH       DEFINED 02 05 07          0        0  1655900
NEW YORK TIMES CO              CL A             650111107    49290  1246600 SH       DEFINED 11 12 15          0        0  1246600
NEW YORK TIMES CO              CL A             650111107     8501   215230 SH       DEFINED 19 23 26          0        0   215230
NEW YORK TIMES CO              CL A             650111107    14358   363500 SH       DEFINED 28 32 34          0        0   363500
NEW YORK TIMES CO              CL A             650111107    25498   645505 SH       DEFINED 37 03        444605        0   200900
NEWELL RUBBERMAID INC          COM              651229106    79839  3100572 SH       DEFINED 07 09 16          0        0  3100572
NEWELL RUBBERMAID INC          COM              651229106    21964   852997 SH       DEFINED 22 28             0        0   852997
NEWELL RUBBERMAID INC          COM              651229106     7819   303674 SH       DEFINED 03           245174        0    58500
NEWFIELD EXPL CO               COM              651290108    84330  2155400 SH       DEFINED 15 20 22          0        0  2155400
NEWFIELD EXPL CO               COM              651290108    50831  1299200 SH       DEFINED 28 32             0        0  1299200
NEWFIELD EXPL CO               COM              651290108     3278    83800 SH       DEFINED 03            83800        0        0
NEWHALL LAND & FARMING CO CAL  DEPOSITARY REC   651426108     4693   177100 SH       DEFINED 09                0        0   177100
NEWMONT MINING CORP            COM              651639106    12864   594900 SH       DEFINED 02 04 05          0        0   594900
NEWMONT MINING CORP            COM              651639106    48290  2233100 SH       DEFINED 06 07 09          0        0  2233100
NEWMONT MINING CORP            COM              651639106   130565  6037715 SH       DEFINED 12 13 15          0        0  6037715
NEWMONT MINING CORP            COM              651639106   107195  4957000 SH       DEFINED 20 22 26          0        0  4957000
NEWMONT MINING CORP            COM              651639106    43310  2002800 SH       DEFINED 28 30 32          0        0  2002800
NEWMONT MINING CORP            COM              651639106     1500    69400 SH       DEFINED 34                0        0    69400
NEWMONT MINING CORP            COM              651639106    11094   513040 SH       DEFINED 37 03        338740        0   174300
NEWPARK RES INC                COM PAR $.01NEW  651718504     5439   576400 SH       DEFINED 02 15 34          0        0   576400
NEWPARK RES INC                COM PAR $.01NEW  651718504      284    30100 SH       DEFINED 03            30100        0        0
NEWPORT CORP                   COM              651824104      676     6300 SH       DEFINED 15                0        0     6300
NEWPORT CORP                   COM              651824104      794     7400 SH       DEFINED 03             7400        0        0
NEWPORT NEWS SHIPBUILDING INC  COM              652228107     8169   222300 SH       DEFINED 15 26             0        0   222300
NEWS CORP LTD                  ADR NEW          652487703   370022  6789400 SH       DEFINED 07 10 13          0        0  6789400
NEWS CORP LTD                  ADR NEW          652487703    32209   591000 SH       DEFINED 15 19 21          0        0   591000
NEWS CORP LTD                  ADR NEW          652487703        3       70 SH       DEFINED 37               70        0        0
NEWS CORP LTD                  SP ADR PFD       652487802    38237   805000 SH       DEFINED 02 07 19          0        0   805000
NEWS CORP LTD                  SP ADR PFD       652487802    62039  1306100 SH       DEFINED 21 22 03          0        0  1306100
NEXTCARD INC                   COM              65332K107    16773  1973300 SH       DEFINED 02 13 15          0        0  1973300
NEXTCARD INC                   COM              65332K107      279    32900 SH       DEFINED 26 34             0        0    32900
NEXTEL COMMUNICATIONS INC      CL A             65332V103   142762  2333200 SH       DEFINED 02 04 06          0        0  2333200
NEXTEL COMMUNICATIONS INC      CL A             65332V103   752281 12294700 SH       DEFINED 07 09 10          0        0 12294700
NEXTEL COMMUNICATIONS INC      CL A             65332V103   820028 13401900 SH       DEFINED 12 13 15          0        0 13401900
NEXTEL COMMUNICATIONS INC      CL A             65332V103  1164612 19033510 SH       DEFINED 16 19 20          0        0 19033510
NEXTEL COMMUNICATIONS INC      CL A             65332V103   243091  3972900 SH       DEFINED 21 22 23          0        0  3972900
NEXTEL COMMUNICATIONS INC      CL A             65332V103   476252  7783500 SH       DEFINED 27 28 30          0        0  7783500
NEXTEL COMMUNICATIONS INC      CL A             65332V103   175002  2860100 SH       DEFINED 32 34             0        0  2860100
NEXTEL COMMUNICATIONS INC      CL A             65332V103   213790  3494554 SH       DEFINED 37 03       2710794        0   783760
NEXTEL PARTNERS INC            CL A             65333F107     9019   277000 SH       DEFINED 09 10 11          0        0   277000
NEXTEL PARTNERS INC            CL A             65333F107     2832    87000 SH       DEFINED 28 30             0        0    87000
NEXTLINK COMMUNICATIONS INC    CL A             65333H707     3057    80600 SH       DEFINED 02 06 07          0        0    80600
NEXTLINK COMMUNICATIONS INC    CL A             65333H707    79501  2095600 SH       DEFINED 09 10 13          0        0  2095600
NEXTLINK COMMUNICATIONS INC    CL A             65333H707    78108  2058870 SH       DEFINED 15 16 19          0        0  2058870
NEXTLINK COMMUNICATIONS INC    CL A             65333H707   151655  3997518 SH       DEFINED 20 22 27          0        0  3997518
NEXTLINK COMMUNICATIONS INC    CL A             65333H707   151935  4004887 SH       DEFINED 28 30 32          0        0  4004887
NEXTLINK COMMUNICATIONS INC    CL A             65333H707    10903   287400 SH       DEFINED 34                0        0   287400
NEXTLINK COMMUNICATIONS INC    CL A             65333H707    14105   371817 SH       DEFINED 03           302617        0    69200
NEXT LEVEL COMM INC            COM              65333U104   156819  1828800 SH       DEFINED 10 13             0        0  1828800
NIAGARA MOHAWK HLDGS INC       COM              653520106   111788  8020725 SH       DEFINED 07 09 12          0        0  8020725
NIAGARA MOHAWK HLDGS INC       COM              653520106    27398  1965800 SH       DEFINED 15 22             0        0  1965800
NIAGARA MOHAWK HLDGS INC       COM              653520106    12460   894008 SH       DEFINED 03           773408        0   120600
NICOR INC                      COM              654086107     1180    36182 SH       DEFINED 03            36182        0        0
NIKE INC                       CL B             654106103   166093  4171900 SH       DEFINED 02 10 11          0        0  4171900
NIKE INC                       CL B             654106103   179331  4504400 SH       DEFINED 13 15 34          0        0  4504400
NIKE INC                       CL B             654106103    14151   355450 SH       DEFINED 37 03        323650        0    31800
99 CENTS ONLY STORES           COM              65440K106     1338    33571 SH       DEFINED 03            33571        0        0
NIPPON TELEG & TEL CORP        SPONSORED ADR    654624105     3528    51600 SH       DEFINED 19                0        0    51600
NIPPON TELEG & TEL CORP        SPONSORED ADR    654624105        2       40 SH       DEFINED 37               40        0        0
NISOURCE INC                   COM              65473P105    16086   863700 SH       DEFINED 09 28 30          0        0   863700
NOBLE AFFILIATES INC           COM              654894104    29408   789500 SH       DEFINED 02 09 13          0        0   789500
NOBLE AFFILIATES INC           COM              654894104   101595  2727400 SH       DEFINED 15 22 28          0        0  2727400
NOBLE AFFILIATES INC           COM              654894104     2077    55770 SH       DEFINED 30 32 34          0        0    55770
NOKIA CORP                     SPONSORED ADR    654902204   202950  4064100 SH       DEFINED 02 04 05          0        0  4064100
NOKIA CORP                     SPONSORED ADR    654902204   348653  6981800 SH       DEFINED 06 07 09          0        0  6981800
NOKIA CORP                     SPONSORED ADR    654902204  1501111 30059800 SH       DEFINED 10 11 12          0        0 30059800
NOKIA CORP                     SPONSORED ADR    654902204  1752906 35102000 SH       DEFINED 13 15 16          0        0 35102000
NOKIA CORP                     SPONSORED ADR    654902204   361667  7242400 SH       DEFINED 19 20 21          0        0  7242400
NOKIA CORP                     SPONSORED ADR    654902204   161617  3236400 SH       DEFINED 22 23 26          0        0  3236400
NOKIA CORP                     SPONSORED ADR    654902204   536569 10744620 SH       DEFINED 27 28 29          0        0 10744620
NOKIA CORP                     SPONSORED ADR    654902204   120993  2422900 SH       DEFINED 30 32 34          0        0  2422900
NOKIA CORP                     SPONSORED ADR    654902204    93029  1863218 SH       DEFINED 37 03       1331718        0   531500
NOGATECH INC                   COM              654919109     6833  1031400 SH       DEFINED 19 21 28          0        0  1031400
NOBLE DRILLING CORP            COM              655042109    91885  2230900 SH       DEFINED 02 05 06          0        0  2230900
NOBLE DRILLING CORP            COM              655042109   136281  3308810 SH       DEFINED 07 09 11          0        0  3308810
NOBLE DRILLING CORP            COM              655042109   260471  6324050 SH       DEFINED 12 13 15          0        0  6324050
NOBLE DRILLING CORP            COM              655042109    61760  1499500 SH       DEFINED 16 21 23          0        0  1499500
NOBLE DRILLING CORP            COM              655042109    25543   620173 SH       DEFINED 26 28 29          0        0   620173
NOBLE DRILLING CORP            COM              655042109     7685   186590 SH       DEFINED 30 34             0        0   186590
NOBLE DRILLING CORP            COM              655042109    98458  2390454 SH       DEFINED 37 03       2036854        0   353600
NORDSTROM INC                  COM              655664100    18350   760640 SH       DEFINED 02 12 15          0        0   760640
NORDSTROM INC                  COM              655664100       28     1200 SH       DEFINED 34                0        0     1200
NORDSTROM INC                  COM              655664100     6972   289005 SH       DEFINED 37 03        107905        0   181100
NORFOLK SOUTHERN CORP          COM              655844108    62934  4230870 SH       DEFINED 11 12 15          0        0  4230870
NORFOLK SOUTHERN CORP          COM              655844108       23     1600 SH       DEFINED 34                0        0     1600
NORFOLK SOUTHERN CORP          COM              655844108    16065  1079958 SH       DEFINED 37 03        738758        0   341200
NORTEL NETWORKS CORP NEW       COM              656568102   898379 12957690 SH       DEFINED 02 04 05          0        0 12957690
NORTEL NETWORKS CORP NEW       COM              656568102   276031  3979203 SH       DEFINED 06 07 09          0        0  3979203
NORTEL NETWORKS CORP NEW       COM              656568102  1361702 19630000 SH       DEFINED 10 11 12          0        0 19630000
NORTEL NETWORKS CORP NEW       COM              656568102  3158906 45538086 SH       DEFINED 13 15 16          0        0 45538086
NORTEL NETWORKS CORP NEW       COM              656568102   434888  6269249 SH       DEFINED 18 19 20          0        0  6269249
NORTEL NETWORKS CORP NEW       COM              656568102   488393  7040568 SH       DEFINED 21 22 23          0        0  7040568
NORTEL NETWORKS CORP NEW       COM              656568102   758771 10938280 SH       DEFINED 26 27 28          0        0 10938280
NORTEL NETWORKS CORP NEW       COM              656568102   157868  2275790 SH       DEFINED 29 30 32          0        0  2275790
NORTEL NETWORKS CORP NEW       COM              656568102   280687  4046324 SH       DEFINED 34                0        0  4046324
NORTEL NETWORKS CORP NEW       COM              656568102   384576  5611850 SH       DEFINED 37 03       4829093        0   782757
NORTH FORK BANCORPORATION NY   COM              659424105     2504   165600 SH       DEFINED 15                0        0   165600
NORTHEAST UTILS                COM              664397106     2823   129800 SH       DEFINED 32                0        0   129800
NORTHEAST UTILS                COM              664397106        4      200 SH       DEFINED 37              200        0        0
NORTHN STS PWR CO MINN         COM              665772109    34498  1708900 SH       DEFINED 09 20 28          0        0  1708900
NORTHN STS PWR CO MINN         COM              665772109     6649   329400 SH       DEFINED 30 32             0        0   329400
NORTHN STS PWR CO MINN         COM              665772109     2408   119328 SH       DEFINED 03           119328        0        0
NORTHERN TR CORP               COM              665859104    33110   508900 SH       DEFINED 02 11 12          0        0   508900
NORTHERN TR CORP               COM              665859104   181290  2786400 SH       DEFINED 15 16 18          0        0  2786400
NORTHERN TR CORP               COM              665859104   104826  1611170 SH       DEFINED 20 23 28          0        0  1611170
NORTHERN TR CORP               COM              665859104    18874   290100 SH       DEFINED 32 34             0        0   290100
NORTHERN TR CORP               COM              665859104    44402   682460 SH       DEFINED 37 03        514200        0   168260
NORTHROP GRUMMAN CORP          COM              666807102    40266   607800 SH       DEFINED 02 07 11          0        0   607800
NORTHROP GRUMMAN CORP          COM              666807102    44545   672380 SH       DEFINED 15 16 20          0        0   672380
NORTHROP GRUMMAN CORP          COM              666807102    48262   728490 SH       DEFINED 23 28 32          0        0   728490
NORTHROP GRUMMAN CORP          COM              666807102       46      700 SH       DEFINED 34                0        0      700
NORTHROP GRUMMAN CORP          COM              666807102    13532   204263 SH       DEFINED 03           198263        0     6000
NORTHWEST AIRLS CORP           CL A             667280101    39275  1290360 SH       DEFINED 09 13 15          0        0  1290360
NORTHWEST AIRLS CORP           CL A             667280101     2338    76700 SH       DEFINED 23 28 30          0        0    76700
NORTHWEST AIRLS CORP           CL A             667280101       56     1850 SH       DEFINED 34                0        0     1850
NORTHWEST AIRLS CORP           CL A             667280101    11243   369400 SH       DEFINED 03           361700        0     7700
NORTHWEST NAT GAS CO           COM              667655104      512    22900 SH       DEFINED 15                0        0    22900
NOVA CHEMICALS CORP            COM              66977W109     4976   237030 SH       DEFINED 02 07 15          0        0   237030
NOVA CHEMICALS CORP            COM              66977W109     4755   226400 SH       DEFINED 19 21             0        0   226400
NOVA CHEMICALS CORP            COM              66977W109     1036    49340 SH       DEFINED 03            49340        0        0
NOVA CORP GA                   COM              669784100    46778  1674400 SH       DEFINED 20 32             0        0  1674400
NOVADIGM INC                   COM              669937104     1283    65000 SH       DEFINED 26                0        0    65000
NOVADIGM INC                   COM              669937104     1402    71000 SH       DEFINED 03            71000        0        0
NOVAMERICAN STL INC            COM              669959108     8537   962000 SH       DEFINED 02                0        0   962000
NUANCE COMMUNICATIONS INC      COM              669967101     5640    67700 SH       DEFINED 02 10 12          0        0    67700
NUANCE COMMUNICATIONS INC      COM              669967101    29209   350600 SH       DEFINED 13 16 20          0        0   350600
NUANCE COMMUNICATIONS INC      COM              669967101    18670   224100 SH       DEFINED 22 23 26          0        0   224100
NUANCE COMMUNICATIONS INC      COM              669967101    18995   228000 SH       DEFINED 28 32             0        0   228000
NUANCE COMMUNICATIONS INC      COM              669967101     7789    93500 SH       DEFINED 03            93500        0        0
NOVELL INC                     COM              670006105    65305  7060000 SH       DEFINED 12 13             0        0  7060000
NOVELL INC                     COM              670006105     2377   257003 SH       DEFINED 37 03        257003        0        0
NOVELLUS SYS INC               COM              670008101    42721   755300 SH       DEFINED 05 09 13          0        0   755300
NOVELLUS SYS INC               COM              670008101   335653  5934200 SH       DEFINED 15 16 20          0        0  5934200
NOVELLUS SYS INC               COM              670008101     8826   155700 SH       DEFINED 23 26 28          0        0   155700
NOVELLUS SYS INC               COM              670008101    16473   291250 SH       DEFINED 30 32             0        0   291250
NOVELLUS SYS INC               COM              670008101    35056   619786 SH       DEFINED 03           421786        0   198000
NOVEN PHARMACEUTICALS INC      COM              670009109     1182    39500 SH       DEFINED 09 26 28          0        0    39500
NOVEN PHARMACEUTICALS INC      COM              670009109       32     1100 SH       DEFINED 30                0        0     1100
NOVOSTE CORP                   COM              67010C100    20855   341900 SH       DEFINED 04 05 09          0        0   341900
NOVOSTE CORP                   COM              67010C100    28920   474100 SH       DEFINED 13 15 20          0        0   474100
NOVOSTE CORP                   COM              67010C100     5544    90900 SH       DEFINED 26 28 29          0        0    90900
NOVOSTE CORP                   COM              67010C100     6289   103100 SH       DEFINED 30 32 34          0        0   103100
NOVOSTE CORP                   COM              67010C100     5615    92050 SH       DEFINED 03            69050        0    23000
NOVO-NORDISK A S               ADR              670100205        2       30 SH       DEFINED 37               30        0        0
NUCOR CORP                     COM              670346105   137897  4155100 SH       DEFINED 07 09 10          0        0  4155100
NUCOR CORP                     COM              670346105    18392   554200 SH       DEFINED 12 15 18          0        0   554200
NUCOR CORP                     COM              670346105    27625   832400 SH       DEFINED 22 28             0        0   832400
NUCOR CORP                     COM              670346105     6099   183799 SH       DEFINED 03           100099        0    83700
NUEVO ENERGY CO                COM              670509108     1883    99800 SH       DEFINED 15                0        0    99800
NUEVO ENERGY CO                COM              670509108     3546   187900 SH       DEFINED 03           187900        0        0
NUMERICAL TECHNOLOGIES INC     COM              67053T101    23054   474200 SH       DEFINED 10 15 16          0        0   474200
NUMERICAL TECHNOLOGIES INC     COM              67053T101     1880    38700 SH       DEFINED 26 34             0        0    38700
NUVEEN CA INVT QUALITY MUN FD  COM              67062A101        7      519 SH       DEFINED 37              519        0        0
NUVEEN MUN ADVANTAGE FD INC    COM              67062H106      400    32000 SH       DEFINED 37            32000        0        0
NUVEEN MUN MKT OPPORTUNITY FD  COM              67062W103      636    49668 SH       DEFINED 37            49668        0        0
NUVEEN PREM INCOME MUN FD 2    COM              67063W102       19     1500 SH       DEFINED 37             1500        0        0
NVIDIA CORP                    COM              67066G104    62844   988700 SH       DEFINED 02 04 06          0        0   988700
NVIDIA CORP                    COM              67066G104    35690   561500 SH       DEFINED 09 13 15          0        0   561500
NVIDIA CORP                    COM              67066G104    82319  1295100 SH       DEFINED 20 28 30          0        0  1295100
NVIDIA CORP                    COM              67066G104    22094   347600 SH       DEFINED 32 34             0        0   347600
NVIDIA CORP                    COM              67066G104    11117   174900 SH       DEFINED 03           140700        0    34200
OGE ENERGY CORP                COM              670837103        8      400 SH       DEFINED 37              400        0        0
OM GROUP INC                   COM              670872100     7112   161650 SH       DEFINED 03           161650        0        0
NUVEEN MUN VALUE FD INC        COM              670928100       25     2959 SH       DEFINED 37             2959        0        0
NUVEEN QUALITY INCOME MUN FD   COM              670977107       51     3974 SH       DEFINED 37             3974        0        0
OSI PHARMACEUTICALS INC        COM              671040103    10075   349700 SH       DEFINED 15                0        0   349700
OTG SOFTWARE INC               COM              671059103     1456    51000 SH       DEFINED 26                0        0    51000
OAK TECHNOLOGY INC             COM              671802106    11400   528700 SH       DEFINED 02 10 15          0        0   528700
OAK TECHNOLOGY INC             COM              671802106    25376  1176900 SH       DEFINED 20 26 32          0        0  1176900
OAK TECHNOLOGY INC             COM              671802106     2695   125000 SH       DEFINED 34                0        0   125000
OAK TECHNOLOGY INC             COM              671802106    11857   549900 SH       DEFINED 03           549900        0        0
OAKLEY INC                     COM              673662102     5125   445700 SH       DEFINED 28                0        0   445700
OAKWOOD HOMES CORP             COM              674098108     4604  2540500 SH       DEFINED 07                0        0  2540500
OCCIDENTAL PETE CORP DEL       COM              674599105   139033  6601000 SH       DEFINED 02 09 10          0        0  6601000
OCCIDENTAL PETE CORP DEL       COM              674599105    81947  3890700 SH       DEFINED 12 15 22          0        0  3890700
OCCIDENTAL PETE CORP DEL       COM              674599105     5499   261100 SH       DEFINED 32 34             0        0   261100
OCCIDENTAL PETE CORP DEL       COM              674599105    17602   835658 SH       DEFINED 37 03        348358        0   487300
OCEAN ENERGY INC TEX           COM              67481E106    20844  1469200 SH       DEFINED 02 09 12          0        0  1469200
OCEAN ENERGY INC TEX           COM              67481E106     7655   539600 SH       DEFINED 15 23 28          0        0   539600
OCEAN ENERGY INC TEX           COM              67481E106     4285   302090 SH       DEFINED 30 32 34          0        0   302090
OCEAN ENERGY INC TEX           COM              67481E106    13374   942670 SH       DEFINED 03           671970        0   270700
OCEANEERING INTL INC           COM              675232102    10415   548200 SH       DEFINED 15 28             0        0   548200
OCEANEERING INTL INC           COM              675232102     4964   261300 SH       DEFINED 03           261300        0        0
OCTEL CORP                     COM              675727101    11500  1472000 SH       DEFINED 07                0        0  1472000
OCULAR SCIENCES INC            COM              675744106    19093  1625000 SH       DEFINED 07                0        0  1625000
OFFICE DEPOT INC               LYON SUB ZERO 08 676220AB2     2815  4000000 PRN      DEFINED 11                0        0        0
OFFICE DEPOT INC               COM              676220106    75436 12069900 SH       DEFINED 02 10 15          0        0 12069900
OFFICE DEPOT INC               COM              676220106       14     2300 SH       DEFINED 34                0        0     2300
OFFICE DEPOT INC               COM              676220106     1583   253294 SH       DEFINED 03           253294        0        0
OFFSHORE LOGISTICS INC         COM              676255102     2284   158900 SH       DEFINED 15                0        0   158900
OGDEN CORP                     COM              676346109    21485  2387300 SH       DEFINED 02 12 15          0        0  2387300
OGDEN CORP                     COM              676346109        6      700 SH       DEFINED 34                0        0      700
OGDEN CORP                     COM              676346109    15120  1680000 SH       DEFINED 03          1165200        0   514800
OILGEAR CO                     COM              678042102     1448   172900 SH       DEFINED 07                0        0   172900
OLD DOMINION FGHT LINES INC    COM              679580100     8104   831200 SH       DEFINED 07                0        0   831200
OLD KENT FINL CORP             COM              679833103     1123    42000 SH       DEFINED 15                0        0    42000
OLD KENT FINL CORP             COM              679833103     2551    95394 SH       DEFINED 03            95394        0        0
OLD REP INTL CORP              COM              680223104        1      100 SH       DEFINED 37              100        0        0
OLIN CORP                      COM PAR $1       680665205    61762  3743200 SH       DEFINED 09 18 22          0        0  3743200
OLIN CORP                      COM PAR $1       680665205     2823   171100 SH       DEFINED 03           124400        0    46700
OMNICARE INC                   COM              681904108     7627   841620 SH       DEFINED 15 23 28          0        0   841620
OMNICARE INC                   COM              681904108      555    61300 SH       DEFINED 03             6800        0    54500
OMNICOM GROUP INC              COM              681919106    77996   875750 SH       DEFINED 02 04 05          0        0   875750
OMNICOM GROUP INC              COM              681919106   689118  7737476 SH       DEFINED 06 07 10          0        0  7737476
OMNICOM GROUP INC              COM              681919106    73052   820239 SH       DEFINED 11 12 15          0        0   820239
OMNICOM GROUP INC              COM              681919106   430009  4828180 SH       DEFINED 16 19 20          0        0  4828180
OMNICOM GROUP INC              COM              681919106    96523  1083770 SH       DEFINED 23 27 28          0        0  1083770
OMNICOM GROUP INC              COM              681919106    22291   250290 SH       DEFINED 30 32 34          0        0   250290
OMNICOM GROUP INC              COM              681919106   117430  1318523 SH       DEFINED 37 03        949523        0   369000
OMEGA HEALTHCARE INVS INC      COM              681936100      284    63300 SH       DEFINED 03            63300        0        0
1-800 CONTACTS INC             COM              681977104      540    11500 SH       DEFINED 02                0        0    11500
OMNOVA SOLUTIONS INC           COM              682129101    21876  3500300 SH       DEFINED 12 03             0        0  3500300
ON ASSIGNMENT INC              COM              682159108      610    20000 SH       DEFINED 03            20000        0        0
ONDISPLAY INC                  COM              68232L100    41915   514700 SH       DEFINED 05 06 11          0        0   514700
ONDISPLAY INC                  COM              68232L100    87508  1074400 SH       DEFINED 13 16 26          0        0  1074400
ONDISPLAY INC                  COM              68232L100     1783    21900 SH       DEFINED 28                0        0    21900
ONE PRICE CLOTHING STORES INC  COM              682411103     2622  1048900 SH       DEFINED 07                0        0  1048900
ONEOK INC NEW                  COM              682680103      282    10900 SH       DEFINED 15                0        0    10900
ONEOK INC NEW                  COM              682680103      629    24259 SH       DEFINED 03            24259        0        0
ONI SYSTEMS CORP               COM              68273F103     6868    58600 SH       DEFINED 04 10 11          0        0    58600
ONI SYSTEMS CORP               COM              68273F103    75478   644000 SH       DEFINED 12 13 15          0        0   644000
ONTRACK DATA INTL INC          COM              683372106     2210   282900 SH       DEFINED 07                0        0   282900
OPEN MKT INC                   COM              68370M100     2993   216700 SH       DEFINED 13                0        0   216700
OPEN MKT INC                   COM              68370M100     4404   318900 SH       DEFINED 03           318900        0        0
OPEN JT STK CO-VIMPEL COMMUNIC SPONSORED ADR    68370R109     4225   191000 SH       DEFINED 19 21             0        0   191000
ORACLE CORP                    COM              68389X105   206827  2460400 SH       DEFINED 02 04 05          0        0  2460400
ORACLE CORP                    COM              68389X105  1784621 21229700 SH       DEFINED 06 07 10          0        0 21229700
ORACLE CORP                    COM              68389X105   488736  5813968 SH       DEFINED 12 13 15          0        0  5813968
ORACLE CORP                    COM              68389X105  1383398 16456780 SH       DEFINED 16 19 20          0        0 16456780
ORACLE CORP                    COM              68389X105   369782  4398900 SH       DEFINED 22 23 26          0        0  4398900
ORACLE CORP                    COM              68389X105   812075  9660380 SH       DEFINED 27 28 30          0        0  9660380
ORACLE CORP                    COM              68389X105   204683  2434900 SH       DEFINED 32 34             0        0  2434900
ORACLE CORP                    COM              68389X105   487188  5796115 SH       DEFINED 37 03       5030871        0   765244
OPUS360 CORP                   COM              68400F109       11     3240 SH       DEFINED 09 28 30          0        0     3240
OPUS360 CORP                   COM              68400F109        0       65 SH       DEFINED 03                0        0       65
ORATEC INTERVENTIONS INC       COM              68554M108    10750   322100 SH       DEFINED 15 20 26          0        0   322100
ORATEC INTERVENTIONS INC       COM              68554M108     2249    67400 SH       DEFINED 32                0        0    67400
ORATEC INTERVENTIONS INC       COM              68554M108      313     9400 SH       DEFINED 03             9400        0        0
ORBITAL SCIENCES CORP          COM              685564106     8531   700000 SH       DEFINED 02                0        0   700000
ORGANOGENESIS INC              COM              685906109     1135    99300 SH       DEFINED 26                0        0    99300
OREGON STL MLS INC             COM              686079104      561   290000 SH       DEFINED 28                0        0   290000
O REILLY AUTOMOTIVE INC        COM              686091109     6451   465000 SH       DEFINED 07                0        0   465000
ORIOLE HOMES CORP              CL B             686264201      392   261800 SH       DEFINED 07                0        0   261800
ORTHODONTIC CTRS AMER INC      COM              68750P103      563    24900 SH       DEFINED 15                0        0    24900
OSHKOSH TRUCK CORP             COM              688239201       71     2000 SH       DEFINED 15                0        0     2000
OSHKOSH TRUCK CORP             COM              688239201     2196    61445 SH       DEFINED 37 03         61445        0        0
OSHMANS SPORTING GOODS INC     COM              688260108      293   100000 SH       DEFINED 12                0        0   100000
OUTBACK STEAKHOUSE INC         COM              689899102    26298   899100 SH       DEFINED 02 06 07          0        0   899100
OUTBACK STEAKHOUSE INC         COM              689899102    13348   456350 SH       DEFINED 12 13 15          0        0   456350
OUTBACK STEAKHOUSE INC         COM              689899102    65568  2241670 SH       DEFINED 19 20 22          0        0  2241670
OUTBACK STEAKHOUSE INC         COM              689899102    54080  1848900 SH       DEFINED 26 28 32          0        0  1848900
OUTBACK STEAKHOUSE INC         COM              689899102      121     4150 SH       DEFINED 34                0        0     4150
OUTBACK STEAKHOUSE INC         COM              689899102    22808   780047 SH       DEFINED 37 03        773247        0     6800
OVERSEAS SHIPHOLDING GROUP INC COM              690368105    10226   415300 SH       DEFINED 02 15 19          0        0   415300
OVERSEAS SHIPHOLDING GROUP INC COM              690368105    44952  1825500 SH       DEFINED 21 22 29          0        0  1825500
OVERSEAS SHIPHOLDING GROUP INC COM              690368105     3196   129800 SH       DEFINED 34 03             0        0   129800
OWENS CORNING                  COM              69073F103     2559   276700 SH       DEFINED 07 15             0        0   276700
OWENS CORNING                  COM              69073F103      510    55156 SH       DEFINED 03            55156        0        0
OWENS ILL INC                  COM NEW          690768403    36212  3098400 SH       DEFINED 07 09 10          0        0  3098400
OWENS ILL INC                  COM NEW          690768403    81628  6984270 SH       DEFINED 15 16 22          0        0  6984270
OWENS ILL INC                  COM NEW          690768403    30964  2649400 SH       DEFINED 28 34             0        0  2649400
OWENS ILL INC                  COM NEW          690768403    15092  1291289 SH       DEFINED 37 03       1020289        0   271000
OWENS ILL INC                  PFD CONV $.01    690768502    18997   894000 SH       DEFINED 11 12 03          0        0   894000
OXFORD HEALTH PLANS INC        COM              691471106    23938  1005300 SH       DEFINED 02 12 13          0        0  1005300
OXFORD HEALTH PLANS INC        COM              691471106    30710  1289700 SH       DEFINED 15 20 23          0        0  1289700
OXFORD HEALTH PLANS INC        COM              691471106     8448   354800 SH       DEFINED 28 32 34          0        0   354800
OXFORD HEALTH PLANS INC        COM              691471106    18323   769500 SH       DEFINED 03           708900        0    60600
P & F INDS INC                 CL A NEW         692830508     3038   357500 SH       DEFINED 07                0        0   357500
P A M TRANSN SVCS INC          COM              693149106     4675   492200 SH       DEFINED 07                0        0   492200
P C CONNECTION                 COM              69318J100     5734   100600 SH       DEFINED 02 26             0        0   100600
PC HLDGS S A                   SP ADR B REP1S   693200107     1183    64617 SH       DEFINED 02 07 19          0        0    64617
PC HLDGS S A                   SP ADR B REP1S   693200107    10174   555613 SH       DEFINED 21                0        0   555613
PC-TEL INC                     COM              69325Q105     1520    40000 SH       DEFINED 02 28             0        0    40000
P-COM INC                      COM              693262107    11322  1990700 SH       DEFINED 13 15             0        0  1990700
PECO ENERGY CO                 COM              693304107    31467   780600 SH       DEFINED 09 11 28          0        0   780600
PECO ENERGY CO                 COM              693304107     4998   124000 SH       DEFINED 30 32             0        0   124000
PECO ENERGY CO                 COM              693304107    10092   250293 SH       DEFINED 37 03        233493        0    16800
PG&E CORP                      COM              69331C108    96158  3904898 SH       DEFINED 02 07 09          0        0  3904898
PG&E CORP                      COM              69331C108    50746  2060778 SH       DEFINED 12 22 23          0        0  2060778
PG&E CORP                      COM              69331C108    12981   527113 SH       DEFINED 37 03        375987        0   151126
PE CORP                        COM PE BIO GRP   69332S102   463845  7041300 SH       DEFINED 02 09 13          0        0  7041300
PE CORP                        COM PE BIO GRP   69332S102    31433   477170 SH       DEFINED 15 28 30          0        0   477170
PE CORP                        COM PE BIO GRP   69332S102     9538   144800 SH       DEFINED 34                0        0   144800
PE CORP                        COM PE BIO GRP   69332S102    21395   324790 SH       DEFINED 37 03        302850        0    21940
PE CORP                        CELERA GEN GRP   69332S201    53126   568200 SH       DEFINED 02 09 10          0        0   568200
PE CORP                        CELERA GEN GRP   69332S201   477026  5101890 SH       DEFINED 13 15 23          0        0  5101890
PE CORP                        CELERA GEN GRP   69332S201     6541    69960 SH       DEFINED 26 28 30          0        0    69960
PE CORP                        CELERA GEN GRP   69332S201     6301    67400 SH       DEFINED 34                0        0    67400
PE CORP                        CELERA GEN GRP   69332S201    38175   408294 SH       DEFINED 03           386094        0    22200
PMC-SIERRA INC                 COM              69344F106    38202   215000 SH       DEFINED 02 05 07          0        0   215000
PMC-SIERRA INC                 COM              69344F106   480644  2705000 SH       DEFINED 09 10 11          0        0  2705000
PMC-SIERRA INC                 COM              69344F106   683883  3848800 SH       DEFINED 12 13 15          0        0  3848800
PMC-SIERRA INC                 COM              69344F106   149204   839700 SH       DEFINED 16 19 21          0        0   839700
PMC-SIERRA INC                 COM              69344F106    56326   317000 SH       DEFINED 22 23 26          0        0   317000
PMC-SIERRA INC                 COM              69344F106    48485   272870 SH       DEFINED 28 30 32          0        0   272870
PMC-SIERRA INC                 COM              69344F106    27008   152000 SH       DEFINED 34                0        0   152000
PMC-SIERRA INC                 COM              69344F106    84334   474620 SH       DEFINED 37 03        401470        0    73150
PMI GROUP INC                  COM              69344M101    31416   661400 SH       DEFINED 02 06 07          0        0   661400
PMI GROUP INC                  COM              69344M101    38045   800960 SH       DEFINED 12 15 18          0        0   800960
PMI GROUP INC                  COM              69344M101    23526   495300 SH       DEFINED 20 28 30          0        0   495300
PMI GROUP INC                  COM              69344M101     6262   131850 SH       DEFINED 32 34             0        0   131850
PMI GROUP INC                  COM              69344M101    14057   295950 SH       DEFINED 03           272250        0    23700
PNC FINL SVCS GROUP INC        COM              693475105    47732  1018300 SH       DEFINED 02 06 07          0        0  1018300
PNC FINL SVCS GROUP INC        COM              693475105   227878  4861400 SH       DEFINED 09 10 11          0        0  4861400
PNC FINL SVCS GROUP INC        COM              693475105   183295  3910300 SH       DEFINED 12 15 16          0        0  3910300
PNC FINL SVCS GROUP INC        COM              693475105    26272   560480 SH       DEFINED 19 20 22          0        0   560480
PNC FINL SVCS GROUP INC        COM              693475105    17493   373200 SH       DEFINED 28 30 32          0        0   373200
PNC FINL SVCS GROUP INC        COM              693475105     4856   103600 SH       DEFINED 34                0        0   103600
PNC FINL SVCS GROUP INC        COM              693475105    48619  1036664 SH       DEFINED 37 03        828364        0   208300
PPG INDS INC                   COM              693506107    96065  2167900 SH       DEFINED 02 07 11          0        0  2167900
PPG INDS INC                   COM              693506107      985    22230 SH       DEFINED 15 34             0        0    22230
PPG INDS INC                   COM              693506107    19845   447850 SH       DEFINED 37 03        399750        0    48100
PPL CORP                       COM              69351T106    26123  1190800 SH       DEFINED 02 12 32          0        0  1190800
PPL CORP                       COM              69351T106     4104   187087 SH       DEFINED 03           110787        0    76300
PRI AUTOMATION INC             COM              69357H106    82261  1258000 SH       DEFINED 12 15 28          0        0  1258000
PRI AUTOMATION INC             COM              69357H106     7590   116160 SH       DEFINED 37 03        114060        0     2100
PS BUSINESS PKS INC CALIF      COM              69360J107        3      148 SH       DEFINED 03              148        0        0
PSC INC                        COM              69361E107      650    80000 SH       DEFINED 07                0        0    80000
PSS WORLD MED INC              COM              69366A100       83    12500 SH       DEFINED 15                0        0    12500
PAC-WEST TELECOM INC           COM              69371Y101       23     1170 SH       DEFINED 28 03             0        0     1170
PACCAR INC                     COM              693718108      142     3600 SH       DEFINED 15                0        0     3600
PACCAR INC                     COM              693718108     2974    74936 SH       DEFINED 03            74936        0        0
PACIFIC GULF PPTYS INC         COM              694396102     1328    53000 SH       DEFINED 26                0        0    53000
PACIFIC SUNWEAR CALIF INC      COM              694873100       24     1300 SH       DEFINED 02 15 34          0        0     1300
PACIFIC SUNWEAR CALIF INC      COM              694873100      733    39125 SH       DEFINED 03            39125        0        0
PACIFICARE HEALTH SYS DEL      COM              695112102     1099    17900 SH       DEFINED 13                0        0    17900
PACIFICARE HEALTH SYS DEL      COM              695112102     1591    26435 SH       DEFINED 37 03         26435        0        0
PACKAGING CORP AMER            COM              695156109      716    70800 SH       DEFINED 02 13 15          0        0    70800
PACKAGING CORP AMER            COM              695156109     5913   584000 SH       DEFINED 22 25 27          0        0   584000
PACKAGING CORP AMER            COM              695156109      624    61700 SH       DEFINED 34                0        0    61700
PACKAGING CORP AMER            COM              695156109      885    87500 SH       DEFINED 03            87500        0        0
PACKETEER INC                  COM              695210104     2673    91800 SH       DEFINED 11 26             0        0    91800
PACTIV CORP                    COM              695257105     1038   131925 SH       DEFINED 03           131925        0        0
PAINE WEBBER GROUP INC         COM              695629105    10319   226800 SH       DEFINED 02 11 13          0        0   226800
PAINE WEBBER GROUP INC         COM              695629105    12567   276200 SH       DEFINED 15 23             0        0   276200
PAINE WEBBER GROUP INC         COM              695629105    10342   227261 SH       DEFINED 37 03        227261        0        0
PALL CORP                      COM              696429307     2808   151800 SH       DEFINED 12 15             0        0   151800
PALL CORP                      COM              696429307     2024   109431 SH       DEFINED 03            95631        0    13800
PALM INC                       COM              696642107    65255  1954970 SH       DEFINED 10 15 16          0        0  1954970
PALM INC                       COM              696642107    56714  1699300 SH       DEFINED 20 32             0        0  1699300
PAN AMERICAN SILVER CORP       COM              697900108     1286   362800 SH       DEFINED 03           362800        0        0
PANAMSAT CORP NEW              COM              697933109     1900    43500 SH       DEFINED 15 34             0        0    43500
PANAMSAT CORP NEW              COM              697933109     3154    72200 SH       DEFINED 03            72200        0        0
PAN PACIFIC RETAIL PPTYS INC   COM              69806L104      535    26600 SH       DEFINED 09                0        0    26600
PAPA JOHNS INTL INC            COM              698813102    18225   743900 SH       DEFINED 02 07 13          0        0   743900
PAPA JOHNS INTL INC            COM              698813102    19906   812500 SH       DEFINED 15 26 34          0        0   812500
PAPA JOHNS INTL INC            COM              698813102     2013    82200 SH       DEFINED 03            82200        0        0
PARAMETRIC TECHNOLOGY CORP     COM              699173100    10450   950000 SH       DEFINED 12                0        0   950000
PARAMETRIC TECHNOLOGY CORP     COM              699173100     4373   397571 SH       DEFINED 03           207571        0   190000
PARK PL ENTMT CORP             COM              700690100    48656  3992300 SH       DEFINED 02 09 10          0        0  3992300
PARK PL ENTMT CORP             COM              700690100     5948   488100 SH       DEFINED 11 13 15          0        0   488100
PARK PL ENTMT CORP             COM              700690100    53032  4351400 SH       DEFINED 20 21 28          0        0  4351400
PARK PL ENTMT CORP             COM              700690100    13664  1121200 SH       DEFINED 29 30 32          0        0  1121200
PARK PL ENTMT CORP             COM              700690100       29     2400 SH       DEFINED 34                0        0     2400
PARK PL ENTMT CORP             COM              700690100      966    79300 SH       DEFINED 03            79300        0        0
PARKER DRILLING CO             COM              701081101     2605   421100 SH       DEFINED 15 28             0        0   421100
PARKER HANNIFIN CORP           COM              701094104    24694   721000 SH       DEFINED 02 04 06          0        0   721000
PARKER HANNIFIN CORP           COM              701094104    84631  2471007 SH       DEFINED 07 08 09          0        0  2471007
PARKER HANNIFIN CORP           COM              701094104    18088   528120 SH       DEFINED 11 12 15          0        0   528120
PARKER HANNIFIN CORP           COM              701094104    87475  2554020 SH       DEFINED 16 19 22          0        0  2554020
PARKER HANNIFIN CORP           COM              701094104     4181   122100 SH       DEFINED 28 32 34          0        0   122100
PARKER HANNIFIN CORP           COM              701094104    23505   686287 SH       DEFINED 03           531737        0   154550
PARKWAY PPTYS INC              COM              70159Q104      884    29000 SH       DEFINED 26                0        0    29000
PARTSBASE COM INC              COM              70214P109      138    25100 SH       DEFINED 26                0        0    25100
PATHOGENESIS CORP              COM              70321E104     7800   300000 SH       DEFINED 28                0        0   300000
PATINA OIL & GAS CORP          COM              703224105     1025    49400 SH       DEFINED 02 07 15          0        0    49400
PATINA OIL & GAS CORP          COM              703224105     4336   209000 SH       DEFINED 26                0        0   209000
PATINA OIL & GAS CORP          COM              703224105     8393   404500 SH       DEFINED 03           404500        0        0
PATRICK INDS INC               COM              703343103     2594   415100 SH       DEFINED 07                0        0   415100
PATTERSON DENTAL CO            COM              703412106   109395  2145000 SH       DEFINED 02 15 20          0        0  2145000
PATTERSON DENTAL CO            COM              703412106    25408   498200 SH       DEFINED 23 32 34          0        0   498200
PATTERSON DENTAL CO            COM              703412106    13856   271700 SH       DEFINED 03           271700        0        0
PATTERSON ENERGY INC           COM              703414102     2821    99000 SH       DEFINED 26                0        0    99000
PAULA FINL DEL                 COM              703588103     1571   591800 SH       DEFINED 07                0        0   591800
PAYCHEX INC                    COM              704326107    16883   401987 SH       DEFINED 15 20 21          0        0   401987
PAYCHEX INC                    COM              704326107     5455   129900 SH       DEFINED 29 32             0        0   129900
PAYCHEX INC                    COM              704326107    12921   309331 SH       DEFINED 37 03        309331        0        0
PAYLESS SHOESOURCE INC         COM              704379106    37927   740052 SH       DEFINED 02 08 12          0        0   740052
PAYLESS SHOESOURCE INC         COM              704379106        1       28 SH       DEFINED 15 34             0        0       28
PAYLESS SHOESOURCE INC         COM              704379106        8      160 SH       DEFINED 37              160        0        0
PAYLESS SHOESOURCE INC         COM              704379106     7620   148700 SH       DEFINED 03                0        0   148700
PCORDER COM INC                CL A             70453H107       24     3100 SH       DEFINED 03                0        0     3100
PEGASUS COMMUNICATIONS CORP    CL A             705904100    49616  1011300 SH       DEFINED 05 06 09          0        0  1011300
PEGASUS COMMUNICATIONS CORP    CL A             705904100    15961   325324 SH       DEFINED 11 26 28          0        0   325324
PEGASUS COMMUNICATIONS CORP    CL A             705904100    16491   336140 SH       DEFINED 30                0        0   336140
PEGASUS COMMUNICATIONS CORP    CL A             705904100     3292    67100 SH       DEFINED 03            39500        0    27600
PEGASUS SOLUTIONS INC          COM              705906105    31297  2877940 SH       DEFINED 12 15 28          0        0  2877940
PEGASUS SOLUTIONS INC          COM              705906105     2379   218850 SH       DEFINED 03           218850        0        0
PENN ENGR & MFG CORP           COM NON VTG      707389300      193     5500 SH       DEFINED 07                0        0     5500
PENN NATL GAMING INC           COM              707569109      802    58900 SH       DEFINED 02 21             0        0    58900
PENN TREATY AMERN CORP         COM              707874103      146     8600 SH       DEFINED 26                0        0     8600
PENN VA CORP                   COM              707882106     1578    64100 SH       DEFINED 07 15             0        0    64100
PENNEY J C INC                 COM              708160106    33370  1809900 SH       DEFINED 07 09 12          0        0  1809900
PENNEY J C INC                 COM              708160106    53647  2909700 SH       DEFINED 13 15 20          0        0  2909700
PENNEY J C INC                 COM              708160106    18065   979800 SH       DEFINED 22 32             0        0   979800
PENNEY J C INC                 COM              708160106    15146   821530 SH       DEFINED 03           683430        0   138100
PENTAIR INC                    COM              709631105    54009  1521400 SH       DEFINED 09 12 22          0        0  1521400
PENTAIR INC                    COM              709631105     8165   230000 SH       DEFINED 28                0        0   230000
PENTAIR INC                    COM              709631105     9066   255400 SH       DEFINED 03            11800        0   243600
PEOPLES ENERGY CORP            COM              711030106      883    27281 SH       DEFINED 03            27281        0        0
PEOPLESOFT INC                 COM              712713106    31191  1862200 SH       DEFINED 15 22 28          0        0  1862200
PEOPLESOFT INC                 COM              712713106     3470   207232 SH       DEFINED 37 03        207232        0        0
PEP BOYS MANNY MOE & JACK      COM              713278109    11956  1992700 SH       DEFINED 09 22             0        0  1992700
PEP BOYS MANNY MOE & JACK      COM              713278109      348    58000 SH       DEFINED 03            20000        0    38000
PEPSI BOTTLING GROUP INC       COM              713409100    39140  1341000 SH       DEFINED 02 06 12          0        0  1341000
PEPSI BOTTLING GROUP INC       COM              713409100    64241  2201000 SH       DEFINED 15 22 23          0        0  2201000
PEPSI BOTTLING GROUP INC       COM              713409100    65082  2229800 SH       DEFINED 28 32 34          0        0  2229800
PEPSI BOTTLING GROUP INC       COM              713409100     1760    60300 SH       DEFINED 03            25100        0    35200
PEPSICO INC                    COM              713448108   634163 14270900 SH       DEFINED 02 10 12          0        0 14270900
PEPSICO INC                    COM              713448108   522060 11748190 SH       DEFINED 13 15 16          0        0 11748190
PEPSICO INC                    COM              713448108   147683  3323400 SH       DEFINED 20 23 32          0        0  3323400
PEPSICO INC                    COM              713448108      617    13900 SH       DEFINED 34                0        0    13900
PEPSICO INC                    COM              713448108   113671  2559236 SH       DEFINED 37 03       2214216        0   345020
PER SE TECHNOLOGIES INC        COM NEW          713569309      365    39029 SH       DEFINED 09 11 22          0        0    39029
PER SE TECHNOLOGIES INC        COM NEW          713569309        8      958 SH       DEFINED 28                0        0      958
PERCEPTRON INC                 COM              71361F100     1075   315700 SH       DEFINED 07                0        0   315700
PEREGRINE SYSTEMS INC          COM              71366Q101   220303  6351100 SH       DEFINED 12 13 16          0        0  6351100
PERFORMANCE TECHNOLOGIES INC   COM              71376K102     9073  1067450 SH       DEFINED 28                0        0  1067450
PERICOM SEMICONDUCTOR CORP     COM              713831105     2318    34100 SH       DEFINED 26                0        0    34100
PERKINELMER INC                COM              714046109    45745   691800 SH       DEFINED 02 09 11          0        0   691800
PERKINELMER INC                COM              714046109    23372   353460 SH       DEFINED 13 15 20          0        0   353460
PERKINELMER INC                COM              714046109    21543   325800 SH       DEFINED 23 28 30          0        0   325800
PERKINELMER INC                COM              714046109     6877   104000 SH       DEFINED 32 34             0        0   104000
PERKINELMER INC                COM              714046109    28893   437025 SH       DEFINED 37 03        434125        0     2900
PERSONNEL GROUP AMER INC       COM              715338109     2937  1000000 SH       DEFINED 07                0        0  1000000
PERUSAHAAN PERS INDO SATELLITE SPONSORED ADR    715680104     1308   115000 SH       DEFINED 02                0        0   115000
PETCO ANIMAL SUPPLIES          COM              716016100     4655   237200 SH       DEFINED 26                0        0   237200
PETRO-CDA                      COM/VARIBL VTG   71644E102     6990   374390 SH       DEFINED 02 07 11          0        0   374390
PETRO-CDA                      COM/VARIBL VTG   71644E102    12382   663000 SH       DEFINED 15 19 21          0        0   663000
PETRO-CDA                      COM/VARIBL VTG   71644E102     3397   181900 SH       DEFINED 34                0        0   181900
PETRO-CDA                      COM/VARIBL VTG   71644E102      956    51180 SH       DEFINED 03            49780        0     1400
PETROLEUM DEV CORP             COM              716578109     8065  1573800 SH       DEFINED 07                0        0  1573800
PETROLEUM HELICOPTERS INC      COM VTG          716604103     2006   211200 SH       DEFINED 07                0        0   211200
PETROLEUM HELICOPTERS INC      COM NON VTG      716604202     2887   300000 SH       DEFINED 07                0        0   300000
PFIZER INC                     COM              717081103   467510  9739800 SH       DEFINED 02 04 05          0        0  9739800
PFIZER INC                     COM              717081103   519471 10822324 SH       DEFINED 06 07 08          0        0 10822324
PFIZER INC                     COM              717081103  2114541 44052958 SH       DEFINED 10 11 12          0        0 44052958
PFIZER INC                     COM              717081103  2587562 53907549 SH       DEFINED 13 15 16          0        0 53907549
PFIZER INC                     COM              717081103   681846 14205128 SH       DEFINED 19 20 21          0        0 14205128
PFIZER INC                     COM              717081103   899282 18735043 SH       DEFINED 22 23 26          0        0 18735043
PFIZER INC                     COM              717081103  1013860 21122102 SH       DEFINED 27 28 29          0        0 21122102
PFIZER INC                     COM              717081103   346533  7219443 SH       DEFINED 30 32 34          0        0  7219443
PFIZER INC                     COM              717081103   794119 16547958 SH       DEFINED 37 03      13472677        0  3075281
PHARMACOPEIA INC               COM              71713B104     6075   131000 SH       DEFINED 09 13 26          0        0   131000
PHARMACOPEIA INC               COM              71713B104     1154    24900 SH       DEFINED 28 30             0        0    24900
PHARMACOPEIA INC               COM              71713B104     1266    27300 SH       DEFINED 03            27300        0        0
PHARMACIA CORP                 COM              71713U102    31302   605620 SH       DEFINED 02 04 06          0        0   605620
PHARMACIA CORP                 COM              71713U102   299125  5787200 SH       DEFINED 07 10 11          0        0  5787200
PHARMACIA CORP                 COM              71713U102   208477  4033430 SH       DEFINED 12 13 15          0        0  4033430
PHARMACIA CORP                 COM              71713U102   242411  4689939 SH       DEFINED 16 19 20          0        0  4689939
PHARMACIA CORP                 COM              71713U102    17821   344789 SH       DEFINED 21 23 31          0        0   344789
PHARMACIA CORP                 COM              71713U102    31643   612200 SH       DEFINED 32                0        0   612200
PHARMACIA CORP                 COM              71713U102   106912  2068565 SH       DEFINED 37 03       1858693        0   209872
PHELPS DODGE CORP              COM              717265102    19002   511000 SH       DEFINED 02 06 07          0        0   511000
PHELPS DODGE CORP              COM              717265102    48172  1295400 SH       DEFINED 09 12 15          0        0  1295400
PHELPS DODGE CORP              COM              717265102    47097  1266500 SH       DEFINED 18 21 22          0        0  1266500
PHELPS DODGE CORP              COM              717265102      989    26600 SH       DEFINED 34                0        0    26600
PHELPS DODGE CORP              COM              717265102     6979   187676 SH       DEFINED 03            91376        0    96300
PHILADELPHIA CONS HLDG CORP    COM              717528103    18381  1093300 SH       DEFINED 07                0        0  1093300
PHILADELPHIA CONS HLDG CORP    COM              717528103     2350   139800 SH       DEFINED 03           139800        0        0
PHILADELPHIA SUBN CORP         COM PAR $0.50    718009608     3633   177221 SH       DEFINED 03           177221        0        0
PHILIP MORRIS COS INC          COM              718154107   164172  6180600 SH       DEFINED 02 04 05          0        0  6180600
PHILIP MORRIS COS INC          COM              718154107   518535 19521320 SH       DEFINED 06 07 08          0        0 19521320
PHILIP MORRIS COS INC          COM              718154107  1385157 52147100 SH       DEFINED 09 10 11          0        0 52147100
PHILIP MORRIS COS INC          COM              718154107   126081  4746600 SH       DEFINED 12 13 15          0        0  4746600
PHILIP MORRIS COS INC          COM              718154107   814476 30662640 SH       DEFINED 16 18 19          0        0 30662640
PHILIP MORRIS COS INC          COM              718154107   527302 19851400 SH       DEFINED 21 22 23          0        0 19851400
PHILIP MORRIS COS INC          COM              718154107   247535  9318990 SH       DEFINED 26 27 28          0        0  9318990
PHILIP MORRIS COS INC          COM              718154107    28253  1063660 SH       DEFINED 30 31 34          0        0  1063660
PHILIP MORRIS COS INC          COM              718154107   269883 10160072 SH       DEFINED 37 03       8620992        0  1539080
PHILIPS INTL RLTY CORP         COM              718333107     2872   165300 SH       DEFINED 09 35             0        0   165300
PHILIPS INTL RLTY CORP         COM              718333107     2948   169700 SH       DEFINED 03           169700        0        0
PHILLIPS PETE CO               COM              718507106    39566   780600 SH       DEFINED 02 12 15          0        0   780600
PHILLIPS PETE CO               COM              718507106     6062   119600 SH       DEFINED 23 34             0        0   119600
PHILLIPS PETE CO               COM              718507106    10920   215391 SH       DEFINED 37 03        196991        0    18400
PHOENIX INVT PARTNERS LTD      COM              719085102      681    64901 SH       DEFINED 15 26             0        0    64901
PHOENIX TECHNOLOGY LTD         COM              719153108     6443   395000 SH       DEFINED 07                0        0   395000
PHOENIX TECHNOLOGY LTD         COM              719153108     8342   511400 SH       DEFINED 03           511400        0        0
PHONE COM INC                  COM              71920Q100   111708  1715300 SH       DEFINED 02 09 10          0        0  1715300
PHONE COM INC                  COM              71920Q100   134704  2068400 SH       DEFINED 11 13 15          0        0  2068400
PHONE COM INC                  COM              71920Q100   103533  1589760 SH       DEFINED 16 19 28          0        0  1589760
PHONE COM INC                  COM              71920Q100    22728   349000 SH       DEFINED 30 34             0        0   349000
PHONE COM INC                  COM              71920Q100    37769   579950 SH       DEFINED 03           576850        0     3100
PHOTON DYNAMICS INC            COM              719364101    21285   285000 SH       DEFINED 02 09 13          0        0   285000
PHOTON DYNAMICS INC            COM              719364101     8327   111500 SH       DEFINED 28 30             0        0   111500
PHOTON DYNAMICS INC            COM              719364101     4600    61600 SH       DEFINED 03            60300        0     1300
PHOTOWORKS INC                 COM              71940B109     2637   879000 SH       DEFINED 07                0        0   879000
PIER 1 IMPORTS INC             COM              720279108     3719   381500 SH       DEFINED 26                0        0   381500
PIERCING PAGODA INC            COM              720773100    13267   915000 SH       DEFINED 07                0        0   915000
PILGRIMS PRIDE CORP            CL B             721467108       71    10000 SH       DEFINED 07                0        0    10000
PINNACLE HLDGS INC             COM              72346N101    58298  1079600 SH       DEFINED 05 06 09          0        0  1079600
PINNACLE HLDGS INC             COM              72346N101    49777   921800 SH       DEFINED 13 15 20          0        0   921800
PINNACLE HLDGS INC             COM              72346N101    18732   346900 SH       DEFINED 32 34 35          0        0   346900
PINNACLE HLDGS INC             COM              72346N101    16696   309200 SH       DEFINED 03           309200        0        0
PINNACLE SYS INC               COM              723481107    67205  2989000 SH       DEFINED 02 15 20          0        0  2989000
PINNACLE SYS INC               COM              723481107    65278  2903290 SH       DEFINED 21 26 29          0        0  2903290
PINNACLE SYS INC               COM              723481107    15961   709900 SH       DEFINED 32 34             0        0   709900
PINNACLE SYS INC               COM              723481107     8701   387000 SH       DEFINED 03           387000        0        0
PINNACLE WEST CAP CORP         COM              723484101     3810   112500 SH       DEFINED 32                0        0   112500
PINNACLE WEST CAP CORP         COM              723484101     2209    65212 SH       DEFINED 03            65212        0        0
PIONEER GROUP INC              COM              723684106     1500    35400 SH       DEFINED 15                0        0    35400
PIONEER NAT RES CO             COM              723787107     5465   428700 SH       DEFINED 02 15 34          0        0   428700
PIONEER NAT RES CO             COM              723787107    10179   798400 SH       DEFINED 03           798400        0        0
PITNEY BOWES INC               COM              724479100   234500  5862510 SH       DEFINED 02 06 07          0        0  5862510
PITNEY BOWES INC               COM              724479100   289576  7239420 SH       DEFINED 09 10 15          0        0  7239420
PITNEY BOWES INC               COM              724479100   479048 11976220 SH       DEFINED 16 18 19          0        0 11976220
PITNEY BOWES INC               COM              724479100    76832  1920800 SH       DEFINED 21 22 27          0        0  1920800
PITNEY BOWES INC               COM              724479100    29620   740500 SH       DEFINED 28 29 30          0        0   740500
PITNEY BOWES INC               COM              724479100       40     1000 SH       DEFINED 34                0        0     1000
PITNEY BOWES INC               COM              724479100    80141  2003638 SH       DEFINED 37 03       1548618        0   455020
PITTSTON CO                    COM BRINKS GRP   725701106    51736  3779809 SH       DEFINED 07 12 15          0        0  3779809
PITTSTON CO                    COM BRINKS GRP   725701106     1616   118100 SH       DEFINED 03                0        0   118100
PIVOTAL CORP                   COM              72581R106    11750   500000 SH       DEFINED 02                0        0   500000
PIXAR                          COM              725811103       71     2000 SH       DEFINED 37             2000        0        0
PJ AMER INC                    COM              72585Q104     7204   738900 SH       DEFINED 26 32             0        0   738900
PLACER DOME INC                COM              725906101     7260   773390 SH       DEFINED 02 06 07          0        0   773390
PLACER DOME INC                COM              725906101    79623  8480782 SH       DEFINED 15 20 21          0        0  8480782
PLACER DOME INC                COM              725906101    41114  4379135 SH       DEFINED 22 28 32          0        0  4379135
PLACER DOME INC                COM              725906101     9858  1043767 SH       DEFINED 03          1043767        0        0
PLAINS RES INC                 COM PAR $0.10    726540503    11702   731400 SH       DEFINED 15 22             0        0   731400
PLANETRX COM INC               COM              727049108       15    10500 SH       DEFINED 15                0        0    10500
PLANTRONICS INC NEW            COM              727493108    30318   262500 SH       DEFINED 02 13 20          0        0   262500
PLANTRONICS INC NEW            COM              727493108     6537    56600 SH       DEFINED 32                0        0    56600
PLANTRONICS INC NEW            COM              727493108     1201    10400 SH       DEFINED 03            10400        0        0
PLAYBOY ENTERPRISES INC        CL A             728117201      293    25000 SH       DEFINED 12                0        0    25000
PLAYBOY ENTERPRISES INC        CL B             728117300    30666  2381900 SH       DEFINED 02 12 15          0        0  2381900
PLAYBOY ENTERPRISES INC        CL B             728117300     7180   557700 SH       DEFINED 28 34             0        0   557700
PLAYBOY ENTERPRISES INC        CL B             728117300     1050    81600 SH       DEFINED 03            81600        0        0
PLEXUS CORP                    COM              729132100    20927   185200 SH       DEFINED 02 09 15          0        0   185200
PLEXUS CORP                    COM              729132100     9864    87300 SH       DEFINED 28 30 34          0        0    87300
PLEXUS CORP                    COM              729132100     2870    25400 SH       DEFINED 03            25400        0        0
PLUG POWER INC                 COM              72919P103        8      140 SH       DEFINED 15 34             0        0      140
PLUM CREEK TIMBER CO INC       COM              729251108     5965   229450 SH       DEFINED 15 35             0        0   229450
PLUM CREEK TIMBER CO INC       COM              729251108    17131   658900 SH       DEFINED 03           658900        0        0
POGO PRODUCING CO              COM              730448107     3473   157000 SH       DEFINED 02 15 26          0        0   157000
POGO PRODUCING CO              COM              730448107      663    30000 SH       DEFINED 34                0        0    30000
POHANG IRON & STL LTD          SPONSORED ADR    730450103      840    35000 SH       DEFINED 02                0        0    35000
POLAROID CORP                  COM              731095105    12737   705200 SH       DEFINED 12                0        0   705200
POLAROID CORP                  COM              731095105     3173   175716 SH       DEFINED 37 03         34416        0   141300
POLO RALPH LAUREN CORP         CL A             731572103    33611  2358700 SH       DEFINED 07 10             0        0  2358700
POLYCOM INC                    COM              73172K104    20333   216100 SH       DEFINED 02 04 06          0        0   216100
POLYCOM INC                    COM              73172K104   102449  1088800 SH       DEFINED 09 11 13          0        0  1088800
POLYCOM INC                    COM              73172K104    99020  1052360 SH       DEFINED 15 16 20          0        0  1052360
POLYCOM INC                    COM              73172K104    52358   556450 SH       DEFINED 28 30 32          0        0   556450
POLYCOM INC                    COM              73172K104     8468    90000 SH       DEFINED 34                0        0    90000
POLYCOM INC                    COM              73172K104    43894   466500 SH       DEFINED 03           450670        0    15830
POLYMEDICA CORP                COM              731738100     6920   160000 SH       DEFINED 12                0        0   160000
POLYMER GROUP INC              COM              731745105    15981  1727740 SH       DEFINED 12 15 22          0        0  1727740
POLYMER GROUP INC              COM              731745105    24817  2683000 SH       DEFINED 28 34             0        0  2683000
POLYMER GROUP INC              COM              731745105      814    88100 SH       DEFINED 03            88100        0        0
POMEROY COMPUTER RES           COM              731822102    17402  1179800 SH       DEFINED 07                0        0  1179800
POPE & TALBOT INC              COM              732827100     4652   290800 SH       DEFINED 02 15             0        0   290800
POPULAR INC                    COM              733174106     2384   125100 SH       DEFINED 15                0        0   125100
PORT FINL CORP                 COM              734119100     2275   164000 SH       DEFINED 07                0        0   164000
PORTAL SOFTWARE INC            COM              736126103   105828  1656800 SH       DEFINED 13 15 16          0        0  1656800
PORTAL SOFTWARE INC            COM              736126103      849    13300 SH       DEFINED 03            13300        0        0
PORTUGAL FD INC                COM              737265108     2052   165000 SH       DEFINED 19 21             0        0   165000
POST PPTYS INC                 COM              737464107     1007    22900 SH       DEFINED 15 35             0        0    22900
POST PPTYS INC                 COM              737464107      704    16000 SH       DEFINED 03            16000        0        0
POTASH CORP SASK INC           COM              73755L107     1183    21640 SH       DEFINED 02 15 34          0        0    21640
POTLATCH CORP                  COM              737628107      192     5800 SH       DEFINED 15                0        0     5800
POTLATCH CORP                  COM              737628107      735    22210 SH       DEFINED 03            22210        0        0
POTOMAC ELEC PWR CO            COM              737679100      363    14545 SH       DEFINED 31                0        0    14545
POWELL INDS INC                COM              739128106     6576   674500 SH       DEFINED 07                0        0   674500
POWER-ONE INC                  COM              739308104    29583   259650 SH       DEFINED 02 04 06          0        0   259650
POWER-ONE INC                  COM              739308104    30478   267500 SH       DEFINED 09 12 13          0        0   267500
POWER-ONE INC                  COM              739308104   137608  1207750 SH       DEFINED 15 20 28          0        0  1207750
POWER-ONE INC                  COM              739308104     9821    86200 SH       DEFINED 30 32 34          0        0    86200
POWER-ONE INC                  COM              739308104     9747    85550 SH       DEFINED 03            76550        0     9000
POWERTEL INC                   COM              73936C109    13087   184500 SH       DEFINED 02 05 26          0        0   184500
POWERTEL INC                   COM              73936C109      943    13300 SH       DEFINED 28                0        0    13300
POWERTEL INC                   COM              73936C109     2348    33100 SH       DEFINED 03            14500        0    18600
POWERWAVE TECHNOLOGIES INC     COM              739363109    62717  1425400 SH       DEFINED 09 12 13          0        0  1425400
POWERWAVE TECHNOLOGIES INC     COM              739363109     7101   161400 SH       DEFINED 15 26 28          0        0   161400
POWERWAVE TECHNOLOGIES INC     COM              739363109      294     6700 SH       DEFINED 30                0        0     6700
POWERWAVE TECHNOLOGIES INC     COM              739363109     4294    97600 SH       DEFINED 03            97600        0        0
PRAECIS PHARMACEUTICALS INC    COM              739421105    28309  1015600 SH       DEFINED 02 06 15          0        0  1015600
PRAECIS PHARMACEUTICALS INC    COM              739421105     2422    86900 SH       DEFINED 34                0        0    86900
PRAXAIR INC                    COM              74005P104   188153  5025800 SH       DEFINED 06 07 09          0        0  5025800
PRAXAIR INC                    COM              74005P104    32772   875390 SH       DEFINED 10 12 15          0        0   875390
PRAXAIR INC                    COM              74005P104    94203  2516300 SH       DEFINED 22 27 28          0        0  2516300
PRAXAIR INC                    COM              74005P104    10362   276800 SH       DEFINED 30 32 34          0        0   276800
PRAXAIR INC                    COM              74005P104    20836   556567 SH       DEFINED 37 03        313367        0   243200
PRE PAID LEGAL SVCS INC        COM              740065107     1045    35000 SH       DEFINED 07                0        0    35000
PRE PAID LEGAL SVCS INC        COM              740065107     3785   126700 SH       DEFINED 03           126700        0        0
PRECISION CASTPARTS CORP       COM              740189105     2117    46800 SH       DEFINED 02 15 23          0        0    46800
PRECISION DRILLING CORP        COM              74022D100    66839  1730810 SH       DEFINED 02 07 15          0        0  1730810
PRECISION DRILLING CORP        COM              74022D100     5138   133000 SH       DEFINED 19 21 34          0        0   133000
PRECISION DRILLING CORP        COM              74022D100      313     8110 SH       DEFINED 03             8110        0        0
PREMIER PKS INC                COM NEW          740540208    64148  2819700 SH       DEFINED 09 15 20          0        0  2819700
PREMIER PKS INC                COM NEW          740540208     8943   393100 SH       DEFINED 22 28 30          0        0   393100
PREMIER PKS INC                COM NEW          740540208    12601   553900 SH       DEFINED 32                0        0   553900
PREMIER PKS INC                COM NEW          740540208      225     9900 SH       DEFINED 03             9900        0        0
PRESIDENTIAL LIFE CORP         COM              740884101      693    50000 SH       DEFINED 26                0        0    50000
PRICE T ROWE & ASSOCIATES      COM              741477103     7203   169500 SH       DEFINED 02 15 23          0        0   169500
PRICE T ROWE & ASSOCIATES      COM              741477103     1105    26000 SH       DEFINED 34                0        0    26000
PRICE T ROWE & ASSOCIATES      COM              741477103     3933    92563 SH       DEFINED 37 03         92563        0        0
PRICELINE COM INC              COM              741503106    28887   760500 SH       DEFINED 02 05 06          0        0   760500
PRICELINE COM INC              COM              741503106    86642  2281000 SH       DEFINED 09 10 13          0        0  2281000
PRICELINE COM INC              COM              741503106    22591   594800 SH       DEFINED 15 16 28          0        0   594800
PRICELINE COM INC              COM              741503106     4426   116600 SH       DEFINED 30 34             0        0   116600
PRICELINE COM INC              COM              741503106    14327   377200 SH       DEFINED 03           107700        0   269500
PRIMEDIA INC                   COM              74157K101    35112  1543400 SH       DEFINED 15 20 32          0        0  1543400
PRIMEX TECHNOLOGIES INC        COM              741597108     5614   255200 SH       DEFINED 07 15 26          0        0   255200
PRIMEX TECHNOLOGIES INC        COM              741597108      422    19200 SH       DEFINED 03            19200        0        0
PRIMUS KNOWLEDGE SOLUTIONS INC COM              74163Q100      328     7300 SH       DEFINED 13                0        0     7300
PRIMUS KNOWLEDGE SOLUTIONS INC COM              74163Q100      477    10600 SH       DEFINED 03            10600        0        0
PRIMA ENERGY CORP              COM PAR $0.015   741901201     3038    56800 SH       DEFINED 26                0        0    56800
PRIMARK CORP                   COM              741903108      350     9400 SH       DEFINED 26                0        0     9400
PRIME HOSPITALITY CORP         COM              741917108     4307   456400 SH       DEFINED 02 15 27          0        0   456400
PRIME HOSPITALITY CORP         COM              741917108     6501   688900 SH       DEFINED 28 34 35          0        0   688900
PRIME HOSPITALITY CORP         COM              741917108    12703  1346100 SH       DEFINED 03          1346100        0        0
PRIDE INTL INC                 SB DB CV ZRO  18 741932AB3     4654 11000000 PRN      DEFINED 11                0        0        0
PRIDE INTL INC                 COM              741932107     5645   228100 SH       DEFINED 09 28 30          0        0   228100
PRIDE INTL INC                 COM              741932107    11154   450700 SH       DEFINED 03           450700        0        0
PRIORITY HEALTHCARE CORP       CL B             74264T102     2838    38200 SH       DEFINED 20 32             0        0    38200
PROCTER & GAMBLE CO            COM              742718109    67291  1175400 SH       DEFINED 02 04 05          0        0  1175400
PROCTER & GAMBLE CO            COM              742718109   101678  1776040 SH       DEFINED 06 07 08          0        0  1776040
PROCTER & GAMBLE CO            COM              742718109   364001  6358100 SH       DEFINED 09 10 11          0        0  6358100
PROCTER & GAMBLE CO            COM              742718109   214273  3742770 SH       DEFINED 12 13 15          0        0  3742770
PROCTER & GAMBLE CO            COM              742718109   341323  5961990 SH       DEFINED 16 18 19          0        0  5961990
PROCTER & GAMBLE CO            COM              742718109   156965  2741760 SH       DEFINED 21 22 23          0        0  2741760
PROCTER & GAMBLE CO            COM              742718109   178434  3116760 SH       DEFINED 26 28 29          0        0  3116760
PROCTER & GAMBLE CO            COM              742718109     9612   167905 SH       DEFINED 30 32 34          0        0   167905
PROCTER & GAMBLE CO            COM              742718109   165453  2891490 SH       DEFINED 37 03       2359388        0   532102
PROFESSIONALS GROUP INC        COM              742954100     7839   320815 SH       DEFINED 07                0        0   320815
PROFESSIONAL DETAILING INC     COM              74312N107     1141    33500 SH       DEFINED 02 32             0        0    33500
PROFESSIONAL STAFF PLC         SPONSORED ADR    74315R105     3744   832000 SH       DEFINED 19 21             0        0   832000
PROFIT RECOVERY GROUP INTL INC COM              743168106     7281   438000 SH       DEFINED 09 28 30          0        0   438000
PROGRESS SOFTWARE CORP         COM              743312100      896    50000 SH       DEFINED 07                0        0    50000
PROGRESS SOFTWARE CORP         COM              743312100    12247   682800 SH       DEFINED 03           682800        0        0
PROGRESSIVE CORP OHIO          COM              743315103     4194    56672 SH       DEFINED 37 03         56672        0        0
PROJECT SOFTWARE & DEV INC     COM              74339P101    21052  1169600 SH       DEFINED 07 12 28          0        0  1169600
PROJECT SOFTWARE & DEV INC     COM              74339P101     5643   313500 SH       DEFINED 03           313500        0        0
PROLOGIS TR                    SH BEN INT       743410102    36542  1714600 SH       DEFINED 09 12 15          0        0  1714600
PROLOGIS TR                    SH BEN INT       743410102     2909   136500 SH       DEFINED 34 35             0        0   136500
PROLOGIS TR                    SH BEN INT       743410102     6180   290000 SH       DEFINED 37 03        199900        0    90100
PROPHET 21 INC                 COM              743459109     1674   115500 SH       DEFINED 07                0        0   115500
PROSOFTTRAINING COM INC        COM              743477101    40158  2388600 SH       DEFINED 26 28             0        0  2388600
PROTECTIVE LIFE CORP           COM              743674103    74707  2805902 SH       DEFINED 02 07 09          0        0  2805902
PROTECTIVE LIFE CORP           COM              743674103    10910   409800 SH       DEFINED 15 22 28          0        0   409800
PROTECTIVE LIFE CORP           COM              743674103     1192    44780 SH       DEFINED 30 34             0        0    44780
PROTECTIVE LIFE CORP           COM              743674103    12954   487773 SH       DEFINED 37 03        469373        0    18400
PROTEIN DESIGN LABS INC        SB NT CV 144A 07 74369LAA1     4559  3640000 PRN      DEFINED 11                0        0        0
PROTEIN DESIGN LABS INC        COM              74369L103    22029   133550 SH       DEFINED 02 04 05          0        0   133550
PROTEIN DESIGN LABS INC        COM              74369L103   196112  1188900 SH       DEFINED 09 13 15          0        0  1188900
PROTEIN DESIGN LABS INC        COM              74369L103    58805   356500 SH       DEFINED 16 22 23          0        0   356500
PROTEIN DESIGN LABS INC        COM              74369L103    33015   200150 SH       DEFINED 26 28 30          0        0   200150
PROTEIN DESIGN LABS INC        COM              74369L103     5031    30500 SH       DEFINED 34                0        0    30500
PROTEIN DESIGN LABS INC        COM              74369L103    19927   120807 SH       DEFINED 03            79520        0    41287
PROVIDENT FINL GROUP INC       COM              743866105    10829   454768 SH       DEFINED 25 27             0        0   454768
PROVINCE HEALTHCARE CO         COM              743977100      166     4600 SH       DEFINED 15                0        0     4600
PROVIDIAN FINL CORP            COM              74406A102   244440  2716000 SH       DEFINED 02 09 10          0        0  2716000
PROVIDIAN FINL CORP            COM              74406A102    11961   132900 SH       DEFINED 15 28 30          0        0   132900
PROVIDIAN FINL CORP            COM              74406A102    10625   118057 SH       DEFINED 32 34             0        0   118057
PROVIDIAN FINL CORP            COM              74406A102    14111   156788 SH       DEFINED 37 03        156788        0        0
PROXICOM INC                   COM              744282104   119371  2493400 SH       DEFINED 02 13 15          0        0  2493400
PROXICOM INC                   COM              744282104    10538   220120 SH       DEFINED 19 26 34          0        0   220120
PROXICOM INC                   COM              744282104    17055   356250 SH       DEFINED 03           349250        0     7000
PROXIM INC                     COM              744284100    90318   912600 SH       DEFINED 13                0        0   912600
PSINET INC                     COM              74437C101    61342  2441500 SH       DEFINED 09 15 27          0        0  2441500
PSINET INC                     COM              74437C101     7326   291600 SH       DEFINED 34                0        0   291600
PSINET INC                     COM              74437C101      336    13400 SH       DEFINED 03            13400        0        0
PUBCO CORP                     COM NEW          744378605     2396   319500 SH       DEFINED 07                0        0   319500
PUBLIC SVC ENTERPRISE GROUP    COM              744573106    59520  1719000 SH       DEFINED 02 12 23          0        0  1719000
PUBLIC SVC ENTERPRISE GROUP    COM              744573106     6748   194900 SH       DEFINED 32                0        0   194900
PUBLIC SVC ENTERPRISE GROUP    COM              744573106    10959   316498 SH       DEFINED 37 03        168598        0   147900
PUBLIC STORAGE INC             COM              74460D109    90494  3861100 SH       DEFINED 09 10 12          0        0  3861100
PUBLIC STORAGE INC             COM              74460D109    66705  2846100 SH       DEFINED 15 16 22          0        0  2846100
PUBLIC STORAGE INC             COM              74460D109    13647   582300 SH       DEFINED 34 35             0        0   582300
PUBLIC STORAGE INC             COM              74460D109    35701  1523255 SH       DEFINED 03          1410255        0   113000
PUGET SOUND ENERGY INC         COM              745332106        2      100 SH       DEFINED 37              100        0        0
PULTE CORP                     COM              745867101    17974   831200 SH       DEFINED 07 10 28          0        0   831200
PULTE CORP                     COM              745867101     4949   228860 SH       DEFINED 03           228860        0        0
PUMA TECHNOLOGY INC            COM              745887109    55420  2066976 SH       DEFINED 02 09 13          0        0  2066976
PUMA TECHNOLOGY INC            COM              745887109     8900   331960 SH       DEFINED 15 28 30          0        0   331960
PUMA TECHNOLOGY INC            COM              745887109     2413    90000 SH       DEFINED 34                0        0    90000
PUMA TECHNOLOGY INC            COM              745887109    10502   391700 SH       DEFINED 03           391700        0        0
PURCHASEPRO COM                COM              746144104     2013    49100 SH       DEFINED 26                0        0    49100
PURE RES INC                   COM              74622E102     2516   140785 SH       DEFINED 02 12 15          0        0   140785
PURE RES INC                   COM              74622E102     1607    89932 SH       DEFINED 26 34             0        0    89932
QLT INC                        COM              746927102   503149  6477800 SH       DEFINED 02 09 13          0        0  6477800
QLT INC                        COM              746927102   235025  3025700 SH       DEFINED 15 16 21          0        0  3025700
QLT INC                        COM              746927102    18338   236090 SH       DEFINED 28 30 34          0        0   236090
QLT INC                        COM              746927102     2334    30200 SH       DEFINED 03            30200        0        0
QRS CORP                       COM              74726X105     3684   150000 SH       DEFINED 28                0        0   150000
QLOGIC CORP                    COM              747277101    28215   427100 SH       DEFINED 02 09 10          0        0   427100
QLOGIC CORP                    COM              747277101   212859  3222100 SH       DEFINED 12 13 15          0        0  3222100
QLOGIC CORP                    COM              747277101     7620   115352 SH       DEFINED 28 30 34          0        0   115352
QLOGIC CORP                    COM              747277101   227407  3442300 SH       DEFINED 37 03       3436100        0     6200
QUAKER CITY BANCORP INC        COM              74731K106     1135    73825 SH       DEFINED 15                0        0    73825
QUAKER FABRIC CORP NEW         COM              747399103      480    95000 SH       DEFINED 28                0        0    95000
QUAKER OATS CO                 COM              747402105   119891  1595900 SH       DEFINED 02 04 05          0        0  1595900
QUAKER OATS CO                 COM              747402105    48951   651600 SH       DEFINED 06 07 09          0        0   651600
QUAKER OATS CO                 COM              747402105   212107  2823400 SH       DEFINED 11 12 13          0        0  2823400
QUAKER OATS CO                 COM              747402105   421308  5608100 SH       DEFINED 15 16 19          0        0  5608100
QUAKER OATS CO                 COM              747402105   307201  4089200 SH       DEFINED 20 21 23          0        0  4089200
QUAKER OATS CO                 COM              747402105    22270   296440 SH       DEFINED 26 28 29          0        0   296440
QUAKER OATS CO                 COM              747402105    86769  1155000 SH       DEFINED 30 32 34          0        0  1155000
QUAKER OATS CO                 COM              747402105   115519  1537676 SH       DEFINED 37 03       1091076        0   446600
QUALCOMM INC                   COM              747525103    25098   418300 SH       DEFINED 02 04 05          0        0   418300
QUALCOMM INC                   COM              747525103   198606  3310100 SH       DEFINED 06 07 10          0        0  3310100
QUALCOMM INC                   COM              747525103    62886  1048100 SH       DEFINED 12 13 15          0        0  1048100
QUALCOMM INC                   COM              747525103    86076  1434600 SH       DEFINED 16 26 28          0        0  1434600
QUALCOMM INC                   COM              747525103    40122   668700 SH       DEFINED 30 32 34          0        0   668700
QUALCOMM INC                   COM              747525103    60947  1015664 SH       DEFINED 37 03        932264        0    83400
QUANTA SVCS INC                COM              74762E102    15664   284800 SH       DEFINED 09 26 28          0        0   284800
QUANTA SVCS INC                COM              74762E102      544     9900 SH       DEFINED 30                0        0     9900
QUANTUM CORP                   SUB NT CONV 7%04 747906AC9    18780 23810000 PRN      DEFINED 09 22             0        0        0
QUANTUM CORP                   SUB NT CONV 7%04 747906AC9      425   540000 PRN      DEFINED 03                0        0        0
QUANTUM CORP                   COM DSSG         747906204     8379   865010 SH       DEFINED 07 15             0        0   865010
QUANTUM CORP                   COM DSSG         747906204        6      700 SH       DEFINED 37              700        0        0
QUANTUM CORP                   COM HDDG         747906303      553    50000 SH       DEFINED 12                0        0    50000
QUANTUM CORP                   COM HDDG         747906303        4      462 SH       DEFINED 37              462        0        0
QUEBECOR WORLD INC             COM NON-VTG      748203106      992    41350 SH       DEFINED 02 07 21          0        0    41350
QUEBECOR WORLD INC             COM NON-VTG      748203106      165     6900 SH       DEFINED 03             6900        0        0
QUEST DIAGNOSTICS INC          COM              74834L100   128442  1718300 SH       DEFINED 02 07 09          0        0  1718300
QUEST DIAGNOSTICS INC          COM              74834L100    38907   520500 SH       DEFINED 12 13 15          0        0   520500
QUEST DIAGNOSTICS INC          COM              74834L100    13910   186100 SH       DEFINED 26 28 30          0        0   186100
QUEST DIAGNOSTICS INC          COM              74834L100     1053    14100 SH       DEFINED 32                0        0    14100
QUEST DIAGNOSTICS INC          COM              74834L100    12490   167100 SH       DEFINED 03           157800        0     9300
QUEST SOFTWARE INC             COM              74834T103    62629  1131000 SH       DEFINED 13 15             0        0  1131000
QUEST SOFTWARE INC             COM              74834T103      265     4800 SH       DEFINED 03             4800        0        0
QUEST ED CORP                  COM              74835F102    14865   823000 SH       DEFINED 07 28             0        0   823000
QUESTAR CORP                   COM              748356102     1528    78900 SH       DEFINED 12 15 28          0        0    78900
QUESTAR CORP                   COM              748356102      680    35100 SH       DEFINED 03            35100        0        0
QUICKSILVER RESOURCES INC      COM              74837R104     2622   368000 SH       DEFINED 03           368000        0        0
QUILMES INDL QUINSA SOCIETE    SP ADR NV PFD    74838Y108      552    49700 SH       DEFINED 02 07 19          0        0    49700
QUILMES INDL QUINSA SOCIETE    SP ADR NV PFD    74838Y108     7486   672900 SH       DEFINED 21                0        0   672900
QUINTILES TRANSNATIONAL CORP   COM              748767100      385    27300 SH       DEFINED 15                0        0    27300
QUINTILES TRANSNATIONAL CORP   COM              748767100     1249    88453 SH       DEFINED 03            88453        0        0
QUIPP INC                      COM              748802105     1007    53000 SH       DEFINED 07                0        0    53000
QUIXOTE CORP                   COM              749056107    15120  1008000 SH       DEFINED 07 28             0        0  1008000
QUIXOTE CORP                   COM              749056107     2706   180400 SH       DEFINED 03           180400        0        0
QUORUM HEALTH GROUP INC        COM              749084109    22419  2174000 SH       DEFINED 07 15             0        0  2174000
R & B FALCON CORP              COM              74912E101    15836   672100 SH       DEFINED 02 04 09          0        0   672100
R & B FALCON CORP              COM              74912E101    46418  1970000 SH       DEFINED 12 13 15          0        0  1970000
R & B FALCON CORP              COM              74912E101     4901   208000 SH       DEFINED 28 30 34          0        0   208000
R & B FALCON CORP              COM              74912E101    66498  2822200 SH       DEFINED 37 03       2822200        0        0
QWEST COMMUNICATIONS INTL INC  COM              749121109    51809  1042700 SH       DEFINED 02 04 06          0        0  1042700
QWEST COMMUNICATIONS INTL INC  COM              749121109   267599  5385650 SH       DEFINED 07 09 10          0        0  5385650
QWEST COMMUNICATIONS INTL INC  COM              749121109   759038 15276246 SH       DEFINED 13 15 16          0        0 15276246
QWEST COMMUNICATIONS INTL INC  COM              749121109   191303  3850126 SH       DEFINED 19 20 23          0        0  3850126
QWEST COMMUNICATIONS INTL INC  COM              749121109    23700   477000 SH       DEFINED 27 28 30          0        0   477000
QWEST COMMUNICATIONS INTL INC  COM              749121109    58997  1187366 SH       DEFINED 32 34             0        0  1187366
QWEST COMMUNICATIONS INTL INC  COM              749121109    34151   687525 SH       DEFINED 37 03        589325        0    98200
RCM TECHNOLOGIES INC           COM NEW          749360400     4773   647200 SH       DEFINED 07                0        0   647200
RCN CORP                       COM              749361101    36002  1418800 SH       DEFINED 13                0        0  1418800
RFS HOTEL INVS INC             COM              74955J108      846    72000 SH       DEFINED 26                0        0    72000
R H DONNELLEY CORP             COM NEW          74955W307    26458  1365600 SH       DEFINED 07                0        0  1365600
R H DONNELLEY CORP             COM NEW          74955W307    14213   733600 SH       DEFINED 03           733600        0        0
R O C TAIWAN FD                SH BEN INT       749651105      903   104000 SH       DEFINED 19 21             0        0   104000
RPC INC                        COM              749660106    29414  2784800 SH       DEFINED 07                0        0  2784800
RSA SEC INC                    COM              749719100    31162   450000 SH       DEFINED 20 32             0        0   450000
RWD TECHNOLOGIES INC           COM              74975B101      447    77000 SH       DEFINED 07                0        0    77000
RF MICRODEVICES INC            COM              749941100    21906   250000 SH       DEFINED 02 15 34          0        0   250000
RF MICRODEVICES INC            COM              749941100      907    10400 SH       DEFINED 37 03          8000        0     2400
RADIAN GROUP INC               COM              750236101    23152   447400 SH       DEFINED 02 07 15          0        0   447400
RADIAN GROUP INC               COM              750236101     6054   117000 SH       DEFINED 23 26             0        0   117000
RADIAN GROUP INC               COM              750236101      915    17700 SH       DEFINED 03            17700        0        0
RADIO ONE INC                  CL A             75040P108    30094  1018000 SH       DEFINED 09 12 28          0        0  1018000
RADIO ONE INC                  CL A             75040P108      179     6070 SH       DEFINED 30                0        0     6070
RADIO ONE INC                  CL D NON VTG     75040P405    44919  2036000 SH       DEFINED 09 12 28          0        0  2036000
RADIO ONE INC                  CL D NON VTG     75040P405      334    15140 SH       DEFINED 30                0        0    15140
RADIO UNICA COMMUNICATIONS CP  COM              75040Q106     2242   320300 SH       DEFINED 28                0        0   320300
RADIOSHACK CORP                COM              750438103    45252   955200 SH       DEFINED 10 12 15          0        0   955200
RADIOSHACK CORP                COM              750438103     7264   153352 SH       DEFINED 37 03        148752        0     4600
RAINBOW RENTALS INC            COM              750857104     2234   198600 SH       DEFINED 07                0        0   198600
RAINBOW TECHNOLOGIES INC       COM              750862104      209     4300 SH       DEFINED 02                0        0     4300
RAMBUS INC DEL                 COM              750917106    25966   252100 SH       DEFINED 02 09 12          0        0   252100
RAMBUS INC DEL                 COM              750917106    58895   571800 SH       DEFINED 15 28 30          0        0   571800
RAMBUS INC DEL                 COM              750917106     7931    77000 SH       DEFINED 34                0        0    77000
RAMBUS INC DEL                 COM              750917106    14984   145500 SH       DEFINED 37 03        145500        0        0
RALSTON PURINA CO              COM RAL-PUR GP   751277302     1315    66000 SH       DEFINED 15                0        0    66000
RALSTON PURINA CO              COM RAL-PUR GP   751277302     4858   243674 SH       DEFINED 37 03        243674        0        0
RATIONAL SOFTWARE CORP         SUB NT CV 144A07 75409PAA1     7303  5000000 PRN      DEFINED 11                0        0        0
RATIONAL SOFTWARE CORP         COM NEW          75409P202    30279   325800 SH       DEFINED 02 04 09          0        0   325800
RATIONAL SOFTWARE CORP         COM NEW          75409P202   247687  2665100 SH       DEFINED 12 15 16          0        0  2665100
RATIONAL SOFTWARE CORP         COM NEW          75409P202   184034  1980200 SH       DEFINED 20 28 30          0        0  1980200
RATIONAL SOFTWARE CORP         COM NEW          75409P202    42156   453600 SH       DEFINED 32 34             0        0   453600
RATIONAL SOFTWARE CORP         COM NEW          75409P202    29493   317351 SH       DEFINED 03           217351        0   100000
RAYMOND JAMES FINANCIAL INC    COM              754730109      257    11425 SH       DEFINED 15                0        0    11425
RAYONIER INC                   COM              754907103      175     4900 SH       DEFINED 15                0        0     4900
RAYONIER INC                   COM              754907103        3      100 SH       DEFINED 37              100        0        0
RAYOVAC CORP                   COM              755081106    80011  3575950 SH       DEFINED 20 28 32          0        0  3575950
RAYTECH CORP DEL               COM              755103108     1050   323300 SH       DEFINED 07                0        0   323300
RAYTHEON CO                    CL A             755111309      570    29365 SH       DEFINED 08 15             0        0    29365
RAYTHEON CO                    CL A             755111309     1028    52900 SH       DEFINED 03            52900        0        0
RAYTHEON CO                    CL B             755111408    15644   812707 SH       DEFINED 08 10             0        0   812707
RAYTHEON CO                    CL B             755111408     5034   261447 SH       DEFINED 37 03        261447        0        0
RAZORFISH INC                  CL A             755236106    34662  2158000 SH       DEFINED 02 13 15          0        0  2158000
RAZORFISH INC                  CL A             755236106    16811  1046600 SH       DEFINED 21 22 28          0        0  1046600
RAZORFISH INC                  CL A             755236106     4577   285000 SH       DEFINED 34                0        0   285000
RAZORFISH INC                  CL A             755236106     3092   192524 SH       DEFINED 03           192524        0        0
READERS DIGEST ASSN INC        CL A NON VTG     755267101    98659  2482000 SH       DEFINED 02 07 09          0        0  2482000
READERS DIGEST ASSN INC        CL A NON VTG     755267101   125055  3146060 SH       DEFINED 12 15 20          0        0  3146060
READERS DIGEST ASSN INC        CL A NON VTG     755267101    41057  1032900 SH       DEFINED 22 26 28          0        0  1032900
READERS DIGEST ASSN INC        CL A NON VTG     755267101    26103   656700 SH       DEFINED 30 32 34          0        0   656700
READERS DIGEST ASSN INC        CL A NON VTG     755267101    19617   493511 SH       DEFINED 37 03        306411        0   187100
REALNETWORKS INC               COM              75605L104   122902  2430700 SH       DEFINED 13 15 28          0        0  2430700
REALNETWORKS INC               COM              75605L104     2270    44900 SH       DEFINED 03            44900        0        0
RECKSON ASSOCS RLTY CORP       COM              75621K106    42092  1772300 SH       DEFINED 09 12 15          0        0  1772300
RECKSON ASSOCS RLTY CORP       COM              75621K106    12908   543500 SH       DEFINED 26 28 35          0        0   543500
RECKSON ASSOCS RLTY CORP       COM              75621K106    36537  1538400 SH       DEFINED 03          1455500        0    82900
RECKSON ASSOCS RLTY CORP       PFD CV SER A%    75621K205     1109    50000 SH       DEFINED 33                0        0    50000
RECKSON ASSOCS RLTY CORP       PFD CV SER A%    75621K205      874    39400 SH       DEFINED 03            39400        0        0
REDBACK NETWORKS INC           SB NT CV 144A 07 757209AA9    15943 13970000 PRN      DEFINED 11                0        0        0
REDBACK NETWORKS INC           COM              757209101    36613   204400 SH       DEFINED 02 07 09          0        0   204400
REDBACK NETWORKS INC           COM              757209101  1178373  6578500 SH       DEFINED 10 11 13          0        0  6578500
REDBACK NETWORKS INC           COM              757209101   630272  3518620 SH       DEFINED 15 16 19          0        0  3518620
REDBACK NETWORKS INC           COM              757209101    89530   499820 SH       DEFINED 23 28 30          0        0   499820
REDBACK NETWORKS INC           COM              757209101    28086   156800 SH       DEFINED 34                0        0   156800
REDBACK NETWORKS INC           COM              757209101   112338   627150 SH       DEFINED 03           576850        0    50300
REDIFF COM INDIA LTD           SPONSORED ADR    757479100       99     7100 SH       DEFINED 13                0        0     7100
REDIFF COM INDIA LTD           SPONSORED ADR    757479100      109     7800 SH       DEFINED 03             7800        0        0
REDWOOD TR INC                 COM              758075402    13398   957051 SH       DEFINED 07 33             0        0   957051
REEBOK INTL LTD                COM              758110100      689    43276 SH       DEFINED 03            43276        0        0
REGENERON PHARMACEUTICALS      COM              75886F107     2510    84200 SH       DEFINED 12 15 28          0        0    84200
REGIS CORP MINN                COM              758932107    27342  2187400 SH       DEFINED 12 03             0        0  2187400
REGIONS FINL CORP              COM              758940100     3345   168324 SH       DEFINED 03           168324        0        0
REGISTER COM INC               COM              75914G101    14841   485600 SH       DEFINED 02 22 28          0        0   485600
REHABCARE GROUP INC            COM              759148109    40539  1487700 SH       DEFINED 07 15 26          0        0  1487700
REINSURANCE GROUP AMER INC     COM              759351109      534    17750 SH       DEFINED 02 15 34          0        0    17750
REINSURANCE GROUP AMER INC     COM              759351109      870    28900 SH       DEFINED 03            28900        0        0
RELIANT ENERGY INC             COM              75952J108    16194   547800 SH       DEFINED 02 12 23          0        0   547800
RELIANT ENERGY INC             COM              75952J108     8228   278362 SH       DEFINED 37 03        232462        0    45900
RELIASTAR FINL CORP            COM              75952U103    29094   554840 SH       DEFINED 02 09 15          0        0   554840
RELIASTAR FINL CORP            COM              75952U103    11196   213515 SH       DEFINED 28 30 34          0        0   213515
RELIASTAR FINL CORP            COM              75952U103     2093    39920 SH       DEFINED 37 03         39920        0        0
REMEC INC                      COM              759543101    27541   986550 SH       DEFINED 13 15             0        0   986550
REMEDY CORP                    COM              759548100     3127    56100 SH       DEFINED 26 32             0        0    56100
REMEDYTEMP INC                 CL A             759549108     6546   534400 SH       DEFINED 07                0        0   534400
REMINGTON OIL & GAS CORP       COM              759594302     1314   175300 SH       DEFINED 15 26             0        0   175300
RELIABILITY INC                COM              759903107     2525   603000 SH       DEFINED 07                0        0   603000
RENAL CARE GROUP INC           COM              759930100     3343   136750 SH       DEFINED 02 07 15          0        0   136750
RENAL CARE GROUP INC           COM              759930100    12879   526700 SH       DEFINED 03           526700        0        0
RENT A CTR INC NEW             COM              76009N100     1800    80000 SH       DEFINED 26                0        0    80000
REPSOL S A                     SPONSORED ADR    76026T205    41221  2080600 SH       DEFINED 19 21             0        0  2080600
REPSOL S A                     SPONSORED ADR    76026T205        2      150 SH       DEFINED 37              150        0        0
REPUBLIC SVCS INC              COM              760759100    34881  2180100 SH       DEFINED 02 06 09          0        0  2180100
REPUBLIC SVCS INC              COM              760759100   163073 10192090 SH       DEFINED 10 12 15          0        0 10192090
REPUBLIC SVCS INC              COM              760759100     7995   499700 SH       DEFINED 21 22 29          0        0   499700
REPUBLIC SVCS INC              COM              760759100       73     4600 SH       DEFINED 34                0        0     4600
REPUBLIC SVCS INC              COM              760759100    36536  2283500 SH       DEFINED 03           972500        0  1311000
RES-CARE INC                   COM              760943100     7880  1466200 SH       DEFINED 07                0        0  1466200
RES-CARE INC                   COM              760943100      829   154300 SH       DEFINED 03           154300        0        0
RESEARCH IN MOTION LTD         COM              760975102   319776  7098300 SH       DEFINED 02 13 21          0        0  7098300
RESTORATION HARDWARE INC DEL   COM              760981100        0      100 SH       DEFINED 21                0        0      100
RESTORATION HARDWARE INC DEL   COM              760981100      210    38300 SH       DEFINED 03            38300        0        0
RESMED INC                     COM              761152107     6567   245500 SH       DEFINED 02 12 15          0        0   245500
RESMED INC                     COM              761152107     4555   170300 SH       DEFINED 28 34             0        0   170300
RESMED INC                     COM              761152107     4338   162200 SH       DEFINED 03           162200        0        0
RESORTQUEST INTL INC           COM              761183102      984   192100 SH       DEFINED 32                0        0   192100
RESPIRONICS INC                COM              761230101    33667  1870400 SH       DEFINED 07 15             0        0  1870400
REUTERS GROUP PLC              SPONSORED ADR    76132M102      949     9500 SH       DEFINED 21                0        0     9500
REX STORES CORP                COM              761624105    23296   999300 SH       DEFINED 07 15 26          0        0   999300
REX STORES CORP                COM              761624105     4708   201970 SH       DEFINED 03           201970        0        0
REXHALL INDS INC               COM              761684109       40     8000 SH       DEFINED 26                0        0     8000
REYNOLDS & REYNOLDS CO         CL A             761695105    94007  5151100 SH       DEFINED 07 20 32          0        0  5151100
REYNOLDS & REYNOLDS CO         CL A             761695105       13      700 SH       DEFINED 37              700        0        0
REYNOLDS R J TOB HLDGS INC     COM              76182K105   323815 11590700 SH       DEFINED 02 07 11          0        0 11590700
REYNOLDS R J TOB HLDGS INC     COM              76182K105    21497   769500 SH       DEFINED 15 28 34          0        0   769500
REYNOLDS R J TOB HLDGS INC     COM              76182K105     1151    41233 SH       DEFINED 03            41233        0        0
RHYTHMS NETCONNECTIONS INC     COM              762430205     6859   546000 SH       DEFINED 02 23 03          0        0   546000
RIBOZYME PHARMACEUTICALS INC   COM              762567105     1881    72900 SH       DEFINED 26                0        0    72900
RICHARDSON ELECTRS LTD         SB DB CV 7.25%06 763165AB3      383   404000 PRN      DEFINED 28                0        0        0
RICHARDSON ELECTRS LTD         SRSBDBCV 8.25%06 763165AC1     1968  1978000 PRN      DEFINED 28                0        0        0
RICHARDSON ELECTRS LTD         COM              763165107     3983   248000 SH       DEFINED 26 28             0        0   248000
RICHMOND CNTY FINL CORP        COM              764556106     2352   123000 SH       DEFINED 15 26             0        0   123000
RICHMOND CNTY FINL CORP        COM              764556106    13112   685600 SH       DEFINED 03           685600        0        0
RICHMONT MINES INC             COM              76547T106     1146  1016300 SH       DEFINED 07 15             0        0  1016300
RIGHTCHOICE MANAGED CARE INC   CL A             76657K101      204    13000 SH       DEFINED 07                0        0    13000
RIGGS NATL CORP WASH DC        COM              766570105      353    28000 SH       DEFINED 26                0        0    28000
RIGHT MGMT CONSULTANTS INC     COM              766573109     7098   676000 SH       DEFINED 07 26             0        0   676000
RIGHT MGMT CONSULTANTS INC     COM              766573109      362    34500 SH       DEFINED 03            34500        0        0
RITCHIE BROS AUCTIONEERS       COM              767744105     2798   116900 SH       DEFINED 15 26             0        0   116900
RITCHIE BROS AUCTIONEERS       COM              767744105      548    22900 SH       DEFINED 03            22900        0        0
RITE AID CORP                  COM              767754104    15996  2437600 SH       DEFINED 20 27 32          0        0  2437600
RITE AID CORP                  COM              767754104     8435  1285402 SH       DEFINED 03          1070502        0   214900
RIVERDEEP GROUP PLC            ADR              76870Q109     3526   182000 SH       DEFINED 02 21             0        0   182000
RIVIANA FOODS INC              COM              769536103    15066   864000 SH       DEFINED 07                0        0   864000
ROANOKE ELEC STL CORP          COM              769841107     3062   245000 SH       DEFINED 07                0        0   245000
ROBBINS & MYERS INC            COM              770196103     2333   102300 SH       DEFINED 03           102300        0        0
ROBERT HALF INTL INC           COM              770323103    13389   469800 SH       DEFINED 02 05 09          0        0   469800
ROBERT HALF INTL INC           COM              770323103    37440  1313700 SH       DEFINED 15 16 20          0        0  1313700
ROBERT HALF INTL INC           COM              770323103      812    28500 SH       DEFINED 21 23 26          0        0    28500
ROBERT HALF INTL INC           COM              770323103     9554   335240 SH       DEFINED 28 30 32          0        0   335240
ROBERT HALF INTL INC           COM              770323103       28     1000 SH       DEFINED 34                0        0     1000
ROBERT HALF INTL INC           COM              770323103      712    25000 SH       DEFINED 03            23200        0     1800
ROBOTIC VISION SYS INC         COM              771074101     2014   111900 SH       DEFINED 12 26 28          0        0   111900
ROCK OF AGES CORP              CL A             772632105      927   187800 SH       DEFINED 28                0        0   187800
ROCK-TENN CO                   CL A             772739207       26     3100 SH       DEFINED 15                0        0     3100
ROCKWELL INTL CORP NEW         COM              773903109    62909  1997130 SH       DEFINED 07 09 15          0        0  1997130
ROCKWELL INTL CORP NEW         COM              773903109    18698   593600 SH       DEFINED 22 34             0        0   593600
ROCKWELL INTL CORP NEW         COM              773903109     6568   208537 SH       DEFINED 37 03        166737        0    41800
ROFIN SINAR TECHNOLOGIES INC   COM              775043102     2812   225000 SH       DEFINED 07                0        0   225000
ROGERS CANTEL MOBILE COMMN     CL B RSTRG VTG   775102205      588    17700 SH       DEFINED 02 19             0        0    17700
ROGERS COMMUNICATIONS INC      CL B             775109200   108208  3821210 SH       DEFINED 02 07 15          0        0  3821210
ROGERS COMMUNICATIONS INC      CL B             775109200     7029   248100 SH       DEFINED 19 21 34          0        0   248100
ROGERS COMMUNICATIONS INC      CL B             775109200      173     6140 SH       DEFINED 03             6140        0        0
ROHM & HAAS CO                 COM              775371107    28000   811600 SH       DEFINED 07 09 11          0        0   811600
ROHM & HAAS CO                 COM              775371107     5322   154273 SH       DEFINED 15 22 34          0        0   154273
ROHM & HAAS CO                 COM              775371107     7822   226736 SH       DEFINED 03           207636        0    19100
ROHN INDS INC                  COM              775381106     1687   400000 SH       DEFINED 07                0        0   400000
ROPER INDS INC NEW             COM              776696106    15636   610200 SH       DEFINED 07 15 20          0        0   610200
ROPER INDS INC NEW             COM              776696106     3041   118700 SH       DEFINED 32                0        0   118700
ROPER INDS INC NEW             COM              776696106     2808   109600 SH       DEFINED 03           109600        0        0
ROSLYN BANCORP INC             COM              778162107     2431   146415 SH       DEFINED 15                0        0   146415
ROSLYN BANCORP INC             COM              778162107      289    16207 SH       DEFINED 37            16207        0        0
ROSS STORES INC                COM              778296103    51187  3000000 SH       DEFINED 02 07             0        0  3000000
ROUSE CO                       COM              779273101       76     3100 SH       DEFINED 15                0        0     3100
ROUSE CO                       COM              779273101     6630   267900 SH       DEFINED 03           267900        0        0
ROWAN COS INC                  COM              779382100    12429   409200 SH       DEFINED 02 09 12          0        0   409200
ROWAN COS INC                  COM              779382100    32680  1075900 SH       DEFINED 15 23 26          0        0  1075900
ROWAN COS INC                  COM              779382100    15214   500900 SH       DEFINED 28 30 34          0        0   500900
ROWAN COS INC                  COM              779382100     2902    95541 SH       DEFINED 37 03         95541        0        0
ROYAL BK CDA MONTREAL QUE      COM              780087102    16245   317650 SH       DEFINED 02 07 15          0        0   317650
ROYAL BK CDA MONTREAL QUE      COM              780087102    21479   419800 SH       DEFINED 19 21 34          0        0   419800
ROYAL BK CDA MONTREAL QUE      COM              780087102      961    18800 SH       DEFINED 03            18800        0        0
ROYAL BK SCOTLAND GROUP PLC    SP ADR PREF D    780097606       46     2000 SH       DEFINED 37             2000        0        0
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804   182465  2963900 SH       DEFINED 02 05 06          0        0  2963900
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804   373856  6072800 SH       DEFINED 07 08 09          0        0  6072800
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804   562545  9137800 SH       DEFINED 10 12 15          0        0  9137800
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804   454257  7378800 SH       DEFINED 16 20 21          0        0  7378800
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804   134797  2189600 SH       DEFINED 22 23 27          0        0  2189600
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804   257004  4174700 SH       DEFINED 28 30 32          0        0  4174700
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804    24341   395400 SH       DEFINED 34                0        0   395400
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804   191648  3113066 SH       DEFINED 37 03       2825366        0   287700
RUBY TUESDAY INC               COM              781182100     4527   360400 SH       DEFINED 26                0        0   360400
RUBY TUESDAY INC               COM              781182100     6432   511900 SH       DEFINED 37 03        511900        0        0
RUDDICK CORP                   COM              781258108       96     8200 SH       DEFINED 15                0        0     8200
RUDDICK CORP                   COM              781258108     4335   367000 SH       DEFINED 03           367000        0        0
RUDOLPH TECHNOLOGIES INC       COM              781270103     1984    51200 SH       DEFINED 26                0        0    51200
RUSSELL CORP                   COM              782352108      507    25379 SH       DEFINED 03            25379        0        0
RYANAIR HLDGS PLC              SPONSORED ADR    783513104    43300  1186320 SH       DEFINED 11 13 15          0        0  1186320
RYANAIR HLDGS PLC              SPONSORED ADR    783513104    68280  1870700 SH       DEFINED 19 20 21          0        0  1870700
RYANAIR HLDGS PLC              SPONSORED ADR    783513104    13045   357400 SH       DEFINED 28 32 34          0        0   357400
RYANS FAMILY STEAK HOUSE INC   COM              783519101     1801   213500 SH       DEFINED 26 32             0        0   213500
RYDER SYS INC                  COM              783549108      366    19330 SH       DEFINED 12 15 28          0        0    19330
RYDER SYS INC                  COM              783549108        4      250 SH       DEFINED 34                0        0      250
RYDER SYS INC                  COM              783549108     3058   161504 SH       DEFINED 03           161504        0        0
RYERSON TULL INC NEW           COM              78375P107    33399  3219259 SH       DEFINED 09 12 22          0        0  3219259
RYERSON TULL INC NEW           COM              78375P107     2655   255910 SH       DEFINED 03            20965        0   234945
S&K FAMOUS BRANDS INC          COM              783774102     2543   370000 SH       DEFINED 07                0        0   370000
SBC COMMUNICATIONS INC         COM              78387G103    69235  1600813 SH       DEFINED 02 05 06          0        0  1600813
SBC COMMUNICATIONS INC         COM              78387G103  1672311 38666159 SH       DEFINED 07 09 10          0        0 38666159
SBC COMMUNICATIONS INC         COM              78387G103   375553  8683314 SH       DEFINED 11 12 15          0        0  8683314
SBC COMMUNICATIONS INC         COM              78387G103   837655 19367750 SH       DEFINED 16 18 20          0        0 19367750
SBC COMMUNICATIONS INC         COM              78387G103   237917  5500993 SH       DEFINED 22 23 26          0        0  5500993
SBC COMMUNICATIONS INC         COM              78387G103    87650  2026593 SH       DEFINED 27 28 30          0        0  2026593
SBC COMMUNICATIONS INC         COM              78387G103    29138   673721 SH       DEFINED 32 34             0        0   673721
SBC COMMUNICATIONS INC         COM              78387G103   294642  6809883 SH       DEFINED 37 03       6116731        0   693152
SBS TECHNOLOGIES INC           COM              78387P103    20060   543100 SH       DEFINED 07 15             0        0   543100
SBS TECHNOLOGIES INC           COM              78387P103     9526   257900 SH       DEFINED 03           257900        0        0
SBE INC                        COM NEW          783873201     1577    76000 SH       DEFINED 07                0        0    76000
SBE INC                        COM NEW          783873201       36     1900 SH       DEFINED 03             1900        0        0
SBA COMMUNICATIONS CORP        COM              78388J106    51418   990000 SH       DEFINED 02 04 05          0        0   990000
SBA COMMUNICATIONS CORP        COM              78388J106    62917  1211400 SH       DEFINED 06 07 09          0        0  1211400
SBA COMMUNICATIONS CORP        COM              78388J106    51516   991900 SH       DEFINED 11 13 15          0        0   991900
SBA COMMUNICATIONS CORP        COM              78388J106     6097   117410 SH       DEFINED 19 21 29          0        0   117410
SBA COMMUNICATIONS CORP        COM              78388J106     4882    94000 SH       DEFINED 34                0        0    94000
SBA COMMUNICATIONS CORP        COM              78388J106    14319   275700 SH       DEFINED 03           275700        0        0
SCI SYS INC                    SUB NT CONV 3%07 783890AF3      812   830000 PRN      DEFINED 02                0        0        0
SCI SYS INC                    COM              783890106    20988   535600 SH       DEFINED 02 06 09          0        0   535600
SCI SYS INC                    COM              783890106   278035  7095000 SH       DEFINED 15 22 23          0        0  7095000
SCI SYS INC                    COM              783890106   336675  8591410 SH       DEFINED 28 30 34          0        0  8591410
SCI SYS INC                    COM              783890106     8195   209140 SH       DEFINED 03           117940        0    91200
SCM MICROSYSTEMS INC           COM              784018103     5217    90200 SH       DEFINED 02 21             0        0    90200
SCP POOL CORP                  COM              784028102     1985    84500 SH       DEFINED 02 26             0        0    84500
SCP POOL CORP                  COM              784028102     6887   293100 SH       DEFINED 03           293100        0        0
SDL INC                        COM              784076101    14268    50000 SH       DEFINED 02 04 06          0        0    50000
SDL INC                        COM              784076101   442867  1552900 SH       DEFINED 09 10 11          0        0  1552900
SDL INC                        COM              784076101   308941  1082800 SH       DEFINED 12 13 15          0        0  1082800
SDL INC                        COM              784076101   271983   953700 SH       DEFINED 16 21 22          0        0   953700
SDL INC                        COM              784076101   130555   455100 SH       DEFINED 23 28 30          0        0   455100
SDL INC                        COM              784076101    23927    83900 SH       DEFINED 32 34             0        0    83900
SDL INC                        COM              784076101   128419   450300 SH       DEFINED 03           380800        0    69500
SED INTL HLDGS INC             COM              784109100     3840   960000 SH       DEFINED 07                0        0   960000
SEI INVESTMENTS CO             COM              784117103    13492   338900 SH       DEFINED 02 11 20          0        0   338900
SEI INVESTMENTS CO             COM              784117103     2611    65600 SH       DEFINED 28 32             0        0    65600
SEMCO ENERGY INC               COM              78412D109      678    52200 SH       DEFINED 15                0        0    52200
SFX ENTMT INC                  CL A             784178105    43703   964500 SH       DEFINED 02 10 15          0        0   964500
SFX ENTMT INC                  CL A             784178105       97     2150 SH       DEFINED 34                0        0     2150
SFX ENTMT INC                  CL A             784178105      734    16200 SH       DEFINED 03            16200        0        0
SGV BANCORP INC                COM              78422T102     1922    77500 SH       DEFINED 15                0        0    77500
SK TELECOM LTD                 SPONSORED ADR    78440P108    26896   740700 SH       DEFINED 02 19 21          0        0   740700
SK TELECOM LTD                 SPONSORED ADR    78440P108    12208   336200 SH       DEFINED 22 03             0        0   336200
SL GREEN RLTY CORP             COM              78440X101     8629   322600 SH       DEFINED 09 35             0        0   322600
SL GREEN RLTY CORP             COM              78440X101     8431   315200 SH       DEFINED 03           315200        0        0
SLM HLDG CORP                  COM              78442A109    55845  1491700 SH       DEFINED 02 09 10          0        0  1491700
SLM HLDG CORP                  COM              78442A109   488359 13044650 SH       DEFINED 15 16 22          0        0 13044650
SLM HLDG CORP                  COM              78442A109     4473   119500 SH       DEFINED 23 34             0        0   119500
SLM HLDG CORP                  COM              78442A109    13992   373772 SH       DEFINED 37 03        149572        0   224200
SLI INC                        COM              78442T108     6292   519000 SH       DEFINED 10                0        0   519000
SPSS INC                       COM              78462K102    24933   856100 SH       DEFINED 07                0        0   856100
SPSS INC                       COM              78462K102     3853   132300 SH       DEFINED 03           132300        0        0
SPS TECHNOLOGIES INC           COM              784626103     4061    98900 SH       DEFINED 03            98900        0        0
SPX CORP                       COM              784635104    32546   269118 SH       DEFINED 02 08 09          0        0   269118
SPX CORP                       COM              784635104   378176  3127037 SH       DEFINED 15 19 20          0        0  3127037
SPX CORP                       COM              784635104   136149  1125786 SH       DEFINED 28 30 32          0        0  1125786
SPX CORP                       COM              784635104      133     1100 SH       DEFINED 34                0        0     1100
SPX CORP                       COM              784635104    19255   159226 SH       DEFINED 37 03        159226        0        0
S3 INC                         SB NT CV 5.75%03 784849AC5    15015 15400000 PRN      DEFINED 11                0        0        0
S3 INC                         COM              784849101    84951  5759400 SH       DEFINED 09 13 26          0        0  5759400
S3 INC                         COM              784849101     3349   227100 SH       DEFINED 28 30             0        0   227100
SAATCHI & SAATCHI PLC NEW      SPONSORED ADR    785144205      716    22400 SH       DEFINED 13                0        0    22400
SAATCHI & SAATCHI PLC NEW      SPONSORED ADR    785144205     1052    32900 SH       DEFINED 03            32900        0        0
SABRE HLDGS CORP               CL A             785905100    48194  1691047 SH       DEFINED 07 09 10          0        0  1691047
SABRE HLDGS CORP               CL A             785905100    29280  1027396 SH       DEFINED 12 15 22          0        0  1027396
SABRE HLDGS CORP               CL A             785905100     9262   325014 SH       DEFINED 28 34 37        108        0   324906
SABRE HLDGS CORP               CL A             785905100    17873   627127 SH       DEFINED 03           612692        0    14435
SAES GETTERS S P A             SPONSORED ADR    786362103     9022  1223400 SH       DEFINED 07 19 21          0        0  1223400
SAFECO CORP                    COM              786429100     1989   100094 SH       DEFINED 03           100094        0        0
SAFEGUARD SCIENTIFICS INC      SB NT CV 144A 06 786449AD0      580   400000 PRN      DEFINED 11                0        0        0
SAFEGUARD SCIENTIFICS INC      SB NT CV    5%06 786449AE8     2175  1500000 PRN      DEFINED 11                0        0        0
SAFEGUARD SCIENTIFICS INC      COM              786449108     1086    33900 SH       DEFINED 28 03             0        0    33900
SAFETY-KLEEN CORP NEW          COM NEW          78648R203        3     5600 SH       DEFINED 03             5600        0        0
SAFEWAY INC                    COM NEW          786514208   105912  2347100 SH       DEFINED 02 04 06          0        0  2347100
SAFEWAY INC                    COM NEW          786514208   552478 12243300 SH       DEFINED 07 09 10          0        0 12243300
SAFEWAY INC                    COM NEW          786514208   297608  6595200 SH       DEFINED 11 12 13          0        0  6595200
SAFEWAY INC                    COM NEW          786514208   262181  5810110 SH       DEFINED 15 16 19          0        0  5810110
SAFEWAY INC                    COM NEW          786514208   237254  5257720 SH       DEFINED 22 23 28          0        0  5257720
SAFEWAY INC                    COM NEW          786514208     1193    26450 SH       DEFINED 30 34             0        0    26450
SAFEWAY INC                    COM NEW          786514208   103468  2293112 SH       DEFINED 37 03       1846612        0   446500
ST JOE CO                      COM              790148100     2666    88875 SH       DEFINED 37            88875        0        0
ST JUDE MED INC                COM              790849103    32699   712800 SH       DEFINED 02 15 18          0        0   712800
ST JUDE MED INC                COM              790849103     3206    69900 SH       DEFINED 23 34             0        0    69900
ST JUDE MED INC                COM              790849103     2976    64879 SH       DEFINED 37 03         64879        0        0
ST MARY LD & EXPL CO           COM              792228108      147     3500 SH       DEFINED 02                0        0     3500
ST PAUL COS INC                COM              792860108    42543  1246700 SH       DEFINED 02 07 09          0        0  1246700
ST PAUL COS INC                COM              792860108    34548  1012400 SH       DEFINED 11 15 20          0        0  1012400
ST PAUL COS INC                COM              792860108    19475   570700 SH       DEFINED 22 32 34          0        0   570700
ST PAUL COS INC                COM              792860108     8699   254905 SH       DEFINED 37 03        222205        0    32700
SAKS INC                       COM              79377W108    29824  2840454 SH       DEFINED 16 28             0        0  2840454
SALOMON BROTHERS FD INC        COM              795477108      129     7413 SH       DEFINED 37             7413        0        0
SAN PAOLO-IMI S P A            SPONSORED ADR    799175104        3      112 SH       DEFINED 37              112        0        0
SANDISK CORP                   COM              80004C101   133627  2183900 SH       DEFINED 02 12 13          0        0  2183900
SANDISK CORP                   COM              80004C101    33922   554400 SH       DEFINED 15 26 28          0        0   554400
SANDISK CORP                   COM              80004C101     5880    96100 SH       DEFINED 34                0        0    96100
SANDISK CORP                   COM              80004C101     4558    74500 SH       DEFINED 03            66900        0     7600
SANMINA CORP                   COM              800907107    68169   797300 SH       DEFINED 02 05 09          0        0   797300
SANMINA CORP                   COM              800907107   150924  1765200 SH       DEFINED 11 12 13          0        0  1765200
SANMINA CORP                   COM              800907107   393214  4599000 SH       DEFINED 15 16 20          0        0  4599000
SANMINA CORP                   COM              800907107   162672  1902600 SH       DEFINED 22 23 26          0        0  1902600
SANMINA CORP                   COM              800907107   181395  2121580 SH       DEFINED 27 28 30          0        0  2121580
SANMINA CORP                   COM              800907107    11166   130600 SH       DEFINED 32                0        0   130600
SANMINA CORP                   COM              800907107    41029   479883 SH       DEFINED 37 03        313803        0   166080
SANGSTAT MED CORP              COM              801003104    11746   406800 SH       DEFINED 15 28             0        0   406800
SANTA CRUZ OPERATION INC       COM              801833104     5788   908000 SH       DEFINED 28                0        0   908000
SANTA FE SNYDER CORP           COM              80218K105    39901  3507820 SH       DEFINED 02 04 06          0        0  3507820
SANTA FE SNYDER CORP           COM              80218K105   178446 15687575 SH       DEFINED 09 15 16          0        0 15687575
SANTA FE SNYDER CORP           COM              80218K105    28051  2466083 SH       DEFINED 19 20 22          0        0  2466083
SANTA FE SNYDER CORP           COM              80218K105    20843  1832385 SH       DEFINED 28 30 32          0        0  1832385
SANTA FE SNYDER CORP           COM              80218K105     5520   485335 SH       DEFINED 34                0        0   485335
SANTA FE SNYDER CORP           COM              80218K105    33915  2981621 SH       DEFINED 03          2777733        0   203888
SANTA ISABEL S A               SPONSORED ADR    802233106        9     1300 SH       DEFINED 07                0        0     1300
SANTANDER BANCORP              COM              802809103     3677   288420 SH       DEFINED 07                0        0   288420
SAP AKTIENGESELLSCHAFT         SPONSORED ADR    803054204     8575   182700 SH       DEFINED 12 21             0        0   182700
SAPIENT CORP                   COM              803062108     1144    10701 SH       DEFINED 13 15             0        0    10701
SAPIENT CORP                   COM              803062108     6727    62907 SH       DEFINED 03            62907        0        0
SAPPI LTD                      SPON ADR NEW     803069202      693    94000 SH       DEFINED 02 15 34          0        0    94000
SARA LEE CORP                  COM              803111103    22449  1162410 SH       DEFINED 08 12 13          0        0  1162410
SARA LEE CORP                  COM              803111103     3451   178700 SH       DEFINED 15 28             0        0   178700
SARA LEE CORP                  COM              803111103    13518   699993 SH       DEFINED 37 03        699993        0        0
SAWTEK INC                     COM              805468105     4927    85600 SH       DEFINED 02 26 28          0        0    85600
SAWTEK INC                     COM              805468105      351     6100 SH       DEFINED 03             4100        0     2000
SCANA CORP NEW                 COM              80589M102       49     1987 SH       DEFINED 37             1987        0        0
SCANSOURCE INC                 COM              806037107     7530   193700 SH       DEFINED 09 26 28          0        0   193700
SCANSOURCE INC                 COM              806037107      277     7130 SH       DEFINED 30                0        0     7130
SCANSOURCE INC                 COM              806037107     2130    54800 SH       DEFINED 03            54800        0        0
SCHERING PLOUGH CORP           COM              806605101   202479  4009500 SH       DEFINED 02 04 05          0        0  4009500
SCHERING PLOUGH CORP           COM              806605101   600368 11888493 SH       DEFINED 06 07 08          0        0 11888493
SCHERING PLOUGH CORP           COM              806605101  1363888 27007700 SH       DEFINED 09 10 11          0        0 27007700
SCHERING PLOUGH CORP           COM              806605101  1449355 28700100 SH       DEFINED 13 15 16          0        0 28700100
SCHERING PLOUGH CORP           COM              806605101   377476  7474780 SH       DEFINED 18 19 20          0        0  7474780
SCHERING PLOUGH CORP           COM              806605101   420326  8323300 SH       DEFINED 21 22 23          0        0  8323300
SCHERING PLOUGH CORP           COM              806605101   763444 15117710 SH       DEFINED 26 27 28          0        0 15117710
SCHERING PLOUGH CORP           COM              806605101   120720  2390500 SH       DEFINED 29 30 32          0        0  2390500
SCHERING PLOUGH CORP           COM              806605101    48939   969100 SH       DEFINED 34                0        0   969100
SCHERING PLOUGH CORP           COM              806605101   274373  5433426 SH       DEFINED 37 03       4237676        0  1195750
SCHLUMBERGER LTD               COM              806857108    58018   777472 SH       DEFINED 02 04 05          0        0   777472
SCHLUMBERGER LTD               COM              806857108   172194  2307468 SH       DEFINED 06 07 08          0        0  2307468
SCHLUMBERGER LTD               COM              806857108   596291  7990500 SH       DEFINED 09 10 12          0        0  7990500
SCHLUMBERGER LTD               COM              806857108   677486  9078551 SH       DEFINED 13 15 16          0        0  9078551
SCHLUMBERGER LTD               COM              806857108   154757  2073800 SH       DEFINED 18 20 22          0        0  2073800
SCHLUMBERGER LTD               COM              806857108   147608  1978000 SH       DEFINED 26 27 28          0        0  1978000
SCHLUMBERGER LTD               COM              806857108    54565   731200 SH       DEFINED 30 32 34          0        0   731200
SCHLUMBERGER LTD               COM              806857108   100561  1347620 SH       DEFINED 37 03       1018770        0   328850
SCHOLASTIC CORP                SBDBCV 144A 5%05 807066AA3      979  1000000 PRN      DEFINED 11                0        0        0
SCHULTZ SAV O STORES INC       COM              808196109     4099   395100 SH       DEFINED 07                0        0   395100
SCHWAB CHARLES CORP NEW        COM              808513105    74524  2216351 SH       DEFINED 02 04 05          0        0  2216351
SCHWAB CHARLES CORP NEW        COM              808513105   145189  4317900 SH       DEFINED 06 07 10          0        0  4317900
SCHWAB CHARLES CORP NEW        COM              808513105   144072  4284675 SH       DEFINED 11 12 13          0        0  4284675
SCHWAB CHARLES CORP NEW        COM              808513105   281491  8371486 SH       DEFINED 15 16 19          0        0  8371486
SCHWAB CHARLES CORP NEW        COM              808513105   164488  4891850 SH       DEFINED 21 22 23          0        0  4891850
SCHWAB CHARLES CORP NEW        COM              808513105   119546  3555275 SH       DEFINED 26 27 28          0        0  3555275
SCHWAB CHARLES CORP NEW        COM              808513105    27943   831026 SH       DEFINED 29 30 34          0        0   831026
SCHWAB CHARLES CORP NEW        COM              808513105   110741  3293403 SH       DEFINED 37 03       2459403        0   834000
SCIENT CORP                    COM              80864H109    18042   408900 SH       DEFINED 12 15 28          0        0   408900
SCIENT CORP                    COM              80864H109     5295   120000 SH       DEFINED 03           120000        0        0
SCIENTIFIC ATLANTA INC         COM              808655104    79223  1063400 SH       DEFINED 02 09 12          0        0  1063400
SCIENTIFIC ATLANTA INC         COM              808655104   776213 10418970 SH       DEFINED 13 15 19          0        0 10418970
SCIENTIFIC ATLANTA INC         COM              808655104    12086   162240 SH       DEFINED 23 28 30          0        0   162240
SCIENTIFIC ATLANTA INC         COM              808655104    15093   202600 SH       DEFINED 32 34             0        0   202600
SCIENTIFIC ATLANTA INC         COM              808655104    73027   980269 SH       DEFINED 37 03        858069        0   122200
SCIENTIFIC TECHNOL INC         COM PAR $0.001   808799209      395    69500 SH       DEFINED 07                0        0    69500
SCIQUEST COM INC               COM              80908Q107       19     1700 SH       DEFINED 15                0        0     1700
SCOTT TECHNOLOGIES INC         COM              810022301      859    50000 SH       DEFINED 28                0        0    50000
SCOTTISH PWR PLC               SPON ADR FINAL   81013T705       11      358 SH       DEFINED 37              358        0        0
SCOTTS CO                      CL A             810186106      240     6600 SH       DEFINED 15                0        0     6600
SCRIPPS E W CO OHIO            CL A             811054204     4161    84500 SH       DEFINED 02 15 34          0        0    84500
SEA CONTAINERS LTD             CL A             811371707     1056    50000 SH       DEFINED 28                0        0    50000
SEACOAST FINL SVCS CORP        COM              81170Q106     4676   492300 SH       DEFINED 07 15             0        0   492300
SEACOAST FINL SVCS CORP        COM              81170Q106     4559   479900 SH       DEFINED 03           479900        0        0
SEAGATE TECHNOLOGY             COM              811804103   189623  3447700 SH       DEFINED 02 13 15          0        0  3447700
SEAGATE TECHNOLOGY             COM              811804103   137989  2508900 SH       DEFINED 16 34             0        0  2508900
SEAGATE TECHNOLOGY             COM              811804103    12041   218997 SH       DEFINED 37 03        215597        0     3400
SEAGRAM LTD                    COM              811850106   264316  4500140 SH       DEFINED 02 05 07          0        0  4500140
SEAGRAM LTD                    COM              811850106   262369  4464800 SH       DEFINED 10 15 16          0        0  4464800
SEAGRAM LTD                    COM              811850106     3590    61100 SH       DEFINED 19 21 23          0        0    61100
SEAGRAM LTD                    COM              811850106     8403   143000 SH       DEFINED 26 27 28          0        0   143000
SEAGRAM LTD                    COM              811850106      681    11600 SH       DEFINED 30 34             0        0    11600
SEAGRAM LTD                    COM              811850106    26311   453236 SH       DEFINED 37 03        421636        0    31600
SEAGRAM LTD                    PFD ADJ CV SEC   811850205    85440  1617800 SH       DEFINED 09 11 22          0        0  1617800
SEAGRAM LTD                    PFD ADJ CV SEC   811850205     1631    30900 SH       DEFINED 03                0        0    30900
SEACOR SMIT INC                COM              811904101     2346    60650 SH       DEFINED 15                0        0    60650
SEALED AIR CORP NEW            COM              81211K100    79413  1516254 SH       DEFINED 09 13 15          0        0  1516254
SEALED AIR CORP NEW            COM              81211K100    12590   240400 SH       DEFINED 20 28 30          0        0   240400
SEALED AIR CORP NEW            COM              81211K100     2229    42560 SH       DEFINED 32 34             0        0    42560
SEALED AIR CORP NEW            COM              81211K100     4273    81586 SH       DEFINED 03            81586        0        0
SEALED AIR CORP NEW            PFD CV A $2      81211K209    37636   743437 SH       DEFINED 02 10 11          0        0   743437
SEALED AIR CORP NEW            PFD CV A $2      81211K209    44050   870127 SH       DEFINED 16 36             0        0   870127
SEALED AIR CORP NEW            PFD CV A $2      81211K209     6211   122700 SH       DEFINED 03            91500        0    31200
SEARS ROEBUCK & CO             COM              812387108    15320   469600 SH       DEFINED 02 32             0        0   469600
SEARS ROEBUCK & CO             COM              812387108     9532   292127 SH       DEFINED 37 03        292127        0        0
SECURITY CAP GROUP INC         CL B             81413P204     2614   153800 SH       DEFINED 09 26             0        0   153800
SEGUE SOFTWARE INC             COM              815807102     2446   292100 SH       DEFINED 03           292100        0        0
SEITEL INC                     COM NEW          816074306     1958   241000 SH       DEFINED 07                0        0   241000
SEMTECH CORP                   SB NT CV 144A 07 816850AB7     9233  8500000 PRN      DEFINED 11                0        0        0
SEMTECH CORP                   COM              816850101    50586   661400 SH       DEFINED 11 12 15          0        0   661400
SEMTECH CORP                   COM              816850101    49411   646040 SH       DEFINED 28 32             0        0   646040
SEMTECH CORP                   COM              816850101     4581    59900 SH       DEFINED 03            56300        0     3600
SEMPRA ENERGY                  COM              816851109    12413   729100 SH       DEFINED 12                0        0   729100
SEMPRA ENERGY                  COM              816851109     3830   225312 SH       DEFINED 03           184012        0    41300
SEMITOOL INC                   COM              816909105      313    18100 SH       DEFINED 13                0        0    18100
SEMITOOL INC                   COM              816909105      457    26400 SH       DEFINED 03            26400        0        0
SENIOR HSG PPTYS TR            SH BEN INT       81721M109     1294   177000 SH       DEFINED 35                0        0   177000
SENIOR HSG PPTYS TR            SH BEN INT       81721M109     2652   362800 SH       DEFINED 03           362800        0        0
SENSORMATIC ELECTRS CORP       COM              817265101     4000   253000 SH       DEFINED 26                0        0   253000
SEPRACOR INC                   SB DB CV144A7%05 817315AF1    10231  5000000 PRN      DEFINED 11                0        0        0
SEPRACOR INC                   SUB DB CONV 7%05 817315AH7     8594  4200000 PRN      DEFINED 11                0        0        0
SEPRACOR INC                   SB DB CV 144A 07 817315AJ3     2940  2000000 PRN      DEFINED 11                0        0        0
SEPRACOR INC                   COM              817315104    72459   600700 SH       DEFINED 02 04 09          0        0   600700
SEPRACOR INC                   COM              817315104  1179659  9779560 SH       DEFINED 12 13 15          0        0  9779560
SEPRACOR INC                   COM              817315104    39584   328160 SH       DEFINED 28 30 34          0        0   328160
SEPRACOR INC                   COM              817315104     9493    78700 SH       DEFINED 03            78700        0        0
SEQUOIA SOFTWARE CORP          COM              817439102     1079    65900 SH       DEFINED 10 12             0        0    65900
SERENA SOFTWARE INC            COM              817492101      944    20800 SH       DEFINED 26                0        0    20800
SEROLOGICALS CORP              COM              817523103     4465   893000 SH       DEFINED 07                0        0   893000
SERVICE CORP INTL              COM              817565104     1211   380000 SH       DEFINED 28                0        0   380000
SERVICEMASTER CO               COM              81760N109        8      757 SH       DEFINED 37              757        0        0
724 SOLUTIONS INC              COM              81788Q100    13183   300000 SH       DEFINED 02                0        0   300000
SHARED MED SYS CORP            COM              819486101    16505   226300 SH       DEFINED 13 15             0        0   226300
SHARED MED SYS CORP            COM              819486101     1196    16400 SH       DEFINED 03            16400        0        0
SHARPER IMAGE CORP             COM              820013100     6250   500000 SH       DEFINED 28                0        0   500000
SHAW COMMUNICATIONS INC        CL B CONV        82028K200    24065   976720 SH       DEFINED 02 07 19          0        0   976720
SHAW COMMUNICATIONS INC        CL B CONV        82028K200      253    10280 SH       DEFINED 03            10280        0        0
SHAW GROUP INC                 COM              820280105     3570    75770 SH       DEFINED 07 15 34          0        0    75770
SHAW INDS INC                  COM              820286102    13000  1040000 SH       DEFINED 06 07 10          0        0  1040000
SHAW INDS INC                  COM              820286102    22362  1788960 SH       DEFINED 12 15 22          0        0  1788960
SHAW INDS INC                  COM              820286102    17285  1382800 SH       DEFINED 28 34             0        0  1382800
SHAW INDS INC                  COM              820286102     7561   604900 SH       DEFINED 03           425800        0   179100
SHELL TRANS & TRADING PLC      NEW YRK SH NEW   822703609       18      375 SH       DEFINED 37              375        0        0
SHERWIN WILLIAMS CO            COM              824348106    21954  1036180 SH       DEFINED 12 15 34          0        0  1036180
SHERWIN WILLIAMS CO            COM              824348106     8993   424460 SH       DEFINED 37 03        154460        0   270000
SHOPKO STORES INC              COM              824911101    14564   947300 SH       DEFINED 07 12 26          0        0   947300
SHOPKO STORES INC              COM              824911101     9603   624600 SH       DEFINED 28                0        0   624600
SHOPKO STORES INC              COM              824911101     4635   301500 SH       DEFINED 03           279800        0    21700
SHOLODGE INC                   COM              825034101     1090   311500 SH       DEFINED 07                0        0   311500
SHOP AT HOME INC               COM NEW          825066301     3559   762000 SH       DEFINED 26                0        0   762000
SICOR INC                      COM              825846108    11004  1375500 SH       DEFINED 15                0        0  1375500
SIEBEL SYS INC                 SB NT CV 144A 06 826170AA0     8595  2390000 PRN      DEFINED 11                0        0        0
SIEBEL SYS INC                 COM              826170102   379088  2317700 SH       DEFINED 02 10 13          0        0  2317700
SIEBEL SYS INC                 COM              826170102   287426  1757288 SH       DEFINED 15 16 19          0        0  1757288
SIEBEL SYS INC                 COM              826170102   262730  1606300 SH       DEFINED 20 23 28          0        0  1606300
SIEBEL SYS INC                 COM              826170102    59176   361800 SH       DEFINED 30 32 34          0        0   361800
SIEBEL SYS INC                 COM              826170102    83368   509775 SH       DEFINED 37 03        436275        0    73500
SIGMA ALDRICH CORP             COM              826552101      132     4520 SH       DEFINED 15 34             0        0     4520
SIGMA ALDRICH CORP             COM              826552101     2263    77395 SH       DEFINED 03            77395        0        0
SIGMATRON INTL INC             COM              82661L101      825   220000 SH       DEFINED 07                0        0   220000
SILICON LABORATORIES INC       COM              826919102      116     2200 SH       DEFINED 15 26             0        0     2200
SILGAN HOLDINGS INC            COM              827048109     5137   523600 SH       DEFINED 07                0        0   523600
SILICON IMAGE INC              COM              82705T102      952    19100 SH       DEFINED 03            19100        0        0
SILICON GRAPHICS INC           COM              827056102    43037 11476600 SH       DEFINED 13                0        0 11476600
SILICON GRAPHICS INC           COM              827056102      594   158625 SH       DEFINED 03           158625        0        0
SILICON STORAGE TECHNOLOGY INC COM              827057100    50011   566300 SH       DEFINED 02 13 15          0        0   566300
SILICON STORAGE TECHNOLOGY INC COM              827057100    10544   119400 SH       DEFINED 34                0        0   119400
SILICON STORAGE TECHNOLOGY INC COM              827057100     6323    71600 SH       DEFINED 03            63100        0     8500
SILICON VY BANCSHARES          COM              827064106     4684   109900 SH       DEFINED 02 15 21          0        0   109900
SILICON VY BANCSHARES          COM              827064106    12493   293100 SH       DEFINED 23 26 32          0        0   293100
SILICON VY BANCSHARES          COM              827064106      554    13000 SH       DEFINED 34                0        0    13000
SILICON VY BANCSHARES          COM              827064106    18239   427900 SH       DEFINED 03            63000        0   364900
SILICONIX INC                  COM NEW          827079203    52650   780000 SH       DEFINED 07                0        0   780000
SILICONIX INC                  COM NEW          827079203     8241   122100 SH       DEFINED 03           122100        0        0
SILICONWARE PRECISION INDS LTD SPON ADR 2000    827084872      468    50700 SH       DEFINED 03                0        0    50700
SILVERSTREAM SOFTWARE INC      COM              827907106    34557   598400 SH       DEFINED 02 11 12          0        0   598400
SILVERSTREAM SOFTWARE INC      COM              827907106     8223   142400 SH       DEFINED 13 26             0        0   142400
SILVERSTREAM SOFTWARE INC      COM              827907106     9413   163000 SH       DEFINED 03           163000        0        0
SIMON PPTY GROUP INC NEW       COM              828806109    26986  1216300 SH       DEFINED 09 15 34          0        0  1216300
SIMON PPTY GROUP INC NEW       COM              828806109     4854   218800 SH       DEFINED 35                0        0   218800
SIMON PPTY GROUP INC NEW       COM              828806109     9937   447900 SH       DEFINED 03           447900        0        0
SIMPSON MANUFACTURING CO INC   COM              829073105     1434    30000 SH       DEFINED 26                0        0    30000
SINGAPORE FD INC               COM              82929L109     2495   363000 SH       DEFINED 19 21 26          0        0   363000
SIRIUS SATELLITE RADIO INC     COM              82966U103      306     7000 SH       DEFINED 25                0        0     7000
SITEL CORP                     COM              82980K107      493   100000 SH       DEFINED 26                0        0   100000
SIZZLER INTL INC               COM              830139101     6690  2611000 SH       DEFINED 26                0        0  2611000
SIZZLER INTL INC               COM              830139101      268   104800 SH       DEFINED 03           104800        0        0
SKECHERS U S A INC             CL A             830566105     3162   200000 SH       DEFINED 28                0        0   200000
SKYWEST INC                    COM              830879102    64740  1746800 SH       DEFINED 12 13 15          0        0  1746800
SKYWEST INC                    COM              830879102      140     3800 SH       DEFINED 28                0        0     3800
SKYWEST INC                    COM              830879102    17786   479900 SH       DEFINED 03           479900        0        0
SMARTDISK CORP                 COM              83169Q105     1047    38100 SH       DEFINED 26                0        0    38100
SMITH INTL INC                 COM              832110100    25724   353300 SH       DEFINED 02 04 05          0        0   353300
SMITH INTL INC                 COM              832110100    55756   765750 SH       DEFINED 06 09 11          0        0   765750
SMITH INTL INC                 COM              832110100   213406  2930900 SH       DEFINED 12 13 15          0        0  2930900
SMITH INTL INC                 COM              832110100    76285  1047700 SH       DEFINED 16 19 22          0        0  1047700
SMITH INTL INC                 COM              832110100    64424   884800 SH       DEFINED 28 30 34          0        0   884800
SMITH INTL INC                 COM              832110100    93185  1279776 SH       DEFINED 37 03       1275576        0     4200
SMITH CHARLES E RESDNTL RLTY   COM              832197107     4335   114100 SH       DEFINED 03           114100        0        0
SMITHFIELD FOODS INC           COM              832248108      679    24200 SH       DEFINED 15                0        0    24200
SMITHKLINE BEECHAM PLC         ADR REP ORD      832378301    25468   390700 SH       DEFINED 06 13 19          0        0   390700
SMITHKLINE BEECHAM PLC         ADR REP ORD      832378301    34875   535000 SH       DEFINED 21                0        0   535000
SMITHKLINE BEECHAM PLC         ADR REP ORD      832378301      193     2944 SH       DEFINED 37             2944        0        0
SMURFIT-STONE CONTAINER CORP   COM              832727101    26435  2053280 SH       DEFINED 07 09 15          0        0  2053280
SMURFIT-STONE CONTAINER CORP   COM              832727101     9738   756356 SH       DEFINED 22 34             0        0   756356
SMURFIT-STONE CONTAINER CORP   COM              832727101     8058   625873 SH       DEFINED 03           430773        0   195100
SNYDER COMMUNICATIONS INC      COM SNC          832914105        0        1 SH       DEFINED 15                0        0        1
SNYDER COMMUNICATIONS INC      COM CIRCLE COM   832914204        5     1375 SH       DEFINED 02 15 34          0        0     1375
SNAP ON INC                    COM              833034101   174990  6572400 SH       DEFINED 07 09 12          0        0  6572400
SNAP ON INC                    COM              833034101    29801  1119300 SH       DEFINED 15 22             0        0  1119300
SNAP ON INC                    COM              833034101    27376  1028217 SH       DEFINED 03           281117        0   747100
SOCIEDAD QUIMICA MINERA DE CHI SPON ADR SER B   833635105        2      100 SH       DEFINED 07                0        0      100
SOFTWARE COM INC               COM              83402P104    60599   466600 SH       DEFINED 02 05 06          0        0   466600
SOFTWARE COM INC               COM              83402P104    70236   540800 SH       DEFINED 09 10 11          0        0   540800
SOFTWARE COM INC               COM              83402P104   458186  3527900 SH       DEFINED 13 15 16          0        0  3527900
SOFTWARE COM INC               COM              83402P104    60862   468620 SH       DEFINED 19 20 22          0        0   468620
SOFTWARE COM INC               COM              83402P104    32962   253800 SH       DEFINED 26 28 30          0        0   253800
SOFTWARE COM INC               COM              83402P104    24520   188800 SH       DEFINED 32 34             0        0   188800
SOFTWARE COM INC               COM              83402P104   117712   906350 SH       DEFINED 03           834950        0    71400
SOLECTRON CORP                 COM              834182107   108158  2582884 SH       DEFINED 02 05 10          0        0  2582884
SOLECTRON CORP                 COM              834182107   314745  7516300 SH       DEFINED 15 16 23          0        0  7516300
SOLECTRON CORP                 COM              834182107      787    18800 SH       DEFINED 28                0        0    18800
SOLECTRON CORP                 COM              834182107    21485   513233 SH       DEFINED 37 03        495633        0    17600
SOLUTIA INC                    COM              834376105    69474  5052700 SH       DEFINED 02 07 09          0        0  5052700
SOLUTIA INC                    COM              834376105    31458  2287860 SH       DEFINED 15 16 22          0        0  2287860
SOLUTIA INC                    COM              834376105     2547   185240 SH       DEFINED 26 28 34          0        0   185240
SOLUTIA INC                    COM              834376105    29949  2178160 SH       DEFINED 37 03       2071560        0   106600
SONERA GROUP PLC               SPONSORED ADR    835433202     6900   150000 SH       DEFINED 02                0        0   150000
SONIC AUTOMOTIVE INC           CL A             83545G102      728    68145 SH       DEFINED 02 07 15          0        0    68145
SONIC AUTOMOTIVE INC           CL A             83545G102    19839  1856300 SH       DEFINED 21 26 28          0        0  1856300
SONIC AUTOMOTIVE INC           CL A             83545G102    10144   949200 SH       DEFINED 29 32             0        0   949200
SONIC AUTOMOTIVE INC           CL A             83545G102     8112   759100 SH       DEFINED 03           759100        0        0
SONIC CORP                     COM              835451105    56546  1925000 SH       DEFINED 07                0        0  1925000
SONIC CORP                     COM              835451105     4343   147850 SH       DEFINED 03           147850        0        0
SONICWALL INC                  COM              835470105     2219    25200 SH       DEFINED 12 28             0        0    25200
SONOCO PRODS CO                COM              835495102      343    16700 SH       DEFINED 15                0        0    16700
SONOCO PRODS CO                COM              835495102        1       65 SH       DEFINED 37               65        0        0
SONY CORP                      ADR NEW          835699307   130849  1387400 SH       DEFINED 05 13 15          0        0  1387400
SONY CORP                      ADR NEW          835699307    83004   880100 SH       DEFINED 16 19 26          0        0   880100
SONY CORP                      ADR NEW          835699307     1320    14000 SH       DEFINED 28                0        0    14000
SONY CORP                      ADR NEW          835699307     3559    37740 SH       DEFINED 37 03          3620        0    34120
SONUS NETWORKS INC             COM              835916107   160116  1014200 SH       DEFINED 10 12 13          0        0  1014200
SONUS NETWORKS INC             COM              835916107    31575   200000 SH       DEFINED 16                0        0   200000
SOUND ADVICE INC               COM              836066100     2108   220500 SH       DEFINED 07                0        0   220500
SOUND ADVICE INC               COM              836066100       64     6700 SH       DEFINED 03             6700        0        0
SOURCE INFORMATION MGMT CO     COM NEW          836151209    21792  1429000 SH       DEFINED 26                0        0  1429000
SOURCE MEDIA INC               COM NEW          836153304        6     1676 SH       DEFINED 27                0        0     1676
SOUTHDOWN INC                  COM              841297104    50297   870960 SH       DEFINED 13 15 28          0        0   870960
SOUTHDOWN INC                  COM              841297104       17      300 SH       DEFINED 34                0        0      300
SOUTHDOWN INC                  COM              841297104    80326  1390932 SH       DEFINED 03          1390932        0        0
SOUTHERN AFRICA FD INC         COM              842157109      630    48030 SH       DEFINED 19 21             0        0    48030
SOUTHERN CO                    COM              842587107    10798   463200 SH       DEFINED 11 12 28          0        0   463200
SOUTHERN CO                    COM              842587107    13536   580649 SH       DEFINED 37 03        571749        0     8900
SOUTHERN ENERGY HOMES INC      COM              842814105     1425  1425100 SH       DEFINED 07                0        0  1425100
SOUTHTRUST CORP                COM              844730101    31521  1393200 SH       DEFINED 07 15             0        0  1393200
SOUTHTRUST CORP                COM              844730101     3674   162417 SH       DEFINED 03           162417        0        0
SOUTHWEST AIRLS CO             COM              844741108    44364  2342700 SH       DEFINED 07 09 10          0        0  2342700
SOUTHWEST AIRLS CO             COM              844741108   346745 18309982 SH       DEFINED 13 15 16          0        0 18309982
SOUTHWEST AIRLS CO             COM              844741108   192584 10169487 SH       DEFINED 20 22 23          0        0 10169487
SOUTHWEST AIRLS CO             COM              844741108    60194  3178587 SH       DEFINED 28 30 32          0        0  3178587
SOUTHWEST AIRLS CO             COM              844741108       68     3625 SH       DEFINED 34                0        0     3625
SOUTHWEST AIRLS CO             COM              844741108    14078   743442 SH       DEFINED 37 03        555642        0   187800
SOUTHWEST GAS CORP             COM              844895102     1260    72000 SH       DEFINED 26                0        0    72000
SOUTHWESTERN ENERGY CO         COM              845467109    10000  1600000 SH       DEFINED 07                0        0  1600000
SPACEHAB INC                   SB NT CV 144A 07 846243AA1     1700  2500000 PRN      DEFINED 28                0        0        0
SPACEHAB INC                   COM              846243103      405    90000 SH       DEFINED 28                0        0    90000
SPARTAN MTRS INC               COM              846819100       83    20000 SH       DEFINED 28                0        0    20000
SPARTECH CORP                  COM NEW          847220209    41687  1543980 SH       DEFINED 07 15 20          0        0  1543980
SPARTECH CORP                  COM NEW          847220209     4714   174600 SH       DEFINED 32 34             0        0   174600
SPARTECH CORP                  COM NEW          847220209     2343    86800 SH       DEFINED 03            86800        0        0
SPECIALTY EQUIP COS INC        COM NEW          847497203    10850   400000 SH       DEFINED 07                0        0   400000
SPECTRASITE HLDGS INC          COM              84760T100    14187   500000 SH       DEFINED 11                0        0   500000
SPECTRIAN CORP                 COM              847608106       61     3700 SH       DEFINED 15                0        0     3700
SPEEDWAY MOTORSPORTS INC       COM              847788106     3640   158300 SH       DEFINED 02 13 15          0        0   158300
SPEEDWAY MOTORSPORTS INC       COM              847788106       16      700 SH       DEFINED 34                0        0      700
SPEEDWAY MOTORSPORTS INC       COM              847788106     5319   231300 SH       DEFINED 03           231300        0        0
SPEIZMAN INDS INC              COM              847805108      339   106500 SH       DEFINED 07                0        0   106500
SPIEKER PPTYS INC              COM              848497103    39987   869300 SH       DEFINED 09 12 15          0        0   869300
SPIEKER PPTYS INC              COM              848497103    24122   524400 SH       DEFINED 20 22 32          0        0   524400
SPIEKER PPTYS INC              COM              848497103     7686   167100 SH       DEFINED 34 35             0        0   167100
SPIEKER PPTYS INC              COM              848497103    16653   362015 SH       DEFINED 37 03        312215        0    49800
SPINNAKER EXPL CO              COM              84855W109      499    19500 SH       DEFINED 02                0        0    19500
SPINNAKER EXPL CO              COM              84855W109    13173   514100 SH       DEFINED 03           514100        0        0
SPORTSMANS GUIDE INC           COM NEW          848907200      349   207300 SH       DEFINED 07                0        0   207300
SPORTSLINE COM INC             COM              848934105    10235   599900 SH       DEFINED 12 28             0        0   599900
SPRINGS INDS INC               CL A             851783100      438    13711 SH       DEFINED 03            13711        0        0
SPRINT CORP                    COM FON GROUP    852061100    63872  1252400 SH       DEFINED 02 06 07          0        0  1252400
SPRINT CORP                    COM FON GROUP    852061100   209421  4106300 SH       DEFINED 08 10 11          0        0  4106300
SPRINT CORP                    COM FON GROUP    852061100   138885  2723240 SH       DEFINED 12 15 16          0        0  2723240
SPRINT CORP                    COM FON GROUP    852061100    87720  1720000 SH       DEFINED 22 27 28          0        0  1720000
SPRINT CORP                    COM FON GROUP    852061100    17799   349000 SH       DEFINED 30 32 34          0        0   349000
SPRINT CORP                    COM FON GROUP    852061100    55425  1086101 SH       DEFINED 37 03        938101        0   148000
SPRINT CORP                    PCS COM SER 1    852061506   131911  2217000 SH       DEFINED 02 04 05          0        0  2217000
SPRINT CORP                    PCS COM SER 1    852061506   139390  2342700 SH       DEFINED 06 07 08          0        0  2342700
SPRINT CORP                    PCS COM SER 1    852061506   482547  8110040 SH       DEFINED 09 10 12          0        0  8110040
SPRINT CORP                    PCS COM SER 1    852061506  1400725 23541600 SH       DEFINED 13 15 16          0        0 23541600
SPRINT CORP                    PCS COM SER 1    852061506   655182 11011470 SH       DEFINED 19 20 22          0        0 11011470
SPRINT CORP                    PCS COM SER 1    852061506   160221  2692800 SH       DEFINED 23 26 27          0        0  2692800
SPRINT CORP                    PCS COM SER 1    852061506   560926  9427340 SH       DEFINED 28 30 32          0        0  9427340
SPRINT CORP                    PCS COM SER 1    852061506    55828   938300 SH       DEFINED 34                0        0   938300
SPRINT CORP                    PCS COM SER 1    852061506   155699  2616803 SH       DEFINED 37 03       2192983        0   423820
SPYGLASS INC                   COM              852192103    38670  1235000 SH       DEFINED 13                0        0  1235000
ST ASSEMBLY TEST SVSC LTD      ADR              85227G102      103     4000 SH       DEFINED 02 07             0        0     4000
ST ASSEMBLY TEST SVSC LTD      ADR              85227G102      270    10500 SH       DEFINED 03            10200        0      300
STAFFMARK INC                  COM              852389105     5308   793800 SH       DEFINED 07                0        0   793800
STAMPS COM INC                 COM              852857101       13     1800 SH       DEFINED 15                0        0     1800
STANCORP FINL GROUP INC        COM              852891100     1150    35800 SH       DEFINED 02 23             0        0    35800
STANDARD COML CORP             COM              853258101     5914  1296300 SH       DEFINED 07 28             0        0  1296300
STANLEY FURNITURE INC          COM NEW          854305208    15606   709400 SH       DEFINED 07                0        0   709400
STANLEY WKS                    COM              854616109    24062  1013148 SH       DEFINED 07 08 09          0        0  1013148
STANLEY WKS                    COM              854616109    51881  2184500 SH       DEFINED 13 15 16          0        0  2184500
STANLEY WKS                    COM              854616109     7227   304300 SH       DEFINED 22 28             0        0   304300
STANLEY WKS                    COM              854616109    75853  3193826 SH       DEFINED 03          3172926        0    20900
STAPLES INC                    COM              855030102   335370 21812725 SH       DEFINED 02 10 12          0        0 21812725
STAPLES INC                    COM              855030102    70212  4566643 SH       DEFINED 13 15 16          0        0  4566643
STAPLES INC                    COM              855030102   117328  7631100 SH       DEFINED 20 28 32          0        0  7631100
STAPLES INC                    COM              855030102      114     7450 SH       DEFINED 34                0        0     7450
STAPLES INC                    COM              855030102    11966   778333 SH       DEFINED 37 03        609508        0   168825
STARBUCKS CORP                 COM              855244109    41593  1089200 SH       DEFINED 02 12 13          0        0  1089200
STARBUCKS CORP                 COM              855244109    26299   688700 SH       DEFINED 15 16 28          0        0   688700
STARBUCKS CORP                 COM              855244109       30      800 SH       DEFINED 34                0        0      800
STARBUCKS CORP                 COM              855244109     5259   137744 SH       DEFINED 37 03        137744        0        0
STARTEK INC                    COM              85569C107     8704   172800 SH       DEFINED 13                0        0   172800
STARTEK INC                    COM              85569C107    12951   257100 SH       DEFINED 03           257100        0        0
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203    19250   591200 SH       DEFINED 02 05 06          0        0   591200
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203   247625  7604610 SH       DEFINED 07 09 10          0        0  7604610
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203   173898  5340443 SH       DEFINED 12 15 16          0        0  5340443
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203   178728  5488781 SH       DEFINED 20 22 28          0        0  5488781
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203    41062  1261050 SH       DEFINED 32 34 35          0        0  1261050
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203    23404   718768 SH       DEFINED 03           650249        0    68519
STATE STR CORP                 COM              857477103    48491   457200 SH       DEFINED 02 05 11          0        0   457200
STATE STR CORP                 COM              857477103   148593  1401000 SH       DEFINED 13 15 16          0        0  1401000
STATE STR CORP                 COM              857477103    11603   109400 SH       DEFINED 26 28 34          0        0   109400
STATE STR CORP                 COM              857477103    25950   244668 SH       DEFINED 37 03        201968        0    42700
STEEL DYNAMICS INC             COM              858119100     1720   189900 SH       DEFINED 28                0        0   189900
STEEL DYNAMICS INC             COM              858119100     1913   211100 SH       DEFINED 03           211100        0        0
STEIN MART INC                 COM              858375108    17609  1718000 SH       DEFINED 07 20 28          0        0  1718000
STEIN MART INC                 COM              858375108     2474   241400 SH       DEFINED 32                0        0   241400
STEPHAN CO                     COM              858603103     1847   410600 SH       DEFINED 07                0        0   410600
STERIS CORP                    COM              859152100     2393   269700 SH       DEFINED 15 21 29          0        0   269700
STERLING BANCORP               COM              859158107    10307   654465 SH       DEFINED 07 28             0        0   654465
STERLING BANCORP               COM              859158107     1936   122950 SH       DEFINED 03           122950        0        0
STEWART & STEVENSON SVCS INC   COM              860342104     3012   200000 SH       DEFINED 07                0        0   200000
STILLWATER MNG CO              COM              86074Q102    22474   806248 SH       DEFINED 02 09 15          0        0   806248
STILLWATER MNG CO              COM              86074Q102     6022   216060 SH       DEFINED 19 28 30          0        0   216060
STILLWATER MNG CO              COM              86074Q102     1814    65100 SH       DEFINED 34                0        0    65100
STILLWATER MNG CO              COM              86074Q102    24541   880399 SH       DEFINED 03           866449        0    13950
STMICROELECTRONICS N V         SUB LYON ZERO 09 861012AB8     3965  2350000 PRN      DEFINED 11                0        0        0
STMICROELECTRONICS N V         COM              861012102    43941   684580 SH       DEFINED 02 15 19          0        0   684580
STMICROELECTRONICS N V         COM              861012102   106352  1656900 SH       DEFINED 20 21 22          0        0  1656900
STMICROELECTRONICS N V         COM              861012102    27709   431700 SH       DEFINED 32 34 03          0        0   431700
STOLT OFFSHORE S A             SPON ADR CL A    861567105     4742   399350 SH       DEFINED 12 22 28          0        0   399350
STONE ENERGY CORP              COM              861642106      358     6000 SH       DEFINED 02                0        0     6000
STONERIDGE INC                 COM              86183P102     6026   688700 SH       DEFINED 07                0        0   688700
STONERIDGE INC                 COM              86183P102     1176   134400 SH       DEFINED 03           134400        0        0
STRATEGIC GLOBAL INCOME FD     COM              862719101     7014   668000 SH       DEFINED 19 21             0        0   668000
STRATTEC SEC CORP              COM              863111100    17182   528700 SH       DEFINED 07                0        0   528700
STRAYER ED INC                 COM              863236105       60     2500 SH       DEFINED 02                0        0     2500
STRIDE RITE CORP               COM              863314100     8813  1438900 SH       DEFINED 07 13 26          0        0  1438900
STRIDE RITE CORP               COM              863314100     9797  1599600 SH       DEFINED 03          1599600        0        0
STRYKER CORP                   COM              863667101    21261   485980 SH       DEFINED 02 09 15          0        0   485980
STRYKER CORP                   COM              863667101   139094  3179300 SH       DEFINED 16 28 30          0        0  3179300
STRYKER CORP                   COM              863667101     3150    72000 SH       DEFINED 34                0        0    72000
STRYKER CORP                   COM              863667101      561    12800 SH       DEFINED 37 03         12800        0        0
SUIZA FOODS CORP               COM              865077101     1427    29200 SH       DEFINED 02 15 23          0        0    29200
SUIZA FOODS CORP               COM              865077101    10948   224000 SH       DEFINED 26                0        0   224000
SULZER MEDICA                  SPONSORED ADR    865580104     1261    52000 SH       DEFINED 28                0        0    52000
SUMMIT BANCORP                 COM              866005101     3553   144300 SH       DEFINED 15                0        0   144300
SUMMIT BANCORP                 COM              866005101     3313   134563 SH       DEFINED 03           134563        0        0
SUN COMMUNITIES INC            COM              866674104    15628   467400 SH       DEFINED 09 35             0        0   467400
SUN COMMUNITIES INC            COM              866674104    19049   569700 SH       DEFINED 03           569700        0        0
SUN LIFE FINL SVCS CDA INC     COM              866796105   184903 10978100 SH       DEFINED 02 12 15          0        0 10978100
SUN LIFE FINL SVCS CDA INC     COM              866796105    23229  1378400 SH       DEFINED 16 19 21          0        0  1378400
SUN LIFE FINL SVCS CDA INC     COM              866796105     6934   411500 SH       DEFINED 28 34 03          0        0   411500
SUN MICROSYSTEMS INC           COM              866810104   267847  2945400 SH       DEFINED 02 04 05          0        0  2945400
SUN MICROSYSTEMS INC           COM              866810104  1554185 17090700 SH       DEFINED 06 07 10          0        0 17090700
SUN MICROSYSTEMS INC           COM              866810104   465127  5114800 SH       DEFINED 12 13 15          0        0  5114800
SUN MICROSYSTEMS INC           COM              866810104  1958495 21536720 SH       DEFINED 16 19 20          0        0 21536720
SUN MICROSYSTEMS INC           COM              866810104   383274  4214700 SH       DEFINED 21 22 23          0        0  4214700
SUN MICROSYSTEMS INC           COM              866810104   776157  8535060 SH       DEFINED 26 27 28          0        0  8535060
SUN MICROSYSTEMS INC           COM              866810104   162850  1790800 SH       DEFINED 29 30 32          0        0  1790800
SUN MICROSYSTEMS INC           COM              866810104    81389   895000 SH       DEFINED 34                0        0   895000
SUN MICROSYSTEMS INC           COM              866810104   440091  4840296 SH       DEFINED 37 03       4163176        0   677120
SUNBEAM CORP                   SRSDCV ZRO144A18 867071AA0    29711 91690000 PRN      DEFINED 09 22 03          0        0        0
SUNBEAM CORP                   SR SD CV ZERO 18 867071AD4       59   380000 PRN      DEFINED 03                0        0        0
SUNCOR ENERGY INC              COM              867229106     7053   305430 SH       DEFINED 02 07 15          0        0   305430
SUNCOR ENERGY INC              COM              867229106   173610  7515520 SH       DEFINED 19 20 21          0        0  7515520
SUNCOR ENERGY INC              COM              867229106    42394  1835240 SH       DEFINED 22 32 34          0        0  1835240
SUNCOR ENERGY INC              COM              867229106     1359    58780 SH       DEFINED 03            26980        0    31800
SUNGLASS HUT INTL INC          SB NT CV 144A 03 86736FAA4    14230 19730000 PRN      DEFINED 36                0        0        0
SUNGLASS HUT INTL INC          SB NT CV 144A 03 86736FAA4     4781  6630000 PRN      DEFINED 03                0        0        0
SUNGLASS HUT INTL INC          COM              86736F106      871   106000 SH       DEFINED 28                0        0   106000
SUNGARD DATA SYS INC           COM              867363103    52715  1700500 SH       DEFINED 13 15             0        0  1700500
SUNOCO INC                     COM              86764P109    37653  1279100 SH       DEFINED 02 07 10          0        0  1279100
SUNOCO INC                     COM              86764P109    23794   808320 SH       DEFINED 12 15 19          0        0   808320
SUNOCO INC                     COM              86764P109     5634   191400 SH       DEFINED 21 23 29          0        0   191400
SUNOCO INC                     COM              86764P109     3888   132100 SH       DEFINED 34                0        0   132100
SUNOCO INC                     COM              86764P109    14207   482602 SH       DEFINED 37 03        418802        0    63800
SUNRISE ASSISTED LIVING INC    COM              86768K106      122     6600 SH       DEFINED 15                0        0     6600
SUNTRUST BKS INC               COM              867914103    24054   526500 SH       DEFINED 02 11 12          0        0   526500
SUNTRUST BKS INC               COM              867914103    19149   419147 SH       DEFINED 15 28 34          0        0   419147
SUNTRUST BKS INC               COM              867914103    14680   321253 SH       DEFINED 37 03        309953        0    11300
SUPERGEN INC                   COM              868059106    48477  1337300 SH       DEFINED 02 12 15          0        0  1337300
SUPERGEN INC                   COM              868059106    27234   751300 SH       DEFINED 28 34             0        0   751300
SUPERIOR ENERGY SVCS INC       COM              868157108    19414  1871300 SH       DEFINED 02 07 15          0        0  1871300
SUPERIOR ENERGY SVCS INC       COM              868157108     8062   777100 SH       DEFINED 21 26 29          0        0   777100
SUPERIOR ENERGY SVCS INC       COM              868157108      881    85000 SH       DEFINED 34                0        0    85000
SUPERIOR ENERGY SVCS INC       COM              868157108     3591   346200 SH       DEFINED 03           346200        0        0
SUPERIOR INDS INTL INC         COM              868168105       38     1500 SH       DEFINED 15                0        0     1500
SUPERIOR INDS INTL INC         COM              868168105       90     3500 SH       DEFINED 03             3500        0        0
SUPERVALU INC                  COM              868536103     1993   104560 SH       DEFINED 08 15             0        0   104560
SUPERVALU INC                  COM              868536103     2054   107794 SH       DEFINED 37 03        107794        0        0
SUPREMA SPECIALTIES INC        COM              86859F107     3731   398000 SH       DEFINED 07                0        0   398000
SWIFT ENERGY CO                COM              870738101    59020  2080001 SH       DEFINED 02 07 34          0        0  2080001
SWIFT ENERGY CO                COM              870738101     4088   144100 SH       DEFINED 03           144100        0        0
SWIFT TRANSN CO                COM              870756103   119790  8556475 SH       DEFINED 10 15 20          0        0  8556475
SWIFT TRANSN CO                COM              870756103    15306  1093300 SH       DEFINED 32                0        0  1093300
SWISS HELVETIA FD INC          COM              870875101     6158   417500 SH       DEFINED 19 21             0        0   417500
SYBASE INC                     COM              871130100    11927   518600 SH       DEFINED 02 04 12          0        0   518600
SYBASE INC                     COM              871130100    52203  2269710 SH       DEFINED 13 15 19          0        0  2269710
SYBASE INC                     COM              871130100     9473   411900 SH       DEFINED 23 32 34          0        0   411900
SYBASE INC                     COM              871130100    16905   735000 SH       DEFINED 03           735000        0        0
SYBRON INTL CORP               COM              87114F106    11336   572210 SH       DEFINED 02 09 15          0        0   572210
SYBRON INTL CORP               COM              87114F106     3396   171430 SH       DEFINED 28 30 34          0        0   171430
SYBRON INTL CORP               COM              87114F106     1946    98247 SH       DEFINED 37 03         98247        0        0
SYCAMORE NETWORKS INC          COM              871206108   291290  2639100 SH       DEFINED 02 10 11          0        0  2639100
SYCAMORE NETWORKS INC          COM              871206108   110417  1001500 SH       DEFINED 15 16 28          0        0  1001500
SYCAMORE NETWORKS INC          COM              871206108     1655    15000 SH       DEFINED 34                0        0    15000
SYCAMORE NETWORKS INC          COM              871206108      750     6800 SH       DEFINED 03             3200        0     3600
SYKES ENTERPRISES INC          COM              871237103      643    50000 SH       DEFINED 28                0        0    50000
SYLVAN INC                     COM              871371100     2836   306700 SH       DEFINED 07                0        0   306700
SYMANTEC CORP                  COM              871503108   111720  2071300 SH       DEFINED 13 28 32          0        0  2071300
SYMANTEC CORP                  COM              871503108      216     4000 SH       DEFINED 37 03          4000        0        0
SYMBOL TECHNOLOGIES INC        COM              871508107    30086   557150 SH       DEFINED 02 09 13          0        0   557150
SYMBOL TECHNOLOGIES INC        COM              871508107   282664  5234537 SH       DEFINED 15 16 20          0        0  5234537
SYMBOL TECHNOLOGIES INC        COM              871508107    97246  1800855 SH       DEFINED 23 28 30          0        0  1800855
SYMBOL TECHNOLOGIES INC        COM              871508107    29665   549360 SH       DEFINED 32 34             0        0   549360
SYMBOL TECHNOLOGIES INC        COM              871508107    55689  1031164 SH       DEFINED 37 03        852839        0   178325
SYNCOR INTL CORP DEL           COM              87157J106     4665    64800 SH       DEFINED 02 07 15          0        0    64800
SYNCOR INTL CORP DEL           COM              87157J106     9136   126900 SH       DEFINED 21 26 28          0        0   126900
SYNCOR INTL CORP DEL           COM              87157J106    13867   192600 SH       DEFINED 03           192600        0        0
SYNOPSYS INC                   COM              871607107      362    10500 SH       DEFINED 03                0        0    10500
SYNOVUS FINL CORP              COM              87161C105    58206  3302475 SH       DEFINED 02 10 13          0        0  3302475
SYNOVUS FINL CORP              COM              87161C105    16040   910100 SH       DEFINED 15 16 28          0        0   910100
SYNOVUS FINL CORP              COM              87161C105      881    50000 SH       DEFINED 34                0        0    50000
SYNOVUS FINL CORP              COM              87161C105     5073   287848 SH       DEFINED 37 03        287848        0        0
SYSCO CORP                     COM              871829107    23657   561600 SH       DEFINED 02 12 15          0        0   561600
SYSCO CORP                     COM              871829107   301599  7160800 SH       DEFINED 16 20 21          0        0  7160800
SYSCO CORP                     COM              871829107     3833    91000 SH       DEFINED 23 28 29          0        0    91000
SYSCO CORP                     COM              871829107    24765   587900 SH       DEFINED 32 34             0        0   587900
SYSCO CORP                     COM              871829107    15753   374056 SH       DEFINED 37 03        356856        0    17200
SYSTEMS & COMPUTER TECHNOLOGY  COM              871873105      834    41700 SH       DEFINED 03            41700        0        0
TBC CORP                       COM              872180104     9770  2112500 SH       DEFINED 07                0        0  2112500
TB WOODS CORP                  COM              872226105     6150   592800 SH       DEFINED 07 28             0        0   592800
TCF FINL CORP                  COM              872275102    53291  2074600 SH       DEFINED 02 07 09          0        0  2074600
TCF FINL CORP                  COM              872275102    18800   731890 SH       DEFINED 15 19 20          0        0   731890
TCF FINL CORP                  COM              872275102    18094   704400 SH       DEFINED 22 32 34          0        0   704400
TCF FINL CORP                  COM              872275102    26314  1024400 SH       DEFINED 03           980100        0    44300
TDK CORP                       AMERN DEP SH     872351408      168     1200 SH       DEFINED 37             1200        0        0
TD WATERHOUSE GRP INC          COM              872362108     6246   360800 SH       DEFINED 02 15 21          0        0   360800
TD WATERHOUSE GRP INC          COM              872362108      796    46000 SH       DEFINED 34                0        0    46000
TD WATERHOUSE GRP INC          COM              872362108     1019    58900 SH       DEFINED 03            58900        0        0
TJX COS INC NEW                COM              872540109   108207  5771046 SH       DEFINED 02 07 09          0        0  5771046
TJX COS INC NEW                COM              872540109   116777  6228154 SH       DEFINED 10 12 15          0        0  6228154
TJX COS INC NEW                COM              872540109   200898 10714600 SH       DEFINED 20 22 32          0        0 10714600
TJX COS INC NEW                COM              872540109       43     2300 SH       DEFINED 34                0        0     2300
TJX COS INC NEW                COM              872540109     8512   453992 SH       DEFINED 37 03        326482        0   127510
T / R SYS INC                  COM              87263U102      726   114000 SH       DEFINED 04                0        0   114000
T / R SYS INC                  COM              87263U102      502    78900 SH       DEFINED 03            78900        0        0
TRW INC                        COM              872649108    95867  2210200 SH       DEFINED 07 09 15          0        0  2210200
TRW INC                        COM              872649108   194198  4477200 SH       DEFINED 16 20 22          0        0  4477200
TRW INC                        COM              872649108    28670   661000 SH       DEFINED 23 32 34          0        0   661000
TRW INC                        COM              872649108    25631   590916 SH       DEFINED 37 03        520816        0    70100
TMP WORLDWIDE INC              COM              872941109    43601   590700 SH       DEFINED 02 04 05          0        0   590700
TMP WORLDWIDE INC              COM              872941109    62696   849400 SH       DEFINED 06 09 12          0        0   849400
TMP WORLDWIDE INC              COM              872941109   149421  2026500 SH       DEFINED 13 15 20          0        0  2026500
TMP WORLDWIDE INC              COM              872941109    89431  1211600 SH       DEFINED 22 26 28          0        0  1211600
TMP WORLDWIDE INC              COM              872941109     2945    40400 SH       DEFINED 30 32 34          0        0    40400
TMP WORLDWIDE INC              COM              872941109    15293   207200 SH       DEFINED 03           101100        0   106100
TV GUIDE INC                   CL A             87307Q109   108572  3170000 SH       DEFINED 02 13 15          0        0  3170000
TV GUIDE INC                   CL A             87307Q109       20      600 SH       DEFINED 34                0        0      600
TV GUIDE INC                   CL A             87307Q109     1219    35600 SH       DEFINED 03            35600        0        0
TXU CORP                       COM              873168108     3737   126700 SH       DEFINED 02 32             0        0   126700
TXU CORP                       COM              873168108     6341   214845 SH       DEFINED 37 03        214845        0        0
TAITRON COMPONENTS INC         CL A             874028103     1848   434900 SH       DEFINED 07                0        0   434900
TAIWAN FD INC                  COM              874036106     3060   160000 SH       DEFINED 12 19 21          0        0   160000
TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    874039100    30749   793528 SH       DEFINED 02 13 15          0        0   793528
TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    874039100   130416  3365580 SH       DEFINED 22 28 34          0        0  3365580
TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    874039100    31025   800664 SH       DEFINED 03           746492        0    54172
TAKE-TWO INTERACTIVE SOFTWARE  COM              874054109      848    70000 SH       DEFINED 28                0        0    70000
TALBOTS INC                    COM              874161102     3235    58900 SH       DEFINED 02 13 15          0        0    58900
TALBOTS INC                    COM              874161102    88328  1607800 SH       DEFINED 20 23 26          0        0  1607800
TALBOTS INC                    COM              874161102    20634   375600 SH       DEFINED 32 34             0        0   375600
TALBOTS INC                    COM              874161102     2972    54100 SH       DEFINED 03            54100        0        0
TALISMAN ENERGY INC            COM              87425E103    18293   552300 SH       DEFINED 02 04 06          0        0   552300
TALISMAN ENERGY INC            COM              87425E103    25162   759500 SH       DEFINED 07 15 19          0        0   759500
TALISMAN ENERGY INC            COM              87425E103   111557  3367200 SH       DEFINED 20 21 22          0        0  3367200
TALISMAN ENERGY INC            COM              87425E103     9823   296500 SH       DEFINED 32 34             0        0   296500
TALISMAN ENERGY INC            COM              87425E103     4908   148150 SH       DEFINED 03            19350        0   128800
TALK CITY INC                  COM              874263106        0      600 SH       DEFINED 12                0        0      600
TALK COM INC                   COM              874264104      312    53845 SH       DEFINED 03            53845        0        0
TANDY BRANDS ACCESSORIES INC   COM              875378101     4322   548900 SH       DEFINED 07                0        0   548900
TANNING TECHNOLOGY CORP        COM              87588P101      161     8400 SH       DEFINED 15                0        0     8400
TANOX INC                      COM              87588Q109       56     1200 SH       DEFINED 26                0        0     1200
TARGET CORP                    COM              87612E106    98652  1700900 SH       DEFINED 02 05 06          0        0  1700900
TARGET CORP                    COM              87612E106   993719 17133100 SH       DEFINED 07 09 10          0        0 17133100
TARGET CORP                    COM              87612E106   203986  3517000 SH       DEFINED 11 12 13          0        0  3517000
TARGET CORP                    COM              87612E106   293187  5054950 SH       DEFINED 15 16 19          0        0  5054950
TARGET CORP                    COM              87612E106    55471   956400 SH       DEFINED 22 23 26          0        0   956400
TARGET CORP                    COM              87612E106   149979  2585860 SH       DEFINED 27 28 30          0        0  2585860
TARGET CORP                    COM              87612E106     8659   149300 SH       DEFINED 32 34             0        0   149300
TARGET CORP                    COM              87612E106   112160  1933951 SH       DEFINED 37 03       1454851        0   479100
TASTY BAKING CO                COM              876553306       24     1900 SH       DEFINED 15                0        0     1900
TAUBMAN CTRS INC               COM              876664103     1532   139300 SH       DEFINED 35                0        0   139300
TAUBMAN CTRS INC               COM              876664103     4635   421400 SH       DEFINED 03           421400        0        0
TECH DATA CORP                 COM              878237106    63379  1454900 SH       DEFINED 09 10 12          0        0  1454900
TECH DATA CORP                 COM              878237106    44816  1028780 SH       DEFINED 15 23 28          0        0  1028780
TECH DATA CORP                 COM              878237106     1110    25500 SH       DEFINED 30                0        0    25500
TECH DATA CORP                 COM              878237106    13530   310600 SH       DEFINED 37 03        264400        0    46200
TECH SYM CORP                  COM              878308105     3569   126900 SH       DEFINED 26                0        0   126900
TECHNE CORP                    COM              878377100    17797   136900 SH       DEFINED 02 26 32          0        0   136900
TECHNITROL INC                 COM              878555101     3739    38600 SH       DEFINED 02 26 32          0        0    38600
TECHNOLOGY SOLUTIONS CO        COM              87872T108     3431   554600 SH       DEFINED 02 04 07          0        0   554600
TECHNOLOGY SOLUTIONS CO        COM              87872T108    24064  3889200 SH       DEFINED 15 26 28          0        0  3889200
TECHNOLOGY SOLUTIONS CO        COM              87872T108     5030   813000 SH       DEFINED 29 34             0        0   813000
TECHNOLOGY SOLUTIONS CO        COM              87872T108     1540   249050 SH       DEFINED 03           249050        0        0
TEKELEC                        SB DSC CV 144A04 879101AA1     9660  3500000 PRN      DEFINED 11                0        0        0
TEKELEC                        COM              879101103    19265   399800 SH       DEFINED 09 11 28          0        0   399800
TEKELEC                        COM              879101103      375     7800 SH       DEFINED 30                0        0     7800
TEKELEC                        COM              879101103      399     8300 SH       DEFINED 03             8300        0        0
TEKTRONIX INC                  COM              879131100   116949  1580400 SH       DEFINED 02 09 13          0        0  1580400
TEKTRONIX INC                  COM              879131100   152876  2065900 SH       DEFINED 16 20 23          0        0  2065900
TEKTRONIX INC                  COM              879131100    12269   165800 SH       DEFINED 28 30 32          0        0   165800
TEKTRONIX INC                  COM              879131100     4924    66543 SH       DEFINED 03            66543        0        0
TELAXIS COMMUNICATIONS CORP    COM              879202109    26187   838000 SH       DEFINED 13                0        0   838000
TELCOM SEMICONDUCTOR INC       COM              87921P107     1975    49300 SH       DEFINED 26                0        0    49300
TELE NORDESTE CELULAR PART S A SPON ADR PFD     87924W109       13      200 SH       DEFINED 19                0        0      200
TELE NORTE LESTE PART S A      SPON ADR PFD     879246106     1713    72508 SH       DEFINED 02 07 19          0        0    72508
TELE NORTE LESTE PART S A      SPON ADR PFD     879246106    14855   628817 SH       DEFINED 21                0        0   628817
TELECOM ITALIA SPA             SPON ADR ORD     87927W106        7       60 SH       DEFINED 37               60        0        0
TELECOMM ARGENTINA STET-FRANCE SPON ADR REP B   879273209      918    33400 SH       DEFINED 02 07 19          0        0    33400
TELECOMM ARGENTINA STET-FRANCE SPON ADR REP B   879273209     8057   293000 SH       DEFINED 21                0        0   293000
TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR    879287308    12635   130100 SH       DEFINED 19 21             0        0   130100
TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR    879287308        2       30 SH       DEFINED 37               30        0        0
TELECOMUNICACOES DE SAO PAULO  SPON ADR PFD     87929A102     3237   175000 SH       DEFINED 21                0        0   175000
TELECORP PCS INC               CL A             879299105     3196    79300 SH       DEFINED 07 13 15          0        0    79300
TELECORP PCS INC               CL A             879299105     2886    71600 SH       DEFINED 03            71600        0        0
TELEFLEX INC                   COM              879369106      457    12800 SH       DEFINED 15                0        0    12800
TELEFONICA DE ARGENTINA S A    SPON ADR CL B    879378206    10363   326400 SH       DEFINED 03           326400        0        0
TELEFONICA S A                 SPONSORED ADR    879382208    53235   831000 SH       DEFINED 19 21             0        0   831000
TELEFONICA S A                 SPONSORED ADR    879382208      100     1623 SH       DEFINED 37             1623        0        0
TELEFONICA DEL PERU S A        SPON ADR CL B    879384105     1300   114300 SH       DEFINED 21                0        0   114300
TELEFONOS DE MEXICO S A        SR DB CV 4.25%04 879403AD5    48517 36140000 PRN      DEFINED 09 11 22          0        0        0
TELEFONOS DE MEXICO S A        ADR NOMINATIVE   879403400        7     2800 SH       DEFINED 37             2800        0        0
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780   149299  2613560 SH       DEFINED 02 05 06          0        0  2613560
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780    54473   953590 SH       DEFINED 07 10 11          0        0   953590
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780   272203  4765055 SH       DEFINED 12 19 21          0        0  4765055
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780    34434   602800 SH       DEFINED 22 28             0        0   602800
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780      106     1930 SH       DEFINED 37             1930        0        0
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780     5312    93000 SH       DEFINED 03                0        0    93000
TELEGLOBE INC                  COM              87941V100      236    11200 SH       DEFINED 02                0        0    11200
TELEPHONE & DATA SYS INC       COM              879433100        0        9 SH       DEFINED 37                9        0        0
TELEMIG CELULAR PART S A       SPON ADR PFD     87944E105      504     7050 SH       DEFINED 02 07 19          0        0     7050
TELEMIG CELULAR PART S A       SPON ADR PFD     87944E105     3682    51500 SH       DEFINED 21                0        0    51500
TELESP CELULAR PART S A        SPON ADR PFD     87952L108    53257  1186800 SH       DEFINED 02 07 12          0        0  1186800
TELESP CELULAR PART S A        SPON ADR PFD     87952L108    50653  1128771 SH       DEFINED 19 21 22          0        0  1128771
TELESP CELULAR PART S A        SPON ADR PFD     87952L108     2912    64900 SH       DEFINED 34 03             0        0    64900
TELLABS INC                    COM              879664100   212416  3103800 SH       DEFINED 07 10 16          0        0  3103800
TELLABS INC                    COM              879664100    86977  1270900 SH       DEFINED 20 32             0        0  1270900
TELLABS INC                    COM              879664100    21268   310732 SH       DEFINED 37 03        310732        0        0
TEMPLE INLAND INC              COM              879868107      372     8877 SH       DEFINED 15                0        0     8877
TEMPLE INLAND INC              COM              879868107     2056    48964 SH       DEFINED 37 03         48964        0        0
TEMPLETON GLOBAL GOVT INCOM FD SH BEN INT       879929107     1801   310000 SH       DEFINED 19 21             0        0   310000
TELETECH HOLDINGS INC          COM              879939106      804    25900 SH       DEFINED 32                0        0    25900
TELESYSTEM INTL WIRELESS INC   SUB VTG SHS      879946101    21621  1181500 SH       DEFINED 02 19 21          0        0  1181500
TELESYSTEM INTL WIRELESS INC   SUB VTG SHS      879946101     6373   348200 SH       DEFINED 22 37 03          0        0   348200
TEMPLETON DRAGON FD INC        COM              88018T101     9002  1043800 SH       DEFINED 19 21             0        0  1043800
TEMPLETON GLOBAL INCOME FD INC COM              880198106     4521   730700 SH       DEFINED 19 21             0        0   730700
TENET HEALTHCARE CORP          COM              88033G100    15576   576900 SH       DEFINED 02 12 13          0        0   576900
TENET HEALTHCARE CORP          COM              88033G100    52987  1962500 SH       DEFINED 15 18 21          0        0  1962500
TENET HEALTHCARE CORP          COM              88033G100    10602   392700 SH       DEFINED 29 34             0        0   392700
TENET HEALTHCARE CORP          COM              88033G100    23212   859701 SH       DEFINED 37 03        822801        0    36900
TENNECO AUTOMOTIVE INC         COM              880349105      787   150000 SH       DEFINED 22                0        0   150000
TERADYNE INC                   COM              880770102    56249   765300 SH       DEFINED 02 12 13          0        0   765300
TERADYNE INC                   COM              880770102   202227  2751400 SH       DEFINED 15 20 23          0        0  2751400
TERADYNE INC                   COM              880770102    39954   543600 SH       DEFINED 28 32 34          0        0   543600
TERADYNE INC                   COM              880770102    20774   282637 SH       DEFINED 37 03        254337        0    28300
TERAYON COMMUNICATION SYS      COM              880775101    16925   263500 SH       DEFINED 02 06 09          0        0   263500
TERAYON COMMUNICATION SYS      COM              880775101    31063   483600 SH       DEFINED 15 28 30          0        0   483600
TERAYON COMMUNICATION SYS      COM              880775101    12198   189900 SH       DEFINED 34 03          5400        0   184500
TEREX CORP NEW                 COM              880779103     7061   499900 SH       DEFINED 22 36             0        0   499900
TEREX CORP NEW                 COM              880779103      478    33900 SH       DEFINED 03            33900        0        0
TESORO PETE CORP               COM              881609101     8044   794500 SH       DEFINED 18                0        0   794500
TESORO PETE CORP               COM              881609101     4162   411100 SH       DEFINED 03           411100        0        0
TESORO PETE CORP               PIES CV 1/100S   881609408     1674   163400 SH       DEFINED 27                0        0   163400
TESORO PETE CORP               PIES CV 1/100S   881609408      750    73200 SH       DEFINED 03            53800        0    19400
TETRA TECHNOLOGIES INC DEL     COM              88162F105      583    41100 SH       DEFINED 15                0        0    41100
TETRA TECHNOLOGIES INC DEL     COM              88162F105     3981   280600 SH       DEFINED 03           280600        0        0
TETRA TECH INC NEW             COM              88162G103     2905   127037 SH       DEFINED 02 15 20          0        0   127037
TETRA TECH INC NEW             COM              88162G103      208     9100 SH       DEFINED 32                0        0     9100
TETRA TECH INC NEW             COM              88162G103    20507   896500 SH       DEFINED 03           896500        0        0
TEVA PHARMACEUTICAL INDS LTD   ADR              881624209    95380  1720500 SH       DEFINED 02 09 13          0        0  1720500
TEVA PHARMACEUTICAL INDS LTD   ADR              881624209   207846  3749200 SH       DEFINED 16 19 21          0        0  3749200
TEVA PHARMACEUTICAL INDS LTD   ADR              881624209     9324   168200 SH       DEFINED 28 30             0        0   168200
TEVA PHARMACEUTICAL INDS LTD   ADR              881624209    21426   386500 SH       DEFINED 03           386500        0        0
TEXACO INC                     COM              881694103   340059  6386100 SH       DEFINED 02 10 12          0        0  6386100
TEXACO INC                     COM              881694103     2593    48700 SH       DEFINED 15 28             0        0    48700
TEXACO INC                     COM              881694103    27160   509983 SH       DEFINED 37 03        488957        0    21026
TESMA INTL INC                 CL A SUB VTG     881908107    13868   805700 SH       DEFINED 02                0        0   805700
TEXAS INSTRS INC               COM              882508104   339220  4938600 SH       DEFINED 02 04 05          0        0  4938600
TEXAS INSTRS INC               COM              882508104  2735417 39824100 SH       DEFINED 06 07 10          0        0 39824100
TEXAS INSTRS INC               COM              882508104  1661241 24185500 SH       DEFINED 11 12 13          0        0 24185500
TEXAS INSTRS INC               COM              882508104  1923620 28005400 SH       DEFINED 15 16 18          0        0 28005400
TEXAS INSTRS INC               COM              882508104   447609  6516610 SH       DEFINED 19 20 21          0        0  6516610
TEXAS INSTRS INC               COM              882508104   409233  5957900 SH       DEFINED 22 23 26          0        0  5957900
TEXAS INSTRS INC               COM              882508104   960001 13976360 SH       DEFINED 27 28 29          0        0 13976360
TEXAS INSTRS INC               COM              882508104   313723  4567400 SH       DEFINED 30 32 34          0        0  4567400
TEXAS INSTRS INC               COM              882508104   327145  4762756 SH       DEFINED 37 03       3857696        0   905060
TEXAS PAC LD TR                SUB CTF PROP I T 882610108      351     8000 SH       DEFINED 37             8000        0        0
TEXTRON INC                    COM              883203101   228590  4208800 SH       DEFINED 02 06 07          0        0  4208800
TEXTRON INC                    COM              883203101   273267  5031400 SH       DEFINED 09 10 15          0        0  5031400
TEXTRON INC                    COM              883203101   131271  2416960 SH       DEFINED 16 18 19          0        0  2416960
TEXTRON INC                    COM              883203101   114372  2105700 SH       DEFINED 22 27 28          0        0  2105700
TEXTRON INC                    COM              883203101     2905    53500 SH       DEFINED 30 32 34          0        0    53500
TEXTRON INC                    COM              883203101    51715   952166 SH       DEFINED 37 03        694046        0   258120
THERAGENICS CORP               COM              883375107     8992  1050200 SH       DEFINED 07                0        0  1050200
THERMO CARDIOSYSTEMS INC       COM NONREDEEM    88355K200      841    84100 SH       DEFINED 03            84100        0        0
THERMO FIBERTEK INC            COM              88355W105      817   172200 SH       DEFINED 15                0        0   172200
THERMO ELECTRON CORP           COM              883556102    95352  4527100 SH       DEFINED 02 07 09          0        0  4527100
THERMO ELECTRON CORP           COM              883556102   199485  9471145 SH       DEFINED 10 12 13          0        0  9471145
THERMO ELECTRON CORP           COM              883556102   140359  6663938 SH       DEFINED 15 20 22          0        0  6663938
THERMO ELECTRON CORP           COM              883556102    47086  2235580 SH       DEFINED 23 28 32          0        0  2235580
THERMO ELECTRON CORP           COM              883556102       63     3000 SH       DEFINED 34                0        0     3000
THERMO ELECTRON CORP           COM              883556102    40911  1942400 SH       DEFINED 03          1728100        0   214300
THOMAS & BETTS CORP            COM              884315102      931    48565 SH       DEFINED 37 03         48565        0        0
THOMAS GROUP INC               COM              884402108      618    74400 SH       DEFINED 07                0        0    74400
THORATEC LABS CORP             COM NEW          885175307        8      500 SH       DEFINED 37              500        0        0
3DO CO                         COM              88553W105       78    10000 SH       DEFINED 28                0        0    10000
3COM CORP                      COM              885535104    38672   671100 SH       DEFINED 02 06 10          0        0   671100
3COM CORP                      COM              885535104   141469  2455000 SH       DEFINED 13 15 16          0        0  2455000
3COM CORP                      COM              885535104     2881    50000 SH       DEFINED 34                0        0    50000
3COM CORP                      COM              885535104    16769   291249 SH       DEFINED 37 03        277849        0    13400
THREE FIVE SYS INC             COM              88554L108     3607    61152 SH       DEFINED 09 28 30          0        0    61152
THREE FIVE SYS INC             COM              88554L108     2596    44000 SH       DEFINED 32 03             0        0    44000
360NETWORKS INC                SUB VTG SHS      88575T205    58153  3792800 SH       DEFINED 10 20 25          0        0  3792800
360NETWORKS INC                SUB VTG SHS      88575T205     3399   221700 SH       DEFINED 27 32             0        0   221700
TIBCO SOFTWARE INC             COM              88632Q103   134042  1250000 SH       DEFINED 10 12 13          0        0  1250000
TIBCO SOFTWARE INC             COM              88632Q103      396     3700 SH       DEFINED 28                0        0     3700
TIBCO SOFTWARE INC             COM              88632Q103     5940    55400 SH       DEFINED 03            55400        0        0
TICKETMASTER ONLINE-CITYSEARCH CL B             88633P203    18251  1145200 SH       DEFINED 05 15 26          0        0  1145200
TICKETMASTER ONLINE-CITYSEARCH CL B             88633P203     2266   142200 SH       DEFINED 28 03             0        0   142200
TIDEL TECHNOLOGIES INC         COM              886368109      195    19700 SH       DEFINED 28                0        0    19700
TIDEWATER INC                  COM              886423102    28533   792600 SH       DEFINED 09 11 12          0        0   792600
TIDEWATER INC                  COM              886423102    24353   676485 SH       DEFINED 13 15 28          0        0   676485
TIDEWATER INC                  COM              886423102      934    25950 SH       DEFINED 30                0        0    25950
TIDEWATER INC                  COM              886423102    17135   475981 SH       DEFINED 37 03        465981        0    10000
TIFFANY & CO NEW               COM              886547108     9490   140600 SH       DEFINED 02 12 15          0        0   140600
TIFFANY & CO NEW               COM              886547108   113757  1685300 SH       DEFINED 22 28 32          0        0  1685300
TIFFANY & CO NEW               COM              886547108       27      400 SH       DEFINED 34                0        0      400
TIFFANY & CO NEW               COM              886547108     4749    70409 SH       DEFINED 37 03         60409        0    10000
TIMBERLAND CO                  CL A             887100105    83353  1177100 SH       DEFINED 09 13 20          0        0  1177100
TIMBERLAND CO                  CL A             887100105     2952    41700 SH       DEFINED 28 30 32          0        0    41700
TIMBERLINE SOFTWARE CORP       COM              887134104     3188   436100 SH       DEFINED 07                0        0   436100
TIME WARNER INC                COM              887315109   106708  1404062 SH       DEFINED 02 04 05          0        0  1404062
TIME WARNER INC                COM              887315109   359937  4736015 SH       DEFINED 06 07 09          0        0  4736015
TIME WARNER INC                COM              887315109  1656212 21792267 SH       DEFINED 10 11 12          0        0 21792267
TIME WARNER INC                COM              887315109   623849  8208550 SH       DEFINED 13 15 16          0        0  8208550
TIME WARNER INC                COM              887315109   134336  1767587 SH       DEFINED 19 20 21          0        0  1767587
TIME WARNER INC                COM              887315109   371162  4883714 SH       DEFINED 22 23 26          0        0  4883714
TIME WARNER INC                COM              887315109   310163  4081093 SH       DEFINED 27 28 30          0        0  4081093
TIME WARNER INC                COM              887315109    29738   391297 SH       DEFINED 32 34             0        0   391297
TIME WARNER INC                COM              887315109   258664  3403565 SH       DEFINED 37 03       2723446        0   680119
TIME WARNER TELECOM INC        CL A             887319101    90279  1402400 SH       DEFINED 07 09 11          0        0  1402400
TIME WARNER TELECOM INC        CL A             887319101    62418   969600 SH       DEFINED 13 15 16          0        0   969600
TIME WARNER TELECOM INC        CL A             887319101    73526  1142165 SH       DEFINED 20 21 22          0        0  1142165
TIME WARNER TELECOM INC        CL A             887319101    50631   786503 SH       DEFINED 28 32 34          0        0   786503
TIME WARNER TELECOM INC        CL A             887319101     6907   107300 SH       DEFINED 03            83000        0    24300
TIMKEN CO                      COM              887389104      888    47682 SH       DEFINED 03            47682        0        0
TITAN CORP                     COM              888266103    25081   560480 SH       DEFINED 02 13 15          0        0   560480
TITAN CORP                     COM              888266103    14105   315350 SH       DEFINED 37 03        249250        0    66100
TITAN PHARMACEUTICALS INC DEL  COM              888314101    24901   579100 SH       DEFINED 09 15 28          0        0   579100
TITAN PHARMACEUTICALS INC DEL  COM              888314101      649    15100 SH       DEFINED 30                0        0    15100
TIVO INC                       COM              888706108    44779  1279400 SH       DEFINED 09 13 28          0        0  1279400
TIVO INC                       COM              888706108     1022    29200 SH       DEFINED 30                0        0    29200
TOLLGRADE COMMUNICATIONS INC   COM              889542106    14548   109800 SH       DEFINED 02 26 32          0        0   109800
TOLLGRADE COMMUNICATIONS INC   COM              889542106     2928    22100 SH       DEFINED 03            22100        0        0
TOO INC                        COM              890333107     7631   300000 SH       DEFINED 10                0        0   300000
TOOTSIE ROLL INDS INC          COM              890516107     1889    53978 SH       DEFINED 02 13 15          0        0    53978
TOOTSIE ROLL INDS INC          COM              890516107     1555    44389 SH       DEFINED 37 03         44389        0        0
TOPPS INC                      COM              890786106      405    35300 SH       DEFINED 02 07 13          0        0    35300
TOPPS INC                      COM              890786106     1340   116600 SH       DEFINED 03           116600        0        0
TORCHMARK CORP                 COM              891027104     3175   128632 SH       DEFINED 02 08 23          0        0   128632
TORCHMARK CORP                 COM              891027104      493    20000 SH       DEFINED 34                0        0    20000
TORCHMARK CORP                 COM              891027104     2498   101210 SH       DEFINED 03           101210        0        0
TORONTO DOMINION BK ONT        COM NEW          891160509   203307  8365920 SH       DEFINED 02 07 15          0        0  8365920
TORONTO DOMINION BK ONT        COM NEW          891160509    18443   758500 SH       DEFINED 19 21 34          0        0   758500
TORONTO DOMINION BK ONT        COM NEW          891160509     1020    41986 SH       DEFINED 03            41986        0        0
TOSCO CORP                     COM NEW          891490302    20235   714719 SH       DEFINED 02 07 09          0        0   714719
TOSCO CORP                     COM NEW          891490302    87474  3089600 SH       DEFINED 12 13 15          0        0  3089600
TOSCO CORP                     COM NEW          891490302    93210  3292200 SH       DEFINED 20 21 22          0        0  3292200
TOSCO CORP                     COM NEW          891490302   130411  4606140 SH       DEFINED 23 28 29          0        0  4606140
TOSCO CORP                     COM NEW          891490302    30739  1085730 SH       DEFINED 30 32 34          0        0  1085730
TOSCO CORP                     COM NEW          891490302    10226   361117 SH       DEFINED 37 03        124217        0   236900
TOTAL RENAL CARE HLDGS INC     SB NT CV144A7%09 89151AAA5    14341 21566000 PRN      DEFINED 02 11 22          0        0        0
TOTAL RENAL CARE HLDGS INC     SB NT CV144A7%09 89151AAA5    30889 46450000 PRN      DEFINED 23 25 27          0        0        0
TOTAL RENAL CARE HLDGS INC     SB NT CV144A7%09 89151AAA5     8531 12830000 PRN      DEFINED 28 32 36          0        0        0
TOTAL RENAL CARE HLDGS INC     SB NT CV144A7%09 89151AAA5     7368 11080000 PRN      DEFINED 03                0        0        0
TOTAL RENAL CARE HLDGS INC     SUB NT CONV 7%09 89151AAC1     8219 12360000 PRN      DEFINED 02 23 25          0        0        0
TOTAL RENAL CARE HLDGS INC     SUB NT CONV 7%09 89151AAC1    17795 26760000 PRN      DEFINED 27 28 36          0        0        0
TOTAL RENAL CARE HLDGS INC     SUB NT CONV 7%09 89151AAC1     5266  7920000 PRN      DEFINED 03                0        0        0
TOTAL RENAL CARE HLDGS INC     COM              89151A107       30     5000 SH       DEFINED 02                0        0     5000
TOTAL FINA ELF S A             SPONSORED ADR    89151E109   525357  6839484 SH       DEFINED 02 07 09          0        0  6839484
TOTAL FINA ELF S A             SPONSORED ADR    89151E109   193101  2513935 SH       DEFINED 15 19 20          0        0  2513935
TOTAL FINA ELF S A             SPONSORED ADR    89151E109   323900  4216768 SH       DEFINED 21 22 23          0        0  4216768
TOTAL FINA ELF S A             SPONSORED ADR    89151E109   110397  1437239 SH       DEFINED 28 30 32          0        0  1437239
TOTAL FINA ELF S A             SPONSORED ADR    89151E109     3684    47970 SH       DEFINED 34                0        0    47970
TOTAL FINA ELF S A             SPONSORED ADR    89151E109    36253   471975 SH       DEFINED 37 03        192179        0   279796
TOWER AUTOMOTIVE INC           COM              891707101     5602   448200 SH       DEFINED 03           448200        0        0
TOYOTA MOTOR CORP              SP ADR REP2COM   892331307       56      600 SH       DEFINED 37              600        0        0
TOYS R US INC                  COM              892335100     2738   188044 SH       DEFINED 03           188044        0        0
TRAMMELL CROW CO               COM              89288R106     2258   210100 SH       DEFINED 09 26 35          0        0   210100
TRAMMELL CROW CO               COM              89288R106     1671   155500 SH       DEFINED 03           155500        0        0
TRANS LUX CORP                 SUB NT CV 7.5%06 893247AD8      385   500000 PRN      DEFINED 07                0        0        0
TRANSCANADA PIPELINES LTD      COM              893526103     1140   149500 SH       DEFINED 02                0        0   149500
TRANSGENE S A                  SPONSORED ADR    89365U105    13457   815579 SH       DEFINED 02 21             0        0   815579
TRANSPRO INC                   COM              893885103     3345   660925 SH       DEFINED 07                0        0   660925
TRANSMONTAIGNE INC             COM              893934109      236    38600 SH       DEFINED 03            38600        0        0
TRAVELOCITY COM INC            COM              893953109    14622   892976 SH       DEFINED 05 12 15          0        0   892976
TRAVELOCITY COM INC            COM              893953109     9227   563500 SH       DEFINED 21 22 26          0        0   563500
TRAVELOCITY COM INC            COM              893953109    10121   618100 SH       DEFINED 28 29             0        0   618100
TRAVELOCITY COM INC            COM              893953109     2212   135100 SH       DEFINED 03            81300        0    53800
TREDEGAR CORP                  COM              894650100      457    24100 SH       DEFINED 03            24100        0        0
TRENDWEST RESORTS INC          COM              894917103      580    36000 SH       DEFINED 26                0        0    36000
TREX INC                       COM              89531P105     6180   123601 SH       DEFINED 09 15 28          0        0   123601
TREX INC                       COM              89531P105      300     6000 SH       DEFINED 30                0        0     6000
TRI CONTL CORP                 COM              895436103      497    19885 SH       DEFINED 37            19885        0        0
TRIAD HOSPITALS INC            COM              89579K109     4344   179600 SH       DEFINED 15 26             0        0   179600
TRIAD HOSPITALS INC            COM              89579K109        0       39 SH       DEFINED 37               39        0        0
TRIAD GTY INC                  COM              895925105     9094   396500 SH       DEFINED 07                0        0   396500
TRICON GLOBAL RESTAURANTS      COM              895953107    99979  3539110 SH       DEFINED 10 15 16          0        0  3539110
TRICON GLOBAL RESTAURANTS      COM              895953107    46430  1643540 SH       DEFINED 22 28             0        0  1643540
TRICON GLOBAL RESTAURANTS      COM              895953107     3357   118901 SH       DEFINED 37 03        118901        0        0
TRIBUNE CO NEW                 COM              896047107    81278  2322243 SH       DEFINED 02 08 10          0        0  2322243
TRIBUNE CO NEW                 COM              896047107    17220   492000 SH       DEFINED 11 15 34          0        0   492000
TRIBUNE CO NEW                 COM              896047107    10290   294005 SH       DEFINED 37 03        284705        0     9300
TRICOM SA                      SPON ADR REP A   89612A100    11937   779600 SH       DEFINED 09 15 34          0        0   779600
TRIGON HEALTHCARE INC          COM              89618L100    39388   763900 SH       DEFINED 02 09 13          0        0   763900
TRIGON HEALTHCARE INC          COM              89618L100    23300   451890 SH       DEFINED 15 28 30          0        0   451890
TRIGON HEALTHCARE INC          COM              89618L100     4181    81100 SH       DEFINED 32 34             0        0    81100
TRIGON HEALTHCARE INC          COM              89618L100    20800   403400 SH       DEFINED 03           403400        0        0
TRIMBLE NAVIGATION LTD         COM              896239100    54294  1112300 SH       DEFINED 13 32             0        0  1112300
TRIMERIS INC                   COM              896263100     1839    26300 SH       DEFINED 26                0        0    26300
TRINITY INDS INC               COM              896522109     5466   295500 SH       DEFINED 28                0        0   295500
TRIQUINT SEMICONDUCTOR INC     COM              89674K103    23835   249100 SH       DEFINED 09 26 28          0        0   249100
TRIQUINT SEMICONDUCTOR INC     COM              89674K103     2937    30700 SH       DEFINED 30 03             0        0    30700
TRITEL INC                     CL A             89675X104    14852   500300 SH       DEFINED 05 06             0        0   500300
TRITEL INC                     CL A             89675X104      611    20600 SH       DEFINED 03            20600        0        0
TRITON PCS HLDGS INC           CL A             89677M106   115095  1993000 SH       DEFINED 13 15 20          0        0  1993000
TRITON PCS HLDGS INC           CL A             89677M106    27086   469030 SH       DEFINED 32 34             0        0   469030
TRITON PCS HLDGS INC           CL A             89677M106     8818   152700 SH       DEFINED 03           152700        0        0
TRIZETTO GROUP INC             COM              896882107       90     5600 SH       DEFINED 15                0        0     5600
TRIZEC HAHN CORP               SUB VTG          896938107      460    25700 SH       DEFINED 09                0        0    25700
TROPICAL SPORTSWEAR INTL CORP  COM              89708P102     3412   195000 SH       DEFINED 26                0        0   195000
TRUE NORTH COMMUNICATIONS INC  COM              897844106    21032   478000 SH       DEFINED 02 07 09          0        0   478000
TRUE NORTH COMMUNICATIONS INC  COM              897844106    68288  1552000 SH       DEFINED 11 15 20          0        0  1552000
TRUE NORTH COMMUNICATIONS INC  COM              897844106     5737   130400 SH       DEFINED 28 30 32          0        0   130400
TRUE NORTH COMMUNICATIONS INC  COM              897844106      132     3000 SH       DEFINED 34                0        0     3000
TRUE NORTH COMMUNICATIONS INC  COM              897844106    22440   510000 SH       DEFINED 03           478000        0    32000
TUBOS DE ACERO DE MEXICO S A   ADR NEW          898592506     5902   425385 SH       DEFINED 02 07 12          0        0   425385
TUBOS DE ACERO DE MEXICO S A   ADR NEW          898592506     6607   476200 SH       DEFINED 19 21             0        0   476200
TUCKER ANTHONY SUTRO           COM              898647102     1135    63100 SH       DEFINED 26                0        0    63100
TUESDAY MORNING CORP           COM NEW          899035505    13979  1331400 SH       DEFINED 20 32             0        0  1331400
TUMBLEWEED COMMUNICATIONS CORP COM              899690101    48153   946500 SH       DEFINED 02 11 12          0        0   946500
TUMBLEWEED COMMUNICATIONS CORP COM              899690101    17780   349500 SH       DEFINED 13 15 26          0        0   349500
TUMBLEWEED COMMUNICATIONS CORP COM              899690101    42027   826100 SH       DEFINED 28 34             0        0   826100
TUMBLEWEED COMMUNICATIONS CORP COM              899690101    12327   242300 SH       DEFINED 03           242300        0        0
TUPPERWARE CORP                COM              899896104    87915  3996150 SH       DEFINED 02 05 13          0        0  3996150
TUPPERWARE CORP                COM              899896104    10145   461150 SH       DEFINED 15 18 26          0        0   461150
TUPPERWARE CORP                COM              899896104     1155    52500 SH       DEFINED 28 34             0        0    52500
TUPPERWARE CORP                COM              899896104     5055   229808 SH       DEFINED 03           140908        0    88900
TURNSTONE SYSTEMS INC          COM              900423104    14430    87100 SH       DEFINED 09 28 30          0        0    87100
TUT SYSTEMS                    COM              901103101     3167    55200 SH       DEFINED 09 28 30          0        0    55200
TV AZTECA S A DE C V           SPONSORED ADR    901145102    42545  3226225 SH       DEFINED 02 07 13          0        0  3226225
TV AZTECA S A DE C V           SPONSORED ADR    901145102   136909 10381740 SH       DEFINED 19 21 22          0        0 10381740
TV AZTECA S A DE C V           SPONSORED ADR    901145102     2972   225400 SH       DEFINED 26                0        0   225400
TV AZTECA S A DE C V           SPONSORED ADR    901145102    12286   931700 SH       DEFINED 03           590600        0   341100
TWIN DISC INC                  COM              901476101     4124   241700 SH       DEFINED 07                0        0   241700
TWINLAB CORP                   COM              901774109     5035   789900 SH       DEFINED 07 26 28          0        0   789900
TYCO INTL LTD NEW              COM              902124106    68404  1443900 SH       DEFINED 02 04 05          0        0  1443900
TYCO INTL LTD NEW              COM              902124106   677894 14309124 SH       DEFINED 06 07 09          0        0 14309124
TYCO INTL LTD NEW              COM              902124106  2063177 43549912 SH       DEFINED 10 11 12          0        0 43549912
TYCO INTL LTD NEW              COM              902124106   989430 20885086 SH       DEFINED 13 15 16          0        0 20885086
TYCO INTL LTD NEW              COM              902124106    21597   455880 SH       DEFINED 18 19 21          0        0   455880
TYCO INTL LTD NEW              COM              902124106   241941  5106936 SH       DEFINED 22 23 27          0        0  5106936
TYCO INTL LTD NEW              COM              902124106   199928  4220126 SH       DEFINED 28 29 30          0        0  4220126
TYCO INTL LTD NEW              COM              902124106     3157    66650 SH       DEFINED 32 34             0        0    66650
TYCO INTL LTD NEW              COM              902124106   174448  3682506 SH       DEFINED 37 03       3021204        0   661302
TYSON FOODS INC                CL A             902494103     6125   700000 SH       DEFINED 13                0        0   700000
UAL CORP                       COM PAR $0.01    902549500     2027    34840 SH       DEFINED 15 34             0        0    34840
UCBH HOLDINGS INC              COM              90262T308    18000   674500 SH       DEFINED 07                0        0   674500
UCBH HOLDINGS INC              COM              90262T308     5158   193300 SH       DEFINED 03           193300        0        0
UGI CORP NEW                   COM              902681105      883    43095 SH       DEFINED 37 03         43095        0        0
UICI                           COM              902737105    14921  2273800 SH       DEFINED 07 15             0        0  2273800
UICI                           COM              902737105       92    14100 SH       DEFINED 03            14100        0        0
USX MARATHON GROUP             COM NEW          902905827   116112  4632900 SH       DEFINED 02 07 09          0        0  4632900
USX MARATHON GROUP             COM NEW          902905827    23263   928200 SH       DEFINED 10 12 15          0        0   928200
USX MARATHON GROUP             COM NEW          902905827   123457  4926000 SH       DEFINED 16 22 28          0        0  4926000
USX MARATHON GROUP             COM NEW          902905827     3691   147290 SH       DEFINED 30 34             0        0   147290
USX MARATHON GROUP             COM NEW          902905827    36355  1450486 SH       DEFINED 37 03       1027786        0   422700
UST INC                        COM              902911106     8953   609600 SH       DEFINED 11 28             0        0   609600
UST INC                        COM              902911106     1931   131523 SH       DEFINED 03           131523        0        0
US BANCORP DEL                 COM              902973106   122290  6352731 SH       DEFINED 02 07 09          0        0  6352731
US BANCORP DEL                 COM              902973106   186582  9692589 SH       DEFINED 10 13 15          0        0  9692589
US BANCORP DEL                 COM              902973106    58957  3062744 SH       DEFINED 22 34             0        0  3062744
US BANCORP DEL                 COM              902973106    21979  1141702 SH       DEFINED 37 03        982802        0   158900
U S LIQUIDS INC                COM              902974104      174    31700 SH       DEFINED 15                0        0    31700
USA NETWORKS INC               COM              902984103    45278  2093800 SH       DEFINED 02 09 10          0        0  2093800
USA NETWORKS INC               COM              902984103    66284  3065200 SH       DEFINED 12 13 15          0        0  3065200
USA NETWORKS INC               COM              902984103   104812  4846800 SH       DEFINED 22 28 30          0        0  4846800
USA NETWORKS INC               COM              902984103       95     4400 SH       DEFINED 34                0        0     4400
USA NETWORKS INC               COM              902984103      346    16000 SH       DEFINED 03            16000        0        0
URS CORP NEW                   COM              903236107    19948  1308100 SH       DEFINED 07                0        0  1308100
URS CORP NEW                   COM              903236107     4401   288600 SH       DEFINED 03           288600        0        0
USANA INC                      COM              90328M107      104    34000 SH       DEFINED 07                0        0    34000
U S CAN CORP                   COM              90328W105       86     5000 SH       DEFINED 26                0        0     5000
U S CAN CORP                   COM              90328W105     6732   387500 SH       DEFINED 03           387500        0        0
U S G CORP                     COM NEW          903293405    44176  1454360 SH       DEFINED 10 15 34          0        0  1454360
USEC INC                       COM              90333E108    40237  8700000 SH       DEFINED 07                0        0  8700000
U S AGGREGATES INC             COM              90334D109     5229   288500 SH       DEFINED 26 28             0        0   288500
USX-U S STL                    COM              90337T101      809    43590 SH       DEFINED 02 15 34          0        0    43590
USX-U S STL                    COM              90337T101     1450    78148 SH       DEFINED 03            78148        0        0
US ONCOLOGY INC                COM              90338W103     2250   450000 SH       DEFINED 07                0        0   450000
UTI ENERGY CORP                COM              903387108     3771    94001 SH       DEFINED 26 34             0        0    94001
ULTICOM INC                    COM              903844108        2      100 SH       DEFINED 26                0        0      100
ULTIMATE ELECTRS INC           COM              903849107     2484    92700 SH       DEFINED 02 13 15          0        0    92700
ULTIMATE ELECTRS INC           COM              903849107     8253   308000 SH       DEFINED 26                0        0   308000
ULTIMATE ELECTRS INC           COM              903849107    14505   541300 SH       DEFINED 03           541300        0        0
ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106    38052  1533600 SH       DEFINED 02 09 15          0        0  1533600
ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106    19475   784900 SH       DEFINED 21 22 23          0        0   784900
ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106     2850   114900 SH       DEFINED 34                0        0   114900
ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106     9814   395526 SH       DEFINED 37 03        152726        0   242800
UNICO AMERN CORP               COM              904607108     1676   279400 SH       DEFINED 07                0        0   279400
UNIFAB INTERNATIONAL INC       COM              90467L100     2256   273500 SH       DEFINED 07                0        0   273500
UNIFI INC                      COM              904677101    61960  5006900 SH       DEFINED 12 16 03     245000        0  4761900
UNILEVER PLC                   SPON ADR NEW     904767704       26     1096 SH       DEFINED 37             1096        0        0
UNILEVER N V                   N Y SHS NEW      904784709    37666   875957 SH       DEFINED 07 09 15          0        0   875957
UNILEVER N V                   N Y SHS NEW      904784709    20132   468200 SH       DEFINED 18 19 21          0        0   468200
UNILEVER N V                   N Y SHS NEW      904784709    10383   241485 SH       DEFINED 22                0        0   241485
UNILEVER N V                   N Y SHS NEW      904784709    19121   444677 SH       DEFINED 03           444677        0        0
UNICOM CORP                    COM              904911104     6463   167079 SH       DEFINED 37 03        167079        0        0
UNIGRAPHICS SOLUTIONS INC      CL A             904928108    10140   520000 SH       DEFINED 07                0        0   520000
UNIGRAPHICS SOLUTIONS INC      CL A             904928108     2620   134400 SH       DEFINED 03           134400        0        0
UNION CARBIDE CORP             COM              905581104    41050   829300 SH       DEFINED 02 04 05          0        0   829300
UNION CARBIDE CORP             COM              905581104    97599  1971700 SH       DEFINED 06 07 09          0        0  1971700
UNION CARBIDE CORP             COM              905581104   126094  2547370 SH       DEFINED 11 13 15          0        0  2547370
UNION CARBIDE CORP             COM              905581104   121387  2452280 SH       DEFINED 16 19 22          0        0  2452280
UNION CARBIDE CORP             COM              905581104    60238  1216940 SH       DEFINED 23 26 28          0        0  1216940
UNION CARBIDE CORP             COM              905581104      490     9900 SH       DEFINED 30 34             0        0     9900
UNION CARBIDE CORP             COM              905581104    71776  1450042 SH       DEFINED 37 03       1292442        0   157600
UNION PAC CORP                 COM              907818108    41888  1126400 SH       DEFINED 02 06 07          0        0  1126400
UNION PAC CORP                 COM              907818108    55438  1490790 SH       DEFINED 08 09 13          0        0  1490790
UNION PAC CORP                 COM              907818108    41454  1114730 SH       DEFINED 15 19 22          0        0  1114730
UNION PAC CORP                 COM              907818108    20920   562560 SH       DEFINED 28 31 34          0        0   562560
UNION PAC CORP                 COM              907818108    46044  1238123 SH       DEFINED 37 03       1179723        0    58400
UNION PAC RES GROUP INC        COM              907834105    35514  1614300 SH       DEFINED 02 04 06          0        0  1614300
UNION PAC RES GROUP INC        COM              907834105    28834  1310643 SH       DEFINED 07 08 09          0        0  1310643
UNION PAC RES GROUP INC        COM              907834105    28043  1274700 SH       DEFINED 12 15 22          0        0  1274700
UNION PAC RES GROUP INC        COM              907834105      930    42281 SH       DEFINED 23 28 31          0        0    42281
UNION PAC RES GROUP INC        COM              907834105     3040   138200 SH       DEFINED 34                0        0   138200
UNION PAC RES GROUP INC        COM              907834105    11417   518920 SH       DEFINED 37 03        426620        0    92300
UNION PLANTERS CORP            COM              908068109     3173   113343 SH       DEFINED 37 03        113343        0        0
UNIONBANCAL CORP               COM              908906100     2927   157730 SH       DEFINED 15                0        0   157730
UNIONBANCAL CORP               COM              908906100       28     1455 SH       DEFINED 37             1455        0        0
UNISOURCE ENERGY CORP          COM              909205106     2833   188900 SH       DEFINED 26                0        0   188900
UNISYS CORP                    COM              909214108    85179  5849209 SH       DEFINED 02 06 07          0        0  5849209
UNISYS CORP                    COM              909214108   146036 10028271 SH       DEFINED 09 11 12          0        0 10028271
UNISYS CORP                    COM              909214108   172393 11838181 SH       DEFINED 15 19 20          0        0 11838181
UNISYS CORP                    COM              909214108    58768  4035575 SH       DEFINED 22 32 34          0        0  4035575
UNISYS CORP                    COM              909214108    24750  1699598 SH       DEFINED 37 03       1075745        0   623853
UNITED DOMINION INDS LTD       COM              909914103       39     2300 SH       DEFINED 02                0        0     2300
UNITED PAN-EUROPE COMMUNCTN NV SPON ADR A SHS   911300200     5616   208000 SH       DEFINED 19 21             0        0   208000
UNITED PARCEL SERVICE INC      CL B             911312106    18988   321840 SH       DEFINED 05 12 15          0        0   321840
UNITED PARCEL SERVICE INC      CL B             911312106    77726  1317400 SH       DEFINED 20 26 28          0        0  1317400
UNITED PARCEL SERVICE INC      CL B             911312106    16643   282100 SH       DEFINED 32 34             0        0   282100
UNITED PARCEL SERVICE INC      CL B             911312106     9044   153300 SH       DEFINED 03            85700        0    67600
UNITED RENTALS INC             COM              911363109       47     2800 SH       DEFINED 15                0        0     2800
UNITED RETAIL GROUP INC        COM              911380103     4804   565200 SH       DEFINED 07 26             0        0   565200
UNITED RETAIL GROUP INC        COM              911380103     4411   519000 SH       DEFINED 03           519000        0        0
UNITED STATES CELLULAR CORP    LYON ZERO     15 911684AA6     3509  5800000 PRN      DEFINED 11                0        0        0
UNITED STATES CELLULAR CORP    COM              911684108       12      200 SH       DEFINED 37              200        0        0
US AIRWAYS GROUP INC           COM              911905107      581    14900 SH       DEFINED 15                0        0    14900
US AIRWAYS GROUP INC           COM              911905107     2142    54942 SH       DEFINED 03            54942        0        0
U S WEST INC NEW               COM              91273H101   205825  2400300 SH       DEFINED 02 06 07          0        0  2400300
U S WEST INC NEW               COM              91273H101   340616  3972199 SH       DEFINED 09 11 12          0        0  3972199
U S WEST INC NEW               COM              91273H101   179208  2089900 SH       DEFINED 15 16 18          0        0  2089900
U S WEST INC NEW               COM              91273H101   286180  3337380 SH       DEFINED 19 20 22          0        0  3337380
U S WEST INC NEW               COM              91273H101    26891   313600 SH       DEFINED 23 28 30          0        0   313600
U S WEST INC NEW               COM              91273H101   129834  1514100 SH       DEFINED 32 34             0        0  1514100
U S WEST INC NEW               COM              91273H101    97779  1140447 SH       DEFINED 37 03       1003547        0   136900
UNITED TECHNOLOGIES CORP       COM              913017109    87176  1480712 SH       DEFINED 02 04 05          0        0  1480712
UNITED TECHNOLOGIES CORP       COM              913017109   152154  2584364 SH       DEFINED 06 07 08          0        0  2584364
UNITED TECHNOLOGIES CORP       COM              913017109   448620  7619880 SH       DEFINED 09 10 12          0        0  7619880
UNITED TECHNOLOGIES CORP       COM              913017109   145281  2467621 SH       DEFINED 15 16 19          0        0  2467621
UNITED TECHNOLOGIES CORP       COM              913017109   195055  3313046 SH       DEFINED 20 22 23          0        0  3313046
UNITED TECHNOLOGIES CORP       COM              913017109    56088   952664 SH       DEFINED 26 28 31          0        0   952664
UNITED TECHNOLOGIES CORP       COM              913017109    22903   389018 SH       DEFINED 32 34             0        0   389018
UNITED TECHNOLOGIES CORP       COM              913017109   129971  2207827 SH       DEFINED 37 03       1840027        0   367800
UNITED THERAPEUTICS CORP DEL   COM              91307C102    57319   528900 SH       DEFINED 09 28 30          0        0   528900
UNITED WTR RES INC             COM              913190104     2221    63700 SH       DEFINED 03            63700        0        0
UNITED WIS SVCS INC NEW        COM              913238101     1214   223300 SH       DEFINED 07                0        0   223300
UNITEDHEALTH GROUP INC         COM              91324P102    42694   497900 SH       DEFINED 02 04 09          0        0   497900
UNITEDHEALTH GROUP INC         COM              91324P102   416830  4861000 SH       DEFINED 10 12 13          0        0  4861000
UNITEDHEALTH GROUP INC         COM              91324P102   420012  4898100 SH       DEFINED 15 16 20          0        0  4898100
UNITEDHEALTH GROUP INC         COM              91324P102     9878   115200 SH       DEFINED 23 28 30          0        0   115200
UNITEDHEALTH GROUP INC         COM              91324P102    75511   880600 SH       DEFINED 32 34             0        0   880600
UNITEDHEALTH GROUP INC         COM              91324P102    39951   465902 SH       DEFINED 37 03        377002        0    88900
UNITEDGLOBALCOM                CL A             913247508    55272  1182300 SH       DEFINED 02 09 10          0        0  1182300
UNITEDGLOBALCOM                CL A             913247508   282407  6040800 SH       DEFINED 13 15 19          0        0  6040800
UNITEDGLOBALCOM                CL A             913247508    93387  1997600 SH       DEFINED 21 22 28          0        0  1997600
UNITEDGLOBALCOM                CL A             913247508      280     5990 SH       DEFINED 30 34             0        0     5990
UNITEDGLOBALCOM                CL A             913247508     1453    31100 SH       DEFINED 03            31100        0        0
UNITEDGLOBALCOM                PFD D DEP1/20    913247805     5538   122000 SH       DEFINED 11                0        0   122000
UNIVERSAL ACCESS INC           COM              913363107    18720   764100 SH       DEFINED 09 15 26          0        0   764100
UNIVERSAL ACCESS INC           COM              913363107     2427    99100 SH       DEFINED 34                0        0    99100
UNIVERSAL ACCESS INC           COM              913363107      644    26300 SH       DEFINED 03            26200        0      100
UNIVERSAL COMPRESSION HLDGS    COM              913431102     1172    35000 SH       DEFINED 15                0        0    35000
UNIVERSAL ELECTRS INC          COM              913483103     1444    58800 SH       DEFINED 26                0        0    58800
UNIVERSAL FOODS CORP           COM              913538104      170     9200 SH       DEFINED 15                0        0     9200
UNIVERSAL HLTH SVCS INC        CL B             913903100    99546  1519800 SH       DEFINED 02 07 13          0        0  1519800
UNIVERSAL HLTH SVCS INC        CL B             913903100    17855   272600 SH       DEFINED 15 20 23          0        0   272600
UNIVERSAL HLTH SVCS INC        CL B             913903100     7722   117900 SH       DEFINED 26 32 34          0        0   117900
UNIVERSAL HLTH SVCS INC        CL B             913903100     9320   142300 SH       DEFINED 03           142300        0        0
UNIVISION COMMUNICATIONS INC   CL A             914906102    34672   335000 SH       DEFINED 02 05 09          0        0   335000
UNIVISION COMMUNICATIONS INC   CL A             914906102   240689  2325500 SH       DEFINED 10 12 13          0        0  2325500
UNIVISION COMMUNICATIONS INC   CL A             914906102    16787   162200 SH       DEFINED 15 23 26          0        0   162200
UNIVISION COMMUNICATIONS INC   CL A             914906102    17032   164580 SH       DEFINED 28 30 34          0        0   164580
UNIVISION COMMUNICATIONS INC   CL A             914906102     6998    67623 SH       DEFINED 37 03         33023        0    34600
UNOCAL CORP                    COM              915289102     3802   114800 SH       DEFINED 02 15 34          0        0   114800
UNOCAL CORP                    COM              915289102     6474   195118 SH       DEFINED 37 03        195118        0        0
UNOVA INC                      COM              91529B106    57337  7841000 SH       DEFINED 12 18 03          0        0  7841000
UNUMPROVIDENT CORP             COM              91529Y106    84240  4198900 SH       DEFINED 02 07 09          0        0  4198900
UNUMPROVIDENT CORP             COM              91529Y106    88893  4430835 SH       DEFINED 10 12 15          0        0  4430835
UNUMPROVIDENT CORP             COM              91529Y106    27414  1366440 SH       DEFINED 19 21 22          0        0  1366440
UNUMPROVIDENT CORP             COM              91529Y106    29957  1493200 SH       DEFINED 23 28 29          0        0  1493200
UNUMPROVIDENT CORP             COM              91529Y106     1504    75000 SH       DEFINED 34                0        0    75000
UNUMPROVIDENT CORP             COM              91529Y106    23836  1188157 SH       DEFINED 37 03        940857        0   247300
USFREIGHTWAYS CORP             COM              916906100    25044  1019640 SH       DEFINED 07 12 15          0        0  1019640
USFREIGHTWAYS CORP             COM              916906100     1277    52000 SH       DEFINED 28 34             0        0    52000
USFREIGHTWAYS CORP             COM              916906100     5669   230800 SH       DEFINED 03           230800        0        0
URBAN OUTFITTERS INC           COM              917047102      264    30000 SH       DEFINED 28                0        0    30000
URBAN SHOPPING CTRS INC        COM              917060105    24133   716400 SH       DEFINED 16                0        0   716400
URBAN SHOPPING CTRS INC        COM              917060105      272     8100 SH       DEFINED 03             8100        0        0
USINTERNETWORKING INC          COM              917311805    26033  1273800 SH       DEFINED 10 16 22          0        0  1273800
USINTERNETWORKING INC          COM              917311805     9448   462300 SH       DEFINED 28                0        0   462300
UTAH MED PRODS INC             COM              917488108     5169   758800 SH       DEFINED 07                0        0   758800
UTSTARCOM INC                  COM              918076100    19315   635900 SH       DEFINED 05 26 28          0        0   635900
UTSTARCOM INC                  COM              918076100     4298   141500 SH       DEFINED 03            64600        0    76900
V F CORP                       COM              918204108      752    31600 SH       DEFINED 02 23             0        0    31600
V F CORP                       COM              918204108     2164    90907 SH       DEFINED 03            90907        0        0
VYYO INC                       COM              918458100    18994   703500 SH       DEFINED 09 10 13          0        0   703500
VYYO INC                       COM              918458100     7954   294600 SH       DEFINED 26 28 30          0        0   294600
VALASSIS COMMUNICATIONS INC    COM              918866104    47347  1241900 SH       DEFINED 07 09 12          0        0  1241900
VALASSIS COMMUNICATIONS INC    COM              918866104    13782   361515 SH       DEFINED 15 20 28          0        0   361515
VALASSIS COMMUNICATIONS INC    COM              918866104     1298    34060 SH       DEFINED 30 32             0        0    34060
VALASSIS COMMUNICATIONS INC    COM              918866104      854    22400 SH       DEFINED 03            22400        0        0
VALERO ENERGY CORP NEW         COM              91913Y100    16713   526400 SH       DEFINED 02 09 15          0        0   526400
VALERO ENERGY CORP NEW         COM              91913Y100     5473   172400 SH       DEFINED 28 30 32          0        0   172400
VALERO ENERGY CORP NEW         COM              91913Y100     3292   103700 SH       DEFINED 34                0        0   103700
VALERO ENERGY CORP NEW         COM              91913Y100      993    31300 SH       DEFINED 03            31300        0        0
VALSPAR CORP                   COM              920355104    72454  2146800 SH       DEFINED 15 20 32          0        0  2146800
VALSPAR CORP                   COM              920355104      570    16900 SH       DEFINED 03            16900        0        0
VANS INC                       COM              921930103      378    25900 SH       DEFINED 03            25900        0        0
VARCO INTL INC DEL             COM              922122106     7313   314550 SH       DEFINED 02 04 07          0        0   314550
VARCO INTL INC DEL             COM              922122106    32842  1412565 SH       DEFINED 09 15 21          0        0  1412565
VARCO INTL INC DEL             COM              922122106    60982  2622896 SH       DEFINED 22 28 29          0        0  2622896
VARCO INTL INC DEL             COM              922122106     1709    73547 SH       DEFINED 30 34             0        0    73547
VARCO INTL INC DEL             COM              922122106    11501   494681 SH       DEFINED 03           494681        0        0
VARIAN MED SYS INC             COM              92220P105    95527  2441600 SH       DEFINED 12 20 32          0        0  2441600
VARIAN INC                     COM              922206107    36415   789500 SH       DEFINED 04 12 13          0        0   789500
VARIAN INC                     COM              922206107    33279   721500 SH       DEFINED 22 26 28          0        0   721500
VARIAN INC                     COM              922206107    19478   422300 SH       DEFINED 03           422300        0        0
VARIAN SEMICONDUCTOR EQUIPMNT  COM              922207105    16846   268200 SH       DEFINED 02 09 12          0        0   268200
VARIAN SEMICONDUCTOR EQUIPMNT  COM              922207105    49533   788600 SH       DEFINED 15 18 28          0        0   788600
VARIAN SEMICONDUCTOR EQUIPMNT  COM              922207105     4233    67400 SH       DEFINED 30 34             0        0    67400
VARIAN SEMICONDUCTOR EQUIPMNT  COM              922207105    14971   238350 SH       DEFINED 03           238350        0        0
VASTAR RES INC                 COM              922380100    34664   422100 SH       DEFINED 02 07 09          0        0   422100
VASTAR RES INC                 COM              922380100    98987  1205330 SH       DEFINED 15 19 20          0        0  1205330
VASTAR RES INC                 COM              922380100    27585   335900 SH       DEFINED 21 28 29          0        0   335900
VASTAR RES INC                 COM              922380100    24887   303040 SH       DEFINED 30 32 34          0        0   303040
VASTAR RES INC                 COM              922380100     1527    18600 SH       DEFINED 37 03         18600        0        0
VEECO INSTRS INC DEL           COM              922417100    18773   256300 SH       DEFINED 06 03          6400        0   249900
VENTAS INC                     COM              92276F100     2208   693000 SH       DEFINED 35                0        0   693000
VENTAS INC                     COM              92276F100     2767   868200 SH       DEFINED 03           868200        0        0
VENTANA MED SYS INC            COM              92276H106      131     5600 SH       DEFINED 15                0        0     5600
VENTRO CORP                    COM              922815105    11176   592120 SH       DEFINED 02 05 06          0        0   592120
VENTRO CORP                    COM              922815105     2370   125600 SH       DEFINED 09 12 13          0        0   125600
VENTRO CORP                    COM              922815105     1915   101500 SH       DEFINED 15 26 28          0        0   101500
VENTRO CORP                    COM              922815105      145     7700 SH       DEFINED 30 34             0        0     7700
VENTRO CORP                    COM              922815105     1013    53700 SH       DEFINED 03            52400        0     1300
VENATOR GROUP INC              COM              922944103     7560   737600 SH       DEFINED 02 07 09          0        0   737600
VENATOR GROUP INC              COM              922944103     2140   208800 SH       DEFINED 13 15 20          0        0   208800
VENATOR GROUP INC              COM              922944103    28228  2754000 SH       DEFINED 22 26 32          0        0  2754000
VENATOR GROUP INC              COM              922944103       26     2600 SH       DEFINED 34                0        0     2600
VENATOR GROUP INC              COM              922944103     4291   418700 SH       DEFINED 03           403300        0    15400
VERITY INC                     COM              92343C106     1330    35000 SH       DEFINED 15                0        0    35000
VERISIGN INC                   COM              92343E102    63077   357377 SH       DEFINED 02 04 05          0        0   357377
VERISIGN INC                   COM              92343E102   478583  2711520 SH       DEFINED 06 11 13          0        0  2711520
VERISIGN INC                   COM              92343E102   403661  2287034 SH       DEFINED 15 16 19          0        0  2287034
VERISIGN INC                   COM              92343E102   100182   567607 SH       DEFINED 20 21 22          0        0   567607
VERISIGN INC                   COM              92343E102    36217   205197 SH       DEFINED 23 26 27          0        0   205197
VERISIGN INC                   COM              92343E102   324234  1837020 SH       DEFINED 28 29 30          0        0  1837020
VERISIGN INC                   COM              92343E102    38953   220700 SH       DEFINED 32 34             0        0   220700
VERISIGN INC                   COM              92343E102    66984   379517 SH       DEFINED 03           182775        0   196742
VERITAS DGC INC                COM              92343P107    12846   494100 SH       DEFINED 09 28 30          0        0   494100
VERIO INC                      COM              923433106     1398    25200 SH       DEFINED 03            25200        0        0
VERITAS SOFTWARE CO            COM              923436109   133677  1182825 SH       DEFINED 02 04 05          0        0  1182825
VERITAS SOFTWARE CO            COM              923436109   280891  2485418 SH       DEFINED 06 09 10          0        0  2485418
VERITAS SOFTWARE CO            COM              923436109   302542  2677000 SH       DEFINED 11 12 13          0        0  2677000
VERITAS SOFTWARE CO            COM              923436109   434481  3844435 SH       DEFINED 15 16 19          0        0  3844435
VERITAS SOFTWARE CO            COM              923436109   107633   952375 SH       DEFINED 21 22 23          0        0   952375
VERITAS SOFTWARE CO            COM              923436109    87629   775375 SH       DEFINED 26 28 30          0        0   775375
VERITAS SOFTWARE CO            COM              923436109    25866   228875 SH       DEFINED 34                0        0   228875
VERITAS SOFTWARE CO            COM              923436109   301741  2670219 SH       DEFINED 37 03       2426204        0   244015
VERTEL CORP                    COM              924907108      971    55500 SH       DEFINED 28                0        0    55500
VERSATA INC                    COM              925298101     1834    45500 SH       DEFINED 26                0        0    45500
VERSATEL TELECOM INTL N V      SPONSORED ADR    925301103    16896   391800 SH       DEFINED 15 34             0        0   391800
VERSATEL TELECOM INTL N V      SPONSORED ADR    925301103       94     2200 SH       DEFINED 03             2200        0        0
VERTEX PHARMACEUTICALS INC     SUB NT CV 144A07 92532FAA8     4890  3420000 PRN      DEFINED 11                0        0        0
VERTEX PHARMACEUTICALS INC     COM              92532F100    11917   113100 SH       DEFINED 02 04 09          0        0   113100
VERTEX PHARMACEUTICALS INC     COM              92532F100   130270  1236260 SH       DEFINED 12 13 15          0        0  1236260
VERTEX PHARMACEUTICALS INC     COM              92532F100     8289    78670 SH       DEFINED 28 30 34          0        0    78670
VERTEX PHARMACEUTICALS INC     COM              92532F100    11391   108100 SH       DEFINED 03           108100        0        0
VERTICALNET INC                COM              92532L107       44     1200 SH       DEFINED 03                0        0     1200
VIAD CORP                      COM              92552R109   112913  4143600 SH       DEFINED 02 07 09          0        0  4143600
VIAD CORP                      COM              92552R109   205881  7555300 SH       DEFINED 15 16 20          0        0  7555300
VIAD CORP                      COM              92552R109    34093  1251139 SH       DEFINED 21 22 29          0        0  1251139
VIAD CORP                      COM              92552R109    27912  1024312 SH       DEFINED 32 34 03      10000        0  1014312
VIASAT INC                     COM              92552V100       81     1500 SH       DEFINED 15                0        0     1500
VIACOM INC                     CL A             925524100    13914   203500 SH       DEFINED 02 12 15          0        0   203500
VIACOM INC                     CL A             925524100   173645  2539600 SH       DEFINED 20 32 34          0        0  2539600
VIACOM INC                     CL A             925524100       13      192 SH       DEFINED 37              192        0        0
VIACOM INC                     CL B             925524308   250626  3675544 SH       DEFINED 02 04 05          0        0  3675544
VIACOM INC                     CL B             925524308   537222  7878607 SH       DEFINED 06 07 08          0        0  7878607
VIACOM INC                     CL B             925524308  2876711 42188260 SH       DEFINED 09 10 11          0        0 42188260
VIACOM INC                     CL B             925524308   142045  2083159 SH       DEFINED 12 13 15          0        0  2083159
VIACOM INC                     CL B             925524308  2492820 36558317 SH       DEFINED 16 19 20          0        0 36558317
VIACOM INC                     CL B             925524308   530708  7782751 SH       DEFINED 22 23 26          0        0  7782751
VIACOM INC                     CL B             925524308   530597  7781451 SH       DEFINED 27 28 30          0        0  7781451
VIACOM INC                     CL B             925524308   435074  6380556 SH       DEFINED 32 34             0        0  6380556
VIACOM INC                     CL B             925524308   337223  4945587 SH       DEFINED 37 03       3622320        0  1323267
VIASYSTEMS GROUP INC           COM              92553H100      289    17900 SH       DEFINED 12 28             0        0    17900
VIANT CORP                     COM              92553N107     9882   333600 SH       DEFINED 02 10 15          0        0   333600
VIANT CORP                     COM              92553N107    11441   386200 SH       DEFINED 22 26 28          0        0   386200
VIANT CORP                     COM              92553N107     1629    55000 SH       DEFINED 34                0        0    55000
VICAL INC                      COM              925602104     6011   312300 SH       DEFINED 15                0        0   312300
VICINITY CORP                  COM              925653107     1517    77300 SH       DEFINED 11                0        0    77300
VICOR CORP                     COM              925815102     1375    39500 SH       DEFINED 03            39500        0        0
VIA NET WRKS INC               COM              925912107      100     6500 SH       DEFINED 03             6500        0        0
VIGNETTE CORP                  COM              926734104    28473   547400 SH       DEFINED 02 04 05          0        0   547400
VIGNETTE CORP                  COM              926734104   276317  5312200 SH       DEFINED 06 09 11          0        0  5312200
VIGNETTE CORP                  COM              926734104   727905 13993980 SH       DEFINED 12 13 15          0        0 13993980
VIGNETTE CORP                  COM              926734104   272872  5245970 SH       DEFINED 16 19 20          0        0  5245970
VIGNETTE CORP                  COM              926734104    55001  1057400 SH       DEFINED 22 26 28          0        0  1057400
VIGNETTE CORP                  COM              926734104    21065   404980 SH       DEFINED 30 32 34          0        0   404980
VIGNETTE CORP                  COM              926734104   100569  1933457 SH       DEFINED 03          1676657        0   256800
VINA CONCHA Y TORO S A         SPONSORED ADR    927191106     1255    34450 SH       DEFINED 02 19 21          0        0    34450
VINTAGE PETE INC               COM              927460105     3120   138300 SH       DEFINED 02 12 32          0        0   138300
VIRATA CORP                    COM              927646109    43776   734200 SH       DEFINED 02 06 03      17900        0   716300
VIROLOGIC INC                  COM              92823R201     7437   500000 SH       DEFINED 15                0        0   500000
VIROPHARMA INC                 COM              928241108      212    13600 SH       DEFINED 03            13600        0        0
VISIBLE GENETICS INC           COM              92829S104     4963   110000 SH       DEFINED 26                0        0   110000
VISHAY INTERTECHNOLOGY INC     COM              928298108    24810   653975 SH       DEFINED 02 09 12          0        0   653975
VISHAY INTERTECHNOLOGY INC     COM              928298108     5698   150207 SH       DEFINED 15 28 30          0        0   150207
VISHAY INTERTECHNOLOGY INC     COM              928298108    10419   274650 SH       DEFINED 32 34             0        0   274650
VISHAY INTERTECHNOLOGY INC     COM              928298108       44     1234 SH       DEFINED 37             1234        0        0
VISHAY INTERTECHNOLOGY INC     COM              928298108      415    10950 SH       DEFINED 03                0        0    10950
VISTEON CORP                   COM              92839U107    20504  1691105 SH       DEFINED 10 15 16          0        0  1691105
VISTEON CORP                   COM              92839U107      456    37629 SH       DEFINED 18 34             0        0    37629
VISTEON CORP                   COM              92839U107     1586   130823 SH       DEFINED 03           129553        0     1270
VISX INC DEL                   COM              92844S105     3701   131900 SH       DEFINED 02 15 26          0        0   131900
VISX INC DEL                   COM              92844S105      656    23400 SH       DEFINED 34                0        0    23400
VISUAL NETWORKS INC            COM              928444108     8572   300800 SH       DEFINED 13 28             0        0   300800
VITRIA TECHNOLOGY              COM              92849Q104   196303  3211508 SH       DEFINED 09 13 15          0        0  3211508
VITRIA TECHNOLOGY              COM              92849Q104    18031   295000 SH       DEFINED 16 28 30          0        0   295000
VITRIA TECHNOLOGY              COM              92849Q104     2475    40500 SH       DEFINED 03            40500        0        0
VITESSE SEMICONDUCTOR CORP     SB DB CV 144A 05 928497AA4    94535  2200000 PRN      DEFINED 07 09 11          0        0        0
VITESSE SEMICONDUCTOR CORP     SB DB CV 144A 05 928497AA4    46709 50497000 PRN      DEFINED 16 22 03          0        0        0
VITESSE SEMICONDUCTOR CORP     COM              928497106    20678   281100 SH       DEFINED 02 04 05          0        0   281100
VITESSE SEMICONDUCTOR CORP     COM              928497106   108622  1476600 SH       DEFINED 09 10 13          0        0  1476600
VITESSE SEMICONDUCTOR CORP     COM              928497106   307157  4175466 SH       DEFINED 15 16 19          0        0  4175466
VITESSE SEMICONDUCTOR CORP     COM              928497106    94160  1280000 SH       DEFINED 20 23 26          0        0  1280000
VITESSE SEMICONDUCTOR CORP     COM              928497106    24811   337290 SH       DEFINED 28 30 32          0        0   337290
VITESSE SEMICONDUCTOR CORP     COM              928497106    15227   207000 SH       DEFINED 34                0        0   207000
VITESSE SEMICONDUCTOR CORP     COM              928497106   104507  1420630 SH       DEFINED 37 03       1219830        0   200800
VITRAN INC                     COM              92850E107     2213   630600 SH       DEFINED 02                0        0   630600
VLASIC FOODS INTL INC          COM              928559103      522   321400 SH       DEFINED 28                0        0   321400
VODAFONE AIRTOUCH PLC          SPONSORED ADR    92857T107    54034  1304000 SH       DEFINED 02 05 06          0        0  1304000
VODAFONE AIRTOUCH PLC          SPONSORED ADR    92857T107   353341  8527100 SH       DEFINED 07 09 10          0        0  8527100
VODAFONE AIRTOUCH PLC          SPONSORED ADR    92857T107   293011  7071160 SH       DEFINED 13 15 16          0        0  7071160
VODAFONE AIRTOUCH PLC          SPONSORED ADR    92857T107   666457 16083450 SH       DEFINED 19 20 21          0        0 16083450
VODAFONE AIRTOUCH PLC          SPONSORED ADR    92857T107   116138  2802750 SH       DEFINED 22 23 27          0        0  2802750
VODAFONE AIRTOUCH PLC          SPONSORED ADR    92857T107   454700 10973160 SH       DEFINED 28 30 32          0        0 10973160
VODAFONE AIRTOUCH PLC          SPONSORED ADR    92857T107    57355  1379480 SH       DEFINED 37 03       1275765        0   103715
VOICESTREAM WIRELESS CORP      COM              928615103    64575   555260 SH       DEFINED 02 04 05          0        0   555260
VOICESTREAM WIRELESS CORP      COM              928615103   252697  2172868 SH       DEFINED 06 07 09          0        0  2172868
VOICESTREAM WIRELESS CORP      COM              928615103   136868  1176887 SH       DEFINED 10 11 12          0        0  1176887
VOICESTREAM WIRELESS CORP      COM              928615103   729629  6273849 SH       DEFINED 13 15 16          0        0  6273849
VOICESTREAM WIRELESS CORP      COM              928615103    26072   224191 SH       DEFINED 19 20 21          0        0   224191
VOICESTREAM WIRELESS CORP      COM              928615103   192003  1650973 SH       DEFINED 22 23 27          0        0  1650973
VOICESTREAM WIRELESS CORP      COM              928615103   271703  2336291 SH       DEFINED 28 29 30          0        0  2336291
VOICESTREAM WIRELESS CORP      COM              928615103    53844   462990 SH       DEFINED 32 34             0        0   462990
VOICESTREAM WIRELESS CORP      COM              928615103    64560   555133 SH       DEFINED 03           417703        0   137430
VORNADO OPERATING CO           COM              92904N103      210    27100 SH       DEFINED 35                0        0    27100
VORNADO OPERATING CO           COM              92904N103      346    44700 SH       DEFINED 03            44700        0        0
VORNADO RLTY TR                SH BEN INT       929042109    35837  1031300 SH       DEFINED 09 35             0        0  1031300
VORNADO RLTY TR                SH BEN INT       929042109    30388   874500 SH       DEFINED 03           874500        0        0
VULCAN MATLS CO                COM              929160109    20046   469620 SH       DEFINED 10 15 22          0        0   469620
VULCAN MATLS CO                COM              929160109    12063   282600 SH       DEFINED 28 34             0        0   282600
VULCAN MATLS CO                COM              929160109     3287    77003 SH       DEFINED 03            77003        0        0
WMS INDS INC                   COM              929297109     3928   254500 SH       DEFINED 02 07 15          0        0   254500
WMS INDS INC                   COM              929297109    44041  2852900 SH       DEFINED 23 28             0        0  2852900
WMS INDS INC                   COM              929297109    10679   691800 SH       DEFINED 03           690800        0     1000
WPP GROUP PLC                  SPON ADR NEW     929309300    41425   570400 SH       DEFINED 05 21 26          0        0   570400
WPP GROUP PLC                  SPON ADR NEW     929309300     3246    44700 SH       DEFINED 28                0        0    44700
WPP GROUP PLC                  SPON ADR NEW     929309300    12828   176650 SH       DEFINED 37 03         91150        0    85500
WPS RESOURCES CORP             COM              92931B106     2365    78700 SH       DEFINED 26                0        0    78700
WPS RESOURCES CORP             COM              92931B106       21      722 SH       DEFINED 37              722        0        0
WSFS FINL CORP                 COM              929328102      885    84800 SH       DEFINED 07                0        0    84800
WABASH NATL CORP               COM              929566107     3666   307100 SH       DEFINED 03           307100        0        0
WABTEC CORP                    COM              929740108     4927   474962 SH       DEFINED 09 15 26          0        0   474962
WABTEC CORP                    COM              929740108     4840   466586 SH       DEFINED 28 30             0        0   466586
WABTEC CORP                    COM              929740108    12800  1233826 SH       DEFINED 03          1233826        0        0
WACHOVIA CORP                  COM              929771103    50246   926200 SH       DEFINED 02 06 09          0        0   926200
WACHOVIA CORP                  COM              929771103    85205  1570600 SH       DEFINED 15 16 22          0        0  1570600
WACHOVIA CORP                  COM              929771103    15830   291805 SH       DEFINED 30 34             0        0   291805
WACHOVIA CORP                  COM              929771103    11549   212892 SH       DEFINED 03           182692        0    30200
WADDELL & REED FINL INC        CL A             930059100     7104   216530 SH       DEFINED 02 04 08          0        0   216530
WADDELL & REED FINL INC        CL A             930059100    19131   583056 SH       DEFINED 15 19 23          0        0   583056
WADDELL & REED FINL INC        CL A             930059100     3437   104767 SH       DEFINED 34                0        0   104767
WADDELL & REED FINL INC        CL A             930059100    29168   888954 SH       DEFINED 03           888954        0        0
WADDELL & REED FINL INC        CL B             930059209     6613   227570 SH       DEFINED 02 08 09          0        0   227570
WADDELL & REED FINL INC        CL B             930059209     9670   332739 SH       DEFINED 15 22 28          0        0   332739
WADDELL & REED FINL INC        CL B             930059209      533    18367 SH       DEFINED 34                0        0    18367
WADDELL & REED FINL INC        CL B             930059209      290     9996 SH       DEFINED 03             3219        0     6777
WAL MART STORES INC            COM              931142103   275268  4776900 SH       DEFINED 02 04 05          0        0  4776900
WAL MART STORES INC            COM              931142103   442290  7675320 SH       DEFINED 06 07 09          0        0  7675320
WAL MART STORES INC            COM              931142103  1883104 32678600 SH       DEFINED 10 11 12          0        0 32678600
WAL MART STORES INC            COM              931142103  1970262 34191100 SH       DEFINED 13 15 16          0        0 34191100
WAL MART STORES INC            COM              931142103   275181  4775390 SH       DEFINED 18 19 22          0        0  4775390
WAL MART STORES INC            COM              931142103   175024  3037300 SH       DEFINED 23 26 27          0        0  3037300
WAL MART STORES INC            COM              931142103   815802 14157090 SH       DEFINED 28 30 32          0        0 14157090
WAL MART STORES INC            COM              931142103     2183    37900 SH       DEFINED 34                0        0    37900
WAL MART STORES INC            COM              931142103   619364 10750531 SH       DEFINED 37 03       9163131        0  1587400
WALGREEN CO                    COM              931422109   111001  3448600 SH       DEFINED 02 04 06          0        0  3448600
WALGREEN CO                    COM              931422109    61375  1906800 SH       DEFINED 07 10 11          0        0  1906800
WALGREEN CO                    COM              931422109   435155 13519400 SH       DEFINED 12 15 16          0        0 13519400
WALGREEN CO                    COM              931422109   232635  7227520 SH       DEFINED 19 20 22          0        0  7227520
WALGREEN CO                    COM              931422109   184245  5724130 SH       DEFINED 23 28 30          0        0  5724130
WALGREEN CO                    COM              931422109    37218  1156300 SH       DEFINED 32 34             0        0  1156300
WALGREEN CO                    COM              931422109    91123  2832465 SH       DEFINED 37 03       2228925        0   603540
WARNACO GROUP INC              CL A             934390105    25974  3351600 SH       DEFINED 10 20 32          0        0  3351600
WASHINGTON FED INC             COM              938824109    32418  1776358 SH       DEFINED 07 15 28          0        0  1776358
WASHINGTON FED INC             COM              938824109    30613  1677471 SH       DEFINED 03          1664071        0    13400
WASHINGTON MUT INC             COM              939322103    29783  1031456 SH       DEFINED 02 04 11          0        0  1031456
WASHINGTON MUT INC             COM              939322103    18257   632280 SH       DEFINED 15 34             0        0   632280
WASHINGTON MUT INC             COM              939322103    19687   681791 SH       DEFINED 37 03        652291        0    29500
WASHINGTON POST CO             CL B             939640108       33       70 SH       DEFINED 37               70        0        0
WASTE CONNECTIONS INC          COM              941053100      766    38800 SH       DEFINED 15                0        0    38800
WASTE CONNECTIONS INC          COM              941053100     9685   490400 SH       DEFINED 03           490400        0        0
WASTE INDUSTRIES INC           COM              941058109      506    47100 SH       DEFINED 15 28             0        0    47100
WASTE MGMT INC DEL             COM              94106L109    87524  4606572 SH       DEFINED 06 08 12          0        0  4606572
WASTE MGMT INC DEL             COM              94106L109    24651  1297473 SH       DEFINED 13 15 18          0        0  1297473
WASTE MGMT INC DEL             COM              94106L109    39645  2086600 SH       DEFINED 20 31 32          0        0  2086600
WASTE MGMT INC DEL             COM              94106L109       38     2000 SH       DEFINED 34                0        0     2000
WASTE MGMT INC DEL             COM              94106L109    24755  1302932 SH       DEFINED 03           594227        0   708705
WATCHGUARD TECHNOLOGIES INC    COM              941105108    29726   541100 SH       DEFINED 13 16 26          0        0   541100
WATERS CORP                    COM              941848103    29705   238000 SH       DEFINED 02 07 09          0        0   238000
WATERS CORP                    COM              941848103   434512  3481320 SH       DEFINED 10 15 20          0        0  3481320
WATERS CORP                    COM              941848103    71119   569810 SH       DEFINED 28 30 32          0        0   569810
WATERS CORP                    COM              941848103     8711    69800 SH       DEFINED 34                0        0    69800
WATERS CORP                    COM              941848103    14010   112247 SH       DEFINED 37 03        112247        0        0
WATSCO INC                     COM              942622200      860    68800 SH       DEFINED 07                0        0    68800
WATSON PHARMACEUTICALS INC     COM              942683103   125183  2329000 SH       DEFINED 02 13 15          0        0  2329000
WATSON PHARMACEUTICALS INC     COM              942683103    95110  1769500 SH       DEFINED 16 34             0        0  1769500
WATSON PHARMACEUTICALS INC     COM              942683103     3971    73882 SH       DEFINED 37 03         73882        0        0
WAUSAU-MOSINEE PAPER CORP      COM              943315101       43     5100 SH       DEFINED 15                0        0     5100
WEATHERFORD INTL INC           COM              947074100    24614   618265 SH       DEFINED 02 04 05          0        0   618265
WEATHERFORD INTL INC           COM              947074100    88128  2213600 SH       DEFINED 06 07 09          0        0  2213600
WEATHERFORD INTL INC           COM              947074100   207167  5203574 SH       DEFINED 10 11 12          0        0  5203574
WEATHERFORD INTL INC           COM              947074100   158741  3987225 SH       DEFINED 13 15 18          0        0  3987225
WEATHERFORD INTL INC           COM              947074100   101380  2546440 SH       DEFINED 22 23 28          0        0  2546440
WEATHERFORD INTL INC           COM              947074100     4758   119530 SH       DEFINED 30 34             0        0   119530
WEATHERFORD INTL INC           COM              947074100    54633  1372253 SH       DEFINED 37 03       1205053        0   167200
WEBMETHODS INC                 COM              94768C108    41701   265300 SH       DEFINED 05 06 09          0        0   265300
WEBMETHODS INC                 COM              94768C108    62749   399200 SH       DEFINED 11 13 15          0        0   399200
WEBMETHODS INC                 COM              94768C108    20340   129400 SH       DEFINED 20 28 30          0        0   129400
WEBMETHODS INC                 COM              94768C108     2074    13200 SH       DEFINED 32                0        0    13200
WEBMETHODS INC                 COM              94768C108     2027    12900 SH       DEFINED 03            12900        0        0
WEBHIRE INC                    COM              94768W104     4929  1242100 SH       DEFINED 28                0        0  1242100
WEBSENSE INC                   COM              947684106        2      100 SH       DEFINED 26                0        0      100
WEBLINK WIRELESS INC           CL A             94769A101     8814   665213 SH       DEFINED 07 22 27          0        0   665213
WEBSTER FINL CORP CONN         COM              947890109     3867   174300 SH       DEFINED 15                0        0   174300
WEBSTER FINL CORP CONN         COM              947890109     1231    55500 SH       DEFINED 03            55500        0        0
WEBTRENDS CORP                 COM              94844D104     4545   117500 SH       DEFINED 02 13 26          0        0   117500
WEBTRENDS CORP                 COM              94844D104     2561    66200 SH       DEFINED 03            66200        0        0
WEIS MKTS INC                  COM              948849104      324     9900 SH       DEFINED 15                0        0     9900
WELLMAN INC                    COM              949702104      142     8800 SH       DEFINED 15                0        0     8800
WELLMAN INC                    COM              949702104      896    55400 SH       DEFINED 03            55400        0        0
WELLPOINT HEALTH NETWORK NEW   SB DB CV ZRO  19 94973HAA6     7569 11030000 PRN      DEFINED 11                0        0        0
WELLPOINT HEALTH NETWORK NEW   COM              94973H108    29779   411100 SH       DEFINED 02 04 06          0        0   411100
WELLPOINT HEALTH NETWORK NEW   COM              94973H108   110025  1518900 SH       DEFINED 09 10 12          0        0  1518900
WELLPOINT HEALTH NETWORK NEW   COM              94973H108   122354  1689100 SH       DEFINED 15 16 28          0        0  1689100
WELLPOINT HEALTH NETWORK NEW   COM              94973H108     7794   107600 SH       DEFINED 30 34             0        0   107600
WELLPOINT HEALTH NETWORK NEW   COM              94973H108    25903   357601 SH       DEFINED 03           328701        0    28900
WELLS FARGO & CO NEW           COM              949746101    94046  2427000 SH       DEFINED 02 04 07          0        0  2427000
WELLS FARGO & CO NEW           COM              949746101  1298205 33502068 SH       DEFINED 09 10 11          0        0 33502068
WELLS FARGO & CO NEW           COM              949746101   129618  3345000 SH       DEFINED 12 13 15          0        0  3345000
WELLS FARGO & CO NEW           COM              949746101   194958  5031190 SH       DEFINED 16 18 19          0        0  5031190
WELLS FARGO & CO NEW           COM              949746101   193190  4985550 SH       DEFINED 20 22 28          0        0  4985550
WELLS FARGO & CO NEW           COM              949746101    50018  1290800 SH       DEFINED 32 34             0        0  1290800
WELLS FARGO & CO NEW           COM              949746101   127826  3296260 SH       DEFINED 37 03       2921632        0   374628
WENDYS FING I                  TECONS SER A     950588202      439    10000 SH       DEFINED 11                0        0    10000
WENDYS INTL INC                COM              950590109    30270  1699400 SH       DEFINED 13 15 16          0        0  1699400
WENDYS INTL INC                COM              950590109    28761  1614700 SH       DEFINED 22 28             0        0  1614700
WENDYS INTL INC                COM              950590109     5558   312043 SH       DEFINED 37 03        312043        0        0
WERNER ENTERPRISES INC         COM              950755108       57     5000 SH       DEFINED 15                0        0     5000
WESCAST INDS INC               CL A SUB VTG     950813105    23616   843000 SH       DEFINED 02 19 21          0        0   843000
WESLEY JESSEN VISIONCARE INC   COM              951018100     1972    52500 SH       DEFINED 03            52500        0        0
WESTAMERICA BANCORPORATION     COM              957090103     2028    77630 SH       DEFINED 15 28             0        0    77630
WESTAMERICA BANCORPORATION     COM              957090103      548    21000 SH       DEFINED 03            21000        0        0
WESTCOAST ENERGY INC           COM              95751D102    12277   797700 SH       DEFINED 02 15             0        0   797700
WESTCOAST ENERGY INC           COM              95751D102     1233    79700 SH       DEFINED 03            79700        0        0
WESTELL TECHNOLOGIES INC       CL A             957541105     3553   236900 SH       DEFINED 09 28 30          0        0   236900
WESTERN GAS RES INC            COM              958259103      455    21701 SH       DEFINED 15                0        0    21701
WESTERN RES INC                COM              959425109      580    37151 SH       DEFINED 37 03         37151        0        0
WESTON ROY F INC               CL A             961137106      562   183800 SH       DEFINED 07                0        0   183800
WESTPAC BKG CORP               SPONSORED ADR    961214301       56     1600 SH       DEFINED 37             1600        0        0
WESTPOINT STEVENS INC          COM              961238102       28     2600 SH       DEFINED 15 34             0        0     2600
WESTVACO CORP                  COM              961548104     1614    65069 SH       DEFINED 02 15 32          0        0    65069
WESTVACO CORP                  COM              961548104     1684    67900 SH       DEFINED 34                0        0    67900
WESTVACO CORP                  COM              961548104     5164   208114 SH       DEFINED 37 03        205514        0     2600
WESTWOOD ONE INC               COM              961815107    15356   450000 SH       DEFINED 05 06 15          0        0   450000
WESTWOOD ONE INC               COM              961815107    48505  1421400 SH       DEFINED 20 32             0        0  1421400
WESTWOOD ONE INC               COM              961815107      505    14800 SH       DEFINED 03            14800        0        0
WET SEAL INC                   CL A             961840105     7367   561300 SH       DEFINED 28                0        0   561300
WEYERHAEUSER CO                COM              962166104      912    21218 SH       DEFINED 15                0        0    21218
WEYERHAEUSER CO                COM              962166104     7784   181017 SH       DEFINED 37 03        181017        0        0
WHIRLPOOL CORP                 COM              963320106    10290   220700 SH       DEFINED 02 12 15          0        0   220700
WHIRLPOOL CORP                 COM              963320106     1394    29900 SH       DEFINED 32 34             0        0    29900
WHIRLPOOL CORP                 COM              963320106     7435   159398 SH       DEFINED 37 03         58098        0   101300
WHITEHALL JEWELLERS INC        COM              965063100      465    25000 SH       DEFINED 26                0        0    25000
WHITMAN CORP NEW               COM              96647R107    73469  5936901 SH       DEFINED 15 16             0        0  5936901
WHITNEY HLDG CORP              COM              966612103     2328    68100 SH       DEFINED 26 28             0        0    68100
WHOLE FOODS MKT INC            COM              966837106     5077   122900 SH       DEFINED 02 15 16          0        0   122900
WHOLE FOODS MKT INC            COM              966837106       33      800 SH       DEFINED 34                0        0      800
WHOLE FOODS MKT INC            COM              966837106       26      612 SH       DEFINED 37              612        0        0
WILD OATS MARKETS INC          COM              96808B107      148    11800 SH       DEFINED 15                0        0    11800
WILD OATS MARKETS INC          COM              96808B107      100     8000 SH       DEFINED 03             8000        0        0
WILEY JOHN & SONS INC          CL A             968223206      843    37500 SH       DEFINED 13                0        0    37500
WILEY JOHN & SONS INC          CL A             968223206     1242    55200 SH       DEFINED 03            55200        0        0
WILLAMETTE INDS INC            COM              969133107      942    34600 SH       DEFINED 12 15 28          0        0    34600
WILLAMETTE INDS INC            COM              969133107     2354    86372 SH       DEFINED 37 03         86372        0        0
WILLBROS GROUP INC             COM              969199108     2958   430300 SH       DEFINED 07                0        0   430300
WILLIAMS COMMUNICATIONS GROUP  CL A             969455104    10334   311400 SH       DEFINED 10                0        0   311400
WILLIAMS COS INC DEL           COM              969457100    66887  1604500 SH       DEFINED 02 05 06          0        0  1604500
WILLIAMS COS INC DEL           COM              969457100    15644   375280 SH       DEFINED 08 09 12          0        0   375280
WILLIAMS COS INC DEL           COM              969457100    46930  1125760 SH       DEFINED 15 16 21          0        0  1125760
WILLIAMS COS INC DEL           COM              969457100     7778   186600 SH       DEFINED 23 26 28          0        0   186600
WILLIAMS COS INC DEL           COM              969457100     2075    49781 SH       DEFINED 34                0        0    49781
WILLIAMS COS INC DEL           COM              969457100    22037   528856 SH       DEFINED 37 03        427656        0   101200
WILLIAMS SONOMA INC            COM              969904101    35690  1100300 SH       DEFINED 02 10 13          0        0  1100300
WILLIAMS SONOMA INC            COM              969904101    13896   428400 SH       DEFINED 15 28 34          0        0   428400
WILLIAMS SONOMA INC            COM              969904101     7664   236300 SH       DEFINED 03           236300        0        0
WILMINGTON TRUST CORP          COM              971807102    17946   419800 SH       DEFINED 11                0        0   419800
WILMINGTON TRUST CORP          COM              971807102     2376    55600 SH       DEFINED 03            47200        0     8400
WILSHIRE OIL CO TEX            COM              971889100     1539   391000 SH       DEFINED 07                0        0   391000
WIND RIVER SYSTEMS INC         COM              973149107      789    20850 SH       DEFINED 03            20850        0        0
WINK COMMUNICATIONS            COM              974168106     5776   189400 SH       DEFINED 11 28             0        0   189400
WINN DIXIE STORES INC          COM              974280109       24     1700 SH       DEFINED 02 15 34          0        0     1700
WINN DIXIE STORES INC          COM              974280109     1636   114341 SH       DEFINED 03           114341        0        0
WINNEBAGO INDS INC             COM              974637100     4049   310000 SH       DEFINED 28                0        0   310000
WINSTAR COMMUNICATIONS INC     COM              975515107     8725   257582 SH       DEFINED 02 11 15          0        0   257582
WINSTAR COMMUNICATIONS INC     COM              975515107    23749   701080 SH       DEFINED 16 23 28          0        0   701080
WINSTAR COMMUNICATIONS INC     COM              975515107     2115    62459 SH       DEFINED 34                0        0    62459
WINSTAR COMMUNICATIONS INC     COM              975515107    11818   348900 SH       DEFINED 03            49150        0   299750
WIRELESS TELECOM GROUP INC     COM              976524108     3763  1254400 SH       DEFINED 07                0        0  1254400
WIRELESS FACILITIES INC        COM              97653A103     6983   137100 SH       DEFINED 10 12 28          0        0   137100
WISCONSIN ENERGY CORP          COM              976657106       29     1440 SH       DEFINED 37             1440        0        0
WISER OIL CO DEL               COM              977284108       16     5201 SH       DEFINED 15 34             0        0     5201
WIT SOUNDVIEW GROUP INC        COM              977383108      486    45300 SH       DEFINED 02 15 34          0        0    45300
WORLD ACCESS INC               COM              98141A101     8871   801960 SH       DEFINED 05 26 28          0        0   801960
WORLD ACCESS INC               COM              98141A101      503    45540 SH       DEFINED 03                0        0    45540
WORLD FUEL SVCS CORP           COM              981475106    10780  1249906 SH       DEFINED 07                0        0  1249906
WORLDQUEST NETWORKS            COM              98156W105     2170   304700 SH       DEFINED 15 34             0        0   304700
WORLDCOM INC GA NEW            COM              98157D106   159525  3477400 SH       DEFINED 02 04 06          0        0  3477400
WORLDCOM INC GA NEW            COM              98157D106   289598  6312778 SH       DEFINED 07 08 09          0        0  6312778
WORLDCOM INC GA NEW            COM              98157D106  1158743 25258715 SH       DEFINED 10 11 12          0        0 25258715
WORLDCOM INC GA NEW            COM              98157D106   495843 10808584 SH       DEFINED 13 15 16          0        0 10808584
WORLDCOM INC GA NEW            COM              98157D106    76428  1666015 SH       DEFINED 18 22 23          0        0  1666015
WORLDCOM INC GA NEW            COM              98157D106    28733   626333 SH       DEFINED 27 28 30          0        0   626333
WORLDCOM INC GA NEW            COM              98157D106    49854  1086750 SH       DEFINED 32 34             0        0  1086750
WORLDCOM INC GA NEW            COM              98157D106   227798  4966686 SH       DEFINED 37 03       4494490        0   472196
WORTHINGTON INDS INC           COM              981811102      719    68511 SH       DEFINED 03            68511        0        0
WORLDPAGES COM INC             COM              981922107     8048  1341400 SH       DEFINED 12                0        0  1341400
WRIGLEY WM JR CO               COM              982526105    50381   628300 SH       DEFINED 15 18 20          0        0   628300
WRIGLEY WM JR CO               COM              982526105     6471    80700 SH       DEFINED 32                0        0    80700
WRIGLEY WM JR CO               COM              982526105     7140    89045 SH       DEFINED 03            89045        0        0
WYNDHAM INTL INC               CL A             983101106      125    50000 SH       DEFINED 09                0        0    50000
WYNNS INTL INC                 COM              983195108    43881  1934150 SH       DEFINED 07 12             0        0  1934150
WYNNS INTL INC                 COM              983195108      356    15700 SH       DEFINED 03            15700        0        0
X-RITE INC                     COM              983857103     2551   279600 SH       DEFINED 07                0        0   279600
XILINX INC                     COM              983919101    25577   309800 SH       DEFINED 02 09 12          0        0   309800
XILINX INC                     COM              983919101   803952  9737500 SH       DEFINED 13 15 16          0        0  9737500
XILINX INC                     COM              983919101   171911  2082200 SH       DEFINED 20 22 23          0        0  2082200
XILINX INC                     COM              983919101   179903  2179000 SH       DEFINED 28 30 32          0        0  2179000
XILINX INC                     COM              983919101    15700   190160 SH       DEFINED 34                0        0   190160
XILINX INC                     COM              983919101    54032   654468 SH       DEFINED 37 03        519398        0   135070
XIRCOM INC                     COM              983922105      617    13000 SH       DEFINED 26                0        0    13000
XIRCOM INC                     COM              983922105     1515    31900 SH       DEFINED 03            31900        0        0
XEROX CORP                     COM              984121103    32033  1543800 SH       DEFINED 02 07 09          0        0  1543800
XEROX CORP                     COM              984121103   109431  5273800 SH       DEFINED 12 13 15          0        0  5273800
XEROX CORP                     COM              984121103     9717   468300 SH       DEFINED 22 34             0        0   468300
XEROX CORP                     COM              984121103    10632   512517 SH       DEFINED 37             1517        0   511000
XEROX CORP                     COM              984121103    18538   893407 SH       DEFINED 03           857707        0    35700
YAHOO INC                      COM              984332106    47468   383200 SH       DEFINED 02 04 05          0        0   383200
YAHOO INC                      COM              984332106   445504  3596400 SH       DEFINED 06 10 12          0        0  3596400
YAHOO INC                      COM              984332106   292416  2360578 SH       DEFINED 13 15 16          0        0  2360578
YAHOO INC                      COM              984332106    64390   519800 SH       DEFINED 26 27 28          0        0   519800
YAHOO INC                      COM              984332106    18977   153200 SH       DEFINED 30 32 34          0        0   153200
YAHOO INC                      COM              984332106    95807   773443 SH       DEFINED 37 03        691543        0    81900
YANKEE CANDLE INC              COM              984757104     6039   279300 SH       DEFINED 02 15 20          0        0   279300
YANKEE CANDLE INC              COM              984757104     1351    62500 SH       DEFINED 32 34             0        0    62500
YARDVILLE NATL BANCORP         COM              985021104      547    51500 SH       DEFINED 07                0        0    51500
YELLOW CORP                    COM              985509108     2950   200000 SH       DEFINED 28                0        0   200000
YORK INTL CORP NEW             COM              986670107    12084   478600 SH       DEFINED 15 26 28          0        0   478600
YORK INTL CORP NEW             COM              986670107       12      500 SH       DEFINED 34                0        0      500
YORK INTL CORP NEW             COM              986670107     5991   237300 SH       DEFINED 03           237300        0        0
YOUNG & RUBICAM INC            SUB NT CV 144A05 987425AA3     3890  3800000 PRN      DEFINED 11                0        0        0
YOUNG & RUBICAM INC            COM              987425105   127693  2232900 SH       DEFINED 02 15 20          0        0  2232900
YOUNG & RUBICAM INC            COM              987425105    28616   500400 SH       DEFINED 32 34             0        0   500400
YOUNG & RUBICAM INC            COM              987425105     3583    62654 SH       DEFINED 03            62654        0        0
YOUNG INNOVATIONS INC          COM              987520103        7      400 SH       DEFINED 26                0        0      400
Z TEL TECHNOLOGIES INC         COM              988792107    13670  1139200 SH       DEFINED 15 34             0        0  1139200
Z TEL TECHNOLOGIES INC         COM              988792107      626    52200 SH       DEFINED 03            52200        0        0
ZALE CORP NEW                  COM              988858106     9672   265000 SH       DEFINED 02 12 15          0        0   265000
ZALE CORP NEW                  COM              988858106     5774   158200 SH       DEFINED 26 34             0        0   158200
ZALE CORP NEW                  COM              988858106       23      622 SH       DEFINED 37              622        0        0
ZALE CORP NEW                  COM              988858106      803    22000 SH       DEFINED 03                0        0    22000
ZEBRA TECHNOLOGIES CORP        CL A             989207105     3988    90000 SH       DEFINED 26                0        0    90000
ZEBRA TECHNOLOGIES CORP        CL A             989207105    11906   268700 SH       DEFINED 03           268700        0        0
ZENITH NATL INS CORP           COM              989390109     2713   127700 SH       DEFINED 32                0        0   127700
ZIONS BANCORPORATION           COM              989701107     3643    79400 SH       DEFINED 02 15 34          0        0    79400
ZIONS BANCORPORATION           COM              989701107      215     4700 SH       DEFINED 03             4700        0        0
ZORAN CORP                     COM              98975F101    64229   974100 SH       DEFINED 20 26 32          0        0   974100
ZOOM TELEPHONICS INC           COM              98976E103     1137   175000 SH       DEFINED 15 34             0        0   175000
ZOMAX INC MINN                 COM              989929104      569    43400 SH       DEFINED 02 26             0        0    43400
</TABLE>





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