FMR LLC – ‘13F-HR’ for 3/31/02

On:  Wednesday, 5/15/02, at 11:17am ET   ·   For:  3/31/02   ·   Accession #:  315066-2-1729   ·   File #s:  28-00451, 28-03349   ·   Correction:  This Filing’s Metadata was Corrected ® by the SEC on 12/8/03.

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Quarterly Holdings and Combination Report by a Money Manager   —   Form 13F
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 13F-HR      Quarterly Holdings and Combination Report by a        92±   665K 
                Money Manager                                                    


UNITED STATES                                                                   
SECURITIES AND EXCHANGE COMMISSION                                              
Washington, D.C.  20549                                                         

FORM 13F                                                                        

FORM 13F COVER PAGE                                                             

Report for the Calendar Year or Quarter Ended: March 31, 2002                   

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                               

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,                              
Fidelity Management & Research Company                          
Phone:  617-563-1742                                                            
Signature, Place, and Date of Signing:                                          

/s/ Eric D. Roiter              Boston, MA      May 15, 2002                    

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

[  ]            13F NOTICE                                                      

[  ]            13F COMBINATION REPORT                                          

List of other managers reporting for this manager:                              

NONE                                                                            

FORM 13F SUMMARY PAGE                                                           

Report Summary:                                                                 

Number of Other Included Managers:                      5                       

Form 13F Information Table Entry Total:         4,839                           

Form 13F Information Table Value Total:         $471,129,507    (x1000)         

Confidential information has been omitted from this Form 13F and                
filed separately with the Securities and Exchange Commission.  Such             
confidential information pertains to certain holdings or portions of            
holdings that are withheld from this Form 13F based upon a claim of             
confidential treatment.                                                         

List of Other Included Managers:                                                

No.     Form 13F File Number    Name                                            

1      28-450                  Fidelity Management & Research Company         
2      28-1054                 Fidelity Management Trust Company              
3      28-5421                 Strategic Advisers Incorporated                
4      28-6635                 Fidelity Investors Management, LLC             
5      28-6639                 FMR Co., Inc.                                  

                                                        [Enlarge/Download Table]

                                                           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 
                                                                                                                                   
AAON INC                       COM PAR $0.004   000360206    15568    574500 SH       DEFINED 1 5          11152        0   563348 
AAR CORP                       COM              000361105     5768    535600 SH       DEFINED 1 5              0        0   535600 
A C MOORE ARTS & CRAFTS INC    COM              00086T103    31050    813900 SH       DEFINED 1 5              0        0   813900 
A C MOORE ARTS & CRAFTS INC    COM              00086T103     3933    103100 SH       DEFINED 2           103100        0        0 
A D C TELECOMMUNICATIONS       COM              000886101    13626   3348000 SH       DEFINED 1 5              0        0  3348000 
A D C TELECOMMUNICATIONS       COM              000886101     3606    886056 SH       DEFINED 2           886056        0        0 
A D C TELECOMMUNICATIONS       COM              000886101        3       659 SH       DEFINED 4              659        0        0 
ADT OPERATIONS                 NOTE         7/0 000945AC9    34268  19295000 PRN      DEFINED 1 5              0        0        0 
AFC ENTERPRISES INC            COM              00104Q107    23519    703100 SH       DEFINED 1 5          54900        0   648200 
AFC ENTERPRISES INC            COM              00104Q107     1930     57700 SH       DEFINED 2            57700        0        0 
AFLAC INC                      COM              001055102   720656  24429020 SH       DEFINED 1 5         677400        0 23751620 
AFLAC INC                      COM              001055102    49063   1663148 SH       DEFINED 2          1485448        0   177700 
AFLAC INC                      COM              001055102        0     23000 SH       DEFINED 3            23000        0        0 
AFLAC INC                      COM              001055102       87      2961 SH       DEFINED 4             2961        0        0 
AGCO CORP                      COM              001084102     3845    168500 SH       DEFINED 1 5              0        0   168500 
AGCO CORP                      COM              001084102     2732    119700 SH       DEFINED 2           110400        0     9300 
AES CORP                       COM              00130H105   145962  16217947 SH       DEFINED 1 5           2930        0 16215017 
AES CORP                       COM              00130H105    35172   3907983 SH       DEFINED 2          3895883        0    12100 
AES CORP                       COM              00130H105        0     57100 SH       DEFINED 3            57100        0        0 
AK STL HLDG CORP               COM              001547108     6638    464200 SH       DEFINED 1 5              0        0   464200 
AMB PROPERTY CORP              COM              00163T109    61080   2221100 SH       DEFINED 1 5              0        0  2221100 
AMB PROPERTY CORP              COM              00163T109    38486   1399500 SH       DEFINED 2          1399500        0        0 
AMC ENTMT INC                  COM              001669100    11747    861220 SH       DEFINED 1 5          29985        0   831235 
AMLI RESIDENTIAL PPTYS TR      SH BEN INT       001735109      353     14000 SH       DEFINED 1 5              0        0    14000 
AMLI RESIDENTIAL PPTYS TR      SH BEN INT       001735109    11805    468100 SH       DEFINED 2           468100        0        0 
AMN HEALTHCARE SERVICES INC    COM              001744101    27562   1024600 SH       DEFINED 1 5            587        0  1024013 
AMR CORP                       COM              001765106   256503   9712337 SH       DEFINED 1 5           1739        0  9710598 
AMR CORP                       COM              001765106    11387    431167 SH       DEFINED 2           336467        0    94700 
AMR CORP                       COM              001765106        0        29 SH       DEFINED 3               29        0        0 
AMR CORP                       COM              001765106        0         1 SH       DEFINED 4                1        0        0 
AOL TIME WARNER INC            COM              00184A105  3455355 146103823 SH       DEFINED 1 5        2774460        0143329363 
AOL TIME WARNER INC            COM              00184A105   208333   8809014 SH       DEFINED 2          7696804        0  1112210 
AOL TIME WARNER INC            COM              00184A105     2254     95424 SH       DEFINED 4            95424        0        0 
ATI TECHNOLOGIES INC           COM              001941103    15568   1168360 SH       DEFINED 1 5        1146300        0    22060 
ATI TECHNOLOGIES INC           COM              001941103      689     51790 SH       DEFINED 2            51790        0        0 
AT&T CORP                      COM              001957109  2234171 142303861 SH       DEFINED 1 5        2601312        0139702549 
AT&T CORP                      COM              001957109   137462   8755573 SH       DEFINED 2          7601766        0  1153807 
AT&T CORP                      COM              001957109        0    136656 SH       DEFINED 3           136656        0        0 
AT&T CORP                      COM              001957109     5708    364067 SH       DEFINED 4           364067        0        0 
ATMI INC                       COM              00207R101   117894   3748611 SH       DEFINED 1 5              0        0  3748611 
ASAT HLDGS LTD                 SPONSORED ADR    00208B105      245    114300 SH       DEFINED 1 5         113600        0      700 
AT&T WIRELESS SVCS INC         COM              00209A106   224568  25091368 SH       DEFINED 1 5          30536        0 25060832 
AT&T WIRELESS SVCS INC         COM              00209A106    18877   2109213 SH       DEFINED 2          2109213        0        0 
AT&T WIRELESS SVCS INC         COM              00209A106       94     10768 SH       DEFINED 4            10768        0        0 
AVX CORP NEW                   COM              002444107   116055   5542240 SH       DEFINED 1 5              0        0  5542240 
AVX CORP NEW                   COM              002444107    10382    495800 SH       DEFINED 2           495800        0        0 
AZZ INC                        COM              002474104     8803    491800 SH       DEFINED 1 5              0        0   491800 
AAIPHARMA INC                  COM              00252W104     6469    180000 SH       DEFINED 1 5              0        0   180000 
AARON RENTS INC                COM              002535201    15801    691500 SH       DEFINED 1 5              0        0   691500 
AARON RENTS INC                COM              002535201      569     24900 SH       DEFINED 2            24900        0        0 
ABBOTT LABS                    COM              002824100  2173460  41320540 SH       DEFINED 1 5        1038400        0 40282140 
ABBOTT LABS                    COM              002824100   179923   3420581 SH       DEFINED 2          2914081        0   506500 
ABBOTT LABS                    COM              002824100     1008     19301 SH       DEFINED 4            19301        0        0 
ABER DIAMOND CORP              COM              002893105    34209   2179200 SH       DEFINED 1 5         686000        0  1493200 
ABER DIAMOND CORP              COM              002893105     1118     72400 SH       DEFINED 2            72400        0        0 
ABERCROMBIE & FITCH CO         CL A             002896207    84136   2731680 SH       DEFINED 1 5         137720        0  2593960 
ABERCROMBIE & FITCH CO         CL A             002896207      169      5480 SH       DEFINED 2             4080        0     1400 
ABERCROMBIE & FITCH CO         CL A             002896207        1        27 SH       DEFINED 4               27        0        0 
ABGENIX INC                    COM              00339B107   240432  12728002 SH       DEFINED 1 5            290        0 12727712 
ABGENIX INC                    COM              00339B107     3597    190400 SH       DEFINED 2           162930        0    27470 
ABITIBI-CONSOLIDATED INC       COM              003924107     2531    282133 SH       DEFINED 1 5         220330        0    61803 
ABITIBI-CONSOLIDATED INC       COM              003924107      287     32050 SH       DEFINED 2            32050        0        0 
ACCREDO HEALTH INC             COM              00437V104    24253    424300 SH       DEFINED 1 5              0        0   424300 
ACCREDO HEALTH INC             COM              00437V104      550      9600 SH       DEFINED 2                0        0     9600 
ACE CASH EXPRESS INC           COM              004403101     8268    862200 SH       DEFINED 1 5              0        0   862200 
ACME COMMUNICATION INC         COM              004631107       74      7200 SH       DEFINED 1 5              0        0     7200 
ACTIVISION INC NEW             COM NEW          004930202    55969   1876250 SH       DEFINED 1 5              0        0  1876250 
ACTIVISION INC NEW             COM NEW          004930202      506     16950 SH       DEFINED 2                0        0    16950 
ACTION PERFORMANCE COS INC     COM              004933107     3694     75000 SH       DEFINED 1 5              0        0    75000 
ACTION PERFORMANCE COS INC     COM              004933107      611     12400 SH       DEFINED 2                0        0    12400 
ACTEL CORP                     COM              004934105     3575    172610 SH       DEFINED 1 5          39500        0   133110 
ACTUATE CORP                   COM              00508B102     7722   1069500 SH       DEFINED 1 5          78732        0   990768 
ACTUANT CORP                   CL A NEW         00508X203    47377   1097970 SH       DEFINED 1 5              0        0  1097970 
ACTUANT CORP                   CL A NEW         00508X203     1411     32700 SH       DEFINED 2            32700        0        0 
ACUITY BRANDS INC              COM              00508Y102    64234   3885900 SH       DEFINED 1 5          53500        0  3832400 
ACXIOM CORP                    COM              005125109    49817   2906448 SH       DEFINED 1 5              0        0  2906448 
ACXIOM CORP                    COM              005125109     7155    417471 SH       DEFINED 2           417471        0        0 
ADAMS RES & ENERGY INC         COM NEW          006351308     3374    421800 SH       DEFINED 1 5              0        0   421800 
ADAPTEC INC                    COM              00651F108    17743   1327100 SH       DEFINED 1 5              0        0  1327100 
ADAPTEC INC                    NOTE  4.750% 2/0 00651FAC2    10886  11340000 PRN      DEFINED 1 5              0        0        0 
ADELPHIA BUSINESS SOLUTIONS    CL A             006847107        2     42932 SH       DEFINED 2            37902        0     5030 
ADELPHIA COMMUNICATIONS CORP   CL A             006848105    37158   2497970 SH       DEFINED 1 5           2500        0  2495470 
ADELPHIA COMMUNICATIONS CORP   CL A             006848105     3843    257900 SH       DEFINED 2           115500        0   142400 
ADELPHIA COMMUNICATIONS CORP   NOTE  6.000% 2/1 006848BG9    30556  41192000 PRN      DEFINED 1 5              0        0        0 
ADMINISTAFF INC                COM              007094105     6040    218600 SH       DEFINED 2           218600        0        0 
ADMINISTRADORA FONDOS PENSIO   SPONSORED ADR    00709P108      912     37000 SH       DEFINED 1 5           1900        0    35100 
ADMINISTRADORA FONDOS PENSIO   SPONSORED ADR    00709P108      564     22900 SH       DEFINED 2            22900        0        0 
ADOBE SYS INC                  COM              00724F101   447619  11109920 SH       DEFINED 1 5          86247        0 11023672 
ADOBE SYS INC                  COM              00724F101    46585   1156242 SH       DEFINED 2           902542        0   253700 
ADOBE SYS INC                  COM              00724F101        0       134 SH       DEFINED 3              134        0        0 
ADTRAN INC                     COM              00738A106     3296    136530 SH       DEFINED 1 5          29700        0   106830 
ADVANCED MARKETING SVCS INC    COM              00753T105    48154   2006400 SH       DEFINED 1 5              0        0  2006400 
ADVANCED MARKETING SVCS INC    COM              00753T105     2563    106800 SH       DEFINED 2           106800        0        0 
ADVANCED TECHNICAL PRODS INC   COM              007548100       37      1400 SH       DEFINED 1 5           1400        0        0 
ADVANCED FIBRE COMMUNICATION   COM              00754A105    18397    958700 SH       DEFINED 1 5              0        0   958700 
ADVANCED FIBRE COMMUNICATION   COM              00754A105       29      1500 SH       DEFINED 2             1500        0        0 
ADVANCED NEUROMODULATION SYS   COM              00757T101    18316    546100 SH       DEFINED 1 5              0        0   546100 
ADVANCED NEUROMODULATION SYS   COM              00757T101     9512    283600 SH       DEFINED 2           283600        0        0 
ADVO INC                       COM              007585102     4980    117900 SH       DEFINED 1 5              0        0   117900 
ADVO INC                       COM              007585102     1077     25500 SH       DEFINED 2            25500        0        0 
ADVANCED POWER TECHNOLOGY IN   COM              00761E108     6542    569900 SH       DEFINED 1 5              0        0   569900 
ADVANCED POWER TECHNOLOGY IN   COM              00761E108     8261    719600 SH       DEFINED 2           719600        0        0 
ADVISORY BRD CO                COM              00762W107    22528    692730 SH       DEFINED 1 5              0        0   692730 
ADVISORY BRD CO                COM              00762W107      959     29500 SH       DEFINED 2            29500        0        0 
AEROFLEX INC                   COM              007768104     1996    155200 SH       DEFINED 1 5              0        0   155200 
ADVANCED MICRO DEVICES INC     COM              007903107   417819  28403740 SH       DEFINED 1 5          72200        0 28331540 
ADVANCED MICRO DEVICES INC     COM              007903107    23854   1621611 SH       DEFINED 2          1581711        0    39900 
ADVANCED MICRO DEVICES INC     COM              007903107        0     12500 SH       DEFINED 3            12500        0        0 
ADVANCED MICRO DEVICES INC     COM              007903107        3       200 SH       DEFINED 4              200        0        0 
ADVANCEPCS                     COM              00790K109   218844   7272980 SH       DEFINED 1 5          42000        0  7230980 
ADVANCEPCS                     COM              00790K109     8094    268980 SH       DEFINED 2           227180        0    41800 
AEGON N V                      ORD AMER REG     007924103      143      5863 SH       DEFINED 1 5              0        0     5863 
ADVANCED ENERGY INDS           COM              007973100    31872    886310 SH       DEFINED 1 5              0        0   886310 
ADVENT SOFTWARE INC            COM              007974108   170088   2875055 SH       DEFINED 1 5              0        0  2875055 
AES TR III                     PFD CV 6.75%     00808N202    10275    458700 SH       DEFINED 1 5              0        0   458700 
AETHER SYS INC                 NOTE  6.000% 3/2 00808VAA3    33376  60860000 PRN      DEFINED 1 5              0        0        0 
AETNA INC NEW                  COM              00817Y108    37970    978100 SH       DEFINED 1 5           5500        0   972600 
AETNA INC NEW                  COM              00817Y108    11494    296088 SH       DEFINED 2           296088        0        0 
AETNA INC NEW                  COM              00817Y108        6       148 SH       DEFINED 4              148        0        0 
AFFILIATED COMPUTER SERVICES   CL A             008190100   219566   3911740 SH       DEFINED 1 5              0        0  3911740 
AFFILIATED COMPUTER SERVICES   CL A             008190100     1953     34800 SH       DEFINED 2             2800        0    32000 
AFFILIATED COMPUTER SERVICES   CL A             008190100       20       364 SH       DEFINED 4              364        0        0 
AFFILIATED MANAGERS GROUP      COM              008252108    11896    165610 SH       DEFINED 1 5           4400        0   161210 
AFFILIATED MANAGERS GROUP      COM              008252108    12032    167500 SH       DEFINED 2           167500        0        0 
AFFYMETRIX INC                 COM              00826T108    59899   2066900 SH       DEFINED 1 5            200        0  2066700 
AFFYMETRIX INC                 COM              00826T108     2698     93100 SH       DEFINED 2            93100        0        0 
AFFYMETRIX INC                 NOTE  4.750% 2/1 00826TAD0    36167  45350000 PRN      DEFINED 1 5              0        0        0 
AFFYMETRIX INC                 NOTE  4.750% 2/1 00826TAD0      391    490000 PRN      DEFINED 2                0        0        0 
AGERE SYS INC                  CL A             00845V100   211753  54435120 SH       DEFINED 1 5         847400        0 53587720 
AGERE SYS INC                  CL A             00845V100     3148    809320 SH       DEFINED 2           631520        0   177800 
AGERE SYS INC                  CL A             00845V100        0     42100 SH       DEFINED 3            42100        0        0 
AGILENT TECHNOLOGIES INC       COM              00846U101   902307  25809707 SH       DEFINED 1 5         190540        0 25619167 
AGILENT TECHNOLOGIES INC       COM              00846U101   104441   2987437 SH       DEFINED 2          2704329        0   283108 
AGILENT TECHNOLOGIES INC       COM              00846U101        0     14225 SH       DEFINED 3            14225        0        0 
AGILENT TECHNOLOGIES INC       COM              00846U101      211      6283 SH       DEFINED 4             6283        0        0 
AGNICO EAGLE MINES LTD         COM              008474108    96793   7279230 SH       DEFINED 1 5         545250        0  6733980 
AGNICO EAGLE MINES LTD         COM              008474108     2205    165180 SH       DEFINED 2           165180        0        0 
AGRIUM INC                     COM              008916108    13414   1274900 SH       DEFINED 1 5         403100        0   871800 
AGRIUM INC                     COM              008916108     5032    478700 SH       DEFINED 2           478700        0        0 
AIR PRODS & CHEMS INC          COM              009158106    47609    921768 SH       DEFINED 1 5              0        0   921768 
AIR PRODS & CHEMS INC          COM              009158106     9179    177717 SH       DEFINED 2           177717        0        0 
AIR PRODS & CHEMS INC          COM              009158106       31       594 SH       DEFINED 4              594        0        0 
AIRBORNE INC                   COM              009269101     2777    158800 SH       DEFINED 1 5              0        0   158800 
AIRBORNE INC                   COM              009269101     3475    198700 SH       DEFINED 2           198700        0        0 
AIRGAS INC                     COM              009363102     6157    306300 SH       DEFINED 1 5              0        0   306300 
AIRGAS INC                     COM              009363102      404     20100 SH       DEFINED 2                0        0    20100 
AIRGATE PCS INC                COM              009367103      592     42300 SH       DEFINED 1 5            800        0    41500 
AIRGATE PCS INC                COM              009367103     1268     90600 SH       DEFINED 2            90600        0        0 
AIRNET COMMUNICATIONS CORP     COM              00941P106        2      1410 SH       DEFINED 1 5           1410        0        0 
ALASKA AIR GROUP INC           COM              011659109   112033   3365360 SH       DEFINED 1 5          45500        0  3319860 
ALASKA AIR GROUP INC           COM              011659109     4218    126700 SH       DEFINED 2           126700        0        0 
ALBANY INTL CORP               CL A             012348108    94097   3105500 SH       DEFINED 1 5         369700        0  2735800 
ALBANY INTL CORP               CL A             012348108    12950    427400 SH       DEFINED 2           427400        0        0 
ALBERTA ENERGY LTD             COM              012873105   745619  17098267 SH       DEFINED 1 5         299100        0 16799167 
ALBERTA ENERGY LTD             COM              012873105     1518     34768 SH       DEFINED 2            34768        0        0 
ALBERTA ENERGY LTD             COM              012873105        0      6600 SH       DEFINED 3             6600        0        0 
ALBERTA ENERGY LTD             COM              012873105     8201    186800 SH       DEFINED 4           186800        0        0 
ALBERTO CULVER CO              CL B CONV        013068101   130563   2417835 SH       DEFINED 1 5              0        0  2417835 
ALBERTO CULVER CO              CL B CONV        013068101    11081    205201 SH       DEFINED 2           137901        0    67300 
ALBERTO CULVER CO              CL B CONV        013068101       17       312 SH       DEFINED 4              312        0        0 
ALBERTO CULVER CO              CL A             013068200   206218   4278390 SH       DEFINED 1 5           1600        0  4276790 
ALBERTO CULVER CO              CL A             013068200    13848    287300 SH       DEFINED 2           287300        0        0 
ALBERTSONS INC                 COM              013104104   633324  19110570 SH       DEFINED 1 5          18610        0 19091960 
ALBERTSONS INC                 COM              013104104    26786    808279 SH       DEFINED 2           674279        0   134000 
ALBERTSONS INC                 COM              013104104        0      3200 SH       DEFINED 3             3200        0        0 
ALBERTSONS INC                 COM              013104104       25       756 SH       DEFINED 4              756        0        0 
ALCAN INC                      COM              013716105   570717  14429647 SH       DEFINED 1 5        1016890        0 13412757 
ALCAN INC                      COM              013716105    46599   1176821 SH       DEFINED 2           899521        0   277300 
ALCAN INC                      COM              013716105        0     37700 SH       DEFINED 3            37700        0        0 
ALCAN INC                      COM              013716105       56      1409 SH       DEFINED 4             1409        0        0 
ALCOA INC                      COM              013817101  1201481  31835746 SH       DEFINED 1 5         103390        0 31732356 
ALCOA INC                      COM              013817101    48922   1296287 SH       DEFINED 2          1199687        0    96600 
ALCOA INC                      COM              013817101        0     28600 SH       DEFINED 3            28600        0        0 
ALCOA INC                      COM              013817101      366      9702 SH       DEFINED 4             9702        0        0 
ALCATEL                        SPONSORED ADR    013904305     1450    102300 SH       DEFINED 1 5              0        0   102300 
ALEXANDER & BALDWIN INC        COM              014482103    16928    613130 SH       DEFINED 1 5              0        0   613130 
ALEXANDER & BALDWIN INC        COM              014482103    29490   1068102 SH       DEFINED 2          1068102        0        0 
ALEXANDRIA REAL ESTATE EQ IN   COM              015271109    64197   1439600 SH       DEFINED 1 5              0        0  1439600 
ALEXANDRIA REAL ESTATE EQ IN   COM              015271109    27130    608300 SH       DEFINED 2           608300        0        0 
ALEXANDRIA REAL ESTATE EQ IN   COM              015271109    10445    234200 SH       DEFINED 3                0        0   234200 
ALEXION PHARMACEUTICALS INC    COM              015351109    42547   1809740 SH       DEFINED 1 5              0        0  1809740 
ALEXION PHARMACEUTICALS INC    NOTE  5.750% 3/1 015351AB5     1945   3010000 PRN      DEFINED 1 5              0        0        0 
ALIGN TECHNOLOGY INC           COM              016255101     4307    812600 SH       DEFINED 1 5          26900        0   785700 
ALKERMES INC                   COM              01642T108   134346   5155240 SH       DEFINED 1 5            560        0  5154680 
ALKERMES INC                   COM              01642T108     6067    232820 SH       DEFINED 2           152720        0    80100 
ALKERMES INC                   NOTE  3.750% 2/1 01642TAB4    24078  33770000 PRN      DEFINED 1 5              0        0        0 
ALLEGHANY CORP DEL             COM              017175100    15319     81702 SH       DEFINED 1 5              0        0    81702 
ALLEGHENY ENERGY INC           COM              017361106     6515    157560 SH       DEFINED 1 5           7560        0   150000 
ALLEGHENY ENERGY INC           COM              017361106     3981     96264 SH       DEFINED 2            96264        0        0 
ALLEGHENY TECHNOLOGIES INC     COM              01741R102    28734   1737270 SH       DEFINED 1 5              0        0  1737270 
ALLEGHENY TECHNOLOGIES INC     COM              01741R102     1023     61821 SH       DEFINED 2            61821        0        0 
ALLEN TELECOM INC              COM              018091108      365     54700 SH       DEFINED 1 5              0        0    54700 
ALLERGAN INC                   COM              018490102   801527  12397950 SH       DEFINED 1 5              0        0 12397950 
ALLERGAN INC                   COM              018490102    51062    789823 SH       DEFINED 2           564823        0   225000 
ALLERGAN INC                   COM              018490102      185      2866 SH       DEFINED 4             2866        0        0 
ALLETE INC                     COM              018522102       10       348 SH       DEFINED 4              348        0        0 
ALLIANCE ATLANTIS COMMUNICAT   CL B NON-VTG     01853E204    45157   3980500 SH       DEFINED 1 5        3780500        0   200000 
ALLIANCE ATLANTIS COMMUNICAT   CL B NON-VTG     01853E204       32      2860 SH       DEFINED 2             2860        0        0 
ALLIANCE CAP MGMT HLDG L P     UNIT LTD PARTN   01855A101     1643     35400 SH       DEFINED 1 5              0        0    35400 
ALLIANCE DATA SYSTEMS CORP     COM              018581108     4668    185700 SH       DEFINED 1 5              0        0   185700 
ALLIANCE IMAGING INC           COM NEW          018606202     3989    324300 SH       DEFINED 2           324300        0        0 
ALLIANT ENERGY CORP            COM              018802108        9       300 SH       DEFINED 1 5              0        0      300 
ALLIANT ENERGY CORP            COM              018802108        8       254 SH       DEFINED 4              254        0        0 
ALLIANT TECHSYSTEMS INC        COM              018804104    51933    509200 SH       DEFINED 1 5           1130        0   508070 
ALLIANT TECHSYSTEMS INC        COM              018804104     2453     24050 SH       DEFINED 2            11950        0    12100 
ALLIED CAP CORP NEW            COM              01903Q108     7285    264900 SH       DEFINED 1 5              0        0   264900 
ALLIED RESH CORP               COM              019483106    10369    445000 SH       DEFINED 1 5              0        0   445000 
ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308   121324   9332580 SH       DEFINED 1 5          46510        0  9286070 
ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308    25181   1937022 SH       DEFINED 2          1922922        0    14100 
ALLMERICA FINL CORP            COM              019754100   216053   4811863 SH       DEFINED 1 5           5900        0  4805963 
ALLMERICA FINL CORP            COM              019754100     7210    160590 SH       DEFINED 2           150790        0     9800 
ALLMERICA FINL CORP            COM              019754100        7       163 SH       DEFINED 4              163        0        0 
ALLOU HEALTH & BEAUTY CARE I   CL A             019782101     1215    202900 SH       DEFINED 1 5              0        0   202900 
ALLOY INC                      COM              019855105      376     25000 SH       DEFINED 1 5              0        0    25000 
ALLSCRIPTS HEALTHCARE SOLUTI   COM              01988P108     5238    831500 SH       DEFINED 1 5              0        0   831500 
ALLSCRIPTS HEALTHCARE SOLUTI   COM              01988P108      219     34800 SH       DEFINED 2            34800        0        0 
ALLSTATE CORP                  COM              020002101   445758  11801898 SH       DEFINED 1 5         207600        0 11594298 
ALLSTATE CORP                  COM              020002101    61568   1630077 SH       DEFINED 2          1513977        0   116100 
ALLSTATE CORP                  COM              020002101        0     18500 SH       DEFINED 3            18500        0        0 
ALLSTATE CORP                  COM              020002101      141      3758 SH       DEFINED 4             3758        0        0 
ALLTEL CORP                    COM              020039103   165736   2983552 SH       DEFINED 1 5          58100        0  2925452 
ALLTEL CORP                    COM              020039103    30178    543257 SH       DEFINED 2           500757        0    42500 
ALLTEL CORP                    COM              020039103      153      2772 SH       DEFINED 4             2772        0        0 
ALPHARMA INC                   CL A             020813101    61194   4279290 SH       DEFINED 1 5         217273        0  4062017 
ALPHARMA INC                   NOTE  5.750% 4/0 020813AB7     1518   1765000 PRN      DEFINED 1 5              0        0        0 
ALPHARMA INC                   NOTE  3.000% 6/0 020813AD3     7623   9177000 PRN      DEFINED 1 5              0        0        0 
ALTERA CORP                    COM              021441100   674581  30845040 SH       DEFINED 1 5         134500        0 30710540 
ALTERA CORP                    COM              021441100    26266   1201020 SH       DEFINED 2           955900        0   245120 
ALTERA CORP                    COM              021441100      112      5138 SH       DEFINED 4             5138        0        0 
AMAZON COM INC                 COM              023135106   162857  11388600 SH       DEFINED 1 5          16600        0 11372000 
AMAZON COM INC                 COM              023135106     4555    318500 SH       DEFINED 2           318500        0        0 
AMAZON COM INC                 NOTE  4.750% 2/0 023135AF3    36414  60250000 PRN      DEFINED 1 5              0        0        0 
AMBAC FINL GROUP INC           COM              023139108    70918   1200570 SH       DEFINED 1 5          16300        0  1184270 
AMBAC FINL GROUP INC           COM              023139108    34673    586976 SH       DEFINED 2           561776        0    25200 
AMBAC FINL GROUP INC           COM              023139108    17650    329300 SH       DEFINED 3            30500        0   298800 
AMBAC FINL GROUP INC           COM              023139108      119      2025 SH       DEFINED 4             2025        0        0 
AMBASSADORS INTL INC           COM              023178106     1963    229550 SH       DEFINED 1 5          48600        0   180950 
AMERADA HESS CORP              COM              023551104    45540    573840 SH       DEFINED 1 5           5840        0   568000 
AMERADA HESS CORP              COM              023551104    14757    185952 SH       DEFINED 2           128852        0    57100 
AMERADA HESS CORP              COM              023551104        8        99 SH       DEFINED 4               99        0        0 
AMEREN CORP                    COM              023608102    18083    422990 SH       DEFINED 1 5              0        0   422990 
AMEREN CORP                    COM              023608102     5772    135006 SH       DEFINED 2           135006        0        0 
AMEREN CORP                    COM              023608102       32       753 SH       DEFINED 4              753        0        0 
AMERICA MOVIL S A DE C V       SPON ADR L SHS   02364W105    66761   3361590 SH       DEFINED 1 5         101070        0  3260520 
AMERICA MOVIL S A DE C V       SPON ADR L SHS   02364W105     2109    106200 SH       DEFINED 2           106200        0        0 
AMERICA WEST HLDG CORP         CL B             023657208    20249   3615900 SH       DEFINED 1 5         138400        0  3477500 
AMERICAN AXLE & MFG HLDGS IN   COM              024061103    35437   1221970 SH       DEFINED 1 5           9600        0  1212370 
AMERICAN AXLE & MFG HLDGS IN   COM              024061103     9393    323900 SH       DEFINED 2           311500        0    12400 
AMERICAN ELEC PWR INC          COM              025537101   124290   2696680 SH       DEFINED 1 5          23800        0  2672880 
AMERICAN ELEC PWR INC          COM              025537101    13823    299915 SH       DEFINED 2           292915        0     7000 
AMERICAN ELEC PWR INC          COM              025537101        0     11700 SH       DEFINED 3            11700        0        0 
AMERICAN ELEC PWR INC          COM              025537101      365      7942 SH       DEFINED 4             7942        0        0 
AMERICAN EAGLE OUTFITTERS NE   COM              02553E106    48913   1974630 SH       DEFINED 1 5          15350        0  1959280 
AMERICAN EAGLE OUTFITTERS NE   COM              02553E106     1568     63320 SH       DEFINED 2            54920        0     8400 
AMERICAN EAGLE OUTFITTERS NE   COM              02553E106        0     12400 SH       DEFINED 3            12400        0        0 
AMERICAN EXPRESS CO            COM              025816109  2351762  57416069 SH       DEFINED 1 5         250100        0 57165969 
AMERICAN EXPRESS CO            COM              025816109   142169   3470921 SH       DEFINED 2          3022141        0   448780 
AMERICAN EXPRESS CO            COM              025816109        0     58800 SH       DEFINED 3            58800        0        0 
AMERICAN EXPRESS CO            COM              025816109     7476    182488 SH       DEFINED 4           182488        0        0 
AMERICAN FINL GROUP INC OHIO   COM              025932104    19205    668700 SH       DEFINED 1 5              0        0   668700 
AMERICAN GREETINGS CORP        CL A             026375105     4447    245000 SH       DEFINED 1 5              0        0   245000 
AMERICAN GREETINGS CORP        CL A             026375105      888     48910 SH       DEFINED 2            48910        0        0 
AMERICAN HEALTHWAYS INC        COM              02649V104    55995   2063190 SH       DEFINED 1 5              0        0  2063190 
AMERICAN HEALTHWAYS INC        COM              02649V104     5668    208850 SH       DEFINED 2           208850        0        0 
AMERICAN INTL GROUP INC        COM              026874107  7302177 101222309 SH       DEFINED 1 5         578711        0100643598 
AMERICAN INTL GROUP INC        COM              026874107   480430   6659684 SH       DEFINED 2          5915520        0   744164 
AMERICAN INTL GROUP INC        COM              026874107        0      6500 SH       DEFINED 3             6500        0        0 
AMERICAN INTL GROUP INC        COM              026874107     3018     41805 SH       DEFINED 4            41805        0        0 
AMERICAN ITALIAN PASTA CO      CL A             027070101   117350   2584800 SH       DEFINED 1 5              0        0  2584800 
AMERICAN ITALIAN PASTA CO      CL A             027070101     3709     81700 SH       DEFINED 2            81700        0        0 
AMERICAN LD LEASE INC          COM              027118108     1040     76500 SH       DEFINED 1 5              0        0    76500 
AMERICAN LD LEASE INC          COM              027118108     4877    358632 SH       DEFINED 2           358632        0        0 
AMERICAN NATL INS CO           COM              028591105        9       100 SH       DEFINED 1 5              0        0      100 
AMERICAN PHYSICIANS CAPITAL    COM              028884104    13736    704400 SH       DEFINED 1 5              0        0   704400 
AMERICAN PHYSICIANS CAPITAL    COM              028884104     2371    121600 SH       DEFINED 2           121600        0        0 
AMERICAN RETIREMENT CORP       SDCV  5.750%10/0 028913AA9     4991   7339000 PRN      DEFINED 2                0        0        0 
AMERICAN PWR CONVERSION CORP   COM              029066107     2225    150536 SH       DEFINED 2           150536        0        0 
AMERICAN STD COS INC DEL       COM              029712106   329409   4655955 SH       DEFINED 1 5           1890        0  4654065 
AMERICAN STD COS INC DEL       COM              029712106    15012    212190 SH       DEFINED 2           164290        0    47900 
AMERICAN STD COS INC DEL       COM              029712106        0      2700 SH       DEFINED 3             2700        0        0 
AMERICAN STD COS INC DEL       COM              029712106       33       475 SH       DEFINED 4              475        0        0 
AMERICAN TOWER CORP            CL A             029912201   108987  20145220 SH       DEFINED 1 5          91070        0 20054150 
AMERICAN TOWER CORP            CL A             029912201     4883    902560 SH       DEFINED 2           739060        0   163500 
AMERICAN TOWER CORP            CL A             029912201        0     18700 SH       DEFINED 3            18700        0        0 
AMERICAN TOWER CORP            NOTE  6.250%10/1 029912AB8     4274   6900000 PRN      DEFINED 1 5              0        0        0 
AMERICAN TOWER CORP            NOTE  6.250%10/1 029912AB8     1920   3100000 PRN      DEFINED 2                0        0        0 
AMERICAN TOWER CORP            NOTE  2.250%10/1 029912AD4    51777  78450000 PRN      DEFINED 1 5              0        0        0 
AMERICAN TOWER CORP            NOTE  5.000% 2/1 029912AF9     9845  17900000 PRN      DEFINED 1 5              0        0        0 
AMERICAN TOWER CORP            NOTE  5.000% 2/1 029912AF9     4455   8100000 PRN      DEFINED 2                0        0        0 
AMERICAN WTR WKS INC           COM              030411102    28557    651980 SH       DEFINED 1 5              0        0   651980 
AMERICAN WTR WKS INC           COM              030411102       22       507 SH       DEFINED 4              507        0        0 
AMERICREDIT CORP               COM              03060R101      163      4300 SH       DEFINED 1 5              0        0     4300 
AMERISTAR CASINOS INC          COM              03070Q101     2446     89000 SH       DEFINED 1 5              0        0    89000 
AMERIPATH INC                  COM              03071D109    47023   1754590 SH       DEFINED 1 5         234190        0  1520400 
AMERIPATH INC                  COM              03071D109     5663    211300 SH       DEFINED 2           211300        0        0 
AMERUS GROUP CO                COM              03072M108     1461     38000 SH       DEFINED 1 5           3100        0    34900 
AMERISOURCEBERGEN CORP         COM              03073E105    14340    209960 SH       DEFINED 1 5         161700        0    48260 
AMERISOURCEBERGEN CORP         COM              03073E105     6077     88972 SH       DEFINED 2            81072        0     7900 
AMERIGROUP CORP                COM              03073T102    20823    739700 SH       DEFINED 1 5              0        0   739700 
AMERIGROUP CORP                COM              03073T102     6677    237200 SH       DEFINED 2           237200        0        0 
AMETEK INC NEW                 COM              031100100    16001    430010 SH       DEFINED 1 5              0        0   430010 
AMETEK INC NEW                 COM              031100100    33965    912800 SH       DEFINED 2           912800        0        0 
AMGEN INC                      COM              031162100  1754219  29393758 SH       DEFINED 1 5         270200        0 29123558 
AMGEN INC                      COM              031162100   117601   1970531 SH       DEFINED 2          1653651        0   316880 
AMGEN INC                      COM              031162100      582      9558 SH       DEFINED 4             9558        0        0 
AMKOR TECHNOLOGY INC           COM              031652100     8853    396800 SH       DEFINED 2           396800        0        0 
AMKOR TECHNOLOGY INC           NOTE  5.000% 3/1 031652AH3    20790  27380000 PRN      DEFINED 1 5              0        0        0 
AMKOR TECHNOLOGY INC           NOTE  5.000% 3/1 031652AH3     1610   2120000 PRN      DEFINED 2                0        0        0 
AMPHENOL CORP NEW              CL A             032095101   187035   3996480 SH       DEFINED 1 5              0        0  3996480 
AMPHENOL CORP NEW              CL A             032095101    27280    582900 SH       DEFINED 2           582900        0        0 
AMSOUTH BANCORPORATION         COM              032165102     4405    200400 SH       DEFINED 1 5              0        0   200400 
AMSOUTH BANCORPORATION         COM              032165102     6277    285582 SH       DEFINED 2           285582        0        0 
AMSURG CORP                    COM              03232P405    10221    375630 SH       DEFINED 1 5          85845        0   289785 
AMYLIN PHARMACEUTICALS INC     COM              032346108     4926    492150 SH       DEFINED 1 5              0        0   492150 
ANADARKO PETE CORP             COM              032511107   376939   6678577 SH       DEFINED 1 5              0        0  6678577 
ANADARKO PETE CORP             COM              032511107    10893    193005 SH       DEFINED 2           193005        0        0 
ANADARKO PETE CORP             COM              032511107       59      1027 SH       DEFINED 4             1027        0        0 
ANALOG DEVICES INC             COM              032654105  1371470  30450032 SH       DEFINED 1 5         317028        0 30133004 
ANALOG DEVICES INC             COM              032654105    97168   2157384 SH       DEFINED 2          1976638        0   180746 
ANAREN MICROWAVE INC           COM              032744104     1549    106600 SH       DEFINED 1 5              0        0   106600 
ANDREW CORP                    COM              034425108    60453   3613470 SH       DEFINED 1 5              0        0  3613470 
ANDREW CORP                    COM              034425108    80877   4834241 SH       DEFINED 2          4834241        0        0 
ANDREW CORP                    COM              034425108        8       498 SH       DEFINED 4              498        0        0 
ANDRX GROUP                    COM              034553107   124283   3275790 SH       DEFINED 1 5           3300        0  3272490 
ANDRX GROUP                    COM              034553107       38      1000 SH       DEFINED 2             1000        0        0 
ANGELICA CORP                  COM              034663104     3499    225900 SH       DEFINED 2           225900        0        0 
ANGLO AMERN PLC                ADR              03485P102     7437    451557 SH       DEFINED 1 5           6808        0   444749 
ANGLO AMERN PLC                ADR              03485P102      978     59356 SH       DEFINED 2            49356        0    10000 
ANGIOTECH PHARMACEUTICALS IN   COM              034918102     9214    201500 SH       DEFINED 1 5         185000        0    16500 
ANGIOTECH PHARMACEUTICALS IN   COM              034918102      330      7220 SH       DEFINED 2             7220        0        0 
ANHEUSER BUSCH COS INC         COM              035229103   870708  16680232 SH       DEFINED 1 5          41040        0 16639192 
ANHEUSER BUSCH COS INC         COM              035229103    69130   1324331 SH       DEFINED 2          1168131        0   156200 
ANHEUSER BUSCH COS INC         COM              035229103      311      5912 SH       DEFINED 4             5912        0        0 
ANIXTER INTL INC               COM              035290105     5926    200000 SH       DEFINED 1 5              0        0   200000 
ANIXTER INTL INC               COM              035290105      939     31700 SH       DEFINED 2            31700        0        0 
ANNALY MTG MGMT INC            COM              035710409     3651    215000 SH       DEFINED 1 5              0        0   215000 
ANNALY MTG MGMT INC            COM              035710409     2632    155000 SH       DEFINED 2           155000        0        0 
ANNTAYLOR STORES CORP          COM              036115103   108652   2513930 SH       DEFINED 1 5           9230        0  2504700 
ANSYS INC                      COM              03662Q105    35501   1310000 SH       DEFINED 1 5              0        0  1310000 
ANTEC CORP                     NOTE  4.500% 5/1 03664PAB1    10590  12225000 PRN      DEFINED 1 5              0        0        0 
ANTENNA TV SA                  SPONSORED ADR    03672N100     1257    785750 SH       DEFINED 1 5         349880        0   435870 
ANTHEM INC                     COM              03674B104   130717   2270580 SH       DEFINED 1 5         108600        0  2161980 
ANTHEM INC                     COM              03674B104     1163     20210 SH       DEFINED 2            13810        0     6400 
ANTEON INTL CORP               COM              03674E108    23496   1129600 SH       DEFINED 1 5              0        0  1129600 
ANTHONY & SYLVAN POOLS CORP    COM              036762102     1188    181351 SH       DEFINED 1 5              0        0   181351 
ANTHRACITE CAP INC             COM              037023108     1831    159200 SH       DEFINED 1 5              0        0   159200 
ANTHRACITE CAP INC             COM              037023108      748     65000 SH       DEFINED 2            65000        0        0 
AON CORP                       COM              037389103    10675    305000 SH       DEFINED 1 5              0        0   305000 
AON CORP                       COM              037389103     7359    210268 SH       DEFINED 2           210268        0        0 
AON CORP                       COM              037389103       77      2200 SH       DEFINED 4             2200        0        0 
APACHE CORP                    COM              037411105   151317   2660283 SH       DEFINED 1 5          10857        0  2649426 
APACHE CORP                    COM              037411105     6048    106330 SH       DEFINED 2           106330        0        0 
APACHE CORP                    COM              037411105       40       702 SH       DEFINED 4              702        0        0 
APARTMENT INVT & MGMT CO       CL A             03748R101   278594   5759652 SH       DEFINED 1 5              0        0  5759652 
APARTMENT INVT & MGMT CO       CL A             03748R101    82194   1699270 SH       DEFINED 2          1685570        0    13700 
APARTMENT INVT & MGMT CO       CL A             03748R101        1        21 SH       DEFINED 4               21        0        0 
APARTMENT INVT & MGMT CO       PFD CV P $.01    03748R861      875     35000 SH       DEFINED 1 5              0        0    35000 
APARTMENT INVT & MGMT CO       PFD CV P $.01    03748R861      500     20000 SH       DEFINED 2            20000        0        0 
APOLLO GROUP INC               CL A             037604105    35317    659516 SH       DEFINED 1 5           4700        0   654816 
APOLLO GROUP INC               CL A             037604105     1815     33900 SH       DEFINED 2                0        0    33900 
APOGENT TECHNOLOGIES INC       COM              03760A101     1851     75000 SH       DEFINED 1 5              0        0    75000 
APOGENT TECHNOLOGIES INC       COM              03760A101      299     12100 SH       DEFINED 2                0        0    12100 
APPLE COMPUTER INC             COM              037833100   726920  30710610 SH       DEFINED 1 5        1109000        0 29601610 
APPLE COMPUTER INC             COM              037833100    75223   3178009 SH       DEFINED 2          3034109        0   143900 
APPLE COMPUTER INC             COM              037833100        0     56400 SH       DEFINED 3            56400        0        0 
APPLE COMPUTER INC             COM              037833100       56      2400 SH       DEFINED 4             2400        0        0 
APPLEBEES INTL INC             COM              037899101   174757   4814240 SH       DEFINED 1 5          49100        0  4765140 
APPLEBEES INTL INC             COM              037899101    13936    383900 SH       DEFINED 2           383900        0        0 
APPLIED INNOVATION INC         COM              037916103      243     55600 SH       DEFINED 1 5              0        0    55600 
APRIA HEALTHCARE GROUP INC     COM              037933108    31696   1293200 SH       DEFINED 1 5              0        0  1293200 
APRIA HEALTHCARE GROUP INC     COM              037933108     1314     53600 SH       DEFINED 2            53600        0        0 
APPLERA CORP                   COM AP BIO GRP   038020103   269550  12060412 SH       DEFINED 1 5           4900        0 12055512 
APPLERA CORP                   COM AP BIO GRP   038020103     7226    323324 SH       DEFINED 2           291924        0    31400 
APPLERA CORP                   COM CE GEN GRP   038020202   170179   8281238 SH       DEFINED 1 5            550        0  8280688 
APPLERA CORP                   COM CE GEN GRP   038020202     4966    241650 SH       DEFINED 2           235950        0     5700 
APPLERA CORP                   COM CE GEN GRP   038020202        1        33 SH       DEFINED 4               33        0        0 
APPLICA INC                    COM              03815A106    11797   1371700 SH       DEFINED 1 5              0        0  1371700 
APPLIED EXTRUSION TECHNOLOGI   COM              038196101     9252   1312279 SH       DEFINED 1 5              0        0  1312279 
APPLIED FILMS CORP             COM              038197109     9673    393200 SH       DEFINED 1 5              0        0   393200 
APPLIED INDL TECHNOLOGIES IN   COM              03820C105     3869    201000 SH       DEFINED 1 5              0        0   201000 
APPLIED MATLS INC              COM              038222105   865759  15952809 SH       DEFINED 1 5         215100        0 15737709 
APPLIED MATLS INC              COM              038222105   136741   2519646 SH       DEFINED 2          2317366        0   202280 
APPLIED MATLS INC              COM              038222105      491      9445 SH       DEFINED 4             9445        0        0 
APPLIED MICRO CIRCUITS CORP    COM              03822W109     8430   1053700 SH       DEFINED 1 5              0        0  1053700 
APPLIED MICRO CIRCUITS CORP    COM              03822W109     1854    231765 SH       DEFINED 2           231765        0        0 
APROPOS TECHNOLOGY INC         COM              038334108        0       100 SH       DEFINED 2                0        0      100 
APTARGROUP INC                 COM              038336103    13263    378400 SH       DEFINED 1 5              0        0   378400 
ARACRUZ CELULOSE S A           SPON ADR CL B    038496204    15272    739545 SH       DEFINED 1 5          22200        0   717345 
ARACRUZ CELULOSE S A           SPON ADR CL B    038496204    11767    569840 SH       DEFINED 2           569840        0        0 
ARAMARK CORP                   CL B             038521100    63675   2411920 SH       DEFINED 1 5         280300        0  2131620 
ARAMARK CORP                   CL B             038521100     3237    122600 SH       DEFINED 2           122600        0        0 
ARBITRON INC                   COM              03875Q108    36733   1086782 SH       DEFINED 1 5              0        0  1086782 
ARBITRON INC                   COM              03875Q108     2352     69580 SH       DEFINED 2            69580        0        0 
ARCH CHEMICALS INC             COM              03937R102    35481   1609100 SH       DEFINED 1 5              0        0  1609100 
ARCH CHEMICALS INC             COM              03937R102    27568   1250250 SH       DEFINED 2          1250250        0        0 
ARCH COAL INC                  COM              039380100    19241    899960 SH       DEFINED 1 5          97550        0   802410 
ARCHER DANIELS MIDLAND CO      COM              039483102   200893  14421580 SH       DEFINED 1 5          14604        0 14406976 
ARCHER DANIELS MIDLAND CO      COM              039483102    16029   1150709 SH       DEFINED 2          1145309        0     5400 
ARCHER DANIELS MIDLAND CO      COM              039483102      138      9882 SH       DEFINED 4             9882        0        0 
ARCHSTONE SMITH TR             COM              039583109    22503    839975 SH       DEFINED 1 5              0        0   839975 
ARCHSTONE SMITH TR             COM              039583109    27534   1027759 SH       DEFINED 2          1027759        0        0 
ARCTIC CAT INC                 COM              039670104      494     24500 SH       DEFINED 1 5              0        0    24500 
ARCTIC CAT INC                 COM              039670104      671     33300 SH       DEFINED 2            33300        0        0 
ARDEN RLTY INC                 COM              039793104    38198   1345000 SH       DEFINED 1 5              0        0  1345000 
ARDEN RLTY INC                 COM              039793104    20334    716000 SH       DEFINED 2           716000        0        0 
ARGOSY GAMING CO               COM              040228108     1134     30900 SH       DEFINED 1 5              0        0    30900 
ARK RESTAURANTS CORP           COM              040712101     1562    221300 SH       DEFINED 1 5              0        0   221300 
ARKANSAS BEST CORP DEL         COM              040790107    22930    825100 SH       DEFINED 1 5            200        0   824900 
ARKANSAS BEST CORP DEL         COM              040790107     8468    304700 SH       DEFINED 2           304700        0        0 
ARM HLDGS PLC                  SPONSORED ADR    042068106    16913   1369500 SH       DEFINED 1 5              0        0  1369500 
ARM HLDGS PLC                  SPONSORED ADR    042068106      454     36800 SH       DEFINED 2            36800        0        0 
ARQULE INC                     COM              04269E107     2381    188500 SH       DEFINED 2           188500        0        0 
ARRIS GROUP INC                COM              04269Q100      323     34700 SH       DEFINED 1 5              0        0    34700 
ARRIS GROUP INC                COM              04269Q100      953    102500 SH       DEFINED 2           102500        0        0 
ARROW ELECTRS INC              COM              042735100   374043  13372997 SH       DEFINED 1 5         333390        0 13039607 
ARROW ELECTRS INC              COM              042735100     5174    185000 SH       DEFINED 2           177600        0     7400 
ARROW ELECTRS INC              COM              042735100        0      6600 SH       DEFINED 3             6600        0        0 
ARROW ELECTRS INC              COM              042735100        4       130 SH       DEFINED 4              130        0        0 
ARROW ELECTRS INC              DBCV         2/2 042735AY6     7013  15000000 PRN      DEFINED 1 5              0        0        0 
ARROW INTL INC                 COM              042764100     1425     30200 SH       DEFINED 1 5           6200        0    24000 
ART TECHNOLOGY GROUP INC       COM              04289L107     2793   1356000 SH       DEFINED 1 5              0        0  1356000 
ARTESYN TECHNOLOGIES INC       COM              043127109     6090    654100 SH       DEFINED 1 5              0        0   654100 
ARTESYN TECHNOLOGIES INC       COM              043127109     4352    467500 SH       DEFINED 2           467500        0        0 
ARVINMERITOR INC               COM              043353101   144262   5052960 SH       DEFINED 1 5              0        0  5052960 
ASBURY AUTOMOTIVE GROUP INC    COM              043436104       70      4600 SH       DEFINED 1 5              0        0     4600 
ASCENTIAL SOFTWARE CORP        COM              04362P108       45     11804 SH       DEFINED 2            11804        0        0 
ASHLAND INC                    COM              044204105     6355    139640 SH       DEFINED 1 5           5240        0   134400 
ASHLAND INC                    COM              044204105     2448     53788 SH       DEFINED 2            53788        0        0 
ASHWORTH INC                   COM              04516H101    10323   1315000 SH       DEFINED 1 5              0        0  1315000 
ASIAINFO HLDGS INC             COM              04518A104    11892    903631 SH       DEFINED 4           903631        0        0 
ASPECT TELECOMMUNICATIONS CO   SDCV         8/1 045237AE4    16563  53000000 PRN      DEFINED 1 5              0        0        0 
ASPECT COMMUNICATIONS CORP     COM              04523Q102     3001    767400 SH       DEFINED 1 5         169200        0   598200 
ASPEN TECHNOLOGY INC           COM              045327103     7333    320200 SH       DEFINED 1 5              0        0   320200 
ASSOCIATED BANC CORP           COM              045487105     6279    165100 SH       DEFINED 1 5              0        0   165100 
ASSOCIATED MATLS INC           COM              045709102     3789     74300 SH       DEFINED 1 5              0        0    74300 
ASTEC INDS INC                 COM              046224101      765     43560 SH       DEFINED 1 5            751        0    42809 
ASTEC INDS INC                 COM              046224101     3382    192500 SH       DEFINED 2           192500        0        0 
ASTORIA FINL CORP              COM              046265104    25756    886620 SH       DEFINED 1 5          13500        0   873120 
ASTORIA FINL CORP              COM              046265104     5797    199560 SH       DEFINED 2           171960        0    27600 
ASTRAZENECA PLC                SPONSORED ADR    046353108   205224   4138410 SH       DEFINED 1 5            380        0  4138030 
ASTRAZENECA PLC                SPONSORED ADR    046353108      565     11400 SH       DEFINED 2              200        0    11200 
ASTRONICS CORP                 COM              046433108     5590    603100 SH       DEFINED 1 5              0        0   603100 
ASTROPOWER INC                 COM              04644A101    14207    340200 SH       DEFINED 1 5              0        0   340200 
ASYST TECHNOLOGY CORP          COM              04648X107       46      2500 SH       DEFINED 1 5              0        0     2500 
ATLANTIC COAST AIRLINES HLDG   COM              048396105    22201    925800 SH       DEFINED 1 5         908800        0    17000 
ATLANTIC COAST AIRLINES HLDG   COM              048396105     2998    125000 SH       DEFINED 2           125000        0        0 
ATLANTIC TELE NETWORK INC      COM NEW          049079205     6417    498220 SH       DEFINED 1 5              0        0   498220 
ATLAS AIR WORLDWIDE HLDGS IN   COM              049164106      163     12400 SH       DEFINED 1 5              0        0    12400 
ATMEL CORP                     COM              049513104   245886  24249070 SH       DEFINED 1 5         727360        0 23521710 
ATMEL CORP                     COM              049513104     1667    164410 SH       DEFINED 2           149810        0    14600 
ATMEL CORP                     SDCV         5/2 049513AE4    39287 116855000 PRN      DEFINED 1 5              0        0        0 
ATMOS ENERGY CORP              COM              049560105     1853     78500 SH       DEFINED 2            78500        0        0 
ATRIX LABS INC                 COM              04962L101    46146   2026600 SH       DEFINED 1 5           1000        0  2025600 
ATRIX LABS INC                 COM              04962L101     9233    405500 SH       DEFINED 2           405500        0        0 
ATWOOD OCEANICS INC            COM              050095108    21545    469400 SH       DEFINED 2           469400        0        0 
AUDIOVOX CORP                  CL A             050757103     2100    292500 SH       DEFINED 1 5              0        0   292500 
AURORA FOODS INC               COM              05164B106     4405   1051400 SH       DEFINED 1 5           3600        0  1047800 
AUTODESK INC                   COM              052769106     1307     28000 SH       DEFINED 1 5              0        0    28000 
AUTODESK INC                   COM              052769106     1944     41647 SH       DEFINED 2            41647        0        0 
AUTOMATIC DATA PROCESSING IN   COM              053015103  1269640  21788920 SH       DEFINED 1 5          35300        0 21753620 
AUTOMATIC DATA PROCESSING IN   COM              053015103    67045   1150592 SH       DEFINED 2           956332        0   194260 
AUTOMATIC DATA PROCESSING IN   COM              053015103      955     16540 SH       DEFINED 4            16540        0        0 
AUTONATION INC                 COM              05329W102   250993  18031077 SH       DEFINED 1 5           9950        0 18021127 
AUTONATION INC                 COM              05329W102      464     33300 SH       DEFINED 2            33300        0        0 
AUTOZONE INC                   COM              053332102   394378   5728080 SH       DEFINED 1 5           1400        0  5726680 
AUTOZONE INC                   COM              053332102    75071   1090356 SH       DEFINED 2          1076356        0    14000 
AUTOZONE INC                   COM              053332102        2        30 SH       DEFINED 4               30        0        0 
AVALONBAY CMNTYS INC           COM              053484101    89492   1797019 SH       DEFINED 1 5              0        0  1797019 
AVALONBAY CMNTYS INC           COM              053484101    49810   1000200 SH       DEFINED 2          1000200        0        0 
AVANT CORP                     COM              053487104    97013   4843400 SH       DEFINED 1 5              0        0  4843400 
AVANT CORP                     COM              053487104      224     11200 SH       DEFINED 2            11200        0        0 
AVAYA INC                      COM              053499109       15      2033 SH       DEFINED 1 5              0        0     2033 
AVAYA INC                      COM              053499109     2023    274133 SH       DEFINED 2           274133        0        0 
AVAYA INC                      COM              053499109        2       263 SH       DEFINED 4              263        0        0 
AVENTIS                        SPONSORED ADR    053561106    92485   1345240 SH       DEFINED 1 5              0        0  1345240 
AVERY DENNISON CORP            COM              053611109   340066   5572120 SH       DEFINED 1 5              0        0  5572120 
AVERY DENNISON CORP            COM              053611109    38824    636138 SH       DEFINED 2           614638        0    21500 
AVERY DENNISON CORP            COM              053611109        0      8200 SH       DEFINED 3             8200        0        0 
AVERY DENNISON CORP            COM              053611109       28       456 SH       DEFINED 4              456        0        0 
AVIALL INC NEW                 COM              05366B102     1948    215700 SH       DEFINED 1 5          55700        0   160000 
AVIRON                         NOTE  5.250% 2/0 053762AD2    12252  12252000 PRN      DEFINED 1 5              0        0        0 
AVNET INC                      COM              053807103   430654  15914765 SH       DEFINED 1 5         602172        0 15312593 
AVNET INC                      COM              053807103    29976   1107744 SH       DEFINED 2          1101344        0     6400 
AVNET INC                      COM              053807103       13       500 SH       DEFINED 4              500        0        0 
AVOCENT CORP                   COM              053893103    67576   2522425 SH       DEFINED 1 5              0        0  2522425 
AVOCENT CORP                   COM              053893103    25319    945080 SH       DEFINED 2           943880        0     1200 
AVON PRODS INC                 COM              054303102  1663660  30627022 SH       DEFINED 1 5        2132630        0 28494392 
AVON PRODS INC                 COM              054303102    76393   1406344 SH       DEFINED 2          1228544        0   177800 
AVON PRODS INC                 COM              054303102      172      3172 SH       DEFINED 4             3172        0        0 
AXCELIS TECHNOLOGIES INC       COM              054540109    46505   3252098 SH       DEFINED 1 5              0        0  3252098 
AXCELIS TECHNOLOGIES INC       COM              054540109    19484   1362532 SH       DEFINED 2          1356932        0     5600 
AXCELIS TECHNOLOGIES INC       COM              054540109        5       352 SH       DEFINED 4              352        0        0 
AZTAR CORP                     COM              054802103     9353    427100 SH       DEFINED 1 5            500        0   426600 
AZTAR CORP                     COM              054802103     3710    169400 SH       DEFINED 2           169400        0        0 
AXCAN PHARMA INC               COM              054923107      795     63000 SH       DEFINED 1 5          48000        0    15000 
BB&T CORP                      COM              054937107    10474    274842 SH       DEFINED 1 5              0        0   274842 
BB&T CORP                      COM              054937107    13705    359623 SH       DEFINED 2           359623        0        0 
BCE INC                        COM              05534B109    72660   4125103 SH       DEFINED 1 5        3346043        0   779060 
BCE INC                        COM              05534B109     1052     59690 SH       DEFINED 2            59690        0        0 
BEI TECHNOLOGIES INC           COM              05538P104     1159     61500 SH       DEFINED 1 5          14000        0    47500 
BISYS GROUP INC                COM              055472104   187435   5317312 SH       DEFINED 1 5              0        0  5317312 
BISYS GROUP INC                COM              055472104       15       432 SH       DEFINED 4              432        0        0 
BJ SVCS CO                     COM              055482103   503024  14593118 SH       DEFINED 1 5         596230        0 13996888 
BJ SVCS CO                     COM              055482103    27811    806810 SH       DEFINED 2           718410        0    88400 
BJ SVCS CO                     COM              055482103    20420    592400 SH       DEFINED 3                0        0   592400 
BJ SVCS CO                     COM              055482103       27       775 SH       DEFINED 4              775        0        0 
BJS WHOLESALE CLUB INC         COM              05548J106    69440   1553470 SH       DEFINED 1 5              0        0  1553470 
BJS WHOLESALE CLUB INC         COM              05548J106        2        53 SH       DEFINED 4               53        0        0 
BMC INDS INC MINN              COM              055607105     1598    968600 SH       DEFINED 1 5              0        0   968600 
BOK FINL CORP                  COM NEW          05561Q201    22330    658700 SH       DEFINED 1 5              0        0   658700 
BP PLC                         SPONSORED ADR    055622104  2381994  44858640 SH       DEFINED 1 5          17168        0 44841472 
BP PLC                         SPONSORED ADR    055622104    21511    405100 SH       DEFINED 2           363900        0    41200 
BP PLC                         SPONSORED ADR    055622104     4344     81844 SH       DEFINED 4            81844        0        0 
BRE PROPERTIES INC             CL A             05564E106     5849    179900 SH       DEFINED 1 5              0        0   179900 
BT GROUP PLC                   ADR              05577E101    12914    321400 SH       DEFINED 1 5              0        0   321400 
BMC SOFTWARE INC               COM              055921100    37774   1942100 SH       DEFINED 1 5              0        0  1942100 
BMC SOFTWARE INC               COM              055921100     3654    187890 SH       DEFINED 2           187890        0        0 
BTU INTL INC                   COM              056032105     3804    691600 SH       DEFINED 1 5              0        0   691600 
BAIRNCO CORP                   COM              057097107     5072    900900 SH       DEFINED 1 5              0        0   900900 
BAKER MICHAEL CORP             COM              057149106       81      5700 SH       DEFINED 2             5700        0        0 
BAKER HUGHES INC               COM              057224107  1384581  36198196 SH       DEFINED 1 5         277070        0 35921126 
BAKER HUGHES INC               COM              057224107    40896   1069179 SH       DEFINED 2           898779        0   170400 
BAKER HUGHES INC               COM              057224107        0     50700 SH       DEFINED 3            50700        0        0 
BAKER HUGHES INC               COM              057224107       50      1296 SH       DEFINED 4             1296        0        0 
BALDOR ELEC CO                 COM              057741100    18070    799560 SH       DEFINED 1 5              0        0   799560 
BALDOR ELEC CO                 COM              057741100     3432    151864 SH       DEFINED 2           151864        0        0 
BALDWIN TECHNOLOGY INC         CL A             058264102      594    395800 SH       DEFINED 1 5              0        0   395800 
BALL CORP                      COM              058498106    62325   1319895 SH       DEFINED 1 5          41140        0  1278755 
BALL CORP                      COM              058498106    48713   1031608 SH       DEFINED 2          1010608        0    21000 
BALLARD PWR SYS INC            COM              05858H104     3987    131000 SH       DEFINED 1 5         120000        0    11000 
BALLARD PWR SYS INC            COM              05858H104      177      5800 SH       DEFINED 2             5800        0        0 
BALLY TOTAL FITNESS HLDG COR   COM              05873K108      500     22800 SH       DEFINED 1 5              0        0    22800 
BALLY TOTAL FITNESS HLDG COR   COM              05873K108     3692    168200 SH       DEFINED 2           168200        0        0 
BANCO SANTANDER CENT HISPANO   ADR              05964H105    42258   5140900 SH       DEFINED 1 5              0        0  5140900 
BANCO SANTANDER CHILE          SPON ADR SER A   05965F108      417     26900 SH       DEFINED 1 5           1100        0    25800 
BANCO SANTANDER CHILE          SPON ADR SER A   05965F108       82      5300 SH       DEFINED 2             5300        0        0 
BANDAG INC                     COM              059815100       38      1000 SH       DEFINED 1 5              0        0     1000 
BANK OF AMERICA CORPORATION    COM              060505104  2917315  42888944 SH       DEFINED 1 5         668224        0 42220720 
BANK OF AMERICA CORPORATION    COM              060505104   256805   3775438 SH       DEFINED 2          3526738        0   248700 
BANK OF AMERICA CORPORATION    COM              060505104        0     57283 SH       DEFINED 3            57283        0        0 
BANK OF AMERICA CORPORATION    COM              060505104      997     14504 SH       DEFINED 4            14504        0        0 
BANK MONTREAL QUE              COM              063671101    98549   4050630 SH       DEFINED 1 5        3937660        0   112970 
BANK MONTREAL QUE              COM              063671101     1508     62150 SH       DEFINED 2            62150        0        0 
BANK OF THE OZARKS INC         COM              063904106    11184    377200 SH       DEFINED 1 5              0        0   377200 
BANK NEW YORK INC              COM              064057102   574240  13665874 SH       DEFINED 1 5          49900        0 13615974 
BANK NEW YORK INC              COM              064057102    24184    575524 SH       DEFINED 2           575524        0        0 
BANK NEW YORK INC              COM              064057102      343      8054 SH       DEFINED 4             8054        0        0 
BANK ONE CORP                  COM              06423A103  2137458  51159845 SH       DEFINED 1 5         365828        0 50794017 
BANK ONE CORP                  COM              06423A103   175521   4201078 SH       DEFINED 2          3712578        0   488500 
BANK ONE CORP                  COM              06423A103        0     87600 SH       DEFINED 3            87600        0        0 
BANK ONE CORP                  COM              06423A103      310      7374 SH       DEFINED 4             7374        0        0 
BANK UTD CORP LITIGATN CONT    RIGHT 99/99/9999 065416117       18    136500 SH       DEFINED 1 5              0        0   136500 
BANKATLANTIC BANCORP           CL A             065908501     7540    580000 SH       DEFINED 1 5          15815        0   564185 
BANKNORTH GROUP INC NEW        COM              06646R107   102640   3895265 SH       DEFINED 1 5          35700        0  3859565 
BANKNORTH GROUP INC NEW        COM              06646R107    22615    858270 SH       DEFINED 2           824670        0    33600 
BANKNORTH GROUP INC NEW        COM              06646R107        0      6400 SH       DEFINED 3             6400        0        0 
BANKNORTH GROUP INC NEW        COM              06646R107       12       471 SH       DEFINED 4              471        0        0 
BANTA CORP                     COM              066821109    19794    554300 SH       DEFINED 1 5              0        0   554300 
BANTA CORP                     COM              066821109    22039    617180 SH       DEFINED 2           610380        0     6800 
BARBEQUES GALORE LTD           SPONSORED ADR    067091108      151     50000 SH       DEFINED 1 5              0        0    50000 
BARD C R INC                   COM              067383109   338707   5735930 SH       DEFINED 1 5          73100        0  5662830 
BARD C R INC                   COM              067383109    24605    416687 SH       DEFINED 2           390687        0    26000 
BARNES & NOBLE INC             COM              067774109    21392    690300 SH       DEFINED 1 5              0        0   690300 
BARNES & NOBLE INC             COM              067774109      775     25000 SH       DEFINED 2                0        0    25000 
BARNES & NOBLE INC             COM              067774109        3       100 SH       DEFINED 4              100        0        0 
BARRICK GOLD CORP              COM              067901108   377554  20644676 SH       DEFINED 1 5         527576        0 20117100 
BARRICK GOLD CORP              COM              067901108    15874    861092 SH       DEFINED 2           851292        0     9800 
BARRICK GOLD CORP              COM              067901108        0      7030 SH       DEFINED 3             7030        0        0 
BARR LABS INC                  COM              068306109   385380   5855054 SH       DEFINED 1 5         385850        0  5469204 
BARR LABS INC                  COM              068306109    16429    249607 SH       DEFINED 2           228007        0    21600 
BARRA INC                      COM              068313105    10939    180600 SH       DEFINED 1 5              0        0   180600 
BASSETT FURNITURE INDS INC     COM              070203104     5212    254252 SH       DEFINED 1 5            500        0   253752 
BASSETT FURNITURE INDS INC     COM              070203104     5672    276700 SH       DEFINED 2           276700        0        0 
BAUSCH & LOMB INC              COM              071707103    44735   1003700 SH       DEFINED 1 5              0        0  1003700 
BAUSCH & LOMB INC              COM              071707103     1848     41452 SH       DEFINED 2            41452        0        0 
BAXTER INTL INC                COM              071813109  1332568  22388570 SH       DEFINED 1 5         435800        0 21952770 
BAXTER INTL INC                COM              071813109    80095   1345685 SH       DEFINED 2          1126185        0   219500 
BAXTER INTL INC                COM              071813109      275      4619 SH       DEFINED 4             4619        0        0 
BE AEROSPACE INC               COM              073302101     2148    216300 SH       DEFINED 1 5              0        0   216300 
BE AEROSPACE INC               COM              073302101     1371    138100 SH       DEFINED 2           138100        0        0 
BE SEMICONDUCTOR INDS N V      NY REGSTRY SHS   073320103     4667    618100 SH       DEFINED 1 5              0        0   618100 
BEA SYS INC                    COM              073325102   796383  58087727 SH       DEFINED 1 5         181200        0 57906527 
BEA SYS INC                    COM              073325102    10774    785814 SH       DEFINED 2           561900        0   223914 
BEA SYS INC                    COM              073325102       14      1000 SH       DEFINED 4             1000        0        0 
BEA SYS INC                    NOTE  4.000%12/1 073325AD4    33407  40000000 PRN      DEFINED 1 5              0        0        0 
BEAR STEARNS COS INC           COM              073902108    95722   1525446 SH       DEFINED 1 5          83920        0  1441526 
BEAR STEARNS COS INC           COM              073902108    34806    554671 SH       DEFINED 2           542271        0    12400 
BEAZER HOMES USA INC           COM              07556Q105    86136   1110713 SH       DEFINED 1 5           2870        0  1107843 
BEAZER HOMES USA INC           COM              07556Q105     9577    123500 SH       DEFINED 2           122000        0     1500 
BECKMAN COULTER INC            COM              075811109    23906    468100 SH       DEFINED 1 5              0        0   468100 
BECKMAN COULTER INC            COM              075811109    15352    300600 SH       DEFINED 2           300600        0        0 
BECTON DICKINSON & CO          COM              075887109   673955  17867315 SH       DEFINED 1 5          86100        0 17781215 
BECTON DICKINSON & CO          COM              075887109    33841    897174 SH       DEFINED 2           824574        0    72600 
BECTON DICKINSON & CO          COM              075887109       32       857 SH       DEFINED 4              857        0        0 
BED BATH & BEYOND INC          COM              075896100   420076  12446690 SH       DEFINED 1 5         164300        0 12282390 
BED BATH & BEYOND INC          COM              075896100    19026    563745 SH       DEFINED 2           507245        0    56500 
BED BATH & BEYOND INC          COM              075896100       82      2427 SH       DEFINED 4             2427        0        0 
BEL FUSE INC                   CL A             077347201     5350    226700 SH       DEFINED 1 5              0        0   226700 
BEL FUSE INC                   CL B             077347300     1402     57300 SH       DEFINED 1 5              0        0    57300 
BELDEN INC                     COM              077459105     4223    177200 SH       DEFINED 1 5              0        0   177200 
BELDEN INC                     COM              077459105      284     11900 SH       DEFINED 2            11900        0        0 
BELLSOUTH CORP                 COM              079860102  4118487 111733245 SH       DEFINED 1 5         543800        0111189445 
BELLSOUTH CORP                 COM              079860102   217309   5895522 SH       DEFINED 2          5491022        0   404500 
BELLSOUTH CORP                 COM              079860102        0    129600 SH       DEFINED 3           129600        0        0 
BELLSOUTH CORP                 COM              079860102     1690     45808 SH       DEFINED 4            45808        0        0 
BELO CORP                      COM SER A        080555105    65005   2795900 SH       DEFINED 1 5              0        0  2795900 
BELO CORP                      COM SER A        080555105    10209    439100 SH       DEFINED 2           354500        0    84600 
BEMIS INC                      COM              081437105     7445    136980 SH       DEFINED 1 5            880        0   136100 
BEMIS INC                      COM              081437105     2427     44657 SH       DEFINED 2            40757        0     3900 
BENCHMARK ELECTRS INC          COM              08160H101    11200    400000 SH       DEFINED 1 5              0        0   400000 
BENCHMARK ELECTRS INC          COM              08160H101    18466    659500 SH       DEFINED 2           659500        0        0 
BENCHMARK ELECTRS INC          NOTE  6.000% 8/1 08160HAC5     2232   2300000 PRN      DEFINED 1 5              0        0        0 
BENETTON GROUP SPA             ADR NEW          081795403    18529    688800 SH       DEFINED 1 5         113500        0   575300 
BENIHANA INC                   COM              082047101     7042    348200 SH       DEFINED 1 5              0        0   348200 
BENIHANA INC                   CL A             082047200     7534    369300 SH       DEFINED 1 5              0        0   369300 
BERKLEY W R CORP               COM              084423102    39983    695600 SH       DEFINED 1 5              0        0   695600 
BERKSHIRE HATHAWAY INC DEL     CL A             084670108  1029386     14478 SH       DEFINED 1 5             15        0    14463 
BERKSHIRE HATHAWAY INC DEL     CL A             084670108        0        34 SH       DEFINED 3               34        0        0 
BERKSHIRE HATHAWAY INC DEL     CL A             084670108      429         6 SH       DEFINED 4                6        0        0 
BERKSHIRE HATHAWAY INC DEL     CL B             084670207   165925     70040 SH       DEFINED 1 5           2833        0    67207 
BERKSHIRE HATHAWAY INC DEL     CL B             084670207        0       300 SH       DEFINED 3              300        0        0 
BERKSHIRE HATHAWAY INC DEL     CL B             084670207      468       197 SH       DEFINED 4              197        0        0 
BERKSHIRE HILLS BANCORP INC    COM              084680107     4731    213600 SH       DEFINED 1 5              0        0   213600 
BEST BUY INC                   COM              086516101  1407341  17769463 SH       DEFINED 1 5         400820        0 17368643 
BEST BUY INC                   COM              086516101   197988   2499851 SH       DEFINED 2          2298134        0   201717 
BEST BUY INC                   COM              086516101        0      2400 SH       DEFINED 3             2400        0        0 
BEST BUY INC                   COM              086516101       61       770 SH       DEFINED 4              770        0        0 
BIG BUCK BREWERY & STEAKHOUS   COM              089072102       11     73000 SH       DEFINED 1 5              0        0    73000 
BIG DOG HLDGS INC              COM              089128102     4628   1028700 SH       DEFINED 1 5              0        0  1028700 
BIG LOTS INC                   COM              089302103   174679  12432686 SH       DEFINED 1 5              0        0 12432686 
BIG LOTS INC                   COM              089302103    22290   1586487 SH       DEFINED 2          1239197        0   347290 
BIO RAD LABS INC               CL A             090572207    55720   1483900 SH       DEFINED 1 5              0        0  1483900 
BIOGEN INC                     COM              090597105   187749   3826930 SH       DEFINED 1 5           6900        0  3820030 
BIOGEN INC                     COM              090597105     5626    114675 SH       DEFINED 2           114675        0        0 
BIOGEN INC                     COM              090597105      165      3340 SH       DEFINED 4             3340        0        0 
BIOJECT MED TECH INC           COM NEW          09059T206      531    138000 SH       DEFINED 2           138000        0        0 
BIOMET INC                     COM              090613100   541774  20021212 SH       DEFINED 1 5         312250        0 19708962 
BIOMET INC                     COM              090613100    10915    403381 SH       DEFINED 2           385031        0    18350 
BIOMET INC                     COM              090613100      340     12599 SH       DEFINED 4            12599        0        0 
BIOMARIN PHARMACEUTICAL INC    COM              09061G101    12026   1148570 SH       DEFINED 1 5         146000        0  1002570 
BIOTRANSPLANT INC              COM              09066Y107     1589    302580 SH       DEFINED 1 5              0        0   302580 
BIOVAIL CORP                   COM              09067J109   166060   3329430 SH       DEFINED 1 5        2494170        0   835260 
BIOVAIL CORP                   COM              09067J109     2238     44970 SH       DEFINED 2            44970        0        0 
BLACK & DECKER CORP            COM              091797100   485127  10423880 SH       DEFINED 1 5         149450        0 10274430 
BLACK & DECKER CORP            COM              091797100    29197    627357 SH       DEFINED 2           591957        0    35400 
BLACK & DECKER CORP            COM              091797100        0     43900 SH       DEFINED 3            43900        0        0 
BLACK & DECKER CORP            COM              091797100        2        50 SH       DEFINED 4               50        0        0 
BLACK BOX CORP DEL             COM              091826107   127547   2634175 SH       DEFINED 1 5         116330        0  2517845 
BLACK BOX CORP DEL             COM              091826107     1031     21300 SH       DEFINED 2            21300        0        0 
BLACK HILLS CORP               COM              092113109     5962    178070 SH       DEFINED 1 5              0        0   178070 
BLACK HILLS CORP               COM              092113109        2        60 SH       DEFINED 2               60        0        0 
BLACKROCK INSD MUN 2008 TRM    COM              09247K109       10       653 SH       DEFINED 4              653        0        0 
BLACKROCK MUN TARGET TERM TR   COM              09247M105       59      5625 SH       DEFINED 4             5625        0        0 
BLACKROCK INC                  CL A             09247X101    15339    343920 SH       DEFINED 1 5          12700        0   331220 
BLACKROCK INC                  CL A             09247X101    17305    388000 SH       DEFINED 2           388000        0        0 
BLAIR CORP                     COM              092828102    14733    800700 SH       DEFINED 1 5              0        0   800700 
BLOCK H & R INC                COM              093671105    69641   1566730 SH       DEFINED 1 5           5280        0  1561450 
BLOCK H & R INC                COM              093671105    12879    289733 SH       DEFINED 2           220233        0    69500 
BLOCK H & R INC                COM              093671105      142      3190 SH       DEFINED 4             3190        0        0 
BLOCKBUSTER INC                CL A             093679108     4694    200000 SH       DEFINED 1 5              0        0   200000 
BLOCKBUSTER INC                CL A             093679108      760     32400 SH       DEFINED 2                0        0    32400 
BLONDER TONGUE LABS INC        COM              093698108      906    262700 SH       DEFINED 1 5              0        0   262700 
BLUE MARTINI SOFTWARE INC      COM              095698106       21     15000 SH       DEFINED 1 5              0        0    15000 
BLYTH INC                      COM              09643P108    79178   2985600 SH       DEFINED 1 5              0        0  2985600 
BLYTH INC                      COM              09643P108     1055     39800 SH       DEFINED 2            39800        0        0 
BOARDWALK EQUITIES INC         COM              096613104    34428   4006000 SH       DEFINED 1 5              0        0  4006000 
BOARDWALK EQUITIES INC         COM              096613104     9383   1091800 SH       DEFINED 2          1091800        0        0 
BOB EVANS FARMS INC            COM              096761101      214      7600 SH       DEFINED 1 5              0        0     7600 
BOEING CO                      COM              097023105   633539  13129793 SH       DEFINED 1 5          31100        0 13098693 
BOEING CO                      COM              097023105   103210   2139076 SH       DEFINED 2          1948576        0   190500 
BOEING CO                      COM              097023105        0     32300 SH       DEFINED 3            32300        0        0 
BOEING CO                      COM              097023105       69      1443 SH       DEFINED 4             1443        0        0 
BOISE CASCADE CORP             COM              097383103    10565    291540 SH       DEFINED 1 5           1800        0   289740 
BOISE CASCADE CORP             COM              097383103     7580    209170 SH       DEFINED 2           207270        0     1900 
BOMBAY CO INC                  COM              097924104     1501    505500 SH       DEFINED 1 5              0        0   505500 
BORDERS GROUP INC              COM              099709107   163676   6845500 SH       DEFINED 1 5              0        0  6845500 
BORDERS GROUP INC              COM              099709107    16230    678800 SH       DEFINED 2           678800        0        0 
BORG WARNER INC                COM              099724106    10313    163900 SH       DEFINED 1 5              0        0   163900 
BORLAND SOFTWARE CORP          COM              099849101    50748   3900700 SH       DEFINED 1 5              0        0  3900700 
BORLAND SOFTWARE CORP          COM              099849101     7006    538500 SH       DEFINED 2           538500        0        0 
BOSTON ACOUSTICS INC           COM              100534106     1829    173200 SH       DEFINED 1 5              0        0   173200 
BOSTON COMMUNICATIONS GROUP    COM              100582105     1015    117900 SH       DEFINED 1 5              0        0   117900 
BOSTON COMMUNICATIONS GROUP    COM              100582105      102     11800 SH       DEFINED 2            11800        0        0 
BOSTON PRIVATE FINL HLDGS IN   COM              101119105    14038    524800 SH       DEFINED 1 5              0        0   524800 
BOSTON PROPERTIES INC          COM              101121101    52042   1319200 SH       DEFINED 1 5              0        0  1319200 
BOSTON PROPERTIES INC          COM              101121101    14762    374200 SH       DEFINED 2           374200        0        0 
BOSTON SCIENTIFIC CORP         COM              101137107   296934  11834750 SH       DEFINED 1 5         125000        0 11709750 
BOSTON SCIENTIFIC CORP         COM              101137107    96067   3828909 SH       DEFINED 2          3639409        0   189500 
BOSTON SCIENTIFIC CORP         COM              101137107        5       200 SH       DEFINED 4              200        0        0 
BOWATER INC                    COM              102183100   161298   3238915 SH       DEFINED 1 5            900        0  3238015 
BOWATER INC                    COM              102183100     3152     63295 SH       DEFINED 2            61995        0     1300 
BOYD BROS TRANSPORTATION INC   COM              103255105       60     21199 SH       DEFINED 1 5              0        0    21199 
BOYD GAMING CORP               COM              103304101     2751    182900 SH       DEFINED 1 5           5000        0   177900 
BRANDYWINE RLTY TR             SH BEN INT NEW   105368203      805     33700 SH       DEFINED 1 5              0        0    33700 
BRASCAN CORP                   CL A LTD VT SH   10549P606    26166   1223080 SH       DEFINED 1 5         770900        0   452180 
BRASCAN CORP                   CL A LTD VT SH   10549P606      775     36240 SH       DEFINED 2            36240        0        0 
BRASIL TELECOM PARTICIPACOES   SPON ADR PFD     105530109     5510    138100 SH       DEFINED 1 5           9800        0   128300 
BRASIL TELECOM PARTICIPACOES   SPON ADR PFD     105530109      295      7400 SH       DEFINED 2             7400        0        0 
BRIGHT HORIZON FAMILY SOLUTI   COM              109195107     2116     71800 SH       DEFINED 1 5            200        0    71600 
BRINKER INTL INC               COM              109641100   309616   9553105 SH       DEFINED 1 5           3505        0  9549600 
BRINKER INTL INC               COM              109641100    31051    958065 SH       DEFINED 2           878465        0    79600 
BRINKER INTL INC               COM              109641100        5       160 SH       DEFINED 4              160        0        0 
BRIO SOFTWARE INC              COM              109704106       85     31100 SH       DEFINED 1 5              0        0    31100 
BRISTOL MYERS SQUIBB CO        COM              110122108  3949351  97538911 SH       DEFINED 1 5         903490        0 96635421 
BRISTOL MYERS SQUIBB CO        COM              110122108   141199   3487254 SH       DEFINED 2          2899334        0   587920 
BRISTOL MYERS SQUIBB CO        COM              110122108        0     23400 SH       DEFINED 3            23400        0        0 
BRISTOL MYERS SQUIBB CO        COM              110122108     9668    238968 SH       DEFINED 4           238968        0        0 
BRITISH AWYS PLC               ADR 2ND INSTAL   110419306      284      8100 SH       DEFINED 1 5              0        0     8100 
BRITISH SKY BROADCASTING GRO   SPONSORED ADR    111013108    11368    156800 SH       DEFINED 1 5              0        0   156800 
BRITISH SKY BROADCASTING GRO   SPONSORED ADR    111013108     1066     14700 SH       DEFINED 2                0        0    14700 
BROADCOM CORP                  CL A             111320107    83140   2315880 SH       DEFINED 1 5          25700        0  2290180 
BROADCOM CORP                  CL A             111320107     7430    206971 SH       DEFINED 2           204871        0     2100 
BROADCOM CORP                  CL A             111320107        1        36 SH       DEFINED 4               36        0        0 
BROADWING INC                  COM              111620100    67347   9634750 SH       DEFINED 1 5          10700        0  9624050 
BROADWING INC                  COM              111620100     1854    265300 SH       DEFINED 2           254000        0    11300 
BROADWING INC                  PFD CV DEP1/20   111620407     4602    147400 SH       DEFINED 1 5              0        0   147400 
BROADWING INC                  PFD CV DEP1/20   111620407     1995     63900 SH       DEFINED 2            48800        0    15100 
BROCADE COMMUNICATIONS SYS I   COM              111621108   748695  27729440 SH       DEFINED 1 5         280300        0 27449140 
BROCADE COMMUNICATIONS SYS I   COM              111621108   103354   3827909 SH       DEFINED 2          3591529        0   236380 
BROCADE COMMUNICATIONS SYS I   COM              111621108        0      9700 SH       DEFINED 3             9700        0        0 
BROOKFIELD PPTYS CORP          COM              112900105    64450   3365060 SH       DEFINED 1 5        3349060        0    16000 
BROOKFIELD PPTYS CORP          COM              112900105       98      5120 SH       DEFINED 2             5120        0        0 
BROOKS AUTOMATION INC          COM              11434A100      277      6100 SH       DEFINED 1 5              0        0     6100 
BROOKSTONE INC                 COM              114537103    13386    836600 SH       DEFINED 1 5              0        0   836600 
BROOKTROUT INC                 COM              114580103     7654   1242600 SH       DEFINED 1 5              0        0  1242600 
BROWN & BROWN INC              COM              115236101     3638    115850 SH       DEFINED 1 5          38550        0    77300 
BROWN & BROWN INC              COM              115236101    31029    988200 SH       DEFINED 2           988200        0        0 
BROWN FORMAN CORP              CL B             115637209     1601     22000 SH       DEFINED 1 5           1600        0    20400 
BROWN FORMAN CORP              CL B             115637209     5006     68804 SH       DEFINED 2            68804        0        0 
BROWN TOM INC                  COM NEW          115660201      866     31730 SH       DEFINED 1 5           1100        0    30630 
BROWN SHOE INC NEW             COM              115736100      495     25420 SH       DEFINED 1 5          25420        0        0 
BROWN SHOE INC NEW             COM              115736100      407     20900 SH       DEFINED 2            20900        0        0 
BRUNSWICK CORP                 COM              117043109   169989   6222130 SH       DEFINED 1 5              0        0  6222130 
BRUNSWICK CORP                 COM              117043109    10031    367181 SH       DEFINED 2           367181        0        0 
BUCA INC                       COM              117769109     2562    141000 SH       DEFINED 1 5              0        0   141000 
BUCA INC                       COM              117769109     3460    190400 SH       DEFINED 2           190400        0        0 
BUCKEYE TECHNOLOGIES INC       COM              118255108      102      9900 SH       DEFINED 1 5              0        0     9900 
BUCKLE INC                     COM              118440106     1982     80900 SH       DEFINED 1 5              0        0    80900 
BURLINGTON NORTHN SANTA FE C   COM              12189T104   717665  23779480 SH       DEFINED 1 5          16350        0 23763130 
BURLINGTON NORTHN SANTA FE C   COM              12189T104    14705    487229 SH       DEFINED 2           429229        0    58000 
BURLINGTON NORTHN SANTA FE C   COM              12189T104       61      2024 SH       DEFINED 4             2024        0        0 
BURLINGTON RES INC             COM              122014103   368765   9198417 SH       DEFINED 1 5         129610        0  9068807 
BURLINGTON RES INC             COM              122014103    15168    378353 SH       DEFINED 2           368253        0    10100 
BURR BROWN CORP                NOTE  4.250% 2/1 122574AF3     2627   2430000 PRN      DEFINED 1 5              0        0        0 
BUSH INDS INC                  CL A             123164105    12021    942800 SH       DEFINED 1 5              0        0   942800 
BUSH INDS INC                  CL A             123164105     1250     98000 SH       DEFINED 2            98000        0        0 
BUSINESS OBJECTS S A           SPONSORED ADR    12328X107    30231    687700 SH       DEFINED 1 5              0        0   687700 
C&D TECHNOLOGIES INC           COM              124661109    58761   2795490 SH       DEFINED 1 5              0        0  2795490 
C&D TECHNOLOGIES INC           COM              124661109     5862    278900 SH       DEFINED 2           278900        0        0 
CBL & ASSOC PPTYS INC          COM              124830100    41723   1180296 SH       DEFINED 1 5              0        0  1180296 
CBL & ASSOC PPTYS INC          COM              124830100     6879    194600 SH       DEFINED 2           194600        0        0 
CBRL GROUP INC                 COM              12489V106     5794    203500 SH       DEFINED 1 5              0        0   203500 
C COR NET CORP                 COM              125010108      320     17800 SH       DEFINED 1 5              0        0    17800 
C COR NET CORP                 COM              125010108     2061    114500 SH       DEFINED 2           114500        0        0 
C D I CORP                     COM              125071100      795     34700 SH       DEFINED 1 5              0        0    34700 
C D I CORP                     COM              125071100      625     27300 SH       DEFINED 2            27300        0        0 
CDW COMPUTER CTRS INC          COM              125129106   273970   5442400 SH       DEFINED 1 5          34000        0  5408400 
CDW COMPUTER CTRS INC          COM              125129106     7972    158360 SH       DEFINED 2           116460        0    41900 
CEC ENTMT INC                  COM              125137109    30159    652800 SH       DEFINED 1 5          19170        0   633630 
CEC ENTMT INC                  COM              125137109    12294    266100 SH       DEFINED 2           265500        0      600 
CHC HELICOPTER CORP            CL A SUB VTG     12541C203    12874    766530 SH       DEFINED 1 5         614530        0   152000 
CHC HELICOPTER CORP            CL A SUB VTG     12541C203      207     12320 SH       DEFINED 2            12320        0        0 
C H ROBINSON WORLDWIDE INC     COM              12541W100   227636   6774876 SH       DEFINED 1 5              0        0  6774876 
C H ROBINSON WORLDWIDE INC     COM              12541W100     1887     56149 SH       DEFINED 2            56149        0        0 
CIGNA CORP                     COM              125509109    19974    197000 SH       DEFINED 1 5              0        0   197000 
CIGNA CORP                     COM              125509109    12728    125538 SH       DEFINED 2           113338        0    12200 
CIGNA CORP                     COM              125509109      184      1841 SH       DEFINED 4             1841        0        0 
CKE RESTAURANTS INC            COM              12561E105     2286    255400 SH       DEFINED 1 5              0        0   255400 
CKE RESTAURANTS INC            COM              12561E105     3056    341400 SH       DEFINED 2           341400        0        0 
CMS ENERGY CORP                COM              125896100    14031    620000 SH       DEFINED 1 5              0        0   620000 
CMS ENERGY CORP                COM              125896100     2302    101729 SH       DEFINED 2           101729        0        0 
CNET INC                       NOTE  5.000% 3/0 125945AC9    14748  22865000 PRN      DEFINED 1 5              0        0        0 
CNA FINL CORP                  COM              126117100       65      2200 SH       DEFINED 1 5              0        0     2200 
CNF INC                        COM              12612W104    76621   2322539 SH       DEFINED 1 5           4110        0  2318429 
CNF INC                        COM              12612W104     4101    124300 SH       DEFINED 2           124300        0        0 
CNOOC LTD                      SPONSORED ADR    126132109    30490   1229430 SH       DEFINED 1 5           3600        0  1225830 
CPAC INC                       COM              126145101     3584    577200 SH       DEFINED 1 5              0        0   577200 
CSG SYS INTL INC               COM              126349109    37052   1301425 SH       DEFINED 1 5         250000        0  1051425 
CSX CORP                       COM              126408103   370498   9721810 SH       DEFINED 1 5          17970        0  9703840 
CSX CORP                       COM              126408103     8574    224968 SH       DEFINED 2           212168        0    12800 
CSX CORP                       COM              126408103        0     18300 SH       DEFINED 3            18300        0        0 
CSX CORP                       COM              126408103      106      2772 SH       DEFINED 4             2772        0        0 
CTS CORP                       COM              126501105    46925   2887700 SH       DEFINED 1 5              0        0  2887700 
CUNO INC                       COM              126583103      360      9700 SH       DEFINED 1 5              0        0     9700 
CUNO INC                       COM              126583103      802     21600 SH       DEFINED 2            21600        0        0 
CUNO INC                       COM              126583103        0     50000 SH       DEFINED 3            50000        0        0 
CVS CORP                       COM              126650100  1574497  45863596 SH       DEFINED 1 5          83800        0 45779796 
CVS CORP                       COM              126650100    21105    614759 SH       DEFINED 2           540859        0    73900 
CVS CORP                       COM              126650100        0     26700 SH       DEFINED 3            26700        0        0 
CVS CORP                       COM              126650100       52      1529 SH       DEFINED 4             1529        0        0 
CV THERAPEUTICS INC            COM              126667104   118695   3278880 SH       DEFINED 1 5            200        0  3278680 
CV THERAPEUTICS INC            COM              126667104     6578    181700 SH       DEFINED 2           181100        0      600 
CV THERAPEUTICS INC            NOTE  4.750% 3/0 126667AB0    18523  22482000 PRN      DEFINED 1 5              0        0        0 
CABLE & WIRELESS PUB LTD CO    SPONSORED ADR    126830207       44      4500 SH       DEFINED 2             4500        0        0 
CABLEVISION SYS CORP           CL A NY CABLVS   12686C109     2757     81100 SH       DEFINED 1 5           4200        0    76900 
CABLEVISION SYS CORP           CL A RAINB MED   12686C844     3892    157710 SH       DEFINED 1 5          27800        0   129910 
CABLE DESIGN TECHNOLOGIES CO   COM              126924109    86195   6456571 SH       DEFINED 1 5              0        0  6456571 
CABLE DESIGN TECHNOLOGIES CO   COM              126924109     1361    101925 SH       DEFINED 2           101925        0        0 
CABOT CORP                     COM              127055101     2034     55200 SH       DEFINED 1 5              0        0    55200 
CABOT CORP                     COM              127055101        4       100 SH       DEFINED 4              100        0        0 
CABOT OIL & GAS CORP           CL A             127097103     6913    279200 SH       DEFINED 1 5              0        0   279200 
CABOT OIL & GAS CORP           CL A             127097103     5279    213200 SH       DEFINED 4           213200        0        0 
CABOT MICROELECTRONICS CORP    COM              12709P103    52888    781788 SH       DEFINED 1 5              0        0   781788 
CABOT MICROELECTRONICS CORP    COM              12709P103    56596    836600 SH       DEFINED 2           836600        0        0 
CABOT MICROELECTRONICS CORP    COM              12709P103     7266    107400 SH       DEFINED 4           107400        0        0 
CACI INTL INC                  CL A             127190304    37691   1073500 SH       DEFINED 1 5         150300        0   923200 
CACI INTL INC                  CL A             127190304     2307     65700 SH       DEFINED 2            52700        0    13000 
CADENCE DESIGN SYSTEM INC      COM              127387108   111601   4936500 SH       DEFINED 1 5              0        0  4936500 
CADENCE DESIGN SYSTEM INC      COM              127387108    62205   2751230 SH       DEFINED 2          2734730        0    16500 
CADENCE DESIGN SYSTEM INC      COM              127387108       68      2990 SH       DEFINED 4             2990        0        0 
CAGLES INC                     CL A             127703106     4201    474700 SH       DEFINED 1 5              0        0   474700 
CAL DIVE INTL INC              COM              127914109    19532    784410 SH       DEFINED 1 5           1900        0   782510 
CAL DIVE INTL INC              COM              127914109    28929   1161800 SH       DEFINED 2          1161800        0        0 
CALIFORNIA FIRST NTNL BANCOR   COM              130222102     7107    628900 SH       DEFINED 1 5              0        0   628900 
CALIFORNIA PIZZA KITCHEN INC   COM              13054D109     8611    344300 SH       DEFINED 1 5              0        0   344300 
CALIFORNIA PIZZA KITCHEN INC   COM              13054D109    11535    461200 SH       DEFINED 2           461200        0        0 
CALIPER TECHNOLOGIES CORP      COM              130876105      296     22800 SH       DEFINED 1 5              0        0    22800 
CALIPER TECHNOLOGIES CORP      COM              130876105     3676    283400 SH       DEFINED 2           283400        0        0 
CALLAWAY GOLF CO               COM              131193104    39663   2060400 SH       DEFINED 1 5              0        0  2060400 
CALLAWAY GOLF CO               COM              131193104      797     41400 SH       DEFINED 2            41400        0        0 
CALLAWAY GOLF CO               COM              131193104       10       509 SH       DEFINED 4              509        0        0 
CALPINE CORP                   COM              131347106     3029    238465 SH       DEFINED 2           238465        0        0 
CAMBIOR INC                    COM              13201L103      265    254800 SH       DEFINED 1 5         254800        0        0 
CAMECO CORP                    COM              13321L108    34011   1167170 SH       DEFINED 1 5        1167080        0       90 
CAMECO CORP                    COM              13321L108      279      9590 SH       DEFINED 2             9590        0        0 
CAMPBELL SOUP CO               COM              134429109     8577    320022 SH       DEFINED 2           320022        0        0 
CAMPBELL SOUP CO               COM              134429109      145      5400 SH       DEFINED 4             5400        0        0 
CANADA LIFE FINL CORP          COM              135113108   234618   9314100 SH       DEFINED 1 5        8288170        0  1025930 
CANADA LIFE FINL CORP          COM              135113108      502     19900 SH       DEFINED 2            19900        0        0 
CDN IMPERIAL BK OF COMMERCE    COM              136069101    53827   1515940 SH       DEFINED 1 5         938850        0   577090 
CDN IMPERIAL BK OF COMMERCE    COM              136069101     2715     76530 SH       DEFINED 2            76530        0        0 
CANADIAN NATL RY CO            COM              136375102   674325  13502879 SH       DEFINED 1 5        1885490        0 11617389 
CANADIAN NATL RY CO            COM              136375102    20738    415180 SH       DEFINED 2           305950        0   109230 
CANADIAN NATL RY CO            COM              136375102        0      7800 SH       DEFINED 3             7800        0        0 
CANADIAN NAT RES LTD           COM              136385101    69395   2142540 SH       DEFINED 1 5         302490        0  1840050 
CANADIAN NAT RES LTD           COM              136385101     1765     54495 SH       DEFINED 2            19695        0    34800 
CANADIAN NAT RES LTD           COM              136385101     5185    160000 SH       DEFINED 4           160000        0        0 
CANADIAN PAC RY LTD            COM              13645T100   148457   6993145 SH       DEFINED 1 5        3866775        0  3126370 
CANADIAN PAC RY LTD            COM              13645T100      441     20805 SH       DEFINED 2            20805        0        0 
CANON INC                      ADR              138006309    30222    813500 SH       DEFINED 1 5              0        0   813500 
CAPITAL ONE FINL CORP          COM              14040H105   145400   2277220 SH       DEFINED 1 5           5800        0  2271420 
CAPITAL ONE FINL CORP          COM              14040H105    25196    394606 SH       DEFINED 2           384206        0    10400 
CAPSTONE TURBINE CORP          COM              14067D102      129     39700 SH       DEFINED 1 5              0        0    39700 
CARBO CERAMICS INC             COM              140781105    24945    609000 SH       DEFINED 1 5          70400        0   538600 
CARBO CERAMICS INC             COM              140781105    19517    476500 SH       DEFINED 2           476500        0        0 
CARAUSTAR INDS INC             COM              140909102     2209    211364 SH       DEFINED 1 5              0        0   211364 
CAPSTAR HOTEL CO               NOTE  4.750%10/1 140918AC7     2228   2591000 PRN      DEFINED 1 5              0        0        0 
CAPSTAR HOTEL CO               NOTE  4.750%10/1 140918AC7      381    443000 PRN      DEFINED 2                0        0        0 
CARDIAC SCIENCE INC            COM NEW          141410209     3426   1142098 SH       DEFINED 3                0        0  1142098 
CARDIAC SCIENCE INC            COM              141410209     1814    604738 SH       DEFINED 4           604738        0        0 
CARDINAL HEALTH INC            COM              14149Y108  3761990  53067992 SH       DEFINED 1 5        2081110        0 50986882 
CARDINAL HEALTH INC            COM              14149Y108    66433    937127 SH       DEFINED 2           807420        0   129707 
CARDINAL HEALTH INC            COM              14149Y108        0      2700 SH       DEFINED 3             2700        0        0 
CARDINAL HEALTH INC            COM              14149Y108     3460     48816 SH       DEFINED 4            48816        0        0 
CAREER EDUCATION CORP          COM              141665109    84297   2128700 SH       DEFINED 1 5              0        0  2128700 
CAREMARK RX INC                COM              141705103   178945   9176670 SH       DEFINED 1 5         309680        0  8866990 
CAREMARK RX INC                COM              141705103    10249    525570 SH       DEFINED 2           421570        0   104000 
CAREMARK RX INC                COM              141705103       15       760 SH       DEFINED 4              760        0        0 
CARLISLE COS INC               COM              142339100    16168    369800 SH       DEFINED 1 5              0        0   369800 
CARLISLE COS INC               COM              142339100      341      7800 SH       DEFINED 2             7800        0        0 
CARNIVAL CORP                  COM              143658102     2867     87800 SH       DEFINED 1 5           3700        0    84100 
CARNIVAL CORP                  COM              143658102    14952    457950 SH       DEFINED 2           457950        0        0 
CARRIAGE SVCS INC              CL A             143905107     1413    279820 SH       DEFINED 1 5          61300        0   218520 
CARPENTER TECHNOLOGY CORP      COM              144285103      686     23700 SH       DEFINED 2            23700        0        0 
CARREKER CORP                  COM              144433109    18751   2150400 SH       DEFINED 1 5              0        0  2150400 
CASCADE BANCORP                COM              147154108     3580    194060 SH       DEFINED 1 5              0        0   194060 
CASCADE CORP                   COM              147195101      691     49000 SH       DEFINED 1 5              0        0    49000 
CASTLE ENERGY CORP             COM PAR$0.50N    148449309     6594   1167000 SH       DEFINED 1 5              0        0  1167000 
CATALINA MARKETING CORP        COM              148867104     1948     53377 SH       DEFINED 1 5              0        0    53377 
CATALYTICA ENERGY SYS INC      COM              148884109       46     13700 SH       DEFINED 1 5              0        0    13700 
CATELLUS DEV CORP              COM              149111106    38791   1972100 SH       DEFINED 1 5              0        0  1972100 
CATELLUS DEV CORP              COM              149111106     7012    356500 SH       DEFINED 2           356500        0        0 
CATELLUS DEV CORP              COM              149111106        0        12 SH       DEFINED 4               12        0        0 
CATERPILLAR INC DEL            COM              149123101   322682   5676020 SH       DEFINED 1 5          39520        0  5636500 
CATERPILLAR INC DEL            COM              149123101    16313    286954 SH       DEFINED 2           286954        0        0 
CATERPILLAR INC DEL            COM              149123101       76      1319 SH       DEFINED 4             1319        0        0 
CATHAY BANCORP INC             COM              149150104    43938    609400 SH       DEFINED 1 5            100        0   609300 
CATHAY BANCORP INC             COM              149150104      613      8500 SH       DEFINED 2             8500        0        0 
CATO CORP NEW                  CL A             149205106    27458   1232400 SH       DEFINED 1 5              0        0  1232400 
CAVALIER HOMES INC             COM              149507105      217     57100 SH       DEFINED 1 5              0        0    57100 
CEDAR FAIR L P                 DEPOSITRY UNIT   150185106     1131     47600 SH       DEFINED 1 5              0        0    47600 
CELL THERAPEUTICS INC          COM              150934107    26363   1061720 SH       DEFINED 1 5              0        0  1061720 
CELL THERAPEUTICS INC          COM              150934107     3106    125100 SH       DEFINED 2            49500        0    75600 
CELESTICA INC                  SUB VTG SHS      15101Q108    53181   1468640 SH       DEFINED 1 5         140270        0  1328370 
CELESTICA INC                  SUB VTG SHS      15101Q108     1282     35380 SH       DEFINED 2            35380        0        0 
CELESTICA INC                  NOTE         8/0 15101QAA6    20635  47580000 PRN      DEFINED 1 5              0        0        0 
CELESTICA INC                  NOTE         8/0 15101QAA6     4350  10030000 PRN      DEFINED 2                0        0        0 
CELGENE CORP                   COM              151020104   269081  10871970 SH       DEFINED 1 5              0        0 10871970 
CELGENE CORP                   COM              151020104     3096    125100 SH       DEFINED 2           125100        0        0 
CEMEX S A                      *W EXP 12/13/200 151290871       13      5143 SH       DEFINED 1 5              0        0     5143 
CEMEX S A                      *W EXP 12/13/200 151290871        3      1043 SH       DEFINED 2             1043        0        0 
CEMEX S A                      SPON ADR 5 ORD   151290889     8330    282000 SH       DEFINED 1 5          18000        0   264000 
CEMEX S A                      SPON ADR 5 ORD   151290889      514     17400 SH       DEFINED 2            17400        0        0 
CENDANT CORP                   COM              151313103   384809  20042110 SH       DEFINED 1 5        1057070        0 18985040 
CENDANT CORP                   COM              151313103    99617   5188361 SH       DEFINED 2          4891261        0   297100 
CENDANT CORP                   COM              151313103        0     38800 SH       DEFINED 3            38800        0        0 
CENDANT CORP                   COM              151313103        9       450 SH       DEFINED 4              450        0        0 
CENTENNIAL BANCORP             COM              15133T104     5378    673979 SH       DEFINED 1 5              0        0   673979 
CENTENE CORP DEL               COM              15135B101      147      6400 SH       DEFINED 1 5              0        0     6400 
CENTERPOINT PPTYS TR           SH BEN INT       151895109    99226   1835816 SH       DEFINED 1 5              0        0  1835816 
CENTERPOINT PPTYS TR           SH BEN INT       151895109    84469   1562800 SH       DEFINED 2          1562800        0        0 
CENTEX CORP                    COM              152312104   280200   5395720 SH       DEFINED 1 5         147510        0  5248210 
CENTEX CORP                    COM              152312104    31585    608224 SH       DEFINED 2           581124        0    27100 
CENTEX CORP                    COM              152312104        0     21700 SH       DEFINED 3            21700        0        0 
CENTEX CORP                    COM              152312104       63      1181 SH       DEFINED 4             1181        0        0 
CENTEX CONSTRUCTION PRODUCTS   COM              15231R109    46192   1161180 SH       DEFINED 1 5              0        0  1161180 
CENTRAL PKG CORP               COM              154785109      437     19000 SH       DEFINED 1 5              0        0    19000 
CENTRAL PKG CORP               COM              154785109      579     25200 SH       DEFINED 2            25200        0        0 
CENTURY ALUM CO                COM              156431108    10992    676420 SH       DEFINED 1 5              0        0   676420 
CENTURY ALUM CO                COM              156431108    16647   1024420 SH       DEFINED 2          1012820        0    11600 
CENTURY ALUM CO                COM              156431108        0     15400 SH       DEFINED 3            15400        0        0 
CENTURY BANCORP INC            CL A NON VTG     156432106      566     24500 SH       DEFINED 2            24500        0        0 
CENTURY BUSINESS SVCS INC      COM              156490104     1209    348500 SH       DEFINED 1 5          73900        0   274600 
CENTURYTEL INC                 COM              156700106    70889   2084970 SH       DEFINED 1 5              0        0  2084970 
CENTURYTEL INC                 COM              156700106     4109    120860 SH       DEFINED 2           108760        0    12100 
CENTURYTEL INC                 COM              156700106       30       907 SH       DEFINED 4              907        0        0 
CEPHALON INC                   COM              156708109   222159   3526339 SH       DEFINED 1 5          37500        0  3488839 
CEPHALON INC                   COM              156708109     3068     48700 SH       DEFINED 2            14900        0    33800 
CERIDIAN CORP NEW              COM              156779100   327149  14836710 SH       DEFINED 1 5          16100        0 14820610 
CERIDIAN CORP NEW              COM              156779100     9958    451600 SH       DEFINED 2           439900        0    11700 
CERNER CORP                    COM              156782104   215456   4515941 SH       DEFINED 1 5           3300        0  4512641 
CERNER CORP                    COM              156782104      301      6300 SH       DEFINED 2             6300        0        0 
CERTEGY INC                    COM              156880106   120404   3032850 SH       DEFINED 1 5              0        0  3032850 
CERTEGY INC                    COM              156880106    23010    579600 SH       DEFINED 2           579600        0        0 
CERTEGY INC                    COM              156880106       58      1457 SH       DEFINED 4             1457        0        0 
CERUS CORP                     COM              157085101    50918    950500 SH       DEFINED 1 5              0        0   950500 
CHAMPION ENTERPRISES INC       COM              158496109     9414   1176700 SH       DEFINED 1 5              0        0  1176700 
CHAMPION ENTERPRISES INC       COM              158496109    11670   1458790 SH       DEFINED 2          1458790        0        0 
CHAMPIONSHIP AUTO RACING TEA   COM              158711101        7       500 SH       DEFINED 1 5            500        0        0 
CHANNELL COML CORP             COM              159186105       16      3000 SH       DEFINED 1 5              0        0     3000 
CHARLES RIVER ASSOCIATES       COM              159852102     6467    429705 SH       DEFINED 1 5         350000        0    79705 
CHARLES RIV LABS INTL INC      COM              159864107   118194   3812700 SH       DEFINED 1 5              0        0  3812700 
CHARTER ONE FINL INC           COM              160903100   110681   3545206 SH       DEFINED 1 5              0        0  3545206 
CHARTER ONE FINL INC           COM              160903100     5480    175520 SH       DEFINED 2           175520        0        0 
CHARTER ONE FINL INC           COM              160903100        3        82 SH       DEFINED 4               82        0        0 
CHARLOTTE RUSSE HLDG INC       COM              161048103     5383    207500 SH       DEFINED 1 5              0        0   207500 
CHARMING SHOPPES INC           COM              161133103    30625   3866800 SH       DEFINED 1 5              0        0  3866800 
CHARMING SHOPPES INC           NOTE  7.500% 7/1 161133AA1     5958   5338000 PRN      DEFINED 1 5              0        0        0 
CHARTER COMMUNICATIONS INC D   CL A             16117M107   169586  15020940 SH       DEFINED 1 5            800        0 15020140 
CHARTER COMMUNICATIONS INC D   CL A             16117M107     6923    613200 SH       DEFINED 2           613200        0        0 
CHARTERED SEMICONDUCTOR MFG    ADR              16133R106   236778   8798900 SH       DEFINED 1 5          31100        0  8767800 
CHARTERED SEMICONDUCTOR MFG    ADR              16133R106     7213    268050 SH       DEFINED 2            98100        0   169950 
CHASE CORP                     COM              16150R104     4340    400000 SH       DEFINED 1 5              0        0   400000 
CHASE INDS INC                 COM              161568100    17210   1529800 SH       DEFINED 1 5              0        0  1529800 
CHATEAU CMNTYS INC             COM              161726104     1836     63900 SH       DEFINED 1 5              0        0    63900 
CHATEAU CMNTYS INC             COM              161726104    10892    379100 SH       DEFINED 2           379100        0        0 
CHECKERS DRIVE-IN RESTAURANT   COM NEW          162809305     6970    634200 SH       DEFINED 1 5              0        0   634200 
CHECKFREE CORP NEW             COM              162813109     5933    387040 SH       DEFINED 1 5             40        0   387000 
CHEESECAKE FACTORY INC         COM              163072101    84739   2296450 SH       DEFINED 1 5              0        0  2296450 
CHEESECAKE FACTORY INC         COM              163072101    68491   1856125 SH       DEFINED 2          1856125        0        0 
CHEROKEE INC DEL NEW           COM              16444H102    12342    816300 SH       DEFINED 1 5              0        0   816300 
CHESAPEAKE CORP                COM              165159104       57      2105 SH       DEFINED 1 5              0        0     2105 
CHESAPEAKE ENERGY CORP         COM              165167107     1083    139870 SH       DEFINED 1 5           4400        0   135470 
CHEVRONTEXACO CORP             COM              166764100  3260075  36114711 SH       DEFINED 1 5        1048189        0 35066522 
CHEVRONTEXACO CORP             COM              166764100   245317   2717588 SH       DEFINED 2          2377132        0   340456 
CHEVRONTEXACO CORP             COM              166764100        0     42000 SH       DEFINED 3            42000        0        0 
CHEVRONTEXACO CORP             COM              166764100     1718     18997 SH       DEFINED 4            18997        0        0 
CHICOS FAS INC                 COM              168615102    12393    367740 SH       DEFINED 1 5          10025        0   357715 
CHICOS FAS INC                 COM              168615102     4993    148155 SH       DEFINED 2           127255        0    20900 
CHILDTIME LEARNING CTRS INC    COM              168820108     1470    408300 SH       DEFINED 1 5              0        0   408300 
CHILDRENS PL RETAIL STORES I   COM              168905107    27654    838000 SH       DEFINED 1 5              0        0   838000 
CHINA FD INC                   COM              169373107     4452    315100 SH       DEFINED 1 5              0        0   315100 
CHINA MOBILE HONG KONG LTD     SPONSORED ADR    16941M109    48500   3139150 SH       DEFINED 1 5           5000        0  3134150 
CHINA MOBILE HONG KONG LTD     SPONSORED ADR    16941M109      294     19000 SH       DEFINED 2            19000        0        0 
CHINA UNICOM LTD               SPONSORED ADR    16945R104     8021    835500 SH       DEFINED 1 5              0        0   835500 
CHIPPAC INC                    CL A             169657103      394     40100 SH       DEFINED 1 5              0        0    40100 
CHOICE HOTELS INTL INC         COM              169905106     3617    149900 SH       DEFINED 2           149900        0        0 
CHIRON CORP                    COM              170040109    21944    478196 SH       DEFINED 1 5              0        0   478196 
CHIRON CORP                    COM              170040109     6718    146395 SH       DEFINED 2           146395        0        0 
CHOICEPOINT INC                COM              170388102   472301   8199669 SH       DEFINED 1 5          90500        0  8109169 
CHOICEPOINT INC                COM              170388102    12057    209330 SH       DEFINED 2           162330        0    47000 
CHOICEPOINT INC                COM              170388102       12       200 SH       DEFINED 4              200        0        0 
CHOLESTECH CORP                COM              170393102       32      1800 SH       DEFINED 1 5            300        0     1500 
CHOLESTECH CORP                COM              170393102       39      2200 SH       DEFINED 2             2200        0        0 
CHORDIANT SOFTWARE INC         COM              170404107     7270   1000000 SH       DEFINED 1 5              0        0  1000000 
CHRISTOPHER & BANKS CORP       COM              171046105    63757   1940850 SH       DEFINED 1 5         108100        0  1832750 
CHRISTOPHER & BANKS CORP       COM              171046105     2324     70760 SH       DEFINED 2            70760        0        0 
CHROMCRAFT REVINGTON INC       COM              171117104    12206    957300 SH       DEFINED 1 5              0        0   957300 
CHUBB CORP                     COM              171232101   152035   2079829 SH       DEFINED 1 5              0        0  2079829 
CHUBB CORP                     COM              171232101     9699    132680 SH       DEFINED 2           132680        0        0 
CHUBB CORP                     COM              171232101      170      2345 SH       DEFINED 4             2345        0        0 
CHURCH & DWIGHT INC            COM              171340102    16666    565700 SH       DEFINED 1 5              0        0   565700 
CIBER INC                      COM              17163B102      509     55600 SH       DEFINED 1 5              0        0    55600 
CIBER INC                      COM              17163B102      686     75000 SH       DEFINED 2            75000        0        0 
CIENA CORP                     COM              171779101    56030   6225571 SH       DEFINED 1 5              0        0  6225571 
CIENA CORP                     COM              171779101     4381    486746 SH       DEFINED 2           440646        0    46100 
CIENA CORP                     COM              171779101       57      6300 SH       DEFINED 4             6300        0        0 
CIENA CORP                     NOTE  3.750% 2/0 171779AA9    47956  74500000 PRN      DEFINED 1 5              0        0        0 
CIENA CORP                     NOTE  3.750% 2/0 171779AA9     1947   3025000 PRN      DEFINED 2                0        0        0 
CIMA LABS INC                  COM              171796105     2130     79910 SH       DEFINED 1 5          16700        0    63210 
CINCINNATI FINL CORP           COM              172062101    46553   1066270 SH       DEFINED 1 5          16100        0  1050170 
CINCINNATI FINL CORP           COM              172062101     7567    173312 SH       DEFINED 2           171912        0     1400 
CINCINNATI FINL CORP           COM              172062101       18       427 SH       DEFINED 4              427        0        0 
CINERGY CORP                   COM              172474108   130543   3651588 SH       DEFINED 1 5          23400        0  3628188 
CINERGY CORP                   COM              172474108    10556    295282 SH       DEFINED 2           285182        0    10100 
CINERGY CORP                   COM              172474108       19       550 SH       DEFINED 4              550        0        0 
CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108    48709   2700080 SH       DEFINED 1 5          23710        0  2676370 
CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108     5743    318355 SH       DEFINED 2           264855        0    53500 
CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108        0     23100 SH       DEFINED 3            23100        0        0 
CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108      124      6900 SH       DEFINED 4             6900        0        0 
CIRCUIT CITY STORE INC         CARMAX GROUP     172737306     2126     82200 SH       DEFINED 1 5          13000        0    69200 
CIRCUIT CITY STORE INC         CARMAX GROUP     172737306    16895    653310 SH       DEFINED 2           650910        0     2400 
CIRCOR INTL INC                COM              17273K109     4872    234800 SH       DEFINED 1 5              0        0   234800 
CIRCOR INTL INC                COM              17273K109     9979    480900 SH       DEFINED 2           480900        0        0 
CISCO SYS INC                  COM              17275R102  2286789 135073186 SH       DEFINED 1 5         902100        0134171086 
CISCO SYS INC                  COM              17275R102   235670  13920263 SH       DEFINED 2         11783853        0  2136410 
CISCO SYS INC                  COM              17275R102     4096    243934 SH       DEFINED 4           243934        0        0 
CINTAS CORP                    COM              172908105   233996   4693055 SH       DEFINED 1 5           1000        0  4692055 
CINTAS CORP                    COM              172908105    18574    372514 SH       DEFINED 2           316814        0    55700 
CINTAS CORP                    COM              172908105      288      5800 SH       DEFINED 4             5800        0        0 
CITIGROUP INC                  COM              172967101  9127490 184319259 SH       DEFINED 1 5         785638        0183533621 
CITIGROUP INC                  COM              172967101   524142  10584453 SH       DEFINED 2          9430155        0  1154298 
CITIGROUP INC                  COM              172967101        0    190616 SH       DEFINED 3           190616        0        0 
CITIGROUP INC                  COM              172967101     2643     52932 SH       DEFINED 4            52932        0        0 
CITIZENS COMMUNICATIONS CO     COM              17453B101   366319  34076183 SH       DEFINED 1 5          11400        0 34064783 
CITIZENS COMMUNICATIONS CO     COM              17453B101    29452   2739749 SH       DEFINED 2          2652749        0    87000 
CITIZENS COMMUNICATIONS CO     COM              17453B101        0     37900 SH       DEFINED 3            37900        0        0 
CITIZENS UTILS TR              PFD EPPICS CV    177351202    13636    290000 SH       DEFINED 1 5              0        0   290000 
CITRIX SYS INC                 COM              177376100     2533    146607 SH       DEFINED 2           146607        0        0 
CITY NATL CORP                 COM              178566105   105854   2012047 SH       DEFINED 1 5           5900        0  2006147 
CITY NATL CORP                 COM              178566105    29178    554600 SH       DEFINED 2           554600        0        0 
CLAIRES STORES INC             COM              179584107    53124   2727100 SH       DEFINED 1 5              0        0  2727100 
CLAIRES STORES INC             COM              179584107     2256    115800 SH       DEFINED 2           115800        0        0 
CLARCOR INC                    COM              179895107     9142    285700 SH       DEFINED 1 5          61400        0   224300 
CLARCOR INC                    COM              179895107      714     22300 SH       DEFINED 2            22300        0        0 
CLARK / BARDES INC             COM              180668105     9699    336760 SH       DEFINED 1 5          30678        0   306082 
CLARK / BARDES INC             COM              180668105     3194    110900 SH       DEFINED 2           110900        0        0 
CLAYTON HOMES INC              COM              184190106   107180   6398780 SH       DEFINED 1 5            500        0  6398280 
CLAYTON HOMES INC              COM              184190106    26026   1553800 SH       DEFINED 2          1553800        0        0 
CLAYTON HOMES INC              COM              184190106       17       976 SH       DEFINED 4              976        0        0 
CLEAR CHANNEL COMMUNICATIONS   COM              184502102  2836489  55173870 SH       DEFINED 1 5         750563        0 54423307 
CLEAR CHANNEL COMMUNICATIONS   COM              184502102    69589   1353612 SH       DEFINED 2          1246884        0   106728 
CLEAR CHANNEL COMMUNICATIONS   COM              184502102        0     35170 SH       DEFINED 3            35170        0        0 
CLEAR CHANNEL COMMUNICATIONS   NOTE  1.500%12/0 184502AE2     2165   2220000 PRN      DEFINED 2                0        0        0 
CLEARONE COMMUNICATIONS INC    COM              185060100     4618    281600 SH       DEFINED 1 5              0        0   281600 
CLEVELAND CLIFFS INC           COM              185896107     1998     90800 SH       DEFINED 1 5              0        0    90800 
CLICK COMMERCE INC             COM              18681D109      603    475000 SH       DEFINED 1 5              0        0   475000 
CLOROX CO DEL                  COM              189054109   203311   4659900 SH       DEFINED 1 5              0        0  4659900 
CLOROX CO DEL                  COM              189054109    29891    685100 SH       DEFINED 2           654100        0    31000 
COACH INC                      COM              189754104   281303   5547289 SH       DEFINED 1 5           5050        0  5542239 
COACH INC                      COM              189754104    26009    512890 SH       DEFINED 2           511590        0     1300 
COACHMEN INDS INC              COM              189873102     9232    566380 SH       DEFINED 1 5           1400        0   564980 
COACHMEN INDS INC              COM              189873102    11214    688000 SH       DEFINED 2           685300        0     2700 
COASTAL FINL CORP DEL          COM              19046E105     1940    207900 SH       DEFINED 1 5              0        0   207900 
COASTCAST CORP                 COM              19057T108      270     60000 SH       DEFINED 1 5              0        0    60000 
COBRA ELECTRS CORP             COM              191042100     4664    618600 SH       DEFINED 1 5              0        0   618600 
COCA COLA CO                   COM              191216100  5332996 102047386 SH       DEFINED 1 5        1654510        0100392876 
COCA COLA CO                   COM              191216100   418129   8000936 SH       DEFINED 2          6830506        0  1170430 
COCA COLA CO                   COM              191216100        0      9900 SH       DEFINED 3             9900        0        0 
COCA COLA CO                   COM              191216100     1288     24633 SH       DEFINED 4            24633        0        0 
COCA COLA ENTERPRISES INC      COM              191219104    13289    707600 SH       DEFINED 1 5           1800        0   705800 
COCA COLA ENTERPRISES INC      COM              191219104     9286    494449 SH       DEFINED 2           494449        0        0 
COCA-COLA FEMSA S A DE C V     SPON ADR REP L   191241108    12761    468140 SH       DEFINED 1 5           1440        0   466700 
COCA-COLA FEMSA S A DE C V     SPON ADR REP L   191241108       71      2600 SH       DEFINED 2             2600        0        0 
COEUR D ALENE MINES CORP IDA   COM              192108108        1       500 SH       DEFINED 4              500        0        0 
COGNEX CORP                    COM              192422103    53702   1847960 SH       DEFINED 1 5          85800        0  1762160 
COGNICASE INC                  COM              192423101     1233    202800 SH       DEFINED 1 5         202800        0        0 
COGNICASE INC                  COM              192423101       18      2900 SH       DEFINED 2             2900        0        0 
COGNIZANT TECHNOLOGY SOLUTIO   CL A             192446102    10221    242760 SH       DEFINED 1 5          46044        0   196716 
COGNIZANT TECHNOLOGY SOLUTIO   CL A             192446102     3423     81300 SH       DEFINED 2            81300        0        0 
COGNOS INC                     COM              19244C109    25440    933380 SH       DEFINED 1 5         339890        0   593490 
COGNOS INC                     COM              19244C109      365     13390 SH       DEFINED 2            13390        0        0 
COHU INC                       COM              192576106    27498    965180 SH       DEFINED 1 5          54500        0   910680 
COHU INC                       COM              192576106     8316    291900 SH       DEFINED 2           291900        0        0 
COINSTAR INC                   COM              19259P300    29278    869030 SH       DEFINED 1 5            900        0   868130 
COINSTAR INC                   COM              19259P300     7749    230000 SH       DEFINED 2           230000        0        0 
COLDWATER CREEK INC            COM              193068103    14650    824900 SH       DEFINED 1 5              0        0   824900 
COLE NATIONAL CORP NEW         CL A             193290103    19439   1017750 SH       DEFINED 1 5           3350        0  1014400 
COLE NATIONAL CORP NEW         CL A             193290103     8748    458000 SH       DEFINED 2           458000        0        0 
COLE KENNETH PRODTNS INC       CL A             193294105    29130   1451400 SH       DEFINED 1 5          59100        0  1392300 
COLGATE PALMOLIVE CO           COM              194162103  1600085  27997989 SH       DEFINED 1 5         104690        0 27893299 
COLGATE PALMOLIVE CO           COM              194162103    46452    812801 SH       DEFINED 2           701701        0   111100 
COLGATE PALMOLIVE CO           COM              194162103      729     12732 SH       DEFINED 4            12732        0        0 
COLONIAL BANCGROUP INC         COM              195493309     4327    290000 SH       DEFINED 1 5              0        0   290000 
COLUMBIA SPORTSWEAR CO         COM              198516106    14297    426150 SH       DEFINED 1 5          70400        0   355750 
COLUMBIA SPORTSWEAR CO         COM              198516106     6858    204400 SH       DEFINED 2           200100        0     4300 
COLUMBUS MCKINNON CORP N Y     COM              199333105     2853    222900 SH       DEFINED 1 5              0        0   222900 
COMCAST CORP                   CL A SPL         200300200  1438631  45239960 SH       DEFINED 1 5         761840        0 44478120 
COMCAST CORP                   CL A SPL         200300200    97451   3064512 SH       DEFINED 2          2774012        0   290500 
COMCAST CORP                   CL A SPL         200300200     9540    331400 SH       DEFINED 3            31400        0   300000 
COMCAST CORP                   CL A SPL         200300200      286      9000 SH       DEFINED 4             9000        0        0 
COMCAST CORP                   DBCV        12/1 200300BH3     1930   2500000 PRN      DEFINED 1 5              0        0        0 
COMERICA INC                   COM              200340107  1103848  17641806 SH       DEFINED 1 5              0        0 17641806 
COMERICA INC                   COM              200340107     9220    147361 SH       DEFINED 2           147361        0        0 
COMMERCE BANCORP INC NJ        COM              200519106   242221   5394683 SH       DEFINED 1 5          43900        0  5350783 
COMMERCE BANCORP INC NJ        COM              200519106    47501   1057920 SH       DEFINED 2          1041320        0    16600 
COMMERCE BANCORP INC NJ        COM              200519106        0     27000 SH       DEFINED 3            27000        0        0 
COMMERCE BANCSHARES INC        COM              200525103     9314    210619 SH       DEFINED 1 5           4575        0   206044 
COMMERCE GROUP INC MASS        COM              200641108    31993    826700 SH       DEFINED 1 5              0        0   826700 
COMMERCE GROUP INC MASS        COM              200641108     5306    137100 SH       DEFINED 2           137100        0        0 
COMMERCIAL FEDERAL CORPORATI   COM              201647104     3379    125625 SH       DEFINED 1 5              0        0   125625 
COMMERCIAL FEDERAL CORPORATI   COM              201647104     2604     96800 SH       DEFINED 2            96800        0        0 
COMMSCOPE INC                  COM              203372107     5371    308700 SH       DEFINED 1 5              0        0   308700 
COMMSCOPE INC                  COM              203372107     1623     93300 SH       DEFINED 2            93300        0        0 
COMMUNITY HEALTH SYS INC NEW   COM              203668108    68744   3109200 SH       DEFINED 1 5              0        0  3109200 
COMMUNITY HEALTH SYS INC NEW   COM              203668108     3974    179730 SH       DEFINED 2           173130        0     6600 
COMMUNITY HEALTH SYS INC NEW   NOTE  4.250%10/1 203668AA6     4701   5000000 PRN      DEFINED 1 5              0        0        0 
COMMUNICATIONS SYS INC         COM              203900105     2278    283981 SH       DEFINED 1 5              0        0   283981 
COMPANHIA BRASILEIRA DE DIST   ADR              20440T201    17813    784733 SH       DEFINED 1 5          19300        0   765433 
COMPANHIA BRASILEIRA DE DIST   ADR              20440T201     1176     51800 SH       DEFINED 2            51800        0        0 
COMPANHIA SIDERURGICA NACION   SPONSORED ADR    20440W105      360     19900 SH       DEFINED 1 5            800        0    19100 
COMPANHIA SIDERURGICA NACION   SPONSORED ADR    20440W105       56      3100 SH       DEFINED 2             3100        0        0 
COMPANHIA PARANAENSE ENERG C   SPON ADR PFD     20441B407      688     88200 SH       DEFINED 1 5            700        0    87500 
COMPANHIA PARANAENSE ENERG C   SPON ADR PFD     20441B407       23      3000 SH       DEFINED 2             3000        0        0 
COMPANHIA DE BEBIDAS DAS AME   SPON ADR PFD     20441W203     5631    288615 SH       DEFINED 1 5          18407        0   270208 
COMPANHIA DE BEBIDAS DAS AME   SPON ADR PFD     20441W203      353     18100 SH       DEFINED 2            18100        0        0 
COMPANIA DE MINAS BUENAVENTU   SPON ADR SER B   204448104    97713   3617672 SH       DEFINED 1 5          85810        0  3531862 
COMPANIA DE MINAS BUENAVENTU   SPON ADR SER B   204448104      300     11100 SH       DEFINED 2            11100        0        0 
COMPANIA DE TELECOMUNICS CHI   SPON ADR NEW     204449300     5237    349800 SH       DEFINED 1 5          23300        0   326500 
COMPANIA DE TELECOMUNICS CHI   SPON ADR NEW     204449300      186     12400 SH       DEFINED 2            12400        0        0 
COMPAQ COMPUTER CORP           COM              204493100    75888   7262000 SH       DEFINED 1 5              0        0  7262000 
COMPAQ COMPUTER CORP           COM              204493100    14579   1395077 SH       DEFINED 2          1325277        0    69800 
COMPAQ COMPUTER CORP           COM              204493100       46      4303 SH       DEFINED 4             4303        0        0 
COMPASS BANCSHARES INC         COM              20449H109    17135    555080 SH       DEFINED 1 5              0        0   555080 
COMPUDYNE CORP                 COM PAR $0.75    204795306     1275     99600 SH       DEFINED 1 5              0        0    99600 
COMPUTER ASSOC INTL INC        COM              204912109   816989  37322460 SH       DEFINED 1 5        1493600        0 35828860 
COMPUTER ASSOC INTL INC        COM              204912109    53630   2449999 SH       DEFINED 2          2038099        0   411900 
COMPUTER ASSOC INTL INC        COM              204912109     2189    105900 SH       DEFINED 3             5900        0   100000 
COMPUTER ASSOC INTL INC        COM              204912109        2       100 SH       DEFINED 4              100        0        0 
COMPUTER SCIENCES CORP         COM              205363104   603281  11887305 SH       DEFINED 1 5         527300        0 11360005 
COMPUTER SCIENCES CORP         COM              205363104    51491   1014597 SH       DEFINED 2           861497        0   153100 
COMPUTER SCIENCES CORP         COM              205363104        0      5100 SH       DEFINED 3             5100        0        0 
COMPUTER SCIENCES CORP         COM              205363104       51      1008 SH       DEFINED 4             1008        0        0 
COMPUWARE CORP                 COM              205638109   450500  34895431 SH       DEFINED 1 5        1655080        0 33240351 
COMPUWARE CORP                 COM              205638109    23918   1852674 SH       DEFINED 2          1593274        0   259400 
COMPUWARE CORP                 COM              205638109        0     25300 SH       DEFINED 3            25300        0        0 
COMPUWARE CORP                 COM              205638109        6       470 SH       DEFINED 4              470        0        0 
COMPX INTERNATIONAL INC        CL A             20563P101      876     70400 SH       DEFINED 1 5              0        0    70400 
COMSTOCK RES INC               COM NEW          205768203       10      1300 SH       DEFINED 1 5              0        0     1300 
COMTECH TELECOMMUNICATIONS C   COM NEW          205826209      776     73400 SH       DEFINED 1 5              0        0    73400 
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402   335515  26481030 SH       DEFINED 1 5          58900        0 26422130 
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402     5675    447940 SH       DEFINED 2           417240        0    30700 
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402        0     19800 SH       DEFINED 3            19800        0        0 
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402       25      2000 SH       DEFINED 4             2000        0        0 
COMVERSE TECHNOLOGY INC        DBCV  1.500%12/0 205862AJ4    86734 113335000 PRN      DEFINED 1 5              0        0        0 
CONAGRA FOODS INC              COM              205887102     3510    144760 SH       DEFINED 1 5           4460        0   140300 
CONAGRA FOODS INC              COM              205887102    10179    419751 SH       DEFINED 2           419751        0        0 
CONAGRA FOODS INC              COM              205887102      136      5600 SH       DEFINED 4             5600        0        0 
CONCORD COMMUNICATIONS INC     COM              206186108      681     32200 SH       DEFINED 1 5              0        0    32200 
CONCORD EFS INC                COM              206197105   543278  16339200 SH       DEFINED 1 5         121600        0 16217600 
CONCORD EFS INC                COM              206197105    28821    866798 SH       DEFINED 2           750598        0   116200 
CONCORD EFS INC                COM              206197105       78      2360 SH       DEFINED 4             2360        0        0 
CONECTIV INC                   COM              206829103       13       500 SH       DEFINED 4              500        0        0 
CONEXANT SYSTEMS INC           COM              207142100    82776   6869400 SH       DEFINED 1 5          75700        0  6793700 
CONEXANT SYSTEMS INC           COM              207142100     2459    204030 SH       DEFINED 2           199030        0     5000 
CONEXANT SYSTEMS INC           NOTE  4.000% 2/0 207142AF7    35699  55450000 PRN      DEFINED 1 5              0        0        0 
CONNETICS CORP                 COM              208192104     3603    371400 SH       DEFINED 1 5              0        0   371400 
CONNETICS CORP                 COM              208192104     2936    302700 SH       DEFINED 2           302700        0        0 
CONOCO INC                     COM              208251504  1871710  64143598 SH       DEFINED 1 5         648450        0 63495148 
CONOCO INC                     COM              208251504    91817   3146588 SH       DEFINED 2          2871388        0   275200 
CONOCO INC                     COM              208251504        0     72500 SH       DEFINED 3            72500        0        0 
CONOCO INC                     COM              208251504      297     10178 SH       DEFINED 4            10178        0        0 
CONSECO INC                    COM              208464107        2       500 SH       DEFINED 1 5              0        0      500 
CONSECO INC                    COM              208464107      935    258177 SH       DEFINED 2           258177        0        0 
CONSOL ENERGY INC              COM              20854P109      176      6710 SH       DEFINED 1 5           6710        0        0 
CONSOLIDATED EDISON INC        COM              209115104      723     17260 SH       DEFINED 1 5              0        0    17260 
CONSOLIDATED EDISON INC        COM              209115104     6953    165894 SH       DEFINED 2           165894        0        0 
CONSOLIDATED EDISON INC        COM              209115104       73      1747 SH       DEFINED 4             1747        0        0 
CONSTELLATION BRANDS INC       CL A             21036P108    40797    742300 SH       DEFINED 1 5              0        0   742300 
CONSTELLATION BRANDS INC       CL A             21036P108     6051    110100 SH       DEFINED 2           110100        0        0 
CONSTELLATION ENERGY GROUP I   COM              210371100     3896    126285 SH       DEFINED 2           126285        0        0 
CONSTELLATION ENERGY GROUP I   COM              210371100       51      1650 SH       DEFINED 4             1650        0        0 
CONTINENTAL AIRLS INC          CL B             210795308    98429   3475610 SH       DEFINED 1 5          28840        0  3446770 
CONTINENTAL AIRLS INC          CL B             210795308     8278    292300 SH       DEFINED 2           290700        0     1600 
CONTINENTAL AIRLS INC          NOTE  4.500% 2/0 210795PD6    32675  33610000 PRN      DEFINED 1 5              0        0        0 
CONTINENTAL AIRLS INC          NOTE  4.500% 2/0 210795PD6     1808   1860000 PRN      DEFINED 2                0        0        0 
CONTINENTAL MATLS CORP         COM PAR $0.25    211615307      127      4900 SH       DEFINED 1 5              0        0     4900 
CONVERGYS CORP                 COM              212485106      106      3600 SH       DEFINED 1 5              0        0     3600 
CONVERGYS CORP                 COM              212485106     3974    134378 SH       DEFINED 2           134378        0        0 
CONVERGYS CORP                 COM              212485106       19       633 SH       DEFINED 4              633        0        0 
COOPER CAMERON CORP            COM              216640102   404623   7916700 SH       DEFINED 1 5           3800        0  7912900 
COOPER CAMERON CORP            COM              216640102     8167    159800 SH       DEFINED 2           159800        0        0 
COOPER COS INC                 COM NEW          216648402    93818   1979279 SH       DEFINED 1 5              0        0  1979279 
COOPER INDS INC                COM              216669101    88254   2103794 SH       DEFINED 1 5              0        0  2103794 
COOPER INDS INC                COM              216669101     3032     72265 SH       DEFINED 2            72265        0        0 
COOPER TIRE & RUBR CO          COM              216831107      422     19500 SH       DEFINED 1 5              0        0    19500 
COOPER TIRE & RUBR CO          COM              216831107     1213     56005 SH       DEFINED 2            56005        0        0 
COORS ADOLPH CO                CL B             217016104    11774    174500 SH       DEFINED 1 5              0        0   174500 
COORS ADOLPH CO                CL B             217016104     1940     28753 SH       DEFINED 2            28753        0        0 
COPART INC                     COM              217204106    99452   5543615 SH       DEFINED 1 5         139900        0  5403715 
COPART INC                     COM              217204106    10681    595400 SH       DEFINED 2           592400        0     3000 
CORDIANT COMMS GRP PLC         SPON ADR NEW     218514206    14850   2161500 SH       DEFINED 1 5              0        0  2161500 
CORINTHIAN COLLEGES INC        COM              218868107    39240    776260 SH       DEFINED 1 5          52500        0   723760 
CORN PRODS INTL INC            COM              219023108      386     12000 SH       DEFINED 1 5              0        0    12000 
CORN PRODS INTL INC            COM              219023108     5265    163500 SH       DEFINED 2           163500        0        0 
CORN PRODS INTL INC            COM              219023108       17       521 SH       DEFINED 4              521        0        0 
CORNELL COMPANIES INC          COM              219141108    19697   1823799 SH       DEFINED 1 5         108900        0  1714899 
CORNELL COMPANIES INC          COM              219141108      427     39500 SH       DEFINED 2            39500        0        0 
CORNING INC                    COM              219350105     2714    356700 SH       DEFINED 1 5              0        0   356700 
CORNING INC                    COM              219350105     5630    738886 SH       DEFINED 2           738886        0        0 
CORNING INC                    NOTE  3.500%11/0 219350AK1   133707 135320000 PRN      DEFINED 1 5              0        0        0 
CORNING INC                    NOTE  3.500%11/0 219350AK1     7905   8000000 PRN      DEFINED 2                0        0        0 
CORPORATE OFFICE PPTYS TR      SH BEN INT       22002T108     6394    488100 SH       DEFINED 1 5              0        0   488100 
CORRECTIONAL PPTYS TR          COM              22025E104     4569    241100 SH       DEFINED 1 5              0        0   241100 
CORRECTIONS CORP AMER NEW      COM NEW          22025Y407    30449   2342250 SH       DEFINED 1 5         480180        0  1862070 
CORRECTIONS CORP AMER NEW      COM NEW          22025Y407        8       608 SH       DEFINED 2              608        0        0 
CORUS ENTERTAINMENT INC        COM CL B NON VTG 220874101   114130   4929300 SH       DEFINED 1 5        4899600        0    29700 
CORVAS INTL INC                COM              221005101     1000    175700 SH       DEFINED 1 5              0        0   175700 
CORVEL CORP                    COM              221006109    49007   1642325 SH       DEFINED 1 5         101948        0  1540377 
CORVIS CORP                    COM              221009103        4      3000 SH       DEFINED 1 5              0        0     3000 
COSTCO WHSL CORP NEW           COM              22160K105   506141  12710730 SH       DEFINED 1 5         182700        0 12528030 
COSTCO WHSL CORP NEW           COM              22160K105   100768   2530587 SH       DEFINED 2          2414487        0   116100 
COSTCO WHSL CORP NEW           COM              22160K105        0      7700 SH       DEFINED 3             7700        0        0 
COSTCO WHSL CORP NEW           COM              22160K105      365      9162 SH       DEFINED 4             9162        0        0 
COSTCO COMPANIES INC           NOTE         8/1 22160QAC6     3915   4270000 PRN      DEFINED 1 5              0        0        0 
COTT CORP QUE                  COM              22163N106      630     33400 SH       DEFINED 1 5          13400        0    20000 
COTTON STS LIFE INS CO         COM              221774102     5996    612500 SH       DEFINED 1 5              0        0   612500 
COUNTRYWIDE CR INDS INC DEL    COM              222372104    59603   1331901 SH       DEFINED 1 5              0        0  1331901 
COUNTRYWIDE CR INDS INC DEL    COM              222372104    11946    266951 SH       DEFINED 2           197351        0    69600 
COUNTRYWIDE CR INDS INC DEL    COM              222372104       13       300 SH       DEFINED 4              300        0        0 
COUSINS PPTYS INC              COM              222795106     4542    174375 SH       DEFINED 1 5              0        0   174375 
COUSINS PPTYS INC              COM              222795106    20468    785704 SH       DEFINED 2           785704        0        0 
COVANCE INC                    COM              222816100    23415   1154600 SH       DEFINED 1 5              0        0  1154600 
COVANCE INC                    COM              222816100     7366    363200 SH       DEFINED 2           363200        0        0 
COVANTA ENERGY CORP            COM              22281N103     1423   1975840 SH       DEFINED 1 5          12240        0  1963600 
COVANTA ENERGY CORP            COM              22281N103      329    456800 SH       DEFINED 2           456800        0        0 
COVENANT TRANS INC             CL A             22284P105     3011    205400 SH       DEFINED 1 5              0        0   205400 
COVENTRY HEALTH CARE INC       COM              222862104      595     22900 SH       DEFINED 1 5              0        0    22900 
COVENTRY HEALTH CARE INC       COM              222862104       99      3800 SH       DEFINED 2                0        0     3800 
COX COMMUNICATIONS INC NEW     CL A             224044107   279517   7426071 SH       DEFINED 1 5          19800        0  7406271 
COX COMMUNICATIONS INC NEW     CL A             224044107    16882    448500 SH       DEFINED 2           371100        0    77400 
COX COMMUNICATIONS INC NEW     CL A             224044107        0     20300 SH       DEFINED 3            20300        0        0 
COX COMMUNICATIONS INC NEW     CL A             224044107       26       700 SH       DEFINED 4              700        0        0 
COX RADIO INC                  CL A             224051102        9       300 SH       DEFINED 1 5              0        0      300 
CP SHIPS LTD                   COM              22409V102    30587   2535125 SH       DEFINED 1 5        2535125        0        0 
CRANE CO                       COM              224399105    20858    762900 SH       DEFINED 1 5              0        0   762900 
CRANE CO                       COM              224399105     1259     46055 SH       DEFINED 2            46055        0        0 
CREDENCE SYS CORP              COM              225302108    11435    520700 SH       DEFINED 1 5              0        0   520700 
CREDIT ACCEP CORP MICH         COM              225310101        4       400 SH       DEFINED 1 5              0        0      400 
CREDIT SUISSE GROUP            SPONSORED ADR    225401108    15528    415520 SH       DEFINED 1 5          15300        0   400220 
CREDIT SUISSE GROUP            SPONSORED ADR    225401108       22       600 SH       DEFINED 2                0        0      600 
CREE INC                       COM              225447101     4430    325000 SH       DEFINED 4           325000        0        0 
CRESCENT REAL ESTATE EQUITIE   COM              225756105    64741   3337190 SH       DEFINED 1 5              0        0  3337190 
CRESCENT REAL ESTATE EQUITIE   COM              225756105    13022    671220 SH       DEFINED 2           671220        0        0 
CRESTLINE CAP CORP             COM              226153104     4237    125950 SH       DEFINED 1 5              0        0   125950 
CROMPTON CORP                  COM              227116100    66229   5362651 SH       DEFINED 1 5              0        0  5362651 
CROMPTON CORP                  COM              227116100      622     50400 SH       DEFINED 2            50400        0        0 
CROSS A T CO                   CL A             227478104     2217    321300 SH       DEFINED 1 5              0        0   321300 
CROSS A T CO                   CL A             227478104      591     85600 SH       DEFINED 2            85600        0        0 
CROSS CTRY INC                 COM              22748P105    96244   3564600 SH       DEFINED 1 5              0        0  3564600 
CROSS CTRY INC                 COM              22748P105      197      7300 SH       DEFINED 2             7300        0        0 
CROSSMANN CMNTYS INC           COM              22764E109    61965   1370000 SH       DEFINED 1 5              0        0  1370000 
CROSSMANN CMNTYS INC           COM              22764E109      475     10500 SH       DEFINED 2            10500        0        0 
CROSSROADS SYS INC             COM              22765D100     1419    399800 SH       DEFINED 1 5              0        0   399800 
CROWN AMERN RLTY TR            SH BEN INT       228186102     2619    268900 SH       DEFINED 1 5              0        0   268900 
CROWN CASTLE INTL CORP         COM              228227104    58934   8915959 SH       DEFINED 1 5          15800        0  8900159 
CROWN CASTLE INTL CORP         COM              228227104     4926    745250 SH       DEFINED 2           654650        0    90600 
CROWN CORK & SEAL INC          COM              228255105    10885   1216200 SH       DEFINED 1 5              0        0  1216200 
CROWN CORK & SEAL INC          COM              228255105    15972   1784600 SH       DEFINED 2          1784600        0        0 
CRYPTOLOGIC INC                COM              228906103      789     53510 SH       DEFINED 1 5          53510        0        0 
CRYPTOLOGIC INC                COM              228906103       35      2400 SH       DEFINED 2             2400        0        0 
CULP INC                       COM              230215105     1096    122100 SH       DEFINED 1 5              0        0   122100 
CULP INC                       COM              230215105     1385    154200 SH       DEFINED 2           154200        0        0 
CUMMINS INC                    COM              231021106    14198    300610 SH       DEFINED 1 5            210        0   300400 
CUMMINS INC                    COM              231021106     5092    107817 SH       DEFINED 2           107817        0        0 
CUMULUS MEDIA INC              CL A             231082108     2792    156000 SH       DEFINED 2           156000        0        0 
CURAGEN CORP                   COM              23126R101     6344    395000 SH       DEFINED 1 5              0        0   395000 
CURAGEN CORP                   SDCV  6.000% 2/0 23126RAC5     8548  11590000 PRN      DEFINED 1 5              0        0        0 
CUTTER & BUCK INC              COM              232217109      642     88000 SH       DEFINED 1 5              0        0    88000 
CYGNUS INC                     COM              232560102     6737   1723050 SH       DEFINED 1 5              0        0  1723050 
CYGNUS INC                     COM              232560102      497    127100 SH       DEFINED 2           127100        0        0 
CYMER INC                      COM              232572107    58485   1177700 SH       DEFINED 1 5              0        0  1177700 
CYMER INC                      COM              232572107     1177     23700 SH       DEFINED 2             9200        0    14500 
CYPRESS SEMICONDUCTOR CORP     COM              232806109   228566   9937660 SH       DEFINED 1 5         103400        0  9834260 
CYPRESS SEMICONDUCTOR CORP     COM              232806109    66383   2886220 SH       DEFINED 2          2877420        0     8800 
CYPRESS SEMICONDUCTOR CORP     NOTE  3.750% 7/0 232806AF6     5209   6000000 PRN      DEFINED 1 5              0        0        0 
CYSIVE INC                     COM              23281T108     1062    435400 SH       DEFINED 1 5              0        0   435400 
CYTEC INDS INC                 COM              232820100     4245    139531 SH       DEFINED 1 5              0        0   139531 
CYTEC INDS INC                 COM              232820100    11204    368310 SH       DEFINED 2           360121        0     8189 
D & K HEALTHCARE RES INC       COM              232861104     9041    150640 SH       DEFINED 1 5          28600        0   122040 
CYTYC CORP                     COM              232946103   189213   7028700 SH       DEFINED 1 5         500000        0  6528700 
CYTYC CORP                     COM              232946103     1744     64800 SH       DEFINED 2            64800        0        0 
CYTYC CORP                     COM              232946103     7324    272067 SH       DEFINED 4           272067        0        0 
DMC STRATEX NETWORKS INC       COM              23322L106      172     31700 SH       DEFINED 1 5              0        0    31700 
DJ ORTHOPEDICS INC             COM              23325G104       15      1900 SH       DEFINED 1 5              0        0     1900 
DPL INC                        COM              233293109   168618   6599522 SH       DEFINED 1 5              0        0  6599522 
DPL INC                        COM              233293109     6837    267610 SH       DEFINED 2           265410        0     2200 
DPL INC                        COM              233293109       23       922 SH       DEFINED 4              922        0        0 
DRS TECHNOLOGIES INC           COM              23330X100     1348     32500 SH       DEFINED 1 5              0        0    32500 
DRS TECHNOLOGIES INC           COM              23330X100     9451    227800 SH       DEFINED 2           227800        0        0 
D R HORTON INC                 COM              23331A109   508823  13496642 SH       DEFINED 1 5         313200        0 13183442 
D R HORTON INC                 COM              23331A109     5585    148140 SH       DEFINED 2           136340        0    11800 
DST SYS INC DEL                COM              233326107    96003   1927780 SH       DEFINED 1 5              0        0  1927780 
DST SYS INC DEL                COM              233326107     2435     48900 SH       DEFINED 2            48900        0        0 
DSP GROUP INC                  COM              23332B106     7173    350400 SH       DEFINED 1 5            400        0   350000 
DTE ENERGY CO                  COM              233331107    30608    672700 SH       DEFINED 1 5              0        0   672700 
DTE ENERGY CO                  COM              233331107     5783    127107 SH       DEFINED 2           127107        0        0 
DTE ENERGY CO                  COM              233331107      112      2485 SH       DEFINED 4             2485        0        0 
DT INDUSTRIES INC              COM              23333J108     2102    532000 SH       DEFINED 1 5              0        0   532000 
DANA CORP                      COM              235811106    48742   2270238 SH       DEFINED 1 5              0        0  2270238 
DANA CORP                      COM              235811106     3662    170547 SH       DEFINED 2           170547        0        0 
DANAHER CORP DEL               COM              235851102   533458   7511382 SH       DEFINED 1 5         294880        0  7216502 
DANAHER CORP DEL               COM              235851102    59760    841455 SH       DEFINED 2           711055        0   130400 
DANAHER CORP DEL               COM              235851102        0     13900 SH       DEFINED 3            13900        0        0 
DANAHER CORP DEL               COM              235851102        1        20 SH       DEFINED 4               20        0        0 
DARDEN RESTAURANTS INC         COM              237194105   143662   3539350 SH       DEFINED 1 5           1260        0  3538090 
DARDEN RESTAURANTS INC         COM              237194105     4599    113315 SH       DEFINED 2            91115        0    22200 
DARDEN RESTAURANTS INC         COM              237194105       60      1502 SH       DEFINED 4             1502        0        0 
DATARAM CORP                   COM PAR $1       238108203     6702    853800 SH       DEFINED 1 5              0        0   853800 
DATASCOPE CORP                 COM              238113104     6105    208000 SH       DEFINED 1 5              0        0   208000 
DATASCOPE CORP                 COM              238113104       14       500 SH       DEFINED 4              500        0        0 
DAVITA INC                     COM              23918K108    58552   2314320 SH       DEFINED 1 5         214200        0  2100120 
DAVITA INC                     COM              23918K108    10505    415200 SH       DEFINED 2           387500        0    27700 
DEAN FOODS CO NEW              COM              242370104   330041   4358705 SH       DEFINED 1 5          10340        0  4348365 
DEAN FOODS CO NEW              COM              242370104    48605    641899 SH       DEFINED 2           595780        0    46119 
DECODE GENETICS INC            COM              243586104    13050   2293440 SH       DEFINED 1 5         317100        0  1976340 
DECODE GENETICS INC            COM              243586104     1710    300600 SH       DEFINED 2           300600        0        0 
DECOMA INTERNATIONAL INC       CL A SUB VTG     24359C100      249     23400 SH       DEFINED 1 5          23400        0        0 
DECORATOR INDS INC             COM PAR $0.20    243631207     1734    279715 SH       DEFINED 1 5              0        0   279715 
DEERE & CO                     COM              244199105   415529   9122490 SH       DEFINED 1 5           3390        0  9119100 
DEERE & CO                     COM              244199105     8354    183394 SH       DEFINED 2           183394        0        0 
DELL COMPUTER CORP             COM              247025109  2561925  98120459 SH       DEFINED 1 5        4136200        0 93984259 
DELL COMPUTER CORP             COM              247025109   178661   6842628 SH       DEFINED 2          5795378        0  1047250 
DELL COMPUTER CORP             COM              247025109     7833    300000 SH       DEFINED 3                0        0   300000 
DELL COMPUTER CORP             COM              247025109    10867    416415 SH       DEFINED 4           416415        0        0 
DELPHI CORP                    COM              247126105   239092  14952564 SH       DEFINED 1 5          50790        0 14901774 
DELPHI CORP                    COM              247126105    36820   2302706 SH       DEFINED 2          2270506        0    32200 
DELPHI CORP                    COM              247126105      170     10656 SH       DEFINED 4            10656        0        0 
DELTA & PINE LD CO             COM              247357106     5048    266100 SH       DEFINED 1 5              0        0   266100 
DELTA & PINE LD CO             COM              247357106    35140   1852412 SH       DEFINED 2          1825812        0    26600 
DELTA & PINE LD CO             COM              247357106        0     12900 SH       DEFINED 3            12900        0        0 
DELTA & PINE LD CO             COM              247357106     9485    500000 SH       DEFINED 4           500000        0        0 
DELTA AIR LINES INC DEL        COM              247361108   444165  13574720 SH       DEFINED 1 5          33900        0 13540820 
DELTA AIR LINES INC DEL        COM              247361108    24977    763350 SH       DEFINED 2           751850        0    11500 
DELTA AIR LINES INC DEL        COM              247361108        0      8200 SH       DEFINED 3             8200        0        0 
DELTA AIR LINES INC DEL        COM              247361108       16       500 SH       DEFINED 4              500        0        0 
DELTA APPAREL INC              COM              247368103     4529    199500 SH       DEFINED 1 5              0        0   199500 
DELTEK SYS INC                 COM              24785A108     5796    839967 SH       DEFINED 1 5              0        0   839967 
DELTA WOODSIDE INDS INC NEW    COM NEW          247909203       34     22175 SH       DEFINED 1 5              0        0    22175 
DENBURY RES INC                COM NEW          247916208     3423    411800 SH       DEFINED 1 5              0        0   411800 
DELUXE CORP                    COM              248019101     4645    100400 SH       DEFINED 1 5              0        0   100400 
DELUXE CORP                    COM              248019101     3150     68084 SH       DEFINED 2            51884        0    16200 
DELUXE CORP                    COM              248019101        3        75 SH       DEFINED 4               75        0        0 
DENDRITE INTL INC              COM              248239105    12409   1159696 SH       DEFINED 1 5              0        0  1159696 
DENTSPLY INTL INC NEW          COM              249030107   245786   6632099 SH       DEFINED 1 5          75700        0  6556399 
DENTSPLY INTL INC NEW          COM              249030107    37090   1000800 SH       DEFINED 2          1000050        0      750 
DENTSPLY INTL INC NEW          COM              249030107       87      2338 SH       DEFINED 4             2338        0        0 
DESIGNS INC                    COM              25057L102     3052    678200 SH       DEFINED 1 5              0        0   678200 
DESWELL INDS INC               COM              250639101    12323    560100 SH       DEFINED 1 5              0        0   560100 
DEVCON INTL CORP               COM              251588109     2423    375700 SH       DEFINED 1 5              0        0   375700 
DEVELOPERS DIVERSIFIED RLTY    COM              251591103    12476    594100 SH       DEFINED 1 5              0        0   594100 
DEVON ENERGY CORP NEW          COM              25179M103   117656   2437454 SH       DEFINED 1 5           9650        0  2427804 
DEVON ENERGY CORP NEW          COM              25179M103    10125    209765 SH       DEFINED 2           209765        0        0 
DEVRY INC DEL                  COM              251893103    56218   1865850 SH       DEFINED 1 5          24700        0  1841150 
DEVRY INC DEL                  COM              251893103    33860   1123800 SH       DEFINED 2          1123800        0        0 
DIAGEO P L C                   SPON ADR NEW     25243Q205    59433   1132700 SH       DEFINED 1 5              0        0  1132700 
DIAGEO P L C                   SPON ADR NEW     25243Q205       89      1750 SH       DEFINED 4             1750        0        0 
DIAGNOSTIC PRODS CORP          COM              252450101     2337     54100 SH       DEFINED 1 5              0        0    54100 
DIAGNOSTIC PRODS CORP          COM              252450101     3167     73300 SH       DEFINED 2            73300        0        0 
DIAMOND OFFSHORE DRILLING IN   COM              25271C102   140969   4509560 SH       DEFINED 1 5          27300        0  4482260 
DIAMOND OFFSHORE DRILLING IN   COM              25271C102     1432     45800 SH       DEFINED 2            45800        0        0 
DIAMOND OFFSHORE DRILLING IN   COM              25271C102       10       314 SH       DEFINED 4              314        0        0 
DIANON SYS INC                 COM              252826102    67902   1046582 SH       DEFINED 1 5              0        0  1046582 
DIANON SYS INC                 COM              252826102    22037    339658 SH       DEFINED 2           339658        0        0 
DIEBOLD INC                    COM              253651103    60923   1495400 SH       DEFINED 1 5              0        0  1495400 
DIEBOLD INC                    COM              253651103     8668    212760 SH       DEFINED 2           210660        0     2100 
DIEBOLD INC                    COM              253651103        8       202 SH       DEFINED 4              202        0        0 
DIGENE CORP                    COM              253752109    35557    994600 SH       DEFINED 1 5            500        0   994100 
DIGITAL INSIGHT CORP           COM              25385P106       77      2800 SH       DEFINED 1 5              0        0     2800 
DIGITAL INSIGHT CORP           COM              25385P106     1281     46500 SH       DEFINED 2            46500        0        0 
DIGITAS INC                    COM              25388K104     3863    704950 SH       DEFINED 1 5         153750        0   551200 
DIGITAS INC                    COM              25388K104      697    127200 SH       DEFINED 2           127200        0        0 
DILLARDS INC                   CL A             254067101    12743    534060 SH       DEFINED 1 5          11650        0   522410 
DILLARDS INC                   CL A             254067101     1563     65500 SH       DEFINED 2            65500        0        0 
DIME BANCORP INC NEW           *W EXP 99/99/999 25429Q110       55    425000 SH       DEFINED 1 5              0        0   425000 
DIMON INC                      COM              254394109    16389   2375200 SH       DEFINED 1 5              0        0  2375200 
DIODES INC                     COM              254543101     6596    814800 SH       DEFINED 1 5              0        0   814800 
DIONEX CORP                    COM              254546104     1146     47100 SH       DEFINED 1 5           8200        0    38900 
DISNEY WALT CO                 COM DISNEY       254687106  1124419  48718340 SH       DEFINED 1 5          24600        0 48693740 
DISNEY WALT CO                 COM DISNEY       254687106    63635   2757136 SH       DEFINED 2          2195878        0   561258 
DISNEY WALT CO                 COM DISNEY       254687106      259     11308 SH       DEFINED 4            11308        0        0 
DISTRIBUCION Y SERVICIO D&S    SPONSORED ADR    254753106     1780    123600 SH       DEFINED 1 5           8300        0   115300 
DISTRIBUCION Y SERVICIO D&S    SPONSORED ADR    254753106       85      5900 SH       DEFINED 2             5900        0        0 
DITECH COMMUNICATIONS CORP     COM              25500M103    17293   3868700 SH       DEFINED 1 5         155300        0  3713400 
DIVERSA CORP                   COM              255064107    12700   1000000 SH       DEFINED 1 5        1000000        0        0 
DIVERSIFIED CORPORATE RES IN   COM              255153108      181    277700 SH       DEFINED 1 5              0        0   277700 
DIVINE INC                     CL A             255402109      164    327545 SH       DEFINED 1 5         327545        0        0 
DIVINE INC                     CL A             255402109      151    302565 SH       DEFINED 4           302565        0        0 
DOBSON COMMUNICATIONS CORP     CL A             256069105      318    101030 SH       DEFINED 1 5              0        0   101030 
DOCUMENTUM INC                 COM              256159104     4665    183300 SH       DEFINED 2           183300        0        0 
DOLE FOOD INC                  COM              256605106    19555    630800 SH       DEFINED 1 5           2600        0   628200 
DOLE FOOD INC                  COM              256605106    11504    371100 SH       DEFINED 2           371100        0        0 
DOLLAR GEN CORP                COM              256669102     7627    468500 SH       DEFINED 1 5              0        0   468500 
DOLLAR GEN CORP                COM              256669102     5602    344133 SH       DEFINED 2           344133        0        0 
DOLLAR TREE STORES INC         COM              256747106   190335   5801140 SH       DEFINED 1 5           2550        0  5798590 
DOLLAR TREE STORES INC         COM              256747106     1881     57320 SH       DEFINED 2            55420        0     1900 
DOMINION HOMES INC             COM              257386102    10829    615300 SH       DEFINED 1 5              0        0   615300 
DOMINION RES INC VA NEW        COM              25746U109    94553   1451000 SH       DEFINED 1 5              0        0  1451000 
DOMINION RES INC VA NEW        COM              25746U109    33634    516173 SH       DEFINED 2           502773        0    13400 
DOMINION RES INC VA NEW        COM              25746U109        0     29000 SH       DEFINED 3            29000        0        0 
DOMINION RES INC VA NEW        COM              25746U109       60       917 SH       DEFINED 4              917        0        0 
DOMTAR INC                     COM              257561100    37129   3386860 SH       DEFINED 1 5        3380690        0     6170 
DOMTAR INC                     COM              257561100      139     12730 SH       DEFINED 2            12730        0        0 
DONALDSON INC                  COM              257651109    36697    912640 SH       DEFINED 1 5          41800        0   870840 
DONALDSON INC                  COM              257651109     2641     65670 SH       DEFINED 2            65670        0        0 
DONNELLEY R R & SONS CO        COM              257867101    86558   2783230 SH       DEFINED 1 5          11770        0  2771460 
DONNELLEY R R & SONS CO        COM              257867101     2813     90456 SH       DEFINED 2            90456        0        0 
DORAL FINL CORP                COM              25811P100   161829   4766700 SH       DEFINED 1 5              0        0  4766700 
DORAL FINL CORP                COM              25811P100      367     10800 SH       DEFINED 2                0        0    10800 
DORCHESTER HUGOTON LTD         DEPOSTARY RCPT   258205202     6212    450200 SH       DEFINED 1 5              0        0   450200 
DOUBLECLICK INC                COM              258609304    40020   3337800 SH       DEFINED 1 5              0        0  3337800 
DOUBLECLICK INC                NOTE  4.750% 3/1 258609AC0    11990  14640000 PRN      DEFINED 1 5              0        0        0 
DOVER CORP                     COM              260003108     1837     44800 SH       DEFINED 1 5              0        0    44800 
DOVER CORP                     COM              260003108     6427    156755 SH       DEFINED 2           156755        0        0 
DOVER CORP                     COM              260003108       65      1591 SH       DEFINED 4             1591        0        0 
DOW CHEM CO                    COM              260543103   164134   5016316 SH       DEFINED 1 5          25700        0  4990616 
DOW CHEM CO                    COM              260543103    23056    704654 SH       DEFINED 2           704654        0        0 
DOW CHEM CO                    COM              260543103      142      4276 SH       DEFINED 4             4276        0        0 
DOW JONES & CO INC             COM              260561105    92809   1594100 SH       DEFINED 1 5              0        0  1594100 
DOW JONES & CO INC             COM              260561105     8546    146784 SH       DEFINED 2           146784        0        0 
DOW JONES & CO INC             COM              260561105       12       203 SH       DEFINED 4              203        0        0 
DOWNEY FINL CORP               COM              261018105     3525     77300 SH       DEFINED 1 5              0        0    77300 
DOWNEY FINL CORP               COM              261018105      228      5000 SH       DEFINED 2                0        0     5000 
DREW INDS INC                  COM NEW          26168L205    12276    966600 SH       DEFINED 1 5              0        0   966600 
DREXLER TECHNOLOGY CORP        COM              261876106    15532    690632 SH       DEFINED 1 5          33371        0   657261 
DREXLER TECHNOLOGY CORP        COM              261876106     6873    305600 SH       DEFINED 2           305600        0        0 
DREYERS GRAND ICE CREAM INC    COM              261878102     2265     55000 SH       DEFINED 1 5              0        0    55000 
DRIL-QUIP INC                  COM              262037104     5718    222920 SH       DEFINED 1 5           1000        0   221920 
DRIL-QUIP INC                  COM              262037104     3199    124700 SH       DEFINED 2           124700        0        0 
DSET CORP                      COM NEW          262504202      206    286250 SH       DEFINED 1 5              0        0   286250 
DU PONT E I DE NEMOURS & CO    COM              263534109   896996  19024262 SH       DEFINED 1 5          46500        0 18977762 
DU PONT E I DE NEMOURS & CO    COM              263534109    58568   1242173 SH       DEFINED 2          1224173        0    18000 
DU PONT E I DE NEMOURS & CO    COM              263534109      680     14230 SH       DEFINED 4            14230        0        0 
DUANE READE INC                COM              263578106    52102   1533300 SH       DEFINED 1 5         524700        0  1008600 
DUANE READE INC                COM              263578106     3928    115600 SH       DEFINED 2           114900        0      700 
DUCOMMUN INC DEL               COM              264147109    21483   1090500 SH       DEFINED 1 5              0        0  1090500 
DUFF & PHELPS UTILS INCOME I   COM              264324104        0         1 SH       DEFINED 4                1        0        0 
DUKE ENERGY CORP               WHEN ISSUED      264399106    50443   1334461 SH       DEFINED 1 5           2161        0  1332300 
DUKE ENERGY CORP               WHEN ISSUED      264399106    29246    773697 SH       DEFINED 2           773697        0        0 
DUKE ENERGY CORP               WHEN ISSUED      264399106      414     10964 SH       DEFINED 4            10964        0        0 
DUKE REALTY CORP               COM NEW          264411505   186024   7154756 SH       DEFINED 1 5              0        0  7154756 
DUKE REALTY CORP               COM NEW          264411505    57186   2199478 SH       DEFINED 2          2178678        0    20800 
DUKE REALTY CORP               COM NEW          264411505       44      1690 SH       DEFINED 4             1690        0        0 
DUN & BRADSTREET CORP DEL NE   COM              26483E100    18826    470530 SH       DEFINED 1 5              0        0   470530 
DUN & BRADSTREET CORP DEL NE   COM              26483E100     5392    134770 SH       DEFINED 2           132970        0     1800 
DUN & BRADSTREET CORP DEL NE   COM              26483E100        9       234 SH       DEFINED 4              234        0        0 
DURA AUTOMOTIVE SYSTEMS CORP   CL A             265903104     6062    316200 SH       DEFINED 1 5              0        0   316200 
DUPONT PHOTOMASKS INC          COM              26613X101    80722   1552340 SH       DEFINED 1 5         118570        0  1433770 
DUPONT PHOTOMASKS INC          COM              26613X101    19214    369500 SH       DEFINED 2           367800        0     1700 
DURBAN ROODEPOORT DEEP LTD     SPONSORED ADR    266597301     1733    484000 SH       DEFINED 1 5              0        0   484000 
DYCOM INDS INC                 COM              267475101    35088   2347040 SH       DEFINED 1 5         101600        0  2245440 
DYCOM INDS INC                 COM              267475101     6605    441800 SH       DEFINED 2           441800        0        0 
DYNEGY INC NEW                 CL A             26816Q101     1138     39230 SH       DEFINED 1 5              0        0    39230 
DYNEGY INC NEW                 CL A             26816Q101     7943    273897 SH       DEFINED 2           273897        0        0 
DYNEGY INC NEW                 CL A             26816Q101       29      1000 SH       DEFINED 4             1000        0        0 
ELXSI CORP                     COM NEW          268613205     1801    181600 SH       DEFINED 1 5              0        0   181600 
E M C CORP MASS                COM              268648102   315926  26502830 SH       DEFINED 1 5        3060100        0 23442730 
E M C CORP MASS                COM              268648102    39320   3298656 SH       DEFINED 2          3005816        0   292840 
E M C CORP MASS                COM              268648102      125     11066 SH       DEFINED 4            11066        0        0 
ENSCO INTL INC                 COM              26874Q100   427635  14188350 SH       DEFINED 1 5         387780        0 13800570 
ENSCO INTL INC                 COM              26874Q100   111439   3697380 SH       DEFINED 2          3695980        0     1400 
EOG RES INC                    COM              26875P101    86602   2135170 SH       DEFINED 1 5          19770        0  2115400 
EOG RES INC                    COM              26875P101     7721    190371 SH       DEFINED 2           190371        0        0 
EOG RES INC                    COM              26875P101       37       900 SH       DEFINED 4              900        0        0 
EPIX MEDICAL INC               COM              26881Q101     2530    200000 SH       DEFINED 1 5              0        0   200000 
E PIPHANY INC                  COM              26881V100    11421   1510695 SH       DEFINED 1 5              0        0  1510695 
E PIPHANY INC                  COM              26881V100     1651    218367 SH       DEFINED 2           218367        0        0 
EPIQ SYS INC                   COM              26882D109    17901   1123700 SH       DEFINED 1 5          70950        0  1052750 
EPIQ SYS INC                   COM              26882D109     1865    117100 SH       DEFINED 2           117100        0        0 
ESS TECHNOLOGY INC             COM              269151106    21321   1028000 SH       DEFINED 1 5              0        0  1028000 
ESS TECHNOLOGY INC             COM              269151106      500     24100 SH       DEFINED 2                0        0    24100 
E TRADE GROUP INC              COM              269246104    72621   7709220 SH       DEFINED 1 5              0        0  7709220 
E TRADE GROUP INC              COM              269246104     3995    424100 SH       DEFINED 2           424100        0        0 
E TRADE GROUP INC              NOTE  6.000% 2/0 269246AB0    41690  50610000 PRN      DEFINED 1 5              0        0        0 
E TRADE GROUP INC              NOTE  6.000% 2/0 269246AB0     5890   7150000 PRN      DEFINED 2                0        0        0 
EARTHLINK INC                  COM              270321102    10072    992300 SH       DEFINED 1 5          32100        0   960200 
EARTHLINK INC                  COM              270321102       35      3400 SH       DEFINED 2                0        0     3400 
EAST WEST BANCORP INC          COM              27579R104    16778    572820 SH       DEFINED 1 5           8600        0   564220 
EAST WEST BANCORP INC          COM              27579R104     6622    226080 SH       DEFINED 2           218080        0     8000 
EASTGROUP PPTY INC             COM              277276101      629     24400 SH       DEFINED 1 5              0        0    24400 
EASTGROUP PPTY INC             COM              277276101     6203    240800 SH       DEFINED 2           240800        0        0 
EASTMAN CHEM CO                COM              277432100     8194    167943 SH       DEFINED 1 5              0        0   167943 
EASTMAN CHEM CO                COM              277432100     3854     78992 SH       DEFINED 2            78992        0        0 
EASTMAN KODAK CO               COM              277461109   101960   3271110 SH       DEFINED 1 5              0        0  3271110 
EASTMAN KODAK CO               COM              277461109    21689    695818 SH       DEFINED 2           695818        0        0 
EATON CORP                     COM              278058102   579315   7153805 SH       DEFINED 1 5              0        0  7153805 
EATON CORP                     COM              278058102    44321    547313 SH       DEFINED 2           537313        0    10000 
EATON VANCE CORP               COM NON VTG      278265103    11649    291600 SH       DEFINED 1 5              0        0   291600 
EBAY INC                       COM              278642103    40798    720300 SH       DEFINED 1 5              0        0   720300 
EBAY INC                       COM              278642103     8621    152200 SH       DEFINED 2           137600        0    14600 
EBAY INC                       COM              278642103       11       192 SH       DEFINED 4              192        0        0 
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109   855207  30197995 SH       DEFINED 1 5           2100        0 30195895 
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109    26799    946300 SH       DEFINED 2           906900        0    39400 
ECHOSTAR COMMUNICATIONS NEW    NOTE  4.875% 1/0 278762AD1    21563  23810000 PRN      DEFINED 1 5              0        0        0 
ECHOSTAR COMMUNICATIONS NEW    NOTE  4.875% 1/0 278762AD1     4601   5080000 PRN      DEFINED 2                0        0        0 
ECHOSTAR COMMUNICATIONS NEW    NOTE  5.750% 5/1 278762AG4     2809   3020000 PRN      DEFINED 1 5              0        0        0 
ECLIPSYS CORP                  COM              278856109    73300   4466800 SH       DEFINED 1 5              0        0  4466800 
ECLIPSYS CORP                  COM              278856109     7926    483000 SH       DEFINED 2           483000        0        0 
ECOLAB INC                     COM              278865100   126491   2766650 SH       DEFINED 1 5              0        0  2766650 
ECOLAB INC                     COM              278865100     8122    177643 SH       DEFINED 2           168243        0     9400 
ECOLAB INC                     COM              278865100     4343     95000 SH       DEFINED 4            95000        0        0 
EDGEWATER TECHNOLOGY INC       COM              280358102     3440    800000 SH       DEFINED 1 5              0        0   800000 
EDISON INTL                    COM              281020107     9325    556710 SH       DEFINED 1 5              0        0   556710 
EDISON INTL                    COM              281020107     9165    547183 SH       DEFINED 2           514983        0    32200 
EDISON INTL                    COM              281020107        7       400 SH       DEFINED 4              400        0        0 
EDO CORP                       COM              281347104     9676    358230 SH       DEFINED 1 5           1800        0   356430 
EDO CORP                       COM              281347104      456     16900 SH       DEFINED 2            16900        0        0 
EDUCATION MGMT CORP            COM              28139T101     1586     37600 SH       DEFINED 1 5              0        0    37600 
EDUCATION MGMT CORP            COM              28139T101      261      6200 SH       DEFINED 2                0        0     6200 
EDWARDS AG INC                 COM              281760108    68430   1555940 SH       DEFINED 1 5           2600        0  1553340 
EDWARDS AG INC                 COM              281760108    77585   1764100 SH       DEFINED 2          1764100        0        0 
EDWARDS AG INC                 COM              281760108       30       671 SH       DEFINED 4              671        0        0 
EDWARDS LIFESCIENCES CORP      COM              28176E108     7113    254500 SH       DEFINED 1 5              0        0   254500 
EFUNDS CORP                    COM              28224R101    83637   5211041 SH       DEFINED 1 5              0        0  5211041 
EFUNDS CORP                    COM              28224R101     7733    481828 SH       DEFINED 2           477028        0     4800 
EL PASO CORP                   COM              28336L109    33887    769624 SH       DEFINED 1 5           9900        0   759724 
EL PASO CORP                   COM              28336L109    17552    398645 SH       DEFINED 2           398645        0        0 
EL PASO CORP                   COM              28336L109      366      8257 SH       DEFINED 4             8257        0        0 
ELAN FIN CORP LTD              NOTE        12/1 284129AC7   126877 260930000 PRN      DEFINED 1 5              0        0        0 
ELAN FIN CORP LTD              NOTE        12/1 284129AC7       29     60000 PRN      DEFINED 2                0        0        0 
ELAN PLC                       ADR              284131208   225377  16202494 SH       DEFINED 1 5          25443        0 16177051 
ELAN PLC                       ADR              284131208     2632    189200 SH       DEFINED 2            33000        0   156200 
ELAN PLC                       ADR              284131208     5175    372000 SH       DEFINED 3                0        0   372000 
ELAN PLC                       ADR              284131208      116      8344 SH       DEFINED 4             8344        0        0 
ELANTEC SEMICONDUCTOR INC      COM              284155108    43365   1013900 SH       DEFINED 1 5          16000        0   997900 
ELANTEC SEMICONDUCTOR INC      COM              284155108      518     12100 SH       DEFINED 2            12100        0        0 
ELCOR CORP                     COM              284443108    13599    612580 SH       DEFINED 1 5              0        0   612580 
ELCOR CORP                     COM              284443108    10585    476800 SH       DEFINED 2           476800        0        0 
ELECTRO SCIENTIFIC INDS        COM              285229100       11       300 SH       DEFINED 1 5              0        0      300 
ELECTRONIC ARTS INC            COM              285512109   411987   6776102 SH       DEFINED 1 5              0        0  6776102 
ELECTRONIC ARTS INC            COM              285512109    10038    165098 SH       DEFINED 2           137498        0    27600 
ELECTRONIC DATA SYS NEW        COM              285661104   583374  10059900 SH       DEFINED 1 5         105000        0  9954900 
ELECTRONIC DATA SYS NEW        COM              285661104    40619    700454 SH       DEFINED 2           553154        0   147300 
ELECTRONIC DATA SYS NEW        COM              285661104      326      5629 SH       DEFINED 4             5629        0        0 
ELECTRONICS FOR IMAGING INC    COM              286082102    81692   4464034 SH       DEFINED 1 5              0        0  4464034 
ELECTRONICS FOR IMAGING INC    COM              286082102     9844    537900 SH       DEFINED 2           537900        0        0 
ELLIS PERRY INTL INC           COM              288853104     6078    672400 SH       DEFINED 1 5              0        0   672400 
EMAGIN CORP                    COM              29076N107        2      2388 SH       DEFINED 1 5           2388        0        0 
EMBREX INC                     COM              290817105    24109   1156305 SH       DEFINED 1 5          79675        0  1076630 
EMBREX INC                     COM              290817105      792     38000 SH       DEFINED 2            38000        0        0 
EMBRAER-EMPRESA BRASILEIRA D   SP ADR PFD SHS   29081M102    12588    623766 SH       DEFINED 1 5         232557        0   391209 
EMBRAER-EMPRESA BRASILEIRA D   SP ADR PFD SHS   29081M102      456     22580 SH       DEFINED 2            22580        0        0 
EMCO LTD                       COM              290839109      176     33600 SH       DEFINED 1 5          33600        0        0 
EMCOR GROUP INC                COM              29084Q100    43517    750300 SH       DEFINED 1 5              0        0   750300 
EMCOR GROUP INC                COM              29084Q100     2053     35400 SH       DEFINED 2            35400        0        0 
EMERSON ELEC CO                COM              291011104   254609   4436476 SH       DEFINED 1 5          11900        0  4424576 
EMERSON ELEC CO                COM              291011104    21148    368494 SH       DEFINED 2           349094        0    19400 
EMERSON ELEC CO                COM              291011104      603     10486 SH       DEFINED 4            10486        0        0 
EMMIS COMMUNICATIONS CORP      CL A             291525103     1995     74600 SH       DEFINED 1 5              0        0    74600 
EMMIS COMMUNICATIONS CORP      CL A             291525103      259      9700 SH       DEFINED 2             9700        0        0 
EMPRESA NACIONAL DE ELCTRCID   SPONSORED ADR    29244T101     1260    134000 SH       DEFINED 1 5           7300        0   126700 
EMPRESA NACIONAL DE ELCTRCID   SPONSORED ADR    29244T101       94     10000 SH       DEFINED 2            10000        0        0 
EMULEX CORP                    COM NEW          292475209   144686   4393736 SH       DEFINED 1 5              0        0  4393736 
EMULEX CORP                    COM NEW          292475209   176378   5356164 SH       DEFINED 2          5331364        0    24800 
ENBRIDGE INC                   COM              29250N105    60506   2146990 SH       DEFINED 1 5        2145900        0     1090 
ENBRIDGE INC                   COM              29250N105      169      5990 SH       DEFINED 2             5990        0        0 
ENDOCARE INC                   COM              29264P104      836     42400 SH       DEFINED 1 5              0        0    42400 
ENDOCARE INC                   COM              29264P104     4766    241800 SH       DEFINED 2           241800        0        0 
ENERGEN CORP                   COM              29265N108      878     33200 SH       DEFINED 1 5              0        0    33200 
ENERGY EAST CORP               COM              29266M109     1248     57400 SH       DEFINED 1 5              0        0    57400 
ENERGY EAST CORP               COM              29266M109     3804    174900 SH       DEFINED 2           174900        0        0 
ENERGY EAST CORP               COM              29266M109       25      1149 SH       DEFINED 4             1149        0        0 
ENGELHARD CORP                 COM              292845104   124336   4006970 SH       DEFINED 1 5          50200        0  3956770 
ENGELHARD CORP                 COM              292845104    14706    473932 SH       DEFINED 2           455732        0    18200 
ENGELHARD CORP                 COM              292845104        2        70 SH       DEFINED 4               70        0        0 
ENGINEERED SUPPORT SYS INC     COM              292866100    52826   1142175 SH       DEFINED 1 5         116317        0  1025858 
ENGINEERED SUPPORT SYS INC     COM              292866100      488     10550 SH       DEFINED 2            10550        0        0 
ENTEGRIS INC                   COM              29362U104    11807    731080 SH       DEFINED 1 5         167083        0   563997 
ENTERASYS NETWORKS INC         COM              293637104    34062   8052400 SH       DEFINED 1 5              0        0  8052400 
ENTERASYS NETWORKS INC         COM              293637104      498    117700 SH       DEFINED 2           112000        0     5700 
ENTERCOM COMMUNICATIONS CORP   CL A             293639100    29509    537800 SH       DEFINED 1 5              0        0   537800 
ENTERCOM COMMUNICATIONS CORP   CL A             293639100      165      3000 SH       DEFINED 2             3000        0        0 
ENTERGY CORP NEW               COM              29364G103   449653  10358290 SH       DEFINED 1 5              0        0 10358290 
ENTERGY CORP NEW               COM              29364G103    15513    357353 SH       DEFINED 2           287053        0    70300 
ENTERGY CORP NEW               COM              29364G103        0     19100 SH       DEFINED 3            19100        0        0 
ENTERGY CORP NEW               COM              29364G103        9       206 SH       DEFINED 4              206        0        0 
ENTREMED INC                   COM              29382F103     7097    933852 SH       DEFINED 1 5              0        0   933852 
ENTRUST INC                    COM              293848107      635    125000 SH       DEFINED 2           125000        0        0 
ENZON INC                      COM              293904108    70432   1590250 SH       DEFINED 1 5          48100        0  1542150 
ENZON INC                      COM              293904108     2296     51850 SH       DEFINED 2            51050        0      800 
EQUIFAX INC                    COM              294429105     9857    329670 SH       DEFINED 1 5              0        0   329670 
EQUIFAX INC                    COM              294429105     3306    110561 SH       DEFINED 2           110561        0        0 
EQUIFAX INC                    COM              294429105       42      1400 SH       DEFINED 4             1400        0        0 
EQUITABLE RES INC              COM              294549100    95928   2755750 SH       DEFINED 1 5          33800        0  2721950 
EQUITABLE RES INC              COM              294549100    39972   1148290 SH       DEFINED 2          1110790        0    37500 
EQUITABLE RES INC              COM              294549100        0     25900 SH       DEFINED 3            25900        0        0 
EQUITY INCOME FD               UT 1 EX SR-ATT   294700703       32       300 SH       DEFINED 4              300        0        0 
EQUITY OFFICE PROPERTIES TRU   COM              294741103   459154  15310231 SH       DEFINED 1 5              0        0 15310231 
EQUITY OFFICE PROPERTIES TRU   COM              294741103    78672   2623290 SH       DEFINED 2          2547190        0    76100 
EQUITY OFFICE PROPERTIES TRU   COM              294741103       15       500 SH       DEFINED 4              500        0        0 
EQUITY OFFICE PROPERTIES TRU   PFD CV B 5.25%   294741509     2181     48200 SH       DEFINED 1 5              0        0    48200 
EQUITY OFFICE PROPERTIES TRU   PFD CV B 5.25%   294741509      634     14000 SH       DEFINED 2            14000        0        0 
EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107   665067  23140812 SH       DEFINED 1 5              0        0 23140812 
EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107    48750   1696245 SH       DEFINED 2          1573545        0   122700 
ERICSSON L M TEL CO            ADR CL B SEK10   294821400    22234   5319130 SH       DEFINED 1 5              0        0  5319130 
ERICSSON L M TEL CO            ADR CL B SEK10   294821400        2       440 SH       DEFINED 4              440        0        0 
ERIE INDTY CO                  CL A             29530P102      179      4400 SH       DEFINED 1 5              0        0     4400 
ESPIRITO SANTO FINL GROUP SA   SPONSORED ADR    29665F200    21722   1235600 SH       DEFINED 1 5              0        0  1235600 
ESSEX PPTY TR INC              COM              297178105      261      5000 SH       DEFINED 1 5              0        0     5000 
ETHAN ALLEN INTERIORS INC      COM              297602104    24716    649400 SH       DEFINED 1 5              0        0   649400 
ETHAN ALLEN INTERIORS INC      COM              297602104     8860    232800 SH       DEFINED 2           232800        0        0 
EUROPEAN WT FD INC             COM              298792102     3569    898900 SH       DEFINED 1 5          13900        0   885000 
EUROPEAN WT FD INC             COM              298792102      222     55900 SH       DEFINED 2                0        0    55900 
EXACTECH INC                   COM              30064E109     7707    513800 SH       DEFINED 1 5              0        0   513800 
EXELON CORP                    COM              30161N101     1583     29890 SH       DEFINED 1 5              0        0    29890 
EXELON CORP                    COM              30161N101    13286    250820 SH       DEFINED 2           250820        0        0 
EXELON CORP                    COM              30161N101      127      2402 SH       DEFINED 4             2402        0        0 
EXELIXIS INC                   COM              30161Q104    52528   3809140 SH       DEFINED 1 5              0        0  3809140 
EXELIXIS INC                   COM              30161Q104     9082    658600 SH       DEFINED 2           649700        0     8900 
EXFO ELECTRO OPTICAL ENGR IN   SUB VTG SHS      302043104    20602   3283100 SH       DEFINED 1 5        3283100        0        0 
EXPEDITORS INTL WASH INC       COM              302130109    23981    393130 SH       DEFINED 1 5              0        0   393130 
EXPEDITORS INTL WASH INC       COM              302130109      494      8100 SH       DEFINED 2             5600        0     2500 
EXPRESS SCRIPTS INC            COM              302182100   134300   2332000 SH       DEFINED 1 5              0        0  2332000 
EXPRESS SCRIPTS INC            COM              302182100       11       200 SH       DEFINED 4              200        0        0 
EXTENDED STAY AMER INC         COM              30224P101   101957   5859603 SH       DEFINED 1 5              0        0  5859603 
EXTREME NETWORKS INC           COM              30226D106     3636    349600 SH       DEFINED 1 5              0        0   349600 
EXULT INC DEL                  COM              302284104    76485   7010500 SH       DEFINED 1 5          42100        0  6968400 
EXULT INC DEL                  COM              302284104    12396   1136214 SH       DEFINED 2          1116614        0    19600 
EXXON MOBIL CORP               COM              30231G102  7655055 174653322 SH       DEFINED 1 5         689942        0173963380 
EXXON MOBIL CORP               COM              30231G102   477309  10890017 SH       DEFINED 2          9692037        0  1197980 
EXXON MOBIL CORP               COM              30231G102        0    194426 SH       DEFINED 3           194426        0        0 
EXXON MOBIL CORP               COM              30231G102     5546    126353 SH       DEFINED 4           126353        0        0 
FBR ASSET INVT CORP            COM              30241E303     1197     44000 SH       DEFINED 1 5              0        0    44000 
FBR ASSET INVT CORP            COM              30241E303      435     16000 SH       DEFINED 2            16000        0        0 
FEI CO                         COM              30241L109    10132    285000 SH       DEFINED 1 5              0        0   285000 
FLIR SYS INC                   COM              302445101    71614   1499760 SH       DEFINED 1 5            600        0  1499160 
FPIC INS GROUP INC             COM              302563101     6108    473500 SH       DEFINED 1 5              0        0   473500 
FPL GROUP INC                  COM              302571104    13399    225000 SH       DEFINED 1 5              0        0   225000 
FPL GROUP INC                  COM              302571104     8180    137358 SH       DEFINED 2           137358        0        0 
FPL GROUP INC                  COM              302571104       11       188 SH       DEFINED 4              188        0        0 
FTD COM INC                    CL A             30265F103     2382    425310 SH       DEFINED 1 5          89800        0   335510 
FTI CONSULTING INC             COM              302941109     5003    161500 SH       DEFINED 1 5          13750        0   147750 
FAIR ISAAC & CO INC            COM              303250104    15917    251100 SH       DEFINED 1 5              0        0   251100 
FAIRCHILD SEMICONDUCTOR INTL   CL A             303726103   292238  10218110 SH       DEFINED 1 5         555720        0  9662390 
FAIRCHILD SEMICONDUCTOR INTL   CL A             303726103    37299   1304170 SH       DEFINED 2          1272770        0    31400 
FAIRCHILD SEMICONDUCTOR INTL   CL A             303726103        0     38300 SH       DEFINED 3            38300        0        0 
FAIRMONT HOTELS RESORTS INC    COM              305204109    95225   3360192 SH       DEFINED 1 5        3360067        0      125 
FAIRMONT HOTELS RESORTS INC    COM              305204109      734     26035 SH       DEFINED 2            26035        0        0 
FAIRMONT HOTELS RESORTS INC    COM              305204109        2        80 SH       DEFINED 4               80        0        0 
FALCONSTOR SOFTWARE INC        COM              306137100     5619    886200 SH       DEFINED 1 5              0        0   886200 
FAMILY DLR STORES INC          COM              307000109   206645   6166660 SH       DEFINED 1 5           5100        0  6161560 
FAMILY DLR STORES INC          COM              307000109    21667    646576 SH       DEFINED 2           520546        0   126030 
FAMILY DLR STORES INC          COM              307000109       12       360 SH       DEFINED 4              360        0        0 
FASTENAL CO                    COM              311900104    65065    863850 SH       DEFINED 1 5              0        0   863850 
FASTENAL CO                    COM              311900104       90      1200 SH       DEFINED 4             1200        0        0 
FEDERAL AGRIC MTG CORP         CL C             313148306     7089    159300 SH       DEFINED 1 5          14200        0   145100 
FEDERAL HOME LN MTG CORP       COM              313400301  3440109  54286083 SH       DEFINED 1 5         409110        0 53876973 
FEDERAL HOME LN MTG CORP       COM              313400301   138888   2191701 SH       DEFINED 2          1698301        0   493400 
FEDERAL HOME LN MTG CORP       COM              313400301    39518    659900 SH       DEFINED 3            36300        0   623600 
FEDERAL HOME LN MTG CORP       COM              313400301    16915    266907 SH       DEFINED 4           266907        0        0 
FEDERAL MOGUL CORP             COM              313549107        2      3070 SH       DEFINED 1 5           3070        0        0 
FEDERAL NATL MTG ASSN          COM              313586109  7990524 100031601 SH       DEFINED 1 5         469160        0 99562441 
FEDERAL NATL MTG ASSN          COM              313586109   292797   3665464 SH       DEFINED 2          3056284        0   609180 
FEDERAL NATL MTG ASSN          COM              313586109    11503    155900 SH       DEFINED 3            11900        0   144000 
FEDERAL NATL MTG ASSN          COM              313586109    15050    188386 SH       DEFINED 4           188386        0        0 
FEDERAL REALTY INVT TR         SH BEN INT NEW   313747206      223      8700 SH       DEFINED 1 5              0        0     8700 
FEDERAL REALTY INVT TR         SH BEN INT NEW   313747206      459     17900 SH       DEFINED 2            17900        0        0 
FEDERAL SCREW WKS              COM              313819104     4954    136000 SH       DEFINED 1 5              0        0   136000 
FEDERAL SIGNAL CORP            COM              313855108      254     10700 SH       DEFINED 1 5              0        0    10700 
FEDERAL SIGNAL CORP            COM              313855108    23459    989000 SH       DEFINED 2           989000        0        0 
FEDERATED DEPT STORES INC DE   COM              31410H101   580309  14205840 SH       DEFINED 1 5           3840        0 14202000 
FEDERATED DEPT STORES INC DE   COM              31410H101    51209   1253579 SH       DEFINED 2          1248179        0     5400 
FEDERATED DEPT STORES INC DE   COM              31410H101        1        35 SH       DEFINED 4               35        0        0 
FEDERATED INVS INC PA          CL B             314211103    51693   1597940 SH       DEFINED 1 5          20300        0  1577640 
FEDERATED INVS INC PA          CL B             314211103    10081    311610 SH       DEFINED 2           302010        0     9600 
FEDEX CORP                     COM              31428X106     8053    138600 SH       DEFINED 1 5              0        0   138600 
FEDEX CORP                     COM              31428X106    14476    249160 SH       DEFINED 2           232960        0    16200 
FEDEX CORP                     COM              31428X106       46       800 SH       DEFINED 4              800        0        0 
FELCOR LODGING TR INC          COM              31430F101      213     10000 SH       DEFINED 1 5              0        0    10000 
FERRO CORP                     COM              315405100    21233    737270 SH       DEFINED 1 5           3300        0   733970 
F5 NETWORKS INC                COM              315616102    19394    834500 SH       DEFINED 1 5              0        0   834500 
FIDELITY BANCORP INC           COM              315831107      854     44000 SH       DEFINED 1 5              0        0    44000 
FIDELITY NATL FINL INC         COM              316326107    12693    481360 SH       DEFINED 1 5              0        0   481360 
FIDELITY NATL FINL INC         COM              316326107     1308     49610 SH       DEFINED 2                0        0    49610 
FIFTH THIRD BANCORP            COM              316773100   953130  14124630 SH       DEFINED 1 5         289300        0 13835330 
FIFTH THIRD BANCORP            COM              316773100    70985   1051934 SH       DEFINED 2           947134        0   104800 
FIFTH THIRD BANCORP            COM              316773100        0      7500 SH       DEFINED 3             7500        0        0 
FIFTH THIRD BANCORP            COM              316773100      471      6921 SH       DEFINED 4             6921        0        0 
FILA HLDG SPA                  SPONSORED ADR    316850106     2699   1226630 SH       DEFINED 1 5         650630        0   576000 
FINANCIAL INDS CORP            COM              317574101    18298   1307020 SH       DEFINED 1 5              0        0  1307020 
FINISAR                        COM              31787A101   136782  17763970 SH       DEFINED 1 5         128255        0 17635715 
FINISAR                        COM              31787A101     6753    876950 SH       DEFINED 2           767150        0   109800 
FINISAR                        NOTE  5.250%10/1 31787AAC5    10651   6703000 PRN      DEFINED 1 5              0        0        0 
FINLAY ENTERPRISES INC         COM NEW          317884203    12512   1042700 SH       DEFINED 1 5              0        0  1042700 
FINISH LINE INC                CL A             317923100    21756   1179200 SH       DEFINED 1 5              0        0  1179200 
FINISH LINE INC                CL A             317923100      465     25200 SH       DEFINED 2            25200        0        0 
FIRST AMERN CORP CALIF         COM              318522307     1900     89300 SH       DEFINED 1 5              0        0    89300 
FIRST BANCORP P R              COM              318672102    76209   2637000 SH       DEFINED 1 5              0        0  2637000 
FIRST COMWLTH FINL CORP PA     COM              319829107      794     60000 SH       DEFINED 1 5              0        0    60000 
FIRST DATA CORP                COM              319963104  1736247  19899680 SH       DEFINED 1 5         427400        0 19472280 
FIRST DATA CORP                COM              319963104   131645   1508824 SH       DEFINED 2          1304724        0   204100 
FIRST DATA CORP                COM              319963104      235      2719 SH       DEFINED 4             2719        0        0 
FIRST DATA CORP                DEBT  2.000% 3/0 319963AD6     4449   3700000 PRN      DEFINED 1 5              0        0        0 
FIRST INDUSTRIAL REALTY TRUS   COM              32054K103    22410    654300 SH       DEFINED 1 5              0        0   654300 
FIRST INDUSTRIAL REALTY TRUS   COM              32054K103     1678     49000 SH       DEFINED 2            49000        0        0 
FIRST MIDWEST BANCORP DEL      COM              320867104        7       250 SH       DEFINED 1 5              0        0      250 
FIRST HEALTH GROUP CORP        COM              320960107   156925   6503310 SH       DEFINED 1 5         300800        0  6202510 
FIRST HEALTH GROUP CORP        COM              320960107    32702   1355250 SH       DEFINED 2          1304050        0    51200 
FIRST HEALTH GROUP CORP        COM              320960107        0     29600 SH       DEFINED 3            29600        0        0 
FIRST MUTUAL BANCSHARES INC    COM              32190E102     3673    267100 SH       DEFINED 1 5              0        0   267100 
1ST SOURCE CORP                COM              336901103     4042    170700 SH       DEFINED 1 5              0        0   170700 
FIRST TENN NATL CORP           COM              337162101     3309     94400 SH       DEFINED 1 5              0        0    94400 
FIRST TENN NATL CORP           COM              337162101      512     14600 SH       DEFINED 2                0        0    14600 
FIRST VA BANKS INC             COM              337477103    12271    228800 SH       DEFINED 1 5              0        0   228800 
FISERV INC                     COM              337738108    97271   2115050 SH       DEFINED 1 5              0        0  2115050 
FISERV INC                     COM              337738108     7923    172267 SH       DEFINED 2           148567        0    23700 
FIRSTMERIT CORP                COM              337915102       55      1900 SH       DEFINED 4             1900        0        0 
FLAGSTAR BANCORP INC           COM              337930101       12       500 SH       DEFINED 2              500        0        0 
FIRSTENERGY CORP               COM              337932107   241372   6980092 SH       DEFINED 1 5          72790        0  6907302 
FIRSTENERGY CORP               COM              337932107    43192   1249030 SH       DEFINED 2          1184948        0    64082 
FIRSTENERGY CORP               COM              337932107        0       100 SH       DEFINED 3              100        0        0 
FLANIGANS ENTERPRISES INC      COM              338517105     1170    195000 SH       DEFINED 1 5              0        0   195000 
FLEETBOSTON FINL CORP          COM              339030108  1309265  37407568 SH       DEFINED 1 5         205416        0 37202152 
FLEETBOSTON FINL CORP          COM              339030108    74427   2126480 SH       DEFINED 2          2004902        0   121578 
FLEETBOSTON FINL CORP          COM              339030108        0     51728 SH       DEFINED 3            51728        0        0 
FLEETBOSTON FINL CORP          COM              339030108      756     21491 SH       DEFINED 4            21491        0        0 
FLEETWOOD ENTERPRISES INC      COM              339099103    27766   2570930 SH       DEFINED 1 5         411190        0  2159740 
FLEETWOOD ENTERPRISES INC      COM              339099103    17733   1641970 SH       DEFINED 2          1624970        0    17000 
FLEETWOOD ENTERPRISES INC      COM              339099103        0     24400 SH       DEFINED 3            24400        0        0 
FLEMING COS INC                COM              339130106    71448   3189646 SH       DEFINED 1 5          11000        0  3178646 
FLEMING COS INC                COM              339130106     8198    366000 SH       DEFINED 2           366000        0        0 
FLEMING COS INC                NOTE  5.250% 3/1 339130AR7     1149   1200000 PRN      DEFINED 1 5              0        0        0 
FLORIDA EAST COAST INDS        CL A             340632108      190      6700 SH       DEFINED 1 5              0        0     6700 
FLORIDA ROCK INDS INC          COM              341140101    55200   1385535 SH       DEFINED 1 5           3800        0  1381735 
FLORIDA ROCK INDS INC          COM              341140101    16081    403650 SH       DEFINED 2           403650        0        0 
FLUOR CORP NEW                 COM              343412102   326752   8010580 SH       DEFINED 1 5          31150        0  7979430 
FLUOR CORP NEW                 COM              343412102    18168    445393 SH       DEFINED 2           401093        0    44300 
FLUOR CORP NEW                 COM              343412102        0      2300 SH       DEFINED 3             2300        0        0 
FLUOR CORP NEW                 COM              343412102       12       300 SH       DEFINED 4              300        0        0 
FLOWERS FOODS INC              COM              343498101      155      6100 SH       DEFINED 1 5              0        0     6100 
FOAMEX INTL INC                COM              344123104      311     31900 SH       DEFINED 1 5              0        0    31900 
FOCAL COMMUNICATIONS CORP      COM NEW          344155205     4823   1129598 SH       DEFINED 1 5              0        0  1129598 
FOMENTO ECONOMICO MEXICANO S   SPON ADR UNITS   344419106    25960    550586 SH       DEFINED 1 5          15900        0   534686 
FOMENTO ECONOMICO MEXICANO S   SPON ADR UNITS   344419106      434      9200 SH       DEFINED 2             9200        0        0 
FOOT LOCKER INC                COM              344849104    66581   4114988 SH       DEFINED 1 5         163380        0  3951608 
FOOT LOCKER INC                COM              344849104     5600    346100 SH       DEFINED 2           314300        0    31800 
FOOT LOCKER INC                COM              344849104        1        80 SH       DEFINED 4               80        0        0 
FOOTSTAR INC                   COM              344912100    74344   2438300 SH       DEFINED 1 5              0        0  2438300 
FORD MTR CO DEL                COM PAR $0.01    345370860   110072   6675089 SH       DEFINED 1 5              0        0  6675089 
FORD MTR CO DEL                COM PAR $0.01    345370860    24855   1507252 SH       DEFINED 2          1507252        0        0 
FORD MTR CO DEL                COM PAR $0.01    345370860      214     12967 SH       DEFINED 4            12967        0        0 
FORDING INC                    COM              345426100   105925   5392469 SH       DEFINED 1 5        4494418        0   898051 
FORDING INC                    COM              345426100      172      8746 SH       DEFINED 2             8746        0        0 
FORDING INC                    COM              345426100        1        53 SH       DEFINED 4               53        0        0 
FOREST CITY ENTERPRISES INC    CL A             345550107     5588    150000 SH       DEFINED 1 5              0        0   150000 
FOREST LABS INC                COM              345838106  1319300  16148100 SH       DEFINED 1 5         413330        0 15734770 
FOREST LABS INC                COM              345838106    76777    939746 SH       DEFINED 2           776036        0   163710 
FOREST LABS INC                COM              345838106        1        15 SH       DEFINED 4               15        0        0 
FOREST OIL CORP                COM PAR $0.01    346091705     6417    216630 SH       DEFINED 2           216630        0        0 
FORRESTER RESH INC             COM              346563109     7353    385000 SH       DEFINED 1 5          10845        0   374155 
FORTUNE BRANDS INC             COM              349631101    16549    335200 SH       DEFINED 1 5              0        0   335200 
FORTUNE BRANDS INC             COM              349631101     8693    176083 SH       DEFINED 2           140283        0    35800 
FORTUNE BRANDS INC             COM              349631101       64      1290 SH       DEFINED 4             1290        0        0 
FORWARD AIR CORP               COM              349853101     4102    129600 SH       DEFINED 1 5              0        0   129600 
FORWARD AIR CORP               COM              349853101     2834     89550 SH       DEFINED 2            89550        0        0 
FOSSIL INC                     COM              349882100    95604   3595500 SH       DEFINED 1 5              0        0  3595500 
4 KIDS ENTMT INC               COM              350865101       60      3000 SH       DEFINED 4             3000        0        0 
FOUR SEASONS HOTEL INC         LTD VTG SH       35100E104    19250    363200 SH       DEFINED 1 5              0        0   363200 
FOX ENTMT GROUP INC            CL A             35138T107   340404  14393410 SH       DEFINED 1 5          12770        0 14380640 
FOX ENTMT GROUP INC            CL A             35138T107    21234    897860 SH       DEFINED 2           849060        0    48800 
FOX ENTMT GROUP INC            CL A             35138T107        0     76100 SH       DEFINED 3            76100        0        0 
FRANKLIN RES INC               COM              354613101    17585    419500 SH       DEFINED 1 5              0        0   419500 
FRANKLIN RES INC               COM              354613101     8549    203946 SH       DEFINED 2           203946        0        0 
FREEMARKETS INC                COM              356602102    16761    729700 SH       DEFINED 1 5              0        0   729700 
FREEPORT-MCMORAN COPPER & GO   CL A             35671D105     1589     90410 SH       DEFINED 1 5           4800        0    85610 
FREEPORT-MCMORAN COPPER & GO   CL B             35671D857   150826   8559950 SH       DEFINED 1 5         873420        0  7686530 
FREEPORT-MCMORAN COPPER & GO   CL B             35671D857    15180    861495 SH       DEFINED 2           839195        0    22300 
FREMONT GEN CORP               COM              357288109     6598   1081700 SH       DEFINED 1 5              0        0  1081700 
FREQUENCY ELECTRS INC          COM              358010106     5200    400000 SH       DEFINED 1 5         400000        0        0 
FRESENIUS MED CARE AG          SPONSORED ADR    358029106        0         1 SH       DEFINED 1 5              0        0        1 
FRESH BRANDS INC               COM              35803U108     6598    388100 SH       DEFINED 1 5              0        0   388100 
FRIEDMANS INC                  CL A             358438109    18358   1707700 SH       DEFINED 1 5              0        0  1707700 
FRIENDLY ICE CREAM CORP NEW    COM              358497105     1516    240700 SH       DEFINED 1 5          24700        0   216000 
FRONTIER AIRLINES INC NEW      COM              359065109    40903   2232694 SH       DEFINED 1 5         564435        0  1668259 
FRONTIER AIRLINES INC NEW      COM              359065109    11682    637650 SH       DEFINED 2           637650        0        0 
FRONTIER FINL CORP WASH        COM              35907K105     6717    252500 SH       DEFINED 2           252500        0        0 
FRONTIER OIL CORP              COM              35914P105      269     12500 SH       DEFINED 1 5            300        0    12200 
FUELCELL ENERGY INC            COM              35952H106      118      7500 SH       DEFINED 1 5              0        0     7500 
FUELCELL ENERGY INC            COM              35952H106      109      6900 SH       DEFINED 2             6900        0        0 
FUJI PHOTO FILM LTD            ADR              359586302       29       927 SH       DEFINED 4              927        0        0 
FULLER H B CO                  COM              359694106        0         4 SH       DEFINED 1 5              0        0        4 
FULLER H B CO                  COM              359694106      919     30700 SH       DEFINED 2            30700        0        0 
FULTON FINL CORP PA            COM              360271100     6489    259150 SH       DEFINED 1 5              0        0   259150 
FULTON FINL CORP PA            COM              360271100     3641    145400 SH       DEFINED 2           145400        0        0 
FURNITURE BRANDS INTL INC      COM              360921100   155307   4260820 SH       DEFINED 1 5         421910        0  3838910 
FURNITURE BRANDS INTL INC      COM              360921100    50543   1386630 SH       DEFINED 2          1365230        0    21400 
G & K SVCS INC                 CL A             361268105    13378    359048 SH       DEFINED 1 5           2800        0   356248 
GATX CORP                      COM              361448103      165      5200 SH       DEFINED 1 5              0        0     5200 
GSE SYS INC                    COM              36227K106     1100    314300 SH       DEFINED 1 5              0        0   314300 
GSI LUMONICS INC               COM              36229U102      301     30000 SH       DEFINED 1 5          30000        0        0 
GTSI CORP                      COM              36238K103     7073    790300 SH       DEFINED 1 5              0        0   790300 
GABELLI ASSET MGMT INC         CL A             36239Y102     1191     30000 SH       DEFINED 1 5           6600        0    23400 
GABLES RESIDENTIAL TR          SH BEN INT       362418105     3819    123000 SH       DEFINED 1 5              0        0   123000 
GADZOOKS INC                   COM              362553109     2618    150000 SH       DEFINED 1 5              0        0   150000 
GALEN HLDGS PLC                SPONSORED ADR    363240102     6840    200000 SH       DEFINED 1 5              0        0   200000 
GALLAGHER ARTHUR J & CO        COM              363576109    11093    338500 SH       DEFINED 1 5              0        0   338500 
GALLAGHER ARTHUR J & CO        COM              363576109     7088    216300 SH       DEFINED 2           216300        0        0 
GALLAGHER ARTHUR J & CO        COM              363576109       29       880 SH       DEFINED 4              880        0        0 
GALLAHER GROUP PLC             SPONSORED ADR    363595109    36249   1175000 SH       DEFINED 1 5              0        0  1175000 
GALLAHER GROUP PLC             SPONSORED ADR    363595109     2647     85760 SH       DEFINED 4            85760        0        0 
GALYANS TRADING INC            COM              36458R101     3825    250000 SH       DEFINED 1 5              0        0   250000 
GAMETECH INTERNATIONAL INC     COM              36466D102     1652    371200 SH       DEFINED 1 5              0        0   371200 
GAMESTOP CORP                  CL A             36466R101    19554    968000 SH       DEFINED 1 5           2600        0   965400 
GANNETT INC                    COM              364730101   507460   6668328 SH       DEFINED 1 5           7540        0  6660788 
GANNETT INC                    COM              364730101    18711    245874 SH       DEFINED 2           224274        0    21600 
GANNETT INC                    COM              364730101      322      4237 SH       DEFINED 4             4237        0        0 
GAP INC DEL                    COM              364760108   958491  63729347 SH       DEFINED 1 5        1331400        0 62397947 
GAP INC DEL                    COM              364760108    27475   1826766 SH       DEFINED 2          1543166        0   283600 
GAP INC DEL                    COM              364760108        0     40400 SH       DEFINED 3            40400        0        0 
GAP INC DEL                    COM              364760108        6       375 SH       DEFINED 4              375        0        0 
GARDEN FRESH RESTAURANT CORP   COM              365235100      108     11180 SH       DEFINED 1 5              0        0    11180 
GARDNER DENVER INC             COM              365558105    37300   1522455 SH       DEFINED 1 5              0        0  1522455 
GART SPORTS CO                 COM              366630101     1661     55000 SH       DEFINED 1 5              0        0    55000 
GART SPORTS CO                 COM              366630101     4648    153900 SH       DEFINED 2           153900        0        0 
GATEWAY INC                    COM              367626108    14054   2223690 SH       DEFINED 1 5          32687        0  2191003 
GATEWAY INC                    COM              367626108     1528    241773 SH       DEFINED 2           241773        0        0 
GEHL CO                        COM              368483103     9935    655800 SH       DEFINED 1 5              0        0   655800 
GEHL CO                        COM              368483103      439     29000 SH       DEFINED 2            29000        0        0 
GEMSTAR-TV GUIDE INTL INC      COM              36866W106   210458  14230030 SH       DEFINED 1 5         257240        0 13972790 
GEMSTAR-TV GUIDE INTL INC      COM              36866W106    25338   1713180 SH       DEFINED 2          1678480        0    34700 
GEMSTAR-TV GUIDE INTL INC      COM              36866W106        0     31200 SH       DEFINED 3            31200        0        0 
GEMSTAR-TV GUIDE INTL INC      COM              36866W106      945     63900 SH       DEFINED 4            63900        0        0 
GENCORP INC                    COM              368682100    24967   1588200 SH       DEFINED 1 5              0        0  1588200 
GENCORP INC                    COM              368682100     4699    298900 SH       DEFINED 2           298900        0        0 
GENENTECH INC                  COM NEW          368710406    50060    992276 SH       DEFINED 1 5              0        0   992276 
GENENTECH INC                  COM NEW          368710406     5126    101600 SH       DEFINED 2           101600        0        0 
GENERAL BINDING CORP           COM              369154109     2192    149550 SH       DEFINED 1 5          34100        0   115450 
GENERAL CABLE CORP DEL NEW     COM              369300108    28706   2010200 SH       DEFINED 1 5            500        0  2009700 
GENERAL CABLE CORP DEL NEW     COM              369300108     6397    448000 SH       DEFINED 2           448000        0        0 
GENERAL DYNAMICS CORP          COM              369550108   299503   3187870 SH       DEFINED 1 5          52470        0  3135400 
GENERAL DYNAMICS CORP          COM              369550108    24373    259427 SH       DEFINED 2           193527        0    65900 
GENERAL DYNAMICS CORP          COM              369550108       16       165 SH       DEFINED 4              165        0        0 
GENERAL ELEC CO                COM              369604103 10045191 268229409 SH       DEFINED 1 5         542200        0267687209 
GENERAL ELEC CO                COM              369604103   737279  19687014 SH       DEFINED 2         16804833        0  2882181 
GENERAL ELEC CO                COM              369604103     6551    174913 SH       DEFINED 4           174913        0        0 
GENERAL GROWTH PPTYS INC       COM              370021107    70849   1602910 SH       DEFINED 1 5              0        0  1602910 
GENERAL GROWTH PPTYS INC       COM              370021107    47418   1072800 SH       DEFINED 2          1072800        0        0 
GENERAL MLS INC                COM              370334104    25352    518974 SH       DEFINED 1 5              0        0   518974 
GENERAL MLS INC                COM              370334104    13903    284603 SH       DEFINED 2           284603        0        0 
GENERAL MLS INC                COM              370334104     7083    145000 SH       DEFINED 4           145000        0        0 
GENERAL MTRS CORP              COM              370442105   597248   9880031 SH       DEFINED 1 5              0        0  9880031 
GENERAL MTRS CORP              COM              370442105    37248    616178 SH       DEFINED 2           566578        0    49600 
GENERAL MTRS CORP              COM              370442105        0     15200 SH       DEFINED 3            15200        0        0 
GENERAL MTRS CORP              COM              370442105      210      3484 SH       DEFINED 4             3484        0        0 
GENERAL MTRS CORP              DEB SR CONV B    370442733   149441   5490100 SH       DEFINED 1 5              0        0  5490100 
GENERAL MTRS CORP              DEB SR CONV B    370442733     1647     60500 SH       DEFINED 2            60500        0        0 
GENERAL MTRS CORP              CL H NEW         370442832   114092   6935705 SH       DEFINED 1 5          24880        0  6910825 
GENERAL MTRS CORP              CL H NEW         370442832     1563     94990 SH       DEFINED 2            50855        0    44135 
GENERAL MTRS CORP              CL H NEW         370442832        0     31307 SH       DEFINED 3            31307        0        0 
GENERAL MTRS CORP              CL H NEW         370442832       52      3161 SH       DEFINED 4             3161        0        0 
GENESCO INC                    COM              371532102       47      1690 SH       DEFINED 1 5           1690        0        0 
GENESCO INC                    COM              371532102      769     27900 SH       DEFINED 2            27900        0        0 
GENESEE & WYO INC              CL A             371559105    17925    757295 SH       DEFINED 1 5           2445        0   754850 
GENESEE & WYO INC              CL A             371559105    10367    437975 SH       DEFINED 2           435950        0     2025 
GENESIS MICROCHIP INC DEL      COM              37184C103        5       200 SH       DEFINED 1 5              0        0      200 
GENTEX CORP                    COM              371901109    26359    889600 SH       DEFINED 1 5              0        0   889600 
GENTEX CORP                    COM              371901109       12       400 SH       DEFINED 4              400        0        0 
GENLYTE GROUP INC              COM              372302109    51393   1368300 SH       DEFINED 1 5           6100        0  1362200 
GENUINE PARTS CO               COM              372460105    80646   2193260 SH       DEFINED 1 5            360        0  2192900 
GENUINE PARTS CO               COM              372460105    49652   1350342 SH       DEFINED 2          1350342        0        0 
GENUINE PARTS CO               COM              372460105       25       684 SH       DEFINED 4              684        0        0 
GENTIVA HEALTH SERVICES INC    COM              37247A102     5621    227000 SH       DEFINED 1 5              0        0   227000 
GENTIVA HEALTH SERVICES INC    COM              37247A102      389     15700 SH       DEFINED 2            15700        0        0 
GENZYME CORP                   COM GENL DIV     372917104   194187   4446690 SH       DEFINED 1 5          63100        0  4383590 
GENZYME CORP                   COM GENL DIV     372917104     7245    165893 SH       DEFINED 2           165893        0        0 
GENZYME CORP                   COM GENL DIV     372917104      162      3700 SH       DEFINED 4             3700        0        0 
GENZYME CORP                   COM-MOLECULAR    372917500       22      3790 SH       DEFINED 1 5           3790        0        0 
GENZYME CORP                   COM BIOSURGERY   372917708        0        72 SH       DEFINED 2               48        0       24 
GEORGIA GULF CORP              COM PAR $0.01    373200203    29632   1103622 SH       DEFINED 1 5              0        0  1103622 
GEORGIA GULF CORP              COM PAR $0.01    373200203    14229    529960 SH       DEFINED 2           515960        0    14000 
GEORGIA GULF CORP              COM PAR $0.01    373200203        0     18900 SH       DEFINED 3            18900        0        0 
GEORGIA PAC CORP               COM              373298108   387370  12933904 SH       DEFINED 1 5           5970        0 12927934 
GEORGIA PAC CORP               COM              373298108     5375    179481 SH       DEFINED 2           179481        0        0 
GEORGIA PAC CORP               COM              373298108        3       100 SH       DEFINED 4              100        0        0 
GETTY IMAGES INC               COM              374276103      599     20000 SH       DEFINED 1 5              0        0    20000 
GETTY IMAGES INC               COM              374276103     1654     55200 SH       DEFINED 2            55200        0        0 
GETTY IMAGES INC               NOTE  5.000% 3/1 374276AE3     1770   2000000 PRN      DEFINED 1 5              0        0        0 
GIANT INDS INC                 COM              374508109     9286    901600 SH       DEFINED 1 5              0        0   901600 
GILAT SATELLITE NETWORKS LTD   NOTE  4.250% 3/1 375255AE6     3866  12080000 PRN      DEFINED 1 5              0        0        0 
GILEAD SCIENCES INC            COM              375558103   786199  21844940 SH       DEFINED 1 5         180500        0 21664440 
GILEAD SCIENCES INC            COM              375558103    11948    331980 SH       DEFINED 2           314380        0    17600 
GILEAD SCIENCES INC            COM              375558103        0      2000 SH       DEFINED 3             2000        0        0 
GILEAD SCIENCES INC            COM              375558103        3        90 SH       DEFINED 4               90        0        0 
GILEAD SCIENCES INC            NOTE  5.000%12/1 375558AB9    24682  15200000 PRN      DEFINED 1 5              0        0        0 
GILLETTE CO                    COM              375766102  3710997 109114870 SH       DEFINED 1 5         898490        0108216380 
GILLETTE CO                    COM              375766102   235019   6910303 SH       DEFINED 2          6022203        0   888100 
GILLETTE CO                    COM              375766102        0     78000 SH       DEFINED 3            78000        0        0 
GILLETTE CO                    COM              375766102      858     25274 SH       DEFINED 4            25274        0        0 
GILDAN ACTIVEWEAR INC          SUB VTG SHS A    375916103    54689   3149200 SH       DEFINED 1 5         671000        0  2478200 
GLAMIS GOLD LTD                COM              376775102     5049    968440 SH       DEFINED 1 5         291640        0   676800 
GLATFELTER                     COM              377316104      807     45000 SH       DEFINED 1 5              0        0    45000 
GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W105   134035   2851808 SH       DEFINED 1 5              0        0  2851808 
GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W105      702     15091 SH       DEFINED 4            15091        0        0 
GLENBOROUGH RLTY TR INC        COM              37803P105     2860    133000 SH       DEFINED 1 5              0        0   133000 
GLENBOROUGH RLTY TR INC        PFD CV SER A%    37803P204     2254    102200 SH       DEFINED 1 5              0        0   102200 
GLENBOROUGH RLTY TR INC        PFD CV SER A%    37803P204     1764     80000 SH       DEFINED 2            35000        0    45000 
GLOBAL INDS LTD                COM              379336100    84175   9022025 SH       DEFINED 1 5           5820        0  9016205 
GLOBAL INDS LTD                COM              379336100     9150    980700 SH       DEFINED 2           980700        0        0 
GLOBAL PMTS INC                COM              37940X102      275      7500 SH       DEFINED 1 5              0        0     7500 
GLOBAL POWER EQUIPMENT INC     COM              37941P108        4       300 SH       DEFINED 1 5            100        0      200 
GLOBESPANVIRATA INC            COM              37957V106    25007   1676100 SH       DEFINED 1 5          60400        0  1615700 
GLOBESPANVIRATA INC            COM              37957V106       75      5000 SH       DEFINED 2                0        0     5000 
GLOBO CABO S A                 SPONSORED ADR    37957X102      400    184300 SH       DEFINED 1 5          18000        0   166300 
GOLD FIELDS LTD NEW            SPONSORED ADR    38059T106    13508   1296400 SH       DEFINED 1 5           6100        0  1290300 
GOLD FIELDS LTD NEW            SPONSORED ADR    38059T106      224     21500 SH       DEFINED 2                0        0    21500 
GOLDCORP INC NEW               COM              380956409   203705  11698524 SH       DEFINED 1 5         758120        0 10940404 
GOLDCORP INC NEW               COM              380956409     3336    191216 SH       DEFINED 2           175316        0    15900 
GOLDEN ST BANCORP INC          COM              381197102    19551    658492 SH       DEFINED 1 5              0        0   658492 
GOLDEN ST BANCORP INC          COM              381197102     2530     85200 SH       DEFINED 2            46200        0    39000 
GOLDEN ST BANCORP INC          *W EXP 99/99/999 381197136        4      3300 SH       DEFINED 1 5           3300        0        0 
GOLDEN ST VINTNERS INC         CL B             38121K208     1325    378500 SH       DEFINED 1 5              0        0   378500 
GOLDEN WEST FINL CORP DEL      COM              381317106   347022   5464910 SH       DEFINED 1 5          12400        0  5452510 
GOLDEN WEST FINL CORP DEL      COM              381317106    28379    446907 SH       DEFINED 2           360407        0    86500 
GOLDEN WEST FINL CORP DEL      COM              381317106        6        90 SH       DEFINED 4               90        0        0 
GOLDMAN SACHS GROUP INC        COM              38141G104   884863   9804580 SH       DEFINED 1 5          27000        0  9777580 
GOLDMAN SACHS GROUP INC        COM              38141G104    25297    280300 SH       DEFINED 2           269400        0    10900 
GOLDMAN SACHS GROUP INC        COM              38141G104        0      4500 SH       DEFINED 3             4500        0        0 
GOLDMAN SACHS GROUP INC        COM              38141G104       24       267 SH       DEFINED 4              267        0        0 
GOLF TR AMER INC               COM              38168B103     1834    319000 SH       DEFINED 1 5              0        0   319000 
GOLF TR AMER INC               COM              38168B103     4389    763300 SH       DEFINED 2           763300        0        0 
GOODRICH CORP                  COM              382388106    26887    849790 SH       DEFINED 1 5           6340        0   843450 
GOODRICH CORP                  COM              382388106     2701     85355 SH       DEFINED 2            84455        0      900 
GOODRICH PETE CORP             COM NEW          382410405       25      5294 SH       DEFINED 1 5           5294        0        0 
GOODYEAR TIRE & RUBR CO        COM              382550101   128806   5037400 SH       DEFINED 1 5              0        0  5037400 
GOODYEAR TIRE & RUBR CO        COM              382550101     3258    127397 SH       DEFINED 2           127397        0        0 
GOODYS FAMILY CLOTHING INC     COM              382588101     3156    402000 SH       DEFINED 1 5              0        0   402000 
GRACE W R & CO DEL NEW         COM              38388F108     5113   2324000 SH       DEFINED 1 5              0        0  2324000 
GRACO INC                      COM              384109104    63845   1562910 SH       DEFINED 1 5          19100        0  1543810 
GRACO INC                      COM              384109104    10674    261300 SH       DEFINED 2           216200        0    45100 
GRAINGER W W INC               COM              384802104    32029    569600 SH       DEFINED 1 5              0        0   569600 
GRAINGER W W INC               COM              384802104     4113     73150 SH       DEFINED 2            73150        0        0 
GRAINGER W W INC               COM              384802104       28       500 SH       DEFINED 4              500        0        0 
GRANITE BROADCASTING CORP      COM              387241102       32     15000 SH       DEFINED 1 5              0        0    15000 
GRANITE CONSTR INC             COM              387328107     3161    128435 SH       DEFINED 2           128435        0        0 
GRANT PRIDECO INC              COM              38821G101    34802   2543975 SH       DEFINED 1 5          52470        0  2491505 
GRANT PRIDECO INC              COM              38821G101    14572   1065220 SH       DEFINED 2          1065220        0        0 
GRAPHIC PACKAGING INTL CORP    COM              388690109      195     30500 SH       DEFINED 1 5              0        0    30500 
GREAT ATLANTIC & PAC TEA INC   COM              390064103     3156    113200 SH       DEFINED 1 5              0        0   113200 
GREAT ATLANTIC & PAC TEA INC   COM              390064103     4288    153800 SH       DEFINED 2           153800        0        0 
GREAT LAKES CHEM CORP          COM              390568103    19457    690700 SH       DEFINED 1 5              0        0   690700 
GREAT LAKES CHEM CORP          COM              390568103     1093     38817 SH       DEFINED 2            38817        0        0 
GREAT SOUTHN BANCORP INC       COM              390905107     3949    123800 SH       DEFINED 1 5              0        0   123800 
GREENPOINT FINL CORP           COM              395384100    20285    464200 SH       DEFINED 1 5              0        0   464200 
GREY WOLF INC                  COM              397888108    29621   7480110 SH       DEFINED 1 5         600470        0  6879640 
GREY WOLF INC                  COM              397888108     6846   1728700 SH       DEFINED 2          1728700        0        0 
GROUP 1 AUTOMOTIVE INC         COM              398905109      444     11370 SH       DEFINED 1 5            300        0    11070 
GROUP 1 AUTOMOTIVE INC         COM              398905109    20189    517000 SH       DEFINED 2           516200        0      800 
GROUP 1 SOFTWARE INC NEW       COM              39943Y103      622     44600 SH       DEFINED 1 5              0        0    44600 
GROUPE DANONE                  SPONSORED ADR    399449107      675     28500 SH       DEFINED 1 5              0        0    28500 
GROUPE CGI INC                 CL A SUB VTG     39945C109   177046  28188990 SH       DEFINED 1 5       27323590        0   865400 
GROUPE CGI INC                 CL A SUB VTG     39945C109      581     92900 SH       DEFINED 2            92900        0        0 
GRUPO RADIO CENTRO S A DE C    SPONSORED ADR    40049C102    13499   2368200 SH       DEFINED 1 5              0        0  2368200 
GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206   111062   2289462 SH       DEFINED 1 5          46630        0  2242832 
GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206     8965    184800 SH       DEFINED 2            49300        0   135500 
GTECH HLDGS CORP               COM              400518106       54      1100 SH       DEFINED 1 5           1000        0      100 
GRUPO TMM S A DE CV            SP ADR L SHS     40051D204     1340    119600 SH       DEFINED 1 5          11700        0   107900 
GRUPO TMM S A DE CV            SP ADR L SHS     40051D204        4       400 SH       DEFINED 2              400        0        0 
GUCCI GROUP N V                COM NY REG       401566104      194      2100 SH       DEFINED 1 5            500        0     1600 
GUESS INC                      COM              401617105     3974    510800 SH       DEFINED 1 5          15900        0   494900 
GUESS INC                      COM              401617105      145     18600 SH       DEFINED 2            18600        0        0 
GUIDANT CORP                   COM              401698105   992764  22916998 SH       DEFINED 1 5        1263450        0 21653548 
GUIDANT CORP                   COM              401698105    72747   1679294 SH       DEFINED 2          1539394        0   139900 
GUIDANT CORP                   COM              401698105        0      2300 SH       DEFINED 3             2300        0        0 
GUIDANT CORP                   COM              401698105       58      1344 SH       DEFINED 4             1344        0        0 
GUILFORD PHARMACEUTICALS INC   COM              401829106     3076    432000 SH       DEFINED 1 5              0        0   432000 
GUITAR CTR MGMT INC            COM              402040109    26425   1508300 SH       DEFINED 1 5              0        0  1508300 
GUITAR CTR MGMT INC            COM              402040109      366     20900 SH       DEFINED 2            20900        0        0 
GULF ISLAND FABRICATION INC    COM              402307102     4440    295800 SH       DEFINED 1 5              0        0   295800 
GYMBOREE CORP                  COM              403777105       74      5000 SH       DEFINED 1 5              0        0     5000 
H & Q HEALTHCARE FD            SH BEN INT       404052102        7       316 SH       DEFINED 4              316        0        0 
HCA INC                        COM              404119109   778465  17660273 SH       DEFINED 1 5        1125740        0 16534533 
HCA INC                        COM              404119109    25461    577619 SH       DEFINED 2           473119        0   104500 
HCA INC                        COM              404119109       59      1357 SH       DEFINED 4             1357        0        0 
HCC INS HLDGS INC              COM              404132102    70051   2506300 SH       DEFINED 1 5          40800        0  2465500 
HCC INS HLDGS INC              COM              404132102    21759    778490 SH       DEFINED 2           775190        0     3300 
HMN FINL INC                   COM              40424G108      668     41600 SH       DEFINED 1 5              0        0    41600 
HPSC INC                       COM              404264103     1180    168800 SH       DEFINED 1 5              0        0   168800 
HPSC INC                       COM              404264103      488     69800 SH       DEFINED 2            69800        0        0 
HPL TECHNOLOGIES INC           COM              40426C105      255     15500 SH       DEFINED 1 5              0        0    15500 
HPL TECHNOLOGIES INC           COM              40426C105      341     20700 SH       DEFINED 2            20700        0        0 
HSBC HLDGS PLC                 SPON ADR NEW     404280406     7402    127000 SH       DEFINED 1 5              0        0   127000 
HAIN CELESTIAL GROUP INC       COM              405217100    24649   1107800 SH       DEFINED 1 5              0        0  1107800 
HAIN CELESTIAL GROUP INC       COM              405217100     4467    200779 SH       DEFINED 2           200779        0        0 
HALL KINION ASSOCIATES INC     COM              406069104      100     12100 SH       DEFINED 1 5              0        0    12100 
HALLIBURTON CO                 COM              406216101   302689  17732247 SH       DEFINED 1 5          24700        0 17707547 
HALLIBURTON CO                 COM              406216101     5649    330936 SH       DEFINED 2           330936        0        0 
HAMPSHIRE GROUP LTD            COM              408859106     8751    466700 SH       DEFINED 1 5              0        0   466700 
HANCOCK FABRICS INC            COM              409900107     4854    268900 SH       DEFINED 1 5              0        0   268900 
HANCOCK HLDG CO                COM              410120109      626     11650 SH       DEFINED 1 5              0        0    11650 
HANCOCK JOHN FINL SVCS INC     COM              41014S106     7648    200270 SH       DEFINED 1 5          44600        0   155670 
HANCOCK JOHN FINL SVCS INC     COM              41014S106     8989    235388 SH       DEFINED 2           235388        0        0 
HANCOCK JOHN FINL SVCS INC     COM              41014S106       81      2118 SH       DEFINED 4             2118        0        0 
HANDLEMAN CO DEL               COM              410252100    22517   2192500 SH       DEFINED 1 5              0        0  2192500 
HANDLEMAN CO DEL               COM              410252100      575     56000 SH       DEFINED 2            56000        0        0 
HANGER ORTHOPEDIC GROUP INC    COM NEW          41043F208     7529    727420 SH       DEFINED 1 5         122409        0   605011 
HANMI FINL CORP                COM              410495105    23227   1366315 SH       DEFINED 1 5              0        0  1366315 
HANOVER COMPRESSOR CO          COM              410768105     5971    331900 SH       DEFINED 1 5              0        0   331900 
HANSEN NAT CORP                COM              411310105     1458    345385 SH       DEFINED 1 5              0        0   345385 
HARDINGE INC                   COM              412324303     2984    217800 SH       DEFINED 1 5              0        0   217800 
HARLAND JOHN H CO              COM              412693103    63047   2168800 SH       DEFINED 1 5              0        0  2168800 
HARLAND JOHN H CO              COM              412693103     8401    289000 SH       DEFINED 2           289000        0        0 
HARLEY DAVIDSON INC            COM              412822108   208619   3784120 SH       DEFINED 1 5           2700        0  3781420 
HARLEY DAVIDSON INC            COM              412822108    14795    268365 SH       DEFINED 2           252265        0    16100 
HARLEY DAVIDSON INC            COM              412822108      378      6863 SH       DEFINED 4             6863        0        0 
HARLEYSVILLE NATL CORP PA      COM              412850109     1790     76850 SH       DEFINED 1 5              0        0    76850 
HARMAN INTL INDS INC           COM              413086109   150059   3040700 SH       DEFINED 1 5              0        0  3040700 
HARMAN INTL INDS INC           COM              413086109      602     12200 SH       DEFINED 2            12200        0        0 
HARMONY GOLD MNG LTD           SPONSORED ADR    413216300     1130    100000 SH       DEFINED 1 5              0        0   100000 
HARRAHS ENTMT INC              COM              413619107   436731   9867402 SH       DEFINED 1 5         215250        0  9652152 
HARRAHS ENTMT INC              COM              413619107    75381   1703136 SH       DEFINED 2          1656036        0    47100 
HARRAHS ENTMT INC              COM              413619107        0     49200 SH       DEFINED 3            49200        0        0 
HARRAHS ENTMT INC              COM              413619107        9       200 SH       DEFINED 4              200        0        0 
HARRIS CORP DEL                COM              413875105    35102    977500 SH       DEFINED 1 5          20200        0   957300 
HARSCO CORP                    COM              415864107    53146   1357837 SH       DEFINED 1 5              0        0  1357837 
HARTE-HANKS INC                COM              416196103      633     20000 SH       DEFINED 1 5           1800        0    18200 
HARTFORD FINL SVCS GROUP INC   COM              416515104   842008  12360660 SH       DEFINED 1 5          39500        0 12321160 
HARTFORD FINL SVCS GROUP INC   COM              416515104    25216    370165 SH       DEFINED 2           342865        0    27300 
HARTFORD FINL SVCS GROUP INC   COM              416515104        0     21500 SH       DEFINED 3            21500        0        0 
HARTFORD FINL SVCS GROUP INC   COM              416515104      404      5965 SH       DEFINED 4             5965        0        0 
HASBRO INC                     COM              418056107   108101   6833180 SH       DEFINED 1 5          20280        0  6812900 
HASBRO INC                     COM              418056107     2104    133004 SH       DEFINED 2           133004        0        0 
HAWTHORNE FINL CORP            COM              420542102    15245    521200 SH       DEFINED 1 5              0        0   521200 
HEALTHCARE SVCS GRP INC        COM              421906108     1363    119020 SH       DEFINED 1 5          23600        0    95420 
HEALTHSOUTH CORP               COM              421924101   538836  37549570 SH       DEFINED 1 5         335460        0 37214110 
HEALTHSOUTH CORP               COM              421924101    21836   1521697 SH       DEFINED 2          1477797        0    43900 
HEALTHSOUTH CORP               COM              421924101        0      6600 SH       DEFINED 3             6600        0        0 
HEALTHSOUTH CORP               COM              421924101        3       199 SH       DEFINED 4              199        0        0 
HEALTHSOUTH CORP               SDCV  3.250% 4/0 421924AF8     5378   5580000 PRN      DEFINED 1 5              0        0        0 
HEALTHSOUTH CORP               SDCV  3.250% 4/0 421924AF8     1634   1695000 PRN      DEFINED 2                0        0        0 
HEALTH MGMT ASSOC INC NEW      CL A             421933102   443347  21386727 SH       DEFINED 1 5         191290        0 21195437 
HEALTH MGMT ASSOC INC NEW      CL A             421933102    16751    808065 SH       DEFINED 2           664065        0   144000 
HEALTHCARE RLTY TR             COM              421946104     3801    125200 SH       DEFINED 1 5              0        0   125200 
HEALTHCARE RLTY TR             COM              421946104    15274    503100 SH       DEFINED 2           503100        0        0 
HEALTH NET INC                 COM              42222G108     5847    213100 SH       DEFINED 1 5              0        0   213100 
HEALTH NET INC                 COM              42222G108     1037     37800 SH       DEFINED 2                0        0    37800 
HEARST-ARGYLE TELEVISION INC   COM              422317107     1234     49900 SH       DEFINED 1 5              0        0    49900 
HEARTLAND EXPRESS INC          COM              422347104    26749   1340138 SH       DEFINED 1 5              0        0  1340138 
HEARTLAND EXPRESS INC          COM              422347104     2245    112468 SH       DEFINED 2           112468        0        0 
HEINZ H J CO                   COM              423074103    25403    612112 SH       DEFINED 1 5              0        0   612112 
HEINZ H J CO                   COM              423074103    11514    277455 SH       DEFINED 2           277455        0        0 
HEINZ H J CO                   COM              423074103      235      5671 SH       DEFINED 4             5671        0        0 
HELIX TECHNOLOGY CORP          COM              423319102    27609   1090410 SH       DEFINED 1 5         171907        0   918503 
HELIX TECHNOLOGY CORP          COM              423319102     6879    271700 SH       DEFINED 2           271700        0        0 
HELMERICH & PAYNE INC          COM              423452101    81916   2043300 SH       DEFINED 1 5          20900        0  2022400 
HELMERICH & PAYNE INC          COM              423452101    18245    455100 SH       DEFINED 2           455100        0        0 
HENRY JACK & ASSOC INC         COM              426281101    14140    637500 SH       DEFINED 1 5              0        0   637500 
HENRY JACK & ASSOC INC         COM              426281101     2482    111900 SH       DEFINED 2           111900        0        0 
HERBALIFE INTL INC             CL A             426908208    20530   1405170 SH       DEFINED 1 5          73700        0  1331470 
HERBALIFE INTL INC             CL B             426908307    35937   2632770 SH       DEFINED 1 5          80000        0  2552770 
HERCULES INC                   COM              427056106    28649   2152400 SH       DEFINED 1 5              0        0  2152400 
HERCULES INC                   COM              427056106     1076     80855 SH       DEFINED 2            80855        0        0 
HERSHEY FOODS CORP             COM              427866108   310819   4534850 SH       DEFINED 1 5          40500        0  4494350 
HERSHEY FOODS CORP             COM              427866108    26647    388784 SH       DEFINED 2           313584        0    75200 
HERSHEY FOODS CORP             COM              427866108       68       993 SH       DEFINED 4              993        0        0 
HEWLETT PACKARD CO             COM              428236103   409855  22845903 SH       DEFINED 1 5         155300        0 22690603 
HEWLETT PACKARD CO             COM              428236103    31603   1761588 SH       DEFINED 2          1528888        0   232700 
HEWLETT PACKARD CO             COM              428236103      997     55772 SH       DEFINED 4            55772        0        0 
HEXCEL CORP NEW                NOTE  7.000% 8/0 428291AA6      731   1215000 PRN      DEFINED 1 5              0        0        0 
HEXCEL CORP NEW                NOTE  7.000% 8/0 428291AA6      364    605000 PRN      DEFINED 2                0        0        0 
HIBBETT SPORTING GOODS INC     COM              428565105    32303   1374600 SH       DEFINED 1 5              0        0  1374600 
HIBBETT SPORTING GOODS INC     COM              428565105     2683    114150 SH       DEFINED 2           114150        0        0 
HIBERNIA CORP                  CL A             428656102    28425   1488245 SH       DEFINED 1 5              0        0  1488245 
HIBERNIA CORP                  CL A             428656102     9187    481000 SH       DEFINED 2           481000        0        0 
HIBERNIA CORP                  CL A             428656102       12       650 SH       DEFINED 4              650        0        0 
HILB ROGAL & HAMILTON CO       COM              431294107      406     13000 SH       DEFINED 1 5              0        0    13000 
HILB ROGAL & HAMILTON CO       COM              431294107    15497    496700 SH       DEFINED 2           496700        0        0 
HILLENBRAND INDS INC           COM              431573104    82794   1343400 SH       DEFINED 1 5          30900        0  1312500 
HILLENBRAND INDS INC           COM              431573104    40793    661900 SH       DEFINED 2           661900        0        0 
HILTON HOTELS CORP             COM              432848109    55825   3903860 SH       DEFINED 1 5           9860        0  3894000 
HILTON HOTELS CORP             COM              432848109     6411    448320 SH       DEFINED 2           431520        0    16800 
HILTON HOTELS CORP             COM              432848109       21      1500 SH       DEFINED 4             1500        0        0 
HILTON HOTELS CORP             NOTE  5.000% 5/1 432848AL3    20923  22170000 PRN      DEFINED 1 5              0        0        0 
HILTON HOTELS CORP             NOTE  5.000% 5/1 432848AL3     2190   2320000 PRN      DEFINED 2                0        0        0 
HIRSCH INTL CORP               CL A             433550100      307    681500 SH       DEFINED 1 5              0        0   681500 
HISPANIC BROADCASTING CORP     CL A             43357B104     9601    329700 SH       DEFINED 1 5              0        0   329700 
HOLLINGER INTL INC             CL A             435569108    12386    944800 SH       DEFINED 1 5              0        0   944800 
HOLLY CORP                     COM PAR $0.01    435758305    27960   1507300 SH       DEFINED 1 5              0        0  1507300 
HOLLYWOOD CASINO CORP          CL A             436132203    11263    683050 SH       DEFINED 1 5              0        0   683050 
HOLLYWOOD ENTMT CORP           COM              436141105    25200   1500000 SH       DEFINED 1 5              0        0  1500000 
HOLOGIC INC                    COM              436440101     1545    100000 SH       DEFINED 1 5              0        0   100000 
HOME DEPOT INC                 COM              437076102  4086427  84065562 SH       DEFINED 1 5         388270        0 83677292 
HOME DEPOT INC                 COM              437076102   237310   4881911 SH       DEFINED 2          4188221        0   693690 
HOME DEPOT INC                 COM              437076102    11911    244532 SH       DEFINED 4           244532        0        0 
HOME PPTYS N Y INC             COM              437306103    20499    595029 SH       DEFINED 1 5              0        0   595029 
HOME PPTYS N Y INC             COM              437306103    38825   1126995 SH       DEFINED 2          1126995        0        0 
HOMESTORE COM INC              COM              437852106     7286   2698560 SH       DEFINED 1 5              0        0  2698560 
HON INDS INC                   COM              438092108     3088    108700 SH       DEFINED 1 5              0        0   108700 
HONDA MOTOR LTD                AMERN SHS        438128308       36      1720 SH       DEFINED 1 5           1720        0        0 
HONDA MOTOR LTD                AMERN SHS        438128308       53      2500 SH       DEFINED 4             2500        0        0 
HONEYWELL INTL INC             COM              438516106   927225  24228495 SH       DEFINED 1 5          11940        0 24216555 
HONEYWELL INTL INC             COM              438516106    27385    715570 SH       DEFINED 2           669170        0    46400 
HONEYWELL INTL INC             COM              438516106        0     19700 SH       DEFINED 3            19700        0        0 
HONEYWELL INTL INC             COM              438516106     8041    210100 SH       DEFINED 4           210100        0        0 
HORIZON HEALTH CORP            COM              44041Y104    10521    674400 SH       DEFINED 1 5              0        0   674400 
HORIZON OFFSHORE INC           COM              44043J105     6080    518300 SH       DEFINED 1 5         115500        0   402800 
HORIZON OFFSHORE INC           COM              44043J105      183     15600 SH       DEFINED 2            15600        0        0 
HORIZON ORGANIC HOLDING        COM              44043T103     4928    299600 SH       DEFINED 2           299600        0        0 
HORMEL FOODS CORP              COM              440452100    44870   1640570 SH       DEFINED 1 5           5770        0  1634800 
HORMEL FOODS CORP              COM              440452100      769     28100 SH       DEFINED 2            28100        0        0 
HOSPITALITY PPTYS TR           COM SH BEN INT   44106M102     4607    134200 SH       DEFINED 1 5              0        0   134200 
HOSPITALITY PPTYS TR           COM SH BEN INT   44106M102    17086    497700 SH       DEFINED 2           497700        0        0 
HOST MARRIOTT CORP NEW         COM              44107P104    78780   6592500 SH       DEFINED 1 5              0        0  6592500 
HOT TOPIC INC                  COM              441339108    17195    822750 SH       DEFINED 1 5           3600        0   819150 
HOTEL RESERVATIONS NETWORK I   CL A             441451101     6370    108100 SH       DEFINED 1 5              0        0   108100 
HOTEL RESERVATIONS NETWORK I   CL A             441451101     4655     79000 SH       DEFINED 2            79000        0        0 
HOUSEHOLD INTL INC             COM              441815107   995026  17518065 SH       DEFINED 1 5          25639        0 17492426 
HOUSEHOLD INTL INC             COM              441815107    36010    633973 SH       DEFINED 2           585673        0    48300 
HOUSEHOLD INTL INC             COM              441815107        0     28700 SH       DEFINED 3            28700        0        0 
HOUSEHOLD INTL INC             COM              441815107      176      3057 SH       DEFINED 4             3057        0        0 
HOVNANIAN ENTERPRISES INC      CL A             442487203     1088     40900 SH       DEFINED 1 5              0        0    40900 
HOWELL CORP                    COM              443051107     6983    588786 SH       DEFINED 1 5              0        0   588786 
HUBBELL INC                    CL B             443510201    57338   1742790 SH       DEFINED 1 5              0        0  1742790 
HUBBELL INC                    CL B             443510201    29981    911270 SH       DEFINED 2           903570        0     7700 
HUBBELL INC                    CL B             443510201        7       206 SH       DEFINED 4              206        0        0 
HUDSON CITY BANCORP            COM              443683107    27541    848470 SH       DEFINED 1 5          16200        0   832270 
HUDSON CITY BANCORP            COM              443683107    20312    625760 SH       DEFINED 2           605660        0    20100 
HUMANA INC                     COM              444859102      252     18590 SH       DEFINED 1 5          18590        0        0 
HUMANA INC                     COM              444859102     1774    131091 SH       DEFINED 2           131091        0        0 
HUMAN GENOME SCIENCES INC      COM              444903108   366674  16827640 SH       DEFINED 1 5         464000        0 16363640 
HUMAN GENOME SCIENCES INC      COM              444903108     7565    347180 SH       DEFINED 2           242550        0   104630 
HUMAN GENOME SCIENCES INC      NOTE  3.750% 3/1 444903AH1    12340  17213000 PRN      DEFINED 1 5              0        0        0 
HUNT J B TRANS SVCS INC        COM              445658107      242      8500 SH       DEFINED 1 5              0        0     8500 
HUNT J B TRANS SVCS INC        COM              445658107      788     27700 SH       DEFINED 2            27700        0        0 
HUNTINGTON BANCSHARES INC      COM              446150104    78660   3992910 SH       DEFINED 1 5          53500        0  3939410 
HUNTINGTON BANCSHARES INC      COM              446150104    30373   1541785 SH       DEFINED 2          1487685        0    54100 
HUNTINGTON BANCSHARES INC      COM              446150104        0     16000 SH       DEFINED 3            16000        0        0 
HURCO COMPANIES INC            COM              447324104      988    387428 SH       DEFINED 1 5              0        0   387428 
HURRICANE HYDROCARBONS LTD     CL A             44779E106    22139   1473980 SH       DEFINED 1 5        1332450        0   141530 
HURRICANE HYDROCARBONS LTD     CL A             44779E106    11736    782430 SH       DEFINED 2           782430        0        0 
HUTCHINSON TECHNOLOGY INC      COM              448407106     6035    279800 SH       DEFINED 1 5              0        0   279800 
HUTCHINSON TECHNOLOGY INC      COM              448407106     8024    372000 SH       DEFINED 2           372000        0        0 
HUTCHINSON TECHNOLOGY INC      NOTE  6.000% 3/1 448407AC0     5673   5940000 PRN      DEFINED 1 5              0        0        0 
HYDRIL CO                      COM              448774109     5752    236010 SH       DEFINED 1 5              0        0   236010 
HYDRIL CO                      COM              448774109     7262    298000 SH       DEFINED 2           298000        0        0 
IDT CORP                       COM              448947101    21174   1048820 SH       DEFINED 1 5              0        0  1048820 
IDT CORP                       CL B             448947309     2370    134300 SH       DEFINED 1 5              0        0   134300 
ICOS CORP                      COM              449295104   218994   4761770 SH       DEFINED 1 5            310        0  4761460 
ICOS CORP                      COM              449295104       41       900 SH       DEFINED 4              900        0        0 
ICU MED INC                    COM              44930G107    61933   1701450 SH       DEFINED 1 5              0        0  1701450 
ICU MED INC                    COM              44930G107      273      7500 SH       DEFINED 2             7500        0        0 
IDEC PHARMACEUTICALS CORP      COM              449370105  1125510  17504044 SH       DEFINED 1 5         232470        0 17271574 
IDEC PHARMACEUTICALS CORP      COM              449370105    84352   1311850 SH       DEFINED 2          1261150        0    50700 
IDEC PHARMACEUTICALS CORP      COM              449370105      244      3600 SH       DEFINED 4             3600        0        0 
IDEC PHARMACEUTICALS CORP      NOTE         2/1 449370AC9    12578   4830000 PRN      DEFINED 1 5              0        0        0 
IHOP CORP                      COM              449623107    76073   2256700 SH       DEFINED 1 5          32070        0  2224630 
IMC GLOBAL INC                 COM              449669100    60835   4124380 SH       DEFINED 1 5         499460        0  3624920 
IMC GLOBAL INC                 COM              449669100     4350    294900 SH       DEFINED 2           294900        0        0 
INT MEDIA GROUP INC            COM              44979N104       63     19300 SH       DEFINED 1 5           4300        0    15000 
IMS HEALTH INC                 COM              449934108   276252  12305200 SH       DEFINED 1 5              0        0 12305200 
IMS HEALTH INC                 COM              449934108     9427    419914 SH       DEFINED 2           383714        0    36200 
I-STAT CORP                    COM              450312103     6912    948200 SH       DEFINED 1 5              0        0   948200 
ISTAR FINL INC                 COM              45031U101     1272     44000 SH       DEFINED 1 5              0        0    44000 
ISTAR FINL INC                 COM              45031U101      578     20000 SH       DEFINED 2            20000        0        0 
ISTAR FINL INC                 COM              45031U101        2        84 SH       DEFINED 4               84        0        0 
ITXC CORP                      COM              45069F109      726    120000 SH       DEFINED 1 5              0        0   120000 
IBASIS INC                     COM              450732102      136    160000 SH       DEFINED 1 5              0        0   160000 
IBASIS INC                     NOTE  5.750% 3/1 450732AA0      600   2000000 PRN      DEFINED 1 5              0        0        0 
IBERIABANK CORP                COM              450828108     2375     68502 SH       DEFINED 1 5              0        0    68502 
IBIS TECHNOLOGY CORP           COM              450909106     4968    337500 SH       DEFINED 1 5              0        0   337500 
ITT INDS INC IND               COM              450911102     7912    125500 SH       DEFINED 1 5              0        0   125500 
ITT INDS INC IND               COM              450911102     4277     67840 SH       DEFINED 2            67840        0        0 
ITT INDS INC IND               COM              450911102       79      1257 SH       DEFINED 4             1257        0        0 
ICON PUB LTD CO                SPONSORED ADR    45103T107     9350    275000 SH       DEFINED 1 5              0        0   275000 
IDEX CORP                      COM              45167R104    10141    274090 SH       DEFINED 1 5              0        0   274090 
IDEX CORP                      COM              45167R104    11318    305900 SH       DEFINED 2           305900        0        0 
IDEXX LABS INC                 COM              45168D104      601     22400 SH       DEFINED 1 5              0        0    22400 
IDEXX LABS INC                 COM              45168D104      805     30000 SH       DEFINED 2            30000        0        0 
IKON OFFICE SOLUTIONS INC      COM              451713101    60376   5151500 SH       DEFINED 1 5           9800        0  5141700 
IKON OFFICE SOLUTIONS INC      COM              451713101     2138    182400 SH       DEFINED 2           182400        0        0 
ILEX ONCOLOGY INC              COM              451923106    23617   1368290 SH       DEFINED 1 5              0        0  1368290 
ILEX ONCOLOGY INC              COM              451923106     2334    135200 SH       DEFINED 2            40600        0    94600 
ILLINOIS TOOL WKS INC          COM              452308109   879389  12154655 SH       DEFINED 1 5         172200        0 11982455 
ILLINOIS TOOL WKS INC          COM              452308109    83635   1155977 SH       DEFINED 2          1034277        0   121700 
ILLINOIS TOOL WKS INC          COM              452308109        0     13100 SH       DEFINED 3            13100        0        0 
ILLINOIS TOOL WKS INC          COM              452308109      406      5606 SH       DEFINED 4             5606        0        0 
ILOG S A                       SPONSORED ADR    452360100     6521    413800 SH       DEFINED 1 5          81900        0   331900 
IMAX CORP                      COM              45245E109      473    102200 SH       DEFINED 1 5              0        0   102200 
IMCLONE SYS INC                COM              45245W109   261155  10603135 SH       DEFINED 1 5          85077        0 10518058 
IMCLONE SYS INC                COM              45245W109     1648     66890 SH       DEFINED 2            66890        0        0 
IMCLONE SYS INC                NOTE  5.500% 3/0 45245WAD1    11293  13850000 PRN      DEFINED 1 5              0        0        0 
IMAGISTICS INTERNATIONAL INC   COM              45247T104    24215   1522964 SH       DEFINED 1 5              0        0  1522964 
IMMUNEX CORP NEW               COM              452528102    55309   1827800 SH       DEFINED 1 5              0        0  1827800 
IMMUNEX CORP NEW               COM              452528102    12874    425461 SH       DEFINED 2           425461        0        0 
IMMUNEX CORP NEW               COM              452528102       66      2150 SH       DEFINED 4             2150        0        0 
IMPATH INC                     COM              45255G101     6218    151500 SH       DEFINED 1 5         151500        0        0 
IMPCO TECHNOLOGIES INC         COM              45255W106       48      3700 SH       DEFINED 1 5              0        0     3700 
IMPERIAL CR INDS INC           COM              452729106        1     17790 SH       DEFINED 2                0        0    17790 
IMMUNOMEDICS INC               COM              452907108    15674    826700 SH       DEFINED 1 5              0        0   826700 
IMPERIAL OIL LTD               COM NEW          453038408     4061    135840 SH       DEFINED 1 5         135290        0      550 
IMPERIAL OIL LTD               COM NEW          453038408      662     22220 SH       DEFINED 2            22220        0        0 
INAMED CORP                    COM              453235103      169      5100 SH       DEFINED 1 5              0        0     5100 
INCO LTD                       COM              453258402     1152     58870 SH       DEFINED 1 5          58610        0      260 
INCO LTD                       COM              453258402     2893    147840 SH       DEFINED 2           147840        0        0 
INDEPENDENCE CMNTY BK CORP     COM              453414104      771     27400 SH       DEFINED 1 5              0        0    27400 
INDEPENDENCE CMNTY BK CORP     COM              453414104      138      4900 SH       DEFINED 2                0        0     4900 
INDEPENDENCE FED SVGS BK       COM              453432106     1316    120700 SH       DEFINED 1 5              0        0   120700 
INDEPENDENCE HLDG CO NEW       COM NEW          453440307      751     42052 SH       DEFINED 1 5              0        0    42052 
INDIA FD INC                   COM              454089103     8764    838700 SH       DEFINED 1 5              0        0   838700 
INDYMAC BANCORP INC            COM              456607100     2312     93600 SH       DEFINED 1 5              0        0    93600 
INDYMAC BANCORP INC            COM              456607100    14504    587200 SH       DEFINED 2           577800        0     9400 
INFINEON TECHNOLOGIES AG       SPONSORED ADR    45662N103    34420   1523000 SH       DEFINED 1 5              0        0  1523000 
INET TECHNOLOGIES INC          COM              45662V105     9141    968377 SH       DEFINED 1 5              0        0   968377 
INFOCUS CORP                   COM              45665B106    15213    835440 SH       DEFINED 1 5              0        0   835440 
INFOCUS CORP                   COM              45665B106    10252    563000 SH       DEFINED 2           563000        0        0 
INFORMATICA CORP               COM              45666Q102    15997   2209500 SH       DEFINED 1 5          22000        0  2187500 
INFORMATICA CORP               COM              45666Q102     2425    335000 SH       DEFINED 2           335000        0        0 
INFONET SVCS CORP              CL B             45666T106     8754   3961132 SH       DEFINED 1 5        2009712        0  1951420 
INFORTE CORP                   COM              45677R107     1951    165730 SH       DEFINED 1 5          35000        0   130730 
INFORTE CORP                   COM              45677R107     7784    661300 SH       DEFINED 2           657500        0     3800 
INFOUSA INC NEW                COM              456818301    17444   2286282 SH       DEFINED 1 5              0        0  2286282 
ING GROUP N V                  SPONSORED ADR    456837103       37      1362 SH       DEFINED 4             1362        0        0 
INGRAM MICRO INC               CL A             457153104   120428   7276600 SH       DEFINED 1 5              0        0  7276600 
INGRAM MICRO INC               CL A             457153104    16456    994300 SH       DEFINED 2           994300        0        0 
INGRAM MICRO INC               CL A             457153104        6       400 SH       DEFINED 4              400        0        0 
INHALE THERAPEUTIC SYS INC     COM              457191104       23      2180 SH       DEFINED 1 5           2180        0        0 
INHALE THERAPEUTIC SYS INC     NOTE  3.500%10/1 457191AH7     8624  15850000 PRN      DEFINED 1 5              0        0        0 
INKINE PHARMACEUTICALS INC     COM              457214104      662    359600 SH       DEFINED 1 5          79300        0   280300 
INKTOMI CORP                   COM              457277101      562    163000 SH       DEFINED 1 5              0        0   163000 
INKTOMI CORP                   COM              457277101       30      8741 SH       DEFINED 3                0        0     8741 
INPUT/OUTPUT INC               COM              457652105     3064    336700 SH       DEFINED 1 5              0        0   336700 
INPUT/OUTPUT INC               COM              457652105     2002    220000 SH       DEFINED 2           220000        0        0 
INSIGHT ENTERPRISES INC        COM              45765U103   109660   4843619 SH       DEFINED 1 5              0        0  4843619 
INSIGHT ENTERPRISES INC        COM              45765U103    13685    604441 SH       DEFINED 2           598041        0     6400 
INSITUFORM TECHNOLOGIES INC    CL A             457667103      293     11600 SH       DEFINED 1 5              0        0    11600 
INSITUFORM TECHNOLOGIES INC    CL A             457667103      862     34100 SH       DEFINED 2            34100        0        0 
INSIGNIA FINL GROUP INC NEW    COM              45767A105     1611    140700 SH       DEFINED 1 5              0        0   140700 
INSIGNIA FINL GROUP INC NEW    COM              45767A105    11827   1032900 SH       DEFINED 2          1032900        0        0 
INRANGE TECHNOLOGIES CORP      CL B             45769V206     2687    332600 SH       DEFINED 1 5              0        0   332600 
INRANGE TECHNOLOGIES CORP      CL B             45769V206     3578    442800 SH       DEFINED 2           442800        0        0 
INNKEEPERS USA TR              COM              4576J0104     5430    478400 SH       DEFINED 2           478400        0        0 
INSTINET GROUP INC             COM              457750107    12010   1844900 SH       DEFINED 1 5              0        0  1844900 
INSURANCE AUTO AUCTIONS INC    COM              457875102     3628    216710 SH       DEFINED 1 5           3110        0   213600 
INSURANCE AUTO AUCTIONS INC    COM              457875102     9271    553800 SH       DEFINED 2           550700        0     3100 
INTEGRATED DEVICE TECHNOLOGY   COM              458118106   429876  12932480 SH       DEFINED 1 5          72700        0 12859780 
INTEGRATED DEVICE TECHNOLOGY   COM              458118106    24139    726205 SH       DEFINED 2           523005        0   203200 
INTEGRATED DEVICE TECHNOLOGY   COM              458118106        0      2700 SH       DEFINED 3             2700        0        0 
INTEGRATED DEVICE TECHNOLOGY   COM              458118106       13       400 SH       DEFINED 4              400        0        0 
INTEGRATED CIRCUIT SYS INC     COM              45811K208   182102   8926560 SH       DEFINED 1 5         117300        0  8809260 
INTEGRATED CIRCUIT SYS INC     COM              45811K208     4863    238370 SH       DEFINED 2           179170        0    59200 
INTEGRATED PROCESS EQUIP COR   NOTE  6.250% 9/1 45812KAD0     7000  12500000 PRN      DEFINED 1 5              0        0        0 
INTEGRATED SILICON SOLUTION    COM              45812P107    12760    992200 SH       DEFINED 1 5         212630        0   779570 
INTEGRATED SILICON SOLUTION    COM              45812P107     9098    707500 SH       DEFINED 2           707500        0        0 
INTEL CORP                     COM              458140100  5840432 192056290 SH       DEFINED 1 5        3314100        0188742190 
INTEL CORP                     COM              458140100   562204  18487487 SH       DEFINED 2         15793057        0  2694430 
INTEL CORP                     COM              458140100    27128    892077 SH       DEFINED 4           892077        0        0 
INTERACTIVE DATA CORP          COM              45840J107     3585    204300 SH       DEFINED 1 5          46700        0   157600 
INTERCEPT INC                  COM              45845L107    28598    788900 SH       DEFINED 1 5          17700        0   771200 
INTERCEPT INC                  COM              45845L107    31553    870420 SH       DEFINED 2           859920        0    10500 
INTERCEPT INC                  COM              45845L107        0     14100 SH       DEFINED 3            14100        0        0 
INTERMET CORP                  COM              45881K104      527     75000 SH       DEFINED 1 5              0        0    75000 
INTERMUNE INC                  COM              45884X103    83816   2787350 SH       DEFINED 1 5              0        0  2787350 
INTERMUNE INC                  COM              45884X103     8257    274600 SH       DEFINED 2           274600        0        0 
INTERMUNE INC                  NOTE  5.750% 7/1 45884XAA1     5050   5000000 PRN      DEFINED 1 5              0        0        0 
INTERNAP NETWORKS SVCS CORP    COM              45885A102   213889   2777778 SH       DEFINED 1 5        2777778        0        0 
INTERNAP NETWORK SVCS CORP     COM              45885A102        8     10384 SH       DEFINED 4            10384        0        0 
INTERNATIONAL BANCSHARES COR   COM              459044103     7728    175125 SH       DEFINED 1 5              0        0   175125 
INTERNATIONAL BUSINESS MACHS   COM              459200101  3407545  32764852 SH       DEFINED 1 5         342200        0 32422652 
INTERNATIONAL BUSINESS MACHS   COM              459200101   319799   3074987 SH       DEFINED 2          2621947        0   453040 
INTERNATIONAL BUSINESS MACHS   COM              459200101    10658    102578 SH       DEFINED 4           102578        0        0 
INTERNATIONAL FLAVORS&FRAGRA   COM              459506101    29515    844000 SH       DEFINED 1 5              0        0   844000 
INTERNATIONAL FLAVORS&FRAGRA   COM              459506101    10830    309689 SH       DEFINED 2           309689        0        0 
INTERNATIONAL FLAVORS&FRAGRA   COM              459506101     1294     37000 SH       DEFINED 4            37000        0        0 
INTERNATIONAL GAME TECHNOLOG   COM              459902102   125248   2009750 SH       DEFINED 1 5              0        0  2009750 
INTERNATIONAL GAME TECHNOLOG   COM              459902102    54480    874199 SH       DEFINED 2           873299        0      900 
INTERNATIONAL GAME TECHNOLOG   COM              459902102       27       432 SH       DEFINED 4              432        0        0 
INTERNATIONAL MULTIFOODS COR   COM              460043102     6696    281800 SH       DEFINED 1 5              0        0   281800 
INTL PAPER CO                  COM              460146103   539301  12538978 SH       DEFINED 1 5          33340        0 12505638 
INTL PAPER CO                  COM              460146103    43220   1004880 SH       DEFINED 2           990680        0    14200 
INTL PAPER CO                  COM              460146103      258      5996 SH       DEFINED 4             5996        0        0 
INTERNATIONAL RECTIFIER CORP   COM              460254105   310954   6847690 SH       DEFINED 1 5         313950        0  6533740 
INTERNATIONAL RECTIFIER CORP   COM              460254105    26538    584400 SH       DEFINED 2           433000        0   151400 
INTERNATIONAL RECTIFIER CORP   NOTE  4.250% 7/1 460254AE5    19450  21000000 PRN      DEFINED 1 5              0        0        0 
INTERNATIONAL SPEEDWAY CORP    CL A             460335201    21791    476838 SH       DEFINED 1 5              0        0   476838 
INTERNATIONAL SPEEDWAY CORP    CL A             460335201    23166    506916 SH       DEFINED 2           506916        0        0 
INTERNET SEC SYS INC           COM              46060X107    72155   3157767 SH       DEFINED 1 5              0        0  3157767 
INTERPLAY ENTMT CORP           COM              460615107      317    990000 SH       DEFINED 1 5              0        0   990000 
INTERPORE INTL                 COM              46062W107     3819    341000 SH       DEFINED 1 5              0        0   341000 
INTERPORE INTL                 COM              46062W107      127     11300 SH       DEFINED 2            11300        0        0 
INTERPUBLIC GROUP COS INC      COM              460690100   102239   2982477 SH       DEFINED 1 5           3176        0  2979301 
INTERPUBLIC GROUP COS INC      COM              460690100    10787    314672 SH       DEFINED 2           309634        0     5038 
INTERPUBLIC GROUP COS INC      COM              460690100        3       100 SH       DEFINED 4              100        0        0 
INTERSIL CORP                  CL A             46069S109   321424  11337710 SH       DEFINED 1 5          80700        0 11257010 
INTERSIL CORP                  CL A             46069S109    21651    763720 SH       DEFINED 2           719020        0    44700 
INTERSIL CORP                  CL A             46069S109        0      7200 SH       DEFINED 3             7200        0        0 
INTERSTATE BAKERIES CORP DEL   COM              46072H108      247     10200 SH       DEFINED 1 5              0        0    10200 
INTERTAPE POLYMER GROUP INC    COM              460919103      420     36000 SH       DEFINED 1 5          36000        0        0 
INTEST CORP                    COM              461147100     4913    868000 SH       DEFINED 1 5              0        0   868000 
INTIER AUTOMOTIVE INC          CL A             46115N104     5275    280200 SH       DEFINED 1 5         280200        0        0 
INTIER AUTOMOTIVE INC          CL A             46115N104      256     13600 SH       DEFINED 2            13600        0        0 
INTUIT                         COM              461202103   144157   3758003 SH       DEFINED 1 5              0        0  3758003 
INTUIT                         COM              461202103     8347    217586 SH       DEFINED 2           178186        0    39400 
INTUIT                         COM              461202103      134      3500 SH       DEFINED 4             3500        0        0 
INVACARE CORP                  COM              461203101    73628   1958200 SH       DEFINED 1 5              0        0  1958200 
INVESTMENT TECHNOLOGY GRP NE   COM              46145F105   119132   2258850 SH       DEFINED 1 5              0        0  2258850 
INVESTMENT TECHNOLOGY GRP NE   COM              46145F105      767     14550 SH       DEFINED 2                0        0    14550 
INVISION TECHNOLOGIES INC      COM              461851107    37109    923100 SH       DEFINED 1 5              0        0   923100 
INVISION TECHNOLOGIES INC      COM              461851107     1604     39900 SH       DEFINED 2            39900        0        0 
INVITROGEN CORP                COM              46185R100   214962   6263460 SH       DEFINED 1 5         130700        0  6132760 
INVITROGEN CORP                COM              46185R100     1216     35440 SH       DEFINED 2            34940        0      500 
INVITROGEN CORP                NOTE  5.500% 3/0 46185RAB6     6099   7000000 PRN      DEFINED 1 5              0        0        0 
INVESTORS FINL SERVICES CORP   COM              461915100    84877   1116073 SH       DEFINED 1 5         263600        0   852473 
INVESTORS FINL SERVICES CORP   COM              461915100    32298    424700 SH       DEFINED 2           424700        0        0 
INVESTORS FINL SERVICES CORP   COM              461915100       23       300 SH       DEFINED 4              300        0        0 
IONICS INC                     COM              462218108     1289     40200 SH       DEFINED 1 5              0        0    40200 
IONICS INC                     COM              462218108    14183    442400 SH       DEFINED 2           442400        0        0 
IPSCO INC                      COM              462622101     1830    106100 SH       DEFINED 1 5         106100        0        0 
IPSCO INC                      COM              462622101       66      3800 SH       DEFINED 2             3800        0        0 
IRON MTN INC PA                COM              462846106    16272    513000 SH       DEFINED 1 5              0        0   513000 
IRON MTN INC PA                COM              462846106        0        10 SH       DEFINED 4               10        0        0 
ISHARES TR                     RUSSELL MCP VL   464287473     1085     13000 SH       DEFINED 2            13000        0        0 
ISHARES TR                     RUSSELL MIDCAP   464287499     1479     24200 SH       DEFINED 2             3200        0    21000 
ISHARES TR                     RUSSELL1000VAL   464287598       81      1400 SH       DEFINED 1 5              0        0     1400 
ISHARES TR                     RUSSELL1000VAL   464287598     9185    159000 SH       DEFINED 2           159000        0        0 
ISHARES TR                     RUSL 2000 VALU   464287630    11290     80700 SH       DEFINED 2            80700        0        0 
ISHARES TR                     RUSL 2000 GROW   464287648     3074     54400 SH       DEFINED 2            54400        0        0 
ISHARES TR                     RUSSELL 3000     464287689      847     13300 SH       DEFINED 2            13300        0        0 
ISIS PHARMACEUTICALS INC       COM              464330109     4041    251300 SH       DEFINED 1 5              0        0   251300 
ISLE OF CAPRI CASINOS INC      COM              464592104     4880    264500 SH       DEFINED 1 5              0        0   264500 
ISLE OF CAPRI CASINOS INC      COM              464592104     1345     72900 SH       DEFINED 2            72900        0        0 
ISOLYSER INC                   COM              464888106      883    298200 SH       DEFINED 1 5              0        0   298200 
ISOLYSER INC                   COM              464888106      119     40200 SH       DEFINED 2            40200        0        0 
I3 MOBILE INC                  COM              465713105        0       280 SH       DEFINED 1 5            280        0        0 
ITRON INC                      COM              465741106    19040    640000 SH       DEFINED 1 5            100        0   639900 
I2 TECHNOLOGIES INC            COM              465754109     7591   1500243 SH       DEFINED 1 5              0        0  1500243 
IVAX CORP                      COM              465823102     9235    575390 SH       DEFINED 1 5              0        0   575390 
IVAX CORP                      COM              465823102      242     15100 SH       DEFINED 2            15100        0        0 
IVAX CORP                      COM              465823102        9       562 SH       DEFINED 4              562        0        0 
IVAX CORP                      NOTE  5.500% 5/1 465823AD4     9886  11100000 PRN      DEFINED 1 5              0        0        0 
IVEX PACKAGING CORP DEL        COM              465855104       11       500 SH       DEFINED 1 5              0        0      500 
IVEX PACKAGING CORP DEL        COM              465855104     3675    160330 SH       DEFINED 2           154330        0     6000 
JDN RLTY CORP                  COM              465917102    13142   1028300 SH       DEFINED 1 5              0        0  1028300 
IXYS CORP                      COM              46600W106     3138    268400 SH       DEFINED 2           268400        0        0 
JDS UNIPHASE CORP              COM              46612J101    42867   7277966 SH       DEFINED 1 5         773730        0  6504236 
JDS UNIPHASE CORP              COM              46612J101    34507   5858498 SH       DEFINED 2          5765298        0    93200 
JDS UNIPHASE CORP              COM              46612J101      164     28112 SH       DEFINED 4            28112        0        0 
JDA SOFTWARE GROUP INC         COM              46612K108        6       200 SH       DEFINED 1 5            200        0        0 
JDA SOFTWARE GROUP INC         COM              46612K108    14741    462400 SH       DEFINED 2           462400        0        0 
J JILL GROUP INC               COM              466189107    13918    489200 SH       DEFINED 1 5          34100        0   455100 
J JILL GROUP INC               COM              466189107    13610    478400 SH       DEFINED 2           476800        0     1600 
JLG INDS INC                   COM              466210101      940     63500 SH       DEFINED 1 5              0        0    63500 
JLG INDS INC                   COM              466210101     1116     75400 SH       DEFINED 2            75400        0        0 
JLM COUTURE INC                COM              46621E101      416    197100 SH       DEFINED 1 5              0        0   197100 
J P MORGAN CHASE & CO          COM              46625H100  1502546  42147166 SH       DEFINED 1 5         603230        0 41543936 
J P MORGAN CHASE & CO          COM              46625H100   103987   2916880 SH       DEFINED 2          2880180        0    36700 
J P MORGAN CHASE & CO          COM              46625H100        0     49500 SH       DEFINED 3            49500        0        0 
J P MORGAN CHASE & CO          COM              46625H100      634     17848 SH       DEFINED 4            17848        0        0 
JABIL CIRCUIT INC              COM              466313103   189355   8047400 SH       DEFINED 1 5              0        0  8047400 
JABIL CIRCUIT INC              COM              466313103    21983    934247 SH       DEFINED 2           932047        0     2200 
JABIL CIRCUIT INC              COM              466313103        6       270 SH       DEFINED 4              270        0        0 
JACK IN THE BOX INC            COM              466367109   149102   5028740 SH       DEFINED 1 5           8910        0  5019830 
JACK IN THE BOX INC            COM              466367109    19827    668693 SH       DEFINED 2           665673        0     3020 
JACOBS ENGR GROUP INC DEL      COM              469814107   174580   2448868 SH       DEFINED 1 5          65210        0  2383658 
JACOBS ENGR GROUP INC DEL      COM              469814107    45832    642900 SH       DEFINED 2           642900        0        0 
JAKKS PAC INC                  COM              47012E106     5142    226000 SH       DEFINED 1 5              0        0   226000 
JEFFERIES GROUP INC NEW        COM              472319102     5755    119400 SH       DEFINED 1 5              0        0   119400 
JEFFERSON PILOT CORP           COM              475070108     1249     24950 SH       DEFINED 1 5              0        0    24950 
JEFFERSON PILOT CORP           COM              475070108     5874    117298 SH       DEFINED 2           117298        0        0 
JEFFERSON PILOT CORP           COM              475070108       11       222 SH       DEFINED 4              222        0        0 
JEFFERSON SMURFIT GROUP PLC    SPONSORED ADR    47508W107    20070    838000 SH       DEFINED 1 5              0        0   838000 
JEFFERSON SMURFIT GROUP PLC    SPONSORED ADR    47508W107     8751    365400 SH       DEFINED 2           365400        0        0 
JO-ANN STORES INC              CL A             47758P109    10309    638700 SH       DEFINED 1 5              0        0   638700 
JO-ANN STORES INC              CL B NON VTG     47758P208    14156   1093100 SH       DEFINED 1 5              0        0  1093100 
JOHN NUVEEN CO                 CL A             478035108     3621     65650 SH       DEFINED 1 5              0        0    65650 
JOHNSON & JOHNSON              COM              478160104  4406417  67843220 SH       DEFINED 1 5        2872170        0 64971050 
JOHNSON & JOHNSON              COM              478160104   493924   7604682 SH       DEFINED 2          6920418        0   684264 
JOHNSON & JOHNSON              COM              478160104     2537     38978 SH       DEFINED 4            38978        0        0 
JOHNSON CTLS INC               COM              478366107   186973   2117240 SH       DEFINED 1 5              0        0  2117240 
JOHNSON CTLS INC               COM              478366107     6014     68103 SH       DEFINED 2            68103        0        0 
JOHNSON CTLS INC               COM              478366107       30       335 SH       DEFINED 4              335        0        0 
JOHNSON OUTDOORS INC           CL A             479167108     1255    127400 SH       DEFINED 1 5              0        0   127400 
JONES APPAREL GROUP INC        COM              480074103   160365   4588400 SH       DEFINED 1 5           2300        0  4586100 
JONES APPAREL GROUP INC        COM              480074103     3446     98593 SH       DEFINED 2            98593        0        0 
JOURNAL REGISTER CO            COM              481138105     2192    103400 SH       DEFINED 1 5              0        0   103400 
JOY GLOBAL INC                 COM              481165108     3260    200000 SH       DEFINED 1 5              0        0   200000 
JUNIPER NETWORKS INC           COM              48203R104    38589   3057776 SH       DEFINED 1 5              0        0  3057776 
JUNIPER NETWORKS INC           COM              48203R104       25      2000 SH       DEFINED 2                0        0     2000 
JUNIPER NETWORKS INC           NOTE  4.750% 3/1 48203RAA2   126925 176650000 PRN      DEFINED 1 5              0        0        0 
KCS ENERGY INC                 COM              482434206    10669   3419400 SH       DEFINED 1 5              0        0  3419400 
KLA-TENCOR CORP                COM              482480100   821905  12359650 SH       DEFINED 1 5         303400        0 12056250 
KLA-TENCOR CORP                COM              482480100    79276   1192122 SH       DEFINED 2          1006322        0   185800 
KLA-TENCOR CORP                COM              482480100        0      7900 SH       DEFINED 3             7900        0        0 
KLA-TENCOR CORP                COM              482480100       84      1305 SH       DEFINED 4             1305        0        0 
K MART CORP                    COM              482584109     8544   5339900 SH       DEFINED 1 5          47700        0  5292200 
K MART CORP                    COM              482584109        1       500 SH       DEFINED 2              500        0        0 
KPMG CONSULTING INC            COM              48265R109    90284   4469513 SH       DEFINED 1 5        1200000        0  3269513 
KPMG CONSULTING INC            COM              48265R109     2452    121400 SH       DEFINED 2           121400        0        0 
K-SWISS INC                    CL A             482686102     9902    235880 SH       DEFINED 1 5          44979        0   190901 
K-SWISS INC                    CL A             482686102      630     15000 SH       DEFINED 2            15000        0        0 
K2 INC                         COM              482732104    12091   1854500 SH       DEFINED 1 5          10100        0  1844400 
K V PHARMACEUTICAL CO          CL A             482740206     3859    132600 SH       DEFINED 1 5          28900        0   103700 
KADANT INC                     COM              48282T104       71      5006 SH       DEFINED 1 5              0        0     5006 
KADANT INC                     COM              48282T104      814     56973 SH       DEFINED 2            56973        0        0 
KADANT INC                     COM              48282T104        0        30 SH       DEFINED 4               30        0        0 
KANA SOFTWARE INC              COM NEW          483600300    10701    594490 SH       DEFINED 1 5           9500        0   584990 
KANSAS CITY SOUTHN INDS INC    COM NEW          485170302     6592    413550 SH       DEFINED 1 5          44142        0   369408 
KANSAS CITY SOUTHN INDS INC    COM NEW          485170302     4055    254400 SH       DEFINED 2           254400        0        0 
KB HOME                        COM              48666K109    79576   1833550 SH       DEFINED 1 5          54120        0  1779430 
KB HOME                        COM              48666K109    14548    335198 SH       DEFINED 2           335198        0        0 
KB HOME                        COM              48666K109       44      1000 SH       DEFINED 4             1000        0        0 
KELLOGG CO                     COM              487836108   353550  10531710 SH       DEFINED 1 5          37080        0 10494630 
KELLOGG CO                     COM              487836108    28862    859759 SH       DEFINED 2           717859        0   141900 
KELLOGG CO                     COM              487836108     1385     41248 SH       DEFINED 4            41248        0        0 
KELLWOOD CO                    COM              488044108    38488   1584500 SH       DEFINED 1 5              0        0  1584500 
KEMET CORP                     COM              488360108     5811    300000 SH       DEFINED 1 5              0        0   300000 
KENNAMETAL INC                 COM              489170100   114010   2819926 SH       DEFINED 1 5           4070        0  2815856 
KENNAMETAL INC                 COM              489170100    47058   1163940 SH       DEFINED 2          1148740        0    15200 
KENNAMETAL INC                 COM              489170100        0     18500 SH       DEFINED 3            18500        0        0 
KENSEY NASH CORP               COM              490057106    17549   1059700 SH       DEFINED 1 5          23400        0  1036300 
KENSEY NASH CORP               COM              490057106     8480    512100 SH       DEFINED 2           512100        0        0 
KENTUCKY ELEC STL INC          COM              49127B100      294    367500 SH       DEFINED 1 5              0        0   367500 
KERR MCGEE CORP                COM              492386107     5811     92460 SH       DEFINED 1 5           4180        0    88280 
KERR MCGEE CORP                COM              492386107     4844     77078 SH       DEFINED 2            77078        0        0 
KERR MCGEE CORP                COM              492386107        1        21 SH       DEFINED 4               21        0        0 
KEY ENERGY SVCS INC            COM              492914106     8421    785540 SH       DEFINED 1 5         326550        0   458990 
KEYCORP NEW                    COM              493267108    42038   1577400 SH       DEFINED 1 5              0        0  1577400 
KEYCORP NEW                    COM              493267108     8820    330966 SH       DEFINED 2           330966        0        0 
KEYCORP NEW                    COM              493267108       36      1364 SH       DEFINED 4             1364        0        0 
KEY3MEDIA GROUP INC            COM              49326R104     1957    426400 SH       DEFINED 2           426400        0        0 
KEYNOTE SYS INC                COM              493308100    18424   1901312 SH       DEFINED 1 5              0        0  1901312 
KEYNOTE SYS INC                COM              493308100     7923    817600 SH       DEFINED 2           817600        0        0 
KEYSPAN CORP                   COM              49337W100    70080   1925804 SH       DEFINED 1 5              0        0  1925804 
KEYSPAN CORP                   COM              49337W100     7349    201942 SH       DEFINED 2           201942        0        0 
KEYSPAN CORP                   COM              49337W100       53      1486 SH       DEFINED 4             1486        0        0 
KEYSTONE AUTOMOTIVE INDS INC   COM              49338N109    29336   1707550 SH       DEFINED 1 5         130596        0  1576954 
KEYSTONE AUTOMOTIVE INDS INC   COM              49338N109     5771    335890 SH       DEFINED 2           320290        0    15600 
KIMBERLY CLARK CORP            COM              494368103  1299654  20102930 SH       DEFINED 1 5         162900        0 19940030 
KIMBERLY CLARK CORP            COM              494368103    97750   1511994 SH       DEFINED 2          1398594        0   113400 
KIMBERLY CLARK CORP            COM              494368103        0     41600 SH       DEFINED 3            41600        0        0 
KIMBERLY CLARK CORP            COM              494368103      583      9040 SH       DEFINED 4             9040        0        0 
KIMCO REALTY CORP              COM              49446R109      327     10000 SH       DEFINED 1 5              0        0    10000 
KIMCO REALTY CORP              COM              49446R109      491     15000 SH       DEFINED 2            15000        0        0 
KINDER MORGAN INC KANS         COM              49455P101   121341   2505500 SH       DEFINED 1 5          27700        0  2477800 
KINDER MORGAN INC KANS         COM              49455P101    18448    380912 SH       DEFINED 2           316612        0    64300 
KINDER MORGAN INC KANS         COM              49455P101        0     27500 SH       DEFINED 3            27500        0        0 
KINDER MORGAN INC KANS         COM              49455P101      140      2900 SH       DEFINED 4             2900        0        0 
KINDER MORGAN MANAGEMENT LLC   SHS              49455U100    24751    735322 SH       DEFINED 1 5              0        0   735322 
KINDER MORGAN MANAGEMENT LLC   SHS              49455U100     2193     65148 SH       DEFINED 2            65148        0        0 
KING PHARMACEUTICALS INC       COM              495582108   181639   5188196 SH       DEFINED 1 5          52400        0  5135796 
KING PHARMACEUTICALS INC       COM              495582108    16415    468871 SH       DEFINED 2           424973        0    43898 
KING PHARMACEUTICALS INC       COM              495582108       54      1538 SH       DEFINED 4             1538        0        0 
KING PHARMACEUTICALS INC       DBCV  2.750%11/1 495582AG3     2563   2610000 PRN      DEFINED 1 5              0        0        0 
KINGSWAY FINL SVCS INC         COM              496904103    20740   1910180 SH       DEFINED 1 5        1488390        0   421790 
KINGSWAY FINL SVCS INC         COM              496904103      349     32150 SH       DEFINED 2            32150        0        0 
KIRBY CORP                     COM              497266106      810     27100 SH       DEFINED 2            27100        0        0 
KMART FING I                   PFD TRCV 7.75%   498778208      292     27900 SH       DEFINED 1 5              0        0    27900 
KNIGHT RIDDER INC              COM              499040103     7824    113900 SH       DEFINED 1 5              0        0   113900 
KNIGHT RIDDER INC              COM              499040103     4509     65637 SH       DEFINED 2            65637        0        0 
KNIGHT RIDDER INC              COM              499040103       34       500 SH       DEFINED 4              500        0        0 
KNIGHT TRANSN INC              COM              499064103    39900   1887425 SH       DEFINED 1 5              0        0  1887425 
KNIGHT TRANSN INC              COM              499064103     2519    119150 SH       DEFINED 2           119150        0        0 
KOHLS CORP                     COM              500255104  1075619  15117630 SH       DEFINED 1 5         117800        0 14999830 
KOHLS CORP                     COM              500255104    66106    929111 SH       DEFINED 2           794511        0   134600 
KONINKLIJKE AHOLD N V          SPON ADR NEW     500467303      332     12700 SH       DEFINED 1 5              0        0    12700 
KONINKLIJKE PHILIPS ELECTRS    NY REG SH NEW    500472303    40355   1335388 SH       DEFINED 1 5              0        0  1335388 
KOOKMIN BK NEW                 SPONSORED ADR    50049M109     2169     51500 SH       DEFINED 1 5              0        0    51500 
KOPIN CORP                     COM              500600101     5092    559000 SH       DEFINED 1 5          40700        0   518300 
KOREA FD                       COM              500634100    30179   1705968 SH       DEFINED 1 5              0        0  1705968 
KOREA TELECOM                  SPONSORED ADR    50063P103   165549   6903640 SH       DEFINED 1 5         158100        0  6745540 
KOREA TELECOM                  SPONSORED ADR    50063P103    10829    451600 SH       DEFINED 2           269600        0   182000 
KORN FERRY INTL                COM NEW          500643200     8246    828700 SH       DEFINED 1 5              0        0   828700 
KOS PHARMACEUTICALS INC        COM              500648100       70      2500 SH       DEFINED 1 5              0        0     2500 
KOSAN BIOSCIENCES INC          COM              50064W107     6545    850000 SH       DEFINED 1 5         850000        0        0 
KRAFT FOODS INC                CL A             50075N104  1134794  29360788 SH       DEFINED 1 5         311500        0 29049288 
KRAFT FOODS INC                CL A             50075N104    48636   1258380 SH       DEFINED 2           931980        0   326400 
KRAFT FOODS INC                CL A             50075N104        0     12900 SH       DEFINED 3            12900        0        0 
KRAFT FOODS INC                CL A             50075N104       20       500 SH       DEFINED 4              500        0        0 
KRISPY KREME DOUGHNUTS INC     COM              501014104    28799    705000 SH       DEFINED 1 5              0        0   705000 
KRISPY KREME DOUGHNUTS INC     COM              501014104     2087     51100 SH       DEFINED 2            51100        0        0 
KROGER CO                      COM              501044101    29725   1341400 SH       DEFINED 1 5              0        0  1341400 
KROGER CO                      COM              501044101    14993    676583 SH       DEFINED 2           644483        0    32100 
KROGER CO                      COM              501044101      168      7596 SH       DEFINED 4             7596        0        0 
KROLL INC                      COM              501049100    22365   1343249 SH       DEFINED 1 5         207807        0  1135442 
KROLL INC                      COM              501049100     1976    118700 SH       DEFINED 2           118700        0        0 
KRONOS INC                     COM              501052104    33920    722000 SH       DEFINED 1 5              0        0   722000 
KULICKE & SOFFA INDS INC       COM              501242101    69177   3324230 SH       DEFINED 1 5            700        0  3323530 
KULICKE & SOFFA INDS INC       COM              501242101    11477    551500 SH       DEFINED 2           551500        0        0 
KULICKE & SOFFA INDS INC       NOTE  4.750%12/1 501242AE1    27203  25160000 PRN      DEFINED 1 5              0        0        0 
KULICKE & SOFFA INDS INC       NOTE  4.750%12/1 501242AE1     3492   3230000 PRN      DEFINED 2                0        0        0 
KYOCERA CORP                   ADR              501556203      357      5100 SH       DEFINED 1 5              0        0     5100 
LNR PPTY CORP                  COM              501940100    64401   1836348 SH       DEFINED 1 5           5800        0  1830548 
LNR PPTY CORP                  COM              501940100     8925    254500 SH       DEFINED 2           254500        0        0 
LSI LOGIC CORP                 COM              502161102   325893  19170200 SH       DEFINED 1 5         519440        0 18650760 
LSI LOGIC CORP                 COM              502161102    24601   1447132 SH       DEFINED 2          1315232        0   131900 
LSI LOGIC CORP                 COM              502161102        0     17200 SH       DEFINED 3            17200        0        0 
LSI LOGIC CORP                 COM              502161102        7       400 SH       DEFINED 4              400        0        0 
LSI LOGIC CORP                 NOTE  4.000% 2/1 502161AE2    43539  50480000 PRN      DEFINED 1 5              0        0        0 
LSI LOGIC CORP                 NOTE  4.000% 2/1 502161AE2     1277   1480000 PRN      DEFINED 2                0        0        0 
LTC PPTYS INC                  COM              502175102      768     97500 SH       DEFINED 1 5              0        0    97500 
LTC PPTYS INC                  COM              502175102     3290    417500 SH       DEFINED 2           417500        0        0 
LTX CORP                       COM              502392103   161289   5931909 SH       DEFINED 1 5          63400        0  5868509 
LTX CORP                       COM              502392103    20312    747040 SH       DEFINED 2           562540        0   184500 
L-3 COMMUNICATIONS HLDGS INC   COM              502424104   333614   2978700 SH       DEFINED 1 5          68900        0  2909800 
L-3 COMMUNICATIONS HLDGS INC   COM              502424104     8859     79100 SH       DEFINED 2            44800        0    34300 
LA QUINTA CORP                 PAIRED CTF       50419U202    34848   4873900 SH       DEFINED 1 5              0        0  4873900 
LA Z BOY INC                   COM              505336107     8713    317400 SH       DEFINED 1 5              0        0   317400 
LA Z BOY INC                   COM              505336107     1716     62500 SH       DEFINED 2            62500        0        0 
LABOR READY INC                COM NEW          505401208    23522   3015700 SH       DEFINED 1 5          36600        0  2979100 
LABOR READY INC                COM NEW          505401208     1871    239930 SH       DEFINED 2           239930        0        0 
LABORATORY CORP AMER HLDGS     COM NEW          50540R409   187085   1951650 SH       DEFINED 1 5          15700        0  1935950 
LABORATORY CORP AMER HLDGS     COM NEW          50540R409     1764     18400 SH       DEFINED 2                0        0    18400 
LABRANCHE & CO INC             COM              505447102    39876   1284250 SH       DEFINED 1 5           5100        0  1279150 
LABRANCHE & CO INC             COM              505447102     6427    207000 SH       DEFINED 2           207000        0        0 
LAFARGE NORTH AMERICA INC      COM              505862102   314885   7282261 SH       DEFINED 1 5         270440        0  7011821 
LAFARGE NORTH AMERICA INC      COM              505862102     5902    136500 SH       DEFINED 2           136500        0        0 
LAFARGE NORTH AMERICA INC      COM              505862102        0     19900 SH       DEFINED 3            19900        0        0 
LAKES GAMING INC               COM              51206P109     7309   1051600 SH       DEFINED 1 5              0        0  1051600 
LAM RESEARCH CORP              COM              512807108   314263  10718384 SH       DEFINED 1 5         174680        0 10543704 
LAM RESEARCH CORP              COM              512807108    38814   1323790 SH       DEFINED 2          1248690        0    75100 
LAMAR ADVERTISING CO           CL A             512815101   253262   6234900 SH       DEFINED 1 5              0        0  6234900 
LAMAR ADVERTISING CO           CL A             512815101     3383     83290 SH       DEFINED 2            80090        0     3200 
LAMAR ADVERTISING CO           NOTE  5.250% 9/1 512815AF8    34310  32175000 PRN      DEFINED 1 5              0        0        0 
LAMSON & SESSIONS CO           COM              513696104      575    100000 SH       DEFINED 1 5              0        0   100000 
LANDS END INC                  COM              515086106    34015    758090 SH       DEFINED 1 5           6190        0   751900 
LANDS END INC                  COM              515086106      529     11800 SH       DEFINED 2                0        0    11800 
LANDRYS RESTAURANTS INC        COM              51508L103      425     18500 SH       DEFINED 1 5              0        0    18500 
LANDRYS RESTAURANTS INC        COM              51508L103      604     26300 SH       DEFINED 2            26300        0        0 
LANDSTAR SYS INC               COM              515098101    31690    341489 SH       DEFINED 1 5              0        0   341489 
LANDSTAR SYS INC               COM              515098101    27649    297945 SH       DEFINED 2           296745        0     1200 
LATTICE SEMICONDUCTOR CORP     COM              518415104   184308  10513890 SH       DEFINED 1 5         229610        0 10284280 
LATTICE SEMICONDUCTOR CORP     COM              518415104    20390   1163140 SH       DEFINED 2          1154940        0     8200 
LATTICE SEMICONDUCTOR CORP     NOTE  4.750%11/0 518415AC8     6081   5650000 PRN      DEFINED 1 5              0        0        0 
LAUDER ESTEE COS INC           CL A             518439104   231651   6781340 SH       DEFINED 1 5          17630        0  6763710 
LAUDER ESTEE COS INC           CL A             518439104    36284   1062170 SH       DEFINED 2           909070        0   153100 
LAUDER ESTEE COS INC           CL A             518439104        0     26700 SH       DEFINED 3            26700        0        0 
LAUDER ESTEE COS INC           CL A             518439104       13       370 SH       DEFINED 4              370        0        0 
LAWSON SOFTWARE INC            COM              520780107     7111    592600 SH       DEFINED 1 5              0        0   592600 
LEAP WIRELESS INTL INC         COM              521863100        9      1100 SH       DEFINED 1 5           1100        0        0 
LEAR CORP                      COM              521865105     5255    110400 SH       DEFINED 1 5              0        0   110400 
LEARNING TREE INTL INC         COM              522015106    11691    483101 SH       DEFINED 1 5          98831        0   384270 
LEGATO SYS INC                 COM              524651106   110877  12305985 SH       DEFINED 1 5          15800        0 12290185 
LEGATO SYS INC                 COM              524651106    10274   1140270 SH       DEFINED 2          1133800        0     6470 
LEGGETT & PLATT INC            COM              524660107   459736  18537757 SH       DEFINED 1 5         162940        0 18374817 
LEGGETT & PLATT INC            COM              524660107    24993   1007771 SH       DEFINED 2           891071        0   116700 
LEGG MASON INC                 COM              524901105    13707    258232 SH       DEFINED 1 5              0        0   258232 
LEGG MASON INC                 COM              524901105     1311     24700 SH       DEFINED 2            24700        0        0 
LEHMAN BROS HLDGS INC          COM              524908100   125063   1934766 SH       DEFINED 1 5         108080        0  1826686 
LEHMAN BROS HLDGS INC          COM              524908100    37492    580018 SH       DEFINED 2           580018        0        0 
LEHMAN BROS HLDGS INC          COM              524908100      191      2956 SH       DEFINED 4             2956        0        0 
LEITCH TECHNOLOGY CORP         COM              52543H107    17546   3013900 SH       DEFINED 1 5        3013900        0        0 
LENDINGTREE INC                COM              52602Q105      147     11000 SH       DEFINED 1 5              0        0    11000 
LENNAR CORP                    COM              526057104   414688   7859886 SH       DEFINED 1 5         543150        0  7316736 
LENNAR CORP                    COM              526057104     8215    155700 SH       DEFINED 2           155700        0        0 
LENNAR CORP                    COM              526057104        6       103 SH       DEFINED 4              103        0        0 
LENNOX INTL INC                COM              526107107     4750    359300 SH       DEFINED 1 5              0        0   359300 
LEUCADIA NATL CORP             COM              527288104       39      1100 SH       DEFINED 1 5              0        0     1100 
LEVEL 3 COMMUNICATIONS INC     COM              52729N100      248     69650 SH       DEFINED 1 5           1350        0    68300 
LEVEL 3 COMMUNICATIONS INC     COM              52729N100       16      4350 SH       DEFINED 4             4350        0        0 
LEVEL 3 COMMUNICATIONS INC     NOTE  6.000% 9/1 52729NAG5     1230   4920000 PRN      DEFINED 1 5              0        0        0 
LEVEL 3 COMMUNICATIONS INC     NOTE  6.000% 9/1 52729NAG5       20     80000 PRN      DEFINED 2                0        0        0 
LEXINGTON CORP PPTYS TR        COM              529043101      959     60000 SH       DEFINED 1 5              0        0    60000 
LEXMARK INTL NEW               CL A             529771107    18178    317900 SH       DEFINED 1 5              0        0   317900 
LEXMARK INTL NEW               CL A             529771107     5803    101484 SH       DEFINED 2           101484        0        0 
LEXMARK INTL NEW               CL A             529771107      111      1978 SH       DEFINED 4             1978        0        0 
LIBERTY MEDIA CORP NEW         COM SER A        530718105   512450  40541920 SH       DEFINED 1 5         827150        0 39714770 
LIBERTY MEDIA CORP NEW         COM SER A        530718105    20531   1624300 SH       DEFINED 2          1604500        0    19800 
LIBERTY MEDIA CORP NEW         COM SER A        530718105       36      2836 SH       DEFINED 4             2836        0        0 
LIBERTY PPTY TR                SH BEN INT       531172104    65118   2019150 SH       DEFINED 1 5              0        0  2019150 
LIBERTY PPTY TR                SH BEN INT       531172104    23852    739600 SH       DEFINED 2           739600        0        0 
LIFECORE BIOMEDICAL INC        COM              532187101      211     19100 SH       DEFINED 1 5              0        0    19100 
LIFECORE BIOMEDICAL INC        COM              532187101      286     25900 SH       DEFINED 2            25900        0        0 
LIFEPOINT HOSPITALS INC        COM              53219L109    73262   1982200 SH       DEFINED 1 5              0        0  1982200 
LIFEPOINT HOSPITALS INC        COM              53219L109     3219     87100 SH       DEFINED 2            87100        0        0 
LIFEPOINT HOSPITALS INC        COM              53219L109        1        39 SH       DEFINED 4               39        0        0 
LIGAND PHARMACEUTICALS INC     CL B             53220K207     9925    503300 SH       DEFINED 1 5              0        0   503300 
LILLY ELI & CO                 COM              532457108  1243519  16319144 SH       DEFINED 1 5         151000        0 16168144 
LILLY ELI & CO                 COM              532457108   101719   1334897 SH       DEFINED 2          1173627        0   161270 
LILLY ELI & CO                 COM              532457108     1377     18130 SH       DEFINED 4            18130        0        0 
LIMITED INC                    COM              532716107   602402  33653743 SH       DEFINED 1 5          57180        0 33596563 
LIMITED INC                    COM              532716107    16031    895607 SH       DEFINED 2           821017        0    74590 
LINCARE HLDGS INC              COM              532791100    84175   3103780 SH       DEFINED 1 5         124500        0  2979280 
LINCOLN ELEC HLDGS INC         COM              533900106    10462    366200 SH       DEFINED 1 5           3300        0   362900 
LINCOLN ELEC HLDGS INC         COM              533900106      534     18700 SH       DEFINED 2            18700        0        0 
LINCOLN NATL CORP IND          COM              534187109     6077    119800 SH       DEFINED 1 5              0        0   119800 
LINCOLN NATL CORP IND          COM              534187109     7505    147947 SH       DEFINED 2           147947        0        0 
LINDSAY MFG CO                 COM              535555106      489     20100 SH       DEFINED 1 5              0        0    20100 
LINDSAY MFG CO                 COM              535555106      667     27400 SH       DEFINED 2            27400        0        0 
LINEAR TECHNOLOGY CORP         COM              535678106   620742  14037590 SH       DEFINED 1 5          42400        0 13995190 
LINEAR TECHNOLOGY CORP         COM              535678106    38166    863090 SH       DEFINED 2           760810        0   102280 
LINEAR TECHNOLOGY CORP         COM              535678106     8610    194800 SH       DEFINED 4           194800        0        0 
LINENS N THINGS INC            COM              535679104   112491   3684600 SH       DEFINED 1 5              0        0  3684600 
LINENS N THINGS INC            COM              535679104      516     16900 SH       DEFINED 2            16900        0        0 
LIONS GATE ENTMNT CORP         COM NEW          535919203    15554   6250000 SH       DEFINED 1 5        6250000        0        0 
LIQUIDATION WORLD INC          COM NEW          53634D203     2879    544100 SH       DEFINED 1 5         206000        0   338100 
LIQUIDATION WORLD INC          COM NEW          53634D203       37      6900 SH       DEFINED 2             6900        0        0 
LITHIA MTRS INC                CL A             536797103    14766    597800 SH       DEFINED 1 5              0        0   597800 
LITHIA MTRS INC                CL A             536797103     7081    286700 SH       DEFINED 2           286700        0        0 
LIZ CLAIBORNE INC              COM              539320101   428066  15094016 SH       DEFINED 1 5         284560        0 14809456 
LIZ CLAIBORNE INC              COM              539320101    13094    461718 SH       DEFINED 2           406418        0    55300 
LIZ CLAIBORNE INC              COM              539320101       31      1100 SH       DEFINED 4             1100        0        0 
LOCAL FINL CORP                COM              539553107    10319    655600 SH       DEFINED 1 5              0        0   655600 
LOCKHEED MARTIN CORP           COM              539830109  2603620  45217434 SH       DEFINED 1 5        1571940        0 43645494 
LOCKHEED MARTIN CORP           COM              539830109   158621   2754791 SH       DEFINED 2          2502891        0   251900 
LOCKHEED MARTIN CORP           COM              539830109        0     28900 SH       DEFINED 3            28900        0        0 
LOCKHEED MARTIN CORP           COM              539830109        1        25 SH       DEFINED 4               25        0        0 
LOEWS CORP                     COM              540424108     8769    149691 SH       DEFINED 2           149691        0        0 
LOEWS CORP                     COM              540424108      105      1800 SH       DEFINED 4             1800        0        0 
LOEWS CORP                     CAROLNA GP STK   540424207   207459   6917600 SH       DEFINED 1 5            500        0  6917100 
LOEWS CORP                     CAROLNA GP STK   540424207     2711     90400 SH       DEFINED 2            90400        0        0 
LONE STAR STEAKHOUSE SALOON    COM              542307103      875     41900 SH       DEFINED 1 5              0        0    41900 
LONE STAR STEAKHOUSE SALOON    COM              542307103     1182     56600 SH       DEFINED 2            56600        0        0 
LONE STAR TECHNOLOGIES INC     COM              542312103     3522    154400 SH       DEFINED 1 5              0        0   154400 
LONE STAR TECHNOLOGIES INC     COM              542312103      931     40800 SH       DEFINED 2            40800        0        0 
LONGS DRUG STORES CORP         COM              543162101      521     18710 SH       DEFINED 1 5              0        0    18710 
LONGS DRUG STORES CORP         COM              543162101     2698     96800 SH       DEFINED 2            96800        0        0 
LOUISIANA PAC CORP             COM              546347105     9641    897682 SH       DEFINED 1 5              0        0   897682 
LOUISIANA PAC CORP             COM              546347105     3739    348123 SH       DEFINED 2           348123        0        0 
LOWES COS INC                  COM              548661107  1872533  43056640 SH       DEFINED 1 5         765820        0 42290820 
LOWES COS INC                  COM              548661107   196870   4526782 SH       DEFINED 2          4097382        0   429400 
LOWES COS INC                  COM              548661107        0     24800 SH       DEFINED 3            24800        0        0 
LOWES COS INC                  COM              548661107    16206    372613 SH       DEFINED 4           372613        0        0 
LUCENT TECHNOLOGIES INC        COM              549463107   171248  36204665 SH       DEFINED 1 5        5203000        0 31001665 
LUCENT TECHNOLOGIES INC        COM              549463107    17276   3652462 SH       DEFINED 2          3287671        0   364791 
LUCENT TECHNOLOGIES INC        COM              549463107     1685    371203 SH       DEFINED 3            14900        0   356303 
LUCENT TECHNOLOGIES INC        COM              549463107      556    118865 SH       DEFINED 4           118865        0        0 
LUFKIN INDS INC                COM              549764108    16778    621400 SH       DEFINED 1 5              0        0   621400 
LUXOTTICA GROUP S P A          SPONSORED ADR    55068R202   151802   7832900 SH       DEFINED 1 5        2370480        0  5462420 
LUXOTTICA GROUP S P A          SPONSORED ADR    55068R202     2303    118830 SH       DEFINED 2           118830        0        0 
LYON WILLIAM HOMES             COM              552074106     9755    517500 SH       DEFINED 1 5              0        0   517500 
LYONDELL CHEMICAL CO           COM              552078107   226201  13618342 SH       DEFINED 1 5         425190        0 13193152 
LYONDELL CHEMICAL CO           COM              552078107    42663   2568540 SH       DEFINED 2          2512840        0    55700 
LYONDELL CHEMICAL CO           COM              552078107        0     63900 SH       DEFINED 3            63900        0        0 
M & F WORLDWIDE CORP           COM              552541104      297    112100 SH       DEFINED 1 5              0        0   112100 
M & T BK CORP                  COM              55261F104    83963   1044700 SH       DEFINED 1 5              0        0  1044700 
MBIA INC                       COM              55262C100   451692   8259130 SH       DEFINED 1 5          64430        0  8194700 
MBIA INC                       COM              55262C100    49283    901130 SH       DEFINED 2           707980        0   193150 
MBIA INC                       COM              55262C100        0     22550 SH       DEFINED 3            22550        0        0 
MBIA INC                       COM              55262C100       39       726 SH       DEFINED 4              726        0        0 
MBNA CORP                      COM              55262L100   138236   3584025 SH       DEFINED 1 5         200225        0  3383800 
MBNA CORP                      COM              55262L100    32959    854515 SH       DEFINED 2           854515        0        0 
MBNA CORP                      COM              55262L100       45      1152 SH       DEFINED 4             1152        0        0 
M D C HLDGS INC                COM              552676108     3333     77160 SH       DEFINED 1 5              0        0    77160 
MDS INC                        COM              55269P302      323     23100 SH       DEFINED 1 5          22800        0      300 
MCSI INC                       COM              55270M108     7104    596500 SH       DEFINED 1 5              0        0   596500 
MFC BANCORP LTD                COM NEW          55271X202     7905    763800 SH       DEFINED 1 5              0        0   763800 
MGIC INVT CORP WIS             COM              552848103    12169    177830 SH       DEFINED 1 5              0        0   177830 
MGIC INVT CORP WIS             COM              552848103     5651     82577 SH       DEFINED 2            82577        0        0 
MGM MIRAGE                     COM              552953101   698928  19291410 SH       DEFINED 1 5           3400        0 19288010 
MGM MIRAGE                     COM              552953101    21274    587200 SH       DEFINED 2           556100        0    31100 
M/I SCHOTTENSTEIN HOMES INC    COM              55305B101    62457   1102500 SH       DEFINED 1 5              0        0  1102500 
MKS INSTRUMENT INC             COM              55306N104    21877    638940 SH       DEFINED 1 5          42100        0   596840 
MKS INSTRUMENT INC             COM              55306N104    11933    348500 SH       DEFINED 2           348500        0        0 
MPS GROUP INC                  COM              553409103    44723   5111200 SH       DEFINED 1 5              0        0  5111200 
MRO SOFTWARE INC               COM              55347W105       12       950 SH       DEFINED 1 5            950        0        0 
MRO SOFTWARE INC               COM              55347W105     2176    174900 SH       DEFINED 2           174900        0        0 
MSC INDL DIRECT INC            CL A             553530106     2031     88700 SH       DEFINED 1 5              0        0    88700 
MSC INDL DIRECT INC            CL A             553530106     4825    210700 SH       DEFINED 2           210700        0        0 
MTR GAMING GROUP INC           COM              553769100     3771    244400 SH       DEFINED 1 5          11700        0   232700 
MTI TECHNOLOGY CORP            COM              553903105      578    584025 SH       DEFINED 1 5              0        0   584025 
MTI TECHNOLOGY CORP            COM              553903105      764    771285 SH       DEFINED 2           771285        0        0 
MACDERMID INC                  COM              554273102    20259    935300 SH       DEFINED 1 5              0        0   935300 
MACK CALI RLTY CORP            COM              554489104    46867   1351400 SH       DEFINED 1 5              0        0  1351400 
MACROVISION CORP               COM              555904101    77065   2891729 SH       DEFINED 1 5         112900        0  2778829 
MACROMEDIA INC                 COM              556100105      633     31000 SH       DEFINED 1 5              0        0    31000 
MAGMA DESIGN AUTOMATION        COM              559181102    24309   1249200 SH       DEFINED 1 5              0        0  1249200 
MAGNA INTL INC                 CL A             559222401    15736    213770 SH       DEFINED 1 5         204710        0     9060 
MAGNA INTL INC                 CL A             559222401     1680     22900 SH       DEFINED 2            22900        0        0 
MAGNUM HUNTER RES INC          COM PAR $0.002   55972F203    12480   1598002 SH       DEFINED 1 5              0        0  1598002 
MAGNUM HUNTER RES INC          COM PAR $0.002   55972F203     4602    589300 SH       DEFINED 2           589300        0        0 
MAGYAR TAVKOZLESI RT           SPONSORED ADR    559776109     2764    158200 SH       DEFINED 1 5           6800        0   151400 
MAGYAR TAVKOZLESI RT           SPONSORED ADR    559776109      468     26800 SH       DEFINED 2            26800        0        0 
MAIL-WELL INC                  COM              560321200     3495    556550 SH       DEFINED 1 5          72100        0   484450 
MAINE PUB SVC CO               COM              560483109     1601     53900 SH       DEFINED 1 5              0        0    53900 
MANDALAY RESORT GROUP          COM              562567107   272284   8869180 SH       DEFINED 1 5         100800        0  8768380 
MANDALAY RESORT GROUP          COM              562567107    21508    700600 SH       DEFINED 2           700600        0        0 
MANHATTAN ASSOCS INC           COM              562750109     8725    229000 SH       DEFINED 1 5              0        0   229000 
MANITOWOC INC                  COM              563571108      273      6900 SH       DEFINED 1 5              0        0     6900 
MANITOWOC INC                  COM              563571108      367      9300 SH       DEFINED 2             9300        0        0 
MANOR CARE INC NEW             COM              564055101    12652    543000 SH       DEFINED 1 5         159300        0   383700 
MANOR CARE INC NEW             COM              564055101     2685    115247 SH       DEFINED 2            79347        0    35900 
MANOR CARE INC NEW             COM              564055101        1        45 SH       DEFINED 4               45        0        0 
MANPOWER INC                   COM              56418H100   337219   8673340 SH       DEFINED 1 5         888810        0  7784530 
MANPOWER INC                   COM              56418H100    17309    445200 SH       DEFINED 2           443000        0     2200 
MANUFACTURED HOME CMNTYS INC   COM              564682102    40329   1222100 SH       DEFINED 1 5              0        0  1222100 
MANUFACTURED HOME CMNTYS INC   COM              564682102    10002    303100 SH       DEFINED 2           303100        0        0 
MAPICS INC                     COM              564910107     6838    897400 SH       DEFINED 1 5              0        0   897400 
MANULIFE FINL CORP             COM              56501R106   168537   6118920 SH       DEFINED 1 5        6024110        0    94810 
MANULIFE FINL CORP             COM              56501R106     1931     70410 SH       DEFINED 2            70410        0        0 
MANULIFE FINL CORP             COM              56501R106      884     32211 SH       DEFINED 4            32211        0        0 
MAPINFO CORP                   COM              565105103     4649    464850 SH       DEFINED 1 5          71024        0   393826 
MAPINFO CORP                   COM              565105103      232     23200 SH       DEFINED 2            23200        0        0 
MARATHON OIL CORP              COM              565849106   160116   5559590 SH       DEFINED 1 5           3800        0  5555790 
MARATHON OIL CORP              COM              565849106     6960    241670 SH       DEFINED 2           241670        0        0 
MARATHON OIL CORP              COM              565849106       28       986 SH       DEFINED 4              986        0        0 
MARINEMAX INC                  COM              567908108      122     10200 SH       DEFINED 1 5              0        0    10200 
MARINEMAX INC                  COM              567908108      163     13600 SH       DEFINED 2            13600        0        0 
MARINE PRODS CORP              COM              568427108    12252   1635840 SH       DEFINED 1 5              0        0  1635840 
MARKEL CORP                    COM              570535104    14400     70760 SH       DEFINED 1 5           2750        0    68010 
MARKEL CORP                    COM              570535104    16159     79400 SH       DEFINED 2            79400        0        0 
MARKETWATCH COM INC            COM              570619106       30      7440 SH       DEFINED 1 5              0        0     7440 
MARKWEST HYDROCARBON INC       COM              570762104     5930    760300 SH       DEFINED 1 5              0        0   760300 
MARSH & MCLENNAN COS INC       COM              571748102   374819   3324630 SH       DEFINED 1 5          30100        0  3294530 
MARSH & MCLENNAN COS INC       COM              571748102    24203    214684 SH       DEFINED 2           214684        0        0 
MARSH & MCLENNAN COS INC       COM              571748102      114      1011 SH       DEFINED 4             1011        0        0 
MARSHALL & ILSLEY CORP         COM              571834100     5425     87155 SH       DEFINED 1 5              0        0    87155 
MARSHALL & ILSLEY CORP         COM              571834100     5191     83400 SH       DEFINED 2            83400        0        0 
MARRIOTT INTL INC NEW          CL A             571903202   233907   5203500 SH       DEFINED 1 5           9700        0  5193800 
MARRIOTT INTL INC NEW          CL A             571903202    24584    546927 SH       DEFINED 2           513027        0    33900 
MARTEK BIOSCIENCES CORP        COM              572901106     1206     38300 SH       DEFINED 1 5              0        0    38300 
MARTEN TRANS LTD               COM              573075108     8059    447700 SH       DEFINED 1 5              0        0   447700 
MARTIN MARIETTA MATLS INC      COM              573284106   164925   3906324 SH       DEFINED 1 5         750920        0  3155404 
MARTIN MARIETTA MATLS INC      COM              573284106    18281    433000 SH       DEFINED 2           367200        0    65800 
MASCO CORP                     COM              574599106   968372  35277658 SH       DEFINED 1 5         617900        0 34659758 
MASCO CORP                     COM              574599106    82180   2993803 SH       DEFINED 2          2755603        0   238200 
MASCO CORP                     COM              574599106        0     37200 SH       DEFINED 3            37200        0        0 
MASCO CORP                     COM              574599106       41      1510 SH       DEFINED 4             1510        0        0 
MASONITE INTL CORP             COM              575384102     4854    335740 SH       DEFINED 1 5         333740        0     2000 
MASONITE INTL CORP             COM              575384102      278     19250 SH       DEFINED 2            19250        0        0 
MASSEY ENERGY CORP             COM              576206106    81089   4798148 SH       DEFINED 1 5          33170        0  4764978 
MASSEY ENERGY CORP             COM              576206106     3116    184400 SH       DEFINED 2           184400        0        0 
MASTEC INC                     COM              576323109      115     14300 SH       DEFINED 1 5              0        0    14300 
MATRIA HEALTHCARE INC          COM NEW          576817209    19541    805800 SH       DEFINED 1 5            100        0   805700 
MATRIA HEALTHCARE INC          COM NEW          576817209     6756    278600 SH       DEFINED 2           278600        0        0 
MATRITECH INC                  COM              576818108      158     71300 SH       DEFINED 1 5              0        0    71300 
MATRITECH INC                  COM              576818108      214     96300 SH       DEFINED 2            96300        0        0 
MATRIXONE INC                  COM              57685P304    12978   1454900 SH       DEFINED 1 5              0        0  1454900 
MATRIXONE INC                  COM              57685P304     2497    279900 SH       DEFINED 2           279900        0        0 
MATTEL INC                     COM              577081102   384153  18432840 SH       DEFINED 1 5          12300        0 18420540 
MATTEL INC                     COM              577081102    17735    851010 SH       DEFINED 2           720810        0   130200 
MATTEL INC                     COM              577081102       70      3312 SH       DEFINED 4             3312        0        0 
MATTSON TECHNOLOGY INC         COM              577223100     4620    660000 SH       DEFINED 1 5              0        0   660000 
MAXTOR CORP                    COM NEW          577729205      528     76000 SH       DEFINED 1 5              0        0    76000 
MAXTOR CORP                    COM NEW          577729205        2       228 SH       DEFINED 4              228        0        0 
MAXIM INTEGRATED PRODS INC     COM              57772K101   216208   3880954 SH       DEFINED 1 5          27800        0  3853154 
MAXIM INTEGRATED PRODS INC     COM              57772K101    23129    415175 SH       DEFINED 2           414475        0      700 
MAXIM INTEGRATED PRODS INC     COM              57772K101       25       451 SH       DEFINED 4              451        0        0 
MAXWELL SHOE INC               CL A             577766108    14200    887490 SH       DEFINED 1 5           4190        0   883300 
MAXWELL SHOE INC               CL A             577766108     5822    363900 SH       DEFINED 2           363900        0        0 
MAY DEPT STORES CO             COM              577778103    10734    307999 SH       DEFINED 1 5           2280        0   305719 
MAY DEPT STORES CO             COM              577778103     7967    228607 SH       DEFINED 2           228607        0        0 
MAY DEPT STORES CO             COM              577778103        5       150 SH       DEFINED 4              150        0        0 
MAXXAM INC                     COM              577913106     6092    459800 SH       DEFINED 1 5              0        0   459800 
MAVERICK TUBE CORP             COM              577914104     1511     92600 SH       DEFINED 1 5          19800        0    72800 
MAVERICK TUBE CORP             COM              577914104      743     45500 SH       DEFINED 2            45500        0        0 
MAYNARD OIL CO                 COM              578444101     9516    488000 SH       DEFINED 1 5              0        0   488000 
MAYTAG CORP                    COM              578592107   457393  10336578 SH       DEFINED 1 5         164093        0 10172485 
MAYTAG CORP                    COM              578592107    15649    353650 SH       DEFINED 2           353650        0        0 
MAYTAG CORP                    COM              578592107       11       250 SH       DEFINED 4              250        0        0 
MCCORMICK & CO INC             COM NON VTG      579780206   185537   3628734 SH       DEFINED 1 5         102610        0  3526124 
MCCORMICK & CO INC             COM NON VTG      579780206    34914    682850 SH       DEFINED 2           658650        0    24200 
MCDATA CORP                    CL B             580031102     3947    326300 SH       DEFINED 1 5          13000        0   313300 
MCDATA CORP                    CL A             580031201     1700    143300 SH       DEFINED 1 5              0        0   143300 
MCDATA CORP                    CL A             580031201      686     57800 SH       DEFINED 2            57800        0        0 
MCDATA CORP                    CL A             580031201        4       358 SH       DEFINED 4              358        0        0 
MCDERMOTT INTL INC             COM              580037109     5623    361620 SH       DEFINED 1 5              0        0   361620 
MCDERMOTT INTL INC             COM              580037109      735     47237 SH       DEFINED 2            47237        0        0 
MCDONALDS CORP                 COM              580135101  1385855  49935517 SH       DEFINED 1 5          14590        0 49920927 
MCDONALDS CORP                 COM              580135101   118335   4264322 SH       DEFINED 2          3651272        0   613050 
MCDONALDS CORP                 COM              580135101        0     90100 SH       DEFINED 3            90100        0        0 
MCDONALDS CORP                 COM              580135101      707     25330 SH       DEFINED 4            25330        0        0 
MCGRAW HILL COS INC            COM              580645109   517918   7588539 SH       DEFINED 1 5          48800        0  7539739 
MCGRAW HILL COS INC            COM              580645109    48608    712208 SH       DEFINED 2           634908        0    77300 
MCGRAW HILL COS INC            COM              580645109      160      2387 SH       DEFINED 4             2387        0        0 
MCKESSON CORP                  COM              58155Q103  1045225  27924800 SH       DEFINED 1 5         745620        0 27179180 
MCKESSON CORP                  COM              58155Q103   143644   3837677 SH       DEFINED 2          3613877        0   223800 
MCKESSON CORP                  COM              58155Q103     3743    103400 SH       DEFINED 3             3400        0   100000 
MCKESSON CORP                  COM              58155Q103     1468     39201 SH       DEFINED 4            39201        0        0 
MEADWESTVACO CORP              COM              583334107    84232   2540932 SH       DEFINED 1 5           6801        0  2534131 
MEADWESTVACO CORP              COM              583334107    15565    469531 SH       DEFINED 2           455955        0    13576 
MEADWESTVACO CORP              COM              583334107       59      1776 SH       DEFINED 4             1776        0        0 
MEASUREMENT SPECIALTIES INC    COM              583421102     1912    412900 SH       DEFINED 1 5              0        0   412900 
MEDAREX INC                    COM              583916101    61656   3822690 SH       DEFINED 1 5              0        0  3822690 
MEDAREX INC                    COM              583916101     3197    198200 SH       DEFINED 2           198200        0        0 
MEDAREX INC                    NOTE  4.500% 7/0 583916AA9     2604   3000000 PRN      DEFINED 1 5              0        0        0 
MEDFORD BANCORP INC            COM              584131106       13       500 SH       DEFINED 1 5            500        0        0 
MEDIA ARTS GROUP INC           COM              58439C102     4014   1266100 SH       DEFINED 1 5              0        0  1266100 
MEDIA GEN INC                  CL A             584404107     3429     54000 SH       DEFINED 1 5              0        0    54000 
MEDIA GEN INC                  CL A             584404107      387      6100 SH       DEFINED 2             6100        0        0 
MEDIALINK WORLDWIDE INC        COM              58445P105     1537    567100 SH       DEFINED 1 5              0        0   567100 
MEDIACOM COMMUNICATIONS CORP   CL A             58446K105    24146   1723500 SH       DEFINED 1 5              0        0  1723500 
MEDICAL ACTION INDS INC        COM              58449L100     8482    653500 SH       DEFINED 1 5              0        0   653500 
MEDICAL ACTION INDS INC        COM              58449L100     9191    708100 SH       DEFINED 2           708100        0        0 
MEDICINES CO                   COM              584688105     1828    128200 SH       DEFINED 1 5              0        0   128200 
MEDIMMUNE INC                  COM              584699102   524935  13346942 SH       DEFINED 1 5         379342        0 12967600 
MEDIMMUNE INC                  COM              584699102    73501   1868818 SH       DEFINED 2          1861118        0     7700 
MEDIMMUNE INC                  COM              584699102       54      1325 SH       DEFINED 4             1325        0        0 
MEDTRONIC INC                  COM              585055106  1518790  33594114 SH       DEFINED 1 5         599170        0 32994944 
MEDTRONIC INC                  COM              585055106   201017   4446295 SH       DEFINED 2          3935615        0   510680 
MEDTRONIC INC                  COM              585055106      681     15276 SH       DEFINED 4            15276        0        0 
MEDTRONIC INC                  DBCV  1.250% 9/1 585055AB2    16576  16350000 PRN      DEFINED 1 5              0        0        0 
MEDSTONE INTL INC NEW          COM              58505C101     2525    561200 SH       DEFINED 1 5              0        0   561200 
MEEMIC HLDGS INC               COM              585135106     5922    208500 SH       DEFINED 1 5              0        0   208500 
MELLON FINL CORP               COM              58551A108   654111  16950260 SH       DEFINED 1 5          52600        0 16897660 
MELLON FINL CORP               COM              58551A108    34480    893505 SH       DEFINED 2           814905        0    78600 
MELLON FINL CORP               COM              58551A108        0     11800 SH       DEFINED 3            11800        0        0 
MELLON FINL CORP               COM              58551A108      121      3096 SH       DEFINED 4             3096        0        0 
MEMBERWORKS INC                COM              586002107     3264    172400 SH       DEFINED 2           172400        0        0 
MEMRY CORP                     COM NEW          586263204       85     52900 SH       DEFINED 1 5          18100        0    34800 
MENS WEARHOUSE INC             COM              587118100    66070   2829540 SH       DEFINED 1 5          18440        0  2811100 
MENTOR CORP MINN               COM              587188103     2424     67100 SH       DEFINED 1 5              0        0    67100 
MENTOR CORP MINN               COM              587188103     2511     69600 SH       DEFINED 2            69600        0        0 
MENTOR GRAPHICS CORP           COM              587200106    51193   2421600 SH       DEFINED 1 5              0        0  2421600 
MENTOR GRAPHICS CORP           COM              587200106    21121    999100 SH       DEFINED 2           961900        0    37200 
MERCANTILE BANKSHARES CORP     COM              587405101    60192   1391407 SH       DEFINED 1 5          16640        0  1374767 
MERCANTILE BANKSHARES CORP     COM              587405101    51665   1194300 SH       DEFINED 2          1145400        0    48900 
MERCANTILE BANKSHARES CORP     COM              587405101        0      2300 SH       DEFINED 3             2300        0        0 
MERCANTILE BANKSHARES CORP     COM              587405101       13       300 SH       DEFINED 4              300        0        0 
MERCER INTL INC                SH BEN INT       588056101    11339   1629100 SH       DEFINED 1 5              0        0  1629100 
MERCK & CO INC                 COM              589331107  1847399  32084041 SH       DEFINED 1 5         642500        0 31441541 
MERCK & CO INC                 COM              589331107   190696   3311837 SH       DEFINED 2          2844437        0   467400 
MERCK & CO INC                 COM              589331107     3775     65668 SH       DEFINED 4            65668        0        0 
MERCURY AIR GROUP INC          COM              589354109     1291    290140 SH       DEFINED 1 5              0        0   290140 
MERCURY COMPUTER SYS           COM              589378108    36141   1130806 SH       DEFINED 1 5         165866        0   964940 
MERCURY COMPUTER SYS           COM              589378108     2982     93300 SH       DEFINED 2            93300        0        0 
MERCURY GENL CORP NEW          COM              589400100     2460     52900 SH       DEFINED 1 5              0        0    52900 
MERCURY INTERACTIVE CORP       COM              589405109    16943    450000 SH       DEFINED 1 5              0        0   450000 
MERCURY INTERACTIVE CORP       COM              589405109     2370     62939 SH       DEFINED 2            62939        0        0 
MERCURY INTERACTIVE CORP       NOTE  4.750% 7/0 589405AB5    71447  86400000 PRN      DEFINED 1 5              0        0        0 
MEREDITH CORP                  COM              589433101    23445    551520 SH       DEFINED 1 5           2320        0   549200 
MEREDITH CORP                  COM              589433101     7899    185819 SH       DEFINED 2           185819        0        0 
MERIDIAN BIOSCIENCE INC        COM              589584101      651     95700 SH       DEFINED 1 5              0        0    95700 
MERISTAR HOSPITALITY CORP      COM              58984Y103     5636    308800 SH       DEFINED 1 5              0        0   308800 
MERIT MED SYS INC              COM              589889104     3103    153600 SH       DEFINED 2           153600        0        0 
MERIDIAN GOLD INC              COM              589975101   107821   7390115 SH       DEFINED 1 5         609885        0  6780230 
MERIDIAN GOLD INC              COM              589975101    23177   1591270 SH       DEFINED 2          1591270        0        0 
MERISTAR HOTELS & RESORTS IN   COM              589988104      597    702900 SH       DEFINED 1 5              0        0   702900 
MERISTAR HOTELS & RESORTS IN   COM              589988104     2051   2412800 SH       DEFINED 2          2412800        0        0 
MERITAGE CORP                  COM              59001A102    14774    231200 SH       DEFINED 1 5              0        0   231200 
MERIX CORP                     COM              590049102    16733    895312 SH       DEFINED 1 5            700        0   894612 
MERIX CORP                     COM              590049102    17686    946300 SH       DEFINED 2           946300        0        0 
MERRILL LYNCH & CO INC         COM              590188108  2111319  38124210 SH       DEFINED 1 5         229700        0 37894510 
MERRILL LYNCH & CO INC         COM              590188108   113007   2040579 SH       DEFINED 2          1780579        0   260000 
MERRILL LYNCH & CO INC         COM              590188108        0     48300 SH       DEFINED 3            48300        0        0 
MERRILL LYNCH & CO INC         COM              590188108      352      6407 SH       DEFINED 4             6407        0        0 
MERRILL LYNCH & CO INC         FRNT         3/1 590188A73    39718  38375000 PRN      DEFINED 1 5              0        0        0 
MERRILL LYNCH & CO INC         FRNT         3/1 590188A73     1283   1240000 PRN      DEFINED 2                0        0        0 
MESA AIR GROUP INC             COM              590479101    23219   2073100 SH       DEFINED 1 5        2000000        0    73100 
MESA AIR GROUP INC             COM              590479101     1149    102600 SH       DEFINED 2           102600        0        0 
MESA LABS INC                  COM              59064R109     2411    313100 SH       DEFINED 1 5              0        0   313100 
MESABA HLDGS INC               COM              59066B102     4683    526800 SH       DEFINED 1 5              0        0   526800 
MET PRO CORP                   COM              590876306     2879    200500 SH       DEFINED 1 5              0        0   200500 
META GROUP INC                 COM              591002100     1021    408350 SH       DEFINED 1 5          89200        0   319150 
METASOLV INC                   COM              59139P104    26280   3490078 SH       DEFINED 1 5              0        0  3490078 
METAWAVE COMMUNICATIONS CP     COM              591409107       15     30400 SH       DEFINED 1 5              0        0    30400 
METHANEX CORP                  COM              59151K108     8154   1099410 SH       DEFINED 1 5         919910        0   179500 
METHANEX CORP                  COM              59151K108      529     71450 SH       DEFINED 2            64550        0     6900 
METLIFE INC                    COM              59156R108   811598  25765000 SH       DEFINED 1 5         596900        0 25168100 
METLIFE INC                    COM              59156R108    70976   2253215 SH       DEFINED 2          2246115        0     7100 
METLIFE INC                    COM              59156R108        0     34300 SH       DEFINED 3            34300        0        0 
METLIFE INC                    COM              59156R108      210      6669 SH       DEFINED 4             6669        0        0 
METRIS COS INC                 COM              591598107     4695    233300 SH       DEFINED 1 5           9300        0   224000 
METRIS COS INC                 COM              591598107      148      7400 SH       DEFINED 2             7400        0        0 
METRO GOLDWYN MAYER INC        COM              591610100      582     35000 SH       DEFINED 1 5              0        0    35000 
METRO GOLDWYN MAYER INC        COM              591610100      763     45900 SH       DEFINED 2            45900        0        0 
METRO ONE TELECOMMUNICATIONS   COM              59163F105    48336   1906735 SH       DEFINED 1 5              0        0  1906735 
METRO ONE TELECOMMUNICATIONS   COM              59163F105    15383    606820 SH       DEFINED 2           601520        0     5300 
METSO CORP                     SPONSORED ADR    592671101      478     38900 SH       DEFINED 1 5              0        0    38900 
METTLER TOLEDO INTERNATIONAL   COM              592688105   216127   4775240 SH       DEFINED 1 5         152520        0  4622720 
METTLER TOLEDO INTERNATIONAL   COM              592688105    10350    228670 SH       DEFINED 2           228670        0        0 
MEXICO FD INC                  COM              592835102    21788   1106000 SH       DEFINED 1 5              0        0  1106000 
MICHAELS STORES INC            COM              594087108    79803   2111200 SH       DEFINED 1 5              0        0  2111200 
MICHAELS STORES INC            COM              594087108    19789    523530 SH       DEFINED 2           522030        0     1500 
MICREL INC                     COM              594793101   149403   5924000 SH       DEFINED 1 5          90300        0  5833700 
MICREL INC                     COM              594793101     5039    199800 SH       DEFINED 2           140300        0    59500 
MICROS SYS INC                 COM              594901100     6427    252520 SH       DEFINED 1 5          56300        0   196220 
MICROSOFT CORP                 COM              594918104 13776918 228435057 SH       DEFINED 1 5        3686024        0224749033 
MICROSOFT CORP                 COM              594918104   934555  15495861 SH       DEFINED 2         13204571        0  2291290 
MICROSOFT CORP                 COM              594918104    12213    202500 SH       DEFINED 3                0        0   202500 
MICROSOFT CORP                 COM              594918104    24958    414562 SH       DEFINED 4           414562        0        0 
MICROSTRATEGY INC              CL A             594972101     2264    742200 SH       DEFINED 1 5              0        0   742200 
MICROCHIP TECHNOLOGY INC       COM              595017104    78894   1886065 SH       DEFINED 1 5              0        0  1886065 
MICROCHIP TECHNOLOGY INC       COM              595017104      673     16100 SH       DEFINED 2                0        0    16100 
MICRON TECHNOLOGY INC          COM              595112103  2311195  70249076 SH       DEFINED 1 5        1843220        0 68405856 
MICRON TECHNOLOGY INC          COM              595112103   316106   9608087 SH       DEFINED 2          8599987        0  1008100 
MICRON TECHNOLOGY INC          COM              595112103        0     28700 SH       DEFINED 3            28700        0        0 
MICRON TECHNOLOGY INC          COM              595112103       76      2300 SH       DEFINED 4             2300        0        0 
MICROTUNE INC DEL              COM              59514P109     2745    191000 SH       DEFINED 1 5          42100        0   148900 
MIDAS GROUP INC                COM              595626102        9       600 SH       DEFINED 1 5            600        0        0 
MIDWEST EXPRESS HLDGS INC      COM              597911106     7753    423900 SH       DEFINED 1 5              0        0   423900 
MIDWAY GAMES INC               COM              598148104    17913   1330859 SH       DEFINED 1 5              0        0  1330859 
MIKOHN GAMING CORP             COM              59862K108      699    125000 SH       DEFINED 1 5              0        0   125000 
MIIX GROUP INC                 COM              59862V104     2147    872800 SH       DEFINED 1 5              0        0   872800 
MILACRON INC                   COM              598709103    61608   4222640 SH       DEFINED 1 5           3930        0  4218710 
MILACRON INC                   COM              598709103    10766    737900 SH       DEFINED 2           737900        0        0 
MILLENNIUM PHARMACEUTICALS I   COM              599902103   868799  38942112 SH       DEFINED 1 5         571358        0 38370754 
MILLENNIUM PHARMACEUTICALS I   COM              599902103    23560   1056038 SH       DEFINED 2           844751        0   211287 
MILLENNIUM PHARMACEUTICALS I   NOTE  5.500% 1/1 599902AB9     2735   3000000 PRN      DEFINED 1 5              0        0        0 
MILLENNIUM CHEMICALS INC       COM              599903101    85184   5783047 SH       DEFINED 1 5         168200        0  5614847 
MILLENNIUM CHEMICALS INC       COM              599903101    44987   3054100 SH       DEFINED 2          2984300        0    69800 
MILLENNIUM CHEMICALS INC       COM              599903101        0    104500 SH       DEFINED 3           104500        0        0 
MILLER HERMAN INC              COM              600544100   104616   4399309 SH       DEFINED 1 5         166300        0  4233009 
MILLER HERMAN INC              COM              600544100      801     33700 SH       DEFINED 2            33700        0        0 
MILLER INDS INC TENN           COM NEW          600551204      144     44400 SH       DEFINED 1 5              0        0    44400 
MILLIPORE CORP                 COM              601073109   138522   3131140 SH       DEFINED 1 5           1370        0  3129770 
MILLIPORE CORP                 COM              601073109    43232    977214 SH       DEFINED 2           898114        0    79100 
MILLIPORE CORP                 COM              601073109        0      6600 SH       DEFINED 3             6600        0        0 
MILLIPORE CORP                 COM              601073109       61      1371 SH       DEFINED 4             1371        0        0 
MILLS CORP                     COM              601148109    17335    620000 SH       DEFINED 1 5              0        0   620000 
MINERALS TECHNOLOGIES INC      COM              603158106    86976   1657640 SH       DEFINED 1 5              0        0  1657640 
MINERALS TECHNOLOGIES INC      COM              603158106     5257    100200 SH       DEFINED 2           100200        0        0 
MINNESOTA MNG & MFG CO         COM              604059105  1563630  13595600 SH       DEFINED 1 5           3500        0 13592100 
MINNESOTA MNG & MFG CO         COM              604059105   123393   1072890 SH       DEFINED 2           991490        0    81400 
MINNESOTA MNG & MFG CO         COM              604059105        0     13300 SH       DEFINED 3            13300        0        0 
MINNESOTA MNG & MFG CO         COM              604059105      540      4633 SH       DEFINED 4             4633        0        0 
MIPS TECHNOLOGIES INC          CL A             604567107    16461   2236540 SH       DEFINED 1 5              0        0  2236540 
MIPS TECHNOLOGIES INC          CL A             604567107     2275    309090 SH       DEFINED 2           305490        0     3600 
MIPS TECHNOLOGIES INC          CL B             604567206    16927   2526427 SH       DEFINED 1 5              0        0  2526427 
MIRANT CORP                    COM              604675108        7       500 SH       DEFINED 1 5              0        0      500 
MIRANT CORP                    COM              604675108    38288   2649709 SH       DEFINED 2          2649703        0        6 
MIRANT CORP                    COM              604675108       13       908 SH       DEFINED 4              908        0        0 
MISSISSIPPI VY BANCSHARES IN   COM              605720101     1315     32700 SH       DEFINED 1 5              0        0    32700 
MITSUBISHI TOKYO FINL GROUP    SPONSORED ADR    606816106       58      9500 SH       DEFINED 1 5           9500        0        0 
MOBILE TELESYSTEMS OJSC        SPONSORED ADR    607409109       18       500 SH       DEFINED 1 5            500        0        0 
MOCON INC                      COM              607494101     1776    174100 SH       DEFINED 1 5              0        0   174100 
MODINE MFG CO                  COM              607828100      165      6100 SH       DEFINED 1 5              0        0     6100 
MOHAWK INDS INC                COM              608190104   374336   6229585 SH       DEFINED 1 5         554538        0  5675047 
MOHAWK INDS INC                COM              608190104    28222    469670 SH       DEFINED 2           449570        0    20100 
MOLDFLOW CORP                  COM              608507109     9532    706040 SH       DEFINED 1 5         119200        0   586840 
MOLDFLOW CORP                  COM              608507109     8173    605400 SH       DEFINED 2           605400        0        0 
MOLEX INC                      COM              608554101     5226    150748 SH       DEFINED 2           150748        0        0 
MOLEX INC                      COM              608554101       21       620 SH       DEFINED 4              620        0        0 
MOLEX INC                      CL A             608554200     6577    215000 SH       DEFINED 1 5              0        0   215000 
MONACO COACH CORP              COM              60886R103    77570   3192200 SH       DEFINED 1 5              0        0  3192200 
MONACO COACH CORP              COM              60886R103     9786    402700 SH       DEFINED 2           402700        0        0 
MONDAVI ROBERT CORP            CL A             609200100    35936    999900 SH       DEFINED 1 5              0        0   999900 
MONOLITHIC SYS TECHNOLOGY IN   COM              609842109     2041    177500 SH       DEFINED 1 5              0        0   177500 
MONRO MUFFLER BRAKE INC        COM              610236101    14133    821700 SH       DEFINED 1 5              0        0   821700 
MONSANTO CO NEW                COM              61166W101    92973   2943110 SH       DEFINED 1 5              0        0  2943110 
MONSANTO CO NEW                COM              61166W101      840     26600 SH       DEFINED 2              600        0    26000 
MONSANTO CO NEW                COM              61166W101     6147    194600 SH       DEFINED 4           194600        0        0 
MONTEREY PASTA CO              COM              612570101     7313    865500 SH       DEFINED 1 5              0        0   865500 
MONY GROUP INC                 COM              615337102       20       500 SH       DEFINED 1 5              0        0      500 
MOODYS CORP                    COM              615369105    41149   1001200 SH       DEFINED 1 5              0        0  1001200 
MOODYS CORP                    COM              615369105     4992    121462 SH       DEFINED 2           121462        0        0 
MOODYS CORP                    COM              615369105       11       278 SH       DEFINED 4              278        0        0 
MOOG INC                       CL A             615394202    14493    452900 SH       DEFINED 1 5              0        0   452900 
MOORE LTD                      COM              615785102      597     45900 SH       DEFINED 1 5              0        0    45900 
MOORE LTD                      COM              615785102      756     58100 SH       DEFINED 2            58100        0        0 
MORGAN STANLEY DEAN WITTER&C   COM NEW          617446448  3227256  56312266 SH       DEFINED 1 5         104400        0 56207866 
MORGAN STANLEY DEAN WITTER&C   COM NEW          617446448   199442   3480059 SH       DEFINED 2          3162459        0   317600 
MORGAN STANLEY DEAN WITTER&C   COM NEW          617446448        0     58600 SH       DEFINED 3            58600        0        0 
MORGAN STANLEY DEAN WITTER&C   COM NEW          617446448      275      4837 SH       DEFINED 4             4837        0        0 
MORGAN STANLEY ASIA PAC FD I   COM              61744U106       21      2434 SH       DEFINED 4             2434        0        0 
MORGAN STANLEY INDIA INVS FD   COM              61745C105       10      1000 SH       DEFINED 4             1000        0        0 
MORTONS RESTAURANT GROUP INC   COM              619429103    10917    784800 SH       DEFINED 1 5              0        0   784800 
MOTHERS WK INC                 COM              619903107        0         3 SH       DEFINED 1 5              0        0        3 
MOTHERS WK INC                 COM              619903107        3       157 SH       DEFINED 2                0        0      157 
MOTOROLA INC                   COM              620076109   780741  54981787 SH       DEFINED 1 5         216200        0 54765587 
MOTOROLA INC                   COM              620076109    83535   5882731 SH       DEFINED 2          5685409        0   197322 
MOTOROLA INC                   COM              620076109        0    111000 SH       DEFINED 3           111000        0        0 
MOTOROLA INC                   COM              620076109      177     12880 SH       DEFINED 4            12880        0        0 
MOVADO GROUP INC               COM              624580106    21421    975900 SH       DEFINED 1 5              0        0   975900 
MOVIE GALLERY INC              COM              624581104    19774   1151650 SH       DEFINED 1 5          11400        0  1140250 
MOVIE GALLERY INC              COM              624581104     3936    229225 SH       DEFINED 2           229225        0        0 
MUELLER INDS INC               COM              624756102      497     14200 SH       DEFINED 1 5              0        0    14200 
MURPHY OIL CORP                COM              626717102   115891   1207200 SH       DEFINED 1 5           2600        0  1204600 
MUTUAL RISK MGMT LTD           COM              628351108       85    100100 SH       DEFINED 1 5              0        0   100100 
MUTUALFIRST FINL INC           COM              62845B104      329     18000 SH       DEFINED 1 5              0        0    18000 
MYERS INDS INC                 COM              628464109        3       199 SH       DEFINED 4              199        0        0 
MYKROLIS CORP                  COM              62852P103    33215   2172342 SH       DEFINED 1 5         271127        0  1901215 
MYKROLIS CORP                  COM              62852P103     6448    421695 SH       DEFINED 2           392188        0    29507 
MYKROLIS CORP                  COM              62852P103       14       927 SH       DEFINED 4              927        0        0 
MYLAN LABS INC                 COM              628530107    97093   3295760 SH       DEFINED 1 5         389550        0  2906210 
MYLAN LABS INC                 COM              628530107    75127   2550150 SH       DEFINED 2          2413850        0   136300 
MYLAN LABS INC                 COM              628530107      178      5918 SH       DEFINED 4             5918        0        0 
MYRIAD GENETICS INC            COM              62855J104    52905   1578780 SH       DEFINED 1 5          11540        0  1567240 
MYRIAD GENETICS INC            COM              62855J104     3542    105700 SH       DEFINED 2            81900        0    23800 
NBTY INC                       COM              628782104     9489    556210 SH       DEFINED 1 5         127100        0   429110 
NBTY INC                       COM              628782104     1032     60500 SH       DEFINED 2            60500        0        0 
NCI BUILDING SYS INC           COM              628852105    42406   1884700 SH       DEFINED 1 5              0        0  1884700 
NCO GROUP INC                  COM              628858102    15940    574200 SH       DEFINED 1 5            350        0   573850 
NCO GROUP INC                  COM              628858102     3378    121700 SH       DEFINED 2           121700        0        0 
NCR CORP NEW                   COM              62886E108   115136   2572870 SH       DEFINED 1 5         263800        0  2309070 
NCR CORP NEW                   COM              62886E108    43439    970713 SH       DEFINED 2           893813        0    76900 
NCR CORP NEW                   COM              62886E108        0      2900 SH       DEFINED 3             2900        0        0 
NCR CORP NEW                   COM              62886E108       29       644 SH       DEFINED 4              644        0        0 
NDS GROUP PLC                  SPONSORED ADR    628891103    17113   1222344 SH       DEFINED 1 5         616784        0   605560 
NEC CORP                       ADR              629050204       38      4500 SH       DEFINED 1 5              0        0     4500 
NMS COMMUNICATIONS CORP        COM              629248105    19999   4694619 SH       DEFINED 1 5              0        0  4694619 
NPS PHARMACEUTICALS INC        COM              62936P103    32090    983460 SH       DEFINED 1 5              0        0   983460 
NPS PHARMACEUTICALS INC        COM              62936P103     7345    225100 SH       DEFINED 2           190808        0    34292 
NTL INC                        COM              629407107      362   1811800 SH       DEFINED 1 5              0        0  1811800 
NTL DEL INC / NTL INC          NOTE  5.750%12/1 62940TAA7     2734  16570000 PRN      DEFINED 1 5              0        0        0 
NVR INC                        COM              62944T105    13519     42850 SH       DEFINED 1 5           1900        0    40950 
NYMAGIC INC                    COM              629484106     1755     92400 SH       DEFINED 1 5              0        0    92400 
NABORS INDS INC                COM              629568106   387603   9173989 SH       DEFINED 1 5         297550        0  8876439 
NABORS INDS INC                COM              629568106    84770   2006387 SH       DEFINED 2          1920987        0    85400 
NABORS INDS INC                COM              629568106        0      4100 SH       DEFINED 3             4100        0        0 
NACCO INDS INC                 CL A             629579103    19025    287004 SH       DEFINED 1 5              0        0   287004 
NACCO INDS INC                 CL A             629579103    20864    314740 SH       DEFINED 2           314240        0      500 
NASDAQ 100 TR                  UNIT SER 1       631100104     1823     50500 SH       DEFINED 2            50500        0        0 
NASSDA CORP                    COM              63172M101      765     50300 SH       DEFINED 1 5              0        0    50300 
NATIONAL BEVERAGE CORP         COM              635017106     9745    732700 SH       DEFINED 1 5              0        0   732700 
NATIONAL CITY CORP             COM              635405103    23907    777208 SH       DEFINED 1 5              0        0   777208 
NATIONAL CITY CORP             COM              635405103    14562    473419 SH       DEFINED 2           473419        0        0 
NATIONAL CITY CORP             COM              635405103      386     12457 SH       DEFINED 4            12457        0        0 
NATIONAL COMMERCE FINL CORP    COM              63545P104     9441    339600 SH       DEFINED 1 5              0        0   339600 
NATIONAL DENTEX CORP           COM              63563H109     8411    319800 SH       DEFINED 1 5              0        0   319800 
NATIONAL HEALTHCARE CORP       COM              635906100    17321   1052920 SH       DEFINED 1 5          32360        0  1020560 
NATIONAL FUEL GAS CO N J       COM              636180101      799     32800 SH       DEFINED 1 5              0        0    32800 
NATIONAL INSTRS CORP           COM              636518102    17012    406800 SH       DEFINED 1 5              0        0   406800 
NATIONAL INSTRS CORP           COM              636518102    10848    259400 SH       DEFINED 2           259400        0        0 
NATIONAL-OILWELL INC           COM              637071101   281891  11128750 SH       DEFINED 1 5         353270        0 10775480 
NATIONAL-OILWELL INC           COM              637071101     9621    379810 SH       DEFINED 2           378610        0     1200 
NATIONAL-OILWELL INC           COM              637071101        0      4200 SH       DEFINED 3             4200        0        0 
NATIONAL PROCESSING INC        COM              637229105     9751    341200 SH       DEFINED 1 5              0        0   341200 
NATIONAL PROCESSING INC        COM              637229105      663     23200 SH       DEFINED 2            20900        0     2300 
NATIONAL R V HLDGS INC         COM              637277104    11435    935800 SH       DEFINED 1 5              0        0   935800 
NATIONAL SEMICONDUCTOR CORP    COM              637640103   836758  24836987 SH       DEFINED 1 5         212665        0 24624322 
NATIONAL SEMICONDUCTOR CORP    COM              637640103    11863    352122 SH       DEFINED 2           338822        0    13300 
NATIONAL SEMICONDUCTOR CORP    COM              637640103        0     11400 SH       DEFINED 3            11400        0        0 
NATIONAL SEMICONDUCTOR CORP    COM              637640103       22       678 SH       DEFINED 4              678        0        0 
NATIONAL SVC INDS INC          COM NEW          637657206     5723    548175 SH       DEFINED 1 5              0        0   548175 
NATIONAL VISION INC            COM              63845P101      212    264733 SH       DEFINED 1 5              0        0   264733 
NATIONAL WESTN LIFE INS CO     CL A             638522102    24392    213500 SH       DEFINED 1 5              0        0   213500 
NATIONWIDE FINL SVCS INC       CL A             638612101     2957     69100 SH       DEFINED 1 5              0        0    69100 
NATROL INC                     COM              638789107      166     95000 SH       DEFINED 1 5              0        0    95000 
NATURAL MICROSYSTEMS CORP      NOTE  5.000%10/1 638882AA8    31284  48882000 PRN      DEFINED 1 5              0        0        0 
NATURES SUNSHINE PRODUCTS IN   COM              639027101    23263   2075190 SH       DEFINED 1 5          99800        0  1975390 
NAUTICA ENTERPRISES INC        COM              639089101    54576   3600000 SH       DEFINED 1 5              0        0  3600000 
NAVISTAR INTL CORP NEW         COM              63934E108   252127   5691015 SH       DEFINED 1 5          21980        0  5669035 
NAVISTAR INTL CORP NEW         COM              63934E108    25966    586133 SH       DEFINED 2           569823        0    16310 
NAVIGANT INTL INC              COM              63935R108     5207    359091 SH       DEFINED 2           359091        0        0 
NDCHEALTH CORP                 COM              639480102    37340   1026100 SH       DEFINED 1 5              0        0  1026100 
NDCHEALTH CORP                 COM              639480102     3985    109500 SH       DEFINED 2           109500        0        0 
NEIMAN MARCUS GROUP INC        CL A             640204202    12199    354100 SH       DEFINED 1 5          14100        0   340000 
NEIMAN MARCUS GROUP INC        CL B             640204301     1181     36069 SH       DEFINED 1 5              0        0    36069 
NEIMAN MARCUS GROUP INC        CL B             640204301       24       723 SH       DEFINED 4              723        0        0 
NETBANK INC                    COM              640933107    42948   2541304 SH       DEFINED 1 5              0        0  2541304 
NETBANK INC                    COM              640933107      933     55200 SH       DEFINED 2            55200        0        0 
NETWORKS ASSOCS INC            COM              640938106   423603  17504263 SH       DEFINED 1 5         128200        0 17376063 
NETWORKS ASSOCS INC            COM              640938106    20280    838010 SH       DEFINED 2           736510        0   101500 
NETWORKS ASSOCS INC            COM              640938106       24      1000 SH       DEFINED 4             1000        0        0 
NETIQ CORP                     COM              64115P102    42525   1949797 SH       DEFINED 1 5              0        0  1949797 
NETRATINGS INC                 COM              64116M108      674     55600 SH       DEFINED 1 5          12200        0    43400 
NETSCREEN TECHNOLOGIES INC     COM              64117V107    12443    747300 SH       DEFINED 1 5              0        0   747300 
NETWORK APPLIANCE INC          COM              64120L104   541264  26558608 SH       DEFINED 1 5              0        0 26558608 
NETWORK APPLIANCE INC          COM              64120L104    12514    614015 SH       DEFINED 2           547715        0    66300 
NETWORK APPLIANCE INC          COM              64120L104       20      1000 SH       DEFINED 4             1000        0        0 
NEUBERGER BERMAN INC           COM              641234109    13179    281300 SH       DEFINED 1 5           8100        0   273200 
NEUBERGER BERMAN INC           COM              641234109      486     10380 SH       DEFINED 2             9230        0     1150 
NETWORKS ASSOCS INC            NOTE  5.250% 8/1 64123LAB7      466    300000 PRN      DEFINED 1 5              0        0        0 
NEUROCRINE BIOSCIENCES INC     COM              64125C109   140393   3458808 SH       DEFINED 1 5          48700        0  3410108 
NEUROCRINE BIOSCIENCES INC     COM              64125C109    14024    345500 SH       DEFINED 2           345500        0        0 
NEW ENGLAND BUSINESS SVC INC   COM              643872104    28001   1090800 SH       DEFINED 1 5              0        0  1090800 
NEW HORIZONS WORLDWIDE INC     COM              645526104    18178   1516086 SH       DEFINED 1 5         115056        0  1401030 
NEW JERSEY RES                 COM              646025106      703     23250 SH       DEFINED 1 5              0        0    23250 
NEW YORK CMNTY BANCORP INC     COM              649445103     6828    246940 SH       DEFINED 1 5            800        0   246140 
NEW YORK CMNTY BANCORP INC     COM              649445103      539     19500 SH       DEFINED 2                0        0    19500 
NEW YORK TIMES CO              CL A             650111107   203718   4256546 SH       DEFINED 1 5           2610        0  4253936 
NEW YORK TIMES CO              CL A             650111107    28243    590120 SH       DEFINED 2           505720        0    84400 
NEW YORK TIMES CO              CL A             650111107       42       878 SH       DEFINED 4              878        0        0 
NEWELL RUBBERMAID INC          COM              651229106   103611   3241900 SH       DEFINED 1 5          27400        0  3214500 
NEWELL RUBBERMAID INC          COM              651229106    18228    570349 SH       DEFINED 2           539449        0    30900 
NEWELL RUBBERMAID INC          COM              651229106        2        60 SH       DEFINED 4               60        0        0 
NEWFIELD EXPL CO               COM              651290108    30333    820020 SH       DEFINED 1 5           1300        0   818720 
NEWFIELD EXPL CO               COM              651290108     2808     75900 SH       DEFINED 2            75900        0        0 
NEWHALL LAND & FARMING CO CA   DEPOSITARY REC   651426108      595     19000 SH       DEFINED 1 5              0        0    19000 
NEWMARK HOMES CORP             COM              651578106     3584    210472 SH       DEFINED 1 5              0        0   210472 
NEWMONT MINING CORP            COM              651639106   987058  35646749 SH       DEFINED 1 5         658708        0 34988041 
NEWMONT MINING CORP            COM              651639106    37704   1361663 SH       DEFINED 2          1289763        0    71900 
NEWMONT MINING CORP            COM              651639106        0         8 SH       DEFINED 4                8        0        0 
NEWPARK RES INC                COM PAR $.01NEW  651718504     8939   1153390 SH       DEFINED 1 5           5700        0  1147690 
NEWPARK RES INC                COM PAR $.01NEW  651718504     2024    261100 SH       DEFINED 2           261100        0        0 
NEWPORT CORP                   COM              651824104    19718    825000 SH       DEFINED 1 5         825000        0        0 
NEWS CORP LTD                  ADR NEW          652487703   160450   5653629 SH       DEFINED 1 5           3600        0  5650029 
NEWS CORP LTD                  ADR NEW          652487703     2293     80800 SH       DEFINED 2            75300        0     5500 
NEWS CORP LTD                  ADR NEW          652487703        0     12200 SH       DEFINED 3            12200        0        0 
NEWS CORP LTD                  ADR NEW          652487703        8       300 SH       DEFINED 4              300        0        0 
NEWS CORP LTD                  SP ADR PFD       652487802   104355   4348124 SH       DEFINED 1 5          92500        0  4255624 
NEWS CORP LTD                  SP ADR PFD       652487802     3645    151866 SH       DEFINED 2               66        0   151800 
NEXTEL COMMUNICATIONS INC      CL A             65332V103   207389  38548068 SH       DEFINED 1 5         140800        0 38407268 
NEXTEL COMMUNICATIONS INC      CL A             65332V103     8351   1552291 SH       DEFINED 2          1160291        0   392000 
NEXTEL COMMUNICATIONS INC      CL A             65332V103      119     22300 SH       DEFINED 4            22300        0        0 
NEXTEL COMMUNICATIONS INC      NOTE  4.750% 7/0 65332VAT0    15989  27100000 PRN      DEFINED 1 5              0        0        0 
NEXTEL COMMUNICATIONS INC      NOTE  5.250% 1/1 65332VAY9    73905 147810000 PRN      DEFINED 1 5              0        0        0 
NEXTEL COMMUNICATIONS INC      NOTE  5.250% 1/1 65332VAY9     2135   4270000 PRN      DEFINED 2                0        0        0 
NEXTEL COMMUNICATIONS INC      NOTE  6.000% 6/0 65332VBC6    96503 173505000 PRN      DEFINED 1 5              0        0        0 
NEXTEL COMMUNICATIONS INC      NOTE  6.000% 6/0 65332VBC6     1357   2440000 PRN      DEFINED 2                0        0        0 
NEXTEL PARTNERS INC            CL A             65333F107     3162    525180 SH       DEFINED 1 5              0        0   525180 
NEXEN INC                      COM              65334H102     2936    121130 SH       DEFINED 1 5          96870        0    24260 
NEXEN INC                      COM              65334H102      134      5540 SH       DEFINED 2             5540        0        0 
NICOR INC                      COM              654086107     1608     35300 SH       DEFINED 1 5              0        0    35300 
NICOR INC                      COM              654086107     1595     35013 SH       DEFINED 2            35013        0        0 
NIKE INC                       CL B             654106103   741292  12352800 SH       DEFINED 1 5           1200        0 12351600 
NIKE INC                       CL B             654106103    50115    835113 SH       DEFINED 2           790513        0    44600 
NIKE INC                       CL B             654106103       14       221 SH       DEFINED 4              221        0        0 
99 CENTS ONLY STORES           COM              65440K106    64986   1695000 SH       DEFINED 1 5              0        0  1695000 
NIPPON TELEG & TEL CORP        SPONSORED ADR    654624105     1411     72900 SH       DEFINED 1 5              0        0    72900 
NISOURCE INC                   COM              65473P105    27295   1189345 SH       DEFINED 1 5              0        0  1189345 
NISOURCE INC                   COM              65473P105     4563    198802 SH       DEFINED 2           189302        0     9500 
NISOURCE INC                   COM              65473P105       23       986 SH       DEFINED 4              986        0        0 
NOBLE AFFILIATES INC           COM              654894104    74300   1902200 SH       DEFINED 1 5              0        0  1902200 
NOKIA CORP                     SPONSORED ADR    654902204   217421  10483180 SH       DEFINED 1 5              0        0 10483180 
NOKIA CORP                     SPONSORED ADR    654902204     2120    102200 SH       DEFINED 2            26900        0    75300 
NOKIA CORP                     SPONSORED ADR    654902204      101      4790 SH       DEFINED 4             4790        0        0 
NOBLE DRILLING CORP            COM              655042109   359826   8693550 SH       DEFINED 1 5         636940        0  8056610 
NOBLE DRILLING CORP            COM              655042109    67204   1623684 SH       DEFINED 2          1620684        0     3000 
NOBLE DRILLING CORP            COM              655042109       27       650 SH       DEFINED 4              650        0        0 
NOMURA HLDGS INC               SPONSORED ADR    65535H208     3972    300000 SH       DEFINED 1 5              0        0   300000 
NOMURA HLDGS INC               SPONSORED ADR    65535H208     2790    210750 SH       DEFINED 4           210750        0        0 
NORANDA INC                    COM              655422103      802     67550 SH       DEFINED 1 5          67330        0      220 
NORANDA INC                    COM              655422103      262     22160 SH       DEFINED 2            22160        0        0 
NORDSTROM INC                  COM              655664100     4851    198000 SH       DEFINED 1 5              0        0   198000 
NORDSTROM INC                  COM              655664100     8880    362432 SH       DEFINED 2           362432        0        0 
NORDSTROM INC                  COM              655664100       17       704 SH       DEFINED 4              704        0        0 
NORFOLK SOUTHERN CORP          COM              655844108   159817   6675750 SH       DEFINED 1 5          49700        0  6626050 
NORFOLK SOUTHERN CORP          COM              655844108    15077    629776 SH       DEFINED 2           629776        0        0 
NORFOLK SOUTHERN CORP          COM              655844108       28      1150 SH       DEFINED 4             1150        0        0 
NORTEK INC                     COM              656559101     1375     38200 SH       DEFINED 1 5              0        0    38200 
NORTEL NETWORKS CORP NEW       COM              656568102    13632   3031712 SH       DEFINED 1 5        1003692        0  2028020 
NORTEL NETWORKS CORP NEW       COM              656568102    11460   2552080 SH       DEFINED 2          2552080        0        0 
NORTEL NETWORKS CORP NEW       COM              656568102      472    105138 SH       DEFINED 4           105138        0        0 
NORTH CENT BANCSHARES INC      COM              658418108     4069    170400 SH       DEFINED 1 5              0        0   170400 
NORTH FORK BANCORPORATION NY   COM              659424105   208174   5854170 SH       DEFINED 1 5         254610        0  5599560 
NORTH FORK BANCORPORATION NY   COM              659424105    32035    900860 SH       DEFINED 2           853860        0    47000 
NORTH FORK BANCORPORATION NY   COM              659424105       88      2471 SH       DEFINED 4             2471        0        0 
NORTHEAST UTILS                COM              664397106   244866  12323420 SH       DEFINED 1 5              0        0 12323420 
NORTHEAST UTILS                COM              664397106    14662    737880 SH       DEFINED 2           714980        0    22900 
NORTHEAST UTILS                COM              664397106        0     29900 SH       DEFINED 3            29900        0        0 
NORTHEAST UTILS                COM              664397106       11       551 SH       DEFINED 4              551        0        0 
NORTHERN BORDER PARTNERS L P   UNIT LTD PARTN   664785102        5       120 SH       DEFINED 4              120        0        0 
NORTHERN TR CORP               COM              665859104    90514   1505800 SH       DEFINED 1 5           5800        0  1500000 
NORTHERN TR CORP               COM              665859104    16454    273727 SH       DEFINED 2           244727        0    29000 
NORTHROP GRUMMAN CORP          COM              666807102   515127   4556627 SH       DEFINED 1 5         141613        0  4415014 
NORTHROP GRUMMAN CORP          COM              666807102    69100    611232 SH       DEFINED 2           561332        0    49900 
NORTHROP GRUMMAN CORP          COM              666807102        0     15800 SH       DEFINED 3            15800        0        0 
NORTHROP GRUMMAN CORP          COM              666807102      148      1327 SH       DEFINED 4             1327        0        0 
NORTHWEST AIRLS CORP           CL A             667280101   189391   9931362 SH       DEFINED 1 5         357707        0  9573655 
NORTHWEST AIRLS CORP           CL A             667280101    42126   2209031 SH       DEFINED 2          2155931        0    53100 
NORTHWEST AIRLS CORP           CL A             667280101        0     72400 SH       DEFINED 3            72400        0        0 
NORTHWEST NAT GAS CO           COM              667655104      641     22900 SH       DEFINED 1 5              0        0    22900 
NORTHWEST PIPE CO              COM              667746101      939     61400 SH       DEFINED 1 5              0        0    61400 
NOVA CHEMICALS CORP            COM              66977W109     1256     50100 SH       DEFINED 1 5          49920        0      180 
NOVA CHEMICALS CORP            COM              66977W109      168      6710 SH       DEFINED 2             6710        0        0 
NOVARTIS A G                   SPONSORED ADR    66987V109   223492   5643740 SH       DEFINED 1 5              0        0  5643740 
NU HORIZONS ELECTRS CORP       COM              669908105    16299   1654700 SH       DEFINED 1 5              0        0  1654700 
NOVAMERICAN STL INC            COM              669959108     6070    966500 SH       DEFINED 1 5         966500        0        0 
NUANCE COMMUNICATIONS INC      COM              669967101       13      1970 SH       DEFINED 1 5           1970        0        0 
NOVAVAX INC                    COM              670002104     4067    355500 SH       DEFINED 1 5              0        0   355500 
NOVELL INC                     COM              670006105     1101    282981 SH       DEFINED 2           282981        0        0 
NOVELLUS SYS INC               COM              670008101   156753   2895320 SH       DEFINED 1 5          40700        0  2854620 
NOVELLUS SYS INC               COM              670008101     6068    112074 SH       DEFINED 2           112074        0        0 
NOVOSTE CORP                   COM              67010C100      358     43400 SH       DEFINED 1 5            600        0    42800 
NOVOSTE CORP                   COM              67010C100        1       100 SH       DEFINED 2              100        0        0 
NU SKIN ENTERPRISES INC        SPONSORED ADR    67018T105     6899    644196 SH       DEFINED 1 5          95696        0   548500 
NSTAR                          COM              67019E107    28933    638140 SH       DEFINED 1 5           3000        0   635140 
NSTAR                          COM              67019E107     7151    157730 SH       DEFINED 2           157730        0        0 
NUCOR CORP                     COM              670346105   475454   7401210 SH       DEFINED 1 5          33730        0  7367480 
NUCOR CORP                     COM              670346105     3935     61251 SH       DEFINED 2            61251        0        0 
NUCOR CORP                     COM              670346105       39       601 SH       DEFINED 4              601        0        0 
NUEVO ENERGY CO                COM              670509108     5893    395500 SH       DEFINED 2           395500        0        0 
NUMERICAL TECHNOLOGIES INC     COM              67053T101    60042   4444270 SH       DEFINED 1 5          31600        0  4412670 
NUMERICAL TECHNOLOGIES INC     COM              67053T101     8129    601680 SH       DEFINED 2           597480        0     4200 
NUVEEN SELECT MAT MUN FD       SH BEN INT       67061T101       41      4000 SH       DEFINED 4             4000        0        0 
NUVEEN PERFORMANCE PLUS MUN    COM              67062P108        1       100 SH       DEFINED 4              100        0        0 
NVIDIA CORP                    COM              67066G104   802412  18088640 SH       DEFINED 1 5         202580        0 17886060 
NVIDIA CORP                    COM              67066G104    55852   1259060 SH       DEFINED 2          1144554        0   114506 
NVIDIA CORP                    COM              67066G104        0      3800 SH       DEFINED 3             3800        0        0 
NVIDIA CORP                    COM              67066G104      215      4850 SH       DEFINED 4             4850        0        0 
NVIDIA CORP                    NOTE  4.750%10/1 67066GAA2    23353  19260000 PRN      DEFINED 1 5              0        0        0 
NYFIX INC                      COM              670712108     2992    200000 SH       DEFINED 1 5              0        0   200000 
O CHARLEYS INC                 COM              670823103      560     26000 SH       DEFINED 1 5              0        0    26000 
O CHARLEYS INC                 COM              670823103      756     35100 SH       DEFINED 2            35100        0        0 
OGE ENERGY CORP                COM              670837103     1058     44129 SH       DEFINED 1 5              0        0    44129 
OM GROUP INC                   COM              670872100   132858   1837600 SH       DEFINED 1 5          16300        0  1821300 
OM GROUP INC                   COM              670872100     7187     99400 SH       DEFINED 2            99400        0        0 
NUVEEN MUN VALUE FD INC        COM              670928100       12      1266 SH       DEFINED 4             1266        0        0 
OSI PHARMACEUTICALS INC        COM              671040103   157435   4021330 SH       DEFINED 1 5              0        0  4021330 
OTG SOFTWARE INC               COM              671059103      192     22200 SH       DEFINED 1 5              0        0    22200 
OAK TECHNOLOGY INC             COM              671802106    64263   4318780 SH       DEFINED 1 5         255500        0  4063280 
OAK TECHNOLOGY INC             COM              671802106     8773    589600 SH       DEFINED 2           589600        0        0 
OAKLEY INC                     COM              673662102      131      7300 SH       DEFINED 1 5              0        0     7300 
OAKWOOD HOMES CORP             COM NEW          674098207     7818   1085770 SH       DEFINED 1 5              0        0  1085770 
OCCIDENTAL PETE CORP DEL       COM              674599105   138338   4746130 SH       DEFINED 1 5          11530        0  4734600 
OCCIDENTAL PETE CORP DEL       COM              674599105     8524    292424 SH       DEFINED 2           292424        0        0 
OCCIDENTAL PETE CORP DEL       COM              674599105       41      1400 SH       DEFINED 4             1400        0        0 
OCEAN ENERGY INC DEL           COM              67481E106     5066    255970 SH       DEFINED 1 5           4100        0   251870 
OCEANEERING INTL INC           COM              675232102    22275    768120 SH       DEFINED 1 5           6700        0   761420 
OCEANEERING INTL INC           COM              675232102    31584   1089100 SH       DEFINED 2          1089100        0        0 
OCTEL CORP                     COM              675727101    27728   1471000 SH       DEFINED 1 5              0        0  1471000 
OCULAR SCIENCES INC            COM              675744106    68447   2444300 SH       DEFINED 1 5              0        0  2444300 
ODYSSEY HEALTHCARE INC         COM              67611V101      676     25300 SH       DEFINED 1 5           4500        0    20800 
OFFICE DEPOT INC               COM              676220106   416450  20979500 SH       DEFINED 1 5           3600        0 20975900 
OFFICE DEPOT INC               COM              676220106    19752    995069 SH       DEFINED 2           887369        0   107700 
OFFICE DEPOT INC               COM              676220106       23      1118 SH       DEFINED 4             1118        0        0 
OFFICEMAX INC                  COM              67622M108     1816    325500 SH       DEFINED 1 5              0        0   325500 
OFFSHORE LOGISTICS INC         COM              676255102    28533   1324040 SH       DEFINED 1 5          11640        0  1312400 
OFFSHORE LOGISTICS INC         COM              676255102    11691    542500 SH       DEFINED 2           542500        0        0 
OHIO CAS CORP                  COM              677240103    41947   2214750 SH       DEFINED 1 5          21000        0  2193750 
OHIO CAS CORP                  COM              677240103     2780    146800 SH       DEFINED 2           146800        0        0 
OIL STS INTL INC               COM              678026105    14041   1300100 SH       DEFINED 1 5              0        0  1300100 
OILGEAR CO                     COM              678042102     1425    190000 SH       DEFINED 1 5              0        0   190000 
OLD DOMINION FGHT LINES INC    COM              679580100    11705    831300 SH       DEFINED 1 5              0        0   831300 
OLD REP INTL CORP              COM              680223104    93675   2930110 SH       DEFINED 1 5          26200        0  2903910 
OLD REP INTL CORP              COM              680223104     7089    221740 SH       DEFINED 2           195740        0    26000 
OLD REP INTL CORP              COM              680223104        2        62 SH       DEFINED 4               62        0        0 
OLIN CORP                      COM PAR $1       680665205     2820    150000 SH       DEFINED 1 5              0        0   150000 
OMNICOM GROUP INC              COM              681919106  1157723  12264015 SH       DEFINED 1 5           3210        0 12260805 
OMNICOM GROUP INC              COM              681919106    77599    822022 SH       DEFINED 2           693822        0   128200 
OMNICOM GROUP INC              COM              681919106    13027    148300 SH       DEFINED 3            10300        0   138000 
OMNICOM GROUP INC              COM              681919106      105      1120 SH       DEFINED 4             1120        0        0 
OMNIVISION TECHNOLOGIES INC    COM              682128103     2212    200550 SH       DEFINED 1 5          43900        0   156650 
OMNOVA SOLUTIONS INC           COM              682129101    26434   3184860 SH       DEFINED 1 5              0        0  3184860 
OMNOVA SOLUTIONS INC           COM              682129101     3682    443600 SH       DEFINED 2           434500        0     9100 
ON ASSIGNMENT INC              COM              682159108    51831   2895600 SH       DEFINED 1 5              0        0  2895600 
ON SEMICONDUCTOR CORP          COM              682189105     2204    524700 SH       DEFINED 1 5         115700        0   409000 
ONE PRICE CLOTHING STORES IN   COM NEW          682411202      714    293986 SH       DEFINED 1 5              0        0   293986 
1 800 FLOWERS COM              CL A             68243Q106    16084   1180900 SH       DEFINED 1 5              0        0  1180900 
ONEOK INC NEW                  COM              682680103      455     21800 SH       DEFINED 1 5              0        0    21800 
ONESOURCE INFORMATION SVCS I   COM              68272J106      695     95300 SH       DEFINED 1 5          20500        0    74800 
ONI SYSTEMS CORP               COM              68273F103      740    120000 SH       DEFINED 4           120000        0        0 
ONI SYSTEMS CORP               NOTE  5.000%10/1 68273FAA1    94604 123423760 PRN      DEFINED 1 5              0        0        0 
ONTRACK DATA INTL INC          COM              683372106     9830   1000000 SH       DEFINED 1 5              0        0  1000000 
OPEN JT STK CO-VIMPEL COMMUN   SPONSORED ADR    68370R109       66      2050 SH       DEFINED 1 5           1800        0      250 
OPENWAVE SYS INC               COM              683718100    31615   4970972 SH       DEFINED 1 5              0        0  4970972 
OPINION RESH CORP              COM              683755102     1087    181201 SH       DEFINED 1 5              0        0   181201 
OPNET TECHNOLOGIES INC         COM              683757108     4180    438600 SH       DEFINED 1 5              0        0   438600 
OPTIMAL ROBOTICS CORP          CL A NEW         68388R208      375     20900 SH       DEFINED 1 5          20900        0        0 
OPTIMAL ROBOTICS CORP          CL A NEW         68388R208     2546    142060 SH       DEFINED 2           140960        0     1100 
ORACLE CORP                    COM              68389X105   530022  41407977 SH       DEFINED 1 5         539000        0 40868977 
ORACLE CORP                    COM              68389X105    89166   6966068 SH       DEFINED 2          6096728        0   869340 
ORACLE CORP                    COM              68389X105      666     52411 SH       DEFINED 4            52411        0        0 
ORBITAL SCIENCES CORP          COM              685564106    26812   5116700 SH       DEFINED 1 5        5050000        0    66700 
O REILLY AUTOMOTIVE INC        COM              686091109      437     13830 SH       DEFINED 1 5              0        0    13830 
O REILLY AUTOMOTIVE INC        COM              686091109    11577    366710 SH       DEFINED 2           366710        0        0 
ORIOLE HOMES CORP              CL B             686264201      102     56600 SH       DEFINED 1 5              0        0    56600 
ORTEC INTL INC                 COM              68749B108      453     89700 SH       DEFINED 1 5              0        0    89700 
ORTEC INTL INC                 COM              68749B108      636    126000 SH       DEFINED 2           126000        0        0 
ORTHODONTIC CTRS AMER INC      COM              68750P103       36      1300 SH       DEFINED 1 5              0        0     1300 
ORTHODONTIC CTRS AMER INC      COM              68750P103       11       400 SH       DEFINED 4              400        0        0 
OSHKOSH B GOSH INC             CL A             688222207    35876    837050 SH       DEFINED 1 5          23450        0   813600 
OSHKOSH B GOSH INC             CL A             688222207    11422    266500 SH       DEFINED 2           266500        0        0 
OSHKOSH TRUCK CORP             COM              688239201    47957    842830 SH       DEFINED 1 5           2100        0   840730 
OSHKOSH TRUCK CORP             COM              688239201    11199    196820 SH       DEFINED 2           196420        0      400 
OSHKOSH TRUCK CORP             COM              688239201       20       345 SH       DEFINED 4              345        0        0 
OSMONICS INC                   COM              688350107     2590    176200 SH       DEFINED 1 5              0        0   176200 
OSMONICS INC                   COM              688350107     3716    252800 SH       DEFINED 2           252800        0        0 
OSTEOTECH INC                  COM              688582105    12221   1829500 SH       DEFINED 1 5          80600        0  1748900 
OUTBACK STEAKHOUSE INC         COM              689899102   347535   9715830 SH       DEFINED 1 5          91250        0  9624580 
OUTBACK STEAKHOUSE INC         COM              689899102    12199    341050 SH       DEFINED 2           341050        0        0 
OUTBACK STEAKHOUSE INC         COM              689899102      160      4400 SH       DEFINED 4             4400        0        0 
OVERSEAS SHIPHOLDING GROUP I   COM              690368105      328     13500 SH       DEFINED 1 5           4200        0     9300 
OVERTURE SVCS INC              COM              69039R100   192886   6908510 SH       DEFINED 1 5          55010        0  6853500 
OVERTURE SVCS INC              COM              69039R100     6863    245800 SH       DEFINED 2           214500        0    31300 
OWENS & MINOR INC NEW          COM              690732102    13748    700000 SH       DEFINED 1 5         700000        0        0 
OWENS & MINOR INC NEW          COM              690732102     4957    252400 SH       DEFINED 2           252400        0        0 
OWENS ILL INC                  COM NEW          690768403   102588   6034570 SH       DEFINED 1 5          25039        0  6009531 
OWENS ILL INC                  COM NEW          690768403     4583    269600 SH       DEFINED 2           266872        0     2728 
OWENS ILL INC                  PFD CONV $.01    690768502    29646   1151300 SH       DEFINED 1 5              0        0  1151300 
OXFORD HEALTH PLANS INC        COM              691471106    32270    772200 SH       DEFINED 1 5            300        0   771900 
OXFORD HEALTH PLANS INC        COM              691471106     2474     59200 SH       DEFINED 2                0        0    59200 
OXFORD HEALTH PLANS INC        COM              691471106       84      2000 SH       DEFINED 4             2000        0        0 
P & F INDS INC                 CL A NEW         692830508     2605    359300 SH       DEFINED 1 5              0        0   359300 
P A M TRANSN SVCS INC          COM              693149106    27400   1083019 SH       DEFINED 1 5              0        0  1083019 
P A M TRANSN SVCS INC          COM              693149106     1058     41800 SH       DEFINED 2            41800        0        0 
P C CONNECTION                 COM              69318J100     8289    784900 SH       DEFINED 1 5          55900        0   729000 
P C CONNECTION                 COM              69318J100     2877    272400 SH       DEFINED 2           272400        0        0 
PDF SOLUTIONS INC              COM              693282105      230     13400 SH       DEFINED 1 5              0        0    13400 
PDI INC                        COM              69329V100      161      9500 SH       DEFINED 1 5              0        0     9500 
PG&E CORP                      COM              69331C108     9107    386524 SH       DEFINED 2           386524        0        0 
PG&E CORP                      COM              69331C108       16       666 SH       DEFINED 4              666        0        0 
P F CHANGS CHINA BISTRO INC    COM              69333Y108    44229    663800 SH       DEFINED 1 5           3000        0   660800 
P F CHANGS CHINA BISTRO INC    COM              69333Y108    14671    220180 SH       DEFINED 2           217480        0     2700 
PMA CAP CORP                   CL A             693419202    11479    500400 SH       DEFINED 1 5              0        0   500400 
PMA CAP CORP                   CL A             693419202     1051     45800 SH       DEFINED 2            45800        0        0 
PMC-SIERRA INC                 COM              69344F106     4070    250000 SH       DEFINED 1 5              0        0   250000 
PMC-SIERRA INC                 COM              69344F106     2066    126907 SH       DEFINED 2           126907        0        0 
PMC-SIERRA INC                 COM              69344F106       11       700 SH       DEFINED 4              700        0        0 
PMI GROUP INC                  COM              69344M101   172976   2283210 SH       DEFINED 1 5              0        0  2283210 
PNC FINL SVCS GROUP INC        COM              693475105  1042894  16960380 SH       DEFINED 1 5         121400        0 16838980 
PNC FINL SVCS GROUP INC        COM              693475105    80154   1303529 SH       DEFINED 2          1279329        0    24200 
PNC FINL SVCS GROUP INC        COM              693475105        0     25800 SH       DEFINED 3            25800        0        0 
PNC FINL SVCS GROUP INC        COM              693475105      203      3252 SH       DEFINED 4             3252        0        0 
PPG INDS INC                   COM              693506107    11268    205200 SH       DEFINED 1 5              0        0   205200 
PPG INDS INC                   COM              693506107     7219    131466 SH       DEFINED 2           131466        0        0 
PPG INDS INC                   COM              693506107       28       500 SH       DEFINED 4              500        0        0 
PPL CORP                       COM              69351T106     7922    200000 SH       DEFINED 1 5              0        0   200000 
PPL CORP                       COM              69351T106     4460    112595 SH       DEFINED 2           112595        0        0 
PRI AUTOMATION INC             COM              69357H106    13517    579900 SH       DEFINED 1 5              0        0   579900 
PS BUSINESS PKS INC CALIF      COM              69360J107     6950    200000 SH       DEFINED 1 5              0        0   200000 
PSS WORLD MED INC              COM              69366A100    14646   1494510 SH       DEFINED 1 5         333000        0  1161510 
PACCAR INC                     COM              693718108    95655   1306570 SH       DEFINED 1 5              0        0  1306570 
PACCAR INC                     COM              693718108    12192    166537 SH       DEFINED 2           158537        0     8000 
PACIFIC CENTY FINL CORP        COM              694058108   116669   4476940 SH       DEFINED 1 5         216430        0  4260510 
PACIFIC CENTY FINL CORP        COM              694058108    56129   2153840 SH       DEFINED 2          2153840        0        0 
PACIFIC NORTHWEST BANCORP      COM              69466M103      147      5600 SH       DEFINED 1 5              0        0     5600 
PACIFIC NORTHWEST BANCORP      COM              69466M103      195      7400 SH       DEFINED 2             7400        0        0 
PACIFIC SUNWEAR CALIF INC      COM              694873100    62913   2557420 SH       DEFINED 1 5         312950        0  2244470 
PACIFIC SUNWEAR CALIF INC      COM              694873100    18835    765645 SH       DEFINED 2           756745        0     8900 
PACIFIC SUNWEAR CALIF INC      COM              694873100        0     12200 SH       DEFINED 3            12200        0        0 
PACIFIC UN BK CALIF            COM              695025106     6307    548550 SH       DEFINED 1 5              0        0   548550 
PACIFICARE HEALTH SYS DEL      COM              695112102    59906   3433000 SH       DEFINED 1 5              0        0  3433000 
PACKAGING CORP AMER            COM              695156109    39551   1998550 SH       DEFINED 1 5         178100        0  1820450 
PACKAGING CORP AMER            COM              695156109    12513    632280 SH       DEFINED 2           625580        0     6700 
PACTIV CORP                    COM              695257105    80067   3999370 SH       DEFINED 1 5         122185        0  3877185 
PACTIV CORP                    COM              695257105    18967    947402 SH       DEFINED 2           922056        0    25346 
PACTIV CORP                    COM              695257105        0       719 SH       DEFINED 3              719        0        0 
PALL CORP                      COM              696429307     7415    361900 SH       DEFINED 1 5          17100        0   344800 
PALL CORP                      COM              696429307     1940     94683 SH       DEFINED 2            94683        0        0 
PALM INC                       COM              696642107     1746    437631 SH       DEFINED 2           437631        0        0 
PALM INC                       COM              696642107        4      1000 SH       DEFINED 4             1000        0        0 
PAN AMERICAN SILVER CORP       COM              697900108     2483    448900 SH       DEFINED 2           448900        0        0 
PANAMSAT CORP NEW              COM              697933109    16262    711700 SH       DEFINED 1 5              0        0   711700 
PAN PACIFIC RETAIL PPTYS INC   COM              69806L104    17477    571700 SH       DEFINED 1 5              0        0   571700 
PANCANADIAN ENERGY CORP        COM              69831A107   192311   6436917 SH       DEFINED 1 5        5796255        0   640662 
PANCANADIAN ENERGY CORP        COM              69831A107     1398     46870 SH       DEFINED 2            46870        0        0 
PANCANADIAN ENERGY CORP        COM              69831A107        7       218 SH       DEFINED 4              218        0        0 
PANERA BREAD CO                CL A             69840W108    35754    561200 SH       DEFINED 1 5           1100        0   560100 
PANERA BREAD CO                CL A             69840W108     6537    102600 SH       DEFINED 2           102600        0        0 
PAPA JOHNS INTL INC            COM              698813102    63276   2269600 SH       DEFINED 1 5              0        0  2269600 
PARAMETRIC TECHNOLOGY CORP     COM              699173100     1231    203808 SH       DEFINED 2           203808        0        0 
PARAMETRIC TECHNOLOGY CORP     COM              699173100        4       700 SH       DEFINED 4              700        0        0 
PARK ELECTROCHEMICAL CORP      COM              700416209      734     25300 SH       DEFINED 2            25300        0        0 
PARK PL ENTMT CORP             COM              700690100   152604  14461300 SH       DEFINED 1 5              0        0 14461300 
PARK PL ENTMT CORP             COM              700690100       25      2400 SH       DEFINED 4             2400        0        0 
PARKER DRILLING CO             COM              701081101     3824    863200 SH       DEFINED 1 5              0        0   863200 
PARKER HANNIFIN CORP           COM              701094104   442673   8871207 SH       DEFINED 1 5          88300        0  8782907 
PARKER HANNIFIN CORP           COM              701094104    37109    743668 SH       DEFINED 2           640908        0   102760 
PARKER HANNIFIN CORP           COM              701094104        0     15000 SH       DEFINED 3            15000        0        0 
PARKER HANNIFIN CORP           COM              701094104        5       100 SH       DEFINED 4              100        0        0 
PARKVALE FINL CORP             COM              701492100     7580    302000 SH       DEFINED 1 5              0        0   302000 
PARLEX CORP                    COM              701630105     2233    174600 SH       DEFINED 1 5              0        0   174600 
PATINA OIL & GAS CORP          COM              703224105    12201    387100 SH       DEFINED 2           387100        0        0 
PATHMARK STORES INC NEW        COM              70322A101   141088   5890949 SH       DEFINED 1 5              0        0  5890949 
PATHMARK STORES INC NEW        COM              70322A101     9351    390434 SH       DEFINED 2           390434        0        0 
PATHMARK STORES INC NEW        *W EXP 09/10/201 70322A119     7047    814702 SH       DEFINED 1 5              0        0   814702 
PATHMARK STORES INC NEW        *W EXP 09/10/201 70322A119     1716    198332 SH       DEFINED 2           132892        0    65440 
PATRICK INDS INC               COM              703343103     3918    453000 SH       DEFINED 1 5              0        0   453000 
PATTERSON DENTAL CO            COM              703412106   408178   9334059 SH       DEFINED 1 5         140100        0  9193959 
PATTERSON DENTAL CO            COM              703412106    19062    435900 SH       DEFINED 2           429300        0     6600 
PATTERSON DENTAL CO            COM              703412106       30       696 SH       DEFINED 4              696        0        0 
PATTERSON UTI ENERGY INC       COM              703481101    49407   1661300 SH       DEFINED 1 5          21800        0  1639500 
PATTERSON UTI ENERGY INC       COM              703481101     6168    207400 SH       DEFINED 2           207400        0        0 
PAULA FINL DEL                 COM              703588103      130    283300 SH       DEFINED 1 5              0        0   283300 
PAXAR CORP                     COM              704227107     3126    185500 SH       DEFINED 1 5              0        0   185500 
PAXAR CORP                     COM              704227107     4164    247100 SH       DEFINED 2           247100        0        0 
PAYCHEX INC                    COM              704326107   525933  13247671 SH       DEFINED 1 5         200856        0 13046815 
PAYCHEX INC                    COM              704326107    35862    903316 SH       DEFINED 2           705985        0   197331 
PAYCHEX INC                    COM              704326107       69      1789 SH       DEFINED 4             1789        0        0 
PAYLESS SHOESOURCE INC         COM              704379106      802     13140 SH       DEFINED 1 5              0        0    13140 
PAYLESS SHOESOURCE INC         COM              704379106        6        96 SH       DEFINED 4               96        0        0 
PAYPAL INC                     COM              704508100      215     11300 SH       DEFINED 1 5              0        0    11300 
PEABODY ENERGY CORP            COM              704549104      345     11900 SH       DEFINED 1 5          11900        0        0 
PEDIATRIC SVCS OF AMERICA      COM              705323103     3988    365900 SH       DEFINED 1 5          79900        0   286000 
PEDIATRIX MED GROUP            COM              705324101     4003     98200 SH       DEFINED 1 5          12000        0    86200 
PEDIATRIX MED GROUP            COM              705324101    15098    370400 SH       DEFINED 2           370400        0        0 
PEGASUS COMMUNICATIONS CORP    CL A             705904100    13334   4415086 SH       DEFINED 1 5              0        0  4415086 
PEGASUS COMMUNICATIONS CORP    CL A             705904100       36     11775 SH       DEFINED 2             8526        0     3249 
PEGASUS SOLUTIONS INC          COM              705906105    23320   1260540 SH       DEFINED 1 5              0        0  1260540 
PEGASUS SOLUTIONS INC          COM              705906105     1078     58250 SH       DEFINED 2            58250        0        0 
PENN-AMER GROUP INC            COM              707247102      378     24200 SH       DEFINED 1 5              0        0    24200 
PENN-AMER GROUP INC            COM              707247102       16      1000 SH       DEFINED 2             1000        0        0 
PENN NATL GAMING INC           COM              707569109      273      7800 SH       DEFINED 2             7800        0        0 
PENN TREATY AMERN CORP         COM              707874103      344     61000 SH       DEFINED 1 5              0        0    61000 
PENNEY J C INC                 COM              708160106   573801  27706500 SH       DEFINED 1 5           1160        0 27705340 
PENNEY J C INC                 COM              708160106     6340    306109 SH       DEFINED 2           306109        0        0 
PENNEY J C INC                 COM              708160106       62      3000 SH       DEFINED 4             3000        0        0 
PENNZOIL-QUAKER STATE COMPAN   COM              709323109    41503   1933060 SH       DEFINED 1 5           7700        0  1925360 
PENNZOIL-QUAKER STATE COMPAN   COM              709323109    49252   2294000 SH       DEFINED 2          2290100        0     3900 
PENTAIR INC                    COM              709631105   111335   2475756 SH       DEFINED 1 5              0        0  2475756 
PENTAIR INC                    COM              709631105    24151    537050 SH       DEFINED 2           525750        0    11300 
PEOPLES BK BRIDGEPORT CONN     COM              710198102     3237    131300 SH       DEFINED 1 5              0        0   131300 
PEOPLES ENERGY CORP            COM              711030106     1083     27500 SH       DEFINED 1 5              0        0    27500 
PEOPLES ENERGY CORP            COM              711030106     1077     27350 SH       DEFINED 2            27350        0        0 
PEOPLESOFT INC                 COM              712713106   796012  21790628 SH       DEFINED 1 5          42400        0 21748228 
PEOPLESOFT INC                 COM              712713106    29768    814885 SH       DEFINED 2           679085        0   135800 
PEOPLESOFT INC                 COM              712713106       11       300 SH       DEFINED 4              300        0        0 
PEP BOYS MANNY MOE & JACK      COM              713278109    39475   2372300 SH       DEFINED 1 5              0        0  2372300 
PEP BOYS MANNY MOE & JACK      COM              713278109     1914    115000 SH       DEFINED 2           115000        0        0 
PEPSI BOTTLING GROUP INC       COM              713409100   545246  21076370 SH       DEFINED 1 5         529400        0 20546970 
PEPSI BOTTLING GROUP INC       COM              713409100    14094    544787 SH       DEFINED 2           477687        0    67100 
PEPSI BOTTLING GROUP INC       COM              713409100        0     19200 SH       DEFINED 3            19200        0        0 
PEPSI BOTTLING GROUP INC       COM              713409100       13       502 SH       DEFINED 4              502        0        0 
PEPSIAMERICAS INC              COM              71343P200    38017   2636400 SH       DEFINED 1 5              0        0  2636400 
PEPSIAMERICAS INC              COM              71343P200      581     40300 SH       DEFINED 2             1000        0    39300 
PEPSIAMERICAS INC              COM              71343P200        6       397 SH       DEFINED 4              397        0        0 
PEPSICO INC                    COM              713448108  4266102  82836939 SH       DEFINED 1 5         836216        0 82000723 
PEPSICO INC                    COM              713448108   219639   4264829 SH       DEFINED 2          3466329        0   798500 
PEPSICO INC                    COM              713448108    11315    219873 SH       DEFINED 4           219873        0        0 
PER-SE TECHNOLOGIES INC        COM NEW          713569309       13      1115 SH       DEFINED 3                0        0     1115 
PERCEPTRON INC                 COM              71361F100      553    300700 SH       DEFINED 1 5              0        0   300700 
PEREGRINE SYSTEMS INC          COM              71366Q101   220606  23172920 SH       DEFINED 1 5         604200        0 22568720 
PEREGRINE SYSTEMS INC          COM              71366Q101     2630    276300 SH       DEFINED 2           212100        0    64200 
PEREGRINE SYSTEMS INC          NOTE  5.500%11/1 71366QAC5    30806  41075000 PRN      DEFINED 1 5              0        0        0 
PEREZ COMPANC SA NEW           SP ADR B SHS     71367B103     1775    218653 SH       DEFINED 1 5          19563        0   199090 
PEREZ COMPANC SA NEW           SP ADR B SHS     71367B103       80      9900 SH       DEFINED 2             9900        0        0 
PERFORMANCE FOOD GROUP CO      COM              713755106    24548    751626 SH       DEFINED 1 5              0        0   751626 
PERFORMANCE FOOD GROUP CO      COM              713755106    11107    340074 SH       DEFINED 2           340074        0        0 
PERFORMANCE TECHNOLOGIES INC   COM              71376K102     9802   1228300 SH       DEFINED 1 5              0        0  1228300 
PERICOM SEMICONDUCTOR CORP     COM              713831105     3506    247980 SH       DEFINED 1 5          55300        0   192680 
PERKINELMER INC                COM              714046109     8357    451710 SH       DEFINED 1 5              0        0   451710 
PERKINELMER INC                COM              714046109     3491    188703 SH       DEFINED 2           186703        0     2000 
PERKINELMER INC                COM              714046109        0         9 SH       DEFINED 4                9        0        0 
PEROT SYS CORP                 CL A             714265105    14835    743600 SH       DEFINED 1 5            700        0   742900 
PEROT SYS CORP                 CL A             714265105     1025     51400 SH       DEFINED 2            51400        0        0 
PERRIGO CO                     COM              714290103    62990   5271160 SH       DEFINED 1 5         412440        0  4858720 
PERRIGO CO                     COM              714290103     3198    267600 SH       DEFINED 2           267600        0        0 
PERSONNEL GROUP AMER INC       COM              715338109     1332    986400 SH       DEFINED 1 5              0        0   986400 
P T TELEKOMUNIKASI INDONESIA   SPONSORED ADR    715684106     2198    263200 SH       DEFINED 1 5              0        0   263200 
PERVASIVE SOFTWARE INC         COM              715710109     5485   1698100 SH       DEFINED 1 5              0        0  1698100 
PETCO ANIMAL SUPPLIES          COM NEW          716016209    22245    943000 SH       DEFINED 1 5              0        0   943000 
PETRO-CDA                      COM              71644E102    35142   1363930 SH       DEFINED 1 5          97350        0  1266580 
PETRO-CDA                      COM              71644E102      357     13860 SH       DEFINED 2            13860        0        0 
PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V101     7474    299800 SH       DEFINED 1 5          28800        0   271000 
PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V101      272     10900 SH       DEFINED 2            10900        0        0 
PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V408    13563    512400 SH       DEFINED 1 5          26700        0   485700 
PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V408      238      9000 SH       DEFINED 2             9000        0        0 
PETROLEUM DEV CORP             COM              716578109    10395   1624500 SH       DEFINED 1 5              0        0  1624500 
PETROLEUM HELICOPTERS INC      COM VTG          716604103     5619    218200 SH       DEFINED 1 5              0        0   218200 
PETROLEUM HELICOPTERS INC      COM VTG          716604103      966     37500 SH       DEFINED 2            37500        0        0 
PETROLEUM HELICOPTERS INC      COM NON VTG      716604202     7920    300000 SH       DEFINED 1 5              0        0   300000 
PETSMART INC                   COM              716768106    24427   1801400 SH       DEFINED 1 5          44018        0  1757382 
PFIZER INC                     COM              717081103  8609377 216642604 SH       DEFINED 1 5        4428405        0212214199 
PFIZER INC                     COM              717081103   689538  17351236 SH       DEFINED 2         14903729        0  2447507 
PFIZER INC                     COM              717081103     7869    198000 SH       DEFINED 3                0        0   198000 
PFIZER INC                     COM              717081103    14554    365840 SH       DEFINED 4           365840        0        0 
PHARMACEUTICAL PROD DEV INC    COM              717124101    42033   1206100 SH       DEFINED 1 5          77200        0  1128900 
PHARMACEUTICAL PROD DEV INC    COM              717124101    18429    528800 SH       DEFINED 2           493600        0    35200 
PHARMACEUTICAL RES INC         COM              717125108     1426     67300 SH       DEFINED 1 5          17000        0    50300 
PHARMACIA CORP                 COM              71713U102   835469  18533039 SH       DEFINED 1 5              0        0 18533039 
PHARMACIA CORP                 COM              71713U102    88087   1954011 SH       DEFINED 2          1667711        0   286300 
PHARMACIA CORP                 COM              71713U102      290      6431 SH       DEFINED 4             6431        0        0 
PHELPS DODGE CORP              COM              717265102   310362   7372030 SH       DEFINED 1 5        1304150        0  6067880 
PHELPS DODGE CORP              COM              717265102    21202    503603 SH       DEFINED 2           480503        0    23100 
PHELPS DODGE CORP              COM              717265102        0      9800 SH       DEFINED 3             9800        0        0 
PHILADELPHIA CONS HLDG CORP    COM              717528103    76349   1918307 SH       DEFINED 1 5         134720        0  1783587 
PHILADELPHIA CONS HLDG CORP    COM              717528103     4983    125200 SH       DEFINED 2           125200        0        0 
PHILADELPHIA SUBN CORP         COM PAR $0.50    718009608     7856    334300 SH       DEFINED 2           327975        0     6325 
PHILIP MORRIS COS INC          COM              718154107  7712194 146424796 SH       DEFINED 1 5        1152810        0145271986 
PHILIP MORRIS COS INC          COM              718154107   349275   6631393 SH       DEFINED 2          6025463        0   605930 
PHILIP MORRIS COS INC          COM              718154107        0     77100 SH       DEFINED 3            77100        0        0 
PHILIP MORRIS COS INC          COM              718154107     2125     40075 SH       DEFINED 4            40075        0        0 
PHILIP SVCS CORP DEL           COM              718193105        0       332 SH       DEFINED 1 5              0        0      332 
PHILIPS INTL RLTY CORP         COM              718333107      331    135300 SH       DEFINED 1 5              0        0   135300 
PHILIPS INTL RLTY CORP         COM              718333107      451    184200 SH       DEFINED 2           184200        0        0 
PHILLIPS PETE CO               COM              718507106   291106   4635440 SH       DEFINED 1 5          26868        0  4608572 
PHILLIPS PETE CO               COM              718507106    64086   1020471 SH       DEFINED 2           865751        0   154720 
PHILLIPS PETE CO               COM              718507106        0     36600 SH       DEFINED 3            36600        0        0 
PHILLIPS PETE CO               COM              718507106      251      4004 SH       DEFINED 4             4004        0        0 
PHOENIX COS INC NEW            COM              71902E109    12766    664900 SH       DEFINED 1 5              0        0   664900 
PHOENIX TECHNOLOGY LTD         COM              719153108    32254   2362900 SH       DEFINED 1 5              0        0  2362900 
PHOENIX TECHNOLOGY LTD         COM              719153108     3550    260100 SH       DEFINED 2           260100        0        0 
PHOTON DYNAMICS INC            COM              719364101    23460    461000 SH       DEFINED 1 5              0        0   461000 
PHOTRONICS INC                 COM              719405102    37246   1104230 SH       DEFINED 1 5              0        0  1104230 
PHOTRONICS INC                 COM              719405102     2260     67000 SH       DEFINED 2            67000        0        0 
PIEDMONT NAT GAS INC           COM              720186105     1413     39682 SH       DEFINED 1 5              0        0    39682 
PIER 1 IMPORTS INC             COM              720279108    61791   3001000 SH       DEFINED 1 5           1900        0  2999100 
PIER 1 IMPORTS INC             COM              720279108     7367    357800 SH       DEFINED 2           343300        0    14500 
PINNACLE HLDGS INC             NOTE  5.500% 9/1 72346NAD3       19   1900000 PRN      DEFINED 1 5              0        0        0 
PINNACLE HLDGS INC             NOTE  5.500% 9/1 72346NAD3      271  27060000 PRN      DEFINED 2                0        0        0 
PINNACLE WEST CAP CORP         COM              723484101     3401     75000 SH       DEFINED 1 5              0        0    75000 
PINNACLE WEST CAP CORP         COM              723484101     2967     65432 SH       DEFINED 2            65432        0        0 
PIONEER NAT RES CO             COM              723787107     3293    147730 SH       DEFINED 1 5           2400        0   145330 
PIONEER STD ELECTRS INC        COM              723877106    10103    714000 SH       DEFINED 1 5              0        0   714000 
PIONEER STD ELECTRS INC        COM              723877106      580     41000 SH       DEFINED 2            41000        0        0 
PITNEY BOWES INC               COM              724479100   370952   8667100 SH       DEFINED 1 5              0        0  8667100 
PITNEY BOWES INC               COM              724479100     9274    216675 SH       DEFINED 2           190875        0    25800 
PITTSTON CO                    COM BRINKS GRP   725701106      560     22300 SH       DEFINED 1 5              0        0    22300 
PIXAR                          COM              725811103     7905    214800 SH       DEFINED 1 5          44700        0   170100 
PIXAR                          COM              725811103       42      1200 SH       DEFINED 4             1200        0        0 
PIVOTAL CORP                   COM              72581R106     1225    252600 SH       DEFINED 1 5         252600        0        0 
PIVOTAL CORP                   COM              72581R106       44      9100 SH       DEFINED 2             9100        0        0 
PLACER DOME INC                COM              725906101   182619  15077410 SH       DEFINED 1 5         573430        0 14503980 
PLACER DOME INC                COM              725906101     6073    498593 SH       DEFINED 2           282193        0   216400 
PLACER DOME INC                COM              725906101        1        66 SH       DEFINED 4               66        0        0 
PLANTRONICS INC NEW            COM              727493108    55598   2657660 SH       DEFINED 1 5         157300        0  2500360 
PLANTRONICS INC NEW            COM              727493108    24729   1182090 SH       DEFINED 2          1182090        0        0 
PLATO LEARNING INC             COM              72764Y100       10       586 SH       DEFINED 1 5            586        0        0 
PLAYBOY ENTERPRISES INC        CL A             728117201      369     25000 SH       DEFINED 1 5              0        0    25000 
PLAYBOY ENTERPRISES INC        CL B             728117300    57462   3364280 SH       DEFINED 1 5          11290        0  3352990 
PLAYBOY ENTERPRISES INC        CL B             728117300     4709    275710 SH       DEFINED 2           272610        0     3100 
PLAYTEX PRODS INC              COM              72813P100     5217    480400 SH       DEFINED 1 5              0        0   480400 
PLEXUS CORP                    COM              729132100     3973    168330 SH       DEFINED 1 5              0        0   168330 
PLUG POWER INC                 COM              72919P103      158     15200 SH       DEFINED 1 5              0        0    15200 
PLUM CREEK TIMBER CO INC       COM              729251108     1361     45800 SH       DEFINED 1 5              0        0    45800 
PLUM CREEK TIMBER CO INC       COM              729251108     4263    143493 SH       DEFINED 2           143493        0        0 
POGO PRODUCING CO              COM              730448107     3871    122100 SH       DEFINED 1 5           2400        0   119700 
POHANG IRON & STL LTD          SPONSORED ADR    730450103     1355     51800 SH       DEFINED 1 5              0        0    51800 
POHANG IRON & STL LTD          SPONSORED ADR    730450103     1836     70200 SH       DEFINED 2            70200        0        0 
POLARIS INDS INC               COM              731068102     2102     33000 SH       DEFINED 1 5              0        0    33000 
POLARIS INDS INC               COM              731068102     2854     44800 SH       DEFINED 2            44800        0        0 
POLO RALPH LAUREN CORP         CL A             731572103   115509   3958500 SH       DEFINED 1 5           1400        0  3957100 
POLO RALPH LAUREN CORP         CL A             731572103     1719     58900 SH       DEFINED 2            58900        0        0 
POLYCOM INC                    COM              73172K104   228211   9276890 SH       DEFINED 1 5         263880        0  9013010 
POLYCOM INC                    COM              73172K104     8881    361000 SH       DEFINED 2           339600        0    21400 
POLYCOM INC                    COM              73172K104        0      5100 SH       DEFINED 3             5100        0        0 
POLYONE CORP                   COM              73179P106   127940  10486913 SH       DEFINED 1 5         484260        0 10002653 
POLYONE CORP                   COM              73179P106    16127   1321870 SH       DEFINED 2          1280070        0    41800 
POLYONE CORP                   COM              73179P106        0     88100 SH       DEFINED 3            88100        0        0 
POMEROY COMPUTER RES           COM              731822102    19245   1267800 SH       DEFINED 1 5              0        0  1267800 
POPULAR INC                    COM              733174106    54861   1877500 SH       DEFINED 1 5              0        0  1877500 
POPULAR INC                    COM              733174106     1975     67600 SH       DEFINED 2            67600        0        0 
POPULAR INC                    COM              733174106        0         0 SH       DEFINED 4                0        0        0 
POTASH CORP SASK INC           COM              73755L107    15152    233520 SH       DEFINED 1 5          95330        0   138190 
POTASH CORP SASK INC           COM              73755L107    15641    241240 SH       DEFINED 2           241240        0        0 
POTLATCH CORP                  COM              737628107      752     22310 SH       DEFINED 1 5            800        0    21510 
POTOMAC ELEC PWR CO            COM              737679100      132      5635 SH       DEFINED 1 5              0        0     5635 
POWELL INDS INC                COM              739128106     6288    283100 SH       DEFINED 1 5              0        0   283100 
POWER INTEGRATIONS INC         COM              739276103    34528   1812500 SH       DEFINED 1 5              0        0  1812500 
POWER-ONE INC                  COM              739308104       49      6000 SH       DEFINED 1 5              0        0     6000 
POWER-ONE INC                  COM              739308104      479     58559 SH       DEFINED 2            58559        0        0 
POWERWAVE TECHNOLOGIES INC     COM              739363109     3462    269000 SH       DEFINED 1 5              0        0   269000 
PRACTICEWORKS INC              COM              739419109      690     52694 SH       DEFINED 1 5          52694        0        0 
PRAECIS PHARMACEUTICALS INC    COM              739421105       93     17800 SH       DEFINED 1 5              0        0    17800 
PRAXAIR INC                    COM              74005P104  1028860  17205017 SH       DEFINED 1 5              0        0 17205017 
PRAXAIR INC                    COM              74005P104    79817   1334737 SH       DEFINED 2          1193887        0   140850 
PRAXAIR INC                    COM              74005P104        0     38100 SH       DEFINED 3            38100        0        0 
PRAXAIR INC                    COM              74005P104       98      1655 SH       DEFINED 4             1655        0        0 
PRECISION CASTPARTS CORP       COM              740189105    11420    322500 SH       DEFINED 1 5              0        0   322500 
PRECISION CASTPARTS CORP       COM              740189105      903     25500 SH       DEFINED 2            20759        0     4741 
PRECISION DRILLING CORP        COM              74022D100    73366   2289800 SH       DEFINED 1 5        1090500        0  1199300 
PRECISION DRILLING CORP        COM              74022D100      214      6680 SH       DEFINED 2             6680        0        0 
PRECISION DRILLING CORP        COM              74022D100     1278     40000 SH       DEFINED 4            40000        0        0 
PRENTISS PPTYS TR              SH BEN INT       740706106     5311    179900 SH       DEFINED 2           179900        0        0 
PRESSTEK INC                   COM              741113104       24      4155 SH       DEFINED 2             4155        0        0 
PRICE COMMUNICATIONS CORP      COM NEW          741437305     8274    469070 SH       DEFINED 1 5              0        0   469070 
PRICE LEGACY CORP              COM              74144P106     2841    887844 SH       DEFINED 1 5              0        0   887844 
PRICE LEGACY CORP              COM              74144P106    12704   3970109 SH       DEFINED 2          3970109        0        0 
PRICE T ROWE GROUP INC         COM              74144T108    15642    401800 SH       DEFINED 1 5              0        0   401800 
PRICE T ROWE GROUP INC         COM              74144T108     3694     94883 SH       DEFINED 2            94883        0        0 
PRICELINE COM INC              COM              741503106      179     34300 SH       DEFINED 1 5          34300        0        0 
PRIDE INTL INC DEL             COM              74153Q102    31444   1977550 SH       DEFINED 1 5           7280        0  1970270 
PRIDE INTL INC DEL             COM              74153Q102    23742   1493200 SH       DEFINED 2          1493200        0        0 
PRIMUS KNOWLEDGE SOLUTIONS I   COM              74163Q100     1497    668500 SH       DEFINED 1 5              0        0   668500 
PRIMA ENERGY CORP              COM PAR $0.015   741901201     2928    117600 SH       DEFINED 1 5          25500        0    92100 
PRIME HOSPITALITY CORP         COM              741917108      105      8000 SH       DEFINED 1 5              0        0     8000 
PRIME HOSPITALITY CORP         COM              741917108      139     10600 SH       DEFINED 2            10600        0        0 
PRIDE INTL INC                 SDCV         4/2 741932AB3     7330  16000000 PRN      DEFINED 1 5              0        0        0 
PRIDE INTL INC                 DBCV         1/1 741932AE7    11124  17850000 PRN      DEFINED 1 5              0        0        0 
PRINCIPAL FINANCIAL GROUP IN   COM              74251V102    41158   1626800 SH       DEFINED 1 5              0        0  1626800 
PRIORITY HEALTHCARE CORP       CL B             74264T102   106833   4107380 SH       DEFINED 1 5         384520        0  3722860 
PRIORITY HEALTHCARE CORP       CL B             74264T102     6742    259220 SH       DEFINED 2           251920        0     7300 
PROASSURANCE CORP              COM              74267C106      852     47200 SH       DEFINED 1 5              0        0    47200 
PROASSURANCE CORP              COM              74267C106     3348    185500 SH       DEFINED 2           185500        0        0 
PROCTER & GAMBLE CO            COM              742718109  2148922  23853055 SH       DEFINED 1 5         177230        0 23675825 
PROCTER & GAMBLE CO            COM              742718109   235502   2614071 SH       DEFINED 2          2240611        0   373460 
PROCTER & GAMBLE CO            COM              742718109     1797     19959 SH       DEFINED 4            19959        0        0 
PROFESSIONAL STAFF PLC         SPONSORED ADR    74315R105     2159    830400 SH       DEFINED 1 5              0        0   830400 
PROGRESS ENERGY INC            COM              743263105        5       100 SH       DEFINED 1 5              0        0      100 
PROGRESS ENERGY INC            COM              743263105     8549    170837 SH       DEFINED 2           170837        0        0 
PROGRESS ENERGY INC            COM              743263105       49       966 SH       DEFINED 4              966        0        0 
PROGRESSIVE CORP OHIO          COM              743315103    19095    114600 SH       DEFINED 1 5              0        0   114600 
PROGRESSIVE CORP OHIO          COM              743315103    11501     69027 SH       DEFINED 2            56927        0    12100 
PROGRESSIVE CORP OHIO          COM              743315103     4626     28203 SH       DEFINED 4            28203        0        0 
PROLOGIS TR                    SH BEN INT       743410102    95332   4082738 SH       DEFINED 1 5              0        0  4082738 
PROLOGIS TR                    SH BEN INT       743410102    23359   1000400 SH       DEFINED 2          1000400        0        0 
PROLOGIS TR                    SH BEN INT       743410102        7       300 SH       DEFINED 4              300        0        0 
PROSOFTTRAINING                COM              743477101     3210   2395800 SH       DEFINED 1 5              0        0  2395800 
PROTECTIVE LIFE CORP           COM              743674103    88948   2852720 SH       DEFINED 1 5           5000        0  2847720 
PROTECTIVE LIFE CORP           COM              743674103     9636    309050 SH       DEFINED 2           299650        0     9400 
PROTECTIVE LIFE CORP           COM              743674103     2011     64484 SH       DEFINED 4            64484        0        0 
PROTEIN DESIGN LABS INC        COM              74369L103   176458  10301100 SH       DEFINED 1 5              0        0 10301100 
PROTEIN DESIGN LABS INC        COM              74369L103     9652    563470 SH       DEFINED 2           391610        0   171860 
PROVIDENT BANKSHARES CORP      COM              743859100     9883    411800 SH       DEFINED 2           411800        0        0 
PROVINCE HEALTHCARE CO         COM              743977100    61191   1926050 SH       DEFINED 1 5              0        0  1926050 
PROVINCE HEALTHCARE CO         COM              743977100      642     20200 SH       DEFINED 2            20200        0        0 
PROVIDIAN FINL CORP            COM              74406A102     3582    474400 SH       DEFINED 1 5              0        0   474400 
PROVIDIAN FINL CORP            COM              74406A102     1663    220242 SH       DEFINED 2           220242        0        0 
PRUDENTIAL FINL INC            COM              744320102   266133   8571100 SH       DEFINED 1 5          51500        0  8519600 
PRUDENTIAL FINL INC            COM              744320102     1242     40000 SH       DEFINED 4            40000        0        0 
PUBCO CORP                     COM PAR $.01     744378803     2796    319500 SH       DEFINED 1 5              0        0   319500 
PUBLIC SVC ENTERPRISE GROUP    COM              744573106      645     14080 SH       DEFINED 1 5           2800        0    11280 
PUBLIC SVC ENTERPRISE GROUP    COM              744573106     7348    160426 SH       DEFINED 2           160426        0        0 
PUBLIC STORAGE INC             COM              74460D109   195694   5287600 SH       DEFINED 1 5              0        0  5287600 
PUBLIC STORAGE INC             COM              74460D109    17256    466255 SH       DEFINED 2           451255        0    15000 
PUBLIC STORAGE INC             COM              74460D109        5       140 SH       DEFINED 4              140        0        0 
PUERTO RICAN CEM INC           COM              745075101     5995    257500 SH       DEFINED 1 5              0        0   257500 
PUGET ENERGY INC NEW           COM              745310102        2       117 SH       DEFINED 4              117        0        0 
PULTE HOMES INC                COM              745867101   196928   4115520 SH       DEFINED 1 5         422580        0  3692940 
PULTE HOMES INC                COM              745867101    23686    494996 SH       DEFINED 2           492096        0     2900 
PULTE HOMES INC                COM              745867101        0      6400 SH       DEFINED 3             6400        0        0 
PURE RES INC                   COM              74622E102      395     17500 SH       DEFINED 1 5              0        0    17500 
PUTNAM MANAGED MUN INCOM TR    COM              746823103        6       801 SH       DEFINED 4              801        0        0 
QLT INC                        COM              746927102    87183   5121690 SH       DEFINED 1 5        3709500        0  1412190 
QLT INC                        COM              746927102       85      5000 SH       DEFINED 2             5000        0        0 
QLOGIC CORP                    COM              747277101   294466   5946415 SH       DEFINED 1 5              0        0  5946415 
QLOGIC CORP                    COM              747277101   292208   5900816 SH       DEFINED 2          5874116        0    26700 
QUAKER CITY BANCORP INC        COM              74731K106     1416     44700 SH       DEFINED 1 5              0        0    44700 
QUAKER FABRIC CORP NEW         COM              747399103     5768    516400 SH       DEFINED 1 5              0        0   516400 
QUALCOMM INC                   COM              747525103   549687  14603810 SH       DEFINED 1 5          64500        0 14539310 
QUALCOMM INC                   COM              747525103    31956    848989 SH       DEFINED 2           802989        0    46000 
QUALCOMM INC                   COM              747525103      489     12990 SH       DEFINED 4            12990        0        0 
QUALITY DINING INC             COM              74756P105      538    158800 SH       DEFINED 1 5              0        0   158800 
QUALITY DINING INC             COM              74756P105      785    231600 SH       DEFINED 2           231600        0        0 
QUALSTAR CORP                  COM              74758R109     4632    712565 SH       DEFINED 1 5              0        0   712565 
QUANTUM CORP                   COM DSSG         747906204        2       300 SH       DEFINED 4              300        0        0 
Q MED                          COM              747914109     2838    235500 SH       DEFINED 1 5              0        0   235500 
QUEBECOR WORLD INC             COM NON-VTG      748203106     1682     64100 SH       DEFINED 1 5          45100        0    19000 
QUEST DIAGNOSTICS INC          COM              74834L100   276852   3341600 SH       DEFINED 1 5          12300        0  3329300 
QUEST DIAGNOSTICS INC          COM              74834L100     7630     92100 SH       DEFINED 2            92100        0        0 
QUEST SOFTWARE INC             COM              74834T103     6799    450000 SH       DEFINED 1 5          31610        0   418390 
QUESTAR CORP                   COM              748356102     1969     76600 SH       DEFINED 1 5              0        0    76600 
QUESTAR CORP                   COM              748356102       12       480 SH       DEFINED 4              480        0        0 
QUICKSILVER RESOURCES INC      COM              74837R104    14600    634800 SH       DEFINED 2           634800        0        0 
QUIKSILVER INC                 COM              74838C106    56544   2584300 SH       DEFINED 1 5              0        0  2584300 
QUIKSILVER INC                 COM              74838C106     4601    210300 SH       DEFINED 2           210300        0        0 
QUILMES INDL QUINSA SOCIETE    SP ADR CL B      74838Y207     4201    415559 SH       DEFINED 1 5           7650        0   407909 
QUINTILES TRANSNATIONAL CORP   COM              748767100    26448   1490000 SH       DEFINED 1 5              0        0  1490000 
QUINTILES TRANSNATIONAL CORP   COM              748767100     1598     90013 SH       DEFINED 2            90013        0        0 
QUINTILES TRANSNATIONAL CORP   COM              748767100        4       200 SH       DEFINED 4              200        0        0 
QUIPP INC                      COM              748802105     1917    141500 SH       DEFINED 1 5              0        0   141500 
QUIXOTE CORP                   COM              749056107    12371    663250 SH       DEFINED 1 5          12145        0   651105 
QWEST COMMUNICATIONS INTL IN   COM              749121109   923181 112309133 SH       DEFINED 1 5        4137300        0108171833 
QWEST COMMUNICATIONS INTL IN   COM              749121109    64110   7799284 SH       DEFINED 2          7504579        0   294705 
QWEST COMMUNICATIONS INTL IN   COM              749121109        0    126400 SH       DEFINED 3           126400        0        0 
QWEST COMMUNICATIONS INTL IN   COM              749121109      135     16737 SH       DEFINED 4            16737        0        0 
QUOVADX INC                    COM              74913K106     3324    400000 SH       DEFINED 1 5              0        0   400000 
RAIT INVT TR                   COM              749227104     2543    126200 SH       DEFINED 1 5              0        0   126200 
RAIT INVT TR                   COM              749227104      852     42300 SH       DEFINED 2            42300        0        0 
RCM TECHNOLOGIES INC           COM NEW          749360400     4960   1053000 SH       DEFINED 1 5              0        0  1053000 
R H DONNELLEY CORP             COM NEW          74955W307    33823   1111500 SH       DEFINED 1 5              0        0  1111500 
R H DONNELLEY CORP             COM NEW          74955W307     1184     38900 SH       DEFINED 2            38900        0        0 
RPC INC                        COM              749660106    43720   2934200 SH       DEFINED 1 5          16900        0  2917300 
RPC INC                        COM              749660106     1277     85700 SH       DEFINED 2            85700        0        0 
RPM INC OHIO                   COM              749685103    11863    762900 SH       DEFINED 1 5              0        0   762900 
RPM INC OHIO                   COM              749685103      501     32200 SH       DEFINED 2                0        0    32200 
RSA SEC INC                    COM              749719100     3861    429000 SH       DEFINED 1 5              0        0   429000 
RWD TECHNOLOGIES INC           COM              74975B101     1812    449512 SH       DEFINED 1 5              0        0   449512 
RF MICRODEVICES INC            COM              749941100     9387    524400 SH       DEFINED 1 5              0        0   524400 
RF MICRODEVICES INC            NOTE  3.750% 8/1 749941AB6    17000  20000000 PRN      DEFINED 1 5              0        0        0 
RADIAN GROUP INC               COM              750236101   140951   2871860 SH       DEFINED 1 5         116900        0  2754960 
RADIAN GROUP INC               COM              750236101    11196    228108 SH       DEFINED 2           165908        0    62200 
RADIAN GROUP INC               COM              750236101        0     16600 SH       DEFINED 3            16600        0        0 
RADIAN GROUP INC               COM              750236101       93      1894 SH       DEFINED 4             1894        0        0 
RADIO ONE INC                  CL A             75040P108    32173   1478535 SH       DEFINED 1 5           9120        0  1469415 
RADIO ONE INC                  CL A             75040P108     9335    429000 SH       DEFINED 2           429000        0        0 
RADIO ONE INC                  CL D NON VTG     75040P405   103399   5019390 SH       DEFINED 1 5          19190        0  5000200 
RADIO ONE INC                  CL D NON VTG     75040P405    18254    886100 SH       DEFINED 2           886100        0        0 
RADIOSHACK CORP                COM              750438103   132389   4407100 SH       DEFINED 1 5              0        0  4407100 
RADIOSHACK CORP                COM              750438103     4210    140133 SH       DEFINED 2           140133        0        0 
RADISYS CORP                   COM              750459109    13492    749130 SH       DEFINED 1 5          38500        0   710630 
RADISYS CORP                   COM              750459109    15232    845770 SH       DEFINED 2           842870        0     2900 
RADISYS CORP                   NOTE  5.500% 8/1 750459AB5     7600   9500000 PRN      DEFINED 1 5              0        0        0 
RAINBOW RENTALS INC            COM              750857104       50      7100 SH       DEFINED 1 5              0        0     7100 
RAMBUS INC DEL                 COM              750917106       79     10100 SH       DEFINED 1 5              0        0    10100 
RANGE RES CORP                 COM              75281A109      444     85600 SH       DEFINED 1 5              0        0    85600 
RANDGOLD & EXPL LTD            SPON ADR NEW     753009307        4      1000 SH       DEFINED 1 5              0        0     1000 
RARE HOSPITALITY INTL INC      COM              753820109    11647    458200 SH       DEFINED 2           458200        0        0 
RATIONAL SOFTWARE CORP         COM NEW          75409P202    55247   3490000 SH       DEFINED 1 5              0        0  3490000 
RATIONAL SOFTWARE CORP         COM NEW          75409P202     2406    152000 SH       DEFINED 2           152000        0        0 
RATIONAL SOFTWARE CORP         NOTE  5.000% 2/0 75409PAC7    66648  76770000 PRN      DEFINED 1 5              0        0        0 
RAYMOND JAMES FINANCIAL INC    COM              754730109     7651    223525 SH       DEFINED 1 5              0        0   223525 
RAYMOND JAMES FINANCIAL INC    COM              754730109    14873    434500 SH       DEFINED 2           434500        0        0 
RAYOVAC CORP                   COM              755081106      366     23670 SH       DEFINED 1 5           5800        0    17870 
RAYTECH CORP DEL               COM              755103108     1521    349600 SH       DEFINED 1 5              0        0   349600 
RAYTHEON CO                    COM NEW          755111507   268729   6546382 SH       DEFINED 1 5              0        0  6546382 
RAYTHEON CO                    COM NEW          755111507    13849    337360 SH       DEFINED 2           306360        0    31000 
RAYTHEON CO                    COM NEW          755111507       33       810 SH       DEFINED 4              810        0        0 
READ-RITE CORP                 COM              755246105     1842    600000 SH       DEFINED 1 5              0        0   600000 
READERS DIGEST ASSN INC        CL A NON VTG     755267101   111875   4992203 SH       DEFINED 1 5              0        0  4992203 
READERS DIGEST ASSN INC        CL A NON VTG     755267101     1024     45700 SH       DEFINED 2            45700        0        0 
REALNETWORKS INC               COM              75605L104    12032   1713990 SH       DEFINED 1 5         314100        0  1399890 
REALNETWORKS INC               COM              75605L104    12632   1799400 SH       DEFINED 2          1799400        0        0 
RECKSON ASSOCS RLTY CORP       COM              75621K106    42943   1741400 SH       DEFINED 1 5              0        0  1741400 
RECKSON ASSOCS RLTY CORP       COM              75621K106    10347    419600 SH       DEFINED 2           419600        0        0 
RECKSON ASSOCS RLTY CORP       PFD CV SER A%    75621K205     1337     55000 SH       DEFINED 1 5              0        0    55000 
RECKSON ASSOCS RLTY CORP       PFD CV SER A%    75621K205      957     39400 SH       DEFINED 2            39400        0        0 
RED HAT INC                    COM              756577102    73302  12839719 SH       DEFINED 1 5         218940        0 12620779 
RED HAT INC                    COM              756577102     1450    254000 SH       DEFINED 2           233668        0    20332 
REDBACK NETWORKS INC           COM              757209101    53933  15862600 SH       DEFINED 1 5         125800        0 15736800 
REDBACK NETWORKS INC           COM              757209101      917    269560 SH       DEFINED 2           257260        0    12300 
REDBACK NETWORKS INC           COM              757209101        0     15500 SH       DEFINED 3            15500        0        0 
REDBACK NETWORKS INC           NOTE  5.000% 4/0 757209AB7    99700 191720000 PRN      DEFINED 1 5              0        0        0 
REDBACK NETWORKS INC           NOTE  5.000% 4/0 757209AB7     1485   2855000 PRN      DEFINED 2                0        0        0 
REEBOK INTL LTD                COM              758110100     3684    136300 SH       DEFINED 1 5           2200        0   134100 
REEBOK INTL LTD                COM              758110100     5827    215583 SH       DEFINED 2           215583        0        0 
REFAC                          COM              758653109     1233    379500 SH       DEFINED 1 5              0        0   379500 
REGAL BELOIT CORP              COM              758750103    21109    826200 SH       DEFINED 1 5              0        0   826200 
REGAL BELOIT CORP              COM              758750103     5838    228500 SH       DEFINED 2           228500        0        0 
REGENCY CTRS CORP              COM              758849103     6895    237600 SH       DEFINED 1 5              0        0   237600 
REGENCY CTRS CORP              COM              758849103     2789     96100 SH       DEFINED 2            96100        0        0 
REGENERON PHARMACEUTICALS      COM              75886F107   109060   4364140 SH       DEFINED 1 5              0        0  4364140 
REGIS CORP MINN                COM              758932107    80708   2874230 SH       DEFINED 1 5          75870        0  2798360 
REGIS CORP MINN                COM              758932107    10780    383900 SH       DEFINED 2           383900        0        0 
REGIONS FINL CORP              COM              758940100     6026    175432 SH       DEFINED 2           175432        0        0 
REHABCARE GROUP INC            COM              759148109    49408   1733600 SH       DEFINED 1 5              0        0  1733600 
REHABCARE GROUP INC            COM              759148109      670     23500 SH       DEFINED 2            23500        0        0 
REINSURANCE GROUP AMER INC     COM              759351109     3444    110000 SH       DEFINED 1 5              0        0   110000 
REINSURANCE GROUP AMER INC     COM              759351109      369     11800 SH       DEFINED 2            11800        0        0 
RELIANCE STEEL & ALUMINUM CO   COM              759509102    10404    377100 SH       DEFINED 1 5              0        0   377100 
RELIANCE STEEL & ALUMINUM CO   COM              759509102     2257     81800 SH       DEFINED 2            81800        0        0 
RELIANT ENERGY INC             COM              75952J108     6010    233022 SH       DEFINED 2           233022        0        0 
REMEC INC                      COM              759543101     2173    234950 SH       DEFINED 1 5              0        0   234950 
REMEC INC                      COM              759543101      552     59700 SH       DEFINED 2            59700        0        0 
REMEDYTEMP INC                 CL A             759549108    12291    777900 SH       DEFINED 1 5              0        0   777900 
RENAL TREATMENT CTRS INC       NOTE  5.625% 7/1 759671AC4     7194   6680000 PRN      DEFINED 1 5              0        0        0 
RENAL TREATMENT CTRS INC       NOTE  5.625% 7/1 759671AC4      538    500000 PRN      DEFINED 2                0        0        0 
RELIABILITY INC                COM              759903107     1819    666700 SH       DEFINED 1 5              0        0   666700 
RENAL CARE GROUP INC           COM              759930100   122546   3736160 SH       DEFINED 1 5         146250        0  3589910 
RENAL CARE GROUP INC           COM              759930100     2155     65700 SH       DEFINED 2            65700        0        0 
RENT A CTR INC NEW             COM              76009N100     1660     32500 SH       DEFINED 1 5              0        0    32500 
RENT A CTR INC NEW             COM              76009N100      276      5400 SH       DEFINED 2                0        0     5400 
REPUBLIC SVCS INC              COM              760759100   284842  15248510 SH       DEFINED 1 5          40090        0 15208420 
REPUBLIC SVCS INC              COM              760759100    10203    546200 SH       DEFINED 2           521800        0    24400 
REPUBLIC SVCS INC              COM              760759100        0     19200 SH       DEFINED 3            19200        0        0 
REPUBLIC SVCS INC              COM              760759100       19      1000 SH       DEFINED 4             1000        0        0 
RES-CARE INC                   COM              760943100    22803   2804800 SH       DEFINED 1 5          23200        0  2781600 
RES-CARE INC                   NOTE  6.000%12/0 760943AC4     5428   6785000 PRN      DEFINED 1 5              0        0        0 
RESEARCH IN MOTION LTD         COM              760975102   120962   4330590 SH       DEFINED 1 5        4183900        0   146690 
RESEARCH IN MOTION LTD         COM              760975102      494     17700 SH       DEFINED 2            17700        0        0 
RESTORATION HARDWARE INC DEL   COM              760981100     7726    618120 SH       DEFINED 1 5         231808        0   386312 
RESMED INC                     COM              761152107     2128     53020 SH       DEFINED 1 5              0        0    53020 
RESMED INC                     COM              761152107      124      3100 SH       DEFINED 2             3100        0        0 
RESONATE INC                   COM              76115Q104     1349    518700 SH       DEFINED 1 5              0        0   518700 
RESORTQUEST INTL INC           COM              761183102     1402    192100 SH       DEFINED 1 5              0        0   192100 
RESOURCES CONNECTION INC       COM              76122Q105     2893    100000 SH       DEFINED 1 5              0        0   100000 
RESOURCES CONNECTION INC       COM              76122Q105     3231    111700 SH       DEFINED 2           111700        0        0 
RESPIRONICS INC                COM              761230101    15749    486070 SH       DEFINED 1 5          25581        0   460489 
RETEK INC                      COM              76128Q109    15393    586400 SH       DEFINED 1 5              0        0   586400 
REVLON INC                     CL A             761525500      704    108500 SH       DEFINED 1 5              0        0   108500 
REX STORES CORP                COM              761624105    25480   1400000 SH       DEFINED 1 5              0        0  1400000 
REYNOLDS & REYNOLDS CO         CL A             761695105    82833   2761110 SH       DEFINED 1 5            525        0  2760585 
REYNOLDS R J TOB HLDGS INC     COM              76182K105   811956  12539860 SH       DEFINED 1 5         101100        0 12438760 
REYNOLDS R J TOB HLDGS INC     COM              76182K105      104      1600 SH       DEFINED 2             1600        0        0 
REYNOLDS R J TOB HLDGS INC     COM              76182K105       22       333 SH       DEFINED 4              333        0        0 
RICHARDSON ELECTRS LTD         COM              763165107     2903    239100 SH       DEFINED 1 5              0        0   239100 
RICHARDSON ELECTRS LTD         SDCV  7.250%12/1 763165AB3      355    404000 PRN      DEFINED 1 5              0        0        0 
RICHARDSON ELECTRS LTD         SDCV  8.250% 6/1 763165AC1     1857   1978000 PRN      DEFINED 1 5              0        0        0 
RICHMONT MINES INC             COM              76547T106     1246    472900 SH       DEFINED 1 5              0        0   472900 
RIGGS NATL CORP WASH DC        COM              766570105        9       600 SH       DEFINED 1 5            600        0        0 
RIGHT MGMT CONSULTANTS INC     COM              766573109    26049   1028810 SH       DEFINED 1 5           7960        0  1020850 
RIGHT MGMT CONSULTANTS INC     COM              766573109    10099    398850 SH       DEFINED 2           398850        0        0 
RIO TINTO PLC                  SPONSORED ADR    767204100      560      7000 SH       DEFINED 1 5              0        0     7000 
RITCHIE BROS AUCTIONEERS       COM              767744105       41      1500 SH       DEFINED 1 5              0        0     1500 
RITCHIE BROS AUCTIONEERS       COM              767744105     4662    171700 SH       DEFINED 2           171700        0        0 
RITE AID CORP                  COM              767754104    21960   6346890 SH       DEFINED 1 5        1915210        0  4431680 
RITE AID CORP                  COM              767754104     2960    855370 SH       DEFINED 2           690270        0   165100 
RIVERSTONE NETWORKS INC        COM              769320102     2668    444600 SH       DEFINED 1 5              0        0   444600 
RIVIANA FOODS INC              COM              769536103    19952    932336 SH       DEFINED 1 5              0        0   932336 
ROBBINS & MYERS INC            COM              770196103     2090     76400 SH       DEFINED 1 5              0        0    76400 
ROBERT HALF INTL INC           COM              770323103   103646   3511060 SH       DEFINED 1 5              0        0  3511060 
ROBERT HALF INTL INC           COM              770323103     7079    239817 SH       DEFINED 2           230517        0     9300 
ROCK OF AGES CORP              CL A             772632105      942    142800 SH       DEFINED 1 5              0        0   142800 
ROCK-TENN CO                   CL A             772739207      150      7000 SH       DEFINED 1 5              0        0     7000 
ROCKWELL AUTOMATION INC        COM              773903109   223482  11140700 SH       DEFINED 1 5           2650        0 11138050 
ROCKWELL AUTOMATION INC        COM              773903109     8869    442106 SH       DEFINED 2           442106        0        0 
ROCKWELL COLLINS INC           COM              774341101    13716    543850 SH       DEFINED 1 5           3750        0   540100 
ROCKWELL COLLINS INC           COM              774341101     3937    156102 SH       DEFINED 2           141102        0    15000 
ROGERS COMMUNICATIONS INC      CL B             775109200    21459   1562340 SH       DEFINED 1 5        1561640        0      700 
ROGERS COMMUNICATIONS INC      CL B             775109200      340     24810 SH       DEFINED 2            24810        0        0 
ROHM & HAAS CO                 COM              775371107    44857   1061200 SH       DEFINED 1 5              0        0  1061200 
ROHM & HAAS CO                 COM              775371107     7277    172156 SH       DEFINED 2           172156        0        0 
ROHM & HAAS CO                 COM              775371107        5       115 SH       DEFINED 4              115        0        0 
ROHN INDS INC                  COM              775381106     5917   4080400 SH       DEFINED 1 5              0        0  4080400 
ROPER INDS INC NEW             COM              776696106    66579   1338540 SH       DEFINED 1 5              0        0  1338540 
ROPER INDS INC NEW             COM              776696106     4332     87100 SH       DEFINED 2            87100        0        0 
ROSLYN BANCORP INC             COM              778162107     3399    164222 SH       DEFINED 1 5              0        0   164222 
ROSLYN BANCORP INC             COM              778162107      186      9000 SH       DEFINED 2                0        0     9000 
ROSS STORES INC                COM              778296103   163044   4309900 SH       DEFINED 1 5          20500        0  4289400 
ROSS STORES INC                COM              778296103      488     12900 SH       DEFINED 2                0        0    12900 
ROSS STORES INC                COM              778296103        6       155 SH       DEFINED 4              155        0        0 
ROUSE CO                       COM              779273101    26435    853300 SH       DEFINED 1 5              0        0   853300 
ROUSE CO                       COM              779273101     1825     58900 SH       DEFINED 2            58900        0        0 
ROWAN COS INC                  COM              779382100    72230   3135000 SH       DEFINED 1 5          54800        0  3080200 
ROWAN COS INC                  COM              779382100     2374    103055 SH       DEFINED 2           101155        0     1900 
ROWAN COS INC                  COM              779382100       23      1000 SH       DEFINED 4             1000        0        0 
ROWE COS                       COM              779528108     1060    353300 SH       DEFINED 1 5              0        0   353300 
ROYAL GROUP TECHNOLOGIES LTD   SUB VTG SH       779915107      664     35000 SH       DEFINED 1 5          20000        0    15000 
ROXIO INC                      COM              780008108     2836    125000 SH       DEFINED 1 5              0        0   125000 
ROYAL BK CDA MONTREAL QUE      COM              780087102    81681   2438310 SH       DEFINED 1 5        2116890        0   321420 
ROYAL BK CDA MONTREAL QUE      COM              780087102     4804    143690 SH       DEFINED 2           143690        0        0 
ROYAL CARIBBEAN CRUISES LTD    NOTE         2/0 780153AK8    23261  66939000 PRN      DEFINED 1 5              0        0        0 
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804  1282234  23605190 SH       DEFINED 1 5         227020        0 23378170 
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804   120797   2223805 SH       DEFINED 2          2130905        0    92900 
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804     1037     19096 SH       DEFINED 4            19096        0        0 
ROYAL GOLD INC                 COM              780287108     1007    113100 SH       DEFINED 1 5         100000        0    13100 
ROYAL GOLD INC                 COM              780287108       45      5100 SH       DEFINED 2             5100        0        0 
RUBY TUESDAY INC               COM              781182100      307     13200 SH       DEFINED 1 5              0        0    13200 
RUBY TUESDAY INC               COM              781182100     9000    387100 SH       DEFINED 2           387100        0        0 
RUSSELL CORP                   COM              782352108    16692   1120300 SH       DEFINED 1 5              0        0  1120300 
RYANAIR HLDGS PLC              SPONSORED ADR    783513104   320046  10664640 SH       DEFINED 1 5              0        0 10664640 
RYANAIR HLDGS PLC              SPONSORED ADR    783513104     3226    107510 SH       DEFINED 2            96610        0    10900 
RYANS FAMILY STEAK HOUSE INC   COM              783519101    22404    933500 SH       DEFINED 1 5              0        0   933500 
RYDER SYS INC                  COM              783549108    26935    911800 SH       DEFINED 1 5          32900        0   878900 
RYDER SYS INC                  COM              783549108    11522    390063 SH       DEFINED 2           390063        0        0 
RYDER SYS INC                  COM              783549108        5       170 SH       DEFINED 4              170        0        0 
RYERSON TULL INC NEW           COM              78375P107    20913   1909841 SH       DEFINED 1 5         534160        0  1375681 
RYERSON TULL INC NEW           COM              78375P107     6324    577500 SH       DEFINED 2           577500        0        0 
RYLAND GROUP INC               COM              783764103    22617    250740 SH       DEFINED 1 5          59580        0   191160 
RYLAND GROUP INC               COM              783764103    55532    615650 SH       DEFINED 2           613150        0     2500 
SBC COMMUNICATIONS INC         COM              78387G103  3560050  95086818 SH       DEFINED 1 5         430720        0 94656098 
SBC COMMUNICATIONS INC         COM              78387G103   245806   6565321 SH       DEFINED 2          5987601        0   577720 
SBC COMMUNICATIONS INC         COM              78387G103        0     92300 SH       DEFINED 3            92300        0        0 
SBC COMMUNICATIONS INC         COM              78387G103     2158     57374 SH       DEFINED 4            57374        0        0 
SBS TECHNOLOGIES INC           COM              78387P103    18066   1413600 SH       DEFINED 1 5              0        0  1413600 
SBA COMMUNICATIONS CORP        COM              78388J106    11875   3609460 SH       DEFINED 1 5          71000        0  3538460 
SBA COMMUNICATIONS CORP        COM              78388J106     1934    587700 SH       DEFINED 2           587700        0        0 
SCI SYS INC                    NOTE  3.000% 3/1 783890AF3    70160  92880000 PRN      DEFINED 1 5              0        0        0 
SCI SYS INC                    NOTE  3.000% 3/1 783890AF3     8048  10654000 PRN      DEFINED 2                0        0        0 
SCP POOL CORP                  COM              784028102     7090    225800 SH       DEFINED 1 5              0        0   225800 
SCP POOL CORP                  COM              784028102     5702    181600 SH       DEFINED 2           181600        0        0 
SCPIE HLDGS INC                COM              78402P104     3364    198100 SH       DEFINED 1 5            500        0   197600 
SED INTL HLDGS INC             COM              784109100      912    960000 SH       DEFINED 1 5              0        0   960000 
SEI INVESTMENTS CO             COM              784117103   112105   2618660 SH       DEFINED 1 5         522700        0  2095960 
SEI INVESTMENTS CO             COM              784117103    23212    542220 SH       DEFINED 2           534420        0     7800 
SEI INVESTMENTS CO             COM              784117103       27       640 SH       DEFINED 4              640        0        0 
SK TELECOM LTD                 SPONSORED ADR    78440P108    11139    452810 SH       DEFINED 1 5          14510        0   438300 
SL GREEN RLTY CORP             COM              78440X101     3528    105000 SH       DEFINED 1 5              0        0   105000 
SPS TECHNOLOGIES INC           COM              784626103     2042     48200 SH       DEFINED 1 5              0        0    48200 
SPS TECHNOLOGIES INC           COM              784626103     5779    136400 SH       DEFINED 2           136400        0        0 
SPDR TR                        UNIT SER 1       78462F103      516      4500 SH       DEFINED 1 5              0        0     4500 
SPDR TR                        UNIT SER 1       78462F103     2173     18964 SH       DEFINED 4            18964        0        0 
SPSS INC                       COM              78462K102     2450    139659 SH       DEFINED 1 5              0        0   139659 
SPX CORP                       COM              784635104    89635    633108 SH       DEFINED 1 5          40600        0   592508 
SPX CORP                       COM              784635104    19879    140410 SH       DEFINED 2           135110        0     5300 
SPX CORP                       COM              784635104        0      5100 SH       DEFINED 3             5100        0        0 
SPX CORP                       NOTE         2/0 784635AD6    45959  61500000 PRN      DEFINED 1 5              0        0        0 
S3 INC                         NOTE  5.750%10/0 784849AC5     5376   6400000 PRN      DEFINED 1 5              0        0        0 
SWS GROUP INC                  COM              78503N107      138      6800 SH       DEFINED 1 5           1300        0     5500 
S Y BANCORP INC                COM              785060104     9988    274400 SH       DEFINED 1 5              0        0   274400 
SABRE HLDGS CORP               CL A             785905100     8136    174180 SH       DEFINED 1 5         111300        0    62880 
SABRE HLDGS CORP               CL A             785905100     5370    114968 SH       DEFINED 2           112068        0     2900 
SABRE HLDGS CORP               CL A             785905100     8347    178700 SH       DEFINED 3                0        0   178700 
SABRE HLDGS CORP               CL A             785905100        7       144 SH       DEFINED 4              144        0        0 
SAES GETTERS S P A             SPONSORED ADR    786362103    10009   1373000 SH       DEFINED 1 5              0        0  1373000 
SAFECO CORP                    COM              786429100    12406    387200 SH       DEFINED 1 5              0        0   387200 
SAFECO CORP                    COM              786429100     3159     98596 SH       DEFINED 2            98596        0        0 
SAFEWAY INC                    COM NEW          786514208   621704  13809500 SH       DEFINED 1 5          28600        0 13780900 
SAFEWAY INC                    COM NEW          786514208    22170    492444 SH       DEFINED 2           447244        0    45200 
SAFEWAY INC                    COM NEW          786514208      254      5661 SH       DEFINED 4             5661        0        0 
ST JOE CO                      COM              790148100     7725    257500 SH       DEFINED 1 5              0        0   257500 
ST JOE CO                      COM              790148100      345     11500 SH       DEFINED 2            11500        0        0 
ST JOE CO                      COM              790148100     2666     88875 SH       DEFINED 4            88875        0        0 
ST JUDE MED INC                COM              790849103   420161   5446028 SH       DEFINED 1 5          76574        0  5369454 
ST JUDE MED INC                COM              790849103    17166    222498 SH       DEFINED 2           203416        0    19082 
ST PAUL COS INC                COM              792860108      280      6100 SH       DEFINED 1 5              0        0     6100 
ST PAUL COS INC                COM              792860108     7435    162159 SH       DEFINED 2           162159        0        0 
ST PAUL COS INC                COM              792860108      143      3122 SH       DEFINED 4             3122        0        0 
SAKS INC                       COM              79377W108     9153    696050 SH       DEFINED 1 5          54352        0   641698 
SAKS INC                       COM              79377W108      189     14400 SH       DEFINED 2            14128        0      272 
SALEM COMMUNICATIONS CORP DE   CL A             794093104     6536    275800 SH       DEFINED 2           275800        0        0 
SALOMON BROS 2008 WORLDWIDE    COM              79548R103       13      1268 SH       DEFINED 4             1268        0        0 
SANDERSON FARMS INC            COM              800013104     3756    139113 SH       DEFINED 1 5              0        0   139113 
SANDERSON FARMS INC            COM              800013104     2357     87300 SH       DEFINED 2            87300        0        0 
SANDISK CORP                   COM              80004C101       20       900 SH       DEFINED 2              900        0        0 
SANDISK CORP                   COM              80004C101       21      1000 SH       DEFINED 4             1000        0        0 
SANMINA SCI CORP               COM              800907107    74640   6352300 SH       DEFINED 1 5          23900        0  6328400 
SANMINA SCI CORP               COM              800907107     4800    408471 SH       DEFINED 2           406971        0     1500 
SANMINA SCI CORP               COM              800907107        5       486 SH       DEFINED 4              486        0        0 
SANMINA SCI CORP               NOTE  4.250% 5/0 800907AB3    23058  24465000 PRN      DEFINED 1 5              0        0        0 
SANMINA SCI CORP               SDCV         9/1 800907AD9   161522 447183000 PRN      DEFINED 1 5              0        0        0 
SANMINA SCI CORP               SDCV         9/1 800907AD9     7261  20103000 PRN      DEFINED 2                0        0        0 
SANGSTAT MED CORP              COM              801003104      218      8100 SH       DEFINED 1 5              0        0     8100 
SAPIENT CORP                   COM              803062108      444     93554 SH       DEFINED 2            93554        0        0 
SAPPI LTD                      SPON ADR NEW     803069202      987     73700 SH       DEFINED 1 5              0        0    73700 
SAPPI LTD                      SPON ADR NEW     803069202     2855    213190 SH       DEFINED 2           213190        0        0 
SARA LEE CORP                  COM              803111103   114912   5535254 SH       DEFINED 1 5          13800        0  5521454 
SARA LEE CORP                  COM              803111103    44098   2124182 SH       DEFINED 2          1966882        0   157300 
SARA LEE CORP                  COM              803111103      192      9227 SH       DEFINED 4             9227        0        0 
SCANA CORP NEW                 COM              80589M102   159698   5218890 SH       DEFINED 1 5              0        0  5218890 
SCANA CORP NEW                 COM              80589M102    11838    386860 SH       DEFINED 2           371360        0    15500 
SCANA CORP NEW                 COM              80589M102        0     19800 SH       DEFINED 3            19800        0        0 
SCANA CORP NEW                 COM              80589M102       25       837 SH       DEFINED 4              837        0        0 
SCANSOURCE INC                 COM              806037107    38101    633800 SH       DEFINED 1 5          13500        0   620300 
SCANSOURCE INC                 COM              806037107     2892     48100 SH       DEFINED 2            48100        0        0 
SCHEIN HENRY INC               COM              806407102    14160    321450 SH       DEFINED 1 5          41800        0   279650 
SCHERER HEALTHCARE INC         COM              806530101     1341    352900 SH       DEFINED 1 5              0        0   352900 
SCHERING PLOUGH CORP           COM              806605101  1889671  60372875 SH       DEFINED 1 5         208400        0 60164475 
SCHERING PLOUGH CORP           COM              806605101    84958   2714307 SH       DEFINED 2          2237607        0   476700 
SCHERING PLOUGH CORP           COM              806605101     2637     84278 SH       DEFINED 4            84278        0        0 
SCHLUMBERGER LTD               COM              806857108  2551705  43381581 SH       DEFINED 1 5          47122        0 43334459 
SCHLUMBERGER LTD               COM              806857108   139424   2370356 SH       DEFINED 2          2110116        0   260240 
SCHLUMBERGER LTD               COM              806857108      801     13617 SH       DEFINED 4            13617        0        0 
SCHOLASTIC CORP                COM              807066105     2841     52430 SH       DEFINED 1 5              0        0    52430 
SCHOLASTIC CORP                COM              807066105      341      6300 SH       DEFINED 2                0        0     6300 
SCHOLASTIC CORP                COM              807066105       22       400 SH       DEFINED 4              400        0        0 
SCHWAB CHARLES CORP NEW        COM              808513105  1197371  91472168 SH       DEFINED 1 5         533151        0 90939017 
SCHWAB CHARLES CORP NEW        COM              808513105   129011   9855666 SH       DEFINED 2          9570516        0   285150 
SCHWAB CHARLES CORP NEW        COM              808513105      800     61097 SH       DEFINED 4            61097        0        0 
SCHWEITZER-MAUDUIT INTL INC    COM              808541106     1958     78800 SH       DEFINED 1 5              0        0    78800 
SCHWEITZER-MAUDUIT INTL INC    COM              808541106     2801    112700 SH       DEFINED 2           112700        0        0 
SCIENTIFIC ATLANTA INC         COM              808655104      118      5100 SH       DEFINED 1 5              0        0     5100 
SCIENTIFIC ATLANTA INC         COM              808655104     2822    122173 SH       DEFINED 2           122173        0        0 
SCIENTIFIC ATLANTA INC         COM              808655104        9       400 SH       DEFINED 4              400        0        0 
SCIENTIFIC GAMES CORP          CL A             80874P109      357     42600 SH       DEFINED 1 5           2600        0    40000 
SCIENTIFIC TECHNOL INC         COM PAR $0.001   808799209      652    157000 SH       DEFINED 1 5              0        0   157000 
SCIOS INC                      COM              808905103    55858   1930800 SH       DEFINED 1 5              0        0  1930800 
SCRIPPS E W CO OHIO            CL A             811054204   237305   2889730 SH       DEFINED 1 5            150        0  2889580 
SCRIPPS E W CO OHIO            CL A             811054204    27656    336770 SH       DEFINED 2           332270        0     4500 
SCRIPPS E W CO OHIO            CL A             811054204        3        33 SH       DEFINED 4               33        0        0 
SCUDDER MUN INCOME TR          COM SH BEN INT   81118R604       26      2417 SH       DEFINED 4             2417        0        0 
SEABOARD CORP                  COM              811543107      159       530 SH       DEFINED 1 5            530        0        0 
SEACOAST FINL SVCS CORP        COM              81170Q106     1867     94800 SH       DEFINED 1 5              0        0    94800 
SEACOAST FINL SVCS CORP        COM              81170Q106     5948    302100 SH       DEFINED 2           302100        0        0 
SEALED AIR CORP NEW            COM              81211K100    24603    522580 SH       DEFINED 1 5              0        0   522580 
SEALED AIR CORP NEW            COM              81211K100     7088    150546 SH       DEFINED 2           134360        0    16186 
SEALED AIR CORP NEW            PFD CV A $2      81211K209    29963    653495 SH       DEFINED 1 5             95        0   653400 
SEARS ROEBUCK & CO             COM              812387108   145869   2845110 SH       DEFINED 1 5           3860        0  2841250 
SEARS ROEBUCK & CO             COM              812387108    37797    737219 SH       DEFINED 2           737219        0        0 
SEARS ROEBUCK & CO             COM              812387108       72      1417 SH       DEFINED 4             1417        0        0 
SECURITY CAP GROUP INC         CL B             81413P204     2488     97700 SH       DEFINED 1 5              0        0    97700 
SECURITY CAP GROUP INC         CL B             81413P204    11823    464200 SH       DEFINED 2           464200        0        0 
SELECT MEDICAL CORP            COM              816196109     6404    400000 SH       DEFINED 1 5         400000        0        0 
SEMTECH CORP                   COM              816850101   266140   7291512 SH       DEFINED 1 5         538420        0  6753092 
SEMTECH CORP                   COM              816850101     7983    218720 SH       DEFINED 2           132220        0    86500 
SEMTECH CORP                   NOTE  4.500% 2/0 816850AD3    19295  17560000 PRN      DEFINED 1 5              0        0        0 
SEMTECH CORP                   NOTE  4.500% 2/0 816850AD3     2813   2560000 PRN      DEFINED 2                0        0        0 
SEMPRA ENERGY                  COM              816851109     5961    237000 SH       DEFINED 1 5            500        0   236500 
SEMPRA ENERGY                  COM              816851109     4947    196719 SH       DEFINED 2           191419        0     5300 
SEMPRA ENERGY                  COM              816851109        0        16 SH       DEFINED 4               16        0        0 
SENSIENT TECHNOLOGIES CORP     COM              81725T100      380     16500 SH       DEFINED 1 5              0        0    16500 
SEPRACOR INC                   COM              817315104   206083  10622856 SH       DEFINED 1 5         300000        0 10322856 
SEPRACOR INC                   COM              817315104      351     18100 SH       DEFINED 2            18100        0        0 
SEPRACOR INC                   SDCV  7.000%12/1 817315AH7    16508  21900000 PRN      DEFINED 1 5              0        0        0 
SEPRACOR INC                   SDCV  5.000% 2/1 817315AL8     5133   8312000 PRN      DEFINED 1 5              0        0        0 
SERENA SOFTWARE INC            COM              817492101    11191    573894 SH       DEFINED 1 5              0        0   573894 
SEROLOGICALS CORP              COM              817523103       47      3000 SH       DEFINED 1 5              0        0     3000 
SEROLOGICALS CORP              COM              817523103     7349    469000 SH       DEFINED 2           469000        0        0 
SERONO S A                     SPONSORED ADR    81752M101    14500    647300 SH       DEFINED 1 5              0        0   647300 
SERVICE CORP INTL              COM              817565104    63632  12005980 SH       DEFINED 1 5         349980        0 11656000 
SERVICE CORP INTL              COM              817565104     2724    514000 SH       DEFINED 2           468400        0    45600 
SERVICE CORP INTL              COM              817565104        5      1000 SH       DEFINED 4             1000        0        0 
SERVICEMASTER CO               COM              81760N109    36066   2623000 SH       DEFINED 1 5              0        0  2623000 
7-ELEVEN INC                   COM NEW          817826209     1311    117600 SH       DEFINED 1 5              0        0   117600 
SHARPER IMAGE CORP             COM              820013100    20628   1200000 SH       DEFINED 1 5              0        0  1200000 
SHAW GROUP INC                 COM              820280105     1109     40320 SH       DEFINED 1 5          40320        0        0 
SHAW GROUP INC                 COM              820280105       96      3500 SH       DEFINED 2             3500        0        0 
SHAW GROUP INC                 NOTE         5/0 820280AC9    21731  40910000 PRN      DEFINED 1 5              0        0        0 
SHAW COMMUNICATIONS INC        CL B CONV        82028K200     7702    427720 SH       DEFINED 1 5         427590        0      130 
SHAW COMMUNICATIONS INC        CL B CONV        82028K200      455     25300 SH       DEFINED 2            25300        0        0 
SHELL TRANS & TRADING PLC      NEW YRK SH NEW   822703609       13       300 SH       DEFINED 4              300        0        0 
SHERWIN WILLIAMS CO            COM              824348106    65912   2314330 SH       DEFINED 1 5            730        0  2313600 
SHERWIN WILLIAMS CO            COM              824348106     3441    120820 SH       DEFINED 2           120820        0        0 
SHERWIN WILLIAMS CO            COM              824348106    15942    559750 SH       DEFINED 4           559750        0        0 
SHIRE PHARMACEUTICALS GRP PL   SPONSORED ADR    82481R106     7041    300000 SH       DEFINED 1 5              0        0   300000 
SHOE CARNIVAL INC              COM              824889109       16      1000 SH       DEFINED 1 5           1000        0        0 
SHOPKO STORES INC              COM              824911101    60937   3366700 SH       DEFINED 1 5          11900        0  3354800 
SHOLODGE INC                   COM              825034101     2255    401200 SH       DEFINED 1 5              0        0   401200 
SHOP AT HOME INC               COM NEW          825066301     5988   2185500 SH       DEFINED 1 5              0        0  2185500 
SHURGARD STORAGE CTRS INC      COM              82567D104      848     25000 SH       DEFINED 1 5              0        0    25000 
SHURGARD STORAGE CTRS INC      COM              82567D104     1607     47400 SH       DEFINED 2            47400        0        0 
SICOR INC                      COM              825846108    63796   3735100 SH       DEFINED 1 5        1640100        0  2095000 
SIDERCA S A I C                ADR REP CL A     825863103     1972    106580 SH       DEFINED 1 5           7550        0    99030 
SIDERCA S A I C                ADR REP CL A     825863103       81      4400 SH       DEFINED 2             4400        0        0 
SIEBEL SYS INC                 COM              826170102   155592   4771300 SH       DEFINED 1 5              0        0  4771300 
SIEBEL SYS INC                 COM              826170102    11783    361332 SH       DEFINED 2           361332        0        0 
SIEBEL SYS INC                 COM              826170102       98      3000 SH       DEFINED 4             3000        0        0 
SIGMA ALDRICH CORP             COM              826552101     6894    146800 SH       DEFINED 1 5              0        0   146800 
SIGMA ALDRICH CORP             COM              826552101     2739     58323 SH       DEFINED 2            58323        0        0 
SIGMATRON INTL INC             COM              82661L101      893    288100 SH       DEFINED 1 5              0        0   288100 
SILENT WITNESS ENTERPRISES L   COM NEW          826906307     2751    389800 SH       DEFINED 1 5              0        0   389800 
SILICON LABORATORIES INC       COM              826919102   215589   6102157 SH       DEFINED 1 5          76600        0  6025557 
SILICON LABORATORIES INC       COM              826919102     7220    204350 SH       DEFINED 2           189550        0    14800 
SILGAN HOLDINGS INC            COM              827048109    63542   1900750 SH       DEFINED 1 5              0        0  1900750 
SILGAN HOLDINGS INC            COM              827048109     8999    269200 SH       DEFINED 2           269200        0        0 
SILICON STORAGE TECHNOLOGY I   COM              827057100     1874    177600 SH       DEFINED 1 5          27900        0   149700 
SILICON VY BANCSHARES          COM              827064106    68931   2278720 SH       DEFINED 1 5         105440        0  2173280 
SILICON VY BANCSHARES          COM              827064106    23675    782650 SH       DEFINED 2           782650        0        0 
SILICONIX INC                  COM NEW          827079203    59520   1984000 SH       DEFINED 1 5              0        0  1984000 
SILICONIX INC                  COM NEW          827079203     1140     38000 SH       DEFINED 2            38000        0        0 
SILICONWARE PRECISION INDS L   SPONSD ADR SPL   827084864     4194    806600 SH       DEFINED 1 5              0        0   806600 
SILVERSTREAM SOFTWARE INC      COM              827907106     2516    511300 SH       DEFINED 1 5              0        0   511300 
SIMON PPTY GROUP INC NEW       COM              828806109    77068   2361800 SH       DEFINED 1 5              0        0  2361800 
SIMON PPTY GROUP INC NEW       COM              828806109    18680    572464 SH       DEFINED 2           572464        0        0 
SIMPLEX SOLUTIONS INC          COM              828854109     9357    942300 SH       DEFINED 1 5              0        0   942300 
SIMPSON MANUFACTURING CO INC   COM              829073105      612     10000 SH       DEFINED 1 5           1000        0     9000 
SIPEX CORP                     COM              829909100      491     44200 SH       DEFINED 1 5           9700        0    34500 
SIX FLAGS INC                  COM              83001P109   184184  10312665 SH       DEFINED 1 5           2600        0 10310065 
SIX FLAGS INC                  COM              83001P109    10187    570400 SH       DEFINED 2           570400        0        0 
SKECHERS U S A INC             CL A             830566105        7       360 SH       DEFINED 1 5            360        0        0 
SKILLSOFT CORP                 COM              83066P101    20591    893310 SH       DEFINED 1 5            310        0   893000 
SKY FINL GROUP INC             COM              83080P103     2226    100000 SH       DEFINED 1 5              0        0   100000 
SKYWEST INC                    COM              830879102   183334   7353959 SH       DEFINED 1 5         752700        0  6601259 
SKYWEST INC                    COM              830879102    28161   1129619 SH       DEFINED 2          1129619        0        0 
SMARTFORCE PUB LTD CO          SPONSORED ADR    83170A206      821     80000 SH       DEFINED 1 5              0        0    80000 
SMITH & NEPHEW PLC             SPDN ADR NEW     83175M205      323      5500 SH       DEFINED 1 5              0        0     5500 
SMITH & NEPHEW PLC             SPDN ADR NEW     83175M205      458      7800 SH       DEFINED 2             7800        0        0 
SMITH INTL INC                 COM              832110100   378792   5591020 SH       DEFINED 1 5           5500        0  5585520 
SMITH INTL INC                 COM              832110100    87489   1291350 SH       DEFINED 2          1288650        0     2700 
SMITH INTL INC                 COM              832110100        0      8700 SH       DEFINED 3             8700        0        0 
SMITHFIELD FOODS INC           COM              832248108    30206   1157300 SH       DEFINED 1 5              0        0  1157300 
SMITHFIELD FOODS INC           COM              832248108      840     32200 SH       DEFINED 2                0        0    32200 
SMUCKER J M CO                 COM              832696306     6023    178200 SH       DEFINED 1 5              0        0   178200 
SMURFIT-STONE CONTAINER CORP   COM              832727101    98348   5737950 SH       DEFINED 1 5          28210        0  5709740 
SMURFIT-STONE CONTAINER CORP   COM              832727101     6312    368250 SH       DEFINED 2           363350        0     4900 
SNAP ON INC                    COM              833034101   198116   5818388 SH       DEFINED 1 5              0        0  5818388 
SNAP ON INC                    COM              833034101    50002   1468476 SH       DEFINED 2          1421576        0    46900 
SOFTWARE SPECTRUM INC          COM              833960107     5566    307504 SH       DEFINED 1 5              0        0   307504 
SOLECTRON CORP                 COM              834182107   126525  16216700 SH       DEFINED 1 5              0        0 16216700 
SOLECTRON CORP                 COM              834182107     5002    641279 SH       DEFINED 2           641279        0        0 
SOLECTRON CORP                 COM              834182107      230     29500 SH       DEFINED 4            29500        0        0 
SOLECTRON CORP                 NOTE         5/0 834182AK3   107375 189440000 PRN      DEFINED 1 5              0        0        0 
SOLECTRON CORP                 NOTE         5/0 834182AK3     7714  13609000 PRN      DEFINED 2                0        0        0 
SOLECTRON CORP                 NOTE        11/2 834182AL1    23199  50570000 PRN      DEFINED 1 5              0        0        0 
SOLECTRON CORP                 NOTE        11/2 834182AL1     4537   9890000 PRN      DEFINED 2                0        0        0 
SOLUTIA INC                    COM              834376105    90812  10438213 SH       DEFINED 1 5              0        0 10438213 
SOLUTIA INC                    COM              834376105     1108    127400 SH       DEFINED 2           117700        0     9700 
SOLUTIA INC                    COM              834376105        4       460 SH       DEFINED 4              460        0        0 
SOMERA COMMUNICATION           COM              834458101     2555    349100 SH       DEFINED 1 5              0        0   349100 
SONIC CORP                     COM              835451105   119827   4660700 SH       DEFINED 1 5              0        0  4660700 
SONIC CORP                     COM              835451105    14685    571162 SH       DEFINED 2           571162        0        0 
SONIC AUTOMOTIVE INC           CL A             83545G102    26294    877055 SH       DEFINED 1 5         241290        0   635765 
SONIC AUTOMOTIVE INC           CL A             83545G102    30649   1022310 SH       DEFINED 2          1011810        0    10500 
SONIC AUTOMOTIVE INC           CL A             83545G102        0      6000 SH       DEFINED 3             6000        0        0 
SONICBLUE INC                  COM              83546Q109     1260    500000 SH       DEFINED 1 5              0        0   500000 
SONOCO PRODS CO                COM              835495102      106      3700 SH       DEFINED 1 5              0        0     3700 
SONOCO PRODS CO                COM              835495102       12       420 SH       DEFINED 4              420        0        0 
SONY CORP                      ADR NEW          835699307   126443   2445700 SH       DEFINED 1 5              0        0  2445700 
SONY CORP                      ADR NEW          835699307    18669    361100 SH       DEFINED 2           259100        0   102000 
SONY CORP                      ADR NEW          835699307       33       650 SH       DEFINED 4              650        0        0 
SONUS NETWORKS INC             COM              835916107    10895   4158270 SH       DEFINED 1 5              0        0  4158270 
SOURCE INFORMATION MGMT CO     COM NEW          836151209     6474   1230900 SH       DEFINED 1 5              0        0  1230900 
SOURCECORP                     COM              836167106    51339   1740900 SH       DEFINED 1 5              0        0  1740900 
SOUTHERN CO                    COM              842587107   278231  10503260 SH       DEFINED 1 5              0        0 10503260 
SOUTHERN CO                    COM              842587107    19408    732636 SH       DEFINED 2           673636        0    59000 
SOUTHERN CO                    COM              842587107        0     24400 SH       DEFINED 3            24400        0        0 
SOUTHERN CO                    COM              842587107      396     14877 SH       DEFINED 4            14877        0        0 
SOUTHERN ENERGY HOMES INC      COM              842814105     3206   1425100 SH       DEFINED 1 5              0        0  1425100 
SOUTHERN UN CO NEW             COM              844030106     3411    186205 SH       DEFINED 1 5              0        0   186205 
SOUTHTRUST CORP                COM              844730101   278808  10560920 SH       DEFINED 1 5         112900        0 10448020 
SOUTHTRUST CORP                COM              844730101     9520    360589 SH       DEFINED 2           295289        0    65300 
SOUTHTRUST CORP                COM              844730101       12       456 SH       DEFINED 4              456        0        0 
SOUTHWEST AIRLS CO             COM              844741108   725879  37513130 SH       DEFINED 1 5         642900        0 36870230 
SOUTHWEST AIRLS CO             COM              844741108    32317   1670134 SH       DEFINED 2          1377834        0   292300 
SOUTHWEST AIRLS CO             COM              844741108      159      8227 SH       DEFINED 4             8227        0        0 
SOUTHWESTERN ENERGY CO         COM              845467109    15650   1244000 SH       DEFINED 1 5              0        0  1244000 
SOUTHWESTERN ENERGY CO         COM              845467109    16009   1272600 SH       DEFINED 2          1272600        0        0 
SOVEREIGN BANCORP INC          COM              845905108    12156    865223 SH       DEFINED 1 5           8512        0   856711 
SOVEREIGN BANCORP INC          COM              845905108     4843    344700 SH       DEFINED 2           325000        0    19700 
SOVEREIGN BANCORP INC          COM              845905108        0      1067 SH       DEFINED 3             1067        0        0 
SPACEHAB INC                   NOTE  8.000%10/1 846243AC7        9     20000 PRN      DEFINED 1 5              0        0        0 
SPARTAN MTRS INC               COM              846819100     2246    288100 SH       DEFINED 1 5              0        0   288100 
SPARTECH CORP                  COM NEW          847220209    30083   1222900 SH       DEFINED 1 5          19300        0  1203600 
SPECTRASITE HLDGS INC          COM              84760T100     8367   7819410 SH       DEFINED 1 5         170800        0  7648610 
SPECTRASITE HLDGS INC          COM              84760T100      860    803940 SH       DEFINED 2           776840        0    27100 
SPECTRASITE HLDGS INC          NOTE  6.750%11/1 84760TAL4     1583   4690000 PRN      DEFINED 1 5              0        0        0 
SPECTRASITE HLDGS INC          NOTE  6.750%11/1 84760TAL4      105    310000 PRN      DEFINED 2                0        0        0 
SPECTRUM CTL INC               COM              847615101     8928   1320400 SH       DEFINED 1 5              0        0  1320400 
SPEEDFAM-IPEC INC              COM              847705100     2036    475700 SH       DEFINED 1 5              0        0   475700 
SPHERION CORP                  COM              848420105     2241    202800 SH       DEFINED 1 5              0        0   202800 
SPIEGEL INC                    CL A             848457107        3      2100 SH       DEFINED 1 5           2100        0        0 
SPINNAKER EXPL CO              COM              84855W109    49946   1196340 SH       DEFINED 1 5          26628        0  1169712 
SPINNAKER EXPL CO              COM              84855W109    13253    318200 SH       DEFINED 2           318200        0        0 
SPORTS AUTH INC                COM              849176102     4258    370300 SH       DEFINED 1 5              0        0   370300 
SPORTS AUTH INC                COM              849176102     2234    194300 SH       DEFINED 2           194300        0        0 
SPRINT CORP                    COM FON GROUP    852061100    21371   1397740 SH       DEFINED 1 5           3500        0  1394240 
SPRINT CORP                    COM FON GROUP    852061100    10597    693094 SH       DEFINED 2           693094        0        0 
SPRINT CORP                    COM FON GROUP    852061100       19      1250 SH       DEFINED 4             1250        0        0 
SPRINT CORP                    PCS COM SER 1    852061506   506449  49217830 SH       DEFINED 1 5          56450        0 49161380 
SPRINT CORP                    PCS COM SER 1    852061506    15779   1533433 SH       DEFINED 2          1457733        0    75700 
SPRINT CORP                    PCS COM SER 1    852061506        0     15200 SH       DEFINED 3            15200        0        0 
SPRINT CORP                    PCS COM SER 1    852061506       10      1000 SH       DEFINED 4             1000        0        0 
SPRINT CORP                    EQUITY UNIT      852061605    13800   1000000 SH       DEFINED 1 5              0        0  1000000 
STAGE STORES INC               COM NEW          85254C305     2660    100000 SH       DEFINED 1 5              0        0   100000 
STANCORP FINL GROUP INC        COM              852891100     2296     41742 SH       DEFINED 1 5              0        0    41742 
STANDARD COML CORP             COM              853258101    25662   1335165 SH       DEFINED 1 5              0        0  1335165 
STANDARD PAC CORP NEW          COM              85375C101    40862   1454160 SH       DEFINED 1 5           1420        0  1452740 
STANDARD PAC CORP NEW          COM              85375C101    29748   1058650 SH       DEFINED 2          1051950        0     6700 
STANDARD REGISTER CO           COM              853887107      844     30000 SH       DEFINED 1 5              0        0    30000 
STANDARD REGISTER CO           COM              853887107     1122     39900 SH       DEFINED 2            39900        0        0 
STANLEY FURNITURE INC          COM NEW          854305208    21830    675000 SH       DEFINED 1 5              0        0   675000 
STANLEY WKS                    COM              854616109   101942   2204148 SH       DEFINED 1 5              0        0  2204148 
STANLEY WKS                    COM              854616109   137171   2965868 SH       DEFINED 2          2963468        0     2400 
STANLEY WKS                    COM              854616109       30       655 SH       DEFINED 4              655        0        0 
STAPLES INC                    COM              855030102   860315  43080378 SH       DEFINED 1 5           2990        0 43077388 
STAPLES INC                    COM              855030102    26696   1336801 SH       DEFINED 2          1204451        0   132350 
STAPLES INC                    COM              855030102      142      7112 SH       DEFINED 4             7112        0        0 
STARBUCKS CORP                 COM              855244109    96438   4169380 SH       DEFINED 1 5           4600        0  4164780 
STARBUCKS CORP                 COM              855244109     7783    336507 SH       DEFINED 2           298907        0    37600 
STARBUCKS CORP                 COM              855244109      225      9600 SH       DEFINED 4             9600        0        0 
STARTEK INC                    COM              85569C107     2769    119600 SH       DEFINED 1 5              0        0   119600 
STARTEK INC                    COM              85569C107     6213    268400 SH       DEFINED 2           268400        0        0 
STARWOOD HOTELS&RESORTS WRLD   PAIRED CTF       85590A203   324021   8615301 SH       DEFINED 1 5          17800        0  8597501 
STARWOOD HOTELS&RESORTS WRLD   PAIRED CTF       85590A203    11238    298798 SH       DEFINED 2           253398        0    45400 
STATE STR CORP                 COM              857477103    70052   1264930 SH       DEFINED 1 5           8500        0  1256430 
STATE STR CORP                 COM              857477103    25958    468724 SH       DEFINED 2           429324        0    39400 
STATE STR CORP                 COM              857477103      124      2220 SH       DEFINED 4             2220        0        0 
STATION CASINOS INC            COM              857689103     2837    170400 SH       DEFINED 1 5          29000        0   141400 
STEAK N SHAKE CO               COM              857873103     8618    613400 SH       DEFINED 1 5              0        0   613400 
STEEL DYNAMICS INC             COM              858119100    11252    685679 SH       DEFINED 1 5              0        0   685679 
STEEL DYNAMICS INC             COM              858119100      648     39500 SH       DEFINED 2            39500        0        0 
STEELCASE INC                  CL A             858155203    34999   2089490 SH       DEFINED 1 5              0        0  2089490 
STEELCASE INC                  CL A             858155203    14642    874150 SH       DEFINED 2           874150        0        0 
STEIN MART INC                 COM              858375108    18710   1869100 SH       DEFINED 1 5              0        0  1869100 
STELLENT INC                   COM              85856W105     1731    179800 SH       DEFINED 2           179800        0        0 
STEPHAN CO                     COM              858603103     1361    453500 SH       DEFINED 1 5              0        0   453500 
STERLING BANCSHARES INC        COM              858907108     1168     87500 SH       DEFINED 1 5              0        0    87500 
STERICYCLE INC                 COM              858912108     6944    111000 SH       DEFINED 1 5              0        0   111000 
STERIS CORP                    COM              859152100    29031   1391710 SH       DEFINED 1 5              0        0  1391710 
STERIS CORP                    COM              859152100    31674   1518400 SH       DEFINED 2          1518400        0        0 
STERLING BANCORP               COM              859158107    30613    959640 SH       DEFINED 1 5              0        0   959640 
STERLING BANCORP               COM              859158107     2034     63774 SH       DEFINED 2            63774        0        0 
STEWART & STEVENSON SVCS INC   COM              860342104      141      7290 SH       DEFINED 1 5              0        0     7290 
STEWART & STEVENSON SVCS INC   COM              860342104     4534    234300 SH       DEFINED 2           234300        0        0 
STEWART INFORMATION SVCS COR   COM              860372101       16       800 SH       DEFINED 1 5            800        0        0 
STILLWATER MNG CO              COM              86074Q102     1576     83620 SH       DEFINED 1 5           4720        0    78900 
STILLWATER MNG CO              COM              86074Q102      236     12500 SH       DEFINED 2            12500        0        0 
STILWELL FINL INC              COM              860831106     8283    338200 SH       DEFINED 1 5           1287        0   336913 
STILWELL FINL INC              COM              860831106     4108    167748 SH       DEFINED 2           166697        0     1051 
STMICROELECTRONICS N V         NY REGISTRY      861012102    94392   2782790 SH       DEFINED 1 5           7000        0  2775790 
STMICROELECTRONICS N V         NY REGISTRY      861012102      773     22800 SH       DEFINED 2                0        0    22800 
STONERIDGE INC                 COM              86183P102    21889   2222200 SH       DEFINED 1 5              0        0  2222200 
STORA ENSO CORP                SPON ADR REP R   86210M106      257     20003 SH       DEFINED 1 5              0        0    20003 
STORA ENSO CORP                SPON ADR REP R   86210M106        5       362 SH       DEFINED 4              362        0        0 
STORAGE TECHNOLOGY CORP        COM PAR $0.10    862111200   126998   5923400 SH       DEFINED 1 5          69100        0  5854300 
STORAGE TECHNOLOGY CORP        COM PAR $0.10    862111200      731     34100 SH       DEFINED 2                0        0    34100 
STORAGE TECHNOLOGY CORP        COM PAR $0.10    862111200        4       200 SH       DEFINED 4              200        0        0 
STORAGENETWORKS INC            COM              86211E103     3513   1006500 SH       DEFINED 1 5              0        0  1006500 
STRATTEC SEC CORP              COM              863111100    24669    528700 SH       DEFINED 1 5              0        0   528700 
STRATTEC SEC CORP              COM              863111100      761     16300 SH       DEFINED 2            16300        0        0 
STRAYER ED INC                 COM              863236105    68033   1385600 SH       DEFINED 1 5              0        0  1385600 
STRIDE RITE CORP               COM              863314100     9982   1209910 SH       DEFINED 1 5          46810        0  1163100 
STRIDE RITE CORP               COM              863314100    12826   1554700 SH       DEFINED 2          1554700        0        0 
STRYKER CORP                   COM              863667101   268413   4449080 SH       DEFINED 1 5          69300        0  4379780 
STRYKER CORP                   COM              863667101    19365    320985 SH       DEFINED 2           223885        0    97100 
STRYKER CORP                   COM              863667101       69      1156 SH       DEFINED 4             1156        0        0 
STUDENT LN CORP                COM              863902102     1530     16700 SH       DEFINED 1 5              0        0    16700 
STURM RUGER & CO INC           COM              864159108       68      5300 SH       DEFINED 1 5           5300        0        0 
SULZER MEDICA                  SPONSORED ADR    865580104     5524    600400 SH       DEFINED 1 5              0        0   600400 
SUN COMMUNITIES INC            COM              866674104    17418    443200 SH       DEFINED 1 5              0        0   443200 
SUN COMMUNITIES INC            COM              866674104    61320   1560300 SH       DEFINED 2          1560300        0        0 
SUN LIFE FINL SVCS CDA INC     COM              866796105   295240  13610730 SH       DEFINED 1 5       11701420        0  1909310 
SUN LIFE FINL SVCS CDA INC     COM              866796105     2831    130790 SH       DEFINED 2           130790        0        0 
SUN MICROSYSTEMS INC           COM              866810104   430376  48787000 SH       DEFINED 1 5              0        0 48787000 
SUN MICROSYSTEMS INC           COM              866810104    32150   3645179 SH       DEFINED 2          3448579        0   196600 
SUN MICROSYSTEMS INC           COM              866810104      319     36286 SH       DEFINED 4            36286        0        0 
SUNCOR ENERGY INC              COM              867229106   591148  16370460 SH       DEFINED 1 5        4188950        0 12181510 
SUNCOR ENERGY INC              COM              867229106    28333    784050 SH       DEFINED 2           705250        0    78800 
SUNCOR ENERGY INC              COM              867229106        0     41200 SH       DEFINED 3            41200        0        0 
SUNCOR ENERGY INC              COM              867229106     5822    161000 SH       DEFINED 4           161000        0        0 
SUNGARD DATA SYS INC           COM              867363103   296146   8982290 SH       DEFINED 1 5         141800        0  8840490 
SUNGARD DATA SYS INC           COM              867363103    12742    386470 SH       DEFINED 2           250470        0   136000 
SUNGARD DATA SYS INC           COM              867363103       19       572 SH       DEFINED 4              572        0        0 
SUNOCO INC                     COM              86764P109    55121   1377680 SH       DEFINED 1 5          12080        0  1365600 
SUNOCO INC                     COM              86764P109     3577     89400 SH       DEFINED 2            89400        0        0 
SUNOCO INC                     COM              86764P109       22       560 SH       DEFINED 4              560        0        0 
SUNRISE ASSISTED LIVING INC    COM              86768K106    12008    440490 SH       DEFINED 1 5           2990        0   437500 
SUNTRUST BKS INC               COM              867914103    31376    470199 SH       DEFINED 1 5              0        0   470199 
SUNTRUST BKS INC               COM              867914103    15029    225215 SH       DEFINED 2           225215        0        0 
SUNTRUST BKS INC               COM              867914103      241      3573 SH       DEFINED 4             3573        0        0 
SUPERGEN INC                   COM              868059106        7      1310 SH       DEFINED 1 5           1310        0        0 
SUPERIOR ENERGY SVCS INC       COM              868157108    38183   3795500 SH       DEFINED 1 5          77200        0  3718300 
SUPERIOR ENERGY SVCS INC       COM              868157108     7513    746800 SH       DEFINED 2           746800        0        0 
SUPERIOR INDS INTL INC         COM              868168105    26126    535580 SH       DEFINED 1 5              0        0   535580 
SUPERIOR INDS INTL INC         COM              868168105     9629    197400 SH       DEFINED 2           197400        0        0 
SUPERVALU INC                  COM              868536103     6547    253760 SH       DEFINED 1 5              0        0   253760 
SUPERVALU INC                  COM              868536103     3345    129643 SH       DEFINED 2           102143        0    27500 
SUPERVALU INC                  COM              868536103        5       200 SH       DEFINED 4              200        0        0 
SUPREME INDS INC               CL A             868607102     1228    199700 SH       DEFINED 1 5              0        0   199700 
SURMODICS INC                  COM              868873100     8240    189000 SH       DEFINED 1 5         158900        0    30100 
SWIFT ENERGY CO                COM              870738101    15760    800000 SH       DEFINED 1 5              0        0   800000 
SWIFT TRANSN CO                COM              870756103   258399  11788290 SH       DEFINED 1 5              0        0 11788290 
SWIFT TRANSN CO                COM              870756103     7369    336176 SH       DEFINED 2           336176        0        0 
SYBASE INC                     COM              871130100    84668   4846460 SH       DEFINED 1 5          44400        0  4802060 
SYBASE INC                     COM              871130100    45119   2582630 SH       DEFINED 2          2546730        0    35900 
SYBASE INC                     COM              871130100        0      4200 SH       DEFINED 3             4200        0        0 
SYBRON DENTAL SPECIALTIES IN   COM              871142105    67455   3355986 SH       DEFINED 1 5              0        0  3355986 
SYBRON DENTAL SPECIALTIES IN   COM              871142105    10747    534700 SH       DEFINED 2           534700        0        0 
SYLVAN INC                     COM              871371100     4465    386600 SH       DEFINED 1 5              0        0   386600 
SYMANTEC CORP                  COM              871503108   253951   6162359 SH       DEFINED 1 5         255400        0  5906959 
SYMANTEC CORP                  COM              871503108     3763     91316 SH       DEFINED 2            79216        0    12100 
SYMBOL TECHNOLOGIES INC        COM              871508107   146013  12990515 SH       DEFINED 1 5            500        0 12990015 
SYMBOL TECHNOLOGIES INC        COM              871508107     3678    327186 SH       DEFINED 2           297536        0    29650 
SYMBOL TECHNOLOGIES INC        COM              871508107        0     19900 SH       DEFINED 3            19900        0        0 
SYMBOL TECHNOLOGIES INC        COM              871508107      145     12877 SH       DEFINED 4            12877        0        0 
SYNAPTICS INC                  COM              87157D109       35      2000 SH       DEFINED 1 5              0        0     2000 
SYNCOR INTL CORP DEL           COM              87157J106    68136   2500400 SH       DEFINED 1 5        1400000        0  1100400 
SYNCOR INTL CORP DEL           COM              87157J106      760     27900 SH       DEFINED 2            27900        0        0 
SYNOPSYS INC                   COM              871607107   415791   7537916 SH       DEFINED 1 5              0        0  7537916 
SYNOPSYS INC                   COM              871607107    16975    307737 SH       DEFINED 2           258095        0    49642 
SYNGENTA AG                    SPONSORED ADR    87160A100      616     50059 SH       DEFINED 1 5             59        0    50000 
SYNQUEST INC                   COM              87160X100       12     29350 SH       DEFINED 1 5              0        0    29350 
SYNOVUS FINL CORP              COM              87161C105   313486  10284975 SH       DEFINED 1 5         349000        0  9935975 
SYNOVUS FINL CORP              COM              87161C105    24798    813594 SH       DEFINED 2           813594        0        0 
SYNOVUS FINL CORP              COM              87161C105       26       850 SH       DEFINED 4              850        0        0 
SYPRIS SOLUTIONS INC           COM              871655106      451     30000 SH       DEFINED 1 5              0        0    30000 
SYSCO CORP                     COM              871829107   318092  10667076 SH       DEFINED 1 5         461000        0 10206076 
SYSCO CORP                     COM              871829107    26454    887136 SH       DEFINED 2           699736        0   187400 
SYSCO CORP                     COM              871829107      470     15833 SH       DEFINED 4            15833        0        0 
TBC CORP                       COM              872180104    29171   2011800 SH       DEFINED 1 5              0        0  2011800 
TB WOODS CORP                  COM              872226105     5050    676900 SH       DEFINED 1 5              0        0   676900 
TCF FINL CORP                  COM              872275102   142714   2712670 SH       DEFINED 1 5           7900        0  2704770 
TCF FINL CORP                  COM              872275102     4940     93900 SH       DEFINED 2            93900        0        0 
TDK CORP                       AMERN DEP SH     872351408       64      1200 SH       DEFINED 4             1200        0        0 
TECO ENERGY INC                COM              872375100     3084    107719 SH       DEFINED 2           107719        0        0 
THQ INC                        COM NEW          872443403    52783   1075000 SH       DEFINED 1 5              0        0  1075000 
THQ INC                        COM NEW          872443403      594     12100 SH       DEFINED 2                0        0    12100 
TJX COS INC NEW                COM              872540109   370962   9271730 SH       DEFINED 1 5              0        0  9271730 
TJX COS INC NEW                COM              872540109     9501    237473 SH       DEFINED 2           213173        0    24300 
TJX COS INC NEW                COM              872540109      227      5675 SH       DEFINED 4             5675        0        0 
TRW INC                        COM              872649108   561500  10909260 SH       DEFINED 1 5           1000        0 10908260 
TRW INC                        COM              872649108    10406    202183 SH       DEFINED 2           115983        0    86200 
TRW INC                        COM              872649108        0      3900 SH       DEFINED 3             3900        0        0 
TRW INC                        COM              872649108       66      1278 SH       DEFINED 4             1278        0        0 
TMP WORLDWIDE INC              COM              872941109    30675    889900 SH       DEFINED 1 5              0        0   889900 
TMP WORLDWIDE INC              COM              872941109     2980     86450 SH       DEFINED 2            86450        0        0 
TMP WORLDWIDE INC              COM              872941109      103      3000 SH       DEFINED 4             3000        0        0 
TTM TECHNOLOGIES  INC          COM              87305R109     2676    270000 SH       DEFINED 2           270000        0        0 
TXU CORP                       COM              873168108   225176   4130920 SH       DEFINED 1 5              0        0  4130920 
TXU CORP                       COM              873168108    23307    427580 SH       DEFINED 2           376780        0    50800 
TXU CORP                       COM              873168108        0     32000 SH       DEFINED 3            32000        0        0 
TXU CORP                       COM              873168108       35       636 SH       DEFINED 4              636        0        0 
TAITRON COMPONENTS INC         CL A             874028103      683    487700 SH       DEFINED 1 5              0        0   487700 
TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    874039100   913946  44045600 SH       DEFINED 1 5         133700        0 43911900 
TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    874039100     9640    464600 SH       DEFINED 2           401000        0    63600 
TAKE-TWO INTERACTIVE SOFTWAR   COM              874054109   101327   5041130 SH       DEFINED 1 5        1086940        0  3954190 
TAKE-TWO INTERACTIVE SOFTWAR   COM              874054109     6472    322000 SH       DEFINED 2           322000        0        0 
TALBOTS INC                    COM              874161102       66      1870 SH       DEFINED 1 5           1870        0        0 
TALISMAN ENERGY INC            COM              87425E103   198287   4753760 SH       DEFINED 1 5         697100        0  4056660 
TALISMAN ENERGY INC            COM              87425E103     6655    159540 SH       DEFINED 2            66440        0    93100 
TALISMAN ENERGY INC            COM              87425E103        0      5300 SH       DEFINED 3             5300        0        0 
TALX CORP                      COM              874918105     2379    148800 SH       DEFINED 1 5           5171        0   143629 
TANDY BRANDS ACCESSORIES INC   COM              875378101     5187    548900 SH       DEFINED 1 5              0        0   548900 
TANOX INC                      COM              87588Q109    35966   2540000 SH       DEFINED 1 5              0        0  2540000 
TARGET CORP                    COM              87612E106  1340456  31086650 SH       DEFINED 1 5         382800        0 30703850 
TARGET CORP                    COM              87612E106    68797   1595484 SH       DEFINED 2          1457984        0   137500 
TARGET CORP                    COM              87612E106      656     15237 SH       DEFINED 4            15237        0        0 
TASTY BAKING CO                COM              876553306     4330    239200 SH       DEFINED 1 5              0        0   239200 
TASTY BAKING CO                COM              876553306     2396    132400 SH       DEFINED 2           132400        0        0 
TAUBMAN CTRS INC               COM              876664103     9298    617400 SH       DEFINED 1 5              0        0   617400 
TAUBMAN CTRS INC               COM              876664103    16709   1109500 SH       DEFINED 2          1109500        0        0 
TECH DATA CORP                 COM              878237106   302575   6593481 SH       DEFINED 1 5          45040        0  6548441 
TECH DATA CORP                 COM              878237106    25300    551320 SH       DEFINED 2           526020        0    25300 
TECH DATA CORP                 COM              878237106        5       100 SH       DEFINED 4              100        0        0 
TECHNE CORP                    COM              878377100    74425   2699510 SH       DEFINED 1 5              0        0  2699510 
TECHNE CORP                    COM              878377100     6573    238400 SH       DEFINED 2           238400        0        0 
TECHNIP-COFLEIP                SPONSORED ADR    878546209    19635    557800 SH       DEFINED 1 5              0        0   557800 
TECHNITROL INC                 COM              878555101    10625    445700 SH       DEFINED 1 5          34700        0   411000 
TECHNOLOGY SOLUTIONS CO        COM              87872T108     6079   3473600 SH       DEFINED 1 5              0        0  3473600 
TECHNOLOGY SOLUTIONS CO        COM              87872T108      592    338000 SH       DEFINED 2           338000        0        0 
TEJON RANCH CO DEL             COM              879080109     3543    113200 SH       DEFINED 1 5              0        0   113200 
TEKELEC                        COM              879101103    12898   1125500 SH       DEFINED 1 5              0        0  1125500 
TEKELEC                        COM              879101103     2150    187600 SH       DEFINED 2            71100        0   116500 
TEKTRONIX INC                  COM              879131100   262650  11101000 SH       DEFINED 1 5          24000        0 11077000 
TEKTRONIX INC                  COM              879131100    19591    828019 SH       DEFINED 2           765119        0    62900 
TELE CENTRO OESTE CELULAR S    SPON ADR PFD     87923P105     1420    235500 SH       DEFINED 1 5          18600        0   216900 
TELE CENTRO OESTE CELULAR S    SPON ADR PFD     87923P105       36      6000 SH       DEFINED 2             6000        0        0 
TELE NORTE LESTE PART S A      SPON ADR PFD     879246106    11495    915202 SH       DEFINED 1 5          65900        0   849302 
TELE NORTE LESTE PART S A      SPON ADR PFD     879246106      431     34300 SH       DEFINED 2            34300        0        0 
TELECOM ITALIA SPA             SPON ADR ORD     87927W106        5        55 SH       DEFINED 4               55        0        0 
TELECOMUNICACOES BRASILEIRAS   SPONSORED ADR    879287308    15920    481700 SH       DEFINED 1 5              0        0   481700 
TELECOMUNICACOES BRASILEIRAS   SPONSORED ADR    879287308     1719     52000 SH       DEFINED 2            52000        0        0 
TELEFLEX INC                   COM              879369106    36082    660000 SH       DEFINED 1 5              0        0   660000 
TELEFLEX INC                   COM              879369106      208      3800 SH       DEFINED 2             3800        0        0 
TELEFLEX INC                   COM              879369106       55      1000 SH       DEFINED 4             1000        0        0 
TELEFONICA S A                 SPONSORED ADR    879382208    35992   1087034 SH       DEFINED 1 5              0        0  1087034 
TELEFONICA DEL PERU S A        SP ADR NEW B     879384204       38     10000 SH       DEFINED 1 5              0        0    10000 
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780   159943   3959957 SH       DEFINED 1 5         119875        0  3840082 
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780     3607     89300 SH       DEFINED 2            35300        0    54000 
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780      129      3224 SH       DEFINED 4             3224        0        0 
TELEPHONE & DATA SYS INC       COM              879433100     4999     56650 SH       DEFINED 1 5              0        0    56650 
TELEPHONE & DATA SYS INC       COM              879433100       19       215 SH       DEFINED 4              215        0        0 
TELESP CELULAR PART S A        SPON ADR PFD     87952L108     4257    672480 SH       DEFINED 1 5           4080        0   668400 
TELIK INC                      COM              87959M109      349     28800 SH       DEFINED 1 5              0        0    28800 
TELIK INC                      COM              87959M109     3794    313000 SH       DEFINED 2           313000        0        0 
TELLABS INC                    COM              879664100     3305    315661 SH       DEFINED 2           315661        0        0 
TELLABS INC                    COM              879664100       90      8562 SH       DEFINED 4             8562        0        0 
TELLIUM INC                    COM              87967E107    18351   7944140 SH       DEFINED 1 5          19100        0  7925040 
TELLIUM INC                    COM              87967E107      633    273900 SH       DEFINED 2           264100        0     9800 
TELUS CORP                     NON-VTG SHS      87971M202      545     51620 SH       DEFINED 1 5          51390        0      230 
TEMPLE INLAND INC              COM              879868107    11739    206967 SH       DEFINED 1 5           2200        0   204767 
TEMPLE INLAND INC              COM              879868107     8090    142637 SH       DEFINED 2           140937        0     1700 
TEMPLE INLAND INC              COM              879868107       20       346 SH       DEFINED 4              346        0        0 
TEMPLETON DRAGON FD INC        COM              88018T101    13105   1609900 SH       DEFINED 1 5              0        0  1609900 
TEMPLETON CHINA WORLD FD INC   COM              88018X102     5347    588900 SH       DEFINED 1 5              0        0   588900 
TENET HEALTHCARE CORP          COM              88033G100  1453367  21685565 SH       DEFINED 1 5         593570        0 21091995 
TENET HEALTHCARE CORP          COM              88033G100   130181   1942423 SH       DEFINED 2          1704882        0   237541 
TENET HEALTHCARE CORP          COM              88033G100        0      4300 SH       DEFINED 3             4300        0        0 
TENET HEALTHCARE CORP          COM              88033G100      108      1632 SH       DEFINED 4             1632        0        0 
TENNANT CO                     COM              880345103      788     18800 SH       DEFINED 1 5              0        0    18800 
TENNECO AUTOMOTIVE INC         COM              880349105      112     28000 SH       DEFINED 1 5              0        0    28000 
TERADYNE INC                   COM              880770102   736690  18683497 SH       DEFINED 1 5         439690        0 18243807 
TERADYNE INC                   COM              880770102   117495   2979828 SH       DEFINED 2          2891628        0    88200 
TERADYNE INC                   COM              880770102       10       250 SH       DEFINED 4              250        0        0 
TERAYON COMMUNICATION SYS      COM              880775101    12596   1485400 SH       DEFINED 1 5              0        0  1485400 
TERAYON COMMUNICATION SYS      NOTE  5.000% 8/0 880775AC5    35926  50600000 PRN      DEFINED 1 5              0        0        0 
TEREX CORP NEW                 COM              880779103    24111   1066870 SH       DEFINED 1 5           5360        0  1061510 
TEREX CORP NEW                 COM              880779103     8597    380400 SH       DEFINED 2           380400        0        0 
TESORO PETE CORP               COM              881609101     6655    473700 SH       DEFINED 1 5           3700        0   470000 
TESORO PETE CORP               COM              881609101     3393    241500 SH       DEFINED 2           222100        0    19400 
TEVA PHARMACEUTICAL INDS LTD   ADR              881624209   169638   3102950 SH       DEFINED 1 5           7240        0  3095710 
TEVA PHARMACEUTICAL INDS LTD   ADR              881624209      979     17900 SH       DEFINED 2            17900        0        0 
TEVA PHARMACEUTICAL INDS LTD   ADR              881624209       56      1020 SH       DEFINED 4             1020        0        0 
TEVA PHARMACEUTICAL FIN LLC    DBCV  1.500%10/1 88163VAB5     4441   4520000 PRN      DEFINED 1 5              0        0        0 
TESMA INTL INC                 CL A SUB VTG     881908107    40298   1965000 SH       DEFINED 1 5        1965000        0        0 
TEXAS INDS INC                 COM              882491103    14803    359300 SH       DEFINED 1 5              0        0   359300 
TEXAS INDS INC                 COM              882491103     5195    126100 SH       DEFINED 2           126100        0        0 
TEXAS INSTRS INC               COM              882508104  1375895  41567830 SH       DEFINED 1 5         151800        0 41416030 
TEXAS INSTRS INC               COM              882508104    88279   2667030 SH       DEFINED 2          2253230        0   413800 
TEXAS INSTRS INC               COM              882508104      311      9404 SH       DEFINED 4             9404        0        0 
TEXAS PAC LD TR                SUB CTF PROP I T 882610108      305      8000 SH       DEFINED 4             8000        0        0 
TEXAS REGL BANCSHARES INC      CL A VTG         882673106     7523    172300 SH       DEFINED 1 5              0        0   172300 
TEXTRON INC                    COM              883203101   445500   8718200 SH       DEFINED 1 5          21600        0  8696600 
TEXTRON INC                    COM              883203101    11412    223321 SH       DEFINED 2           136621        0    86700 
TEXTRON INC                    COM              883203101     8740    171036 SH       DEFINED 4           171036        0        0 
THERAGENICS CORP               COM              883375107    29363   2966000 SH       DEFINED 1 5              0        0  2966000 
THERASENSE INC                 COM              883381105     6258    331100 SH       DEFINED 1 5           2300        0   328800 
THERASENSE INC                 COM              883381105     1370     72500 SH       DEFINED 2            72500        0        0 
THERMO ELECTRON CORP           COM              883556102   316092  15248050 SH       DEFINED 1 5         170700        0 15077350 
THERMO ELECTRON CORP           COM              883556102    35870   1730365 SH       DEFINED 2          1628545        0   101820 
THERMO ELECTRON CORP           COM              883556102        0     41215 SH       DEFINED 3            41215        0        0 
THERMO ELECTRON CORP           COM              883556102        6       289 SH       DEFINED 4              289        0        0 
THOMAS & BETTS CORP            COM              884315102      949     44858 SH       DEFINED 2            44858        0        0 
THOMAS GROUP INC               COM              884402108      540    321600 SH       DEFINED 1 5              0        0   321600 
THOR INDS INC                  COM              885160101    17359    367000 SH       DEFINED 1 5            100        0   366900 
THOR INDS INC                  COM              885160101    22713    480200 SH       DEFINED 2           480200        0        0 
THORATEC CORP                  COM NEW          885175307    22831   2085000 SH       DEFINED 1 5              0        0  2085000 
3COM CORP                      COM              885535104     4277    700000 SH       DEFINED 1 5              0        0   700000 
3DO CO                         COM              88553W105     1734   1699550 SH       DEFINED 1 5         356100        0  1343450 
3TEC ENERGY CORP               COM NEW          88575R308     1398     82000 SH       DEFINED 1 5          17900        0    64100 
TICKETMASTER                   CL B             88633P203    44435   1502200 SH       DEFINED 1 5              0        0  1502200 
TICKETMASTER                   CL B             88633P203      257      8700 SH       DEFINED 2             8700        0        0 
TIDEWATER INC                  COM              886423102   195660   4620080 SH       DEFINED 1 5          15700        0  4604380 
TIDEWATER INC                  COM              886423102     5535    130700 SH       DEFINED 2           124200        0     6500 
TIDEWATER INC                  COM              886423102       19       450 SH       DEFINED 4              450        0        0 
TIER TECHNOLOGIES INC          CL B             88650Q100      212     12000 SH       DEFINED 1 5              0        0    12000 
TIER TECHNOLOGIES INC          CL B             88650Q100      286     16200 SH       DEFINED 2            16200        0        0 
TIFFANY & CO NEW               COM              886547108      494     13900 SH       DEFINED 1 5              0        0    13900 
TIFFANY & CO NEW               COM              886547108     4675    131511 SH       DEFINED 2           131511        0        0 
TIFFANY & CO NEW               COM              886547108        3        75 SH       DEFINED 4               75        0        0 
TIMBERLINE SOFTWARE CORP       COM              887134104     4934    694875 SH       DEFINED 1 5              0        0   694875 
TIME WARNER TELECOM INC        CL A             887319101    17013   2798200 SH       DEFINED 1 5              0        0  2798200 
TIMES MIRROR CO NEW            NOTE         4/1 887364AE7     3970   6150000 PRN      DEFINED 1 5              0        0        0 
TIMKEN CO                      COM              887389104     7571    327900 SH       DEFINED 1 5              0        0   327900 
TITAN CORP                     COM              888266103      405     20000 SH       DEFINED 4            20000        0        0 
TITAN PHARMACEUTICALS INC DE   COM              888314101       71     10120 SH       DEFINED 1 5              0        0    10120 
TIVO INC                       COM              888706108     2650    500000 SH       DEFINED 1 5              0        0   500000 
TODD SHIPYARDS CORP DEL        COM              889039103      268     24700 SH       DEFINED 1 5              0        0    24700 
TOLL BROTHERS INC              WHEN ISSUED      889478103    12534    411466 SH       DEFINED 1 5          91400        0   320066 
TOLL BROTHERS INC              WHEN ISSUED      889478103     2248     45100 SH       DEFINED 2            45100        0        0 
TOO INC                        COM              890333107     8557    290170 SH       DEFINED 1 5           9010        0   281160 
TOO INC                        COM              890333107     7611    258100 SH       DEFINED 2           255400        0     2700 
TOOTSIE ROLL INDS INC          COM              890516107      702     15265 SH       DEFINED 1 5           2945        0    12320 
TOOTSIE ROLL INDS INC          COM              890516107      317      6900 SH       DEFINED 2             6900        0        0 
TOPPS INC                      COM              890786106       21      2140 SH       DEFINED 1 5           2140        0        0 
TORCHMARK CORP                 COM              891027104     4170    103502 SH       DEFINED 1 5              0        0   103502 
TORCHMARK CORP                 COM              891027104     3897     96723 SH       DEFINED 2            96723        0        0 
TORO CO                        COM              891092108     1293     21700 SH       DEFINED 1 5              0        0    21700 
TORO CO                        COM              891092108     1758     29500 SH       DEFINED 2            29500        0        0 
TORONTO DOMINION BK ONT        COM NEW          891160509   135807   4938610 SH       DEFINED 1 5        4848610        0    90000 
TORONTO DOMINION BK ONT        COM NEW          891160509      935     34010 SH       DEFINED 2            34010        0        0 
TOTAL RENAL CARE HLDGS INC     NOTE  7.000% 5/1 89151AAC1    83221  83430000 PRN      DEFINED 1 5              0        0        0 
TOTAL RENAL CARE HLDGS INC     NOTE  7.000% 5/1 89151AAC1    12174  12205000 PRN      DEFINED 2                0        0        0 
TOTAL FINA ELF S A             SPONSORED ADR    89151E109   932576  12174625 SH       DEFINED 1 5           2900        0 12171725 
TOTAL FINA ELF S A             SPONSORED ADR    89151E109     4198     54800 SH       DEFINED 2            54800        0        0 
TOTAL FINA ELF S A             SPONSORED ADR    89151E109        0      2700 SH       DEFINED 3             2700        0        0 
TOTAL FINA ELF S A             SPONSORED ADR    89151E109     3213     41948 SH       DEFINED 4            41948        0        0 
TOWER AUTOMOTIVE INC           COM              891707101      347     24800 SH       DEFINED 1 5              0        0    24800 
TOTAL SYS SVCS INC             COM              891906109     3048    121200 SH       DEFINED 1 5              0        0   121200 
TOWN & CTRY TR                 SH BEN INT       892081100     1512     68400 SH       DEFINED 1 5              0        0    68400 
TOYOTA MOTOR CORP              SP ADR REP2COM   892331307       35       600 SH       DEFINED 4              600        0        0 
TOYS R US INC                  COM              892335100     9078    505440 SH       DEFINED 1 5         105440        0   400000 
TOYS R US INC                  COM              892335100     2737    152410 SH       DEFINED 2           152410        0        0 
TOYS R US INC                  COM              892335100       14       800 SH       DEFINED 4              800        0        0 
TRANS LUX CORP                 NOTE  7.500%12/0 893247AD8      415    500000 PRN      DEFINED 1 5              0        0        0 
TRANSATLANTIC HLDGS INC        COM              893521104      932     11350 SH       DEFINED 1 5              0        0    11350 
TRANSATLANTIC HLDGS INC        COM              893521104        5        60 SH       DEFINED 4               60        0        0 
TRANSCANADA PIPELINES LTD      COM              893526103   117709   8659190 SH       DEFINED 1 5        6398900        0  2260290 
TRANSCANADA PIPELINES LTD      COM              893526103     1371    100900 SH       DEFINED 2           100900        0        0 
TRANSGENE S A                  SPONSORED ADR    89365U105     1957    815579 SH       DEFINED 1 5         449079        0   366500 
TRANSKARYOTIC THERAPIES INC    COM              893735100   179292   4164740 SH       DEFINED 1 5              0        0  4164740 
TRANSOCEAN SEDCO FOREX INC     DBCV         5/2 893830AA7     7751  13000000 PRN      DEFINED 1 5              0        0        0 
TRANSPRO INC                   COM              893885103     2855    660925 SH       DEFINED 1 5              0        0   660925 
TRANSWITCH CORP                COM              894065101      571    175000 SH       DEFINED 1 5              0        0   175000 
TRANSWITCH CORP                NOTE  4.500% 9/1 894065AB7     2834   4130000 PRN      DEFINED 1 5              0        0        0 
TRANSWITCH CORP                NOTE  4.500% 9/1 894065AB7       26     38000 PRN      DEFINED 2                0        0        0 
TREX INC                       COM              89531P105        0         1 SH       DEFINED 1 5              0        0        1 
TRIAD HOSPITALS INC            COM              89579K109    86184   2506800 SH       DEFINED 1 5          80500        0  2426300 
TRIAD HOSPITALS INC            COM              89579K109     1131     32900 SH       DEFINED 2            32900        0        0 
TRIAD HOSPITALS INC            COM              89579K109        1        39 SH       DEFINED 4               39        0        0 
TRIAD GTY INC                  COM              895925105    32133    739200 SH       DEFINED 1 5              0        0   739200 
TRIARC COS INC                 CL A             895927101     8546    307400 SH       DEFINED 1 5              0        0   307400 
TRICON GLOBAL RESTAURANTS      COM              895953107   137345   2336586 SH       DEFINED 1 5              0        0  2336586 
TRICON GLOBAL RESTAURANTS      COM              895953107     9849    167561 SH       DEFINED 2           132761        0    34800 
TRICON GLOBAL RESTAURANTS      COM              895953107       71      1201 SH       DEFINED 4             1201        0        0 
TRIBUNE CO NEW                 COM              896047107   506214  11135370 SH       DEFINED 1 5           2400        0 11132970 
TRIBUNE CO NEW                 COM              896047107    22207    488489 SH       DEFINED 2           351089        0   137400 
TRIBUNE CO NEW                 COM              896047107       68      1500 SH       DEFINED 4             1500        0        0 
TRIGON HEALTHCARE INC          COM              89618L100    76033   1029985 SH       DEFINED 1 5          39563        0   990422 
TRIGON HEALTHCARE INC          COM              89618L100    23209    314400 SH       DEFINED 2           287639        0    26761 
TRIMBLE NAVIGATION LTD         COM              896239100     1851    111300 SH       DEFINED 1 5              0        0   111300 
TRIMERIS INC                   COM              896263100     5251    121500 SH       DEFINED 1 5              0        0   121500 
TRINITY INDS INC               COM              896522109     8455    347800 SH       DEFINED 1 5              0        0   347800 
TRIO TECH INTL                 COM NEW          896712205      858    285900 SH       DEFINED 1 5              0        0   285900 
TRIQUINT SEMICONDUCTOR INC     COM              89674K103     1781    148300 SH       DEFINED 1 5              0        0   148300 
TRITON PCS HLDGS INC           CL A             89677M106    58391   5730270 SH       DEFINED 1 5              0        0  5730270 
TRITON PCS HLDGS INC           CL A             89677M106     5565    546160 SH       DEFINED 2           539560        0     6600 
TRIUMPH GROUP INC NEW          COM              896818101     2732     69700 SH       DEFINED 1 5              0        0    69700 
TRIUMPH GROUP INC NEW          COM              896818101      851     21700 SH       DEFINED 2            21700        0        0 
TRIZETTO GROUP INC             COM              896882107    10634    875251 SH       DEFINED 1 5         875251        0        0 
TRIZETTO GROUP INC             COM              896882107     1823    150000 SH       DEFINED 3                0        0   150000 
TRIZETTO GROUP INC             COM              896882107     9160    753936 SH       DEFINED 4           753936        0        0 
TRIZEC HAHN CORP               SUB VTG          896938107    13788    877440 SH       DEFINED 1 5         400140        0   477300 
TRIZEC HAHN CORP               SUB VTG          896938107      583     37100 SH       DEFINED 2            37100        0        0 
TROVER SOLUTIONS INC           COM              897249108     6742   1112500 SH       DEFINED 1 5              0        0  1112500 
TRUSTMARK CORP                 COM              898402102     1394     55200 SH       DEFINED 2            55200        0        0 
TULARIK INC                    COM              899165104    60499   3680000 SH       DEFINED 1 5              0        0  3680000 
TUPPERWARE CORP                COM              899896104    93416   4106200 SH       DEFINED 1 5           3500        0  4102700 
TUPPERWARE CORP                COM              899896104     1017     44699 SH       DEFINED 2            44699        0        0 
TURNSTONE SYSTEMS INC          COM              900423104     4263    886200 SH       DEFINED 1 5              0        0   886200 
TV AZTECA S A DE C V           SPONSORED ADR    901145102    60948   6925900 SH       DEFINED 1 5          18100        0  6907800 
TV AZTECA S A DE C V           SPONSORED ADR    901145102     2200    250000 SH       DEFINED 2           250000        0        0 
TWEETER HOME ENTMT GROUP INC   COM              901167106     2444    125000 SH       DEFINED 1 5              0        0   125000 
TWIN DISC INC                  COM              901476101     4484    269300 SH       DEFINED 1 5              0        0   269300 
TWINLAB CORP                   COM              901774109      630    512300 SH       DEFINED 1 5              0        0   512300 
TYCO INTL GROUP S A            DBCV         2/1 902118AW8    84199 120500000 PRN      DEFINED 1 5              0        0        0 
TYCO INTL LTD NEW              COM              902124106  3217577  99553754 SH       DEFINED 1 5         896340        0 98657414 
TYCO INTL LTD NEW              COM              902124106   133917   4143468 SH       DEFINED 2          3799519        0   343949 
TYCO INTL LTD NEW              COM              902124106        0     14500 SH       DEFINED 3            14500        0        0 
TYCO INTL LTD NEW              COM              902124106      262      8061 SH       DEFINED 4             8061        0        0 
TYCO INTL LTD NEW              NOTE        11/1 902124AC0    36725  55450000 PRN      DEFINED 1 5              0        0        0 
TYSON FOODS INC                CL A             902494103    49106   3934802 SH       DEFINED 1 5         385545        0  3549257 
TYSON FOODS INC                CL A             902494103      729     58400 SH       DEFINED 2            58400        0        0 
UAL CORP                       COM PAR $0.01    902549500    98062   6001500 SH       DEFINED 1 5         141720        0  5859780 
UAL CORP                       COM PAR $0.01    902549500    11531    705680 SH       DEFINED 2           702080        0     3600 
UAL CORP                       COM PAR $0.01    902549500        0     24800 SH       DEFINED 3            24800        0        0 
UCBH HOLDINGS INC              COM              90262T308     1799     50000 SH       DEFINED 1 5              0        0    50000 
UGI CORP NEW                   COM              902681105     1153     36800 SH       DEFINED 2            36800        0        0 
UICI                           COM              902737105    37947   2002500 SH       DEFINED 1 5          15700        0  1986800 
UICI                           COM              902737105    20561   1085000 SH       DEFINED 2          1082100        0     2900 
UST INC                        COM              902911106   296117   7606400 SH       DEFINED 1 5              0        0  7606400 
UST INC                        COM              902911106     7321    188066 SH       DEFINED 2           177766        0    10300 
US BANCORP DEL                 COM NEW          902973304   826154  36604063 SH       DEFINED 1 5         238311        0 36365752 
US BANCORP DEL                 COM NEW          902973304    50240   2225964 SH       DEFINED 2          2202989        0    22975 
US BANCORP DEL                 COM NEW          902973304        0     55200 SH       DEFINED 3            55200        0        0 
US BANCORP DEL                 COM NEW          902973304      222      9777 SH       DEFINED 4             9777        0        0 
USA NETWORKS INC               COM              902984103   165499   5209277 SH       DEFINED 1 5          18400        0  5190877 
USA NETWORKS INC               COM              902984103      957     30137 SH       DEFINED 2            30137        0        0 
USA NETWORKS INC               *W EXP 02/04/200 902984111       48      3932 SH       DEFINED 1 5              0        0     3932 
USA NETWORKS INC               *W EXP 02/04/200 902984111       61      4989 SH       DEFINED 2             4989        0        0 
URS CORP NEW                   COM              903236107    57976   1828900 SH       DEFINED 1 5              0        0  1828900 
URS CORP NEW                   COM              903236107     9260    292100 SH       DEFINED 2           292100        0        0 
USEC INC                       COM              90333E108    51392   8030000 SH       DEFINED 1 5              0        0  8030000 
U S PHYSICAL THERAPY INC       COM              90337L108    27970   1549600 SH       DEFINED 1 5         445600        0  1104000 
U S PHYSICAL THERAPY INC       COM              90337L108      475     26300 SH       DEFINED 2            26300        0        0 
US ONCOLOGY INC                COM              90338W103      761     86400 SH       DEFINED 1 5              0        0    86400 
US ONCOLOGY INC                COM              90338W103     1012    114900 SH       DEFINED 2           114900        0        0 
ULTICOM INC                    COM              903844108      792    103700 SH       DEFINED 1 5              0        0   103700 
ULTIMATE ELECTRS INC           COM              903849107     5515    196600 SH       DEFINED 2           196600        0        0 
USA ED INC                     COM              90390U102  1747195  17864980 SH       DEFINED 1 5          47650        0 17817330 
USA ED INC                     COM              90390U102    25580    261554 SH       DEFINED 2           130454        0   131100 
USA ED INC                     COM              90390U102      108      1101 SH       DEFINED 4             1101        0        0 
ULTRA PETE CORP                COM              903914109     1586    200650 SH       DEFINED 1 5              0        0   200650 
UNIBANCO-UNIAO DE BANCOS BRA   GDR REP PFD UT   90458E107    32357   1323400 SH       DEFINED 1 5          19739        0  1303661 
UNIFI INC                      COM              904677101    18488   1966800 SH       DEFINED 1 5              0        0  1966800 
UNIFAB INTERNATIONAL INC       COM              90467L100       20     52900 SH       DEFINED 1 5              0        0    52900 
UNIFIRST CORP MASS             COM              904708104    23424    931390 SH       DEFINED 1 5         140510        0   790880 
UNIFIRST CORP MASS             COM              904708104      868     34500 SH       DEFINED 2            34500        0        0 
UNILAB CORP NEW                COM NEW          904763208     1234     50200 SH       DEFINED 1 5              0        0    50200 
UNILEVER PLC                   SPON ADR NEW     904767704    10819    341300 SH       DEFINED 1 5              0        0   341300 
UNILEVER PLC                   SPON ADR NEW     904767704        1        25 SH       DEFINED 4               25        0        0 
UNILEVER N V                   N Y SHS NEW      904784709   160229   2820927 SH       DEFINED 1 5            600        0  2820327 
UNILEVER N V                   N Y SHS NEW      904784709    26098    459478 SH       DEFINED 2           448278        0    11200 
UNILEVER N V                   N Y SHS NEW      904784709      545      9600 SH       DEFINED 4             9600        0        0 
UNION PAC CORP                 COM              907818108  1022202  16449982 SH       DEFINED 1 5          93630        0 16356352 
UNION PAC CORP                 COM              907818108    74017   1191131 SH       DEFINED 2           998011        0   193120 
UNION PAC CORP                 COM              907818108        0     17100 SH       DEFINED 3            17100        0        0 
UNION PAC CORP                 COM              907818108       66      1064 SH       DEFINED 4             1064        0        0 
UNION PLANTERS CORP            COM              908068109    18680    394186 SH       DEFINED 1 5              0        0   394186 
UNION PLANTERS CORP            COM              908068109     5090    107416 SH       DEFINED 2           107416        0        0 
UNION PLANTERS CORP            COM              908068109       43       912 SH       DEFINED 4              912        0        0 
UNIONBANCAL CORP               COM              908906100    57695   1310666 SH       DEFINED 1 5          14400        0  1296266 
UNIONBANCAL CORP               COM              908906100       33       760 SH       DEFINED 2              760        0        0 
UNISYS CORP                    COM              909214108    68278   5405988 SH       DEFINED 1 5              0        0  5405988 
UNISYS CORP                    COM              909214108     3087    244431 SH       DEFINED 2           244431        0        0 
UNISYS CORP                    COM              909214108        4       300 SH       DEFINED 4              300        0        0 
UNIT CORP                      COM              909218109     4179    228500 SH       DEFINED 1 5              0        0   228500 
UNITED AUTO GROUP INC          COM              909440109     3210    142400 SH       DEFINED 2           142400        0        0 
UNITED DEFENSE INDS INC        COM              91018B104    70953   2647500 SH       DEFINED 1 5          81100        0  2566400 
UNITED DEFENSE INDS INC        COM              91018B104     8442    315000 SH       DEFINED 2           315000        0        0 
UNITED MICROELECTRONICS CORP   SPONSORED ADR    910873207   269219  25278810 SH       DEFINED 1 5         136600        0 25142210 
UNITED MICROELECTRONICS CORP   SPONSORED ADR    910873207      160     15000 SH       DEFINED 2                0        0    15000 
UNITED NAT FOODS INC           COM              911163103     9964    400000 SH       DEFINED 1 5              0        0   400000 
UNITED PARCEL SERVICE INC      CL B             911312106   204849   3369220 SH       DEFINED 1 5              0        0  3369220 
UNITED PARCEL SERVICE INC      CL B             911312106    11771    193600 SH       DEFINED 2           193600        0        0 
UNITED PARCEL SERVICE INC      CL B             911312106      964     15921 SH       DEFINED 4            15921        0        0 
UNITED RENTALS INC             COM              911363109    36279   1320200 SH       DEFINED 1 5              0        0  1320200 
UNITED RENTALS INC             COM              911363109       47      1700 SH       DEFINED 2             1700        0        0 
UNITED RETAIL GROUP INC        COM              911380103     6146    883100 SH       DEFINED 1 5              0        0   883100 
UNITED RETAIL GROUP INC        COM              911380103     1422    204300 SH       DEFINED 2           204300        0        0 
UNITED STATES CELLULAR CORP    COM              911684108     2762     67375 SH       DEFINED 1 5              0        0    67375 
US AIRWAYS GROUP INC           COM              911905107        1       200 SH       DEFINED 1 5              0        0      200 
US AIRWAYS GROUP INC           COM              911905107      333     51704 SH       DEFINED 2            51704        0        0 
UNITED STATES STL CORP NEW     COM              912909108     9291    511800 SH       DEFINED 1 5          20800        0   491000 
UNITED STATES STL CORP NEW     COM              912909108     1243     68490 SH       DEFINED 2            68490        0        0 
UNITED SURGICAL PARTNERS INT   COM              913016309     4640    200000 SH       DEFINED 1 5              0        0   200000 
UNITED TECHNOLOGIES CORP       COM              913017109   751988  10134614 SH       DEFINED 1 5          86800        0 10047814 
UNITED TECHNOLOGIES CORP       COM              913017109    48645    655591 SH       DEFINED 2           519491        0   136100 
UNITED TECHNOLOGIES CORP       COM              913017109        0     13100 SH       DEFINED 3            13100        0        0 
UNITED TECHNOLOGIES CORP       COM              913017109      256      3467 SH       DEFINED 4             3467        0        0 
UNITEDGLOBALCOM                CL A             913247508      608    112400 SH       DEFINED 1 5              0        0   112400 
UNITEDHEALTH GROUP INC         COM              91324P102  2015919  26379470 SH       DEFINED 1 5         289270        0 26090200 
UNITEDHEALTH GROUP INC         COM              91324P102    81792   1070301 SH       DEFINED 2           860601        0   209700 
UNITEDHEALTH GROUP INC         COM              91324P102      126      1670 SH       DEFINED 4             1670        0        0 
UNITRIN INC                    COM              913275103     2195     54600 SH       DEFINED 1 5              0        0    54600 
UNIVERSAL COMPRESSION HLDGS    COM              913431102    23690    897338 SH       DEFINED 1 5         180341        0   716997 
UNIVERSAL COMPRESSION HLDGS    COM              913431102     8546    323700 SH       DEFINED 2           323700        0        0 
UNIVERSAL CORP VA              COM              913456109      256      6500 SH       DEFINED 1 5              0        0     6500 
UNIVERSAL HLTH SVCS INC        CL B             913903100   130231   3157120 SH       DEFINED 1 5        1102000        0  2055120 
UNIVISION COMMUNICATIONS INC   CL A             914906102   387946   9236810 SH       DEFINED 1 5         809000        0  8427810 
UNIVISION COMMUNICATIONS INC   CL A             914906102    10436    248466 SH       DEFINED 2           214666        0    33800 
UNIVISION COMMUNICATIONS INC   CL A             914906102    12600    300000 SH       DEFINED 3                0        0   300000 
UNOCAL CORP                    COM              915289102    17005    436580 SH       DEFINED 1 5           8000        0   428580 
UNOCAL CORP                    COM              915289102     7429    190725 SH       DEFINED 2           190725        0        0 
UNOCAL CORP                    COM              915289102       26       657 SH       DEFINED 4              657        0        0 
UNOVA INC                      COM              91529B106    22811   2865700 SH       DEFINED 1 5              0        0  2865700 
UNUMPROVIDENT CORP             COM              91529Y106    39768   1423835 SH       DEFINED 1 5              0        0  1423835 
UNUMPROVIDENT CORP             COM              91529Y106     5284    189197 SH       DEFINED 2           189197        0        0 
USFREIGHTWAYS CORP             COM              916906100   104637   2952500 SH       DEFINED 1 5              0        0  2952500 
URBAN OUTFITTERS INC           COM              917047102      969     41500 SH       DEFINED 1 5              0        0    41500 
URBAN OUTFITTERS INC           COM              917047102     1296     55500 SH       DEFINED 2            55500        0        0 
UTAH MED PRODS INC             COM              917488108    12065    758800 SH       DEFINED 1 5              0        0   758800 
UTSTARCOM INC                  COM              918076100    38744   1477100 SH       DEFINED 1 5              0        0  1477100 
UTSTARCOM INC                  COM              918076100     4189    159700 SH       DEFINED 2            52900        0   106800 
V F CORP                       COM              918204108     3735     86361 SH       DEFINED 2            86361        0        0 
VALASSIS COMMUNICATIONS INC    COM              918866104     7494    194000 SH       DEFINED 1 5          44300        0   149700 
VALERO ENERGY CORP NEW         COM              91913Y100   379627   7666125 SH       DEFINED 1 5         323575        0  7342550 
VALERO ENERGY CORP NEW         COM              91913Y100    38507    777600 SH       DEFINED 2           762600        0    15000 
VALERO ENERGY CORP NEW         COM              91913Y100       25       500 SH       DEFINED 4              500        0        0 
VALLEY NATL BANCORP            COM              919794107       49      1383 SH       DEFINED 4             1383        0        0 
VALMONT INDS INC               COM              920253101      124      6900 SH       DEFINED 1 5              0        0     6900 
VALMONT INDS INC               COM              920253101      165      9200 SH       DEFINED 2             9200        0        0 
VALSPAR CORP                   COM              920355104    55860   1187000 SH       DEFINED 1 5              0        0  1187000 
VALSPAR CORP                   COM              920355104      452      9600 SH       DEFINED 2             9600        0        0 
VALUEVISION INTL INC           CL A             92047K107      208     10000 SH       DEFINED 1 5              0        0    10000 
VAN DER MOOLEN HLDG N.V.       SPONSORED ADR    921020103    23101    783600 SH       DEFINED 1 5              0        0   783600 
VANS INC                       COM              921930103     6633    566460 SH       DEFINED 1 5           6260        0   560200 
VANS INC                       COM              921930103      673     57500 SH       DEFINED 2            57500        0        0 
VARCO INTL INC DEL             COM              922122106   132539   6593995 SH       DEFINED 1 5          49600        0  6544395 
VARCO INTL INC DEL             COM              922122106    16576    824681 SH       DEFINED 2           824681        0        0 
VARIAN INC                     COM              922206107      451     11900 SH       DEFINED 1 5              0        0    11900 
VARIAN INC                     COM              922206107     6040    159200 SH       DEFINED 2           159200        0        0 
VARIAN SEMICONDUCTOR EQUIPMN   COM              922207105    35364    785860 SH       DEFINED 1 5              0        0   785860 
VARIAN SEMICONDUCTOR EQUIPMN   COM              922207105    40266    894800 SH       DEFINED 2           894800        0        0 
VARIAN MED SYS INC             COM              92220P105    73283   1791760 SH       DEFINED 1 5          14887        0  1776873 
VARIAN MED SYS INC             COM              92220P105    15370    375800 SH       DEFINED 2           367553        0     8247 
VASTERA INC                    COM              92239N109    61299   4133455 SH       DEFINED 1 5          63760        0  4069695 
VASTERA INC                    COM              92239N109    17734   1195817 SH       DEFINED 2          1183717        0    12100 
VECTREN CORP                   COM              92240G101        4       160 SH       DEFINED 4              160        0        0 
VECTOR GROUP LTD               COM              92240M108       26       900 SH       DEFINED 1 5            900        0        0 
VEECO INSTRS INC DEL           COM              922417100      308      8800 SH       DEFINED 1 5              0        0     8800 
VELCRO INDS N V                COM              922571104      500     43700 SH       DEFINED 1 5              0        0    43700 
VENTAS INC                     COM              92276F100     1472    116400 SH       DEFINED 1 5              0        0   116400 
VENTAS INC                     COM              92276F100     6869    543000 SH       DEFINED 2           543000        0        0 
VANGUARD INDEX TR              STK MRK VIPERS   922908769     2069     19500 SH       DEFINED 2                0        0    19500 
VENATOR GROUP INC              NOTE  5.500% 6/0 922944AB9     3035   2500000 PRN      DEFINED 1 5              0        0        0 
VERITAS SOFTWARE CO            COM              923436109   827400  18877476 SH       DEFINED 1 5         142396        0 18735080 
VERITAS SOFTWARE CO            COM              923436109    36896    841800 SH       DEFINED 2           729748        0   112052 
VERISIGN INC                   COM              92343E102    29751   1101900 SH       DEFINED 1 5              0        0  1101900 
VERITAS DGC INC                COM              92343P107     2797    165400 SH       DEFINED 1 5              0        0   165400 
VERIZON COMMUNICATIONS         COM              92343V104  3134626  68666496 SH       DEFINED 1 5         569850        0 68096646 
VERIZON COMMUNICATIONS         COM              92343V104   182314   3993726 SH       DEFINED 2          3584076        0   409650 
VERIZON COMMUNICATIONS         COM              92343V104        0     83508 SH       DEFINED 3            83508        0        0 
VERIZON COMMUNICATIONS         COM              92343V104     2061     45155 SH       DEFINED 4            45155        0        0 
VERSICOR INC                   COM              925314106     4650    257210 SH       DEFINED 1 5              0        0   257210 
VERTEX PHARMACEUTICALS INC     COM              92532F100   265765   9539297 SH       DEFINED 1 5         300300        0  9238997 
VERTEX PHARMACEUTICALS INC     COM              92532F100     2148     77100 SH       DEFINED 2            74700        0     2400 
VESTA INS GROUP INC            COM              925391104       30      5030 SH       DEFINED 1 5              0        0     5030 
VESTA INS GROUP INC            COM              925391104     7280   1213400 SH       DEFINED 2          1213400        0        0 
VIACOM INC                     CL A             925524100    13188    271350 SH       DEFINED 1 5              0        0   271350 
VIACOM INC                     CL A             925524100      486     10000 SH       DEFINED 2             1300        0     8700 
VIACOM INC                     CL A             925524100       31       632 SH       DEFINED 4              632        0        0 
VIACOM INC                     CL B             925524308  4407816  91127061 SH       DEFINED 1 5         843813        0 90283248 
VIACOM INC                     CL B             925524308   199451   4123449 SH       DEFINED 2          3562415        0   561034 
VIACOM INC                     CL B             925524308        0     67251 SH       DEFINED 3            67251        0        0 
VIACOM INC                     CL B             925524308      340      6997 SH       DEFINED 4             6997        0        0 
VIAD CORP                      COM              92552R109   262728   9383127 SH       DEFINED 1 5         886640        0  8496487 
VIAD CORP                      COM              92552R109    31081   1110030 SH       DEFINED 2          1052730        0    57300 
VIAD CORP                      COM              92552R109        8       296 SH       DEFINED 4              296        0        0 
VIASAT INC                     COM              92552V100     3898    278030 SH       DEFINED 1 5          20900        0   257130 
VIASAT INC                     COM              92552V100     6494    463200 SH       DEFINED 2           463200        0        0 
VIASYS HEALTHCARE INC          COM NEW          92553Q209     7529    334771 SH       DEFINED 1 5          22557        0   312214 
VIASYS HEALTHCARE INC          COM NEW          92553Q209     7973    354503 SH       DEFINED 2           344142        0    10361 
VIASYS HEALTHCARE INC          COM NEW          92553Q209        3       115 SH       DEFINED 4              115        0        0 
VICOR CORP                     COM              925815102      475     28100 SH       DEFINED 2            28100        0        0 
VIGNETTE CORP                  COM              926734104    48595  14126594 SH       DEFINED 1 5              0        0 14126594 
VILLAGE SUPER MKT INC          CL A NEW         927107409     1666     47600 SH       DEFINED 1 5              0        0    47600 
VINA CONCHA Y TORO S A         SPONSORED ADR    927191106     2157     59991 SH       DEFINED 1 5           4700        0    55291 
VIRAGE LOGIC CORP              COM              92763R104    28046   1841486 SH       DEFINED 1 5           4900        0  1836586 
VIRAGE LOGIC CORP              COM              92763R104     9386    616300 SH       DEFINED 2           616300        0        0 
VISHAY INTERTECHNOLOGY INC     COM              928298108   134368   6606091 SH       DEFINED 1 5         544660        0  6061431 
VISHAY INTERTECHNOLOGY INC     COM              928298108    83661   4113113 SH       DEFINED 2          4113113        0        0 
VISHAY INTERTECHNOLOGY INC     COM              928298108       44      2180 SH       DEFINED 4             2180        0        0 
VISIBLE GENETICS INC           COM              92829S104      683    100000 SH       DEFINED 1 5              0        0   100000 
VISTEON CORP                   COM              92839U107     1671    100996 SH       DEFINED 2           100996        0        0 
VISTEON CORP                   COM              92839U107        2       116 SH       DEFINED 4              116        0        0 
VISX INC DEL                   COM              92844S105      775     43900 SH       DEFINED 1 5              0        0    43900 
VISX INC DEL                   COM              92844S105     1037     58700 SH       DEFINED 2            58700        0        0 
VITAL SIGNS INC                COM              928469105     5104    138400 SH       DEFINED 1 5            200        0   138200 
VITAL SIGNS INC                COM              928469105     2006     54400 SH       DEFINED 2            54400        0        0 
VITALWORKS INC                 COM              928483106     1176    210787 SH       DEFINED 1 5         210787        0        0 
VITESSE SEMICONDUCTOR CORP     COM              928497106    55033   5615600 SH       DEFINED 1 5         177600        0  5438000 
VITESSE SEMICONDUCTOR CORP     COM              928497106     1644    167774 SH       DEFINED 2           148774        0    19000 
VITESSE SEMICONDUCTOR CORP     SDCV  4.000% 3/1 928497AB2    61847  78040000 PRN      DEFINED 1 5              0        0        0 
VITRIA TECHNOLOGY              COM              92849Q104    18922   4790300 SH       DEFINED 1 5              0        0  4790300 
VITRAN INC                     COM              92850E107     3322    986000 SH       DEFINED 1 5         915200        0    70800 
VIVENDI UNIVERSAL              SPON ADR NEW     92851S204    55797   1449280 SH       DEFINED 1 5              0        0  1449280 
VIVENDI UNIVERSAL              SPON ADR NEW     92851S204     1659     43080 SH       DEFINED 2              480        0    42600 
VODAFONE GROUP PLC NEW         SPONSORED ADR    92857W100   422848  22943470 SH       DEFINED 1 5              0        0 22943470 
VODAFONE GROUP PLC NEW         SPONSORED ADR    92857W100    10477    568500 SH       DEFINED 2           421500        0   147000 
VODAFONE GROUP PLC NEW         SPONSORED ADR    92857W100    11768    638536 SH       DEFINED 4           638536        0        0 
VORNADO RLTY TR                SH BEN INT       929042109    72284   1636810 SH       DEFINED 1 5              0        0  1636810 
VORNADO RLTY TR                SH BEN INT       929042109    53098   1202400 SH       DEFINED 2          1202400        0        0 
VORNADO RLTY TR                SH BEN INT       929042109       57      1300 SH       DEFINED 4             1300        0        0 
VORNADO RLTY TR                PFD CONV SER A   929042208    14771    242100 SH       DEFINED 1 5              0        0   242100 
VORNADO OPERATING CO           COM              92904N103       43     43200 SH       DEFINED 2            43200        0        0 
VULCAN MATLS CO                COM              929160109     1614     33960 SH       DEFINED 1 5           2560        0    31400 
VULCAN MATLS CO                COM              929160109     3707     77979 SH       DEFINED 2            77979        0        0 
VULCAN MATLS CO                COM              929160109        2        45 SH       DEFINED 4               45        0        0 
WCI CMNTYS INC                 COM              92923C104      161      6600 SH       DEFINED 1 5              0        0     6600 
W HLDG CO INC                  COM              929251106    25395   1438800 SH       DEFINED 1 5              0        0  1438800 
W-H ENERGY SVCS INC            COM              92925E108    21548    997580 SH       DEFINED 1 5          74700        0   922880 
W-H ENERGY SVCS INC            COM              92925E108    21551    997718 SH       DEFINED 2           997718        0        0 
WMS INDS INC                   COM              929297109    87242   4591670 SH       DEFINED 1 5           5970        0  4585700 
WMS INDS INC                   COM              929297109     1672     88000 SH       DEFINED 2            88000        0        0 
WPP GROUP PLC                  SPON ADR NEW     929309300        3        60 SH       DEFINED 1 5              0        0       60 
WABASH NATL CORP               COM              929566107       30      3000 SH       DEFINED 1 5              0        0     3000 
WABTEC CORP                    COM              929740108     3779    252100 SH       DEFINED 1 5              0        0   252100 
WABTEC CORP                    COM              929740108     4955    330546 SH       DEFINED 2           330546        0        0 
WACKENHUT CORRECTIONS CORP     COM              929798106     6224    414940 SH       DEFINED 1 5          92500        0   322440 
WACHOVIA CORP 2ND NEW          COM              929903102  1514594  40846663 SH       DEFINED 1 5         341100        0 40505563 
WACHOVIA CORP 2ND NEW          COM              929903102    87475   2359091 SH       DEFINED 2          2150091        0   209000 
WACHOVIA CORP 2ND NEW          COM              929903102        0     61400 SH       DEFINED 3            61400        0        0 
WACHOVIA CORP 2ND NEW          COM              929903102       73      1961 SH       DEFINED 4             1961        0        0 
WADDELL & REED FINL INC        CL A             930059100    39836   1306958 SH       DEFINED 1 5          24628        0  1282330 
WADDELL & REED FINL INC        CL A             930059100    13045    427981 SH       DEFINED 2           414881        0    13100 
WADDELL & REED FINL INC        CL A             930059100        0     13400 SH       DEFINED 3            13400        0        0 
WAL MART STORES INC            COM              931142103  5675389  92598936 SH       DEFINED 1 5        1062850        0 91536086 
WAL MART STORES INC            COM              931142103   526732   8594101 SH       DEFINED 2          7356461        0  1237640 
WAL MART STORES INC            COM              931142103     1627     26277 SH       DEFINED 4            26277        0        0 
WALGREEN CO                    COM              931422109   463848  11835880 SH       DEFINED 1 5         109700        0 11726180 
WALGREEN CO                    COM              931422109    59965   1530121 SH       DEFINED 2          1291731        0   238390 
WALGREEN CO                    COM              931422109     1353     34476 SH       DEFINED 4            34476        0        0 
WALLACE COMPUTER SERVICES IN   COM              932270101     7074    350200 SH       DEFINED 1 5              0        0   350200 
WALLACE COMPUTER SERVICES IN   COM              932270101     9456    468100 SH       DEFINED 2           468100        0        0 
WASHINGTON FED INC             COM              938824109     2937    122701 SH       DEFINED 1 5              0        0   122701 
WASHINGTON FED INC             COM              938824109      200      8360 SH       DEFINED 2                0        0     8360 
WASHINGTON MUT INC             COM              939322103    55275   1668434 SH       DEFINED 1 5          31489        0  1636945 
WASHINGTON MUT INC             COM              939322103    29504    890544 SH       DEFINED 2           751494        0   139050 
WASHINGTON MUT INC             COM              939322103      329      9910 SH       DEFINED 4             9910        0        0 
WASHINGTON POST CO             CL B             939640108     5645      9300 SH       DEFINED 1 5              0        0     9300 
WASHINGTON POST CO             CL B             939640108      364       600 SH       DEFINED 2              600        0        0 
WASTE CONNECTIONS INC          COM              941053100    66256   1977200 SH       DEFINED 1 5              0        0  1977200 
WASTE CONNECTIONS INC          COM              941053100     5643    168400 SH       DEFINED 2           167600        0      800 
WASTE MGMT INC DEL             COM              94106L109    97042   3561934 SH       DEFINED 1 5           4140        0  3557794 
WASTE MGMT INC DEL             COM              94106L109    33450   1227507 SH       DEFINED 2          1206607        0    20900 
WASTE MGMT INC DEL             COM              94106L109       45      1703 SH       DEFINED 4             1703        0        0 
WATERS CORP                    COM              941848103   517068  18486520 SH       DEFINED 1 5          67400        0 18419120 
WATERS CORP                    COM              941848103    17578    628455 SH       DEFINED 2           588855        0    39600 
WATERS CORP                    COM              941848103       16       586 SH       DEFINED 4              586        0        0 
WATSON PHARMACEUTICALS INC     COM              942683103    75266   2777990 SH       DEFINED 1 5              0        0  2777990 
WATSON PHARMACEUTICALS INC     COM              942683103     7882    290959 SH       DEFINED 2           226659        0    64300 
WATSON WYATT & CO HLDGS        CL A             942712100    13593    497000 SH       DEFINED 1 5              0        0   497000 
WAUSAU-MOSINEE PAPER CORP      COM              943315101      452     35430 SH       DEFINED 1 5           1500        0    33930 
WEATHERFORD INTL INC           COM              947074100   715987  15032261 SH       DEFINED 1 5         637695        0 14394566 
WEATHERFORD INTL INC           COM              947074100    34606    726565 SH       DEFINED 2           656965        0    69600 
WEATHERFORD INTL INC           COM              947074100        0     25000 SH       DEFINED 3            25000        0        0 
WEATHERFORD INTL INC           COM              947074100       14       283 SH       DEFINED 4              283        0        0 
WEBSENSE INC                   COM              947684106     2202     87500 SH       DEFINED 1 5              0        0    87500 
WEBSENSE INC                   COM              947684106     1225     48700 SH       DEFINED 2            48700        0        0 
WEBMETHODS INC                 COM              94768C108    82475   4786728 SH       DEFINED 1 5              0        0  4786728 
WEBMETHODS INC                 COM              94768C108     6350    368563 SH       DEFINED 2           367163        0     1400 
WEBMD CORP                     COM              94769M105    25936   3377100 SH       DEFINED 1 5              0        0  3377100 
WEBSTER FINL CORP CONN         COM              947890109     9739    260200 SH       DEFINED 1 5              0        0   260200 
WEBSTER FINL CORP CONN         COM              947890109    10222    273100 SH       DEFINED 2           273100        0        0 
WEIGHT WATCHERS INTL INC NEW   COM              948626106     4913    128400 SH       DEFINED 1 5           2100        0   126300 
WEIGHT WATCHERS INTL INC NEW   COM              948626106      199      5200 SH       DEFINED 2             5200        0        0 
WEIS MKTS INC                  COM              948849104       70      2300 SH       DEFINED 1 5              0        0     2300 
WELLPOINT HEALTH NETWORK NEW   COM              94973H108   296841   4662184 SH       DEFINED 1 5         128600        0  4533584 
WELLPOINT HEALTH NETWORK NEW   COM              94973H108    11065    173786 SH       DEFINED 2           113386        0    60400 
WELLS FARGO & CO NEW           COM              949746101  2471555  50031471 SH       DEFINED 1 5         138912        0 49892559 
WELLS FARGO & CO NEW           COM              949746101   125711   2544756 SH       DEFINED 2          2354156        0   190600 
WELLS FARGO & CO NEW           COM              949746101        0     64400 SH       DEFINED 3            64400        0        0 
WELLS FARGO & CO NEW           COM              949746101     1060     21404 SH       DEFINED 4            21404        0        0 
WENDYS FING I                  TECONS SER A     950588202     3775     57000 SH       DEFINED 1 5              0        0    57000 
WENDYS INTL INC                COM              950590109   201947   5773220 SH       DEFINED 1 5          59410        0  5713810 
WENDYS INTL INC                COM              950590109    11581    331078 SH       DEFINED 2           318578        0    12500 
WENDYS INTL INC                COM              950590109       46      1308 SH       DEFINED 4             1308        0        0 
WERNER ENTERPRISES INC         COM              950755108    40016   1910078 SH       DEFINED 1 5              0        0  1910078 
WERNER ENTERPRISES INC         COM              950755108     3561    169999 SH       DEFINED 2           169999        0        0 
WESCAST INDS INC               CL A SUB VTG     950813105    27289    825000 SH       DEFINED 1 5         825000        0        0 
WESTERN DIGITAL CORP           COM              958102105    14869   2386600 SH       DEFINED 1 5              0        0  2386600 
WESTERN DIGITAL CORP           COM              958102105      252     40400 SH       DEFINED 2                0        0    40400 
WESTERN GAS RES INC            COM              958259103     3332     89510 SH       DEFINED 1 5              0        0    89510 
WESTERN RES INC                COM              959425109      798     46550 SH       DEFINED 2            33850        0    12700 
WESTERN WIRELESS CORP          CL A             95988E204       20      2300 SH       DEFINED 1 5           1900        0      400 
WESTPORT RES CORP NEW          COM              961418100     1230     62600 SH       DEFINED 1 5              0        0    62600 
WESTWOOD ONE INC               COM              961815107    44758   1167100 SH       DEFINED 1 5              0        0  1167100 
WESTWOOD ONE INC               COM              961815107        2        66 SH       DEFINED 4               66        0        0 
WET SEAL INC                   CL A             961840105     4885    140000 SH       DEFINED 1 5              0        0   140000 
WET SEAL INC                   CL A             961840105      230      6600 SH       DEFINED 2                0        0     6600 
WEYERHAEUSER CO                COM              962166104   223617   3557383 SH       DEFINED 1 5          42740        0  3514643 
WEYERHAEUSER CO                COM              962166104    10794    171707 SH       DEFINED 2           171707        0        0 
WEYERHAEUSER CO                COM              962166104       41       644 SH       DEFINED 4              644        0        0 
WHIRLPOOL CORP                 COM              963320106   430439   5697400 SH       DEFINED 1 5           3590        0  5693810 
WHIRLPOOL CORP                 COM              963320106    10475    138655 SH       DEFINED 2           135055        0     3600 
WHIRLPOOL CORP                 COM              963320106       19       253 SH       DEFINED 4              253        0        0 
WHITEHALL JEWELLERS INC        COM              965063100     2680    142200 SH       DEFINED 1 5              0        0   142200 
WHOLE FOODS MKT INC            COM              966837106   372419   8151000 SH       DEFINED 1 5         105000        0  8046000 
WHOLE FOODS MKT INC            COM              966837106     9307    203700 SH       DEFINED 2           182400        0    21300 
WILD OATS MARKETS INC          COM              96808B107     3188    377330 SH       DEFINED 1 5          86100        0   291230 
WILEY JOHN & SONS INC          CL A             968223206     3440    131300 SH       DEFINED 1 5          18000        0   113300 
WILEY JOHN & SONS INC          CL A             968223206     1813     69200 SH       DEFINED 2            69200        0        0 
WILLIAMS COS INC DEL           COM              969457100     1865     79180 SH       DEFINED 1 5           9140        0    70040 
WILLIAMS COS INC DEL           COM              969457100     9489    402777 SH       DEFINED 2           402777        0        0 
WILLIAMS COS INC DEL           COM              969457100        7       300 SH       DEFINED 4              300        0        0 
WILLIAMS SONOMA INC            COM              969904101   103487   2250200 SH       DEFINED 1 5              0        0  2250200 
WILLIAMS SONOMA INC            COM              969904101      745     16200 SH       DEFINED 2                0        0    16200 
WILLIAMS SONOMA INC            COM              969904101       37       810 SH       DEFINED 4              810        0        0 
WILSON GREATBATCH TECHNOLOGI   COM              972232102     1460     56800 SH       DEFINED 1 5              0        0    56800 
WILSONS THE LEATHER EXPERTS    COM              972463103     4278    357700 SH       DEFINED 1 5              0        0   357700 
WINN DIXIE STORES INC          COM              974280109    11882    740800 SH       DEFINED 1 5              0        0   740800 
WINN DIXIE STORES INC          COM              974280109     1739    108388 SH       DEFINED 2           108388        0        0 
WINNEBAGO INDS INC             COM              974637100    90298   2150470 SH       DEFINED 1 5           4890        0  2145580 
WINNEBAGO INDS INC             COM              974637100    15197    361930 SH       DEFINED 2           361930        0        0 
WIRELESS TELECOM GROUP INC     COM              976524108     5049   1553400 SH       DEFINED 1 5              0        0  1553400 
WISCONSIN ENERGY CORP          COM              976657106     7297    293290 SH       DEFINED 1 5              0        0   293290 
WISCONSIN ENERGY CORP          COM              976657106     8219    330350 SH       DEFINED 2           321950        0     8400 
WISCONSIN ENERGY CORP          COM              976657106       19       761 SH       DEFINED 4              761        0        0 
WISER OIL CO DEL               COM              977284108        0         1 SH       DEFINED 1 5              0        0        1 
WOLVERINE WORLD WIDE INC       COM              978097103    15485    862700 SH       DEFINED 1 5           4800        0   857900 
WORLD FUEL SVCS CORP           COM              981475106    24559   1253006 SH       DEFINED 1 5           3100        0  1249906 
WORLD FUEL SVCS CORP           COM              981475106     1570     80100 SH       DEFINED 2            80100        0        0 
WORLDCOM INC GA NEW            WRLDCOM GP COM   98157D106     1207    179056 SH       DEFINED 1 5          10000        0   169056 
WORLDCOM INC GA NEW            WRLDCOM GP COM   98157D106    15532   2304469 SH       DEFINED 2          2304469        0        0 
WORLDCOM INC GA NEW            WRLDCOM GP COM   98157D106      686    103693 SH       DEFINED 4           103693        0        0 
WORLDCOM INC GA NEW            MCI GROUP COM    98157D304    30981   5242201 SH       DEFINED 1 5              0        0  5242201 
WORLDCOM INC GA NEW            MCI GROUP COM    98157D304        1       113 SH       DEFINED 2              113        0        0 
WORLDCOM INC GA NEW            MCI GROUP COM    98157D304        8      1309 SH       DEFINED 4             1309        0        0 
WORLDWIDE RESTRNT CONCEPTS I   COM              98160A107     4315   2713800 SH       DEFINED 1 5              0        0  2713800 
WORTHINGTON INDS INC           COM              981811102     3066    199600 SH       DEFINED 1 5              0        0   199600 
WORTHINGTON INDS INC           COM              981811102     1012     65854 SH       DEFINED 2            65854        0        0 
WRIGHT MED GROUP INC           COM              98235T107     9697    482660 SH       DEFINED 1 5              0        0   482660 
WRIGLEY WM JR CO               COM              982526105   225507   4230110 SH       DEFINED 1 5            800        0  4229310 
WRIGLEY WM JR CO               COM              982526105    21828    409456 SH       DEFINED 2           331476        0    77980 
WRIGLEY WM JR CO               COM              982526105       41       754 SH       DEFINED 4              754        0        0 
WYETH                          COM              983024100  4371384  66586193 SH       DEFINED 1 5        1621810        0 64964383 
WYETH                          COM              983024100   284323   4330886 SH       DEFINED 2          3800006        0   530880 
WYETH                          COM              983024100        0      8500 SH       DEFINED 3             8500        0        0 
WYETH                          COM              983024100     1454     22074 SH       DEFINED 4            22074        0        0 
WYNDHAM INTL INC               CL A             983101106      842    935400 SH       DEFINED 2           935400        0        0 
XM SATELLITE RADIO HLDGS INC   CL A             983759101     3820    277400 SH       DEFINED 1 5              0        0   277400 
XTO ENERGY CORP                COM              98385X106     2827    141000 SH       DEFINED 2           141000        0        0 
XCEL ENERGY INC                COM              98389B100     7248    285920 SH       DEFINED 2           285920        0        0 
XCEL ENERGY INC                COM              98389B100      145      5711 SH       DEFINED 4             5711        0        0 
XETA TECHNOLOGIES INC          COM              983909102     4172    622669 SH       DEFINED 1 5              0        0   622669 
XILINX INC                     COM              983919101   871594  21866370 SH       DEFINED 1 5          78700        0 21787670 
XILINX INC                     COM              983919101    26389    662044 SH       DEFINED 2           555544        0   106500 
XILINX INC                     COM              983919101        8       207 SH       DEFINED 4              207        0        0 
XEROX CORP                     COM              984121103   279195  25971600 SH       DEFINED 1 5          88400        0 25883200 
XEROX CORP                     COM              984121103    18536   1724311 SH       DEFINED 2          1633311        0    91000 
XEROX CORP                     COM              984121103       11      1000 SH       DEFINED 4             1000        0        0 
XEROX CORP                     SDCV  0.570% 4/2 984121BB8     5034   8990000 PRN      DEFINED 1 5              0        0        0 
XEROX CORP                     SDCV  0.570% 4/2 984121BB8      566   1010000 PRN      DEFINED 2                0        0        0 
YAHOO INC                      COM              984332106   540166  29245593 SH       DEFINED 1 5         202700        0 29042893 
YAHOO INC                      COM              984332106    34850   1886834 SH       DEFINED 2          1717647        0   169187 
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