FMR LLC – ‘13F-HR’ for 9/30/01

As of:  Wednesday, 11/14/01   ·   For:  9/30/01   ·   Accession #:  315066-1-501007   ·   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        88±   641K 
                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: September 30, 2001               

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                     November 14, 2001

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:         4,665                           

Form 13F Information Table Value Total:         $407,691,562    (x1000)         

Confidential information has been omitted from this Form 13F and filed          
separately with the Securities and Exchange Commission.                         

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    10695    547500 SH       DEFINED 1 5              0        0   547500 
AAR CORP                       COM              000361105      175     21800 SH       DEFINED 1 5              0        0    21800 
A C MOORE ARTS & CRAFTS INC    COM              00086T103     1595    100000 SH       DEFINED 1 5              0        0   100000 
A C MOORE ARTS & CRAFTS INC    COM              00086T103      962     60300 SH       DEFINED 2            60300        0        0 
A D C TELECOMMUNICATIONS       COM              000886101     4882   1398800 SH       DEFINED 1 5              0        0  1398800 
A D C TELECOMMUNICATIONS       COM              000886101     2129    610148 SH       DEFINED 2           610148        0        0 
A D C TELECOMMUNICATIONS       COM              000886101        7      2079 SH       DEFINED 3             2079        0        0 
ABN AMRO HLDG NV               SPONSORED ADR    000937102        1        90 SH       DEFINED 3               90        0        0 
ADT OPERATIONS                 LYON ZERO CPN 10 000945AC9    48081  19295000PRN       DEFINED 1 5              0        0        0 
ADT OPERATIONS                 LYON ZERO CPN 10 000945AC9     1007    404000PRN       DEFINED 2                0        0        0 
AFC ENTERPRISES INC            COM              00104Q107    12334    604600 SH       DEFINED 1 5              0        0   604600 
AFLAC INC                      COM              001055102   453619  16800710 SH       DEFINED 1 5         201400        0 16599310 
AFLAC INC                      COM              001055102    59022   2185982 SH       DEFINED 2          1917082        0   268900 
AFLAC INC                      COM              001055102       88      3261 SH       DEFINED 3             3261        0        0 
AGCO CORP                      COM              001084102       33      3600 SH       DEFINED 1 5              0        0     3600 
AES CORP                       COM              00130H105   252101  19664633 SH       DEFINED 1 5         622590        0 19042043 
AES CORP                       COM              00130H105    58744   4582225 SH       DEFINED 2          4285785        0   296440 
AES CORP                       COM              00130H105       28      2193 SH       DEFINED 3             2193        0        0 
AK STL HLDG CORP               COM              001547108     7847    928600 SH       DEFINED 1 5              0        0   928600 
AMB PROPERTY CORP              COM              00163T109    37735   1540200 SH       DEFINED 1 5              0        0  1540200 
AMB PROPERTY CORP              COM              00163T109    22170    904900 SH       DEFINED 2           904900        0        0 
AMC ENTMT INC                  COM              001669100     7005    667120 SH       DEFINED 1 5          18680        0   648440 
AMLI RESIDENTIAL PPTYS TR      SH BEN INT       001735109      566     24000 SH       DEFINED 1 5              0        0    24000 
AMLI RESIDENTIAL PPTYS TR      SH BEN INT       001735109    12664    536600 SH       DEFINED 2           536600        0        0 
AMR CORP                       COM              001765106   197092  10297370 SH       DEFINED 1 5           7010        0 10290360 
AMR CORP                       COM              001765106    10531    550204 SH       DEFINED 2           415804        0   134400 
AMR CORP                       COM              001765106        6       300 SH       DEFINED 3              300        0        0 
ANC RENTAL CORP                COM              001813104        4      7949 SH       DEFINED 1 5              0        0     7949 
ANC RENTAL CORP                COM              001813104        1       987 SH       DEFINED 2              987        0        0 
AOL TIME WARNER INC            COM              00184A105  3518352 106294633 SH       DEFINED 1 5        1158860        0105135773 
AOL TIME WARNER INC            COM              00184A105   357223  10792222 SH       DEFINED 2          9230312        0  1561910 
AOL TIME WARNER INC            COM              00184A105     2198     66404 SH       DEFINED 3            66404        0        0 
ATI TECHNOLOGIES INC           COM              001941103     9624   1211900 SH       DEFINED 1 5        1161200        0    50700 
ATI TECHNOLOGIES INC           COM              001941103      398     50380 SH       DEFINED 2            50380        0        0 
AT&T CORP                      COM              001957109  3402980 176320232 SH       DEFINED 1 5        1945342        0174374890 
AT&T CORP                      COM              001957109   215316  11156284 SH       DEFINED 2          9825277        0  1331007 
AT&T CORP                      COM              001957109      643     33321 SH       DEFINED 3            33321        0        0 
ATMI INC                       COM              00207R101    32337   2093000 SH       DEFINED 1 5              0        0  2093000 
ASAT HLDGS LTD                 SPONSORED ADR    00208B105     2058    748400 SH       DEFINED 1 5         595400        0   153000 
AT&T WIRELESS SVCS INC         COM              00209A106   459701  30769790 SH       DEFINED 1 5         101734        0 30668056 
AT&T WIRELESS SVCS INC         COM              00209A106    33977   2274230 SH       DEFINED 2          2149095        0   125135 
AT&T WIRELESS SVCS INC         COM              00209A106     4036    270152 SH       DEFINED 3           270152        0        0 
AVX CORP NEW                   COM              002444107    60879   3741800 SH       DEFINED 1 5              0        0  3741800 
AVX CORP NEW                   COM              002444107      430     26400 SH       DEFINED 2            26400        0        0 
AZZ INC                        COM              002474104     7377    491800 SH       DEFINED 1 5              0        0   491800 
AAIPHARMA INC                  COM              00252W104      795     46200 SH       DEFINED 1 5           4400        0    41800 
AARON RENTS INC                COM              002535201    12199    787000 SH       DEFINED 1 5              0        0   787000 
AARON RENTS INC                COM              002535201      397     25600 SH       DEFINED 2            25600        0        0 
AARON RENTS INC                CL A             002535300     1662    118700 SH       DEFINED 1 5              0        0   118700 
ABBOTT LABS                    COM              002824100  1483135  28605490 SH       DEFINED 1 5         512200        0 28093290 
ABBOTT LABS                    COM              002824100   117424   2264677 SH       DEFINED 2          1929177        0   335500 
ABBOTT LABS                    COM              002824100      468      9021 SH       DEFINED 3             9021        0        0 
ABER DIAMOND CORP              COM              002893105     4220    465200 SH       DEFINED 1 5              0        0   465200 
ABERCROMBIE & FITCH CO         CL A             002896207   164944   9376425 SH       DEFINED 1 5         142020        0  9234405 
ABERCROMBIE & FITCH CO         CL A             002896207    32985   1875200 SH       DEFINED 2          1861800        0    13400 
ABGENIX INC                    COM              00339B107   224578   9893282 SH       DEFINED 1 5          62390        0  9830892 
ABGENIX INC                    COM              00339B107     5437    239500 SH       DEFINED 2           219830        0    19670 
ABITIBI-CONSOLIDATED INC       COM              003924107     5485    860763 SH       DEFINED 1 5         613400        0   247363 
ABITIBI-CONSOLIDATED INC       COM              003924107      112     17510 SH       DEFINED 2            17510        0        0 
ACCREDO HEALTH INC             COM              00437V104     7102    195100 SH       DEFINED 1 5              0        0   195100 
ACE CASH EXPRESS INC           COM              004403101     4907    599100 SH       DEFINED 1 5              0        0   599100 
ACKERLEY GROUP INC             COM              004527107       17      1600 SH       DEFINED 1 5           1600        0        0 
ACME COMMUNICATION INC         COM              004631107      269     38400 SH       DEFINED 1 5              0        0    38400 
ACTIVISION INC NEW             COM NEW          004930202    20037    736100 SH       DEFINED 1 5          36200        0   699900 
ACTION PERFORMANCE COS INC     COM              004933107       33      1800 SH       DEFINED 1 5              0        0     1800 
ACTIVE POWER INC               COM              00504W100      469     93700 SH       DEFINED 1 5              0        0    93700 
ACTIVE POWER INC               COM              00504W100       53     10500 SH       DEFINED 2            10500        0        0 
ACTIVCARD S A                  SPONSORED ADR    00505N109        4       590 SH       DEFINED 1 5              0        0      590 
ACTUATE CORP                   COM              00508B102      419    100000 SH       DEFINED 1 5              0        0   100000 
ACTUANT CORP                   CL A NEW         00508X203       52      2843 SH       DEFINED 2             2843        0        0 
ADAMS EXPRESS CO               COM              006212104       28      1857 SH       DEFINED 3             1857        0        0 
ADAMS RES & ENERGY INC         COM NEW          006351308     2932    421800 SH       DEFINED 1 5              0        0   421800 
ADAPTEC INC                    COM              00651F108     2987    380000 SH       DEFINED 1 5              0        0   380000 
ADAPTEC INC                    SB NT CV 4.75%04 00651FAC2    12040  13490000PRN       DEFINED 1 5              0        0        0 
ADELPHIA COMMUNICATIONS CORP   CL A             006848105   117688   5301276 SH       DEFINED 1 5           2000        0  5299276 
ADELPHIA COMMUNICATIONS CORP   CL A             006848105     9182    413600 SH       DEFINED 2           396000        0    17600 
ADMINISTAFF INC                COM              007094105     2340     90000 SH       DEFINED 1 5              0        0    90000 
ADMINISTAFF INC                COM              007094105     1461     56200 SH       DEFINED 2            56200        0        0 
ADMINISTRADORA FONDOS PENSIONE SPONSORED ADR    00709P108     1067     43900 SH       DEFINED 1 5           2200        0    41700 
ADMINISTRADORA FONDOS PENSIONE SPONSORED ADR    00709P108      556     22900 SH       DEFINED 2            22900        0        0 
ADOBE SYS INC                  COM              00724F101   383546  15994414 SH       DEFINED 1 5          47150        0 15947264 
ADOBE SYS INC                  COM              00724F101    24266   1011922 SH       DEFINED 2           860322        0   151600 
ADVANCED MARKETING SVCS INC    COM              00753T105    24724   1610700 SH       DEFINED 1 5              0        0  1610700 
ADVANCED MARKETING SVCS INC    COM              00753T105      274     17850 SH       DEFINED 2            17850        0        0 
ADVANCED FIBRE COMMUNICATIONS  COM              00754A105     5254    359600 SH       DEFINED 1 5              0        0   359600 
ADVANCED NEUROMODULATION SYS   COM              00757T101     2238    108100 SH       DEFINED 2           108100        0        0 
ADVO INC                       COM              007585102      932     27400 SH       DEFINED 2            27400        0        0 
ADVANCED POWER TECHNOLOGY INC  COM              00761E108     3259    322650 SH       DEFINED 1 5              0        0   322650 
ADVANCED POWER TECHNOLOGY INC  COM              00761E108     5841    578300 SH       DEFINED 2           578300        0        0 
AEROFLEX INC                   COM              007768104     1047     95200 SH       DEFINED 1 5              0        0    95200 
AEROFLEX INC                   COM              007768104       73      6600 SH       DEFINED 2             6600        0        0 
ADVANCED MICRO DEVICES INC     COM              007903107   114473  14045820 SH       DEFINED 1 5          17200        0 14028620 
ADVANCED MICRO DEVICES INC     COM              007903107    13145   1612914 SH       DEFINED 2          1581514        0    31400 
ADVANCED MICRO DEVICES INC     COM              007903107        3       400 SH       DEFINED 3              400        0        0 
ADVANCEPCS                     COM              00790K109   125620   1750070 SH       DEFINED 1 5          32800        0  1717270 
ADVANCEPCS                     COM              00790K109    14823    206500 SH       DEFINED 2           187000        0    19500 
AEGON N V                      ORD AMER REG     007924103      153      5863 SH       DEFINED 1 5              0        0     5863 
AEGON N V                      ORD AMER REG     007924103       97      3734 SH       DEFINED 3             3734        0        0 
ADVANCED ENERGY INDS           COM              007973100    44041   2648310 SH       DEFINED 1 5              0        0  2648310 
ADVANCED ENERGY INDS           COM              007973100      238     14300 SH       DEFINED 2            14300        0        0 
ADVANCED ENERGY INDS           SB NT CV 144A 06 007973AB6     2982   3500000PRN       DEFINED 1 5              0        0        0 
ADVENT SOFTWARE INC            COM              007974108   100947   2681200 SH       DEFINED 1 5              0        0  2681200 
ADVENT SOFTWARE INC            COM              007974108     2135     56700 SH       DEFINED 2            54300        0     2400 
AES TR III                     PFD CV 6.75%     00808N202    21106    683700 SH       DEFINED 1 5              0        0   683700 
AETHER SYS INC                 COM              00808V105      339     54100 SH       DEFINED 1 5          54100        0        0 
AETHER SYS INC                 COM              00808V105       12      1900 SH       DEFINED 2             1900        0        0 
AETHER SYS INC                 SUB NT CV   6%05 00808VAA3    49852  87690000PRN       DEFINED 1 5              0        0        0 
AETHER SYS INC                 SUB NT CV   6%05 00808VAA3      466    820000PRN       DEFINED 2                0        0        0 
AETNA INC NEW                  COM              00817Y108     4669    161600 SH       DEFINED 1 5              0        0   161600 
AETNA INC NEW                  COM              00817Y108     3212    111183 SH       DEFINED 2           111183        0        0 
AFFILIATED COMPUTER SERVICES   CL A             008190100   198224   2434890 SH       DEFINED 1 5         169680        0  2265210 
AFFILIATED COMPUTER SERVICES   CL A             008190100     8774    107780 SH       DEFINED 2            71880        0    35900 
AFFILIATED COMPUTER SERVICES   CL A             008190100       13       157 SH       DEFINED 3              157        0        0 
AFFILIATED COMPUTER SERVICES   SB NT CV    4%05 008190AD2     2186   1125000PRN       DEFINED 1 5              0        0        0 
AFFILIATED MANAGERS GROUP      COM              008252108     9034    159020 SH       DEFINED 1 5           4400        0   154620 
AFFILIATED MANAGERS GROUP      COM              008252108    12083    212700 SH       DEFINED 2           212700        0        0 
AFFYMETRIX INC                 COM              00826T108    29558   1841650 SH       DEFINED 1 5          12100        0  1829550 
AFFYMETRIX INC                 COM              00826T108      185     11500 SH       DEFINED 2            11500        0        0 
AFFYMETRIX INC                 SB NT CV 4.75%07 00826TAD0    27095  44510000PRN       DEFINED 1 5              0        0        0 
AFFYMETRIX INC                 SB NT CV 4.75%07 00826TAD0      298    490000PRN       DEFINED 2                0        0        0 
AGERE SYS INC                  CL A             00845V100    34612   8381300 SH       DEFINED 1 5              0        0  8381300 
AGERE SYS INC                  CL A             00845V100     1042    252300 SH       DEFINED 2            92185        0   160115 
AGILENT TECHNOLOGIES INC       COM              00846U101   328536  16804887 SH       DEFINED 1 5          21600        0 16783287 
AGILENT TECHNOLOGIES INC       COM              00846U101    24586   1257614 SH       DEFINED 2          1168506        0    89108 
AGILENT TECHNOLOGIES INC       COM              00846U101       86      4413 SH       DEFINED 3             4413        0        0 
AGILE SOFTWARE CORP DEL        COM              00846X105     3109    342000 SH       DEFINED 1 5              0        0   342000 
AGILE SOFTWARE CORP DEL        COM              00846X105       70      7700 SH       DEFINED 2             7700        0        0 
AGNICO EAGLE MINES LTD         COM              008474108    75485   7250940 SH       DEFINED 1 5         663860        0  6587080 
AGNICO EAGLE MINES LTD         COM              008474108     2130    205480 SH       DEFINED 2           205480        0        0 
AGNICO EAGLE MINES LTD         SRNT CONV 3.5%04 008474AA6      203    245000PRN       DEFINED 1 5              0        0        0 
AGRIUM INC                     COM              008916108     5886    609300 SH       DEFINED 1 5           6900        0   602400 
AGRIUM INC                     COM              008916108     3480    360300 SH       DEFINED 2           360300        0        0 
AIR PRODS & CHEMS INC          COM              009158106    90781   2353068 SH       DEFINED 1 5              0        0  2353068 
AIR PRODS & CHEMS INC          COM              009158106     6866    177974 SH       DEFINED 2           177974        0        0 
AIR PRODS & CHEMS INC          COM              009158106        4       100 SH       DEFINED 3              100        0        0 
AIRGAS INC                     COM              009363102      316     23800 SH       DEFINED 1 5              0        0    23800 
AIRGATE PCS INC                COM              009367103     7507    169000 SH       DEFINED 1 5          50690        0   118310 
AIRGATE PCS INC                COM              009367103     8955    201600 SH       DEFINED 2           201600        0        0 
AIRNET COMMUNICATIONS CORP     COM              00941P106        0      1410 SH       DEFINED 1 5           1410        0        0 
AIRTRAN HLDGS INC              COM              00949P108       67     15700 SH       DEFINED 1 5              0        0    15700 
AKAMAI TECHNOLOGIES INC        COM              00971T101     1077    370000 SH       DEFINED 1 5              0        0   370000 
AKZO NOBEL NV                  SPONSORED ADR    010199305        4       100 SH       DEFINED 3              100        0        0 
ALAMOSA HLDGS INC              COM              011589108     5190    374730 SH       DEFINED 1 5              0        0   374730 
ALASKA AIR GROUP INC           COM              011659109     3177    159400 SH       DEFINED 1 5              0        0   159400 
ALASKA AIR GROUP INC           COM              011659109      232     11600 SH       DEFINED 2            11600        0        0 
ALBANY INTL CORP               CL A             012348108    39613   2647940 SH       DEFINED 1 5         230020        0  2417920 
ALBANY INTL CORP               CL A             012348108     2914    194800 SH       DEFINED 2           194800        0        0 
ALBANY MOLECULAR RESH INC      COM              012423109      832     33500 SH       DEFINED 1 5              0        0    33500 
ALBERTA ENERGY LTD             COM              012873105   562443  16557237 SH       DEFINED 1 5         871580        0 15685657 
ALBERTA ENERGY LTD             COM              012873105      815     23978 SH       DEFINED 2            22178        0     1800 
ALBERTA ENERGY LTD             COM              012873105     1748     51500 SH       DEFINED 3            51500        0        0 
ALBERTO CULVER CO              CL B CONV        013068101    83403   2144575 SH       DEFINED 1 5              0        0  2144575 
ALBERTO CULVER CO              CL B CONV        013068101     6100    156843 SH       DEFINED 2            95343        0    61500 
ALBERTO CULVER CO              CL B CONV        013068101       12       312 SH       DEFINED 3              312        0        0 
ALBERTO CULVER CO              CL A             013068200   144643   4385790 SH       DEFINED 1 5           1600        0  4384190 
ALBERTO CULVER CO              CL A             013068200     9155    277600 SH       DEFINED 2           277600        0        0 
ALBERTSONS INC                 COM              013104104   185350   5814010 SH       DEFINED 1 5           6121        0  5807889 
ALBERTSONS INC                 COM              013104104    16787    526564 SH       DEFINED 2           484596        0    41968 
ALBERTSONS INC                 COM              013104104       24       756 SH       DEFINED 3              756        0        0 
ALCAN INC                      COM              013716105   279752   9303717 SH       DEFINED 1 5         988080        0  8315637 
ALCAN INC                      COM              013716105    41659   1387941 SH       DEFINED 2          1305241        0    82700 
ALCAN INC                      COM              013716105       50      1650 SH       DEFINED 3             1650        0        0 
ALCOA INC                      COM              013817101  1180212  38059076 SH       DEFINED 1 5          85790        0 37973286 
ALCOA INC                      COM              013817101    43771   1411504 SH       DEFINED 2          1322764        0    88740 
ALCOA INC                      COM              013817101      304      9799 SH       DEFINED 3             9799        0        0 
ALCATEL                        SPONSORED ADR    013904305     1237    106600 SH       DEFINED 1 5              0        0   106600 
ALCATEL                        SPONSORED ADR    013904305        1        80 SH       DEFINED 3               80        0        0 
ALEXANDER & BALDWIN INC        COM              014482103    13931    595100 SH       DEFINED 1 5              0        0   595100 
ALEXANDER & BALDWIN INC        COM              014482103    27518   1175500 SH       DEFINED 2          1175500        0        0 
ALEXANDRIA REAL ESTATE EQ INC  COM              015271109    63692   1614500 SH       DEFINED 1 5              0        0  1614500 
ALEXANDRIA REAL ESTATE EQ INC  COM              015271109    17109    433700 SH       DEFINED 2           433700        0        0 
ALEXION PHARMACEUTICALS INC    COM              015351109    30181   1773240 SH       DEFINED 1 5              0        0  1773240 
ALEXION PHARMACEUTICALS INC    SB NT CV 5.75%07 015351AB5     1793   3000000PRN       DEFINED 1 5              0        0        0 
ALIGN TECHNOLOGY INC           COM              016255101      869    398480 SH       DEFINED 1 5           1850        0   396630 
ALIGN TECHNOLOGY INC           COM              016255101        0         0 SH       DEFINED 2                0        0        0 
ALKERMES INC                   COM              01642T108    85556   4369540 SH       DEFINED 1 5           3460        0  4366080 
ALKERMES INC                   COM              01642T108     7658    391100 SH       DEFINED 2           333100        0    58000 
ALKERMES INC                   SUB NT CV3.75%07 01642TAB4     6768  11600000PRN       DEFINED 1 5              0        0        0 
ALLEGHANY CORP DEL             COM              017175100     9685     48668 SH       DEFINED 1 5            318        0    48350 
ALLEGHANY CORP DEL             COM              017175100       70       354 SH       DEFINED 3              354        0        0 
ALLEGHENY ENERGY INC           COM              017361106    16114    439060 SH       DEFINED 1 5          71860        0   367200 
ALLEGHENY ENERGY INC           COM              017361106     4701    128080 SH       DEFINED 2            97380        0    30700 
ALLEGHENY ENERGY INC           COM              017361106       70      1896 SH       DEFINED 3             1896        0        0 
ALLEGHENY TECHNOLOGIES INC     COM              01741R102    49759   3732830 SH       DEFINED 1 5          10000        0  3722830 
ALLEGHENY TECHNOLOGIES INC     COM              01741R102     8961    672250 SH       DEFINED 2           550320        0   121930 
ALLEGIANCE TELECOM INC         COM              01747T102     1582    525000 SH       DEFINED 1 5              0        0   525000 
ALLEN TELECOM INC              COM              018091108      164     18900 SH       DEFINED 1 5              0        0    18900 
ALLERGAN INC                   COM              018490102   666694  10055710 SH       DEFINED 1 5          46800        0 10008910 
ALLERGAN INC                   COM              018490102    52745    795557 SH       DEFINED 2           647157        0   148400 
ALLERGAN INC                   COM              018490102       18       266 SH       DEFINED 3              266        0        0 
ALLIANCE ATLANTIS COMMUNICATNS CL B NON-VTG     01853E204    35087   3545300 SH       DEFINED 1 5        3345300        0   200000 
ALLIANCE ATLANTIS COMMUNICATNS CL B NON-VTG     01853E204       14      1460 SH       DEFINED 2             1460        0        0 
ALLIANCE CAP MGMT HLDG L P     UNIT LTD PARTN   01855A101       69      1500 SH       DEFINED 1 5              0        0     1500 
ALLIANCE GAMING CORP           COM NEW          01859P609        9       600 SH       DEFINED 2              600        0        0 
ALLIANCE IMAGING INC           COM NEW          018606202     3526    253700 SH       DEFINED 2           253700        0        0 
ALLIANCE PHARMACEUTICAL CORP   COM              018773101      868    953600 SH       DEFINED 1 5              0        0   953600 
ALLIANT ENERGY CORP            COM              018802108      914     29200 SH       DEFINED 1 5              0        0    29200 
ALLIANT TECHSYSTEMS INC        COM              018804104    78767    920180 SH       DEFINED 1 5          57975        0   862205 
ALLIANT TECHSYSTEMS INC        COM              018804104    24965    291650 SH       DEFINED 2           280325        0    11325 
ALLIED CAP CORP NEW            COM              01903Q108     4475    196700 SH       DEFINED 1 5              0        0   196700 
ALLIED RESH CORP               COM              019483106     7212    465000 SH       DEFINED 1 5              0        0   465000 
ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308    12083    947670 SH       DEFINED 1 5          26910        0   920760 
ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308    17563   1377460 SH       DEFINED 2          1377460        0        0 
ALLMERICA FINL CORP            COM              019754100   227834   5079903 SH       DEFINED 1 5          14400        0  5065503 
ALLMERICA FINL CORP            COM              019754100     6437    143530 SH       DEFINED 2           139830        0     3700 
ALLMERICA FINL CORP            COM              019754100        7       163 SH       DEFINED 3              163        0        0 
ALLSCRIPTS HEALTHCARE SOLUTION COM              01988P108     1906    453900 SH       DEFINED 1 5            200        0   453700 
ALLSCRIPTS HEALTHCARE SOLUTION COM              01988P108      970    231000 SH       DEFINED 2           231000        0        0 
ALLSTATE CORP                  COM              020002101   603945  16169878 SH       DEFINED 1 5         310800        0 15859078 
ALLSTATE CORP                  COM              020002101    74242   1987733 SH       DEFINED 2          1747233        0   240500 
ALLSTATE CORP                  COM              020002101      154      4131 SH       DEFINED 3             4131        0        0 
ALLTEL CORP                    COM              020039103   268093   4626285 SH       DEFINED 1 5          11558        0  4614727 
ALLTEL CORP                    COM              020039103    18291    315627 SH       DEFINED 2           293406        0    22221 
ALLTEL CORP                    COM              020039103      151      2614 SH       DEFINED 3             2614        0        0 
ALPHA INDS INC                 COM              020753109      174      9000 SH       DEFINED 1 5           9000        0        0 
ALPHA INDS INC                 COM              020753109       12       618 SH       DEFINED 3              618        0        0 
ALPHARMA INC                   CL A             020813101    54843   1904180 SH       DEFINED 1 5          27540        0  1876640 
ALPHARMA INC                   SB NT CV 5.75%05 020813AB7     1964   1765000PRN       DEFINED 1 5              0        0        0 
ALPHARMA INC                   SR SB NT CV 3%06 020813AD3     7913   7177000PRN       DEFINED 1 5              0        0        0 
ALTERA CORP                    COM              021441100   419839  25631220 SH       DEFINED 1 5         380820        0 25250400 
ALTERA CORP                    COM              021441100    16444   1003889 SH       DEFINED 2           800869        0   203020 
ALTERA CORP                    COM              021441100        7       438 SH       DEFINED 3              438        0        0 
AMAZON COM INC                 COM              023135106     6588   1103600 SH       DEFINED 1 5          23600        0  1080000 
AMBAC FINL GROUP INC           COM              023139108    29271    535020 SH       DEFINED 1 5          19800        0   515220 
AMBAC FINL GROUP INC           COM              023139108    11473    209708 SH       DEFINED 2           183833        0    25875 
AMBAC FINL GROUP INC           COM              023139108        8       150 SH       DEFINED 3              150        0        0 
AMBASSADORS INTL INC           COM              023178106     2903    173850 SH       DEFINED 1 5          27400        0   146450 
AMERADA HESS CORP              COM              023551104   116187   1829710 SH       DEFINED 1 5           2440        0  1827270 
AMERADA HESS CORP              COM              023551104     7525    118506 SH       DEFINED 2            85206        0    33300 
AMERADA HESS CORP              COM              023551104        2        37 SH       DEFINED 3               37        0        0 
AMEREN CORP                    COM              023608102    36316    945740 SH       DEFINED 1 5              0        0   945740 
AMEREN CORP                    COM              023608102     9768    254363 SH       DEFINED 2           245863        0     8500 
AMEREN CORP                    COM              023608102        6       157 SH       DEFINED 3              157        0        0 
AMERICA MOVIL S A DE C V       SPON ADR L SHS   02364W105    14148    954000 SH       DEFINED 1 5          73000        0   881000 
AMERICA WEST HLDG CORP         CL B             023657208     1698    918100 SH       DEFINED 1 5              0        0   918100 
AMERICAN AXLE & MFG HLDGS INC  COM              024061103     2499    196000 SH       DEFINED 1 5              0        0   196000 
AMERICAN AXLE & MFG HLDGS INC  COM              024061103      581     45600 SH       DEFINED 2            45481        0      119 
AMERICAN BK CONN WATERBURY     COM              024327108     5219    170000 SH       DEFINED 1 5              0        0   170000 
AMERICAN ELEC PWR INC          COM              025537101   324265   7500917 SH       DEFINED 1 5          36200        0  7464717 
AMERICAN ELEC PWR INC          COM              025537101    22388    517884 SH       DEFINED 2           510384        0     7500 
AMERICAN ELEC PWR INC          COM              025537101      293      6777 SH       DEFINED 3             6777        0        0 
AMERICAN EAGLE OUTFITTERS NEW  COM              02553E106    53805   2703750 SH       DEFINED 1 5         544120        0  2159630 
AMERICAN EAGLE OUTFITTERS NEW  COM              02553E106     2072    104100 SH       DEFINED 2            78800        0    25300 
AMERICAN EXPRESS CO            COM              025816109  2044932  70369319 SH       DEFINED 1 5         247100        0 70122219 
AMERICAN EXPRESS CO            COM              025816109   111163   3825291 SH       DEFINED 2          3339211        0   486080 
AMERICAN EXPRESS CO            COM              025816109     3459    119037 SH       DEFINED 3           119037        0        0 
AMERICAN FINL GROUP INC OHIO   COM              025932104    21851    984300 SH       DEFINED 1 5              0        0   984300 
AMERICAN FINL GROUP INC OHIO   COM              025932104       16       732 SH       DEFINED 3              732        0        0 
AMERICAN GREETINGS CORP        CL A             026375105      656     49545 SH       DEFINED 2            49545        0        0 
AMERICAN HOME PRODS CORP       COM              026609107  3386660  58140085 SH       DEFINED 1 5        1595230        0 56544855 
AMERICAN HOME PRODS CORP       COM              026609107   235639   4045308 SH       DEFINED 2          3506728        0   538580 
AMERICAN HOME PRODS CORP       COM              026609107     1252     21491 SH       DEFINED 3            21491        0        0 
AMERICAN INTL GROUP INC        COM              026874107  5842030  74897819 SH       DEFINED 1 5         328451        0 74569368 
AMERICAN INTL GROUP INC        COM              026874107   378437   4851761 SH       DEFINED 2          4335997        0   515764 
AMERICAN INTL GROUP INC        COM              026874107     2522     32330 SH       DEFINED 3            32330        0        0 
AMERICAN ITALIAN PASTA CO      CL A             027070101    91937   2125700 SH       DEFINED 1 5          10509        0  2115191 
AMERICAN ITALIAN PASTA CO      CL A             027070101     3564     82400 SH       DEFINED 2            82400        0        0 
AMERICAN LD LEASE INC          COM              027118108     1480    112100 SH       DEFINED 1 5              0        0   112100 
AMERICAN LD LEASE INC          COM              027118108     4891    370532 SH       DEFINED 2           370532        0        0 
AMERICAN NATL INS CO           COM              028591105      373      4600 SH       DEFINED 1 5              0        0     4600 
AMERICAN PHYSICIANS CAPITAL    COM              028884104    19775    952116 SH       DEFINED 1 5          17650        0   934466 
AMERICAN PHYSICIANS CAPITAL    COM              028884104     2272    109400 SH       DEFINED 2           109400        0        0 
AMERICAN RETIREMENT CORP       SB DB CV 5.75%02 028913AA9     7770  10360000PRN       DEFINED 2                0        0        0 
AMERICAN PWR CONVERSION CORP   COM              029066107     1779    152326 SH       DEFINED 2           152326        0        0 
AMERICAN STD COS INC DEL       COM              029712106   377940   6871631 SH       DEFINED 1 5         240100        0  6631531 
AMERICAN STD COS INC DEL       COM              029712106    13370    243090 SH       DEFINED 2           180820        0    62270 
AMERICAN STD COS INC DEL       COM              029712106       61      1113 SH       DEFINED 3             1113        0        0 
AMERICAN TOWER CORP            CL A             029912201   223348  16079790 SH       DEFINED 1 5          25270        0 16054520 
AMERICAN TOWER CORP            CL A             029912201     3353    241400 SH       DEFINED 2           153900        0    87500 
AMERICAN TOWER CORP            NT CV    6.25%09 029912AB8     4550   5000000PRN       DEFINED 1 5              0        0        0 
AMERICAN WTR WKS INC           COM              030411102    58415   1478860 SH       DEFINED 1 5         115000        0  1363860 
AMERICAN WTR WKS INC           COM              030411102     3496     88500 SH       DEFINED 2            88500        0        0 
AMERICAN WTR WKS INC           COM              030411102       20       507 SH       DEFINED 3              507        0        0 
AMERICREDIT CORP               COM              03060R101    22564    713600 SH       DEFINED 1 5         147000        0   566600 
AMERICREDIT CORP               COM              03060R101     2277     72000 SH       DEFINED 2                0        0    72000 
AMERIPATH INC                  COM              03071D109    36510   1390310 SH       DEFINED 1 5          91090        0  1299220 
AMERIPATH INC                  COM              03071D109     5473    208400 SH       DEFINED 2           208400        0        0 
AMERITRADE HLDG CORP           CL A             03072H109     1965    490030 SH       DEFINED 1 5          32600        0   457430 
AMERUS GROUP CO                COM              03072M108    17072    485000 SH       DEFINED 1 5              0        0   485000 
AMERISOURCEBERGEN CORP         COM              03073E105   213477   3008834 SH       DEFINED 1 5         193540        0  2815294 
AMERISOURCEBERGEN CORP         COM              03073E105    31467    443510 SH       DEFINED 2           435610        0     7900 
AMERISOURCEBERGEN CORP         COM              03073E105        2        24 SH       DEFINED 3               24        0        0 
AMES DEPT STORES INC           COM NEW          030789507       92    871800 SH       DEFINED 1 5          15400        0   856400 
AMETEK INC NEW                 COM              031100100    27206   1035230 SH       DEFINED 1 5              0        0  1035230 
AMETEK INC NEW                 COM              031100100     5531    210470 SH       DEFINED 2           210280        0      190 
AMGEN INC                      COM              031162100  2666368  45369538 SH       DEFINED 1 5         440400        0 44929138 
AMGEN INC                      COM              031162100   170070   2893819 SH       DEFINED 2          2558729        0   335090 
AMGEN INC                      COM              031162100      432      7344 SH       DEFINED 3             7344        0        0 
AMKOR TECHNOLOGY INC           COM              031652100     5751    546700 SH       DEFINED 1 5          77200        0   469500 
AMKOR TECHNOLOGY INC           COM              031652100     2388    227000 SH       DEFINED 2           217800        0     9200 
AMRESCO CAP TR                 COM SH BEN INT   031919103      495    353600 SH       DEFINED 1 5              0        0   353600 
AMRESCO CAP TR                 COM SH BEN INT   031919103      315    225094 SH       DEFINED 2           225094        0        0 
AMPHENOL CORP NEW              CL A             032095101    28449    818680 SH       DEFINED 1 5              0        0   818680 
AMPHENOL CORP NEW              CL A             032095101     1876     54000 SH       DEFINED 2            54000        0        0 
AMSOUTH BANCORPORATION         COM              032165102    19920   1102400 SH       DEFINED 1 5              0        0  1102400 
AMSOUTH BANCORPORATION         COM              032165102     5225    289178 SH       DEFINED 2           289178        0        0 
AMSURG CORP                    COM              03232P405    10944    397250 SH       DEFINED 1 5          56945        0   340305 
ANADARKO PETE CORP             COM              032511107   365184   7595344 SH       DEFINED 1 5           3740        0  7591604 
ANADARKO PETE CORP             COM              032511107     9393    195368 SH       DEFINED 2           195368        0        0 
ANADARKO PETE CORP             COM              032511107       83      1725 SH       DEFINED 3             1725        0        0 
ANALOG DEVICES INC             COM              032654105   779646  23842382 SH       DEFINED 1 5          58900        0 23783482 
ANALOG DEVICES INC             COM              032654105    66214   2024884 SH       DEFINED 2          1807324        0   217560 
ANALOG DEVICES INC             COM              032654105        1        18 SH       DEFINED 3               18        0        0 
ANCHOR GAMING                  COM              033037102    42342   1020300 SH       DEFINED 1 5              0        0  1020300 
ANCHOR GAMING                  COM              033037102        3        80 SH       DEFINED 2               80        0        0 
ANDERSON EXPL LTD              COM              033901109      193      7600 SH       DEFINED 1 5           7600        0        0 
ANDREW CORP                    COM              034425108    82388   4531789 SH       DEFINED 1 5          11200        0  4520589 
ANDREW CORP                    COM              034425108    98814   5435323 SH       DEFINED 2          5435323        0        0 
ANDREW CORP                    COM              034425108        9       498 SH       DEFINED 3              498        0        0 
ANDRX GROUP                    COM              034553107   183891   2832530 SH       DEFINED 1 5           3400        0  2829130 
ANDRX GROUP                    COM              034553107      487      7500 SH       DEFINED 2             3000        0     4500 
ANDRX GROUP                    COM              034553107       13       200 SH       DEFINED 3              200        0        0 
ANGELICA CORP                  COM              034663104     1846    194300 SH       DEFINED 2           194300        0        0 
ANGLO AMERN PLC                ADR              03485P102    26303   2206657 SH       DEFINED 1 5           2408        0  2204249 
ANGLO AMERN PLC                ADR              03485P102      588     49356 SH       DEFINED 2            49356        0        0 
ANGIOTECH PHARMACEUTICALS INC  COM              034918102     6915    158930 SH       DEFINED 1 5         145900        0    13030 
ANGIOTECH PHARMACEUTICALS INC  COM              034918102      175      4020 SH       DEFINED 2             4020        0        0 
ANHEUSER BUSCH COS INC         COM              035229103   661380  15792252 SH       DEFINED 1 5           4840        0 15787412 
ANHEUSER BUSCH COS INC         COM              035229103    46689   1114838 SH       DEFINED 2           971938        0   142900 
ANHEUSER BUSCH COS INC         COM              035229103      308      7357 SH       DEFINED 3             7357        0        0 
ANIXTER INTL INC               COM              035290105     7073    285439 SH       DEFINED 1 5              0        0   285439 
ANIXTER INTL INC               COM              035290105     1341     54100 SH       DEFINED 2            54100        0        0 
ANNALY MTG MGMT INC            COM              035710409     2168    150000 SH       DEFINED 1 5              0        0   150000 
ANNALY MTG MGMT INC            COM              035710409     1734    120000 SH       DEFINED 2           120000        0        0 
ANNTAYLOR STORES CORP          COM              036115103    57012   2600890 SH       DEFINED 1 5          27030        0  2573860 
ANNTAYLOR STORES CORP          COM              036115103     4138    188800 SH       DEFINED 2           186600        0     2200 
ANNTAYLOR STORES CORP          GTD SD CV 144A19 036115AA1      932   1910000PRN       DEFINED 1 5              0        0        0 
ANNTAYLOR STORES CORP          GTD SB DB CV  19 036115AC7     3415   7000000PRN       DEFINED 1 5              0        0        0 
ANSYS INC                      COM              03662Q105    20911   1171500 SH       DEFINED 1 5              0        0  1171500 
ANTENNA TV SA                  SPONSORED ADR    03672N100     3143    785750 SH       DEFINED 1 5         349880        0   435870 
ANTHONY & SYLVAN POOLS CORP    COM              036762102     1238    161865 SH       DEFINED 1 5              0        0   161865 
ANSWERTHINK INC                COM              036916104     2970    631900 SH       DEFINED 1 5          88000        0   543900 
ANSWERTHINK INC                COM              036916104      123     26100 SH       DEFINED 2            26100        0        0 
ANTHRACITE CAP INC             COM              037023108     1968    189200 SH       DEFINED 1 5              0        0   189200 
ANTHRACITE CAP INC             COM              037023108     1352    130000 SH       DEFINED 2           130000        0        0 
AON CORP                       COM              037389103     2310     55000 SH       DEFINED 1 5              0        0    55000 
AON CORP                       COM              037389103     8587    204459 SH       DEFINED 2           204459        0        0 
APACHE CORP                    COM              037411105   191529   4454170 SH       DEFINED 1 5           7170        0  4447000 
APACHE CORP                    COM              037411105     4209     97890 SH       DEFINED 2            97890        0        0 
APACHE CORP                    COM              037411105       26       611 SH       DEFINED 3              611        0        0 
APARTMENT INVT & MGMT CO       CL A             03748R101   249122   5504252 SH       DEFINED 1 5              0        0  5504252 
APARTMENT INVT & MGMT CO       CL A             03748R101    76960   1700400 SH       DEFINED 2          1668800        0    31600 
APARTMENT INVT & MGMT CO       CL A             03748R101        1        21 SH       DEFINED 3               21        0        0 
APOGEE ENTERPRISES INC         COM              037598109       35      2700 SH       DEFINED 1 5              0        0     2700 
APOLLO GROUP INC               CL A             037604105    35126    835736 SH       DEFINED 1 5          79500        0   756236 
APOLLO GROUP INC               CL A             037604105     1425     33900 SH       DEFINED 2                0        0    33900 
APOGENT TECHNOLOGIES INC       COM              03760A101    30636   1281860 SH       DEFINED 1 5          36700        0  1245160 
APOGENT TECHNOLOGIES INC       COM              03760A101     2670    111700 SH       DEFINED 2           111700        0        0 
APOGENT TECHNOLOGIES INC       COM              03760A101        1        57 SH       DEFINED 3               57        0        0 
APPLE COMPUTER INC             COM              037833100    60849   3923200 SH       DEFINED 1 5         142500        0  3780700 
APPLE COMPUTER INC             COM              037833100     4863    313559 SH       DEFINED 2           280259        0    33300 
APPLE COMPUTER INC             COM              037833100       22      1400 SH       DEFINED 3             1400        0        0 
APPLEBEES INTL INC             COM              037899101   134255   4551010 SH       DEFINED 1 5          34400        0  4516610 
APPLEBEES INTL INC             COM              037899101     9776    331400 SH       DEFINED 2           331400        0        0 
APRIA HEALTHCARE GROUP INC     COM              037933108    27190   1049820 SH       DEFINED 1 5          39000        0  1010820 
APRIA HEALTHCARE GROUP INC     COM              037933108     1388     53600 SH       DEFINED 2            53600        0        0 
APPLERA CORP                   COM AP BIO GRP   038020103   174563   7154212 SH       DEFINED 1 5              0        0  7154212 
APPLERA CORP                   COM AP BIO GRP   038020103     4332    177556 SH       DEFINED 2           175456        0     2100 
APPLERA CORP                   COM AP BIO GRP   038020103        1        49 SH       DEFINED 3               49        0        0 
APPLERA CORP                   COM CE GEN GRP   038020202   193819   8042288 SH       DEFINED 1 5              0        0  8042288 
APPLERA CORP                   COM CE GEN GRP   038020202    11550    479244 SH       DEFINED 2           462744        0    16500 
APPLERA CORP                   COM CE GEN GRP   038020202        1        33 SH       DEFINED 3               33        0        0 
APPLICA INC                    COM              03815A106     5908    699200 SH       DEFINED 1 5              0        0   699200 
APPLIED EXTRUSION TECHNOLOGIES COM              038196101      226     28700 SH       DEFINED 1 5              0        0    28700 
APPLIED EXTRUSION TECHNOLOGIES COM              038196101        0         0 SH       DEFINED 2                0        0        0 
APPLIED MATLS INC              COM              038222105   384976  13541309 SH       DEFINED 1 5         156030        0 13385279 
APPLIED MATLS INC              COM              038222105    36190   1272521 SH       DEFINED 2          1105141        0   167380 
APPLIED MATLS INC              COM              038222105      131      4590 SH       DEFINED 3             4590        0        0 
APPLIED MICRO CIRCUITS CORP    COM              03822W109    49180   7035742 SH       DEFINED 1 5          42622        0  6993120 
APPLIED MICRO CIRCUITS CORP    COM              03822W109     2590    370579 SH       DEFINED 2           316179        0    54400 
APROPOS TECHNOLOGY INC         COM              038334108        0       100 SH       DEFINED 2                0        0      100 
APTARGROUP INC                 COM              038336103    18807    591420 SH       DEFINED 1 5              0        0   591420 
ARACRUZ CELULOSE S A           SPON ADR CL B    038496204     8314    559855 SH       DEFINED 1 5          26000        0   533855 
ARACRUZ CELULOSE S A           SPON ADR CL B    038496204     1769    119100 SH       DEFINED 2           119100        0        0 
ARBITRON INC                   COM              03875Q108    34671   1325362 SH       DEFINED 1 5          37500        0  1287862 
ARBITRON INC                   COM              03875Q108     1802     68880 SH       DEFINED 2            68580        0      300 
ARCH CHEMICALS INC             COM              03937R102    35793   1576800 SH       DEFINED 1 5              0        0  1576800 
ARCH CHEMICALS INC             COM              03937R102    25977   1144350 SH       DEFINED 2          1144350        0        0 
ARCH COAL INC                  COM              039380100     5568    356950 SH       DEFINED 1 5          92150        0   264800 
ARCH COAL INC                  COM              039380100      577     37000 SH       DEFINED 2                0        0    37000 
ARCH COAL INC                  COM              039380100        1        39 SH       DEFINED 3               39        0        0 
ARCHER DANIELS MIDLAND CO      COM              039483102   174608  13868810 SH       DEFINED 1 5           6604        0 13862206 
ARCHER DANIELS MIDLAND CO      COM              039483102     6524    518178 SH       DEFINED 2           518178        0        0 
ARCHER DANIELS MIDLAND CO      COM              039483102       13      1056 SH       DEFINED 3             1056        0        0 
ARCHSTONE CMNTYS TR            SH BEN INT       039581103    56024   2146500 SH       DEFINED 1 5              0        0  2146500 
ARCHSTONE CMNTYS TR            SH BEN INT       039581103    32445   1243100 SH       DEFINED 2          1243100        0        0 
ARDEN RLTY INC                 COM              039793104    33645   1315800 SH       DEFINED 1 5              0        0  1315800 
ARDEN RLTY INC                 COM              039793104    21691    848300 SH       DEFINED 2           848300        0        0 
ARENA PHARMACEUTICALS INC      COM              040047102     4498    408900 SH       DEFINED 1 5              0        0   408900 
ARGOSY GAMING CO               COM              040228108     3781    144300 SH       DEFINED 1 5          28200        0   116100 
ARK RESTAURANTS CORP           COM              040712101     1523    213200 SH       DEFINED 1 5              0        0   213200 
ARKANSAS BEST CORP DEL         COM              040790107    16812    811800 SH       DEFINED 1 5              0        0   811800 
ARKANSAS BEST CORP DEL         COM              040790107     4919    237500 SH       DEFINED 2           237500        0        0 
ARM HLDGS PLC                  SPONSORED ADR    042068106    14448   1369500 SH       DEFINED 1 5              0        0  1369500 
ARM HLDGS PLC                  SPONSORED ADR    042068106      559     53000 SH       DEFINED 2            53000        0        0 
ARMOR HOLDINGS INC             COM              042260109     5027    253900 SH       DEFINED 1 5          39800        0   214100 
ARNOLD INDS INC                COM              042595108    20079    970000 SH       DEFINED 1 5              0        0   970000 
ARQULE INC                     COM              04269E107     2672    255700 SH       DEFINED 2           255700        0        0 
ARRIS GROUP INC                COM              04269Q100      721    201500 SH       DEFINED 1 5         201500        0        0 
ARROW ELECTRS INC              COM              042735100   299267  14346430 SH       DEFINED 1 5         361590        0 13984840 
ARROW ELECTRS INC              COM              042735100     5298    254000 SH       DEFINED 2           206900        0    47100 
ARROW ELECTRS INC              COM              042735100        8       400 SH       DEFINED 3              400        0        0 
ART TECHNOLOGY GROUP INC       COM              04289L107      979   1398500 SH       DEFINED 1 5          48500        0  1350000 
ART TECHNOLOGY GROUP INC       COM              04289L107       16     22700 SH       DEFINED 2            22700        0        0 
ARTESYN TECHNOLOGIES INC       COM              043127109     3516    646400 SH       DEFINED 1 5          20500        0   625900 
ARTESYN TECHNOLOGIES INC       COM              043127109     1676    308000 SH       DEFINED 2           308000        0        0 
ARVINMERITOR INC               COM              043353101    29829   2087400 SH       DEFINED 1 5              0        0  2087400 
ARVINMERITOR INC               COM              043353101       20      1400 SH       DEFINED 2             1400        0        0 
ASCENTIAL SOFTWARE CORP        COM              04362P108       16      4715 SH       DEFINED 2             4715        0        0 
ASHLAND INC                    COM              044204105     7207    186940 SH       DEFINED 1 5          18840        0   168100 
ASHLAND INC                    COM              044204105     2101     54496 SH       DEFINED 2            54496        0        0 
ASHLAND INC                    COM              044204105        6       160 SH       DEFINED 3              160        0        0 
ASHWORTH INC                   COM              04516H101     7548   1315000 SH       DEFINED 1 5              0        0  1315000 
ASIA TIGERS FD INC             COM              04516T105     1231    235300 SH       DEFINED 1 5              0        0   235300 
ASIAINFO HLDGS INC             COM              04518A104      511     43000 SH       DEFINED 1 5          42800        0      200 
ASIAINFO HLDGS INC             COM              04518A104     4257    358002 SH       DEFINED 3           358002        0        0 
ASIAINFO HLDGS INC             COM              04518A104    11101    933631 SH       DEFINED 4           933631        0        0 
ASSOCIATED BANC CORP           COM              045487105     1695     50000 SH       DEFINED 1 5              0        0    50000 
ASSOCIATED MATLS INC           COM              045709102     1536     74000 SH       DEFINED 1 5              0        0    74000 
AT HOME CORP                   SB DB CV0.525%18 045919AC1     1261  12250000PRN       DEFINED 1 5              0        0        0 
AT HOME CORP                   SUB NT CV4.75%06 045919AF4      170   2000000PRN       DEFINED 1 5              0        0        0 
ASTEC INDS INC                 COM              046224101     3033    233140 SH       DEFINED 1 5           7380        0   225760 
ASTEC INDS INC                 COM              046224101     1258     96700 SH       DEFINED 2            96700        0        0 
ASTORIA FINL CORP              COM              046265104   112761   1902810 SH       DEFINED 1 5          27200        0  1875610 
ASTORIA FINL CORP              COM              046265104     3413     57600 SH       DEFINED 2            45100        0    12500 
ASTRAZENECA PLC                SPONSORED ADR    046353108   165585   3545710 SH       DEFINED 1 5          19280        0  3526430 
ASTRAZENECA PLC                SPONSORED ADR    046353108      523     11200 SH       DEFINED 2                0        0    11200 
ASTRONICS CORP                 COM              046433108     7160    596700 SH       DEFINED 1 5              0        0   596700 
ASTROPOWER INC                 COM              04644A101     6902    200000 SH       DEFINED 1 5              0        0   200000 
ASYST TECHNOLOGY CORP          COM              04648X107       23      2500 SH       DEFINED 1 5              0        0     2500 
AT & T LATIN AMER CORP         COM              04649A106     2668   1516000 SH       DEFINED 1 5              0        0  1516000 
AT & T LATIN AMER CORP         COM              04649A106      610    346450 SH       DEFINED 2           346450        0        0 
ATLANTIC COAST AIRLINES HLDGS  COM              048396105    40483   3043869 SH       DEFINED 1 5        1164460        0  1879409 
ATLANTIC COAST AIRLINES HLDGS  COM              048396105     7056    530531 SH       DEFINED 2           508331        0    22200 
ATLANTIC TELE NETWORK INC      COM NEW          049079205     6651    498220 SH       DEFINED 1 5              0        0   498220 
ATMEL CORP                     COM              049513104   133190  19947500 SH       DEFINED 1 5         239800        0 19707700 
ATMEL CORP                     COM              049513104      737    110400 SH       DEFINED 2           102600        0     7800 
ATMEL CORP                     SD CV ZRO 144A21 049513AD6    13823  48300000PRN       DEFINED 1 5              0        0        0 
ATMOS ENERGY CORP              COM              049560105    10822    501000 SH       DEFINED 2           501000        0        0 
ATRIX LABS INC                 COM              04962L101    39844   1695500 SH       DEFINED 1 5           4000        0  1691500 
ATRIX LABS INC                 COM              04962L101     5041    214500 SH       DEFINED 2           214500        0        0 
ATWOOD OCEANICS INC            COM              050095108     8614    331300 SH       DEFINED 2           331300        0        0 
AURORA FOODS INC               COM              05164B106     1404    351900 SH       DEFINED 1 5              0        0   351900 
AUTODESK INC                   COM              052769106     1286     40100 SH       DEFINED 1 5          21400        0    18700 
AUTODESK INC                   COM              052769106     1349     42083 SH       DEFINED 2            42083        0        0 
AUTOLOGIC INFORMATION INTL     COM              052803103     1330    189671 SH       DEFINED 1 5         189671        0        0 
AUTOLOGIC INFORMATION INTL     COM              052803103     2608    372057 SH       DEFINED 3           372057        0        0 
AUTOMATIC DATA PROCESSING INC  COM              053015103  1013617  21547980 SH       DEFINED 1 5              0        0 21547980 
AUTOMATIC DATA PROCESSING INC  COM              053015103    48492   1030872 SH       DEFINED 2           901612        0   129260 
AUTOMATIC DATA PROCESSING INC  COM              053015103      877     18642 SH       DEFINED 3            18642        0        0 
AUTONATION INC                 COM              05329W102   311480  35435757 SH       DEFINED 1 5        8325390        0 27110367 
AUTONATION INC                 COM              05329W102     3565    405570 SH       DEFINED 2           198070        0   207500 
AUTOZONE INC                   COM              053332102   351964   6786800 SH       DEFINED 1 5          43800        0  6743000 
AUTOZONE INC                   COM              053332102    22221    428480 SH       DEFINED 2           423380        0     5100 
AVALONBAY CMNTYS INC           COM              053484101   101212   2119619 SH       DEFINED 1 5              0        0  2119619 
AVALONBAY CMNTYS INC           COM              053484101    38649    809400 SH       DEFINED 2           809400        0        0 
AVANT CORP                     COM              053487104    11084   3744500 SH       DEFINED 1 5              0        0  3744500 
AVANT CORP                     COM              053487104      294     99329 SH       DEFINED 4            99329        0        0 
AVAYA INC                      COM              053499109     9019    911000 SH       DEFINED 1 5              0        0   911000 
AVAYA INC                      COM              053499109     2176    219816 SH       DEFINED 2           219816        0        0 
AVAYA INC                      COM              053499109        7       737 SH       DEFINED 3              737        0        0 
AVENTIS                        SPONSORED ADR    053561106    26728    355940 SH       DEFINED 1 5              0        0   355940 
AVERY DENNISON CORP            COM              053611109   260474   5505680 SH       DEFINED 1 5              0        0  5505680 
AVERY DENNISON CORP            COM              053611109    32426    685394 SH       DEFINED 2           674194        0    11200 
AVERY DENNISON CORP            COM              053611109       22       456 SH       DEFINED 3              456        0        0 
AVICI SYS INC                  COM              05367L109       28     22000 SH       DEFINED 1 5          22000        0        0 
AVIRON                         COM              053762100    14174    569470 SH       DEFINED 1 5          49200        0   520270 
AVIRON                         COM              053762100     1354     54400 SH       DEFINED 2            54400        0        0 
AVIRON                         COM              053762100       25      1000 SH       DEFINED 3             1000        0        0 
AVIRON                         SB NT CV 5.25%08 053762AD2    36461  52552000PRN       DEFINED 1 5              0        0        0 
AVNET INC                      COM              053807103   291107  16003660 SH       DEFINED 1 5         465617        0 15538043 
AVNET INC                      COM              053807103    20975   1153131 SH       DEFINED 2          1147731        0     5400 
AVNET INC                      COM              053807103        9       500 SH       DEFINED 3              500        0        0 
AVOCENT CORP                   COM              053893103    48193   3238779 SH       DEFINED 1 5          60800        0  3177979 
AVOCENT CORP                   COM              053893103     9934    667600 SH       DEFINED 2           661100        0     6500 
AVON PRODS INC                 COM              054303102  1521507  32897441 SH       DEFINED 1 5        3247930        0 29649511 
AVON PRODS INC                 COM              054303102    69891   1511146 SH       DEFINED 2          1350246        0   160900 
AVON PRODS INC                 COM              054303102       58      1253 SH       DEFINED 3             1253        0        0 
AXCELIS TECHNOLOGIES INC       COM              054540109    36620   3875088 SH       DEFINED 1 5              0        0  3875088 
AXCELIS TECHNOLOGIES INC       COM              054540109     8392    888032 SH       DEFINED 2           885632        0     2400 
AXCELIS TECHNOLOGIES INC       COM              054540109        3       352 SH       DEFINED 3              352        0        0 
AXCAN PHARMA INC               COM              054923107     1169    108000 SH       DEFINED 1 5          87000        0    21000 
AXCAN PHARMA INC               COM              054923107       12      1100 SH       DEFINED 2             1100        0        0 
BB&T CORP                      COM              054937107    10022    274942 SH       DEFINED 1 5              0        0   274942 
BB&T CORP                      COM              054937107    12472    342174 SH       DEFINED 2           342174        0        0 
BCE INC                        COM              05534B109    78009   3558353 SH       DEFINED 1 5        1462673        0  2095680 
BCE INC                        COM              05534B109     2500    114130 SH       DEFINED 2           114130        0        0 
BISYS GROUP INC                COM              055472104   205129   3868900 SH       DEFINED 1 5          23500        0  3845400 
BISYS GROUP INC                COM              055472104      684     12900 SH       DEFINED 2            12300        0      600 
BISYS GROUP INC                COM              055472104       45       840 SH       DEFINED 3              840        0        0 
BJ SVCS CO                     COM              055482103   285011  16022278 SH       DEFINED 1 5         359180        0 15663098 
BJ SVCS CO                     COM              055482103     4227    237600 SH       DEFINED 2           101200        0   136400 
BJS WHOLESALE CLUB INC         COM              05548J106   318131   6682020 SH       DEFINED 1 5          21300        0  6660720 
BJS WHOLESALE CLUB INC         COM              05548J106    55827   1172590 SH       DEFINED 2          1045630        0   126960 
BJS WHOLESALE CLUB INC         COM              05548J106        3        53 SH       DEFINED 3               53        0        0 
BMC INDS INC MINN              COM              055607105     1283    628800 SH       DEFINED 1 5              0        0   628800 
BOK FINL CORP                  COM NEW          05561Q201    12843    425400 SH       DEFINED 1 5              0        0   425400 
BP PLC                         SPONSORED ADR    055622104  1989793  40467621 SH       DEFINED 1 5          65472        0 40402149 
BP PLC                         SPONSORED ADR    055622104     6639    135012 SH       DEFINED 2            91512        0    43500 
BP PLC                         SPONSORED ADR    055622104     2907     59117 SH       DEFINED 3            59117        0        0 
BRE PROPERTIES INC             CL A             05564E106      300     10000 SH       DEFINED 1 5              0        0    10000 
BMC SOFTWARE INC               COM              055921100    78510   6180525 SH       DEFINED 1 5          48700        0  6131825 
BMC SOFTWARE INC               COM              055921100     8573    675068 SH       DEFINED 2           544679        0   130389 
BTU INTL INC                   COM              056032105     2151    691600 SH       DEFINED 1 5              0        0   691600 
BAIRNCO CORP                   COM              057097107     5270    900900 SH       DEFINED 1 5              0        0   900900 
BAKER HUGHES INC               COM              057224107   983301  33965504 SH       DEFINED 1 5         152270        0 33813234 
BAKER HUGHES INC               COM              057224107    40419   1396173 SH       DEFINED 2          1209773        0   186400 
BAKER HUGHES INC               COM              057224107       40      1391 SH       DEFINED 3             1391        0        0 
BAKER J INC                    SUB NT CONV 7%02 057232AA8     3059  13300000PRN       DEFINED 1 5              0        0        0 
BAKER J INC                    SUB NT CONV 7%02 057232AA8       60    260000PRN       DEFINED 2                0        0        0 
BALDOR ELEC CO                 COM              057741100    11246    566560 SH       DEFINED 1 5              0        0   566560 
BALDOR ELEC CO                 COM              057741100     2224    112064 SH       DEFINED 2           112064        0        0 
BALDWIN TECHNOLOGY INC         CL A             058264102      376    395800 SH       DEFINED 1 5              0        0   395800 
BALL CORP                      COM              058498106    23448    391455 SH       DEFINED 1 5           5420        0   386035 
BALL CORP                      COM              058498106     2011     33572 SH       DEFINED 2            33572        0        0 
BALLARD PWR SYS INC            COM              05858H104      354     18000 SH       DEFINED 1 5           7000        0    11000 
BALLY TOTAL FITNESS HLDG CORP  COM              05873K108     2514    123800 SH       DEFINED 1 5              0        0   123800 
BALLY TOTAL FITNESS HLDG CORP  COM              05873K108     4105    202100 SH       DEFINED 2           202100        0        0 
BANCO SANTANDER CENT HISPANO   ADR              05964H105    22625   3000600 SH       DEFINED 1 5              0        0  3000600 
BANCO SANTANDER CHILE          SPON ADR SER A   05965F108     3071    172500 SH       DEFINED 1 5          13900        0   158600 
BANCO SANTIAGO                 SP ADR REP COM   05965L105      635     32000 SH       DEFINED 1 5            900        0    31100 
BANCWEST CORP NEW              COM              059790105    25164    720400 SH       DEFINED 1 5              0        0   720400 
BANDAG INC                     COM              059815100      821     30000 SH       DEFINED 1 5              0        0    30000 
BANDAG INC                     COM              059815100     1192     43600 SH       DEFINED 2            43600        0        0 
BANGOR HYDRO ELEC CO           COM              060077104     4258    159900 SH       DEFINED 1 5              0        0   159900 
BANK OF AMERICA CORPORATION    COM              060505104  2716739  46519494 SH       DEFINED 1 5         549954        0 45969540 
BANK OF AMERICA CORPORATION    COM              060505104   185398   3174626 SH       DEFINED 2          2873426        0   301200 
BANK OF AMERICA CORPORATION    COM              060505104      389      6669 SH       DEFINED 3             6669        0        0 
BANK MONTREAL QUE              COM              063671101   186426   7419150 SH       DEFINED 1 5        7264520        0   154630 
BANK MONTREAL QUE              COM              063671101     1798     71940 SH       DEFINED 2            71940        0        0 
BANK OF THE OZARKS INC         COM              063904106     8200    377000 SH       DEFINED 1 5              0        0   377000 
BANK NEW YORK INC              COM              064057102   488390  13954014 SH       DEFINED 1 5          38700        0 13915314 
BANK NEW YORK INC              COM              064057102    24926    712175 SH       DEFINED 2           712175        0        0 
BANK NEW YORK INC              COM              064057102      492     14064 SH       DEFINED 3            14064        0        0 
BANK ONE CORP                  COM              06423A103  1605344  51011875 SH       DEFINED 1 5         495718        0 50516157 
BANK ONE CORP                  COM              06423A103    91162   2896777 SH       DEFINED 2          2525277        0   371500 
BANK ONE CORP                  COM              06423A103      129      4093 SH       DEFINED 3             4093        0        0 
BANK UTD CORP LITIGATN CONT TR RT CONTINGENT    065416117       42    154700 SH       DEFINED 1 5          18200        0   136500 
BANKNORTH GROUP INC NEW        COM              06646R107    72677   3256155 SH       DEFINED 1 5              0        0  3256155 
BANKNORTH GROUP INC NEW        COM              06646R107    16637    745400 SH       DEFINED 2           728000        0    17400 
BANKNORTH GROUP INC NEW        COM              06646R107        7       308 SH       DEFINED 3              308        0        0 
BANTA CORP                     COM              066821109    16287    584400 SH       DEFINED 1 5              0        0   584400 
BANTA CORP                     COM              066821109    16549    593800 SH       DEFINED 2           593800        0        0 
BARBEQUES GALORE LTD           SPONSORED ADR    067091108      770    285000 SH       DEFINED 1 5              0        0   285000 
BARD C R INC                   COM              067383109   204206   3972110 SH       DEFINED 1 5              0        0  3972110 
BARD C R INC                   COM              067383109    35951    699308 SH       DEFINED 2           697308        0     2000 
BARD C R INC                   COM              067383109        3        50 SH       DEFINED 3               50        0        0 
BARNES & NOBLE INC             COM              067774109    16866    467200 SH       DEFINED 1 5              0        0   467200 
BARNES & NOBLE INC             COM              067774109     4650    128800 SH       DEFINED 2           128800        0        0 
BARNES & NOBLE INC             COM              067774109        4       100 SH       DEFINED 3              100        0        0 
BARRICK GOLD CORP              COM              067901108   256139  14647932 SH       DEFINED 1 5         847262        0 13800670 
BARRICK GOLD CORP              COM              067901108     8569    492438 SH       DEFINED 2           410038        0    82400 
BARR LABS INC                  COM              068306109   399287   5050230 SH       DEFINED 1 5         137290        0  4912940 
BARR LABS INC                  COM              068306109     6300     79690 SH       DEFINED 2            69190        0    10500 
BARR LABS INC                  COM              068306109       40       500 SH       DEFINED 3              500        0        0 
BARRA INC                      COM              068313105    19119    455000 SH       DEFINED 1 5              0        0   455000 
BASSETT FURNITURE INDS INC     COM              070203104     3273    234300 SH       DEFINED 1 5              0        0   234300 
BASSETT FURNITURE INDS INC     COM              070203104       39      2800 SH       DEFINED 2             2800        0        0 
BAUSCH & LOMB INC              COM              071707103    32369   1143790 SH       DEFINED 1 5              0        0  1143790 
BAUSCH & LOMB INC              COM              071707103    13734    485315 SH       DEFINED 2           479015        0     6300 
BAXTER INTL INC                COM              071813109   732356  13303470 SH       DEFINED 1 5         193000        0 13110470 
BAXTER INTL INC                COM              071813109    30777    559070 SH       DEFINED 2           548270        0    10800 
BAXTER INTL INC                COM              071813109      204      3709 SH       DEFINED 3             3709        0        0 
BE AEROSPACE INC               COM              073302101     1008    132600 SH       DEFINED 1 5              0        0   132600 
BE SEMICONDUCTOR INDS N V      NY REGSTRY SHS   073320103     1184    189200 SH       DEFINED 1 5              0        0   189200 
BEA SYS INC                    COM              073325102   562337  58637877 SH       DEFINED 1 5         597410        0 58040467 
BEA SYS INC                    COM              073325102     4573    476802 SH       DEFINED 2           304738        0   172064 
BEA SYS INC                    COM              073325102       10      1000 SH       DEFINED 3             1000        0        0 
BEA SYS INC                    SB NT CV    4%06 073325AD4     5298   7240000PRN       DEFINED 1 5              0        0        0 
BEAR STEARNS COS INC           COM              073902108    41489    829616 SH       DEFINED 1 5          13000        0   816616 
BEAR STEARNS COS INC           COM              073902108     5203    104046 SH       DEFINED 2           102746        0     1300 
BEAZER HOMES USA INC           COM              07556Q105    57158   1176100 SH       DEFINED 1 5           2600        0  1173500 
BEAZER HOMES USA INC           COM              07556Q105       13       270 SH       DEFINED 2              270        0        0 
BECKMAN COULTER INC            COM              075811109    39421    890880 SH       DEFINED 1 5          25900        0   864980 
BECKMAN COULTER INC            COM              075811109    15669    354100 SH       DEFINED 2           354100        0        0 
BECTON DICKINSON & CO          COM              075887109   533087  14407708 SH       DEFINED 1 5         511010        0 13896698 
BECTON DICKINSON & CO          COM              075887109    22685    613121 SH       DEFINED 2           549891        0    63230 
BECTON DICKINSON & CO          COM              075887109       30       822 SH       DEFINED 3              822        0        0 
BED BATH & BEYOND INC          COM              075896100   294123  11552370 SH       DEFINED 1 5           2700        0 11549670 
BED BATH & BEYOND INC          COM              075896100     5739    225396 SH       DEFINED 2           225396        0        0 
BED BATH & BEYOND INC          COM              075896100       76      2979 SH       DEFINED 3             2979        0        0 
BEL FUSE INC                   CL A             077347201     4030    222400 SH       DEFINED 1 5              0        0   222400 
BEL FUSE INC                   CL B             077347300     1114     57300 SH       DEFINED 1 5              0        0    57300 
BELDEN INC                     COM              077459105     4258    226500 SH       DEFINED 1 5              0        0   226500 
BELDEN INC                     COM              077459105     5525    293900 SH       DEFINED 2           293900        0        0 
BELLSOUTH CORP                 COM              079860102  4281850 103052945 SH       DEFINED 1 5         608200        0102444745 
BELLSOUTH CORP                 COM              079860102   253307   6096435 SH       DEFINED 2          5866335        0   230100 
BELLSOUTH CORP                 COM              079860102     1913     46047 SH       DEFINED 3            46047        0        0 
BELO CORP                      COM SER A        080555105    11307    704900 SH       DEFINED 1 5              0        0   704900 
BELO CORP                      COM SER A        080555105     1535     95700 SH       DEFINED 2            95700        0        0 
BEMIS INC                      COM              081437105    53336   1338420 SH       DEFINED 1 5          50280        0  1288140 
BEMIS INC                      COM              081437105    18711    469539 SH       DEFINED 2           443419        0    26120 
BENCHMARK ELECTRS INC          COM              08160H101    19897   1204390 SH       DEFINED 1 5          26300        0  1178090 
BENCHMARK ELECTRS INC          COM              08160H101     8055    487600 SH       DEFINED 2           481700        0     5900 
BENCHMARK ELECTRS INC          SUB NT CONV 6%06 08160HAC5     1754   2300000PRN       DEFINED 1 5              0        0        0 
BENNETT ENVIRONMENTAL INC      COM              081906109     1377    426300 SH       DEFINED 1 5         426300        0        0 
BENNETT ENVIRONMENTAL INC      COM              081906109       29      9000 SH       DEFINED 2             9000        0        0 
BENIHANA INC                   COM              082047101     3969    348200 SH       DEFINED 1 5              0        0   348200 
BENIHANA INC                   CL A             082047200     2908    266800 SH       DEFINED 1 5              0        0   266800 
BERKLEY W R CORP               COM              084423102    14980    312085 SH       DEFINED 1 5              0        0   312085 
BERKSHIRE HATHAWAY INC DEL     CL A             084670108   970550     13865 SH       DEFINED 1 5             23        0    13842 
BERKSHIRE HATHAWAY INC DEL     CL A             084670108      420         6 SH       DEFINED 3                6        0        0 
BERKSHIRE HATHAWAY INC DEL     CL B             084670207    50307     21591 SH       DEFINED 1 5            419        0    21172 
BERKSHIRE HATHAWAY INC DEL     CL B             084670207      452       194 SH       DEFINED 3              194        0        0 
BERKSHIRE HILLS BANCORP INC    COM              084680107     7878    431900 SH       DEFINED 1 5              0        0   431900 
BEST BUY INC                   COM              086516101   572728  12601273 SH       DEFINED 1 5         289710        0 12311563 
BEST BUY INC                   COM              086516101    85991   1891998 SH       DEFINED 2          1786481        0   105517 
BEST BUY INC                   COM              086516101       15       320 SH       DEFINED 3              320        0        0 
BETHLEHEM STL CORP             COM              087509105     1824   1425290 SH       DEFINED 1 5         195980        0  1229310 
BEVERLY ENTERPRISES INC        COM NEW          087851309     4338    425300 SH       DEFINED 1 5              0        0   425300 
BEVERLY ENTERPRISES INC        COM NEW          087851309     4650    455900 SH       DEFINED 2           455900        0        0 
BIG BUCK BREWERY & STEAKHOUSE  COM              089072102      460    522500 SH       DEFINED 1 5              0        0   522500 
BIG DOG HLDGS INC              COM              089128102     3292   1028800 SH       DEFINED 1 5              0        0  1028800 
BIG LOTS INC                   COM              089302103    97370  11745416 SH       DEFINED 1 5           1900        0 11743516 
BIG LOTS INC                   COM              089302103     9800   1182161 SH       DEFINED 2           885671        0   296490 
BIO RAD LABS INC               CL A             090572207    16676    354800 SH       DEFINED 1 5              0        0   354800 
BIOGEN INC                     COM              090597105   202005   3634420 SH       DEFINED 1 5          27939        0  3606481 
BIOGEN INC                     COM              090597105     9030    162464 SH       DEFINED 2           142764        0    19700 
BIOGEN INC                     COM              090597105      111      1990 SH       DEFINED 3             1990        0        0 
BIOMET INC                     COM              090613100   328235  11221712 SH       DEFINED 1 5         114750        0 11106962 
BIOMET INC                     COM              090613100    11816    403973 SH       DEFINED 2           391123        0    12850 
BIOMET INC                     COM              090613100       19       649 SH       DEFINED 3              649        0        0 
BIOMARIN PHARMACEUTICAL INC    COM              09061G101       49      5060 SH       DEFINED 1 5              0        0     5060 
BIOTRANSPLANT INC              COM              09066Y107     3804    691680 SH       DEFINED 1 5              0        0   691680 
BIOVAIL CORP                   COM              09067J109   143783   3100090 SH       DEFINED 1 5         950760        0  2149330 
BIOVAIL CORP                   COM              09067J109      972     20920 SH       DEFINED 2            20920        0        0 
BIOVAIL CORP                   PFD EQ SBDB CV   09067J208     4984     60000 SH       DEFINED 1 5              0        0    60000 
BIOLASE TECHNOLOGY INC         COM              090911108      119     30000 SH       DEFINED 1 5              0        0    30000 
BLACK & DECKER CORP            COM              091797100   314497  10080032 SH       DEFINED 1 5           1350        0 10078682 
BLACK & DECKER CORP            COM              091797100    11964    383455 SH       DEFINED 2           379555        0     3900 
BLACK BOX CORP DEL             COM              091826107    90743   2156430 SH       DEFINED 1 5            330        0  2156100 
BLACK HILLS CORP               COM              092113109     5430    177900 SH       DEFINED 1 5              0        0   177900 
BLACK HILLS CORP               COM              092113109        3       100 SH       DEFINED 2              100        0        0 
BLACKROCK NORTH AMERN GV INCM  COM              092475102    10742   1049000 SH       DEFINED 1 5              0        0  1049000 
BLACKROCK INC                  CL A             09247X101     2724     61600 SH       DEFINED 1 5              0        0    61600 
BLACKROCK INC                  CL A             09247X101     9423    213100 SH       DEFINED 2           213100        0        0 
BLAIR CORP                     COM              092828102    11650    800700 SH       DEFINED 1 5              0        0   800700 
BLOCK H & R INC                COM              093671105    37377    969330 SH       DEFINED 1 5         195380        0   773950 
BLOCK H & R INC                COM              093671105     8364    216902 SH       DEFINED 2           142702        0    74200 
BLOCKBUSTER INC                CL A             093679108     9086    414900 SH       DEFINED 1 5         117900        0   297000 
BLONDER TONGUE LABS INC        COM              093698108      788    262700 SH       DEFINED 1 5              0        0   262700 
BLUE MARTINI SOFTWARE INC      COM              095698106      827   1060000 SH       DEFINED 1 5              0        0  1060000 
BLYTH INC                      COM              09643P108    11900    598300 SH       DEFINED 1 5              0        0   598300 
BOARDWALK EQUITIES INC         COM              096613104    28896   3684800 SH       DEFINED 1 5              0        0  3684800 
BOARDWALK EQUITIES INC         COM              096613104     5583    712000 SH       DEFINED 2           712000        0        0 
BOEING CO                      COM              097023105   425592  12704253 SH       DEFINED 1 5         395500        0 12308753 
BOEING CO                      COM              097023105    35103   1047862 SH       DEFINED 2           824562        0   223300 
BOEING CO                      COM              097023105       64      1901 SH       DEFINED 3             1901        0        0 
BOISE CASCADE CORP             COM              097383103    30375   1029667 SH       DEFINED 1 5         260720        0   768947 
BOISE CASCADE CORP             COM              097383103    12607    427362 SH       DEFINED 2           419962        0     7400 
BOMBAY CO INC                  COM              097924104     1051    505500 SH       DEFINED 1 5              0        0   505500 
BORDERS GROUP INC              COM              099709107    40931   2137400 SH       DEFINED 1 5          34575        0  2102825 
BORDERS GROUP INC              COM              099709107      513     26800 SH       DEFINED 2            22922        0     3878 
BORG WARNER INC                COM              099724106      206      5100 SH       DEFINED 1 5              0        0     5100 
BORLAND SOFTWARE CORP          COM              099849101     5052    623700 SH       DEFINED 1 5              0        0   623700 
BORLAND SOFTWARE CORP          COM              099849101     3576    441500 SH       DEFINED 2           441500        0        0 
BOSTON ACOUSTICS INC           COM              100534106     1376    125100 SH       DEFINED 1 5              0        0   125100 
BOSTON COMMUNICATIONS GROUP    COM              100582105      136     12100 SH       DEFINED 1 5              0        0    12100 
BOSTON PROPERTIES INC          COM              101121101    43091   1130100 SH       DEFINED 1 5              0        0  1130100 
BOSTON PROPERTIES INC          COM              101121101    13498    354000 SH       DEFINED 2           354000        0        0 
BOSTON SCIENTIFIC CORP         COM              101137107    26181   1277110 SH       DEFINED 1 5          15100        0  1262010 
BOSTON SCIENTIFIC CORP         COM              101137107    27575   1345107 SH       DEFINED 2          1345107        0        0 
BOSTON SCIENTIFIC CORP         COM              101137107        9       456 SH       DEFINED 3              456        0        0 
BOWATER INC                    COM              102183100   289441   6575227 SH       DEFINED 1 5          49000        0  6526227 
BOWATER INC                    COM              102183100    15634    355161 SH       DEFINED 2           321461        0    33700 
BRASCAN CORP                   CL A LTD VT SH   10549P606    66161   3978769 SH       DEFINED 1 5         178200        0  3800569 
BRASCAN CORP                   CL A LTD VT SH   10549P606      297     17840 SH       DEFINED 2            17840        0        0 
BRASIL TELECOM PARTICIPACOES   SPON ADR PFD     105530109     1771     65100 SH       DEFINED 1 5           5100        0    60000 
BRAUN CONSULTING INC           COM              105651103      783    217500 SH       DEFINED 1 5          81800        0   135700 
BRIGGS & STRATTON CORP         COM              109043109     4644    148800 SH       DEFINED 1 5              0        0   148800 
BRIGGS & STRATTON CORP         COM              109043109       37      1200 SH       DEFINED 2             1200        0        0 
BRIGGS & STRATTON CORP         COM              109043109       10       325 SH       DEFINED 3              325        0        0 
BRIGHT HORIZON FAMILY SOLUTION COM              109195107     3507    129900 SH       DEFINED 1 5              0        0   129900 
BRIGHT HORIZON FAMILY SOLUTION COM              109195107     1307     48400 SH       DEFINED 2            48400        0        0 
BRIGHTPOINT INC                COM              109473108       89     28700 SH       DEFINED 1 5              0        0    28700 
BRINKER INTL INC               COM              109641100   106692   4517005 SH       DEFINED 1 5           2605        0  4514400 
BRINKER INTL INC               COM              109641100    21309    902165 SH       DEFINED 2           902165        0        0 
BRINKER INTL INC               COM              109641100        4       160 SH       DEFINED 3              160        0        0 
BRISTOL MYERS SQUIBB CO        COM              110122108  7126323 128263549 SH       DEFINED 1 5        2159470        0126104079 
BRISTOL MYERS SQUIBB CO        COM              110122108   386666   6959430 SH       DEFINED 2          5858210        0  1101220 
BRISTOL MYERS SQUIBB CO        COM              110122108     9490    170815 SH       DEFINED 3           170815        0        0 
BRITISH AWYS PLC               ADR 2ND INSTAL   110419306      214      8000 SH       DEFINED 1 5              0        0     8000 
BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST   111021408    52204   1020600 SH       DEFINED 1 5              0        0  1020600 
BROADCOM CORP                  CL A             111320107   172866   8515580 SH       DEFINED 1 5          57600        0  8457980 
BROADCOM CORP                  CL A             111320107     4722    232622 SH       DEFINED 2           226122        0     6500 
BROADCOM CORP                  CL A             111320107        0        15 SH       DEFINED 3               15        0        0 
BROADWING INC                  COM              111620100    77815   4839240 SH       DEFINED 1 5         157980        0  4681260 
BROADWING INC                  COM              111620100      256     15900 SH       DEFINED 2                0        0    15900 
BROADWING INC                  PFD CV DEP1/20   111620407      352      9100 SH       DEFINED 1 5              0        0     9100 
BROADWING INC                  PFD CV DEP1/20   111620407     4607    119000 SH       DEFINED 2           103900        0    15100 
BROCADE COMMUNICATIONS SYS INC COM              111621108   414515  29544936 SH       DEFINED 1 5          73300        0 29471636 
BROCADE COMMUNICATIONS SYS INC COM              111621108    48588   3463154 SH       DEFINED 2          3246874        0   216280 
BROCADE COMMUNICATIONS SYS INC COM              111621108        0        15 SH       DEFINED 3               15        0        0 
BROOKFIELD PPTYS CORP          COM              112900105    69858   3762200 SH       DEFINED 1 5        3336100        0   426100 
BROOKFIELD PPTYS CORP          COM              112900105      181      9720 SH       DEFINED 2             9720        0        0 
BROOKS AUTOMATION INC          COM              11434A100      197      7400 SH       DEFINED 1 5              0        0     7400 
BROOKS AUTOMATION INC          COM              11434A100      292     11000 SH       DEFINED 2            11000        0        0 
BROOKSTONE INC                 COM              114537103     8952    836600 SH       DEFINED 1 5              0        0   836600 
BROOKTROUT INC                 COM              114580103     3269    993700 SH       DEFINED 1 5              0        0   993700 
BROWN & BROWN INC              COM              115236101     5217    100140 SH       DEFINED 1 5          63840        0    36300 
BROWN & BROWN INC              COM              115236101    25417    487850 SH       DEFINED 2           487850        0        0 
BROWN FORMAN CORP              CL B             115637209      518      8200 SH       DEFINED 1 5              0        0     8200 
BROWN FORMAN CORP              CL B             115637209     4532     71729 SH       DEFINED 2            68729        0     3000 
BROWN TOM INC                  COM NEW          115660201      651     31130 SH       DEFINED 1 5           1100        0    30030 
BROWN SHOE INC NEW             COM              115736100      195     17220 SH       DEFINED 1 5          17220        0        0 
BROWN SHOE INC NEW             COM              115736100     3795    334400 SH       DEFINED 2           334400        0        0 
BRUNSWICK CORP                 COM              117043109    65732   3991030 SH       DEFINED 1 5              0        0  3991030 
BRUNSWICK CORP                 COM              117043109     1127     68408 SH       DEFINED 2            68408        0        0 
BRUNSWICK CORP                 COM              117043109        3       205 SH       DEFINED 3              205        0        0 
BUCKEYE TECHNOLOGIES INC       COM              118255108      381     38500 SH       DEFINED 1 5              0        0    38500 
BUCKEYE TECHNOLOGIES INC       COM              118255108       39      3900 SH       DEFINED 2             3900        0        0 
BUCKLE INC                     COM              118440106      361     21900 SH       DEFINED 1 5              0        0    21900 
BURLINGTON NORTHN SANTA FE CP  COM              12189T104   832085  31105980 SH       DEFINED 1 5           5250        0 31100730 
BURLINGTON NORTHN SANTA FE CP  COM              12189T104    32870   1228791 SH       DEFINED 2          1050191        0   178600 
BURLINGTON NORTHN SANTA FE CP  COM              12189T104      162      6056 SH       DEFINED 3             6056        0        0 
BURLINGTON RES INC             COM              122014103   403708  11800867 SH       DEFINED 1 5          95310        0 11705557 
BURLINGTON RES INC             COM              122014103     6432    188023 SH       DEFINED 2           177923        0    10100 
BURLINGTON RES INC             COM              122014103       72      2091 SH       DEFINED 3             2091        0        0 
BUSH INDS INC                  CL A             123164105     7249    821000 SH       DEFINED 1 5              0        0   821000 
BUSH INDS INC                  CL A             123164105     1406    159200 SH       DEFINED 2           159200        0        0 
BUSINESS OBJECTS S A           SPONSORED ADR    12328X107     3218    165000 SH       DEFINED 1 5              0        0   165000 
C&D TECHNOLOGIES INC           COM              124661109    39073   2123500 SH       DEFINED 1 5              0        0  2123500 
C&D TECHNOLOGIES INC           COM              124661109     4381    238100 SH       DEFINED 2           238100        0        0 
CBL & ASSOC PPTYS INC          COM              124830100    23025    844963 SH       DEFINED 1 5              0        0   844963 
CBL & ASSOC PPTYS INC          COM              124830100     9469    347500 SH       DEFINED 2           347500        0        0 
CBRL GROUP INC                 COM              12489V106    32206   1465900 SH       DEFINED 1 5              0        0  1465900 
CBRL GROUP INC                 COM              12489V106     3467    157800 SH       DEFINED 2           157800        0        0 
C D I CORP                     COM              125071100      557     34700 SH       DEFINED 1 5              0        0    34700 
CDW COMPUTER CTRS INC          COM              125129106   207481   5734700 SH       DEFINED 1 5          24700        0  5710000 
CDW COMPUTER CTRS INC          COM              125129106    10532    291100 SH       DEFINED 2           210700        0    80400 
CEC ENTMT INC                  COM              125137109    16882    495070 SH       DEFINED 1 5           7120        0   487950 
CEC ENTMT INC                  COM              125137109    14062    412375 SH       DEFINED 2           409675        0     2700 
CHC HELICOPTER CORP            CL A SUB VTG     12541C203    12079   1385910 SH       DEFINED 1 5        1228910        0   157000 
CHC HELICOPTER CORP            CL A SUB VTG     12541C203      290     33220 SH       DEFINED 2            33220        0        0 
C H ROBINSON WORLDWIDE INC     COM              12541W100   187619   6478550 SH       DEFINED 1 5              0        0  6478550 
C H ROBINSON WORLDWIDE INC     COM              12541W100     4057    140100 SH       DEFINED 2           140000        0      100 
C H ROBINSON WORLDWIDE INC     COM              12541W100        2        80 SH       DEFINED 3               80        0        0 
CIGNA CORP                     COM              125509109    31977    385500 SH       DEFINED 1 5              0        0   385500 
CIGNA CORP                     COM              125509109     9722    117203 SH       DEFINED 2           117203        0        0 
CIGNA CORP                     COM              125509109      555      6685 SH       DEFINED 3             6685        0        0 
CMGI INC                       COM              125750109       36     35687 SH       DEFINED 1 5              0        0    35687 
CMGI INC                       COM              125750109       51     50713 SH       DEFINED 2            50713        0        0 
CMS ENERGY CORP                COM              125896100    22488   1124410 SH       DEFINED 1 5              0        0  1124410 
CMS ENERGY CORP                COM              125896100     1943     97162 SH       DEFINED 2            97162        0        0 
C-MAC INDS INC                 COM              125920108     5474    272360 SH       DEFINED 1 5         272250        0      110 
C-MAC INDS INC                 COM              125920108      146      7240 SH       DEFINED 2             7240        0        0 
CNA FINL CORP                  COM              126117100      330     12200 SH       DEFINED 1 5              0        0    12200 
CNF INC                        COM              12612W104    53268   2333229 SH       DEFINED 1 5           3210        0  2330019 
CNF INC                        COM              12612W104     4475    196000 SH       DEFINED 2           196000        0        0 
CNOOC LTD                      SPONSORED ADR    126132109    29854   1492690 SH       DEFINED 1 5           6200        0  1486490 
CPAC INC                       COM              126145101     3463    577200 SH       DEFINED 1 5              0        0   577200 
CSG SYS INTL INC               COM              126349109    72238   1761900 SH       DEFINED 1 5              0        0  1761900 
CSX CORP                       COM              126408103   386989  12285370 SH       DEFINED 1 5          21170        0 12264200 
CSX CORP                       COM              126408103     9165    290952 SH       DEFINED 2           281452        0     9500 
CSX CORP                       COM              126408103       58      1850 SH       DEFINED 3             1850        0        0 
CTS CORP                       COM              126501105     2387    161600 SH       DEFINED 1 5              0        0   161600 
CUNO INC                       COM              126583103      269      9700 SH       DEFINED 1 5              0        0     9700 
CUNO INC                       COM              126583103      633     22800 SH       DEFINED 2            22800        0        0 
CVS CORP                       COM              126650100   725476  21851662 SH       DEFINED 1 5         226132        0 21625530 
CVS CORP                       COM              126650100    31806    958020 SH       DEFINED 2           896105        0    61915 
CVS CORP                       COM              126650100       55      1659 SH       DEFINED 3             1659        0        0 
CV THERAPEUTICS INC            COM              126667104    73462   1890430 SH       DEFINED 1 5              0        0  1890430 
CV THERAPEUTICS INC            COM              126667104     7620    196100 SH       DEFINED 2           196100        0        0 
CV THERAPEUTICS INC            SUB NT CV4.75%07 126667AB0    25332  30302000PRN       DEFINED 1 5              0        0        0 
CABLEVISION SYS CORP           CL A NY CABLVS   12686C109     7494    183040 SH       DEFINED 1 5            350        0   182690 
CABLEVISION SYS CORP           CL A NY CABLVS   12686C109        8       200 SH       DEFINED 3              200        0        0 
CABLEVISION SYS CORP           CL A RAINB MED   12686C844     5795    286150 SH       DEFINED 1 5              0        0   286150 
CABLEVISION SYS CORP           CL A RAINB MED   12686C844     4076    201300 SH       DEFINED 2           201300        0        0 
CABLE DESIGN TECHNOLOGIES CORP COM              126924109    77228   6517121 SH       DEFINED 1 5              0        0  6517121 
CABLE DESIGN TECHNOLOGIES CORP COM              126924109      659     55625 SH       DEFINED 2            55625        0        0 
CABOT CORP                     COM              127055101     3076     77100 SH       DEFINED 1 5              0        0    77100 
CABOT CORP                     COM              127055101       12       300 SH       DEFINED 3              300        0        0 
CABOT INDUSTRIAL TRUST         COM              127072106    10250    500000 SH       DEFINED 1 5              0        0   500000 
CABOT OIL & GAS CORP           CL A             127097103     5570    279200 SH       DEFINED 1 5              0        0   279200 
CABOT OIL & GAS CORP           CL A             127097103      918     46000 SH       DEFINED 3            46000        0        0 
CABOT MICROELECTRONICS CORP    COM              12709P103    69799   1444818 SH       DEFINED 1 5         105990        0  1338828 
CABOT MICROELECTRONICS CORP    COM              12709P103    39764    823100 SH       DEFINED 2           823100        0        0 
CABOT MICROELECTRONICS CORP    COM              12709P103     3838     79449 SH       DEFINED 3            79449        0        0 
CACI INTL INC                  CL A             127190304    46091    843230 SH       DEFINED 1 5          39610        0   803620 
CACI INTL INC                  CL A             127190304     2296     42000 SH       DEFINED 2            42000        0        0 
CADENCE DESIGN SYSTEM INC      COM              127387108   123056   7390760 SH       DEFINED 1 5              0        0  7390760 
CADENCE DESIGN SYSTEM INC      COM              127387108    48392   2906400 SH       DEFINED 2          2813600        0    92800 
CAGLES INC                     CL A             127703106     4866    474700 SH       DEFINED 1 5              0        0   474700 
CAL DIVE INTL INC              COM              127914109    13526    811880 SH       DEFINED 1 5           3300        0   808580 
CAL DIVE INTL INC              COM              127914109    20060   1204100 SH       DEFINED 2          1204100        0        0 
CALIFORNIA FIRST NTNL BANCORP  COM              130222102     6755    600400 SH       DEFINED 1 5              0        0   600400 
CALIFORNIA MICRO DEVICES CORP  COM              130439102      261     73270 SH       DEFINED 1 5              0        0    73270 
CALIFORNIA PIZZA KITCHEN INC   COM              13054D109    11809    745500 SH       DEFINED 1 5              0        0   745500 
CALIFORNIA PIZZA KITCHEN INC   COM              13054D109     6295    397400 SH       DEFINED 2           397400        0        0 
CALIPER TECHNOLOGIES CORP      COM              130876105      740     80000 SH       DEFINED 1 5              0        0    80000 
CALIPER TECHNOLOGIES CORP      COM              130876105     3475    375700 SH       DEFINED 2           375700        0        0 
CALLAWAY GOLF CO               COM              131193104    26614   2079200 SH       DEFINED 1 5              0        0  2079200 
CALLAWAY GOLF CO               COM              131193104      476     37200 SH       DEFINED 2            37200        0        0 
CALPINE CORP                   COM              131347106     2198     96340 SH       DEFINED 1 5            440        0    95900 
CALPINE CORP                   COM              131347106     5270    231024 SH       DEFINED 2           231024        0        0 
CALPINE CORP                   COM              131347106        1        24 SH       DEFINED 3               24        0        0 
CAMBRIDGE ANTIBODY TECH GP     SPONSORED ADR    132148107       88      4500 SH       DEFINED 1 5              0        0     4500 
CAMECO CORP                    COM              13321L108      721     31310 SH       DEFINED 1 5          31190        0      120 
CAMPBELL SOUP CO               COM              134429109     2979    106400 SH       DEFINED 1 5           1800        0   104600 
CAMPBELL SOUP CO               COM              134429109     8926    318774 SH       DEFINED 2           318774        0        0 
CANADA LIFE FINL CORP          COM              135113108   108197   3779710 SH       DEFINED 1 5        2920670        0   859040 
CANADA LIFE FINL CORP          COM              135113108      290     10100 SH       DEFINED 2            10100        0        0 
CANADIAN PAC LTD NEW           COM              135923100   525154  16251160 SH       DEFINED 1 5       10920030        0  5331130 
CANADIAN PAC LTD NEW           COM              135923100     5507    171370 SH       DEFINED 2           166070        0     5300 
CANADIAN PAC LTD NEW           COM              135923100       10       320 SH       DEFINED 3              320        0        0 
CDN IMPERIAL BK OF COMMERCE    COM              136069101    53353   1621290 SH       DEFINED 1 5         959630        0   661660 
CDN IMPERIAL BK OF COMMERCE    COM              136069101     2533     77210 SH       DEFINED 2            77210        0        0 
CANADIAN NATL RY CO            COM              136375102   562914  14739769 SH       DEFINED 1 5        3002550        0 11737219 
CANADIAN NATL RY CO            COM              136375102     8959    235020 SH       DEFINED 2           124890        0   110130 
CANADIAN NAT RES LTD           COM              136385101   177039   7208810 SH       DEFINED 1 5         202900        0  7005910 
CANADIAN NAT RES LTD           COM              136385101     1868     76045 SH       DEFINED 2            21445        0    54600 
CANADIAN NAT RES LTD           COM              136385101     2183     89250 SH       DEFINED 3            89250        0        0 
CANADIAN PAC RY LTD            COM              13645T100     7760    500000 SH       DEFINED 1 5              0        0   500000 
CANON INC                      ADR              138006309    22008    812100 SH       DEFINED 1 5              0        0   812100 
CAPITAL ONE FINL CORP          COM              14040H105   163370   3549200 SH       DEFINED 1 5              0        0  3549200 
CAPITAL ONE FINL CORP          COM              14040H105     7487    162650 SH       DEFINED 2           162650        0        0 
CAPITOL FED FINL               COM              14057C106       75      3900 SH       DEFINED 1 5              0        0     3900 
CAPSTONE TURBINE CORP          COM              14067D102      773    127900 SH       DEFINED 1 5              0        0   127900 
CARBO CERAMICS INC             COM              140781105    12177    439600 SH       DEFINED 1 5              0        0   439600 
CARBO CERAMICS INC             COM              140781105    10997    397000 SH       DEFINED 2           397000        0        0 
CARAUSTAR INDS INC             COM              140909102      740     80129 SH       DEFINED 1 5              0        0    80129 
CARAUSTAR INDS INC             COM              140909102       91      9800 SH       DEFINED 2             9800        0        0 
CAPSTAR HOTEL CO               SUB NT CV4.75%04 140918AC7     2021   2591000PRN       DEFINED 1 5              0        0        0 
CAPSTAR HOTEL CO               SUB NT CV4.75%04 140918AC7      346    443000PRN       DEFINED 2                0        0        0 
CARDINAL HEALTH INC            COM              14149Y108  3927986  53116787 SH       DEFINED 1 5        2554475        0 50562312 
CARDINAL HEALTH INC            COM              14149Y108   150613   2036683 SH       DEFINED 2          1921376        0   115307 
CARDINAL HEALTH INC            COM              14149Y108     3522     47620 SH       DEFINED 3            47620        0        0 
CAREER EDUCATION CORP          COM              141665109    69383   2523000 SH       DEFINED 1 5              0        0  2523000 
CAREMARK RX INC                COM              141705103   110990   6654070 SH       DEFINED 1 5         341080        0  6312990 
CAREMARK RX INC                COM              141705103     5573    334090 SH       DEFINED 2           242490        0    91600 
CAREMARK RX INC                COM              141705103       12       730 SH       DEFINED 3              730        0        0 
CARLISLE COS INC               COM              142339100     4132    147400 SH       DEFINED 1 5              0        0   147400 
CARLISLE COS INC               COM              142339100       76      2700 SH       DEFINED 2             2700        0        0 
CARNIVAL CORP                  COM              143658102     5138    233330 SH       DEFINED 1 5           2300        0   231030 
CARNIVAL CORP                  COM              143658102    10053    456531 SH       DEFINED 2           456531        0        0 
CARNIVAL CORP                  COM              143658102       13       600 SH       DEFINED 3              600        0        0 
CARPENTER TECHNOLOGY CORP      COM              144285103      527     23700 SH       DEFINED 2            23700        0        0 
CARRAMERICA RLTY CORP          COM              144418100      791     26400 SH       DEFINED 1 5              0        0    26400 
CARREKER CORP                  COM              144433109     3609    475480 SH       DEFINED 1 5              0        0   475480 
CARTER WALLACE INC             COM              146285101     1216     59500 SH       DEFINED 1 5              0        0    59500 
CASCADE BANCORP                COM              147154108     1657    127460 SH       DEFINED 1 5              0        0   127460 
CASCADE BANCORP                COM              147154108      514     39500 SH       DEFINED 2            39500        0        0 
CASCADE NAT GAS CORP           COM              147339105       28      1300 SH       DEFINED 1 5              0        0     1300 
CASTLE ENERGY CORP             COM PAR$0.50N    148449309     6068   1167000 SH       DEFINED 1 5              0        0  1167000 
CATALINA MARKETING CORP        COM              148867104     2055     73405 SH       DEFINED 1 5              0        0    73405 
CATALYTICA ENERGY SYS INC      COM              148884109      105     13700 SH       DEFINED 1 5              0        0    13700 
CATALYTICA ENERGY SYS INC      COM              148884109        7       900 SH       DEFINED 2              900        0        0 
CATELLUS DEV CORP              COM              149111106    24900   1424500 SH       DEFINED 1 5              0        0  1424500 
CATELLUS DEV CORP              COM              149111106     8745    500300 SH       DEFINED 2           500300        0        0 
CATERPILLAR INC DEL            COM              149123101   260142   5806740 SH       DEFINED 1 5          12720        0  5794020 
CATERPILLAR INC DEL            COM              149123101    14091    314538 SH       DEFINED 2           314538        0        0 
CATERPILLAR INC DEL            COM              149123101       62      1387 SH       DEFINED 3             1387        0        0 
CATHAY BANCORP INC             COM              149150104    28885    536000 SH       DEFINED 1 5              0        0   536000 
CATO CORP NEW                  CL A             149205106    14103    942700 SH       DEFINED 1 5              0        0   942700 
CEDAR FAIR L P                 DEPOSITRY UNIT   150185106      307     15700 SH       DEFINED 1 5              0        0    15700 
CELL THERAPEUTICS INC          COM              150934107    18045    750320 SH       DEFINED 1 5              0        0   750320 
CELL THERAPEUTICS INC          COM              150934107     1816     75500 SH       DEFINED 2            22200        0    53300 
CELL THERAPEUTICS INC          SUB NT CV 144A08 150934AA5    15959  17160000PRN       DEFINED 1 5              0        0        0 
CELESTICA INC                  SUB VTG SHS      15101Q108    25064    921660 SH       DEFINED 1 5         507990        0   413670 
CELESTICA INC                  SUB VTG SHS      15101Q108      797     29310 SH       DEFINED 2            29310        0        0 
CELESTICA INC                  LYON  ZERO    20 15101QAA6     8606  23560000PRN       DEFINED 1 5              0        0        0 
CELESTICA INC                  LYON  ZERO    20 15101QAA6     2298   6290000PRN       DEFINED 2                0        0        0 
CELGENE CORP                   COM              151020104   118773   4493880 SH       DEFINED 1 5              0        0  4493880 
CELGENE CORP                   COM              151020104     1012     38300 SH       DEFINED 2            38300        0        0 
CEMEX S A                      WT EXP  121302   151290871        6      5143 SH       DEFINED 1 5              0        0     5143 
CEMEX S A                      WT EXP  121302   151290871        1      1043 SH       DEFINED 2             1043        0        0 
CEMEX S A                      SPON ADR 5 ORD   151290889     9112    443600 SH       DEFINED 1 5          35400        0   408200 
CEMEX S A                      SPON ADR 5 ORD   151290889     6856    333800 SH       DEFINED 2           333800        0        0 
CENDANT CORP                   COM              151313103   430146  33605180 SH       DEFINED 1 5        1061570        0 32543610 
CENDANT CORP                   COM              151313103    59596   4655926 SH       DEFINED 2          4084926        0   571000 
CENDANT CORP                   COM              151313103        6       450 SH       DEFINED 3              450        0        0 
CENTENNIAL BANCORP             COM              15133T104     2853    378395 SH       DEFINED 1 5              0        0   378395 
CENTER TR INC                  COM              151845104      985    255200 SH       DEFINED 1 5              0        0   255200 
CENTERPOINT PPTYS TR           SH BEN INT       151895109    87165   1825446 SH       DEFINED 1 5              0        0  1825446 
CENTERPOINT PPTYS TR           SH BEN INT       151895109    62667   1312400 SH       DEFINED 2          1312400        0        0 
CENTEX CORP                    COM              152312104   184708   5476070 SH       DEFINED 1 5         390530        0  5085540 
CENTEX CORP                    COM              152312104    22881    678353 SH       DEFINED 2           659453        0    18900 
CENTEX CORP                    COM              152312104        9       266 SH       DEFINED 3              266        0        0 
CENTILLIUM COMMUNICATIONS INC  COM              152319109    12656   2088520 SH       DEFINED 1 5          48800        0  2039720 
CENTILLIUM COMMUNICATIONS INC  COM              152319109     2371    391300 SH       DEFINED 2           328200        0    63100 
CENTILLIUM COMMUNICATIONS INC  COM              152319109      224     37000 SH       DEFINED 3            37000        0        0 
CENTEX CONSTRUCTION PRODUCTS   COM              15231R109     9308    315000 SH       DEFINED 1 5              0        0   315000 
CENTURY ALUM CO                COM              156431108     8547   1067050 SH       DEFINED 1 5         148400        0   918650 
CENTURY ALUM CO                COM              156431108     1535    191600 SH       DEFINED 2           191600        0        0 
CENTURY BANCORP INC            CL A NON VTG     156432106      483     23400 SH       DEFINED 2            23400        0        0 
CENTURYTEL INC                 COM              156700106   210774   6291770 SH       DEFINED 1 5              0        0  6291770 
CENTURYTEL INC                 COM              156700106     9015    269106 SH       DEFINED 2           218106        0    51000 
CENTURYTEL INC                 COM              156700106       38      1137 SH       DEFINED 3             1137        0        0 
CEPHALON INC                   COM              156708109   265083   5314420 SH       DEFINED 1 5          29700        0  5284720 
CEPHALON INC                   COM              156708109     9407    188600 SH       DEFINED 2           156300        0    32300 
CEPHALON INC                   SB NT CV 144A 06 156708AB5     3861   4250000PRN       DEFINED 1 5              0        0        0 
CERIDIAN CORP NEW              COM              156779100   127705   8807210 SH       DEFINED 1 5          27200        0  8780010 
CERIDIAN CORP NEW              COM              156779100     4350    300000 SH       DEFINED 2           293000        0     7000 
CERNER CORP                    COM              156782104   182566   3688200 SH       DEFINED 1 5           3300        0  3684900 
CERNER CORP                    COM              156782104      505     10200 SH       DEFINED 2            10200        0        0 
CERTEGY INC                    COM              156880106    30112   1159950 SH       DEFINED 1 5              0        0  1159950 
CERTEGY INC                    COM              156880106     7596    292600 SH       DEFINED 2           292600        0        0 
CERTEGY INC                    COM              156880106        7       257 SH       DEFINED 3              257        0        0 
CERUS CORP                     COM              157085101      350      7400 SH       DEFINED 1 5              0        0     7400 
CHAMPION ENTERPRISES INC       COM              158496109    15370   2211470 SH       DEFINED 1 5              0        0  2211470 
CHAMPION ENTERPRISES INC       COM              158496109     7021   1010180 SH       DEFINED 2           873980        0   136200 
CHARLES RIV LABS INTL INC      COM              159864107        0         0 SH       DEFINED 1 5              0        0        0 
CHARTER ONE FINL INC           COM              160903100   132946   4711069 SH       DEFINED 1 5          28770        0  4682299 
CHARTER ONE FINL INC           COM              160903100     4781    169436 SH       DEFINED 2           169436        0        0 
CHARTER ONE FINL INC           COM              160903100        2        82 SH       DEFINED 3               82        0        0 
CHARLOTTE RUSSE HLDG INC       COM              161048103      883     68000 SH       DEFINED 1 5              0        0    68000 
CHARMING SHOPPES INC           COM              161133103    63857  13005600 SH       DEFINED 1 5              0        0 13005600 
CHARMING SHOPPES INC           COM              161133103       82     16600 SH       DEFINED 2            16600        0        0 
CHARMING SHOPPES INC           SB NT CV  7.5%06 161133AA1     4884   5338000PRN       DEFINED 1 5              0        0        0 
CHARMING SHOPPES INC           SB NT CV  7.5%06 161133AA1      101    110000PRN       DEFINED 2                0        0        0 
CHART INDS INC                 COM              16115Q100      438    150000 SH       DEFINED 1 5              0        0   150000 
CHARTER COMMUNICATIONS INC DEL CL A             16117M107   292147  23598310 SH       DEFINED 1 5         267260        0 23331050 
CHARTER COMMUNICATIONS INC DEL CL A             16117M107    18515   1495590 SH       DEFINED 2          1456190        0    39400 
CHARTER COMMUNICATIONS INC DEL CL A             16117M107        1        95 SH       DEFINED 3               95        0        0 
CHARTER COMMUNICATIONS INC DEL SR NT CV 4.75%06 16117MAC1    17850  23410000PRN       DEFINED 1 5              0        0        0 
CHARTER COMMUNICATIONS INC DEL SR NT CV 4.75%06 16117MAC1      953   1250000PRN       DEFINED 2                0        0        0 
CHARTERED SEMICONDUCTOR MFG    ADR              16133R106   231106  13397460 SH       DEFINED 1 5          87600        0 13309860 
CHARTERED SEMICONDUCTOR MFG    ADR              16133R106     4403    255250 SH       DEFINED 2           122100        0   133150 
CHASE CORP                     COM              16150R104     4100    400000 SH       DEFINED 1 5              0        0   400000 
CHASE INDS INC                 COM              161568100     8118    914200 SH       DEFINED 1 5              0        0   914200 
CHATEAU CMNTYS INC             COM              161726104     1599     54300 SH       DEFINED 1 5              0        0    54300 
CHATEAU CMNTYS INC             COM              161726104    13809    468900 SH       DEFINED 2           468900        0        0 
CHECKERS DRIVE-IN RESTAURANTS  COM NEW          162809305     3391    681000 SH       DEFINED 1 5              0        0   681000 
CHECKFREE CORP NEW             COM              162813109       50      2940 SH       DEFINED 1 5             40        0     2900 
CHECKPOINT SYS INC             COM              162825103     1749    160000 SH       DEFINED 1 5              0        0   160000 
CHEESECAKE FACTORY INC         COM              163072101    42317   1766900 SH       DEFINED 1 5            600        0  1766300 
CHEESECAKE FACTORY INC         COM              163072101    40637   1696725 SH       DEFINED 2          1696725        0        0 
CHEROKEE INC DEL NEW           COM              16444H102      807     93900 SH       DEFINED 1 5              0        0    93900 
CHESAPEAKE CORP                COM              165159104     2771    107205 SH       DEFINED 1 5              0        0   107205 
CHESAPEAKE ENERGY CORP         COM              165167107     3849    681170 SH       DEFINED 1 5           4400        0   676770 
CHEVRON CORPORATION            COM              166751107  2391919  28223232 SH       DEFINED 1 5         166930        0 28056302 
CHEVRON CORPORATION            COM              166751107   204733   2415732 SH       DEFINED 2          2096382        0   319350 
CHEVRON CORPORATION            COM              166751107      840      9917 SH       DEFINED 3             9917        0        0 
CHICOS FAS INC                 COM              168615102    29990   1273450 SH       DEFINED 1 5          14650        0  1258800 
CHICOS FAS INC                 COM              168615102     4238    179950 SH       DEFINED 2           179950        0        0 
CHILDTIME LEARNING CTRS INC    COM              168820108     3368    408300 SH       DEFINED 1 5              0        0   408300 
CHILDRENS PL RETAIL STORES INC COM              168905107    11439    638000 SH       DEFINED 1 5              0        0   638000 
CHINA FD INC                   COM              169373107     3359    315100 SH       DEFINED 1 5              0        0   315100 
CHINA MOBILE HONG KONG LTD     SPONSORED ADR    16941M109    22813   1421400 SH       DEFINED 1 5              0        0  1421400 
CHINA MOBILE HONG KONG LTD     SPONSORED ADR    16941M109      213     13300 SH       DEFINED 2            13300        0        0 
CHINA PETE & CHEM CORP         SPON ADR H SHS   16941R108      644     46020 SH       DEFINED 1 5           1700        0    44320 
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CHIPPAC INC                    CL A             169657103     2990   1300150 SH       DEFINED 1 5              0        0  1300150 
CHIPPAC INC                    CL A             169657103       45     19350 SH       DEFINED 2               50        0    19300 
CHOICE HOTELS INTL INC         COM              169905106     3175    192400 SH       DEFINED 2           192400        0        0 
CHIRON CORP                    COM              170040109    48589   1095096 SH       DEFINED 1 5           6400        0  1088696 
CHIRON CORP                    COM              170040109     6457    145532 SH       DEFINED 2           145532        0        0 
CHIRON CORP                    COM              170040109       91      2050 SH       DEFINED 3             2050        0        0 
CHOICEPOINT INC                COM              170388102   316510   7601114 SH       DEFINED 1 5          16400        0  7584714 
CHOICEPOINT INC                COM              170388102     4216    101240 SH       DEFINED 2            98640        0     2600 
CHOICEPOINT INC                COM              170388102        8       200 SH       DEFINED 3              200        0        0 
CHOLESTECH CORP                COM              170393102        0         0 SH       DEFINED 1 5              0        0        0 
CHOLESTECH CORP                COM              170393102        0         0 SH       DEFINED 2                0        0        0 
CHRISTOPHER & BANKS CORP       COM              171046105     3011    100000 SH       DEFINED 1 5              0        0   100000 
CHROMCRAFT REVINGTON INC       COM              171117104     2582    312900 SH       DEFINED 1 5              0        0   312900 
CHUBB CORP                     COM              171232101   188906   2645370 SH       DEFINED 1 5           8500        0  2636870 
CHUBB CORP                     COM              171232101    13220    185127 SH       DEFINED 2           170227        0    14900 
CHUBB CORP                     COM              171232101       64       900 SH       DEFINED 3              900        0        0 
CIENA CORP                     COM              171779101   450164  43747761 SH       DEFINED 1 5         558830        0 43188931 
CIENA CORP                     COM              171779101    29212   2838846 SH       DEFINED 2          2516646        0   322200 
CIENA CORP                     NT CONV  3.75%08 171779AA9    28643  48335000PRN       DEFINED 1 5              0        0        0 
CIMA LABS INC                  COM              171796105   123526   2033344 SH       DEFINED 1 5          18719        0  2014625 
CIMA LABS INC                  COM              171796105     9653    158900 SH       DEFINED 2           158900        0        0 
CINCINNATI FINL CORP           COM              172062101    44215   1062340 SH       DEFINED 1 5           8500        0  1053840 
CINCINNATI FINL CORP           COM              172062101     7153    171867 SH       DEFINED 2           150267        0    21600 
CINCINNATI FINL CORP           COM              172062101       25       602 SH       DEFINED 3              602        0        0 
CINERGY CORP                   COM              172474108    27866    902698 SH       DEFINED 1 5              0        0   902698 
CINERGY CORP                   COM              172474108     4145    134278 SH       DEFINED 2           134278        0        0 
CINERGY CORP                   COM              172474108       13       408 SH       DEFINED 3              408        0        0 
CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108    87003   7250280 SH       DEFINED 1 5          14810        0  7235470 
CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108     1949    162451 SH       DEFINED 2           162451        0        0 
CIRCOR INTL INC                COM              17273K109     8028    535200 SH       DEFINED 1 5              0        0   535200 
CIRCOR INTL INC                COM              17273K109     5982    398800 SH       DEFINED 2           398800        0        0 
CIRRUS LOGIC INC               COM              172755100      557     75000 SH       DEFINED 1 5              0        0    75000 
CISCO SYS INC                  COM              17275R102  2487617 204239370 SH       DEFINED 1 5        1034940        0203204430 
CISCO SYS INC                  COM              17275R102   245690  20171576 SH       DEFINED 2         18094366        0  2077210 
CISCO SYS INC                  COM              17275R102     5036    413469 SH       DEFINED 3           413469        0        0 
CINTAS CORP                    COM              172908105   336629   8353085 SH       DEFINED 1 5           1000        0  8352085 
CINTAS CORP                    COM              172908105    13904    345000 SH       DEFINED 2           302000        0    43000 
CINTAS CORP                    COM              172908105      133      3300 SH       DEFINED 3             3300        0        0 
CITIGROUP INC                  COM              172967101  7773400 191935805 SH       DEFINED 1 5         696808        0191238997 
CITIGROUP INC                  COM              172967101   460948  11381440 SH       DEFINED 2         10371742        0  1009698 
CITIGROUP INC                  COM              172967101     1671     41264 SH       DEFINED 3            41264        0        0 
CITIZENS COMMUNICATIONS CO     COM              17453B101   299240  31834023 SH       DEFINED 1 5           5400        0 31828623 
CITIZENS COMMUNICATIONS CO     COM              17453B101    26764   2847190 SH       DEFINED 2          2622990        0   224200 
CITIZENS UTILS TR              PFD EPPICS CV    177351202     6531    150000 SH       DEFINED 1 5              0        0   150000 
CITRIX SYS INC                 COM              177376100    44011   2222760 SH       DEFINED 1 5          71800        0  2150960 
CITRIX SYS INC                 COM              177376100     3415    172478 SH       DEFINED 2           161578        0    10900 
CITRIX SYS INC                 COM              177376100       10       500 SH       DEFINED 3              500        0        0 
CITRIX SYS INC                 SB DB CV ZRO  19 177376AB6     4259  10050000PRN       DEFINED 1 5              0        0        0 
CITY NATL CORP                 COM              178566105   103906   2408007 SH       DEFINED 1 5              0        0  2408007 
CITY NATL CORP                 COM              178566105    26123    605400 SH       DEFINED 2           605400        0        0 
CLAIRES STORES INC             COM              179584107    41683   3295100 SH       DEFINED 1 5              0        0  3295100 
CLAIRES STORES INC             COM              179584107      682     53900 SH       DEFINED 2            53900        0        0 
CLARENT CORP DEL               COM              180461105     7446   2080000 SH       DEFINED 1 5              0        0  2080000 
CLARION COML HLDGS INC         CL A             18051W109      228     30000 SH       DEFINED 1 5              0        0    30000 
CLARION COML HLDGS INC         CL A             18051W109       46      6100 SH       DEFINED 2             6100        0        0 
CLARK / BARDES INC             COM              180668105     6758    313450 SH       DEFINED 1 5          36780        0   276670 
CLAYTON HOMES INC              COM              184190106    84564   6931500 SH       DEFINED 1 5              0        0  6931500 
CLAYTON HOMES INC              COM              184190106     9966    816900 SH       DEFINED 2           816900        0        0 
CLAYTON HOMES INC              COM              184190106       12       976 SH       DEFINED 3              976        0        0 
CLEAR CHANNEL COMMUNICATIONS   COM              184502102  2350359  59128522 SH       DEFINED 1 5        1011693        0 58116829 
CLEAR CHANNEL COMMUNICATIONS   COM              184502102    79697   2004952 SH       DEFINED 2          1854924        0   150028 
CLEAR CHANNEL COMMUNICATIONS   COM              184502102        2        50 SH       DEFINED 3               50        0        0 
CLICK COMMERCE INC             COM              18681D109      909    605800 SH       DEFINED 1 5              0        0   605800 
CLOROX CO DEL                  COM              189054109    19240    520000 SH       DEFINED 1 5              0        0   520000 
CLOROX CO DEL                  COM              189054109     7827    211537 SH       DEFINED 2           207337        0     4200 
CLOROX CO DEL                  COM              189054109       13       356 SH       DEFINED 3              356        0        0 
COACH INC                      COM              189754104   149162   5626634 SH       DEFINED 1 5           3590        0  5623044 
COACH INC                      COM              189754104    12802    482900 SH       DEFINED 2           479700        0     3200 
COACHMEN INDS INC              COM              189873102      182     20200 SH       DEFINED 1 5              0        0    20200 
COACHMEN INDS INC              COM              189873102      257     28500 SH       DEFINED 2            28500        0        0 
COASTAL FINL CORP DEL          COM              19046E105     1262    128100 SH       DEFINED 1 5              0        0   128100 
COBRA ELECTRS CORP             COM              191042100     3391    616600 SH       DEFINED 1 5              0        0   616600 
COCA COLA CO                   COM              191216100  3752410  80094133 SH       DEFINED 1 5        1560210        0 78533923 
COCA COLA CO                   COM              191216100   326722   6973785 SH       DEFINED 2          5929755        0  1044030 
COCA COLA CO                   COM              191216100     1024     21855 SH       DEFINED 3            21855        0        0 
COCA COLA ENTERPRISES INC      COM              191219104    10043    654700 SH       DEFINED 1 5              0        0   654700 
COCA COLA ENTERPRISES INC      COM              191219104     5177    337493 SH       DEFINED 2           337493        0        0 
COCA-COLA FEMSA S A DE C V     SPON ADR REP L   191241108    10910    552400 SH       DEFINED 1 5           6400        0   546000 
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COGNEX CORP                    COM              192422103    44043   2244800 SH       DEFINED 1 5              0        0  2244800 
COGNICASE INC                  COM              192423101      517    165000 SH       DEFINED 1 5         165000        0        0 
COGNICASE INC                  COM              192423101       11      3500 SH       DEFINED 2             3500        0        0 
COGNIZANT TECHNOLOGY SOLUTIONS CL A             192446102     4912    219300 SH       DEFINED 1 5          64500        0   154800 
COGNIZANT TECHNOLOGY SOLUTIONS CL A             192446102     1626     72600 SH       DEFINED 2            72600        0        0 
COGNOS INC                     COM              19244C109     1160     80000 SH       DEFINED 1 5          80000        0        0 
COGNOS INC                     COM              19244C109      193     13430 SH       DEFINED 2            13430        0        0 
COHERENT INC                   COM              192479103      151      5300 SH       DEFINED 1 5              0        0     5300 
COHU INC                       COM              192576106    11660    779400 SH       DEFINED 1 5          21800        0   757600 
COHU INC                       COM              192576106      916     61200 SH       DEFINED 2            61200        0        0 
COINSTAR INC                   COM              19259P300    14646    742700 SH       DEFINED 1 5              0        0   742700 
COINSTAR INC                   COM              19259P300     4149    210400 SH       DEFINED 2           210400        0        0 
COLD METAL PRODS INC           COM              192861102      320    534000 SH       DEFINED 1 5              0        0   534000 
COLDWATER CREEK INC            COM              193068103    14245    778400 SH       DEFINED 1 5              0        0   778400 
COLE NATIONAL CORP NEW         CL A             193290103    15190   1144650 SH       DEFINED 1 5           1750        0  1142900 
COLE NATIONAL CORP NEW         CL A             193290103     3954    298000 SH       DEFINED 2           298000        0        0 
COLE KENNETH PRODTNS INC       CL A             193294105    14565   1151400 SH       DEFINED 1 5            900        0  1150500 
COLGATE PALMOLIVE CO           COM              194162103  1551156  26629289 SH       DEFINED 1 5          74490        0 26554799 
COLGATE PALMOLIVE CO           COM              194162103    85528   1468284 SH       DEFINED 2          1294084        0   174200 
COLGATE PALMOLIVE CO           COM              194162103      285      4887 SH       DEFINED 3             4887        0        0 
COLONIAL BANCGROUP INC         COM              195493309     1042     81400 SH       DEFINED 1 5              0        0    81400 
COLONIAL PPTYS TR              COM SH BEN INT   195872106     1093     37000 SH       DEFINED 1 5              0        0    37000 
COLUMBIA SPORTSWEAR CO         COM              198516106    11613    523100 SH       DEFINED 1 5          15000        0   508100 
COLUMBIA SPORTSWEAR CO         COM              198516106     1784     80350 SH       DEFINED 2            73300        0     7050 
COLUMBUS MCKINNON CORP N Y     COM              199333105     2308    221900 SH       DEFINED 1 5              0        0   221900 
COMCAST CORP                   CL A SPL         200300200   564422  15735210 SH       DEFINED 1 5         148500        0 15586710 
COMCAST CORP                   CL A SPL         200300200    52247   1456558 SH       DEFINED 2          1243558        0   213000 
COMCAST CORP                   CL A SPL         200300200       35       987 SH       DEFINED 3              987        0        0 
COMERICA INC                   COM              200340107   884138  15959173 SH       DEFINED 1 5              0        0 15959173 
COMERICA INC                   COM              200340107    12219    220553 SH       DEFINED 2           217053        0     3500 
COMERICA INC                   COM              200340107       39       700 SH       DEFINED 3              700        0        0 
COMMERCE BANCORP INC NJ        COM              200519106   155650   2288969 SH       DEFINED 1 5           1200        0  2287769 
COMMERCE BANCORP INC NJ        COM              200519106    35708    525120 SH       DEFINED 2           519420        0     5700 
COMMERCE BANCSHARES INC        COM              200525103    10033    266705 SH       DEFINED 1 5          13300        0   253405 
COMMERCE BANCSHARES INC        COM              200525103      173      4600 SH       DEFINED 2                0        0     4600 
COMMERCE BANCSHARES INC        COM              200525103       12       321 SH       DEFINED 3              321        0        0 
COMMERCE GROUP INC MASS        COM              200641108    31719    834700 SH       DEFINED 1 5              0        0   834700 
COMMERCE GROUP INC MASS        COM              200641108     5312    139800 SH       DEFINED 2           139800        0        0 
COMMERCE ONE INC DEL           COM              200693109       76     31000 SH       DEFINED 1 5          31000        0        0 
COMMERCIAL FEDERAL CORPORATION COM              201647104     4505    185625 SH       DEFINED 1 5              0        0   185625 
COMMERCIAL FEDERAL CORPORATION COM              201647104     2439    100500 SH       DEFINED 2           100500        0        0 
COMMSCOPE INC                  COM              203372107     2770    155000 SH       DEFINED 1 5              0        0   155000 
COMMSCOPE INC                  COM              203372107     9796    548200 SH       DEFINED 2           546100        0     2100 
COMMUNITY HEALTH SYS INC NEWCO COM              203668108    91596   3079900 SH       DEFINED 1 5              0        0  3079900 
COMMUNITY HEALTH SYS INC NEWCO COM              203668108     3164    106400 SH       DEFINED 2           105700        0      700 
COMMUNICATIONS SYS INC         COM              203900105      304     49000 SH       DEFINED 1 5              0        0    49000 
COMPANHIA BRASILEIRA DE DISTRB ADR              20440T201     4826    386089 SH       DEFINED 1 5          11800        0   374289 
COMPANHIA SIDERURGICA NACIONAL SPONSORED ADR    20440W105     1067    106700 SH       DEFINED 1 5           7500        0    99200 
COMPANHIA PARANAENSE ENERG COP SPON ADR PFD     20441B407     2493    426200 SH       DEFINED 1 5          35100        0   391100 
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COMPANIA ANONIMA NACIONL TEL   SPON ADR D       204421101     6565    284800 SH       DEFINED 1 5          22300        0   262500 
COMPANIA ANONIMA NACIONL TEL   SPON ADR D       204421101        2        90 SH       DEFINED 3               90        0        0 
COMPANIA DE MINAS BUENAVENTURA SPON ADR SER B   204448104    52631   2430998 SH       DEFINED 1 5          24010        0  2406988 
COMPANIA DE TELECOMUNICS CHILE SPON ADR NEW     204449300     4995    507100 SH       DEFINED 1 5          40000        0   467100 
COMPAQ COMPUTER CORP           COM              204493100   127922  15393750 SH       DEFINED 1 5         239800        0 15153950 
COMPAQ COMPUTER CORP           COM              204493100    14702   1769251 SH       DEFINED 2          1714651        0    54600 
COMPAQ COMPUTER CORP           COM              204493100       16      1900 SH       DEFINED 3             1900        0        0 
COMPASS BANCSHARES INC         COM              20449H109    64324   2471160 SH       DEFINED 1 5           5200        0  2465960 
COMPASS BANCSHARES INC         COM              20449H109      643     24700 SH       DEFINED 2            24700        0        0 
COMPUDYNE CORP                 COM PAR $0.75    204795306      771     51100 SH       DEFINED 1 5              0        0    51100 
COMPUTER ASSOC INTL INC        COM              204912109  1462287  56809914 SH       DEFINED 1 5        4495200        0 52314714 
COMPUTER ASSOC INTL INC        COM              204912109    79715   3096915 SH       DEFINED 2          2501015        0   595900 
COMPUTER ASSOC INTL INC        COM              204912109       17       655 SH       DEFINED 3              655        0        0 
COMPUTER SCIENCES CORP         COM              205363104   462441  13941545 SH       DEFINED 1 5         306800        0 13634745 
COMPUTER SCIENCES CORP         COM              205363104    22801    687399 SH       DEFINED 2           557599        0   129800 
COMPUTER SCIENCES CORP         COM              205363104       33      1008 SH       DEFINED 3             1008        0        0 
COMPUWARE CORP                 COM              205638109    87485  10502340 SH       DEFINED 1 5         445765        0 10056575 
COMPUWARE CORP                 COM              205638109    11313   1358098 SH       DEFINED 2          1115198        0   242900 
COMPUWARE CORP                 COM              205638109        4       470 SH       DEFINED 3              470        0        0 
COMPX INTERNATIONAL INC        CL A             20563P101      188     18000 SH       DEFINED 1 5              0        0    18000 
COMPX INTERNATIONAL INC        CL A             20563P101      102      9800 SH       DEFINED 2             9800        0        0 
COMSTOCK RES INC               COM NEW          205768203        8      1300 SH       DEFINED 1 5              0        0     1300 
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COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402    20512   1001562 SH       DEFINED 2           891262        0   110300 
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402       54      2640 SH       DEFINED 3             2640        0        0 
COMVERSE TECHNOLOGY INC        SR DEB CV 144A05 205862AH8     4410   6200000PRN       DEFINED 1 5              0        0        0 
COMVERSE TECHNOLOGY INC        SR DEB CV 1.5%05 205862AJ4    62239  87500000PRN       DEFINED 1 5              0        0        0 
CONAGRA FOODS INC              COM              205887102    43522   1940760 SH       DEFINED 1 5           3360        0  1937400 
CONAGRA FOODS INC              COM              205887102    10364    461661 SH       DEFINED 2           441061        0    20600 
CONCORD CAMERA CORP            COM              206156101       44     10100 SH       DEFINED 2            10100        0        0 
CONCORD EFS INC                COM              206197105   277979  11178510 SH       DEFINED 1 5         179150        0 10999360 
CONCORD EFS INC                COM              206197105    28070    573440 SH       DEFINED 2           506040        0    67400 
CONCORD EFS INC                COM              206197105       28       580 SH       DEFINED 3              580        0        0 
CONEXANT SYSTEMS INC           COM              207142100    19744   2378820 SH       DEFINED 1 5              0        0  2378820 
CONEXANT SYSTEMS INC           COM              207142100     1479    178253 SH       DEFINED 2           175353        0     2900 
CONEXANT SYSTEMS INC           SUB NT CONV 4%07 207142AF7    25297  46950000PRN       DEFINED 1 5              0        0        0 
CONNETICS CORP                 COM              208192104        0         0 SH       DEFINED 1 5              0        0        0 
CONNETICS CORP                 COM              208192104        0         0 SH       DEFINED 2                0        0        0 
CONOCO INC                     CL A             208251306   165091   6491969 SH       DEFINED 1 5         283540        0  6208429 
CONOCO INC                     CL A             208251306    25191    990600 SH       DEFINED 2           941000        0    49600 
CONOCO INC                     CL A             208251306       13       500 SH       DEFINED 3              500        0        0 
CONOCO INC                     CL B             208251405  1659210  65477919 SH       DEFINED 1 5         531440        0 64946479 
CONOCO INC                     CL B             208251405    64804   2557369 SH       DEFINED 2          2292069        0   265300 
CONOCO INC                     CL B             208251405      248      9797 SH       DEFINED 3             9797        0        0 
CONSECO INC                    COM              208464107   202373  27875012 SH       DEFINED 1 5          53760        0 27821252 
CONSECO INC                    COM              208464107     6251    861027 SH       DEFINED 2           856727        0     4300 
CONSECO INC                    COM              208464107        7      1000 SH       DEFINED 3             1000        0        0 
CONSOL ENERGY INC              COM              20854P109    10818    504810 SH       DEFINED 1 5          20910        0   483900 
CONSOL ENERGY INC              COM              20854P109      154      7200 SH       DEFINED 2                0        0     7200 
CONSOLIDATED EDISON INC        COM              209115104     1525     37460 SH       DEFINED 1 5          10700        0    26760 
CONSOLIDATED EDISON INC        COM              209115104     6743    165599 SH       DEFINED 2           165599        0        0 
CONSTELLATION BRANDS INC       CL A             21036P108    13706    329000 SH       DEFINED 1 5              0        0   329000 
CONSTELLATION BRANDS INC       CL A             21036P108      358      8600 SH       DEFINED 2             8600        0        0 
CONSTELLATION ENERGY GROUP INC COM              210371100     3093    127810 SH       DEFINED 2           127810        0        0 
CONSTELLATION ENERGY GROUP INC COM              210371100       40      1650 SH       DEFINED 3             1650        0        0 
CONTINENTAL AIRLS INC          CL B             210795308     2329    155240 SH       DEFINED 1 5           4640        0   150600 
CONTINENTAL AIRLS INC          CL B             210795308       12       800 SH       DEFINED 2              800        0        0 
CONTINENTAL AIRLS INC          CL B             210795308        3       200 SH       DEFINED 3              200        0        0 
CONTINENTAL INFORMATN SYS NEW  COM              211497102       26     39391 SH       DEFINED 1 5          39391        0        0 
CONVERGYS CORP                 COM              212485106    19608    706600 SH       DEFINED 1 5          15500        0   691100 
CONVERGYS CORP                 COM              212485106     3702    133409 SH       DEFINED 2           133409        0        0 
CONVERGYS CORP                 COM              212485106       18       633 SH       DEFINED 3              633        0        0 
COOPER CAMERON CORP            COM              216640102   266900   8137181 SH       DEFINED 1 5           1300        0  8135881 
COOPER CAMERON CORP            COM              216640102      859     26200 SH       DEFINED 2            26200        0        0 
COOPER COS INC                 COM NEW          216648402    86024   1834210 SH       DEFINED 1 5          12400        0  1821810 
COOPER INDS INC                COM              216669101     6544    157794 SH       DEFINED 1 5              0        0   157794 
COOPER INDS INC                COM              216669101     3032     73105 SH       DEFINED 2            73105        0        0 
COOPER TIRE & RUBR CO          COM              216831107    49621   3484600 SH       DEFINED 1 5              0        0  3484600 
COOPER TIRE & RUBR CO          COM              216831107      806     56631 SH       DEFINED 2            56631        0        0 
COORS ADOLPH CO                CL B             217016104     9401    208900 SH       DEFINED 1 5              0        0   208900 
COORS ADOLPH CO                CL B             217016104     1310     29120 SH       DEFINED 2            29120        0        0 
COPART INC                     COM              217204106    67919   2424800 SH       DEFINED 1 5          31800        0  2393000 
COPART INC                     COM              217204106     9893    353200 SH       DEFINED 2           337200        0    16000 
COR THERAPEUTICS INC           COM              217753102   172785   7635210 SH       DEFINED 1 5          10940        0  7624270 
COR THERAPEUTICS INC           COM              217753102     6660    294300 SH       DEFINED 2           257200        0    37100 
COR THERAPEUTICS INC           SUB NT CV   5%07 217753AD4     6120   6900000PRN       DEFINED 1 5              0        0        0 
COR THERAPEUTICS INC           SR NT CV 144A 06 217753AE2     3404   4000000PRN       DEFINED 1 5              0        0        0 
CORDIANT COMMS GRP PLC         SPON ADR NEW     218514206      492    100000 SH       DEFINED 1 5              0        0   100000 
CORINTHIAN COLLEGES INC        COM              218868107   103593   3073070 SH       DEFINED 1 5         183220        0  2889850 
CORN PRODS INTL INC            COM              219023108     2405     83700 SH       DEFINED 1 5              0        0    83700 
CORN PRODS INTL INC            COM              219023108       24       821 SH       DEFINED 3              821        0        0 
CORNELL COMPANIES INC          COM              219141108    16820    947600 SH       DEFINED 1 5          19800        0   927800 
CORNELL COMPANIES INC          COM              219141108      240     13500 SH       DEFINED 2            13500        0        0 
CORNING INC                    COM              219350105    86093   9761100 SH       DEFINED 1 5              0        0  9761100 
CORNING INC                    COM              219350105    10971   1243914 SH       DEFINED 2          1095534        0   148380 
CORNING INC                    COM              219350105        9      1004 SH       DEFINED 3             1004        0        0 
CORPORATE EXECUTIVE BRD CO     COM              21988R102     5216    200000 SH       DEFINED 1 5              0        0   200000 
CORRECTIONAL PPTYS TR          COM              22025E104     4735    334600 SH       DEFINED 1 5              0        0   334600 
CORRECTIONS CORP AMER NEW      COM NEW          22025Y407        0         0 SH       DEFINED 1 5              0        0        0 
CORUS ENTERTAINMENT INC        COM CL B NON VTG 220874101    84504   5099500 SH       DEFINED 1 5        5006300        0    93200 
CORUS ENTERTAINMENT INC        COM CL B NON VTG 220874101       98      5910 SH       DEFINED 2             5910        0        0 
CORVAS INTL INC                COM              221005101     4504    783300 SH       DEFINED 1 5              0        0   783300 
CORVEL CORP                    COM              221006109    41902   1593225 SH       DEFINED 1 5          73865        0  1519360 
CORVIS CORP                    COM              221009103      706    464200 SH       DEFINED 1 5              0        0   464200 
COST PLUS INC CALIF            COM              221485105     8605    468700 SH       DEFINED 1 5              0        0   468700 
COSTCO WHSL CORP NEW           COM              22160K105   568167  15977699 SH       DEFINED 1 5           3500        0 15974199 
COSTCO WHSL CORP NEW           COM              22160K105    57653   1621296 SH       DEFINED 2          1426496        0   194800 
COSTCO WHSL CORP NEW           COM              22160K105       37      1042 SH       DEFINED 3             1042        0        0 
COTELLIGENT INC                COM              221630106      197   1156600 SH       DEFINED 1 5              0        0  1156600 
COTT CORP QUE                  COM              22163N106     4198    277490 SH       DEFINED 1 5         277300        0      190 
COTTON STS LIFE INS CO         COM              221774102     5513    612500 SH       DEFINED 1 5              0        0   612500 
COUNTRYWIDE CR INDS INC DEL    COM              222372104    52635   1198155 SH       DEFINED 1 5         159000        0  1039155 
COUNTRYWIDE CR INDS INC DEL    COM              222372104     7074    161032 SH       DEFINED 2            91432        0    69600 
COUNTRYWIDE CR INDS INC DEL    COM              222372104       73      1666 SH       DEFINED 3             1666        0        0 
COUSINS PPTYS INC              COM              222795106     3525    142442 SH       DEFINED 1 5              0        0   142442 
COUSINS PPTYS INC              COM              222795106    14226    574804 SH       DEFINED 2           574804        0        0 
COVANCE INC                    COM              222816100    22807   1273400 SH       DEFINED 1 5              0        0  1273400 
COVANCE INC                    COM              222816100     3442    192200 SH       DEFINED 2           180900        0    11300 
COVANTA ENERGY CORP            COM              22281N103    15672   1341740 SH       DEFINED 1 5           6440        0  1335300 
COVANTA ENERGY CORP            COM              22281N103    12104   1036300 SH       DEFINED 2          1031500        0     4800 
COVENANT TRANS INC             CL A             22284P105     1918    204000 SH       DEFINED 1 5              0        0   204000 
COVENANT TRANS INC             CL A             22284P105       92      9800 SH       DEFINED 2             9800        0        0 
COVENTRY HEALTH CARE INC       COM              222862104     2905    123100 SH       DEFINED 1 5          31300        0    91800 
COVENTRY HEALTH CARE INC       COM              222862104       90      3800 SH       DEFINED 2                0        0     3800 
COX COMMUNICATIONS INC NEW     CL A             224044107   244192   5848901 SH       DEFINED 1 5           2800        0  5846101 
COX COMMUNICATIONS INC NEW     CL A             224044107    13832    331300 SH       DEFINED 2           252700        0    78600 
COX RADIO INC                  CL A             224051102    14337    710800 SH       DEFINED 1 5              0        0   710800 
CP SHIPS LTD                   COM              22409V102     5575    721400 SH       DEFINED 1 5              0        0   721400 
CRANE CO                       COM              224399105    28965   1321400 SH       DEFINED 1 5              0        0  1321400 
CRANE CO                       COM              224399105     2698    123079 SH       DEFINED 2           123079        0        0 
CREDENCE SYS CORP              COM              225302108        2       180 SH       DEFINED 2              180        0        0 
CREE INC                       COM              225447101    27477   1859100 SH       DEFINED 1 5          13800        0  1845300 
CREE INC                       COM              225447101      514     34800 SH       DEFINED 2            34800        0        0 
CREE INC                       COM              225447101     3274    221500 SH       DEFINED 3           221500        0        0 
CREO PRODS INC                 COM              225606102    16498   1364600 SH       DEFINED 1 5        1364600        0        0 
CRESCENT REAL ESTATE EQUITIES  COM              225756105   120664   5625340 SH       DEFINED 1 5              0        0  5625340 
CRESCENT REAL ESTATE EQUITIES  COM              225756105    33509   1562200 SH       DEFINED 2          1554300        0     7900 
CRESTLINE CAP CORP             COM              226153104     3558    125950 SH       DEFINED 1 5              0        0   125950 
CRITICAL PATH INC              SB NT CV 5.75%05 22674VAB6    12514  56380000PRN       DEFINED 1 5              0        0        0 
CROMPTON CORP                  COM              227116100    42877   6187146 SH       DEFINED 1 5              0        0  6187146 
CROMPTON CORP                  COM              227116100      182     26214 SH       DEFINED 2            26214        0        0 
CROSS A T CO                   CL A             227478104     3756    708689 SH       DEFINED 1 5              0        0   708689 
CROSS A T CO                   CL A             227478104      555    104800 SH       DEFINED 2           102500        0     2300 
CROSSMANN CMNTYS INC           COM              22764E109    30079   1145000 SH       DEFINED 1 5              0        0  1145000 
CROWN AMERN RLTY TR            SH BEN INT       228186102     2209    311100 SH       DEFINED 1 5              0        0   311100 
CROWN CASTLE INTL CORP         COM              228227104     7583    842610 SH       DEFINED 1 5          18400        0   824210 
CROWN CASTLE INTL CORP         COM              228227104      775     86100 SH       DEFINED 2            11200        0    74900 
CRYPTOLOGIC INC                COM              228906103     1790    127320 SH       DEFINED 1 5         117000        0    10320 
CRYPTOLOGIC INC                COM              228906103       18      1300 SH       DEFINED 2             1300        0        0 
CUBIST PHARMACEUTICALS INC     COM              229678107     1655     50500 SH       DEFINED 1 5              0        0    50500 
CULLEN FROST BANKERS INC       COM              229899109     6810    252700 SH       DEFINED 2           252700        0        0 
CUMMINS INC                    COM              231021106     7940    240610 SH       DEFINED 1 5            210        0   240400 
CUMMINS INC                    COM              231021106     1061     32164 SH       DEFINED 2            32164        0        0 
CURAGEN CORP                   COM              23126R101     7624    395000 SH       DEFINED 1 5              0        0   395000 
CURAGEN CORP                   SB DEB CV 144A07 23126RAA9        5      7000PRN       DEFINED 1 5              0        0        0 
CURAGEN CORP                   SUB DEB CV  6%07 23126RAC5    21660  28500000PRN       DEFINED 1 5              0        0        0 
CYBEAR GROUP NEW               COM NEW          23243C201       24     26526 SH       DEFINED 1 5           2013        0    24513 
CYBERONICS INC                 COM              23251P102      214     13600 SH       DEFINED 1 5              0        0    13600 
CYGNUS INC                     COM              232560102    16840   3023410 SH       DEFINED 1 5         644160        0  2379250 
CYGNUS INC                     COM              232560102     3596    645637 SH       DEFINED 2           644600        0     1037 
CYMER INC                      COM              232572107    17350   1035850 SH       DEFINED 1 5           5900        0  1029950 
CYMER INC                      COM              232572107      141      8400 SH       DEFINED 2             8400        0        0 
CYPRESS SEMICONDUCTOR CORP     COM              232806109   163448  10999170 SH       DEFINED 1 5          30400        0 10968770 
CYPRESS SEMICONDUCTOR CORP     COM              232806109    45484   3060830 SH       DEFINED 2          3037030        0    23800 
CYSIVE INC                     COM              23281T108     1171    435400 SH       DEFINED 1 5              0        0   435400 
CYTEC INDS INC                 COM              232820100       87      3751 SH       DEFINED 1 5              0        0     3751 
CYTYC CORP                     COM              232946103    65435   2440690 SH       DEFINED 1 5              0        0  2440690 
CYTYC CORP                     COM              232946103      941     35100 SH       DEFINED 2            35100        0        0 
CYTYC CORP                     COM              232946103     5983    223167 SH       DEFINED 3           223167        0        0 
DMC STRATEX NETWORKS INC       COM              23322L106      217     42100 SH       DEFINED 1 5              0        0    42100 
DPL INC                        COM              233293109    79206   3256812 SH       DEFINED 1 5              0        0  3256812 
DPL INC                        COM              233293109     4906    201744 SH       DEFINED 2           200144        0     1600 
DPL INC                        COM              233293109       14       575 SH       DEFINED 3              575        0        0 
DQE INC                        COM              23329J104      117      6100 SH       DEFINED 2             6100        0        0 
DRS TECHNOLOGIES INC           COM              23330X100     5522    158900 SH       DEFINED 1 5          24300        0   134600 
DRS TECHNOLOGIES INC           COM              23330X100     8118    233600 SH       DEFINED 2           233600        0        0 
D R HORTON INC                 COM              23331A109   230462  11048052 SH       DEFINED 1 5          88300        0 10959752 
D R HORTON INC                 COM              23331A109     2612    125200 SH       DEFINED 2           117600        0     7600 
DST SYS INC DEL                COM              233326107    95064   2198020 SH       DEFINED 1 5          77400        0  2120620 
DST SYS INC DEL                COM              233326107     1522     35200 SH       DEFINED 2             4900        0    30300 
DST SYS INC DEL                COM              233326107       16       372 SH       DEFINED 3              372        0        0 
DSP GROUP INC                  COM              23332B106     6990    350400 SH       DEFINED 1 5            400        0   350000 
DTE ENERGY CO                  COM              233331107    65165   1513700 SH       DEFINED 1 5          15600        0  1498100 
DTE ENERGY CO                  COM              233331107     8199    190456 SH       DEFINED 2           153156        0    37300 
DTE ENERGY CO                  COM              233331107      163      3797 SH       DEFINED 3             3797        0        0 
DT INDUSTRIES INC              COM              23333J108     3246    536500 SH       DEFINED 1 5              0        0   536500 
DAL-TILE INTL INC              COM              23426R108    21390   1389840 SH       DEFINED 1 5         168533        0  1221307 
DAL-TILE INTL INC              COM              23426R108     5328    346200 SH       DEFINED 2           346200        0        0 
DANA CORP                      COM              235811106    59148   3791538 SH       DEFINED 1 5              0        0  3791538 
DANA CORP                      COM              235811106     1802    115522 SH       DEFINED 2           115522        0        0 
DANAHER CORP DEL               COM              235851102   381385   8083622 SH       DEFINED 1 5         116180        0  7967442 
DANAHER CORP DEL               COM              235851102    43582    923749 SH       DEFINED 2           826949        0    96800 
DANAHER CORP DEL               COM              235851102       19       400 SH       DEFINED 3              400        0        0 
DARDEN RESTAURANTS INC         COM              237194105    12061    459450 SH       DEFINED 1 5          85860        0   373590 
DARDEN RESTAURANTS INC         COM              237194105     3264    124327 SH       DEFINED 2           100627        0    23700 
DARDEN RESTAURANTS INC         COM              237194105        1        50 SH       DEFINED 3               50        0        0 
DATARAM CORP                   COM PAR $1       238108203     3066    486700 SH       DEFINED 1 5              0        0   486700 
DATASCOPE CORP                 COM              238113104    14545    375060 SH       DEFINED 1 5          25910        0   349150 
DATASCOPE CORP                 COM              238113104     1446     37300 SH       DEFINED 2            37300        0        0 
DATASCOPE CORP                 COM              238113104       19       500 SH       DEFINED 3              500        0        0 
DAVITA INC                     COM              23918K108    29483   1448780 SH       DEFINED 1 5          78500        0  1370280 
DAVITA INC                     COM              23918K108     3419    168000 SH       DEFINED 2           140300        0    27700 
DAWSON GEOPHYSICAL CO          COM              239359102       66      9300 SH       DEFINED 1 5              0        0     9300 
DEAN FOODS CO                  COM              242361103     4518     97683 SH       DEFINED 1 5              0        0    97683 
DECODE GENETICS INC            COM              243586104    10316   1672040 SH       DEFINED 1 5            300        0  1671740 
DECODE GENETICS INC            COM              243586104     2821    457200 SH       DEFINED 2           457200        0        0 
DECOMA INTERNATIONAL INC       CL A SUB VTG     24359C100      485     70400 SH       DEFINED 1 5          70400        0        0 
DECORATOR INDS INC             COM PAR $0.20    243631207      853    279715 SH       DEFINED 1 5              0        0   279715 
DEERE & CO                     COM              244199105   569412  15139920 SH       DEFINED 1 5           4890        0 15135030 
DEERE & CO                     COM              244199105    14271    379459 SH       DEFINED 2           318579        0    60880 
DEERE & CO                     COM              244199105       13       341 SH       DEFINED 3              341        0        0 
DELL COMPUTER CORP             COM              247025109  1875808 101230860 SH       DEFINED 1 5         902200        0100328660 
DELL COMPUTER CORP             COM              247025109   128986   6960935 SH       DEFINED 2          6083585        0   877350 
DELL COMPUTER CORP             COM              247025109     5355    289002 SH       DEFINED 3           289002        0        0 
DELPHI AUTOMOTIVE SYS CORP     COM              247126105    57342   4880164 SH       DEFINED 1 5           3990        0  4876174 
DELPHI AUTOMOTIVE SYS CORP     COM              247126105    13159   1119885 SH       DEFINED 2          1119885        0        0 
DELPHI AUTOMOTIVE SYS CORP     COM              247126105       15      1249 SH       DEFINED 3             1249        0        0 
DELTA & PINE LD CO             COM              247357106     4703    276990 SH       DEFINED 1 5              0        0   276990 
DELTA & PINE LD CO             COM              247357106    34919   2056472 SH       DEFINED 2          2040572        0    15900 
DELTA & PINE LD CO             COM              247357106     5386    317200 SH       DEFINED 3           317200        0        0 
DELTA AIR LINES INC DEL        COM              247361108   342946  13015030 SH       DEFINED 1 5              0        0 13015030 
DELTA AIR LINES INC DEL        COM              247361108    21803    827438 SH       DEFINED 2           746038        0    81400 
DELTA APPAREL INC              COM              247368103      748     38570 SH       DEFINED 1 5              0        0    38570 
DELTEK SYS INC                 COM              24785A108     1310    309767 SH       DEFINED 1 5              0        0   309767 
DELTA WOODSIDE INDS INC NEW    COM              247909104       86     88700 SH       DEFINED 1 5              0        0    88700 
DENBURY RES INC                COM NEW          247916208     7894    962300 SH       DEFINED 1 5           2000        0   960300 
DENBURY RES INC                COM NEW          247916208       14      1700 SH       DEFINED 2             1700        0        0 
DELUXE CORP                    COM              248019101     5496    159120 SH       DEFINED 1 5          33760        0   125360 
DELUXE CORP                    COM              248019101     1905     55153 SH       DEFINED 2            55153        0        0 
DENDRITE INTL INC              COM              248239105     4683    589800 SH       DEFINED 1 5              0        0   589800 
DENTSPLY INTL INC NEW          COM              249030107   174652   3801733 SH       DEFINED 1 5          59300        0  3742433 
DENTSPLY INTL INC NEW          COM              249030107    27468    597900 SH       DEFINED 2           597400        0      500 
DENTSPLY INTL INC NEW          COM              249030107      142      3092 SH       DEFINED 3             3092        0        0 
DESC S A DE C V                SPON ADR C       250309101      413     55300 SH       DEFINED 1 5           3800        0    51500 
DESIGNS INC                    COM              25057L102     1727    575700 SH       DEFINED 1 5              0        0   575700 
DEUTSCHE TELEKOM AG            SPONSORED ADR    251566105    20147   1299784 SH       DEFINED 1 5              0        0  1299784 
DEVCON INTL CORP               COM              251588109     2555    375700 SH       DEFINED 1 5              0        0   375700 
DEVELOPERS DIVERSIFIED RLTY CO COM              251591103     1341     74700 SH       DEFINED 1 5              0        0    74700 
DEVON ENERGY CORP NEW          COM              25179M103   138251   4018922 SH       DEFINED 1 5           8450        0  4010472 
DEVON ENERGY CORP NEW          COM              25179M103     5115    148687 SH       DEFINED 2           117995        0    30692 
DEVRY INC DEL                  COM              251893103    44914   1251100 SH       DEFINED 1 5              0        0  1251100 
DEVRY INC DEL                  COM              251893103    43611   1214800 SH       DEFINED 2          1214800        0        0 
DEVX ENERGY INC                COM NEW          25189P203     2365    454900 SH       DEFINED 1 5              0        0   454900 
DIAGEO P L C                   SPON ADR NEW     25243Q205    23763    572600 SH       DEFINED 1 5              0        0   572600 
DIAGEO P L C                   SPON ADR NEW     25243Q205       44      1070 SH       DEFINED 3             1070        0        0 
DIAGNOSTIC PRODS CORP          COM              252450101     5016    118800 SH       DEFINED 1 5          22100        0    96700 
DIAL CORP NEW                  COM              25247D101    30315   1831700 SH       DEFINED 1 5          28500        0  1803200 
DIAL CORP NEW                  COM              25247D101      159      9600 SH       DEFINED 2             9600        0        0 
DIAMOND OFFSHORE DRILLING INC  COM              25271C102    97537   3867460 SH       DEFINED 1 5           5000        0  3862460 
DIAMOND OFFSHORE DRILLING INC  COM              25271C102     1692     67100 SH       DEFINED 2            49900        0    17200 
DIANON SYS INC                 COM              252826102     1647     32800 SH       DEFINED 1 5              0        0    32800 
DIANON SYS INC                 COM              252826102     2369     47200 SH       DEFINED 2            47200        0        0 
DIEBOLD INC                    COM              253651103    40519   1063500 SH       DEFINED 1 5              0        0  1063500 
DIEBOLD INC                    COM              253651103        8       202 SH       DEFINED 3              202        0        0 
DIGITAL INSIGHT CORP           COM              25385P106    12606   1096200 SH       DEFINED 1 5              0        0  1096200 
DIGITAL INSIGHT CORP           COM              25385P106      490     42600 SH       DEFINED 2            42600        0        0 
DILLARDS INC                   CL A             254067101   103241   7839080 SH       DEFINED 1 5          13150        0  7825930 
DILLARDS INC                   CL A             254067101    15401   1169427 SH       DEFINED 2          1084127        0    85300 
DIME BANCORP INC NEW           COM              25429Q102    20356    517690 SH       DEFINED 1 5         110900        0   406790 
DIME BANCORP INC NEW           COM              25429Q102     1148     29200 SH       DEFINED 2              200        0    29000 
DIME BANCORP INC NEW           COM              25429Q102      147      3745 SH       DEFINED 3             3745        0        0 
DIME BANCORP INC NEW           WT EXP  000002   25429Q110      107    426200 SH       DEFINED 1 5              0        0   426200 
DIMON INC                      COM              254394109    13553   2357060 SH       DEFINED 1 5           7600        0  2349460 
DIMON INC                      COM              254394109     2570    447000 SH       DEFINED 2           447000        0        0 
DIODES INC                     COM              254543101     3788    814600 SH       DEFINED 1 5              0        0   814600 
DISNEY WALT CO                 COM DISNEY       254687106   810529  43530040 SH       DEFINED 1 5         472900        0 43057140 
DISNEY WALT CO                 COM DISNEY       254687106    48178   2587421 SH       DEFINED 2          2147663        0   439758 
DISNEY WALT CO                 COM DISNEY       254687106      339     18218 SH       DEFINED 3            18218        0        0 
DISTRIBUCION Y SERVICIO D&S SA SPONSORED ADR    254753106     5415    483500 SH       DEFINED 1 5          32600        0   450900 
DIRECT FOCUS INC               COM              254931108      409     20550 SH       DEFINED 1 5              0        0    20550 
DITECH COMMUNICATIONS CORP     COM              25500M103    18146   4320430 SH       DEFINED 1 5         118100        0  4202330 
DITECH COMMUNICATIONS CORP     COM              25500M103      508    121000 SH       DEFINED 2            47100        0    73900 
DIVERSA CORP                   COM              255064107     9400   1000000 SH       DEFINED 1 5        1000000        0        0 
DIVERSIFIED CORPORATE RES INC  COM              255153108      403    277700 SH       DEFINED 1 5              0        0   277700 
DOBSON COMMUNICATIONS CORP     CL A             256069105     2446    236330 SH       DEFINED 1 5              0        0   236330 
DOBSON COMMUNICATIONS CORP     CL A             256069105     6502    628200 SH       DEFINED 2           628200        0        0 
DOCUMENTUM INC                 COM              256159104        6       700 SH       DEFINED 1 5              0        0      700 
DOCUMENTUM INC                 COM              256159104     2808    342800 SH       DEFINED 2           342800        0        0 
DOLE FOOD INC                  COM              256605106    10302    481400 SH       DEFINED 1 5          36100        0   445300 
DOLE FOOD INC                  COM              256605106      807     37700 SH       DEFINED 2            37700        0        0 
DOLLAR GEN CORP                COM              256669102     2453    209640 SH       DEFINED 1 5           2000        0   207640 
DOLLAR GEN CORP                COM              256669102     3077    263008 SH       DEFINED 2           260008        0     3000 
DOLLAR GEN CORP                COM              256669102        0         6 SH       DEFINED 3                6        0        0 
DOLLAR TREE STORES INC         COM              256747106   107362   5683540 SH       DEFINED 1 5           2650        0  5680890 
DOLLAR TREE STORES INC         COM              256747106     1150     60880 SH       DEFINED 2            18000        0    42880 
DOMINION HOMES INC             COM              257386102     5547    616300 SH       DEFINED 1 5              0        0   616300 
DOMINION RES INC VA NEW        COM              25746U109     9900    166800 SH       DEFINED 1 5              0        0   166800 
DOMINION RES INC VA NEW        COM              25746U109    11359    191387 SH       DEFINED 2           191387        0        0 
DOMINION RES INC VA NEW        COM              25746U109      262      4412 SH       DEFINED 3             4412        0        0 
DOMTAR INC                     COM              257561100    39106   5311450 SH       DEFINED 1 5        5306900        0     4550 
DONALDSON INC                  COM              257651109     1427     49500 SH       DEFINED 1 5           4300        0    45200 
DONNELLEY R R & SONS CO        COM              257867101    78787   2912830 SH       DEFINED 1 5          23470        0  2889360 
DONNELLEY R R & SONS CO        COM              257867101     3252    120215 SH       DEFINED 2           120215        0        0 
DORAL FINL CORP                COM              25811P100   156923   4044400 SH       DEFINED 1 5          21400        0  4023000 
DORAL FINL CORP                COM              25811P100      419     10800 SH       DEFINED 2                0        0    10800 
DORCHESTER HUGOTON LTD         DEPOSTARY RCPT   258205202     6385    498800 SH       DEFINED 1 5              0        0   498800 
DOREL INDS INC                 CL B SUB VTG     25822C205      497     24410 SH       DEFINED 1 5          24300        0      110 
DOUBLECLICK INC                COM              258609304     5761   1010700 SH       DEFINED 1 5         113600        0   897100 
DOUBLECLICK INC                SB NT CV 4.75%06 258609AC0     4689   6940000PRN       DEFINED 1 5              0        0        0 
DOVER CORP                     COM              260003108     1270     43500 SH       DEFINED 1 5              0        0    43500 
DOVER CORP                     COM              260003108     4778    158687 SH       DEFINED 2           158687        0        0 
DOVER CORP                     COM              260003108       12       396 SH       DEFINED 3              396        0        0 
DOVER DOWNS ENTMT INC          COM              260086103      213     17200 SH       DEFINED 2            17200        0        0 
DOW CHEM CO                    COM              260543103   284222   8675878 SH       DEFINED 1 5              0        0  8675878 
DOW CHEM CO                    COM              260543103    25620    782054 SH       DEFINED 2           782054        0        0 
DOW CHEM CO                    COM              260543103      223      6814 SH       DEFINED 3             6814        0        0 
DOW JONES & CO INC             COM              260561105    31669    697100 SH       DEFINED 1 5            500        0   696600 
DOW JONES & CO INC             COM              260561105     5525    121626 SH       DEFINED 2           121626        0        0 
DOW JONES & CO INC             COM              260561105       38       843 SH       DEFINED 3              843        0        0 
DOWNEY FINL CORP               COM              261018105     4003     90700 SH       DEFINED 1 5          12100        0    78600 
DOWNEY FINL CORP               COM              261018105      269      6100 SH       DEFINED 2                0        0     6100 
DREW INDS INC                  COM NEW          26168L205     8069    943700 SH       DEFINED 1 5              0        0   943700 
DRIL-QUIP INC                  COM              262037104     2744    177020 SH       DEFINED 1 5           1000        0   176020 
DSET CORP                      COM NEW          262504202      452    286250 SH       DEFINED 1 5              0        0   286250 
DU PONT E I DE NEMOURS & CO    COM              263534109   923002  24600261 SH       DEFINED 1 5              0        0 24600261 
DU PONT E I DE NEMOURS & CO    COM              263534109    68620   1828904 SH       DEFINED 2          1828904        0        0 
DU PONT E I DE NEMOURS & CO    COM              263534109      444     11833 SH       DEFINED 3            11833        0        0 
DUANE READE INC                COM              263578106     7733    257760 SH       DEFINED 1 5          30441        0   227319 
DUANE READE INC                COM              263578106     1233     41100 SH       DEFINED 2            40467        0      633 
DUCOMMUN INC DEL               COM              264147109     9784   1111800 SH       DEFINED 1 5           3400        0  1108400 
DUKE ENERGY CORP               COM              264399106    48694   1286500 SH       DEFINED 1 5         178500        0  1108000 
DUKE ENERGY CORP               COM              264399106    25818    682112 SH       DEFINED 2           602712        0    79400 
DUKE ENERGY CORP               COM              264399106      106      2788 SH       DEFINED 3             2788        0        0 
DUKE REALTY CORP               COM NEW          264411505   127753   5392684 SH       DEFINED 1 5              0        0  5392684 
DUKE REALTY CORP               COM NEW          264411505    36791   1553020 SH       DEFINED 2          1518920        0    34100 
DUKE REALTY CORP               COM NEW          264411505       16       690 SH       DEFINED 3              690        0        0 
DUN & BRADSTREET CORP DEL NEW  COM              26483E100    38630   1379650 SH       DEFINED 1 5            400        0  1379250 
DUN & BRADSTREET CORP DEL NEW  COM              26483E100     5230    186800 SH       DEFINED 2           185500        0     1300 
DUN & BRADSTREET CORP DEL NEW  COM              26483E100        3        94 SH       DEFINED 3               94        0        0 
DURA AUTOMOTIVE SYSTEMS CORP   CL A             265903104     1427    198200 SH       DEFINED 1 5              0        0   198200 
DUPONT PHOTOMASKS INC          COM              26613X101    55872   2011220 SH       DEFINED 1 5          79520        0  1931700 
DUPONT PHOTOMASKS INC          COM              26613X101     6381    229700 SH       DEFINED 2           227400        0     2300 
DURAMED PHARMACEUTICALS INC    COM              266354109     1268     61980 SH       DEFINED 1 5              0        0    61980 
DURAMED PHARMACEUTICALS INC    COM              266354109       50      2400 SH       DEFINED 2             1000        0     1400 
DYCOM INDS INC                 COM              267475101      129     11100 SH       DEFINED 1 5              0        0    11100 
DYCOM INDS INC                 COM              267475101       39      3400 SH       DEFINED 2             3400        0        0 
DYNEGY INC NEW                 CL A             26816Q101    44091   1272470 SH       DEFINED 1 5         200640        0  1071830 
DYNEGY INC NEW                 CL A             26816Q101    12044    347604 SH       DEFINED 2           254804        0    92800 
DYNEGY INC NEW                 CL A             26816Q101        0         0 SH       DEFINED 3                0        0        0 
EGL INC                        COM              268484102      177     20000 SH       DEFINED 1 5              0        0    20000 
EGL INC                        COM              268484102       10      1100 SH       DEFINED 2             1100        0        0 
ELXSI CORP                     COM NEW          268613205     1090    181600 SH       DEFINED 1 5              0        0   181600 
E M C CORP MASS                COM              268648102   173749  14787146 SH       DEFINED 1 5         305800        0 14481346 
E M C CORP MASS                COM              268648102    32823   2793459 SH       DEFINED 2          2442485        0   350974 
E M C CORP MASS                COM              268648102      659     56080 SH       DEFINED 3            56080        0        0 
ENSCO INTL INC                 COM              26874Q100   232879  15928800 SH       DEFINED 1 5         688840        0 15239960 
ENSCO INTL INC                 COM              26874Q100    48894   3344300 SH       DEFINED 2          3325400        0    18900 
ENI S P A                      SPONSORED ADR    26874R108    17817    291600 SH       DEFINED 1 5              0        0   291600 
EOG RES INC                    COM              26875P101    42325   1463020 SH       DEFINED 1 5          13970        0  1449050 
EOG RES INC                    COM              26875P101     2618     90508 SH       DEFINED 2            90508        0        0 
EOG RES INC                    COM              26875P101       26       900 SH       DEFINED 3              900        0        0 
E PIPHANY INC                  COM              26881V100     1639    385600 SH       DEFINED 1 5          40600        0   345000 
EPIQ SYS INC                   COM              26882D109    10251    402000 SH       DEFINED 1 5           9600        0   392400 
EPIQ SYS INC                   COM              26882D109       51      2000 SH       DEFINED 2             2000        0        0 
E TRADE GROUP INC              COM              269246104    23962   3960720 SH       DEFINED 1 5          40900        0  3919820 
EARTHLINK INC                  COM              270321102     2285    150000 SH       DEFINED 1 5              0        0   150000 
EASTGROUP PPTY INC             COM              277276101      644     29400 SH       DEFINED 1 5              0        0    29400 
EASTGROUP PPTY INC             COM              277276101     5125    234000 SH       DEFINED 2           234000        0        0 
EASTMAN CHEM CO                COM              277432100      757     20843 SH       DEFINED 1 5              0        0    20843 
EASTMAN CHEM CO                COM              277432100     2182     60114 SH       DEFINED 2            60114        0        0 
EASTMAN KODAK CO               COM              277461109     1331     40910 SH       DEFINED 1 5              0        0    40910 
EASTMAN KODAK CO               COM              277461109     7368    226508 SH       DEFINED 2           226508        0        0 
EASTMAN KODAK CO               COM              277461109     2928     90000 SH       DEFINED 3            90000        0        0 
EATON CORP                     COM              278058102   278897   4710295 SH       DEFINED 1 5              0        0  4710295 
EATON CORP                     COM              278058102    22312    376835 SH       DEFINED 2           363135        0    13700 
EATON VANCE CORP               COM NON VTG      278265103     9722    310100 SH       DEFINED 1 5           6000        0   304100 
EATON VANCE CORP               COM NON VTG      278265103       91      2900 SH       DEFINED 2                0        0     2900 
EBAY INC                       COM              278642103    32601    712580 SH       DEFINED 1 5            440        0   712140 
EBAY INC                       COM              278642103    16886    369100 SH       DEFINED 2           363600        0     5500 
EBAY INC                       COM              278642103       14       300 SH       DEFINED 3              300        0        0 
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109   724365  31128695 SH       DEFINED 1 5           6800        0 31121895 
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109    19449    835800 SH       DEFINED 2           745100        0    90700 
ECHOSTAR COMMUNICATIONS NEW    SUB NT CV 144A07 278762AB5    63797  82585000PRN       DEFINED 1 5              0        0        0 
ECHOSTAR COMMUNICATIONS NEW    SUB NT CV 144A07 278762AB5     3075   3980000PRN       DEFINED 2                0        0        0 
ECHOSTAR COMMUNICATIONS NEW    SB NT CV4.875%07 278762AD1    17234  22310000PRN       DEFINED 1 5              0        0        0 
ECHOSTAR COMMUNICATIONS NEW    SB NT CV4.875%07 278762AD1     6242   8080000PRN       DEFINED 2                0        0        0 
ECHOSTAR COMMUNICATIONS NEW    SR NT CV 144A 08 278762AE9   137382 166020000PRN       DEFINED 1 5              0        0        0 
ECHOSTAR COMMUNICATIONS NEW    SR NT CV 144A 08 278762AE9      314    380000PRN       DEFINED 2                0        0        0 
ECLIPSYS CORP                  COM              278856109    56167   4223100 SH       DEFINED 1 5              0        0  4223100 
ECLIPSYS CORP                  COM              278856109     2447    184000 SH       DEFINED 2           184000        0        0 
ECOLAB INC                     COM              278865100   202558   5575490 SH       DEFINED 1 5         111860        0  5463630 
ECOLAB INC                     COM              278865100    19545    537997 SH       DEFINED 2           447297        0    90700 
ECOLAB INC                     COM              278865100     2714     74700 SH       DEFINED 3            74700        0        0 
EDGEWATER TECHNOLOGY INC       COM              280358102     2440    800000 SH       DEFINED 1 5              0        0   800000 
EDISON INTL                    COM              281020107     3347    254369 SH       DEFINED 2           254369        0        0 
EDISON SCHOOLS INC             CL A             281033100       15      1000 SH       DEFINED 1 5              0        0     1000 
EDO CORP                       COM              281347104    17273    600810 SH       DEFINED 1 5          92300        0   508510 
EDUCATION MGMT CORP            COM              28139T101     2702     89000 SH       DEFINED 1 5          19300        0    69700 
EDUCATION MGMT CORP            COM              28139T101      188      6200 SH       DEFINED 2                0        0     6200 
J D EDWARDS & CO               COM              281667105    89337  12547290 SH       DEFINED 1 5         998700        0 11548590 
J D EDWARDS & CO               COM              281667105    12566   1764850 SH       DEFINED 2          1741550        0    23300 
EDWARDS AG INC                 COM              281760108    43706   1244830 SH       DEFINED 1 5           2600        0  1242230 
EDWARDS AG INC                 COM              281760108    50288   1432300 SH       DEFINED 2          1432300        0        0 
EDWARDS AG INC                 COM              281760108       34       971 SH       DEFINED 3              971        0        0 
EDWARDS LIFESCIENCES CORP      COM              28176E108      175      7800 SH       DEFINED 1 5              0        0     7800 
EFUNDS CORP                    COM              28224R101    76906   4618990 SH       DEFINED 1 5         375941        0  4243049 
EFUNDS CORP                    COM              28224R101     5614    337200 SH       DEFINED 2           337200        0        0 
EL PASO CORP                   COM              28336L109   225524   5427762 SH       DEFINED 1 5              0        0  5427762 
EL PASO CORP                   COM              28336L109    16519    397576 SH       DEFINED 2           397576        0        0 
EL PASO CORP                   COM              28336L109      128      3077 SH       DEFINED 3             3077        0        0 
ELAN PLC                       ADR              284131208  1246209  25721550 SH       DEFINED 1 5          27170        0 25694380 
ELAN PLC                       ADR              284131208    21895    451900 SH       DEFINED 2           289600        0   162300 
ELAN PLC                       ADR              284131208    12950    267288 SH       DEFINED 3           267288        0        0 
ELANTEC SEMICONDUCTOR INC      COM              284155108    46478   2025180 SH       DEFINED 1 5              0        0  2025180 
ELANTEC SEMICONDUCTOR INC      COM              284155108       67      2900 SH       DEFINED 2                0        0     2900 
ELCOR CORP                     COM              284443108    16155    750350 SH       DEFINED 1 5              0        0   750350 
ELCOR CORP                     COM              284443108    10494    487400 SH       DEFINED 2           487400        0        0 
ELECTROGLAS INC                COM              285324109      753     60500 SH       DEFINED 1 5              0        0    60500 
ELECTRONIC ARTS INC            COM              285512109   605246  13252590 SH       DEFINED 1 5          24800        0 13227790 
ELECTRONIC ARTS INC            COM              285512109     7694    168480 SH       DEFINED 2           147080        0    21400 
ELECTRONIC DATA SYS NEW        COM              285661104   759140  13184100 SH       DEFINED 1 5          84500        0 13099600 
ELECTRONIC DATA SYS NEW        COM              285661104    39783    690922 SH       DEFINED 2           580822        0   110100 
ELECTRONIC DATA SYS NEW        COM              285661104       73      1264 SH       DEFINED 3             1264        0        0 
ELECTRONICS FOR IMAGING INC    COM              286082102    23207   1425500 SH       DEFINED 1 5         130600        0  1294900 
ELECTRONICS FOR IMAGING INC    COM              286082102     7777    477700 SH       DEFINED 2           443900        0    33800 
ELECTRONICS FOR IMAGING INC    COM              286082102       33      2000 SH       DEFINED 3             2000        0        0 
ELLIS PERRY INTL INC           COM              288853104     4835    672400 SH       DEFINED 1 5              0        0   672400 
EMAGIN CORP                    COM              29076N107        4      2262 SH       DEFINED 1 5           2262        0        0 
EMBREX INC                     COM              290817105    15255   1041330 SH       DEFINED 1 5          39550        0  1001780 
EMBRAER-EMPRESA BRASILEIRA DE  SP ADR PFD SHS   29081M102     2082    163300 SH       DEFINED 1 5          13000        0   150300 
EMBRATEL PARTICIPACOES S A     SPON ADR PFD     29081N100     1314    471000 SH       DEFINED 1 5          37100        0   433900 
EMBOTELLADORA ANDINA S A       SPON ADR A       29081P204      965     93800 SH       DEFINED 1 5           1500        0    92300 
EMBOTELLADORA ANDINA S A       SPON ADR B       29081P303      752     89500 SH       DEFINED 1 5          14100        0    75400 
EMCOR GROUP INC                COM              29084Q100    21233    665600 SH       DEFINED 1 5              0        0   665600 
EMCOR GROUP INC                COM              29084Q100     5243    164360 SH       DEFINED 2           164360        0        0 
EMERSON ELEC CO                COM              291011104   285191   6060166 SH       DEFINED 1 5              0        0  6060166 
EMERSON ELEC CO                COM              291011104    23057    489941 SH       DEFINED 2           472341        0    17600 
EMERSON ELEC CO                COM              291011104      155      3287 SH       DEFINED 3             3287        0        0 
EMISPHERE TECHNOLOGIES INC     COM              291345106      548     28700 SH       DEFINED 1 5              0        0    28700 
EMMIS COMMUNICATIONS CORP      CL A             291525103     5172    358700 SH       DEFINED 1 5              0        0   358700 
EMMIS COMMUNICATIONS CORP      CL A             291525103      241     16700 SH       DEFINED 2            16700        0        0 
EMPIRE DIST ELEC CO            COM              291641108     1342     65300 SH       DEFINED 1 5              0        0    65300 
EMPIRE DIST ELEC CO            COM              291641108     1960     95400 SH       DEFINED 2            95400        0        0 
EMPRESA NACIONAL DE ELCTRCIDAD SPONSORED ADR    29244T101     4184    483100 SH       DEFINED 1 5          36300        0   446800 
EMULEX CORP                    COM NEW          292475209    34751   3654200 SH       DEFINED 1 5           6700        0  3647500 
EMULEX CORP                    COM NEW          292475209    50061   5264064 SH       DEFINED 2          5264064        0        0 
ENBRIDGE INC                   COM              29250N105    49320   1812200 SH       DEFINED 1 5        1796000        0    16200 
ENBRIDGE INC                   COM              29250N105      684     25310 SH       DEFINED 2            25310        0        0 
ENDOCARE INC                   COM              29264P104    11286    643100 SH       DEFINED 2           643100        0        0 
ENERGEN CORP                   COM              29265N108     2151     95581 SH       DEFINED 1 5              0        0    95581 
ENERGEN CORP                   COM              29265N108      191      8500 SH       DEFINED 2             8500        0        0 
ENERGY EAST CORP               COM              29266M109     9361    465500 SH       DEFINED 1 5              0        0   465500 
ENERGY EAST CORP               COM              29266M109     2596    129100 SH       DEFINED 2           129100        0        0 
ENERGY EAST CORP               COM              29266M109       43      2149 SH       DEFINED 3             2149        0        0 
ENERGIZER HLDGS INC            COM              29266R108      665     40000 SH       DEFINED 1 5              0        0    40000 
ENERGIZER HLDGS INC            COM              29266R108        6       382 SH       DEFINED 3              382        0        0 
ENERSIS S A                    SPONSORED ADR    29274F104      562     45900 SH       DEFINED 1 5           2100        0    43800 
ENGELHARD CORP                 COM              292845104    26258   1136700 SH       DEFINED 1 5              0        0  1136700 
ENGELHARD CORP                 COM              292845104     2359    102118 SH       DEFINED 2           102118        0        0 
ENGINEERED SUPPORT SYS INC     COM              292866100    47128   1000605 SH       DEFINED 1 5          76700        0   923905 
ENGINEERED SUPPORT SYS INC     COM              292866100      971     20625 SH       DEFINED 2            20625        0        0 
ENRON CORP                     COM              293561106   496648  18243560 SH       DEFINED 1 5          49400        0 18194160 
ENRON CORP                     COM              293561106    69000   2533986 SH       DEFINED 2          2407076        0   126910 
ENRON CORP                     COM              293561106      351     12905 SH       DEFINED 3            12905        0        0 
ENTERASYS NETWORKS INC         COM              293637104    59090   9159370 SH       DEFINED 1 5          31400        0  9127970 
ENTERASYS NETWORKS INC         COM              293637104     1131    175300 SH       DEFINED 2            72100        0   103200 
ENTERCOM COMMUNICATIONS CORP   CL A             293639100      102      3000 SH       DEFINED 2             3000        0        0 
ENTERGY CORP NEW               COM              29364G103   402649  11323100 SH       DEFINED 1 5         134200        0 11188900 
ENTERGY CORP NEW               COM              29364G103    24791    697155 SH       DEFINED 2           602855        0    94300 
ENTERGY CORP NEW               COM              29364G103        7       206 SH       DEFINED 3              206        0        0 
ENTREMED INC                   COM              29382F103    10525   1223852 SH       DEFINED 1 5              0        0  1223852 
ENTRUST INC                    COM              293848107      841    295000 SH       DEFINED 2           295000        0        0 
ENZON INC                      COM              293904108     5748    112700 SH       DEFINED 1 5           3270        0   109430 
ENZON INC                      COM              293904108        0         0 SH       DEFINED 2                0        0        0 
ENZON INC                      SUB NT CV 144A08 293904AA6     1852   2000000PRN       DEFINED 1 5              0        0        0 
EQUIFAX INC                    COM              294429105     3598    164270 SH       DEFINED 1 5              0        0   164270 
EQUIFAX INC                    COM              294429105    17207    785720 SH       DEFINED 2           782520        0     3200 
EQUIFAX INC                    COM              294429105       11       514 SH       DEFINED 3              514        0        0 
EQUITABLE RES INC              COM              294549100    70540   2350543 SH       DEFINED 1 5          48300        0  2302243 
EQUITABLE RES INC              COM              294549100     5276    175800 SH       DEFINED 2           160000        0    15800 
EQUITY INCOME FD               UT 1 EX SR-ATT   294700703       78       600 SH       DEFINED 3              600        0        0 
EQUITY OFFICE PROPERTIES TRUST COM              294741103   724000  22625011 SH       DEFINED 1 5              0        0 22625011 
EQUITY OFFICE PROPERTIES TRUST COM              294741103   101877   3183645 SH       DEFINED 2          3127045        0    56600 
EQUITY OFFICE PROPERTIES TRUST PFD CV B 5.25%   294741509     2292     47900 SH       DEFINED 1 5              0        0    47900 
EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107   880645  15079536 SH       DEFINED 1 5              0        0 15079536 
EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107    62967   1078200 SH       DEFINED 2          1019400        0    58800 
EQUITY RESIDENTIAL PPTYS TR    PFD CV 1/10 G    29476L859      470     18500 SH       DEFINED 1 5              0        0    18500 
ERICSSON L M TEL CO            ADR CL B SEK10   294821400    37737  10812960 SH       DEFINED 1 5              0        0 10812960 
ERICSSON L M TEL CO            ADR CL B SEK10   294821400      946    271000 SH       DEFINED 2           107800        0   163200 
ERIE INDTY CO                  CL A             29530P102      372      9400 SH       DEFINED 1 5              0        0     9400 
ESPEED INC                     CL A             296643109      296     74000 SH       DEFINED 1 5              0        0    74000 
ESPIRITO SANTO FINL GROUP SA   SPONSORED ADR    29665F200    19430   1210600 SH       DEFINED 1 5              0        0  1210600 
ESTERLINE TECHNOLOGIES CORP    COM              297425100     1388     87600 SH       DEFINED 1 5              0        0    87600 
ETABLISSEMENTS DELHAIZE FRERES SPONSORED ADR    29759W101     2872     51840 SH       DEFINED 1 5              0        0    51840 
ETHAN ALLEN INTERIORS INC      COM              297602104    11817    429700 SH       DEFINED 1 5              0        0   429700 
ETHAN ALLEN INTERIORS INC      COM              297602104     4714    171400 SH       DEFINED 2           171400        0        0 
EUROPEAN WT FD INC             COM              298792102     4827    898900 SH       DEFINED 1 5          13900        0   885000 
EUROPEAN WT FD INC             COM              298792102      300     55900 SH       DEFINED 2                0        0    55900 
EXAR CORP                      COM              300645108     9169    530000 SH       DEFINED 1 5              0        0   530000 
EXACTECH INC                   COM              30064E109     6268    513800 SH       DEFINED 1 5              0        0   513800 
EXELON CORP                    COM              30161N101    14551    326250 SH       DEFINED 1 5          54460        0   271790 
EXELON CORP                    COM              30161N101    12279    275319 SH       DEFINED 2           250319        0    25000 
EXELON CORP                    COM              30161N101      195      4374 SH       DEFINED 3             4374        0        0 
EXELIXIS INC                   COM              30161Q104    17296   1509190 SH       DEFINED 1 5              0        0  1509190 
EXELIXIS INC                   COM              30161Q104     3036    264900 SH       DEFINED 2           260608        0     4292 
EXFO ELECTRO OPTICAL ENGR INC  SUB VTG SHS      302043104    33062   3599300 SH       DEFINED 1 5        3599300        0        0 
EXIDE TECHNOLOGIES             COM              302051107        0       100 SH       DEFINED 1 5              0        0      100 
EXODUS COMMUNICATIONS INC      COM              302088109       11     62700 SH       DEFINED 1 5          62700        0        0 
EXODUS COMMUNICATIONS INC      COM              302088109       16     95788 SH       DEFINED 4            95788        0        0 
EXPEDIA INC                    COM              302125109       19       800 SH       DEFINED 1 5              0        0      800 
EXPEDITORS INTL WASH INC       COM              302130109   122099   2578650 SH       DEFINED 1 5              0        0  2578650 
EXPEDITORS INTL WASH INC       COM              302130109    24770    523120 SH       DEFINED 2           472120        0    51000 
EXPEDITORS INTL WASH INC       COM              302130109        1        25 SH       DEFINED 3               25        0        0 
EXPONENT INC                   COM              30214U102      621     57000 SH       DEFINED 1 5           9100        0    47900 
EXPRESS SCRIPTS INC            COM              302182100   168442   3044860 SH       DEFINED 1 5          14600        0  3030260 
EXPRESS SCRIPTS INC            COM              302182100      465      8400 SH       DEFINED 2             8400        0        0 
EXPRESS SCRIPTS INC            COM              302182100        2        40 SH       DEFINED 3               40        0        0 
EXTENDED STAY AMER INC         COM              30224P101    84788   5859603 SH       DEFINED 1 5              0        0  5859603 
EXTENDICARE INC CDA            SUB VTG SH       30224T871     2017    449900 SH       DEFINED 1 5         449900        0        0 
EXTENDICARE INC CDA            SUB VTG SH       30224T871       30      6600 SH       DEFINED 2             6600        0        0 
EXTREME NETWORKS INC           COM              30226D106    22360   3235900 SH       DEFINED 1 5          14000        0  3221900 
EXTREME NETWORKS INC           COM              30226D106       17      2500 SH       DEFINED 2                0        0     2500 
EXULT INC DEL                  COM              302284104    40930   3501300 SH       DEFINED 1 5              0        0  3501300 
EXULT INC DEL                  COM              302284104      269     23000 SH       DEFINED 2             9100        0    13900 
EXXON MOBIL CORP               COM              30231G102  8031822 203853356 SH       DEFINED 1 5         944466        0202908890 
EXXON MOBIL CORP               COM              30231G102   506994  12867858 SH       DEFINED 2         11844878        0  1022980 
EXXON MOBIL CORP               COM              30231G102     4341    110171 SH       DEFINED 3           110171        0        0 
FEI CO                         COM              30241L109    40087   1843100 SH       DEFINED 1 5              0        0  1843100 
FEI CO                         COM              30241L109      481     22100 SH       DEFINED 2            22100        0        0 
FLIR SYS INC                   COM              302445101        0         0 SH       DEFINED 1 5              0        0        0 
F M C CORP                     COM NEW          302491303     1187     24237 SH       DEFINED 2            24237        0        0 
F M C CORP                     COM NEW          302491303        2        50 SH       DEFINED 3               50        0        0 
FPIC INS GROUP INC             COM              302563101     5587    473500 SH       DEFINED 1 5              0        0   473500 
FPL GROUP INC                  COM              302571104    13388    250000 SH       DEFINED 1 5              0        0   250000 
FPL GROUP INC                  COM              302571104     7353    137303 SH       DEFINED 2           137303        0        0 
FPL GROUP INC                  COM              302571104       15       282 SH       DEFINED 3              282        0        0 
FTD COM INC                    CL A             30265F103      721    187390 SH       DEFINED 1 5          29500        0   157890 
F Y I INC                      COM              302712104    33928    904260 SH       DEFINED 1 5          59400        0   844860 
FTI CONSULTING INC             COM              302941109    23428    796870 SH       DEFINED 1 5         109895        0   686975 
FACTORY 2-U INC                COM              303072102     2082    148700 SH       DEFINED 1 5              0        0   148700 
FACTSET RESH SYS INC           COM              303075105     6638    273600 SH       DEFINED 1 5              0        0   273600 
FAIR ISAAC & CO INC            COM              303250104     2834     60000 SH       DEFINED 1 5              0        0    60000 
FAIRCHILD SEMICONDUCTOR INTL   CL A             303726103   159395   9931156 SH       DEFINED 1 5         724220        0  9206936 
FAIRCHILD SEMICONDUCTOR INTL   CL A             303726103    41411   2580110 SH       DEFINED 2          2504810        0    75300 
FAIRMONT HOTELS RESORTS INC    COM              305204109    16554   1056900 SH       DEFINED 1 5        1035000        0    21900 
FAIRMONT HOTELS RESORTS INC    COM              305204109      893     58100 SH       DEFINED 2            58100        0        0 
FAMILY DLR STORES INC          COM              307000109   135147   4910860 SH       DEFINED 1 5           2500        0  4908360 
FAMILY DLR STORES INC          COM              307000109    28802   1046600 SH       DEFINED 2           927770        0   118830 
FAMILY DLR STORES INC          COM              307000109        2        60 SH       DEFINED 3               60        0        0 
FAMOUS DAVES AMER INC          COM              307068106      619     65200 SH       DEFINED 1 5              0        0    65200 
FANSTEEL INC DEL               COM              307260109     2436    869900 SH       DEFINED 1 5              0        0   869900 
FASTENAL CO                    COM              311900104    93151   1634800 SH       DEFINED 1 5              0        0  1634800 
FASTENAL CO                    COM              311900104       85      1500 SH       DEFINED 3             1500        0        0 
FEDERAL AGRIC MTG CORP         CL C             313148306     3966    118800 SH       DEFINED 1 5              0        0   118800 
FEDERAL AGRIC MTG CORP         CL C             313148306      881     26400 SH       DEFINED 2            26400        0        0 
FEDERAL HOME LN MTG CORP       COM              313400301  4155063  63924043 SH       DEFINED 1 5        1628940        0 62295103 
FEDERAL HOME LN MTG CORP       COM              313400301   210403   3236971 SH       DEFINED 2          2746071        0   490900 
FEDERAL HOME LN MTG CORP       COM              313400301    12239    188298 SH       DEFINED 3           188298        0        0 
FEDERAL MOGUL CORP             COM              313549107        2      3070 SH       DEFINED 1 5           3070        0        0 
FEDERAL NATL MTG ASSN          COM              313586109  7777346  97143971 SH       DEFINED 1 5         934810        0 96209161 
FEDERAL NATL MTG ASSN          COM              313586109   294895   3683425 SH       DEFINED 2          3114445        0   568980 
FEDERAL NATL MTG ASSN          COM              313586109     9464    118211 SH       DEFINED 3           118211        0        0 
FEDERAL SCREW WKS              COM              313819104     4808    136000 SH       DEFINED 1 5              0        0   136000 
FEDERAL SIGNAL CORP            COM              313855108       83      4700 SH       DEFINED 1 5              0        0     4700 
FEDERAL SIGNAL CORP            COM              313855108    16430    931400 SH       DEFINED 2           931400        0        0 
FEDERATED DEPT STORES INC DEL  COM              31410H101   261915   9287750 SH       DEFINED 1 5           3540        0  9284210 
FEDERATED DEPT STORES INC DEL  COM              31410H101    15238    540366 SH       DEFINED 2           489666        0    50700 
FEDERATED DEPT STORES INC DEL  COM              31410H101        1        35 SH       DEFINED 3               35        0        0 
FEDERATED INVS INC PA          CL B             314211103    45372   1532850 SH       DEFINED 1 5         107930        0  1424920 
FEDERATED INVS INC PA          CL B             314211103     8560    289200 SH       DEFINED 2           286200        0     3000 
FEDEX CORP                     COM              31428X106     1705     46405 SH       DEFINED 1 5              0        0    46405 
FEDEX CORP                     COM              31428X106     8808    239685 SH       DEFINED 2           239685        0        0 
FEDEX CORP                     COM              31428X106       18       500 SH       DEFINED 3              500        0        0 
FERRO CORP                     COM              315405100    17329    747600 SH       DEFINED 1 5              0        0   747600 
FIDELITY BANCORP INC           COM              315831107      664     44000 SH       DEFINED 1 5              0        0    44000 
FIDELITY NATL FINL INC         COM              316326107    16399    609860 SH       DEFINED 1 5         107550        0   502310 
FIDELITY NATL FINL INC         COM              316326107     1334     49610 SH       DEFINED 2                0        0    49610 
FIFTH THIRD BANCORP            COM              316773100   492614   8012590 SH       DEFINED 1 5           5200        0  8007390 
FIFTH THIRD BANCORP            COM              316773100    33799    549758 SH       DEFINED 2           549758        0        0 
FIFTH THIRD BANCORP            COM              316773100      384      6251 SH       DEFINED 3             6251        0        0 
FILA HLDG SPA                  SPONSORED ADR    316850106     4919   1226630 SH       DEFINED 1 5         650630        0   576000 
FINANCIAL INDS CORP            COM              317574101    16991   1307020 SH       DEFINED 1 5              0        0  1307020 
FINISAR                        COM              31787A101    76107  19140660 SH       DEFINED 1 5         102500        0 19038160 
FINISAR                        COM              31787A101     2221    560800 SH       DEFINED 2           449900        0   110900 
FINLAY ENTERPRISES INC         COM NEW          317884203     7507   1042700 SH       DEFINED 1 5              0        0  1042700 
FINISH LINE INC                CL A             317923100    20290   1870000 SH       DEFINED 1 5              0        0  1870000 
FIRST AMERN CORP CALIF         COM              318522307     9908    489260 SH       DEFINED 1 5          92000        0   397260 
FIRST AMERN CORP CALIF         COM              318522307      490     24200 SH       DEFINED 2                0        0    24200 
FIRST BANCORP P R              COM              318672102    68193   2637000 SH       DEFINED 1 5              0        0  2637000 
FIRST COMWLTH FINL CORP PA     COM              319829107      747     60000 SH       DEFINED 1 5              0        0    60000 
FIRST DATA CORP                COM              319963104   737947  12666440 SH       DEFINED 1 5         110500        0 12555940 
FIRST DATA CORP                COM              319963104    57096    980026 SH       DEFINED 2           883326        0    96700 
FIRST DATA CORP                COM              319963104      103      1772 SH       DEFINED 3             1772        0        0 
FIRST INDUSTRIAL REALTY TRUST  COM              32054K103     9534    317800 SH       DEFINED 1 5              0        0   317800 
FIRST HEALTH GROUP CORP        COM              320960107    74028   2519670 SH       DEFINED 1 5          65700        0  2453970 
FIRST HEALTH GROUP CORP        COM              320960107     6591    224320 SH       DEFINED 2           218220        0     6100 
FIRST MUTUAL BANCSHARES INC    COM              32190E102     3114    224200 SH       DEFINED 1 5              0        0   224200 
1ST SOURCE CORP                COM              336901103      682     31700 SH       DEFINED 1 5              0        0    31700 
FIRST TENN NATL CORP           COM              337162101     9113    246300 SH       DEFINED 1 5          33200        0   213100 
FIRST TENN NATL CORP           COM              337162101      540     14600 SH       DEFINED 2                0        0    14600 
FIRST VA BANKS INC             COM              337477103     9966    217608 SH       DEFINED 1 5              0        0   217608 
FIRST VA BANKS INC             COM              337477103     5125    111900 SH       DEFINED 2           111900        0        0 
FIRSTSERVICE CORP              SUB VTG SH       33761N109       11       500 SH       DEFINED 1 5            500        0        0 
FISERV INC                     COM              337738108    62569   1829513 SH       DEFINED 1 5              0        0  1829513 
FISERV INC                     COM              337738108     4981    145650 SH       DEFINED 2           145650        0        0 
FISERV INC                     COM              337738108       80      2350 SH       DEFINED 3             2350        0        0 
FIRSTMERIT CORP                COM              337915102      155      6600 SH       DEFINED 3             6600        0        0 
FIRSTENERGY CORP               COM              337932107    16189    450330 SH       DEFINED 1 5           3347        0   446983 
FIRSTENERGY CORP               COM              337932107     7511    208913 SH       DEFINED 2           200307        0     8606 
FIRSTENERGY CORP               COM              337932107       14       400 SH       DEFINED 3              400        0        0 
FISHER SCIENTIFIC INTL INC     COM NEW          338032204     2142     84330 SH       DEFINED 1 5          13400        0    70930 
FLANIGANS ENTERPRISES INC      COM              338517105      829    195000 SH       DEFINED 1 5              0        0   195000 
FLEETBOSTON FINL CORP          COM              339030108  1716462  46706446 SH       DEFINED 1 5         478846        0 46227600 
FLEETBOSTON FINL CORP          COM              339030108   115586   3145186 SH       DEFINED 2          2905808        0   239378 
FLEETBOSTON FINL CORP          COM              339030108      453     12327 SH       DEFINED 3            12327        0        0 
FLEETWOOD ENTERPRISES INC      COM              339099103    18216   1629320 SH       DEFINED 1 5         188990        0  1440330 
FLEETWOOD ENTERPRISES INC      COM              339099103     7619    681500 SH       DEFINED 2           681500        0        0 
FLEMING COS INC                COM              339130106   167463   5676719 SH       DEFINED 1 5          26000        0  5650719 
FLORIDA ROCK INDS INC          COM              341140101    67909   2153115 SH       DEFINED 1 5              0        0  2153115 
FLORIDA ROCK INDS INC          COM              341140101    25033    793700 SH       DEFINED 2           793700        0        0 
FLUOR CORP NEW                 COM              343412102   306556   7962496 SH       DEFINED 1 5          24850        0  7937646 
FLUOR CORP NEW                 COM              343412102    33509    870366 SH       DEFINED 2           826766        0    43600 
FLUOR CORP NEW                 COM              343412102        8       204 SH       DEFINED 3              204        0        0 
FLOWERS FOODS INC              COM              343498101    30064    829360 SH       DEFINED 1 5              0        0   829360 
FLOWERS FOODS INC              COM              343498101      121      3334 SH       DEFINED 2             3334        0        0 
FLOWSERVE CORP                 COM              34354P105    18570    940250 SH       DEFINED 1 5              0        0   940250 
FLOWSERVE CORP                 COM              34354P105     1566     79300 SH       DEFINED 2            79300        0        0 
FOCAL COMMUNICATIONS CORP      COM              344155106      830   2861950 SH       DEFINED 1 5              0        0  2861950 
FOMENTO ECONOMICO MEXICANO SA  SPON ADR UNITS   344419106    12913    453579 SH       DEFINED 1 5           9700        0   443879 
FOOTSTAR INC                   COM              344912100   103219   2983200 SH       DEFINED 1 5              0        0  2983200 
FORD MTR CO DEL                COM PAR $0.01    345370860   237919  13712892 SH       DEFINED 1 5              0        0 13712892 
FORD MTR CO DEL                COM PAR $0.01    345370860    27847   1604989 SH       DEFINED 2          1598689        0     6300 
FORD MTR CO DEL                COM PAR $0.01    345370860      236     13606 SH       DEFINED 3            13606        0        0 
FOREST LABS INC                COM              345838106   428971   5946370 SH       DEFINED 1 5         184125        0  5762245 
FOREST LABS INC                COM              345838106    36112    500582 SH       DEFINED 2           434806        0    65776 
FOREST LABS INC                COM              345838106        0         0 SH       DEFINED 3                0        0        0 
FOREST OIL CORP                COM PAR $0.01    346091705     3026    122030 SH       DEFINED 2           122030        0        0 
FORTUNE BRANDS INC             COM              349631101    40100   1197020 SH       DEFINED 1 5              0        0  1197020 
FORTUNE BRANDS INC             COM              349631101     9469    282656 SH       DEFINED 2           232556        0    50100 
FORTUNE BRANDS INC             COM              349631101        8       240 SH       DEFINED 3              240        0        0 
FORWARD AIR CORP               COM              349853101     4206    178685 SH       DEFINED 1 5              0        0   178685 
FORWARD AIR CORP               COM              349853101     2092     88850 SH       DEFINED 2            88850        0        0 
FOSSIL INC                     COM              349882100    58487   3722900 SH       DEFINED 1 5              0        0  3722900 
FOSSIL INC                     COM              349882100      861     54800 SH       DEFINED 2            27500        0    27300 
FOUNDRY NETWORKS INC           COM              35063R100      158     25000 SH       DEFINED 1 5              0        0    25000 
4 KIDS ENTMT INC               COM              350865101     1041     52300 SH       DEFINED 1 5              0        0    52300 
FOX ENTMT GROUP INC            CL A             35138T107   297120  15556040 SH       DEFINED 1 5          16470        0 15539570 
FOX ENTMT GROUP INC            CL A             35138T107    35556   1861550 SH       DEFINED 2          1807950        0    53600 
FRANKLIN RES INC               COM              354613101    14414    415750 SH       DEFINED 1 5           5600        0   410150 
FRANKLIN RES INC               COM              354613101     7160    206531 SH       DEFINED 2           206531        0        0 
FRANKLIN RES INC               COM              354613101       21       603 SH       DEFINED 3              603        0        0 
FREDS INC                      CL A             356108100    11857    452575 SH       DEFINED 2           452575        0        0 
FREEMARKETS INC                COM              356602102    15579   1472500 SH       DEFINED 1 5              0        0  1472500 
FREEMARKETS INC                COM              356602102     1790    169200 SH       DEFINED 2           117700        0    51500 
FREEPORT-MCMORAN COPPER & GOLD CL A             35671D105      883     89310 SH       DEFINED 1 5           5400        0    83910 
FREEPORT-MCMORAN COPPER & GOLD CL B             35671D857   119910  10910850 SH       DEFINED 1 5         729820        0 10181030 
FREEPORT-MCMORAN COPPER & GOLD CL B             35671D857     9250    841695 SH       DEFINED 2           764595        0    77100 
FREQUENCY ELECTRS INC          COM              358010106     4800    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     5980    392100 SH       DEFINED 1 5              0        0   392100 
FRIEDMANS INC                  CL A             358438109     9487   1343700 SH       DEFINED 1 5              0        0  1343700 
FRIENDLY ICE CREAM CORP NEW    COM              358497105      664    207500 SH       DEFINED 1 5              0        0   207500 
FRONTIER AIRLINES INC NEW      COM              359065109     2244    271050 SH       DEFINED 1 5         260000        0    11050 
FRONTIER AIRLINES INC NEW      COM              359065109     1356    163750 SH       DEFINED 2           163750        0        0 
FRONTIER FINL CORP WASH        COM              35907K105     1735     63100 SH       DEFINED 1 5              0        0    63100 
FRONTIER FINL CORP WASH        COM              35907K105     5033    183000 SH       DEFINED 2           183000        0        0 
FRONTIER OIL CORP              COM              35914P105       27      1600 SH       DEFINED 1 5              0        0     1600 
FUELCELL ENERGY INC            COM              35952H106      120      8100 SH       DEFINED 1 5              0        0     8100 
FUELCELL ENERGY INC            COM              35952H106      111      7500 SH       DEFINED 2             7500        0        0 
FUJI PHOTO FILM LTD            ADR              359586302        4       127 SH       DEFINED 3              127        0        0 
FULLER H B CO                  COM              359694106     5584    121923 SH       DEFINED 1 5           2190        0   119733 
FULLER H B CO                  COM              359694106     6769    147800 SH       DEFINED 2           147800        0        0 
FULTON FINL CORP PA            COM              360271100     5797    259382 SH       DEFINED 1 5              0        0   259382 
FULTON FINL CORP PA            COM              360271100       36      1600 SH       DEFINED 2             1600        0        0 
FURNITURE BRANDS INTL INC      COM              360921100    27038   1387970 SH       DEFINED 1 5         161710        0  1226260 
FURNITURE BRANDS INTL INC      COM              360921100    14789    759190 SH       DEFINED 2           747690        0    11500 
G & K SVCS INC                 CL A             361268105     5565    209620 SH       DEFINED 1 5         148850        0    60770 
GATX CORP                      COM              361448103    42373   1259600 SH       DEFINED 1 5              0        0  1259600 
GPU INC                        COM              36225X100    69092   1711900 SH       DEFINED 1 5              0        0  1711900 
GPU INC                        COM              36225X100     8378    207591 SH       DEFINED 2           173891        0    33700 
GSI LUMONICS INC               COM              36229U102    18736   2734800 SH       DEFINED 1 5        2734800        0        0 
GTSI CORP                      COM              36238K103     5611    790300 SH       DEFINED 1 5              0        0   790300 
GABLES RESIDENTIAL TR          SH BEN INT       362418105    10056    328000 SH       DEFINED 1 5              0        0   328000 
GADZOOKS INC                   COM              362553109     2063    150000 SH       DEFINED 1 5              0        0   150000 
GALEN HLDGS PLC                SPONSORED ADR    363240102     8702    227800 SH       DEFINED 1 5              0        0   227800 
GALEY & LORD INC               COM              36352K103       35     59000 SH       DEFINED 1 5              0        0    59000 
GALILEO INTERNATIONAL INC      COM              363547100    10635    512300 SH       DEFINED 1 5              0        0   512300 
GALLAGHER ARTHUR J & CO        COM              363576109    17243    509400 SH       DEFINED 1 5          12200        0   497200 
GALLAGHER ARTHUR J & CO        COM              363576109     6540    193200 SH       DEFINED 2           193200        0        0 
GALLAGHER ARTHUR J & CO        COM              363576109       40      1180 SH       DEFINED 3             1180        0        0 
GALLAHER GROUP PLC             SPONSORED ADR    363595109    74768   2800300 SH       DEFINED 1 5              0        0  2800300 
GALLAHER GROUP PLC             SPONSORED ADR    363595109      611     22900 SH       DEFINED 2            22900        0        0 
GALLAHER GROUP PLC             SPONSORED ADR    363595109     1943     72760 SH       DEFINED 3            72760        0        0 
GALYANS TRADING INC            COM              36458R101     4375    410000 SH       DEFINED 1 5              0        0   410000 
GAMETECH INTERNATIONAL INC     COM              36466D102     1122    407900 SH       DEFINED 1 5              0        0   407900 
GANNETT INC                    COM              364730101   663764  11042495 SH       DEFINED 1 5           1840        0 11040655 
GANNETT INC                    COM              364730101    37642    626226 SH       DEFINED 2           587926        0    38300 
GANNETT INC                    COM              364730101      247      4117 SH       DEFINED 3             4117        0        0 
GAP INC DEL                    COM              364760108   417892  34970027 SH       DEFINED 1 5          96105        0 34873922 
GAP INC DEL                    COM              364760108    22165   1854812 SH       DEFINED 2          1602823        0   251989 
GAP INC DEL                    COM              364760108       30      2487 SH       DEFINED 3             2487        0        0 
GARDNER DENVER INC             COM              365558105    34291   1544655 SH       DEFINED 1 5              0        0  1544655 
GART SPORTS CO                 COM              366630101      666     55000 SH       DEFINED 1 5              0        0    55000 
GART SPORTS CO                 COM              366630101     1476    122000 SH       DEFINED 2           122000        0        0 
GATEWAY INC                    COM              367626108    32290   5924700 SH       DEFINED 1 5         139300        0  5785400 
GATEWAY INC                    COM              367626108     1420    260573 SH       DEFINED 2           259273        0     1300 
GEHL CO                        COM              368483103     8541    635000 SH       DEFINED 1 5              0        0   635000 
GEMSTAR-TV GUIDE INTL INC      COM              36866W106   242875  12322408 SH       DEFINED 1 5         114900        0 12207508 
GEMSTAR-TV GUIDE INTL INC      COM              36866W106    19182    973230 SH       DEFINED 2           927230        0    46000 
GEMSTAR-TV GUIDE INTL INC      COM              36866W106     1254     63600 SH       DEFINED 3            63600        0        0 
GENCORP INC                    COM              368682100    24736   2181300 SH       DEFINED 1 5              0        0  2181300 
GENCORP INC                    COM              368682100     3091    272600 SH       DEFINED 2           272600        0        0 
GENENTECH INC                  COM NEW          368710406   271037   6159926 SH       DEFINED 1 5              0        0  6159926 
GENENTECH INC                  COM NEW          368710406        1        20 SH       DEFINED 3               20        0        0 
GENERAL BINDING CORP           COM              369154109     1063     95800 SH       DEFINED 1 5          15200        0    80600 
GENERAL CABLE CORP DEL NEW     COM              369300108    17495   1776100 SH       DEFINED 1 5              0        0  1776100 
GENERAL CABLE CORP DEL NEW     COM              369300108     6252    634700 SH       DEFINED 2           634700        0        0 
GENERAL DYNAMICS CORP          COM              369550108   796494   9018270 SH       DEFINED 1 5         169070        0  8849200 
GENERAL DYNAMICS CORP          COM              369550108   140833   1594574 SH       DEFINED 2          1482174        0   112400 
GENERAL DYNAMICS CORP          COM              369550108       32       358 SH       DEFINED 3              358        0        0 
GENERAL ELEC CO                COM              369604103  9904148 266240535 SH       DEFINED 1 5        1257200        0264983335 
GENERAL ELEC CO                COM              369604103   780318  20976300 SH       DEFINED 2         18250719        0  2725581 
GENERAL ELEC CO                COM              369604103     7157    192393 SH       DEFINED 3           192393        0        0 
GENERAL GROWTH PPTYS INC       COM              370021107    44851   1289921 SH       DEFINED 1 5              0        0  1289921 
GENERAL GROWTH PPTYS INC       COM              370021107    32225    926800 SH       DEFINED 2           926800        0        0 
GENERAL MLS INC                COM              370334104    39595    870224 SH       DEFINED 1 5           2850        0   867374 
GENERAL MLS INC                COM              370334104    12531    275402 SH       DEFINED 2           235102        0    40300 
GENERAL MLS INC                COM              370334104     4746    104310 SH       DEFINED 3           104310        0        0 
GENERAL MTRS CORP              COM              370442105   141901   3307721 SH       DEFINED 1 5              0        0  3307721 
GENERAL MTRS CORP              COM              370442105    19467    453767 SH       DEFINED 2           446367        0     7400 
GENERAL MTRS CORP              COM              370442105      153      3559 SH       DEFINED 3             3559        0        0 
GENERAL MTRS CORP              CL H NEW         370442832   185706  13931433 SH       DEFINED 1 5          20380        0 13911053 
GENERAL MTRS CORP              CL H NEW         370442832    19004   1425630 SH       DEFINED 2          1208395        0   217235 
GENERAL MTRS CORP              CL H NEW         370442832       49      3655 SH       DEFINED 3             3655        0        0 
GENERAL SEMICONDUCTOR INC      COM              370787103    36317   3783000 SH       DEFINED 1 5              0        0  3783000 
GENERAL SEMICONDUCTOR INC      COM              370787103     2662    277300 SH       DEFINED 2           277300        0        0 
GENERAL SEMICONDUCTOR INC      SUB NT CV5.75%06 370787AB9     2073   2250000PRN       DEFINED 1 5              0        0        0 
GENESCO INC                    COM              371532102      759     46690 SH       DEFINED 1 5           1690        0    45000 
GENESCO INC                    COM              371532102      453     27900 SH       DEFINED 2            27900        0        0 
GENESEE & WYO INC              CL A             371559105    14180    630230 SH       DEFINED 1 5            730        0   629500 
GENESEE & WYO INC              CL A             371559105     3261    144950 SH       DEFINED 2           144500        0      450 
GENTEX CORP                    COM              371901109    39514   1654000 SH       DEFINED 1 5              0        0  1654000 
GENESIS MICROCHIP INC          COM              371933102    66219   2353200 SH       DEFINED 1 5              0        0  2353200 
GENLYTE GROUP INC              COM              372302109    30839   1063400 SH       DEFINED 1 5              0        0  1063400 
GENRAD INC                     COM              372447102     4905   1500000 SH       DEFINED 1 5              0        0  1500000 
GENTNER COMMUNICATIONS CORP    COM              37245J105      908     49975 SH       DEFINED 1 5              0        0    49975 
GENTEK INC                     COM              37245X104       63     19400 SH       DEFINED 1 5              0        0    19400 
GENUINE PARTS CO               COM              372460105    40509   1271460 SH       DEFINED 1 5           2360        0  1269100 
GENUINE PARTS CO               COM              372460105    27280    856248 SH       DEFINED 2           856248        0        0 
GENTIVA HEALTH SERVICES INC    COM              37247A102    17542    974000 SH       DEFINED 1 5              0        0   974000 
GENTIVA HEALTH SERVICES INC    COM              37247A102      902     50100 SH       DEFINED 2            50100        0        0 
GENZYME CORP                   COM GENL DIV     372917104   326429   7186908 SH       DEFINED 1 5          22700        0  7164208 
GENZYME CORP                   COM GENL DIV     372917104     1047     23062 SH       DEFINED 2            12462        0    10600 
GENZYME CORP                   COM GENL DIV     372917104       27       600 SH       DEFINED 3              600        0        0 
GENZYME CORP                   COM-MOLECULAR    372917500       29      3790 SH       DEFINED 1 5           3790        0        0 
GENZYME CORP                   COM BIOSURGERY   372917708        0        78 SH       DEFINED 2               54        0       24 
GEORGIA GULF CORP              COM PAR $0.01    373200203    46115   2869610 SH       DEFINED 1 5          28160        0  2841450 
GEORGIA GULF CORP              COM PAR $0.01    373200203    20049   1247580 SH       DEFINED 2          1233280        0    14300 
GEORGIA PAC CORP               COM GA PAC GRP   373298108   747864  25976518 SH       DEFINED 1 5         355460        0 25621058 
GEORGIA PAC CORP               COM GA PAC GRP   373298108    42321   1470001 SH       DEFINED 2          1330459        0   139542 
GEORGIA PAC CORP               COM GA PAC GRP   373298108       13       466 SH       DEFINED 3              466        0        0 
GEORGIA PAC CORP               COM-TIMBER GRP   373298702      169      4653 SH       DEFINED 1 5              0        0     4653 
GEORGIA PAC CORP               COM-TIMBER GRP   373298702     3970    109600 SH       DEFINED 2           109600        0        0 
GEORGIA PAC CORP               COM-TIMBER GRP   373298702        4       100 SH       DEFINED 3              100        0        0 
GETTY IMAGES INC               COM              374276103     2288    207400 SH       DEFINED 2           207400        0        0 
GETTY RLTY CORP NEW            COM              374297109     3771    209500 SH       DEFINED 2           209500        0        0 
GIANT INDS INC                 COM              374508109     7438    901600 SH       DEFINED 1 5              0        0   901600 
GILEAD SCIENCES INC            COM              375558103   437039   7780640 SH       DEFINED 1 5          62700        0  7717940 
GILEAD SCIENCES INC            COM              375558103    19148    340900 SH       DEFINED 2           336000        0     4900 
GILEAD SCIENCES INC            SUB NT CV   5%07 375558AB9    15722  11700000PRN       DEFINED 1 5              0        0        0 
GILLETTE CO                    COM              375766102  3036115 101883041 SH       DEFINED 1 5         723140        0101159901 
GILLETTE CO                    COM              375766102   192846   6471345 SH       DEFINED 2          5708945        0   762400 
GILLETTE CO                    COM              375766102      686     23014 SH       DEFINED 3            23014        0        0 
GILDAN ACTIVEWEAR INC          SUB VTG SHS A    375916103    26726   2207500 SH       DEFINED 1 5        1060800        0  1146700 
GILDAN ACTIVEWEAR INC          SUB VTG SHS A    375916103       16      1300 SH       DEFINED 2             1300        0        0 
GLAMIS GOLD LTD                COM              376775102     3478    931400 SH       DEFINED 1 5         254600        0   676800 
GLATFELTER P H CO              COM              377316104       11       700 SH       DEFINED 1 5              0        0      700 
GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W105   132550   2361908 SH       DEFINED 1 5              0        0  2361908 
GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W105      757     13491 SH       DEFINED 3            13491        0        0 
GLENBOROUGH RLTY TR INC        COM              37803P105     7268    392026 SH       DEFINED 1 5              0        0   392026 
GLENBOROUGH RLTY TR INC        COM              37803P105    25025   1349800 SH       DEFINED 2          1341400        0     8400 
GLENBOROUGH RLTY TR INC        PFD CV SER A%    37803P204     1966    102200 SH       DEFINED 1 5              0        0   102200 
GLENBOROUGH RLTY TR INC        PFD CV SER A%    37803P204     1539     80000 SH       DEFINED 2            35000        0    45000 
GLOBAL INDS LTD                COM              379336100    29155   5349520 SH       DEFINED 1 5           5320        0  5344200 
GLOBAL INDS LTD                COM              379336100     5436    997395 SH       DEFINED 2           997395        0        0 
GLOBAL MARINE INC              COM              379352404   154522  11037310 SH       DEFINED 1 5           6716        0 11030594 
GLOBAL MARINE INC              COM              379352404    51055   3646800 SH       DEFINED 2          3646800        0        0 
GLOBAL POWER EQUIPMENT INC     COM              37941P108      143      9400 SH       DEFINED 1 5            100        0     9300 
GLOBESPAN INC                  COM              379571102     7503    830000 SH       DEFINED 1 5              0        0   830000 
GLOBO CABO S A                 SPONSORED ADR    37957X102     1298    521200 SH       DEFINED 1 5          18000        0   503200 
GOLD FIELDS LTD NEW            SPONSORED ADR    38059T106      106     23900 SH       DEFINED 1 5              0        0    23900 
GOLDCORP INC NEW               COM              380956409   135898  11703144 SH       DEFINED 1 5         778700        0 10924444 
GOLDCORP INC NEW               COM              380956409     3621    311946 SH       DEFINED 2           298146        0    13800 
GOLDEN ST BANCORP INC          COM              381197102    48837   1606472 SH       DEFINED 1 5          87400        0  1519072 
GOLDEN ST BANCORP INC          COM              381197102     3736    122900 SH       DEFINED 2            46200        0    76700 
GOLDEN ST BANCORP INC          WT EXP  000000   381197136        4      3300 SH       DEFINED 1 5           3300        0        0 
GOLDEN ST VINTNERS INC         CL B             38121K208     2063    378500 SH       DEFINED 1 5              0        0   378500 
GOLDEN WEST FINL CORP DEL      COM              381317106   277193   4770960 SH       DEFINED 1 5         144700        0  4626260 
GOLDEN WEST FINL CORP DEL      COM              381317106    11479    197572 SH       DEFINED 2           131972        0    65600 
GOLDEN WEST FINL CORP DEL      COM              381317106       26       455 SH       DEFINED 3              455        0        0 
GOLDMAN SACHS GROUP INC        COM              38141G104   853161  11957480 SH       DEFINED 1 5          46300        0 11911180 
GOLDMAN SACHS GROUP INC        COM              38141G104    13571    190200 SH       DEFINED 2           183200        0     7000 
GOLDMAN SACHS GROUP INC        COM              38141G104       14       200 SH       DEFINED 3              200        0        0 
GOLF TR AMER INC               COM              38168B103     2456    319000 SH       DEFINED 1 5              0        0   319000 
GOLF TR AMER INC               COM              38168B103     5798    753000 SH       DEFINED 2           753000        0        0 
GOODRICH CORP                  COM              382388106    15381    789590 SH       DEFINED 1 5           5140        0   784450 
GOODRICH CORP                  COM              382388106     1717     88124 SH       DEFINED 2            87224        0      900 
GOODRICH CORP                  COM              382388106        3       175 SH       DEFINED 3              175        0        0 
GOODRICH PETE CORP             COM NEW          382410405       26      5294 SH       DEFINED 1 5           5294        0        0 
GOODYEAR TIRE & RUBR CO        COM              382550101   121673   6601900 SH       DEFINED 1 5              0        0  6601900 
GOODYEAR TIRE & RUBR CO        COM              382550101     2608    141534 SH       DEFINED 2           130934        0    10600 
GOODYEAR TIRE & RUBR CO        COM              382550101        4       230 SH       DEFINED 3              230        0        0 
GOODYS FAMILY CLOTHING INC     COM              382588101      663    217500 SH       DEFINED 1 5              0        0   217500 
GOTO COM INC                   COM              38348T107     2605    207600 SH       DEFINED 1 5          54000        0   153600 
GOTO COM INC                   COM              38348T107      345     27500 SH       DEFINED 2              300        0    27200 
GRACE W R & CO DEL NEW         COM              38388F108     3602   2324000 SH       DEFINED 1 5              0        0  2324000 
GRACO INC                      COM              384109104    28473    942830 SH       DEFINED 1 5              0        0   942830 
GRACO INC                      COM              384109104     7758    256900 SH       DEFINED 2           213200        0    43700 
GRAINGER W W INC               COM              384802104     7980    205400 SH       DEFINED 1 5              0        0   205400 
GRAINGER W W INC               COM              384802104     2878     74092 SH       DEFINED 2            74092        0        0 
GRAINGER W W INC               COM              384802104       31       800 SH       DEFINED 3              800        0        0 
GRANITE CONSTR INC             COM              387328107     3645    142150 SH       DEFINED 1 5              0        0   142150 
GRANITE CONSTR INC             COM              387328107     2975    116035 SH       DEFINED 2           116035        0        0 
GRANT PRIDECO INC              COM              38821G101     9425   1547580 SH       DEFINED 1 5          42435        0  1505145 
GRANT PRIDECO INC              COM              38821G101     4767    782835 SH       DEFINED 2           781635        0     1200 
GREAT ATLANTIC & PAC TEA INC   COM              390064103     1166     81500 SH       DEFINED 1 5              0        0    81500 
GREAT ATLANTIC & PAC TEA INC   COM              390064103     1654    115600 SH       DEFINED 2           115600        0        0 
GREAT LAKES CHEM CORP          COM              390568103    78747   3563200 SH       DEFINED 1 5              0        0  3563200 
GREAT LAKES CHEM CORP          COM              390568103     2059     93160 SH       DEFINED 2            93160        0        0 
GREAT SOUTHN BANCORP INC       COM              390905107     2330     87900 SH       DEFINED 1 5              0        0    87900 
GREENPOINT FINL CORP           COM              395384100    49427   1408190 SH       DEFINED 1 5          78200        0  1329990 
GREENPOINT FINL CORP           COM              395384100      895     25500 SH       DEFINED 2                0        0    25500 
GREY WOLF INC                  COM              397888108     9398   5221110 SH       DEFINED 1 5         274570        0  4946540 
GREY WOLF INC                  COM              397888108     1998   1110200 SH       DEFINED 2          1110200        0        0 
GRIFFON CORP                   COM              398433102    12426   1018520 SH       DEFINED 1 5              0        0  1018520 
GROUP 1 AUTOMOTIVE INC         COM              398905109      526     19820 SH       DEFINED 1 5              0        0    19820 
GROUP 1 AUTOMOTIVE INC         COM              398905109    22883    861900 SH       DEFINED 2           853800        0     8100 
GROUPE DANONE                  SPONSORED ADR    399449107      233      9000 SH       DEFINED 1 5              0        0     9000 
GROUPE CGI INC                 CL A SUB VTG     39945C109   104329  18022500 SH       DEFINED 1 5       17944900        0    77600 
GROUPE CGI INC                 CL A SUB VTG     39945C109      740    128930 SH       DEFINED 2           128930        0        0 
GRUPO FINANCIARO GALICIA S A   SP ADR 10 SH B   399909100      850    142900 SH       DEFINED 1 5          11000        0   131900 
GRUPO RADIO CENTRO S A DE C V  SPONSORED ADR    40049C102     6162   1132800 SH       DEFINED 1 5              0        0  1132800 
GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206    44891   1564140 SH       DEFINED 1 5          24100        0  1540040 
GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206     3516    122500 SH       DEFINED 2            59300        0    63200 
GRUPO IUSACELL S A DE C V NEW  SPON ADR V       40050B100      144     64000 SH       DEFINED 1 5              0        0    64000 
GTECH HLDGS CORP               COM              400518106     3022     87500 SH       DEFINED 2            87500        0        0 
GUCCI GROUP N V                COM NY REG       401566104       92      1130 SH       DEFINED 1 5            300        0      830 
GUESS INC                      COM              401617105       99     15370 SH       DEFINED 1 5              0        0    15370 
GUIDANT CORP                   COM              401698105  1283458  33336584 SH       DEFINED 1 5        1865950        0 31470634 
GUIDANT CORP                   COM              401698105    79626   2068197 SH       DEFINED 2          1889997        0   178200 
GUIDANT CORP                   COM              401698105       86      2244 SH       DEFINED 3             2244        0        0 
GUILFORD PHARMACEUTICALS INC   COM              401829106     3697    429400 SH       DEFINED 1 5              0        0   429400 
GUITAR CTR MGMT INC            COM              402040109     8771    737100 SH       DEFINED 1 5              0        0   737100 
GUITAR CTR MGMT INC            COM              402040109     2675    224800 SH       DEFINED 2           224800        0        0 
GULF ISLAND FABRICATION INC    COM              402307102       20      2300 SH       DEFINED 1 5              0        0     2300 
GYMBOREE CORP                  COM              403777105    19317   2971800 SH       DEFINED 1 5              0        0  2971800 
GYMBOREE CORP                  COM              403777105     1507    231790 SH       DEFINED 2           231790        0        0 
H & Q HEALTHCARE FD            SH BEN INT       404052102        7       316 SH       DEFINED 3              316        0        0 
HCA INC                        COM              404119109   887125  20023823 SH       DEFINED 1 5         415140        0 19608683 
HCA INC                        COM              404119109   115777   2612882 SH       DEFINED 2          2458742        0   154140 
HCA INC                        COM              404119109        5       105 SH       DEFINED 3              105        0        0 
HCC INS HLDGS INC              COM              404132102    21833    830160 SH       DEFINED 1 5           1400        0   828760 
HCC INS HLDGS INC              COM              404132102    15094    573900 SH       DEFINED 2           573900        0        0 
HPSC INC                       COM              404264103     1180    168800 SH       DEFINED 1 5              0        0   168800 
HPSC INC                       COM              404264103      382     54600 SH       DEFINED 2            54600        0        0 
HSBC HLDGS PLC                 SPON ADR NEW     404280406    14338    267000 SH       DEFINED 1 5              0        0   267000 
HAEMONETICS CORP               COM              405024100       31       900 SH       DEFINED 1 5              0        0      900 
HAIN CELESTIAL GROUP INC       COM              405217100      355     19300 SH       DEFINED 1 5              0        0    19300 
HAIN CELESTIAL GROUP INC       COM              405217100      637     34579 SH       DEFINED 2            34579        0        0 
HALL KINION ASSOCIATES INC     COM              406069104      946    195000 SH       DEFINED 1 5              0        0   195000 
HALLIBURTON CO                 COM              406216101  1076545  47751871 SH       DEFINED 1 5          46060        0 47705811 
HALLIBURTON CO                 COM              406216101    47333   2099014 SH       DEFINED 2          1928214        0   170800 
HALLIBURTON CO                 COM              406216101       36      1605 SH       DEFINED 3             1605        0        0 
HAMILTON BANCORP INC FLA       COM              407013101     2304    816900 SH       DEFINED 1 5              0        0   816900 
HAMPSHIRE GROUP LTD            COM              408859106     3830    464200 SH       DEFINED 1 5              0        0   464200 
JOHN HANCOCK BK &THRIFT OPP FD SH BEN INT       409735107        7       808 SH       DEFINED 3              808        0        0 
HANCOCK FABRICS INC            COM              409900107     2770    337800 SH       DEFINED 1 5              0        0   337800 
HANCOCK JOHN FINL SVCS INC     COM              41014S106    24929    624010 SH       DEFINED 1 5          43800        0   580210 
HANCOCK JOHN FINL SVCS INC     COM              41014S106    11438    286300 SH       DEFINED 2           286300        0        0 
HANCOCK JOHN FINL SVCS INC     COM              41014S106       53      1315 SH       DEFINED 3             1315        0        0 
HANDLEMAN CO DEL               COM              410252100    24636   1759700 SH       DEFINED 1 5              0        0  1759700 
HANDLEMAN CO DEL               COM              410252100     4731    337900 SH       DEFINED 2           337900        0        0 
HANMI FINL CORP                COM              410495105    16959   1246951 SH       DEFINED 1 5              0        0  1246951 
HANOVER COMPRESSOR CO          COM              410768105   108435   5010850 SH       DEFINED 1 5          53300        0  4957550 
HANOVER COMPRESSOR CO          COM              410768105     4473    206700 SH       DEFINED 2           206700        0        0 
HANSEN NAT CORP                COM              411310105      330     94185 SH       DEFINED 1 5              0        0    94185 
HARDINGE INC                   COM              412324303     1678    147800 SH       DEFINED 1 5              0        0   147800 
HARLAND JOHN H CO              COM              412693103    48173   2199700 SH       DEFINED 1 5              0        0  2199700 
HARLEY DAVIDSON INC            COM              412822108    69665   1720120 SH       DEFINED 1 5          20400        0  1699720 
HARLEY DAVIDSON INC            COM              412822108     9954    245783 SH       DEFINED 2           236083        0     9700 
HARLEY DAVIDSON INC            COM              412822108      210      5174 SH       DEFINED 3             5174        0        0 
HARLEYSVILLE NATL CORP PA      COM              412850109     1652     76850 SH       DEFINED 1 5              0        0    76850 
HARMAN INTL INDS INC           COM              413086109   106038   3165300 SH       DEFINED 1 5              0        0  3165300 
HARRAHS ENTMT INC              COM              413619107   339714  12577332 SH       DEFINED 1 5         218330        0 12359002 
HARRAHS ENTMT INC              COM              413619107    46469   1720448 SH       DEFINED 2          1610248        0   110200 
HARRIS CORP DEL                COM              413875105    13956    438600 SH       DEFINED 1 5          20100        0   418500 
HARRIS CORP DEL                COM              413875105     2094     65800 SH       DEFINED 2            56300        0     9500 
HARSCO CORP                    COM              415864107    57972   2088337 SH       DEFINED 1 5          14200        0  2074137 
HARTE-HANKS INC                COM              416196103      271     12500 SH       DEFINED 1 5              0        0    12500 
HARTFORD FINL SVCS GROUP INC   COM              416515104   675280  11496080 SH       DEFINED 1 5          11600        0 11484480 
HARTFORD FINL SVCS GROUP INC   COM              416515104    19793    336961 SH       DEFINED 2           313761        0    23200 
HARTFORD FINL SVCS GROUP INC   COM              416515104      171      2906 SH       DEFINED 3             2906        0        0 
HASBRO INC                     COM              418056107   133603   9543080 SH       DEFINED 1 5          16180        0  9526900 
HASBRO INC                     COM              418056107     2086    149020 SH       DEFINED 2           149020        0        0 
HASBRO INC                     COM              418056107        7       494 SH       DEFINED 3              494        0        0 
HAWTHORNE FINL CORP            COM              420542102     9878    514500 SH       DEFINED 1 5              0        0   514500 
HAWTHORNE FINL CORP            COM              420542102        4       200 SH       DEFINED 2              200        0        0 
HEALTHSOUTH CORP               COM              421924101   661068  40656115 SH       DEFINED 1 5         610400        0 40045715 
HEALTHSOUTH CORP               COM              421924101    29239   1798219 SH       DEFINED 2          1673819        0   124400 
HEALTHSOUTH CORP               SB DB CV 3.25%03 421924AF8    12578  13240000PRN       DEFINED 1 5              0        0        0 
HEALTHSOUTH CORP               SB DB CV 3.25%03 421924AF8     3833   4035000PRN       DEFINED 2                0        0        0 
HEALTH MGMT ASSOC INC NEW      CL A             421933102   264348  12733517 SH       DEFINED 1 5          24190        0 12709327 
HEALTH MGMT ASSOC INC NEW      CL A             421933102     1499     72230 SH       DEFINED 2            72230        0        0 
HEALTH MGMT ASSOC INC NEW      CL A             421933102       13       605 SH       DEFINED 3              605        0        0 
HEALTH MGMT ASSOC INC NEW      SR SB DBCV144A20 421933AA0     6756   9400000PRN       DEFINED 1 5              0        0        0 
HEALTHCARE RLTY TR             COM              421946104     1097     43000 SH       DEFINED 1 5              0        0    43000 
HEALTHCARE RLTY TR             COM              421946104     5697    223400 SH       DEFINED 2           223400        0        0 
HEALTHCARE RECOVERIES INC      COM              42220K101     4483   1112500 SH       DEFINED 1 5              0        0  1112500 
HEALTH NET INC                 COM              42222G108     6641    345500 SH       DEFINED 1 5          75000        0   270500 
HEALTH NET INC                 COM              42222G108      727     37800 SH       DEFINED 2                0        0    37800 
HEARST-ARGYLE TELEVISION INC   COM              422317107      936     53500 SH       DEFINED 1 5              0        0    53500 
HEARTLAND EXPRESS INC          COM              422347104     3107    135125 SH       DEFINED 1 5              0        0   135125 
HEARTLAND EXPRESS INC          COM              422347104     1870     81325 SH       DEFINED 2            81325        0        0 
HEICO CORP NEW                 CL A             422806208      686     58860 SH       DEFINED 2            58860        0        0 
HEINZ H J CO                   COM              423074103   113964   2703762 SH       DEFINED 1 5          14920        0  2688842 
HEINZ H J CO                   COM              423074103    13390    317680 SH       DEFINED 2           297580        0    20100 
HEINZ H J CO                   COM              423074103      228      5416 SH       DEFINED 3             5416        0        0 
HELIX TECHNOLOGY CORP          COM              423319102    41115   2531706 SH       DEFINED 1 5          12900        0  2518806 
HELIX TECHNOLOGY CORP          COM              423319102     5856    360600 SH       DEFINED 2           358900        0     1700 
HELLER FINANCIAL INC           CL A             423328103     4770     90400 SH       DEFINED 1 5          46700        0    43700 
HELMERICH & PAYNE INC          COM              423452101    24837    951600 SH       DEFINED 1 5           1400        0   950200 
HELMERICH & PAYNE INC          COM              423452101     6496    248900 SH       DEFINED 2           248900        0        0 
HENRY JACK & ASSOC INC         COM              426281101    30141   1328400 SH       DEFINED 1 5              0        0  1328400 
HERBALIFE INTL INC             CL A             426908208    11281   1117000 SH       DEFINED 1 5          12500        0  1104500 
HERBALIFE INTL INC             CL B             426908307    20005   2094800 SH       DEFINED 1 5          13200        0  2081600 
HERCULES INC                   COM              427056106    16690   2023000 SH       DEFINED 1 5              0        0  2023000 
HERCULES INC                   COM              427056106      889    107755 SH       DEFINED 2           107755        0        0 
HERCULES INC                   COM              427056106       15      1800 SH       DEFINED 3             1800        0        0 
HERLEY INDS INC DEL            COM              427398102     5194    356699 SH       DEFINED 1 5          30300        0   326399 
HERSHEY FOODS CORP             COM              427866108   122263   1870327 SH       DEFINED 1 5          14485        0  1855842 
HERSHEY FOODS CORP             COM              427866108    26264    401779 SH       DEFINED 2           329293        0    72486 
HERSHEY FOODS CORP             COM              427866108       45       692 SH       DEFINED 3              692        0        0 
HEWLETT PACKARD CO             COM              428236103   244424  15181613 SH       DEFINED 1 5         297300        0 14884313 
HEWLETT PACKARD CO             COM              428236103    29257   1817178 SH       DEFINED 2          1781978        0    35200 
HEWLETT PACKARD CO             COM              428236103      358     22274 SH       DEFINED 3            22274        0        0 
HEXCEL CORP NEW                SUB NT CV   7%03 428291AA6     1400   1785000PRN       DEFINED 1 5              0        0        0 
HEXCEL CORP NEW                SUB NT CV   7%03 428291AA6      475    605000PRN       DEFINED 2                0        0        0 
HIBBETT SPORTING GOODS INC     COM              428565105    14199    605500 SH       DEFINED 1 5              0        0   605500 
HIBBETT SPORTING GOODS INC     COM              428565105        0         0 SH       DEFINED 2                0        0        0 
HIBERNIA CORP                  CL A             428656102    48413   2961069 SH       DEFINED 1 5           6200        0  2954869 
HIBERNIA CORP                  CL A             428656102    17218   1053100 SH       DEFINED 2          1038900        0    14200 
HIBERNIA CORP                  CL A             428656102       32      1950 SH       DEFINED 3             1950        0        0 
HIGHLANDS INS GROUP INC        COM              431032101     3255   1328690 SH       DEFINED 1 5              0        0  1328690 
HIGHLANDS INS GROUP INC        COM              431032101       35     14330 SH       DEFINED 2            14330        0        0 
HILB ROGAL & HAMILTON CO       COM              431294107     1619     35500 SH       DEFINED 1 5            800        0    34700 
HILB ROGAL & HAMILTON CO       COM              431294107    16119    353400 SH       DEFINED 2           352900        0      500 
HILLENBRAND INDS INC           COM              431573104    99461   1842900 SH       DEFINED 1 5          40300        0  1802600 
HILLENBRAND INDS INC           COM              431573104    52351    970000 SH       DEFINED 2           970000        0        0 
HILTON HOTELS CORP             COM              432848109    82168  10467200 SH       DEFINED 1 5        4526670        0  5940530 
HILTON HOTELS CORP             COM              432848109     4430    564373 SH       DEFINED 2           418903        0   145470 
HILTON HOTELS CORP             COM              432848109       10      1324 SH       DEFINED 3             1324        0        0 
HILTON HOTELS CORP             SUB NT CONV 5%06 432848AL3     8107   9530000PRN       DEFINED 1 5              0        0        0 
HILTON HOTELS CORP             SUB NT CONV 5%06 432848AL3     1973   2320000PRN       DEFINED 2                0        0        0 
HIRSCH INTL CORP               CL A             433550100      545    681500 SH       DEFINED 1 5              0        0   681500 
HISPANIC BROADCASTING CORP     CL A             43357B104    18874   1172300 SH       DEFINED 1 5              0        0  1172300 
HOLLINGER INTL INC             CL A             435569108     9920    944800 SH       DEFINED 1 5              0        0   944800 
HOLLY CORP                     COM PAR $0.01    435758305    27767   1535800 SH       DEFINED 1 5              0        0  1535800 
HOLLYWOOD CASINO CORP          CL A             436132203     5336    790450 SH       DEFINED 1 5              0        0   790450 
HOLLYWOOD ENTMT CORP           COM              436141105     1058     90000 SH       DEFINED 1 5              0        0    90000 
HOME DEPOT INC                 COM              437076102  2479761  64627592 SH       DEFINED 1 5         490190        0 64137402 
HOME DEPOT INC                 COM              437076102   141709   3693219 SH       DEFINED 2          3238229        0   454990 
HOME DEPOT INC                 COM              437076102    10912    284395 SH       DEFINED 3           284395        0        0 
HOME PPTYS N Y INC             COM              437306103    16931    535108 SH       DEFINED 1 5              0        0   535108 
HOME PPTYS N Y INC             COM              437306103    50484   1595573 SH       DEFINED 2          1595573        0        0 
HOMESTAKE MNG CO               COM              437614100     1897    203980 SH       DEFINED 1 5         123980        0    80000 
HOMESTAKE MNG CO               COM              437614100     1912    205589 SH       DEFINED 2           205589        0        0 
HOMESTORE COM INC              COM              437852106    86240  11273200 SH       DEFINED 1 5          18300        0 11254900 
HOMESTORE COM INC              COM              437852106      809    105700 SH       DEFINED 2            99800        0     5900 
HON INDS INC                   COM              438092108     2620    119300 SH       DEFINED 1 5              0        0   119300 
HONDA MOTOR LTD                AMERN SHS        438128308       28       430 SH       DEFINED 1 5            430        0        0 
HONDA MOTOR LTD                AMERN SHS        438128308       49       770 SH       DEFINED 3              770        0        0 
HONEYWELL INTL INC             COM              438516106  1129434  42781575 SH       DEFINED 1 5           9940        0 42771635 
HONEYWELL INTL INC             COM              438516106    28865   1093375 SH       DEFINED 2           923975        0   169400 
HONEYWELL INTL INC             COM              438516106     4027    152551 SH       DEFINED 3           152551        0        0 
HOOPER HOLMES INC              COM              439104100       47      7600 SH       DEFINED 1 5              0        0     7600 
HORIZON HEALTH CORP            COM              44041Y104     8909    674400 SH       DEFINED 1 5              0        0   674400 
HORIZON OFFSHORE INC           COM              44043J105     1364    223660 SH       DEFINED 1 5           2000        0   221660 
HORIZON OFFSHORE INC           COM              44043J105     1228    201300 SH       DEFINED 2           201300        0        0 
HORIZON ORGANIC HOLDING        COM              44043T103     3765    377600 SH       DEFINED 2           377600        0        0 
HORMEL FOODS CORP              COM              440452100    19767    836870 SH       DEFINED 1 5           5170        0   831700 
HORMEL FOODS CORP              COM              440452100      314     13300 SH       DEFINED 2            13300        0        0 
HOSPITALITY PPTYS TR           COM SH BEN INT   44106M102     4513    187400 SH       DEFINED 1 5              0        0   187400 
HOSPITALITY PPTYS TR           COM SH BEN INT   44106M102    10896    452500 SH       DEFINED 2           452500        0        0 
HOST MARRIOTT CORP NEW         COM              44107P104    81231  11522100 SH       DEFINED 1 5              0        0 11522100 
HOST MARRIOTT CORP NEW         COM              44107P104     8320   1180100 SH       DEFINED 2          1174800        0     5300 
HOST MARRIOTT CORP NEW         COM              44107P104        6       920 SH       DEFINED 3              920        0        0 
HOT TOPIC INC                  COM              441339108    10567    421000 SH       DEFINED 1 5              0        0   421000 
HOTEL RESERVATIONS NETWORK INC CL A             441451101     3059    134500 SH       DEFINED 1 5              0        0   134500 
HOTEL RESERVATIONS NETWORK INC CL A             441451101     1117     49100 SH       DEFINED 2            49100        0        0 
HOUSEHOLD INTL INC             COM              441815107  1725182  30599185 SH       DEFINED 1 5          46239        0 30552946 
HOUSEHOLD INTL INC             COM              441815107    67857   1203559 SH       DEFINED 2          1124159        0    79400 
HOUSEHOLD INTL INC             COM              441815107      171      3027 SH       DEFINED 3             3027        0        0 
HOUSE2HOME INC                 COM              44183S105     2157   1659300 SH       DEFINED 1 5              0        0  1659300 
HOVNANIAN ENTERPRISES INC      CL A             442487203       35      3000 SH       DEFINED 1 5              0        0     3000 
HOWELL CORP                    COM              443051107     4817    535260 SH       DEFINED 1 5              0        0   535260 
HUBBELL INC                    CL B             443510201    28591    980480 SH       DEFINED 1 5              0        0   980480 
HUBBELL INC                    CL B             443510201     2371     81300 SH       DEFINED 2            81300        0        0 
HUBBELL INC                    CL B             443510201        3       100 SH       DEFINED 3              100        0        0 
HUDSON CITY BANCORP            COM              443683107     9139    382400 SH       DEFINED 1 5              0        0   382400 
HUGHES SUPPLY INC              COM              444482103    10593    475000 SH       DEFINED 1 5              0        0   475000 
HUMANA INC                     COM              444859102      771     63890 SH       DEFINED 1 5          14490        0    49400 
HUMANA INC                     COM              444859102     1600    132700 SH       DEFINED 2           132700        0        0 
HUMAN GENOME SCIENCES INC      COM              444903108   558087  18055240 SH       DEFINED 1 5         418320        0 17636920 
HUMAN GENOME SCIENCES INC      COM              444903108    12209    394990 SH       DEFINED 2           279560        0   115430 
HUMAN GENOME SCIENCES INC      SB NT CV 3.75%07 444903AH1    43723  64063000PRN       DEFINED 1 5              0        0        0 
HUNT J B TRANS SVCS INC        COM              445658107     4901    375820 SH       DEFINED 1 5              0        0   375820 
HUNT J B TRANS SVCS INC        COM              445658107     5312    407400 SH       DEFINED 2           407400        0        0 
HUNTINGTON BANCSHARES INC      COM              446150104    27942   1614229 SH       DEFINED 1 5          13700        0  1600529 
HUNTINGTON BANCSHARES INC      COM              446150104     4634    267721 SH       DEFINED 2           252421        0    15300 
HURCO COMPANIES INC            COM              447324104      922    387428 SH       DEFINED 1 5              0        0   387428 
HUTCHINSON TECHNOLOGY INC      COM              448407106    46426   2608200 SH       DEFINED 1 5              0        0  2608200 
HUTCHINSON TECHNOLOGY INC      SB NT CV    6%05 448407AC0     5376   5940000PRN       DEFINED 1 5              0        0        0 
HYDRIL CO                      COM              448774109     2074    148890 SH       DEFINED 1 5              0        0   148890 
HYDRIL CO                      COM              448774109     3723    267300 SH       DEFINED 2           267300        0        0 
ICN PHARMACEUTICALS INC NEW    COM              448924100      801     30400 SH       DEFINED 1 5              0        0    30400 
IBP INC                        COM              449223106    27804   1175646 SH       DEFINED 1 5              0        0  1175646 
IBP INC                        COM              449223106      289     12227 SH       DEFINED 2            12227        0        0 
ICOS CORP                      COM              449295104   198258   4028810 SH       DEFINED 1 5            310        0  4028500 
ICOS CORP                      COM              449295104      202      4100 SH       DEFINED 2             4100        0        0 
ICOS CORP                      COM              449295104       69      1400 SH       DEFINED 3             1400        0        0 
ICU MED INC                    COM              44930G107    32980    824500 SH       DEFINED 1 5              0        0   824500 
IDEC PHARMACEUTICALS CORP      COM              449370105   787874  15894164 SH       DEFINED 1 5          96210        0 15797954 
IDEC PHARMACEUTICALS CORP      COM              449370105    45372    915320 SH       DEFINED 2           863820        0    51500 
IDEC PHARMACEUTICALS CORP      COM              449370105       30       600 SH       DEFINED 3              600        0        0 
IDEC PHARMACEUTICALS CORP      LYON ZERO CPN 19 449370AC9     9310   4630000PRN       DEFINED 1 5              0        0        0 
IDX SYS CORP                   COM              449491109       97      9500 SH       DEFINED 1 5              0        0     9500 
IGEN INC                       COM              449536101     5143    186900 SH       DEFINED 1 5              0        0   186900 
IHOP CORP                      COM              449623107    58451   2230970 SH       DEFINED 1 5           4670        0  2226300 
IMC GLOBAL INC                 COM              449669100    60602   6733590 SH       DEFINED 1 5         604760        0  6128830 
IMC GLOBAL INC                 COM              449669100     1376    152900 SH       DEFINED 2           152900        0        0 
IMS HEALTH INC                 COM              449934108   438660  17511360 SH       DEFINED 1 5          60400        0 17450960 
IMS HEALTH INC                 COM              449934108    14310    571245 SH       DEFINED 2           482445        0    88800 
I-STAT CORP                    COM              450312103     7268   1191500 SH       DEFINED 1 5              0        0  1191500 
ISTAR FINL INC                 COM              45031U101      988     40000 SH       DEFINED 1 5              0        0    40000 
ISTAR FINL INC                 COM              45031U101     1112     45000 SH       DEFINED 2            45000        0        0 
ISTAR FINL INC                 COM              45031U101        2        84 SH       DEFINED 3               84        0        0 
ITT EDUCATIONAL SERVICES INC   COM              45068B109     1366     42700 SH       DEFINED 1 5           6700        0    36000 
ITXC CORP                      COM              45069F109      306    120000 SH       DEFINED 1 5              0        0   120000 
IBASIS INC                     COM              450732102       67    160000 SH       DEFINED 1 5              0        0   160000 
IBASIS INC                     SB NT CV 5.75%05 450732AA0      300   2000000PRN       DEFINED 1 5              0        0        0 
IBIS TECHNOLOGY CORP           COM              450909106       71     15900 SH       DEFINED 1 5              0        0    15900 
IBIS TECHNOLOGY CORP           COM              450909106        0         0 SH       DEFINED 2                0        0        0 
ITT INDS INC IND               COM              450911102     9408    210000 SH       DEFINED 1 5              0        0   210000 
ITT INDS INC IND               COM              450911102     3073     68601 SH       DEFINED 2            68601        0        0 
ITT INDS INC IND               COM              450911102       51      1133 SH       DEFINED 3             1133        0        0 
ICON PUB LTD CO                SPONSORED ADR    45103T107        0         0 SH       DEFINED 1 5              0        0        0 
ICICI BK LTD                   ADR              45104G104      243     85406 SH       DEFINED 1 5           4800        0    80606 
IDACORP INC                    COM              451107106     3640    101800 SH       DEFINED 1 5          22600        0    79200 
IDACORP INC                    COM              451107106      408     11400 SH       DEFINED 2                0        0    11400 
IDEX CORP                      COM              45167R104    26268    950000 SH       DEFINED 1 5              0        0   950000 
IKON OFFICE SOLUTIONS INC      COM              451713101     2046    265000 SH       DEFINED 1 5              0        0   265000 
IDENTIX INC                    COM              451906101      733     90000 SH       DEFINED 1 5          14200        0    75800 
ILEX ONCOLOGY INC              COM              451923106    10951    417020 SH       DEFINED 1 5              0        0   417020 
ILEX ONCOLOGY INC              COM              451923106      838     31900 SH       DEFINED 2                0        0    31900 
ILLINOIS TOOL WKS INC          COM              452308109   673187  12441085 SH       DEFINED 1 5              0        0 12441085 
ILLINOIS TOOL WKS INC          COM              452308109    63646   1176240 SH       DEFINED 2          1068840        0   107400 
ILLINOIS TOOL WKS INC          COM              452308109      223      4124 SH       DEFINED 3             4124        0        0 
ILLUMINET HLDGS INC            COM              452334105       38      1000 SH       DEFINED 1 5              0        0     1000 
ILOG S A                       SPONSORED ADR    452360100     1334    213400 SH       DEFINED 1 5              0        0   213400 
IMCLONE SYS INC                COM              45245W109   592114  10470623 SH       DEFINED 1 5         182300        0 10288323 
IMCLONE SYS INC                COM              45245W109     7917    140000 SH       DEFINED 2           112800        0    27200 
IMCLONE SYS INC                SUB NT CV 144A05 45245WAA7     3388   2800000PRN       DEFINED 1 5              0        0        0 
IMCLONE SYS INC                SUB NT CV 5.5%05 45245WAD1    12101  10000000PRN       DEFINED 1 5              0        0        0 
IMMUNEX CORP NEW               COM              452528102   240710  12885970 SH       DEFINED 1 5         503280        0 12382690 
IMMUNEX CORP NEW               COM              452528102     9374    501800 SH       DEFINED 2           496000        0     5800 
IMMUNEX CORP NEW               COM              452528102       16       850 SH       DEFINED 3              850        0        0 
IMMUNOGEN INC                  COM              45253H101      713     78800 SH       DEFINED 1 5              0        0    78800 
IMMUNOGEN INC                  COM              45253H101      950    105000 SH       DEFINED 2           105000        0        0 
IMPATH INC                     COM              45255G101     5228    151500 SH       DEFINED 1 5         150000        0     1500 
IMPCO TECHNOLOGIES INC         COM              45255W106       22      1900 SH       DEFINED 1 5              0        0     1900 
IMPERIAL CR INDS INC           COM              452729106        8     17790 SH       DEFINED 2                0        0    17790 
IMMUNOMEDICS INC               COM              452907108     3052    255000 SH       DEFINED 1 5              0        0   255000 
IMPERIAL OIL LTD               COM NEW          453038408     6474    237000 SH       DEFINED 1 5         210900        0    26100 
IMPERIAL OIL LTD               COM NEW          453038408     1066     39310 SH       DEFINED 2            39310        0        0 
INCO LTD                       COM              453258402     1763    142026 SH       DEFINED 2           142026        0        0 
INCYTE GENOMICS INC            COM              45337C102    16392   1200000 SH       DEFINED 1 5              0        0  1200000 
INDEPENDENCE CMNTY BK CORP     COM              453414104     5676    261200 SH       DEFINED 1 5          34100        0   227100 
INDEPENDENCE CMNTY BK CORP     COM              453414104      106      4900 SH       DEFINED 2                0        0     4900 
INDEPENDENCE FED SVGS BK       COM              453432106     1207    120700 SH       DEFINED 1 5              0        0   120700 
INDEPENDENCE HLDG CO NEW       COM NEW          453440307     1501    100052 SH       DEFINED 1 5              0        0   100052 
INDIA FD INC                   COM              454089103     6651    838700 SH       DEFINED 1 5              0        0   838700 
INDUSTRI-MATEMATIK INTL CORP   COM              455792101     1440   2360090 SH       DEFINED 1 5        1281310        0  1078780 
INDYMAC BANCORP INC            COM              456607100     6620    244200 SH       DEFINED 1 5          19900        0   224300 
INDYMAC BANCORP INC            COM              456607100    17218    635100 SH       DEFINED 2           625400        0     9700 
INFINEON TECHNOLOGIES AG       SPONSORED ADR    45662N103    17278   1394500 SH       DEFINED 1 5              0        0  1394500 
INET TECHNOLOGIES INC          COM              45662V105     1024    173200 SH       DEFINED 1 5              0        0   173200 
INFOCUS CORP                   COM              45665B106     4299    329440 SH       DEFINED 1 5              0        0   329440 
INFOCUS CORP                   COM              45665B106     7612    583300 SH       DEFINED 2           583300        0        0 
INFORMATICA CORP               COM              45666Q102    11479   2906000 SH       DEFINED 1 5          36800        0  2869200 
INFORMATICA CORP               COM              45666Q102      551    139400 SH       DEFINED 2           133400        0     6000 
INFONET SVCS CORP              CL B             45666T106     8824   4104112 SH       DEFINED 1 5        2183892        0  1920220 
INFORTE CORP                   COM              45677R107     2980    297400 SH       DEFINED 1 5          32600        0   264800 
INFORTE CORP                   COM              45677R107     4074    406600 SH       DEFINED 2           403700        0     2900 
INFOSYS TECHNOLOGIES LTD       SPONSORED ADR    456788108      473     14000 SH       DEFINED 1 5              0        0    14000 
INFOVISTA S A                  ADR              456817105      377    177200 SH       DEFINED 1 5          37700        0   139500 
INFOUSA INC NEW                COM              456818301    13048   3213900 SH       DEFINED 1 5              0        0  3213900 
ING GROUP N V                  SPONSORED ADR    456837103       36      1362 SH       DEFINED 3             1362        0        0 
INGERSOLL-RAND CO              COM              456866102   652942  19317818 SH       DEFINED 1 5         199190        0 19118628 
INGERSOLL-RAND CO              COM              456866102    42778   1265636 SH       DEFINED 2          1092666        0   172970 
INGERSOLL-RAND CO              COM              456866102       23       677 SH       DEFINED 3              677        0        0 
INGRAM MICRO INC               CL A             457153104   124556   9655500 SH       DEFINED 1 5              0        0  9655500 
INGRAM MICRO INC               CL A             457153104     4131    320200 SH       DEFINED 2           318700        0     1500 
INGRAM MICRO INC               CL A             457153104        4       300 SH       DEFINED 3              300        0        0 
INHALE THERAPEUTIC SYS INC     COM              457191104     5043    379180 SH       DEFINED 1 5          36780        0   342400 
INHALE THERAPEUTIC SYS INC     COM              457191104     2939    221000 SH       DEFINED 2           221000        0        0 
INHALE THERAPEUTIC SYS INC     SUB NT CV 144A07 457191AG9      536   1000000PRN       DEFINED 1 5              0        0        0 
INHALE THERAPEUTIC SYS INC     SUB NT CV 3.5%07 457191AH7    12673  23630000PRN       DEFINED 1 5              0        0        0 
INKTOMI CORP                   COM              457277101    13825   5045541 SH       DEFINED 1 5              0        0  5045541 
INKTOMI CORP                   COM              457277101      350    127800 SH       DEFINED 2           127800        0        0 
INPUT/OUTPUT INC               COM              457652105     2458    300500 SH       DEFINED 1 5              0        0   300500 
INPUT/OUTPUT INC               COM              457652105     6230    761600 SH       DEFINED 2           761600        0        0 
INSIGHT ENTERPRISES INC        COM              45765U103    69302   4901122 SH       DEFINED 1 5              0        0  4901122 
INSIGHT ENTERPRISES INC        COM              45765U103    10129    716361 SH       DEFINED 2           712161        0     4200 
INSITUFORM TECHNOLOGIES INC    CL A             457667103    14019    822200 SH       DEFINED 1 5         102800        0   719400 
INSITUFORM TECHNOLOGIES INC    CL A             457667103      581     34100 SH       DEFINED 2            34100        0        0 
INSIGHT COMMUNICATIONS INC     CL A             45768V108       74      4040 SH       DEFINED 1 5           1100        0     2940 
INSIGHT COMMUNICATIONS INC     CL A             45768V108     1413     76800 SH       DEFINED 2            76800        0        0 
INRANGE TECHNOLOGIES CORP      CL B             45769V206     2330    392300 SH       DEFINED 1 5              0        0   392300 
INRANGE TECHNOLOGIES CORP      CL B             45769V206     3313    557700 SH       DEFINED 2           557700        0        0 
INNKEEPERS USA TR              COM              4576J0104     3988    443100 SH       DEFINED 2           443100        0        0 
INNKEEPERS USA TR              PFD CV A 8.625   4576J0302      998     51200 SH       DEFINED 1 5              0        0    51200 
INSTINET GROUP INC             COM              457750107    18954   1936100 SH       DEFINED 1 5          24500        0  1911600 
INSURANCE AUTO AUCTIONS INC    COM              457875102     8078    598360 SH       DEFINED 1 5          42510        0   555850 
INSURANCE AUTO AUCTIONS INC    COM              457875102     9327    690900 SH       DEFINED 2           685200        0     5700 
INTEGRATED DEVICE TECHNOLOGY   COM              458118106   272169  13527289 SH       DEFINED 1 5          25700        0 13501589 
INTEGRATED DEVICE TECHNOLOGY   COM              458118106    20021    995085 SH       DEFINED 2           813285        0   181800 
INTEGRATED CIRCUIT SYS INC     COM              45811K208   125398   9812023 SH       DEFINED 1 5         317513        0  9494510 
INTEGRATED CIRCUIT SYS INC     COM              45811K208     2072    162100 SH       DEFINED 2           113900        0    48200 
INTEGRATED SILICON SOLUTION    COM              45812P107    11688   1360700 SH       DEFINED 1 5         225830        0  1134870 
INTEGRATED SILICON SOLUTION    COM              45812P107     2740    319000 SH       DEFINED 2           319000        0        0 
INTEL CORP                     COM              458140100  4691025 229501836 SH       DEFINED 1 5        3005980        0226495856 
INTEL CORP                     COM              458140100   410955  20105422 SH       DEFINED 2         17502992        0  2602430 
INTEL CORP                     COM              458140100     9897    484178 SH       DEFINED 3           484178        0        0 
INTERCEPT GROUP INC            COM              45845L107     8907    266280 SH       DEFINED 1 5         186950        0    79330 
INTERCEPT GROUP INC            COM              45845L107     6135    183400 SH       DEFINED 2           183400        0        0 
INTERMAGNETICS GEN CORP        COM              458771102       26      1122 SH       DEFINED 1 5              0        0     1122 
INTERMUNE INC                  COM              45884X103    13734    359050 SH       DEFINED 1 5              0        0   359050 
INTERMUNE INC                  COM              45884X103    14459    378000 SH       DEFINED 2           378000        0        0 
INTERMUNE INC                  SR NT CV 5.75%06 45884XAA1     6050   5000000PRN       DEFINED 1 5              0        0        0 
INTERNAP NETWORK SVCS CORP     COM              45885A102     2778   2777778 SH       DEFINED 1 5        2777778        0        0 
INTERNATIONAL BANCSHARES CORP  COM              459044103     6742    175125 SH       DEFINED 1 5              0        0   175125 
INTERNATIONAL BUSINESS MACHS   COM              459200101  3624495  39268638 SH       DEFINED 1 5         287900        0 38980738 
INTERNATIONAL BUSINESS MACHS   COM              459200101   401521   4350178 SH       DEFINED 2          3933238        0   416940 
INTERNATIONAL BUSINESS MACHS   COM              459200101     6369     69436 SH       DEFINED 3            69436        0        0 
INTERNATIONAL FLAVORS&FRAGRANC COM              459506101    24819    896300 SH       DEFINED 1 5              0        0   896300 
INTERNATIONAL FLAVORS&FRAGRANC COM              459506101     2071     74802 SH       DEFINED 2            74802        0        0 
INTERNATIONAL GAME TECHNOLOGY  COM              459902102    93419   2198090 SH       DEFINED 1 5          57836        0  2140254 
INTERNATIONAL GAME TECHNOLOGY  COM              459902102    17811    419075 SH       DEFINED 2           413257        0     5818 
INTERNATIONAL GAME TECHNOLOGY  COM              459902102        0         0 SH       DEFINED 3                0        0        0 
INTERNATIONAL MULTIFOODS CORP  COM              460043102     5382    281800 SH       DEFINED 1 5              0        0   281800 
INTL PAPER CO                  COM              460146103   788764  22665622 SH       DEFINED 1 5          21740        0 22643882 
INTL PAPER CO                  COM              460146103    46900   1347689 SH       DEFINED 2          1297051        0    50638 
INTL PAPER CO                  COM              460146103       35      1009 SH       DEFINED 3             1009        0        0 
INTERNATIONAL RECTIFIER CORP   COM              460254105   224454   8242910 SH       DEFINED 1 5         165550        0  8077360 
INTERNATIONAL RECTIFIER CORP   COM              460254105    16540    607431 SH       DEFINED 2           427031        0   180400 
INTERNATIONAL RECTIFIER CORP   SUB NT CV4.25%07 460254AE5    26265  35020000PRN       DEFINED 1 5              0        0        0 
INTERNATIONAL SPEEDWAY CORP    CL A             460335201    15372    441338 SH       DEFINED 1 5              0        0   441338 
INTERNATIONAL SPEEDWAY CORP    CL A             460335201    17823    511716 SH       DEFINED 2           511716        0        0 
INTERNEURON PHARMACEUTICALS    COM              460573108       75     15010 SH       DEFINED 1 5           2400        0    12610 
INTERPLAY ENTMT CORP           COM              460615107      480   1143160 SH       DEFINED 1 5          24000        0  1119160 
INTERPORE INTL                 COM              46062W107      490     74200 SH       DEFINED 1 5              0        0    74200 
INTERPUBLIC GROUP COS INC      COM              460690100    28861   1414763 SH       DEFINED 1 5           3876        0  1410887 
INTERPUBLIC GROUP COS INC      COM              460690100     9548    468047 SH       DEFINED 2           465309        0     2738 
INTERSIL CORP                  CL A             46069S109   264983   9490783 SH       DEFINED 1 5          43000        0  9447783 
INTERSIL CORP                  CL A             46069S109    14789    529700 SH       DEFINED 2           490000        0    39700 
INTERSTATE BAKERIES CORP DEL   COM              46072H108      742     29100 SH       DEFINED 1 5              0        0    29100 
INTEST CORP                    COM              461147100     2685    866100 SH       DEFINED 1 5              0        0   866100 
INTERWOVEN INC                 COM              46114T102       98     25400 SH       DEFINED 1 5          25400        0        0 
INTIMATE BRANDS INC            CL A             461156101    28480   3164400 SH       DEFINED 1 5              0        0  3164400 
INTUIT                         COM              461202103    52977   1479800 SH       DEFINED 1 5              0        0  1479800 
INTUIT                         COM              461202103     5832    162896 SH       DEFINED 2           162896        0        0 
INVACARE CORP                  COM              461203101    74600   1841980 SH       DEFINED 1 5          41550        0  1800430 
INVESTMENT TECHNOLOGY GRP NEW  COM              46145F105    25143    453100 SH       DEFINED 1 5              0        0   453100 
INVESTMENT TECHNOLOGY GRP NEW  COM              46145F105      494      8900 SH       DEFINED 2             8900        0        0 
INVISION TECHNOLOGIES INC      COM              461851107     2565    258300 SH       DEFINED 1 5          36400        0   221900 
INVITROGEN CORP                COM              46185R100   188780   2870740 SH       DEFINED 1 5              0        0  2870740 
INVITROGEN CORP                COM              46185R100     2361     35900 SH       DEFINED 2            35600        0      300 
INVITROGEN CORP                SUB NT CV 144A07 46185RAA8     2047   1900000PRN       DEFINED 1 5              0        0        0 
INVESTORS FINL SERVICES CORP   COM              461915100    29610    513700 SH       DEFINED 1 5         159024        0   354676 
INVESTORS FINL SERVICES CORP   COM              461915100     7315    126900 SH       DEFINED 2           126900        0        0 
IONICS INC                     COM              462218108     5326    240900 SH       DEFINED 1 5              0        0   240900 
IONICS INC                     COM              462218108    10230    462700 SH       DEFINED 2           462700        0        0 
IPSCO INC                      COM              462622101     1825    146300 SH       DEFINED 1 5         146300        0        0 
IRON MTN INC PA                COM              462846106    34088    822380 SH       DEFINED 1 5          15900        0   806480 
IRON MTN INC PA                COM              462846106        0         7 SH       DEFINED 3                7        0        0 
IRWIN FINL CORP                COM              464119106     3793    181500 SH       DEFINED 1 5              0        0   181500 
ISHARES TR                     RUSSELL1000VAL   464287598     3904     75000 SH       DEFINED 2            75000        0        0 
ISHARES TR                     RUSSELL 3000     464287689     1020     17800 SH       DEFINED 2            17800        0        0 
I3 MOBILE INC                  COM              465713105        1       280 SH       DEFINED 1 5            280        0        0 
I2 TECHNOLOGIES INC            COM              465754109    35543  10332200 SH       DEFINED 1 5          70100        0 10262100 
I2 TECHNOLOGIES INC            COM              465754109      966    280700 SH       DEFINED 2           111600        0   169100 
IVAX CORP                      COM              465823102    53931   2432625 SH       DEFINED 1 5          31200        0  2401425 
IVAX CORP                      COM              465823102      911     41075 SH       DEFINED 2            41075        0        0 
IVAX CORP                      COM              465823102       18       812 SH       DEFINED 3              812        0        0 
IVAX CORP                      SR SUB NT CV  07 465823AD4     9441   9100000PRN       DEFINED 1 5              0        0        0 
IVEX PACKAGING CORP DEL        COM              465855104      629     36900 SH       DEFINED 1 5              0        0    36900 
IVEX PACKAGING CORP DEL        COM              465855104     3371    197700 SH       DEFINED 2           197700        0        0 
JDN RLTY CORP                  COM              465917102    10356    977000 SH       DEFINED 1 5              0        0   977000 
IXYS CORP                      COM              46600W106     1509    253600 SH       DEFINED 2           253600        0        0 
JDS UNIPHASE CORP              COM              46612J101   159608  25254356 SH       DEFINED 1 5          85700        0 25168656 
JDS UNIPHASE CORP              COM              46612J101     9207   1456778 SH       DEFINED 2          1350678        0   106100 
JDS UNIPHASE CORP              COM              46612J101       17      2662 SH       DEFINED 3             2662        0        0 
JDA SOFTWARE GROUP INC         COM              46612K108      506     38500 SH       DEFINED 1 5              0        0    38500 
JDA SOFTWARE GROUP INC         COM              46612K108     4754    361800 SH       DEFINED 2           361800        0        0 
J JILL GROUP INC               COM              466189107      584     46700 SH       DEFINED 1 5              0        0    46700 
JLM COUTURE INC                COM              46621E101      337    197100 SH       DEFINED 1 5              0        0   197100 
JNI CORP                       COM              46622G105     1424    227900 SH       DEFINED 1 5              0        0   227900 
J P MORGAN CHASE & CO          COM              46625H100  1917724  56155893 SH       DEFINED 1 5          80530        0 56075363 
J P MORGAN CHASE & CO          COM              46625H100   107332   3142957 SH       DEFINED 2          3014257        0   128700 
J P MORGAN CHASE & CO          COM              46625H100     1164     34081 SH       DEFINED 3            34081        0        0 
JABIL CIRCUIT INC              COM              466313103   102073   5702380 SH       DEFINED 1 5          89100        0  5613280 
JABIL CIRCUIT INC              COM              466313103     2834    158300 SH       DEFINED 2           157500        0      800 
JABIL CIRCUIT INC              COM              466313103        6       355 SH       DEFINED 3              355        0        0 
JACK IN THE BOX INC            COM              466367109   134193   4792610 SH       DEFINED 1 5          12010        0  4780600 
JACK IN THE BOX INC            COM              466367109    20725    740193 SH       DEFINED 2           738273        0     1920 
JACOBS ENGR GROUP INC DEL      COM              469814107   138134   2213690 SH       DEFINED 1 5           5700        0  2207990 
JACOBS ENGR GROUP INC DEL      COM              469814107    30420    487500 SH       DEFINED 2           487500        0        0 
JEFFERIES GROUP INC NEW        COM              472319102     3894    118000 SH       DEFINED 1 5              0        0   118000 
JEFFERSON PILOT CORP           COM              475070108     9592    215640 SH       DEFINED 1 5           3500        0   212140 
JEFFERSON PILOT CORP           COM              475070108     5833    131128 SH       DEFINED 2           131128        0        0 
JEFFERSON PILOT CORP           COM              475070108       10       222 SH       DEFINED 3              222        0        0 
JEFFERSON SMURFIT GROUP PLC    SPONSORED ADR    47508W107    17444    974500 SH       DEFINED 1 5              0        0   974500 
JEFFERSON SMURFIT GROUP PLC    SPONSORED ADR    47508W107     9328    521100 SH       DEFINED 2           521100        0        0 
JO-ANN STORES INC              CL A             47758P109     2607    482800 SH       DEFINED 1 5              0        0   482800 
JO-ANN STORES INC              CL B NON VTG     47758P208     4846   1665200 SH       DEFINED 1 5              0        0  1665200 
JOHN NUVEEN CO                 CL A             478035108     2196     49650 SH       DEFINED 1 5              0        0    49650 
JOHNSON & JOHNSON              COM              478160104  2539369  45837650 SH       DEFINED 1 5         813630        0 45024020 
JOHNSON & JOHNSON              COM              478160104   324142   5850939 SH       DEFINED 2          5255975        0   594964 
JOHNSON & JOHNSON              COM              478160104     2693     48608 SH       DEFINED 3            48608        0        0 
JOHNSON CTLS INC               COM              478366107   103377   1584560 SH       DEFINED 1 5              0        0  1584560 
JOHNSON CTLS INC               COM              478366107     5140     78790 SH       DEFINED 2            78790        0        0 
JOHNSON CTLS INC               COM              478366107       15       235 SH       DEFINED 3              235        0        0 
JOHNSON OUTDOORS INC           CL A             479167108      824    127400 SH       DEFINED 1 5              0        0   127400 
JONES APPAREL GROUP INC        COM              480074103    75863   2976200 SH       DEFINED 1 5              0        0  2976200 
JONES APPAREL GROUP INC        COM              480074103      252      9900 SH       DEFINED 2             9900        0        0 
JUNIPER NETWORKS INC           COM              48203R104    80489   8297846 SH       DEFINED 1 5          23400        0  8274446 
JUNIPER NETWORKS INC           COM              48203R104      760     78400 SH       DEFINED 2            37400        0    41000 
JUNIPER NETWORKS INC           COM              48203R104        0        20 SH       DEFINED 3               20        0        0 
JUNIPER NETWORKS INC           SB NT CV 4.75%07 48203RAA2   123427 201500000PRN       DEFINED 1 5              0        0        0 
JUPITER MEDIA METRIX INC       COM              48206U104      568   1320400 SH       DEFINED 1 5              0        0  1320400 
JUPITER MEDIA METRIX INC       COM              48206U104        7     16900 SH       DEFINED 2            16900        0        0 
KCS ENERGY INC                 COM              482434206     5335   1511400 SH       DEFINED 1 5              0        0  1511400 
KLA-TENCOR CORP                COM              482480100   382348  12107290 SH       DEFINED 1 5         288600        0 11818690 
KLA-TENCOR CORP                COM              482480100    32614   1032749 SH       DEFINED 2           806389        0   226360 
KLA-TENCOR CORP                COM              482480100        6       200 SH       DEFINED 3              200        0        0 
K MART CORP                    COM              482584109   297287  42530269 SH       DEFINED 1 5        1081767        0 41448502 
K MART CORP                    COM              482584109    30471   4359138 SH       DEFINED 2          4125625        0   233513 
K MART CORP                    COM              482584109        3       500 SH       DEFINED 3              500        0        0 
KPMG CONSULTING INC            COM              48265R109    29473   2726500 SH       DEFINED 1 5        1537000        0  1189500 
KPMG CONSULTING INC            COM              48265R109      918     84900 SH       DEFINED 2            84900        0        0 
K-SWISS INC                    CL A             482686102     6690    272500 SH       DEFINED 1 5              0        0   272500 
K2 INC                         COM              482732104     1037    173400 SH       DEFINED 1 5              0        0   173400 
K V PHARMACEUTICAL CO          CL A             482740206      604     22400 SH       DEFINED 1 5           3500        0    18900 
KADANT INC                     COM              48282T104     1754    135956 SH       DEFINED 1 5           9177        0   126779 
KADANT INC                     COM              48282T104     1213     94042 SH       DEFINED 2            89882        0     4160 
KADANT INC                     COM              48282T104        0        30 SH       DEFINED 3               30        0        0 
KANA SOFTWARE INC              COM              483600102     1484   4120905 SH       DEFINED 1 5              0        0  4120905 
KANSAS CITY PWR & LT CO        COM              485134100       23       900 SH       DEFINED 3              900        0        0 
KANSAS CITY SOUTHN INDS INC    COM NEW          485170302     1371    114250 SH       DEFINED 1 5              0        0   114250 
KANSAS CITY SOUTHN INDS INC    COM NEW          485170302     3587    298950 SH       DEFINED 2           298950        0        0 
KEANE INC                      COM              486665102     1925    141000 SH       DEFINED 1 5              0        0   141000 
KEANE INC                      COM              486665102      147     10740 SH       DEFINED 3            10740        0        0 
KB HOME                        COM              48666K109     1353     47630 SH       DEFINED 1 5           2310        0    45320 
KB HOME                        COM              48666K109     8138    286437 SH       DEFINED 2           286437        0        0 
KB HOME                        COM              48666K109       28      1000 SH       DEFINED 3             1000        0        0 
KELLOGG CO                     COM              487836108    51440   1714680 SH       DEFINED 1 5           2044        0  1712636 
KELLOGG CO                     COM              487836108     9747    324885 SH       DEFINED 2           277065        0    47820 
KELLOGG CO                     COM              487836108        5       160 SH       DEFINED 3              160        0        0 
KELLWOOD CO                    COM              488044108    49632   2682800 SH       DEFINED 1 5              0        0  2682800 
KELLWOOD CO                    COM              488044108      411     22200 SH       DEFINED 2            22200        0        0 
KELLY SVCS INC                 CL A             488152208     1661     82212 SH       DEFINED 1 5              0        0    82212 
KEMET CORP                     COM              488360108    53126   3227610 SH       DEFINED 1 5          23500        0  3204110 
KEMET CORP                     COM              488360108     1356     82400 SH       DEFINED 2            82400        0        0 
KENNAMETAL INC                 COM              489170100   113673   3561174 SH       DEFINED 1 5           3270        0  3557904 
KENNAMETAL INC                 COM              489170100    22054    690900 SH       DEFINED 2           688400        0     2500 
KENSEY NASH CORP               COM              490057106     7652    400000 SH       DEFINED 1 5              0        0   400000 
KENSEY NASH CORP               COM              490057106        0         0 SH       DEFINED 2                0        0        0 
KENTUCKY ELEC STL INC          COM              49127B100      290    367500 SH       DEFINED 1 5              0        0   367500 
KERR MCGEE CORP                COM              492386107    40185    774131 SH       DEFINED 1 5           4380        0   769751 
KERR MCGEE CORP                COM              492386107     4047     77968 SH       DEFINED 2            77968        0        0 
KERR MCGEE CORP                COM              492386107       60      1149 SH       DEFINED 3             1149        0        0 
KEY ENERGY SVCS INC            COM              492914106     6906   1085890 SH       DEFINED 1 5         165550        0   920340 
KEY ENERGY SVCS INC            COM              492914106      446     70100 SH       DEFINED 2                0        0    70100 
KEYCORP NEW                    COM              493267108    49555   2052800 SH       DEFINED 1 5              0        0  2052800 
KEYCORP NEW                    COM              493267108     9444    391200 SH       DEFINED 2           331400        0    59800 
KEYCORP NEW                    COM              493267108      279     11564 SH       DEFINED 3            11564        0        0 
KEY3MEDIA GROUP INC            COM              49326R104     1399    353200 SH       DEFINED 2           353200        0        0 
KEYNOTE SYS INC                COM              493308100    11618   1528690 SH       DEFINED 1 5           9390        0  1519300 
KEYNOTE SYS INC                COM              493308100     7341    965900 SH       DEFINED 2           965900        0        0 
KEYSPAN CORP                   COM              49337W100    46274   1392104 SH       DEFINED 1 5              0        0  1392104 
KEYSPAN CORP                   COM              49337W100     3523    105985 SH       DEFINED 2           105985        0        0 
KEYSTONE AUTOMOTIVE INDS INC   COM              49338N109    23580   1571970 SH       DEFINED 1 5         104000        0  1467970 
KEYSTONE AUTOMOTIVE INDS INC   COM              49338N109     5682    378800 SH       DEFINED 2           364600        0    14200 
KIMBERLY CLARK CORP            COM              494368103  1559662  25155840 SH       DEFINED 1 5          19000        0 25136840 
KIMBERLY CLARK CORP            COM              494368103   133700   2156451 SH       DEFINED 2          1986851        0   169600 
KIMBERLY CLARK CORP            COM              494368103      404      6515 SH       DEFINED 3             6515        0        0 
KIMCO REALTY CORP              COM              49446R109    54099   1114300 SH       DEFINED 1 5              0        0  1114300 
KIMCO REALTY CORP              COM              49446R109    17143    353100 SH       DEFINED 2           353100        0        0 
KIMCO REALTY CORP              COM              49446R109       11       222 SH       DEFINED 3              222        0        0 
KINDER MORGAN INC KANS         COM              49455P101    97285   1976930 SH       DEFINED 1 5         113760        0  1863170 
KINDER MORGAN INC KANS         COM              49455P101    10093    205097 SH       DEFINED 2           145797        0    59300 
KINDER MORGAN MANAGEMENT LLC   SHS              49455U100   105503   3062504 SH       DEFINED 1 5              0        0  3062504 
KINDER MORGAN MANAGEMENT LLC   SHS              49455U100     7911    229650 SH       DEFINED 2           144404        0    85246 
KING PHARMACEUTICALS INC       COM              495582108   141662   3376932 SH       DEFINED 1 5          53433        0  3323499 
KING PHARMACEUTICALS INC       COM              495582108    11264    268506 SH       DEFINED 2           257408        0    11098 
KING PHARMACEUTICALS INC       COM              495582108      157      3738 SH       DEFINED 3             3738        0        0 
KINGSWAY FINL SVCS INC         COM              496904103    26978   2731960 SH       DEFINED 1 5        1241700        0  1490260 
KINGSWAY FINL SVCS INC         COM              496904103      139     13990 SH       DEFINED 2            13990        0        0 
KIRBY CORP                     COM              497266106      860     38200 SH       DEFINED 2            38200        0        0 
KMART FING I                   PFD TRCV 7.75%   498778208    35576    956600 SH       DEFINED 1 5              0        0   956600 
KMART FING I                   PFD TRCV 7.75%   498778208     2655     71400 SH       DEFINED 2            71400        0        0 
KNIGHT RIDDER INC              COM              499040103    49913    893700 SH       DEFINED 1 5              0        0   893700 
KNIGHT RIDDER INC              COM              499040103     4004     71697 SH       DEFINED 2            62897        0     8800 
KNIGHT TRADING GROUP INC       COM              499063105     2362    306380 SH       DEFINED 1 5          13600        0   292780 
KNIGHT TRADING GROUP INC       COM              499063105       32      4100 SH       DEFINED 2             4100        0        0 
KNIGHT TRANSN INC              COM              499064103     8574    447750 SH       DEFINED 1 5              0        0   447750 
KNIGHT TRANSN INC              COM              499064103      266     13900 SH       DEFINED 2            13900        0        0 
KOHLS CORP                     COM              500255104    54346   1132200 SH       DEFINED 1 5         139390        0   992810 
KOHLS CORP                     COM              500255104    18623    387986 SH       DEFINED 2           309786        0    78200 
KOHLS CORP                     COM              500255104        3        68 SH       DEFINED 3               68        0        0 
KONINKLIJKE AHOLD N V          SPON ADR NEW     500467303      488     17500 SH       DEFINED 1 5              0        0    17500 
KONINKLIJKE PHILIPS ELECTRS NV SP ADR NEW2000   500472303    25771   1335288 SH       DEFINED 1 5              0        0  1335288 
KOPIN CORP                     COM              500600101      960     92000 SH       DEFINED 1 5              0        0    92000 
KOREA FD                       COM              500634100    15524   1705968 SH       DEFINED 1 5              0        0  1705968 
KOREA TELECOM                  SPONSORED ADR    50063P103    48221   2636470 SH       DEFINED 1 5          76800        0  2559670 
KORN FERRY INTL                COM NEW          500643200     7662    928700 SH       DEFINED 1 5              0        0   928700 
KOSAN BIOSCIENCES INC          COM              50064W107     4505    850000 SH       DEFINED 1 5         850000        0        0 
KPNQWEST N V                   NY REGISTRY SH   500750104     4190   1000000 SH       DEFINED 1 5              0        0  1000000 
KRAFT FOODS INC                CL A             50075N104   897549  26114328 SH       DEFINED 1 5           2400        0 26111928 
KRAFT FOODS INC                CL A             50075N104    30390    884200 SH       DEFINED 2           521100        0   363100 
KRISPY KREME DOUGHNUTS INC     COM              501014104     6616    223500 SH       DEFINED 1 5              0        0   223500 
KRISPY KREME DOUGHNUTS INC     COM              501014104        1        27 SH       DEFINED 3               27        0        0 
KROGER CO                      COM              501044101    49331   2002050 SH       DEFINED 1 5           4500        0  1997550 
KROGER CO                      COM              501044101    15773    640157 SH       DEFINED 2           633157        0     7000 
KROGER CO                      COM              501044101       46      1856 SH       DEFINED 3             1856        0        0 
KROLL INC                      COM              501049100    16221   1424110 SH       DEFINED 1 5         224560        0  1199550 
KRONOS INC                     COM              501052104    10702    260710 SH       DEFINED 1 5              0        0   260710 
KULICKE & SOFFA INDS INC       COM              501242101    47995   4403210 SH       DEFINED 1 5          10200        0  4393010 
KULICKE & SOFFA INDS INC       COM              501242101     7281    668000 SH       DEFINED 2           660600        0     7400 
KULICKE & SOFFA INDS INC       SUB NT CV4.75%06 501242AE1     2409   3250000PRN       DEFINED 1 5              0        0        0 
KULICKE & SOFFA INDS INC       SUB NT CV4.75%06 501242AE1      230    310000PRN       DEFINED 2                0        0        0 
KULICKE & SOFFA INDS INC       SB NT CV 144A 06 501242AH4    16338  19450000PRN       DEFINED 1 5              0        0        0 
KYOCERA CORP                   ADR              501556203      329      5100 SH       DEFINED 1 5              0        0     5100 
LCC INTERNATIONAL INC          CL A             501810105      800    155400 SH       DEFINED 1 5              0        0   155400 
LNR PPTY CORP                  COM              501940100    56796   1896368 SH       DEFINED 1 5              0        0  1896368 
LNR PPTY CORP                  COM              501940100     9042    301900 SH       DEFINED 2           301900        0        0 
LSI LOGIC CORP                 COM              502161102   178800  15216980 SH       DEFINED 1 5         412440        0 14804540 
LSI LOGIC CORP                 COM              502161102    15208   1294282 SH       DEFINED 2          1118382        0   175900 
LSI LOGIC CORP                 SB NT CV 4.25%04 502161AD4     7395   7250000PRN       DEFINED 1 5              0        0        0 
LSI LOGIC CORP                 SUB NT CV   4%05 502161AE2    37708  47120000PRN       DEFINED 1 5              0        0        0 
LSI LOGIC CORP                 SUB NT CV   4%05 502161AE2     1184   1480000PRN       DEFINED 2                0        0        0 
LTC PPTYS INC                  COM              502175102     1244    242500 SH       DEFINED 1 5              0        0   242500 
LTC PPTYS INC                  COM              502175102     2229    434500 SH       DEFINED 2           434500        0        0 
LTX CORP                       COM              502392103    70719   5196130 SH       DEFINED 1 5          25500        0  5170630 
LTX CORP                       COM              502392103     9881    726040 SH       DEFINED 2           492940        0   233100 
L-3 COMMUNICATIONS HLDGS INC   COM              502424104   177506   2029800 SH       DEFINED 1 5         101600        0  1928200 
L-3 COMMUNICATIONS HLDGS INC   COM              502424104     5457     62400 SH       DEFINED 2            30200        0    32200 
LA QUINTA PPTYS INC            PAIRED CTF       50419Q409    17264   3923700 SH       DEFINED 1 5              0        0  3923700 
LA Z BOY INC                   COM              505336107      169     10700 SH       DEFINED 1 5              0        0    10700 
LABOR READY INC                COM NEW          505401208     1950    611300 SH       DEFINED 1 5           1886        0   609414 
LABOR READY INC                COM NEW          505401208        0         0 SH       DEFINED 2                0        0        0 
LABORATORY CORP AMER HLDGS     COM NEW          50540R409    77689    960900 SH       DEFINED 1 5          39100        0   921800 
LABORATORY CORP AMER HLDGS     COM NEW          50540R409    21684    268200 SH       DEFINED 2           249800        0    18400 
LABRANCHE & CO INC             COM              505447102    29006   1306580 SH       DEFINED 1 5         142980        0  1163600 
LABRANCHE & CO INC             COM              505447102     2793    125800 SH       DEFINED 2           125800        0        0 
LAFARGE NORTH AMERICA INC      COM              505862102   208565   6244448 SH       DEFINED 1 5         121840        0  6122608 
LAFARGE NORTH AMERICA INC      COM              505862102    11229    336200 SH       DEFINED 2           331900        0     4300 
LAKES GAMING INC               COM              51206P109     6627   1194100 SH       DEFINED 1 5              0        0  1194100 
LAKES GAMING INC               COM              51206P109      160     28800 SH       DEFINED 2            28800        0        0 
LAM RESEARCH CORP              COM              512807108   275786  16270574 SH       DEFINED 1 5         699330        0 15571244 
LAM RESEARCH CORP              COM              512807108    16482    972400 SH       DEFINED 2           875600        0    96800 
LAMAR ADVERTISING CO           CL A             512815101    19596    646310 SH       DEFINED 1 5              0        0   646310 
LAMAR ADVERTISING CO           CL A             512815101      864     28500 SH       DEFINED 2            28500        0        0 
LAMAR ADVERTISING CO           NT CV    5.25%06 512815AF8    17334  18800000PRN       DEFINED 1 5              0        0        0 
LAMSON & SESSIONS CO           COM              513696104      400    100000 SH       DEFINED 1 5              0        0   100000 
LANCASTER COLONY CORP          COM              513847103     2417     86300 SH       DEFINED 1 5              0        0    86300 
LANCE INC                      COM              514606102       37      2800 SH       DEFINED 1 5              0        0     2800 
LANDAMERICA FINL GROUP INC     COM              514936103     5653    170000 SH       DEFINED 1 5              0        0   170000 
LANDS END INC                  COM              515086106    28804    996690 SH       DEFINED 1 5          23490        0   973200 
LANDS END INC                  COM              515086106      627     21700 SH       DEFINED 2            17000        0     4700 
LANDRYS RESTAURANTS INC        COM              51508L103      215     14500 SH       DEFINED 1 5              0        0    14500 
LANDRYS RESTAURANTS INC        COM              51508L103      252     17000 SH       DEFINED 2            17000        0        0 
LANDSTAR SYS INC               COM              515098101    28727    448857 SH       DEFINED 1 5              0        0   448857 
LANDSTAR SYS INC               COM              515098101    34787    543545 SH       DEFINED 2           542845        0      700 
LATTICE SEMICONDUCTOR CORP     COM              518415104   121185   7720400 SH       DEFINED 1 5         165653        0  7554747 
LATTICE SEMICONDUCTOR CORP     COM              518415104     3377    215100 SH       DEFINED 2           210417        0     4683 
LATTICE SEMICONDUCTOR CORP     SUB NT CV4.75%06 518415AC8     7463   7400000PRN       DEFINED 1 5              0        0        0 
LAUDER ESTEE COS INC           CL A             518439104   133754   4034800 SH       DEFINED 1 5          16230        0  4018570 
LAUDER ESTEE COS INC           CL A             518439104    35620   1074500 SH       DEFINED 2           943300        0   131200 
LAUDER ESTEE COS INC           CL A             518439104        8       234 SH       DEFINED 3              234        0        0 
LEAP WIRELESS INTL INC         COM              521863100      578     36810 SH       DEFINED 1 5              0        0    36810 
LEAP WIRELESS INTL INC         COM              521863100        3       200 SH       DEFINED 2              200        0        0 
LEAR CORP                      COM              521865105     7162    265050 SH       DEFINED 1 5              0        0   265050 
LEAR CORP                      COM              521865105      435     16100 SH       DEFINED 2            16100        0        0 
LEGATO SYS INC                 COM              524651106    66695  12170660 SH       DEFINED 1 5          49400        0 12121260 
LEGATO SYS INC                 COM              524651106     4223    770700 SH       DEFINED 2           609300        0   161400 
LEGGETT & PLATT INC            COM              524660107   268607  13774717 SH       DEFINED 1 5           1740        0 13772977 
LEGGETT & PLATT INC            COM              524660107    17120    877969 SH       DEFINED 2           744669        0   133300 
LEGG MASON INC                 COM              524901105    10474    263432 SH       DEFINED 1 5              0        0   263432 
LEGG MASON INC                 COM              524901105     1429     35932 SH       DEFINED 2            34932        0     1000 
LEHMAN BROS HLDGS INC          COM              524908100   299877   5274886 SH       DEFINED 1 5         166890        0  5107996 
LEHMAN BROS HLDGS INC          COM              524908100    25777    453422 SH       DEFINED 2           438922        0    14500 
LEHMAN BROS HLDGS INC          COM              524908100       83      1464 SH       DEFINED 3             1464        0        0 
LEITCH TECHNOLOGY CORP         COM              52543H107    15820   2875700 SH       DEFINED 1 5        2875700        0        0 
LENNAR CORP                    COM              526057104   286880   7960048 SH       DEFINED 1 5          78100        0  7881948 
LENNAR CORP                    COM              526057104     2788     77350 SH       DEFINED 2            77350        0        0 
LENNOX INTL INC                COM              526107107     3270    351600 SH       DEFINED 1 5              0        0   351600 
LEUCADIA NATL CORP             COM              527288104     3010     96480 SH       DEFINED 1 5           7100        0    89380 
LEVEL 3 COMMUNICATIONS INC     COM              52729N100       16      4350 SH       DEFINED 3             4350        0        0 
LEXMARK INTL NEW               CL A             529771107   100599   2250030 SH       DEFINED 1 5         104800        0  2145230 
LEXMARK INTL NEW               CL A             529771107     7106    158936 SH       DEFINED 2           120736        0    38200 
LEXMARK INTL NEW               CL A             529771107       20       443 SH       DEFINED 3              443        0        0 
LIBERATE TECHNOLOGIES          COM              530129105    45069   4525000 SH       DEFINED 1 5              0        0  4525000 
LIBERTY FINL COS INC           COM              530512102     1807     56900 SH       DEFINED 1 5          14800        0    42100 
LIBERTY FINL COS INC           COM              530512102      508     16000 SH       DEFINED 2             9000        0     7000 
LIBERTY MEDIA CORP NEW         COM SER A        530718105   698422  54993896 SH       DEFINED 1 5          35150        0 54958746 
LIBERTY MEDIA CORP NEW         COM SER A        530718105    44052   3468700 SH       DEFINED 2          3148400        0   320300 
LIBERTY MEDIA CORP NEW         COM SER A        530718105       12       975 SH       DEFINED 3              975        0        0 
LIBERTY PPTY TR                SH BEN INT       531172104    69002   2405104 SH       DEFINED 1 5              0        0  2405104 
LIBERTY PPTY TR                SH BEN INT       531172104    23853    831400 SH       DEFINED 2           831400        0        0 
LIFEPOINT HOSPITALS INC        COM              53219L109    35741    812300 SH       DEFINED 1 5              0        0   812300 
LIFEPOINT HOSPITALS INC        COM              53219L109      449     10200 SH       DEFINED 2            10200        0        0 
LIGAND PHARMACEUTICALS INC     CL B             53220K207     1390    151400 SH       DEFINED 1 5              0        0   151400 
LIGHTBRIDGE INC                COM              532226107        4       436 SH       DEFINED 2              436        0        0 
LILLY ELI & CO                 COM              532457108  2531851  31373616 SH       DEFINED 1 5         362720        0 31010896 
LILLY ELI & CO                 COM              532457108   124998   1548925 SH       DEFINED 2          1363255        0   185670 
LILLY ELI & CO                 COM              532457108     1635     20261 SH       DEFINED 3            20261        0        0 
LIMITED INC                    COM              532716107   221223  23286678 SH       DEFINED 1 5              0        0 23286678 
LIMITED INC                    COM              532716107     3984    419401 SH       DEFINED 2           419401        0        0 
LINCARE HLDGS INC              COM              532791100    70338   2647280 SH       DEFINED 1 5          28700        0  2618580 
LINCARE HLDGS INC              COM              532791100     5442    204820 SH       DEFINED 2           204820        0        0 
LINCOLN NATL CORP IND          COM              534187109    15150    324900 SH       DEFINED 1 5              0        0   324900 
LINCOLN NATL CORP IND          COM              534187109     7404    158778 SH       DEFINED 2           158778        0        0 
LINCOLN NATL CORP IND          COM              534187109      149      3200 SH       DEFINED 3             3200        0        0 
LINEAR TECHNOLOGY CORP         COM              535678106   383359  11687770 SH       DEFINED 1 5           6900        0 11680870 
LINEAR TECHNOLOGY CORP         COM              535678106    22707    692289 SH       DEFINED 2           598709        0    93580 
LINEAR TECHNOLOGY CORP         COM              535678106     4792    146100 SH       DEFINED 3           146100        0        0 
LINENS N THINGS INC            COM              535679104    71526   3849600 SH       DEFINED 1 5              0        0  3849600 
LINENS N THINGS INC            COM              535679104     1262     67900 SH       DEFINED 2            67300        0      600 
LIONS GATE ENTMNT CORP         COM NEW          535919203    11850   4750000 SH       DEFINED 1 5        4750000        0        0 
LIQUIDATION WORLD INC          COM NEW          53634D203     3113    575200 SH       DEFINED 1 5         300700        0   274500 
LIQUIDATION WORLD INC          COM NEW          53634D203       33      6000 SH       DEFINED 2             6000        0        0 
LITHIA MTRS INC                CL A             536797103     5704    410370 SH       DEFINED 1 5              0        0   410370 
LITHIA MTRS INC                CL A             536797103     4495    323400 SH       DEFINED 2           323400        0        0 
LIZ CLAIBORNE INC              COM              539320101   201705   5350278 SH       DEFINED 1 5          30230        0  5320048 
LIZ CLAIBORNE INC              COM              539320101     5600    148536 SH       DEFINED 2           113836        0    34700 
LIZ CLAIBORNE INC              COM              539320101        8       200 SH       DEFINED 3              200        0        0 
LOCAL FINL CORP                COM              539553107     3746    280200 SH       DEFINED 1 5              0        0   280200 
LOCKHEED MARTIN CORP           COM              539830109  1172717  26804954 SH       DEFINED 1 5        1078540        0 25726414 
LOCKHEED MARTIN CORP           COM              539830109    71785   1640791 SH       DEFINED 2          1487191        0   153600 
LOCKHEED MARTIN CORP           COM              539830109        1        25 SH       DEFINED 3               25        0        0 
LODGENET ENTMT CORP            COM              540211109      659     60000 SH       DEFINED 1 5              0        0    60000 
LOEWS CORP                     COM              540424108    16166    349300 SH       DEFINED 1 5          62400        0   286900 
LOEWS CORP                     COM              540424108     8181    176774 SH       DEFINED 2           153974        0    22800 
LONE STAR STEAKHOUSE SALOON    COM              542307103      366     33900 SH       DEFINED 1 5           5400        0    28500 
LONE STAR TECHNOLOGIES INC     COM              542312103      830     66900 SH       DEFINED 1 5              0        0    66900 
LONE STAR TECHNOLOGIES INC     COM              542312103      185     14900 SH       DEFINED 2            14900        0        0 
LONGS DRUG STORES CORP         COM              543162101     3468    127500 SH       DEFINED 1 5          17600        0   109900 
LONGS DRUG STORES CORP         COM              543162101     9185    337700 SH       DEFINED 2           337700        0        0 
LONGVIEW FIBRE CO              COM              543213102       17      1700 SH       DEFINED 1 5              0        0     1700 
LOUISIANA PAC CORP             COM              546347105     4472    687952 SH       DEFINED 1 5         126700        0   561252 
LOUISIANA PAC CORP             COM              546347105     2026    311714 SH       DEFINED 2           250214        0    61500 
LOUISIANA PAC CORP             COM              546347105        1       198 SH       DEFINED 3              198        0        0 
LOWES COS INC                  COM              548661107   648752  20497700 SH       DEFINED 1 5         227010        0 20270690 
LOWES COS INC                  COM              548661107    24816    784072 SH       DEFINED 2           709559        0    74513 
LOWES COS INC                  COM              548661107     2413     76222 SH       DEFINED 3            76222        0        0 
LUBRIZOL CORP                  COM              549271104    20341    643700 SH       DEFINED 1 5          37000        0   606700 
LUBRIZOL CORP                  COM              549271104      894     28300 SH       DEFINED 2            28300        0        0 
LUCENT TECHNOLOGIES INC        COM              549463107   175957  30707948 SH       DEFINED 1 5         609700        0 30098248 
LUCENT TECHNOLOGIES INC        COM              549463107    19586   3418065 SH       DEFINED 2          3276574        0   141491 
LUCENT TECHNOLOGIES INC        COM              549463107       76     13219 SH       DEFINED 3            13219        0        0 
LUCENT TECHNOLOGIES INC        PFD CV 8% 144A   549463206    72590     70910 SH       DEFINED 1 5              0        0    70910 
LUCENT TECHNOLOGIES INC        PFD CV 8% 144A   549463206      809       790 SH       DEFINED 2              550        0      240 
LUFKIN INDS INC                COM              549764108    14242    621400 SH       DEFINED 1 5              0        0   621400 
LUXOTTICA GROUP S P A          SPONSORED ADR    55068R202   106059   7581090 SH       DEFINED 1 5        2570050        0  5011040 
LUXOTTICA GROUP S P A          SPONSORED ADR    55068R202     3648    260730 SH       DEFINED 2           260730        0        0 
LYON WILLIAM HOMES             COM              552074106    11521   1057000 SH       DEFINED 1 5              0        0  1057000 
LYONDELL CHEMICAL CO           COM              552078107   159227  13906305 SH       DEFINED 1 5         686980        0 13219325 
LYONDELL CHEMICAL CO           COM              552078107    21836   1907100 SH       DEFINED 2          1882700        0    24400 
M & F WORLDWIDE CORP           COM              552541104      573    120700 SH       DEFINED 1 5              0        0   120700 
M & T BK CORP                  COM              55261F104   192555   2602100 SH       DEFINED 1 5              0        0  2602100 
M & T BK CORP                  COM              55261F104      289      3900 SH       DEFINED 2             3900        0        0 
M & T BK CORP                  COM              55261F104      533      7200 SH       DEFINED 3             7200        0        0 
MBIA INC                       COM              55262C100   511681  10233610 SH       DEFINED 1 5         368340        0  9865270 
MBIA INC                       COM              55262C100    23588    471757 SH       DEFINED 2           378407        0    93350 
MBIA INC                       COM              55262C100       51      1020 SH       DEFINED 3             1020        0        0 
MBNA CORP                      COM              55262L100   174971   5776525 SH       DEFINED 1 5          45125        0  5731400 
MBNA CORP                      COM              55262L100    20145    665071 SH       DEFINED 2           665071        0        0 
MBNA CORP                      COM              55262L100       36      1178 SH       DEFINED 3             1178        0        0 
M D C HLDGS INC                COM              552676108     1331     48000 SH       DEFINED 1 5              0        0    48000 
MDU RES GROUP INC              COM              552690109       91      3900 SH       DEFINED 3             3900        0        0 
MDS INC                        COM              55269P302    13595   1134700 SH       DEFINED 1 5        1134400        0      300 
MCSI INC                       COM              55270M108    12485    775000 SH       DEFINED 1 5              0        0   775000 
MFC BANCORP LTD                COM NEW          55271X202     6454    763800 SH       DEFINED 1 5              0        0   763800 
MGIC INVT CORP WIS             COM              552848103    42349    648130 SH       DEFINED 1 5              0        0   648130 
MGIC INVT CORP WIS             COM              552848103     5463     83605 SH       DEFINED 2            83605        0        0 
MFS GOVT MKTS INCOME TR        SH BEN INT       552939100    13212   1995800 SH       DEFINED 1 5              0        0  1995800 
MGM MIRAGE                     COM              552953101   275103  12237680 SH       DEFINED 1 5           2100        0 12235580 
MGM MIRAGE                     COM              552953101     9149    407000 SH       DEFINED 2           407000        0        0 
M/I SCHOTTENSTEIN HOMES INC    COM              55305B101    37268   1102600 SH       DEFINED 1 5              0        0  1102600 
MKS INSTRUMENT INC             COM              55306N104    17278    973425 SH       DEFINED 1 5              0        0   973425 
MKS INSTRUMENT INC             COM              55306N104     2144    120800 SH       DEFINED 2           120800        0        0 
MRO SOFTWARE INC               COM              55347W105      989     97000 SH       DEFINED 2            97000        0        0 
MSC INDL DIRECT INC            CL A             553530106     3078    193200 SH       DEFINED 2           193200        0        0 
MTR GAMING GROUP INC           COM              553769100     4015    433100 SH       DEFINED 1 5           2000        0   431100 
MTI TECHNOLOGY CORP            COM              553903105     1010   1010000 SH       DEFINED 1 5              0        0  1010000 
MTI TECHNOLOGY CORP            COM              553903105     1442   1442400 SH       DEFINED 2          1442400        0        0 
MACERICH CO                    COM              554382101      389     17600 SH       DEFINED 1 5              0        0    17600 
MACERICH CO                    COM              554382101     4732    214100 SH       DEFINED 2           214100        0        0 
MACK CALI RLTY CORP            COM              554489104    36623   1181400 SH       DEFINED 1 5              0        0  1181400 
MACK CALI RLTY CORP            COM              554489104     1218     39300 SH       DEFINED 2            39300        0        0 
MACROVISION CORP               COM              555904101    94369   3321700 SH       DEFINED 1 5              0        0  3321700 
MACROVISION CORP               COM              555904101       68      2400 SH       DEFINED 2             2400        0        0 
MACROMEDIA INC                 COM              556100105     2747    226800 SH       DEFINED 1 5              0        0   226800 
MACROMEDIA INC                 COM              556100105        8       700 SH       DEFINED 3              700        0        0 
MAGELLAN HEALTH SVCS INC       COM              559079108      476     41500 SH       DEFINED 1 5              0        0    41500 
MAGNA INTL INC                 CL A             559222401    17227    323850 SH       DEFINED 1 5         314510        0     9340 
MAGNA INTL INC                 CL A             559222401      605     11400 SH       DEFINED 2            11400        0        0 
MAGNUM HUNTER RES INC          COM PAR $0.002   55972F203        0         2 SH       DEFINED 1 5              0        0        2 
MAGNUM HUNTER RES INC          COM PAR $0.002   55972F203     3412    359500 SH       DEFINED 2           359500        0        0 
MAGYAR TAVKOZLESI RT           SPONSORED ADR    559776109     1936    143300 SH       DEFINED 1 5           6800        0   136500 
MAINE PUB SVC CO               COM              560483109     1501     53900 SH       DEFINED 1 5              0        0    53900 
MANDALAY RESORT GROUP          COM              562567107   146755   9042220 SH       DEFINED 1 5            700        0  9041520 
MANDALAY RESORT GROUP          COM              562567107    15169    934600 SH       DEFINED 2           830600        0   104000 
MANOR CARE INC NEW             COM              564055101   206573   7351350 SH       DEFINED 1 5          81700        0  7269650 
MANOR CARE INC NEW             COM              564055101    14322    509686 SH       DEFINED 2           441786        0    67900 
MANOR CARE INC NEW             COM              564055101       10       345 SH       DEFINED 3              345        0        0 
MANPOWER INC                   COM              56418H100   166573   6326360 SH       DEFINED 1 5         671662        0  5654698 
MANPOWER INC                   COM              56418H100     5824    221200 SH       DEFINED 2           217922        0     3278 
MANUFACTURED HOME CMNTYS INC   COM              564682102    39348   1293500 SH       DEFINED 1 5              0        0  1293500 
MANUFACTURED HOME CMNTYS INC   COM              564682102     7864    258500 SH       DEFINED 2           258500        0        0 
MAPICS INC                     COM              564910107     4843    861700 SH       DEFINED 1 5              0        0   861700 
MANUGISTICS GROUP INC          COM              565011103     4591    788800 SH       DEFINED 1 5            500        0   788300 
MANUGISTICS GROUP INC          COM              565011103     2400    412300 SH       DEFINED 2           412300        0        0 
MANUGISTICS GROUP INC          SB NT CV 144A 07 565011AA1      117    210000PRN       DEFINED 1 5              0        0        0 
MANUGISTICS GROUP INC          SUB NT CONV 5%07 565011AB9    21033  37600000PRN       DEFINED 1 5              0        0        0 
MANULIFE FINL CORP             COM              56501R106   232212   8804530 SH       DEFINED 1 5        6199740        0  2604790 
MANULIFE FINL CORP             COM              56501R106     2264     86150 SH       DEFINED 2            86150        0        0 
MANULIFE FINL CORP             COM              56501R106      886     33811 SH       DEFINED 3            33811        0        0 
MAPINFO CORP                   COM              565105103     1429    195775 SH       DEFINED 1 5              0        0   195775 
MAPINFO CORP                   COM              565105103       29      4000 SH       DEFINED 2             4000        0        0 
MARINE PRODS CORP              COM              568427108     6953   1695840 SH       DEFINED 1 5              0        0  1695840 
MARKEL CORP                    COM              570535104    42321    217030 SH       DEFINED 1 5           9230        0   207800 
MARKEL CORP                    COM              570535104    13003     66680 SH       DEFINED 2            66680        0        0 
MARKWEST HYDROCARBON INC       COM              570762104     4976    731800 SH       DEFINED 1 5              0        0   731800 
MARKWEST HYDROCARBON INC       COM              570762104      741    108900 SH       DEFINED 2           108900        0        0 
MARSH & MCLENNAN COS INC       COM              571748102   495119   5120150 SH       DEFINED 1 5          17400        0  5102750 
MARSH & MCLENNAN COS INC       COM              571748102    37269    385405 SH       DEFINED 2           381205        0     4200 
MARSH & MCLENNAN COS INC       COM              571748102       62       636 SH       DEFINED 3              636        0        0 
MARSHALL & ILSLEY CORP         COM              571834100    14760    260355 SH       DEFINED 1 5              0        0   260355 
MARRIOTT INTL INC NEW          CL A             571903202    60271   1804520 SH       DEFINED 1 5              0        0  1804520 
MARRIOTT INTL INC NEW          CL A             571903202    10062    301270 SH       DEFINED 2           301270        0        0 
MARRIOTT INTL INC NEW          CL A             571903202        7       220 SH       DEFINED 3              220        0        0 
MARTEN TRANS LTD               COM              573075108     6380    447700 SH       DEFINED 1 5              0        0   447700 
MARTIN MARIETTA MATLS INC      COM              573284106    98675   2523014 SH       DEFINED 1 5           3220        0  2519794 
MARTIN MARIETTA MATLS INC      COM              573284106    17341    443400 SH       DEFINED 2           441000        0     2400 
MASCO CORP                     COM              574599106   588883  28810324 SH       DEFINED 1 5              0        0 28810324 
MASCO CORP                     COM              574599106    54871   2684469 SH       DEFINED 2          2458769        0   225700 
MASCO CORP                     COM              574599106       16       800 SH       DEFINED 3              800        0        0 
MASSEY ENERGY CORP             COM              576206106    93094   6354518 SH       DEFINED 1 5          24370        0  6330148 
MASSEY ENERGY CORP             COM              576206106     1058     72200 SH       DEFINED 2            72200        0        0 
MATRIA HEALTHCARE INC          COM NEW          576817209        0         0 SH       DEFINED 1 5              0        0        0 
MATRIA HEALTHCARE INC          COM NEW          576817209        0         0 SH       DEFINED 2                0        0        0 
MATRIXONE INC                  COM              57685P304     1628    299300 SH       DEFINED 1 5              0        0   299300 
MATRIXONE INC                  COM              57685P304     2522    463600 SH       DEFINED 2           463600        0        0 
MATTEL INC                     COM              577081102   296469  18931580 SH       DEFINED 1 5           4100        0 18927480 
MATTEL INC                     COM              577081102    11932    761956 SH       DEFINED 2           671456        0    90500 
MATTEL INC                     COM              577081102       53      3362 SH       DEFINED 3             3362        0        0 
MATTSON TECHNOLOGY INC         COM              577223100     2740    685000 SH       DEFINED 1 5          25000        0   660000 
MATTSON TECHNOLOGY INC         COM              577223100      364     91000 SH       DEFINED 2            91000        0        0 
MAXTOR CORP                    COM NEW          577729205    32324   9054264 SH       DEFINED 1 5         157828        0  8896436 
MAXTOR CORP                    COM NEW          577729205      237     66516 SH       DEFINED 2            45800        0    20716 
MAXTOR CORP                    COM NEW          577729205        1       152 SH       DEFINED 3              152        0        0 
MAXIM INTEGRATED PRODS INC     COM              57772K101   148427   4248054 SH       DEFINED 1 5           9200        0  4238854 
MAXIM INTEGRATED PRODS INC     COM              57772K101     8956    256327 SH       DEFINED 2           256327        0        0 
MAXIM INTEGRATED PRODS INC     COM              57772K101       19       551 SH       DEFINED 3              551        0        0 
MAXWELL SHOE INC               CL A             577766108    12373    883790 SH       DEFINED 1 5           4190        0   879600 
MAXWELL SHOE INC               CL A             577766108     4463    318800 SH       DEFINED 2           318800        0        0 
MAY DEPT STORES CO             COM              577778103    21240    731899 SH       DEFINED 1 5           1480        0   730419 
MAY DEPT STORES CO             COM              577778103     6773    233407 SH       DEFINED 2           233407        0        0 
MAXXAM INC                     COM              577913106     1161     58800 SH       DEFINED 1 5              0        0    58800 
MAVERICK TUBE CORP             COM              577914104      585     64600 SH       DEFINED 2            64600        0        0 
MAXIMUS INC                    COM              577933104    11899    299500 SH       DEFINED 1 5            300        0   299200 
MAYNARD OIL CO                 COM              578444101    10712    488000 SH       DEFINED 1 5              0        0   488000 
MAYTAG CORP                    COM              578592107   271372  11013491 SH       DEFINED 1 5         162740        0 10850751 
MAYTAG CORP                    COM              578592107     8037    326179 SH       DEFINED 2           326179        0        0 
MAYTAG CORP                    COM              578592107       14       550 SH       DEFINED 3              550        0        0 
MCCORMICK & CO INC             COM NON VTG      579780206   115202   2515324 SH       DEFINED 1 5           3010        0  2512314 
MCCORMICK & CO INC             COM NON VTG      579780206    36822    803980 SH       DEFINED 2           802280        0     1700 
MCDATA CORP                    CL B             580031102     6233    737600 SH       DEFINED 1 5              0        0   737600 
MCDATA CORP                    CL A             580031201    17695   2109074 SH       DEFINED 1 5              0        0  2109074 
MCDATA CORP                    CL A             580031201     1097    130700 SH       DEFINED 2           130700        0        0 
MCDATA CORP                    CL A             580031201     1279    152393 SH       DEFINED 3           152393        0        0 
MCDERMOTT INTL INC             COM              580037109     1994    241720 SH       DEFINED 1 5              0        0   241720 
MCDERMOTT INTL INC             COM              580037109      394     47814 SH       DEFINED 2            47814        0        0 
MCDONALDS CORP                 COM              580135101  1588800  58540884 SH       DEFINED 1 5          16390        0 58524494 
MCDONALDS CORP                 COM              580135101   137301   5058983 SH       DEFINED 2          4486233        0   572750 
MCDONALDS CORP                 COM              580135101      512     18849 SH       DEFINED 3            18849        0        0 
MCGRATH RENTCORP               COM              580589109     1314     61100 SH       DEFINED 1 5              0        0    61100 
MCGRAW HILL COS INC            COM              580645109   370842   6371854 SH       DEFINED 1 5          55700        0  6316154 
MCGRAW HILL COS INC            COM              580645109    35535    610574 SH       DEFINED 2           515874        0    94700 
MCGRAW HILL COS INC            COM              580645109      109      1877 SH       DEFINED 3             1877        0        0 
MCKESSON CORP                  COM              58155Q103  1165079  30830340 SH       DEFINED 1 5         334620        0 30495720 
MCKESSON CORP                  COM              58155Q103   186689   4940162 SH       DEFINED 2          4720862        0   219300 
MCKESSON CORP                  COM              58155Q103     1554     41131 SH       DEFINED 3            41131        0        0 
MCLEODUSA INC                  CL A             582266102     5143   6679500 SH       DEFINED 1 5              0        0  6679500 
MCLEODUSA INC                  CL A             582266102      240    312300 SH       DEFINED 2           312300        0        0 
MEAD CORP                      COM              582834107    64809   2341351 SH       DEFINED 1 5           6900        0  2334451 
MEAD CORP                      COM              582834107     8841    319389 SH       DEFINED 2           313889        0     5500 
MEAD CORP                      COM              582834107       19       704 SH       DEFINED 3              704        0        0 
MEASUREMENT SPECIALTIES INC    COM              583421102     1088    110000 SH       DEFINED 2           110000        0        0 
MECHANICAL TECHNOLOGY INC      COM              583538103        6      1800 SH       DEFINED 2             1800        0        0 
MEDAREX INC                    COM              583916101    73137   4843490 SH       DEFINED 1 5              0        0  4843490 
MEDAREX INC                    COM              583916101     4101    271600 SH       DEFINED 2           271400        0      200 
MEDAREX INC                    SB NT CV  4.5%06 583916AA9     2409   3000000PRN       DEFINED 1 5              0        0        0 
MED-DESIGN CORP                COM              583926100       73      5000 SH       DEFINED 1 5            800        0     4200 
MEDCATH CORP                   COM              58404W109     1042     64500 SH       DEFINED 1 5              0        0    64500 
MEDIALINK WORLDWIDE INC        COM              58445P105     2410    567100 SH       DEFINED 1 5              0        0   567100 
MEDIACOM COMMUNICATIONS CORP   CL A             58446K105    65033   4991000 SH       DEFINED 1 5          13300        0  4977700 
MEDIACOM COMMUNICATIONS CORP   CL A             58446K105     1358    104200 SH       DEFINED 2           104200        0        0 
MEDICAL ACTION INDS INC        COM              58449L100      676     40000 SH       DEFINED 1 5           1073        0    38927 
MEDICAL ACTION INDS INC        COM              58449L100        0         0 SH       DEFINED 2                0        0        0 
MEDIMMUNE INC                  COM              584699102   289883   8135928 SH       DEFINED 1 5         116770        0  8019158 
MEDIMMUNE INC                  COM              584699102    43458   1219694 SH       DEFINED 2          1216294        0     3400 
MEDIMMUNE INC                  COM              584699102       14       400 SH       DEFINED 3              400        0        0 
MEDQUIST INC                   COM              584949101     2438     96930 SH       DEFINED 1 5          45000        0    51930 
MEDQUIST INC                   COM              584949101       40      1582 SH       DEFINED 2             1582        0        0 
MEDTRONIC INC                  COM              585055106  1767733  40637544 SH       DEFINED 1 5         393070        0 40244474 
MEDTRONIC INC                  COM              585055106   226522   5207413 SH       DEFINED 2          4748533        0   458880 
MEDTRONIC INC                  COM              585055106      564     12970 SH       DEFINED 3            12970        0        0 
MEDSTONE INTL INC NEW          COM              58505C101     2222    561200 SH       DEFINED 1 5              0        0   561200 
MEEMIC HLDGS INC               COM              585135106     4564    192400 SH       DEFINED 1 5              0        0   192400 
MELLON FINL CORP               COM              58551A108   855672  26466810 SH       DEFINED 1 5         306400        0 26160410 
MELLON FINL CORP               COM              58551A108    75645   2339762 SH       DEFINED 2          2259662        0    80100 
MELLON FINL CORP               COM              58551A108       92      2841 SH       DEFINED 3             2841        0        0 
MEMBERWORKS INC                COM              586002107     3544    172300 SH       DEFINED 2           172300        0        0 
MENS WEARHOUSE INC             COM              587118100    54662   3023340 SH       DEFINED 1 5           1840        0  3021500 
MENS WEARHOUSE INC             COM              587118100     3330    184200 SH       DEFINED 2           184200        0        0 
MENTOR CORP MINN               COM              587188103      127      5000 SH       DEFINED 1 5              0        0     5000 
MENTOR CORP MINN               COM              587188103      708     28000 SH       DEFINED 2            28000        0        0 
MENTOR GRAPHICS CORP           COM              587200106    33689   2444800 SH       DEFINED 1 5          73900        0  2370900 
MENTOR GRAPHICS CORP           COM              587200106    13183    956700 SH       DEFINED 2           919500        0    37200 
MERCANTILE BANKSHARES CORP     COM              587405101    63421   1597514 SH       DEFINED 1 5           3400        0  1594114 
MERCANTILE BANKSHARES CORP     COM              587405101     6904    173900 SH       DEFINED 2           150800        0    23100 
MERCANTILE BANKSHARES CORP     COM              587405101      387      9746 SH       DEFINED 3             9746        0        0 
MERCER INTL INC                SH BEN INT       588056101    13428   1778553 SH       DEFINED 1 5           4100        0  1774453 
MERCK & CO INC                 COM              589331107  2974292  44659041 SH       DEFINED 1 5         750450        0 43908591 
MERCK & CO INC                 COM              589331107   330121   4956777 SH       DEFINED 2          4401877        0   554900 
MERCK & CO INC                 COM              589331107     3427     51457 SH       DEFINED 3            51457        0        0 
MERCURY AIR GROUP INC          COM              589354109     1480    290140 SH       DEFINED 1 5              0        0   290140 
MERCURY COMPUTER SYS           COM              589378108    10935    291210 SH       DEFINED 1 5          35800        0   255410 
MERCURY COMPUTER SYS           COM              589378108     3485     92800 SH       DEFINED 2            92800        0        0 
MERCURY GENL CORP NEW          COM              589400100     3232     81400 SH       DEFINED 1 5              0        0    81400 
MERCURY INTERACTIVE CORP       COM              589405109   143737   7549200 SH       DEFINED 1 5              0        0  7549200 
MERCURY INTERACTIVE CORP       COM              589405109     2897    152131 SH       DEFINED 2           143031        0     9100 
MERCURY INTERACTIVE CORP       SB NT CV 4.75%07 589405AB5    62004  92150000PRN       DEFINED 1 5              0        0        0 
MEREDITH CORP                  COM              589433101      865     26920 SH       DEFINED 1 5           1520        0    25400 
MEREDITH CORP                  COM              589433101     1246     38782 SH       DEFINED 2            38782        0        0 
MERIDIAN BIOSCIENCE INC        COM              589584101      247     52500 SH       DEFINED 1 5              0        0    52500 
MERIDIAN RESOURCE CORP         COM              58977Q109     3514   1081200 SH       DEFINED 1 5              0        0  1081200 
MERISTAR HOSPITALITY CORP      COM              58984Y103    12116   1148400 SH       DEFINED 1 5              0        0  1148400 
MERISTAR HOSPITALITY CORP      COM              58984Y103     4247    402600 SH       DEFINED 2           402600        0        0 
MERIDIAN GOLD INC              COM              589975101    83231   7667775 SH       DEFINED 1 5         742645        0  6925130 
MERIDIAN GOLD INC              COM              589975101    12417   1143670 SH       DEFINED 2          1143670        0        0 
MERISTAR HOTELS & RESORTS INC  COM              589988104      703    702900 SH       DEFINED 1 5              0        0   702900 
MERISTAR HOTELS & RESORTS INC  COM              589988104     2413   2412800 SH       DEFINED 2          2412800        0        0 
MERITAGE CORP                  COM              59001A102     7352    198700 SH       DEFINED 1 5              0        0   198700 
MERIX CORP                     COM              590049102     6709    477512 SH       DEFINED 1 5              0        0   477512 
MERIX CORP                     COM              590049102    12121    862700 SH       DEFINED 2           862700        0        0 
MERRILL LYNCH & CO INC         COM              590188108  1531992  37733825 SH       DEFINED 1 5         233000        0 37500825 
MERRILL LYNCH & CO INC         COM              590188108   117661   2898060 SH       DEFINED 2          2696560        0   201500 
MERRILL LYNCH & CO INC         COM              590188108       41      1000 SH       DEFINED 3             1000        0        0 
MESA AIR GROUP INC             COM              590479101     4977   1526800 SH       DEFINED 1 5              0        0  1526800 
MESA AIR GROUP INC             COM              590479101     1629    499600 SH       DEFINED 2           499200        0      400 
MESA LABS INC                  COM              59064R109     1493    311100 SH       DEFINED 1 5              0        0   311100 
MESABA HLDGS INC               COM              59066B102     2591    439100 SH       DEFINED 1 5              0        0   439100 
MESABA HLDGS INC               COM              59066B102        6      1100 SH       DEFINED 2             1100        0        0 
META GROUP INC                 COM              591002100      961    480700 SH       DEFINED 1 5          59400        0   421300 
METASOLV INC                   COM              59139P104     2656    442700 SH       DEFINED 1 5          20500        0   422200 
METHANEX CORP                  COM              59151K108      697    142150 SH       DEFINED 1 5         141700        0      450 
METHODE ELECTRS INC            CL A             591520200       12      1600 SH       DEFINED 1 5              0        0     1600 
METLIFE INC                    COM              59156R108  1001616  33726030 SH       DEFINED 1 5         598500        0 33127530 
METLIFE INC                    COM              59156R108    23629    795600 SH       DEFINED 2           727400        0    68200 
METLIFE INC                    COM              59156R108       20       660 SH       DEFINED 3              660        0        0 
METRIS COS INC                 COM              591598107      750     30300 SH       DEFINED 2            30300        0        0 
METRO GOLDWYN MAYER INC        COM              591610100      666     39300 SH       DEFINED 1 5              0        0    39300 
METRO ONE TELECOMMUNICATIONS   COM              59163F105    42098   1814250 SH       DEFINED 1 5              0        0  1814250 
METRO ONE TELECOMMUNICATIONS   COM              59163F105     3661    157800 SH       DEFINED 2           139850        0    17950 
METSO CORP                     SPONSORED ADR    592671101      321     38900 SH       DEFINED 1 5              0        0    38900 
METTLER TOLEDO INTERNATIONAL   COM              592688105   137509   3263150 SH       DEFINED 1 5         151722        0  3111428 
METTLER TOLEDO INTERNATIONAL   COM              592688105     7062    167570 SH       DEFINED 2           167570        0        0 
MEXICO FD INC                  COM              592835102    16492   1079300 SH       DEFINED 1 5              0        0  1079300 
MICHAELS STORES INC            COM              594087108        7       200 SH       DEFINED 1 5              0        0      200 
MICREL INC                     COM              594793101    62753   3147100 SH       DEFINED 1 5          30500        0  3116600 
MICREL INC                     COM              594793101     2913    146100 SH       DEFINED 2           112400        0    33700 
MICROS SYS INC                 COM              594901100      623     35040 SH       DEFINED 1 5           5494        0    29546 
MICROSOFT CORP                 COM              594918104 11381980 222434627 SH       DEFINED 1 5        3862974        0218571653 
MICROSOFT CORP                 COM              594918104   800564  15645186 SH       DEFINED 2         13538896        0  2106290 
MICROSOFT CORP                 COM              594918104    12814    250414 SH       DEFINED 3           250414        0        0 
MICROSTRATEGY INC              CL A             594972101     1451   1284500 SH       DEFINED 1 5              0        0  1284500 
MICROCHIP TECHNOLOGY INC       COM              595017104     7685    286765 SH       DEFINED 1 5              0        0   286765 
MICROCHIP TECHNOLOGY INC       COM              595017104     1204     44925 SH       DEFINED 2            41825        0     3100 
MICROCHIP TECHNOLOGY INC       COM              595017104        6       225 SH       DEFINED 3              225        0        0 
MICROMUSE INC                  COM              595094103    28527   5022400 SH       DEFINED 1 5          10300        0  5012100 
MICROMUSE INC                  COM              595094103     1630    286900 SH       DEFINED 2           222500        0    64400 
MICRON TECHNOLOGY INC          COM              595112103  1421444  75488237 SH       DEFINED 1 5         919870        0 74568367 
MICRON TECHNOLOGY INC          COM              595112103   166513   8842968 SH       DEFINED 2          7949768        0   893200 
MICRON TECHNOLOGY INC          COM              595112103       12       615 SH       DEFINED 3              615        0        0 
MICROSEMI CORP                 COM              595137100     1824     70000 SH       DEFINED 1 5              0        0    70000 
MICROTUNE INC DEL              COM              59514P109     2394    210000 SH       DEFINED 1 5              0        0   210000 
MICROTUNE INC DEL              COM              59514P109        3       300 SH       DEFINED 2              300        0        0 
MID ATLANTIC MED SVCS INC      COM              59523C107     2388    113700 SH       DEFINED 1 5            600        0   113100 
MIDAS GROUP INC                COM              595626102     4885    493400 SH       DEFINED 1 5            600        0   492800 
MIDLAND CO                     COM              597486109      361      8900 SH       DEFINED 1 5              0        0     8900 
MIDLAND CO                     COM              597486109     3077     75800 SH       DEFINED 2            75800        0        0 
MIDWEST EXPRESS HLDGS INC      COM              597911106      212     20000 SH       DEFINED 1 5              0        0    20000 
MIDWEST EXPRESS HLDGS INC      COM              597911106      136     12800 SH       DEFINED 2            12800        0        0 
MIDWAY GAMES INC               COM              598148104    32581   2690399 SH       DEFINED 1 5         155380        0  2535019 
MIKOHN GAMING CORP             COM              59862K108      531    125000 SH       DEFINED 1 5              0        0   125000 
MIIX GROUP INC                 COM              59862V104    10847    995100 SH       DEFINED 1 5              0        0   995100 
MILACRON INC                   COM              598709103    30487   2549120 SH       DEFINED 1 5           3930        0  2545190 
MILACRON INC                   COM              598709103     1939    162160 SH       DEFINED 2           162160        0        0 
MILLENNIUM PHARMACEUTICALS INC COM              599902103   558786  31463189 SH       DEFINED 1 5         795720        0 30667469 
MILLENNIUM PHARMACEUTICALS INC COM              599902103    14406    811154 SH       DEFINED 2           618054        0   193100 
MILLENNIUM PHARMACEUTICALS INC SUB NT CV 5.5%07 599902AB9     2328   3000000PRN       DEFINED 1 5              0        0        0 
MILLENNIUM CHEMICALS INC       COM              599903101    53992   5146974 SH       DEFINED 1 5           2100        0  5144874 
MILLENNIUM CHEMICALS INC       COM              599903101    30428   2900700 SH       DEFINED 2          2887800        0    12900 
MILLER HERMAN INC              COM              600544100    11425    586800 SH       DEFINED 1 5              0        0   586800 
MILLER HERMAN INC              COM              600544100      711     36500 SH       DEFINED 2            36500        0        0 
MILLIPORE CORP                 COM              601073109    64368   1215860 SH       DEFINED 1 5           1570        0  1214290 
MILLIPORE CORP                 COM              601073109    29432    555953 SH       DEFINED 2           551953        0     4000 
MILLIPORE CORP                 COM              601073109       73      1371 SH       DEFINED 3             1371        0        0 
MINERALS TECHNOLOGIES INC      COM              603158106    60678   1607800 SH       DEFINED 1 5              0        0  1607800 
MINERALS TECHNOLOGIES INC      COM              603158106     2219     58800 SH       DEFINED 2            58800        0        0 
MINNESOTA MNG & MFG CO         COM              604059105  1726862  17549410 SH       DEFINED 1 5              0        0 17549410 
MINNESOTA MNG & MFG CO         COM              604059105   112033   1138547 SH       DEFINED 2          1061147        0    77400 
MINNESOTA MNG & MFG CO         COM              604059105      491      4993 SH       DEFINED 3             4993        0        0 
MIPS TECHNOLOGIES INC          CL A             604567107    15814   2414300 SH       DEFINED 1 5         144840        0  2269460 
MIPS TECHNOLOGIES INC          CL A             604567107     1394    212800 SH       DEFINED 2           212800        0        0 
MIPS TECHNOLOGIES INC          CL B             604567206    12920   2153337 SH       DEFINED 1 5          99310        0  2054027 
MIRANT CORP                    COM              604675108     2190    100000 SH       DEFINED 1 5              0        0   100000 
MIRANT CORP                    COM              604675108     5805    265070 SH       DEFINED 2           265064        0        6 
MIRANT CORP                    COM              604675108       66      2992 SH       DEFINED 3             2992        0        0 
MIRANT TR I                    PFD CV SER A     60467Q102      139      2600 SH       DEFINED 1 5              0        0     2600 
MITCHELL ENERGY & DEV CORP     CL A             606592202    10686    213200 SH       DEFINED 1 5          47800        0   165400 
MITCHELL ENERGY & DEV CORP     CL A             606592202     1203     24000 SH       DEFINED 2                0        0    24000 
MOBILE TELESYSTEMS OJSC        SPONSORED ADR    607409109     1090     44400 SH       DEFINED 1 5           2200        0    42200 
MOCON INC                      COM              607494101     1103    152100 SH       DEFINED 1 5              0        0   152100 
MODINE MFG CO                  COM              607828100       81      3300 SH       DEFINED 1 5              0        0     3300 
MODIS PROFESSIONAL SVCS INC    COM              607830106    11346   2836500 SH       DEFINED 1 5              0        0  2836500 
MOHAWK INDS INC                COM              608190104   254836   6934320 SH       DEFINED 1 5         141350        0  6792970 
MOHAWK INDS INC                COM              608190104    23264    633030 SH       DEFINED 2           543730        0    89300 
MOLDFLOW CORP                  COM              608507109      424     50000 SH       DEFINED 1 5              0        0    50000 
MOLDFLOW CORP                  COM              608507109     6220    734400 SH       DEFINED 2           734400        0        0 
MOLEX INC                      COM              608554101      115      4100 SH       DEFINED 1 5              0        0     4100 
MOLEX INC                      COM              608554101     4288    152535 SH       DEFINED 2           152535        0        0 
MOLEX INC                      COM              608554101       17       620 SH       DEFINED 3              620        0        0 
MOLEX INC                      CL A             608554200    70567   2904000 SH       DEFINED 1 5              0        0  2904000 
MOLEX INC                      CL A             608554200      700     28800 SH       DEFINED 2            28800        0        0 
MONACO COACH CORP              COM              60886R103    37030   2598600 SH       DEFINED 1 5              0        0  2598600 
MONACO COACH CORP              COM              60886R103     3032    212800 SH       DEFINED 2           212800        0        0 
MONDAVI ROBERT CORP            CL A             609200100    40043   1124800 SH       DEFINED 1 5              0        0  1124800 
MONDAVI ROBERT CORP            CL A             609200100      210      5900 SH       DEFINED 2             5900        0        0 
MONOLITHIC SYS TECHNOLOGY INC  COM              609842109     3013    345100 SH       DEFINED 1 5              0        0   345100 
MONRO MUFFLER BRAKE INC        COM              610236101     9638    816800 SH       DEFINED 1 5              0        0   816800 
MONSANTO CO NEW                COM              61166W101   168313   4990000 SH       DEFINED 1 5          42200        0  4947800 
MONSANTO CO NEW                COM              61166W101      675     20000 SH       DEFINED 2                0        0    20000 
MONTEREY PASTA CO              COM              612570101     3794    597500 SH       DEFINED 1 5              0        0   597500 
MONY GROUP INC                 COM              615337102      348     10500 SH       DEFINED 1 5              0        0    10500 
MOODYS CORP                    COM              615369105   179382   4848150 SH       DEFINED 1 5           1200        0  4846950 
MOODYS CORP                    COM              615369105    23009    621865 SH       DEFINED 2           580665        0    41200 
MOODYS CORP                    COM              615369105        7       188 SH       DEFINED 3              188        0        0 
MOOG INC                       CL A             615394202      546     24200 SH       DEFINED 1 5              0        0    24200 
MOORE LTD                      COM              615785102     1070    137620 SH       DEFINED 1 5         137000        0      620 
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448  2498234  53899323 SH       DEFINED 1 5         450130        0 53449193 
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448   174366   3761932 SH       DEFINED 2          3579832        0   182100 
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448      171      3687 SH       DEFINED 3             3687        0        0 
MORGAN STANLEY ASIA PAC FD INC COM              61744U106     7561   1200174 SH       DEFINED 1 5              0        0  1200174 
MORTONS RESTAURANT GROUP INC   COM              619429103     6859    784800 SH       DEFINED 1 5              0        0   784800 
MOTHERS WK INC                 COM              619903107     2511    279103 SH       DEFINED 1 5              0        0   279103 
MOTHERS WK INC                 COM              619903107        1       157 SH       DEFINED 2                0        0      157 
MOTOROLA INC                   COM              620076109   812254  52067563 SH       DEFINED 1 5         349200        0 51718363 
MOTOROLA INC                   COM              620076109    46379   2972985 SH       DEFINED 2          2740163        0   232822 
MOTOROLA INC                   COM              620076109       49      3137 SH       DEFINED 3             3137        0        0 
MOVADO GROUP INC               COM              624580106    14733    950500 SH       DEFINED 1 5              0        0   950500 
MOVIE GALLERY INC              COM              624581104    30956   1493300 SH       DEFINED 1 5              0        0  1493300 
MOVIE GALLERY INC              COM              624581104     3748    180800 SH       DEFINED 2           180800        0        0 
MUELLER INDS INC               COM              624756102      172      6000 SH       DEFINED 1 5              0        0     6000 
MURPHY OIL CORP                COM              626717102    36549    505100 SH       DEFINED 1 5              0        0   505100 
MURPHY OIL CORP                COM              626717102        4        50 SH       DEFINED 3               50        0        0 
MUTUAL RISK MGMT LTD           COM              628351108    17639   2320900 SH       DEFINED 1 5              0        0  2320900 
MYKROLIS CORP                  COM              62852P103       78      8700 SH       DEFINED 1 5              0        0     8700 
MYLAN LABS INC                 COM              628530107   201470   6176407 SH       DEFINED 1 5         201330        0  5975077 
MYLAN LABS INC                 COM              628530107    17062    523053 SH       DEFINED 2           509496        0    13557 
MYLAN LABS INC                 COM              628530107      323      9900 SH       DEFINED 3             9900        0        0 
MYRIAD GENETICS INC            COM              62855J104    17734    578780 SH       DEFINED 1 5           3540        0   575240 
MYRIAD GENETICS INC            COM              62855J104     3802    124100 SH       DEFINED 2           114100        0    10000 
NBTY INC                       COM              628782104     1316    100000 SH       DEFINED 1 5              0        0   100000 
NBTY INC                       COM              628782104     4896    372000 SH       DEFINED 2           372000        0        0 
NCI BUILDING SYS INC           COM              628852105    21558   1874600 SH       DEFINED 1 5              0        0  1874600 
NCO GROUP INC                  COM              628858102     7356    537700 SH       DEFINED 1 5            350        0   537350 
NCO GROUP INC                  COM              628858102     1958    143100 SH       DEFINED 2           143100        0        0 
NCO GROUP INC                  COM              628858102      989     72300 SH       DEFINED 3            72300        0        0 
NCR CORP NEW                   COM              62886E108    85549   2885300 SH       DEFINED 1 5         124100        0  2761200 
NCR CORP NEW                   COM              62886E108     4440    149753 SH       DEFINED 2            90153        0    59600 
NCR CORP NEW                   COM              62886E108       20       660 SH       DEFINED 3              660        0        0 
NDS GROUP PLC                  SPONSORED ADR    628891103    15194    744444 SH       DEFINED 1 5         391484        0   352960 
NEC CORP                       ADR              629050204       36      4500 SH       DEFINED 1 5              0        0     4500 
NMS COMMUNICATIONS CORP        COM              629248105     7286   4670819 SH       DEFINED 1 5              0        0  4670819 
NPS PHARMACEUTICALS INC        COM              62936P103    41991   1345860 SH       DEFINED 1 5              0        0  1345860 
NPS PHARMACEUTICALS INC        COM              62936P103     3797    121700 SH       DEFINED 2            86800        0    34900 
NRG ENERGY INC                 COM              629377102      408     25200 SH       DEFINED 1 5              0        0    25200 
NTL INC                        COM              629407107     2504    807901 SH       DEFINED 1 5              0        0   807901 
NVR INC                        COM              62944T105     6801     48400 SH       DEFINED 1 5          12300        0    36100 
NVR INC                        COM              62944T105     2403     17100 SH       DEFINED 2            17100        0        0 
NYMAGIC INC                    COM              629484106     3781    235600 SH       DEFINED 1 5              0        0   235600 
NABORS INDS INC                COM              629568106    94811   4522759 SH       DEFINED 1 5         332840        0  4189919 
NABORS INDS INC                COM              629568106    21673   1033538 SH       DEFINED 2           997538        0    36000 
NACCO INDS INC                 CL A             629579103    15124    271274 SH       DEFINED 1 5              0        0   271274 
NACCO INDS INC                 CL A             629579103    19178    344000 SH       DEFINED 2           343500        0      500 
NAM TAI ELECTRS INC            COM PAR $0.02    629865205     3678    284000 SH       DEFINED 1 5              0        0   284000 
NATIONAL BEVERAGE CORP         COM              635017106     6199    619900 SH       DEFINED 1 5              0        0   619900 
NATIONAL CITY CORP             COM              635405103    33805   1128702 SH       DEFINED 1 5              0        0  1128702 
NATIONAL CITY CORP             COM              635405103    14788    493744 SH       DEFINED 2           478844        0    14900 
NATIONAL CITY CORP             COM              635405103      802     26776 SH       DEFINED 3            26776        0        0 
NATIONAL COMMERCE FINL CORP    COM              63545P104    16313    625000 SH       DEFINED 1 5              0        0   625000 
NATIONAL DATA CORP             COM              635621105     2704     75100 SH       DEFINED 1 5              0        0    75100 
NATIONAL DATA CORP             COM              635621105     2740     76100 SH       DEFINED 2            76100        0        0 
NATIONAL DENTEX CORP           COM              63563H109     6002    285800 SH       DEFINED 1 5              0        0   285800 
NATIONAL HEALTHCARE CORP       COM              635906100    16169   1050600 SH       DEFINED 1 5          20760        0  1029840 
NATIONAL FUEL GAS CO N J       COM              636180101      755     32800 SH       DEFINED 1 5              0        0    32800 
NATIONAL INSTRS CORP           COM              636518102    22922    875900 SH       DEFINED 1 5           4900        0   871000 
NATIONAL INSTRS CORP           COM              636518102     6819    260550 SH       DEFINED 2           260150        0      400 
NATIONAL-OILWELL INC           COM              637071101   125616   8663150 SH       DEFINED 1 5         361234        0  8301916 
NATIONAL-OILWELL INC           COM              637071101     4170    287600 SH       DEFINED 2           286631        0      969 
NATIONAL PROCESSING INC        COM              637229105     8652    309000 SH       DEFINED 1 5              0        0   309000 
NATIONAL R V HLDGS INC         COM              637277104     5871    587100 SH       DEFINED 1 5              0        0   587100 
NATIONAL R V HLDGS INC         COM              637277104      147     14700 SH       DEFINED 2            14700        0        0 
NATIONAL SEMICONDUCTOR CORP    COM              637640103   532824  24164345 SH       DEFINED 1 5         327740        0 23836605 
NATIONAL SEMICONDUCTOR CORP    COM              637640103    15732    713485 SH       DEFINED 2           671385        0    42100 
NATIONAL SEMICONDUCTOR CORP    COM              637640103       15       678 SH       DEFINED 3              678        0        0 
NATIONAL SVC INDS INC          COM              637657107        8       400 SH       DEFINED 1 5              0        0      400 
NATIONAL SVC INDS INC          COM              637657107      663     32127 SH       DEFINED 2            32127        0        0 
NATIONAL VISION INC            COM              63845P101      265    264733 SH       DEFINED 1 5              0        0   264733 
NATIONAL WESTN LIFE INS CO     CL A             638522102    21150    209200 SH       DEFINED 1 5              0        0   209200 
NATIONWIDE FINL SVCS INC       CL A             638612101     3161     85020 SH       DEFINED 1 5            900        0    84120 
NATIONWIDE FINL SVCS INC       CL A             638612101     7555    203200 SH       DEFINED 2           203200        0        0 
NATROL INC                     COM              638789107      332     95000 SH       DEFINED 1 5              0        0    95000 
NATURES SUNSHINE PRODUCTS INC  COM              639027101    19356   1690500 SH       DEFINED 1 5           4900        0  1685600 
NAUTICA ENTERPRISES INC        COM              639089101    43529   3676400 SH       DEFINED 1 5              0        0  3676400 
NAUTICA ENTERPRISES INC        COM              639089101     1286    108600 SH       DEFINED 2           108600        0        0 
NAVISTAR INTL CORP NEW         COM              63934E108   192492   6813865 SH       DEFINED 1 5           9780        0  6804085 
NAVISTAR INTL CORP NEW         COM              63934E108    31536   1116333 SH       DEFINED 2          1084823        0    31510 
NAVIGANT INTL INC              COM              63935R108     3572    444300 SH       DEFINED 2           444300        0        0 
NEIMAN MARCUS GROUP INC        CL A             640204202     8069    330000 SH       DEFINED 1 5              0        0   330000 
NEIMAN MARCUS GROUP INC        CL A             640204202     2474    101200 SH       DEFINED 2           101200        0        0 
NEIMAN MARCUS GROUP INC        CL B             640204301      855     36069 SH       DEFINED 1 5              0        0    36069 
NEIMAN MARCUS GROUP INC        CL B             640204301       17       723 SH       DEFINED 3              723        0        0 
NETBANK INC                    COM              640933107    12316   1471500 SH       DEFINED 1 5              0        0  1471500 
NETWORKS ASSOCS INC            COM              640938106   152476  11829040 SH       DEFINED 1 5              0        0 11829040 
NETWORKS ASSOCS INC            COM              640938106     8688    674000 SH       DEFINED 2           627700        0    46300 
NETWORKS ASSOCS INC            SB DB CV ZERO 18 640938AB2    76435 172734000PRN       DEFINED 1 5              0        0        0 
NETEGRITY INC                  COM              64110P107    23889   2787560 SH       DEFINED 1 5          19800        0  2767760 
NETEGRITY INC                  COM              64110P107     3130    365250 SH       DEFINED 2           355050        0    10200 
NETIQ CORP                     COM              64115P102   163142   7164775 SH       DEFINED 1 5           5400        0  7159375 
NETIQ CORP                     COM              64115P102     5518    242345 SH       DEFINED 2           202209        0    40136 
NETWORK APPLIANCE INC          COM              64120L104   156569  23024848 SH       DEFINED 1 5          19100        0 23005748 
NETWORK APPLIANCE INC          COM              64120L104     4032    592978 SH       DEFINED 2           501678        0    91300 
NETWORK-1 SEC SOLUTIONS INC    COM              64121N109        9      6467 SH       DEFINED 1 5           6467        0        0 
NETWORK PLUS CORP              COM              64122D506      707    700000 SH       DEFINED 1 5              0        0   700000 
NEUBERGER BERMAN INC           COM              641234109    15611    447570 SH       DEFINED 1 5           4300        0   443270 
NEUBERGER BERMAN INC           COM              641234109     1120     32100 SH       DEFINED 2            31350        0      750 
NEUROCRINE BIOSCIENCES INC     COM              64125C109    26932    841100 SH       DEFINED 1 5              0        0   841100 
NEUROCRINE BIOSCIENCES INC     COM              64125C109    10800    337300 SH       DEFINED 2           337300        0        0 
NEW ENGLAND BUSINESS SVC INC   COM              643872104    18873   1087800 SH       DEFINED 1 5              0        0  1087800 
NEW ENGLAND BUSINESS SVC INC   COM              643872104      167      9600 SH       DEFINED 2             9600        0        0 
NEW HORIZONS WORLDWIDE INC     COM              645526104    16573   1438200 SH       DEFINED 1 5          17960        0  1420240 
NEW HORIZONS WORLDWIDE INC     COM              645526104     1027     89100 SH       DEFINED 2            89100        0        0 
NEW JERSEY RES                 COM              646025106      685     15500 SH       DEFINED 1 5              0        0    15500 
NEW YORK CMNTY BANCORP INC     COM              649445103     8167    351890 SH       DEFINED 1 5          38750        0   313140 
NEW YORK CMNTY BANCORP INC     COM              649445103     1641     70702 SH       DEFINED 2            51202        0    19500 
NEW YORK TIMES CO              CL A             650111107   249327   6388087 SH       DEFINED 1 5           4410        0  6383677 
NEW YORK TIMES CO              CL A             650111107    26233    672134 SH       DEFINED 2           610034        0    62100 
NEW YORK TIMES CO              CL A             650111107       34       878 SH       DEFINED 3              878        0        0 
NEWELL RUBBERMAID INC          COM              651229106    31408   1383002 SH       DEFINED 1 5              0        0  1383002 
NEWELL RUBBERMAID INC          COM              651229106     5571    245299 SH       DEFINED 2           222899        0    22400 
NEWFIELD EXPL CO               COM              651290108    21624    740560 SH       DEFINED 1 5              0        0   740560 
NEWMONT MINING CORP            COM              651639106   470080  19918635 SH       DEFINED 1 5         226297        0 19692338 
NEWMONT MINING CORP            COM              651639106    21995    932001 SH       DEFINED 2           789201        0   142800 
NEWPARK RES INC                COM PAR $.01NEW  651718504     9080   1345140 SH       DEFINED 1 5           9000        0  1336140 
NEWPARK RES INC                COM PAR $.01NEW  651718504     2864    424300 SH       DEFINED 2           424300        0        0 
NEWPORT CORP                   COM              651824104    14227   1009000 SH       DEFINED 1 5        1009000        0        0 
NEWPORT NEWS SHIPBUILDING INC  COM              652228107    13548    201600 SH       DEFINED 1 5          39300        0   162300 
NEWPORT NEWS SHIPBUILDING INC  COM              652228107     1855     27600 SH       DEFINED 2            17700        0     9900 
NEWS CORP LTD                  ADR NEW          652487703   220360   9143569 SH       DEFINED 1 5              0        0  9143569 
NEWS CORP LTD                  ADR NEW          652487703     8452    350720 SH       DEFINED 2           350720        0        0 
NEWS CORP LTD                  ADR NEW          652487703       17       725 SH       DEFINED 3              725        0        0 
NEWS CORP LTD                  SP ADR PFD       652487802    84092   3949833 SH       DEFINED 1 5          72800        0  3877033 
NEWS CORP LTD                  SP ADR PFD       652487802     3323    156093 SH       DEFINED 2            15536        0   140557 
NEWS CORP LTD                  SP ADR PFD       652487802        1        57 SH       DEFINED 3               57        0        0 
NEXTEL COMMUNICATIONS INC      CL A             65332V103   476253  55121840 SH       DEFINED 1 5          13000        0 55108840 
NEXTEL COMMUNICATIONS INC      CL A             65332V103    14626   1692784 SH       DEFINED 2          1121884        0   570900 
NEXTEL COMMUNICATIONS INC      CL A             65332V103      383     44340 SH       DEFINED 3            44340        0        0 
NEXTEL PARTNERS INC            CL A             65333F107    10893   1618600 SH       DEFINED 1 5              0        0  1618600 
NEXTEL PARTNERS INC            CL A             65333F107      791    117500 SH       DEFINED 2           117500        0        0 
NEXT LEVEL COMM INC            COM              65333U104     9569   3127200 SH       DEFINED 1 5              0        0  3127200 
NEXEN INC                      COM              65334H102    24629   1273910 SH       DEFINED 1 5          93400        0  1180510 
NEXEN INC                      COM              65334H102      238     12330 SH       DEFINED 2            12330        0        0 
NIAGARA MOHAWK HLDGS INC       COM              653520106   145130   8552125 SH       DEFINED 1 5              0        0  8552125 
NIAGARA MOHAWK HLDGS INC       COM              653520106     6196    365104 SH       DEFINED 2           361504        0     3600 
NICOR INC                      COM              654086107     1368     35300 SH       DEFINED 1 5              0        0    35300 
NICOR INC                      COM              654086107     1375     35480 SH       DEFINED 2            35480        0        0 
NIKE INC                       CL B             654106103   405192   8656100 SH       DEFINED 1 5              0        0  8656100 
NIKE INC                       CL B             654106103     9911    211719 SH       DEFINED 2           211719        0        0 
NIKU CORP                      COM              654113109      273    514900 SH       DEFINED 1 5              0        0   514900 
99 CENTS ONLY STORES           COM              65440K106     6713    207500 SH       DEFINED 1 5              0        0   207500 
NIPPON TELEG & TEL CORP        SPONSORED ADR    654624105     1634     70600 SH       DEFINED 1 5              0        0    70600 
NISOURCE INC                   COM              65473P105    57031   2446615 SH       DEFINED 1 5              0        0  2446615 
NISOURCE INC                   COM              65473P105     5840    250532 SH       DEFINED 2           244932        0     5600 
NISOURCE INC                   COM              65473P105       14       600 SH       DEFINED 3              600        0        0 
NOBLE AFFILIATES INC           COM              654894104   127216   4105070 SH       DEFINED 1 5              0        0  4105070 
NOBLE AFFILIATES INC           COM              654894104      236      7600 SH       DEFINED 2             3000        0     4600 
NOKIA CORP                     SPONSORED ADR    654902204   294851  18840330 SH       DEFINED 1 5              0        0 18840330 
NOKIA CORP                     SPONSORED ADR    654902204     1876    119900 SH       DEFINED 2            50900        0    69000 
NOKIA CORP                     SPONSORED ADR    654902204       39      2509 SH       DEFINED 3             2509        0        0 
NOBLE DRILLING CORP            COM              655042109   163325   6808913 SH       DEFINED 1 5         444740        0  6364173 
NOBLE DRILLING CORP            COM              655042109    14680    611684 SH       DEFINED 2           610884        0      800 
NORANDA INC                    COM              655422103     1486    161600 SH       DEFINED 1 5          15800        0   145800 
NORDSTROM INC                  COM              655664100     1509    104432 SH       DEFINED 2           104432        0        0 
NORDSTROM INC                  COM              655664100        9       600 SH       DEFINED 3              600        0        0 
NORFOLK SOUTHERN CORP          COM              655844108   110406   6848990 SH       DEFINED 1 5              0        0  6848990 
NORFOLK SOUTHERN CORP          COM              655844108     9401    583185 SH       DEFINED 2           583185        0        0 
NORFOLK SOUTHERN CORP          COM              655844108       19      1150 SH       DEFINED 3             1150        0        0 
NORSK HYDRO A S                SPONSORED ADR    656531605     1129     31020 SH       DEFINED 1 5           1100        0    29920 
NORTEL NETWORKS CORP NEW       COM              656568102    50023   8892359 SH       DEFINED 1 5        2476582        0  6415777 
NORTEL NETWORKS CORP NEW       COM              656568102    16431   2928118 SH       DEFINED 2          2780972        0   147146 
NORTEL NETWORKS CORP NEW       COM              656568102        9      1638 SH       DEFINED 3             1638        0        0 
NORTEL NETWORKS CORP NEW       GTD SR CV 144A08 656568AA0    25600  30476000PRN       DEFINED 1 5              0        0        0 
NORTEL NETWORKS CORP NEW       GTD SR CV 144A08 656568AA0      638    760000PRN       DEFINED 2                0        0        0 
NORTH CENT BANCSHARES INC      COM              658418108     2870    129000 SH       DEFINED 1 5              0        0   129000 
NORTH FORK BANCORPORATION NY   COM              659424105   175923   5915380 SH       DEFINED 1 5          70600        0  5844780 
NORTH FORK BANCORPORATION NY   COM              659424105    14962    503100 SH       DEFINED 2           467100        0    36000 
NORTH FORK BANCORPORATION NY   COM              659424105        9       311 SH       DEFINED 3              311        0        0 
NORTHEAST UTILS                COM              664397106   112489   6005860 SH       DEFINED 1 5              0        0  6005860 
NORTHEAST UTILS                COM              664397106     3868    206500 SH       DEFINED 2           198296        0     8204 
NORTHEAST UTILS                COM              664397106        0         0 SH       DEFINED 3                0        0        0 
NORTHERN TR CORP               COM              665859104    75340   1435600 SH       DEFINED 1 5              0        0  1435600 
NORTHERN TR CORP               COM              665859104    15339    292284 SH       DEFINED 2           260104        0    32180 
NORTHERN TR CORP               COM              665859104       26       500 SH       DEFINED 3              500        0        0 
NORTHROP GRUMMAN CORP          COM              666807102   250237   2477592 SH       DEFINED 1 5         100150        0  2377442 
NORTHROP GRUMMAN CORP          COM              666807102    53729    531975 SH       DEFINED 2           527775        0     4200 
NORTHROP GRUMMAN CORP          COM              666807102      278      2755 SH       DEFINED 3             2755        0        0 
NORTHWEST AIRLS CORP           CL A             667280101    87638   7680800 SH       DEFINED 1 5         557203        0  7123597 
NORTHWEST AIRLS CORP           CL A             667280101    11283    988910 SH       DEFINED 2           982886        0     6024 
NORTHWEST NAT GAS CO           COM              667655104      536     22900 SH       DEFINED 1 5              0        0    22900 
NOVA CHEMICALS CORP            COM              66977W109     2216    134800 SH       DEFINED 1 5         109800        0    25000 
NOVA CHEMICALS CORP            COM              66977W109       61      3700 SH       DEFINED 2             3700        0        0 
NOVARTIS A G                   SPONSORED ADR    66987V109   302352   7768540 SH       DEFINED 1 5              0        0  7768540 
NU HORIZONS ELECTRS CORP       COM              669908105     9157   1212800 SH       DEFINED 1 5              0        0  1212800 
NOVAMERICAN STL INC            COM              669959108     4833    966500 SH       DEFINED 1 5         966500        0        0 
NUANCE COMMUNICATIONS INC      COM              669967101     1000    153770 SH       DEFINED 1 5           1970        0   151800 
NUANCE COMMUNICATIONS INC      COM              669967101      220     33900 SH       DEFINED 2            33900        0        0 
NUANCE COMMUNICATIONS INC      COM              669967101     1204    185298 SH       DEFINED 4           185298        0        0 
NOVAVAX INC                    COM              670002104     8538    605500 SH       DEFINED 1 5              0        0   605500 
NOVELL INC                     COM              670006105      969    264629 SH       DEFINED 2           264629        0        0 
NOVELLUS SYS INC               COM              670008101    65671   2299420 SH       DEFINED 1 5          10500        0  2288920 
NOVELLUS SYS INC               COM              670008101     7485    262079 SH       DEFINED 2           215379        0    46700 
NOVELLUS SYS INC               COM              670008101        9       300 SH       DEFINED 3              300        0        0 
NOVEN PHARMACEUTICALS INC      COM              670009109     1873    103500 SH       DEFINED 1 5          14800        0    88700 
NOVOSTE CORP                   COM              67010C100     2600    438448 SH       DEFINED 1 5              0        0   438448 
NOVOSTE CORP                   COM              67010C100      152     25700 SH       DEFINED 2             6600        0    19100 
NU SKIN ENTERPRISES INC        CL A             67018T105      824    105696 SH       DEFINED 1 5          95696        0    10000 
NU SKIN ENTERPRISES INC        CL A             67018T105      220     28182 SH       DEFINED 3            28182        0        0 
NU SKIN ENTERPRISES INC        CL A             67018T105      356     45614 SH       DEFINED 4            45614        0        0 
NSTAR                          COM              67019E107    13844    330400 SH       DEFINED 1 5              0        0   330400 
NUCOR CORP                     COM              670346105   322231   8116650 SH       DEFINED 1 5          63730        0  8052920 
NUCOR CORP                     COM              670346105     3921     98757 SH       DEFINED 2            81357        0    17400 
NUEVO ENERGY CO                COM              670509108     1591    114030 SH       DEFINED 1 5           1600        0   112430 
NUEVO ENERGY CO                COM              670509108     8585    615400 SH       DEFINED 2           615400        0        0 
NUMERICAL TECHNOLOGIES INC     COM              67053T101    63490   3824718 SH       DEFINED 1 5          53200        0  3771518 
NUMERICAL TECHNOLOGIES INC     COM              67053T101    11625    700300 SH       DEFINED 2           665300        0    35000 
NUVEEN MUN ADVANTAGE FD INC    COM              67062H106      149     10200 SH       DEFINED 3            10200        0        0 
NVIDIA CORP                    COM              67066G104   550699  20047276 SH       DEFINED 1 5         770220        0 19277056 
NVIDIA CORP                    COM              67066G104    12759    464486 SH       DEFINED 2           350780        0   113706 
NVIDIA CORP                    SB NT CV 4.75%07 67066GAA2    41447  45110000PRN       DEFINED 1 5              0        0        0 
NUVEEN INSD PREM INCOME MUN 2  COM              6706D8104       18      1329 SH       DEFINED 3             1329        0        0 
NYFIX INC                      COM              670712108     2650    185300 SH       DEFINED 1 5              0        0   185300 
OGE ENERGY CORP                COM              670837103      965     44129 SH       DEFINED 1 5              0        0    44129 
OM GROUP INC                   COM              670872100    46195    839900 SH       DEFINED 1 5              0        0   839900 
OM GROUP INC                   COM              670872100     5374     97700 SH       DEFINED 2            97700        0        0 
OM GROUP INC                   COM              670872100        2        42 SH       DEFINED 3               42        0        0 
OSI PHARMACEUTICALS INC        COM              671040103   119420   3674470 SH       DEFINED 1 5              0        0  3674470 
OSI PHARMACEUTICALS INC        COM              671040103     3000     92300 SH       DEFINED 2            92300        0        0 
OAK TECHNOLOGY INC             COM              671802106        0         0 SH       DEFINED 1 5              0        0        0 
OAKLEY INC                     COM              673662102     3030    241400 SH       DEFINED 1 5              0        0   241400 
OAKLEY INC                     COM              673662102      740     59000 SH       DEFINED 2            59000        0        0 
OAKWOOD HOMES CORP             COM NEW          674098207     4856   1190170 SH       DEFINED 1 5              0        0  1190170 
OCCIDENTAL PETE CORP DEL       COM              674599105    90305   3710130 SH       DEFINED 1 5           3030        0  3707100 
OCCIDENTAL PETE CORP DEL       COM              674599105     7093    291408 SH       DEFINED 2           291408        0        0 
OCCIDENTAL PETE CORP DEL       COM              674599105      134      5522 SH       DEFINED 3             5522        0        0 
OCEAN ENERGY INC DEL           COM              67481E106     2370    145370 SH       DEFINED 1 5              0        0   145370 
OCEANEERING INTL INC           COM              675232102     3275    202510 SH       DEFINED 1 5           1600        0   200910 
OCEANEERING INTL INC           COM              675232102     7082    437990 SH       DEFINED 2           437990        0        0 
OCTEL CORP                     COM              675727101    26864   1472000 SH       DEFINED 1 5              0        0  1472000 
OCULAR SCIENCES INC            COM              675744106    49317   2435400 SH       DEFINED 1 5          13300        0  2422100 
ODYSSEY RE HLDGS CORP          COM              67612W108        4       300 SH       DEFINED 1 5              0        0      300 
OFFICE DEPOT INC               COM              676220106   436179  32072000 SH       DEFINED 1 5           3600        0 32068400 
OFFICE DEPOT INC               COM              676220106    13773   1012689 SH       DEFINED 2           920589        0    92100 
OFFICE DEPOT INC               COM              676220106       14      1018 SH       DEFINED 3             1018        0        0 
OFFICE DEPOT INC               LYON SUB ZERO 07 676220AA4     7613  10000000PRN       DEFINED 1 5              0        0        0 
OFFSHORE LOGISTICS INC         COM              676255102    27882   1452940 SH       DEFINED 1 5           9340        0  1443600 
OFFSHORE LOGISTICS INC         COM              676255102    10247    534000 SH       DEFINED 2           534000        0        0 
OIL STS INTL INC               COM              678026105        1       100 SH       DEFINED 1 5              0        0      100 
OILGEAR CO                     COM              678042102     1330    190000 SH       DEFINED 1 5              0        0   190000 
OLD DOMINION FGHT LINES INC    COM              679580100     9959    831300 SH       DEFINED 1 5              0        0   831300 
OLD REP INTL CORP              COM              680223104    23450    894710 SH       DEFINED 1 5          60900        0   833810 
OLD REP INTL CORP              COM              680223104     1305     49800 SH       DEFINED 2            23800        0    26000 
OLIN CORP                      COM PAR $1       680665205    39149   2663200 SH       DEFINED 1 5              0        0  2663200 
OLIN CORP                      COM PAR $1       680665205      312     21200 SH       DEFINED 2            21200        0        0 
OMNICARE INC                   COM              681904108    13783    631400 SH       DEFINED 1 5          22400        0   609000 
OMNICOM GROUP INC              COM              681919106  1007065  15517175 SH       DEFINED 1 5         554130        0 14963045 
OMNICOM GROUP INC              COM              681919106   109469   1686736 SH       DEFINED 2          1520936        0   165800 
OMNICOM GROUP INC              COM              681919106       76      1172 SH       DEFINED 3             1172        0        0 
OMNIVISION TECHNOLOGIES INC    COM              682128103     2607    869060 SH       DEFINED 1 5         134600        0   734460 
OMNOVA SOLUTIONS INC           COM              682129101    19150   3064000 SH       DEFINED 1 5              0        0  3064000 
OMNICELL INC                   COM              68213N109      338     45000 SH       DEFINED 1 5              0        0    45000 
ON ASSIGNMENT INC              COM              682159108    16723   1040000 SH       DEFINED 1 5              0        0  1040000 
ONE PRICE CLOTHING STORES INC  COM NEW          682411202      544    293986 SH       DEFINED 1 5              0        0   293986 
1 800 FLOWERS COM              CL A             68243Q106     3296    273300 SH       DEFINED 1 5              0        0   273300 
ONEOK INC NEW                  COM              682680103      361     21800 SH       DEFINED 1 5              0        0    21800 
ONI SYSTEMS CORP               COM              68273F103     2391    596155 SH       DEFINED 1 5          10955        0   585200 
ONI SYSTEMS CORP               COM              68273F103        8      2000 SH       DEFINED 2                0        0     2000 
ONI SYSTEMS CORP               COM              68273F103      484    120000 SH       DEFINED 3           120000        0        0 
ONI SYSTEMS CORP               SUB NT CV   5%05 68273FAA1    77115 125000000PRN       DEFINED 1 5              0        0        0 
ONTRACK DATA INTL INC          COM              683372106     6138    918800 SH       DEFINED 1 5              0        0   918800 
OPEN MKT INC                   COM              68370M100      157    393400 SH       DEFINED 1 5         393400        0        0 
OPEN MKT INC                   COM              68370M100      145    363398 SH       DEFINED 4           363398        0        0 
OPEN TEXT CORP                 COM              683715106      658     30000 SH       DEFINED 1 5          30000        0        0 
OPEN TEXT CORP                 COM              683715106       24      1100 SH       DEFINED 2             1100        0        0 
OPENWAVE SYS INC               COM              683718100   130489  10234459 SH       DEFINED 1 5          93025        0 10141434 
OPENWAVE SYS INC               COM              683718100     1758    137916 SH       DEFINED 2           108343        0    29573 
OPNET TECHNOLOGIES INC         COM              683757108     2570    438600 SH       DEFINED 1 5              0        0   438600 
OPTIMAL ROBOTICS CORP          CL A NEW         68388R208    13159    537100 SH       DEFINED 1 5           9000        0   528100 
OPTIMAL ROBOTICS CORP          CL A NEW         68388R208     6333    258500 SH       DEFINED 2           256200        0     2300 
ORACLE CORP                    COM              68389X105   747922  59453277 SH       DEFINED 1 5         401200        0 59052077 
ORACLE CORP                    COM              68389X105    90701   7209901 SH       DEFINED 2          6299361        0   910540 
ORACLE CORP                    COM              68389X105      196     15543 SH       DEFINED 3            15543        0        0 
OPTION CARE INC                COM              683948103       89      5700 SH       DEFINED 1 5            900        0     4800 
ORATEC INTERVENTIONS INC       COM              68554M108     1176    170000 SH       DEFINED 1 5              0        0   170000 
ORBITAL SCIENCES CORP          COM              685564106     9055   4975000 SH       DEFINED 1 5        4975000        0        0 
OREGON STL MLS INC             COM              686079104     1463    273500 SH       DEFINED 1 5              0        0   273500 
O REILLY AUTOMOTIVE INC        COM              686091109   114231   3987030 SH       DEFINED 1 5           2200        0  3984830 
O REILLY AUTOMOTIVE INC        COM              686091109    21926    765310 SH       DEFINED 2           761110        0     4200 
ORIOLE HOMES CORP              CL B             686264201       71     56600 SH       DEFINED 1 5              0        0    56600 
ORLEANS HOMEBUILDERS INC       COM              686588104      554    241000 SH       DEFINED 1 5              0        0   241000 
ORTEC INTL INC                 COM              68749B108      279     46200 SH       DEFINED 1 5              0        0    46200 
ORTEC INTL INC                 COM              68749B108      392     64900 SH       DEFINED 2            64900        0        0 
ORTHODONTIC CTRS AMER INC      COM              68750P103      720     29200 SH       DEFINED 1 5              0        0    29200 
OSHKOSH B GOSH INC             CL A             688222207      488     18750 SH       DEFINED 1 5           8050        0    10700 
OSHKOSH TRUCK CORP             COM              688239201      642     17722 SH       DEFINED 1 5              0        0    17722 
OSHKOSH TRUCK CORP             COM              688239201     1315     36300 SH       DEFINED 2            36300        0        0 
OSHKOSH TRUCK CORP             COM              688239201       13       345 SH       DEFINED 3              345        0        0 
OSMONICS INC                   COM              688350107     2203    176200 SH       DEFINED 1 5              0        0   176200 
OSMONICS INC                   COM              688350107     3160    252800 SH       DEFINED 2           252800        0        0 
OSTEOTECH INC                  COM              688582105     2483    703300 SH       DEFINED 1 5              0        0   703300 
OUTBACK STEAKHOUSE INC         COM              689899102   274443  10716260 SH       DEFINED 1 5           8950        0 10707310 
OUTBACK STEAKHOUSE INC         COM              689899102     7100    277250 SH       DEFINED 2           264650        0    12600 
OUTBACK STEAKHOUSE INC         COM              689899102      113      4400 SH       DEFINED 3             4400        0        0 
OVERSEAS SHIPHOLDING GROUP INC COM              690368105       99      4500 SH       DEFINED 1 5           2800        0     1700 
OWENS & MINOR INC NEW          COM              690732102     1754     86400 SH       DEFINED 1 5              0        0    86400 
OWENS & MINOR INC NEW          COM              690732102     7330    361100 SH       DEFINED 2           361100        0        0 
OWENS ILL INC                  COM NEW          690768403     9329   2314870 SH       DEFINED 1 5          18870        0  2296000 
OWENS ILL INC                  PFD CONV $.01    690768502     7886    681200 SH       DEFINED 1 5              0        0   681200 
OXFORD HEALTH PLANS INC        COM              691471106    26438    930900 SH       DEFINED 1 5         126300        0   804600 
OXFORD HEALTH PLANS INC        COM              691471106     3652    128600 SH       DEFINED 2            69400        0    59200 
OXFORD HEALTH PLANS INC        COM              691471106      114      4000 SH       DEFINED 3             4000        0        0 
P & F INDS INC                 CL A NEW         692830508     2357    359300 SH       DEFINED 1 5              0        0   359300 
P A M TRANSN SVCS INC          COM              693149106     7704    846600 SH       DEFINED 1 5              0        0   846600 
P C CONNECTION                 COM              69318J100     2153    278200 SH       DEFINED 1 5          21200        0   257000 
P C CONNECTION                 COM              69318J100     2510    324300 SH       DEFINED 2           324300        0        0 
PDF SOLUTIONS INC              COM              693282105     1216    118600 SH       DEFINED 1 5              0        0   118600 
PG&E CORP                      COM              69331C108     1518     99850 SH       DEFINED 1 5          60950        0    38900 
PG&E CORP                      COM              69331C108     4595    302293 SH       DEFINED 2           302293        0        0 
P F CHANGS CHINA BISTRO INC    COM              69333Y108    53706   1495150 SH       DEFINED 1 5           2500        0  1492650 
P F CHANGS CHINA BISTRO INC    COM              69333Y108     7162    199400 SH       DEFINED 2           197000        0     2400 
PMC-SIERRA INC                 COM              69344F106    23448   2283140 SH       DEFINED 1 5          26600        0  2256540 
PMC-SIERRA INC                 COM              69344F106     1496    145700 SH       DEFINED 2           145700        0        0 
PMC-SIERRA INC                 COM              69344F106        7       700 SH       DEFINED 3              700        0        0 
PMI GROUP INC                  COM              69344M101    98508   1578910 SH       DEFINED 1 5              0        0  1578910 
PMI GROUP INC                  COM              69344M101      568      9100 SH       DEFINED 2             9100        0        0 
PNC FINL SVCS GROUP INC        COM              693475105  1157266  20214260 SH       DEFINED 1 5         148400        0 20065860 
PNC FINL SVCS GROUP INC        COM              693475105   130500   2279474 SH       DEFINED 2          2135224        0   144250 
PNC FINL SVCS GROUP INC        COM              693475105      215      3752 SH       DEFINED 3             3752        0        0 
PPG INDS INC                   COM              693506107    26369    576380 SH       DEFINED 1 5              0        0   576380 
PPG INDS INC                   COM              693506107     9250    202183 SH       DEFINED 2           152083        0    50100 
PPL CORP                       COM              69351T106    24352    747000 SH       DEFINED 1 5         136700        0   610300 
PPL CORP                       COM              69351T106     5891    180717 SH       DEFINED 2           114117        0    66600 
PRI AUTOMATION INC             COM              69357H106    18321   1828420 SH       DEFINED 1 5              0        0  1828420 
PS BUSINESS PKS INC CALIF      COM              69360J107     4571    165000 SH       DEFINED 1 5              0        0   165000 
PSS WORLD MED INC              COM              69366A100     7807    818350 SH       DEFINED 1 5         125000        0   693350 
PACCAR INC                     COM              693718108    51175   1042900 SH       DEFINED 1 5              0        0  1042900 
PACCAR INC                     COM              693718108     5028    102468 SH       DEFINED 2           101968        0      500 
PACIFIC CENTY FINL CORP        COM              694058108    89015   3808960 SH       DEFINED 1 5         221530        0  3587430 
PACIFIC CENTY FINL CORP        COM              694058108    42339   1811700 SH       DEFINED 2          1811700        0        0 
PACIFIC SUNWEAR CALIF INC      COM              694873100    36917   2684900 SH       DEFINED 1 5         379950        0  2304950 
PACIFIC SUNWEAR CALIF INC      COM              694873100     8740    635625 SH       DEFINED 2           616625        0    19000 
PACIFIC UN BK CALIF            COM              695025106     5375    507050 SH       DEFINED 1 5              0        0   507050 
PACIFICARE HEALTH SYS DEL      COM              695112102    32173   2555500 SH       DEFINED 1 5           1600        0  2553900 
PACKAGING CORP AMER            COM              695156109    63522   4111480 SH       DEFINED 1 5          56000        0  4055480 
PACKAGING CORP AMER            COM              695156109     5384    348500 SH       DEFINED 2           322300        0    26200 
PACTIV CORP                    COM              695257105    36421   2513560 SH       DEFINED 1 5          45940        0  2467620 
PACTIV CORP                    COM              695257105    10576    729892 SH       DEFINED 2           729892        0        0 
PACTIV CORP                    COM              695257105        2       136 SH       DEFINED 3              136        0        0 
PALL CORP                      COM              696429307      720     37000 SH       DEFINED 1 5              0        0    37000 
PALL CORP                      COM              696429307     1865     95866 SH       DEFINED 2            95866        0        0 
PALM INC                       COM              696642107       58     39580 SH       DEFINED 1 5              0        0    39580 
PALM INC                       COM              696642107      647    442831 SH       DEFINED 2           442831        0        0 
PAN AMERICAN SILVER CORP       COM              697900108     1454    351400 SH       DEFINED 2           351400        0        0 
PANAMSAT CORP NEW              COM              697933109     5860    251300 SH       DEFINED 1 5          17600        0   233700 
PANAMSAT CORP NEW              COM              697933109      189      8100 SH       DEFINED 2                0        0     8100 
PAN PACIFIC RETAIL PPTYS INC   COM              69806L104     5802    220200 SH       DEFINED 1 5              0        0   220200 
PANERA BREAD CO                CL A             69840W108       42      1200 SH       DEFINED 1 5              0        0     1200 
PAPA JOHNS INTL INC            COM              698813102    71856   2758400 SH       DEFINED 1 5          27100        0  2731300 
PARAMETRIC TECHNOLOGY CORP     COM              699173100     4703    906200 SH       DEFINED 1 5          39600        0   866600 
PARAMETRIC TECHNOLOGY CORP     COM              699173100     1164    224254 SH       DEFINED 2           222054        0     2200 
PARAMETRIC TECHNOLOGY CORP     COM              699173100       21      4000 SH       DEFINED 3             4000        0        0 
PAREXEL INTL CORP              COM              699462107     3357    296000 SH       DEFINED 1 5              0        0   296000 
PARK PL ENTMT CORP             COM              700690100    78004  10641780 SH       DEFINED 1 5           4300        0 10637480 
PARK PL ENTMT CORP             COM              700690100       20      2725 SH       DEFINED 3             2725        0        0 
PARKER DRILLING CO             COM              701081101     1601    519700 SH       DEFINED 1 5              0        0   519700 
PARKER HANNIFIN CORP           COM              701094104   368592  10746117 SH       DEFINED 1 5           1600        0 10744517 
PARKER HANNIFIN CORP           COM              701094104    29166    850333 SH       DEFINED 2           731773        0   118560 
PARKVALE FINL CORP             COM              701492100     4825    219800 SH       DEFINED 1 5              0        0   219800 
PARTNER COMMUNICATIONS CO LTD  ADR              70211M109       76     17000 SH       DEFINED 1 5              0        0    17000 
PATINA OIL & GAS CORP          COM              703224105     4957    215500 SH       DEFINED 2           215500        0        0 
PATHMARK STORES INC NEW        COM              70322A101   150262   6313549 SH       DEFINED 1 5              0        0  6313549 
PATHMARK STORES INC NEW        COM              70322A101    12356    519152 SH       DEFINED 2           434006        0    85146 
PATHMARK STORES INC NEW        WT EXP  091910   70322A119    14516   1770230 SH       DEFINED 1 5              0        0  1770230 
PATHMARK STORES INC NEW        WT EXP  091910   70322A119     2796    340956 SH       DEFINED 2           140407        0   200549 
PATRICK INDS INC               COM              703343103     2715    448700 SH       DEFINED 1 5              0        0   448700 
PATTERSON DENTAL CO            COM              703412106   272067   7381100 SH       DEFINED 1 5          39923        0  7341177 
PATTERSON DENTAL CO            COM              703412106    18290    496200 SH       DEFINED 2           489917        0     6283 
PATTERSON DENTAL CO            COM              703412106       23       626 SH       DEFINED 3              626        0        0 
PATTERSON UTI ENERGY INC       COM              703481101    11365    919500 SH       DEFINED 1 5          43800        0   875700 
PATTERSON UTI ENERGY INC       COM              703481101     3243    262400 SH       DEFINED 2           262400        0        0 
PAULA FINL DEL                 COM              703588103     1521    591800 SH       DEFINED 1 5              0        0   591800 
PAXAR CORP                     COM              704227107       40      3100 SH       DEFINED 1 5              0        0     3100 
PAYCHEX INC                    COM              704326107    59193   1878557 SH       DEFINED 1 5              0        0  1878557 
PAYCHEX INC                    COM              704326107     9228    292854 SH       DEFINED 2           291454        0     1400 
PAYCHEX INC                    COM              704326107       47      1505 SH       DEFINED 3             1505        0        0 
PAYLESS SHOESOURCE INC         COM              704379106      720     13140 SH       DEFINED 1 5              0        0    13140 
PAYLESS SHOESOURCE INC         COM              704379106        9       160 SH       DEFINED 3              160        0        0 
PEABODY ENERGY CORP            COM              704549104    13809    573000 SH       DEFINED 1 5              0        0   573000 
PEABODY ENERGY CORP            COM              704549104      651     27000 SH       DEFINED 2            27000        0        0 
PEC SOLUTIONS INC              COM              705107100      118      6900 SH       DEFINED 1 5              0        0     6900 
PEC SOLUTIONS INC              COM              705107100      165      9700 SH       DEFINED 2             9700        0        0 
PEDIATRIX MED GROUP            COM              705324101      987     24200 SH       DEFINED 1 5              0        0    24200 
PEDIATRIX MED GROUP            COM              705324101     1424     34900 SH       DEFINED 2            34900        0        0 
PEGASUS COMMUNICATIONS CORP    CL A             705904100    28759   4108486 SH       DEFINED 1 5              0        0  4108486 
PEGASUS COMMUNICATIONS CORP    CL A             705904100     2890    412886 SH       DEFINED 2           409379        0     3507 
PEGASUS SOLUTIONS INC          COM              705906105    16103   1921640 SH       DEFINED 1 5              0        0  1921640 
PEGASUS SOLUTIONS INC          COM              705906105      336     40150 SH       DEFINED 2            40150        0        0 
PENN NATL GAMING INC           COM              707569109      141      8600 SH       DEFINED 2             8600        0        0 
PENN VA CORP                   COM              707882106     8825    313500 SH       DEFINED 1 5              0        0   313500 
PENNEY J C INC                 COM              708160106   827465  37783810 SH       DEFINED 1 5         327360        0 37456450 
PENNEY J C INC                 COM              708160106    18257    833669 SH       DEFINED 2           750469        0    83200 
PENNZOIL-QUAKER STATE COMPANY  COM              709323109     3270    292520 SH       DEFINED 1 5           1400        0   291120 
PENNZOIL-QUAKER STATE COMPANY  COM              709323109     6608    591100 SH       DEFINED 2           591100        0        0 
PENTAIR INC                    COM              709631105   107987   3509486 SH       DEFINED 1 5              0        0  3509486 
PENTAIR INC                    COM              709631105     8582    278900 SH       DEFINED 2           265900        0    13000 
PENTON MEDIA INC               COM              709668107     2588    729000 SH       DEFINED 1 5              0        0   729000 
PENTON MEDIA INC               COM              709668107      119     33500 SH       DEFINED 2            33500        0        0 
PENWEST PHARMACEUTICALS CO     COM              709754105     1201     69700 SH       DEFINED 1 5          11000        0    58700 
PEOPLES BK BRIDGEPORT CONN     COM              710198102     2915    131300 SH       DEFINED 1 5              0        0   131300 
PEOPLES ENERGY CORP            COM              711030106     1093     27500 SH       DEFINED 1 5              0        0    27500 
PEOPLES ENERGY CORP            COM              711030106     1099     27634 SH       DEFINED 2            27634        0        0 
PEOPLES ENERGY CORP            COM              711030106       15       366 SH       DEFINED 3              366        0        0 
PEOPLESOFT INC                 COM              712713106   590834  32751428 SH       DEFINED 1 5         384500        0 32366928 
PEOPLESOFT INC                 COM              712713106    26304   1458100 SH       DEFINED 2          1173800        0   284300 
PEP BOYS MANNY MOE & JACK      COM              713278109     1724    155500 SH       DEFINED 1 5           6100        0   149400 
PEPSI BOTTLING GROUP INC       COM              713409100   390144   8468496 SH       DEFINED 1 5         113950        0  8354546 
PEPSI BOTTLING GROUP INC       COM              713409100     6708    145610 SH       DEFINED 2           143610        0     2000 
PEPSI BOTTLING GROUP INC       COM              713409100       12       251 SH       DEFINED 3              251        0        0 
PEPSIAMERICAS INC              COM              71343P200   103176   6901400 SH       DEFINED 1 5              0        0  6901400 
PEPSIAMERICAS INC              COM              71343P200        6       397 SH       DEFINED 3              397        0        0 
PEPSICO INC                    COM              713448108  2898142  59755509 SH       DEFINED 1 5         416116        0 59339393 
PEPSICO INC                    COM              713448108   146104   3012450 SH       DEFINED 2          2496350        0   516100 
PEPSICO INC                    COM              713448108     1387     28597 SH       DEFINED 3            28597        0        0 
PER-SE TECHNOLOGIES INC        COM NEW          713569309        9      1139 SH       DEFINED 1 5              0        0     1139 
PERCEPTRON INC                 COM              71361F100      301    300700 SH       DEFINED 1 5              0        0   300700 
PEREGRINE SYSTEMS INC          COM              71366Q101   182332  14436441 SH       DEFINED 1 5              0        0 14436441 
PEREGRINE SYSTEMS INC          COM              71366Q101     2258    178743 SH       DEFINED 2            88944        0    89799 
PEREGRINE SYSTEMS INC          COM              71366Q101       15      1200 SH       DEFINED 3             1200        0        0 
PEREGRINE SYSTEMS INC          SUB NT CV 5.5%07 71366QAC5     3943   4750000PRN       DEFINED 1 5              0        0        0 
PEREZ COMPANC SA NEW           SP ADR B SHS     71367B103     4415    433653 SH       DEFINED 1 5          30963        0   402690 
PERFORMANCE FOOD GROUP CO      COM              713755106    39351   1379300 SH       DEFINED 1 5              0        0  1379300 
PERFORMANCE FOOD GROUP CO      COM              713755106     7104    249000 SH       DEFINED 2           249000        0        0 
PERFORMANCE TECHNOLOGIES INC   COM              71376K102     9981   1214250 SH       DEFINED 1 5              0        0  1214250 
PERICOM SEMICONDUCTOR CORP     COM              713831105    13900   1000000 SH       DEFINED 1 5              0        0  1000000 
PERKINELMER INC                COM              714046109    39268   1496490 SH       DEFINED 1 5         163900        0  1332590 
PERKINELMER INC                COM              714046109     8046    306642 SH       DEFINED 2           222442        0    84200 
PERKINELMER INC                COM              714046109       98      3742 SH       DEFINED 3             3742        0        0 
PEROT SYS CORP                 CL A             714265105      566     35070 SH       DEFINED 1 5           5500        0    29570 
PERRIGO CO                     COM              714290103     8999    593990 SH       DEFINED 1 5          35921        0   558069 
PERRIGO CO                     COM              714290103      523     34500 SH       DEFINED 2            34500        0        0 
PERSONNEL GROUP AMER INC       COM              715338109      850   1000000 SH       DEFINED 1 5              0        0  1000000 
PERVASIVE SOFTWARE INC         COM              715710109        0         0 SH       DEFINED 1 5              0        0        0 
PETRO-CDA                      COM              71644E102    36997   1495890 SH       DEFINED 1 5         292060        0  1203830 
PETRO-CDA                      COM              71644E102      609     24670 SH       DEFINED 2            24670        0        0 
PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR    71654V101     5766    300300 SH       DEFINED 1 5          27300        0   273000 
PETROLEUM DEV CORP             COM              716578109     7911   1624500 SH       DEFINED 1 5              0        0  1624500 
PETROLEUM HELICOPTERS INC      COM VTG          716604103     4124    218200 SH       DEFINED 1 5              0        0   218200 
PETROLEUM HELICOPTERS INC      COM VTG          716604103      507     26800 SH       DEFINED 2            26800        0        0 
PETROLEUM HELICOPTERS INC      COM NON VTG      716604202     5640    300000 SH       DEFINED 1 5              0        0   300000 
PETSMART INC                   COM              716768106    12276   1743700 SH       DEFINED 1 5              0        0  1743700 
PETSMART INC                   SB NT CV 6.75%04 716768AB2     5091   5120000PRN       DEFINED 1 5              0        0        0 
PHARMACYCLICS INC              COM              716933106     5634    316500 SH       DEFINED 1 5              0        0   316500 
PFIZER INC                     COM              717081103  8719895 217453729 SH       DEFINED 1 5        5047625        0212406104 
PFIZER INC                     COM              717081103   645757  16103664 SH       DEFINED 2         13652557        0  2451107 
PFIZER INC                     COM              717081103    12769    318438 SH       DEFINED 3           318438        0        0 
PHARMACEUTICAL PROD DEV INC    COM              717124101     8453    288600 SH       DEFINED 1 5          23517        0   265083 
PHARMACEUTICAL PROD DEV INC    COM              717124101     1031     35200 SH       DEFINED 2            29066        0     6134 
PHARMACEUTICAL RES INC         COM              717125108    46671   1305470 SH       DEFINED 1 5           1000        0  1304470 
PHARMACEUTICAL RES INC         COM              717125108     1208     33800 SH       DEFINED 2            13400        0    20400 
PHARMACIA CORP                 COM              71713U102   677817  16711460 SH       DEFINED 1 5         301091        0 16410369 
PHARMACIA CORP                 COM              71713U102    47166   1162874 SH       DEFINED 2          1137074        0    25800 
PHARMACIA CORP                 COM              71713U102      192      4721 SH       DEFINED 3             4721        0        0 
PHARMACIA CORP                 ADJ CONVR RATE   71713U201    21858    580700 SH       DEFINED 1 5              0        0   580700 
PHARMACIA CORP                 ADJ CONVR RATE   71713U201     2921     77600 SH       DEFINED 2            77600        0        0 
PHELPS DODGE CORP              COM              717265102   225039   8183250 SH       DEFINED 1 5         996980        0  7186270 
PHELPS DODGE CORP              COM              717265102     8660    314918 SH       DEFINED 2           285918        0    29000 
PHILADELPHIA CONS HLDG CORP    COM              717528103    56750   1633567 SH       DEFINED 1 5          70020        0  1563547 
PHILADELPHIA CONS HLDG CORP    COM              717528103     3999    115100 SH       DEFINED 2           115100        0        0 
PHILADELPHIA SUBN CORP         COM PAR $0.50    718009608     7292    277700 SH       DEFINED 2           274400        0     3300 
PHILIP MORRIS COS INC          COM              718154107  7151862 148102331 SH       DEFINED 1 5        1120470        0146981861 
PHILIP MORRIS COS INC          COM              718154107   310478   6429455 SH       DEFINED 2          5826925        0   602530 
PHILIP MORRIS COS INC          COM              718154107     1199     24834 SH       DEFINED 3            24834        0        0 
PHILIP SVCS CORP DEL           COM              718193105        1       332 SH       DEFINED 1 5              0        0      332 
PHILIPS INTL RLTY CORP         COM              718333107      392    135300 SH       DEFINED 1 5              0        0   135300 
PHILIPS INTL RLTY CORP         COM              718333107      534    184200 SH       DEFINED 2           184200        0        0 
PHILLIPS PETE CO               COM              718507106   441220   8179824 SH       DEFINED 1 5          34808        0  8145016 
PHILLIPS PETE CO               COM              718507106    41453    768508 SH       DEFINED 2           627788        0   140720 
PHILLIPS PETE CO               COM              718507106      238      4411 SH       DEFINED 3             4411        0        0 
PHILLIPS VAN HEUSEN CORP       COM              718592108     1733    175100 SH       DEFINED 1 5              0        0   175100 
PHOENIX COS INC NEW            COM              71902E109    12594    871530 SH       DEFINED 1 5          22000        0   849530 
PHOENIX TECHNOLOGY LTD         COM              719153108     5695    567800 SH       DEFINED 1 5              0        0   567800 
PHOENIX TECHNOLOGY LTD         COM              719153108     1616    161100 SH       DEFINED 2           161100        0        0 
PHOTRONICS INC                 COM              719405102      162      8800 SH       DEFINED 1 5              0        0     8800 
PIEDMONT NAT GAS INC           COM              720186105     1204     38674 SH       DEFINED 1 5              0        0    38674 
PIER 1 IMPORTS INC             COM              720279108    41714   5025730 SH       DEFINED 1 5         354440        0  4671290 
PIER 1 IMPORTS INC             COM              720279108    14980   1804800 SH       DEFINED 2          1799300        0     5500 
PILGRIMS PRIDE CORP            CL B             721467108       32      2300 SH       DEFINED 1 5              0        0     2300 
PILGRIM PRIME RATE TR NEW      SH BEN INT       72146W103       14      2000 SH       DEFINED 3             2000        0        0 
PINNACLE SYS INC               COM              723481107      162     55700 SH       DEFINED 1 5          55700        0        0 
PINNACLE WEST CAP CORP         COM              723484101    15979    402500 SH       DEFINED 1 5              0        0   402500 
PINNACLE WEST CAP CORP         COM              723484101     2627     66180 SH       DEFINED 2            66180        0        0 
PIONEER NAT RES CO             COM              723787107     2079    146090 SH       DEFINED 1 5           2900        0   143190 
PITNEY BOWES INC               COM              724479100   518143  13563960 SH       DEFINED 1 5              0        0 13563960 
PITNEY BOWES INC               COM              724479100    13280    347652 SH       DEFINED 2           347652        0        0 
PITTSTON CO                    COM BRINKS GRP   725701106     6708    370600 SH       DEFINED 1 5              0        0   370600 
PIXAR                          COM              725811103       20       500 SH       DEFINED 1 5            500        0        0 
PIXAR                          COM              725811103       83      2065 SH       DEFINED 3             2065        0        0 
PLACER DOME INC                COM              725906101   195668  15098580 SH       DEFINED 1 5         668260        0 14430320 
PLACER DOME INC                COM              725906101     7855    609520 SH       DEFINED 2           430220        0   179300 
PLACER DOME INC                COM              725906101        1        66 SH       DEFINED 3               66        0        0 
PLAINS RES INC                 COM PAR $0.10    726540503     8894    342070 SH       DEFINED 1 5              0        0   342070 
PLANAR SYS INC                 COM              726900103     1733     86200 SH       DEFINED 2            86200        0        0 
PLANTRONICS INC NEW            COM              727493108    25780   1512000 SH       DEFINED 1 5            700        0  1511300 
PLANTRONICS INC NEW            COM              727493108    19781   1160190 SH       DEFINED 2          1160190        0        0 
PLATO LEARNING INC             COM              72764Y100       11       440 SH       DEFINED 1 5            440        0        0 
PLAYBOY ENTERPRISES INC        CL A             728117201      255     25000 SH       DEFINED 1 5              0        0    25000 
PLAYBOY ENTERPRISES INC        CL B             728117300    41233   3338670 SH       DEFINED 1 5           9100        0  3329570 
PLAYBOY ENTERPRISES INC        CL B             728117300     3033    245600 SH       DEFINED 2           245600        0        0 
PLAYTEX PRODS INC              COM              72813P100     3939    388100 SH       DEFINED 1 5              0        0   388100 
PLEXUS CORP                    COM              729132100      182      7700 SH       DEFINED 1 5           6000        0     1700 
PLUG POWER INC                 COM              72919P103      146     15200 SH       DEFINED 1 5              0        0    15200 
PLUM CREEK TIMBER CO INC       COM              729251108       73      2750 SH       DEFINED 1 5              0        0     2750 
POGO PRODUCING CO              COM              730448107      928     39500 SH       DEFINED 1 5              0        0    39500 
POLO RALPH LAUREN CORP         CL A             731572103    40007   2133700 SH       DEFINED 1 5              0        0  2133700 
POLO RALPH LAUREN CORP         CL A             731572103        2       100 SH       DEFINED 3              100        0        0 
POLYCOM INC                    COM              73172K104    73773   3027200 SH       DEFINED 1 5          18013        0  3009187 
POLYCOM INC                    COM              73172K104    19511    800600 SH       DEFINED 2           786000        0    14600 
POLYMER GROUP INC              COM              731745105     5422   2780460 SH       DEFINED 1 5              0        0  2780460 
POLYONE CORP                   COM              73179P106    78375  10048113 SH       DEFINED 1 5         459460        0  9588653 
POLYONE CORP                   COM              73179P106    12424   1592800 SH       DEFINED 2          1576200        0    16600 
POMEROY COMPUTER RES           COM              731822102    15155   1257700 SH       DEFINED 1 5              0        0  1257700 
POPE & TALBOT INC              COM              732827100      292     22800 SH       DEFINED 1 5              0        0    22800 
POPE & TALBOT INC              COM              732827100     1029     80400 SH       DEFINED 2            80400        0        0 
POPULAR INC                    COM              733174106    41796   1339600 SH       DEFINED 1 5              0        0  1339600 
POPULAR INC                    COM              733174106     5042    161600 SH       DEFINED 2           161600        0        0 
POTASH CORP SASK INC           COM              73755L107    24387    438190 SH       DEFINED 1 5          76960        0   361230 
POTASH CORP SASK INC           COM              73755L107    10941    196910 SH       DEFINED 2           196910        0        0 
POTLATCH CORP                  COM              737628107     4246    157310 SH       DEFINED 1 5            800        0   156510 
POTOMAC ELEC PWR CO            COM              737679100     1909     86935 SH       DEFINED 1 5          37500        0    49435 
POWELL INDS INC                COM              739128106    19117    844000 SH       DEFINED 1 5              0        0   844000 
POWER-ONE INC                  COM              739308104    16460   2676400 SH       DEFINED 1 5              0        0  2676400 
POWER-ONE INC                  COM              739308104      944    153441 SH       DEFINED 2            96641        0    56800 
PRACTICEWORKS INC              COM              739419109      315     52579 SH       DEFINED 1 5          52579        0        0 
PRAXAIR INC                    COM              74005P104   806187  19194928 SH       DEFINED 1 5              0        0 19194928 
PRAXAIR INC                    COM              74005P104    43433   1034123 SH       DEFINED 2           908973        0   125150 
PRAXAIR INC                    COM              74005P104       59      1400 SH       DEFINED 3             1400        0        0 
PRECISION CASTPARTS CORP       COM              740189105    11306    509300 SH       DEFINED 1 5          70700        0   438600 
PRECISION CASTPARTS CORP       COM              740189105      566     25500 SH       DEFINED 2                0        0    25500 
PRECISION DRILLING CORP        COM              74022D100    72274   3394840 SH       DEFINED 1 5        2159700        0  1235140 
PRECISION DRILLING CORP        COM              74022D100     3280    155120 SH       DEFINED 2           142720        0    12400 
PREMDOR INC                    COM              74046P105     2851    395100 SH       DEFINED 1 5         360900        0    34200 
PREMDOR INC                    COM              74046P105       27      3700 SH       DEFINED 2             3700        0        0 
PRENTISS PPTYS TR              SH BEN INT       740706106     3509    127600 SH       DEFINED 1 5              0        0   127600 
PRENTISS PPTYS TR              SH BEN INT       740706106     3108    113000 SH       DEFINED 2           113000        0        0 
PRESSTEK INC                   COM              741113104       26      4155 SH       DEFINED 2             4155        0        0 
PRICE COMMUNICATIONS CORP      COM NEW          741437305    15423    909910 SH       DEFINED 1 5              0        0   909910 
PRICE COMMUNICATIONS CORP      COM NEW          741437305      212     12500 SH       DEFINED 2            12500        0        0 
PRICE T ROWE GROUP INC         COM              74144T108     8922    304500 SH       DEFINED 1 5              0        0   304500 
PRICE T ROWE GROUP INC         COM              74144T108     2814     96036 SH       DEFINED 2            96036        0        0 
PRICELINE COM INC              COM              741503106      132     34700 SH       DEFINED 1 5           4800        0    29900 
PRICELINE COM INC              COM              741503106      159     42000 SH       DEFINED 2            42000        0        0 
PRIMUS KNOWLEDGE SOLUTIONS INC COM              74163Q100      473    508500 SH       DEFINED 1 5              0        0   508500 
PRIME HOSPITALITY CORP         COM              741917108     3520    400000 SH       DEFINED 1 5              0        0   400000 
PRIDE INTL INC                 SB DB CV ZRO  18 741932AB3     6782  16000000PRN       DEFINED 1 5              0        0        0 
PRIORITY HEALTHCARE CORP       CL B             74264T102    34250   1427090 SH       DEFINED 1 5          88500        0  1338590 
PRIORITY HEALTHCARE CORP       CL B             74264T102     1980     82500 SH       DEFINED 2            82500        0        0 
PROASSURANCE CORP              COM              74267C106     1110     74500 SH       DEFINED 2            74500        0        0 
PRIZE ENERGY CORP              COM              74267L106    12622    723300 SH       DEFINED 1 5              0        0   723300 
PROCTER & GAMBLE CO            COM              742718109  1595379  21917555 SH       DEFINED 1 5         302430        0 21615125 
PROCTER & GAMBLE CO            COM              742718109   179393   2464527 SH       DEFINED 2          2122967        0   341560 
PROCTER & GAMBLE CO            COM              742718109     1458     20032 SH       DEFINED 3            20032        0        0 
PROFESSIONAL DETAILING INC     COM              74312N107      227      9500 SH       DEFINED 1 5              0        0     9500 
PROFESSIONAL STAFF PLC         SPONSORED ADR    74315R105     2159    830400 SH       DEFINED 1 5              0        0   830400 
PROFIT RECOVERY GROUP INTL INC COM              743168106     1491    152500 SH       DEFINED 1 5          24000        0   128500 
PROGRESS ENERGY INC            COM              743263105     7286    169492 SH       DEFINED 2           169492        0        0 
PROGRESS ENERGY INC            COM              743263105       25       572 SH       DEFINED 3              572        0        0 
PROGRESSIVE CORP OHIO          COM              743315103    32998    246440 SH       DEFINED 1 5          28000        0   218440 
PROGRESSIVE CORP OHIO          COM              743315103     8374     62536 SH       DEFINED 2            57736        0     4800 
PROGRESSIVE CORP OHIO          COM              743315103       27       200 SH       DEFINED 3              200        0        0 
PROLOGIS TR                    SH BEN INT       743410102    53541   2537490 SH       DEFINED 1 5              0        0  2537490 
PROLOGIS TR                    SH BEN INT       743410102    18849    893300 SH       DEFINED 2           893300        0        0 
PROLOGIS TR                    SH BEN INT       743410102        6       300 SH       DEFINED 3              300        0        0 
PROPHET 21 INC                 COM              743459109      778    124500 SH       DEFINED 1 5              0        0   124500 
PROSOFTTRAINING COM INC        COM              743477101     1457   2276500 SH       DEFINED 1 5              0        0  2276500 
PROTECTIVE LIFE CORP           COM              743674103    79704   2748400 SH       DEFINED 1 5           5000        0  2743400 
PROTECTIVE LIFE CORP           COM              743674103    10474    361160 SH       DEFINED 2           355360        0     5800 
PROTECTIVE LIFE CORP           COM              743674103     2395     82571 SH       DEFINED 3            82571        0        0 
PROTEIN DESIGN LABS INC        COM              74369L103   289783   6135567 SH       DEFINED 1 5          20200        0  6115367 
PROTEIN DESIGN LABS INC        COM              74369L103    16427    347800 SH       DEFINED 2           237220        0   110580 
PROTEIN DESIGN LABS INC        SB NT CV 144A 07 74369LAA1     1064   1140000PRN       DEFINED 1 5              0        0        0 
PROVIDENT BANKSHARES CORP      COM              743859100     6841    330500 SH       DEFINED 2           330500        0        0 
PROVIDENT FINL GROUP INC       COM              743866105     1270     50300 SH       DEFINED 1 5              0        0    50300 
PROVINCE HEALTHCARE CO         COM              743977100    35651    970350 SH       DEFINED 1 5              0        0   970350 
PROVINCE HEALTHCARE CO         COM              743977100      742     20200 SH       DEFINED 2            20200        0        0 
PROVIDIAN FINL CORP            COM              74406A102    51287   2545240 SH       DEFINED 1 5              0        0  2545240 
PROVIDIAN FINL CORP            COM              74406A102     4491    222888 SH       DEFINED 2           222888        0        0 
PROXIM INC                     COM              744284100    28778   2951550 SH       DEFINED 1 5              0        0  2951550 
PROXIM INC                     COM              744284100     4432    454600 SH       DEFINED 2           454600        0        0 
PUBCO CORP                     COM PAR $.01     744378803     2604    319500 SH       DEFINED 1 5              0        0   319500 
PUBLIC SVC CO N MEX            COM              744499104     4581    181700 SH       DEFINED 1 5              0        0   181700 
PUBLIC SVC CO N MEX            COM              744499104     1099     43600 SH       DEFINED 2            43600        0        0 
PUBLIC SVC ENTERPRISE GROUP    COM              744573106    32078    753880 SH       DEFINED 1 5         111700        0   642180 
PUBLIC SVC ENTERPRISE GROUP    COM              744573106     9235    217041 SH       DEFINED 2           162341        0    54700 
PUBLIC SVC ENTERPRISE GROUP    COM              744573106       30       707 SH       DEFINED 3              707        0        0 
PUBLIC STORAGE INC             COM              74460D109   143126   4285200 SH       DEFINED 1 5              0        0  4285200 
PUBLIC STORAGE INC             COM              74460D109    17220    515555 SH       DEFINED 2           515555        0        0 
PUBLIC STORAGE INC             COM              74460D109        5       140 SH       DEFINED 3              140        0        0 
PUGET ENERGY INC NEW           COM              745310102     2871    133600 SH       DEFINED 1 5          34800        0    98800 
PUGET ENERGY INC NEW           COM              745310102      350     16300 SH       DEFINED 2                0        0    16300 
PUGET ENERGY INC NEW           COM              745310102       11       500 SH       DEFINED 3              500        0        0 
PULTE HOMES INC                COM              745867101    91169   2974510 SH       DEFINED 1 5         196880        0  2777630 
PULTE HOMES INC                COM              745867101     4504    146937 SH       DEFINED 2           146937        0        0 
QLT INC                        COM              746927102    75071   4837000 SH       DEFINED 1 5        1239150        0  3597850 
QLT INC                        COM              746927102     2508    162520 SH       DEFINED 2           162520        0        0 
QLOGIC CORP                    COM              747277101    99558   5239915 SH       DEFINED 1 5          32200        0  5207715 
QLOGIC CORP                    COM              747277101   118786   6251909 SH       DEFINED 2          6251909        0        0 
QUAKER FABRIC CORP NEW         COM              747399103     5991    820700 SH       DEFINED 1 5              0        0   820700 
QUALCOMM INC                   COM              747525103   942458  19821670 SH       DEFINED 1 5         230920        0 19590750 
QUALCOMM INC                   COM              747525103    78413   1649419 SH       DEFINED 2          1468219        0   181200 
QUALCOMM INC                   COM              747525103      159      3335 SH       DEFINED 3             3335        0        0 
QUALITY DINING INC             COM              74756P105      397    158800 SH       DEFINED 1 5              0        0   158800 
QUALITY DINING INC             COM              74756P105      579    231600 SH       DEFINED 2           231600        0        0 
QUANTUM CORP                   COM DSSG         747906204     5279    646900 SH       DEFINED 1 5          34100        0   612800 
QUANTUM CORP                   SUB NT CONV 7%04 747906AC9    20715  23810000PRN       DEFINED 1 5              0        0        0 
QUANTUM CORP                   SUB NT CONV 7%04 747906AC9      191    220000PRN       DEFINED 2                0        0        0 
QUEBECOR WORLD INC             COM NON-VTG      748203106     6335    250070 SH       DEFINED 1 5         250000        0       70 
QUEBECOR WORLD INC             COM NON-VTG      748203106      144      5700 SH       DEFINED 2             5700        0        0 
QUEST DIAGNOSTICS INC          COM              74834L100    59080    957530 SH       DEFINED 1 5              0        0   957530 
QUEST DIAGNOSTICS INC          COM              74834L100     3936     63800 SH       DEFINED 2            63800        0        0 
QUEST SOFTWARE INC             COM              74834T103     4559    393700 SH       DEFINED 1 5          11600        0   382100 
QUEST SOFTWARE INC             COM              74834T103        2       200 SH       DEFINED 2              200        0        0 
QUESTAR CORP                   COM              748356102     1465     72600 SH       DEFINED 1 5          18900        0    53700 
QUESTAR CORP                   COM              748356102      180      8900 SH       DEFINED 2                0        0     8900 
QUESTAR CORP                   COM              748356102       16       800 SH       DEFINED 3              800        0        0 
QUICKSILVER RESOURCES INC      COM              74837R104     6551    481700 SH       DEFINED 2           481700        0        0 
QUIKSILVER INC                 COM              74838C106    23655   1915400 SH       DEFINED 1 5              0        0  1915400 
QUIKSILVER INC                 COM              74838C106     2911    235700 SH       DEFINED 2           235700        0        0 
QUILMES INDL QUINSA SOCIETE    SP ADR CL B      74838Y207     5587    485859 SH       DEFINED 1 5          12550        0   473309 
QUINTILES TRANSNATIONAL CORP   COM              748767100    22850   1565100 SH       DEFINED 1 5              0        0  1565100 
QUINTILES TRANSNATIONAL CORP   COM              748767100     1329     91054 SH       DEFINED 2            91054        0        0 
QUINTILES TRANSNATIONAL CORP   COM              748767100       29      2000 SH       DEFINED 3             2000        0        0 
QUIPP INC                      COM              748802105      858     54500 SH       DEFINED 1 5              0        0    54500 
QUIXOTE CORP                   COM              749056107    22328   1062750 SH       DEFINED 1 5          30100        0  1032650 
QUIXOTE CORP                   COM              749056107     1691     80500 SH       DEFINED 2            80500        0        0 
QWEST COMMUNICATIONS INTL INC  COM              749121109   333550  19973018 SH       DEFINED 1 5           5852        0 19967166 
QWEST COMMUNICATIONS INTL INC  COM              749121109    26137   1565074 SH       DEFINED 2          1452069        0   113005 
QWEST COMMUNICATIONS INTL INC  COM              749121109      277     16560 SH       DEFINED 3            16560        0        0 
RAIT INVT TR                   COM              749227104     1978    124000 SH       DEFINED 1 5              0        0   124000 
RAIT INVT TR                   COM              749227104      853     53500 SH       DEFINED 2            53500        0        0 
RCM TECHNOLOGIES INC           COM NEW          749360400     3966   1030000 SH       DEFINED 1 5              0        0  1030000 
R H DONNELLEY CORP             COM NEW          74955W307    28066   1074500 SH       DEFINED 1 5              0        0  1074500 
R H DONNELLEY CORP             COM NEW          74955W307     1024     39200 SH       DEFINED 2            39200        0        0 
RPC INC                        COM              749660106    35453   2852200 SH       DEFINED 1 5              0        0  2852200 
RPC INC                        COM              749660106     1070     86100 SH       DEFINED 2            86100        0        0 
RPM INC OHIO                   COM              749685103     3037    321400 SH       DEFINED 1 5              0        0   321400 
RPM INC OHIO                   COM              749685103      196     20700 SH       DEFINED 2            20700        0        0 
RTW INC                        COM              74974R107       46     48600 SH       DEFINED 1 5              0        0    48600 
RWD TECHNOLOGIES INC           COM              74975B101      452    236500 SH       DEFINED 1 5              0        0   236500 
RF MICRODEVICES INC            COM              749941100    59894   3612260 SH       DEFINED 1 5          52600        0  3559660 
RF MICRODEVICES INC            COM              749941100      510     30700 SH       DEFINED 2             1900        0    28800 
RF MICRODEVICES INC            SUB NT CV3.75%05 749941AB6    15224  20000000PRN       DEFINED 1 5              0        0        0 
RADIAN GROUP INC               COM              750236101   125333   3255410 SH       DEFINED 1 5         170600        0  3084810 
RADIAN GROUP INC               COM              750236101    10925    283778 SH       DEFINED 2           229778        0    54000 
RADIAN GROUP INC               COM              750236101        4        94 SH       DEFINED 3               94        0        0 
RADIOLOGIX INC                 COM              75040K109      549     93800 SH       DEFINED 1 5              0        0    93800 
RADIO ONE INC                  CL A             75040P108    18312   1582735 SH       DEFINED 1 5           8420        0  1574315 
RADIO ONE INC                  CL A             75040P108     4066    351400 SH       DEFINED 2           351400        0        0 
RADIO ONE INC                  CL D NON VTG     75040P405    62438   5410590 SH       DEFINED 1 5           4590        0  5406000 
RADIO ONE INC                  CL D NON VTG     75040P405     8319    720900 SH       DEFINED 2           720900        0        0 
RADIOSHACK CORP                COM              750438103    52235   2154000 SH       DEFINED 1 5              0        0  2154000 
RADIOSHACK CORP                COM              750438103     3878    159900 SH       DEFINED 2           159900        0        0 
RADISYS CORP                   COM              750459109    15705   1308760 SH       DEFINED 1 5         241780        0  1066980 
RADISYS CORP                   COM              750459109    10060    838300 SH       DEFINED 2           831900        0     6400 
RADISYS CORP                   SUB NT CV 5.5%07 750459AB5     5795   9500000PRN       DEFINED 1 5              0        0        0 
RAINBOW RENTALS INC            COM              750857104     1022    148400 SH       DEFINED 1 5              0        0   148400 
RAINBOW TECHNOLOGIES INC       COM              750862104      955    272900 SH       DEFINED 1 5              0        0   272900 
RAMBUS INC DEL                 COM              750917106     2945    400100 SH       DEFINED 1 5              0        0   400100 
RALSTON PURINA CO              COM              751277302     3102     94558 SH       DEFINED 1 5           3200        0    91358 
RALSTON PURINA CO              COM              751277302     7934    241904 SH       DEFINED 2           241904        0        0 
RALSTON PURINA CO              COM              751277302        9       278 SH       DEFINED 3              278        0        0 
RANGE RES CORP                 COM              75281A109      407     85600 SH       DEFINED 1 5              0        0    85600 
RARE HOSPITALITY INTL INC      COM              753820109     5803    373400 SH       DEFINED 2           373400        0        0 
RATIONAL SOFTWARE CORP         COM NEW          75409P202    11174   1290300 SH       DEFINED 1 5              0        0  1290300 
RATIONAL SOFTWARE CORP         COM NEW          75409P202      221     25500 SH       DEFINED 2            10100        0    15400 
RATIONAL SOFTWARE CORP         COM NEW          75409P202        2       250 SH       DEFINED 3              250        0        0 
RATIONAL SOFTWARE CORP         SUB NT CONV 5%07 75409PAC7    64039  87770000PRN       DEFINED 1 5              0        0        0 
RAYMOND JAMES FINANCIAL INC    COM              754730109     5729    211025 SH       DEFINED 1 5              0        0   211025 
RAYMOND JAMES FINANCIAL INC    COM              754730109     9155    337200 SH       DEFINED 2           337200        0        0 
RAYOVAC CORP                   COM              755081106    14188    930370 SH       DEFINED 1 5           3100        0   927270 
RAYTECH CORP DEL               COM              755103108      675    324600 SH       DEFINED 1 5              0        0   324600 
RAYTHEON CO                    COM NEW          755111507   229090   6592532 SH       DEFINED 1 5         329580        0  6262952 
RAYTHEON CO                    COM NEW          755111507    45113   1298224 SH       DEFINED 2          1261124        0    37100 
RAYTHEON CO                    COM NEW          755111507       97      2777 SH       DEFINED 3             2777        0        0 
READ-RITE CORP                 COM              755246105       71     24000 SH       DEFINED 1 5              0        0    24000 
READERS DIGEST ASSN INC        CL A NON VTG     755267101    94738   5151603 SH       DEFINED 1 5              0        0  5151603 
READERS DIGEST ASSN INC        CL A NON VTG     755267101     2086    113430 SH       DEFINED 2           113430        0        0 
READERS DIGEST ASSN INC        CL A NON VTG     755267101        2       111 SH       DEFINED 3              111        0        0 
REALNETWORKS INC               COM              75605L104    10424   2144800 SH       DEFINED 1 5              0        0  2144800 
REALNETWORKS INC               COM              75605L104     9211   1895200 SH       DEFINED 2          1895200        0        0 
RECKSON ASSOCS RLTY CORP       COM              75621K106    41115   1702500 SH       DEFINED 1 5              0        0  1702500 
RECKSON ASSOCS RLTY CORP       COM              75621K106    16417    679800 SH       DEFINED 2           672800        0     7000 
RECKSON ASSOCS RLTY CORP       PFD CV SER A%    75621K205     1265     55000 SH       DEFINED 1 5              0        0    55000 
RECKSON ASSOCS RLTY CORP       PFD CV SER A%    75621K205      906     39400 SH       DEFINED 2            39400        0        0 
RED HAT INC                    COM              756577102     4948   1413600 SH       DEFINED 1 5            682        0  1412918 
RED HAT INC                    COM              756577102        0         0 SH       DEFINED 2                0        0        0 
REDBACK NETWORKS INC           COM              757209101    12299   8482200 SH       DEFINED 1 5          51100        0  8431100 
REDBACK NETWORKS INC           COM              757209101      104     71400 SH       DEFINED 2            28300        0    43100 
REDBACK NETWORKS INC           SB NT CV    5%07 757209AB7    42382 121990000PRN       DEFINED 1 5              0        0        0 
REDBACK NETWORKS INC           SB NT CV    5%07 757209AB7      585   1685000PRN       DEFINED 2                0        0        0 
REDWOOD TR INC                 COM              758075402        7       300 SH       DEFINED 2              300        0        0 
REEBOK INTL LTD                COM              758110100    39846   1924950 SH       DEFINED 1 5         102800        0  1822150 
REEBOK INTL LTD                COM              758110100     1851     89425 SH       DEFINED 2            45425        0    44000 
REEBOK INTL LTD                COM              758110100       23      1110 SH       DEFINED 3             1110        0        0 
REFAC                          COM              758653109     1157    379500 SH       DEFINED 1 5              0        0   379500 
REGENCY CTRS CORP              COM              758849103     5279    205000 SH       DEFINED 1 5              0        0   205000 
REGENERON PHARMACEUTICALS      COM              75886F107    19325    868940 SH       DEFINED 1 5              0        0   868940 
REGIS CORP MINN                COM              758932107    71268   3400203 SH       DEFINED 1 5          22270        0  3377933 
REGIS CORP MINN                COM              758932107     8422    401800 SH       DEFINED 2           401800        0        0 
REGIONS FINL CORP              COM              758940100     5125    177587 SH       DEFINED 2           177587        0        0 
REGUS PLC                      SPONSORED ADR    759144108       45     25000 SH       DEFINED 1 5              0        0    25000 
REHABCARE GROUP INC            COM              759148109    35931    825800 SH       DEFINED 1 5              0        0   825800 
REHABCARE GROUP INC            COM              759148109     1875     43100 SH       DEFINED 2            43100        0        0 
REINSURANCE GROUP AMER INC     COM              759351109     3990    116970 SH       DEFINED 1 5           9700        0   107270 
REINSURANCE GROUP AMER INC     COM              759351109    23048    675690 SH       DEFINED 2           668990        0     6700 
RELIANCE STEEL & ALUMINUM CO   COM              759509102     9504    400000 SH       DEFINED 1 5              0        0   400000 
RELIANCE STEEL & ALUMINUM CO   COM              759509102     2668    112300 SH       DEFINED 2           112300        0        0 
RELIANT ENERGY INC             COM              75952J108     7083    269100 SH       DEFINED 1 5          16900        0   252200 
RELIANT ENERGY INC             COM              75952J108     6113    232246 SH       DEFINED 2           232246        0        0 
RELIANT ENERGY INC             COM              75952J108      118      4497 SH       DEFINED 3             4497        0        0 
REMEC INC                      COM              759543101      693     87450 SH       DEFINED 1 5              0        0    87450 
REMEC INC                      COM              759543101     2381    300200 SH       DEFINED 2           300200        0        0 
REMEDYTEMP INC                 CL A             759549108     8554    712800 SH       DEFINED 1 5              0        0   712800 
RENAISSANCE LEARNING INC       COM              75968L105      444     13500 SH       DEFINED 1 5              0        0    13500 
RELIABILITY INC                COM              759903107     1700    666700 SH       DEFINED 1 5              0        0   666700 
RENAL CARE GROUP INC           COM              759930100    70353   2286410 SH       DEFINED 1 5          80750        0  2205660 
RENAL CARE GROUP INC           COM              759930100     1929     62700 SH       DEFINED 2            62700        0        0 
RENT A CTR INC NEW             COM              76009N100     1279     55000 SH       DEFINED 1 5              0        0    55000 
REPUBLIC SVCS INC              COM              760759100   248661  15349414 SH       DEFINED 1 5          42333        0 15307081 
REPUBLIC SVCS INC              COM              760759100    13823    853300 SH       DEFINED 2           785700        0    67600 
REPUBLIC SVCS INC              COM              760759100        4       256 SH       DEFINED 3              256        0        0 
RES-CARE INC                   COM              760943100    20113   2234830 SH       DEFINED 1 5          27200        0  2207630 
RES-CARE INC                   SR NT CONV  6%04 760943AC4     5462   6785000PRN       DEFINED 1 5              0        0        0 
RESEARCH IN MOTION LTD         COM              760975102    41006   2524850 SH       DEFINED 1 5        2417000        0   107850 
RESEARCH IN MOTION LTD         COM              760975102       60      3700 SH       DEFINED 2             3700        0        0 
RESTORATION HARDWARE INC DEL   COM              760981100     1631    570200 SH       DEFINED 1 5          92080        0   478120 
RESMED INC                     COM              761152107     3130     61620 SH       DEFINED 1 5              0        0    61620 
RESMED INC                     COM              761152107      447      8800 SH       DEFINED 2             8800        0        0 
RESONATE INC                   COM              76115Q104     1541    416400 SH       DEFINED 1 5              0        0   416400 
RESORTQUEST INTL INC           COM              761183102      662    220730 SH       DEFINED 1 5              0        0   220730 
RESOURCES CONNECTION INC       COM              76122Q105      327     18000 SH       DEFINED 1 5              0        0    18000 
RESOURCES CONNECTION INC       COM              76122Q105     1304     71700 SH       DEFINED 2            71700        0        0 
RESPIRONICS INC                COM              761230101    20529    577310 SH       DEFINED 1 5          65990        0   511320 
REVLON INC                     CL A             761525500      541    103100 SH       DEFINED 1 5           2500        0   100600 
REX STORES CORP                COM              761624105    13577    987450 SH       DEFINED 1 5              0        0   987450 
REYNOLDS & REYNOLDS CO         CL A             761695105    66603   2858500 SH       DEFINED 1 5              0        0  2858500 
REYNOLDS & REYNOLDS CO         CL A             761695105       16       700 SH       DEFINED 3              700        0        0 
REYNOLDS R J TOB HLDGS INC     COM              76182K105   786266  13760340 SH       DEFINED 1 5          13000        0 13747340 
REYNOLDS R J TOB HLDGS INC     COM              76182K105      975     17070 SH       DEFINED 2            17070        0        0 
RICHARDSON ELECTRS LTD         COM              763165107     1966    238000 SH       DEFINED 1 5              0        0   238000 
RICHARDSON ELECTRS LTD         SB DB CV 7.25%06 763165AB3      286    404000PRN       DEFINED 1 5              0        0        0 
RICHARDSON ELECTRS LTD         SRSBDBCV 8.25%06 763165AC1     1365   1978000PRN       DEFINED 1 5              0        0        0 
RICHMONT MINES INC             COM              76547T106     1562   1370000 SH       DEFINED 1 5              0        0  1370000 
RIGGS NATL CORP WASH DC        COM              766570105        9       600 SH       DEFINED 1 5            600        0        0 
RIGHT MGMT CONSULTANTS INC     COM              766573109    35260   1135580 SH       DEFINED 1 5          34940        0  1100640 
RIGHT MGMT CONSULTANTS INC     COM              766573109     7051    227100 SH       DEFINED 2           227100        0        0 
RIGHTCHOICE MANAGED CARE DEL   COM              76657T102    11912    238010 SH       DEFINED 1 5          28710        0   209300 
RIO TINTO PLC                  SPONSORED ADR    767204100     1033     16390 SH       DEFINED 1 5            900        0    15490 
RITCHIE BROS AUCTIONEERS       COM              767744105       37      1500 SH       DEFINED 1 5              0        0     1500 
RITCHIE BROS AUCTIONEERS       COM              767744105     3755    151100 SH       DEFINED 2           151100        0        0 
RITE AID CORP                  COM              767754104   306854  39747910 SH       DEFINED 1 5        1060990        0 38686920 
RITE AID CORP                  COM              767754104    38076   4932110 SH       DEFINED 2          4181810        0   750300 
RITE AID CORP                  COM              767754104        2       250 SH       DEFINED 3              250        0        0 
RIVERDEEP GROUP PLC            ADR              76870Q109     5622    384310 SH       DEFINED 1 5              0        0   384310 
RIVERSTONE NETWORKS INC        COM              769320102    52315   9964779 SH       DEFINED 1 5          16111        0  9948668 
RIVERSTONE NETWORKS INC        COM              769320102     1435    273266 SH       DEFINED 2           220091        0    53175 
RIVIANA FOODS INC              COM              769536103    15172    875500 SH       DEFINED 1 5              0        0   875500 
ROBERT HALF INTL INC           COM              770323103    42526   2125220 SH       DEFINED 1 5          34230        0  2090990 
ROBERT HALF INTL INC           COM              770323103     6517    325672 SH       DEFINED 2           325672        0        0 
ROCK OF AGES CORP              CL A             772632105      961    162800 SH       DEFINED 1 5              0        0   162800 
ROCK-TENN CO                   CL A             772739207       77      7000 SH       DEFINED 1 5              0        0     7000 
ROCKWELL INTL CORP NEW         COM              773903109   121448   8273000 SH       DEFINED 1 5           2650        0  8270350 
ROCKWELL INTL CORP NEW         COM              773903109     2996    204067 SH       DEFINED 2           204067        0        0 
ROCKWELL COLLINS INC           COM              774341101     5179    364750 SH       DEFINED 1 5          34250        0   330500 
ROCKWELL COLLINS INC           COM              774341101     2240    157767 SH       DEFINED 2           142767        0    15000 
ROGERS COMMUNICATIONS INC      CL B             775109200    17676   1368000 SH       DEFINED 1 5        1367600        0      400 
ROGERS COMMUNICATIONS INC      CL B             775109200      237     18480 SH       DEFINED 2            18480        0        0 
ROHM & HAAS CO                 COM              775371107    81651   2492400 SH       DEFINED 1 5              0        0  2492400 
ROHM & HAAS CO                 COM              775371107     8549    260973 SH       DEFINED 2           260973        0        0 
ROHM & HAAS CO                 COM              775371107        2        75 SH       DEFINED 3               75        0        0 
ROHN INDS INC                  COM              775381106     9393   3802900 SH       DEFINED 1 5              0        0  3802900 
ROPER INDS INC NEW             COM              776696106    50567   1405040 SH       DEFINED 1 5           2000        0  1403040 
ROPER INDS INC NEW             COM              776696106     7993    222100 SH       DEFINED 2           222100        0        0 
ROSLYN BANCORP INC             COM              778162107     9514    513972 SH       DEFINED 1 5          60700        0   453272 
ROSLYN BANCORP INC             COM              778162107      167      9000 SH       DEFINED 2                0        0     9000 
ROSS STORES INC                COM              778296103   126889   4338100 SH       DEFINED 1 5              0        0  4338100 
ROSS STORES INC                COM              778296103        2        65 SH       DEFINED 3               65        0        0 
ROUSE CO                       COM              779273101    15469    640000 SH       DEFINED 1 5              0        0   640000 
ROWAN COS INC                  COM              779382100    43611   3522680 SH       DEFINED 1 5           7300        0  3515380 
ROWAN COS INC                  COM              779382100     1814    146494 SH       DEFINED 2           145294        0     1200 
ROWE COS                       COM              779528108      102     71500 SH       DEFINED 1 5              0        0    71500 
ROYAL GROUP TECHNOLOGIES LTD   SUB VTG SH       779915107      442     29000 SH       DEFINED 1 5          13000        0    16000 
ROXIO INC                      COM              780008108     2603    171220 SH       DEFINED 1 5              0        0   171220 
ROYAL BK CDA MONTREAL QUE      COM              780087102    38766   1260010 SH       DEFINED 1 5        1118150        0   141860 
ROYAL BK CDA MONTREAL QUE      COM              780087102     2507     81920 SH       DEFINED 2            81920        0        0 
ROYAL CARIBBEAN CRUISES LTD    LYON ZERO     21 780153AK8    17879  66939000PRN       DEFINED 1 5              0        0        0 
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804  1214491  24168980 SH       DEFINED 1 5         331720        0 23837260 
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804   115757   2303620 SH       DEFINED 2          2209420        0    94200 
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804      474      9436 SH       DEFINED 3             9436        0        0 
RUBY TUESDAY INC               COM              781182100     4014    255700 SH       DEFINED 1 5              0        0   255700 
RUBY TUESDAY INC               COM              781182100     5460    347800 SH       DEFINED 2           347800        0        0 
RURAL CELLULAR CORP            CL A             781904107      544     22400 SH       DEFINED 1 5              0        0    22400 
RURAL CELLULAR CORP            CL A             781904107      296     12200 SH       DEFINED 2            12200        0        0 
RYANAIR HLDGS PLC              SPONSORED ADR    783513104   231298   5645550 SH       DEFINED 1 5              0        0  5645550 
RYANAIR HLDGS PLC              SPONSORED ADR    783513104      365      8900 SH       DEFINED 2             8900        0        0 
RYANS FAMILY STEAK HOUSE INC   COM              783519101    19091   1115100 SH       DEFINED 1 5          19700        0  1095400 
RYDER SYS INC                  COM              783549108     2781    139100 SH       DEFINED 1 5              0        0   139100 
RYDER SYS INC                  COM              783549108     3062    153164 SH       DEFINED 2           153164        0        0 
RYERSON TULL INC NEW           COM              78375P107    29623   2360411 SH       DEFINED 1 5        1235970        0  1124441 
RYERSON TULL INC NEW           COM              78375P107     7110    566500 SH       DEFINED 2           566500        0        0 
RYLAND GROUP INC               COM              783764103     3671     76980 SH       DEFINED 1 5              0        0    76980 
RYLAND GROUP INC               COM              783764103     5556    116500 SH       DEFINED 2           116200        0      300 
SBE INC                        COM NEW          783873201       93     92700 SH       DEFINED 1 5              0        0    92700 
SBC COMMUNICATIONS INC         COM              78387G103  4430398  94023719 SH       DEFINED 1 5         365990        0 93657729 
SBC COMMUNICATIONS INC         COM              78387G103   362390   7690799 SH       DEFINED 2          7125579        0   565220 
SBC COMMUNICATIONS INC         COM              78387G103     3514     74580 SH       DEFINED 3            74580        0        0 
SBS TECHNOLOGIES INC           COM              78387P103    15887   1423600 SH       DEFINED 1 5              0        0  1423600 
SBS TECHNOLOGIES INC           COM              78387P103     4121    369300 SH       DEFINED 2           369300        0        0 
SBA COMMUNICATIONS CORP        COM              78388J106    37176   2784690 SH       DEFINED 1 5              0        0  2784690 
SBA COMMUNICATIONS CORP        COM              78388J106     6226    466400 SH       DEFINED 2           466300        0      100 
SCI SYS INC                    COM              783890106   210238  11679903 SH       DEFINED 1 5          39300        0 11640603 
SCI SYS INC                    COM              783890106    10790    599440 SH       DEFINED 2           595240        0     4200 
SCI SYS INC                    COM              783890106       14       758 SH       DEFINED 3              758        0        0 
SCI SYS INC                    SUB NT CONV 3%07 783890AF3    70264  95180000PRN       DEFINED 1 5              0        0        0 
SCI SYS INC                    SUB NT CONV 3%07 783890AF3     7880  10674000PRN       DEFINED 2                0        0        0 
SCP POOL CORP                  COM              784028102     7507    351600 SH       DEFINED 2           351300        0      300 
SED INTL HLDGS INC             COM              784109100      960    960000 SH       DEFINED 1 5              0        0   960000 
SEI INVESTMENTS CO             COM              784117103    88670   2770950 SH       DEFINED 1 5         296800        0  2474150 
SEI INVESTMENTS CO             COM              784117103    23412    731630 SH       DEFINED 2           724230        0     7400 
SK TELECOM LTD                 SPONSORED ADR    78440P108    22864   1239910 SH       DEFINED 1 5          32810        0  1207100 
SK TELECOM LTD                 SPONSORED ADR    78440P108     3087    167400 SH       DEFINED 2           116700        0    50700 
SL GREEN RLTY CORP             COM              78440X101     7060    224000 SH       DEFINED 1 5              0        0   224000 
SL GREEN RLTY CORP             COM              78440X101     5138    163000 SH       DEFINED 2           163000        0        0 
SPS TECHNOLOGIES INC           COM              784626103     2365     78200 SH       DEFINED 2            78200        0        0 
SPSS INC                       COM              78462K102    14250    828000 SH       DEFINED 1 5              0        0   828000 
SPX CORP                       COM              784635104   115502   1393266 SH       DEFINED 1 5          34550        0  1358716 
SPX CORP                       COM              784635104    14549    175500 SH       DEFINED 2           172700        0     2800 
SPX CORP                       LYON ZERO 144A21 784635AC8    46775  86000000PRN       DEFINED 1 5              0        0        0 
SPX CORP                       LYON ZERO     21 784635AD6    33450  61500000PRN       DEFINED 1 5              0        0        0 
S Y BANCORP INC                COM              785060104     6128    191500 SH       DEFINED 1 5              0        0   191500 
SABRE HLDGS CORP               CL A             785905100    96149   3595708 SH       DEFINED 1 5          25800        0  3569908 
SABRE HLDGS CORP               CL A             785905100     8288    309954 SH       DEFINED 2           295323        0    14631 
SAES GETTERS S P A             SPONSORED ADR    786362103     6930   1373000 SH       DEFINED 1 5              0        0  1373000 
SAFECO CORP                    COM              786429100     2201     73100 SH       DEFINED 1 5              0        0    73100 
SAFECO CORP                    COM              786429100     3025     99749 SH       DEFINED 2            99749        0        0 
SAFEWAY INC                    COM NEW          786514208   660813  16636790 SH       DEFINED 1 5           6100        0 16630690 
SAFEWAY INC                    COM NEW          786514208    43393   1092469 SH       DEFINED 2          1040769        0    51700 
SAFEWAY INC                    COM NEW          786514208       74      1855 SH       DEFINED 3             1855        0        0 
ST JOE CO                      COM              790148100      419     16200 SH       DEFINED 1 5              0        0    16200 
ST JOE CO                      COM              790148100     1522     58875 SH       DEFINED 3            58875        0        0 
ST JUDE MED INC                COM              790849103   252844   3693848 SH       DEFINED 1 5          74900        0  3618948 
ST JUDE MED INC                COM              790849103    14247    208138 SH       DEFINED 2           205038        0     3100 
ST MARY LD & EXPL CO           COM              792228108      213     13400 SH       DEFINED 1 5              0        0    13400 
ST PAUL COS INC                COM              792860108     4176    101300 SH       DEFINED 1 5              0        0   101300 
ST PAUL COS INC                COM              792860108     7546    183076 SH       DEFINED 2           180676        0     2400 
ST PAUL COS INC                COM              792860108       17       405 SH       DEFINED 3              405        0        0 
SALEM COMMUNICATIONS CORP DEL  CL A             794093104      441     22600 SH       DEFINED 1 5              0        0    22600 
SALEM COMMUNICATIONS CORP DEL  CL A             794093104     6330    324600 SH       DEFINED 2           324600        0        0 
SANCHEZ COMPUTER ASSOCS INC    COM              799702105     1342    178400 SH       DEFINED 1 5              0        0   178400 
SANMINA CORP                   COM              800907107   229874  16927500 SH       DEFINED 1 5         116500        0 16811000 
SANMINA CORP                   COM              800907107     8618    634618 SH       DEFINED 2           517488        0   117130 
SANMINA CORP                   COM              800907107        1        48 SH       DEFINED 3               48        0        0 
SANMINA CORP                   SB DB CV ZERO 20 800907AD9   159579 462549000PRN       DEFINED 1 5              0        0        0 
SANMINA CORP                   SB DB CV ZERO 20 800907AD9     7681  22263000PRN       DEFINED 2                0        0        0 
SANGSTAT MED CORP              COM              801003104      430     23400 SH       DEFINED 1 5           3700        0    19700 
SAP AKTIENGESELLSCHAFT         SPONSORED ADR    803054204     2592    100000 SH       DEFINED 1 5              0        0   100000 
SAPIENT CORP                   COM              803062108      364     94541 SH       DEFINED 2            94541        0        0 
SAPPI LTD                      SPON ADR NEW     803069202      547     62200 SH       DEFINED 1 5              0        0    62200 
SAPPI LTD                      SPON ADR NEW     803069202      238     27000 SH       DEFINED 2            27000        0        0 
SARA LEE CORP                  COM              803111103   108277   5083414 SH       DEFINED 1 5           8800        0  5074614 
SARA LEE CORP                  COM              803111103    20734    973416 SH       DEFINED 2           931316        0    42100 
SARA LEE CORP                  COM              803111103       60      2827 SH       DEFINED 3             2827        0        0 
SCANA CORP NEW                 COM              80589M102   115671   4557580 SH       DEFINED 1 5              0        0  4557580 
SCANA CORP NEW                 COM              80589M102    10175    400900 SH       DEFINED 2           389900        0    11000 
SCANA CORP NEW                 COM              80589M102       47      1837 SH       DEFINED 3             1837        0        0 
SCANSOURCE INC                 COM              806037107    21121    471553 SH       DEFINED 1 5          11700        0   459853 
SCANSOURCE INC                 COM              806037107     7283    162600 SH       DEFINED 2           162600        0        0 
SCHEIN HENRY INC               COM              806407102    15784    408910 SH       DEFINED 1 5          28400        0   380510 
SCHERER HEALTHCARE INC         COM              806530101     1094    352900 SH       DEFINED 1 5              0        0   352900 
SCHERING PLOUGH CORP           COM              806605101  2080427  56076201 SH       DEFINED 1 5         256460        0 55819741 
SCHERING PLOUGH CORP           COM              806605101    76027   2049245 SH       DEFINED 2          1767045        0   282200 
SCHERING PLOUGH CORP           COM              806605101     2467     66503 SH       DEFINED 3            66503        0        0 
SCHLUMBERGER LTD               COM              806857108  1542282  33747971 SH       DEFINED 1 5          30062        0 33717909 
SCHLUMBERGER LTD               COM              806857108    82990   1815979 SH       DEFINED 2          1628039        0   187940 
SCHLUMBERGER LTD               COM              806857108      371      8119 SH       DEFINED 3             8119        0        0 
SCHOLASTIC CORP                COM              807066105     6281    144380 SH       DEFINED 1 5          29160        0   115220 
SCHOLASTIC CORP                COM              807066105      274      6300 SH       DEFINED 2                0        0     6300 
SCHOOL SPECIALTY INC           COM              807863105      892     29200 SH       DEFINED 1 5           4500        0    24700 
SCHWAB CHARLES CORP NEW        COM              808513105   844988  73477165 SH       DEFINED 1 5         659180        0 72817985 
SCHWAB CHARLES CORP NEW        COM              808513105    74734   6498625 SH       DEFINED 2          6298158        0   200467 
SCHWAB CHARLES CORP NEW        COM              808513105        2       165 SH       DEFINED 3              165        0        0 
SCHWEITZER-MAUDUIT INTL INC    COM              808541106     1869     78800 SH       DEFINED 1 5              0        0    78800 
SCHWEITZER-MAUDUIT INTL INC    COM              808541106     2673    112700 SH       DEFINED 2           112700        0        0 
SCIENTIFIC ATLANTA INC         COM              808655104    66836   3808300 SH       DEFINED 1 5         152100        0  3656200 
SCIENTIFIC ATLANTA INC         COM              808655104     3204    182569 SH       DEFINED 2           127169        0    55400 
SCIENTIFIC ATLANTA INC         COM              808655104       28      1600 SH       DEFINED 3             1600        0        0 
SCIENTIFIC TECHNOL INC         COM PAR $0.001   808799209      554    153500 SH       DEFINED 1 5              0        0   153500 
SCIOS INC                      COM              808905103     2533    151500 SH       DEFINED 1 5              0        0   151500 
SCOTTISH PWR PLC               SPON ADR FINAL   81013T705        8       358 SH       DEFINED 3              358        0        0 
SCRIPPS E W CO OHIO            CL A             811054204   158840   2607780 SH       DEFINED 1 5            700        0  2607080 
SCRIPPS E W CO OHIO            CL A             811054204    19576    321400 SH       DEFINED 2           318800        0     2600 
SCRIPPS E W CO OHIO            CL A             811054204        2        33 SH       DEFINED 3               33        0        0 
SEA CONTAINERS LTD             CL A             811371707     3349    370000 SH       DEFINED 1 5              0        0   370000 
SEACOAST FINL SVCS CORP        COM              81170Q106     1410     94800 SH       DEFINED 1 5              0        0    94800 
SEACOAST FINL SVCS CORP        COM              81170Q106     3984    267900 SH       DEFINED 2           266300        0     1600 
SEACOR SMIT INC                COM              811904101        4       116 SH       DEFINED 1 5              0        0      116 
SEALED AIR CORP NEW            COM              81211K100     7696    210900 SH       DEFINED 1 5              0        0   210900 
SEALED AIR CORP NEW            COM              81211K100     4172    114346 SH       DEFINED 2           114346        0        0 
SEALED AIR CORP NEW            PFD CV A $2      81211K209      724     18320 SH       DEFINED 1 5             95        0    18225 
SEARS ROEBUCK & CO             COM              812387108   246846   7126040 SH       DEFINED 1 5           3660        0  7122380 
SEARS ROEBUCK & CO             COM              812387108    45471   1312679 SH       DEFINED 2          1272579        0    40100 
SEARS ROEBUCK & CO             COM              812387108       55      1600 SH       DEFINED 3             1600        0        0 
SECURITY CAP GROUP INC         CL B             81413P204      835     44616 SH       DEFINED 1 5              0        0    44616 
SECURITY CAP GROUP INC         CL B             81413P204     1680     89800 SH       DEFINED 2            89800        0        0 
SEMTECH CORP                   COM              816850101   243622   8584269 SH       DEFINED 1 5         333720        0  8250549 
SEMTECH CORP                   COM              816850101     3492    123050 SH       DEFINED 2            83650        0    39400 
SEMTECH CORP                   SUB NT CV 4.5%07 816850AD3    12199  13030000PRN       DEFINED 1 5              0        0        0 
SEMPRA ENERGY                  COM              816851109    52129   2106240 SH       DEFINED 1 5          99200        0  2007040 
SEMPRA ENERGY                  COM              816851109     9016    364301 SH       DEFINED 2           294201        0    70100 
SEMPRA ENERGY                  COM              816851109        0        16 SH       DEFINED 3               16        0        0 
SENSIENT TECHNOLOGIES CORP     COM              81725T100     3355    180100 SH       DEFINED 1 5              0        0   180100 
SENSORMATIC ELECTRS CORP       COM              817265101    28129   1192900 SH       DEFINED 1 5              0        0  1192900 
SEPRACOR INC                   COM              817315104   392344  10928816 SH       DEFINED 1 5         375000        0 10553816 
SEPRACOR INC                   COM              817315104     9919    276300 SH       DEFINED 2           258300        0    18000 
SEPRACOR INC                   SUB DB CONV 7%05 817315AH7    19709  24000000PRN       DEFINED 1 5              0        0        0 
SEPRACOR INC                   SB DB CV 144A 07 817315AJ3     1321   2000000PRN       DEFINED 1 5              0        0        0 
SEPRACOR INC                   SB DEB CONV 5%07 817315AL8       74    112000PRN       DEFINED 1 5              0        0        0 
SERENA SOFTWARE INC            COM              817492101     5039    432500 SH       DEFINED 1 5              0        0   432500 
SEROLOGICALS CORP              COM              817523103     9982    551160 SH       DEFINED 1 5              0        0   551160 
SEROLOGICALS CORP              COM              817523103    16125    890400 SH       DEFINED 2           890400        0        0 
SERVICE CORP INTL              COM              817565104    40771   6772580 SH       DEFINED 1 5          79375        0  6693205 
SERVICE CORP INTL              COM              817565104     5196    863100 SH       DEFINED 2           630304        0   232796 
SERVICEMASTER CO               COM              81760N109        9       800 SH       DEFINED 1 5              0        0      800 
7-ELEVEN INC                   COM NEW          817826209     2913    301900 SH       DEFINED 1 5              0        0   301900 
SHARPER IMAGE CORP             COM              820013100    10980   1200000 SH       DEFINED 1 5              0        0  1200000 
SHAW GROUP INC                 COM              820280105     2184     77520 SH       DEFINED 1 5          16320        0    61200 
SHAW GROUP INC                 COM              820280105      738     26200 SH       DEFINED 2            23700        0     2500 
SHAW GROUP INC                 LYON          21 820280AC9    16910  31750000PRN       DEFINED 1 5              0        0        0 
SHAW COMMUNICATIONS INC        CL B CONV        82028K200     4945    241730 SH       DEFINED 1 5         227480        0    14250 
SHAW COMMUNICATIONS INC        CL B CONV        82028K200      109      5330 SH       DEFINED 2             5330        0        0 
SHELL TRANS & TRADING PLC      NEW YRK SH NEW   822703609       26       587 SH       DEFINED 3              587        0        0 
SHERWIN WILLIAMS CO            COM              824348106    20463    920930 SH       DEFINED 1 5            730        0   920200 
SHERWIN WILLIAMS CO            COM              824348106     2719    122358 SH       DEFINED 2           122358        0        0 
SHERWIN WILLIAMS CO            COM              824348106    10016    450750 SH       DEFINED 3           450750        0        0 
SHIRE PHARMACEUTICALS GRP PLC  SPONSORED ADR    82481R106    32018    794500 SH       DEFINED 1 5              0        0   794500 
SHIRE PHARMACEUTICALS GRP PLC  SPONSORED ADR    82481R106     1249     31000 SH       DEFINED 2                0        0    31000 
SHOE CARNIVAL INC              COM              824889109        5       500 SH       DEFINED 1 5              0        0      500 
SHOPKO STORES INC              COM              824911101    27790   3352200 SH       DEFINED 1 5              0        0  3352200 
SHOLODGE INC                   COM              825034101     1641    401200 SH       DEFINED 1 5              0        0   401200 
SHOP AT HOME INC               COM NEW          825066301     5316   2657900 SH       DEFINED 1 5              0        0  2657900 
SHOP AT HOME INC               COM NEW          825066301       22     10900 SH       DEFINED 2            10900        0        0 
SHURGARD STORAGE CTRS INC      COM              82567D104     2785     92400 SH       DEFINED 2            92400        0        0 
SICOR INC                      COM              825846108     3168    167700 SH       DEFINED 1 5          22200        0   145500 
SIEBEL SYS INC                 COM              826170102   122111   9384700 SH       DEFINED 1 5          13700        0  9371000 
SIEBEL SYS INC                 COM              826170102     6897    530169 SH       DEFINED 2           437269        0    92900 
SIGMA ALDRICH CORP             COM              826552101    27735    613600 SH       DEFINED 1 5              0        0   613600 
SIGMA ALDRICH CORP             COM              826552101     2668     59031 SH       DEFINED 2            59031        0        0 
SIGMA ALDRICH CORP             COM              826552101       21       460 SH       DEFINED 3              460        0        0 
SIGMATRON INTL INC             COM              82661L101      165    220000 SH       DEFINED 1 5              0        0   220000 
SILENT WITNESS ENTERPRISES LTD COM NEW          826906307     2778    389800 SH       DEFINED 1 5              0        0   389800 
SILICON LABORATORIES INC       COM              826919102    33870   2456110 SH       DEFINED 1 5              0        0  2456110 
SILICON LABORATORIES INC       COM              826919102      423     30700 SH       DEFINED 2            23200        0     7500 
SILGAN HOLDINGS INC            COM              827048109    21096   1152800 SH       DEFINED 1 5              0        0  1152800 
SILGAN HOLDINGS INC            COM              827048109      269     14700 SH       DEFINED 2            14700        0        0 
SILICON STORAGE TECHNOLOGY INC COM              827057100     1808    390500 SH       DEFINED 1 5            153        0   390347 
SILICON STORAGE TECHNOLOGY INC COM              827057100       24      5100 SH       DEFINED 2             4891        0      209 
SILICON VY BANCSHARES          COM              827064106    40299   1995000 SH       DEFINED 1 5           2700        0  1992300 
SILICON VY BANCSHARES          COM              827064106    25471   1260950 SH       DEFINED 2          1260950        0        0 
SILICONIX INC                  COM NEW          827079203    22511   1083800 SH       DEFINED 1 5              0        0  1083800 
SILICONIX INC                  COM NEW          827079203        0         0 SH       DEFINED 2                0        0        0 
SILICONWARE PRECISION INDS LTD SPONSD ADR SPL   827084864     5178   2146600 SH       DEFINED 1 5              0        0  2146600 
SILVERSTREAM SOFTWARE INC      COM              827907106     1079    290000 SH       DEFINED 1 5              0        0   290000 
SILVERSTREAM SOFTWARE INC      COM              827907106       96     25700 SH       DEFINED 2            25700        0        0 
SIMON PPTY GROUP INC NEW       COM              828806109    84285   3132100 SH       DEFINED 1 5              0        0  3132100 
SIMON PPTY GROUP INC NEW       COM              828806109    19328    718264 SH       DEFINED 2           690264        0    28000 
SIMPLEX SOLUTIONS INC          COM              828854109       95      6300 SH       DEFINED 1 5              0        0     6300 
SIMPSON MANUFACTURING CO INC   COM              829073105      138      2600 SH       DEFINED 1 5              0        0     2600 
SINCLAIR BROADCAST GROUP INC   CL A             829226109        6       800 SH       DEFINED 1 5              0        0      800 
SIPEX CORP                     COM              829909100      773    119700 SH       DEFINED 1 5          19100        0   100600 
SIX FLAGS INC                  COM              83001P109    73276   5991505 SH       DEFINED 1 5           1115        0  5990390 
SIX FLAGS INC                  COM              83001P109     4831    394997 SH       DEFINED 2           356647        0    38350 
SKECHERS U S A INC             CL A             830566105        4       300 SH       DEFINED 1 5              0        0      300 
SKECHERS U S A INC             CL A             830566105        4       360 SH       DEFINED 2              360        0        0 
SKILLSOFT CORP                 COM              83066P101       75      4710 SH       DEFINED 1 5           4710        0        0 
SKILLSOFT CORP                 COM              83066P101        3       200 SH       DEFINED 2              200        0        0 
SKYWEST INC                    COM              830879102   122657   7335942 SH       DEFINED 1 5        1046134        0  6289808 
SKYWEST INC                    COM              830879102     7123    426038 SH       DEFINED 2           391638        0    34400 
SMARTFORCE PUB LTD CO          SPONSORED ADR    83170A206    54172   3311220 SH       DEFINED 1 5            420        0  3310800 
SMARTFORCE PUB LTD CO          SPONSORED ADR    83170A206      558     34100 SH       DEFINED 2            34100        0        0 
SMITH & NEPHEW PLC             SPDN ADR NEW     83175M205      208      4100 SH       DEFINED 1 5              0        0     4100 
SMITH INTL INC                 COM              832110100   213695   5870744 SH       DEFINED 1 5           2600        0  5868144 
SMITH INTL INC                 COM              832110100    45937   1262000 SH       DEFINED 2          1261500        0      500 
SMITH INTL INC                 COM              832110100       16       430 SH       DEFINED 3              430        0        0 
SMITH CHARLES E RESDNTL RLTY   COM              832197107    12000    233000 SH       DEFINED 1 5              0        0   233000 
SMITH CHARLES E RESDNTL RLTY   COM              832197107     4877     94700 SH       DEFINED 2            94700        0        0 
SMITHFIELD FOODS INC           COM              832248108   114285   5429200 SH       DEFINED 1 5          62400        0  5366800 
SMITHFIELD FOODS INC           COM              832248108     5869    278800 SH       DEFINED 2           278800        0        0 
SMURFIT-STONE CONTAINER CORP   COM              832727101    89655   6776650 SH       DEFINED 1 5          24510        0  6752140 
SMURFIT-STONE CONTAINER CORP   COM              832727101     8666    655035 SH       DEFINED 2           647335        0     7700 
SNAP ON INC                    COM              833034101   159409   7138801 SH       DEFINED 1 5              0        0  7138801 
SNAP ON INC                    COM              833034101    31934   1430091 SH       DEFINED 2          1408191        0    21900 
SNAP ON INC                    COM              833034101       11       500 SH       DEFINED 3              500        0        0 
SOFTWARE SPECTRUM INC          COM              833960107      395     36200 SH       DEFINED 1 5              0        0    36200 
SOLECTRON CORP                 COM              834182107    58966   5061500 SH       DEFINED 1 5          61500        0  5000000 
SOLECTRON CORP                 COM              834182107     5921    508253 SH       DEFINED 2           508253        0        0 
SOLECTRON CORP                 COM              834182107       14      1200 SH       DEFINED 3             1200        0        0 
SOLECTRON CORP                 SR LYON ZERO  20 834182AK3   148688 298870000PRN       DEFINED 1 5              0        0        0 
SOLECTRON CORP                 SR LYON ZERO  20 834182AK3     5865  11789000PRN       DEFINED 2                0        0        0 
SOLUTIA INC                    COM              834376105   164438  13261090 SH       DEFINED 1 5         446180        0 12814910 
SOLUTIA INC                    COM              834376105    25416   2049700 SH       DEFINED 2          2035900        0    13800 
SOLUTIA INC                    COM              834376105        6       460 SH       DEFINED 3              460        0        0 
SONIC CORP                     COM              835451105    88707   2925700 SH       DEFINED 1 5              0        0  2925700 
SONIC CORP                     COM              835451105    10578    348875 SH       DEFINED 2           348875        0        0 
SONIC AUTOMOTIVE INC           CL A             83545G102    48749   3584495 SH       DEFINED 1 5        2367190        0  1217305 
SONIC AUTOMOTIVE INC           CL A             83545G102     6837    502700 SH       DEFINED 2           499900        0     2800 
SONICWALL INC                  COM              835470105     7913    666100 SH       DEFINED 1 5              0        0   666100 
SONICWALL INC                  COM              835470105      530     44600 SH       DEFINED 2            17700        0    26900 
SONOCO PRODS CO                COM              835495102      120      5100 SH       DEFINED 1 5              0        0     5100 
SONY CORP                      ADR NEW          835699307    67947   2046600 SH       DEFINED 1 5              0        0  2046600 
SONY CORP                      ADR NEW          835699307     9625    289920 SH       DEFINED 2           217900        0    72020 
SONY CORP                      ADR NEW          835699307       29       875 SH       DEFINED 3              875        0        0 
SONUS NETWORKS INC             COM              835916107    42049  14016190 SH       DEFINED 1 5          95200        0 13920990 
SONUS NETWORKS INC             COM              835916107      275     91500 SH       DEFINED 2            38500        0    53000 
SOURCE INFORMATION MGMT CO     COM NEW          836151209     6180   1765800 SH       DEFINED 1 5              0        0  1765800 
SOUTHERN CO                    COM              842587107   528865  22054400 SH       DEFINED 1 5              0        0 22054400 
SOUTHERN CO                    COM              842587107    39588   1650896 SH       DEFINED 2          1633896        0    17000 
SOUTHERN CO                    COM              842587107      317     13206 SH       DEFINED 3            13206        0        0 
SOUTHERN ENERGY HOMES INC      COM              842814105     2708   1425100 SH       DEFINED 1 5              0        0  1425100 
SOUTHERN UN CO NEW             COM              844030106    12181    582005 SH       DEFINED 1 5              0        0   582005 
SOUTHTRUST CORP                COM              844730101   249191   9783710 SH       DEFINED 1 5         143300        0  9640410 
SOUTHTRUST CORP                COM              844730101    11716    459996 SH       DEFINED 2           398696        0    61300 
SOUTHTRUST CORP                COM              844730101       18       724 SH       DEFINED 3              724        0        0 
SOUTHWEST AIRLS CO             COM              844741108   414792  27950970 SH       DEFINED 1 5        1000000        0 26950970 
SOUTHWEST AIRLS CO             COM              844741108     8825    594684 SH       DEFINED 2           594684        0        0 
SOUTHWEST AIRLS CO             COM              844741108        1        45 SH       DEFINED 3               45        0        0 
SOUTHWEST BANCORPORATION TEX   COM              84476R109     5950    200000 SH       DEFINED 1 5              0        0   200000 
SOUTHWEST BANCORPORATION TEX   COM              84476R109     1324     44500 SH       DEFINED 2            44500        0        0 
SOUTHWESTERN ENERGY CO         COM              845467109    14098   1189700 SH       DEFINED 1 5              0        0  1189700 
SOUTHWESTERN ENERGY CO         COM              845467109    15720   1326600 SH       DEFINED 2          1326600        0        0 
SOVEREIGN BANCORP INC          COM              845905108     4771    502200 SH       DEFINED 1 5              0        0   502200 
SPACEHAB INC                   COM              846243103      140     90000 SH       DEFINED 1 5              0        0    90000 
SPACEHAB INC                   SB NT CV 144A 07 846243AA1     1450   2500000PRN       DEFINED 1 5              0        0        0 
SPARTECH CORP                  COM NEW          847220209    21234   1026800 SH       DEFINED 1 5              0        0  1026800 
SPECTRASITE HLDGS INC          COM              84760T100    26874  11150970 SH       DEFINED 1 5              0        0 11150970 
SPECTRASITE HLDGS INC          COM              84760T100     3013   1250300 SH       DEFINED 2          1249400        0      900 
SPECTRUM CTL INC               COM              847615101      499    106000 SH       DEFINED 1 5              0        0   106000 
SPEECHWORKS INTL INC           COM              84764M101     3209    650900 SH       DEFINED 1 5              0        0   650900 
SPIEGEL INC                    CL A             848457107       15      2100 SH       DEFINED 1 5           2100        0        0 
SPIEGEL INC                    CL A             848457107        9      1300 SH       DEFINED 2             1300        0        0 
SPINNAKER EXPL CO              COM              84855W109    42453   1199920 SH       DEFINED 1 5          12290        0  1187630 
SPINNAKER EXPL CO              COM              84855W109    15479    437500 SH       DEFINED 2           437000        0      500 
SPORTSLINE COM INC             COM              848934105       60     44800 SH       DEFINED 1 5              0        0    44800 
SPRINT CORP                    COM FON GROUP    852061100   312645  13021440 SH       DEFINED 1 5           3500        0 13017940 
SPRINT CORP                    COM FON GROUP    852061100    20957    872836 SH       DEFINED 2           818236        0    54600 
SPRINT CORP                    COM FON GROUP    852061100      114      4740 SH       DEFINED 3             4740        0        0 
SPRINT CORP                    PCS COM SER 1    852061506   855285  32532730 SH       DEFINED 1 5          56350        0 32476380 
SPRINT CORP                    PCS COM SER 1    852061506    30654   1166000 SH       DEFINED 2          1087300        0    78700 
SPRINT CORP                    PCS COM SER 1    852061506       58      2200 SH       DEFINED 3             2200        0        0 
STAMPS COM INC                 COM              852857101        4      1800 SH       DEFINED 1 5              0        0     1800 
STANCORP FINL GROUP INC        COM              852891100      397      8200 SH       DEFINED 1 5              0        0     8200 
STANDARD COML CORP             COM              853258101    18862   1146600 SH       DEFINED 1 5              0        0  1146600 
STANDARD PAC CORP NEW          COM              85375C101    19597   1004470 SH       DEFINED 1 5            564        0  1003906 
STANDARD PAC CORP NEW          COM              85375C101    10898    558600 SH       DEFINED 2           521531        0    37069 
STANLEY FURNITURE INC          COM NEW          854305208    16281    675000 SH       DEFINED 1 5              0        0   675000 
STANLEY WKS                    COM              854616109    87439   2392308 SH       DEFINED 1 5              0        0  2392308 
STANLEY WKS                    COM              854616109   128740   3522300 SH       DEFINED 2          3516300        0     6000 
STANLEY WKS                    COM              854616109       22       600 SH       DEFINED 3              600        0        0 
STAPLES INC                    COM              855030102   788720  59080118 SH       DEFINED 1 5          12915        0 59067203 
STAPLES INC                    COM              855030102    26648   1996104 SH       DEFINED 2          1626154        0   369950 
STAPLES INC                    COM              855030102       54      4024 SH       DEFINED 3             4024        0        0 
STARBUCKS CORP                 COM              855244109    68250   4568250 SH       DEFINED 1 5           2200        0  4566050 
STARBUCKS CORP                 COM              855244109     4355    291514 SH       DEFINED 2           291514        0        0 
STARBUCKS CORP                 COM              855244109       69      4600 SH       DEFINED 3             4600        0        0 
STARTEK INC                    COM              85569C107     5606    320500 SH       DEFINED 1 5              0        0   320500 
STARTEK INC                    COM              85569C107     3174    181500 SH       DEFINED 2           181500        0        0 
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203   341286  15513004 SH       DEFINED 1 5        1299450        0 14213554 
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203    14196    645288 SH       DEFINED 2           611388        0    33900 
STATE STR CORP                 COM              857477103   110017   2417960 SH       DEFINED 1 5         208500        0  2209460 
STATE STR CORP                 COM              857477103    18208    400180 SH       DEFINED 2           363080        0    37100 
STATE STR CORP                 COM              857477103      115      2520 SH       DEFINED 3             2520        0        0 
STATEN IS BANCORP INC          COM              857550107     3567    144700 SH       DEFINED 1 5              0        0   144700 
STATION CASINOS INC            COM              857689103      291     34700 SH       DEFINED 1 5              0        0    34700 
STEAK N SHAKE CO               COM              857873103     8044    812500 SH       DEFINED 1 5              0        0   812500 
STEEL DYNAMICS INC             COM              858119100    20339   2056500 SH       DEFINED 1 5              0        0  2056500 
STEEL DYNAMICS INC             COM              858119100      395     39900 SH       DEFINED 2            39900        0        0 
STEELCASE INC                  CL A             858155203     4290    341300 SH       DEFINED 1 5              0        0   341300 
STEIN MART INC                 COM              858375108    24365   2971300 SH       DEFINED 1 5              0        0  2971300 
STELLENT INC                   COM              85856W105    23434   1627380 SH       DEFINED 1 5            430        0  1626950 
STELLENT INC                   COM              85856W105     2166    150400 SH       DEFINED 2           150400        0        0 
STEPHAN CO                     COM              858603103     1361    453500 SH       DEFINED 1 5              0        0   453500 
STERICYCLE INC                 COM              858912108      388      9300 SH       DEFINED 1 5              0        0     9300 
STERICYCLE INC                 COM              858912108       13       300 SH       DEFINED 2              300        0        0 
STERIS CORP                    COM              859152100    29772   1514320 SH       DEFINED 1 5              0        0  1514320 
STERIS CORP                    COM              859152100    30811   1567200 SH       DEFINED 2          1553504        0    13696 
STERLING BANCORP               COM              859158107    25082    872400 SH       DEFINED 1 5              0        0   872400 
STERLING BANCORP               COM              859158107     1485     51644 SH       DEFINED 2            51644        0        0 
STEWART & STEVENSON SVCS INC   COM              860342104    32721   1358860 SH       DEFINED 1 5          65100        0  1293760 
STEWART ENTERPRISES INC        CL A             860370105      870    150000 SH       DEFINED 1 5              0        0   150000 
STEWART INFORMATION SVCS CORP  COM              860372101      519     26600 SH       DEFINED 1 5          26600        0        0 
STEWART INFORMATION SVCS CORP  COM              860372101       16       800 SH       DEFINED 2              800        0        0 
STILLWATER MNG CO              COM              86074Q102    24073   1196460 SH       DEFINED 1 5           3220        0  1193240 
STILLWATER MNG CO              COM              86074Q102     2286    113600 SH       DEFINED 2           113600        0        0 
STILWELL FINL INC              COM              860831106    10371    531830 SH       DEFINED 1 5           5700        0   526130 
STILWELL FINL INC              COM              860831106     3657    187548 SH       DEFINED 2           185848        0     1700 
STMICROELECTRONICS N V         NY REGISTRY      861012102   119226   5547980 SH       DEFINED 1 5         114500        0  5433480 
STMICROELECTRONICS N V         NY REGISTRY      861012102     1728     80400 SH       DEFINED 2                0        0    80400 
STOCKERYALE INC                COM NEW          86126T203       95     11390 SH       DEFINED 1 5           3400        0     7990 
STONERIDGE INC                 COM              86183P102     5809    829900 SH       DEFINED 1 5              0        0   829900 
STORA ENSO CORP                SPON ADR REP R   86210M106       65      5643 SH       DEFINED 1 5              0        0     5643 
STORA ENSO CORP                SPON ADR REP R   86210M106       15      1267 SH       DEFINED 3             1267        0        0 
STORAGE TECHNOLOGY CORP        COM PAR $0.10    862111200     2968    236500 SH       DEFINED 1 5          31100        0   205400 
STORAGENETWORKS INC            COM              86211E103       84     21100 SH       DEFINED 1 5          21100        0        0 
STRATEGIC GLOBAL INCOME FD     COM              862719101     7455    672200 SH       DEFINED 1 5              0        0   672200 
STRATOS LIGHTWAVE INC          COM              863100103      312     90500 SH       DEFINED 1 5              0        0    90500 
STRATTEC SEC CORP              COM              863111100    15269    528700 SH       DEFINED 1 5              0        0   528700 
STRATTEC SEC CORP              COM              863111100      471     16300 SH       DEFINED 2            16300        0        0 
STRAYER ED INC                 COM              863236105    61798   1385600 SH       DEFINED 1 5              0        0  1385600 
STRIDE RITE CORP               COM              863314100     6827   1092310 SH       DEFINED 1 5          19510        0  1072800 
STRIDE RITE CORP               COM              863314100     9770   1563200 SH       DEFINED 2          1563200        0        0 
STRYKER CORP                   COM              863667101   142411   2692080 SH       DEFINED 1 5          22100        0  2669980 
STRYKER CORP                   COM              863667101    11900    224950 SH       DEFINED 2           184250        0    40700 
STRYKER CORP                   COM              863667101       51       955 SH       DEFINED 3              955        0        0 
STUDENT LN CORP                COM              863902102      141      2000 SH       DEFINED 1 5              0        0     2000 
SUIZA FOODS CORP               COM              865077101     6060     95980 SH       DEFINED 1 5           2566        0    93414 
SUIZA FOODS CORP               COM              865077101        0         0 SH       DEFINED 2                0        0        0 
SULZER MEDICA                  SPONSORED ADR    865580104     8458   1626500 SH       DEFINED 1 5          96200        0  1530300 
SUN COMMUNITIES INC            COM              866674104    21394    583731 SH       DEFINED 1 5              0        0   583731 
SUN COMMUNITIES INC            COM              866674104    45725   1247600 SH       DEFINED 2          1247600        0        0 
SUN LIFE FINL SVCS CDA INC     COM              866796105   337524  16666590 SH       DEFINED 1 5       15008360        0  1658230 
SUN LIFE FINL SVCS CDA INC     COM              866796105     2327    115600 SH       DEFINED 2           115600        0        0 
SUN MICROSYSTEMS INC           COM              866810104   681051  82351970 SH       DEFINED 1 5         615200        0 81736770 
SUN MICROSYSTEMS INC           COM              866810104    81135   9810822 SH       DEFINED 2          8921702        0   889120 
SUN MICROSYSTEMS INC           COM              866810104      223     26992 SH       DEFINED 3            26992        0        0 
SUNCOR ENERGY INC              COM              867229106   376164  13486100 SH       DEFINED 1 5        1064370        0 12421730 
SUNCOR ENERGY INC              COM              867229106    36041   1292600 SH       DEFINED 2          1212600        0    80000 
SUNCOR ENERGY INC              COM              867229106     3800    136300 SH       DEFINED 3           136300        0        0 
SUNGARD DATA SYS INC           COM              867363103   389229  16655090 SH       DEFINED 1 5         181200        0 16473890 
SUNGARD DATA SYS INC           COM              867363103     9547    408500 SH       DEFINED 2           269600        0   138900 
SUNGARD DATA SYS INC           COM              867363103       13       572 SH       DEFINED 3              572        0        0 
SUNOCO INC                     COM              86764P109    12783    359080 SH       DEFINED 1 5          52380        0   306700 
SUNOCO INC                     COM              86764P109     2331     65487 SH       DEFINED 2            65487        0        0 
SUNOCO INC                     COM              86764P109       49      1384 SH       DEFINED 3             1384        0        0 
SUNRISE ASSISTED LIVING INC    COM              86768K106     5809    224890 SH       DEFINED 1 5           1790        0   223100 
SUNRISE ASSISTED LIVING INC    SUB NT CV 5.5%02 86768KAC0     3410   3410000PRN       DEFINED 2                0        0        0 
SUNTRUST BKS INC               COM              867914103   132415   1988209 SH       DEFINED 1 5          29800        0  1958409 
SUNTRUST BKS INC               COM              867914103    27683    415654 SH       DEFINED 2           346154        0    69500 
SUNTRUST BKS INC               COM              867914103       47       700 SH       DEFINED 3              700        0        0 
SUPERGEN INC                   COM              868059106       47      6710 SH       DEFINED 1 5           1810        0     4900 
SUPERIOR ENERGY SVCS INC       COM              868157108     8073   1368400 SH       DEFINED 1 5             54        0  1368346 
SUPERIOR ENERGY SVCS INC       COM              868157108     3068    519900 SH       DEFINED 2           519900        0        0 
SUPERIOR INDS INTL INC         COM              868168105     7345    221160 SH       DEFINED 1 5              0        0   221160 
SUPERIOR INDS INTL INC         COM              868168105     3793    114200 SH       DEFINED 2           114200        0        0 
SUPERVALU INC                  COM              868536103     4828    238660 SH       DEFINED 1 5          44100        0   194560 
SUPERVALU INC                  COM              868536103     2091    103369 SH       DEFINED 2           103369        0        0 
SUPERVALU INC                  COM              868536103        4       200 SH       DEFINED 3              200        0        0 
SUPREMA SPECIALTIES INC        COM              86859F107     5345    547100 SH       DEFINED 1 5              0        0   547100 
SURMODICS INC                  COM              868873100      971     24300 SH       DEFINED 1 5              0        0    24300 
SURMODICS INC                  COM              868873100     1382     34600 SH       DEFINED 2            34600        0        0 
SWIFT ENERGY CO                COM              870738101    17612    854101 SH       DEFINED 1 5              0        0   854101 
SWIFT TRANSN CO                COM              870756103   207970  11749723 SH       DEFINED 1 5              0        0 11749723 
SWIFT TRANSN CO                COM              870756103    16079    908395 SH       DEFINED 2           908395        0        0 
SYBASE INC                     COM              871130100    51027   5486740 SH       DEFINED 1 5          29700        0  5457040 
SYBASE INC                     COM              871130100    26188   2815900 SH       DEFINED 2          2782700        0    33200 
SYBRON DENTAL SPECIALTIES INC  COM              871142105    50775   2729816 SH       DEFINED 1 5          84600        0  2645216 
SYBRON DENTAL SPECIALTIES INC  COM              871142105     4098    220300 SH       DEFINED 2           220300        0        0 
SYCAMORE NETWORKS INC          COM              871206108     1395    401000 SH       DEFINED 1 5              0        0   401000 
SYLVAN INC                     COM              871371100     4433    385100 SH       DEFINED 1 5              0        0   385100 
SYLVAN LEARNING SYS INC        COM              871399101     4695    205000 SH       DEFINED 1 5              0        0   205000 
SYMANTEC CORP                  COM              871503108    14412    415700 SH       DEFINED 1 5              0        0   415700 
SYMBOL TECHNOLOGIES INC        COM              871508107    55821   5321350 SH       DEFINED 1 5          31850        0  5289500 
SYMBOL TECHNOLOGIES INC        COM              871508107    18325   1746877 SH       DEFINED 2          1501590        0   245287 
SYMBOL TECHNOLOGIES INC        COM              871508107      113     10759 SH       DEFINED 3            10759        0        0 
SYNAVANT INC                   COM              87157A105      107     35560 SH       DEFINED 1 5           3250        0    32310 
SYNAVANT INC                   COM              87157A105        4      1310 SH       DEFINED 2             1310        0        0 
SYNCOR INTL CORP DEL           COM              87157J106     6554    205900 SH       DEFINED 1 5              0        0   205900 
SYNCOR INTL CORP DEL           COM              87157J106     1038     32600 SH       DEFINED 2            32200        0      400 
SYNOPSYS INC                   COM              871607107    41360   1031170 SH       DEFINED 1 5          32500        0   998670 
SYNOPSYS INC                   COM              871607107      862     21500 SH       DEFINED 2             5300        0    16200 
SYNGENTA AG                    SPONSORED ADR    87160A100     1995    200059 SH       DEFINED 1 5             59        0   200000 
SYNQUEST INC                   COM              87160X100      511   1460000 SH       DEFINED 1 5              0        0  1460000 
SYNOVUS FINL CORP              COM              87161C105   294607  10674165 SH       DEFINED 1 5           2600        0 10671565 
SYNOVUS FINL CORP              COM              87161C105    36266   1313976 SH       DEFINED 2          1280776        0    33200 
SYNOVUS FINL CORP              COM              87161C105       33      1207 SH       DEFINED 3             1207        0        0 
SYSCO CORP                     COM              871829107   321775  12598866 SH       DEFINED 1 5         232000        0 12366866 
SYSCO CORP                     COM              871829107    17177    672565 SH       DEFINED 2           575865        0    96700 
SYSCO CORP                     COM              871829107      269     10519 SH       DEFINED 3            10519        0        0 
TBC CORP                       COM              872180104    19612   1985000 SH       DEFINED 1 5              0        0  1985000 
TBC CORP                       COM              872180104        8       800 SH       DEFINED 2              800        0        0 
TB WOODS CORP                  COM              872226105     6046    671800 SH       DEFINED 1 5              0        0   671800 
TCF FINL CORP                  COM              872275102    27608    599400 SH       DEFINED 1 5          17000        0   582400 
TCF FINL CORP                  COM              872275102     2579     56000 SH       DEFINED 2            56000        0        0 
TDK CORP                       AMERN DEP SH     872351408       50      1200 SH       DEFINED 3             1200        0        0 
TD WATERHOUSE GRP INC          COM              872362108     8414   1370300 SH       DEFINED 1 5              0        0  1370300 
TECO ENERGY INC                COM              872375100     6458    238300 SH       DEFINED 1 5          62000        0   176300 
TECO ENERGY INC                COM              872375100      848     31300 SH       DEFINED 2                0        0    31300 
THQ INC                        COM NEW          872443403    29782    690200 SH       DEFINED 1 5           9700        0   680500 
TJX COS INC NEW                COM              872540109   304527   9256130 SH       DEFINED 1 5              0        0  9256130 
TJX COS INC NEW                COM              872540109     7201    218883 SH       DEFINED 2           218883        0        0 
T / R SYS INC                  COM              87263U102      568    260500 SH       DEFINED 1 5              0        0   260500 
TRW INC                        COM              872649108   197796   6633013 SH       DEFINED 1 5              0        0  6633013 
TRW INC                        COM              872649108    14281    478913 SH       DEFINED 2           425813        0    53100 
TRW INC                        COM              872649108       52      1728 SH       DEFINED 3             1728        0        0 
TMP WORLDWIDE INC              COM              872941109    76460   2693200 SH       DEFINED 1 5              0        0  2693200 
TMP WORLDWIDE INC              COM              872941109     3148    110900 SH       DEFINED 2            94200        0    16700 
TTM TECHNOLOGIES  INC          COM              87305R109       18      2885 SH       DEFINED 1 5              0        0     2885 
TTM TECHNOLOGIES  INC          COM              87305R109     1206    195100 SH       DEFINED 2           195100        0        0 
TXU CORP                       COM              873168108    35431    765300 SH       DEFINED 1 5          63400        0   701900 
TXU CORP                       COM              873168108    10045    216867 SH       DEFINED 2           200567        0    16300 
TXU CORP                       COM              873168108      112      2409 SH       DEFINED 3             2409        0        0 
TAITRON COMPONENTS INC         CL A             874028103      957    472500 SH       DEFINED 1 5              0        0   472500 
TAIWAN FD INC                  COM              874036106     3907    514700 SH       DEFINED 1 5              0        0   514700 
TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    874039100   329523  34723160 SH       DEFINED 1 5          87780        0 34635380 
TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    874039100    10546   1111300 SH       DEFINED 2          1097700        0    13600 
TAKE-TWO INTERACTIVE SOFTWARE  COM              874054109    22618   3199160 SH       DEFINED 1 5         571040        0  2628120 
TAKE-TWO INTERACTIVE SOFTWARE  COM              874054109     3020    427200 SH       DEFINED 2           422700        0     4500 
TALBOTS INC                    COM              874161102    24857   1107200 SH       DEFINED 1 5          68570        0  1038630 
TALBOTS INC                    COM              874161102      700     31200 SH       DEFINED 2                0        0    31200 
TALISMAN ENERGY INC            COM              87425E103   168097   4908610 SH       DEFINED 1 5         582080        0  4326530 
TALISMAN ENERGY INC            COM              87425E103     4828    141040 SH       DEFINED 2            40940        0   100100 
TALX CORP                      COM              874918105       23      1100 SH       DEFINED 1 5           1100        0        0 
TANDY BRANDS ACCESSORIES INC   COM              875378101     3184    548900 SH       DEFINED 1 5              0        0   548900 
TANOX INC                      COM              87588Q109    31097   2105450 SH       DEFINED 1 5              0        0  2105450 
TARGET CORP                    COM              87612E106   688214  21676020 SH       DEFINED 1 5              0        0 21676020 
TARGET CORP                    COM              87612E106    23919    753364 SH       DEFINED 2           747164        0     6200 
TARGET CORP                    COM              87612E106      137      4325 SH       DEFINED 3             4325        0        0 
TASTY BAKING CO                COM              876553306     4042    239200 SH       DEFINED 1 5              0        0   239200 
TASTY BAKING CO                COM              876553306     2189    129500 SH       DEFINED 2           129500        0        0 
TAUBMAN CTRS INC               COM              876664103     3700    296000 SH       DEFINED 1 5              0        0   296000 
TAUBMAN CTRS INC               COM              876664103    28621   2289700 SH       DEFINED 2          2289700        0        0 
TECH DATA CORP                 COM              878237106   269716   7116526 SH       DEFINED 1 5          59100        0  7057426 
TECH DATA CORP                 COM              878237106    28502    752040 SH       DEFINED 2           749340        0     2700 
TECH DATA CORP                 COM              878237106       11       300 SH       DEFINED 3              300        0        0 
TECHNE CORP                    COM              878377100    82281   2795810 SH       DEFINED 1 5              0        0  2795810 
TECHNE CORP                    COM              878377100     6910    234800 SH       DEFINED 2           234800        0        0 
TECHNITROL INC                 COM              878555101     7051    316200 SH       DEFINED 1 5              0        0   316200 
TECHNOLOGY SOLUTIONS CO        COM              87872T108     8322   3962700 SH       DEFINED 1 5         110600        0  3852100 
TECHNOLOGY SOLUTIONS CO        COM              87872T108      537    255800 SH       DEFINED 2           255800        0        0 
TEKTRONIX INC                  COM              879131100    84258   4817500 SH       DEFINED 1 5          67100        0  4750400 
TEKTRONIX INC                  COM              879131100    10134    579397 SH       DEFINED 2           511597        0    67800 
TELE NORTE LESTE PART S A      SPON ADR PFD     879246106     3307    365412 SH       DEFINED 1 5          26800        0   338612 
TELECOMM ARGENTINA STET-FRANCE SPON ADR REP B   879273209     2437    280400 SH       DEFINED 1 5          21200        0   259200 
TELECOM ITALIA SPA             SPON ADR ORD     87927W106        4        55 SH       DEFINED 3               55        0        0 
TELECORP PCS INC NEW           CL A             879300101    28773   2603870 SH       DEFINED 1 5         435290        0  2168580 
TELECORP PCS INC NEW           CL A             879300101    15536   1405985 SH       DEFINED 2          1400985        0     5000 
TELEFLEX INC                   COM              879369106    21181    566500 SH       DEFINED 1 5              0        0   566500 
TELEFONICA S A                 SPONSORED ADR    879382208    45052   1327000 SH       DEFINED 1 5              0        0  1327000 
TELEFONICA S A                 SPONSORED ADR    879382208       23       680 SH       DEFINED 3              680        0        0 
TELEFONOS DE MEXICO S A        SPON ADR A SHS   879403707        4       140 SH       DEFINED 3              140        0        0 
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780   121593   3765666 SH       DEFINED 1 5          91675        0  3673991 
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780      180      5574 SH       DEFINED 3             5574        0        0 
TELEPHONE & DATA SYS INC       COM              879433100     2862     30350 SH       DEFINED 1 5              0        0    30350 
TELESP CELULAR PART S A        SPON ADR PFD     87952L108      132     25680 SH       DEFINED 1 5           1480        0    24200 
TELESP CELULAR PART S A        SPON ADR PFD     87952L108      634    120100 SH       DEFINED 2           115100        0     5000 
TELIK INC                      COM              87959M109     1950    300000 SH       DEFINED 1 5              0        0   300000 
TELIK INC                      COM              87959M109     1950    300000 SH       DEFINED 2           300000        0        0 
TELLABS INC                    COM              879664100     3157    319506 SH       DEFINED 2           319506        0        0 
TELLABS INC                    COM              879664100        2       162 SH       DEFINED 3              162        0        0 
TELLIUM INC                    COM              87967E107    57392  11641370 SH       DEFINED 1 5           2500        0 11638870 
TELLIUM INC                    COM              87967E107     2073    420500 SH       DEFINED 2           320100        0   100400 
TEMPLE INLAND INC              COM              879868107    45854    965557 SH       DEFINED 1 5           2500        0   963057 
TEMPLE INLAND INC              COM              879868107    18309    385528 SH       DEFINED 2           379728        0     5800 
TEMPLE INLAND INC              COM              879868107        7       146 SH       DEFINED 3              146        0        0 
TEMPLETON DRAGON FD INC        COM              88018T101    10464   1609900 SH       DEFINED 1 5              0        0  1609900 
TEMPLETON CHINA WORLD FD INC   COM              88018X102     4370    588900 SH       DEFINED 1 5              0        0   588900 
TEMPLETON GLOBAL INCOME FD INC COM              880198106    13978   2102000 SH       DEFINED 1 5              0        0  2102000 
TENET HEALTHCARE CORP          COM              88033G100  1003913  16830065 SH       DEFINED 1 5         349370        0 16480695 
TENET HEALTHCARE CORP          COM              88033G100   139671   2341517 SH       DEFINED 2          2133076        0   208441 
TENET HEALTHCARE CORP          COM              88033G100       16       273 SH       DEFINED 3              273        0        0 
TENNANT CO                     COM              880345103      658     18800 SH       DEFINED 1 5              0        0    18800 
TENNECO AUTOMOTIVE INC         COM              880349105       71     34000 SH       DEFINED 1 5              0        0    34000 
TERADYNE INC                   COM              880770102   365193  18727828 SH       DEFINED 1 5         543870        0 18183958 
TERADYNE INC                   COM              880770102    51469   2639428 SH       DEFINED 2          2551028        0    88400 
TERADYNE INC                   COM              880770102        7       360 SH       DEFINED 3              360        0        0 
TERAYON COMMUNICATION SYS      COM              880775101     6459    898390 SH       DEFINED 1 5         102300        0   796090 
TERAYON COMMUNICATION SYS      SB NT CONV  5%07 880775AC5    37610  75980000PRN       DEFINED 1 5              0        0        0 
TERAYON COMMUNICATION SYS      SB NT CONV  5%07 880775AC5       40     80000PRN       DEFINED 2                0        0        0 
TEREX CORP NEW                 COM              880779103    16126    905470 SH       DEFINED 1 5           3860        0   901610 
TEREX CORP NEW                 COM              880779103     6896    387200 SH       DEFINED 2           387200        0        0 
TESORO PETE CORP               COM              881609101     1944    163400 SH       DEFINED 1 5              0        0   163400 
TESORO PETE CORP               COM              881609101      803     67500 SH       DEFINED 2            48100        0    19400 
TEVA PHARMACEUTICAL INDS LTD   ADR              881624209   415301   6870150 SH       DEFINED 1 5           5040        0  6865110 
TEVA PHARMACEUTICAL INDS LTD   ADR              881624209     1297     21460 SH       DEFINED 2            21460        0        0 
TETRA TECH INC NEW             COM              88162G103      332     15037 SH       DEFINED 1 5              0        0    15037 
TETRA TECH INC NEW             COM              88162G103     1341     60675 SH       DEFINED 2            60675        0        0 
TEXACO INC                     COM              881694103   814679  12533526 SH       DEFINED 1 5          59300        0 12474226 
TEXACO INC                     COM              881694103    86240   1326763 SH       DEFINED 2          1258963        0    67800 
TEXACO INC                     COM              881694103      608      9351 SH       DEFINED 3             9351        0        0 
TESMA INTL INC                 CL A SUB VTG     881908107    21509   1315000 SH       DEFINED 1 5        1315000        0        0 
TEXAS INDS INC                 COM              882491103    36881   1193570 SH       DEFINED 1 5              0        0  1193570 
TEXAS INDS INC                 COM              882491103     3183    103000 SH       DEFINED 2            98300        0     4700 
TEXAS INSTRS INC               COM              882508104  1063613  42578590 SH       DEFINED 1 5         255900        0 42322690 
TEXAS INSTRS INC               COM              882508104    72936   2919761 SH       DEFINED 2          2458661        0   461100 
TEXAS INSTRS INC               COM              882508104      142      5694 SH       DEFINED 3             5694        0        0 
TEXAS PAC LD TR                SUB CTF PROP I T 882610108      281      8000 SH       DEFINED 3             8000        0        0 
TEXAS REGL BANCSHARES INC      CL A VTG         882673106     4965    145300 SH       DEFINED 1 5              0        0   145300 
TEXTRON INC                    COM              883203101   480329  14291266 SH       DEFINED 1 5              0        0 14291266 
TEXTRON INC                    COM              883203101    10794    321163 SH       DEFINED 2           266663        0    54500 
TEXTRON INC                    COM              883203101     5470    162736 SH       DEFINED 3           162736        0        0 
THERAGENICS CORP               COM              883375107    17886   1935700 SH       DEFINED 1 5              0        0  1935700 
THERMA-WAVE INC                COM              88343A108       78      7600 SH       DEFINED 1 5              0        0     7600 
THERMO ELECTRON CORP           COM              883556102   396318  21956694 SH       DEFINED 1 5         154300        0 21802394 
THERMO ELECTRON CORP           COM              883556102    44159   2446479 SH       DEFINED 2          2278359        0   168120 
THERMO ELECTRON CORP           COM              883556102       18      1004 SH       DEFINED 3             1004        0        0 
THOMAS & BETTS CORP            COM              884315102        5       300 SH       DEFINED 1 5              0        0      300 
THOMAS & BETTS CORP            COM              884315102      794     45417 SH       DEFINED 2            45417        0        0 
THOMAS GROUP INC               COM              884402108      208     63900 SH       DEFINED 1 5              0        0    63900 
THOR INDS INC                  COM              885160101      229      8400 SH       DEFINED 1 5              0        0     8400 
THOR INDS INC                  COM              885160101      319     11700 SH       DEFINED 2            11700        0        0 
3COM CORP                      COM              885535104        6      1530 SH       DEFINED 3             1530        0        0 
3DO CO                         COM              88553W105     2671   1303000 SH       DEFINED 1 5         179300        0  1123700 
THREE FIVE SYS INC             COM              88554L108      809     50780 SH       DEFINED 1 5              0        0    50780 
THREE FIVE SYS INC             COM              88554L108      464     29100 SH       DEFINED 2            29100        0        0 
TIBCO SOFTWARE INC             COM              88632Q103       81     11100 SH       DEFINED 1 5              0        0    11100 
TIDEWATER INC                  COM              886423102   134539   5040820 SH       DEFINED 1 5           1500        0  5039320 
TIDEWATER INC                  COM              886423102      670     25100 SH       DEFINED 2             8700        0    16400 
TIDEWATER INC                  COM              886423102        9       325 SH       DEFINED 3              325        0        0 
TIER TECHNOLOGIES INC          CL B             88650Q100       26      2200 SH       DEFINED 1 5              0        0     2200 
TIFFANY & CO NEW               COM              886547108     2467    113942 SH       DEFINED 2           113942        0        0 
TIMBERLINE SOFTWARE CORP       COM              887134104     2504    456100 SH       DEFINED 1 5              0        0   456100 
TITAN CORP                     COM              888266103       19       950 SH       DEFINED 3              950        0        0 
TITAN PHARMACEUTICALS INC DEL  COM              888314101       63     10120 SH       DEFINED 1 5              0        0    10120 
TOLL BROTHERS INC              COM              889478103     8987    302910 SH       DEFINED 1 5          47400        0   255510 
TOLLGRADE COMMUNICATIONS INC   COM              889542106     3264    170000 SH       DEFINED 1 5              0        0   170000 
TOO INC                        COM              890333107      670     31910 SH       DEFINED 1 5           2810        0    29100 
TOO INC                        COM              890333107     3442    164000 SH       DEFINED 2           164000        0        0 
TOOTSIE ROLL INDS INC          COM              890516107      416     10860 SH       DEFINED 1 5           2060        0     8800 
TOPPS INC                      COM              890786106       21      2140 SH       DEFINED 1 5           2140        0        0 
TORCHMARK CORP                 COM              891027104     4826    123732 SH       DEFINED 1 5              0        0   123732 
TORCHMARK CORP                 COM              891027104     3820     97959 SH       DEFINED 2            97959        0        0 
TORONTO DOMINION BK ONT        COM NEW          891160509   144379   5818120 SH       DEFINED 1 5        5263510        0   554610 
TORONTO DOMINION BK ONT        COM NEW          891160509      490     19710 SH       DEFINED 2            19710        0        0 
TOTAL FINA ELF S A             SPONSORED ADR    89151E109   912382  13506762 SH       DEFINED 1 5          90659        0 13416103 
TOTAL FINA ELF S A             SPONSORED ADR    89151E109     5207     77085 SH       DEFINED 2            77085        0        0 
TOTAL FINA ELF S A             SPONSORED ADR    89151E109     1478     21881 SH       DEFINED 3            21881        0        0 
TOWER AUTOMOTIVE INC           COM              891707101       82     11500 SH       DEFINED 1 5              0        0    11500 
TOTAL SYS SVCS INC             COM              891906109      882     35600 SH       DEFINED 1 5              0        0    35600 
TOTAL SYS SVCS INC             COM              891906109     1035     41800 SH       DEFINED 2            41800        0        0 
TOWN & CTRY TR                 SH BEN INT       892081100     2348    118600 SH       DEFINED 1 5              0        0   118600 
TOYOTA MOTOR CORP              SP ADR REP2COM   892331307       31       600 SH       DEFINED 3              600        0        0 
TOYS R US INC                  COM              892335100   136096   7898790 SH       DEFINED 1 5           9340        0  7889450 
TOYS R US INC                  COM              892335100     2657    154231 SH       DEFINED 2           154231        0        0 
TOYS R US INC                  COM              892335100       19      1100 SH       DEFINED 3             1100        0        0 
TRAMMELL CROW CO               COM              89288R106     1333    133300 SH       DEFINED 2           133300        0        0 
TRANS LUX CORP                 SUB NT CV 7.5%06 893247AD8      393    500000PRN       DEFINED 1 5              0        0        0 
TRANSALTA CORP                 COM              89346D107     1023     74350 SH       DEFINED 1 5          74110        0      240 
TRANSATLANTIC HLDGS INC        COM              893521104     2353     27860 SH       DEFINED 1 5           1350        0    26510 
TRANSCANADA PIPELINES LTD      COM              893526103   105344   8122440 SH       DEFINED 1 5        5467610        0  2654830 
TRANSCANADA PIPELINES LTD      COM              893526103     1105     85470 SH       DEFINED 2            85470        0        0 
TRANSGENE S A                  SPONSORED ADR    89365U105     1794    815579 SH       DEFINED 1 5         449079        0   366500 
TRANSKARYOTIC THERAPIES INC    COM              893735100    26826    988440 SH       DEFINED 1 5              0        0   988440 
TRANSPORTACION MARITIMA MEXICA ADR SER L SH     893868208      216     38900 SH       DEFINED 1 5           6800        0    32100 
TRANSPRO INC                   COM              893885103     2016    660925 SH       DEFINED 1 5              0        0   660925 
TRAVELOCITY COM INC            COM              893953109     3131    235400 SH       DEFINED 1 5              0        0   235400 
TRANSWITCH CORP                COM              894065101      536    175000 SH       DEFINED 1 5              0        0   175000 
TRANSWITCH CORP                NT CONV   4.5%05 894065AB7     7816  11265000PRN       DEFINED 1 5              0        0        0 
TRANSWITCH CORP                NT CONV   4.5%05 894065AB7     1450   2090000PRN       DEFINED 2                0        0        0 
TREX INC                       COM              89531P105        0         1 SH       DEFINED 1 5              0        0        1 
TREX INC                       COM              89531P105      150      8600 SH       DEFINED 2             8600        0        0 
TRI CONTL CORP                 COM              895436103       22      1223 SH       DEFINED 3             1223        0        0 
TRIAD HOSPITALS INC            COM              89579K109    76255   2154089 SH       DEFINED 1 5          30600        0  2123489 
TRIAD HOSPITALS INC            COM              89579K109      127      3600 SH       DEFINED 2             3600        0        0 
TRIAD GTY INC                  COM              895925105    20205    578100 SH       DEFINED 1 5              0        0   578100 
TRIAD GTY INC                  COM              895925105     7172    205200 SH       DEFINED 2           205200        0        0 
TRIARC COS INC                 CL A             895927101     6849    296500 SH       DEFINED 1 5              0        0   296500 
TRICON GLOBAL RESTAURANTS      COM              895953107   310680   7921476 SH       DEFINED 1 5          14520        0  7906956 
TRICON GLOBAL RESTAURANTS      COM              895953107    14139    360497 SH       DEFINED 2           308597        0    51900 
TRICON GLOBAL RESTAURANTS      COM              895953107       23       596 SH       DEFINED 3              596        0        0 
TRIBUNE CO NEW                 COM              896047107   406585  12948562 SH       DEFINED 1 5         144840        0 12803722 
TRIBUNE CO NEW                 COM              896047107    18941    603219 SH       DEFINED 2           500619        0   102600 
TRIBUNE CO NEW                 COM              896047107      119      3800 SH       DEFINED 3             3800        0        0 
TRICOM SA                      SPON ADR REP A   89612A100     2936    516900 SH       DEFINED 1 5              0        0   516900 
TRIGON HEALTHCARE INC          COM              89618L100    58956    900085 SH       DEFINED 1 5          29535        0   870550 
TRIGON HEALTHCARE INC          COM              89618L100    21052    321400 SH       DEFINED 2           269500        0    51900 
TRIMBLE NAVIGATION LTD         COM              896239100     1237     81100 SH       DEFINED 1 5              0        0    81100 
TRINITY INDS INC               COM              896522109    10591    489200 SH       DEFINED 1 5              0        0   489200 
TRIO TECH INTL                 COM NEW          896712205      278     86800 SH       DEFINED 1 5              0        0    86800 
TRIQUINT SEMICONDUCTOR INC     COM              89674K103     4405    275500 SH       DEFINED 1 5              0        0   275500 
TRIQUINT SEMICONDUCTOR INC     COM              89674K103        3       200 SH       DEFINED 2              200        0        0 
TRIQUINT SEMICONDUCTOR INC     SUB NT CV   4%07 89674KAB9     1927   2500000PRN       DEFINED 1 5              0        0        0 
TRITON PCS HLDGS INC           CL A             89677M106    74684   1965350 SH       DEFINED 1 5          80221        0  1885129 
TRITON PCS HLDGS INC           CL A             89677M106    32622    858470 SH       DEFINED 2           845060        0    13410 
TRIUMPH GROUP INC NEW          COM              896818101      741     31800 SH       DEFINED 1 5              0        0    31800 
TRIUMPH GROUP INC NEW          COM              896818101     2316     99400 SH       DEFINED 2            99400        0        0 
TRIZETTO GROUP INC             COM              896882107    11346   1289336 SH       DEFINED 1 5        1139336        0   150000 
TRIZETTO GROUP INC             COM              896882107    10567   1200836 SH       DEFINED 4          1200836        0        0 
TRIZEC HAHN CORP               SUB VTG          896938107    26593   1476000 SH       DEFINED 1 5         332540        0  1143460 
TRIZEC HAHN CORP               SUB VTG          896938107      503     27880 SH       DEFINED 2            27880        0        0 
TRUSTMARK CORP                 COM              898402102     2789    124600 SH       DEFINED 1 5              0        0   124600 
TRUSTMARK CORP                 COM              898402102     4261    190400 SH       DEFINED 2           190400        0        0 
TULARIK INC                    COM              899165104    40639   2206230 SH       DEFINED 1 5              0        0  2206230 
TUPPERWARE CORP                COM              899896104    88897   4458230 SH       DEFINED 1 5           2500        0  4455730 
TUPPERWARE CORP                COM              899896104     3229    161959 SH       DEFINED 2           161959        0        0 
TURNSTONE SYSTEMS INC          COM              900423104     2617    872300 SH       DEFINED 1 5              0        0   872300 
TV AZTECA S A DE C V           SPONSORED ADR    901145102     3945   1024800 SH       DEFINED 1 5           3800        0  1021000 
TWIN DISC INC                  COM              901476101     3878    269300 SH       DEFINED 1 5              0        0   269300 
TWINLAB CORP                   COM              901774109      579    512300 SH       DEFINED 1 5              0        0   512300 
TYCO INTL LTD NEW              COM              902124106  3914127  86024762 SH       DEFINED 1 5        2015407        0 84009355 
TYCO INTL LTD NEW              COM              902124106   204126   4486275 SH       DEFINED 2          4140926        0   345349 
TYCO INTL LTD NEW              COM              902124106      582     12782 SH       DEFINED 3            12782        0        0 
TYCO INTL LTD NEW              LYON ZERO     20 902124AC0    18538  24800000PRN       DEFINED 1 5              0        0        0 
UAL CORP                       COM PAR $0.01    902549500      179      9820 SH       DEFINED 1 5           6520        0     3300 
UAL CORP                       COM PAR $0.01    902549500     6645    363900 SH       DEFINED 2           362100        0     1800 
UGI CORP NEW                   COM              902681105     3694    136300 SH       DEFINED 2           136300        0        0 
UICI                           COM              902737105    38138   2798100 SH       DEFINED 1 5          18500        0  2779600 
UICI                           COM              902737105    14896   1092900 SH       DEFINED 2          1088300        0     4600 
USX MARATHON GROUP             COM NEW          902905827   403613  15088322 SH       DEFINED 1 5          29900        0 15058422 
USX MARATHON GROUP             COM NEW          902905827    21757    813335 SH       DEFINED 2           790635        0    22700 
USX MARATHON GROUP             COM NEW          902905827       41      1531 SH       DEFINED 3             1531        0        0 
UST INC                        COM              902911106   169307   5099600 SH       DEFINED 1 5          18000        0  5081600 
UST INC                        COM              902911106     7405    223031 SH       DEFINED 2           137331        0    85700 
US BANCORP DEL                 COM NEW          902973304  1297780  58511251 SH       DEFINED 1 5        1374861        0 57136390 
US BANCORP DEL                 COM NEW          902973304    65170   2938230 SH       DEFINED 2          2804228        0   134002 
US BANCORP DEL                 COM NEW          902973304      170      7645 SH       DEFINED 3             7645        0        0 
USA NETWORKS INC               COM              902984103   101853   5664800 SH       DEFINED 1 5              0        0  5664800 
USA NETWORKS INC               COM              902984103     8078    449300 SH       DEFINED 2           449300        0        0 
URS CORP NEW                   COM              903236107    38838   1688600 SH       DEFINED 1 5              0        0  1688600 
URS CORP NEW                   COM              903236107    11558    502500 SH       DEFINED 2           502500        0        0 
USEC INC                       COM              90333E108    51633   8030000 SH       DEFINED 1 5              0        0  8030000 
U S PHYSICAL THERAPY INC       COM              90337L108     8961    552100 SH       DEFINED 1 5         180700        0   371400 
U S PHYSICAL THERAPY INC       COM              90337L108       13       800 SH       DEFINED 2              800        0        0 
USX-U S STL                    COM              90337T101    10428    745900 SH       DEFINED 1 5              0        0   745900 
USX-U S STL                    COM              90337T101     1530    109434 SH       DEFINED 2           109434        0        0 
US ONCOLOGY INC                COM              90338W103     7518   1009100 SH       DEFINED 1 5              0        0  1009100 
UBIQUITEL INC                  COM              903474302      817    101300 SH       DEFINED 1 5              0        0   101300 
ULTIMATE ELECTRS INC           COM              903849107      197     11340 SH       DEFINED 1 5           3300        0     8040 
ULTIMATE ELECTRS INC           COM              903849107     7972    459500 SH       DEFINED 2           459200        0      300 
USA ED INC                     COM              90390U102  1455299  17552750 SH       DEFINED 1 5         167640        0 17385110 
USA ED INC                     COM              90390U102    58910    710528 SH       DEFINED 2           684328        0    26200 
USA ED INC                     COM              90390U102       79       947 SH       DEFINED 3              947        0        0 
ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106    36014    751240 SH       DEFINED 1 5           3440        0   747800 
ULTRATECH STEPPER INC          COM              904034105     1796    150000 SH       DEFINED 1 5              0        0   150000 
UNIBANCO-UNIAO DE BANCOS BRASL GDR REP PFD UT   90458E107    13536    933500 SH       DEFINED 1 5          17100        0   916400 
UNIFI INC                      COM              904677101    16128   1966800 SH       DEFINED 1 5              0        0  1966800 
UNIFAB INTERNATIONAL INC       COM              90467L100      502    323700 SH       DEFINED 1 5              0        0   323700 
UNIFIRST CORP MASS             COM              904708104    11601    686470 SH       DEFINED 1 5          68310        0   618160 
UNIFIRST CORP MASS             COM              904708104      630     37300 SH       DEFINED 2            37300        0        0 
UNILAB CORP NEW                COM NEW          904763208      441     15920 SH       DEFINED 1 5              0        0    15920 
UNILEVER PLC                   SPON ADR NEW     904767704       19       621 SH       DEFINED 3              621        0        0 
UNILEVER N V                   N Y SHS NEW      904784709   164519   3045527 SH       DEFINED 1 5           1800        0  3043727 
UNILEVER N V                   N Y SHS NEW      904784709    24109    446297 SH       DEFINED 2           446297        0        0 
UNILEVER N V                   N Y SHS NEW      904784709       11       196 SH       DEFINED 3              196        0        0 
UNION PAC CORP                 COM              907818108   789245  16828242 SH       DEFINED 1 5           7430        0 16820812 
UNION PAC CORP                 COM              907818108    67890   1447538 SH       DEFINED 2          1138518        0   309020 
UNION PAC CORP                 COM              907818108       27       580 SH       DEFINED 3              580        0        0 
UNION PLANTERS CORP            COM              908068109    51254   1194733 SH       DEFINED 1 5          19300        0  1175433 
UNION PLANTERS CORP            COM              908068109     7981    186048 SH       DEFINED 2           185648        0      400 
UNION PLANTERS CORP            COM              908068109       97      2267 SH       DEFINED 3             2267        0        0 
UNIONBANCAL CORP               COM              908906100     1352     39949 SH       DEFINED 1 5           1200        0    38749 
UNISYS CORP                    COM              909214108    98921  11422788 SH       DEFINED 1 5          59300        0 11363488 
UNISYS CORP                    COM              909214108     3297    380734 SH       DEFINED 2           339534        0    41200 
UNIT CORP                      COM              909218109      799     90000 SH       DEFINED 1 5              0        0    90000 
UNITED AUTO GROUP INC          COM              909440109     2409    144800 SH       DEFINED 2           144800        0        0 
UNITED INDL CORP               COM              910671106      794     54000 SH       DEFINED 1 5           8700        0    45300 
UNITED MICROELECTRONICS CORP   SPONSORED ADR    910873207   126962  23865055 SH       DEFINED 1 5         151340        0 23713715 
UNITED MICROELECTRONICS CORP   SPONSORED ADR    910873207      160     30100 SH       DEFINED 2            30100        0        0 
UNITED PARCEL SERVICE INC      CL B             911312106   271561   5224330 SH       DEFINED 1 5              0        0  5224330 
UNITED PARCEL SERVICE INC      CL B             911312106    10287    197900 SH       DEFINED 2           197900        0        0 
UNITED PARCEL SERVICE INC      CL B             911312106       14       275 SH       DEFINED 3              275        0        0 
UNITED RENTALS INC             COM              911363109        9       500 SH       DEFINED 1 5              0        0      500 
UNITED RETAIL GROUP INC        COM              911380103     8030   1270600 SH       DEFINED 1 5              0        0  1270600 
UNITED RETAIL GROUP INC        COM              911380103     1610    254700 SH       DEFINED 2           254700        0        0 
UNITED STATES CELLULAR CORP    COM              911684108     7296    147400 SH       DEFINED 1 5              0        0   147400 
US AIRWAYS GROUP INC           COM              911905107        1       200 SH       DEFINED 1 5              0        0      200 
US AIRWAYS GROUP INC           COM              911905107      243     52333 SH       DEFINED 2            52333        0        0 
UNITED TECHNOLOGIES CORP       COM              913017109   627703  13498996 SH       DEFINED 1 5         138900        0 13360096 
UNITED TECHNOLOGIES CORP       COM              913017109    35108    755013 SH       DEFINED 2           649513        0   105500 
UNITED TECHNOLOGIES CORP       COM              913017109      147      3167 SH       DEFINED 3             3167        0        0 
UNITEDGLOBALCOM                CL A             913247508     7306   3149300 SH       DEFINED 1 5              0        0  3149300 
UNITEDHEALTH GROUP INC         COM              91324P102  1292799  19440580 SH       DEFINED 1 5         278470        0 19162110 
UNITEDHEALTH GROUP INC         COM              91324P102    57616    866410 SH       DEFINED 2           739510        0   126900 
UNITEDHEALTH GROUP INC         COM              91324P102      184      2770 SH       DEFINED 3             2770        0        0 
UNITRIN INC                    COM              913275103      566     14800 SH       DEFINED 1 5              0        0    14800 
UNIVERSAL COMPRESSION HLDGS    COM              913431102     2588    115010 SH       DEFINED 1 5          17658        0    97352 
UNIVERSAL COMPRESSION HLDGS    COM              913431102        0         0 SH       DEFINED 2                0        0        0 
UNIVERSAL CORP VA              COM              913456109     2126     63700 SH       DEFINED 1 5          34400        0    29300 
UNIVERSAL HLTH SVCS INC        CL B             913903100    98630   2021110 SH       DEFINED 1 5              0        0  2021110 
UNIVERSAL HLTH SVCS INC        CL B             913903100     4412     90400 SH       DEFINED 2            90400        0        0 
UNIVISION COMMUNICATIONS INC   CL A             914906102   136448   5945440 SH       DEFINED 1 5           1054        0  5944386 
UNIVISION COMMUNICATIONS INC   CL A             914906102    11939    520200 SH       DEFINED 2           515200        0     5000 
UNIVISION COMMUNICATIONS INC   CL A             914906102        1        41 SH       DEFINED 3               41        0        0 
UNOCAL CORP                    COM              915289102    11922    366820 SH       DEFINED 1 5           6600        0   360220 
UNOCAL CORP                    COM              915289102     6175    189998 SH       DEFINED 2           189998        0        0 
UNOCAL CORP                    COM              915289102       22       676 SH       DEFINED 3              676        0        0 
UNOVA INC                      COM              91529B106    16911   3800300 SH       DEFINED 1 5              0        0  3800300 
UNUMPROVIDENT CORP             COM              91529Y106   102484   4058755 SH       DEFINED 1 5           5200        0  4053555 
UNUMPROVIDENT CORP             COM              91529Y106     5470    216614 SH       DEFINED 2           215614        0     1000 
UNUMPROVIDENT CORP             COM              91529Y106       32      1267 SH       DEFINED 3             1267        0        0 
UPM KYMMENE CORP               SPONSORED ADR    915436109        6       200 SH       DEFINED 1 5              0        0      200 
USFREIGHTWAYS CORP             COM              916906100    91259   2911895 SH       DEFINED 1 5           2320        0  2909575 
USFREIGHTWAYS CORP             COM              916906100     4115    131300 SH       DEFINED 2           131300        0        0 
UROCOR INC                     COM              91727P105     1760    100100 SH       DEFINED 1 5              0        0   100100 
UROCOR INC                     COM              91727P105    14854    844920 SH       DEFINED 2           844920        0        0 
UTAH MED PRODS INC             COM              917488108     7785    758800 SH       DEFINED 1 5              0        0   758800 
UTILICORP UTD INC              COM              918005109     7242    258536 SH       DEFINED 1 5          24900        0   233636 
UTSTARCOM INC                  COM              918076100    11713    720800 SH       DEFINED 1 5          51100        0   669700 
UTSTARCOM INC                  COM              918076100     1656    101900 SH       DEFINED 2            26900        0    75000 
V F CORP                       COM              918204108     6984    238600 SH       DEFINED 1 5              0        0   238600 
V F CORP                       COM              918204108     2558     87401 SH       DEFINED 2            87401        0        0 
VALERO ENERGY CORP NEW         COM              91913Y100   182051   5186650 SH       DEFINED 1 5         349170        0  4837480 
VALERO ENERGY CORP NEW         COM              91913Y100    12748    363185 SH       DEFINED 2           309485        0    53700 
VALSPAR CORP                   COM              920355104    12134    362860 SH       DEFINED 1 5              0        0   362860 
VALSPAR CORP                   COM              920355104     1167     34900 SH       DEFINED 2            34900        0        0 
VANS INC                       COM              921930103       13      1160 SH       DEFINED 1 5           1160        0        0 
VANS INC                       COM              921930103      992     86300 SH       DEFINED 2            86300        0        0 
VARCO INTL INC DEL             COM              922122106    65729   5441180 SH       DEFINED 1 5           5000        0  5436180 
VARCO INTL INC DEL             COM              922122106    10345    856381 SH       DEFINED 2           856381        0        0 
VARIAN INC                     COM              922206107      303     11900 SH       DEFINED 1 5              0        0    11900 
VARIAN INC                     COM              922206107     4041    158600 SH       DEFINED 2           158600        0        0 
VARIAN SEMICONDUCTOR EQUIPMNT  COM              922207105    45418   1756980 SH       DEFINED 1 5          11900        0  1745080 
VARIAN SEMICONDUCTOR EQUIPMNT  COM              922207105    14344    554900 SH       DEFINED 2           554900        0        0 
VARIAN MED SYS INC             COM              92220P105    55205    860560 SH       DEFINED 1 5          24800        0   835760 
VARIAN MED SYS INC             COM              92220P105    16865    262900 SH       DEFINED 2           251300        0    11600 
VASTERA INC                    COM              92239N109    17341   1548350 SH       DEFINED 1 5           5421        0  1542929 
VASTERA INC                    COM              92239N109     6906    616600 SH       DEFINED 2           610506        0     6094 
VECTOR GROUP LTD               COM              92240M108     3647     85320 SH       DEFINED 1 5              0        0    85320 
VECTOR GROUP LTD               COM              92240M108      176      4115 SH       DEFINED 2             4115        0        0 
VEECO INSTRS INC DEL           COM              922417100     6572    248000 SH       DEFINED 1 5              0        0   248000 
VELCRO INDS N V                COM              922571104      842     85500 SH       DEFINED 1 5              0        0    85500 
VENTIV HEALTH INC              COM              922793104      552    136060 SH       DEFINED 1 5          21300        0   114760 
VANGUARD INDEX TR              STK MRK VIPERS   922908769     1187     12500 SH       DEFINED 2                0        0    12500 
VENATOR GROUP INC              COM              922944103   255070  16725888 SH       DEFINED 1 5         141280        0 16584608 
VENATOR GROUP INC              COM              922944103    30608   2007100 SH       DEFINED 2          1975300        0    31800 
VENATOR GROUP INC              SB NT CV 144A 08 922944AA1    28858  24250000PRN       DEFINED 1 5              0        0        0 
VERITAS SOFTWARE CO            COM              923436109   296122  16061598 SH       DEFINED 1 5         146896        0 15914702 
VERITAS SOFTWARE CO            COM              923436109    13879    752635 SH       DEFINED 2           619003        0   133632 
VERITAS SOFTWARE CO            COM              923436109        1        50 SH       DEFINED 3               50        0        0 
VERITY INC                     COM              92343C106      707     70000 SH       DEFINED 1 5              0        0    70000 
VERISIGN INC                   COM              92343E102   116571   2782130 SH       DEFINED 1 5          48170        0  2733960 
VERISIGN INC                   COM              92343E102    13625    325178 SH       DEFINED 2           211808        0   113370 
VERISIGN INC                   COM              92343E102        8       200 SH       DEFINED 3              200        0        0 
VERITAS DGC INC                COM              92343P107     2043    183200 SH       DEFINED 1 5              0        0   183200 
VERIZON COMMUNICATIONS         COM              92343V104  3246604  60000066 SH       DEFINED 1 5         515950        0 59484116 
VERIZON COMMUNICATIONS         COM              92343V104   289324   5346966 SH       DEFINED 2          5003516        0   343450 
VERIZON COMMUNICATIONS         COM              92343V104     2766     51119 SH       DEFINED 3            51119        0        0 
VERSICOR INC                   COM              925314106     1691    126210 SH       DEFINED 1 5              0        0   126210 
VERTEX PHARMACEUTICALS INC     COM              92532F100   190091  10538060 SH       DEFINED 1 5         483960        0 10054100 
VERTEX PHARMACEUTICALS INC     COM              92532F100     3326    184377 SH       DEFINED 2           183577        0      800 
VERTEX PHARMACEUTICALS INC     SUB NT CV   5%07 92532FAD2     8621  14100000PRN       DEFINED 1 5              0        0        0 
VESTA INS GROUP INC            COM              925391104     5307    405100 SH       DEFINED 1 5              0        0   405100 
VESTA INS GROUP INC            COM              925391104    19333   1475800 SH       DEFINED 2          1475800        0        0 
VIACOM INC                     CL A             925524100    25456    728350 SH       DEFINED 1 5           7000        0   721350 
VIACOM INC                     CL A             925524100      350     10000 SH       DEFINED 2             1300        0     8700 
VIACOM INC                     CL A             925524100        1        32 SH       DEFINED 3               32        0        0 
VIACOM INC                     CL B             925524308  3422356  99198723 SH       DEFINED 1 5         646413        0 98552310 
VIACOM INC                     CL B             925524308   157745   4572332 SH       DEFINED 2          4014598        0   557734 
VIACOM INC                     CL B             925524308      213      6160 SH       DEFINED 3             6160        0        0 
VIAD CORP                      COM              92552R109   157616   8217737 SH       DEFINED 1 5         887120        0  7330617 
VIAD CORP                      COM              92552R109        6       296 SH       DEFINED 3              296        0        0 
VIASAT INC                     COM              92552V100      779     43660 SH       DEFINED 1 5           2800        0    40860 
VIASAT INC                     COM              92552V100     8162    457500 SH       DEFINED 2           457500        0        0 
VIANT CORP                     COM              92553N107      366    300000 SH       DEFINED 1 5              0        0   300000 
VICOR CORP                     COM              925815102     2392    169500 SH       DEFINED 2           169500        0        0 
VIGNETTE CORP                  COM              926734104   121131  34217660 SH       DEFINED 1 5         212600        0 34005060 
VIGNETTE CORP                  COM              926734104      748    211400 SH       DEFINED 2           210100        0     1300 
VIISAGE TECHNOLOGY INC         COM              92675K106      544     75000 SH       DEFINED 1 5          11800        0    63200 
VILLAGE SUPER MKT INC          CL A NEW         927107409      401     22600 SH       DEFINED 1 5              0        0    22600 
VINA CONCHA Y TORO S A         SPONSORED ADR    927191106     2965     72491 SH       DEFINED 1 5           6500        0    65991 
VIRAGE LOGIC CORP              COM              92763R104    10575    967530 SH       DEFINED 1 5          76400        0   891130 
VIRAGE LOGIC CORP              COM              92763R104     6248    571600 SH       DEFINED 2           571600        0        0 
VIRATA CORP                    COM              927646109     5325    533600 SH       DEFINED 1 5              0        0   533600 
VIROPHARMA INC                 SB NT CV    6%07 928241AC2     2738   5000000PRN       DEFINED 1 5              0        0        0 
VISHAY INTERTECHNOLOGY INC     COM              928298108    80031   4349510 SH       DEFINED 1 5         382640        0  3966870 
VISHAY INTERTECHNOLOGY INC     COM              928298108    40565   2204600 SH       DEFINED 2          2200900        0     3700 
VISHAY INTERTECHNOLOGY INC     COM              928298108       26      1420 SH       DEFINED 3             1420        0        0 
VISIBLE GENETICS INC           COM              92829S104     1980    100000 SH       DEFINED 1 5              0        0   100000 
VISIONICS CORP DEL             COM              92831E101      713     60000 SH       DEFINED 1 5           9400        0    50600 
VISTEON CORP                   COM              92839U107     3825    300000 SH       DEFINED 1 5              0        0   300000 
VISTEON CORP                   COM              92839U107     1303    102190 SH       DEFINED 2           102190        0        0 
VISTEON CORP                   COM              92839U107        1        77 SH       DEFINED 3               77        0        0 
VISX INC DEL                   COM              92844S105     1172     88600 SH       DEFINED 1 5           7200        0    81400 
VITAL SIGNS INC                COM              928469105     7737    252830 SH       DEFINED 1 5          22100        0   230730 
VITALWORKS INC                 COM              928483106      526    210325 SH       DEFINED 1 5         210325        0        0 
VITESSE SEMICONDUCTOR CORP     COM              928497106   142870  18464370 SH       DEFINED 1 5         122400        0 18341970 
VITESSE SEMICONDUCTOR CORP     COM              928497106     7484    965731 SH       DEFINED 2           782331        0   183400 
VITESSE SEMICONDUCTOR CORP     COM              928497106        5       700 SH       DEFINED 3              700        0        0 
VITESSE SEMICONDUCTOR CORP     SB DB CV 144A 05 928497AA4    31928  41197000PRN       DEFINED 1 5              0        0        0 
VITESSE SEMICONDUCTOR CORP     SB DEB CV   4%05 928497AB2    65736  84820000PRN       DEFINED 1 5              0        0        0 
VITESSE SEMICONDUCTOR CORP     SB DEB CV   4%05 928497AB2      558    720000PRN       DEFINED 2                0        0        0 
VITRIA TECHNOLOGY              COM              92849Q104     9820   4790300 SH       DEFINED 1 5              0        0  4790300 
VITRAN INC                     COM              92850E107     1452    630600 SH       DEFINED 1 5         630600        0        0 
VIVENDI UNIVERSAL              SPON ADR NEW     92851S204    57223   1234580 SH       DEFINED 1 5              0        0  1234580 
VIVENDI UNIVERSAL              SPON ADR NEW     92851S204      977     21080 SH       DEFINED 2              880        0    20200 
VODAFONE GROUP PLC NEW         SPONSORED ADR    92857W100   553017  25182920 SH       DEFINED 1 5          14800        0 25168120 
VODAFONE GROUP PLC NEW         SPONSORED ADR    92857W100     6559    298700 SH       DEFINED 2           291600        0     7100 
VODAFONE GROUP PLC NEW         SPONSORED ADR    92857W100     6810    310119 SH       DEFINED 3           310119        0        0 
VORNADO RLTY TR                SH BEN INT       929042109    84463   2127540 SH       DEFINED 1 5              0        0  2127540 
VORNADO RLTY TR                SH BEN INT       929042109    46401   1168800 SH       DEFINED 2          1168800        0        0 
VORNADO RLTY TR                PFD CONV SER A   929042208     1876     34100 SH       DEFINED 1 5              0        0    34100 
VORNADO OPERATING CO           COM              92904N103       24     27100 SH       DEFINED 1 5              0        0    27100 
VORNADO OPERATING CO           COM              92904N103       39     43200 SH       DEFINED 2            43200        0        0 
VULCAN MATLS CO                COM              929160109    21019    486560 SH       DEFINED 1 5           1960        0   484600 
VULCAN MATLS CO                COM              929160109     3410     78942 SH       DEFINED 2            78942        0        0 
W HLDG CO INC                  COM              929251106     6349    453500 SH       DEFINED 1 5              0        0   453500 
W-H ENERGY SVCS INC            COM              92925E108     9655    686700 SH       DEFINED 1 5           2944        0   683756 
W-H ENERGY SVCS INC            COM              92925E108     6769    481400 SH       DEFINED 2           481400        0        0 
WMS INDS INC                   COM              929297109    53519   3059970 SH       DEFINED 1 5           5970        0  3054000 
WMS INDS INC                   COM              929297109      525     30000 SH       DEFINED 2            30000        0        0 
WPP GROUP PLC                  SPON ADR NEW     929309300      515     13960 SH       DEFINED 1 5              0        0    13960 
WPP GROUP PLC                  SPON ADR NEW     929309300        9       250 SH       DEFINED 3              250        0        0 
WABTEC CORP                    COM              929740108     2563    235100 SH       DEFINED 1 5              0        0   235100 
WABTEC CORP                    COM              929740108     4226    387746 SH       DEFINED 2           387746        0        0 
WACKENHUT CORP                 COM SER A        929794105     2154     90500 SH       DEFINED 1 5          14300        0    76200 
WACKENHUT CORRECTIONS CORP     COM              929798106     6448    481200 SH       DEFINED 1 5          75200        0   406000 
WACHOVIA CORP 2ND NEW          COM              929903102   790172  25489421 SH       DEFINED 1 5          64155        0 25425266 
WACHOVIA CORP 2ND NEW          COM              929903102    49470   1595796 SH       DEFINED 2          1521496        0    74300 
WACHOVIA CORP 2ND NEW          COM              929903102       23       757 SH       DEFINED 3              757        0        0 
WADDELL & REED FINL INC        CL A             930059100    31030   1193468 SH       DEFINED 1 5          17928        0  1175540 
WADDELL & REED FINL INC        CL A             930059100     7502    288532 SH       DEFINED 2           281732        0     6800 
WAL MART STORES INC            COM              931142103  4396240  88812924 SH       DEFINED 1 5         423700        0 88389224 
WAL MART STORES INC            COM              931142103   404599   8173710 SH       DEFINED 2          7265570        0   908140 
WAL MART STORES INC            COM              931142103     1282     25897 SH       DEFINED 3            25897        0        0 
WALGREEN CO                    COM              931422109   353150  10257040 SH       DEFINED 1 5           4400        0 10252640 
WALGREEN CO                    COM              931422109    44263   1285596 SH       DEFINED 2          1157106        0   128490 
WALGREEN CO                    COM              931422109      540     15694 SH       DEFINED 3            15694        0        0 
WALLACE COMPUTER SERVICES INC  COM              932270101     5738    360900 SH       DEFINED 1 5              0        0   360900 
WALLACE COMPUTER SERVICES INC  COM              932270101     8187    514900 SH       DEFINED 2           514900        0        0 
WALTER INDS INC                COM              93317Q105      609     68000 SH       DEFINED 1 5              0        0    68000 
WALTER INDS INC                COM              93317Q105      772     86300 SH       DEFINED 2            86300        0        0 
WASHINGTON FED INC             COM              938824109    11036    440547 SH       DEFINED 1 5          15200        0   425347 
WASHINGTON FED INC             COM              938824109    11155    445312 SH       DEFINED 2           431472        0    13840 
WASHINGTON MUT INC             COM              939322103   173278   4503069 SH       DEFINED 1 5         591704        0  3911365 
WASHINGTON MUT INC             COM              939322103    69167   1797477 SH       DEFINED 2          1588877        0   208600 
WASHINGTON MUT INC             COM              939322103      132      3440 SH       DEFINED 3             3440        0        0 
WASTE CONNECTIONS INC          COM              941053100    28731   1064100 SH       DEFINED 1 5            500        0  1063600 
WASTE CONNECTIONS INC          COM              941053100    25950    961100 SH       DEFINED 2           961100        0        0 
WASTE MGMT INC DEL             COM              94106L109   141276   5283324 SH       DEFINED 1 5           3040        0  5280284 
WASTE MGMT INC DEL             COM              94106L109    43074   1610828 SH       DEFINED 2          1575528        0    35300 
WASTE MGMT INC DEL             COM              94106L109       30      1107 SH       DEFINED 3             1107        0        0 
WATCHGUARD TECHNOLOGIES INC    COM              941105108      123     16100 SH       DEFINED 2            16100        0        0 
WATERS CORP                    COM              941848103   124587   3483015 SH       DEFINED 1 5         247600        0  3235415 
WATERS CORP                    COM              941848103     5276    147500 SH       DEFINED 2           136600        0    10900 
WATERS CORP                    COM              941848103       32       886 SH       DEFINED 3              886        0        0 
WATSON PHARMACEUTICALS INC     COM              942683103    70886   1296010 SH       DEFINED 1 5              0        0  1296010 
WATSON PHARMACEUTICALS INC     COM              942683103    10477    191504 SH       DEFINED 2           132304        0    59200 
WATSON WYATT & CO HLDGS        CL A             942712100     8343    524700 SH       DEFINED 1 5              0        0   524700 
WAUSAU-MOSINEE PAPER CORP      COM              943315101     6443    550720 SH       DEFINED 1 5           1500        0   549220 
WAUSAU-MOSINEE PAPER CORP      COM              943315101     1068     91300 SH       DEFINED 2            91300        0        0 
WAYPOINT FINL CORP             COM              946756103     2434    184000 SH       DEFINED 1 5              0        0   184000 
WEATHERFORD INTL INC           COM              947074100   398042  15603365 SH       DEFINED 1 5         492975        0 15110390 
WEATHERFORD INTL INC           COM              947074100    18356    719555 SH       DEFINED 2           631955        0    87600 
WEATHERFORD INTL INC           COM              947074100        7       283 SH       DEFINED 3              283        0        0 
WEBEX INC                      COM              94767L109     8602    405000 SH       DEFINED 1 5              0        0   405000 
WEBSENSE INC                   COM              947684106     1185    108700 SH       DEFINED 1 5              0        0   108700 
WEBMETHODS INC                 COM              94768C108    33549   4855132 SH       DEFINED 1 5            800        0  4854332 
WEBMETHODS INC                 COM              94768C108     1923    278363 SH       DEFINED 2           278163        0      200 
WEBMD CORP                     COM              94769M105     8813   2068820 SH       DEFINED 1 5          34700        0  2034120 
WEBSTER FINL CORP CONN         COM              947890109    12591    382000 SH       DEFINED 1 5              0        0   382000 
WEBSTER FINL CORP CONN         COM              947890109     6849    207800 SH       DEFINED 2           207800        0        0 
WEIS MKTS INC                  COM              948849104       64      2300 SH       DEFINED 1 5              0        0     2300 
WELLPOINT HEALTH NETWORK NEW   COM              94973H108   219097   2007300 SH       DEFINED 1 5          40100        0  1967200 
WELLPOINT HEALTH NETWORK NEW   COM              94973H108     8647     79223 SH       DEFINED 2            58723        0    20500 
WELLS FARGO & CO NEW           COM              949746101  2431084  54692561 SH       DEFINED 1 5         126012        0 54566549 
WELLS FARGO & CO NEW           COM              949746101   139548   3139431 SH       DEFINED 2          2981241        0   158190 
WELLS FARGO & CO NEW           COM              949746101      596     13407 SH       DEFINED 3            13407        0        0 
WENDYS FING I                  TECONS SER A     950588202     3914     72000 SH       DEFINED 1 5              0        0    72000 
WENDYS INTL INC                COM              950590109   228417   8570990 SH       DEFINED 1 5           3010        0  8567980 
WENDYS INTL INC                COM              950590109    24010    900937 SH       DEFINED 2           837937        0    63000 
WENDYS INTL INC                COM              950590109       59      2232 SH       DEFINED 3             2232        0        0 
WERNER ENTERPRISES INC         COM              950755108    24489   1464660 SH       DEFINED 1 5              0        0  1464660 
WERNER ENTERPRISES INC         COM              950755108     1445     86400 SH       DEFINED 2            86400        0        0 
WESCAST INDS INC               CL A SUB VTG     950813105    23157    825000 SH       DEFINED 1 5         825000        0        0 
WESCO FINL CORP                COM              950817106      392      1350 SH       DEFINED 1 5            240        0     1110 
WESTAMERICA BANCORPORATION     COM              957090103     2289     63500 SH       DEFINED 1 5              0        0    63500 
WESTAMERICA BANCORPORATION     COM              957090103     1698     47100 SH       DEFINED 2            47100        0        0 
WESTCOAST ENERGY INC           COM              95751D102    51893   2018460 SH       DEFINED 1 5        1972700        0    45760 
WESTCOAST ENERGY INC           COM              95751D102     6103    240050 SH       DEFINED 2           239150        0      900 
WESTERN DIGITAL CORP           COM              958102105    19896   9168500 SH       DEFINED 1 5              0        0  9168500 
WESTERN GAS RES INC            COM              958259103     2598     99810 SH       DEFINED 1 5              0        0    99810 
WESTERN RES INC                COM              959425109      384     23200 SH       DEFINED 2            19600        0     3600 
WESTERN RES INC                COM              959425109       37      2251 SH       DEFINED 3             2251        0        0 
WESTERN WIRELESS CORP          CL A             95988E204   113582   3362390 SH       DEFINED 1 5              0        0  3362390 
WESTERN WIRELESS CORP          CL A             95988E204    12259    362900 SH       DEFINED 2           308800        0    54100 
WESTPORT RES CORP NEW          COM              961418100     5226    355500 SH       DEFINED 1 5              0        0   355500 
WESTVACO CORP                  COM              961548104    31793   1237087 SH       DEFINED 1 5           3800        0  1233287 
WESTVACO CORP                  COM              961548104    16380    637351 SH       DEFINED 2           629851        0     7500 
WESTVACO CORP                  COM              961548104        9       337 SH       DEFINED 3              337        0        0 
WESTWOOD ONE INC               COM              961815107    27074   1216800 SH       DEFINED 1 5              0        0  1216800 
WET SEAL INC                   CL A             961840105    10530    571950 SH       DEFINED 1 5              0        0   571950 
WEYERHAEUSER CO                COM              962166104   249241   5116843 SH       DEFINED 1 5          96940        0  5019903 
WEYERHAEUSER CO                COM              962166104    14307    293719 SH       DEFINED 2           262419        0    31300 
WEYERHAEUSER CO                COM              962166104       25       506 SH       DEFINED 3              506        0        0 
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WHITEHALL JEWELLERS INC        COM              965063100     1322    142200 SH       DEFINED 1 5              0        0   142200 
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WILLAMETTE INDS INC            COM              969133107     4094     90997 SH       DEFINED 2            89397        0     1600 
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WILLIAMS COMMUNICATIONS GROUP  CL A             969455104        4      3199 SH       DEFINED 1 5           3199        0        0 
WILLIAMS COS INC DEL           COM              969457100    22557    826280 SH       DEFINED 1 5           6340        0   819940 
WILLIAMS COS INC DEL           COM              969457100    10961    401492 SH       DEFINED 2           401492        0        0 
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WILLIAMS SONOMA INC            COM              969904101    25248   1060400 SH       DEFINED 1 5              0        0  1060400 
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WILSON GREATBATCH TECHNOLOGIES COM              972232102      823     28100 SH       DEFINED 2            28100        0        0 
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