FORM 13F-HR - SECDatabase

Business Address82 DEVONSHIRE STBOSTON MA 021096175706339

Mailing Address82 DEVONSHIRE STREETBOSTON MA 02109

SECURITIES AND EXCHANGE COMMISSION

FORM 13F-HRInitial quarterly Form 13F holdings report filed by institutional managers

Filing Date: 2000-02-14 | Period of Report: 1999-12-31SEC Accession No. 0000315066-00-000654

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FILERFMR CORPCIK:315066| IRS No.: 161144965 | State of Incorp.:MA | Fiscal Year End: 1231Type: 13F-HR | Act: 34 | File No.: 028-00451 | Film No.: 540136

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United StatesSecurities and Exchange CommissionWashington, D.C. 20549

FORM 13F

FORM 13F Cover Page

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

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

[ ] adds new holdings entries

Institutional Investment Manager Filing this report:

Name: Fidelity Management and Research CorporationAddress: 82 Devonshire Street

Boston, Ma. 02109-6995

13F File Number: 28-451

The institutional investment manager filing this report and thePerson by whom it is signed hereby represent that the personSigning the report is authorized to submit it, that all informationContained herein is true, correct and complete, and that it is understoodthat all required items, statements, schedules, lists, and tables, areconsidered integral parts of this form.

Person signing this report on behalf of reporting manager:

Name: Eric D. RoiterTitle: Senior Vice President and General CounselPhone: 617-563-1742Signature, Place, and Date of signing:

/s/ Eric D. Roiter Boston, Ma. February 11, 2000

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

[ ] 13F NOTICE

[ ] 13F COMBINATION REPORT

List of other managers reporting for this manager:

NONE

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

FORM 13F SUMMARY PAGE

Report Summary:

Number of Other Included Managers: 35

Form 13F Information Table Entry Total: 7,127

Form 13F Information Table Value Total: $587,190,886 (x1000)

List of Other Included Managers:

No. Form 13F File Number Name

01 28-451 Fidelity Management and Research Corporation02 28-450 Fidelity Management and Research Company03 28-1054 Fidelity Management Trust Company04 28-280 Fidelity Trend Fund05 28-282 Fidelity Destiny Portfolios06 28-283 Fidelity Hastings Street Trust07 28-284 Fidelity Puritan Trust08 28-953 Fidelity Exchange Fund09 28-981 Fidelity Devonshire Trust10 28-1140 Fidelity Magellan Fund



11 28-1449 Fidelity Financial Trust12 28-1448 Fidelity Capital Trust13 28-1450 Fidelity Mt. Vernon St.Trust14 80-3013 Fidelity Advisor Series V15 28-1452 Fidelity Select Portfolios16 28-1842 Fidelity Securities Fund18 28-1844 Fidelity Advisor Series III19 28-2175 Fidelity Advisor Series VIII20 28-2377 Fidelity Contra Fund21 28-2115 Fidelity Investment Trust22 28-2497 Fidelity Variable Insurance Products23 28-2525 Fidelity Charles Street Trust24 28-2537 Fidelity Concord Street Trust25 28-2561 Fidelity Summer Street Trust26 28-2904 Fidelity Commonwealth Trust27 28-2897 Fidelity Advisor Series II28 72-2574 Fidelity Advisor Series I29 35-330 Fidelity Union Street Trust30 35-330 Variable Insurance Products Fund III31 28-3391 Fidelity Congress Street Fund32 28-3393 Variable Insurance Products Fund II33 28-3409 Fidelity Advisor Series IV34 28-3411 Fidelity Advisor Series VII35 28-3413 Fidelity Covington Trust36 28-3415 Fidelity Fixed Income Trust37 Strategic Advisers Incorporated

<TABLE><CAPTION>

VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----NAME OF ISSUER . -TITLE OF CLASS- --CUSIP-- X$1000 PRN AMT PRN CALL DSCRETN.-MANAGERS SOLE SHARED NONE<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>LERNOUT & HAUSPIE SPEECH PRODS COM B5628B104 3496 75600 SH DEFINED 02 13 19 0 0 75600LERNOUT & HAUSPIE SPEECH PRODS COM B5628B104 12348 267000 SH DEFINED 21 34 0 0 267000LERNOUT & HAUSPIE SPEECH PRODS COM B5628B104 3195 69100 SH DEFINED 03 69100 0 0CELANESE AG ORD D1497A101 3338 183961 SH DEFINED 02 07 09 0 0 183961CELANESE AG ORD D1497A101 3258 179375 SH DEFINED 19 21 22 0 0 179375DAIMLERCHRYSLER AG ORD D1668R123 823 10530 SH DEFINED 07 15 19 0 0 10530DAIMLERCHRYSLER AG ORD D1668R123 13949 178263 SH DEFINED 21 0 0 178263DAIMLERCHRYSLER AG ORD D1668R123 4675 59757 SH DEFINED 03 59757 0 0ACE LTD ORD G0070K103 84394 4786100 SH DEFINED 07 09 12 0 0 4786100ACE LTD ORD G0070K103 10468 627300 SH DEFINED 15 16 19 0 0 627300ACE LTD ORD G0070K103 25433 1524100 SH DEFINED 21 22 0 0 1524100ACE LTD ORD G0070K103 7987 478625 SH DEFINED 03 182225 0 296400AMDOCS LTD ORD G02602103 7479 216800 SH DEFINED 02 09 13 0 0 216800AMDOCS LTD ORD G02602103 84869 2459984 SH DEFINED 15 20 28 0 0 2459984AMDOCS LTD ORD G02602103 18668 541107 SH DEFINED 30 32 34 0 0 541107AMDOCS LTD ORD G02602103 5246 152077 SH DEFINED 03 152077 0 0APEX SILVER MINES LTD ORD G04074103 176 14800 SH DEFINED 15 0 0 14800DSG INTL LTD ORD G28471103 3789 645000 SH DEFINED 07 0 0 645000EL SITIO INC ORD G30177102 819 22300 SH DEFINED 02 07 13 0 0 22300EL SITIO INC ORD G30177102 11918 324300 SH DEFINED 16 19 21 0 0 324300EL SITIO INC ORD G30177102 731 19900 SH DEFINED 22 0 0 19900EL SITIO INC ORD G30177102 610 16600 SH DEFINED 03 13700 0 2900ESG RE LTD ORD G31215109 1408 203000 SH DEFINED 19 21 0 0 203000XCELERA COM INC COM G31611109 2664 19100 SH DEFINED 15 0 0 19100GEMSTAR INTL GROUP LTD ORD G3788V106 286517 4021300 SH DEFINED 02 13 15 0 0 4021300GEMSTAR INTL GROUP LTD ORD G3788V106 253122 3552600 SH DEFINED 16 26 34 0 0 3552600GEMSTAR INTL GROUP LTD ORD G3788V106 17009 238728 SH DEFINED 03 161528 0 77200GLOBAL CROSSING LTD COM G3921A100 77015 1540300 SH DEFINED 04 13 15 0 0 1540300GLOBAL CROSSING LTD COM G3921A100 68815 1376300 SH DEFINED 20 32 0 0 1376300GLOBAL CROSSING LTD COM G3921A100 30318 606360 SH DEFINED 03 606360 0 0GLOBALSTAR TELECOMMUNICTNS LTD COM G3930H104 32512 738910 SH DEFINED 02 04 09 0 0 738910GLOBALSTAR TELECOMMUNICTNS LTD COM G3930H104 80058 1819500 SH DEFINED 15 20 28 0 0 1819500GLOBALSTAR TELECOMMUNICTNS LTD COM G3930H104 9657 219480 SH DEFINED 30 32 34 0 0 219480HELEN OF TROY CORP LTD COM G4388N106 20553 2835000 SH DEFINED 07 0 0 2835000IPC HLDGS LTD ORD G4933P101 37232 2503000 SH DEFINED 07 0 0 2503000LASALLE RE HLDGS LTD ORD G5383Q101 29827 1807700 SH DEFINED 07 19 21 0 0 1807700LORAL SPACE & COMMUNICATIONS COM G56462107 155852 6410367 SH DEFINED 09 15 20 0 0 6410367LORAL SPACE & COMMUNICATIONS COM G56462107 26833 1103700 SH DEFINED 22 25 27 0 0 1103700LORAL SPACE & COMMUNICATIONS COM G56462107 29649 1219533 SH DEFINED 32 03 0 0 1219533LORAL SPACE & COMMUNICATIONS PFD CONV C 6% G56462149 41177 668200 SH DEFINED 09 11 22 0 0 668200LORAL SPACE & COMMUNICATIONS PFD CONV C 6% G56462149 2477 40200 SH DEFINED 03 25300 0 14900MIH LTD CL A G6116R101 16272 275800 SH DEFINED 16 0 0 275800NOVEL DENIM HLDGS LTD ORD G6674P109 1006 235000 SH DEFINED 07 0 0 235000OPENTV CORP CL A G67543101 49040 611100 SH DEFINED 15 16 21 0 0 611100PARTNERRE LTD COM G6852T105 11525 355300 SH DEFINED 12 15 16 0 0 355300PARTNERRE LTD COM G6852T105 10272 316700 SH DEFINED 20 28 32 0 0 316700PARTNERRE LTD COM G6852T105 1226 37800 SH DEFINED 03 0 0 37800PEAK INTL LTD ORD G69586108 13852 1351500 SH DEFINED 07 15 0 0 1351500PXRE GROUP LTD COM G73018106 9425 725063 SH DEFINED 07 0 0 725063



RENAISSANCE RE HLDGS LTD COM G7496G103 29454 720600 SH DEFINED 07 15 16 0 0 720600RENAISSANCE RE HLDGS LTD COM G7496G103 27169 664700 SH DEFINED 19 20 21 0 0 664700RENAISSANCE RE HLDGS LTD COM G7496G103 6907 169000 SH DEFINED 26 32 0 0 169000RENAISSANCE RE HLDGS LTD COM G7496G103 6658 162900 SH DEFINED 03 162900 0 0RSL COMMUNICATIONS LTD CL A G7702U102 2 140 SH DEFINED 30 0 0 140SANTA FE INTL CORP ORD G7805C108 17103 661000 SH DEFINED 02 13 15 0 0 661000SANTA FE INTL CORP ORD G7805C108 12200 471500 SH DEFINED 28 34 0 0 471500SANTA FE INTL CORP ORD G7805C108 23802 919900 SH DEFINED 03 919900 0 0STIRLING COOKE BROWN HLDGS LTD ORD G84951105 1542 796200 SH DEFINED 07 0 0 796200TERRA NOVA BERMUDA HLDGS LTD ORD CL A G87615103 53898 1796600 SH DEFINED 07 0 0 1796600HILFIGER TOMMY CORP ORD G8915Z102 81411 3492200 SH DEFINED 02 15 20 0 0 3492200HILFIGER TOMMY CORP ORD G8915Z102 16908 725300 SH DEFINED 32 34 0 0 725300XOMA LTD ORD G9825R107 630 210300 SH DEFINED 15 26 0 0 210300XL CAP LTD CL A G98255105 22373 431300 SH DEFINED 02 15 16 0 0 431300XL CAP LTD CL A G98255105 125370 2416800 SH DEFINED 22 28 34 0 0 2416800XL CAP LTD CL A G98255105 220 4255 SH DEFINED 03 4255 0 0MILLICOM INTL CELLULAR S A ORD L6388F102 4453 71400 SH DEFINED 19 21 0 0 71400SBS BROADCASTING SA ORD L8137F102 69564 1428800 SH DEFINED 12 20 26 0 0 1428800SBS BROADCASTING SA ORD L8137F102 12025 247000 SH DEFINED 32 0 0 247000STOLT COMEX SEAWAY SA COM L8873E103 641 58000 SH DEFINED 02 12 15 0 0 58000STOLT COMEX SEAWAY SA COM L8873E103 17912 1619170 SH DEFINED 19 21 22 0 0 1619170STOLT COMEX SEAWAY SA COM L8873E103 8246 743500 SH DEFINED 28 03 0 0 743500ALADDIN KNOWLEDGE SYS LTD ORD M0392N101 6715 395000 SH DEFINED 07 0 0 395000AUDIOCODES LTD ORD M15342104 30534 331900 SH DEFINED 13 20 32 0 0 331900AUDIOCODES LTD ORD M15342104 2916 31700 SH DEFINED 03 31700 0 0CHECK POINT SOFTWARE TECH LTD ORD M22465104 17847 89800 SH DEFINED 13 15 34 0 0 89800ELSCINT LTD NEW ORD M40168102 9093 1500000 SH DEFINED 07 0 0 1500000ESC MEDICAL SYS LTD ORD M40868107 20559 2150000 SH DEFINED 07 0 0 2150000FORSOFT LTD ORD NEW M46544108 10605 831800 SH DEFINED 32 0 0 831800GILAT SATELLITE NETWORKS LTD ORD M51474100 5506 46370 SH DEFINED 09 28 30 0 0 46370INTERNET GOLD-GOLDEN LINES LTD ORD M56595107 921 41400 SH DEFINED 19 21 0 0 41400METALINK LTD ORD M69897102 415 20400 SH DEFINED 02 07 10 0 0 20400METALINK LTD ORD M69897102 4 200 SH DEFINED 12 28 0 0 200METALINK LTD ORD M69897102 8 400 SH DEFINED 03 400 0 0ORBOTECH LTD ORD M75253100 8835 114000 SH DEFINED 07 19 21 0 0 114000ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 153039 1345400 SH DEFINED 13 15 22 0 0 1345400ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 48537 426700 SH DEFINED 28 0 0 426700ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 49128 431900 SH DEFINED 03 399600 0 32300CNH GLOBAL N V ORD N20935107 18520 1391200 SH DEFINED 07 15 26 0 0 1391200CNH GLOBAL N V ORD N20935107 2978 223700 SH DEFINED 03 176600 0 47100KPNQWEST N V CL C N50919104 61766 945200 SH DEFINED 13 16 19 0 0 945200KPNQWEST N V CL C N50919104 5507 82800 SH DEFINED 21 0 0 82800KPNQWEST N V CL C N50919104 2567 38600 SH DEFINED 03 38600 0 0METRON TECHNOLOGY N V ORD N5665B105 571 35600 SH DEFINED 02 10 12 0 0 35600METRON TECHNOLOGY N V ORD N5665B105 1 100 SH DEFINED 28 0 0 100ORTHOFIX INTL N V COM N6748L102 14348 1002517 SH DEFINED 07 15 19 0 0 1002517ORTHOFIX INTL N V COM N6748L102 9088 635000 SH DEFINED 21 0 0 635000ORTHOFIX INTL N V COM N6748L102 714 49900 SH DEFINED 03 49900 0 0QIAGEN N V ORD N72482107 3775 50000 SH DEFINED 02 0 0 50000SAPIENS INTL CORP N V ORD N7716A102 1397 85000 SH DEFINED 03 85000 0 0BANCO LATINOAMERICANO DE EXPO CL E P16994132 10786 459000 SH DEFINED 19 21 0 0 459000ELAMEX S A DE C V ORD P36209107 2278 372000 SH DEFINED 19 21 0 0 372000PANAMERICAN BEVERAGES INC CL A P74823108 582 28350 SH DEFINED 02 07 15 0 0 28350PANAMERICAN BEVERAGES INC CL A P74823108 4435 215700 SH DEFINED 19 21 34 0 0 215700SUN INTL HOTELS LTD ORD P8797T133 85 4400 SH DEFINED 02 15 34 0 0 4400ROYAL CARIBBEAN CRUISES LTD COM V7780T103 47409 961400 SH DEFINED 02 05 06 0 0 961400ROYAL CARIBBEAN CRUISES LTD COM V7780T103 46973 955200 SH DEFINED 12 15 21 0 0 955200ROYAL CARIBBEAN CRUISES LTD COM V7780T103 180935 3669170 SH DEFINED 22 23 28 0 0 3669170ROYAL CARIBBEAN CRUISES LTD COM V7780T103 7781 157800 SH DEFINED 30 34 0 0 157800ASE TEST LTD ORD Y02516105 5489 225200 SH DEFINED 13 0 0 225200ASE TEST LTD ORD Y02516105 8582 352100 SH DEFINED 03 352100 0 0CREATIVE TECHNOLOGY LTD ORD Y1775U107 2861 162000 SH DEFINED 15 21 0 0 162000FLEXTRONICS INTL LTD ORD Y2573F102 45622 991800 SH DEFINED 02 05 06 0 0 991800FLEXTRONICS INTL LTD ORD Y2573F102 102856 2236000 SH DEFINED 07 09 10 0 0 2236000FLEXTRONICS INTL LTD ORD Y2573F102 10782 234400 SH DEFINED 12 13 15 0 0 234400FLEXTRONICS INTL LTD ORD Y2573F102 102386 2225800 SH DEFINED 16 21 22 0 0 2225800FLEXTRONICS INTL LTD ORD Y2573F102 133114 2893800 SH DEFINED 23 28 30 0 0 2893800FLEXTRONICS INTL LTD ORD Y2573F102 24016 522100 SH DEFINED 03 301000 0 221100KOREA THRUNET CO LTD CL A Y49975108 1873 27600 SH DEFINED 13 19 21 0 0 27600KOREA THRUNET CO LTD CL A Y49975108 807 11900 SH DEFINED 03 7500 0 4400OMI CORP NEW COM Y6476W104 2458 1192000 SH DEFINED 02 19 21 0 0 1192000OMI CORP NEW COM Y6476W104 1037 503000 SH DEFINED 22 03 0 0 503000PACIFIC INTERNET LTD ORD Y66183107 356 7600 SH DEFINED 19 0 0 7600PACIFIC INTERNET LTD ORD Y66183107 253 5400 SH DEFINED 03 5400 0 0A D C TELECOMMUNICATIONS COM 000886101 91000 1254100 SH DEFINED 02 05 06 0 0 1254100A D C TELECOMMUNICATIONS COM 000886101 84099 1159000 SH DEFINED 07 10 12 0 0 1159000A D C TELECOMMUNICATIONS COM 000886101 168267 2318930 SH DEFINED 15 16 19 0 0 2318930A D C TELECOMMUNICATIONS COM 000886101 326473 4499200 SH DEFINED 20 22 28 0 0 4499200A D C TELECOMMUNICATIONS COM 000886101 56613 780200 SH DEFINED 32 0 0 780200A D C TELECOMMUNICATIONS COM 000886101 42424 584690 SH DEFINED 37 03 373690 0 211000ABN AMRO HLDG NV SPONSORED ADR 000937102 81 3238 SH DEFINED 37 3238 0 0ADT OPERATIONS LYON ZERO CPN 10 000945AC9 45865 21645000 PRN DEFINED 09 11 0 0 0ADT OPERATIONS LYON ZERO CPN 10 000945AC9 1907 900000 PRN DEFINED 03 0 0 0ABM INDS INC COM 000957100 256 12600 SH DEFINED 26 0 0 12600



ACT MFG INC COM 000973107 412 11000 SH DEFINED 26 0 0 11000AFLAC INC COM 001055102 71942 1524600 SH DEFINED 02 05 06 0 0 1524600AFLAC INC COM 001055102 216392 4585800 SH DEFINED 07 09 10 0 0 4585800AFLAC INC COM 001055102 164188 3479500 SH DEFINED 12 15 16 0 0 3479500AFLAC INC COM 001055102 107299 2273900 SH DEFINED 20 21 22 0 0 2273900AFLAC INC COM 001055102 128529 2723800 SH DEFINED 23 27 28 0 0 2723800AFLAC INC COM 001055102 19223 407390 SH DEFINED 30 32 34 0 0 407390AFLAC INC COM 001055102 49543 1049974 SH DEFINED 37 03 812474 0 237500AGCO CORP COM 001084102 13149 978600 SH DEFINED 07 15 0 0 978600AHL SVCS INC COM 001296102 5410 259200 SH DEFINED 07 21 26 0 0 259200AHL SVCS INC COM 001296102 1655 79300 SH DEFINED 32 0 0 79300AHL SVCS INC COM 001296102 8878 425300 SH DEFINED 03 425300 0 0AES CORP JR SBDB CV4.5%05 00130HAN5 12441 8500000 PRN DEFINED 11 0 0 0AES CORP COM 00130H105 138025 1846500 SH DEFINED 02 05 06 0 0 1846500AES CORP COM 00130H105 184826 2472600 SH DEFINED 07 09 10 0 0 2472600AES CORP COM 00130H105 152869 2045075 SH DEFINED 12 13 15 0 0 2045075AES CORP COM 00130H105 227858 3048280 SH DEFINED 16 19 20 0 0 3048280AES CORP COM 00130H105 115944 1551100 SH DEFINED 21 22 23 0 0 1551100AES CORP COM 00130H105 75344 1007950 SH DEFINED 26 28 30 0 0 1007950AES CORP COM 00130H105 18717 250400 SH DEFINED 32 34 0 0 250400AES CORP COM 00130H105 163188 2183131 SH DEFINED 37 03 1819031 0 364100AK STL HLDG CORP COM 001547108 9803 519400 SH DEFINED 02 04 07 0 0 519400AK STL HLDG CORP COM 001547108 37410 1982000 SH DEFINED 09 15 19 0 0 1982000AK STL HLDG CORP COM 001547108 31154 1650554 SH DEFINED 21 22 27 0 0 1650554AK STL HLDG CORP COM 001547108 17608 932900 SH DEFINED 30 36 03 370600 0 562300AMB PROPERTY CORP COM 00163T109 18539 929900 SH DEFINED 09 12 34 0 0 929900AMB PROPERTY CORP COM 00163T109 8299 416300 SH DEFINED 35 0 0 416300AMB PROPERTY CORP COM 00163T109 19893 997800 SH DEFINED 03 997800 0 0AMFM INC COM 001693100 8521 108900 SH DEFINED 02 07 12 0 0 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SH DEFINED 13 15 16 0 0 25529156AT&T CORP COM 001957109 685881 13514910 SH DEFINED 18 19 20 0 0 13514910AT&T CORP COM 001957109 451934 8905120 SH DEFINED 21 22 23 0 0 8905120AT&T CORP COM 001957109 252248 4970416 SH DEFINED 26 27 28 0 0 4970416AT&T CORP COM 001957109 212067 4178675 SH DEFINED 30 32 34 0 0 4178675AT&T CORP COM 001957109 1385 27508 SH DEFINED 37 26545 0 963AT&T CORP COM 001957109 574294 11316141 SH DEFINED 03 9579312 0 1736829AT&T CORP COM LIB GRP A 001957208 127794 2251884 SH DEFINED 02 04 05 0 0 2251884AT&T CORP COM LIB GRP A 001957208 130883 2306310 SH DEFINED 06 07 09 0 0 2306310AT&T CORP COM LIB GRP A 001957208 226182 3985592 SH DEFINED 11 13 15 0 0 3985592AT&T CORP COM LIB GRP A 001957208 588257 10365770 SH DEFINED 16 19 20 0 0 10365770AT&T CORP COM LIB GRP A 001957208 81099 1429064 SH DEFINED 21 22 26 0 0 1429064AT&T CORP COM LIB GRP A 001957208 330595 5825470 SH DEFINED 28 30 32 0 0 5825470AT&T CORP COM LIB GRP A 001957208 2894 51000 SH DEFINED 34 0 0 51000AT&T CORP COM LIB GRP A 001957208 288 5124 SH DEFINED 37 4000 0 1124AT&T CORP COM LIB GRP A 001957208 182569 3217086 SH DEFINED 03 2556598 0 660488AT&T CORP COM LIB GRP B 001957307 646 9400 SH DEFINED 20 32 0 0 9400ASA LTD COM 002050102 2064 109000 SH DEFINED 15 0 0 109000AVT CORP COM 002420107 2232 47500 SH DEFINED 20 32 0 0 47500AVX CORP NEW COM 002444107 8104 162300 SH DEFINED 02 04 12 0 0 162300AVX CORP NEW COM 002444107 111580 2234400 SH DEFINED 13 15 28 0 0 2234400AVX CORP NEW COM 002444107 11011 220500 SH DEFINED 34 0 0 220500AVX CORP NEW COM 002444107 19021 380900 SH DEFINED 03 375800 0 5100AXA FINL INC COM 002451102 42018 1240400 SH DEFINED 02 07 12 0 0 1240400AXA FINL INC COM 002451102 32530 960300 SH DEFINED 15 32 34 0 0 960300AXA FINL INC COM 002451102 18705 552200 SH DEFINED 37 03 424500 0 127700AARON RENTS INC COM 002535201 6333 356800 SH DEFINED 07 0 0 356800AARON RENTS INC COM 002535201 1075 60600 SH DEFINED 03 60600 0 0ABBOTT LABS COM 002824100 176841 4870000 SH DEFINED 02 05 06 0 0 4870000ABBOTT LABS COM 002824100 807771 22245000 SH DEFINED 07 09 10 0 0 22245000ABBOTT LABS COM 002824100 956402 26338120 SH DEFINED 11 15 16 0 0 26338120ABBOTT LABS COM 002824100 22191 611120 SH DEFINED 18 19 21 0 0 611120ABBOTT LABS COM 002824100 236641 6516800 SH DEFINED 22 27 28 0 0 6516800ABBOTT LABS COM 002824100 32361 891200 SH DEFINED 30 34 0 0 891200ABBOTT LABS COM 002824100 450 12273 SH DEFINED 37 12273 0 0ABBOTT LABS COM 002824100 151151 4162524 SH DEFINED 03 3236424 0 926100ABERCROMBIE & FITCH CO CL A 002896207 39851 1493256 SH DEFINED 02 04 05 0 0 1493256ABERCROMBIE & FITCH CO CL A 002896207 64879 2431100 SH DEFINED 06 07 09 0 0 2431100ABERCROMBIE & FITCH CO CL A 002896207 28609 1072000 SH DEFINED 10 15 19 0 0 1072000ABERCROMBIE & FITCH CO CL A 002896207 14922 559170 SH DEFINED 20 28 29 0 0 559170ABERCROMBIE & FITCH CO CL A 002896207 432 16210 SH DEFINED 30 32 34 0 0 16210



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CHARTER ONE FINL INC COM 160903100 36833 1925937 SH DEFINED 16 0 0 1925937CHARTER ONE FINL INC COM 160903100 15304 800228 SH DEFINED 37 03 778060 0 22168CHARLOTTE RUSSE HLDG INC COM 161048103 840 40000 SH DEFINED 20 32 0 0 40000CHARMING SHOPPES INC SB NT CV 7.5%06 161133AA1 5444 5338000 PRN DEFINED 09 0 0 0CHARMING SHOPPES INC SB NT CV 7.5%06 161133AA1 244 240000 PRN DEFINED 03 0 0 0CHARMING SHOPPES INC COM 161133103 84485 12752600 SH DEFINED 09 12 20 0 0 12752600CHARMING SHOPPES INC COM 161133103 13862 2092400 SH DEFINED 22 32 0 0 2092400CHARMING SHOPPES INC COM 161133103 237 35900 SH DEFINED 03 16600 0 19300CHART INDS INC COM 16115Q100 3402 850600 SH DEFINED 07 0 0 850600CHARTER COMMUNICATIONS INC DEL CL A 16117M107 66447 3037600 SH DEFINED 10 20 32 0 0 3037600CHARTERED SEMICONDUCTOR MFG ADR 16133R106 82636 1132000 SH DEFINED 02 09 13 0 0 1132000CHARTERED SEMICONDUCTOR MFG ADR 16133R106 114792 1572500 SH DEFINED 15 16 21 0 0 1572500CHARTERED SEMICONDUCTOR MFG ADR 16133R106 102309 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11745 385100 SH DEFINED 12 15 0 0 385100CHESAPEAKE ENERGY CORP COM 165167107 2279 959700 SH DEFINED 04 22 26 0 0 959700CHESAPEAKE ENERGY CORP PFD CONV 144A 165167206 3842 148500 SH DEFINED 25 36 0 0 148500CHESAPEAKE ENERGY CORP PFD CONV 144A 165167206 398 15400 SH DEFINED 03 12000 0 3400CHESAPEAKE ENERGY CORP PFD CONV 7% 165167305 18386 710600 SH DEFINED 15 22 25 0 0 710600CHESAPEAKE ENERGY CORP PFD CONV 7% 165167305 610 23600 SH DEFINED 27 36 0 0 23600CHESAPEAKE ENERGY CORP PFD CONV 7% 165167305 269 10400 SH DEFINED 03 8300 0 2100CHEVRON CORPORATION COM 166751107 93537 1079800 SH DEFINED 02 05 06 0 0 1079800CHEVRON CORPORATION COM 166751107 244893 2827051 SH DEFINED 07 08 09 0 0 2827051CHEVRON CORPORATION COM 166751107 613235 7079200 SH DEFINED 10 12 15 0 0 7079200CHEVRON CORPORATION COM 166751107 287818 3322581 SH DEFINED 16 19 22 0 0 3322581CHEVRON CORPORATION COM 166751107 121284 1400110 SH DEFINED 23 27 28 0 0 1400110CHEVRON CORPORATION COM 166751107 51853 598600 SH DEFINED 30 31 32 0 0 598600CHEVRON CORPORATION COM 166751107 16545 191000 SH DEFINED 34 0 0 191000CHEVRON CORPORATION COM 166751107 1036 12120 SH DEFINED 37 12120 0 0CHEVRON CORPORATION COM 166751107 114108 1317274 SH DEFINED 03 1066693 0 250581CHICOS FAS INC COM 168615102 5643 150000 SH DEFINED 07 0 0 150000CHICOS FAS INC COM 168615102 2581 68600 SH DEFINED 03 68600 0 0CHILDTIME LEARNING CTRS INC COM 168820108 6103 493200 SH DEFINED 26 0 0 493200CHILE FD INC COM 168834109 4893 435000 SH DEFINED 19 21 0 0 435000CHINA FD INC COM 169373107 1062 100000 SH DEFINED 21 0 0 100000CHINA TELECOM HONG KONG LTD SPONSORED ADR 169428109 69758 542600 SH DEFINED 13 19 22 0 0 542600CHINA TELECOM HONG KONG LTD SPONSORED ADR 169428109 44791 348400 SH DEFINED 28 0 0 348400CHINA TELECOM HONG KONG LTD SPONSORED ADR 169428109 11750 91400 SH DEFINED 03 91400 0 0CHOICE HOTELS INTL INC COM 169905106 4738 276700 SH DEFINED 07 26 0 0 276700CHOICE HOTELS INTL INC COM 169905106 6673 389700 SH DEFINED 03 389700 0 0CHIQUITA BRANDS INTL INC SDCV 7%01 170032AH9 1945 2740000 PRN DEFINED 02 09 22 0 0 0CHIQUITA BRANDS INTL INC SDCV 7%01 170032AH9 8704 12260000 PRN DEFINED 23 25 28 0 0 0CHIQUITA BRANDS INTL INC SDCV 7%01 170032AH9 1931 2720000 PRN DEFINED 32 0 0 0CHIQUITA BRANDS INTL INC SDCV 7%01 170032AH9 21 30000 PRN DEFINED 03 0 0 0CHIQUITA BRANDS INTL INC COM 170032106 48 10300 SH DEFINED 03 10300 0 0CHIQUITA BRANDS INTL INC PFD A NON VTG 170032403 9252 474500 SH DEFINED 09 0 0 474500CHIQUITA BRANDS INTL INC PFD A NON VTG 170032403 349 17900 SH DEFINED 03 8000 0 9900CHIQUITA BRANDS INTL INC PFD CV B $3.75 170032502 4440 178500 SH DEFINED 09 0 0 178500CHIQUITA BRANDS INTL INC PFD CV B $3.75 170032502 64 2600 SH DEFINED 03 2600 0 0CHIREX INC COM 170038103 3385 231500 SH DEFINED 12 15 26 0 0 231500CHIRON CORP COM 170040109 24831 586000 SH DEFINED 02 09 12 0 0 586000CHIRON CORP COM 170040109 396485 9356600 SH DEFINED 13 15 16 0 0 9356600CHIRON CORP COM 170040109 117008 2761270 SH DEFINED 20 22 28 0 0 2761270CHIRON CORP COM 170040109 7647 180470 SH DEFINED 30 32 34 0 0 180470CHIRON CORP COM 170040109 19993 471800 SH DEFINED 37 03 464200 0 7600CHRIS CRAFT INDS INC COM 170520100 15463 214397 SH DEFINED 07 12 13 0 0 214397CHRIS CRAFT INDS INC COM 170520100 11384 157847 SH DEFINED 15 26 28 0 0 157847CHRIS CRAFT INDS INC COM 170520100 25187 349226 SH DEFINED 03 335826 0 13400CHROMCRAFT REVINGTON INC COM 171117104 4399 419000 SH DEFINED 07 0 0 419000CHUBB CORP COM 171232101 32785 582200 SH DEFINED 02 09 10 0 0 582200



CHUBB CORP COM 171232101 6492 115300 SH DEFINED 15 16 28 0 0 115300CHUBB CORP COM 171232101 3006 53390 SH DEFINED 30 34 0 0 53390CHUBB CORP COM 171232101 7882 139981 SH DEFINED 37 03 139981 0 0CHURCH & DWIGHT INC COM 171340102 14472 542300 SH DEFINED 02 18 26 0 0 542300CIBER INC COM 17163B102 627 22800 SH DEFINED 03 22800 0 0CIENA CORP COM 171779101 28249 491300 SH DEFINED 02 09 12 0 0 491300CIENA CORP COM 171779101 331108 5758400 SH DEFINED 13 15 28 0 0 5758400CIENA CORP COM 171779101 59 1040 SH DEFINED 30 0 0 1040CINAR CORP SUB VTG SHS B 171905300 107777 4406600 SH DEFINED 02 09 19 0 0 4406600CINAR CORP SUB VTG SHS B 171905300 17287 705600 SH DEFINED 21 22 28 0 0 705600CINAR CORP SUB VTG SHS B 171905300 2 90 SH DEFINED 30 0 0 90CINAR CORP SUB VTG SHS B 171905300 753 30760 SH DEFINED 37 30760 0 0CINAR CORP SUB VTG SHS B 171905300 3376 137800 SH DEFINED 03 0 0 137800CINCINNATI FINL CORP COM 172062101 4073 130619 SH DEFINED 37 03 130619 0 0CINERGY CORP COM 172474108 41125 1704664 SH 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13 0 0 1484000CLARIFY INC COM 180492100 16027 127200 SH DEFINED 02 15 26 0 0 127200CLARIFY INC COM 180492100 4032 32000 SH DEFINED 34 0 0 32000CLARIFY INC COM 180492100 4558 36179 SH DEFINED 37 03 36179 0 0CLARION COML HLDGS INC CL A 18051W109 1132 146100 SH DEFINED 33 35 0 0 146100CLARION COML HLDGS INC CL A 18051W109 290 37500 SH DEFINED 03 37500 0 0CLASSIC COMMUNICATIONS INC CL A 182728204 2888 79000 SH DEFINED 02 07 10 0 0 79000CLASSIC COMMUNICATIONS INC CL A 182728204 80 2200 SH DEFINED 12 15 28 0 0 2200CLASSIC COMMUNICATIONS INC CL A 182728204 43 1200 SH DEFINED 34 0 0 1200CLAYTON HOMES INC COM 184190106 42868 4666000 SH DEFINED 07 15 0 0 4666000CLAYTON HOMES INC COM 184190106 252 27488 SH DEFINED 37 03 27488 0 0CLEAR CHANNEL COMMUNICATIONS COM 184502102 156307 1751346 SH DEFINED 02 05 06 0 0 1751346CLEAR CHANNEL COMMUNICATIONS COM 184502102 846027 9479300 SH DEFINED 07 10 11 0 0 9479300CLEAR CHANNEL COMMUNICATIONS COM 184502102 93401 1046517 SH DEFINED 12 13 15 0 0 1046517CLEAR CHANNEL COMMUNICATIONS COM 184502102 352606 3950771 SH DEFINED 16 22 23 0 0 3950771CLEAR CHANNEL COMMUNICATIONS COM 184502102 71252 798350 SH DEFINED 28 29 34 0 0 798350



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1579960 0 266726TESMA INTL INC CL A SUB VTG 881908107 10170 750100 SH DEFINED 02 0 0 750100TEXAS INSTRS INC COM 882508104 381319 3936200 SH DEFINED 02 05 06 0 0 3936200TEXAS INSTRS INC COM 882508104 2300868 23750900 SH DEFINED 07 10 11 0 0 23750900TEXAS INSTRS INC COM 882508104 603725 6232000 SH DEFINED 12 13 15 0 0 6232000TEXAS INSTRS INC COM 882508104 623569 6436850 SH DEFINED 16 18 19 0 0 6436850TEXAS INSTRS INC COM 882508104 507005 5233600 SH DEFINED 20 21 22 0 0 5233600TEXAS INSTRS INC COM 882508104 153508 1584600 SH DEFINED 23 26 27 0 0 1584600TEXAS INSTRS INC COM 882508104 353724 3651350 SH DEFINED 28 30 32 0 0 3651350TEXAS INSTRS INC COM 882508104 43070 444600 SH DEFINED 34 0 0 444600TEXAS INSTRS INC COM 882508104 273385 2821967 SH DEFINED 37 03 2131811 0 690156TEXAS PAC LD TR SUB CTF PROP I T 882610108 306 8000 SH DEFINED 37 8000 0 0TEXAS REGL BANCSHARES INC CL A VTG 882673106 449 15500 SH DEFINED 03 15500 0 0TEXAS UTILS CO COM 882848104 74 2100 SH DEFINED 12 28 0 0 2100TEXAS UTILS CO COM 882848104 7837 220430 SH DEFINED 37 03 220430 0 0TEXTRON INC COM 883203101 69271 903300 SH DEFINED 02 05 06 0 0 903300TEXTRON INC COM 883203101 503859 6570300 SH DEFINED 07 09 10 0 0 6570300TEXTRON INC COM 883203101 355041 4629720 SH DEFINED 11 15 16 0 0 4629720TEXTRON INC COM 883203101 25419 331464 SH DEFINED 18 19 21 0 0 331464TEXTRON INC COM 883203101 123359 1608600 SH DEFINED 22 23 27 0 0 1608600TEXTRON INC COM 883203101 12684 165400 SH DEFINED 28 30 32 0 0 165400TEXTRON INC COM 883203101 383 5000 SH DEFINED 34 0 0 5000TEXTRON INC COM 883203101 158 2087 SH DEFINED 37 2087 0 0TEXTRON INC COM 883203101 111119 1448996 SH DEFINED 03 1090276 0 358720THERAGENICS CORP COM 883375107 6162 680000 SH DEFINED 07 0 0 680000THERMO CARDIOSYSTEMS INC COM NONREDEEM 88355K200 1461 222700 SH DEFINED 03 222700 0 0THERMO FIBERTEK INC COM 88355W105 550 77200 SH DEFINED 15 0 0 77200THERMO ELECTRON CORP COM 883556102 77686 5179100 SH DEFINED 05 09 10 0 0 5179100THERMO ELECTRON CORP COM 883556102 58019 3867950 SH DEFINED 12 13 15 0 0 3867950THERMO ELECTRON CORP COM 883556102 140958 9397200 SH DEFINED 20 22 28 0 0 9397200THERMO ELECTRON CORP COM 883556102 18528 1235200 SH DEFINED 30 32 0 0 1235200THERMO ELECTRON CORP COM 883556102 10 674 SH DEFINED 37 674 0 0



THERMO ELECTRON CORP COM 883556102 10316 687790 SH DEFINED 03 601890 0 85900THERMO INSTR SYS INC COM 883559106 13377 1202475 SH DEFINED 15 20 32 0 0 1202475THERMO INSTR SYS INC COM 883559106 8480 762325 SH DEFINED 03 755225 0 7100THERMO OPTEK CORP COM 883582108 9 800 SH DEFINED 03 800 0 0THERMOQUEST CORP COM 883655102 2155 209000 SH DEFINED 07 12 0 0 209000THERMOQUEST CORP COM 883655102 2125 206100 SH DEFINED 03 206100 0 0THERMEDICS INC COM 883901100 1411 259600 SH DEFINED 03 259600 0 0THOMAS & BETTS CORP COM 884315102 87241 2737000 SH DEFINED 05 28 30 0 0 2737000THOMAS & BETTS CORP COM 884315102 1715 53861 SH DEFINED 37 03 53861 0 0THOMAS GROUP INC COM 884402108 1922 170900 SH DEFINED 07 0 0 1709003DO CO COM 88553W105 422 46500 SH DEFINED 28 0 0 465003COM CORP COM 885535104 63451 1350027 SH DEFINED 04 13 15 0 0 13500273COM CORP COM 885535104 13356 284138 SH DEFINED 37 03 284138 0 0THREE FIVE SYS INC COM 88554L108 10007 244082 SH DEFINED 09 28 30 0 0 244082THREE FIVE SYS INC COM 88554L108 2071 50517 SH DEFINED 03 50517 0 0TIBCO SOFTWARE INC COM 88632Q103 89795 586900 SH DEFINED 10 13 20 0 0 586900TIBCO SOFTWARE INC COM 88632Q103 260 1700 SH DEFINED 32 0 0 1700TICKETS COM INC COM 88633M101 525 36700 SH DEFINED 02 10 15 0 0 36700TICKETS COM INC COM 88633M101 7 500 SH DEFINED 34 0 0 500TICKETMASTER ONLINE-CITYSEARCH CL B 88633P203 7591 197500 SH DEFINED 15 26 28 0 0 197500TICKETMASTER ONLINE-CITYSEARCH CL B 88633P203 1837 47800 SH DEFINED 03 0 0 47800TIDEWATER INC COM 886423102 8982 249500 SH DEFINED 02 09 12 0 0 249500TIDEWATER INC COM 886423102 29846 829065 SH DEFINED 15 20 28 0 0 829065TIDEWATER INC COM 886423102 1949 54160 SH DEFINED 30 32 34 0 0 54160TIDEWATER INC COM 886423102 618 17189 SH DEFINED 37 03 17189 0 0TIFFANY & CO NEW COM 886547108 22071 247300 SH DEFINED 02 09 12 0 0 247300TIFFANY & CO NEW COM 886547108 84805 950200 SH DEFINED 13 15 22 0 0 950200TIFFANY & CO NEW COM 886547108 62277 697790 SH DEFINED 23 28 30 0 0 697790TIFFANY & CO NEW COM 886547108 89 1000 SH DEFINED 34 0 0 1000TIFFANY & CO NEW COM 886547108 4511 50590 SH DEFINED 37 03 50590 0 0TIMBERLINE SOFTWARE CORP COM 887134104 4751 353600 SH DEFINED 07 0 0 353600TIME WARNER INC COM 887315109 193600 2672651 SH DEFINED 02 05 06 0 0 2672651TIME WARNER INC COM 887315109 2033919 28078270 SH DEFINED 07 09 10 0 0 28078270TIME WARNER INC COM 887315109 504237 6961004 SH DEFINED 11 12 13 0 0 6961004TIME WARNER INC COM 887315109 887952 12258183 SH DEFINED 15 16 19 0 0 12258183TIME WARNER INC COM 887315109 1796452 24800037 SH DEFINED 20 21 22 0 0 24800037TIME WARNER INC COM 887315109 100694 1390093 SH DEFINED 23 26 27 0 0 1390093TIME WARNER INC COM 887315109 186757 2578192 SH DEFINED 28 29 30 0 0 2578192TIME WARNER INC COM 887315109 282607 3901397 SH DEFINED 32 34 0 0 3901397TIME WARNER INC COM 887315109 6473 89492 SH DEFINED 37 9492 0 80000TIME WARNER INC COM 887315109 340831 4705178 SH DEFINED 03 3586624 0 1118554TIME WARNER TELECOM INC CL A 887319101 10232 204900 SH DEFINED 02 07 11 0 0 204900TIME WARNER TELECOM INC CL A 887319101 32049 641800 SH DEFINED 15 16 20 0 0 641800TIME WARNER TELECOM INC CL A 887319101 44756 896250 SH DEFINED 21 22 28 0 0 896250TIME WARNER TELECOM INC CL A 887319101 2347 47000 SH DEFINED 32 0 0 47000TIME WARNER TELECOM INC CL A 887319101 5757 115300 SH DEFINED 03 75400 0 39900TIMES MIRROR CO NEW COM SER A 887364107 44462 663617 SH DEFINED 06 08 10 0 0 663617TIMES MIRROR CO NEW COM SER A 887364107 99716 1488300 SH DEFINED 12 16 30 0 0 1488300TIMES MIRROR CO NEW COM SER A 887364107 3157 47120 SH DEFINED 03 47120 0 0TIMKEN CO COM 887389104 32700 1600000 SH DEFINED 18 0 0 1600000TIMKEN CO COM 887389104 998 48868 SH DEFINED 03 48868 0 0TITAN CORP COM 888266103 127 2700 SH DEFINED 15 0 0 2700TITAN EXPL INC COM 888289105 1370 252000 SH DEFINED 12 26 0 0 252000TITAN PHARMACEUTICALS INC DEL COM 888314101 8035 422900 SH DEFINED 15 0 0 422900TIVO INC COM 888706108 18913 560400 SH DEFINED 13 0 0 560400TOLL BROTHERS INC COM 889478103 7604 408300 SH DEFINED 05 28 30 0 0 408300TOLLGRADE COMMUNICATIONS INC COM 889542106 17905 519000 SH DEFINED 07 28 0 0 519000TOLLGRADE COMMUNICATIONS INC COM 889542106 9028 261700 SH DEFINED 03 261700 0 0TOO INC COM 890333107 22013 1276131 SH DEFINED 02 10 12 0 0 1276131TOO INC COM 890333107 221 12861 SH DEFINED 15 34 0 0 12861TOO INC COM 890333107 169 9814 SH DEFINED 03 385 0 9429TOOTSIE ROLL INDS INC COM 890516107 258 7848 SH DEFINED 15 0 0 7848TORCHMARK CORP COM 891027104 39252 1350632 SH DEFINED 02 08 09 0 0 1350632TORCHMARK CORP COM 891027104 18179 625540 SH DEFINED 15 22 28 0 0 625540TORCHMARK CORP COM 891027104 6324 217610 SH DEFINED 30 34 03 121760 0 95850TORO CO COM 891092108 1940 52000 SH DEFINED 02 26 0 0 52000TORONTO DOMINION BK ONT COM NEW 891160509 215275 8049450 SH DEFINED 02 07 09 0 0 8049450TORONTO DOMINION BK ONT COM NEW 891160509 52201 1948910 SH DEFINED 15 19 20 0 0 1948910TORONTO DOMINION BK ONT COM NEW 891160509 44093 1646200 SH DEFINED 21 22 32 0 0 1646200TORONTO DOMINION BK ONT COM NEW 891160509 1660 62000 SH DEFINED 34 0 0 62000TORONTO DOMINION BK ONT COM NEW 891160509 2939 109376 SH DEFINED 03 79976 0 29400TOSCO CORP COM NEW 891490302 65600 2412900 SH DEFINED 02 04 05 0 0 2412900TOSCO CORP COM NEW 891490302 105632 3885319 SH DEFINED 09 12 13 0 0 3885319TOSCO CORP COM NEW 891490302 19229 707300 SH DEFINED 15 16 21 0 0 707300TOSCO CORP COM NEW 891490302 286757 10547400 SH DEFINED 22 23 28 0 0 10547400TOSCO CORP COM NEW 891490302 23767 874190 SH DEFINED 30 32 34 0 0 874190TOSCO CORP COM NEW 891490302 27 1040 SH DEFINED 37 1040 0 0TOSCO CORP COM NEW 891490302 9274 341130 SH DEFINED 03 138530 0 202600TOTAL RENAL CARE HLDGS INC SB NT CV144A7%09 89151AAA5 18724 29840000 PRN DEFINED 02 22 23 0 0 0TOTAL RENAL CARE HLDGS INC SB NT CV144A7%09 89151AAA5 14890 23730000 PRN DEFINED 25 27 28 0 0 0TOTAL RENAL CARE HLDGS INC SB NT CV144A7%09 89151AAA5 18561 29580000 PRN DEFINED 32 36 03 0 0 0TOTAL RENAL CARE HLDGS INC COM 89151A107 33 5000 SH DEFINED 02 0 0 5000TOTAL FINA S A SPONSORED ADR 89151E109 104609 1510608 SH DEFINED 02 05 07 0 0 1510608TOTAL FINA S A SPONSORED ADR 89151E109 339627 4904373 SH DEFINED 09 11 15 0 0 4904373



TOTAL FINA S A SPONSORED ADR 89151E109 184022 2657361 SH DEFINED 19 20 21 0 0 2657361TOTAL FINA S A SPONSORED ADR 89151E109 255929 3695729 SH DEFINED 22 23 28 0 0 3695729TOTAL FINA S A SPONSORED ADR 89151E109 37948 547998 SH DEFINED 30 32 34 0 0 547998TOTAL FINA S A SPONSORED ADR 89151E109 24938 360166 SH DEFINED 37 03 161370 0 198796TOWER AUTOMOTIVE INC COM 891707101 66 4300 SH DEFINED 15 0 0 4300TOWER AUTOMOTIVE INC COM 891707101 7874 510100 SH DEFINED 03 510100 0 0TOYOTA MOTOR CORP SP ADR REP2COM 892331307 57 600 SH DEFINED 37 600 0 0TOYS R US INC COM 892335100 2251 157300 SH DEFINED 28 0 0 157300TOYS R US INC COM 892335100 2799 195585 SH DEFINED 37 03 195585 0 0TRAMMELL CROW CO COM 89288R106 1976 170000 SH DEFINED 35 0 0 170000TRANS LUX CORP SUB NT CV 7.5%06 893247AD8 444 535000 PRN DEFINED 07 0 0 0TRANSACTION SYS ARCHITECTS CL A 893416107 702 25100 SH DEFINED 13 0 0 25100TRANSACTION SYS ARCHITECTS CL A 893416107 1097 39200 SH DEFINED 03 39200 0 0TRANSGENE S A SPONSORED ADR 89365U105 8843 884399 SH DEFINED 02 21 0 0 884399TRANSKARYOTIC THERAPIES INC COM 893735100 17902 465000 SH DEFINED 13 15 0 0 465000TRANSPRO INC COM 893885103 4254 660925 SH DEFINED 07 0 0 660925TRANSMONTAIGNE INC COM 893934109 1074 153500 SH DEFINED 03 153500 0 0TRAVELERS PPTY CAS CORP CL A 893939108 50936 1487200 SH DEFINED 02 05 09 0 0 1487200TRAVELERS PPTY CAS CORP CL A 893939108 99235 2897400 SH DEFINED 12 15 16 0 0 2897400TRAVELERS PPTY CAS CORP CL A 893939108 60792 1774970 SH DEFINED 22 28 30 0 0 1774970TRAVELERS PPTY CAS CORP CL A 893939108 4017 117300 SH DEFINED 34 03 17000 0 100300TRANSWITCH CORP COM 894065101 44734 616500 SH DEFINED 13 15 26 0 0 616500TRANZ RAIL HOLDINGS LTD SPONSORED ADR 894116102 1343 250000 SH DEFINED 19 21 0 0 250000TRANZ RAIL HOLDINGS LTD SPONSORED ADR 894116102 76 14200 SH DEFINED 03 14200 0 0TREDEGAR CORP COM 894650100 299 14500 SH DEFINED 15 0 0 14500TREDEGAR CORP COM 894650100 2211 106900 SH DEFINED 03 106900 0 0TREND MICRO INC SPONSORED ADR 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665676 SH DEFINED 37 03 466876 0 198800TRIBUNE CO NEW COM 896047107 109717 1992600 SH DEFINED 02 10 12 0 0 1992600TRIBUNE CO NEW COM 896047107 125760 2283957 SH DEFINED 15 16 20 0 0 2283957TRIBUNE CO NEW COM 896047107 79452 1442953 SH DEFINED 23 28 32 0 0 1442953TRIBUNE CO NEW COM 896047107 132 2400 SH DEFINED 34 0 0 2400TRIBUNE CO NEW COM 896047107 19807 359776 SH DEFINED 37 03 290176 0 69600TRIGON HEALTHCARE INC COM 89618L100 11909 403700 SH DEFINED 02 09 15 0 0 403700TRIGON HEALTHCARE INC COM 89618L100 3886 131750 SH DEFINED 26 28 30 0 0 131750TRIGON HEALTHCARE INC COM 89618L100 1793 60800 SH DEFINED 34 0 0 60800TRIGON HEALTHCARE INC COM 89618L100 5481 185800 SH DEFINED 03 185800 0 0TRINITY BIOTECH PLC SPONSORED ADR 896438108 109 65000 SH DEFINED 07 0 0 65000TRINITY INDS INC COM 896522109 8403 295500 SH DEFINED 28 0 0 295500TRINTECH GROUP PLC SPONSORED ADR 896682101 89 1680 SH DEFINED 21 0 0 1680TRIQUINT SEMICONDUCTOR INC COM 89674K103 6096 54800 SH DEFINED 02 15 26 0 0 54800TRIQUINT SEMICONDUCTOR INC COM 89674K103 2225 20000 SH DEFINED 03 18500 0 1500TRITEL INC CL A 89675X104 2417 76300 SH DEFINED 07 10 12 0 0 76300TRITEL INC CL A 89675X104 240 7600 SH DEFINED 15 23 26 0 0 7600TRITEL INC CL A 89675X104 3 100 SH DEFINED 28 0 0 100TRITEL INC CL A 89675X104 44 1400 SH DEFINED 03 1100 0 300TRITON PCS HLDGS INC CL A 89677M106 112303 2468200 SH DEFINED 13 15 20 0 0 2468200TRITON PCS HLDGS INC CL A 89677M106 19464 427800 SH DEFINED 32 34 0 0 427800TRITON PCS HLDGS INC CL A 89677M106 2042 44900 SH DEFINED 03 44700 0 200TRIZETTO GROUP INC COM 896882107 349 7500 SH DEFINED 15 0 0 7500TRIZEC HAHN CORP SUB VTG 896938107 15336 915000 SH DEFINED 02 09 12 0 0 915000TRIZEC HAHN CORP SUB VTG 896938107 2009 119900 SH DEFINED 35 03 0 0 119900TRUE NORTH COMMUNICATIONS INC COM 897844106 21521 481600 SH DEFINED 02 04 07 0 0 481600TRUE NORTH COMMUNICATIONS INC COM 897844106 12485 279400 SH DEFINED 09 15 21 0 0 279400TRUE NORTH COMMUNICATIONS INC COM 897844106 10263 229680 SH DEFINED 26 28 30 0 0 229680TRUE NORTH COMMUNICATIONS INC COM 897844106 147 3300 SH DEFINED 34 0 0 3300TRUE NORTH COMMUNICATIONS INC COM 897844106 31143 696922 SH DEFINED 37 03 605922 0 91000TUBOS DE ACERO DE MEXICO S A ADR NEW 898592506 5742 423385 SH DEFINED 02 07 12 0 0 423385TUBOS DE ACERO DE MEXICO S A ADR NEW 898592506 5038 371500 SH DEFINED 19 21 0 0 371500TUBOSCOPE INC COM 898600101 5253 330900 SH DEFINED 15 0 0 330900TUBOSCOPE INC COM 898600101 3975 250400 SH DEFINED 03 250400 0 0TUESDAY MORNING CORP COM NEW 899035505 19978 1083600 SH DEFINED 20 32 0 0 1083600TULARIK INC COM 899165104 4140 127900 SH DEFINED 02 12 15 0 0 127900TULARIK INC COM 899165104 107 3320 SH DEFINED 23 26 28 0 0 3320TULARIK INC COM 899165104 42 1300 SH DEFINED 34 0 0 1300TUMBLEWEED COMMUNICATIONS CORP COM 899690101 16255 191800 SH DEFINED 02 12 13 0 0 191800TUMBLEWEED COMMUNICATIONS CORP COM 899690101 9771 115300 SH DEFINED 15 34 0 0 115300TUMBLEWEED COMMUNICATIONS CORP COM 899690101 2678 31600 SH DEFINED 03 31600 0 0TUPPERWARE CORP COM 899896104 23460 1385100 SH DEFINED 02 09 12 0 0 1385100TUPPERWARE CORP COM 899896104 59747 3527500 SH DEFINED 13 15 22 0 0 3527500TUPPERWARE CORP COM 899896104 7572 447106 SH DEFINED 26 34 03 130006 0 317100



TV AZTECA S A DE C V SPONSORED ADR 901145102 3473 385925 SH DEFINED 02 04 07 0 0 385925TV AZTECA S A DE C V SPONSORED ADR 901145102 50923 5658200 SH DEFINED 19 20 21 0 0 5658200TV AZTECA S A DE C V SPONSORED ADR 901145102 9629 1069900 SH DEFINED 22 32 03 0 0 1069900TWEETER HOME ENTMT GROUP INC COM 901167106 3684 103800 SH DEFINED 16 0 0 10380024 / 7 MEDIA INC COM 901314104 21116 375400 SH DEFINED 20 32 0 0 375400TWIN DISC INC COM 901476101 2759 232400 SH DEFINED 07 0 0 232400TWINLAB CORP COM 901774109 1666 210000 SH DEFINED 28 0 0 210000TYCO INTL LTD NEW COM 902124106 212722 5471960 SH DEFINED 02 05 06 0 0 5471960TYCO INTL LTD NEW COM 902124106 2044878 52601376 SH DEFINED 07 09 10 0 0 52601376TYCO INTL LTD NEW COM 902124106 238517 6135492 SH DEFINED 11 12 13 0 0 6135492TYCO INTL LTD NEW COM 902124106 691698 17792900 SH DEFINED 15 16 18 0 0 17792900TYCO INTL LTD NEW COM 902124106 230825 5937636 SH DEFINED 22 23 27 0 0 5937636TYCO INTL LTD NEW COM 902124106 38275 984566 SH DEFINED 28 29 30 0 0 984566TYCO INTL LTD NEW COM 902124106 9897 254600 SH DEFINED 32 0 0 254600TYCO INTL LTD NEW COM 902124106 229 6106 SH DEFINED 37 6106 0 0TYCO INTL LTD NEW COM 902124106 132383 3405357 SH DEFINED 03 2414565 0 990792TYSON FOODS INC CL A 902494103 13000 800000 SH DEFINED 13 0 0 800000TYSON FOODS INC CL A 902494103 346 21350 SH DEFINED 03 21350 0 0UAL CORP COM PAR $0.01 902549500 75422 972410 SH DEFINED 12 23 28 0 0 972410UAL CORP COM PAR $0.01 902549500 3 50 SH DEFINED 37 50 0 0UCAR INTL INC COM 90262K109 33 1900 SH DEFINED 15 0 0 1900UCBH HOLDINGS INC COM 90262T308 13910 676500 SH DEFINED 07 0 0 676500UCBH HOLDINGS INC COM 90262T308 1647 80100 SH DEFINED 03 80100 0 0UGI CORP NEW COM 902681105 463 22700 SH DEFINED 03 22700 0 0UICI COM 902737105 31877 3018000 SH DEFINED 02 07 15 0 0 3018000UICI COM 902737105 1586 150200 SH DEFINED 28 34 0 0 150200UICI COM 902737105 2105 199300 SH DEFINED 03 199300 0 0UMB FINL CORP COM 902788108 166 4400 SH DEFINED 02 0 0 4400UST CORP COM 902900109 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SH DEFINED 13 15 16 0 0 3573400VITESSE SEMICONDUCTOR CORP COM 928497106 257871 4917701 SH DEFINED 20 21 22 0 0 4917701VITESSE SEMICONDUCTOR CORP COM 928497106 85448 1629530 SH DEFINED 23 28 30 0 0 1629530VITESSE SEMICONDUCTOR CORP COM 928497106 44954 857300 SH DEFINED 32 34 0 0 857300VITESSE SEMICONDUCTOR CORP COM 928497106 43002 820064 SH DEFINED 37 03 445864 0 374200VITRAN INC COM 92850E107 3126 625000 SH DEFINED 02 0 0 625000VIXEL CORP DEL COM 928552108 286 16800 SH DEFINED 10 0 0 16800VLASIC FOODS INTL INC COM 928559103 1861 327291 SH DEFINED 28 31 0 0 327291VODAFONE AIRTOUCH PLC SPONSORED ADR 92857T107 434765 8783150 SH DEFINED 02 05 06 0 0 8783150VODAFONE AIRTOUCH PLC SPONSORED ADR 92857T107 511003 10323300 SH DEFINED 07 09 10 0 0 10323300VODAFONE AIRTOUCH PLC SPONSORED ADR 92857T107 582053 11758660 SH DEFINED 13 15 16 0 0 11758660VODAFONE AIRTOUCH PLC SPONSORED ADR 92857T107 996365 20128600 SH DEFINED 19 20 21 0 0 20128600VODAFONE AIRTOUCH PLC SPONSORED ADR 92857T107 159162 3215400 SH DEFINED 22 23 26 0 0 3215400VODAFONE AIRTOUCH PLC SPONSORED ADR 92857T107 561683 11347150 SH DEFINED 27 28 30 0 0 11347150



VODAFONE AIRTOUCH PLC SPONSORED ADR 92857T107 202252 4085900 SH DEFINED 32 34 0 0 4085900VODAFONE AIRTOUCH PLC SPONSORED ADR 92857T107 128155 2588700 SH DEFINED 37 03 2042750 0 545950VOICESTREAM WIRELESS CORP COM 928615103 217325 1527100 SH DEFINED 02 05 06 0 0 1527100VOICESTREAM WIRELESS CORP COM 928615103 8894 62500 SH DEFINED 07 09 10 0 0 62500VOICESTREAM WIRELESS CORP COM 928615103 524848 3688000 SH DEFINED 13 15 20 0 0 3688000VOICESTREAM WIRELESS CORP COM 928615103 65853 462740 SH DEFINED 23 28 30 0 0 462740VOICESTREAM WIRELESS CORP COM 928615103 38573 271050 SH DEFINED 32 34 0 0 271050VOICESTREAM WIRELESS CORP COM 928615103 34787 244450 SH DEFINED 37 03 161050 0 83400VORNADO RLTY TR SH BEN INT 929042109 29617 911300 SH DEFINED 09 35 0 0 911300VORNADO RLTY TR SH BEN INT 929042109 26422 813000 SH DEFINED 03 813000 0 0VULCAN MATLS CO COM 929160109 435 10900 SH DEFINED 15 0 0 10900VULCAN MATLS CO COM 929160109 3368 84350 SH DEFINED 03 84350 0 0WFS FINL INC COM 92923B106 211 10000 SH DEFINED 26 0 0 10000WEBS INDEX FD INC SINGAPORE WEBS 92923H848 909 99000 SH DEFINED 21 0 0 99000WMX TECHNOLOGIES INC SUB NTS CV 2%05 92929QAF4 11242 13586000 PRN DEFINED 11 27 30 0 0 0WMX TECHNOLOGIES INC SUB NTS CV 2%05 92929QAF4 1572 1900000 PRN DEFINED 03 0 0 0WMS INDS INC COM 929297109 4809 366400 SH DEFINED 02 04 07 0 0 366400WMS INDS INC COM 929297109 917 69900 SH DEFINED 15 21 23 0 0 69900WMS INDS INC COM 929297109 26151 1992500 SH DEFINED 26 28 34 0 0 1992500WMS INDS INC COM 929297109 9085 692200 SH DEFINED 03 692200 0 0WPP GROUP PLC SPON ADR NEW 929309300 8536 102700 SH DEFINED 26 28 0 0 102700WPP GROUP PLC SPON ADR NEW 929309300 13794 166000 SH DEFINED 37 03 91200 0 74800WPS RESOURCES CORP COM 92931B106 18 722 SH DEFINED 37 722 0 0WSFS FINL CORP COM 929328102 2958 234300 SH DEFINED 07 15 0 0 234300WABASH NATL CORP COM 929566107 1609 107300 SH DEFINED 03 107300 0 0WACHOVIA CORP COM 929771103 64158 943500 SH DEFINED 02 06 09 0 0 943500WACHOVIA CORP COM 929771103 244990 3602800 SH DEFINED 15 16 22 0 0 3602800WACHOVIA CORP COM 929771103 25241 371205 SH DEFINED 30 34 0 0 371205WACHOVIA CORP COM 929771103 23 340 SH DEFINED 37 340 0 0WACHOVIA CORP COM 929771103 20405 300081 SH DEFINED 03 236081 0 64000WADDELL & REED FINL INC CL A 930059100 4825 177887 SH DEFINED 02 04 08 0 0 177887WADDELL & REED FINL INC CL A 930059100 46197 1703122 SH DEFINED 09 15 22 0 0 1703122WADDELL & REED FINL INC CL A 930059100 27307 1006736 SH DEFINED 34 03 886954 0 119782WADDELL & REED FINL INC CL B 930059209 10302 410047 SH DEFINED 02 08 09 0 0 410047WADDELL & REED FINL INC CL B 930059209 6941 276273 SH DEFINED 15 22 34 0 0 276273WADDELL & REED FINL INC CL B 930059209 2339 93121 SH DEFINED 03 71095 0 22026WAL MART STORES INC COM 931142103 312935 4527100 SH DEFINED 02 04 05 0 0 4527100WAL MART STORES INC COM 931142103 509763 7374520 SH DEFINED 06 07 09 0 0 7374520WAL MART STORES INC COM 931142103 2474495 35797400 SH DEFINED 10 11 12 0 0 35797400WAL MART STORES INC COM 931142103 2411073 34879900 SH DEFINED 13 15 16 0 0 34879900WAL MART STORES INC COM 931142103 32539 470740 SH DEFINED 18 19 20 0 0 470740WAL MART STORES INC COM 931142103 639986 9258400 SH DEFINED 22 23 26 0 0 9258400WAL MART STORES INC COM 931142103 874555 12651800 SH DEFINED 27 28 29 0 0 12651800WAL MART STORES INC COM 931142103 196584 2843900 SH DEFINED 30 32 34 0 0 2843900WAL MART STORES INC COM 931142103 7980 115919 SH DEFINED 37 115919 0 0WAL MART STORES INC COM 931142103 790603 11437295 SH DEFINED 03 9447095 0 1990200WALDEN RESIDENTIAL PPTYS INC COM 931210108 1081 50000 SH DEFINED 09 0 0 50000WALGREEN CO COM 931422109 14259 487500 SH DEFINED 02 04 06 0 0 487500WALGREEN CO COM 931422109 66011 2256800 SH DEFINED 07 10 11 0 0 2256800WALGREEN CO COM 931422109 383321 13105000 SH DEFINED 12 15 16 0 0 13105000WALGREEN CO COM 931422109 31897 1090500 SH DEFINED 19 20 21 0 0 1090500WALGREEN CO COM 931422109 198799 6796560 SH DEFINED 22 23 28 0 0 6796560WALGREEN CO COM 931422109 15236 520900 SH DEFINED 30 32 34 0 0 520900WALGREEN CO COM 931422109 81932 2801391 SH DEFINED 37 03 2133951 0 667440WALLACE COMPUTER SERVICES INC COM 932270101 0 40 SH DEFINED 37 40 0 0WALTER INDS INC COM 93317Q105 28 2600 SH DEFINED 03 2600 0 0WARNACO GROUP INC CL A 934390105 12884 1046460 SH DEFINED 05 10 15 0 0 1046460WARNACO GROUP INC CL A 934390105 68914 5597100 SH DEFINED 20 28 30 0 0 5597100WARNACO GROUP INC CL A 934390105 4374 355300 SH DEFINED 32 0 0 355300WARNACO GROUP INC CL A 934390105 135 11000 SH DEFINED 03 11000 0 0WARNER LAMBERT CO COM 934488107 142005 1733100 SH DEFINED 02 04 05 0 0 1733100WARNER LAMBERT CO COM 934488107 1210512 14773610 SH DEFINED 06 07 10 0 0 14773610WARNER LAMBERT CO COM 934488107 430253 5251000 SH DEFINED 11 12 13 0 0 5251000WARNER LAMBERT CO COM 934488107 1334988 16292760 SH DEFINED 15 16 19 0 0 16292760WARNER LAMBERT CO COM 934488107 518764 6331226 SH DEFINED 20 21 22 0 0 6331226WARNER LAMBERT CO COM 934488107 80839 986600 SH DEFINED 23 26 27 0 0 986600WARNER LAMBERT CO COM 934488107 433973 5296400 SH DEFINED 28 29 30 0 0 5296400WARNER LAMBERT CO COM 934488107 94534 1153745 SH DEFINED 32 34 0 0 1153745WARNER LAMBERT CO COM 934488107 324017 3954321 SH DEFINED 37 03 3127121 0 827200WASHINGTON FED INC COM 938824109 49660 2514470 SH DEFINED 07 12 15 0 0 2514470WASHINGTON FED INC COM 938824109 10947 554312 SH DEFINED 16 0 0 554312WASHINGTON FED INC COM 938824109 33667 1704688 SH DEFINED 03 1691088 0 13600WASHINGTON MUT INC COM 939322103 189665 7294836 SH DEFINED 02 05 09 0 0 7294836WASHINGTON MUT INC COM 939322103 100605 3869442 SH DEFINED 12 15 22 0 0 3869442WASHINGTON MUT INC COM 939322103 166332 6397420 SH DEFINED 28 30 34 0 0 6397420WASHINGTON MUT INC COM 939322103 15 607 SH DEFINED 37 607 0 0WASHINGTON MUT INC COM 939322103 40902 1573183 SH DEFINED 03 1108099 0 465084WASTE CONNECTIONS INC COM 941053100 568 39400 SH DEFINED 15 0 0 39400WASTE CONNECTIONS INC COM 941053100 5053 350000 SH DEFINED 03 350000 0 0WASTE INDUSTRIES INC COM 941058109 228 20200 SH DEFINED 15 0 0 20200WASTE INDUSTRIES INC COM 941058109 554 49000 SH DEFINED 03 49000 0 0WASTE MGMT INC DEL COM 94106L109 14758 858650 SH DEFINED 05 06 08 0 0 858650WASTE MGMT INC DEL COM 94106L109 70554 4105015 SH DEFINED 10 12 15 0 0 4105015WASTE MGMT INC DEL COM 94106L109 40617 2363200 SH DEFINED 18 28 30 0 0 2363200



WASTE MGMT INC DEL COM 94106L109 249 14500 SH DEFINED 31 0 0 14500WASTE MGMT INC DEL COM 94106L109 22851 1329545 SH DEFINED 37 03 778925 0 550620WATCHGUARD TECHNOLOGIES INC COM 941105108 6062 200400 SH DEFINED 15 0 0 200400WATCHGUARD TECHNOLOGIES INC COM 941105108 102 3400 SH DEFINED 03 3400 0 0WATER PIK TECHNOLOGIES INC COM 94113U100 1582 165525 SH DEFINED 09 15 22 0 0 165525WATER PIK TECHNOLOGIES INC COM 94113U100 91 9555 SH DEFINED 03 2145 0 7410WATERS CORP COM 941848103 64771 1222100 SH DEFINED 02 07 10 0 0 1222100WATERS CORP COM 941848103 267094 5039520 SH DEFINED 15 20 22 0 0 5039520WATERS CORP COM 941848103 62646 1182000 SH DEFINED 28 32 34 0 0 1182000WATERS CORP COM 941848103 2495 47080 SH DEFINED 37 03 47080 0 0WATSCO INC COM 942622200 1242 107500 SH DEFINED 07 0 0 107500WATSON PHARMACEUTICALS INC COM 942683103 11223 313400 SH DEFINED 02 15 28 0 0 313400WATSON PHARMACEUTICALS INC COM 942683103 1872 52300 SH DEFINED 34 0 0 52300WATSON PHARMACEUTICALS INC COM 942683103 2708 75643 SH DEFINED 37 03 75643 0 0WEATHERFORD INTL INC COM 947074100 141367 3539708 SH DEFINED 02 06 07 0 0 3539708WEATHERFORD INTL INC COM 947074100 53395 1336974 SH DEFINED 09 11 12 0 0 1336974WEATHERFORD INTL INC COM 947074100 110695 2771725 SH DEFINED 15 18 19 0 0 2771725WEATHERFORD INTL INC COM 947074100 92085 2305732 SH DEFINED 21 22 28 0 0 2305732WEATHERFORD INTL INC COM 947074100 3612 90460 SH DEFINED 30 34 0 0 90460WEATHERFORD INTL INC COM 947074100 78828 1973818 SH DEFINED 37 03 1689218 0 284600WEBB DEL CORP COM 947423109 798 32000 SH DEFINED 26 0 0 32000WEBSTER FINL CORP CONN COM 947890109 6637 281700 SH DEFINED 15 26 0 0 281700WEBSTER FINL CORP CONN COM 947890109 3477 147600 SH DEFINED 03 147600 0 0WEBTRENDS CORP COM 94844D104 421 5200 SH DEFINED 03 5200 0 0WEBVAN GROUP INC COM 94845V103 14302 866800 SH DEFINED 02 05 06 0 0 866800WEBVAN GROUP INC COM 94845V103 2829 171500 SH DEFINED 10 12 15 0 0 171500WEBVAN GROUP INC COM 94845V103 2793 169300 SH DEFINED 28 34 03 18200 0 151100WELLMAN INC COM 949702104 135 7300 SH DEFINED 15 0 0 7300WELLPOINT HEALTH NETWORK NEW SB DB CV ZRO 19 94973HAA6 4927 7730000 PRN DEFINED 11 0 0 0WELLPOINT HEALTH NETWORK NEW COM 94973H108 14163 214800 SH DEFINED 02 05 09 0 0 214800WELLPOINT HEALTH NETWORK NEW COM 94973H108 92905 1409000 SH DEFINED 10 12 15 0 0 1409000WELLPOINT HEALTH NETWORK NEW COM 94973H108 161654 2451630 SH DEFINED 16 28 30 0 0 2451630WELLPOINT HEALTH NETWORK NEW COM 94973H108 15699 238100 SH DEFINED 32 34 0 0 238100WELLPOINT HEALTH NETWORK NEW COM 94973H108 23484 356168 SH DEFINED 37 03 336668 0 19500WELLS FARGO & CO NEW COM 949746101 83030 2053300 SH DEFINED 02 05 07 0 0 2053300WELLS FARGO & CO NEW COM 949746101 1356272 33539968 SH DEFINED 09 10 11 0 0 33539968WELLS FARGO & CO NEW COM 949746101 163624 4046360 SH DEFINED 12 13 15 0 0 4046360WELLS FARGO & CO NEW COM 949746101 477465 11807490 SH DEFINED 16 19 20 0 0 11807490WELLS FARGO & CO NEW COM 949746101 263417 6514200 SH DEFINED 22 27 28 0 0 6514200WELLS FARGO & CO NEW COM 949746101 61671 1525100 SH DEFINED 30 32 34 0 0 1525100WELLS FARGO & CO NEW COM 949746101 2926 72028 SH DEFINED 37 72028 0 0WELLS FARGO & CO NEW COM 949746101 216915 5364205 SH DEFINED 03 4592423 0 771782WENDYS FING I TECONS SER A 950588202 472 10000 SH DEFINED 11 0 0 10000WENDYS INTL INC COM 950590109 31830 1543300 SH DEFINED 02 05 15 0 0 1543300WENDYS INTL INC COM 950590109 165981 8047600 SH DEFINED 22 28 30 0 0 8047600WENDYS INTL INC COM 950590109 2058 99849 SH DEFINED 37 03 99849 0 0WERNER ENTERPRISES INC COM 950755108 1770 125900 SH DEFINED 03 125900 0 0WESCAST INDS INC CL A SUB VTG 950813105 8948 415000 SH DEFINED 02 0 0 415000WESLEY JESSEN VISIONCARE INC COM 951018100 4541 119900 SH DEFINED 26 0 0 119900WESLEY JESSEN VISIONCARE INC COM 951018100 4321 114100 SH DEFINED 03 114100 0 0WESTAMERICA BANCORPORATION COM 957090103 1600 57300 SH DEFINED 02 34 0 0 57300WESTAMERICA BANCORPORATION COM 957090103 3095 110800 SH DEFINED 03 110800 0 0WESTCOAST ENERGY INC COM 95751D102 44901 2786900 SH DEFINED 02 15 0 0 2786900WESTCOAST ENERGY INC COM 95751D102 666 41400 SH DEFINED 03 41400 0 0WESTERN GAS RES INC COM 958259103 155 11801 SH DEFINED 02 15 0 0 11801WESTERN RES INC COM 959425109 611 35951 SH DEFINED 37 03 35951 0 0WESTERN WIRELESS CORP CL A 95988E204 45089 675500 SH DEFINED 02 05 06 0 0 675500WESTERN WIRELESS CORP CL A 95988E204 90930 1362250 SH DEFINED 09 13 20 0 0 1362250WESTERN WIRELESS CORP CL A 95988E204 12854 192580 SH DEFINED 26 28 30 0 0 192580WESTERN WIRELESS CORP CL A 95988E204 7195 107800 SH DEFINED 32 03 11300 0 96500WESTINGHOUSE AIR BRAKE CO NEW COM 960386100 27739 1562796 SH DEFINED 04 07 09 0 0 1562796WESTINGHOUSE AIR BRAKE CO NEW COM 960386100 9677 545218 SH DEFINED 15 21 26 0 0 545218WESTINGHOUSE AIR BRAKE CO NEW COM 960386100 5 296 SH DEFINED 30 0 0 296WESTINGHOUSE AIR BRAKE CO NEW COM 960386100 19658 1107536 SH DEFINED 03 1107536 0 0WESTON ROY F INC CL A 961137106 379 183800 SH DEFINED 07 0 0 183800WESTPAC BKG CORP SPONSORED ADR 961214301 85 2500 SH DEFINED 37 2500 0 0WESTPOINT STEVENS INC COM 961238102 7035 402000 SH DEFINED 09 15 22 0 0 402000WESTPOINT STEVENS INC COM 961238102 21099 1205700 SH DEFINED 23 26 28 0 0 1205700WESTPOINT STEVENS INC COM 961238102 43 2480 SH DEFINED 30 34 0 0 2480WESTPOINT STEVENS INC COM 961238102 5794 331100 SH DEFINED 03 286500 0 44600WESTVACO CORP COM 961548104 8929 273700 SH DEFINED 05 12 15 0 0 273700WESTVACO CORP COM 961548104 30919 947730 SH DEFINED 21 23 28 0 0 947730WESTVACO CORP COM 961548104 1742 53400 SH DEFINED 30 0 0 53400WESTVACO CORP COM 961548104 6885 211061 SH DEFINED 03 208461 0 2600WESTWOOD ONE INC COM 961815107 58444 769000 SH DEFINED 09 13 15 0 0 769000WESTWOOD ONE INC COM 961815107 6418 84452 SH DEFINED 28 30 0 0 84452WET SEAL INC CL A 961840105 6145 501700 SH DEFINED 15 28 0 0 501700WEYERHAEUSER CO COM 962166104 47597 662800 SH DEFINED 02 04 12 0 0 662800WEYERHAEUSER CO COM 962166104 159804 2225300 SH DEFINED 15 20 23 0 0 2225300WEYERHAEUSER CO COM 962166104 37255 518790 SH DEFINED 28 32 0 0 518790WEYERHAEUSER CO COM 962166104 14800 206099 SH DEFINED 37 03 186099 0 20000WHIRLPOOL CORP COM 963320106 30149 463400 SH DEFINED 02 10 12 0 0 463400WHIRLPOOL CORP COM 963320106 16220 249310 SH DEFINED 15 23 28 0 0 249310WHIRLPOOL CORP COM 963320106 1613 24800 SH DEFINED 32 34 0 0 24800



WHIRLPOOL CORP COM 963320106 4181 64267 SH DEFINED 37 03 64267 0 0WHITMAN CORP NEW COM 96647R107 94491 7031901 SH DEFINED 13 15 16 0 0 7031901WHITNEY HLDG CORP COM 966612103 370 10000 SH DEFINED 26 0 0 10000WHITTMAN-HART INC COM 966834103 2429 45300 SH DEFINED 02 15 0 0 45300WHITTMAN-HART INC COM 966834103 7 127 SH DEFINED 37 127 0 0WHOLE FOODS MKT INC COM 966837106 1414 30500 SH DEFINED 15 0 0 30500WHOLE FOODS MKT INC COM 966837106 27 612 SH DEFINED 37 612 0 0WILD OATS MARKETS INC COM 96808B107 674 30400 SH DEFINED 15 0 0 30400WILLAMETTE INDS INC COM 969133107 3092 66600 SH DEFINED 12 15 20 0 0 66600WILLAMETTE INDS INC COM 969133107 626 13500 SH DEFINED 28 32 34 0 0 13500WILLAMETTE INDS INC COM 969133107 4094 88183 SH DEFINED 37 03 88183 0 0WILLBROS GROUP INC COM 969199108 3113 673200 SH DEFINED 07 0 0 673200WILLIAMS COMMUNICATIONS GROUP CL A 969455104 3223 111400 SH DEFINED 10 0 0 111400WILLIAMS COS INC DEL COM 969457100 21306 697140 SH DEFINED 08 09 15 0 0 697140WILLIAMS COS INC DEL COM 969457100 23905 782181 SH DEFINED 16 21 34 0 0 782181WILLIAMS COS INC DEL COM 969457100 14492 474152 SH DEFINED 37 03 466852 0 7300WILLIAMS SONOMA INC COM 969904101 25870 562400 SH DEFINED 10 12 15 0 0 562400WILLIAMS SONOMA INC COM 969904101 3718 80830 SH DEFINED 23 28 0 0 80830WILLIAMS SONOMA INC COM 969904101 1646 35800 SH DEFINED 03 35800 0 0WILMAR INDS INC COM 971426101 3561 205000 SH DEFINED 07 0 0 205000WILMAR INDS INC COM 971426101 116 6700 SH DEFINED 03 6700 0 0WILSHIRE OIL CO TEX COM 971889100 1466 391000 SH DEFINED 07 0 0 391000WILSONS THE LEATHER EXPERTS COM 972463103 221 12000 SH DEFINED 23 0 0 12000WIND RIVER SYSTEMS INC COM 973149107 1023 27850 SH DEFINED 03 27850 0 0WINN DIXIE STORES INC COM 974280109 52 2200 SH DEFINED 02 15 34 0 0 2200WINN DIXIE STORES INC COM 974280109 2808 117334 SH DEFINED 03 117334 0 0WINNEBAGO INDS INC COM 974637100 1324 66000 SH DEFINED 26 0 0 66000WINSTAR COMMUNICATIONS INC COM 975515107 43832 585415 SH DEFINED 02 07 09 0 0 585415WINSTAR COMMUNICATIONS INC COM 975515107 73498 981610 SH DEFINED 11 15 16 0 0 981610WINSTAR COMMUNICATIONS INC COM 975515107 159275 2127225 SH DEFINED 20 21 22 0 0 2127225WINSTAR COMMUNICATIONS INC COM 975515107 68611 916345 SH DEFINED 28 30 32 0 0 916345WINSTAR COMMUNICATIONS INC COM 975515107 3938 52600 SH DEFINED 34 0 0 52600WINSTAR COMMUNICATIONS INC COM 975515107 37209 496950 SH DEFINED 03 86050 0 410900WIRELESS TELECOM GROUP INC COM 976524108 5120 1606500 SH DEFINED 07 0 0 1606500WIRELESS FACILITIES INC COM 97653A103 5858 134300 SH DEFINED 09 10 12 0 0 134300WIRELESS FACILITIES INC COM 97653A103 40418 926500 SH DEFINED 15 16 20 0 0 926500WIRELESS FACILITIES INC COM 97653A103 4820 110500 SH DEFINED 28 30 32 0 0 110500WISCONSIN CENT TRANSN CORP COM 976592105 21942 1632900 SH DEFINED 15 22 28 0 0 1632900WISCONSIN CENT TRANSN CORP COM 976592105 127 9500 SH DEFINED 03 9500 0 0WISCONSIN ENERGY CORP COM 976657106 27 1440 SH DEFINED 37 1440 0 0WISER OIL CO DEL COM 977284108 9 3901 SH DEFINED 15 34 0 0 3901WOLVERINE WORLD WIDE INC COM 978097103 131 12000 SH DEFINED 03 12000 0 0WORLD FUEL SVCS CORP COM 981475106 9374 1249906 SH DEFINED 07 0 0 1249906WORLDGATE COMMUNICATIONS INC COM 98156L307 18549 390000 SH DEFINED 15 0 0 390000WORTHINGTON INDS INC COM 981811102 54 3300 SH DEFINED 15 0 0 3300WORTHINGTON INDS INC COM 981811102 1200 72508 SH DEFINED 03 72508 0 0WORLDTEX INC COM 981907108 1109 709900 SH DEFINED 07 0 0 709900WRIGLEY WM JR CO COM 982526105 1028 12400 SH DEFINED 15 0 0 12400WRIGLEY WM JR CO COM 982526105 7609 91745 SH DEFINED 03 91745 0 0WYNNS INTL INC COM 983195108 27987 1981450 SH DEFINED 07 12 15 0 0 1981450WYNNS INTL INC COM 983195108 221 15700 SH DEFINED 03 15700 0 0X-RITE INC COM 983857103 1606 257000 SH DEFINED 07 0 0 257000XCEED INC COM 98388N105 581 14000 SH DEFINED 13 0 0 14000XCEED INC COM 98388N105 921 22200 SH DEFINED 03 22200 0 0XILINX INC COM 983919101 94575 2080000 SH DEFINED 02 12 13 0 0 2080000XILINX INC COM 983919101 186403 4099600 SH DEFINED 15 16 23 0 0 4099600XILINX INC COM 983919101 5147 113220 SH DEFINED 28 34 0 0 113220XILINX INC COM 983919101 32438 713464 SH DEFINED 37 03 467864 0 245600XIRCOM INC COM 983922105 30037 400500 SH DEFINED 02 12 20 0 0 400500XIRCOM INC COM 983922105 15067 200900 SH DEFINED 26 28 32 0 0 200900XIRCOM INC COM 983922105 1207 16100 SH DEFINED 03 16100 0 0XEROX CORP COM 984121103 157728 6952200 SH DEFINED 05 10 12 0 0 6952200XEROX CORP COM 984121103 41892 1846500 SH DEFINED 13 15 16 0 0 1846500XEROX CORP COM 984121103 11044 486820 SH DEFINED 22 28 30 0 0 486820XEROX CORP COM 984121103 283 12500 SH DEFINED 37 1500 0 11000XEROX CORP COM 984121103 27022 1191068 SH DEFINED 03 1172668 0 18400XTRA CORP COM 984138107 2054 48200 SH DEFINED 03 48200 0 0YAHOO INC COM 984332106 184541 426500 SH DEFINED 04 05 06 0 0 426500YAHOO INC COM 984332106 951912 2200000 SH DEFINED 10 11 12 0 0 2200000YAHOO INC COM 984332106 847868 1959539 SH DEFINED 13 15 16 0 0 1959539YAHOO INC COM 984332106 196959 455200 SH DEFINED 20 22 26 0 0 455200YAHOO INC COM 984332106 126388 292100 SH DEFINED 28 29 32 0 0 292100YAHOO INC COM 984332106 246471 569638 SH DEFINED 37 03 475238 0 94400YANKEE CANDLE INC COM 984757104 8201 502800 SH DEFINED 20 32 0 0 502800YELLOW CORP COM 985509108 82 4900 SH DEFINED 03 4900 0 0YESMAIL COM INC COM 98583Q101 845 25000 SH DEFINED 29 0 0 25000YORK INTL CORP NEW COM 986670107 6914 252000 SH DEFINED 15 26 28 0 0 252000YORK INTL CORP NEW COM 986670107 1956 71300 SH DEFINED 03 71300 0 0YOUNG & RUBICAM INC COM 987425105 16873 238500 SH DEFINED 02 05 06 0 0 238500YOUNG & RUBICAM INC COM 987425105 258626 3655500 SH DEFINED 13 15 20 0 0 3655500YOUNG & RUBICAM INC COM 987425105 99403 1405000 SH DEFINED 28 30 32 0 0 1405000YOUNG & RUBICAM INC COM 987425105 77 1100 SH DEFINED 34 0 0 1100YOUNG & RUBICAM INC COM 987425105 8065 114000 SH DEFINED 03 114000 0 0YOUNG BROADCASTING INC CL A 987434107 4738 92910 SH DEFINED 09 28 30 0 0 92910



YOUNG INNOVATIONS INC COM 987520103 5 400 SH DEFINED 26 0 0 400Z TEL TECHNOLOGIES INC COM 988792107 27333 677000 SH DEFINED 10 12 15 0 0 677000Z TEL TECHNOLOGIES INC COM 988792107 177 4400 SH DEFINED 23 26 28 0 0 4400Z TEL TECHNOLOGIES INC COM 988792107 7122 176400 SH DEFINED 34 0 0 176400ZALE CORP NEW COM 988858106 3739 77300 SH DEFINED 02 12 15 0 0 77300ZALE CORP NEW COM 988858106 10663 220440 SH DEFINED 23 26 28 0 0 220440ZALE CORP NEW COM 988858106 19 400 SH DEFINED 34 0 0 400ZALE CORP NEW COM 988858106 1 22 SH DEFINED 37 22 0 0ZEMEX CDA CORP COM 988910105 668 73300 SH DEFINED 07 0 0 73300ZI CORP COM 988918108 2812 134740 SH DEFINED 09 28 30 0 0 134740ZAPME CORP COM 98912E100 819 95000 SH DEFINED 02 10 12 0 0 95000ZAPME CORP COM 98912E100 4 500 SH DEFINED 28 0 0 500ZEBRA TECHNOLOGIES CORP CL A 989207105 3457 59100 SH DEFINED 02 26 0 0 59100ZEBRA TECHNOLOGIES CORP CL A 989207105 1 26 SH DEFINED 37 26 0 0ZENITH NATL INS CORP COM 989390109 2633 127700 SH DEFINED 32 0 0 127700ZIONS BANCORPORATION COM 989701107 35317 596700 SH DEFINED 02 09 15 0 0 596700ZIONS BANCORPORATION COM 989701107 124938 2110900 SH DEFINED 16 20 28 0 0 2110900ZIONS BANCORPORATION COM 989701107 6088 102860 SH DEFINED 30 32 34 0 0 102860ZIONS BANCORPORATION COM 989701107 3770 63700 SH DEFINED 03 63700 0 0ZORAN CORP COM 98975F101 38383 688500 SH DEFINED 20 26 32 0 0 688500ZOLL MED CORP COM 989922109 1328 34800 SH DEFINED 02 26 0 0 34800ZOMAX INC MINN COM 989929104 1954 43200 SH DEFINED 02 26 0 0 43200</TABLE>



FORM 13F-HR - SECDatabase

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