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

Form 13F/A

FORM 13F COVER PAGE

Report for the Calendar Year or Quarter Ended:  December 31, 2005

Check here if Amendment [X] ;  Amendment Number:  1
This Amendment (Check only one.): [X] is a restatement.
                                  [ ] adds new holdings entries.

Institutional Investment Manager Filing this Report:

Name:   Franklin Resources, Inc.
Address:One Franklin Parkway
        San Mateo, CA  94403-1906

Form 13F File Number: 28-734

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:   Barbara J. Green
Title:  Vice President, Deputy General Counsel and Secretary
Phone:  650-312-2000

Signature, Place, and Date of Signing:




/s/ BARBARA J. GREEN            San Mateo, California         March 16, 2006


Report Type (Check only one.):

[X] 13F HOLDINGS REPORT.  (Check here if all holdings of this reporting manager
are reported in this report.)
[ ] 13F NOTICE.  (Check here if no holdings reported are in this report, and
all holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT.  (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)








FORM 13F SUMMARY PAGE


Report Summary:

Number of Other Included Managers:  15

Form 13F Information Table Entry Total:  4,581

Form 13F Information Table Value Total:  $ 133,743,071
                                           (thousands)


List of Other Included Managers:

Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.


No.      Form 13F File Number     Name
--         ----------------------             ------
A       28-3578         FRANKLIN ADVISERS, INC.
C       28-11763        TEMPLETON ASSET MANAGEMENT LTD.
D       28-11753        FRANKLIN TEMPLETON INVESTMENTS AUSTRALIA LIMITED
E       28-11761        FRANKLIN TEMPLETON INVESTMENT MANAGEMENT LIMITED
L       28-             FRANKLIN TEMPLETON INVESTMENTS (ASIA) LTD.
M       28-11755        FRANKLIN TEMPLETON INVESTMENTS JAPAN LIMITED
1       28-5454         TEMPLETON GLOBAL ADVISORS LIMITED
2       28-1074         TEMPLETON INVESTMENT COUNSEL, LLC
3       28-11744        TEMPLETON CAPITAL ADVISORS LTD.
4       28-5930         FRANKLIN ADVISORY SERVICES, LLC
5       28-6154         FRANKLIN MUTUAL ADVISERS, LLC
6       28-6174         FRANKLIN TEMPLETON PORTFOLIO ADVISORS, INC.
7       28-5825         FRANKLIN INVESTMENT ADVISORY SERVICES, LLC
8       28-6143         FRANKLIN TEMPLETON INVESTMENTS CORP.
9       28-3877         FIDUCIARY TRUST COMPANY INTERNATIONAL



                                                                    FORM 13F INFORMATION TABLE
------------------------------------------------------------------------------------------------------------------------------------
           COLUMN 1                  COLUMN 2       COLUMN 3  COLUMN 4       COLUMN 5    COLUMN 6 COLUMN 7       COLUMN 8

      NAME OF ISSUER                  TITLE          CUSIP     VALUE      SHRS OR SH/ PUT/ INVEST- OTHER      VOTING AUTHORITY
                                        OF                    (X$1000)     PRN AMT PRN CALL MENT    MANA-
                                      CLASS                                                DISCRE- GERS    SOLE    SHARED      NONE
                                                                                           TION
------------------------------------------------------------------------------------------------------------------------------------
                                                                                       
3COM CORP                          COMMON SHS      885535104         1        300 SH       DEFINED 8        300         0         0
3COM CORP                          COMMON SHS      885535104        94      26000 SH       DEFINED 9      26000         0         0
3M CO                              COMMON SHS      88579Y101     10718     138300 SH       DEFINED 4     138300         0         0
3M CO                              COMMON SHS      88579Y101      4309      55598 SH       DEFINED 6      55598         0         0
3M CO                              COMMON SHS      88579Y101     62000     800000 SH       DEFINED 7     800000         0         0
3M CO                              COMMON SHS      88579Y101     20456     263948 SH       DEFINED 8     263948         0         0
3M CO                              COMMON SHS      88579Y101     43158     556882 SH       DEFINED 9     538674         0     18208
3M CO                              COMMON SHS      88579Y101     95140    1227617 SH       DEFINED A    1134717         0     92900
3M CO                              COMMON SHS      88579Y101      2356      30400 SH       DEFINED E          0         0     30400
3M CO                              COMMON SHS      88579Y101        29        370 SH       DEFINED L        370         0         0
A.O. SMITH CORP                    COMMON SHS      831865209     41934    1194700 SH       DEFINED 4    1194100         0       600
A.O. SMITH CORP                    COMMON SHS      831865209         4        116 SH       DEFINED A        116         0         0
ABBOTT LABORATORIES                COMMON SHS      002824100    331521    8407839 SH       DEFINED 1    8287839         0    120000
ABBOTT LABORATORIES                COMMON SHS      002824100     31889     808740 SH       DEFINED 2     633240         0    175500
ABBOTT LABORATORIES                COMMON SHS      002824100      7524     190810 SH       DEFINED 4     190810         0         0
ABBOTT LABORATORIES                COMMON SHS      002824100        79       2008 SH       DEFINED 6       2008         0         0
ABBOTT LABORATORIES                COMMON SHS      002824100     15772     400000 SH       DEFINED 7     400000         0         0
ABBOTT LABORATORIES                COMMON SHS      002824100     22392     567900 SH       DEFINED 8     567900         0         0
ABBOTT LABORATORIES                COMMON SHS      002824100     39223     994742 SH       DEFINED 9     971267         0     23475
ABBOTT LABORATORIES                COMMON SHS      002824100     10928     277159 SH       DEFINED A     209459         0     67700
ABBOTT LABORATORIES                COMMON SHS      002824100      1282      32503 SH       DEFINED C      32503         0         0
ABBOTT LABORATORIES                COMMON SHS      002824100      2821      71537 SH       DEFINED D      71537         0         0
ABBOTT LABORATORIES                COMMON SHS      002824100     38405     973993 SH       DEFINED E     491873         0    482120
ABBOTT LABORATORIES                COMMON SHS      002824100       879      22290 SH       DEFINED        22290         0         0
ABBOTT LABORATORIES                COMMON SHS      002824100       668      16933 SH       DEFINED L      16933         0         0
ABBOTT LABORATORIES                COMMON SHS      002824100       787      19970 SH       DEFINED M      19970         0         0
ABERCROMBIE & FITCH CO             COMMON SHS      002896207       473       7250 SH       DEFINED 9       7250         0         0
ABERCROMBIE & FITCH CO             COMMON SHS      002896207         6         87 SH       DEFINED A         87         0         0
ABERDEEN GLOBAL INCOME FUND INC    CLOSE END MUT F 003013109       131      10227 SH       DEFINED 9      10227         0         0
ABGENIX INC                        COMMON SHS      00339B107     10706     497700 SH       DEFINED A     497700         0         0
ABITIBI-CONSOLIDATED INC           ORDINARY SHS    003924107     46995   10084839 SH       DEFINED 1   10084839         0         0
ABITIBI-CONSOLIDATED INC           ORDINARY SHS    003924107      8958    1922370 SH       DEFINED 2    1922370         0         0
ABITIBI-CONSOLIDATED INC           ORDINARY SHS    003924107      7819    1677887 SH       DEFINED 5    1677887         0         0
ABITIBI-CONSOLIDATED INC           ORDINARY SHS    003924107     12697    2724663 SH       DEFINED 8    2724663         0         0
ABM INDUSTRIES INC                 COMMON SHS      000957100     45022    2302940 SH       DEFINED 4    2300740         0      2200
ABN AMRO HOLDING NV                AMER DEP RECPT  000937102         0          7 SH       DEFINED 6          7         0         0
ABN AMRO HOLDING NV                AMER DEP RECPT  000937102      1804      69000 SH       DEFINED 8      69000         0         0
ABN AMRO HOLDING NV                AMER DEP RECPT  000937102        40       1521 SH       DEFINED 9       1521         0         0
ABX AIR INC                        COMMON SHS      00080S101     14290    1825000 SH       DEFINED 4    1825000         0         0
ABX AIR INC                        COMMON SHS      00080S101        55       7000 SH       DEFINED 9       7000         0         0
ACCENTURE LTD                      COMMON SHS      G1150G111    312885   10837735 SH       DEFINED 1   10707285         0    130450
ACCENTURE LTD                      COMMON SHS      G1150G111       728      25200 SH       DEFINED 2      25200         0         0
ACCENTURE LTD                      COMMON SHS      G1150G111       141       4890 SH       DEFINED 8       4890         0         0
ACCENTURE LTD                      COMMON SHS      G1150G111      6905     239164 SH       DEFINED 9     236114       550      2500
ACCENTURE LTD                      COMMON SHS      G1150G111      9800     339460 SH       DEFINED A     339460         0         0
ACCENTURE LTD                      COMMON SHS      G1150G111       273       9450 SH       DEFINED C       9450         0         0
ACCENTURE LTD                      COMMON SHS      G1150G111     36583     474676 SH       DEFINED E      48000         0    426676
ACCENTURE LTD                      COMMON SHS      G1150G111        13        450 SH       DEFINED L        450         0         0
ACE LTD                            ORDINARY SHS    G0070K103    797209   14917824 SH       DEFINED 1   14847084         0     70740
ACE LTD                            ORDINARY SHS    G0070K103    292788    5478821 SH       DEFINED 2    5148781         0    330040
ACE LTD                            ORDINARY SHS    G0070K103         1         22 SH       DEFINED 6         22         0         0
ACE LTD                            ORDINARY SHS    G0070K103      1886      35300 SH       DEFINED 8      35300         0         0
ACE LTD                            ORDINARY SHS    G0070K103       896      16759 SH       DEFINED 9      16759         0         0
ACE LTD                            ORDINARY SHS    G0070K103      1526      28562 SH       DEFINED C      28562         0         0
ACE LTD                            ORDINARY SHS    G0070K103      5923     110832 SH       DEFINED D     110832         0         0
ACE LTD                            ORDINARY SHS    G0070K103     59110     400696 SH       DEFINED E     116060         0    284636
ACE LTD                            ORDINARY SHS    G0070K103       765      14324 SH       DEFINED        14324         0         0
ACE LTD                            ORDINARY SHS    G0070K103       138       2590 SH       DEFINED M       2590         0         0
ACM INCOME FUND INC                CLOSE END MUT F 000912105        97      11730 SH       DEFINED 9      11730         0         0
ACME COMMUNICATIONS INC            COMMON SHS      004631107       324      91271 SH       DEFINED 6      91271         0         0
ACTEL CORP                         COMMON SHS      004934105     17971    1411683 SH       DEFINED 6    1411683         0         0
ACTEL CORP                         COMMON SHS      004934105      2969     233200 SH       DEFINED 8     233200         0         0
ACTEL CORP                         COMMON SHS      004934105     26879    2111480 SH       DEFINED A    2090580         0     20900
ACTIVISION INC                     COMMON SHS      004930202        67       4847 SH       DEFINED 6       4847         0         0
ACTIVISION INC                     COMMON SHS      004930202       247      17980 SH       DEFINED 8      17980         0         0
ACTIVISION INC                     COMMON SHS      004930202       266      19325 SH       DEFINED 9      19325         0         0
ACTIVISION INC                     COMMON SHS      004930202    105138    7651971 SH       DEFINED A    7434671         0    217300
ACTIVISION INC                     COMMON SHS      004930202      2496     181666 SH       DEFINED C     181666         0         0
ACTIVISION INC                     COMMON SHS      004930202       809      58900 SH       DEFINED E          0         0     58900
ACTIVISION INC                     COMMON SHS      004930202        13        970 SH       DEFINED L        970         0         0
ADAMS RESPIRATORY THERAPEUTICS INC COMMON SHS      00635P107      1354      33300 SH       DEFINED 4      33300         0         0
ADAMS RESPIRATORY THERAPEUTICS INC COMMON SHS      00635P107      2883      70900 SH       DEFINED 8      70900         0         0
ADAMS RESPIRATORY THERAPEUTICS INC COMMON SHS      00635P107     15940     392040 SH       DEFINED A     383840         0      8200
ADC TELECOMMUNICATIONS INC         COMMON SHS      000886309       707      31629 SH       DEFINED 9      31629         0         0
ADOBE SYSTEMS INC                  COMMON SHS      00724F101         1         37 SH       DEFINED 6         37         0         0
ADOBE SYSTEMS INC                  COMMON SHS      00724F101     10490     283820 SH       DEFINED 9     283020         0       800
ADOBE SYSTEMS INC                  COMMON SHS      00724F101     33071     894770 SH       DEFINED A     894770         0         0
ADOLOR CORP                        COMMON SHS      00724X102       782      53581 SH       DEFINED 6      53581         0         0
ADOLOR CORP                        COMMON SHS      00724X102     40138    2749200 SH       DEFINED A    2749200         0         0
ADOLOR CORP                        COMMON SHS      00724X102       661      45300 SH       DEFINED C      45300         0         0
ADVANCE AMERICA CASH ADVANCE CENTE COMMON SHS      00739W107      2128     171600 SH       DEFINED 8     171600         0         0
ADVANCE AMERICA CASH ADVANCE CENTE COMMON SHS      00739W107      9856     794829 SH       DEFINED A     778729         0     16100
ADVANCE AUTO PARTS                 COMMON SHS      00751Y106       106       2448 SH       DEFINED 6       2448         0         0
ADVANCE AUTO PARTS                 COMMON SHS      00751Y106     74904    1723510 SH       DEFINED A    1723510         0         0
ADVANCE AUTO PARTS                 COMMON SHS      00751Y106      1597      36750 SH       DEFINED C      36750         0         0
ADVANCED LIFE SCIENCES HOLDINGS IN COMMON SHS      00765H107      2372     605100 SH       DEFINED A     599600         0      5500
ADVANCED MEDICAL OPTICS INC        COMMON SHS      00763M108      3716      88888 SH       DEFINED 7      88888         0         0
ADVANCED MEDICAL OPTICS INC        COMMON SHS      00763M108        32        772 SH       DEFINED 9        772         0         0
AEGON NV                           NEW YORK SHARES 007924103       482      29504 SH       DEFINED 9      29504         0         0
AES CORP                           COMMON SHS      00130H105      2472     156140 SH       DEFINED 9     150640         0      5500
AETNA INC                          COMMON SHS      00817Y108      2561      27160 SH       DEFINED 9      27160         0         0
AETNA INC                          COMMON SHS      00817Y108      4433      47000 SH       DEFINED A      41600         0      5400
AFFILIATED COMPUTER SERVICES INC   COMMON SHS      008190100         4         75 SH       DEFINED 8         75         0         0
AFFILIATED COMPUTER SERVICES INC   COMMON SHS      008190100      6299     106432 SH       DEFINED 9     106432         0         0
AFFILIATED COMPUTER SERVICES INC   COMMON SHS      008190100       345       5825 SH       DEFINED A       4425         0      1400
AFFILIATED MANAGERS GROUP INC      COMMON SHS      008252108      1673      20849 SH       DEFINED 9      20849         0         0
AFFILIATED MANAGERS GROUP INC      COMMON SHS      008252108       112       1400 SH       DEFINED A       1400         0         0
AFFORDABLE RESIDENTIAL CMTYS       REAL EST INV TR 008273104     20701    2172200 SH       DEFINED A    2172200         0         0
AFFYMETRIX INC                     COMMON SHS      00826T108       654      13700 SH       DEFINED 9      13700         0         0
AFFYMETRIX INC                     COMMON SHS      00826T108      3271      68500 SH       DEFINED A      68500         0         0
AFLAC INC                          COMMON SHS      001055102    127247    2741200 SH       DEFINED 4    2741200         0         0
AFLAC INC                          COMMON SHS      001055102        47       1019 SH       DEFINED 6       1019         0         0
AFLAC INC                          COMMON SHS      001055102      3006      64760 SH       DEFINED 8      64760         0         0
AFLAC INC                          COMMON SHS      001055102     20970     451743 SH       DEFINED 9     450087         0      1656
AFLAC INC                          COMMON SHS      001055102     35193     758140 SH       DEFINED A     684940         0     73200
AFLAC INC                          COMMON SHS      001055102         8        180 SH       DEFINED L        180         0         0
AGCO CORP                          COMMON SHS      001084102     47077    2841090 SH       DEFINED 5    2841090         0         0
AGILE SOFTWARE CORP                COMMON SHS      00846X105     10520    1759250 SH       DEFINED 2    1759250         0         0
AGILE SOFTWARE CORP                COMMON SHS      00846X105     17097    2859100 SH       DEFINED 8    2859100         0         0
AGILE SOFTWARE CORP                COMMON SHS      00846X105        87      14495 SH       DEFINED D      14495         0         0
AGILENT TECHNOLOGIES INC           COMMON SHS      00846U101     13316     400000 SH       DEFINED 7     400000         0         0
AGILENT TECHNOLOGIES INC           COMMON SHS      00846U101      3401     102159 SH       DEFINED 9     100459       500      1200
AGILENT TECHNOLOGIES INC           COMMON SHS      00846U101     30062     903022 SH       DEFINED A     903022         0         0
AGL RESOURCES INC                  COMMON SHS      001204106        12        350 SH       DEFINED 9          0       350         0
AGL RESOURCES INC                  COMMON SHS      001204106     41772    1200000 SH       DEFINED A    1200000         0         0
AGNICO EAGLE MINES LTD             COMMON SHS      008474108     14820     750000 SH       DEFINED A     750000         0         0
AGRIUM INC                         ORDINARY SHS    008916108      2918     113900 SH       DEFINED 8     113900         0         0
AGRIUM INC                         COMMON SHS      008916108        12        555 SH       DEFINED A        555         0         0
AIR FRANCE-KLM                     AMER DEP RECPT  009119108     11891     550000 SH       DEFINED 7     550000         0         0
AIR FRANCE-KLM                     WTS TO EQUITY   009119116       775     500000 SH       DEFINED 7     500000         0         0
AIR PRODUCTS & CHEMICALS INC       COMMON SHS      009158106      1243      21000 SH       DEFINED 4      21000         0         0
AIR PRODUCTS & CHEMICALS INC       COMMON SHS      009158106     29595     500000 SH       DEFINED 7     500000         0         0
AIR PRODUCTS & CHEMICALS INC       COMMON SHS      009158106       434       7325 SH       DEFINED 8       7325         0         0
AIR PRODUCTS & CHEMICALS INC       COMMON SHS      009158106      6627     111960 SH       DEFINED 9     111960         0         0
AIRGAS INC                         COMMON SHS      009363102     27952     849600 SH       DEFINED 4     847200         0      2400
AK STEEL HOLDING CORP              COMMON SHS      001547108      6876     864900 SH       DEFINED 8     864900         0         0
AKZO NOBEL NV                      AMER DEP RECPT  010199305      5789     125628 SH       DEFINED 2     125628         0         0
AKZO NOBEL NV                      AMER DEP RECPT  010199305       143       3110 SH       DEFINED 6       3110         0         0
AKZO NOBEL NV                      AMER DEP RECPT  010199305        31        675 SH       DEFINED 9        675         0         0
ALAMO GROUP INC                    COMMON SHS      011311107      2153     105000 SH       DEFINED 4     105000         0         0
ALASKA AIR GROUP INC               COMMON SHS      011659109     48243    1350600 SH       DEFINED 4    1350600         0         0
ALASKA AIR GROUP INC               COMMON SHS      011659109     17860     500000 SH       DEFINED 7     500000         0         0
ALBERTO-CULVER CO                  COMMON SHS      013068101    125968    2753400 SH       DEFINED 4    2753400         0         0
ALBERTO-CULVER CO                  COMMON SHS      013068101       363       7925 SH       DEFINED 6       7925         0         0
ALBERTO-CULVER CO                  COMMON SHS      013068101       405       8850 SH       DEFINED 9       8850         0         0
ALBERTO-CULVER CO                  COMMON SHS      013068101     30446     665490 SH       DEFINED A     665490         0         0
ALBERTO-CULVER CO                  COMMON SHS      013068101       641      14000 SH       DEFINED C      14000         0         0
ALBERTO-CULVER CO                  COMMON SHS      013068101        54       1177 SH       DEFINED D       1177         0         0
ALBERTSONS INC                     COMMON SHS      013104104     64570    3024346 SH       DEFINED 1    3024346         0         0
ALBERTSONS INC                     COMMON SHS      013104104     90689    4247750 SH       DEFINED 5    4247750         0         0
ALBERTSONS INC                     COMMON SHS      013104104        15        700 SH       DEFINED 6        700         0         0
ALBERTSONS INC                     COMMON SHS      013104104       285      13352 SH       DEFINED 9      13352         0         0
ALCAN INC                          ORDINARY SHS    013716105     56711    1188320 SH       DEFINED 1    1188320         0         0
ALCAN INC                          ORDINARY SHS    013716105    210840    4504447 SH       DEFINED 2    4277089         0    227358
ALCAN INC                          ORDINARY SHS    013716105        71       2058 SH       DEFINED 6       2058         0         0
ALCAN INC                          ORDINARY SHS    013716105     22933     480167 SH       DEFINED 8     480167         0         0
ALCAN INC                          COMMON SHS      013716105      2038      49757 SH       DEFINED 9      49357         0       400
ALCAN INC                          COMMON SHS      013716105       205       5000 SH       DEFINED C       5000         0         0
ALCAN INC                          ORDINARY SHS    013716105      3655      76526 SH       DEFINED D      76526         0         0
ALCAN INC                          ORDINARY SHS    013716105     50873     710825 SH       DEFINED E     121102         0    589723
ALCAN INC                          ORDINARY SHS    013716105      2663      55755 SH       DEFINED        55755         0         0
ALCAN INC                          COMMON SHS      013716105      1252      30562 SH       DEFINED L      30562         0         0
ALCAN INC                          COMMON SHS      013716105       764      18665 SH       DEFINED M      18665         0         0
ALCOA INC                          COMMON SHS      013817101      3634     122899 SH       DEFINED 6     122899         0         0
ALCOA INC                          COMMON SHS      013817101       333      11275 SH       DEFINED 8      11275         0         0
ALCOA INC                          COMMON SHS      013817101      1820      61556 SH       DEFINED 9      61556         0         0
ALCOA INC                          COMMON SHS      013817101     41298    1396630 SH       DEFINED A    1269930         0    126700
ALCOA INC                          COMMON SHS      013817101      1168      39500 SH       DEFINED E          0         0     39500
ALCOA INC                          COMMON SHS      013817101        19        640 SH       DEFINED L        640         0         0
ALCON INC                          ORDINARY SHS    H01301102        65        500 SH       DEFINED 9        500         0         0
ALCON INC                          ORDINARY SHS    H01301102     19440     150000 SH       DEFINED A     150000         0         0
ALERIS INTERNATIONAL INC           COMMON SHS      014477103     12890     399800 SH       DEFINED 4     399800         0         0
ALEXANDER & BALDWIN INC            COMMON SHS      014482103      1646      30346 SH       DEFINED 9      30346         0         0
ALEXANDER'S INC                    REAL EST INV TR 014752109    118298     481865 SH       DEFINED 5     481865         0         0
ALEXANDRIA REAL ESTATE EQUITIES IN REAL EST INV TR 015271109     20367     253000 SH       DEFINED A     253000         0         0
ALEXION PHARMACEUTICALS INC        COMMON SHS      015351109      2888     142600 SH       DEFINED 9     142600         0         0
ALEXION PHARMACEUTICALS INC        COMMON SHS      015351109       334      16500 SH       DEFINED        16500         0         0
ALKERMES INC                       COMMON SHS      01642T108       956      50000 SH       DEFINED 6      50000         0         0
ALKERMES INC                       COMMON SHS      01642T108      4344     227200 SH       DEFINED 9     227200         0         0
ALKERMES INC                       COMMON SHS      01642T108     10354     541519 SH       DEFINED A     541519         0         0
ALKERMES INC                       COMMON SHS      01642T108       445      23300 SH       DEFINED        23300         0         0
ALLEGHANY CORP (DEL)               COMMON SHS      017175100    214064     753747 SH       DEFINED 5     753747         0         0
ALLEGHANY CORP (DEL)               COMMON SHS      017175100       387       1364 SH       DEFINED 9        100         0      1264
ALLEGHANY CORP (DEL)               COMMON SHS      017175100        22         79 SH       DEFINED A         79         0         0
ALLERGAN INC                       COMMON SHS      018490102     43184     400000 SH       DEFINED 7     400000         0         0
ALLERGAN INC                       COMMON SHS      018490102     12845     118980 SH       DEFINED 9     118980         0         0
ALLERGAN INC                       COMMON SHS      018490102      4858      45000 SH       DEFINED A      45000         0         0
ALLERGAN INC                       COMMON SHS      018490102       324       3000 SH       DEFINED M       3000         0         0
ALLIANCE CAPITAL MANAGEMENT HOLDIN LTD PARTNERSHIP 01855A101        28        500 SH       DEFINED 8        500         0         0
ALLIANCE CAPITAL MANAGEMENT HOLDIN LTD PARTNERSHIP 01855A101      1624      28750 SH       DEFINED 9      27700         0      1050
ALLIANCE DATA SYSTEM CORP          COMMON SHS      018581108       113       3175 SH       DEFINED 6       3175         0         0
ALLIANCE DATA SYSTEM CORP          COMMON SHS      018581108     68621    1927554 SH       DEFINED A    1927554         0         0
ALLIANCE DATA SYSTEM CORP          COMMON SHS      018581108      1531      43000 SH       DEFINED C      43000         0         0
ALLIANCE ONE INTERNATIONAL INC.    COMMON SHS      018772103     20371    5223400 SH       DEFINED 4    5223400         0         0
ALLIANT ENERGY CORP                COMMON SHS      018802108        45       1600 SH       DEFINED 9       1600         0         0
ALLIANT ENERGY CORP                COMMON SHS      018802108    208134    7422770 SH       DEFINED A    7422770         0         0
ALLIANT TECHSYSTEMS INC            COMMON SHS      018804104       434       5700 SH       DEFINED 9       5700         0         0
ALLIED CAPITAL CORP                COMMON SHS      01903Q108        74       2510 SH       DEFINED 6       2510         0         0
ALLIED CAPITAL CORP                COMMON SHS      01903Q108       521      17741 SH       DEFINED 9      17741         0         0
ALLIED IRISH BANKS PLC             AMER DEP RECPT  019228402      4682     108990 SH       DEFINED 8     108990         0         0
ALLIED IRISH BANKS PLC             AMER DEP RECPT  019228402      1331      30991 SH       DEFINED 9      30991         0         0
ALLIED WASTE INDUSTRIES INC        COMMON SHS      019589308        44       5000 SH       DEFINED 9       5000         0         0
ALLIED WASTE INDUSTRIES INC        COMMON SHS      019589308      7628     872800 SH       DEFINED A     588500         0    284300
ALLIED WASTE INDUSTRIES INC        COMMON SHS      019589308       749      85700 SH       DEFINED E          0         0     85700
ALLIED WASTE INDUSTRIES INC        COMMON SHS      019589308        10       1180 SH       DEFINED L       1180         0         0
ALLIED WASTE INDUSTRIES INC        CONVERT PREF    019589605    132149    2732600 SH       DEFINED A    2732600         0         0
ALLIED WASTE INDUSTRIES INC        CONVERT PREF    019589704     46231     176500 SH       DEFINED A     176500         0         0
ALLIS-CHALMERS ENERGY INC          COMMON SHS      019645506      4475     359400 SH       DEFINED 9     359400         0         0
ALLIS-CHALMERS ENERGY INC          COMMON SHS      019645506       502      40300 SH       DEFINED        40300         0         0
ALLSTATE CORP                      COMMON SHS      020002101      7575     140100 SH       DEFINED 4     140100         0         0
ALLSTATE CORP                      COMMON SHS      020002101       108       2000 SH       DEFINED 6       2000         0         0
ALLSTATE CORP                      COMMON SHS      020002101     12924     239022 SH       DEFINED 8     239022         0         0
ALLSTATE CORP                      COMMON SHS      020002101      8850     163673 SH       DEFINED 9     158399         0      5274
ALLSTATE CORP                      COMMON SHS      020002101     17213     318355 SH       DEFINED A     247555         0     70800
ALLSTATE CORP                      COMMON SHS      020002101      1276      23600 SH       DEFINED E          0         0     23600
ALLSTATE CORP                      COMMON SHS      020002101        15        270 SH       DEFINED L        270         0         0
ALLTEL CORP                        COMMON SHS      020039103      2227      35290 SH       DEFINED 4      35290         0         0
ALLTEL CORP                        COMMON SHS      020039103      3080      48809 SH       DEFINED 6      48809         0         0
ALLTEL CORP                        COMMON SHS      020039103      2044      32393 SH       DEFINED 8      32393         0         0
ALLTEL CORP                        COMMON SHS      020039103     22382     354712 SH       DEFINED 9     347412         0      7300
ALLTEL CORP                        COMMON SHS      020039103     55225     875205 SH       DEFINED A     849105         0     26100
ALLTEL CORP                        COMMON SHS      020039103       745      11800 SH       DEFINED E          0         0     11800
ALLTEL CORP                        COMMON SHS      020039103      2145      34000 SH       DEFINED        34000         0         0
ALLTEL CORP                        COMMON SHS      020039103         8        120 SH       DEFINED L        120         0         0
ALON USA ENERGY INC                COMMON SHS      020520102      4113     209300 SH       DEFINED 9     209300         0         0
ALON USA ENERGY INC                COMMON SHS      020520102        77       3900 SH       DEFINED A       3900         0         0
ALON USA ENERGY INC                COMMON SHS      020520102       367      18700 SH       DEFINED        18700         0         0
ALPHA NATURAL RESOURCES INC        COMMON SHS      02076X102      1771      92200 SH       DEFINED 8      92200         0         0
ALPHA NATURAL RESOURCES INC        COMMON SHS      02076X102     15894     827390 SH       DEFINED A     818890         0      8500
ALPHARMA INC                       CONVERTIBLE BD  020813AD3      5270    4000000 PRN      DEFINED A    4000000         0         0
ALTERA CORP                        COMMON SHS      021441100       101       5440 SH       DEFINED 6       5440         0         0
ALTERA CORP                        COMMON SHS      021441100       187      10090 SH       DEFINED 8      10090         0         0
ALTERA CORP                        COMMON SHS      021441100         7        360 SH       DEFINED 9        360         0         0
ALTERA CORP                        COMMON SHS      021441100     92864    5011551 SH       DEFINED A    5011551         0         0
ALTERA CORP                        COMMON SHS      021441100      2166     116900 SH       DEFINED C     116900         0         0
ALTRIA GROUP INC                   COMMON SHS      02209S103    502522    6725396 SH       DEFINED 5    6725396         0         0
ALTRIA GROUP INC                   COMMON SHS      02209S103      3236      43307 SH       DEFINED 6      43307         0         0
ALTRIA GROUP INC                   COMMON SHS      02209S103     13407     179426 SH       DEFINED 8     179426         0         0
ALTRIA GROUP INC                   COMMON SHS      02209S103     20961     280526 SH       DEFINED 9     259650         0     20876
ALTRIA GROUP INC                   COMMON SHS      02209S103     28860     386248 SH       DEFINED A     316848         0     69400
ALTRIA GROUP INC                   COMMON SHS      02209S103      2047      27400 SH       DEFINED E          0         0     27400
ALTRIA GROUP INC                   COMMON SHS      02209S103        29        390 SH       DEFINED L        390         0         0
ALZA CORP                          CONVERT ZERO CP 02261WAB5       747       9000 PRN      DEFINED 9       9000         0         0
ALZA CORP                          CONVERT ZERO CP 02261WAB5   1245000   15000000 PRN      DEFINED A   15000000         0         0
AMBAC FINANCIAL GROUP INC          COMMON SHS      023139108      5602      72700 SH       DEFINED 4      72700         0         0
AMBAC FINANCIAL GROUP INC          COMMON SHS      023139108       578       7500 SH       DEFINED 8       7500         0         0
AMBAC FINANCIAL GROUP INC          COMMON SHS      023139108       670       8700 SH       DEFINED A       8700         0         0
AMBAC FINANCIAL GROUP INC          COMMON SHS      023139108        18        230 SH       DEFINED L        230         0         0
AMDOCS LTD                         COMMON SHS      G02602103       121       4417 SH       DEFINED 6       4417         0         0
AMDOCS LTD                         COMMON SHS      G02602103       946      34400 SH       DEFINED 9      34400         0         0
AMDOCS LTD                         COMMON SHS      G02602103    108785    3955820 SH       DEFINED A    3955820         0         0
AMDOCS LTD                         COMMON SHS      G02602103      2156      78400 SH       DEFINED C      78400         0         0
AMERADA HESS CORP                  COMMON SHS      023551104     13532     106700 SH       DEFINED 3     106700         0         0
AMERADA HESS CORP                  COMMON SHS      023551104      1586      12505 SH       DEFINED 9      11905         0       600
AMERADA HESS CORP                  CONVERT PREF    023551401     14775     136700 SH       DEFINED 3     136700         0         0
AMERADA HESS CORP                  CONVERT PREF    023551401        25        227 SH       DEFINED 9        227         0         0
AMEREN CORP                        COMMON SHS      023608102      6617     129134 SH       DEFINED 9     119621         0      9513
AMEREN CORP                        COMMON SHS      023608102    556694   10864441 SH       DEFINED A   10864441         0         0
AMERICA MOVIL SA DE CV             AMER DEP RECPT  02364W105      1024      35000 SH       DEFINED 2      35000         0         0
AMERICA MOVIL SA DE CV             AMER DEP RECPT  02364W105     61075    2087326 SH       DEFINED 9    2087326         0         0
AMERICA MOVIL SA DE CV             AMER DEP RECPT  02364W105     69698    2382026 SH       DEFINED A    2382026         0         0
AMERICA MOVIL SA DE CV             AMER DEP RECPT  02364W105      8480     289800 SH       DEFINED C     289800         0         0
AMERICA MOVIL SA DE CV             AMER DEP RECPT  02364W105      1641      56100 SH       DEFINED        56100         0         0
AMERICA MOVIL SA DE CV             AMER DEP RECPT  02364W105       585      20000 SH       DEFINED M      20000         0         0
AMERICAN EAGLE OUTFITTERS INC      COMMON SHS      02553E106      6361     276800 SH       DEFINED 4     275900         0       900
AMERICAN ELECTRIC POWER CO INC     COMMON SHS      025537101      1947      52488 SH       DEFINED 6      52488         0         0
AMERICAN ELECTRIC POWER CO INC     COMMON SHS      025537101      1783      48073 SH       DEFINED 9      48073         0         0
AMERICAN ELECTRIC POWER CO INC     COMMON SHS      025537101    443941   11969300 SH       DEFINED A   11969300         0         0
AMERICAN EXPRESS CO                COMMON SHS      025816109         1         26 SH       DEFINED 6         26         0         0
AMERICAN EXPRESS CO                COMMON SHS      025816109         8        150 SH       DEFINED 8        150         0         0
AMERICAN EXPRESS CO                COMMON SHS      025816109     32488     631332 SH       DEFINED 9     620432         0     10900
AMERICAN EXPRESS CO                COMMON SHS      025816109         3         64 SH       DEFINED A         64         0         0
AMERICAN EXPRESS CO                COMMON SHS      025816109       311       6050 SH       DEFINED         6050         0         0
AMERICAN FINANCIAL REALTY TRUST    REAL EST INV TR 02607P305       518      43150 SH       DEFINED 9      43150         0         0
AMERICAN FINANCIAL REALTY TRUST    REAL EST INV TR 02607P305       228      19000 SH       DEFINED A      19000         0         0
AMERICAN FINANCIAL REALTY TRUST    REAL EST INV TR 02607P305       356      29700 SH       DEFINED D      29700         0         0
AMERICAN HEALTHWAYS INC            COMMON SHS      02649V104      8145     180000 SH       DEFINED 9     180000         0         0
AMERICAN HEALTHWAYS INC            COMMON SHS      02649V104       104       2300 SH       DEFINED A       2300         0         0
AMERICAN HEALTHWAYS INC            COMMON SHS      02649V104       805      17800 SH       DEFINED        17800         0         0
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107    625663    9169909 SH       DEFINED 1    9084909         0     85000
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107     36646     537096 SH       DEFINED 2     430636         0    106460
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107     27033     396200 SH       DEFINED 3     396200         0         0
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107    215385    3156754 SH       DEFINED 4    3156754         0         0
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107      2037      29849 SH       DEFINED 6      29849         0         0
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107     22178     325050 SH       DEFINED 8     325050         0         0
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107    141590    2075183 SH       DEFINED 9    2053095         0     22088
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107     45963     673655 SH       DEFINED A     570955         0    102700
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107      1584      23220 SH       DEFINED C      23220         0         0
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107      5563      81538 SH       DEFINED D      81538         0         0
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107    105897     979845 SH       DEFINED E     125094         0    854751
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107      3670      53785 SH       DEFINED        53785         0         0
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107      2495      36561 SH       DEFINED L      36561         0         0
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107      1173      17196 SH       DEFINED M      17196         0         0
AMERICAN ITALIAN PASTA CO          COMMON SHS      027070101      3740     550000 SH       DEFINED 4     550000         0         0
AMERICAN ITALIAN PASTA CO          COMMON SHS      027070101      6630     975000 SH       DEFINED 8     975000         0         0
AMERICAN ITALIAN PASTA CO          COMMON SHS      027070101        33       4787 SH       DEFINED D       4787         0         0
AMERICAN ITALIAN PASTA CO          COMMON SHS      027070101      1466     215550 SH       DEFINED E     215550         0         0
AMERICAN MEDICAL SYSTEMS HOLDINGS  COMMON SHS      02744M108      4975     279000 SH       DEFINED 8     279000         0         0
AMERICAN MEDICAL SYSTEMS HOLDINGS  COMMON SHS      02744M108      3757     210700 SH       DEFINED 9     210700         0         0
AMERICAN MEDICAL SYSTEMS HOLDINGS  COMMON SHS      02744M108     46827    2626280 SH       DEFINED A    2600780         0     25500
AMERICAN MEDICAL SYSTEMS HOLDINGS  COMMON SHS      02744M108       458      25700 SH       DEFINED C      25700         0         0
AMERICAN MEDICAL SYSTEMS HOLDINGS  COMMON SHS      02744M108       423      23700 SH       DEFINED        23700         0         0
AMERICAN NATIONAL INSURANCE CO     COMMON SHS      028591105     90983     777703 SH       DEFINED 4     776503         0      1200
AMERICAN PACIFIC CORP              COMMON SHS      028740108      4823     700000 SH       DEFINED 4     700000         0         0
AMERICAN POWER CONVERSION CORP     COMMON SHS      029066107     11000     500000 SH       DEFINED 7     500000         0         0
AMERICAN STANDARD COS INC          COMMON SHS      029712106      3039      76060 SH       DEFINED 9      76060         0         0
AMERICAN STATES WATER CO           COMMON SHS      029899101      8171     265300 SH       DEFINED A     265300         0         0
AMERICAN TOWER INC                 COMMON SHS      029912201        54       2000 SH       DEFINED 9       2000         0         0
AMERICAN TOWER INC                 COMMON SHS      029912201     17896     660354 SH       DEFINED A     660354         0         0
AMERICAN WOODMARK CORP             COMMON SHS      030506109     19812     799197 SH       DEFINED 4     796800         0      2397
AMERIPRISE FINANCIAL INC           COMMON SHS      03076C106         1         30 SH       DEFINED 8         30         0         0
AMERIPRISE FINANCIAL INC           COMMON SHS      03076C106      3076      75022 SH       DEFINED 9      73102         0      1920
AMERIPRISE FINANCIAL INC           COMMON SHS      03076C106         0         12 SH       DEFINED A         12         0         0
AMERISOURCEBERGEN CORP             COMMON SHS      03073E105     64704    1562898 SH       DEFINED 1    1562898         0         0
AMERISOURCEBERGEN CORP             COMMON SHS      03073E105     10670     257722 SH       DEFINED 2     150782         0    106940
AMERISOURCEBERGEN CORP             COMMON SHS      03073E105       127       3068 SH       DEFINED 6       3068         0         0
AMERISOURCEBERGEN CORP             COMMON SHS      03073E105     10159     245384 SH       DEFINED 8     245384         0         0
AMERISOURCEBERGEN CORP             COMMON SHS      03073E105       290       7000 SH       DEFINED 9       7000         0         0
AMERISOURCEBERGEN CORP             COMMON SHS      03073E105     13752     332180 SH       DEFINED A     232180         0    100000
AMERISOURCEBERGEN CORP             COMMON SHS      03073E105      1094      26420 SH       DEFINED C      26420         0         0
AMERISOURCEBERGEN CORP             COMMON SHS      03073E105      3665      88536 SH       DEFINED D      88536         0         0
AMERISOURCEBERGEN CORP             COMMON SHS      03073E105     62119     949796 SH       DEFINED E     290210         0    659586
AMERISOURCEBERGEN CORP             COMMON SHS      03073E105      1307      31580 SH       DEFINED        31580         0         0
AMERISOURCEBERGEN CORP             COMMON SHS      03073E105      2098      50684 SH       DEFINED L      50684         0         0
AMERISOURCEBERGEN CORP             COMMON SHS      03073E105       109       2644 SH       DEFINED M       2644         0         0
AMERUS GROUP CO                    COMMON SHS      03072M108     18418     325000 SH       DEFINED 4     325000         0         0
AMERUS GROUP CO                    COMMON SHS      03072M108        23        400 SH       DEFINED 9        400         0         0
AMERUS GROUP CO                    COMMON SHS      03072M108         0          4 SH       DEFINED A          4         0         0
AMETEK INC                         COMMON SHS      031100100        14        321 SH       DEFINED 6        321         0         0
AMETEK INC                         COMMON SHS      031100100       636      14950 SH       DEFINED 9      14950         0         0
AMGEN INC                          COMMON SHS      031162100      1984      25158 SH       DEFINED 6      25158         0         0
AMGEN INC                          COMMON SHS      031162100     73498     932000 SH       DEFINED 7     932000         0         0
AMGEN INC                          COMMON SHS      031162100       481       6100 SH       DEFINED 8       6100         0         0
AMGEN INC                          COMMON SHS      031162100     62349     790634 SH       DEFINED 9     773934       500     16200
AMGEN INC                          COMMON SHS      031162100    192965    2446936 SH       DEFINED A    2368436         0     78500
AMGEN INC                          COMMON SHS      031162100      1309      16600 SH       DEFINED E          0         0     16600
AMGEN INC                          COMMON SHS      031162100      2524      32000 SH       DEFINED        32000         0         0
AMGEN INC                          COMMON SHS      031162100        21        270 SH       DEFINED L        270         0         0
AMR CORP                           COMMON SHS      001765106     24008    1080000 SH       DEFINED 7    1080000         0         0
AMR CORP                           COMMON SHS      001765106       162       7280 SH       DEFINED 8       7280         0         0
AMR CORP                           COMMON SHS      001765106        24       1098 SH       DEFINED 9       1098         0         0
AMREP CORP                         COMMON SHS      032159105       227       8685 SH       DEFINED 9       8685         0         0
AMSOUTH BANCORPORATION             COMMON SHS      032165102       314      11991 SH       DEFINED 9      11991         0         0
ANADARKO PETROLEUM CORP            COMMON SHS      032511107      5078      53593 SH       DEFINED 9      52247         0      1346
ANADARKO PETROLEUM CORP            COMMON SHS      032511107      5211      55000 SH       DEFINED A      55000         0         0
ANALOG DEVICES INC                 COMMON SHS      032654105     18401     512996 SH       DEFINED 9     502496         0     10500
ANALOG DEVICES INC                 COMMON SHS      032654105     17798     496190 SH       DEFINED A     496190         0         0
ANALOG DEVICES INC                 COMMON SHS      032654105      2468      68800 SH       DEFINED        68800         0         0
ANDRX GROUP                        COMMON SHS      034553107         1         43 SH       DEFINED 6         43         0         0
ANDRX GROUP                        COMMON SHS      034553107         2        100 SH       DEFINED 9        100         0         0
ANDRX GROUP                        COMMON SHS      034553107       397      24100 SH       DEFINED A      20500         0      3600
ANGIOTECH PHARMACEUTICALS INC      COMMON SHS      034918102     21736    1652890 SH       DEFINED 6    1652890         0         0
ANGIOTECH PHARMACEUTICALS INC      COMMON SHS      034918102      3798     288800 SH       DEFINED 8     288800         0         0
ANGIOTECH PHARMACEUTICALS INC      COMMON SHS      034918102      3635     276400 SH       DEFINED 9     276400         0         0
ANGIOTECH PHARMACEUTICALS INC      COMMON SHS      034918102     48665    3700750 SH       DEFINED A    3667050         0     33700
ANGIOTECH PHARMACEUTICALS INC      COMMON SHS      034918102       331      25200 SH       DEFINED C      25200         0         0
ANGIOTECH PHARMACEUTICALS INC      COMMON SHS      034918102       807      61400 SH       DEFINED E          0         0     61400
ANGIOTECH PHARMACEUTICALS INC      COMMON SHS      034918102       423      32200 SH       DEFINED        32200         0         0
ANGIOTECH PHARMACEUTICALS INC      COMMON SHS      034918102        14       1080 SH       DEFINED L       1080         0         0
ANGLO AMERICAN PLC                 AMER DEP RECPT  03485P102       174       5000 SH       DEFINED 5       5000         0         0
ANGLO AMERICAN PLC                 AMER DEP RECPT  03485P102        26        740 SH       DEFINED 9        740         0         0
ANGLO AMERICAN PLC                 AMER DEP RECPT  03485P102      9929     285479 SH       DEFINED A     285479         0         0
ANGLOGOLD ASHANTI LTD              AMER DEP RECPT  035128206       155       3150 SH       DEFINED 9       3150         0         0
ANGLOGOLD ASHANTI LTD              AMER DEP RECPT  035128206    167809    3401773 SH       DEFINED A    3401773         0         0
ANHEUSER BUSCH COS INC             COMMON SHS      035229103     23070     537000 SH       DEFINED 3     537000         0         0
ANHEUSER BUSCH COS INC             COMMON SHS      035229103      1278      29740 SH       DEFINED 4      29740         0         0
ANHEUSER BUSCH COS INC             COMMON SHS      035229103      3861      89864 SH       DEFINED 6      89864         0         0
ANHEUSER BUSCH COS INC             COMMON SHS      035229103      5498     127975 SH       DEFINED 8     127975         0         0
ANHEUSER BUSCH COS INC             COMMON SHS      035229103     44354    1032440 SH       DEFINED 9     669630         0    362810
ANHEUSER BUSCH COS INC             COMMON SHS      035229103     52750    1227897 SH       DEFINED A    1077897         0    150000
ANHEUSER BUSCH COS INC             COMMON SHS      035229103      1890      44000 SH       DEFINED E          0         0     44000
ANHEUSER BUSCH COS INC             COMMON SHS      035229103        27        640 SH       DEFINED L        640         0         0
AON CORP                           COMMON SHS      037389103      2023      56271 SH       DEFINED 1      56271         0         0
AON CORP                           COMMON SHS      037389103     18062     502420 SH       DEFINED 2     502420         0         0
AON CORP                           COMMON SHS      037389103      9321     259290 SH       DEFINED 8     259290         0         0
AON CORP                           COMMON SHS      037389103       108       3000 SH       DEFINED 9       3000         0         0
AON CORP                           COMMON SHS      037389103      1343      37360 SH       DEFINED C      37360         0         0
AON CORP                           COMMON SHS      037389103      3511      97661 SH       DEFINED D      97661         0         0
AON CORP                           COMMON SHS      037389103     66773     836351 SH       DEFINED E     292227         0    544124
AON CORP                           COMMON SHS      037389103      1405      39092 SH       DEFINED        39092         0         0
APACHE CORP                        COMMON SHS      037411105     16148     235670 SH       DEFINED 3     235670         0         0
APACHE CORP                        COMMON SHS      037411105      2290      33420 SH       DEFINED 4      33420         0         0
APACHE CORP                        COMMON SHS      037411105      1658      24198 SH       DEFINED 8      24198         0         0
APACHE CORP                        COMMON SHS      037411105     42486     620049 SH       DEFINED 9     618449       300      1300
APACHE CORP                        COMMON SHS      037411105     58067     847446 SH       DEFINED A     847446         0         0
APACHE CORP                        COMMON SHS      037411105       625       9120 SH       DEFINED         9120         0         0
APACHE CORP                        COMMON SHS      037411105       480       7000 SH       DEFINED M       7000         0         0
APEX SILVER MINES LTD              COMMON SHS      G04074103     24373    1532900 SH       DEFINED 5    1532900         0         0
APOGEE ENTERPRISES INC             COMMON SHS      037598109     16239    1001200 SH       DEFINED 4     997600         0      3600
APOLLO GROUP INC                   COMMON SHS      037604105         1         18 SH       DEFINED 6         18         0         0
APOLLO GROUP INC                   COMMON SHS      037604105      1659      27447 SH       DEFINED 9      27447         0         0
APOLLO GROUP INC                   COMMON SHS      037604105     20415     337667 SH       DEFINED A     337667         0         0
APOLLO GROUP INC                   COMMON SHS      037604105       248       4100 SH       DEFINED         4100         0         0
APOLLO INVESTMENT CORP             CLOSE END MUT F 03761U106      3586     200000 SH       DEFINED 4     200000         0         0
APPLE COMPUTER INC                 COMMON SHS      037833100     71890    1000000 SH       DEFINED 7    1000000         0         0
APPLE COMPUTER INC                 COMMON SHS      037833100       157       2190 SH       DEFINED 8       2190         0         0
APPLE COMPUTER INC                 COMMON SHS      037833100     27285     379543 SH       DEFINED 9     378343         0      1200
APPLE COMPUTER INC                 COMMON SHS      037833100    102133    1420687 SH       DEFINED A    1395787         0     24900
APPLE COMPUTER INC                 COMMON SHS      037833100       690       9600 SH       DEFINED E          0         0      9600
APPLE COMPUTER INC                 COMMON SHS      037833100         7        100 SH       DEFINED L        100         0         0
APPLE COMPUTER INC                 COMMON SHS      037833100       431       6000 SH       DEFINED M       6000         0         0
APPLERA CORP-APPLIED BIOSYSTEMS GR COMMON SHS      038020103      1397      52600 SH       DEFINED 2      52600         0         0
APPLERA CORP-APPLIED BIOSYSTEMS GR COMMON SHS      038020103         2         76 SH       DEFINED 6         76         0         0
APPLERA CORP-APPLIED BIOSYSTEMS GR COMMON SHS      038020103       202       7600 SH       DEFINED 8       7600         0         0
APPLERA CORP-APPLIED BIOSYSTEMS GR COMMON SHS      038020103      1244      46828 SH       DEFINED 9      46728         0       100
APPLIED INDUSTRIAL TECHNOLOGIES IN COMMON SHS      03820C105     31584     937500 SH       DEFINED 4     937500         0         0
APPLIED MATERIALS INC              COMMON SHS      038222105       222      12360 SH       DEFINED 8      12360         0         0
APPLIED MATERIALS INC              COMMON SHS      038222105      5685     316881 SH       DEFINED 9     314631       700      1550
APPLIED MATERIALS INC              COMMON SHS      038222105     45343    2527479 SH       DEFINED A    2282479         0    245000
APPLIED MATERIALS INC              COMMON SHS      038222105      1451      80900 SH       DEFINED E          0         0     80900
APPLIED MATERIALS INC              COMMON SHS      038222105        12        660 SH       DEFINED L        660         0         0
APTARGROUP INC                     COMMON SHS      038336103     18406     352600 SH       DEFINED 4     350800         0      1800
APTARGROUP INC                     COMMON SHS      038336103      3435      65800 SH       DEFINED 9      65800         0         0
AQUA AMERICA INC                   COMMON SHS      03836W103       328      11999 SH       DEFINED 9      11999         0         0
AQUANTIVE INC                      COMMON SHS      03839G105        18        725 SH       DEFINED 6        725         0         0
AQUANTIVE INC                      COMMON SHS      03839G105       174       6900 SH       DEFINED A       6900         0         0
AQUANTIVE INC                      COMMON SHS      03839G105      1742      69000 SH       DEFINED C      69000         0         0
AQUILA INC                         COMMON SHS      03840P102     34853    9681400 SH       DEFINED A    9681400         0         0
ARACRUZ CELULOSE SA                DEP RCPT PFD    038496204      7202     179997 SH       DEFINED 2     179997         0         0
ARACRUZ CELULOSE SA                DEP RCPT PFD    038496204      8474     211800 SH       DEFINED 9     211800         0         0
ARACRUZ CELULOSE SA                DEP RCPT PFD    038496204      3194      79842 SH       DEFINED A      79842         0         0
ARACRUZ CELULOSE SA                DEP RCPT PFD    038496204       926      23150 SH       DEFINED C      23150         0         0
ARACRUZ CELULOSE SA                DEP RCPT PFD    038496204       175       4375 SH       DEFINED D       4375         0         0
ARACRUZ CELULOSE SA                DEP RCPT PFD    038496204       320       8000 SH       DEFINED M       8000         0         0
ARBOR REALTY TRUST INC             REAL EST INV TR 038923108     17237     665000 SH       DEFINED 4     660700         0      4300
ARCH COAL INC                      COMMON SHS      039380100     31721     399000 SH       DEFINED 4     397100         0      1900
ARCH COAL INC                      COMMON SHS      039380100        16        200 SH       DEFINED 9        200         0         0
ARCH COAL INC                      CONVERT PREF    039380209     19188     100000 SH       DEFINED A     100000         0         0
ARCHER DANIELS MIDLAND CO          COMMON SHS      039483102      6768     274444 SH       DEFINED 9     273844       600         0
ARCHIPELAGO HOLDINGS INC           COMMON SHS      03957A104      5972     120000 SH       DEFINED A     120000         0         0
ARCHSTONE-SMITH TRUST              REAL EST INV TR 039583109      2540      60638 SH       DEFINED 9      60638         0         0
ARCHSTONE-SMITH TRUST              REAL EST INV TR 039583109       478      11400 SH       DEFINED D      11400         0         0
ARDEN REALTY INC                   REAL EST INV TR 039793104      1004      22400 SH       DEFINED 9      22400         0         0
ARENA PHARMACEUTICALS INC          COMMON SHS      040047102      4570     321400 SH       DEFINED A     321400         0         0
ARES CAPITAL CORP                  COMMON SHS      04010L103      6206     386190 SH       DEFINED 6     386190         0         0
ARES CAPITAL CORP                  COMMON SHS      04010L103      3062     190553 SH       DEFINED 8     190553         0         0
ARES CAPITAL CORP                  COMMON SHS      04010L103        88       5500 SH       DEFINED 9       5500         0         0
ARES CAPITAL CORP                  COMMON SHS      04010L103     15827     984854 SH       DEFINED A     967875         0     16979
ARGON ST INC                       COMMON SHS      040149106      2116      68300 SH       DEFINED 8      68300         0         0
ARGON ST INC                       COMMON SHS      040149106      9354     301927 SH       DEFINED A     295927         0      6000
ARIES MARITIME TRNSPRT LTD         COMMON SHS      G0474B105      2476     190000 SH       DEFINED A     190000         0         0
ARLINGTON TANKERS LTD              COMMON SHS      G04899103      1364      62700 SH       DEFINED A      62700         0         0
ARRIS GROUP INC                    COMMON SHS      04269Q100      4405     465200 SH       DEFINED 8     465200         0         0
ARRIS GROUP INC                    COMMON SHS      04269Q100      6102     644400 SH       DEFINED 9     644400         0         0
ARRIS GROUP INC                    COMMON SHS      04269Q100     16816    1775710 SH       DEFINED A    1742910         0     32800
ARRIS GROUP INC                    COMMON SHS      04269Q100       686      72400 SH       DEFINED        72400         0         0
ARTHUR J GALLAGHER & CO            COMMON SHS      363576109     61961    2006500 SH       DEFINED 4    2003100         0      3400
ARTHUR J GALLAGHER & CO            COMMON SHS      363576109      3798     122999 SH       DEFINED 6     122999         0         0
ARTHUR J GALLAGHER & CO            COMMON SHS      363576109       452      14650 SH       DEFINED 8      14650         0         0
ARTHUR J GALLAGHER & CO            COMMON SHS      363576109     19146     620000 SH       DEFINED A     620000         0         0
ASHFORD HOSPITALITY TRUST          REAL EST INV TR 044103109       150      14300 SH       DEFINED 9      14300         0         0
ASHFORD HOSPITALITY TRUST          REAL EST INV TR 044103109       707      67400 SH       DEFINED D      67400         0         0
ASHLAND INC                        COMMON SHS      044209104      6572     113500 SH       DEFINED 4     113500         0         0
ASHLAND INC                        COMMON SHS      044209104        91       1573 SH       DEFINED 6       1573         0         0
ASHLAND INC                        COMMON SHS      044209104     24746     427400 SH       DEFINED A     427400         0         0
ASHLAND INC                        COMMON SHS      044209104       510       8800 SH       DEFINED C       8800         0         0
ASM INTERNATIONAL NV               ORDINARY SHS    N07045102       496      35000 SH       DEFINED 9      35000         0         0
ASM INTERNATIONAL NV               ORDINARY SHS    N07045102       284      20000 SH       DEFINED A      20000         0         0
ASPEN INSURANCE HOLDINGS LTD       COMMON SHS      G05384105     38641    1632500 SH       DEFINED 4    1626800         0      5700
ASPEN INSURANCE HOLDINGS LTD       COMMON SHS      G05384105     10190     430483 SH       DEFINED 6     430483         0         0
ASPEN INSURANCE HOLDINGS LTD       COMMON SHS      G05384105       445      18800 SH       DEFINED 8      18800         0         0
ASPEN INSURANCE HOLDINGS LTD       COMMON SHS      G05384105      2002      84573 SH       DEFINED A      83073         0      1500
ASSURANT INC                       COMMON SHS      04621X108     36127     830700 SH       DEFINED 4     830700         0         0
ASTRAZENECA PLC                    AMER DEP RECPT  046353108        39        810 SH       DEFINED 6        810         0         0
ASTRAZENECA PLC                    AMER DEP RECPT  046353108       517      10640 SH       DEFINED 9      10140         0       500
AT&T INC                           COMMON SHS      00206R102     20228     825990 SH       DEFINED 1     825990         0         0
AT&T INC                           COMMON SHS      00206R102      7830     319730 SH       DEFINED 2     172530         0    147200
AT&T INC                           COMMON SHS      00206R102      4677     190986 SH       DEFINED 6     190986         0         0
AT&T INC                           COMMON SHS      00206R102     10143     414183 SH       DEFINED 8     414183         0         0
AT&T INC                           COMMON SHS      00206R102     30586    1248916 SH       DEFINED 9    1221735         0     27181
AT&T INC                           COMMON SHS      00206R102    602207   24589894 SH       DEFINED A   24589894         0         0
AT&T INC                           COMMON SHS      00206R102       912      37255 SH       DEFINED C      37255         0         0
AT&T INC                           COMMON SHS      00206R102     39812    1625646 SH       DEFINED E     526146         0   1099500
AT&T INC                           COMMON SHS      00206R102       618      25220 SH       DEFINED        25220         0         0
AT&T INC                           COMMON SHS      00206R102       245      10000 SH       DEFINED M      10000         0         0
ATHEROGENICS INC                   COMMON SHS      047439104        20       1000 SH       DEFINED 9       1000         0         0
ATHEROGENICS INC                   COMMON SHS      047439104      3868     193300 SH       DEFINED A     193300         0         0
ATI TECHNOLOGIES INC               ORDINARY SHS    001941103     88925    4491175 SH       DEFINED 8    4491175         0         0
ATI TECHNOLOGIES INC               COMMON SHS      001941103         8        500 SH       DEFINED 9        500         0         0
ATLANTIC TELE-NETWORK INC          COMMON SHS      049079205      9428     225000 SH       DEFINED 4     225000         0         0
ATMEL CORP                         COMMON SHS      049513104        42      13500 SH       DEFINED 9      13500         0         0
ATMI INC                           COMMON SHS      00207R101      6763     241800 SH       DEFINED 9     241800         0         0
ATMI INC                           COMMON SHS      00207R101        73       2600 SH       DEFINED A       2600         0         0
ATMI INC                           COMMON SHS      00207R101       526      18800 SH       DEFINED        18800         0         0
ATMOS ENERGY CORP                  COMMON SHS      049560105      1054      40300 SH       DEFINED 9      40300         0         0
ATMOS ENERGY CORP                  COMMON SHS      049560105    105425    4030000 SH       DEFINED A    4030000         0         0
ATRICURE INC                       COMMON SHS      04963C209       726      68200 SH       DEFINED A      59800         0      8400
ATWOOD OCEANICS INC                COMMON SHS      050095108     10456     134000 SH       DEFINED 4     133300         0       700
ATWOOD OCEANICS INC                COMMON SHS      050095108      4604      59000 SH       DEFINED 9      59000         0         0
ATWOOD OCEANICS INC                COMMON SHS      050095108       101       1300 SH       DEFINED A       1300         0         0
ATWOOD OCEANICS INC                COMMON SHS      050095108       421       5400 SH       DEFINED         5400         0         0
AU OPTRONICS CORP                  AMER DEP RECPT  002255107     12215     813787 SH       DEFINED 3     813787         0         0
AURIZON MINES LTD                  ORDINARY SHS    05155P106      3132    1800000 SH       DEFINED A    1800000         0         0
AUSTRALIA & NEW ZEALAND BANKING GR AMER DEP RECPT  052528304      2751      31250 SH       DEFINED 9      31250         0         0
AUTODESK INC                       COMMON SHS      052769106        73       1708 SH       DEFINED 6       1708         0         0
AUTODESK INC                       COMMON SHS      052769106        86       2000 SH       DEFINED 9       2000         0         0
AUTODESK INC                       COMMON SHS      052769106     92709    2158542 SH       DEFINED A    2158542         0         0
AUTODESK INC                       COMMON SHS      052769106       653      15200 SH       DEFINED C      15200         0         0
AUTOLIV INC                        ORDINARY SHS    052800109     63781    1404252 SH       DEFINED 2    1353052         0     51200
AUTOLIV INC                        ORDINARY SHS    052800109       640      14100 SH       DEFINED 4      14100         0         0
AUTOLIV INC                        ORDINARY SHS    052800109      2619      57662 SH       DEFINED 6      57662         0         0
AUTOLIV INC                        ORDINARY SHS    052800109     12713     279900 SH       DEFINED A     279900         0         0
AUTOMATIC DATA PROCESSING INC      COMMON SHS      053015103      2846      62011 SH       DEFINED 6      62011         0         0
AUTOMATIC DATA PROCESSING INC      COMMON SHS      053015103     36712     800000 SH       DEFINED 7     800000         0         0
AUTOMATIC DATA PROCESSING INC      COMMON SHS      053015103       219       4770 SH       DEFINED 8       4770         0         0
AUTOMATIC DATA PROCESSING INC      COMMON SHS      053015103     15915     346814 SH       DEFINED 9     337584         0      9230
AUTOMATIC DATA PROCESSING INC      COMMON SHS      053015103     20325     442902 SH       DEFINED A     381902         0     61000
AUTOZONE INC                       COMMON SHS      053332102       202       2198 SH       DEFINED 9       2198         0         0
AUTOZONE INC                       COMMON SHS      053332102      3459      37699 SH       DEFINED A       5999         0     31700
AVALONBAY COMMUNITIES INC          REAL EST INV TR 053484101        76        850 SH       DEFINED 6        850         0         0
AVALONBAY COMMUNITIES INC          REAL EST INV TR 053484101       125       1400 SH       DEFINED 9       1400         0         0
AVALONBAY COMMUNITIES INC          REAL EST INV TR 053484101     21331     239000 SH       DEFINED A     239000         0         0
AVANIR PHARMACEUTICALS             COMMON SHS      05348P401      6405    1862000 SH       DEFINED A    1862000         0         0
AVAYA INC                          COMMON SHS      053499109     98402    9222280 SH       DEFINED 1    9222280         0         0
AVAYA INC                          COMMON SHS      053499109      6720     629850 SH       DEFINED 2     629850         0         0
AVAYA INC                          COMMON SHS      053499109       180      16900 SH       DEFINED 8      16900         0         0
AVAYA INC                          COMMON SHS      053499109        59       5571 SH       DEFINED 9       5571         0         0
AVAYA INC                          COMMON SHS      053499109     35849    3359800 SH       DEFINED E    2337700         0   1022100
AVERY DENNISON CORP                COMMON SHS      053611109      1619      29290 SH       DEFINED 4      29290         0         0
AVERY DENNISON CORP                COMMON SHS      053611109        39        700 SH       DEFINED 6        700         0         0
AVERY DENNISON CORP                COMMON SHS      053611109     25535     462000 SH       DEFINED 7     462000         0         0
AVERY DENNISON CORP                COMMON SHS      053611109       677      12250 SH       DEFINED 8      12250         0         0
AVERY DENNISON CORP                COMMON SHS      053611109      1717      31070 SH       DEFINED 9      31070         0         0
AVIALL INC                         COMMON SHS      05366B102      6142     213250 SH       DEFINED 9     213250         0         0
AVIALL INC                         COMMON SHS      05366B102        63       2200 SH       DEFINED A       2200         0         0
AVIALL INC                         COMMON SHS      05366B102       809      28100 SH       DEFINED        28100         0         0
AVOCENT CORP                       COMMON SHS      053893103     19944     733500 SH       DEFINED 4     730000         0      3500
AVOCENT CORP                       COMMON SHS      053893103         1         48 SH       DEFINED 6         48         0         0
AVOCENT CORP                       COMMON SHS      053893103      3975     146200 SH       DEFINED 8     146200         0         0
AVOCENT CORP                       COMMON SHS      053893103      4777     175700 SH       DEFINED 9     175700         0         0
AVOCENT CORP                       COMMON SHS      053893103     55683    2047915 SH       DEFINED A    2034415         0     13500
AVOCENT CORP                       COMMON SHS      053893103      1368      50300 SH       DEFINED C      50300         0         0
AVOCENT CORP                       COMMON SHS      053893103       557      20500 SH       DEFINED        20500         0         0
AVOCENT CORP                       COMMON SHS      053893103         7        260 SH       DEFINED L        260         0         0
AVON PRODUCTS INC                  COMMON SHS      054303102     25428     890649 SH       DEFINED 9     667211         0    223438
AVON PRODUCTS INC                  COMMON SHS      054303102     44138    1546000 SH       DEFINED C    1546000         0         0
AXA SA                             AMER DEP RECPT  054536107       135       4179 SH       DEFINED 6       4179         0         0
AXA SA                             AMER DEP RECPT  054536107      1217      37642 SH       DEFINED 9      33642         0      4000
AXCAN PHARMA INC                   COMMON SHS      054923107      1211      80000 SH       DEFINED 6      80000         0         0
AXCAN PHARMA INC                   ORDINARY SHS    054923107    146759    8329143 SH       DEFINED 8    8329143         0         0
AXCAN PHARMA INC                   COMMON SHS      054923107      8282     547000 SH       DEFINED A     547000         0         0
AXIS CAPITAL HOLDINGS LTD          COMMON SHS      G0692U109      3344     106890 SH       DEFINED 2     106890         0         0
AXIS CAPITAL HOLDINGS LTD          COMMON SHS      G0692U109      7551     241400 SH       DEFINED 5     241400         0         0
AXIS CAPITAL HOLDINGS LTD          COMMON SHS      G0692U109       586      18740 SH       DEFINED C      18740         0         0
AZTAR CORP                         COMMON SHS      054802103    108125    3557900 SH       DEFINED 4    3553900         0      4000
BAKER HUGHES INC                   COMMON SHS      057224107       984      16196 SH       DEFINED 9      15896       300         0
BAKER HUGHES INC                   COMMON SHS      057224107      4741      78000 SH       DEFINED A      78000         0         0
BALDOR ELECTRIC CO                 COMMON SHS      057741100      5271     205499 SH       DEFINED 4     205399         0       100
BALDWIN & LYONS INC                COMMON SHS      057755209      3739     153875 SH       DEFINED 4     153875         0         0
BALL CORPORATION                   COMMON SHS      058498106       433      10900 SH       DEFINED 9      10900         0         0
BANCO BILBAO VIZCAYA ARGENTARIA SA AMER DEP RECPT  05946K101       344      19282 SH       DEFINED 9      19282         0         0
BANCO BRADESCO SA                  DEP RCPT PFD    059460303     22051     756458 SH       DEFINED 1     756458         0         0
BANCO BRADESCO SA                  DEP RCPT PFD    059460303    358333   12292724 SH       DEFINED C   12119526         0    173198
BANCO ITAU HOLDINGS FINANCEIRA S.A AMER DEP RECPT  059602201       156       6500 SH       DEFINED 9       6500         0         0
BANCO ITAU HOLDINGS FINANCEIRA S.A AMER DEP RECPT  059602201       865      36000 SH       DEFINED C      36000         0         0
BANCO LATINOAMERICANO DE EXPORTACI ORDINARY SHS    P16994132     39632    2165700 SH       DEFINED C    2163800         0      1900
BANCO SANTANDER CENTRAL HISPANO SA AMER DEP RECPT  05964H105       140      10601 SH       DEFINED 6      10601         0         0
BANCO SANTANDER CENTRAL HISPANO SA AMER DEP RECPT  05964H105         3        234 SH       DEFINED 8        234         0         0
BANCO SANTANDER CENTRAL HISPANO SA AMER DEP RECPT  05964H105       465      35240 SH       DEFINED 9      35240         0         0
BANK MUTUAL CORP                   COMMON SHS      063750103     20091    1895334 SH       DEFINED 5    1895334         0         0
BANK OF AMERICA CORP               COMMON SHS      060505104     30168     653699 SH       DEFINED 1     653699         0         0
BANK OF AMERICA CORP               COMMON SHS      060505104     14798     320655 SH       DEFINED 2     233055         0     87600
BANK OF AMERICA CORP               COMMON SHS      060505104     12792     277190 SH       DEFINED 4     277190         0         0
BANK OF AMERICA CORP               COMMON SHS      060505104     11309     245059 SH       DEFINED 6     245059         0         0
BANK OF AMERICA CORP               COMMON SHS      060505104     16085     348534 SH       DEFINED 8     348534         0         0
BANK OF AMERICA CORP               COMMON SHS      060505104     62766    1360038 SH       DEFINED 9    1342550       776     16712
BANK OF AMERICA CORP               COMMON SHS      060505104    854304   18511471 SH       DEFINED A   18293271         0    218200
BANK OF AMERICA CORP               COMMON SHS      060505104       267       5780 SH       DEFINED C       5780         0         0
BANK OF AMERICA CORP               COMMON SHS      060505104      4808     104172 SH       DEFINED D     104172         0         0
BANK OF AMERICA CORP               COMMON SHS      060505104     74358    1611232 SH       DEFINED E     547482         0   1063750
BANK OF AMERICA CORP               COMMON SHS      060505104       966      20926 SH       DEFINED        20926         0         0
BANK OF AMERICA CORP               COMMON SHS      060505104        36        770 SH       DEFINED L        770         0         0
BANK OF AMERICA CORP               COMMON SHS      060505104       554      12000 SH       DEFINED M      12000         0         0
BANK OF HAWAII CORP                COMMON SHS      062540109       679      13178 SH       DEFINED 9      13178         0         0
BANK OF MONTREAL                   ORDINARY SHS    063671101    300181    4618171 SH       DEFINED 8    4618171         0         0
BANK OF MONTREAL                   ORDINARY SHS    063671101       632      11300 SH       DEFINED E          0         0     11300
BANK OF NEW YORK CO INC            COMMON SHS      064057102    480292   15079806 SH       DEFINED 1   14919806         0    160000
BANK OF NEW YORK CO INC            COMMON SHS      064057102     12473     391623 SH       DEFINED 2     391623         0         0
BANK OF NEW YORK CO INC            COMMON SHS      064057102     12684     398234 SH       DEFINED 8     398234         0         0
BANK OF NEW YORK CO INC            COMMON SHS      064057102     18553     582520 SH       DEFINED 9     572220         0     10300
BANK OF NEW YORK CO INC            COMMON SHS      064057102      9394     294953 SH       DEFINED A     194953         0    100000
BANK OF NEW YORK CO INC            COMMON SHS      064057102       199       6260 SH       DEFINED C       6260         0         0
BANK OF NEW YORK CO INC            COMMON SHS      064057102      4924     154593 SH       DEFINED D     154593         0         0
BANK OF NEW YORK CO INC            COMMON SHS      064057102     80986    1673378 SH       DEFINED E     339130         0   1334248
BANK OF NEW YORK CO INC            COMMON SHS      064057102      2348      73711 SH       DEFINED L      73711         0         0
BANK OF NEW YORK CO INC            COMMON SHS      064057102       878      27575 SH       DEFINED M      27575         0         0
BANK OF NOVA SCOTIA                ORDINARY SHS    064149107    368025    7976269 SH       DEFINED 8    7976269         0         0
BANK OF NOVA SCOTIA                ORDINARY SHS    064149107       536      13532 SH       DEFINED 9      13532         0         0
BANK OF NOVA SCOTIA                ORDINARY SHS    064149107       460      11600 SH       DEFINED E          0         0     11600
BANKUNITED FINANCIAL CORP          COMMON SHS      06652B103       503      18938 SH       DEFINED 9      18938         0         0
BANTA CORP                         COMMON SHS      066821109       209       4200 SH       DEFINED 9       4200         0         0
BARCLAYS PLC                       AMER DEP RECPT  06738E204      3819      90763 SH       DEFINED 8      90763         0         0
BARCLAYS PLC                       AMER DEP RECPT  06738E204        11        270 SH       DEFINED 9        270         0         0
BARNES & NOBLES INC                COMMON SHS      067774109       358       8400 SH       DEFINED 9       8400         0         0
BARRICK GOLD CORP                  COMMON SHS      067901108     29949     944223 SH       DEFINED 1     944223         0         0
BARRICK GOLD CORP                  ORDINARY SHS    067901108     46452    1433270 SH       DEFINED 2    1433270         0         0
BARRICK GOLD CORP                  COMMON SHS      067901108     22441     805200 SH       DEFINED 5     805200         0         0
BARRICK GOLD CORP                  ORDINARY SHS    067901108     20664     637574 SH       DEFINED 8     637574         0         0
BARRICK GOLD CORP                  COMMON SHS      067901108        75       2687 SH       DEFINED 9       2687         0         0
BARRICK GOLD CORP                  COMMON SHS      067901108    175527    6298071 SH       DEFINED A    6298071         0         0
BARRICK GOLD CORP                  COMMON SHS      067901108       217       7800 SH       DEFINED E          0         0      7800
BASF AG                            AMER DEP RECPT  055262505      4754      62160 SH       DEFINED 2      62160         0         0
BASF AG                            AMER DEP RECPT  055262505       114       1496 SH       DEFINED 6       1496         0         0
BASF AG                            AMER DEP RECPT  055262505       803      10495 SH       DEFINED 9      10495         0         0
BASIC ENERGY SERVICES INC          COMMON SHS      06985P100       660      33100 SH       DEFINED 8      33100         0         0
BASIC ENERGY SERVICES INC          COMMON SHS      06985P100        20       1000 SH       DEFINED 9       1000         0         0
BASIC ENERGY SERVICES INC          COMMON SHS      06985P100      3561     178500 SH       DEFINED A     175500         0      3000
BASSETT FURNITURE INDUSTRIES INC   COMMON SHS      070203104      9394     507800 SH       DEFINED 4     506400         0      1400
BASSETT FURNITURE INDUSTRIES INC   COMMON SHS      070203104        19       1000 SH       DEFINED 9       1000         0         0
BAUSCH & LOMB INC                  COMMON SHS      071707103       429       6325 SH       DEFINED 9       6325         0         0
BAXTER INTERNATIONAL INC           COMMON SHS      071813109     15060     400000 SH       DEFINED 7     400000         0         0
BAXTER INTERNATIONAL INC           COMMON SHS      071813109         8        200 SH       DEFINED 8        200         0         0
BAXTER INTERNATIONAL INC           COMMON SHS      071813109      2367      62870 SH       DEFINED 9      56238         0      6632
BAXTER INTERNATIONAL INC           COMMON SHS      071813109      1653      43900 SH       DEFINED A      38900         0      5000
BAXTER INTERNATIONAL INC           CONVERT PREF    071813406       844      15700 SH       DEFINED 9      15700         0         0
BCE INC                            ORDINARY SHS    05534B109    850656   30522291 SH       DEFINED 1   30370891         0    151400
BCE INC                            ORDINARY SHS    05534B109    309426   11135969 SH       DEFINED 2   10485099         0    650870
BCE INC                            COMMON SHS      05534B109        17        722 SH       DEFINED 6        722         0         0
BCE INC                            ORDINARY SHS    05534B109     71794    2576015 SH       DEFINED 8    2576015         0         0
BCE INC                            COMMON SHS      05534B109      1238      51700 SH       DEFINED 9      51700         0         0
BCE INC                            COMMON SHS      05534B109       987      41200 SH       DEFINED C      41200         0         0
BCE INC                            ORDINARY SHS    05534B109      2170      77849 SH       DEFINED D      77849         0         0
BCE INC                            ORDINARY SHS    05534B109     70248    2078862 SH       DEFINED E     956953         0   1121909
BCE INC                            COMMON SHS      05534B109      2174      85819 SH       DEFINED        85819         0         0
BCE INC                            ORDINARY SHS    05534B109      1455      52195 SH       DEFINED L      52195         0         0
BCE INC                            ORDINARY SHS    05534B109       880      31574 SH       DEFINED M      31574         0         0
BEA SYSTEMS INC                    COMMON SHS      073325102      1618     172160 SH       DEFINED 1     172160         0         0
BEA SYSTEMS INC                    COMMON SHS      073325102      2338     248750 SH       DEFINED 2     248750         0         0
BEA SYSTEMS INC                    COMMON SHS      073325102       491      52200 SH       DEFINED 9      42200         0     10000
BEA SYSTEMS INC                    COMMON SHS      073325102      1755     186690 SH       DEFINED A     186690         0         0
BEACON ROOFING SUPPLY INC          COMMON SHS      073685109      3172     110400 SH       DEFINED 8     110400         0         0
BEACON ROOFING SUPPLY INC          COMMON SHS      073685109     31507    1096660 SH       DEFINED A    1087060         0      9600
BEAR STEARNS & CO INC              COMMON SHS      073902108    143257    1240002 SH       DEFINED 5    1240002         0         0
BEAR STEARNS & CO INC              COMMON SHS      073902108       382       3307 SH       DEFINED 9       3307         0         0
BEARINGPOINT INC                   COMMON SHS      074002106        81      10277 SH       DEFINED 1      10277         0         0
BEARINGPOINT INC                   COMMON SHS      074002106     12217    1554270 SH       DEFINED 2    1554270         0         0
BEARINGPOINT INC                   COMMON SHS      074002106        80      10154 SH       DEFINED 6      10154         0         0
BEARINGPOINT INC                   COMMON SHS      074002106     27238    3465400 SH       DEFINED 8    3465400         0         0
BEARINGPOINT INC                   COMMON SHS      074002106     17347    2206940 SH       DEFINED A    2163240         0     43700
BEARINGPOINT INC                   COMMON SHS      074002106        99      12595 SH       DEFINED D      12595         0         0
BEARINGPOINT INC                   COMMON SHS      074002106     14724    1873300 SH       DEFINED E     666500         0   1206800
BEARINGPOINT INC                   COMMON SHS      074002106       288      36639 SH       DEFINED        36639         0         0
BEAZER HOMES USA INC               COMMON SHS      07556Q105        73       1000 SH       DEFINED 9       1000         0         0
BEAZER HOMES USA INC               COMMON SHS      07556Q105     18705     256800 SH       DEFINED A     256800         0         0
BECKMAN COULTER INC                COMMON SHS      075811109       393       6900 SH       DEFINED 9       6900         0         0
BECKMAN COULTER INC                COMMON SHS      075811109      1747      30700 SH       DEFINED A      27200         0      3500
BECTON DICKINSON & CO              COMMON SHS      075887109     82989    1381312 SH       DEFINED 4    1381312         0         0
BECTON DICKINSON & CO              COMMON SHS      075887109        78       1300 SH       DEFINED 6       1300         0         0
BECTON DICKINSON & CO              COMMON SHS      075887109       901      15000 SH       DEFINED 8      15000         0         0
BECTON DICKINSON & CO              COMMON SHS      075887109      2077      34575 SH       DEFINED 9      24327         0     10248
BED BATH & BEYOND INC              COMMON SHS      075896100      3904     107990 SH       DEFINED 9     107340         0       650
BELLSOUTH CORP                     COMMON SHS      079860102      4642     171285 SH       DEFINED 6     171285         0         0
BELLSOUTH CORP                     COMMON SHS      079860102       596      22005 SH       DEFINED 8      22005         0         0
BELLSOUTH CORP                     COMMON SHS      079860102     21825     805348 SH       DEFINED 9     795501         0      9847
BELLSOUTH CORP                     COMMON SHS      079860102    629933   23244772 SH       DEFINED A   23164772         0     80000
BELLSOUTH CORP                     COMMON SHS      079860102        11        390 SH       DEFINED L        390         0         0
BEMIS COMPANY INC                  COMMON SHS      081437105     58293    2091600 SH       DEFINED 4    2091600         0         0
BEMIS COMPANY INC                  COMMON SHS      081437105        86       3090 SH       DEFINED 6       3090         0         0
BEMIS COMPANY INC                  COMMON SHS      081437105     10815     388051 SH       DEFINED 9     388051         0         0
BERKLEY W R CORP                   COMMON SHS      084423102      1297      27240 SH       DEFINED 9      27240         0         0
BERKSHIRE HATHAWAY INC             COMMON SHS      084670108    379825       4286 SH       DEFINED 5       4286         0         0
BERKSHIRE HATHAWAY INC             COMMON SHS      084670108      3633         41 SH       DEFINED 9         41         0         0
BERKSHIRE HATHAWAY INC             COMMON SHS      084670108     23927        270 SH       DEFINED A        270         0         0
BERKSHIRE HATHAWAY INC             COMMON SHS      084670207   1027783     350122 SH       DEFINED 5     350122         0         0
BERKSHIRE HATHAWAY INC             COMMON SHS      084670207       191         65 SH       DEFINED 8         65         0         0
BERKSHIRE HATHAWAY INC             COMMON SHS      084670207     20472       6974 SH       DEFINED 9       6904         0        70
BERKSHIRE HATHAWAY INC             COMMON SHS      084670207     10127       3450 SH       DEFINED A       1650         0      1800
BERKSHIRE HATHAWAY INC             COMMON SHS      084670207       499        170 SH       DEFINED E          0         0       170
BEST BUY COMPANY INC               COMMON SHS      086516101         1         21 SH       DEFINED 6         21         0         0
BEST BUY COMPANY INC               COMMON SHS      086516101     19484     448106 SH       DEFINED 9     437606         0     10500
BEST BUY COMPANY INC               COMMON SHS      086516101     10126     232881 SH       DEFINED A     232881         0         0
BEST BUY COMPANY INC               COMMON SHS      086516101       326       7500 SH       DEFINED M       7500         0         0
BEST BUY COMPANY INC               CONVERTIBLE BD  086516AF8        11      10000 PRN      DEFINED 9      10000         0         0
BEST BUY COMPANY INC               CONVERTIBLE BD  086516AF8     13132   12000000 PRN      DEFINED A   12000000         0         0
BEVERLY ENTERPRISES INC            COMMON SHS      087851309     19440    1665800 SH       DEFINED 5    1665800         0         0
BEVERLY HILLS BANCORP INC          COMMON SHS      087866109      7259     700000 SH       DEFINED 4     700000         0         0
BG GROUP PLC                       AMER DEP RECPT  055434203      6931     139540 SH       DEFINED 9     139540         0         0
BHP BILLITON LTD                   AMER DEP RECPT  088606108        74       2208 SH       DEFINED 6       2208         0         0
BHP BILLITON LTD                   AMER DEP RECPT  088606108      4598     137590 SH       DEFINED 9     137590         0         0
BIG 5 SPORTING GOODS CORP          COMMON SHS      08915P101     14092     643763 SH       DEFINED 6     643763         0         0
BIG 5 SPORTING GOODS CORP          COMMON SHS      08915P101     11030     503900 SH       DEFINED A     503900         0         0
BIG LOTS INC                       COMMON SHS      089302103     27023    2250000 SH       DEFINED 4    2250000         0         0
BILL BARRETT CORP                  COMMON SHS      06846N104      3575      92600 SH       DEFINED 8      92600         0         0
BILL BARRETT CORP                  COMMON SHS      06846N104     18118     469250 SH       DEFINED A     460750         0      8500
BIOGEN IDEC INC                    COMMON SHS      09062X103     18132     400000 SH       DEFINED 7     400000         0         0
BIOGEN IDEC INC                    COMMON SHS      09062X103      3003      66240 SH       DEFINED 9      66240         0         0
BIOGEN IDEC INC                    COMMON SHS      09062X103     38841     856844 SH       DEFINED A     851544         0      5300
BIOGEN IDEC INC                    CONVERT ZERO CP 449370AC9    642250    3500000 PRN      DEFINED A    3500000         0         0
BIOMED REALTY TRUST INC            REAL EST INV TR 09063H107        66       2700 SH       DEFINED 9       2700         0         0
BIOMED REALTY TRUST INC            REAL EST INV TR 09063H107     37881    1552500 SH       DEFINED A    1552500         0         0
BIOMED REALTY TRUST INC            REAL EST INV TR 09063H107       612      25100 SH       DEFINED D      25100         0         0
BIOMET INC                         COMMON SHS      090613100        84       2307 SH       DEFINED 6       2307         0         0
BIOMET INC                         COMMON SHS      090613100       228       6240 SH       DEFINED 8       6240         0         0
BIOMET INC                         COMMON SHS      090613100      1869      51100 SH       DEFINED 9      51100         0         0
BIOMET INC                         COMMON SHS      090613100     89976    2460384 SH       DEFINED A    2374684         0     85700
BIOMET INC                         COMMON SHS      090613100      1053      28800 SH       DEFINED C      28800         0         0
BIOMET INC                         COMMON SHS      090613100       991      27100 SH       DEFINED E          0         0     27100
BIOMET INC                         COMMON SHS      090613100        12        320 SH       DEFINED L        320         0         0
BIOVAIL CORP                       COMMON SHS      09067J109       513      21600 SH       DEFINED 9      21600         0         0
BIOVAIL CORP                       COMMON SHS      09067J109         3        143 SH       DEFINED A        143         0         0
BISYS GROUP INC                    COMMON SHS      055472104       379      27020 SH       DEFINED 9      27020         0         0
BISYS GROUP INC                    CONVERTIBLE BD  055472AB0        70      70000 PRN      DEFINED 9      70000         0         0
BJ SERVICES CO                     COMMON SHS      055482103     37897    1033464 SH       DEFINED 9    1022614       400     10450
BJ SERVICES CO                     COMMON SHS      055482103       587      16000 SH       DEFINED A      16000         0         0
BJ SERVICES CO                     COMMON SHS      055482103      3509      95700 SH       DEFINED        95700         0         0
BJ SERVICES CO                     COMMON SHS      055482103       367      10000 SH       DEFINED M      10000         0         0
BJ'S RESTAURANT INC                COMMON SHS      09180C106      2748     120200 SH       DEFINED 8     120200         0         0
BJ'S RESTAURANT INC                COMMON SHS      09180C106     12823     560930 SH       DEFINED A     549430         0     11500
BLACK & DECKER CORP                COMMON SHS      091797100      4423      50863 SH       DEFINED 9      48213         0      2650
BLACK & DECKER CORP                COMMON SHS      091797100         5         55 SH       DEFINED A         55         0         0
BLACKROCK INC                      COMMON SHS      09247X101       123       1138 SH       DEFINED 6       1138         0         0
BLACKROCK INC                      COMMON SHS      09247X101     85324     786539 SH       DEFINED A     786539         0         0
BLACKROCK INC                      COMMON SHS      09247X101      1421      13100 SH       DEFINED C      13100         0         0
BLACKROCK NEW YORK INSURED MUNICIP CLOSE END MUT F 09249U105       496      36750 SH       DEFINED 9      36750         0         0
BLOCKBUSTER INC                    COMMON SHS      093679108      9040    2410730 SH       DEFINED 2    2410730         0         0
BLOCKBUSTER INC                    COMMON SHS      093679108         3        741 SH       DEFINED 9        741         0         0
BLOCKBUSTER INC                    COMMON SHS      093679108      2383     635380 SH       DEFINED E     635380         0         0
BMC SOFTWARE INC                   COMMON SHS      055921100    193877    9462007 SH       DEFINED 1    9462007         0         0
BMC SOFTWARE INC                   COMMON SHS      055921100     26432    1290000 SH       DEFINED 2    1123760         0    166240
BMC SOFTWARE INC                   COMMON SHS      055921100       108       5249 SH       DEFINED 6       5249         0         0
BMC SOFTWARE INC                   COMMON SHS      055921100     17392     848780 SH       DEFINED 8     848780         0         0
BMC SOFTWARE INC                   COMMON SHS      055921100       247      12050 SH       DEFINED 9      12050         0         0
BMC SOFTWARE INC                   COMMON SHS      055921100      1291      63018 SH       DEFINED A      63018         0         0
BMC SOFTWARE INC                   COMMON SHS      055921100      1045      51017 SH       DEFINED C      51017         0         0
BMC SOFTWARE INC                   COMMON SHS      055921100      1624      79242 SH       DEFINED D      79242         0         0
BMC SOFTWARE INC                   COMMON SHS      055921100     62536    1930191 SH       DEFINED E     959173         0    971018
BMC SOFTWARE INC                   COMMON SHS      055921100      1295      63212 SH       DEFINED        63212         0         0
BMC SOFTWARE INC                   COMMON SHS      055921100      1904      92925 SH       DEFINED L      92925         0         0
BMC SOFTWARE INC                   COMMON SHS      055921100       794      38746 SH       DEFINED M      38746         0         0
BNP RESIDENTIAL PPTYS INC          REAL EST INV TR 05564T103       182      11400 SH       DEFINED 9      11400         0         0
BNP RESIDENTIAL PPTYS INC          REAL EST INV TR 05564T103       138       8600 SH       DEFINED D       8600         0         0
BOB EVANS FARMS INC                COMMON SHS      096761101      8959     388500 SH       DEFINED 4     388000         0       500
BOEING CO                          COMMON SHS      097023105     70240    1000000 SH       DEFINED 7    1000000         0         0
BOEING CO                          COMMON SHS      097023105       203       2885 SH       DEFINED 8       2885         0         0
BOEING CO                          COMMON SHS      097023105      2700      38445 SH       DEFINED 9      37264         0      1181
BOEING CO                          COMMON SHS      097023105     32688     465377 SH       DEFINED A     425977         0     39400
BOEING CO                          COMMON SHS      097023105       836      11900 SH       DEFINED E          0         0     11900
BOEING CO                          COMMON SHS      097023105         9        130 SH       DEFINED L        130         0         0
BOIS D ARC ENERGY INC              COMMON SHS      09738U103        79       5000 SH       DEFINED 9       5000         0         0
BOIS D ARC ENERGY INC              COMMON SHS      09738U103      1586     100000 SH       DEFINED A     100000         0         0
BORG WARNER INC                    COMMON SHS      099724106       102       1680 SH       DEFINED 6       1680         0         0
BORG WARNER INC                    COMMON SHS      099724106      3039      50120 SH       DEFINED 9      48720       200      1200
BORG WARNER INC                    COMMON SHS      099724106    104474    1723140 SH       DEFINED A    1723140         0         0
BORG WARNER INC                    COMMON SHS      099724106      2371      39100 SH       DEFINED C      39100         0         0
BORG WARNER INC                    COMMON SHS      099724106      9829     162120 SH       DEFINED E          0         0    162120
BOSTON PRIVATE FINANCIAL HOLDINGS  COMMON SHS      101119105     15035     494240 SH       DEFINED A     494240         0         0
BOSTON PRIVATE FINANCIAL HOLDINGS  COMMON SHS      101119105      1053      34600 SH       DEFINED C      34600         0         0
BOSTON PROPERTIES INC              REAL EST INV TR 101121101      1334      18000 SH       DEFINED 9      18000         0         0
BOSTON PROPERTIES INC              REAL EST INV TR 101121101       106       1428 SH       DEFINED A       1428         0         0
BOSTON SCIENTIFIC CORP             COMMON SHS      101137107     73791    3013090 SH       DEFINED 1    3013090         0         0
BOSTON SCIENTIFIC CORP             COMMON SHS      101137107     24034     981360 SH       DEFINED 2     829530         0    151830
BOSTON SCIENTIFIC CORP             COMMON SHS      101137107      1415      57790 SH       DEFINED 8      57790         0         0
BOSTON SCIENTIFIC CORP             COMMON SHS      101137107      3666     149700 SH       DEFINED 9     145700         0      4000
BOSTON SCIENTIFIC CORP             COMMON SHS      101137107     58858    2403339 SH       DEFINED A    1998639         0    404700
BOSTON SCIENTIFIC CORP             COMMON SHS      101137107      3108     126900 SH       DEFINED D     126900         0         0
BOSTON SCIENTIFIC CORP             COMMON SHS      101137107     29584    1208000 SH       DEFINED E     530500         0    677500
BOSTON SCIENTIFIC CORP             COMMON SHS      101137107        54       2200 SH       DEFINED         2200         0         0
BOSTON SCIENTIFIC CORP             COMMON SHS      101137107        35       1430 SH       DEFINED L       1430         0         0
BOWATER INC                        COMMON SHS      102183100     24404     794400 SH       DEFINED 1     794400         0         0
BOWATER INC                        COMMON SHS      102183100      6589     214498 SH       DEFINED 8     214498         0         0
BOWATER INC                        COMMON SHS      102183100      4934     160624 SH       DEFINED E      47400         0    113224
BP PLC                             AMER DEP RECPT  055622104       323       5037 SH       DEFINED 1       5037         0         0
BP PLC                             AMER DEP RECPT  055622104     17597     274010 SH       DEFINED 2     274010         0         0
BP PLC                             AMER DEP RECPT  055622104      7302     113700 SH       DEFINED 4     113700         0         0
BP PLC                             AMER DEP RECPT  055622104     29856     464900 SH       DEFINED 5     464900         0         0
BP PLC                             AMER DEP RECPT  055622104      2557      39812 SH       DEFINED 6      39812         0         0
BP PLC                             AMER DEP RECPT  055622104     18958     295200 SH       DEFINED 7     295200         0         0
BP PLC                             AMER DEP RECPT  055622104      6783     105616 SH       DEFINED 8     105616         0         0
BP PLC                             AMER DEP RECPT  055622104    107527    1674349 SH       DEFINED 9    1621350       300     52699
BP PLC                             AMER DEP RECPT  055622104    278252    4332800 SH       DEFINED A    4332800         0         0
BP PLC                             AMER DEP RECPT  055622104       257       4000 SH       DEFINED M       4000         0         0
BP PRUDHOE BAY ROYALTY TR          COMMON SHS      055630107      3611      54225 SH       DEFINED 9      54225         0         0
BRADY CORP                         COMMON SHS      104674106     55235    1526671 SH       DEFINED 4    1526671         0         0
BRADY CORP                         COMMON SHS      104674106        36       1000 SH       DEFINED 6       1000         0         0
BRANDYWINE REALTY TRUST            REAL EST INV TR 105368203       115       4125 SH       DEFINED 6       4125         0         0
BRANDYWINE REALTY TRUST            REAL EST INV TR 105368203     29741    1065600 SH       DEFINED A    1065600         0         0
BRE PROPERTIES INC                 REAL EST INV TR 05564E106       779      17132 SH       DEFINED 9      17132         0         0
BRIGGS & STRATTON CORP             COMMON SHS      109043109     36858     950200 SH       DEFINED 4     946000         0      4200
BRIGHTPOINT INC                    COMMON SHS      109473405      5443     196300 SH       DEFINED 9     196300         0         0
BRIGHTPOINT INC                    COMMON SHS      109473405       175       6300 SH       DEFINED A       6300         0         0
BRIGHTPOINT INC                    COMMON SHS      109473405       670      24150 SH       DEFINED        24150         0         0
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108    577795   25143383 SH       DEFINED 1   24968383         0    175000
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108     33159    1442938 SH       DEFINED 2    1248638         0    194300
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108    131209    5709714 SH       DEFINED 5    5709714         0         0
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108      1839      80016 SH       DEFINED 6      80016         0         0
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108     12624     549344 SH       DEFINED 8     549344         0         0
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108     20384     887050 SH       DEFINED 9     851562         0     35488
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108    447233   19461838 SH       DEFINED A   19461838         0         0
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108      1486      64650 SH       DEFINED C      64650         0         0
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108      3516     153021 SH       DEFINED D     153021         0         0
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108     83680    2379973 SH       DEFINED E    1094646         0   1285327
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108      1216      52900 SH       DEFINED        52900         0         0
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108      1096      47685 SH       DEFINED L      47685         0         0
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108       537      23361 SH       DEFINED M      23361         0         0
BRITISH AIRWAYS PLC                AMER DEP RECPT  110419306       473       8225 SH       DEFINED 2       8225         0         0
BRITISH AIRWAYS PLC                AMER DEP RECPT  110419306     28750     500000 SH       DEFINED 7     500000         0         0
BRITISH AIRWAYS PLC                AMER DEP RECPT  110419306         3         51 SH       DEFINED A         51         0         0
BRITISH AMERICAN TOBACCO PLC       AMER DEP RECPT  110448107      5673     125950 SH       DEFINED 5     125950         0         0
BRITISH AMERICAN TOBACCO PLC       AMER DEP RECPT  110448107        14        305 SH       DEFINED 9        305         0         0
BROADCOM CORP                      COMMON SHS      111320107         1         31 SH       DEFINED 6         31         0         0
BROADCOM CORP                      COMMON SHS      111320107       168       3568 SH       DEFINED 9       3568         0         0
BROADCOM CORP                      COMMON SHS      111320107     25071     531730 SH       DEFINED A     531730         0         0
BROCADE COMMUNICATIONS SYSTEMS INC CONVERTIBLE BD  111621AB4        14      14000 PRN      DEFINED 9      14000         0         0
BRONCO DRILLING COMPANY INC        COMMON SHS      112211107      1056      45900 SH       DEFINED 8      45900         0         0
BRONCO DRILLING COMPANY INC        COMMON SHS      112211107      7779     338050 SH       DEFINED A     334050         0      4000
BROOKDALE SENIOR LIVING INC        COMMON SHS      112463104       346      11600 SH       DEFINED A      10200         0      1400
BROOKFIELD ASSET MANAGEMENT        COMMON SHS      112585104       100       1990 SH       DEFINED 6       1990         0         0
BROOKFIELD ASSET MANAGEMENT        ORDINARY SHS    112585104    207351    3537802 SH       DEFINED 8    3537802         0         0
BROOKFIELD ASSET MANAGEMENT        COMMON SHS      112585104     42892     845500 SH       DEFINED A     845500         0         0
BROOKFIELD PROPERTIES CORP         COMMON SHS      112900105        64       2172 SH       DEFINED 6       2172         0         0
BROOKFIELD PROPERTIES CORP         ORDINARY SHS    112900105      3893     113150 SH       DEFINED 8     113150         0         0
BROOKFIELD PROPERTIES CORP         COMMON SHS      112900105     24333     827100 SH       DEFINED A     827100         0         0
BROWN & BROWN INC                  COMMON SHS      115236101        75       2469 SH       DEFINED 6       2469         0         0
BROWN & BROWN INC                  COMMON SHS      115236101     93032    3046250 SH       DEFINED A    2935850         0    110400
BROWN & BROWN INC                  COMMON SHS      115236101      1356      44400 SH       DEFINED C      44400         0         0
BROWN & BROWN INC                  COMMON SHS      115236101        12        380 SH       DEFINED L        380         0         0
BROWN SHOE CO INC                  COMMON SHS      115736100     38229     901000 SH       DEFINED 4     897000         0      4000
BROWN-FORMAN CORP                  COMMON SHS      115637100     47652     671720 SH       DEFINED 5     671720         0         0
BROWN-FORMAN CORP                  COMMON SHS      115637209    105878    1527384 SH       DEFINED 5    1527384         0         0
BROWN-FORMAN CORP                  COMMON SHS      115637209       208       3000 SH       DEFINED 9       3000         0         0
BUCKEYE PARTNERS LP                LTD PARTNERSHIP 118230101       264       6260 SH       DEFINED 9       6260         0         0
BUNGE LTD                          COMMON SHS      G16962105    125844    2223000 SH       DEFINED 4    2220300         0      2700
BUNGE LTD                          COMMON SHS      G16962105       147       2601 SH       DEFINED 6       2601         0         0
BUNGE LTD                          COMMON SHS      G16962105     40101     708369 SH       DEFINED 9     703719       300      4350
BUNGE LTD                          COMMON SHS      G16962105    207456    3664648 SH       DEFINED A    3664648         0         0
BUNGE LTD                          COMMON SHS      G16962105      3255      57500 SH       DEFINED C      57500         0         0
BUNGE LTD                          COMMON SHS      G16962105       226       4000 SH       DEFINED M       4000         0         0
BURLINGTON NORTHERN SANTA FE CORP  COMMON SHS      12189T104     40367     570000 SH       DEFINED 4     570000         0         0
BURLINGTON NORTHERN SANTA FE CORP  COMMON SHS      12189T104     42929     606173 SH       DEFINED 9     600461         0      5712
BURLINGTON NORTHERN SANTA FE CORP  COMMON SHS      12189T104        24        338 SH       DEFINED A        338         0         0
BURLINGTON NORTHERN SANTA FE CORP  COMMON SHS      12189T104       354       5000 SH       DEFINED M       5000         0         0
BURLINGTON RESOURCES INC           COMMON SHS      122014103    276799    3211120 SH       DEFINED 5    3211120         0         0
BURLINGTON RESOURCES INC           COMMON SHS      122014103     40336     467938 SH       DEFINED 9     455970         0     11968
BURLINGTON RESOURCES INC           COMMON SHS      122014103      4314      50045 SH       DEFINED A      50045         0         0
BURLINGTON RESOURCES INC           COMMON SHS      122014103        34        400 SH       SOLE             400         0         0
BURLINGTON RESOURCES INC           COMMON SHS      122014103       203       2350 SH       DEFINED         2350         0         0
C H ROBINSON WORLDWIDE INC         COMMON SHS      12541W209     62450    1686467 SH       DEFINED A    1686467         0         0
C R BARD INC                       COMMON SHS      067383109       139       2111 SH       DEFINED 6       2111         0         0
C R BARD INC                       COMMON SHS      067383109      1148      17410 SH       DEFINED 9      17410         0         0
C R BARD INC                       COMMON SHS      067383109     82897    1257540 SH       DEFINED A    1257540         0         0
C R BARD INC                       COMMON SHS      067383109      1786      27100 SH       DEFINED C      27100         0         0
CABLEVISION SYSTEMS CORP           COMMON SHS      12686C109     53505    2279700 SH       DEFINED 5    2279700         0         0
CABLEVISION SYSTEMS CORP           COMMON SHS      12686C109        26       1103 SH       DEFINED 9       1103         0         0
CABOT CORP                         COMMON SHS      127055101     30208     843800 SH       DEFINED 4     839700         0      4100
CABOT CORP                         COMMON SHS      127055101     33829     944949 SH       DEFINED 6     944949         0         0
CABOT CORP                         COMMON SHS      127055101      3909     109200 SH       DEFINED 8     109200         0         0
CABOT CORP                         COMMON SHS      127055101       573      16000 SH       DEFINED 9      14000         0      2000
CABOT CORP                         COMMON SHS      127055101     89479    2499403 SH       DEFINED A    2489103         0     10300
CABOT CORP                         COMMON SHS      127055101      1113      31100 SH       DEFINED C      31100         0         0
CABOT CORP                         COMMON SHS      127055101       512      14300 SH       DEFINED E          0         0     14300
CABOT MICROELECTRONICS CORP        COMMON SHS      12709P103      1267      43200 SH       DEFINED 8      43200         0         0
CABOT MICROELECTRONICS CORP        COMMON SHS      12709P103      5635     192121 SH       DEFINED A     188221         0      3900
CADBURY SCHWEPPES PLC              AMER DEP RECPT  127209302        73       1900 SH       DEFINED 2       1900         0         0
CADBURY SCHWEPPES PLC              AMER DEP RECPT  127209302       125       3263 SH       DEFINED 6       3263         0         0
CADBURY SCHWEPPES PLC              AMER DEP RECPT  127209302      1532      40000 SH       DEFINED 8      40000         0         0
CADBURY SCHWEPPES PLC              AMER DEP RECPT  127209302       250       6540 SH       DEFINED 9       6540         0         0
CADENCE DESIGN SYS INC             COMMON SHS      127387108    412125   24357274 SH       DEFINED 1   24227274         0    130000
CADENCE DESIGN SYS INC             COMMON SHS      127387108     16777     991520 SH       DEFINED 2     808420         0    183100
CADENCE DESIGN SYS INC             COMMON SHS      127387108       113       6668 SH       DEFINED 6       6668         0         0
CADENCE DESIGN SYS INC             COMMON SHS      127387108      4583     270880 SH       DEFINED 8     270880         0         0
CADENCE DESIGN SYS INC             COMMON SHS      127387108        36       2100 SH       DEFINED 9       2100         0         0
CADENCE DESIGN SYS INC             COMMON SHS      127387108      1393      82340 SH       DEFINED A      82340         0         0
CADENCE DESIGN SYS INC             COMMON SHS      127387108      1551      91686 SH       DEFINED C      91686         0         0
CADENCE DESIGN SYS INC             COMMON SHS      127387108      3786     223769 SH       DEFINED D     223769         0         0
CADENCE DESIGN SYS INC             COMMON SHS      127387108     65241    2040170 SH       DEFINED E     367375         0   1672795
CADENCE DESIGN SYS INC             COMMON SHS      127387108      1828     108065 SH       DEFINED       108065         0         0
CADENCE DESIGN SYS INC             COMMON SHS      127387108      2111     124760 SH       DEFINED L     124760         0         0
CADENCE DESIGN SYS INC             COMMON SHS      127387108      1114      65852 SH       DEFINED M      65852         0         0
CAE INC                            ORDINARY SHS    124765108      2722     319537 SH       DEFINED 1     319537         0         0
CAE INC                            ORDINARY SHS    124765108     41044    4817329 SH       DEFINED 2    4817329         0         0
CAE INC                            ORDINARY SHS    124765108       178      20892 SH       DEFINED 6      20892         0         0
CAE INC                            ORDINARY SHS    124765108     25578    3002074 SH       DEFINED 8    3002074         0         0
CAE INC                            ORDINARY SHS    124765108      8068     946970 SH       DEFINED A     946970         0         0
CAE INC                            ORDINARY SHS    124765108       262      30696 SH       DEFINED D      30696         0         0
CAE INC                            ORDINARY SHS    124765108      1975     231800 SH       DEFINED E     231800         0         0
CAL DIVE INTERNATIONAL INC         COMMON SHS      127914109     24862     692718 SH       DEFINED 6     692718         0         0
CAL DIVE INTERNATIONAL INC         COMMON SHS      127914109      8671     241600 SH       DEFINED 8     241600         0         0
CAL DIVE INTERNATIONAL INC         COMMON SHS      127914109       790      22000 SH       DEFINED 9      22000         0         0
CAL DIVE INTERNATIONAL INC         COMMON SHS      127914109     87208    2429870 SH       DEFINED A    2408870         0     21000
CALAMOS ASSET MANAGEMENT INC       COMMON SHS      12811R104        54       1707 SH       DEFINED 6       1707         0         0
CALAMOS ASSET MANAGEMENT INC       COMMON SHS      12811R104        47       1500 SH       DEFINED 9       1500         0         0
CALAMOS ASSET MANAGEMENT INC       COMMON SHS      12811R104     51260    1629900 SH       DEFINED A    1629900         0         0
CALAMOS ASSET MANAGEMENT INC       COMMON SHS      12811R104       686      21800 SH       DEFINED C      21800         0         0
CALIFORNIA PIZZA KITCHEN INC       COMMON SHS      13054D109     13270     415067 SH       DEFINED 6     415067         0         0
CALIFORNIA WATER SERVICE GROUP     COMMON SHS      130788102       206       5400 SH       DEFINED 9       5400         0         0
CAMBIOR INC                        ORDINARY SHS    13201L103       130      40000 SH       DEFINED 8      40000         0         0
CAMBIOR INC                        ORDINARY SHS    13201L103      6923    2130000 SH       DEFINED A    2130000         0         0
CAMECO CORP                        ORDINARY SHS    13321L108      1328      18000 SH       DEFINED 2      18000         0         0
CAMECO CORP                        ORDINARY SHS    13321L108         4         60 SH       DEFINED 8         60         0         0
CAMECO CORP                        COMMON SHS      13321L108     33734     470700 SH       DEFINED 9     469600         0      1100
CAMECO CORP                        COMMON SHS      13321L108      1222      19100 SH       DEFINED        19100         0         0
CAMPBELL SOUP CO                   COMMON SHS      134429109      1077      36187 SH       DEFINED 9      36187         0         0
CANADIAN IMPERIAL BANK OF COMMERCE ORDINARY SHS    136069101    259557    3396901 SH       DEFINED 8    3396901         0         0
CANADIAN IMPERIAL BANK OF COMMERCE COMMON SHS      136069101       231       3512 SH       DEFINED 9       3512         0         0
CANADIAN IMPERIAL BANK OF COMMERCE COMMON SHS      136069101       217       3300 SH       DEFINED E          0         0      3300
CANADIAN NATIONAL RAILWAY CO       ORDINARY SHS    136375102    330993    3553714 SH       DEFINED 8    3553714         0         0
CANADIAN NATIONAL RAILWAY CO       COMMON SHS      136375102      7798      97490 SH       DEFINED 9      97040         0       450
CANADIAN NATIONAL RAILWAY CO       ORDINARY SHS    136375102       317       3400 SH       DEFINED E          0         0      3400
CANADIAN NATURAL RESOURCES LTD     ORDINARY SHS    136385101    244017    4234195 SH       DEFINED 8    4234195         0         0
CANADIAN NATURAL RESOURCES LTD     COMMON SHS      136385101       169       3400 SH       DEFINED 9       3400         0         0
CANADIAN NATURAL RESOURCES LTD     COMMON SHS      136385101       248       5000 SH       DEFINED E          0         0      5000
CANADIAN PACIFIC RAILWAY LTD       ORDINARY SHS    13645T100     88408    1814992 SH       DEFINED 8    1814992         0         0
CANADIAN PACIFIC RAILWAY LTD       COMMON SHS      13645T100       307       7318 SH       DEFINED 9       7318         0         0
CANON INC                          AMER DEP RECPT  138006309      5736      97503 SH       DEFINED 8      97503         0         0
CANON INC                          AMER DEP RECPT  138006309     14824     251979 SH       DEFINED 9     251179         0       800
CAPITAL ONE FINANCIAL CORP         COMMON SHS      14040H105      1421      16449 SH       DEFINED 9      16449         0         0
CAPITAL ONE FINANCIAL CORP         COMMON SHS      14040H105      2168      25095 SH       DEFINED A      25095         0         0
CAPITAL TRUST- CL A- REIT          REAL EST INV TR 14052H506       139       4760 SH       DEFINED 6       4760         0         0
CAPITAL TRUST- CL A- REIT          REAL EST INV TR 14052H506     18385     627900 SH       DEFINED A     627900         0         0
CAPITALSOURCE INC                  COMMON SHS      14055X102       147       6542 SH       DEFINED 6       6542         0         0
CAPITALSOURCE INC                  COMMON SHS      14055X102      6379     284760 SH       DEFINED 8     284760         0         0
CAPITALSOURCE INC                  COMMON SHS      14055X102       363      16200 SH       DEFINED 9      16200         0         0
CAPITALSOURCE INC                  COMMON SHS      14055X102    163620    7304477 SH       DEFINED A    7036227         0    268250
CAPITALSOURCE INC                  COMMON SHS      14055X102      1998      89200 SH       DEFINED C      89200         0         0
CAPITALSOURCE INC                  COMMON SHS      14055X102      1988      88740 SH       DEFINED E          0         0     88740
CAPITALSOURCE INC                  COMMON SHS      14055X102        25       1110 SH       DEFINED L       1110         0         0
CAPITALSOURCE INC                  CONVERTIBLE BD  14055XAD4      7723    8000000 PRN      DEFINED A    8000000         0         0
CARDINAL HEALTH INC                COMMON SHS      14149Y108       550       8000 SH       DEFINED 2       8000         0         0
CARDINAL HEALTH INC                COMMON SHS      14149Y108     20625     300000 SH       DEFINED 7     300000         0         0
CARDINAL HEALTH INC                COMMON SHS      14149Y108      1242      18070 SH       DEFINED 8      18070         0         0
CARDINAL HEALTH INC                COMMON SHS      14149Y108      3381      49176 SH       DEFINED 9      44684         0      4492
CARDINAL HEALTH INC                COMMON SHS      14149Y108     12438     180912 SH       DEFINED A     129712         0     51200
CARDINAL HEALTH INC                COMMON SHS      14149Y108       272       3960 SH       DEFINED C       3960         0         0
CARDINAL HEALTH INC                COMMON SHS      14149Y108     10065     146400 SH       DEFINED E          0         0    146400
CARDINAL HEALTH INC                COMMON SHS      14149Y108        12        180 SH       DEFINED L        180         0         0
CAREER EDUCATION CORP              COMMON SHS      141665109       310       9200 SH       DEFINED 9       9200         0         0
CAREMARK RX INC                    COMMON SHS      141705103      3917      75625 SH       DEFINED 7      75625         0         0
CAREMARK RX INC                    COMMON SHS      141705103       119       2303 SH       DEFINED 9       1300         0      1003
CAREMARK RX INC                    COMMON SHS      141705103     51221     989015 SH       DEFINED A     979415         0      9600
CARLISLE COMPANIES INC             COMMON SHS      142339100    207860    3005931 SH       DEFINED 4    3005331         0       600
CARNIVAL CORP                      COMMON SHS      143658300      2328      43539 SH       DEFINED 6      43539         0         0
CARNIVAL CORP                      COMMON SHS      143658300     26735     500000 SH       DEFINED 7     500000         0         0
CARNIVAL CORP                      COMMON SHS      143658300     19150     358144 SH       DEFINED 9     356944         0      1200
CARNIVAL CORP                      COMMON SHS      143658300     52891     989168 SH       DEFINED A     989168         0         0
CARNIVAL CORP                      COMMON SHS      143658300      2960      55350 SH       DEFINED        55350         0         0
CARNIVAL CORP                      COMMON SHS      143658300       428       8000 SH       DEFINED M       8000         0         0
CARNIVAL CORP                      CONVERTIBLE BD  143658AN2     15180   11000000 PRN      DEFINED A   11000000         0         0
CASELLA WASTE SYSTEMS INC          COMMON SHS      147448104     12247     957569 SH       DEFINED 6     957569         0         0
CASEYS GENERAL STORES INC          COMMON SHS      147528103     20783     838005 SH       DEFINED 4     833505         0      4500
CATERPILLAR INC                    COMMON SHS      149123101      6083     105293 SH       DEFINED 9      97853         0      7440
CATO CORP                          COMMON SHS      149205106      9653     450000 SH       DEFINED 4     450000         0         0
CAVALIER HOMES INC                 COMMON SHS      149507105      2786     432000 SH       DEFINED 4     432000         0         0
CB RICHARD ELLIS GROUP INC         COMMON SHS      12497T101       312       5300 SH       DEFINED 9       5300         0         0
CBL & ASSOCIATES PROPERTIES INC    REAL EST INV TR 124830100      3951     100000 SH       DEFINED A     100000         0         0
CBS CORP                           COMMON SHS      124857103      2540     100000 SH       DEFINED 7     100000         0         0
CBS CORP                           COMMON SHS      124857202     78996    3097885 SH       DEFINED 5    3097885         0         0
CBS CORP                           COMMON SHS      124857202       611      23962 SH       DEFINED 6      23962         0         0
CBS CORP                           COMMON SHS      124857202      1275      50000 SH       DEFINED 7      50000         0         0
CBS CORP                           COMMON SHS      124857202     22397     878307 SH       DEFINED A     878307         0         0
CDI CORP                           COMMON SHS      125071100      4387     160100 SH       DEFINED 8     160100         0         0
CDI CORP                           COMMON SHS      125071100     30205    1102360 SH       DEFINED A    1087660         0     14700
CDW CORP                           COMMON SHS      12512N105       710      12325 SH       DEFINED 9      12325         0         0
CDW CORP                           COMMON SHS      12512N105         1         12 SH       DEFINED A         12         0         0
CEDAR FAIR LP                      LTD PARTNERSHIP 150185106      2083      72975 SH       DEFINED 9      71975         0      1000
CEDAR SHOPPING CENTERS INC         REAL EST INV TR 150602209        74       5280 SH       DEFINED 6       5280         0         0
CEDAR SHOPPING CENTERS INC         REAL EST INV TR 150602209     35829    2546500 SH       DEFINED A    2546500         0         0
CELANESE CORP                      CONVERT PREF    150870202     10594     375000 SH       DEFINED A     375000         0         0
CELESTICA INC                      COMMON SHS      15101Q108      6728     603440 SH       DEFINED 1     603440         0         0
CELESTICA INC                      ORDINARY SHS    15101Q108     13893    1127290 SH       DEFINED 2     856190         0    271100
CELESTICA INC                      ORDINARY SHS    15101Q108     18605    1507700 SH       DEFINED 8    1507700         0         0
CELESTICA INC                      COMMON SHS      15101Q108       315      29857 SH       DEFINED C      29857         0         0
CELESTICA INC                      ORDINARY SHS    15101Q108       878      71140 SH       DEFINED E      71140         0         0
CELESTICA INC                      ORDINARY SHS    15101Q108       489      39640 SH       DEFINED        39640         0         0
CELGENE CORP                       COMMON SHS      151020104     25065     386798 SH       DEFINED 9     385598         0      1200
CELGENE CORP                       COMMON SHS      151020104     37441     577800 SH       DEFINED A     574000         0      3800
CELGENE CORP                       COMMON SHS      151020104       483       7450 SH       DEFINED         7450         0         0
CELGENE CORP                       COMMON SHS      151020104      1102      17000 SH       DEFINED M      17000         0         0
CELGENE CORP                       CONVERTIBLE BD  151020AC8     16178    6000000 PRN      DEFINED A    6000000         0         0
CELL GENESYS INC                   COMMON SHS      150921104      3818     643800 SH       DEFINED 9     643800         0         0
CELL GENESYS INC                   COMMON SHS      150921104       459      77400 SH       DEFINED        77400         0         0
CEMEX SA                           AMER DEP RECPT  151290889    265909    4481869 SH       DEFINED 1    4481529         0       340
CEMEX SA                           AMER DEP RECPT  151290889        87       1458 SH       DEFINED 6       1458         0         0
CEMEX SA                           AMER DEP RECPT  151290889       771      13000 SH       DEFINED 8      13000         0         0
CEMEX SA                           AMER DEP RECPT  151290889      1967      33150 SH       DEFINED 9      32650       500         0
CEMEX SA                           AMER DEP RECPT  151290889        15        245 SH       DEFINED A        245         0         0
CEMEX SA                           AMER DEP RECPT  151290889       415       7000 SH       DEFINED M       7000         0         0
CENDANT CORP                       COMMON SHS      151313103     73076    4236270 SH       DEFINED 5    4236270         0         0
CENDANT CORP                       COMMON SHS      151313103        51       2950 SH       DEFINED 9       2950         0         0
CENDANT CORP                       COMMON SHS      151313103         2         88 SH       DEFINED A         88         0         0
CENTENNIAL BANK HOLDINGS INC       COMMON SHS      151345303       187      15100 SH       DEFINED 5      15100         0         0
CENTERPOINT ENERGY INC             COMMON SHS      15189T107       389      30280 SH       DEFINED 8      30280         0         0
CENTERPOINT ENERGY INC             COMMON SHS      15189T107     94026    7317200 SH       DEFINED A    7317200         0         0
CENTERPOINT ENERGY INC             CONVERTIBLE BD  15189TAM9     11800   10000000 PRN      DEFINED A   10000000         0         0
CENTERPOINT PROPERTIES CORP        REAL EST INV TR 151895109      9492     191834 SH       DEFINED 9     188034       200      3600
CENTERPOINT PROPERTIES CORP        CONVERT PREF    151895307      1227      11150 SH       DEFINED 9      11150         0         0
CENTEX CORP                        COMMON SHS      152312104       114       1600 SH       DEFINED 9       1600         0         0
CENTEX CORP                        COMMON SHS      152312104      6834      95600 SH       DEFINED A      95600         0         0
CENTRAL FUND CANADA- CLASS A       CLOSE END MUT F 153501101      8547    1255000 SH       DEFINED A    1255000         0         0
CENTRAL GARDEN & PET CO            COMMON SHS      153527106      6992     152200 SH       DEFINED 9     152200         0         0
CENTRAL GARDEN & PET CO            COMMON SHS      153527106       115       2500 SH       DEFINED A       2500         0         0
CENTRAL GARDEN & PET CO            COMMON SHS      153527106       809      17600 SH       DEFINED        17600         0         0
CENTRAL PARKING CORP               COMMON SHS      154785109     11187     815400 SH       DEFINED 2     815400         0         0
CENTRAL PARKING CORP               COMMON SHS      154785109      6424     468200 SH       DEFINED 8     468200         0         0
CENTRAL PARKING CORP               COMMON SHS      154785109       126       9171 SH       DEFINED D       9171         0         0
CENTRAL PARKING CORP               COMMON SHS      154785109      2559     186515 SH       DEFINED E     186515         0         0
CENTRAL VERMONT PUBLIC SERVICE COR COMMON SHS      155771108      1168      64832 SH       DEFINED 4      64832         0         0
CENTRAL VERMONT PUBLIC SERVICE COR COMMON SHS      155771108        54       3000 SH       DEFINED 9       3000         0         0
CENTRAL VERMONT PUBLIC SERVICE COR COMMON SHS      155771108      3033     168400 SH       DEFINED A     168400         0         0
CENTURYTEL INC                     COMMON SHS      156700106       587      17701 SH       DEFINED 9      17701         0         0
CEPHALON INC                       COMMON SHS      156708109      5898      91100 SH       DEFINED A      91100         0         0
CERADYNE INC                       CONVERTIBLE BD  156710AA3      1539    1500000 PRN      DEFINED 9    1500000         0         0
CERIDIAN CORP                      COMMON SHS      156779100      3399     136780 SH       DEFINED 1     136780         0         0
CERIDIAN CORP                      COMMON SHS      156779100       181       7300 SH       DEFINED 9       7300         0         0
CERIDIAN CORP                      COMMON SHS      156779100        80       3235 SH       DEFINED M       3235         0         0
CERNER CORP                        COMMON SHS      156782104      1927      21200 SH       DEFINED A      21200         0         0
CHAMPPS ENTERTAINMENT INC          COMMON SHS      158787101      5943     920000 SH       DEFINED 4     920000         0         0
CHAPARRAL STEEL                    COMMON SHS      159423102     24200     800000 SH       DEFINED 4     800000         0         0
CHARLES RIVER LABORATORIES INTL IN COMMON SHS      159864107        67       1585 SH       DEFINED 6       1585         0         0
CHARLES RIVER LABORATORIES INTL IN COMMON SHS      159864107       371       8760 SH       DEFINED 8       8760         0         0
CHARLES RIVER LABORATORIES INTL IN COMMON SHS      159864107        38        900 SH       DEFINED 9        900         0         0
CHARLES RIVER LABORATORIES INTL IN COMMON SHS      159864107     50995    1203566 SH       DEFINED A    1070466         0    133100
CHARLES RIVER LABORATORIES INTL IN COMMON SHS      159864107       445      10500 SH       DEFINED C      10500         0         0
CHARLES RIVER LABORATORIES INTL IN COMMON SHS      159864107      1593      37600 SH       DEFINED E          0         0     37600
CHARLES RIVER LABORATORIES INTL IN COMMON SHS      159864107        23        550 SH       DEFINED L        550         0         0
CHARLES SCHWAB CORP                COMMON SHS      808513105         1         82 SH       DEFINED 6         82         0         0
CHARLES SCHWAB CORP                COMMON SHS      808513105      1138      77546 SH       DEFINED 9      77546         0         0
CHARMING SHOPPES INC               COMMON SHS      161133103     58410    4425000 SH       DEFINED 4    4425000         0         0
CHARMING SHOPPES INC               COMMON SHS      161133103         9        653 SH       DEFINED A        653         0         0
CHARTERMAC                         LTD PARTNERSHIP 160908109        21       1000 SH       DEFINED 9       1000         0         0
CHARTERMAC                         LTD PARTNERSHIP 160908109     31863    1504400 SH       DEFINED A    1504400         0         0
CHATTEM INC                        COMMON SHS      162456107      2524      69355 SH       DEFINED 9      69355         0         0
CHATTEM INC                        COMMON SHS      162456107       215       5900 SH       DEFINED         5900         0         0
CHECK POINT SOFTWARE TECHNOLOGIES  ORDINARY SHS    M22465104    313698   15606872 SH       DEFINED 1   15605532         0      1340
CHECK POINT SOFTWARE TECHNOLOGIES  ORDINARY SHS    M22465104    196420    9772121 SH       DEFINED 2    9169181         0    602940
CHECK POINT SOFTWARE TECHNOLOGIES  ORDINARY SHS    M22465104       112       5574 SH       DEFINED 6       5574         0         0
CHECK POINT SOFTWARE TECHNOLOGIES  ORDINARY SHS    M22465104     27806    1383364 SH       DEFINED 8    1383364         0         0
CHECK POINT SOFTWARE TECHNOLOGIES  ORDINARY SHS    M22465104       101       5000 SH       DEFINED 9       5000         0         0
CHECK POINT SOFTWARE TECHNOLOGIES  ORDINARY SHS    M22465104       996      49536 SH       DEFINED A      49536         0         0
CHECK POINT SOFTWARE TECHNOLOGIES  ORDINARY SHS    M22465104      1130      56200 SH       DEFINED C          0         0     56200
CHECK POINT SOFTWARE TECHNOLOGIES  ORDINARY SHS    M22465104      6161     306494 SH       DEFINED E     264868         0     41626
CHECK POINT SOFTWARE TECHNOLOGIES  ORDINARY SHS    M22465104      1130      56240 SH       DEFINED        56240         0         0
CHEMICAL FINL CORP                 COMMON SHS      163731102       530      16675 SH       DEFINED 4      16570         0       105
CHESAPEAKE ENERGY CORP             COMMON SHS      165167107      1957      61684 SH       DEFINED 6      61684         0         0
CHESAPEAKE ENERGY CORP             COMMON SHS      165167107       241       7590 SH       DEFINED 8       7590         0         0
CHESAPEAKE ENERGY CORP             COMMON SHS      165167107      1699      53552 SH       DEFINED 9      53552         0         0
CHESAPEAKE ENERGY CORP             COMMON SHS      165167107    239605    7551368 SH       DEFINED A    7459568         0     91800
CHESAPEAKE ENERGY CORP             COMMON SHS      165167107      4652     146600 SH       DEFINED C     146600         0         0
CHESAPEAKE ENERGY CORP             COMMON SHS      165167107       305       9600 SH       DEFINED E          0         0      9600
CHESAPEAKE ENERGY CORP             COMMON SHS      165167107        11        340 SH       DEFINED L        340         0         0
CHESAPEAKE ENERGY CORP             CONVERT PREF    165167800       216       1100 SH       DEFINED 9       1100         0         0
CHESAPEAKE ENERGY CORP             CONVERT PREF    165167842      1072      11300 SH       DEFINED 9      10550         0       750
CHEVRON CORPORATION                COMMON SHS      166764100     22705     399948 SH       DEFINED 3     399948         0         0
CHEVRON CORPORATION                COMMON SHS      166764100      9342     164556 SH       DEFINED 6     164556         0         0
CHEVRON CORPORATION                COMMON SHS      166764100     12654     222899 SH       DEFINED 8     222899         0         0
CHEVRON CORPORATION                COMMON SHS      166764100     41068     723403 SH       DEFINED 9     709326         0     14077
CHEVRON CORPORATION                COMMON SHS      166764100    553410    9748284 SH       DEFINED A    9657584         0     90700
CHEVRON CORPORATION                COMMON SHS      166764100      1323      23300 SH       DEFINED E          0         0     23300
CHEVRON CORPORATION                COMMON SHS      166764100        19        340 SH       DEFINED L        340         0         0
CHICAGO MERCANTILE EXCHANGE HOLDIN COMMON SHS      167760107        75        204 SH       DEFINED 6        204         0         0
CHICAGO MERCANTILE EXCHANGE HOLDIN COMMON SHS      167760107       184        500 SH       DEFINED 9        500         0         0
CHICAGO MERCANTILE EXCHANGE HOLDIN COMMON SHS      167760107    102366     278555 SH       DEFINED A     278555         0         0
CHICAGO MERCANTILE EXCHANGE HOLDIN COMMON SHS      167760107      1543       4200 SH       DEFINED C       4200         0         0
CHICO'S FAS INC                    COMMON SHS      168615102       105       2388 SH       DEFINED 6       2388         0         0
CHICO'S FAS INC                    COMMON SHS      168615102      6129     139510 SH       DEFINED 9     139510         0         0
CHICO'S FAS INC                    COMMON SHS      168615102    136731    3112480 SH       DEFINED A    3112480         0         0
CHICO'S FAS INC                    COMMON SHS      168615102      2311      52600 SH       DEFINED C      52600         0         0
CHINA MOBILE (HONG KONG) LTD       AMER DEP RECPT  16941M109      2404     100000 SH       DEFINED 1     100000         0         0
CHINA MOBILE (HONG KONG) LTD       AMER DEP RECPT  16941M109      1165      48460 SH       DEFINED E      48460         0         0
CHIQUITA BRANDS INTERNATIONAL INC  COMMON SHS      170032809     16208     810000 SH       DEFINED 8     810000         0         0
CHIRON CORP                        COMMON SHS      170040109       242       5440 SH       DEFINED 9       5140         0       300
CHOICEPOINT INC                    COMMON SHS      170388102      7122     160000 SH       DEFINED 7     160000         0         0
CHOICEPOINT INC                    COMMON SHS      170388102       571      12830 SH       DEFINED 9      12830         0         0
CHOICEPOINT INC                    COMMON SHS      170388102      4451     100000 SH       DEFINED A     100000         0         0
CHRISTOPHER & BANKS CORP           COMMON SHS      171046105     20602    1097000 SH       DEFINED 4    1090800         0      6200
CHROMCRAFT REVINGTON INC           COMMON SHS      171117104      2620     200000 SH       DEFINED 4     200000         0         0
CHUBB CORP                         COMMON SHS      171232101      6425      65800 SH       DEFINED 4      65800         0         0
CHUBB CORP                         COMMON SHS      171232101        49        500 SH       DEFINED 6        500         0         0
CHUBB CORP                         COMMON SHS      171232101     11150     114181 SH       DEFINED 9      97132         0     17049
CHUBB CORP                         COMMON SHS      171232101        16        164 SH       DEFINED A        164         0         0
CHUNGHWA TELECOM CO LTD            AMER DEP RECPT  17133Q205    286183   15595816 SH       DEFINED 1   15594176         0      1640
CHUNGHWA TELECOM CO LTD            AMER DEP RECPT  17133Q205    132150    7201614 SH       DEFINED 2    6874754         0    326860
CHUNGHWA TELECOM CO LTD            AMER DEP RECPT  17133Q205     70867    3861940 SH       DEFINED 5    3861940         0         0
CHUNGHWA TELECOM CO LTD            AMER DEP RECPT  17133Q205        60       3287 SH       DEFINED 6       3287         0         0
CHUNGHWA TELECOM CO LTD            AMER DEP RECPT  17133Q205      3064     166950 SH       DEFINED 8      86250         0     80700
CHUNGHWA TELECOM CO LTD            AMER DEP RECPT  17133Q205      3936     214500 SH       DEFINED 9     213900         0       600
CHUNGHWA TELECOM CO LTD            AMER DEP RECPT  17133Q205      1001      54570 SH       DEFINED A      54570         0         0
CHUNGHWA TELECOM CO LTD            AMER DEP RECPT  17133Q205       208      11340 SH       DEFINED C      11340         0         0
CHUNGHWA TELECOM CO LTD            AMER DEP RECPT  17133Q205      3837     209090 SH       DEFINED D     209090         0         0
CHUNGHWA TELECOM CO LTD            AMER DEP RECPT  17133Q205       220      12000 SH       DEFINED        12000         0         0
CHUNGHWA TELECOM CO LTD            AMER DEP RECPT  17133Q205      1072      58422 SH       DEFINED L      58422         0         0
CHUNGHWA TELECOM CO LTD            AMER DEP RECPT  17133Q205       614      33437 SH       DEFINED M      33437         0         0
CHURCH & DWIGHT CO INC             COMMON SHS      171340102       707      21390 SH       DEFINED 9      21390         0         0
CIA DE BEBIDAS DAS AMERICAS (AMBEV AMER DEP RECPT  20441W104         5        160 SH       DEFINED 9        160         0         0
CIA DE BEBIDAS DAS AMERICAS (AMBEV AMER DEP RECPT  20441W104      1266      38720 SH       DEFINED C      38720         0         0
CIA DE BEBIDAS DAS AMERICAS (AMBEV DEP RCPT PFD    20441W203        30        800 SH       DEFINED 9        800         0         0
CIA DE BEBIDAS DAS AMERICAS (AMBEV DEP RCPT PFD    20441W203       483      12700 SH       DEFINED C      12700         0         0
CIA ENERGETICA DE MINAS GERAIS (CE DEP RCPT PFD    204409601       595      16150 SH       DEFINED C      16150         0         0
CIA VALE DO RIO DOCE               DEP RCPT PFD    204412100    145165    4004557 SH       DEFINED 1    4004017         0       540
CIA VALE DO RIO DOCE               DEP RCPT PFD    204412100     66150    1824836 SH       DEFINED 2    1824836         0         0
CIA VALE DO RIO DOCE               DEP RCPT PFD    204412100        84       2329 SH       DEFINED 6       2329         0         0
CIA VALE DO RIO DOCE               DEP RCPT PFD    204412100    100613    2775524 SH       DEFINED 8    2209524         0    566000
CIA VALE DO RIO DOCE               DEP RCPT PFD    204412100        18        500 SH       DEFINED 9        500         0         0
CIA VALE DO RIO DOCE               DEP RCPT PFD    204412100      4713     130000 SH       DEFINED A     130000         0         0
CIA VALE DO RIO DOCE               DEP RCPT PFD    204412100    214308    5911937 SH       DEFINED C    5763487         0    148450
CIA VALE DO RIO DOCE               DEP RCPT PFD    204412100      1373      37884 SH       DEFINED D      37884         0         0
CIA VALE DO RIO DOCE               DEP RCPT PFD    204412100      3086      85126 SH       DEFINED E      58650         0     26476
CIA VALE DO RIO DOCE               DEP RCPT PFD    204412100       612      16896 SH       DEFINED        16896         0         0
CIA VALE DO RIO DOCE               DEP RCPT PFD    204412100      1769      48799 SH       DEFINED L      48799         0         0
CIA VALE DO RIO DOCE               DEP RCPT PFD    204412100       781      21533 SH       DEFINED M      21533         0         0
CIA VALE DO RIO DOCE               AMER DEP RECPT  204412209     21072     512197 SH       DEFINED 1     512197         0         0
CIA VALE DO RIO DOCE               AMER DEP RECPT  204412209      3899      94780 SH       DEFINED 2      94780         0         0
CIA VALE DO RIO DOCE               AMER DEP RECPT  204412209         1         33 SH       DEFINED A         33         0         0
CIGNA CORP                         COMMON SHS      125509109    101107     905168 SH       DEFINED 1     905168         0         0
CIGNA CORP                         COMMON SHS      125509109      8150      72960 SH       DEFINED 2      31500         0     41460
CIGNA CORP                         COMMON SHS      125509109        61        545 SH       DEFINED 6        545         0         0
CIGNA CORP                         COMMON SHS      125509109      2110      18890 SH       DEFINED 8      18890         0         0
CIGNA CORP                         COMMON SHS      125509109      2080      18618 SH       DEFINED 9      18618         0         0
CIGNA CORP                         COMMON SHS      125509109        34        301 SH       DEFINED A        301         0         0
CIGNA CORP                         COMMON SHS      125509109       702       6285 SH       DEFINED C       6285         0         0
CIGNA CORP                         COMMON SHS      125509109      2995      26809 SH       DEFINED D      26809         0         0
CIGNA CORP                         COMMON SHS      125509109     17403     155799 SH       DEFINED E     155799         0         0
CIGNA CORP                         COMMON SHS      125509109       873       7812 SH       DEFINED L       7812         0         0
CIGNA CORP                         COMMON SHS      125509109        88        790 SH       DEFINED M        790         0         0
CIMAREX ENERGY CO                  COMMON SHS      171798101       427       9925 SH       DEFINED 9       9925         0         0
CINCINNATI FINANCIAL CORP          COMMON SHS      172062101       286       6400 SH       DEFINED 4       6400         0         0
CINCINNATI FINANCIAL CORP          COMMON SHS      172062101        73       1637 SH       DEFINED 6       1637         0         0
CINCINNATI FINANCIAL CORP          COMMON SHS      172062101         9        204 SH       DEFINED A        204         0         0
CINERGY CORP                       COMMON SHS      172474108     16818     396100 SH       DEFINED 3     396100         0         0
CINERGY CORP                       COMMON SHS      172474108       543      12790 SH       DEFINED 9      12790         0         0
CINERGY CORP                       COMMON SHS      172474108    526716   12405000 SH       DEFINED A   12405000         0         0
CINTAS CORP                        COMMON SHS      172908105      1250      30350 SH       DEFINED 9      30350         0         0
CIRCOR INTERNATIONAL INC           COMMON SHS      17273K109     24654     960800 SH       DEFINED 4     957900         0      2900
CISCO SYSTEMS INC                  COMMON SHS      17275R102     26416    1543000 SH       DEFINED 3    1543000         0         0
CISCO SYSTEMS INC                  COMMON SHS      17275R102     23112    1350000 SH       DEFINED 7    1350000         0         0
CISCO SYSTEMS INC                  COMMON SHS      17275R102       790      46120 SH       DEFINED 8      46120         0         0
CISCO SYSTEMS INC                  COMMON SHS      17275R102     56533    3302139 SH       DEFINED 9    3269270       625     32244
CISCO SYSTEMS INC                  COMMON SHS      17275R102     86541    5054951 SH       DEFINED A    4734251         0    320700
CISCO SYSTEMS INC                  COMMON SHS      17275R102      1816     106100 SH       DEFINED E          0         0    106100
CISCO SYSTEMS INC                  COMMON SHS      17275R102      2674     156200 SH       DEFINED       156200         0         0
CISCO SYSTEMS INC                  COMMON SHS      17275R102        29       1680 SH       DEFINED L       1680         0         0
CIT GROUP INC                      COMMON SHS      125581108    114817    2217400 SH       DEFINED 4    2217400         0         0
CITADEL BROADCASTING CORP          COMMON SHS      17285T106       227      16882 SH       DEFINED 9      16882         0         0
CITIGROUP INC                      COMMON SHS      172967101     12961     267069 SH       DEFINED 4     267069         0         0
CITIGROUP INC                      COMMON SHS      172967101     11581     238641 SH       DEFINED 6     238641         0         0
CITIGROUP INC                      COMMON SHS      172967101     16993     350158 SH       DEFINED 8     350158         0         0
CITIGROUP INC                      COMMON SHS      172967101    112534    2318862 SH       DEFINED 9    2298988       350     19524
CITIGROUP INC                      COMMON SHS      172967101    119448    2461322 SH       DEFINED A    2295222         0    166100
CITIGROUP INC                      COMMON SHS      172967101      2873      59200 SH       DEFINED E          0         0     59200
CITIGROUP INC                      COMMON SHS      172967101      3169      65300 SH       DEFINED        65300         0         0
CITIGROUP INC                      COMMON SHS      172967101        42        870 SH       DEFINED L        870         0         0
CITIZENS COMMUNICATIONS CO         COMMON SHS      17453B101      4233     346101 SH       DEFINED 9     343601      1500      1000
CITRIX SYSTEMS INC                 COMMON SHS      177376100       694      24115 SH       DEFINED 9      24115         0         0
CITRIX SYSTEMS INC                 COMMON SHS      177376100      2422      84170 SH       DEFINED A      84170         0         0
CITY INVESTING CO LIQUIDATING TRUS COMMON SHS      177900107       718    6529648 SH       DEFINED 5    6529648         0         0
CITY NATIONAL CORP                 COMMON SHS      178566105      6538      90253 SH       DEFINED 5      90253         0         0
CITY NATIONAL CORP                 COMMON SHS      178566105         3         39 SH       DEFINED 6         39         0         0
CITY NATIONAL CORP                 COMMON SHS      178566105       558       7700 SH       DEFINED 9       7700         0         0
CITY NATIONAL CORP                 COMMON SHS      178566105     76863    1061060 SH       DEFINED A    1061060         0         0
CLARCOR INC                        COMMON SHS      179895107     12864     432972 SH       DEFINED 6     432972         0         0
CLARCOR INC                        COMMON SHS      179895107      1358      45700 SH       DEFINED 8      45700         0         0
CLARCOR INC                        COMMON SHS      179895107      6466     217640 SH       DEFINED A     213540         0      4100
CLEAN HARBORS INC                  COMMON SHS      184496107      4765     165400 SH       DEFINED 9     165400         0         0
CLEAN HARBORS INC                  COMMON SHS      184496107        89       3100 SH       DEFINED A       3100         0         0
CLEAN HARBORS INC                  COMMON SHS      184496107       536      18600 SH       DEFINED        18600         0         0
CLEAR CHANNEL COMMUNICATIONS INC   COMMON SHS      184502102    308335    9803965 SH       DEFINED 5    9803965         0         0
CLEAR CHANNEL COMMUNICATIONS INC   COMMON SHS      184502102      2630      83612 SH       DEFINED 6      83612         0         0
CLEAR CHANNEL COMMUNICATIONS INC   COMMON SHS      184502102     15725     500000 SH       DEFINED 7     500000         0         0
CLEAR CHANNEL COMMUNICATIONS INC   COMMON SHS      184502102       515      16360 SH       DEFINED 8      16360         0         0
CLEAR CHANNEL COMMUNICATIONS INC   COMMON SHS      184502102       821      26092 SH       DEFINED 9      26092         0         0
CLEAR CHANNEL COMMUNICATIONS INC   COMMON SHS      184502102     15278     485775 SH       DEFINED A     485775         0         0
CLOROX CO                          COMMON SHS      189054109      6254     109927 SH       DEFINED 9     109927         0         0
CLOROX CO                          COMMON SHS      189054109        26        450 SH       DEFINED A        450         0         0
CMS ENERGY CORP                    CONVERTIBLE BD  125896AW0      6974    6000000 PRN      DEFINED A    6000000         0         0
CNA SURETY CORP                    COMMON SHS      12612L108       204      14000 SH       DEFINED 9      14000         0         0
CNET NETWORKS INC                  COMMON SHS      12613R104         3        200 SH       DEFINED 9        200         0         0
CNET NETWORKS INC                  COMMON SHS      12613R104     55991    3811490 SH       DEFINED A    3811490         0         0
CNET NETWORKS INC                  COMMON SHS      12613R104      1114      75800 SH       DEFINED C      75800         0         0
CNF INC                            COMMON SHS      12612W104      6216     111211 SH       DEFINED 9     105236         0      5975
CNH GLOBAL NV                      ORDINARY SHS    N20935206     37023    1996900 SH       DEFINED 4    1992400         0      4500
CNOOC LTD                          AMER DEP RECPT  126132109      4559      67080 SH       DEFINED 8      10580         0     56500
COACH INC                          COMMON SHS      189754104        10        286 SH       DEFINED 6        286         0         0
COACH INC                          COMMON SHS      189754104     26497     794762 SH       DEFINED 9     793162         0      1600
COACH INC                          COMMON SHS      189754104      6276     188240 SH       DEFINED A     188240         0         0
COACH INC                          COMMON SHS      189754104       578      17350 SH       DEFINED        17350         0         0
COACH INC                          COMMON SHS      189754104       567      17000 SH       DEFINED M      17000         0         0
COAST DISTRIBUTION SYSTEM INC      COMMON SHS      190345108       498      66800 SH       DEFINED 4      66800         0         0
COCA COLA FEMSA SA DE CV           AMER DEP RECPT  191241108       219       8100 SH       DEFINED 9       6600         0      1500
COCA COLA FEMSA SA DE CV           AMER DEP RECPT  191241108         9        344 SH       DEFINED A        344         0         0
COCA-COLA CO                       COMMON SHS      191216100      2566      63666 SH       DEFINED 6      63666         0         0
COCA-COLA CO                       COMMON SHS      191216100       883      21915 SH       DEFINED 8      21915         0         0
COCA-COLA CO                       COMMON SHS      191216100     25130     623408 SH       DEFINED 9     615408         0      8000
COCA-COLA CO                       COMMON SHS      191216100     50502    1252844 SH       DEFINED A    1019489         0    233355
COCA-COLA CO                       COMMON SHS      191216100      1383      34300 SH       DEFINED E          0         0     34300
COCA-COLA CO                       COMMON SHS      191216100        17        430 SH       DEFINED L        430         0         0
COCA-COLA ENTERPRISES INC          COMMON SHS      191219104    337349   17597765 SH       DEFINED 5   17597765         0         0
COCA-COLA ENTERPRISES INC          COMMON SHS      191219104         1         40 SH       DEFINED 9         40         0         0
COEUR D'ALENE MINES CORP           COMMON SHS      192108108      6502    1625600 SH       DEFINED 5    1625600         0         0
COGNEX CORP                        COMMON SHS      192422103      2494      82900 SH       DEFINED 9      82900         0         0
COGNEX CORP                        COMMON SHS      192422103       289       9600 SH       DEFINED         9600         0         0
COGNIZANT TECHNOLOGY SOLUTIONS COR COMMON SHS      192446102       133       2648 SH       DEFINED 6       2648         0         0
COGNIZANT TECHNOLOGY SOLUTIONS COR COMMON SHS      192446102      3098      61535 SH       DEFINED 9      60435       100      1000
COGNIZANT TECHNOLOGY SOLUTIONS COR COMMON SHS      192446102    247021    4906070 SH       DEFINED A    4906070         0         0
COGNIZANT TECHNOLOGY SOLUTIONS COR COMMON SHS      192446102      3867      76800 SH       DEFINED C      76800         0         0
COGNOS INC                         ORDINARY SHS    19244C109       892      22000 SH       DEFINED 2      22000         0         0
COGNOS INC                         COMMON SHS      19244C109     35643     925595 SH       DEFINED 9     921295         0      4300
COGNOS INC                         COMMON SHS      19244C109     17563     506000 SH       DEFINED A     506000         0         0
COGNOS INC                         COMMON SHS      19244C109       470      13300 SH       DEFINED        13300         0         0
COGNOS INC                         ORDINARY SHS    19244C109       178       4900 SH       DEFINED K       4900         0         0
COGNOS INC                         COMMON SHS      19244C109       347      10000 SH       DEFINED M      10000         0         0
COHERENT INC                       COMMON SHS      192479103     14576     491091 SH       DEFINED 6     491091         0         0
COHERENT INC                       COMMON SHS      192479103      3286     110700 SH       DEFINED 8     110700         0         0
COHERENT INC                       COMMON SHS      192479103        71       2400 SH       DEFINED 9       2400         0         0
COHERENT INC                       COMMON SHS      192479103     62029    2089930 SH       DEFINED A    2079930         0     10000
COHERENT INC                       COMMON SHS      192479103       976      32900 SH       DEFINED C      32900         0         0
COHU INC                           COMMON SHS      192576106     24094    1053500 SH       DEFINED 4    1051800         0      1700
COINSTAR INC                       COMMON SHS      19259P300     18170     795880 SH       DEFINED 2     795880         0         0
COINSTAR INC                       COMMON SHS      19259P300     20746     908700 SH       DEFINED 8     908700         0         0
COINSTAR INC                       COMMON SHS      19259P300       212       9307 SH       DEFINED D       9307         0         0
COINSTAR INC                       COMMON SHS      19259P300      3156     138226 SH       DEFINED E     138226         0         0
COLEY PHARMACEUTICAL GROUP         COMMON SHS      19388P106       766      50500 SH       DEFINED 6      50500         0         0
COLEY PHARMACEUTICAL GROUP         COMMON SHS      19388P106      2877     189800 SH       DEFINED 8     189800         0         0
COLEY PHARMACEUTICAL GROUP         COMMON SHS      19388P106     17855    1177800 SH       DEFINED A    1154300         0     23500
COLGATE-PALMOLIVE CO               COMMON SHS      194162103       345       6289 SH       DEFINED 6       6289         0         0
COLGATE-PALMOLIVE CO               COMMON SHS      194162103     16099     293508 SH       DEFINED 9     290947         0      2561
COLGATE-PALMOLIVE CO               COMMON SHS      194162103       149       2708 SH       DEFINED A       2708         0         0
COLGATE-PALMOLIVE CO               COMMON SHS      194162103       329       6000 SH       DEFINED M       6000         0         0
COMCAST CORP                       COMMON SHS      20030N101      3894     150000 SH       DEFINED 1          0         0    150000
COMCAST CORP                       COMMON SHS      20030N101         4        161 SH       DEFINED 8        161         0         0
COMCAST CORP                       COMMON SHS      20030N101      2364      91061 SH       DEFINED 9      89620         0      1441
COMCAST CORP                       COMMON SHS      20030N101      1900      73183 SH       DEFINED A      22183         0     51000
COMCAST CORP                       COMMON SHS      20030N200    289914   11285085 SH       DEFINED 1   11285085         0         0
COMCAST CORP                       COMMON SHS      20030N200      9875     384400 SH       DEFINED 2     384400         0         0
COMCAST CORP                       COMMON SHS      20030N200    137107    5336987 SH       DEFINED 5    5336987         0         0
COMCAST CORP                       COMMON SHS      20030N200      1167      45443 SH       DEFINED 9      45443         0         0
COMCAST CORP                       COMMON SHS      20030N200      2569     100000 SH       DEFINED A     100000         0         0
COMCAST CORP                       COMMON SHS      20030N200      1195      46520 SH       DEFINED C      46520         0         0
COMERICA INC                       COMMON SHS      200340107       478       8423 SH       DEFINED 9       8423         0         0
COMERICA INC                       COMMON SHS      200340107    133079    2344600 SH       DEFINED A    2344600         0         0
COMMERCE BANCORP INC               COMMON SHS      200519106      4051     117722 SH       DEFINED 9     117722         0         0
COMMERCE BANCORP INC               COMMON SHS      200519106     47104    1368890 SH       DEFINED A    1368890         0         0
COMMERCE BANCORP INC               COMMON SHS      200519106       957      27800 SH       DEFINED C      27800         0         0
COMMERCIAL VEHICLE GROUP INC       COMMON SHS      202608105      5572     296700 SH       DEFINED 9     296700         0         0
COMMERCIAL VEHICLE GROUP INC       COMMON SHS      202608105       612      32600 SH       DEFINED        32600         0         0
COMMUNITY HEALTH SYSTEMS INC       COMMON SHS      203668108       194       5060 SH       DEFINED 6       5060         0         0
COMMUNITY HEALTH SYSTEMS INC       COMMON SHS      203668108        33        850 SH       DEFINED 9        850         0         0
COMMUNITY HEALTH SYSTEMS INC       COMMON SHS      203668108    176111    4593406 SH       DEFINED A    4582806         0     10600
COMMUNITY HEALTH SYSTEMS INC       COMMON SHS      203668108      2960      77200 SH       DEFINED C      77200         0         0
COMMUNITY HEALTH SYSTEMS INC       CONVERTIBLE BD  203668AA6      6645    5791000 PRN      DEFINED A    5791000         0         0
COMPANHIA PARANAENSE DE ENERGIA-CO DEP RCPT PFD    20441B407     57078    7580029 SH       DEFINED C    7580029         0         0
COMPANHIA SIDERURGICA NACIONAL SID AMER DEP RECPT  20440W105       599      28000 SH       DEFINED 2      28000         0         0
COMPANHIA SIDERURGICA NACIONAL SID AMER DEP RECPT  20440W105     17045     796500 SH       DEFINED 9     796500         0         0
COMPANHIA SIDERURGICA NACIONAL SID AMER DEP RECPT  20440W105        34       1600 SH       DEFINED         1600         0         0
COMPANIA DE MINAS BUENAVENTURA SA  AMER DEP RECPT  204448104     27988     988986 SH       DEFINED A     988986         0         0
COMPASS BANCSHARES INC             COMMON SHS      20449H109       594      12300 SH       DEFINED 9      12300         0         0
COMPUTER ASSOCIATES INTERNATIONAL  COMMON SHS      204912109       757      26837 SH       DEFINED 9      26137         0       700
COMPUTER SCIENCES CORP             COMMON SHS      205363104     50640    1000000 SH       DEFINED 7    1000000         0         0
COMPUTER SCIENCES CORP             COMMON SHS      205363104        77       1525 SH       DEFINED 8       1525         0         0
COMPUTER SCIENCES CORP             COMMON SHS      205363104      3889      76803 SH       DEFINED 9      75403         0      1400
COMPUTER SCIENCES CORP             COMMON SHS      205363104       228       4500 SH       DEFINED M       4500         0         0
COMSTOCK RES INC                   COMMON SHS      205768203      1800      59000 SH       DEFINED A      59000         0         0
COMVERSE TECHNOLOGY INC            COMMON SHS      205862402       171       6425 SH       DEFINED 9       6425         0         0
COMVERSE TECHNOLOGY INC            COMMON SHS      205862402      6609     248570 SH       DEFINED A     248570         0         0
COMVERSE TECHNOLOGY INC            CONVERT ZERO CP 205862AL9       757       5000 PRN      DEFINED 9       5000         0         0
CONAGRA FOODS INC                  COMMON SHS      205887102       966      47640 SH       DEFINED 9      47640         0         0
CONCUR TECHNOLOGIES INC            COMMON SHS      206708109      3320     257560 SH       DEFINED A     257560         0         0
CONEXANT SYSTEMS INC               COMMON SHS      207142100       678     300000 SH       DEFINED 7     300000         0         0
CONEXANT SYSTEMS INC               CONVERTIBLE BD  207142AB6     17711   17800000 PRN      DEFINED A   17800000         0         0
CONEXANT SYSTEMS INC               CONVERTIBLE BD  207142AF7    305335  316000000 PRN      DEFINED A  316000000         0         0
CONNETICS CORP                     COMMON SHS      208192104       829      57400 SH       DEFINED A      50200         0      7200
CONOCOPHILLIPS                     COMMON SHS      20825C104      9262     159200 SH       DEFINED 4     159200         0         0
CONOCOPHILLIPS                     COMMON SHS      20825C104      5306      91201 SH       DEFINED 6      91201         0         0
CONOCOPHILLIPS                     COMMON SHS      20825C104     11368     195400 SH       DEFINED 8     195400         0         0
CONOCOPHILLIPS                     COMMON SHS      20825C104     23447     403006 SH       DEFINED 9     402006         0      1000
CONOCOPHILLIPS                     COMMON SHS      20825C104     55161     948108 SH       DEFINED A     884408         0     63700
CONOCOPHILLIPS                     COMMON SHS      20825C104       826      14200 SH       DEFINED E          0         0     14200
CONOCOPHILLIPS                     COMMON SHS      20825C104      1815      31200 SH       DEFINED        31200         0         0
CONOCOPHILLIPS                     COMMON SHS      20825C104        15        260 SH       DEFINED L        260         0         0
CONSECO INC                        CONVERT PREF    208464867     12881     450000 SH       DEFINED A     450000         0         0
CONSECO INC                        COMMON SHS      208464883    118932    5133000 SH       DEFINED 5    5133000         0         0
CONSOL ENERGY INC                  COMMON SHS      20854P109     24866     381500 SH       DEFINED 4     379500         0      2000
CONSOL ENERGY INC                  COMMON SHS      20854P109      7431     114000 SH       DEFINED 5     114000         0         0
CONSOLIDATED EDISON INC            COMMON SHS      209115104      1953      42150 SH       DEFINED 9      40650         0      1500
CONSOLIDATED EDISON INC            COMMON SHS      209115104    208485    4500000 SH       DEFINED A    4500000         0         0
CONSTELLATION BRANDS INC           COMMON SHS      21036P108     13113     499916 SH       DEFINED 9     498816       600       500
CONSTELLATION BRANDS INC           CONVERT PREF    21036P306      7662     195198 SH       DEFINED 9     185698         0      9500
CONSTELLATION BRANDS INC           CONVERT PREF    21036P306      8509     216800 SH       DEFINED A     216800         0         0
CONSTELLATION ENERGY GROUP         COMMON SHS      210371100       462       8025 SH       DEFINED 9       8025         0         0
CONSTELLATION ENERGY GROUP         COMMON SHS      210371100      5760     100000 SH       DEFINED A     100000         0         0
CONTINENTAL AIRLINES INC           COMMON SHS      210795308     10650     500000 SH       DEFINED 7     500000         0         0
CONTINENTAL AIRLINES INC           COMMON SHS      210795308        21       1000 SH       DEFINED 9       1000         0         0
CONTINENTAL AIRLINES INC           COMMON SHS      210795308        20        939 SH       DEFINED A        939         0         0
CONTINENTAL MATERIAL CORP          COMMON SHS      211615307      2905      99500 SH       DEFINED 4      99500         0         0
CONVERGYS CORP                     COMMON SHS      212485106     65200    4113560 SH       DEFINED 1    4113560         0         0
CONVERGYS CORP                     COMMON SHS      212485106     24371    1537630 SH       DEFINED 2    1537630         0         0
CONVERGYS CORP                     COMMON SHS      212485106     19558    1233970 SH       DEFINED 8    1233970         0         0
CONVERGYS CORP                     COMMON SHS      212485106      1593     100520 SH       DEFINED A     100520         0         0
CONVERGYS CORP                     COMMON SHS      212485106       157       9900 SH       DEFINED D       9900         0         0
CONVERGYS CORP                     COMMON SHS      212485106     16736    1055900 SH       DEFINED E     245200         0    810700
COOPER CAMERON CORP                COMMON SHS      216640102       679      16400 SH       DEFINED 9      16400         0         0
COOPER COMPANIES INC               COMMON SHS      216648402      5334     103983 SH       DEFINED 9     103983         0         0
CORINTHIAN COLLEGES INC            COMMON SHS      218868107     21264    1805110 SH       DEFINED 8    1805110         0         0
CORINTHIAN COLLEGES INC            COMMON SHS      218868107      3652     310000 SH       DEFINED E     310000         0         0
CORN PRODUCTS INTL INC             COMMON SHS      219023108     67312    2817600 SH       DEFINED 4    2817600         0         0
CORN PRODUCTS INTL INC             COMMON SHS      219023108       926      38744 SH       DEFINED 9      38240         0       504
CORN PRODUCTS INTL INC             COMMON SHS      219023108      2356      98600 SH       DEFINED A          0         0     98600
CORN PRODUCTS INTL INC             COMMON SHS      219023108         7        300 SH       DEFINED L        300         0         0
CORNING INC                        COMMON SHS      219350105         1         31 SH       DEFINED 6         31         0         0
CORNING INC                        COMMON SHS      219350105     33491    1703496 SH       DEFINED 9    1650696       900     51900
CORNING INC                        COMMON SHS      219350105     17062     867850 SH       DEFINED A     867850         0         0
CORNING INC                        COMMON SHS      219350105      2590     131750 SH       DEFINED       131750         0         0
CORNING INC                        COMMON SHS      219350105       197      10000 SH       DEFINED M      10000         0         0
CORPORATE EXECUTIVE BOARD CO       COMMON SHS      21988R102       101       1128 SH       DEFINED 6       1128         0         0
CORPORATE EXECUTIVE BOARD CO       COMMON SHS      21988R102      4830      53850 SH       DEFINED 9      53850         0         0
CORPORATE EXECUTIVE BOARD CO       COMMON SHS      21988R102     99684    1111300 SH       DEFINED A    1111300         0         0
CORPORATE EXECUTIVE BOARD CO       COMMON SHS      21988R102      1812      20200 SH       DEFINED C      20200         0         0
CORPORATE OFFICE PROPERTIES TRUST  REAL EST INV TR 22002T108       249       7018 SH       DEFINED 6       7018         0         0
CORPORATE OFFICE PROPERTIES TRUST  REAL EST INV TR 22002T108     45161    1270700 SH       DEFINED A    1270700         0         0
COSI INC                           COMMON SHS      22122P101      4288     516600 SH       DEFINED 9     516600         0         0
COSI INC                           COMMON SHS      22122P101       514      61900 SH       DEFINED        61900         0         0
COST PLUS INC                      COMMON SHS      221485105     17470    1018662 SH       DEFINED 6    1018662         0         0
COST PLUS INC                      COMMON SHS      221485105      2359     137540 SH       DEFINED 8     137540         0         0
COST PLUS INC                      COMMON SHS      221485105     15506     904160 SH       DEFINED A     800200         0    103960
COST PLUS INC                      COMMON SHS      221485105         6        350 SH       DEFINED L        350         0         0
COSTCO WHOLESALE CORP              COMMON SHS      22160K105         7        150 SH       DEFINED 8        150         0         0
COSTCO WHOLESALE CORP              COMMON SHS      22160K105     30520     616939 SH       DEFINED 9     613989         0      2950
COSTCO WHOLESALE CORP              COMMON SHS      22160K105       346       7000 SH       DEFINED M       7000         0         0
COSTCO WHOLESALE CORP              CONVERT ZERO CP 22160QAC6       903       8000 PRN      DEFINED 9       8000         0         0
COTHERIX INC                       COMMON SHS      22163T103       531      50000 SH       DEFINED 6      50000         0         0
COTHERIX INC                       COMMON SHS      22163T103      2751     259000 SH       DEFINED A     259000         0         0
COTT CORP                          ORDINARY SHS    22163N106     77033    4470883 SH       DEFINED 8    4470883         0         0
COUNTRYWIDE FINANCIAL CORP         COMMON SHS      222372104      7687     224830 SH       DEFINED 9     224430       400         0
COUNTRYWIDE FINANCIAL CORP         COMMON SHS      222372104     29065     850102 SH       DEFINED A     850102         0         0
COUNTRYWIDE FINANCIAL CORP         COMMON SHS      222372104       566      16550 SH       DEFINED        16550         0         0
COUNTRYWIDE FINANCIAL CORP         COMMON SHS      222372104       342      10000 SH       DEFINED M      10000         0         0
COURIER CORP                       COMMON SHS      222660102      6868     200000 SH       DEFINED 4     200000         0         0
COUSINS PROPERTIES INC             REAL EST INV TR 222795106        65       2310 SH       DEFINED 6       2310         0         0
COUSINS PROPERTIES INC             REAL EST INV TR 222795106       212       7500 SH       DEFINED 9       7500         0         0
COUSINS PROPERTIES INC             REAL EST INV TR 222795106      8946     316100 SH       DEFINED A     316100         0         0
COVENTRY HEALTH CARE INC           COMMON SHS      222862104       153       2686 SH       DEFINED 6       2686         0         0
COVENTRY HEALTH CARE INC           COMMON SHS      222862104        53        930 SH       DEFINED 9        930         0         0
COVENTRY HEALTH CARE INC           COMMON SHS      222862104    128342    2253190 SH       DEFINED A    2246840         0      6350
COVENTRY HEALTH CARE INC           COMMON SHS      222862104      2657      46650 SH       DEFINED C      46650         0         0
COX RADIO INC                      COMMON SHS      224051102      4957     352040 SH       DEFINED 6     352040         0         0
COX RADIO INC                      COMMON SHS      224051102        30       2116 SH       DEFINED 9       2116         0         0
CRA INTERNATIONAL INC              COMMON SHS      12618T105      6627     138950 SH       DEFINED 9     138950         0         0
CRA INTERNATIONAL INC              COMMON SHS      12618T105       582      12200 SH       DEFINED        12200         0         0
CREDICORP LTD                      ORDINARY SHS    G2519Y108      5563     244100 SH       DEFINED 8     244100         0         0
CREDICORP LTD                      ORDINARY SHS    G2519Y108      6461     283500 SH       DEFINED C     142800         0    140700
CREDIT SUISSE GROUP                AMER DEP RECPT  225401108       234       4600 SH       DEFINED 9       4600         0         0
CREE INC                           COMMON SHS      225447101       953      37750 SH       DEFINED 9      37750         0         0
CROWN CASTLE INTERNATIONAL CORP    COMMON SHS      228227104      6408     238128 SH       DEFINED A     238128         0         0
CSX CORP                           COMMON SHS      126408103       588      11580 SH       DEFINED 9      11580         0         0
CUBIST PHARMACEUTICALS INC         COMMON SHS      229678107      2125     100000 SH       DEFINED 6     100000         0         0
CUBIST PHARMACEUTICALS INC         COMMON SHS      229678107     11078     521300 SH       DEFINED A     521300         0         0
CULLEN FROST BANKERS INC           COMMON SHS      229899109       101       1884 SH       DEFINED 6       1884         0         0
CULLEN FROST BANKERS INC           COMMON SHS      229899109       463       8632 SH       DEFINED 9       8632         0         0
CULLEN FROST BANKERS INC           COMMON SHS      229899109     39201     730270 SH       DEFINED A     730270         0         0
CULLEN FROST BANKERS INC           COMMON SHS      229899109       896      16700 SH       DEFINED C      16700         0         0
CURIS INC                          COMMON SHS      231269101      1897     532900 SH       DEFINED A     532900         0         0
CURTISS WRIGHT CORP                COMMON SHS      231561101       228       4170 SH       DEFINED 9       4170         0         0
CV THERAPEUTICS INC                COMMON SHS      126667104      3620     146400 SH       DEFINED A     146400         0         0
CVS CORP                           COMMON SHS      126650100      4934     186745 SH       DEFINED 9     173425         0     13320
CYMER INC                          COMMON SHS      232572107         4        120 SH       DEFINED 6        120         0         0
CYMER INC                          COMMON SHS      232572107       352       9900 SH       DEFINED 9       9900         0         0
CYNOSURE INC                       COMMON SHS      232577205      1578      75200 SH       DEFINED A      71000         0      4200
CYNOSURE INC                       COMMON SHS      232577205       930      44300 SH       DEFINED C      44300         0         0
CYPRESS BIOSCIENCE INC             COMMON SHS      232674507      1684     291300 SH       DEFINED A     291300         0         0
CYTEC INDUSTRIES INC               COMMON SHS      232820100      1010      21200 SH       DEFINED 2      21200         0         0
CYTEC INDUSTRIES INC               COMMON SHS      232820100         8        171 SH       DEFINED 9          0         0       171
CYTEC INDUSTRIES INC               COMMON SHS      232820100       208       4360 SH       DEFINED C       4360         0         0
CYTYC CORP                         COMMON SHS      232946103         3         92 SH       DEFINED 6         92         0         0
CYTYC CORP                         COMMON SHS      232946103       401      14200 SH       DEFINED 9      14200         0         0
CYTYC CORP                         COMMON SHS      232946103     79231    2806630 SH       DEFINED A    2802030         0      4600
CYTYC CORP                         COMMON SHS      232946103      1417      50200 SH       DEFINED C      50200         0         0
D R HORTON INC                     COMMON SHS      23331A109     85366    2389200 SH       DEFINED 4    2389200         0         0
D R HORTON INC                     COMMON SHS      23331A109       172       4810 SH       DEFINED 6       4810         0         0
D R HORTON INC                     COMMON SHS      23331A109      5071     141913 SH       DEFINED 9     139913         0      2000
D R HORTON INC                     COMMON SHS      23331A109     47460    1328300 SH       DEFINED A    1328300         0         0
DAIMLERCHRYSLER AG                 ORDINARY SHS    D1668R123      5624     110215 SH       DEFINED 9     109715         0       500
DAIMLERCHRYSLER AG                 ORDINARY SHS    D1668R123       306       6000 SH       DEFINED M       6000         0         0
DANAHER CORP                       COMMON SHS      235851102     29347     526114 SH       DEFINED 9     525014         0      1100
DANAHER CORP                       COMMON SHS      235851102     17123     306970 SH       DEFINED A     306970         0         0
DANAHER CORP                       COMMON SHS      235851102      2508      44950 SH       DEFINED        44950         0         0
DANAHER CORP                       COMMON SHS      235851102       390       7000 SH       DEFINED M       7000         0         0
DAVITA INC                         COMMON SHS      23918K108      2203      43500 SH       DEFINED A      38200         0      5300
DEALERTRACK HOLDINGS INC           COMMON SHS      242309102       210      10000 SH       DEFINED 9      10000         0         0
DEAN FOODS INC                     COMMON SHS      242370104       256       6810 SH       DEFINED 8       6810         0         0
DEAN FOODS INC                     COMMON SHS      242370104      1409      37406 SH       DEFINED 9      37406         0         0
DEAN FOODS INC                     COMMON SHS      242370104     28693     761900 SH       DEFINED A     686900         0     75000
DEAN FOODS INC                     COMMON SHS      242370104       486      12900 SH       DEFINED C      12900         0         0
DEAN FOODS INC                     COMMON SHS      242370104       452      12000 SH       DEFINED E          0         0     12000
DEERE & CO                         COMMON SHS      244199105    252096    3701300 SH       DEFINED 5    3701300         0         0
DEERE & CO                         COMMON SHS      244199105     13622     200000 SH       DEFINED 7     200000         0         0
DEERE & CO                         COMMON SHS      244199105      1764      25906 SH       DEFINED 9      20906         0      5000
DEERE & CO                         COMMON SHS      244199105       567       8330 SH       DEFINED A       8330         0         0
DEL MONTE FOODS CO                 COMMON SHS      24522P103         4        357 SH       DEFINED 6        357         0         0
DEL MONTE FOODS CO                 COMMON SHS      24522P103      1103     105736 SH       DEFINED 9      98542         0      7194
DELL INC                           COMMON SHS      24702R101     14995     500000 SH       DEFINED 7     500000         0         0
DELL INC                           COMMON SHS      24702R101       571      19040 SH       DEFINED 8      19040         0         0
DELL INC                           COMMON SHS      24702R101     21043     701651 SH       DEFINED 9     698393         0      3258
DELL INC                           COMMON SHS      24702R101     75075    2503329 SH       DEFINED A    2313729         0    189600
DELL INC                           COMMON SHS      24702R101      2027      67600 SH       DEFINED E          0         0     67600
DELL INC                           COMMON SHS      24702R101       714      23800 SH       DEFINED        23800         0         0
DELL INC                           COMMON SHS      24702R101        25        850 SH       DEFINED L        850         0         0
DELL INC                           COMMON SHS      24702R101       450      15000 SH       DEFINED M      15000         0         0
DELTA APPAREL INC                  COMMON SHS      247368103     10574     680000 SH       DEFINED 4     680000         0         0
DENBURY RESOURCES INC              COMMON SHS      247916208      4747     208400 SH       DEFINED 8     208400         0         0
DENBURY RESOURCES INC              COMMON SHS      247916208     40548    1779990 SH       DEFINED A    1757490         0     22500
DENTSPLY INTERNATIONAL INC         COMMON SHS      249030107        87       1625 SH       DEFINED 9       1625         0         0
DENTSPLY INTERNATIONAL INC         COMMON SHS      249030107     24237     451420 SH       DEFINED A     445320         0      6100
DENTSPLY INTERNATIONAL INC         COMMON SHS      249030107       526       9800 SH       DEFINED C       9800         0         0
DESERT SUN MNG CORP                ORDINARY SHS    25043V107       182      63629 SH       DEFINED 8      63629         0         0
DEUTSCHE BANK AG                   ORDINARY SHS    D18190898      2552      31126 SH       DEFINED 8      31126         0         0
DEUTSCHE BANK AG                   ORDINARY SHS    D18190898       584       6050 SH       DEFINED 9       6050         0         0
DEUTSCHE BANK AG                   ORDINARY SHS    D18190898     16028     195515 SH       DEFINED E     195515         0         0
DEVELOPERS DIVERSIFIED REALTY CORP REAL EST INV TR 251591103        28        600 SH       DEFINED 9        600         0         0
DEVELOPERS DIVERSIFIED REALTY CORP REAL EST INV TR 251591103    119882    2549600 SH       DEFINED A    2549600         0         0
DEVON ENERGY CORP                  COMMON SHS      25179M103       493       7890 SH       DEFINED 8       7890         0         0
DEVON ENERGY CORP                  COMMON SHS      25179M103      3220      51493 SH       DEFINED 9      51039       300       154
DEVON ENERGY CORP                  COMMON SHS      25179M103     62960    1006719 SH       DEFINED A     920519         0     86200
DEVON ENERGY CORP                  COMMON SHS      25179M103       507       8100 SH       DEFINED E          0         0      8100
DEVON ENERGY CORP                  COMMON SHS      25179M103        23        360 SH       DEFINED L        360         0         0
DEVON ENERGY CORP                  CONVERTIBLE BD  25179MAA1       130     112000 PRN      DEFINED 9     112000         0         0
DEVRY INC                          COMMON SHS      251893103       240      12000 SH       DEFINED 9      12000         0         0
DEX MEDIA INC                      COMMON SHS      25212E100       387      14300 SH       DEFINED 9      14300         0         0
DIAGEO PLC                         AMER DEP RECPT  25243Q205      3004      51522 SH       DEFINED 6      51522         0         0
DIAGEO PLC                         AMER DEP RECPT  25243Q205      4552      78072 SH       DEFINED 8      78072         0         0
DIAGEO PLC                         AMER DEP RECPT  25243Q205     11132     190935 SH       DEFINED 9     187985       150      2800
DIAGEO PLC                         AMER DEP RECPT  25243Q205     12529     214900 SH       DEFINED A     214900         0         0
DIAGEO PLC                         AMER DEP RECPT  25243Q205       292       5000 SH       DEFINED M       5000         0         0
DIAMOND OFFSHORE DRILLING INC      COMMON SHS      25271C102       369       5300 SH       DEFINED 9       5300         0         0
DIAMONDS TRUST                     CLOSE END MUT F 252787106       543       5076 SH       DEFINED 9       5076         0         0
DIEBOLD INC                        COMMON SHS      253651103     11645     306450 SH       DEFINED 4     304950         0      1500
DIEBOLD INC                        COMMON SHS      253651103        72       1900 SH       DEFINED 6       1900         0         0
DIEBOLD INC                        COMMON SHS      253651103       974      25640 SH       DEFINED 8      25640         0         0
DIEBOLD INC                        COMMON SHS      253651103       443      11650 SH       DEFINED 9      11650         0         0
DIEBOLD INC                        COMMON SHS      253651103      6907     181750 SH       DEFINED A      97550         0     84200
DIEBOLD INC                        COMMON SHS      253651103       612      16100 SH       DEFINED E          0         0     16100
DIGENE CORP                        COMMON SHS      253752109      4373     149900 SH       DEFINED 8     149900         0         0
DIGENE CORP                        COMMON SHS      253752109     54891    1881750 SH       DEFINED A    1864450         0     17300
DIGENE CORP                        COMMON SHS      253752109       572      19600 SH       DEFINED C      19600         0         0
DIGITAL REALTY TRUST INC           REAL EST INV TR 253868103       206       9120 SH       DEFINED 6       9120         0         0
DIGITAL REALTY TRUST INC           REAL EST INV TR 253868103     62233    2750000 SH       DEFINED A    2750000         0         0
DILLARDS INC                       COMMON SHS      254067101     51784    2086400 SH       DEFINED 4    2083200         0      3200
DILLARDS INC                       COMMON SHS      254067101        77       3109 SH       DEFINED 9       3109         0         0
DILLARDS INC                       COMMON SHS      254067101         3        132 SH       DEFINED A        132         0         0
DIME BANCORP INC                   WTS TO EQUITY   25429Q110         3      22010 SH       DEFINED 9      22010         0         0
DIODES INC                         COMMON SHS      254543101      6092     196200 SH       DEFINED 9     196200         0         0
DIODES INC                         COMMON SHS      254543101       694      22350 SH       DEFINED        22350         0         0
DIONEX CORP                        COMMON SHS      254546104     12270     250000 SH       DEFINED 7     250000         0         0
DIONEX CORP                        COMMON SHS      254546104       442       9000 SH       DEFINED 9       9000         0         0
DIRECTV GROUP INC                  COMMON SHS      25459L106    694314   49172389 SH       DEFINED 1   48822389         0    350000
DIRECTV GROUP INC                  COMMON SHS      25459L106     33670    2384571 SH       DEFINED 2    2025301         0    359270
DIRECTV GROUP INC                  COMMON SHS      25459L106        90       6405 SH       DEFINED 6       6405         0         0
DIRECTV GROUP INC                  COMMON SHS      25459L106      7473     529225 SH       DEFINED 8     529225         0         0
DIRECTV GROUP INC                  COMMON SHS      25459L106       920      65185 SH       DEFINED 9      63185         0      2000
DIRECTV GROUP INC                  COMMON SHS      25459L106      2275     161090 SH       DEFINED A     161090         0         0
DIRECTV GROUP INC                  COMMON SHS      25459L106      1144      81033 SH       DEFINED C      81033         0         0
DIRECTV GROUP INC                  COMMON SHS      25459L106      3427     242670 SH       DEFINED D     242670         0         0
DIRECTV GROUP INC                  COMMON SHS      25459L106     76968    4212330 SH       DEFINED E    2004698         0   2207632
DIRECTV GROUP INC                  COMMON SHS      25459L106      1824     129185 SH       DEFINED       129185         0         0
DIRECTV GROUP INC                  COMMON SHS      25459L106      1741     123271 SH       DEFINED L     123271         0         0
DIRECTV GROUP INC                  COMMON SHS      25459L106       768      54419 SH       DEFINED M      54419         0         0
DISCOVERY HOLDING CO               COMMON SHS      25468Y107      1000      66026 SH       DEFINED 9      66026         0         0
DISCOVERY HOLDING CO               COMMON SHS      25468Y107       152      10000 SH       DEFINED M      10000         0         0
DIXIE GROUP INC                    COMMON SHS      255519100      5581     405000 SH       DEFINED 4     405000         0         0
DNP SELECT INCOME FUND INC         CLOSE END MUT F 23325P104       258      24864 SH       DEFINED 9      24864         0         0
DOLBY LABORATORIES INC             COMMON SHS      25659T107     11100     651000 SH       DEFINED A     651000         0         0
DOLBY LABORATORIES INC             COMMON SHS      25659T107       228      13400 SH       DEFINED C      13400         0         0
DOLLAR GENERAL CORP                COMMON SHS      256669102       259      13600 SH       DEFINED 4      13600         0         0
DOLLAR GENERAL CORP                COMMON SHS      256669102       147       7711 SH       DEFINED 6       7711         0         0
DOLLAR GENERAL CORP                COMMON SHS      256669102       331      17360 SH       DEFINED 8      17360         0         0
DOLLAR GENERAL CORP                COMMON SHS      256669102    156245    8193214 SH       DEFINED A    8193214         0         0
DOLLAR GENERAL CORP                COMMON SHS      256669102      3101     162600 SH       DEFINED C     162600         0         0
DOLLAR THRIFTY AUTOMOTIVE GROUP IN COMMON SHS      256743105     79148    2194300 SH       DEFINED 4    2192300         0      2000
DOLLAR TREE STORES INC             COMMON SHS      256747106       399      16670 SH       DEFINED 8      16670         0         0
DOLLAR TREE STORES INC             COMMON SHS      256747106     24416    1019900 SH       DEFINED A     719900         0    300000
DOLLAR TREE STORES INC             COMMON SHS      256747106      1602      66900 SH       DEFINED E          0         0     66900
DOLLAR TREE STORES INC             COMMON SHS      256747106        20        820 SH       DEFINED L        820         0         0
DOMINION RESOURCES INC             COMMON SHS      25746U109      5153      66748 SH       DEFINED 6      66748         0         0
DOMINION RESOURCES INC             COMMON SHS      25746U109       855      11080 SH       DEFINED 8      11080         0         0
DOMINION RESOURCES INC             COMMON SHS      25746U109      8649     112030 SH       DEFINED 9     111530       500         0
DOMINION RESOURCES INC             COMMON SHS      25746U109    675745    8753170 SH       DEFINED A    8723970         0     29200
DOMINION RESOURCES INC             COMMON SHS      25746U109       664       8600 SH       DEFINED E          0         0      8600
DOMINION RESOURCES INC             COMMON SHS      25746U109         8        110 SH       DEFINED L        110         0         0
DOMTAR INC                         ORDINARY SHS    257561100      7771    1158116 SH       DEFINED 1    1158116         0         0
DOMTAR INC                         ORDINARY SHS    257561100     67682   10086794 SH       DEFINED 2    9607594         0    479200
DOMTAR INC                         ORDINARY SHS    257561100     31179    4646700 SH       DEFINED 8    4646700         0         0
DOMTAR INC                         ORDINARY SHS    257561100      3460     515600 SH       DEFINED A     515600         0         0
DOMTAR INC                         ORDINARY SHS    257561100       111      16600 SH       DEFINED D      16600         0         0
DOMTAR INC                         ORDINARY SHS    257561100      9762    1454830 SH       DEFINED E     593000         0    861830
DONALDSON CO INC                   COMMON SHS      257651109     27698     871000 SH       DEFINED 4     871000         0         0
DORAL FINANCIAL CORP               COMMON SHS      25811P100      2701     254815 SH       DEFINED 6     254815         0         0
DORAL FINANCIAL CORP               COMMON SHS      25811P100      2055     193900 SH       DEFINED 8     193900         0         0
DORAL FINANCIAL CORP               COMMON SHS      25811P100     82113    7746495 SH       DEFINED A    7729995         0     16500
DORAL FINANCIAL CORP               COMMON SHS      25811P100       954      90000 SH       DEFINED C      90000         0         0
DOREL INDUSTRIES INC               ORDINARY SHS    25822C205    147433    5335988 SH       DEFINED 8    5335988         0         0
DOUBLE HULL TANKERS INC            COMMON SHS      Y21110104      1976     150000 SH       DEFINED A     150000         0         0
DOV PHARMACEUTICAL INC             COMMON SHS      259858108       734      50000 SH       DEFINED 6      50000         0         0
DOV PHARMACEUTICAL INC             COMMON SHS      259858108      4908     334300 SH       DEFINED A     334300         0         0
DOVER CORP                         COMMON SHS      260003108    123316    3045600 SH       DEFINED 4    3045600         0         0
DOVER CORP                         COMMON SHS      260003108        32        800 SH       DEFINED 6        800         0         0
DOVER CORP                         COMMON SHS      260003108      5387     133040 SH       DEFINED 9     128533         0      4507
DOW CHEMICAL CO                    COMMON SHS      260543103    134888    3078239 SH       DEFINED 1    3078239         0         0
DOW CHEMICAL CO                    COMMON SHS      260543103     17038     388820 SH       DEFINED 2     193520         0    195300
DOW CHEMICAL CO                    COMMON SHS      260543103      6260     142864 SH       DEFINED 6     142864         0         0
DOW CHEMICAL CO                    COMMON SHS      260543103      9649     220188 SH       DEFINED 8     220188         0         0
DOW CHEMICAL CO                    COMMON SHS      260543103     19528     445636 SH       DEFINED 9     440348         0      5288
DOW CHEMICAL CO                    COMMON SHS      260543103    109761    2504826 SH       DEFINED A    2440726         0     64100
DOW CHEMICAL CO                    COMMON SHS      260543103      1312      29935 SH       DEFINED C      29935         0         0
DOW CHEMICAL CO                    COMMON SHS      260543103      1287      29362 SH       DEFINED D      29362         0         0
DOW CHEMICAL CO                    COMMON SHS      260543103     36540     833872 SH       DEFINED E     370937         0    462935
DOW CHEMICAL CO                    COMMON SHS      260543103       920      20997 SH       DEFINED        20997         0         0
DOW CHEMICAL CO                    COMMON SHS      260543103        13        290 SH       DEFINED L        290         0         0
DOW JONES & CO INC                 COMMON SHS      260561105       166       4676 SH       DEFINED 9       4676         0         0
DOW JONES & CO INC                 COMMON SHS      260561105      8102     228290 SH       DEFINED A     228290         0         0
DRESSER-RAND GROUP INC             COMMON SHS      261608103     20069     830000 SH       DEFINED A     830000         0         0
DRYSHIPS INC                       COMMON SHS      Y2109Q101       472      38597 SH       DEFINED A      38597         0         0
DST SYSTEMS INC                    COMMON SHS      233326107       659      11000 SH       DEFINED 9      11000         0         0
DTE ENERGY COMPANY                 COMMON SHS      233331107    404588    9367622 SH       DEFINED 1    9247622         0    120000
DTE ENERGY COMPANY                 COMMON SHS      233331107      2427      56184 SH       DEFINED 9      56184         0         0
DTE ENERGY COMPANY                 COMMON SHS      233331107    264539    6125000 SH       DEFINED A    6125000         0         0
DTE ENERGY COMPANY                 COMMON SHS      233331107       615      14243 SH       DEFINED C      14243         0         0
DTE ENERGY COMPANY                 COMMON SHS      233331107     15823     366353 SH       DEFINED E      66900         0    299453
DTF TAX FREE INCOME INC            CLOSE END MUT F 23334J107       174      11959 SH       DEFINED 9      11959         0         0
DUCKWALL ALCO STORES INC           COMMON SHS      264142100      7537     330000 SH       DEFINED 4     330000         0         0
DUKE ENERGY CORP                   COMMON SHS      264399106     25018     911400 SH       DEFINED 3     911400         0         0
DUKE ENERGY CORP                   COMMON SHS      264399106        17        622 SH       DEFINED 6        622         0         0
DUKE ENERGY CORP                   COMMON SHS      264399106      9147     333226 SH       DEFINED 9     328669         0      4557
DUKE ENERGY CORP                   COMMON SHS      264399106    239238    8715400 SH       DEFINED A    8715400         0         0
DUKE REALTY CORP                   REAL EST INV TR 264411505        36       1075 SH       DEFINED 6       1075         0         0
DUKE REALTY CORP                   REAL EST INV TR 264411505        33       1000 SH       DEFINED 9       1000         0         0
DUKE REALTY CORP                   REAL EST INV TR 264411505      3883     116248 SH       DEFINED A     116248         0         0
DUN & BRADSTREET CORP              COMMON SHS      26483E100      8169     122000 SH       DEFINED 7     122000         0         0
DUN & BRADSTREET CORP              COMMON SHS      26483E100       619       9238 SH       DEFINED 9       9238         0         0
DUN & BRADSTREET CORP              COMMON SHS      26483E100         6         90 SH       DEFINED A         90         0         0
DUPONT DE NEMOURS INC              COMMON SHS      263534109     52190    1227994 SH       DEFINED 9    1211198         0     16796
E*TRADE FINANCIAL CORP             COMMON SHS      269246104       141       6746 SH       DEFINED 6       6746         0         0
E*TRADE FINANCIAL CORP             COMMON SHS      269246104         8        400 SH       DEFINED 9        400         0         0
E*TRADE FINANCIAL CORP             COMMON SHS      269246104    191764    9192918 SH       DEFINED A    9192918         0         0
E*TRADE FINANCIAL CORP             COMMON SHS      269246104      2735     131100 SH       DEFINED C     131100         0         0
E.ON AG                            AMER DEP RECPT  268780103      6426     186160 SH       DEFINED 2     186160         0         0
E.ON AG                            AMER DEP RECPT  268780103       149       4324 SH       DEFINED 6       4324         0         0
E.ON AG                            AMER DEP RECPT  268780103      3625     105000 SH       DEFINED 8     105000         0         0
E.ON AG                            AMER DEP RECPT  268780103        82       2385 SH       DEFINED 9       2385         0         0
EAGLE HOSPITALITY PROPERTIES       REAL EST INV TR 26959T102      8613    1128800 SH       DEFINED A    1128800         0         0
EARTHLINK INC                      COMMON SHS      270321102     14010    1261000 SH       DEFINED 3    1261000         0         0
EARTHLINK INC                      COMMON SHS      270321102        29       2590 SH       DEFINED A       2590         0         0
EAST WEST BANCORP INC              COMMON SHS      27579R104      3186      87300 SH       DEFINED 8      87300         0         0
EAST WEST BANCORP INC              COMMON SHS      27579R104     51053    1399100 SH       DEFINED A    1391300         0      7800
EAST WEST BANCORP INC              COMMON SHS      27579R104       529      14500 SH       DEFINED C      14500         0         0
EASTMAN CHEMICAL CO                COMMON SHS      277432100       699      13553 SH       DEFINED 9      12647         0       906
EASTMAN CHEMICAL CO                COMMON SHS      277432100         1         13 SH       DEFINED A         13         0         0
EASTMAN KODAK CO                   COMMON SHS      277461109      7020     300000 SH       DEFINED 7     300000         0         0
EASTMAN KODAK CO                   COMMON SHS      277461109      1251      53458 SH       DEFINED 9      49528         0      3930
EATON CORP                         COMMON SHS      278058102      6454      96194 SH       DEFINED 9      84994         0     11200
EATON CORP                         COMMON SHS      278058102      2019      30100 SH       DEFINED        30100         0         0
EATON VANCE CORP                   COMMON SHS      278265103       102       3714 SH       DEFINED 6       3714         0         0
EATON VANCE CORP                   COMMON SHS      278265103       112       4100 SH       DEFINED 9       4100         0         0
EBAY INC                           COMMON SHS      278642103         2         47 SH       DEFINED 6         47         0         0
EBAY INC                           COMMON SHS      278642103       121       2790 SH       DEFINED 8       2790         0         0
EBAY INC                           COMMON SHS      278642103     19322     446757 SH       DEFINED 9     446757         0         0
EBAY INC                           COMMON SHS      278642103     57502    1329536 SH       DEFINED A    1282236         0     47300
EBAY INC                           COMMON SHS      278642103       523      12100 SH       DEFINED E          0         0     12100
EBAY INC                           COMMON SHS      278642103         5        120 SH       DEFINED L        120         0         0
EBAY INC                           COMMON SHS      278642103       389       9000 SH       DEFINED M       9000         0         0
ECHOSTAR DBS CORP                  COMMON SHS      278762109     34666    1275900 SH       DEFINED 1    1275900         0         0
ECHOSTAR DBS CORP                  COMMON SHS      278762109     87305    3213291 SH       DEFINED 5    3213291         0         0
ECHOSTAR DBS CORP                  COMMON SHS      278762109        65       2400 SH       DEFINED 9       2400         0         0
ECHOSTAR DBS CORP                  COMMON SHS      278762109      5157     189800 SH       DEFINED A     189800         0         0
ECHOSTAR DBS CORP                  CONVERTIBLE BD  278762AG4        10      10000 PRN      DEFINED 9      10000         0         0
ECHOSTAR DBS CORP                  CONVERTIBLE BD  278762AG4     24990   25500000 PRN      DEFINED A   25500000         0         0
ECOLAB INC                         COMMON SHS      278865100       936      25800 SH       DEFINED 9      25800         0         0
ECOLAB INC                         COMMON SHS      278865100     25752     710000 SH       DEFINED A     710000         0         0
ECOLOGY & ENVIRONMENT INC          COMMON SHS      278878103      1918     215000 SH       DEFINED 4     215000         0         0
EDISON INTERNATIONAL               COMMON SHS      281020107       161       3696 SH       DEFINED 9       3696         0         0
EDISON INTERNATIONAL               COMMON SHS      281020107     90055    2065000 SH       DEFINED A    2065000         0         0
EDUCATION MANAGEMENT CORP          COMMON SHS      28139T101       452      13500 SH       DEFINED 9      13500         0         0
EDUCATION RLTY TR INC              REAL EST INV TR 28140H104      8585     666000 SH       DEFINED A     666000         0         0
EDWARDS LIFESCIENCES CORP          COMMON SHS      28176E108      2081      50000 SH       DEFINED 7      50000         0         0
EDWARDS LIFESCIENCES CORP          COMMON SHS      28176E108       103       2469 SH       DEFINED 9       1806         0       663
EL PASO CORP                       COMMON SHS      28336L109    752744   61903329 SH       DEFINED 1   61503329         0    400000
EL PASO CORP                       COMMON SHS      28336L109     24522    2016648 SH       DEFINED 2    2016648         0         0
EL PASO CORP                       COMMON SHS      28336L109        62       5095 SH       DEFINED 6       5095         0         0
EL PASO CORP                       COMMON SHS      28336L109     15951    1311790 SH       DEFINED 8    1311790         0         0
EL PASO CORP                       COMMON SHS      28336L109       244      20066 SH       DEFINED 9      13982         0      6084
EL PASO CORP                       COMMON SHS      28336L109      2141     176050 SH       DEFINED A     176050         0         0
EL PASO CORP                       COMMON SHS      28336L109       200      16440 SH       DEFINED C      16440         0         0
EL PASO CORP                       COMMON SHS      28336L109     53414    2670011 SH       DEFINED E     432750         0   2237261
EL PASO CORP                       COMMON SHS      28336L109      1954     160679 SH       DEFINED L     160679         0         0
EL PASO CORP                       COMMON SHS      28336L109       877      72083 SH       DEFINED M      72083         0         0
EL PASO CORP                       CONVERT ZERO CP 28336LAC3      1540      28000 PRN      DEFINED 9      28000         0         0
ELBIT SYSTEMS LTD                  ORDINARY SHS    M3760D101     14697     130176 SH       DEFINED C          0         0    130176
ELDORADO GOLD CORP                 ORDINARY SHS    284902103     24497    4305300 SH       DEFINED 5    4305300         0         0
ELDORADO GOLD CORP                 ORDINARY SHS    284902103     12205    2145000 SH       DEFINED A    2145000         0         0
ELECTRO SCIENTIFIC INDUSTRIES INC  COMMON SHS      285229100     37678    1560169 SH       DEFINED 6    1560169         0         0
ELECTRO SCIENTIFIC INDUSTRIES INC  COMMON SHS      285229100      4499     186300 SH       DEFINED 8     186300         0         0
ELECTRO SCIENTIFIC INDUSTRIES INC  COMMON SHS      285229100     37332    1545828 SH       DEFINED A    1530828         0     15000
ELECTRO SCIENTIFIC INDUSTRIES INC  COMMON SHS      285229100      1736      71900 SH       DEFINED C      71900         0         0
ELECTRONIC ARTS INC                COMMON SHS      285512109       324       6200 SH       DEFINED 8       6200         0         0
ELECTRONIC ARTS INC                COMMON SHS      285512109      5155      98540 SH       DEFINED 9      97490       250       800
ELECTRONIC ARTS INC                COMMON SHS      285512109     72054    1377446 SH       DEFINED A    1270246         0    107200
ELECTRONIC ARTS INC                COMMON SHS      285512109      1695      32400 SH       DEFINED E          0         0     32400
ELECTRONIC ARTS INC                COMMON SHS      285512109       196       3750 SH       DEFINED         3750         0         0
ELECTRONIC ARTS INC                COMMON SHS      285512109        21        400 SH       DEFINED L        400         0         0
ELECTRONIC DATA SYSTEMS CORP       COMMON SHS      285661104    549176   22844249 SH       DEFINED 1   22644249         0    200000
ELECTRONIC DATA SYSTEMS CORP       COMMON SHS      285661104     20320     845244 SH       DEFINED 2     646844         0    198400
ELECTRONIC DATA SYSTEMS CORP       COMMON SHS      285661104     19464     809640 SH       DEFINED 8     809640         0         0
ELECTRONIC DATA SYSTEMS CORP       COMMON SHS      285661104      2456     102171 SH       DEFINED 9      99271         0      2900
ELECTRONIC DATA SYSTEMS CORP       COMMON SHS      285661104      1131      47031 SH       DEFINED C      47031         0         0
ELECTRONIC DATA SYSTEMS CORP       COMMON SHS      285661104      2333      97038 SH       DEFINED D      97038         0         0
ELECTRONIC DATA SYSTEMS CORP       COMMON SHS      285661104     54584    1282325 SH       DEFINED E     331692         0    950633
ELECTRONIC DATA SYSTEMS CORP       COMMON SHS      285661104      1306      54327 SH       DEFINED        54327         0         0
ELECTRONIC DATA SYSTEMS CORP       COMMON SHS      285661104      1747      72658 SH       DEFINED L      72658         0         0
ELECTRONIC DATA SYSTEMS CORP       COMMON SHS      285661104       838      34872 SH       DEFINED M      34872         0         0
ELI LILLY & CO                     COMMON SHS      532457108      3725      65827 SH       DEFINED 6      65827         0         0
ELI LILLY & CO                     COMMON SHS      532457108     22636     400000 SH       DEFINED 7     400000         0         0
ELI LILLY & CO                     COMMON SHS      532457108      1332      23533 SH       DEFINED 8      23533         0         0
ELI LILLY & CO                     COMMON SHS      532457108     17798     314511 SH       DEFINED 9     305910         0      8601
ELI LILLY & CO                     COMMON SHS      532457108    393126    6946916 SH       DEFINED A    6854516         0     92400
ELI LILLY & CO                     COMMON SHS      532457108      1483      26200 SH       DEFINED E          0         0     26200
ELI LILLY & CO                     COMMON SHS      532457108        14        240 SH       DEFINED L        240         0         0
EMAGEON INC                        COMMON SHS      29076V109       439      27600 SH       DEFINED A      23600         0      4000
EMBRAER-EMPRESA BRAS DE AERONAUTIC AMER DEP RECPT  29081M102      7462     190841 SH       DEFINED 1     190841         0         0
EMBRAER-EMPRESA BRAS DE AERONAUTIC AMER DEP RECPT  29081M102     91039    2328368 SH       DEFINED 2    2221548         0    106820
EMBRAER-EMPRESA BRAS DE AERONAUTIC AMER DEP RECPT  29081M102      2755      70460 SH       DEFINED 6      70460         0         0
EMBRAER-EMPRESA BRAS DE AERONAUTIC AMER DEP RECPT  29081M102       175       4470 SH       DEFINED 8       4470         0         0
EMBRAER-EMPRESA BRAS DE AERONAUTIC AMER DEP RECPT  29081M102       262       6700 SH       DEFINED 9       6600       100         0
EMBRAER-EMPRESA BRAS DE AERONAUTIC AMER DEP RECPT  29081M102    153240    3919190 SH       DEFINED A    3919190         0         0
EMBRAER-EMPRESA BRAS DE AERONAUTIC AMER DEP RECPT  29081M102      3077      78700 SH       DEFINED C      78700         0         0
EMBRAER-EMPRESA BRAS DE AERONAUTIC AMER DEP RECPT  29081M102      1307      33417 SH       DEFINED E      33417         0         0
EMBRAER-EMPRESA BRAS DE AERONAUTIC AMER DEP RECPT  29081M102         6        160 SH       DEFINED L        160         0         0
EMC CORP                           COMMON SHS      268648102     13620    1000000 SH       DEFINED 7    1000000         0         0
EMC CORP                           COMMON SHS      268648102     25012    1836410 SH       DEFINED 9    1806810         0     29600
EMC CORP                           COMMON SHS      268648102     25002    1835675 SH       DEFINED A    1835675         0         0
EMC CORP                           COMMON SHS      268648102       208      15250 SH       DEFINED        15250         0         0
EMC CORP                           COMMON SHS      268648102       177      13000 SH       DEFINED M      13000         0         0
EMCOR GROUP INC                    COMMON SHS      29084Q100     15012     222300 SH       DEFINED 4     221200         0      1100
EMDEON CORP                        COMMON SHS      290849108      2379     281250 SH       DEFINED 5     281250         0         0
EMDEON CORP                        COMMON SHS      290849108        16       1948 SH       DEFINED 9       1379         0       569
EMERGING MARKETS TELECOMMUNICATION CLOSE END MUT F 290890102      2913     250000 SH       DEFINED 4     250000         0         0
EMERSON ELECTRIC CO                COMMON SHS      291011104     37350     500000 SH       DEFINED 7     500000         0         0
EMERSON ELECTRIC CO                COMMON SHS      291011104     28262     378338 SH       DEFINED 9     374688         0      3650
EMERSON ELECTRIC CO                COMMON SHS      291011104         0          4 SH       DEFINED A          4         0         0
EMERSON ELECTRIC CO                COMMON SHS      291011104       560       7500 SH       DEFINED         7500         0         0
ENBRIDGE INC                       ORDINARY SHS    29250N105     94625    2603874 SH       DEFINED 8    2603874         0         0
ENCANA CORP                        ORDINARY SHS    292505104       315       6000 SH       DEFINED 2       6000         0         0
ENCANA CORP                        COMMON SHS      292505104     26373     584000 SH       DEFINED 7     584000         0         0
ENCANA CORP                        ORDINARY SHS    292505104    200815    3820679 SH       DEFINED 8    3820679         0         0
ENCANA CORP                        COMMON SHS      292505104     17204     346150 SH       DEFINED 9     345374         0       776
ENCANA CORP                        COMMON SHS      292505104      3432      76000 SH       DEFINED A      76000         0         0
ENCANA CORP                        COMMON SHS      292505104       280       6200 SH       DEFINED E          0         0      6200
ENCANA CORP                        ORDINARY SHS    292505104       731      13900 SH       DEFINED        13900         0         0
ENDESA SA                          AMER DEP RECPT  29258N107     24746     951402 SH       DEFINED 2     664672         0    286730
ENDESA SA                          AMER DEP RECPT  29258N107       445      17115 SH       DEFINED 9      17115         0         0
ENDO PHARMACEUTICALS HOLDINGS INC  COMMON SHS      29264F205       106       3507 SH       DEFINED 6       3507         0         0
ENDO PHARMACEUTICALS HOLDINGS INC  COMMON SHS      29264F205    101051    3339433 SH       DEFINED A    3335533         0      3900
ENDO PHARMACEUTICALS HOLDINGS INC  COMMON SHS      29264F205      1634      54000 SH       DEFINED C      54000         0         0
ENERGIZER HOLDINGS INC             COMMON SHS      29266R108      2338      46956 SH       DEFINED 9      45156         0      1800
ENERGIZER HOLDINGS INC             COMMON SHS      29266R108        25        504 SH       DEFINED A        504         0         0
ENERGY EAST CORP                   COMMON SHS      29266M109       166       7291 SH       DEFINED 9       7291         0         0
ENERGY EAST CORP                   COMMON SHS      29266M109    130804    5737000 SH       DEFINED A    5737000         0         0
ENERPLUS RESOURCES FUND            CLOSE END UT TR 29274D604       840      17505 SH       DEFINED 9      16505      1000         0
ENGELHARD CORP                     COMMON SHS      292845104       525      17411 SH       DEFINED 9      17411         0         0
ENI SPA                            AMER DEP RECPT  26874R108      6354      45560 SH       DEFINED 2      45560         0         0
ENI SPA                            AMER DEP RECPT  26874R108       140       1004 SH       DEFINED 6       1004         0         0
ENI SPA                            AMER DEP RECPT  26874R108      5116      36683 SH       DEFINED 9      36683         0         0
ENI SPA                            AMER DEP RECPT  26874R108      3000      21513 SH       DEFINED E          0         0     21513
ENI SPA                            AMER DEP RECPT  26874R108       279       2000 SH       DEFINED M       2000         0         0
ENSCO INTERNATIONAL INC            COMMON SHS      26874Q100      3450      77800 SH       DEFINED 4      77800         0         0
ENSCO INTERNATIONAL INC            COMMON SHS      26874Q100      1390      31350 SH       DEFINED 9      30050         0      1300
ENSCO INTERNATIONAL INC            COMMON SHS      26874Q100      4790     108000 SH       DEFINED A     108000         0         0
ENTEGRIS INC                       COMMON SHS      29362U104      3545     376307 SH       DEFINED 7     376307         0         0
ENTEGRIS INC                       COMMON SHS      29362U104        13       1400 SH       DEFINED 9       1400         0         0
ENTERGY CORP                       COMMON SHS      29364G103     55298     805500 SH       DEFINED 4     805500         0         0
ENTERGY CORP                       COMMON SHS      29364G103       745      10845 SH       DEFINED 8      10845         0         0
ENTERGY CORP                       COMMON SHS      29364G103      3431      49971 SH       DEFINED 9      48271         0      1700
ENTERGY CORP                       COMMON SHS      29364G103    467914    6815939 SH       DEFINED A    6815939         0         0
ENTERPRISE PRODUCTS PARTNERS LP    LTD PARTNERSHIP 293792107      4349     181141 SH       DEFINED 9     180641         0       500
ENTERTAINMENT PROPERTIES TRUST     REAL EST INV TR 29380T105       105       2580 SH       DEFINED 6       2580         0         0
ENTERTAINMENT PROPERTIES TRUST     REAL EST INV TR 29380T105     26752     656500 SH       DEFINED A     656500         0         0
ENTRAVISION COMMUNICATIONS CORP    COMMON SHS      29382R107     10262    1441332 SH       DEFINED 6    1441332         0         0
ENTRAVISION COMMUNICATIONS CORP    COMMON SHS      29382R107      1067     149800 SH       DEFINED 8     149800         0         0
ENTRAVISION COMMUNICATIONS CORP    COMMON SHS      29382R107     15555    2184700 SH       DEFINED A    2170280         0     14420
ENTRUST INC                        COMMON SHS      293848107      7673    1585336 SH       DEFINED 6    1585336         0         0
ENTRUST INC                        COMMON SHS      293848107      2755     569300 SH       DEFINED 8     569300         0         0
ENTRUST INC                        COMMON SHS      293848107     17544    3624868 SH       DEFINED A    3580768         0     44100
ENZON PHARMACEUTICALS INC          CONVERTIBLE BD  293904AB4    111910  124000000 PRN      DEFINED A  124000000         0         0
EOG RESOURCES INC                  COMMON SHS      26875P101       784      10685 SH       DEFINED 9      10685         0         0
EOG RESOURCES INC                  COMMON SHS      26875P101      2641      36000 SH       DEFINED A      36000         0         0
EQUIFAX INC                        COMMON SHS      294429105        70       1843 SH       DEFINED 6       1843         0         0
EQUIFAX INC                        COMMON SHS      294429105     15208     400000 SH       DEFINED 7     400000         0         0
EQUIFAX INC                        COMMON SHS      294429105       206       5416 SH       DEFINED 9       5416         0         0
EQUITY INNS INC                    REAL EST INV TR 294703103      2956     218150 SH       DEFINED 9     218150         0         0
EQUITY INNS INC                    REAL EST INV TR 294703103        76       5600 SH       DEFINED A       5600         0         0
EQUITY INNS INC                    REAL EST INV TR 294703103       808      59665 SH       DEFINED D      59665         0         0
EQUITY OFFICE PROPERTIES TRUST     REAL EST INV TR 294741103       912      30073 SH       DEFINED 9      30073         0         0
EQUITY RESIDENTIAL                 REAL EST INV TR 29476L107       306       7815 SH       DEFINED 6       7815         0         0
EQUITY RESIDENTIAL                 REAL EST INV TR 29476L107      2684      68609 SH       DEFINED 9      68609         0         0
EQUITY RESIDENTIAL                 REAL EST INV TR 29476L107     37000     945800 SH       DEFINED A     945800         0         0
ERICSSON (LM) TELEPHONE CO         AMER DEP RECPT  294821608      6948     201967 SH       DEFINED 9     200047         0      1920
ERICSSON (LM) TELEPHONE CO         AMER DEP RECPT  294821608       275       8000 SH       DEFINED M       8000         0         0
ERIE INDTY CO                      COMMON SHS      29530P102     71257    1339419 SH       DEFINED 4    1339419         0         0
ESCO TECHNOLOGIES INC              COMMON SHS      296315104     55025    1236800 SH       DEFINED 4    1236800         0         0
ESCO TECHNOLOGIES INC              COMMON SHS      296315104         8        180 SH       DEFINED 9        180         0         0
ESCO TECHNOLOGIES INC              COMMON SHS      296315104         0          5 SH       DEFINED A          5         0         0
ESPEY MANUFACTURING & ELECTRONICS  COMMON SHS      296650104      5741     156000 SH       DEFINED 4     156000         0         0
ESSEX CORP                         COMMON SHS      296744105      3899     228700 SH       DEFINED 8     228700         0         0
ESSEX CORP                         COMMON SHS      296744105     18718    1097830 SH       DEFINED A    1076230         0     21600
ESTEE LAUDER COMPANIES INC         COMMON SHS      518439104     17815     532104 SH       DEFINED 9     529003       300      2801
ESTEE LAUDER COMPANIES INC         COMMON SHS      518439104       469      14000 SH       DEFINED A      14000         0         0
ESTEE LAUDER COMPANIES INC         COMMON SHS      518439104       435      13000 SH       DEFINED        13000         0         0
ESTEE LAUDER COMPANIES INC         COMMON SHS      518439104       301       9000 SH       DEFINED M       9000         0         0
ETHAN ALLEN INTERIORS INC          COMMON SHS      297602104     24756     677700 SH       DEFINED 4     676700         0      1000
ETHAN ALLEN INTERIORS INC          COMMON SHS      297602104         4        118 SH       DEFINED A        118         0         0
EVEREST RE GROUP LTD               ORDINARY SHS    G3223R108      3293      32813 SH       DEFINED 9      32463       150       200
EW SCRIPPS CO                      COMMON SHS      811054204     54138    1127404 SH       DEFINED 5    1127404         0         0
EW SCRIPPS CO                      COMMON SHS      811054204        60       1242 SH       DEFINED 9       1242         0         0
EXAR CORP                          COMMON SHS      300645108     20369    1626941 SH       DEFINED 6    1626941         0         0
EXAR CORP                          COMMON SHS      300645108      3461     276400 SH       DEFINED 8     276400         0         0
EXAR CORP                          COMMON SHS      300645108      7312     583992 SH       DEFINED A     578559         0      5433
EXELIXIS INC                       COMMON SHS      30161Q104         3        286 SH       DEFINED 6        286         0         0
EXELIXIS INC                       COMMON SHS      30161Q104      3284     348600 SH       DEFINED A     348600         0         0
EXELON CORP                        COMMON SHS      30161N101      7086     133353 SH       DEFINED 8     133353         0         0
EXELON CORP                        COMMON SHS      30161N101     10339     194557 SH       DEFINED 9     188057       550      5950
EXELON CORP                        COMMON SHS      30161N101    218615    4113946 SH       DEFINED A    4053346         0     60600
EXELON CORP                        COMMON SHS      30161N101       675      12700 SH       DEFINED E          0         0     12700
EXELON CORP                        COMMON SHS      30161N101        13        240 SH       DEFINED L        240         0         0
EXPEDIA INC                        COMMON SHS      30212P105      7190     300100 SH       DEFINED 7     300100         0         0
EXPEDIA INC                        COMMON SHS      30212P105        61       2563 SH       DEFINED 9       2563         0         0
EXPEDIA INC                        COMMON SHS      30212P105         0         15 SH       DEFINED A         15         0         0
EXPEDITORS INT'L WAS INC           COMMON SHS      302130109        98       1446 SH       DEFINED 6       1446         0         0
EXPEDITORS INT'L WAS INC           COMMON SHS      302130109       217       3210 SH       DEFINED 8       3210         0         0
EXPEDITORS INT'L WAS INC           COMMON SHS      302130109    213288    3159350 SH       DEFINED A    3159350         0         0
EXPEDITORS INT'L WAS INC           COMMON SHS      302130109      3342      49500 SH       DEFINED C      49500         0         0
EXPONENT INC                       COMMON SHS      30214U102      2208      77800 SH       DEFINED 4      77800         0         0
EXPRESS SCRIPTS INC                COMMON SHS      302182100       117       1399 SH       DEFINED 6       1399         0         0
EXPRESS SCRIPTS INC                COMMON SHS      302182100      1271      15165 SH       DEFINED 9      14965       200         0
EXPRESS SCRIPTS INC                COMMON SHS      302182100    131914    1574158 SH       DEFINED A    1574158         0         0
EXPRESS SCRIPTS INC                COMMON SHS      302182100      1969      23500 SH       DEFINED C      23500         0         0
EXTRA SPACE STORAGE INC            REAL EST INV TR 30225T102     36960    2400000 SH       DEFINED A    2400000         0         0
EXXON MOBIL CORP                   COMMON SHS      30231G102      7886     140400 SH       DEFINED 4     140400         0         0
EXXON MOBIL CORP                   COMMON SHS      30231G102      7939     141336 SH       DEFINED 6     141336         0         0
EXXON MOBIL CORP                   COMMON SHS      30231G102     14952     266186 SH       DEFINED 8     266186         0         0
EXXON MOBIL CORP                   COMMON SHS      30231G102    331617    5903806 SH       DEFINED 9    5789242       400    114164
EXXON MOBIL CORP                   COMMON SHS      30231G102    175752    3128932 SH       DEFINED A    2840732         0    288200
EXXON MOBIL CORP                   COMMON SHS      30231G102      4190      74600 SH       DEFINED E          0         0     74600
EXXON MOBIL CORP                   COMMON SHS      30231G102      1786      31800 SH       DEFINED        31800         0         0
EXXON MOBIL CORP                   COMMON SHS      30231G102        60       1070 SH       DEFINED L       1070         0         0
EXXON MOBIL CORP                   COMMON SHS      30231G102       281       5000 SH       DEFINED M       5000         0         0
F5 NETWORKS INC                    COMMON SHS      315616102         3         57 SH       DEFINED 6         57         0         0
F5 NETWORKS INC                    COMMON SHS      315616102      4730      82700 SH       DEFINED 9      82700         0         0
F5 NETWORKS INC                    COMMON SHS      315616102     10336     180738 SH       DEFINED A     180738         0         0
F5 NETWORKS INC                    COMMON SHS      315616102       612      10700 SH       DEFINED        10700         0         0
FAIR ISAAC INC                     COMMON SHS      303250104       574      13000 SH       DEFINED 9      13000         0         0
FAIR ISAAC INC                     COMMON SHS      303250104     68088    1541498 SH       DEFINED A    1541498         0         0
FAIR ISAAC INC                     COMMON SHS      303250104      1078      24400 SH       DEFINED C      24400         0         0
FAIRCHILD SEMICONDUCTOR CORP       CONVERTIBLE BD  303727AJ0      3381    3450000 PRN      DEFINED A    3450000         0         0
FAIRMONT HOTELS & RESORTS INC      COMMON SHS      305204109      5301     125000 SH       DEFINED 7     125000         0         0
FAIRMONT HOTELS & RESORTS INC      COMMON SHS      305204109        73       1725 SH       DEFINED 9       1725         0         0
FALCONBRIDGE LIMITED               ORDINARY SHS    306104100     29780     863200 SH       DEFINED 5     863200         0         0
FALCONBRIDGE LIMITED               ORDINARY SHS    306104100        17        504 SH       DEFINED 8        504         0         0
FALCONBRIDGE LIMITED               COMMON SHS      306104100       116       3900 SH       DEFINED 9       3900         0         0
FAMILY DOLLAR STORES INC           COMMON SHS      307000109    178670    7207328 SH       DEFINED 4    7207328         0         0
FAMILY DOLLAR STORES INC           COMMON SHS      307000109        74       3000 SH       DEFINED 6       3000         0         0
FAMILY DOLLAR STORES INC           COMMON SHS      307000109       911      36750 SH       DEFINED 8      36750         0         0
FAMILY DOLLAR STORES INC           COMMON SHS      307000109       279      11260 SH       DEFINED 9      11260         0         0
FAMILY DOLLAR STORES INC           COMMON SHS      307000109     19889     802300 SH       DEFINED A     602300         0    200000
FAMILY DOLLAR STORES INC           COMMON SHS      307000109       424      17100 SH       DEFINED E          0         0     17100
FAMILY DOLLAR STORES INC           COMMON SHS      307000109        18        720 SH       DEFINED L        720         0         0
FANNIE MAE                         COMMON SHS      313586109    144867    2967985 SH       DEFINED 1    2887985         0     80000
FANNIE MAE                         COMMON SHS      313586109      3293      67464 SH       DEFINED 2      67464         0         0
FANNIE MAE                         COMMON SHS      313586109     86320    1768500 SH       DEFINED 4    1768500         0         0
FANNIE MAE                         COMMON SHS      313586109      1556      31882 SH       DEFINED 6      31882         0         0
FANNIE MAE                         COMMON SHS      313586109       168       3450 SH       DEFINED 8       3450         0         0
FANNIE MAE                         COMMON SHS      313586109      7659     156910 SH       DEFINED 9     155760         0      1150
FANNIE MAE                         COMMON SHS      313586109     48349     990553 SH       DEFINED A     949553         0     41000
FANNIE MAE                         COMMON SHS      313586109      3965      81224 SH       DEFINED D      81224         0         0
FANNIE MAE                         COMMON SHS      313586109     11880     243400 SH       DEFINED E      28600         0    214800
FANNIE MAE                         COMMON SHS      313586109      1455      29808 SH       DEFINED L      29808         0         0
FANNIE MAE                         COMMON SHS      313586109       639      13096 SH       DEFINED M      13096         0         0
FARMER BROS CO                     COMMON SHS      307675108     40489    2093533 SH       DEFINED 5    2093533         0         0
FARO TECHNOLOGIES INC              COMMON SHS      311642102     11688     584395 SH       DEFINED 6     584395         0         0
FASTENAL CO                        COMMON SHS      311900104      7828     199740 SH       DEFINED 9     191540         0      8200
FASTENAL CO                        COMMON SHS      311900104      4574     116710 SH       DEFINED A     116710         0         0
FASTENAL CO                        COMMON SHS      311900104       282       7200 SH       DEFINED         7200         0         0
FASTENAL CO                        COMMON SHS      311900104       274       7000 SH       DEFINED M       7000         0         0
FBL FINANCIAL GROUP INC            COMMON SHS      30239F106     17225     525000 SH       DEFINED 4     525000         0         0
FBL FINANCIAL GROUP INC            COMMON SHS      30239F106         4        111 SH       DEFINED A        111         0         0
FEDERAL AGRICULTURE MORTGAGE CORP  COMMON SHS      313148306     18538     619363 SH       DEFINED 6     619363         0         0
FEDERAL REALTY INVESTMENT TRUST    REAL EST INV TR 313747206      5307      87500 SH       DEFINED A      87500         0         0
FEDERAL SIGNAL CORP                COMMON SHS      313855108     65465    4361420 SH       DEFINED 5    4361420         0         0
FEDERAL SIGNAL CORP                COMMON SHS      313855108        15       1000 SH       DEFINED 9       1000         0         0
FEDERATED DEPARTMENT STORES INC    COMMON SHS      31410H101      6020      90758 SH       DEFINED 9      88572         0      2186
FEDERATED INVESTORS INC            COMMON SHS      314211103       104       2802 SH       DEFINED 6       2802         0         0
FEDERATED INVESTORS INC            COMMON SHS      314211103       277       7480 SH       DEFINED 8       7480         0         0
FEDERATED INVESTORS INC            COMMON SHS      314211103    165462    4467127 SH       DEFINED A    4325027         0    142100
FEDERATED INVESTORS INC            COMMON SHS      314211103      3174      85700 SH       DEFINED C      85700         0         0
FEDERATED INVESTORS INC            COMMON SHS      314211103      1630      44000 SH       DEFINED E          0         0     44000
FEDERATED INVESTORS INC            COMMON SHS      314211103        17        470 SH       DEFINED L        470         0         0
FEDEX CORP                         COMMON SHS      31428X106       361       3490 SH       DEFINED 8       3490         0         0
FEDEX CORP                         COMMON SHS      31428X106      4917      47553 SH       DEFINED 9      47553         0         0
FEDEX CORP                         COMMON SHS      31428X106     39877     385693 SH       DEFINED A     344993         0     40700
FEDEX CORP                         COMMON SHS      31428X106      1478      14300 SH       DEFINED E          0         0     14300
FEDEX CORP                         COMMON SHS      31428X106        17        160 SH       DEFINED L        160         0         0
FELCOR LODGING TRUST INC           REAL EST INV TR 31430F101      9464     549892 SH       DEFINED 6     549892         0         0
FELCOR LODGING TRUST INC           CONVERT PREF    31430F200     81765    3450000 SH       DEFINED A    3450000         0         0
FERRO CORP                         COMMON SHS      315405100       209      11137 SH       DEFINED 9      11137         0         0
FIDELITY NATIONAL FINANCIAL INC    COMMON SHS      316326107       842      22884 SH       DEFINED 9       7993         0     14891
FIDELITY NATIONAL FINANCIAL INC    COMMON SHS      316326107        41       1121 SH       DEFINED A       1121         0         0
FIELDSTONE INVESTMENT CORP         REAL EST INV TR 31659U300     39433    3324900 SH       DEFINED 5    3324900         0         0
FIFTH THIRD BANCORP                COMMON SHS      316773100       367       9740 SH       DEFINED 8       9740         0         0
FIFTH THIRD BANCORP                COMMON SHS      316773100      1061      28131 SH       DEFINED 9      26631         0      1500
FIFTH THIRD BANCORP                COMMON SHS      316773100    295260    7827680 SH       DEFINED A    7673480         0    154200
FIFTH THIRD BANCORP                COMMON SHS      316773100      1049      27800 SH       DEFINED E          0         0     27800
FIFTH THIRD BANCORP                COMMON SHS      316773100        18        480 SH       DEFINED L        480         0         0
FILENET CORP                       COMMON SHS      316869106     17321     670067 SH       DEFINED 6     670067         0         0
FILENET CORP                       COMMON SHS      316869106      4862     188100 SH       DEFINED 8     188100         0         0
FILENET CORP                       COMMON SHS      316869106     59555    2303880 SH       DEFINED A    2287180         0     16700
FILENET CORP                       COMMON SHS      316869106       553      21400 SH       DEFINED C      21400         0         0
FINANCIAL FEDERAL CORP             COMMON SHS      317492106     13358     300513 SH       DEFINED 6     300513         0         0
FINANCIAL FEDERAL CORP             COMMON SHS      317492106      4294      96600 SH       DEFINED 8      96600         0         0
FINANCIAL FEDERAL CORP             COMMON SHS      317492106     21516     484050 SH       DEFINED A     474950         0      9100
FIRST AVENUE NETWORKS INC          COMMON SHS      31865X106      1076     206073 SH       DEFINED A     206073         0         0
FIRST COMMUNITY BANCORP            COMMON SHS      31983B101     17788     327160 SH       DEFINED 5     327160         0         0
FIRST DATA CORP                    COMMON SHS      319963104      1671      38840 SH       DEFINED 4      38840         0         0
FIRST DATA CORP                    COMMON SHS      319963104         6        150 SH       DEFINED 6        150         0         0
FIRST DATA CORP                    COMMON SHS      319963104      1199      27885 SH       DEFINED 8      27885         0         0
FIRST DATA CORP                    COMMON SHS      319963104      8784     204225 SH       DEFINED 9     203725         0       500
FIRST DATA CORP                    COMMON SHS      319963104     20067     466566 SH       DEFINED A     376466         0     90100
FIRST DATA CORP                    COMMON SHS      319963104       508      11800 SH       DEFINED E          0         0     11800
FIRST DATA CORP                    COMMON SHS      319963104      2413      56100 SH       DEFINED        56100         0         0
FIRST DATA CORP                    COMMON SHS      319963104        15        340 SH       DEFINED L        340         0         0
FIRST DEFIANCE FINANCIAL CORP      COMMON SHS      32006W106      6366     235000 SH       DEFINED 4     235000         0         0
FIRST HORIZON PHARMACEUTICAL CORP  COMMON SHS      32051K106      2732     158400 SH       DEFINED A     158400         0         0
FIRST INDIANA CORP                 COMMON SHS      32054R108      7801     226900 SH       DEFINED 4     225900         0      1000
FIRST INDUSTRIAL REALTY TRUST INC  REAL EST INV TR 32054K103       229       5950 SH       DEFINED 9       5950         0         0
FIRST INDUSTRIAL REALTY TRUST INC  REAL EST INV TR 32054K103       354       9200 SH       DEFINED D       9200         0         0
FIRST NIAGARA FINANCIAL GROUP INC  COMMON SHS      33582V108      1447     100000 SH       DEFINED 4     100000         0         0
FIRST NIAGARA FINANCIAL GROUP INC  COMMON SHS      33582V108      9587     662563 SH       DEFINED 5     662563         0         0
FIRST NIAGARA FINANCIAL GROUP INC  COMMON SHS      33582V108      6084     420449 SH       DEFINED 6     420449         0         0
FIRST POTOMAC REALTY TRUST         REAL EST INV TR 33610F109     24980     939100 SH       DEFINED A     939100         0         0
FIRST SECURITY GROUP INC/TN        COMMON SHS      336312103      3727     382600 SH       DEFINED 9     382600         0         0
FIRST SECURITY GROUP INC/TN        COMMON SHS      336312103       102      10500 SH       DEFINED A      10500         0         0
FIRST SECURITY GROUP INC/TN        COMMON SHS      336312103       427      43800 SH       DEFINED        43800         0         0
FIRST ST BANCORPORATION            COMMON SHS      336453105      3921     163424 SH       DEFINED 8     163424         0         0
FIRST ST BANCORPORATION            COMMON SHS      336453105     17463     727922 SH       DEFINED A     713500         0     14422
FIRSTENERGY CORP                   COMMON SHS      337932107      4192      85559 SH       DEFINED 6      85559         0         0
FIRSTENERGY CORP                   COMMON SHS      337932107       762      15545 SH       DEFINED 8      15545         0         0
FIRSTENERGY CORP                   COMMON SHS      337932107      3622      73942 SH       DEFINED 9      73942         0         0
FIRSTENERGY CORP                   COMMON SHS      337932107    907443   18523034 SH       DEFINED A   18425934         0     97100
FIRSTENERGY CORP                   COMMON SHS      337932107      1396      28500 SH       DEFINED E          0         0     28500
FIRSTENERGY CORP                   COMMON SHS      337932107        18        360 SH       DEFINED L        360         0         0
FISERV INC                         COMMON SHS      337738108      1718      39711 SH       DEFINED 9      39711         0         0
FISHER SCIENTIFIC INTERNATIONAL IN COMMON SHS      338032204       101       1632 SH       DEFINED 6       1632         0         0
FISHER SCIENTIFIC INTERNATIONAL IN COMMON SHS      338032204       118       1900 SH       DEFINED 9       1900         0         0
FISHER SCIENTIFIC INTERNATIONAL IN COMMON SHS      338032204    132802    2146812 SH       DEFINED A    2142000         0      4812
FISHER SCIENTIFIC INTERNATIONAL IN COMMON SHS      338032204      2666      43100 SH       DEFINED C      43100         0         0
FLEXSTEEL INDUSTRIES INC           COMMON SHS      339382103      1521     106431 SH       DEFINED 4     106431         0         0
FLEXTRONICS INTERNATIONAL LTD      ORDINARY SHS    Y2573F102         8        800 SH       DEFINED 8        800         0         0
FLEXTRONICS INTERNATIONAL LTD      ORDINARY SHS    Y2573F102       255      24400 SH       DEFINED 9      20400         0      4000
FLIR SYSTEMS INC                   COMMON SHS      302445101     21410     958779 SH       DEFINED 6     958779         0         0
FLIR SYSTEMS INC                   COMMON SHS      302445101      4808     215300 SH       DEFINED 8     215300         0         0
FLIR SYSTEMS INC                   COMMON SHS      302445101       280      12540 SH       DEFINED 9      12540         0         0
FLIR SYSTEMS INC                   COMMON SHS      302445101     98461    4409370 SH       DEFINED A    4293870         0    115500
FLIR SYSTEMS INC                   COMMON SHS      302445101      1358      60800 SH       DEFINED C      60800         0         0
FLIR SYSTEMS INC                   COMMON SHS      302445101       173       7740 SH       DEFINED E          0         0      7740
FLIR SYSTEMS INC                   COMMON SHS      302445101         5        230 SH       DEFINED L        230         0         0
FLORIDA EAST COAST INDUSTRIES INC  COMMON SHS      310295       484198   12029310 SH       DEFINED 5   12029310         0         0
FLORIDA EAST COAST INDUSTRIES INC  COMMON SHS      340632108     19937     470546 SH       DEFINED 1     470546         0         0
FLORIDA EAST COAST INDUSTRIES INC  COMMON SHS      340632108       273       6444 SH       DEFINED 9       6444         0         0
FLOTEK INDUSTRIES INC              COMMON SHS      343389102      1803      96700 SH       DEFINED A      96700         0         0
FLOWSERVE CORP                     COMMON SHS      34354P105     35791     904732 SH       DEFINED 6     904732         0         0
FLOWSERVE CORP                     COMMON SHS      34354P105      7239     183000 SH       DEFINED 8     183000         0         0
FLOWSERVE CORP                     COMMON SHS      34354P105     54563    1379240 SH       DEFINED A    1361940         0     17300
FLUOR CORP                         COMMON SHS      343412102         1         12 SH       DEFINED 6         12         0         0
FLUOR CORP                         COMMON SHS      343412102       603       7800 SH       DEFINED 9       7700         0       100
FMC CORP                           COMMON SHS      302491303     13558     254994 SH       DEFINED 6     254994         0         0
FMC CORP                           COMMON SHS      302491303      5950     111900 SH       DEFINED 8     111900         0         0
FMC CORP                           COMMON SHS      302491303     27428     515846 SH       DEFINED A     506146         0      9700
FMC TECHNOLOGIES INC               COMMON SHS      30249U101     19641     457625 SH       DEFINED 6     457625         0         0
FMC TECHNOLOGIES INC               COMMON SHS      30249U101      5743     133800 SH       DEFINED 8     133800         0         0
FMC TECHNOLOGIES INC               COMMON SHS      30249U101       172       4000 SH       DEFINED 9       4000         0         0
FMC TECHNOLOGIES INC               COMMON SHS      30249U101     37066     863596 SH       DEFINED A     851296         0     12300
FOCUS MEDIA HOLDING LTD            AMER DEP RECPT  34415V109      5572     165000 SH       DEFINED A     165000         0         0
FOMENTO ECONOMICO MEXICANO SA DE C AMER DEP RECPT  344419106     82220    1133918 SH       DEFINED 5    1133918         0         0
FOMENTO ECONOMICO MEXICANO SA DE C AMER DEP RECPT  344419106    132771    1831069 SH       DEFINED C    1715594         0    115475
FORD MOTOR CO                      COMMON SHS      345370860       228      29471 SH       DEFINED 9      27636         0      1835
FORD MOTOR CO                      COMMON SHS      345370860     52371    6783823 SH       DEFINED A    6783823         0         0
FORD MOTOR CO CAP TR II            CONVERT PREF    345395206       510      18480 SH       DEFINED 9      15680         0      2800
FORD MOTOR CO CAP TR II            CONVERT PREF    345395206    244260    8850000 SH       DEFINED A    8850000         0         0
FORDING CANADIAN COAL TR           OPEN END UT TR  345425102         2         39 SH       DEFINED 8         39         0         0
FORDING CANADIAN COAL TR           COMMON SHS      345425102     15335     443527 SH       DEFINED 9     442927       600         0
FORDING CANADIAN COAL TR           COMMON SHS      345425102       311       9000 SH       DEFINED M       9000         0         0
FOREST CITY ENTERPRISES INC        COMMON SHS      345550107       211       5550 SH       DEFINED 6       5550         0         0
FOREST CITY ENTERPRISES INC        COMMON SHS      345550107        76       2000 SH       DEFINED 9       2000         0         0
FOREST CITY ENTERPRISES INC        COMMON SHS      345550107     80207    2114600 SH       DEFINED A    2114600         0         0
FOREST LABORATORIES INC            COMMON SHS      345838106         1         23 SH       DEFINED 6         23         0         0
FOREST LABORATORIES INC            COMMON SHS      345838106      1203      29565 SH       DEFINED 9      28565         0      1000
FOREST LABORATORIES INC            COMMON SHS      345838106      1920      47197 SH       DEFINED A      41897         0      5300
FORMFACTOR INC                     COMMON SHS      346375108         3        116 SH       DEFINED 6        116         0         0
FORMFACTOR INC                     COMMON SHS      346375108      4874     199500 SH       DEFINED 8     199500         0         0
FORMFACTOR INC                     COMMON SHS      346375108     79360    3248453 SH       DEFINED A    3232953         0     15500
FORMFACTOR INC                     COMMON SHS      346375108      1060      43400 SH       DEFINED C      43400         0         0
FORRESTER RESEARCH INC             COMMON SHS      346563109      3028     161500 SH       DEFINED 9     161500         0         0
FORRESTER RESEARCH INC             COMMON SHS      346563109       362      19300 SH       DEFINED        19300         0         0
FORTUNE BRANDS INC                 COMMON SHS      349631101       120       1544 SH       DEFINED 6       1544         0         0
FORTUNE BRANDS INC                 COMMON SHS      349631101      1747      22392 SH       DEFINED 9      16936         0      5456
FORWARD AIR CORP                   COMMON SHS      349853101      8019     218800 SH       DEFINED 8     218800         0         0
FORWARD AIR CORP                   COMMON SHS      349853101     33822     922847 SH       DEFINED A     904047         0     18800
FOSSIL INC                         COMMON SHS      349882100       679      31550 SH       DEFINED 9      31550         0         0
FOUNDATION COAL HOLDINGS INC       COMMON SHS      35039W100        38       1000 SH       DEFINED 9       1000         0         0
FOUNDATION COAL HOLDINGS INC       COMMON SHS      35039W100      3800     100000 SH       DEFINED A     100000         0         0
FOUR SEASONS HOTELS INC            COMMON SHS      35100E104         1         17 SH       DEFINED 6         17         0         0
FOUR SEASONS HOTELS INC            COMMON SHS      35100E104      3224      64800 SH       DEFINED 8      64800         0         0
FOUR SEASONS HOTELS INC            COMMON SHS      35100E104         4         90 SH       DEFINED 9         90         0         0
FOUR SEASONS HOTELS INC            COMMON SHS      35100E104     18358     369010 SH       DEFINED A     363110         0      5900
FPL GROUP INC                      COMMON SHS      302571104         1         31 SH       DEFINED 6         31         0         0
FPL GROUP INC                      COMMON SHS      302571104      9095     218848 SH       DEFINED 9     217798         0      1050
FPL GROUP INC                      COMMON SHS      302571104    357000    8590000 SH       DEFINED A    8590000         0         0
FRANCE TELECOM SA                  AMER DEP RECPT  35177Q105      6764     272320 SH       DEFINED 2     272320         0         0
FRANKLIN BANK CORP/HOUSTON         COMMON SHS      352451108     21588    1199979 SH       DEFINED 5    1199979         0         0
FRANKLIN BANK CORP/HOUSTON         COMMON SHS      352451108      1608      89400 SH       DEFINED 8      89400         0         0
FRANKLIN BANK CORP/HOUSTON         COMMON SHS      352451108      7910     439662 SH       DEFINED A     431362         0      8300
FRANKLIN RESOURCES INC             COMMON SHS      354613101     71644     762091 SH       DEFINED 9     760891         0      1200
FRED'S INC                         COMMON SHS      356108100      6508     400000 SH       DEFINED 4     400000         0         0
FRED'S INC                         COMMON SHS      356108100        20       1200 SH       DEFINED 9       1200         0         0
FREDDIE MAC                        COMMON SHS      313400301    283684    4341000 SH       DEFINED 4    4341000         0         0
FREDDIE MAC                        COMMON SHS      313400301      4278      65465 SH       DEFINED 6      65465         0         0
FREDDIE MAC                        COMMON SHS      313400301      1159      17735 SH       DEFINED 8      17735         0         0
FREDDIE MAC                        COMMON SHS      313400301      8304     127075 SH       DEFINED 9     126875         0       200
FREDDIE MAC                        COMMON SHS      313400301    471630    7216980 SH       DEFINED A    7162080         0     54900
FREDDIE MAC                        COMMON SHS      313400301       817      12500 SH       DEFINED E          0         0     12500
FREDDIE MAC                        COMMON SHS      313400301      2091      32000 SH       DEFINED        32000         0         0
FREDDIE MAC                        COMMON SHS      313400301        18        270 SH       DEFINED L        270         0         0
FREEPORT MCMORAN COPPER & GOLD INC COMMON SHS      35671D857     51944     965500 SH       DEFINED 5     965500         0         0
FREEPORT MCMORAN COPPER & GOLD INC COMMON SHS      35671D857      1426      26509 SH       DEFINED 6      26509         0         0
FREEPORT MCMORAN COPPER & GOLD INC COMMON SHS      35671D857       246       4570 SH       DEFINED 9       4570         0         0
FREEPORT MCMORAN COPPER & GOLD INC COMMON SHS      35671D857     43418     807029 SH       DEFINED A     807029         0         0
FREESCALE SEMICONDUCTOR INC        COMMON SHS      35687M206         1         33 SH       DEFINED 6         33         0         0
FREESCALE SEMICONDUCTOR INC        COMMON SHS      35687M206         1         26 SH       DEFINED 8         26         0         0
FREESCALE SEMICONDUCTOR INC        COMMON SHS      35687M206       391      15545 SH       DEFINED 9      15545         0         0
FREESCALE SEMICONDUCTOR INC        COMMON SHS      35687M206         7        258 SH       DEFINED A        258         0         0
FRESENIUS MEDICAL CARE AG          AMER DEP RECPT  358029106      1752      50000 SH       DEFINED 8      50000         0         0
FRESENIUS MEDICAL CARE AG          AMER DEP RECPT  358029106        16        455 SH       DEFINED 9        455         0         0
FRESH BRANDS INC                   COMMON SHS      35803U108      6179     900000 SH       DEFINED 4     900000         0         0
FSI INTERNATIONAL INC              COMMON SHS      302633102      2760     600000 SH       DEFINED 4     600000         0         0
G & K SERVICES INC                 COMMON SHS      361268105       404      10283 SH       DEFINED 9      10283         0         0
GALLAHER GROUP PLC                 AMER DEP RECPT  363595109       569       9456 SH       DEFINED 9       4000         0      5456
GAMESTOP CORP                      COMMON SHS      36467W109      1141      35845 SH       DEFINED 9      34445         0      1400
GAMMON LAKE RESOURCES INC          ORDINARY SHS    364915108     83401    6039200 SH       DEFINED 5    6039200         0         0
GAMMON LAKE RESOURCES INC          ORDINARY SHS    364915108     21903    1586000 SH       DEFINED A    1586000         0         0
GANNETT CO INC                     COMMON SHS      364730101     33501     553100 SH       DEFINED 3     553100         0         0
GANNETT CO INC                     COMMON SHS      364730101      9358     154500 SH       DEFINED 4     154500         0         0
GANNETT CO INC                     COMMON SHS      364730101       569       9400 SH       DEFINED 8       9400         0         0
GANNETT CO INC                     COMMON SHS      364730101      6487     107091 SH       DEFINED 9     105611         0      1480
GANNETT CO INC                     COMMON SHS      364730101     28415     469121 SH       DEFINED A     353921         0    115200
GANNETT CO INC                     COMMON SHS      364730101      1969      32500 SH       DEFINED E          0         0     32500
GANNETT CO INC                     COMMON SHS      364730101        28        460 SH       DEFINED L        460         0         0
GAP INC                            COMMON SHS      364760108     21166    1199900 SH       DEFINED 3    1199900         0         0
GAP INC                            COMMON SHS      364760108      2095     118770 SH       DEFINED 6     118770         0         0
GAP INC                            COMMON SHS      364760108       398      22550 SH       DEFINED 8      22550         0         0
GAP INC                            COMMON SHS      364760108      1728      97980 SH       DEFINED 9      97980         0         0
GAP INC                            COMMON SHS      364760108     35324    2002500 SH       DEFINED A    1739400         0    263100
GAP INC                            COMMON SHS      364760108      1521      86200 SH       DEFINED E          0         0     86200
GAP INC                            COMMON SHS      364760108        17        990 SH       DEFINED L        990         0         0
GATEWAY INC                        COMMON SHS      367626108      1004     400000 SH       DEFINED 7     400000         0         0
GAYLORD ENTERTAINMENT CO           COMMON SHS      367905106      3845      88200 SH       DEFINED 8      88200         0         0
GAYLORD ENTERTAINMENT CO           COMMON SHS      367905106     17138     393170 SH       DEFINED A     385270         0      7900
GEHL CO                            COMMON SHS      368483103      8426     321000 SH       DEFINED 4     321000         0         0
GEHL CO                            COMMON SHS      368483103      2312      88060 SH       DEFINED A      88060         0         0
GENCORP INC                        COMMON SHS      368682100     25443    1433400 SH       DEFINED 5    1433400         0         0
GENENTECH INC                      COMMON SHS      368710406         1         13 SH       DEFINED 6         13         0         0
GENENTECH INC                      COMMON SHS      368710406     92500    1000000 SH       DEFINED 7    1000000         0         0
GENENTECH INC                      COMMON SHS      368710406     23944     258859 SH       DEFINED 9     254309       300      4250
GENENTECH INC                      COMMON SHS      368710406     91552     989746 SH       DEFINED A     989746         0         0
GENENTECH INC                      COMMON SHS      368710406       250       2700 SH       DEFINED         2700         0         0
GENERAL DYNAMICS CORP              COMMON SHS      369550108      2024      17750 SH       DEFINED 4      17750         0         0
GENERAL DYNAMICS CORP              COMMON SHS      369550108     57025     500000 SH       DEFINED 7     500000         0         0
GENERAL DYNAMICS CORP              COMMON SHS      369550108      1927      16896 SH       DEFINED 8      16896         0         0
GENERAL DYNAMICS CORP              COMMON SHS      369550108       431       3782 SH       DEFINED 9       2682         0      1100
GENERAL DYNAMICS CORP              COMMON SHS      369550108        22        190 SH       DEFINED A        190         0         0
GENERAL DYNAMICS CORP              COMMON SHS      369550108       422       3700 SH       DEFINED E          0         0      3700
GENERAL ELECTRIC CO                COMMON SHS      369604103      5608     160000 SH       DEFINED 1          0         0    160000
GENERAL ELECTRIC CO                COMMON SHS      369604103    192775    5500000 SH       DEFINED 4    5500000         0         0
GENERAL ELECTRIC CO                COMMON SHS      369604103      6451     184046 SH       DEFINED 6     184046         0         0
GENERAL ELECTRIC CO                COMMON SHS      369604103     22933     654293 SH       DEFINED 8     654293         0         0
GENERAL ELECTRIC CO                COMMON SHS      369604103    337312    9623732 SH       DEFINED 9    9452579       950    170203
GENERAL ELECTRIC CO                COMMON SHS      369604103    128432    3664256 SH       DEFINED A    3116992         0    547264
GENERAL ELECTRIC CO                COMMON SHS      369604103      4746     135400 SH       DEFINED E          0         0    135400
GENERAL ELECTRIC CO                COMMON SHS      369604103      2837      80950 SH       DEFINED        80950         0         0
GENERAL ELECTRIC CO                COMMON SHS      369604103        65       1850 SH       DEFINED L       1850         0         0
GENERAL ELECTRIC CO                COMMON SHS      369604103       351      10000 SH       DEFINED M      10000         0         0
GENERAL GROWTH PROPERTIES          REAL EST INV TR 370021107       269       5725 SH       DEFINED 6       5725         0         0
GENERAL GROWTH PROPERTIES          REAL EST INV TR 370021107      2453      52212 SH       DEFINED 9      52212         0         0
GENERAL GROWTH PROPERTIES          REAL EST INV TR 370021107     84173    1791290 SH       DEFINED A    1791290         0         0
GENERAL MILLS INC                  COMMON SHS      370334104      8039     163000 SH       DEFINED 1     163000         0         0
GENERAL MILLS INC                  COMMON SHS      370334104     30943     627400 SH       DEFINED 3     627400         0         0
GENERAL MILLS INC                  COMMON SHS      370334104     92510    1875715 SH       DEFINED 5    1875715         0         0
GENERAL MILLS INC                  COMMON SHS      370334104      2001      40579 SH       DEFINED 6      40579         0         0
GENERAL MILLS INC                  COMMON SHS      370334104     13518     274081 SH       DEFINED 8     274081         0         0
GENERAL MILLS INC                  COMMON SHS      370334104      3606      73118 SH       DEFINED 9      73118         0         0
GENERAL MILLS INC                  COMMON SHS      370334104    417714    8469467 SH       DEFINED A    8469467         0         0
GENERAL MILLS INC                  COMMON SHS      370334104      1066      21618 SH       DEFINED E      21618         0         0
GENERAL MOTORS CORP                CONVERT PREF    370442717      3701     235000 SH       DEFINED A     235000         0         0
GENESEE & WYOMING INC              COMMON SHS      371559105     18970     505200 SH       DEFINED 4     505000         0       200
GENESIS HEALTHCARE CORP            COMMON SHS      37184D101       787      21550 SH       DEFINED A      19150         0      2400
GENLYTE GROUP INC                  COMMON SHS      372302109     14217     265400 SH       DEFINED 4     263800         0      1600
GENTEX CORP                        COMMON SHS      371901109       205      10505 SH       DEFINED 6      10505         0         0
GENTEX CORP                        COMMON SHS      371901109    141385    7250520 SH       DEFINED A    7080520         0    170000
GENTEX CORP                        COMMON SHS      371901109      2851     146200 SH       DEFINED C     146200         0         0
GENTEX CORP                        COMMON SHS      371901109      1014      52000 SH       DEFINED E          0         0     52000
GENTEX CORP                        COMMON SHS      371901109        14        720 SH       DEFINED L        720         0         0
GENUINE PARTS CO                   COMMON SHS      372460105        46       1050 SH       DEFINED 6       1050         0         0
GENUINE PARTS CO                   COMMON SHS      372460105     16488     375400 SH       DEFINED 7     375400         0         0
GENUINE PARTS CO                   COMMON SHS      372460105     13446     306151 SH       DEFINED 8     306151         0         0
GENUINE PARTS CO                   COMMON SHS      372460105       698      15885 SH       DEFINED 9      15885         0         0
GENUINE PARTS CO                   COMMON SHS      372460105     17032     387800 SH       DEFINED E      61610         0    326190
GENWORTH FINANCIAL INC             COMMON SHS      37247D106     55328    1600000 SH       DEFINED 4    1600000         0         0
GENWORTH FINANCIAL INC             COMMON SHS      37247D106        16        475 SH       DEFINED 9        475         0         0
GENWORTH FINANCIAL INC             COMMON SHS      37247D106         8        219 SH       DEFINED A        219         0         0
GENZYME CORP-GENERAL DIVISION      COMMON SHS      372917104       853      12053 SH       DEFINED 9      12053         0         0
GENZYME CORP-GENERAL DIVISION      COMMON SHS      372917104     31186     440600 SH       DEFINED A     440600         0         0
GEORGIA GULF CORP                  COMMON SHS      373200203      3611     118700 SH       DEFINED 9     118700         0         0
GEORGIA GULF CORP                  COMMON SHS      373200203       426      14000 SH       DEFINED        14000         0         0
GETTY IMAGES INC                   COMMON SHS      374276103       159       1778 SH       DEFINED 6       1778         0         0
GETTY IMAGES INC                   COMMON SHS      374276103         9        100 SH       DEFINED 9        100         0         0
GETTY IMAGES INC                   COMMON SHS      374276103    123510    1383550 SH       DEFINED A    1383550         0         0
GETTY IMAGES INC                   COMMON SHS      374276103      2080      23300 SH       DEFINED C      23300         0         0
GFI GROUP INC                      COMMON SHS      361652209      2803      59100 SH       DEFINED 8      59100         0         0
GFI GROUP INC                      COMMON SHS      361652209      4876     102800 SH       DEFINED 9     102800         0         0
GFI GROUP INC                      COMMON SHS      361652209     20773     437970 SH       DEFINED A     432570         0      5400
GFI GROUP INC                      COMMON SHS      361652209       579      12200 SH       DEFINED        12200         0         0
GIBRALTAR INDUSTRIES INC           COMMON SHS      374689107     32485    1416103 SH       DEFINED 4    1412503         0      3600
GILDAN ACTIVEWEAR INC              ORDINARY SHS    375916103    164506    3290121 SH       DEFINED 8    3290121         0         0
GILEAD SCIENCES INC                COMMON SHS      375558103         2         31 SH       DEFINED 6         31         0         0
GILEAD SCIENCES INC                COMMON SHS      375558103     24572     466874 SH       DEFINED 9     464574         0      2300
GILEAD SCIENCES INC                COMMON SHS      375558103     76513    1453800 SH       DEFINED A    1453800         0         0
GILEAD SCIENCES INC                COMMON SHS      375558103       273       5200 SH       DEFINED         5200         0         0
GILEAD SCIENCES INC                COMMON SHS      375558103       263       5000 SH       DEFINED M       5000         0         0
GLAMIS GOLD LTD                    ORDINARY SHS    376775102    105408    3297100 SH       DEFINED 5    3297100         0         0
GLAMIS GOLD LTD                    COMMON SHS      376775102     26065     948500 SH       DEFINED A     948500         0         0
GLATFELTER                         COMMON SHS      377316104     18883    1330700 SH       DEFINED 4    1325100         0      5600
GLAXOSMITHKLINE PLC                AMER DEP RECPT  37733W105      3176      62916 SH       DEFINED 6      62916         0         0
GLAXOSMITHKLINE PLC                AMER DEP RECPT  37733W105      3300      65375 SH       DEFINED 8      65375         0         0
GLAXOSMITHKLINE PLC                AMER DEP RECPT  37733W105      4174      82677 SH       DEFINED 9      82677         0         0
GLAXOSMITHKLINE PLC                AMER DEP RECPT  37733W105     22600     447700 SH       DEFINED A     447700         0         0
GLAXOSMITHKLINE PLC                AMER DEP RECPT  37733W105     65392    1295400 SH  CALL DEFINED 3
GLENBOROUGH REALTY TRUST INC       REAL EST INV TR 37803P105       419      23150 SH       DEFINED 9      23150         0         0
GLENBOROUGH REALTY TRUST INC       REAL EST INV TR 37803P105     44345    2450000 SH       DEFINED A    2450000         0         0
GLENBOROUGH REALTY TRUST INC       CONVERT PREF    37803P204       221       8782 SH       DEFINED 9       8782         0         0
GLENBOROUGH REALTY TRUST INC       CONVERT PREF    37803P204     36873    1463203 SH       DEFINED A    1463203         0         0
GLIMCHER REALTY TRUST              REAL EST INV TR 379302102        68       2785 SH       DEFINED 6       2785         0         0
GLIMCHER REALTY TRUST              REAL EST INV TR 379302102        51       2100 SH       DEFINED 9       2100         0         0
GLIMCHER REALTY TRUST              REAL EST INV TR 379302102     10180     418600 SH       DEFINED A     418600         0         0
GLOBAL CASH ACCESS, LLC            COMMON SHS      378967103      2731     187200 SH       DEFINED 8     187200         0         0
GLOBAL CASH ACCESS, LLC            COMMON SHS      378967103     13393     917930 SH       DEFINED A     896930         0     21000
GLOBAL INDUSTRIES LTD              COMMON SHS      379336100     13844    1219700 SH       DEFINED 4    1215400         0      4300
GLOBAL INDUSTRIES LTD              COMMON SHS      379336100        23       2000 SH       DEFINED 9       2000         0         0
GLOBAL INDUSTRIES LTD              COMMON SHS      379336100      2270     200000 SH       DEFINED A     200000         0         0
GLOBAL PAYMENTS INC                COMMON SHS      37940X102      6945     149000 SH       DEFINED 8     149000         0         0
GLOBAL PAYMENTS INC                COMMON SHS      37940X102     33058     709240 SH       DEFINED A     696140         0     13100
GLOBALSANTAFE CORP                 COMMON SHS      G3930E101       106       2195 SH       DEFINED 6       2195         0         0
GLOBALSANTAFE CORP                 COMMON SHS      G3930E101       574      11920 SH       DEFINED 9      11770         0       150
GLOBALSANTAFE CORP                 COMMON SHS      G3930E101     83664    1737570 SH       DEFINED A    1737570         0         0
GLOBALSANTAFE CORP                 COMMON SHS      G3930E101      1753      36400 SH       DEFINED C      36400         0         0
GMH COMMUNITIES TRUST              REAL EST INV TR 36188G102       253      16334 SH       DEFINED 6      16334         0         0
GMH COMMUNITIES TRUST              REAL EST INV TR 36188G102     52734    3400000 SH       DEFINED A    3400000         0         0
GOLD FIELDS LTD                    AMER DEP RECPT  38059T106     15065     854528 SH       DEFINED A     854528         0         0
GOLDCORP INC                       WTS TO EQUITY   380956144     21688    4471664 SH       DEFINED 5    4471664         0         0
GOLDCORP INC                       WTS TO EQUITY   380956144      4426     912500 SH       DEFINED A     912500         0         0
GOLDCORP INC                       COMMON SHS      380956409     64270    2577132 SH       DEFINED 5    2577132         0         0
GOLDCORP INC                       ORDINARY SHS    380956409         4        145 SH       DEFINED 8        145         0         0
GOLDCORP INC                       COMMON SHS      380956409     33924    1350000 SH       DEFINED A    1350000         0         0
GOLDCORP INC                       ORDINARY SHS    380956409      1090      42080 SH       SOLE           42080         0         0
GOLDEN STAR RES LTD CDA            ORDINARY SHS    38119T104      2318     750000 SH       DEFINED A     750000         0         0
GOLDEN WEST FINANCIAL CORP         COMMON SHS      381317106       374       5664 SH       DEFINED 9       5664         0         0
GOLDEN WEST FINANCIAL CORP         COMMON SHS      381317106     53427     809495 SH       DEFINED A     809495         0         0
GOLDEN WEST FINANCIAL CORP         COMMON SHS      381317106       838      12700 SH       DEFINED E          0         0     12700
GOLDMAN SACHS GROUP INC            COMMON SHS      38141G104     23881     186997 SH       DEFINED 9     183137         0      3860
GOLDMAN SACHS GROUP INC            COMMON SHS      38141G104      1468      11491 SH       DEFINED A      11491         0         0
GOODRICH CORP                      COMMON SHS      382388106     16728     407000 SH       DEFINED 1     407000         0         0
GOODRICH CORP                      COMMON SHS      382388106      3757      91400 SH       DEFINED 2          0         0     91400
GOODRICH CORP                      COMMON SHS      382388106       144       3500 SH       DEFINED 8       3500         0         0
GOODRICH CORP                      COMMON SHS      382388106     19532     475225 SH       DEFINED E      95165         0    380060
GOODRICH CORP                      COMMON SHS      382388106       662      16100 SH       DEFINED        16100         0         0
GOOGLE INC                         COMMON SHS      38259P508         1          2 SH       DEFINED 6          2         0         0
GOOGLE INC                         COMMON SHS      38259P508       417       1005 SH       DEFINED 9        805         0       200
GOOGLE INC                         COMMON SHS      38259P508    139229     335605 SH       DEFINED A     335605         0         0
GRACO INC                          COMMON SHS      384109104     87506    2398749 SH       DEFINED 4    2394249         0      4500
GRACO INC                          COMMON SHS      384109104       212       5811 SH       DEFINED 6       5811         0         0
GRACO INC                          COMMON SHS      384109104       369      10125 SH       DEFINED 9      10125         0         0
GRAINGER W W INC                   COMMON SHS      384802104       363       5100 SH       DEFINED 4       5100         0         0
GRAINGER W W INC                   COMMON SHS      384802104     35550     500000 SH       DEFINED 7     500000         0         0
GRAINGER W W INC                   COMMON SHS      384802104      1029      14476 SH       DEFINED 9      14476         0         0
GRANT PRIDECO INC                  COMMON SHS      38821G101        77       1740 SH       DEFINED 9       1740         0         0
GRANT PRIDECO INC                  COMMON SHS      38821G101      5647     128000 SH       DEFINED A     128000         0         0
GREATBATCH INC                     COMMON SHS      39153L106     25260     971174 SH       DEFINED 6     971174         0         0
GREATBATCH INC                     COMMON SHS      39153L106      5561     213800 SH       DEFINED 8     213800         0         0
GREATBATCH INC                     COMMON SHS      39153L106     26344    1012850 SH       DEFINED A     988350         0     24500
GREATER BAY BANCORP                COMMON SHS      391648102      2700     105400 SH       DEFINED 8     105400         0         0
GREATER BAY BANCORP                COMMON SHS      391648102     11798     460511 SH       DEFINED A     451211         0      9300
GREEN MOUNTAIN POWER CORP          COMMON SHS      393154109      5803     201700 SH       DEFINED 4     201700         0         0
GREEN MOUNTAIN POWER CORP          COMMON SHS      393154109        26        890 SH       DEFINED 9        890         0         0
GREENHILL & CO INC                 COMMON SHS      395259104      4234      75400 SH       DEFINED 9      75400         0         0
GREENHILL & CO INC                 COMMON SHS      395259104       112       2000 SH       DEFINED A       2000         0         0
GREENHILL & CO INC                 COMMON SHS      395259104       477       8500 SH       DEFINED         8500         0         0
GREY WOLF INC                      COMMON SHS      397888108      2783     360000 SH       DEFINED A     360000         0         0
GRIFFIN LAND & NURSERIES INC       COMMON SHS      398231100      4516     173000 SH       DEFINED 4     173000         0         0
GRIFFIN LAND & NURSERIES INC       COMMON SHS      398231100         0         12 SH       DEFINED 9         12         0         0
GRUPO AEROPORTUARIO DEL SURESTE SA AMER DEP RECPT  40051E202      1624      50220 SH       DEFINED 2      50220         0         0
GRUPO AEROPORTUARIO DEL SURESTE SA AMER DEP RECPT  40051E202      2456      75947 SH       DEFINED A      75947         0         0
GRUPO TELEVISA S A                 AMER DEP RECPT  40049J206        28        350 SH       DEFINED 9        350         0         0
GRUPO TELEVISA S A                 AMER DEP RECPT  40049J206      8855     110000 SH       DEFINED A     110000         0         0
GSI GROUP INC                      COMMON SHS      36229U102     30302    2790278 SH       DEFINED 2    2790278         0         0
GSI GROUP INC                      COMMON SHS      36229U102     10240     942950 SH       DEFINED 8     942950         0         0
GSI GROUP INC                      COMMON SHS      36229U102      4520     416230 SH       DEFINED A     416230         0         0
GSI GROUP INC                      COMMON SHS      36229U102       181      16685 SH       DEFINED D      16685         0         0
GSI GROUP INC                      COMMON SHS      36229U102      3255     299700 SH       DEFINED E     299700         0         0
GTSI CORP                          COMMON SHS      36238K103      1926     275100 SH       DEFINED 4     275100         0         0
GUIDANT CORP                       COMMON SHS      401698105    344253    5316650 SH       DEFINED 5    5316650         0         0
GUIDANT CORP                       COMMON SHS      401698105      1306      20165 SH       DEFINED 9      20065         0       100
GUIDANT CORP                       COMMON SHS      401698105         6         89 SH       DEFINED A         89         0         0
GUITAR CENTER INC                  COMMON SHS      402040109      2756      55100 SH       DEFINED 9      55100         0         0
GUITAR CENTER INC                  COMMON SHS      402040109       295       5900 SH       DEFINED         5900         0         0
GULFMARK OFFSHORE INC              COMMON SHS      402629109       154       5200 SH       DEFINED 9       5200         0         0
GULFMARK OFFSHORE INC              COMMON SHS      402629109      1925      65000 SH       DEFINED A      65000         0         0
GYMBOREE CORP                      COMMON SHS      403777105     29241    1249600 SH       DEFINED 4    1243400         0      6200
H & Q HEALTHCARE INVESTORS FUND    CLOSE END MUT F 404052102      2690     150000 SH       DEFINED 4     150000         0         0
H & R BLOCK INC                    COMMON SHS      093671105    475867   19383574 SH       DEFINED 1   19183574         0    200000
H & R BLOCK INC                    COMMON SHS      093671105     23926     974576 SH       DEFINED 2     974576         0         0
H & R BLOCK INC                    COMMON SHS      093671105      1712      69736 SH       DEFINED 9      68936         0       800
H & R BLOCK INC                    COMMON SHS      093671105      3214     130902 SH       DEFINED D     130902         0         0
H & R BLOCK INC                    COMMON SHS      093671105     28312    1153250 SH       DEFINED E     751190         0    402060
H & R BLOCK INC                    COMMON SHS      093671105      1396      56858 SH       DEFINED L      56858         0         0
H & R BLOCK INC                    COMMON SHS      093671105       683      27818 SH       DEFINED M      27818         0         0
H J HEINZ CO                       COMMON SHS      423074103    301019    8927030 SH       DEFINED 1    8862030         0     65000
H J HEINZ CO                       COMMON SHS      423074103     18819     558100 SH       DEFINED 3     558100         0         0
H J HEINZ CO                       COMMON SHS      423074103      5284     156700 SH       DEFINED 4     156700         0         0
H J HEINZ CO                       COMMON SHS      423074103       202       6000 SH       DEFINED 8       6000         0         0
H J HEINZ CO                       COMMON SHS      423074103     12005     356009 SH       DEFINED 9     343109         0     12900
H J HEINZ CO                       COMMON SHS      423074103       134       3960 SH       DEFINED C       3960         0         0
H J HEINZ CO                       COMMON SHS      423074103     13857     410938 SH       DEFINED E      83363         0    327575
H J HEINZ CO                       COMMON SHS      423074103       344      10200 SH       DEFINED        10200         0         0
HALLIBURTON CO                     COMMON SHS      406216101      1791      28905 SH       DEFINED 9      28905         0         0
HALLIBURTON CO                     COMMON SHS      406216101     16741     270190 SH       DEFINED A     270190         0         0
HALLIBURTON CO                     CONVERTIBLE BD  406216AM3        26      15000 PRN      DEFINED 9      15000         0         0
HANCOCK HOLDING CO                 COMMON SHS      410120109      1913      50600 SH       DEFINED 4      50600         0         0
HANCOCK HOLDING CO                 COMMON SHS      410120109      2741      72500 SH       DEFINED 8      72500         0         0
HANCOCK HOLDING CO                 COMMON SHS      410120109      2676      70788 SH       DEFINED 9      70788         0         0
HANCOCK HOLDING CO                 COMMON SHS      410120109     10351     273760 SH       DEFINED A     268060         0      5700
HANDLEMAN CO                       COMMON SHS      410252100     13850    1115100 SH       DEFINED 4    1115100         0         0
HANOVER COMPRESSOR CO              COMMON SHS      410768105     21165    1500000 SH       DEFINED 4    1500000         0         0
HANOVER COMPRESSOR CO              CONVERTIBLE BD  410768AC9    116701  122200000 PRN      DEFINED A  122200000         0         0
HANSEN NATURAL CORP                COMMON SHS      411310105       236       3000 SH       DEFINED 9       3000         0         0
HANSON PLC                         AMER DEP RECPT  411349103       675      12300 SH       DEFINED 9      12300         0         0
HARDINGE INC                       COMMON SHS      412324303     15967     925600 SH       DEFINED 4     925600         0         0
HARLEY-DAVIDSON INC                COMMON SHS      412822108     15447     300000 SH       DEFINED 7     300000         0         0
HARLEY-DAVIDSON INC                COMMON SHS      412822108       520      10099 SH       DEFINED 9      10099         0         0
HARLEYSVILLE GROUP INC             COMMON SHS      412824104      1333      50300 SH       DEFINED 4      50300         0         0
HARLEYSVILLE GROUP INC             COMMON SHS      412824104        32       1200 SH       DEFINED 9       1200         0         0
HARMAN INTERNATIONAL INDUSTRIES IN COMMON SHS      413086109       141       1445 SH       DEFINED 6       1445         0         0
HARMAN INTERNATIONAL INDUSTRIES IN COMMON SHS      413086109      1287      13150 SH       DEFINED 9      13150         0         0
HARMAN INTERNATIONAL INDUSTRIES IN COMMON SHS      413086109    157240    1606947 SH       DEFINED A    1606947         0         0
HARMAN INTERNATIONAL INDUSTRIES IN COMMON SHS      413086109      2407      24600 SH       DEFINED C      24600         0         0
HARMONY GOLD MINING CO LTD         AMER DEP RECPT  413216300     27451    2103500 SH       DEFINED 5    2103500         0         0
HARMONY GOLD MINING CO LTD         AMER DEP RECPT  413216300      2610     200000 SH       DEFINED A     200000         0         0
HARRIS CORP                        COMMON SHS      413875105       147       3421 SH       DEFINED 6       3421         0         0
HARRIS CORP                        COMMON SHS      413875105       114       2648 SH       DEFINED 9       2648         0         0
HARRIS CORP                        COMMON SHS      413875105    214164    4979409 SH       DEFINED A    4979409         0         0
HARRIS CORP                        COMMON SHS      413875105      3019      70200 SH       DEFINED C      70200         0         0
HARTE HANKS INC                    COMMON SHS      416196103      1484      56250 SH       DEFINED 9      56250         0         0
HARTFORD FINANCIAL SERVICES GROUP  COMMON SHS      416515104    356454    4150120 SH       DEFINED 5    4150120         0         0
HARTFORD FINANCIAL SERVICES GROUP  COMMON SHS      416515104     18250     212483 SH       DEFINED 9     210693         0      1790
HARTFORD FINANCIAL SERVICES GROUP  COMMON SHS      416515104         2         24 SH       DEFINED A         24         0         0
HARTFORD FINANCIAL SERVICES GROUP  COMMON SHS      416515104      2663      31000 SH       DEFINED        31000         0         0
HARTFORD FINANCIAL SERVICES GROUP  COMMON SHS      416515104       344       4000 SH       DEFINED M       4000         0         0
HASBRO INC                         COMMON SHS      418056107     36607    1814000 SH       DEFINED 4    1814000         0         0
HAVERTY FURNITURE COS INC          COMMON SHS      419596101     13754    1067000 SH       DEFINED 4    1067000         0         0
HAWAIIAN ELECTRIC INC              COMMON SHS      419870100        13        500 SH       DEFINED 9        500         0         0
HAWAIIAN ELECTRIC INC              COMMON SHS      419870100     60606    2340000 SH       DEFINED A    2340000         0         0
HCA INC                            COMMON SHS      404119109    362340    7175047 SH       DEFINED 1    7105047         0     70000
HCA INC                            COMMON SHS      404119109     13635     270000 SH       DEFINED 2     270000         0         0
HCA INC                            COMMON SHS      404119109       247       4890 SH       DEFINED 8       4890         0         0
HCA INC                            COMMON SHS      404119109       422       8349 SH       DEFINED 9       8349         0         0
HCA INC                            COMMON SHS      404119109      6467     128064 SH       DEFINED A      82064         0     46000
HCA INC                            COMMON SHS      404119109       298       5900 SH       DEFINED E          0         0      5900
HEADWATERS INC                     COMMON SHS      42210P102      4338     122400 SH       DEFINED 8     122400         0         0
HEADWATERS INC                     COMMON SHS      42210P102      1095      30900 SH       DEFINED 9      30900         0         0
HEADWATERS INC                     COMMON SHS      42210P102     98759    2786659 SH       DEFINED A    2775159         0     11500
HEADWATERS INC                     COMMON SHS      42210P102       748      21100 SH       DEFINED C      21100         0         0
HEALTH CARE PROPERTY INVESTORS INC REAL EST INV TR 421915109      4154     162500 SH       DEFINED A     162500         0         0
HEALTH MANAGEMENT ASSOCIATES INC   COMMON SHS      421933102      2680     122024 SH       DEFINED 9     122024         0         0
HEALTH MANAGEMENT ASSOCIATES INC   CONVERTIBLE BD  421933AF9        10      10000 PRN      DEFINED 9      10000         0         0
HEALTH NET INC                     COMMON SHS      42222G108       378       7340 SH       DEFINED 8       7340         0         0
HEALTH NET INC                     COMMON SHS      42222G108        26        500 SH       DEFINED 9        500         0         0
HEALTH NET INC                     COMMON SHS      42222G108     97760    1896411 SH       DEFINED A    1770511         0    125900
HEALTH NET INC                     COMMON SHS      42222G108      1717      33300 SH       DEFINED C      33300         0         0
HEALTH NET INC                     COMMON SHS      42222G108        19        370 SH       DEFINED L        370         0         0
HEALTHCARE SERVICES GROUP INC      COMMON SHS      421906108      8089     390600 SH       DEFINED 4     390600         0         0
HEALTHCARE SERVICES GROUP INC      COMMON SHS      421906108      9272     447695 SH       DEFINED 8     447695         0         0
HEARTLAND PAYMENT SYSTEMS INC      COMMON SHS      42235N108       610      28150 SH       DEFINED A      28150         0         0
HELMERICH & PAYNE INC              COMMON SHS      423452101       799      12900 SH       DEFINED 9      12900         0         0
HENRY SCHEIN INC                   COMMON SHS      806407102       220       5040 SH       DEFINED 9       5040         0         0
HERCULES OFFSHORE                  COMMON SHS      427093109      7395     260300 SH       DEFINED 9     260300         0         0
HERCULES OFFSHORE                  COMMON SHS      427093109       838      29500 SH       DEFINED        29500         0         0
HERITAGE PPTY INVT TR INC          REAL EST INV TR 42725M107       438      13100 SH       DEFINED 9      13100         0         0
HERSHA HOSPITALITY TRUST           REAL EST INV TR 427825104       268      29800 SH       DEFINED 9      29800         0         0
HERSHA HOSPITALITY TRUST           REAL EST INV TR 427825104       114      12600 SH       DEFINED A      12600         0         0
HERSHA HOSPITALITY TRUST           REAL EST INV TR 427825104       794      88100 SH       DEFINED D      88100         0         0
HEWITT ASSOCIATES, INC.            COMMON SHS      42822Q100     51884    1852340 SH       DEFINED A    1852340         0         0
HEWITT ASSOCIATES, INC.            COMMON SHS      42822Q100      1137      40600 SH       DEFINED C      40600         0         0
HEWLETT PACKARD CO                 COMMON SHS      428236103     35576    1242611 SH       DEFINED 1    1242611         0         0
HEWLETT PACKARD CO                 COMMON SHS      428236103      1669      58300 SH       DEFINED 4      58300         0         0
HEWLETT PACKARD CO                 COMMON SHS      428236103      2270      79294 SH       DEFINED 6      79294         0         0
HEWLETT PACKARD CO                 COMMON SHS      428236103     31958    1116250 SH       DEFINED 7    1116250         0         0
HEWLETT PACKARD CO                 COMMON SHS      428236103         4        126 SH       DEFINED 8        126         0         0
HEWLETT PACKARD CO                 COMMON SHS      428236103     17395     607578 SH       DEFINED 9     582745         0     24833
HEWLETT PACKARD CO                 COMMON SHS      428236103     11462     400343 SH       DEFINED A     400343         0         0
HIGHLAND HOSPITALITY CORP          REAL EST INV TR 430141101       141      12800 SH       DEFINED 9      12800         0         0
HIGHLAND HOSPITALITY CORP          REAL EST INV TR 430141101        75       6800 SH       DEFINED A       6800         0         0
HIGHLAND HOSPITALITY CORP          REAL EST INV TR 430141101       497      45000 SH       DEFINED D      45000         0         0
HILLENBRAND INDUSTRIES INC         COMMON SHS      431573104    152845    3093400 SH       DEFINED 4    3093400         0         0
HILLENBRAND INDUSTRIES INC         COMMON SHS      431573104    211068    4271770 SH       DEFINED 5    4271770         0         0
HILLENBRAND INDUSTRIES INC         COMMON SHS      431573104        74       1500 SH       DEFINED 6       1500         0         0
HILLENBRAND INDUSTRIES INC         COMMON SHS      431573104        17        340 SH       DEFINED 9        340         0         0
HILLENBRAND INDUSTRIES INC         COMMON SHS      431573104      1324      26800 SH       DEFINED A      23700         0      3100
HILTON HOTELS CORP                 COMMON SHS      432848109       156       6461 SH       DEFINED 6       6461         0         0
HILTON HOTELS CORP                 COMMON SHS      432848109       372      15425 SH       DEFINED 9      15425         0         0
HILTON HOTELS CORP                 COMMON SHS      432848109     70683    2931680 SH       DEFINED A    2931680         0         0
HILTON HOTELS CORP                 COMMON SHS      432848109      1220      50600 SH       DEFINED C      50600         0         0
HILTON HOTELS CORP                 CONVERTIBLE BD  432848AZ2        17      14000 PRN      DEFINED 9      14000         0         0
HILTON HOTELS CORP                 CONVERTIBLE BD  432848AZ2     12403   10500000 PRN      DEFINED A   10500000         0         0
HITACHI LTD                        AMER DEP RECPT  433578507       153       2275 SH       DEFINED 2       2275         0         0
HITACHI LTD                        AMER DEP RECPT  433578507       784      11630 SH       DEFINED 8      11630         0         0
HITACHI LTD                        AMER DEP RECPT  433578507        40        600 SH       DEFINED 9        600         0         0
HOLLINGER INTERNATIONAL INC        COMMON SHS      309962        50754    5962664 SH       DEFINED 5    5962664         0         0
HOME DEPOT INC                     COMMON SHS      437076102     25286     624650 SH       DEFINED 3     624650         0         0
HOME DEPOT INC                     COMMON SHS      437076102      1475      36450 SH       DEFINED 4      36450         0         0
HOME DEPOT INC                     COMMON SHS      437076102      1478      36500 SH       DEFINED 8      36500         0         0
HOME DEPOT INC                     COMMON SHS      437076102     58156    1436662 SH       DEFINED 9    1415520       375     20767
HOME DEPOT INC                     COMMON SHS      437076102      8263     204114 SH       DEFINED A     148214         0     55900
HOME DEPOT INC                     COMMON SHS      437076102       907      22400 SH       DEFINED E          0         0     22400
HOME DEPOT INC                     COMMON SHS      437076102         8        200 SH       DEFINED L        200         0         0
HOME DEPOT INC                     COMMON SHS      437076102       304       7500 SH       DEFINED M       7500         0         0
HOMEBANC CORP                      REAL EST INV TR 43738R109      5830     779400 SH       DEFINED A     779400         0         0
HONDA MOTOR CO LTD                 AMER DEP RECPT  438128308      2245      77510 SH       DEFINED 9      74510         0      3000
HONEYWELL INTERNATIONAL INC        COMMON SHS      438516106     16763     450000 SH       DEFINED 3     450000         0         0
HONEYWELL INTERNATIONAL INC        COMMON SHS      438516106      5134     137822 SH       DEFINED 6     137822         0         0
HONEYWELL INTERNATIONAL INC        COMMON SHS      438516106       101       2700 SH       DEFINED 8       2700         0         0
HONEYWELL INTERNATIONAL INC        COMMON SHS      438516106     20969     562937 SH       DEFINED 9     551887       300     10750
HONEYWELL INTERNATIONAL INC        COMMON SHS      438516106     22998     617393 SH       DEFINED A     617393         0         0
HONEYWELL INTERNATIONAL INC        COMMON SHS      438516106      2980      80000 SH       DEFINED        80000         0         0
HOOKER FURNITURE CORP              COMMON SHS      439038100     12972     756371 SH       DEFINED 4     753971         0      2400
HORIZON HEALTH CORP                COMMON SHS      44041Y104      5212     230300 SH       DEFINED 9     230300         0         0
HORIZON HEALTH CORP                COMMON SHS      44041Y104       124       5500 SH       DEFINED A       5500         0         0
HORIZON HEALTH CORP                COMMON SHS      44041Y104       602      26600 SH       DEFINED        26600         0         0
HORNBECK OFFSHORE SERVICES INC     COMMON SHS      440543106      1799      55000 SH       DEFINED A      55000         0         0
HOSPIRA INC                        COMMON SHS      441060100         2         49 SH       DEFINED 6         49         0         0
HOSPIRA INC                        COMMON SHS      441060100      1711      40000 SH       DEFINED 7      40000         0         0
HOSPIRA INC                        COMMON SHS      441060100      2157      50420 SH       DEFINED 9      50120         0       300
HOSPITALITY PROPERTIES TRUST       REAL EST INV TR 44106M102      1588      39600 SH       DEFINED 9      39600         0         0
HOST MARRIOTT CORP                 REAL EST INV TR 44107P104       166       8740 SH       DEFINED 6       8740         0         0
HOST MARRIOTT CORP                 REAL EST INV TR 44107P104      1655      87310 SH       DEFINED 9      87310         0         0
HOST MARRIOTT CORP                 REAL EST INV TR 44107P104     79355    4187596 SH       DEFINED A    4187596         0         0
HOST MARRIOTT CORP                 REAL EST INV TR 44107P104       821      43300 SH       DEFINED D      43300         0         0
HOT TOPIC INC                      COMMON SHS      441339108     23662    1660500 SH       DEFINED 4    1653500         0      7000
HOT TOPIC INC                      COMMON SHS      441339108      2680     188100 SH       DEFINED 8     188100         0         0
HOT TOPIC INC                      COMMON SHS      441339108     13273     931420 SH       DEFINED A     914120         0     17300
HOVNANIAN ENTERPRISES INC          COMMON SHS      442487203        67       1341 SH       DEFINED 6       1341         0         0
HOVNANIAN ENTERPRISES INC          COMMON SHS      442487203        50       1000 SH       DEFINED 9       1000         0         0
HOVNANIAN ENTERPRISES INC          COMMON SHS      442487203     66883    1347360 SH       DEFINED A    1347360         0         0
HSBC HOLDINGS PLC                  AMER DEP RECPT  404280406       927      11525 SH       DEFINED 2      11525         0         0
HSBC HOLDINGS PLC                  AMER DEP RECPT  404280406        99       1234 SH       DEFINED 6       1234         0         0
HSBC HOLDINGS PLC                  AMER DEP RECPT  404280406      4596      57120 SH       DEFINED 8      57120         0         0
HSBC HOLDINGS PLC                  AMER DEP RECPT  404280406     14938     185638 SH       DEFINED 9     184938         0       700
HSBC HOLDINGS PLC                  AMER DEP RECPT  404280406       241       3000 SH       DEFINED M       3000         0         0
HSBC HOLDINGS PLC                  AMER DEP RECPT  404280406    120182    1493500 SH  CALL DEFINED 3
HUANENG POWER INTERNATIONAL INC    AMER DEP RECPT  443304100      2423      92450 SH       DEFINED 9      92450         0         0
HUANENG POWER INTERNATIONAL INC    AMER DEP RECPT  443304100       183       7000 SH       DEFINED M       7000         0         0
HUBBELL INC                        COMMON SHS      443510201      5037     111630 SH       DEFINED 8     111630         0         0
HUBBELL INC                        COMMON SHS      443510201       881      19522 SH       DEFINED 9      19522         0         0
HUBBELL INC                        COMMON SHS      443510201      1139      25240 SH       DEFINED E      25240         0         0
HUBBELL INC                        COMMON SHS      443510201       630      13956 SH       DEFINED K      13956         0         0
HUDSON CITY BANCORP INC            COMMON SHS      443683107     10908     900000 SH       DEFINED 4     900000         0         0
HUDSON CITY BANCORP INC            COMMON SHS      443683107    248017   20463443 SH       DEFINED 5   20463443         0         0
HUDSON CITY BANCORP INC            COMMON SHS      443683107       555      45833 SH       DEFINED 9      43269      2564         0
HUDSON UNITED BANCORP              COMMON SHS      444165104       587      14076 SH       DEFINED 9      14076         0         0
HUGHES SUPPLY INC                  COMMON SHS      444482103     30473     850000 SH       DEFINED 4     847000         0      3000
HUGHES SUPPLY INC                  COMMON SHS      444482103         7        200 SH       DEFINED 9        200         0         0
HUMAN GENOME SCIENCES INC          COMMON SHS      444903108        68       8000 SH       DEFINED 9       8000         0         0
HUMAN GENOME SCIENCES INC          COMMON SHS      444903108      3632     424300 SH       DEFINED A     424300         0         0
HUNT (JB) TRANSPORT SERVICES INC   COMMON SHS      445658107      5264     232500 SH       DEFINED 4     232500         0         0
HUNT (JB) TRANSPORT SERVICES INC   COMMON SHS      445658107       110       4844 SH       DEFINED 6       4844         0         0
HUNT (JB) TRANSPORT SERVICES INC   COMMON SHS      445658107     97310    4298160 SH       DEFINED A    4298160         0         0
HUNT (JB) TRANSPORT SERVICES INC   COMMON SHS      445658107      2065      91200 SH       DEFINED C      91200         0         0
HUNTSMAN CORP                      CONVERT PREF    447011206     20708     512900 SH       DEFINED A     512900         0         0
HUTCHINSON TECHNOLOGY INC          COMMON SHS      448407106      2950     103700 SH       DEFINED 9     103700         0         0
HUTCHINSON TECHNOLOGY INC          COMMON SHS      448407106       344      12100 SH       DEFINED I      12100         0         0
HYPERION SOLUTIONS CORP            COMMON SHS      44914M104       106       2972 SH       DEFINED 6       2972         0         0
HYPERION SOLUTIONS CORP            COMMON SHS      44914M104      3063      85500 SH       DEFINED 8      85500         0         0
HYPERION SOLUTIONS CORP            COMMON SHS      44914M104       430      12000 SH       DEFINED 9      12000         0         0
HYPERION SOLUTIONS CORP            COMMON SHS      44914M104    120240    3356795 SH       DEFINED A    3348645         0      8150
HYPERION SOLUTIONS CORP            COMMON SHS      44914M104      2251      62850 SH       DEFINED C      62850         0         0
IAC/INTERACTIVECORP                COMMON SHS      44919P300      8496     300100 SH       DEFINED 7     300100         0         0
IAC/INTERACTIVECORP                COMMON SHS      44919P300       157       5563 SH       DEFINED 9       5563         0         0
IAC/INTERACTIVECORP                COMMON SHS      44919P300        17        597 SH       DEFINED A        597         0         0
IAMGOLD CORP                       ORDINARY SHS    450913108      3549     387400 SH       DEFINED A     387400         0         0
ICICI BANK LTD                     AMER DEP RECPT  45104G104     24437     848516 SH       DEFINED 2     760441         0     88075
ICICI BANK LTD                     AMER DEP RECPT  45104G104        26        909 SH       DEFINED L        909         0         0
ICOS CORP                          COMMON SHS      449295104        15        540 SH       DEFINED 9        540         0         0
ICOS CORP                          COMMON SHS      449295104      3410     123400 SH       DEFINED A     123400         0         0
ILLINOIS TOOL WORKS INC            COMMON SHS      452308109      8157      92700 SH       DEFINED 4      92700         0         0
ILLINOIS TOOL WORKS INC            COMMON SHS      452308109     43995     500000 SH       DEFINED 7     500000         0         0
ILLINOIS TOOL WORKS INC            COMMON SHS      452308109     19273     219035 SH       DEFINED 9     218903         0       132
ILLINOIS TOOL WORKS INC            COMMON SHS      452308109       577       6561 SH       DEFINED A       6561         0         0
ILLINOIS TOOL WORKS INC            COMMON SHS      452308109       686       7800 SH       DEFINED         7800         0         0
ILLINOIS TOOL WORKS INC            COMMON SHS      452308109       528       6000 SH       DEFINED M       6000         0         0
ILLUMINA INC                       COMMON SHS      452327109      1915     135800 SH       DEFINED A     135800         0         0
IMCLONE SYSTEMS INC                COMMON SHS      45245W109       110       3200 SH       DEFINED 9       3000         0       200
IMCLONE SYSTEMS INC                COMMON SHS      45245W109      5101     148988 SH       DEFINED A     148988         0         0
IMPERIAL OIL LTD                   ORDINARY SHS    453038408     21963     190304 SH       DEFINED 8     190304         0         0
IMPERIAL OIL LTD                   COMMON SHS      453038408       528       5300 SH       DEFINED 9       5300         0         0
IMPERIAL OIL LTD                   COMMON SHS      453038408       269       2700 SH       DEFINED E          0         0      2700
IMS HEALTH INC                     COMMON SHS      449934108     12460     500000 SH       DEFINED 7     500000         0         0
IMS HEALTH INC                     COMMON SHS      449934108      2100      84267 SH       DEFINED 9      80267         0      4000
IMS HEALTH INC                     COMMON SHS      449934108         8        313 SH       DEFINED A        313         0         0
INAMED CORP                        COMMON SHS      453235103      2122      24200 SH       DEFINED A      21500         0      2700
INCO LTD                           ORDINARY SHS    453258402       354       7000 SH       DEFINED 8       7000         0         0
INCO LTD                           COMMON SHS      453258402      1246      28600 SH       DEFINED 9      28600         0         0
INCYTE CORP                        COMMON SHS      45337C102      3484     652400 SH       DEFINED A     652400         0         0
INDEVUS PHARMACEUTICALS INC        COMMON SHS      454072109      1348     250000 SH       DEFINED 6     250000         0         0
INDEVUS PHARMACEUTICALS INC        COMMON SHS      454072109      7140    1324700 SH       DEFINED A    1288800         0     35900
INDYMAC BANCORP INC                COMMON SHS      456607100       583      14950 SH       DEFINED 9      14950         0         0
INFOSYS TECHNOLOGIES LTD           AMER DEP RECPT  456788108      5073      62735 SH       DEFINED 9      61485       250      1000
INFOSYS TECHNOLOGIES LTD           AMER DEP RECPT  456788108     53333     659570 SH       DEFINED A     659570         0         0
ING GROEP NV                       AMER DEP RECPT  456837103      1254      36015 SH       DEFINED 2      36015         0         0
ING GROEP NV                       AMER DEP RECPT  456837103       163       4678 SH       DEFINED 6       4678         0         0
ING GROEP NV                       AMER DEP RECPT  456837103      3519     101074 SH       DEFINED 8     101074         0         0
ING GROEP NV                       AMER DEP RECPT  456837103       874      25087 SH       DEFINED 9      25087         0         0
INGERSOLL RAND CO                  ORDINARY SHS    G4776G101       347       8600 SH       DEFINED 6       8600         0         0
INGERSOLL RAND CO                  ORDINARY SHS    G4776G101     40451    1002000 SH       DEFINED 7    1002000         0         0
INGERSOLL RAND CO                  ORDINARY SHS    G4776G101      1603      39705 SH       DEFINED 9      38705         0      1000
INGERSOLL RAND CO                  ORDINARY SHS    G4776G101         0          6 SH       DEFINED A          6         0         0
INHIBITEX INC                      COMMON SHS      45719T103      1985     236300 SH       DEFINED A     236300         0         0
INNKEEPERS USA TRUST               REAL EST INV TR 4576J0104      3685     230300 SH       DEFINED 8     230300         0         0
INNKEEPERS USA TRUST               REAL EST INV TR 4576J0104       112       7000 SH       DEFINED 9       7000         0         0
INNKEEPERS USA TRUST               REAL EST INV TR 4576J0104     17181    1073800 SH       DEFINED A    1053000         0     20800
INPUT/OUTPUT INC                   COMMON SHS      457652105      1774     252290 SH       DEFINED 1     252290         0         0
INPUT/OUTPUT INC                   COMMON SHS      457652105      5252     747060 SH       DEFINED 2     747060         0         0
INPUT/OUTPUT INC                   COMMON SHS      457652105      1636     232680 SH       DEFINED A     232680         0         0
INPUT/OUTPUT INC                   COMMON SHS      457652105        48       6840 SH       DEFINED D       6840         0         0
INPUT/OUTPUT INC                   COMMON SHS      457652105      2547     362310 SH       DEFINED E     362310         0         0
INSPIRE PHARMACEUTICALS INC        COMMON SHS      457733103      1016     200000 SH       DEFINED 6     200000         0         0
INSPIRE PHARMACEUTICALS INC        COMMON SHS      457733103      9447    1859651 SH       DEFINED A    1859651         0         0
INSPIRE PHARMACEUTICALS INC        COMMON SHS      457733103       160      31500 SH       DEFINED C      31500         0         0
INSTEEL INDUSTRIES INC             COMMON SHS      45774W108      6210     375000 SH       DEFINED 4     375000         0         0
INSURED MUNICIPAL INCOME FUND      OPEN END MUT FD 45809F104       165      13000 SH       DEFINED 9      13000         0         0
INTEGRATED ALARM SERVICES          COMMON SHS      45890M109      7492    2619600 SH       DEFINED 5    2619600         0         0
INTEGRATED DEVICE TECHNOLOGY INC   COMMON SHS      458118106        79       6028 SH       DEFINED 6       6028         0         0
INTEGRATED DEVICE TECHNOLOGY INC   COMMON SHS      458118106      1717     130270 SH       DEFINED 8     130270         0         0
INTEGRATED DEVICE TECHNOLOGY INC   COMMON SHS      458118106     55445    4206750 SH       DEFINED A    4194650         0     12100
INTEGRATED DEVICE TECHNOLOGY INC   COMMON SHS      458118106       841      63800 SH       DEFINED C      63800         0         0
INTEL CORP                         COMMON SHS      458140100      1997      80000 SH       DEFINED 4      80000         0         0
INTEL CORP                         COMMON SHS      458140100         2        100 SH       DEFINED 6        100         0         0
INTEL CORP                         COMMON SHS      458140100     19968     800000 SH       DEFINED 7     800000         0         0
INTEL CORP                         COMMON SHS      458140100      1483      59415 SH       DEFINED 8      59415         0         0
INTEL CORP                         COMMON SHS      458140100    109706    4395255 SH       DEFINED 9    4295899       300     99056
INTEL CORP                         COMMON SHS      458140100    110915    4443711 SH       DEFINED A    4097211         0    346500
INTEL CORP                         COMMON SHS      458140100      3063     122700 SH       DEFINED E          0         0    122700
INTEL CORP                         COMMON SHS      458140100      2196      88000 SH       DEFINED        88000         0         0
INTEL CORP                         COMMON SHS      458140100        32       1300 SH       DEFINED L       1300         0         0
INTEL CORP                         COMMON SHS      458140100       250      10000 SH       DEFINED M      10000         0         0
INTELLISYNC CORP                   COMMON SHS      458176104      2464     477500 SH       DEFINED 9     477500         0         0
INTELLISYNC CORP                   COMMON SHS      458176104        20       3900 SH       DEFINED A       3900         0         0
INTELLISYNC CORP                   COMMON SHS      458176104       282      54700 SH       DEFINED I      54700         0         0
INTERCONTINENTALEXCHANGE INC       COMMON SHS      45865V100     10676     293700 SH       DEFINED 9     293700         0         0
INTERCONTINENTALEXCHANGE INC       COMMON SHS      45865V100      1443      39700 SH       DEFINED A      39700         0         0
INTERCONTINENTALEXCHANGE INC       COMMON SHS      45865V100       178       4900 SH       DEFINED C       4900         0         0
INTERCONTINENTALEXCHANGE INC       COMMON SHS      45865V100      1200      33000 SH       DEFINED        33000         0         0
INTERGRAPH CORP                    COMMON SHS      458683109     36859     740000 SH       DEFINED 4     740000         0         0
INTERGRAPH CORP                    COMMON SHS      458683109        20        400 SH       DEFINED A        400         0         0
INTERMUNE INC                      COMMON SHS      45884X103       840      50000 SH       DEFINED 6      50000         0         0
INTERMUNE INC                      COMMON SHS      45884X103      7662     456100 SH       DEFINED A     456100         0         0
INTERNATIONAL BUSINESS MACHINES CO COMMON SHS      459200101     11769     143170 SH       DEFINED 4     143170         0         0
INTERNATIONAL BUSINESS MACHINES CO COMMON SHS      459200101         1         16 SH       DEFINED 6         16         0         0
INTERNATIONAL BUSINESS MACHINES CO COMMON SHS      459200101     46032     560000 SH       DEFINED 7     560000         0         0
INTERNATIONAL BUSINESS MACHINES CO COMMON SHS      459200101      5662      68885 SH       DEFINED 8      68885         0         0
INTERNATIONAL BUSINESS MACHINES CO COMMON SHS      459200101    151455    1842522 SH       DEFINED 9    1691445         0    151077
INTERNATIONAL BUSINESS MACHINES CO COMMON SHS      459200101     24979     303875 SH       DEFINED A     218875         0     85000
INTERNATIONAL BUSINESS MACHINES CO COMMON SHS      459200101      1439      17500 SH       DEFINED E          0         0     17500
INTERNATIONAL BUSINESS MACHINES CO COMMON SHS      459200101        13        160 SH       DEFINED L        160         0         0
INTERNATIONAL BUSINESS MACHINES CO COMMON SHS      459200101       247       3000 SH       DEFINED M       3000         0         0
INTERNATIONAL GAME TECHNOLOGY      COMMON SHS      459902102     11066     359513 SH       DEFINED 9     359513         0         0
INTERNATIONAL GAME TECHNOLOGY      COMMON SHS      459902102     40814    1325980 SH       DEFINED A    1325980         0         0
INTERNATIONAL GAME TECHNOLOGY      COMMON SHS      459902102       554      18000 SH       DEFINED        18000         0         0
INTERNATIONAL GAME TECHNOLOGY      COMMON SHS      459902102       616      20000 SH       DEFINED M      20000         0         0
INTERNATIONAL GAME TECHNOLOGY      CONVERT ZERO CP 459902AL6       940      14000 PRN      DEFINED 9      14000         0         0
INTERNATIONAL PAPER CO             COMMON SHS      460146103    441318   13130545 SH       DEFINED 1   13010545         0    120000
INTERNATIONAL PAPER CO             COMMON SHS      460146103      6116     181960 SH       DEFINED 2      59000         0    122960
INTERNATIONAL PAPER CO             COMMON SHS      460146103    255362    7597800 SH       DEFINED 5    7597800         0         0
INTERNATIONAL PAPER CO             COMMON SHS      460146103        60       1774 SH       DEFINED 6       1774         0         0
INTERNATIONAL PAPER CO             COMMON SHS      460146103      1741      51798 SH       DEFINED 9      47248         0      4550
INTERNATIONAL PAPER CO             COMMON SHS      460146103      1162      34559 SH       DEFINED C      34559         0         0
INTERNATIONAL PAPER CO             COMMON SHS      460146103      2128      63312 SH       DEFINED D      63312         0         0
INTERNATIONAL PAPER CO             COMMON SHS      460146103     17678     525987 SH       DEFINED E     145007         0    380980
INTERNATIONAL PAPER CO             COMMON SHS      460146103      1198      35637 SH       DEFINED        35637         0         0
INTERNATIONAL SHIPHOLDING CORP     COMMON SHS      460321201      7383     474800 SH       DEFINED 4     474800         0         0
INTERPUBLIC GROUP OF COMPANIES INC COMMON SHS      460690100    445542   46170185 SH       DEFINED 1   45570185         0    600000
INTERPUBLIC GROUP OF COMPANIES INC COMMON SHS      460690100     12491    1294400 SH       DEFINED 2    1294400         0         0
INTERPUBLIC GROUP OF COMPANIES INC COMMON SHS      460690100       263      27240 SH       DEFINED 8      27240         0         0
INTERPUBLIC GROUP OF COMPANIES INC COMMON SHS      460690100       542      56168 SH       DEFINED 9      56168         0         0
INTERPUBLIC GROUP OF COMPANIES INC COMMON SHS      460690100       400      41420 SH       DEFINED C      41420         0         0
INTERPUBLIC GROUP OF COMPANIES INC COMMON SHS      460690100      1432     148400 SH       DEFINED D     148400         0         0
INTERPUBLIC GROUP OF COMPANIES INC COMMON SHS      460690100     26973    2795175 SH       DEFINED E     466116         0   2329059
INTERPUBLIC GROUP OF COMPANIES INC CONVERT PREF    460690308      2406      65000 SH       DEFINED A      65000         0         0
INTERSIL CORP                      COMMON SHS      46069S109       214       8597 SH       DEFINED 6       8597         0         0
INTERSIL CORP                      COMMON SHS      46069S109    157730    6339617 SH       DEFINED A    6272917         0     66700
INTERSIL CORP                      COMMON SHS      46069S109      3180     127800 SH       DEFINED C     127800         0         0
INTERTAPE POLYMER GROUP INC        ORDINARY SHS    460919103     14315    1380470 SH       DEFINED 8    1380470         0         0
INTERVOICE-BRITE INC               COMMON SHS      461142101     12710    1596717 SH       DEFINED 6    1596717         0         0
INTL FLAVORS & FRAGRANCES INC      COMMON SHS      459506101        87       2606 SH       DEFINED 6       2606         0         0
INTL FLAVORS & FRAGRANCES INC      COMMON SHS      459506101       303       9050 SH       DEFINED 9       9050         0         0
INTL RECTIFIER CORP                COMMON SHS      460254105       255       8000 SH       DEFINED 9       8000         0         0
INTRALASE CORP                     COMMON SHS      461169104       642      36000 SH       DEFINED A      30800         0      5200
INTRAWEST CORP                     COMMON SHS      460915200     17599     607900 SH       DEFINED 4     605100         0      2800
INTRAWEST CORP                     ORDINARY SHS    460915200     19638     589200 SH       DEFINED 8     589200         0         0
INTRAWEST CORP                     COMMON SHS      460915200         8        269 SH       DEFINED A        269         0         0
INTUIT INC                         COMMON SHS      461202103      2477      46464 SH       DEFINED 9      45764         0       700
INTUIT INC                         COMMON SHS      461202103         4         68 SH       DEFINED A         68         0         0
INTUITIVE SURGICAL INC             COMMON SHS      46120E602        23        200 SH       DEFINED 9        200         0         0
INTUITIVE SURGICAL INC             COMMON SHS      46120E602      2427      20700 SH       DEFINED A      20700         0         0
INVERSIONES Y REPRESENTACION SA    GLBL DEP RECPT  450047204     39897    3302724 SH       DEFINED 1    3302724         0         0
INVESTMENT TECHNOLOGY GROUP INC    COMMON SHS      46145F105       478      13500 SH       DEFINED 9      13500         0         0
INVESTORS FINANCIAL SERVICES CORP  COMMON SHS      461915100       387      10518 SH       DEFINED 9      10518         0         0
INVESTORS FINANCIAL SERVICES CORP  COMMON SHS      461915100      1830      49688 SH       DEFINED A        288         0     49400
INVESTORS FINANCIAL SERVICES CORP  COMMON SHS      461915100        10        270 SH       DEFINED L        270         0         0
INVITROGEN CORP                    COMMON SHS      46185R100       832      12480 SH       DEFINED 2      12480         0         0
INVITROGEN CORP                    COMMON SHS      46185R100       128       1928 SH       DEFINED 6       1928         0         0
INVITROGEN CORP                    COMMON SHS      46185R100       134       2010 SH       DEFINED 8       2010         0         0
INVITROGEN CORP                    COMMON SHS      46185R100      1277      19164 SH       DEFINED 9      19164         0         0
INVITROGEN CORP                    COMMON SHS      46185R100    117886    1768995 SH       DEFINED A    1734195         0     34800
INVITROGEN CORP                    COMMON SHS      46185R100      1173      17600 SH       DEFINED C      17600         0         0
INVITROGEN CORP                    COMMON SHS      46185R100       560       8400 SH       DEFINED E          0         0      8400
INVITROGEN CORP                    COMMON SHS      46185R100         9        130 SH       DEFINED L        130         0         0
INVITROGEN CORP                    CONVERTIBLE BD  46185RAD2        10      10000 PRN      DEFINED 9      10000         0         0
IOWA TELECOMMUNICATIONS SERVICES I COMMON SHS      462594201      1032      66600 SH       DEFINED 9      66600         0         0
IPC HOLDINGS LTD                   COMMON SHS      G4933P101     79605    2907400 SH       DEFINED 4    2907400         0         0
IPC HOLDINGS LTD                   COMMON SHS      G4933P101     19055     695929 SH       DEFINED 5     695929         0         0
IPC HOLDINGS LTD                   COMMON SHS      G4933P101     13827     504994 SH       DEFINED 6     504994         0         0
IPSCO INC                          ORDINARY SHS    462622101      3559      36800 SH       DEFINED 8      36800         0         0
IRON MOUNTAIN INC                  COMMON SHS      462846106      6877     162875 SH       DEFINED 9     162875         0         0
IRON MOUNTAIN INC                  COMMON SHS      462846106       253       6000 SH       DEFINED M       6000         0         0
IRWIN FINANCIAL CORP               COMMON SHS      464119106      9348     436430 SH       DEFINED 2     436430         0         0
IRWIN FINANCIAL CORP               COMMON SHS      464119106        74       3440 SH       DEFINED D       3440         0         0
IRWIN FINANCIAL CORP               COMMON SHS      464119106      1700      79360 SH       DEFINED E      79360         0         0
ISHARES COHEN & STEERS REALTY MAJO CLOSE END MUT F 464287564       628       8392 SH       DEFINED 9       8392         0         0
ISHARES FTSE/XINHUA CHINA 25       CLOSE END MUT F 464287184      1293      20985 SH       DEFINED 9      20835       150         0
ISHARES LEHMAN                     CLOSE END MUT F 464287457       283       3524 SH       DEFINED 9       3524         0         0
ISHARES LEHMAN 20+YEAR TREASURY BO CLOSE END MUT F 464287432       208       2261 SH       DEFINED 9       2261         0         0
ISHARES LEHMAN AGG BOND FUND       OPEN END MUT FD 464287226       512       5088 SH       DEFINED 9       5088         0         0
ISHARES LEHMAN TREASURY BOND FUND  OPEN END MUT FD 464287440       515       6135 SH       DEFINED 9       6135         0         0
ISHARES MSCI AUSTRALIA INDEX FUND  CLOSE END MUT F 464286103      2253     119794 SH       DEFINED 9     119794         0         0
ISHARES MSCI EAFE INDEX FUND       CLOSE END MUT F 464287465      6935     116628 SH       DEFINED 9     114828       300      1500
ISHARES MSCI EMERGING MARKETS INDE OPEN END MUT FD 464287234     26662     302114 SH       DEFINED 9     300814         0      1300
ISHARES MSCI JAPAN INDEX FUND      CLOSE END MUT F 464286848      1897     140448 SH       DEFINED 9     140448         0         0
ISHARES MSCI MALAYSIA INDEX FUND   CLOSE END MUT F 464286830       295      43131 SH       DEFINED 9      43131         0         0
ISHARES MSCI SINGAPORE INDEX FUND  CLOSE END MUT F 464286673       429      54247 SH       DEFINED 9      54247         0         0
ISHARES MSCI SOUTH KOREA           CLOSE END MUT F 464286772      1174      26281 SH       DEFINED 9      26281         0         0
ISHARES MSCI TAIWAN INDEX FUND     CLOSE END MUT F 464286731       879      70596 SH       DEFINED 9      70596         0         0
ISHARES RUSSELL 1000 VALUE INDEX F CLOSE END MUT F 464287598       287       4160 SH       DEFINED 6       4160         0         0
ISHARES RUSSELL 2000 GROWTH INDEX  CLOSE END MUT F 464287648     14853     213227 SH       DEFINED 6     213227         0         0
ISHARES S&P EUROPE 350 INDEX FUND  OPEN END MUT FD 464287861       236       2925 SH       DEFINED 9       2925         0         0
ISHARES S&P INDEX 500 FUND         CLOSE END MUT F 464287200      3056      24509 SH       DEFINED 9      24509         0         0
ISHARES TR DOW JONES SELECT DIVIDE OPEN END MUT FD 464287168      6941     113300 SH       DEFINED 9      91600         0     21700
ISHARES TR RUSSELL 2000 INDEX FUND CLOSE END MUT F 464287655       481       7218 SH       DEFINED 9       7218         0         0
ISHARES TR RUSSELL 3000 INDEX FUND OPEN END MUT FD 464287689       792      11000 SH       DEFINED 9      11000         0         0
ISHARES TRUST DJ UTILITIES SECTOR  CLOSE END MUT F 464287697       672       8775 SH       DEFINED 9       8775         0         0
ISHARES TRUST LEHMAN TIPS BOND FUN CLOSE END MUT F 464287176      2850      27715 SH       DEFINED 9      27715         0         0
ISTA PHARMACEUTICALS INC           COMMON SHS      45031X204       636     100000 SH       DEFINED 6     100000         0         0
ISTA PHARMACEUTICALS INC           COMMON SHS      45031X204      2550     400900 SH       DEFINED A     400900         0         0
ISTAR FINANCIAL INC                REAL EST INV TR 45031U101    117300    3290334 SH       DEFINED 5    3290334         0         0
ISTAR FINANCIAL INC                REAL EST INV TR 45031U101      1763      49461 SH       DEFINED 6      49461         0         0
ISTAR FINANCIAL INC                REAL EST INV TR 45031U101       125       3500 SH       DEFINED 9       3500         0         0
ISTAR FINANCIAL INC                REAL EST INV TR 45031U101    120825    3389200 SH       DEFINED A    3389200         0         0
ISTAR FINANCIAL INC                REAL EST INV TR 45031U101       307       8600 SH       DEFINED D       8600         0         0
ITC HOLDINGS CORPORATION           COMMON SHS      465685105      4239     150900 SH       DEFINED A     150900         0         0
ITLA CAPITAL CORP                  COMMON SHS      450565106     21777     445796 SH       DEFINED 5     445796         0         0
ITT INDUSTRIES INC                 COMMON SHS      450911102      1983      19285 SH       DEFINED 9      19285         0         0
IVANHOE MINES LTD                  ORDINARY SHS    46579N103     13599    1628600 SH       DEFINED A    1628600         0         0
IVAX CORP                          COMMON SHS      465823102     23808     759900 SH       DEFINED 5     759900         0         0
IVAX CORP                          COMMON SHS      465823102        73       2343 SH       DEFINED 9          0         0      2343
IVAX CORP                          CONVERTIBLE BD  465823AG7      5063    5000000 PRN      DEFINED A    5000000         0         0
IXIA                               COMMON SHS      45071R109      2761     186800 SH       DEFINED A     186800         0         0
JABIL CIRCUIT INC                  COMMON SHS      466313103        93       2500 SH       DEFINED 9          0         0      2500
JABIL CIRCUIT INC                  COMMON SHS      466313103      8482     228690 SH       DEFINED A     228690         0         0
JACK HENRY & ASSOCIATES INC        COMMON SHS      426281101         3        158 SH       DEFINED 6        158         0         0
JACK HENRY & ASSOCIATES INC        COMMON SHS      426281101      3875     203100 SH       DEFINED 8     203100         0         0
JACK HENRY & ASSOCIATES INC        COMMON SHS      426281101       382      20000 SH       DEFINED 9      20000         0         0
JACK HENRY & ASSOCIATES INC        COMMON SHS      426281101     13873     727110 SH       DEFINED A     712710         0     14400
JACKSON HEWITT TAX SERVICE, INC    COMMON SHS      468202106        77       2796 SH       DEFINED 6       2796         0         0
JACKSON HEWITT TAX SERVICE, INC    COMMON SHS      468202106      3214     116000 SH       DEFINED 8     116000         0         0
JACKSON HEWITT TAX SERVICE, INC    COMMON SHS      468202106     12993     468880 SH       DEFINED A     459980         0      8900
JACOBS ENGINEERING GROUP           COMMON SHS      469814107      3680      54225 SH       DEFINED 9      54225         0         0
JACOBS ENGINEERING GROUP           COMMON SHS      469814107     23453     345554 SH       DEFINED A     345554         0         0
JAMDAT MOBILE INC                  COMMON SHS      47023T100      3041     114400 SH       DEFINED 8     114400         0         0
JAMDAT MOBILE INC                  COMMON SHS      47023T100     12080     454470 SH       DEFINED A     445770         0      8700
JARDEN CORP                        COMMON SHS      471109108      5177     171700 SH       DEFINED 9     171700         0         0
JARDEN CORP                        COMMON SHS      471109108        99       3300 SH       DEFINED A       3300         0         0
JARDEN CORP                        COMMON SHS      471109108       543      18000 SH       DEFINED        18000         0         0
JDS UNIPHASE CORP                  COMMON SHS      46612J101       158      66819 SH       DEFINED 9      66819         0         0
JEFFERSON PILOT CORP               COMMON SHS      475070108      1477      25945 SH       DEFINED 9      25945         0         0
JER INVESTORS TRUST                REAL EST INV TR 46614H301      5085     300000 SH       DEFINED 5     300000         0         0
JETBLUE AIRWAYS CORP               COMMON SHS      477143101       115       7464 SH       DEFINED 6       7464         0         0
JETBLUE AIRWAYS CORP               COMMON SHS      477143101       139       9013 SH       DEFINED 9       9013         0         0
JETBLUE AIRWAYS CORP               COMMON SHS      477143101     93767    6096660 SH       DEFINED A    6096660         0         0
JETBLUE AIRWAYS CORP               COMMON SHS      477143101      2011     130785 SH       DEFINED C     130785         0         0
JETBLUE AIRWAYS CORP               CONVERTIBLE BD  477143AC5     16631   15000000 PRN      DEFINED A   15000000         0         0
JLG INDUSTRIES INC                 COMMON SHS      466210101     18090     396200 SH       DEFINED 4     394500         0      1700
JLG INDUSTRIES INC                 COMMON SHS      466210101         9        200 SH       DEFINED 9        200         0         0
JOHN B SANFILIPPO & SON INC        COMMON SHS      800422107      2133     165000 SH       DEFINED 4     165000         0         0
JOHN HANCOCK BANK & THRIFT OPPORTU CLOSE END MUT F 409735107     15395    1650000 SH       DEFINED 4    1650000         0         0
JOHNSON & JOHNSON                  COMMON SHS      478160104      3175      52830 SH       DEFINED 4      52830         0         0
JOHNSON & JOHNSON                  COMMON SHS      478160104     59860     996000 SH       DEFINED 7     996000         0         0
JOHNSON & JOHNSON                  COMMON SHS      478160104      8753     145639 SH       DEFINED 8     145639         0         0
JOHNSON & JOHNSON                  COMMON SHS      478160104    156136    2597944 SH       DEFINED 9    2557959       200     39785
JOHNSON & JOHNSON                  COMMON SHS      478160104    165203    2748795 SH       DEFINED A    2516395         0    232400
JOHNSON & JOHNSON                  COMMON SHS      478160104      3684      61300 SH       DEFINED E          0         0     61300
JOHNSON & JOHNSON                  COMMON SHS      478160104      2800      46584 SH       DEFINED        46584         0         0
JOHNSON & JOHNSON                  COMMON SHS      478160104        59        990 SH       DEFINED L        990         0         0
JOHNSON CONTROLS INC               COMMON SHS      478366107      4986      68380 SH       DEFINED 4      68380         0         0
JOHNSON CONTROLS INC               COMMON SHS      478366107         1         14 SH       DEFINED 6         14         0         0
JOHNSON CONTROLS INC               COMMON SHS      478366107     29164     400000 SH       DEFINED 7     400000         0         0
JOHNSON CONTROLS INC               COMMON SHS      478366107       696       9550 SH       DEFINED 8       9550         0         0
JOHNSON CONTROLS INC               COMMON SHS      478366107        51        700 SH       DEFINED 9        700         0         0
JONES LANG LASALLE INC             COMMON SHS      48020Q107      4723      93800 SH       DEFINED 8      93800         0         0
JONES LANG LASALLE INC             COMMON SHS      48020Q107     22124     439400 SH       DEFINED A     430700         0      8700
JPMORGAN CHASE & CO                COMMON SHS      46625H100    248247    6254636 SH       DEFINED 1    6254636         0         0
JPMORGAN CHASE & CO                COMMON SHS      46625H100     11989     302060 SH       DEFINED 2     198960         0    103100
JPMORGAN CHASE & CO                COMMON SHS      46625H100     16114     406000 SH       DEFINED 3     406000         0         0
JPMORGAN CHASE & CO                COMMON SHS      46625H100      6706     168957 SH       DEFINED 6     168957         0         0
JPMORGAN CHASE & CO                COMMON SHS      46625H100     16008     403337 SH       DEFINED 8     403337         0         0
JPMORGAN CHASE & CO                COMMON SHS      46625H100     47483    1196349 SH       DEFINED 9    1169589         0     26760
JPMORGAN CHASE & CO                COMMON SHS      46625H100    586260   14770967 SH       DEFINED A   14660967         0    110000
JPMORGAN CHASE & CO                COMMON SHS      46625H100       713      17952 SH       DEFINED C      17952         0         0
JPMORGAN CHASE & CO                COMMON SHS      46625H100     44407    1118834 SH       DEFINED E     211750         0    907084
JPMORGAN CHASE & CO                COMMON SHS      46625H100       110       2770 SH       DEFINED         2770         0         0
JPMORGAN CHASE & CO                COMMON SHS      46625H100        27        690 SH       DEFINED L        690         0         0
JUNIPER NETWORKS INC               COMMON SHS      48203R104         2         68 SH       DEFINED 6         68         0         0
JUNIPER NETWORKS INC               COMMON SHS      48203R104     15043     674566 SH       DEFINED 9     674066         0       500
JUNIPER NETWORKS INC               COMMON SHS      48203R104      6719     301320 SH       DEFINED A     301320         0         0
JUNIPER NETWORKS INC               COMMON SHS      48203R104       445      19931 SH       DEFINED        19931         0         0
JUNIPER NETWORKS INC               COMMON SHS      48203R104       446      20000 SH       DEFINED M      20000         0         0
K&F INDUSTRIES HOLDINGS INC        COMMON SHS      482241106      2753     179200 SH       DEFINED 8     179200         0         0
K&F INDUSTRIES HOLDINGS INC        COMMON SHS      482241106     10517     684700 SH       DEFINED A     671600         0     13100
K2 INC                             COMMON SHS      482732104      7827     774200 SH       DEFINED 2     774200         0         0
KANBAY INTERNATIONAL INC           COMMON SHS      48369P207     11471     721922 SH       DEFINED 6     721922         0         0
KANBAY INTERNATIONAL INC           COMMON SHS      48369P207      9450     594710 SH       DEFINED A     594710         0         0
KANBAY INTERNATIONAL INC           COMMON SHS      48369P207       577      36300 SH       DEFINED C      36300         0         0
KANSAS CITY LIFE INSURANCE CO      COMMON SHS      484836101     11157     222789 SH       DEFINED 4     222789         0         0
KANSAS CITY LIFE INSURANCE CO      COMMON SHS      484836101       100       2000 SH       DEFINED 9       2000         0         0
KANSAS CITY SOUTHERN               COMMON SHS      485170302     76341    3124900 SH       DEFINED 4    3119600         0      5300
KANSAS CITY SOUTHERN               COMMON SHS      485170302         9        360 SH       DEFINED 9          0         0       360
KAYDON CORP                        COMMON SHS      486587108     12162     378400 SH       DEFINED 4     378400         0         0
KB HOME                            COMMON SHS      48666K109       167       2300 SH       DEFINED 6       2300         0         0
KB HOME                            COMMON SHS      48666K109       690       9500 SH       DEFINED 9       9500         0         0
KB HOME                            COMMON SHS      48666K109     31803     437700 SH       DEFINED A     437700         0         0
KCS ENERGY INC                     COMMON SHS      482434206      5354     221072 SH       DEFINED 9     220572       500         0
KCS ENERGY INC                     COMMON SHS      482434206      4936     203800 SH       DEFINED A     203800         0         0
KCS ENERGY INC                     COMMON SHS      482434206       550      22700 SH       DEFINED        22700         0         0
KELLOGG CO                         COMMON SHS      487836108      1143      26438 SH       DEFINED 9      26438         0         0
KELLWOOD CO                        COMMON SHS      488044108     17951     751700 SH       DEFINED 4     751700         0         0
KELLWOOD CO                        COMMON SHS      488044108     23666     991020 SH       DEFINED 8     991020         0         0
KELLWOOD CO                        COMMON SHS      488044108        43       1800 SH       DEFINED 9       1800         0         0
KELLY SERVICES INC                 COMMON SHS      488152208     39508    1506800 SH       DEFINED 4    1506800         0         0
KENNAMETAL INC                     COMMON SHS      489170100     30935     606100 SH       DEFINED 4     603000         0      3100
KENNAMETAL INC                     COMMON SHS      489170100     11627     227807 SH       DEFINED 6     227807         0         0
KENNAMETAL INC                     COMMON SHS      489170100     71687    1404530 SH       DEFINED A    1404530         0         0
KENNAMETAL INC                     COMMON SHS      489170100      1447      28350 SH       DEFINED C      28350         0         0
KERR-MCGEE CORP                    COMMON SHS      492386107         2         23 SH       DEFINED 6         23         0         0
KERR-MCGEE CORP                    COMMON SHS      492386107       396       4353 SH       DEFINED 9       4353         0         0
KERR-MCGEE CORP                    COMMON SHS      492386107      2729      30037 SH       DEFINED A      30037         0         0
KERYX BIOPHAMACEUTICALS INC        COMMON SHS      492515101      1464     100000 SH       DEFINED 6     100000         0         0
KERYX BIOPHAMACEUTICALS INC        COMMON SHS      492515101     25341    1730950 SH       DEFINED A    1715950         0     15000
KERYX BIOPHAMACEUTICALS INC        COMMON SHS      492515101       228      15600 SH       DEFINED C      15600         0         0
KEYCORP                            COMMON SHS      493267108       725      22013 SH       DEFINED 9      19610         0      2403
KEYSPAN CORP                       COMMON SHS      49337W100       460      12898 SH       DEFINED 9      12898         0         0
KEYSPAN CORP                       COMMON SHS      49337W100    230201    6450000 SH       DEFINED A    6450000         0         0
KILROY REALTY CORP                 REAL EST INV TR 49427F108      1077      17400 SH       DEFINED 9      17400         0         0
KIMBERLY-CLARK CORP                COMMON SHS      494368103     14913     250000 SH       DEFINED 1     250000         0         0
KIMBERLY-CLARK CORP                COMMON SHS      494368103      7057     118300 SH       DEFINED 4     118300         0         0
KIMBERLY-CLARK CORP                COMMON SHS      494368103       453       7600 SH       DEFINED 8       7600         0         0
KIMBERLY-CLARK CORP                COMMON SHS      494368103      5336      89456 SH       DEFINED 9      87746         0      1710
KIMBERLY-CLARK CORP                COMMON SHS      494368103     12371     207400 SH       DEFINED E     207400         0         0
KIMCO REALTY CORP                  REAL EST INV TR 49446R109       159       4970 SH       DEFINED 6       4970         0         0
KIMCO REALTY CORP                  REAL EST INV TR 49446R109      1145      35700 SH       DEFINED 9      35700         0         0
KIMCO REALTY CORP                  REAL EST INV TR 49446R109     32834    1023500 SH       DEFINED A    1023500         0         0
KINDER MORGAN ENERGY PARTNERS LP   LTD PARTNERSHIP 494550106      9359     195718 SH       DEFINED 9     191818       700      3200
KINDER MORGAN INC                  COMMON SHS      49455P101     40476     440200 SH       DEFINED 3     440200         0         0
KINDER MORGAN INC                  COMMON SHS      49455P101       349       3794 SH       DEFINED 5       3794         0         0
KINDER MORGAN INC                  COMMON SHS      49455P101         9         98 SH       DEFINED 8         98         0         0
KINDER MORGAN INC                  COMMON SHS      49455P101      2566      27904 SH       DEFINED 9      27904         0         0
KINDER MORGAN INC                  COMMON SHS      49455P101     27585     300000 SH       DEFINED A     300000         0         0
KINDRED HEALTHCARE INC             COMMON SHS      2752677      153962    6291368 SH       DEFINED 5    6291368         0         0
KINDRED HEALTHCARE INC             COMMON SHS      494580103     16584     643792 SH       DEFINED 6     643792         0         0
KINDRED HEALTHCARE INC             COMMON SHS      494580103      1234      47900 SH       DEFINED A      42100         0      5800
KINDRED HEALTHCARE INC             COMMON SHS      494580103       592      29000 SH CALL  DEFINED 5
KINETIC CONCEPTS INC               COMMON SHS      49460W208        53       1344 SH       DEFINED 6       1344         0         0
KINETIC CONCEPTS INC               COMMON SHS      49460W208       208       5225 SH       DEFINED 9       5225         0         0
KINETIC CONCEPTS INC               COMMON SHS      49460W208     40147    1009730 SH       DEFINED A    1007030         0      2700
KINETIC CONCEPTS INC               COMMON SHS      49460W208       640      16100 SH       DEFINED C      16100         0         0
KINGSWAY FINANCIAL SERVICES INC    ORDINARY SHS    496904103    122991    5233669 SH       DEFINED 8    5233669         0         0
KINROSS GOLD CORP                  ORDINARY SHS    496902404      7945     739800 SH       DEFINED 5     739800         0         0
KINROSS GOLD CORP                  ORDINARY SHS    496902404     37730    3513012 SH       DEFINED A    3513012         0         0
KITE REALTY GROUP TRUST            REAL EST INV TR 49803T102       117       7540 SH       DEFINED 6       7540         0         0
KITE REALTY GROUP TRUST            REAL EST INV TR 49803T102     37807    2443900 SH       DEFINED A    2443900         0         0
KLA-TENCOR CORP                    COMMON SHS      482480100         2         41 SH       DEFINED 6         41         0         0
KLA-TENCOR CORP                    COMMON SHS      482480100        59       1205 SH       DEFINED 9       1038         0       167
KLA-TENCOR CORP                    COMMON SHS      482480100     55170    1118391 SH       DEFINED A    1118391         0         0
KNIGHT TRANSPORTATION INC          COMMON SHS      499064103      5543     267375 SH       DEFINED 8     267375         0         0
KNIGHT TRANSPORTATION INC          COMMON SHS      499064103     28938    1395935 SH       DEFINED A    1370135         0     25800
KNIGHT-RIDDER INC                  COMMON SHS      499040103     60351     953420 SH       DEFINED 5     953420         0         0
KNIGHT-RIDDER INC                  COMMON SHS      499040103      1242      19625 SH       DEFINED 9      19625         0         0
KOHL'S CORP                        COMMON SHS      500255104         1         21 SH       DEFINED 6         21         0         0
KOHL'S CORP                        COMMON SHS      500255104      1656      34074 SH       DEFINED 9      34074         0         0
KOHL'S CORP                        COMMON SHS      500255104      2938      60462 SH       DEFINED A      60462         0         0
KONINKLIJKE PHILIPS ELECTRONICS NV NEW YORK SHARES 500472303      1693      54436 SH       DEFINED 1      54436         0         0
KONINKLIJKE PHILIPS ELECTRONICS NV NEW YORK SHARES 500472303     11246     361594 SH       DEFINED 2     225968         0    135626
KONINKLIJKE PHILIPS ELECTRONICS NV NEW YORK SHARES 500472303     50331     203684 SH       DEFINED 5          0         0    203684
KONINKLIJKE PHILIPS ELECTRONICS NV NEW YORK SHARES 500472303       158       5069 SH       DEFINED 6       5069         0         0
KONINKLIJKE PHILIPS ELECTRONICS NV NEW YORK SHARES 500472303       540      17355 SH       DEFINED 9      17355         0         0
KOOKMIN BANK                       AMER DEP RECPT  50049M109     58904     788438 SH       DEFINED 1     788438         0         0
KOOKMIN BANK                       AMER DEP RECPT  50049M109    202113    2705305 SH       DEFINED 2    2440907         0    264398
KOOKMIN BANK                       AMER DEP RECPT  50049M109       178       2387 SH       DEFINED 6       2387         0         0
KOOKMIN BANK                       AMER DEP RECPT  50049M109     13153     176060 SH       DEFINED 8     176060         0         0
KOOKMIN BANK                       AMER DEP RECPT  50049M109       598       8000 SH       DEFINED 9       8000         0         0
KOOKMIN BANK                       AMER DEP RECPT  50049M109       275       3680 SH       DEFINED C       3680         0         0
KOOKMIN BANK                       AMER DEP RECPT  50049M109      1176      15737 SH       DEFINED D      15737         0         0
KOOKMIN BANK                       AMER DEP RECPT  50049M109      4445      59493 SH       DEFINED E      57530         0      1963
KOOKMIN BANK                       AMER DEP RECPT  50049M109        50        670 SH       DEFINED          670         0         0
KOOKMIN BANK                       AMER DEP RECPT  50049M109       268       3589 SH       DEFINED L       3589         0         0
KOOKMIN BANK                       AMER DEP RECPT  50049M109      1261      16877 SH       DEFINED M      16877         0         0
KOREA ELECTRIC POWER CORP          AMER DEP RECPT  500631106      5964     306000 SH       DEFINED 1     306000         0         0
KOREA ELECTRIC POWER CORP          AMER DEP RECPT  500631106     20996    1077261 SH       DEFINED 2     911511         0    165750
KOREA ELECTRIC POWER CORP          AMER DEP RECPT  500631106     45172    2317700 SH       DEFINED 3    2317700         0         0
KOREA ELECTRIC POWER CORP          AMER DEP RECPT  500631106        89       4554 SH       DEFINED 6       4554         0         0
KOREA ELECTRIC POWER CORP          AMER DEP RECPT  500631106        14        735 SH       DEFINED 9        735         0         0
KORN/FERRY INTERNATIONAL           COMMON SHS      500643200      2971     158966 SH       DEFINED 9     158966         0         0
KORN/FERRY INTERNATIONAL           COMMON SHS      500643200       335      17900 SH       DEFINED        17900         0         0
KOSAN BIOSCIENCES INC              COMMON SHS      50064W107      4600    1036091 SH       DEFINED A    1036091         0         0
KRAFT FOODS INC                    COMMON SHS      50075N104      2898     103000 SH       DEFINED 2     103000         0         0
KRAFT FOODS INC                    COMMON SHS      50075N104      7865     279500 SH       DEFINED 3     279500         0         0
KRAFT FOODS INC                    COMMON SHS      50075N104      6514     231489 SH       DEFINED 8     231489         0         0
KRAFT FOODS INC                    COMMON SHS      50075N104       795      28250 SH       DEFINED 9      22850         0      5400
KRAFT FOODS INC                    COMMON SHS      50075N104       397      14100 SH       DEFINED        14100         0         0
KROGER CO                          COMMON SHS      501044101     58882    3118740 SH       DEFINED 1    3118740         0         0
KROGER CO                          COMMON SHS      501044101      4310     228300 SH       DEFINED 2     228300         0         0
KROGER CO                          COMMON SHS      501044101    126376    6693624 SH       DEFINED 5    6693624         0         0
KROGER CO                          COMMON SHS      501044101     15620     827337 SH       DEFINED 8     827337         0         0
KROGER CO                          COMMON SHS      501044101       378      20000 SH       DEFINED 9      20000         0         0
KROGER CO                          COMMON SHS      501044101       846      44788 SH       DEFINED C      44788         0         0
KROGER CO                          COMMON SHS      501044101     24147    1278981 SH       DEFINED E     898081         0    380900
KROGER CO                          COMMON SHS      501044101      1607      85113 SH       DEFINED        85113         0         0
KT CORP                            AMER DEP RECPT  48268K101    638907   29647668 SH       DEFINED 1   29647668         0         0
KT CORP                            AMER DEP RECPT  48268K101    159108    7383193 SH       DEFINED 2    6788313         0    594880
KT CORP                            AMER DEP RECPT  48268K101     63570    2949904 SH       DEFINED 8    2949904         0         0
KT CORP                            AMER DEP RECPT  48268K101      2903     134732 SH       DEFINED D     134732         0         0
KT CORP                            AMER DEP RECPT  48268K101     12840     595819 SH       DEFINED E     582861         0     12958
KT CORP                            AMER DEP RECPT  48268K101       681      31616 SH       DEFINED        31616         0         0
KT CORP                            AMER DEP RECPT  48268K101      1225      56828 SH       DEFINED L      56828         0         0
KT CORP                            AMER DEP RECPT  48268K101        82       3807 SH       DEFINED M       3807         0         0
KYPHON INC                         COMMON SHS      501577100      3669      89860 SH       DEFINED A      89860         0         0
L-3 COMMUNICATIONS CORP            COMMON SHS      502424104      5803      78052 SH       DEFINED 9      77802         0       250
LA QUINTA CORPORATION              COMMON SHS      50419U202     47504    4264300 SH       DEFINED 4    4257300         0      7000
LA-Z-BOY INC                       COMMON SHS      505336107     21510    1586300 SH       DEFINED 4    1579400         0      6900
LABORATORY CORP OF AMERICA HOLDING COMMON SHS      50540R409       830      15412 SH       DEFINED 9      15212       200         0
LABRANCHE & CO INC                 COMMON SHS      505447102       133      13200 SH       DEFINED 9      13200         0         0
LADISH CO INC                      COMMON SHS      505754200      1565      70000 SH       DEFINED 4      70000         0         0
LAIDLAW INTL INC                   COMMON SHS      50730R102       407      17500 SH       DEFINED 9      17500         0         0
LAKELAND BANCORP INC               COMMON SHS      511637100       195      13246 SH       DEFINED 9      13246         0         0
LAM RESEARCH CORP                  COMMON SHS      512807108        98       2741 SH       DEFINED 6       2741         0         0
LAM RESEARCH CORP                  COMMON SHS      512807108        82       2300 SH       DEFINED 9       2300         0         0
LAM RESEARCH CORP                  COMMON SHS      512807108    106157    2975263 SH       DEFINED A    2975263         0         0
LAM RESEARCH CORP                  COMMON SHS      512807108      1773      49700 SH       DEFINED C      49700         0         0
LAMAR ADVERTISING CO               COMMON SHS      512815101      1107      24000 SH       DEFINED 9      24000         0         0
LANCASTER COLONY CORP              COMMON SHS      513847103     16008     432056 SH       DEFINED 4     431456         0       600
LANCASTER COLONY CORP              COMMON SHS      513847103        33        900 SH       DEFINED 6        900         0         0
LANCASTER COLONY CORP              COMMON SHS      513847103        20        530 SH       DEFINED 9        530         0         0
LANDSTAR SYSTEM INC                COMMON SHS      515098101      5334     127800 SH       DEFINED 8     127800         0         0
LANDSTAR SYSTEM INC                COMMON SHS      515098101     32125     769648 SH       DEFINED A     758648         0     11000
LASALLE HOTEL PROPERTIES           REAL EST INV TR 517942108     30110     820000 SH       DEFINED A     820000         0         0
LATIN AMERICA EQUITY FUND INC      CLOSE END MUT F 51827Q106      6763     222015 SH       DEFINED 4     222015         0         0
LAUREATE EDUCATION INC             COMMON SHS      518613104        81       1534 SH       DEFINED 6       1534         0         0
LAUREATE EDUCATION INC             COMMON SHS      518613104    100293    1909980 SH       DEFINED A    1909980         0         0
LAUREATE EDUCATION INC             COMMON SHS      518613104      1959      37300 SH       DEFINED C      37300         0         0
LAYNE CHRISTENSEN COMPANY          COMMON SHS      521050104     11444     450000 SH       DEFINED 4     450000         0         0
LAYNE CHRISTENSEN COMPANY          COMMON SHS      521050104        76       3000 SH       DEFINED 9       3000         0         0
LEAR CORP                          COMMON SHS      521865105     60000    2108230 SH       DEFINED 1    2108230         0         0
LEAR CORP                          COMMON SHS      521865105       513      18010 SH       DEFINED 2      18010         0         0
LEAR CORP                          COMMON SHS      521865105       165       5800 SH       DEFINED 8       5800         0         0
LEAR CORP                          COMMON SHS      521865105        54       1900 SH       DEFINED 9       1900         0         0
LEAR CORP                          COMMON SHS      521865105         4        145 SH       DEFINED A        145         0         0
LECG CORP                          COMMON SHS      523234102     11018     633950 SH       DEFINED 6     633950         0         0
LECG CORP                          COMMON SHS      523234102      2179     125400 SH       DEFINED 8     125400         0         0
LECG CORP                          COMMON SHS      523234102     10483     603160 SH       DEFINED A     596060         0      7100
LEGG MASON INC                     COMMON SHS      524901105         1         11 SH       DEFINED 6         11         0         0
LEGG MASON INC                     COMMON SHS      524901105     10399      86880 SH       DEFINED 9      86630         0       250
LEGG MASON INC                     COMMON SHS      524901105       395       3300 SH       DEFINED A       3300         0         0
LEGG MASON INC                     COMMON SHS      524901105       431       3600 SH       DEFINED         3600         0         0
LEGG MASON INC                     COMMON SHS      524901105       299       2500 SH       DEFINED M       2500         0         0
LEGGETT & PLATT INC                COMMON SHS      524660107     98682    4298000 SH       DEFINED 4    4298000         0         0
LEGGETT & PLATT INC                COMMON SHS      524660107        41       1800 SH       DEFINED 6       1800         0         0
LEHMAN BROTHERS HOLDINGS INC       COMMON SHS      524908100      2627      20500 SH       DEFINED 4      20500         0         0
LEHMAN BROTHERS HOLDINGS INC       COMMON SHS      524908100      4877      38054 SH       DEFINED 9      37404         0       650
LEHMAN BROTHERS HOLDINGS INC       COMMON SHS      524908100      3499      27300 SH       DEFINED A      27300         0         0
LEHMAN BROTHERS HOLDINGS INC       COMMON SHS      524908100       372       2900 SH       DEFINED E          0         0      2900
LENNAR CORP                        COMMON SHS      526057104     29650     485900 SH       DEFINED 4     485900         0         0
LENNAR CORP                        COMMON SHS      526057104       162       2660 SH       DEFINED 6       2660         0         0
LENNAR CORP                        COMMON SHS      526057104       104       1712 SH       DEFINED 9       1712         0         0
LENNAR CORP                        COMMON SHS      526057104     39950     654700 SH       DEFINED A     654700         0         0
LENNAR CORP                        COMMON SHS      526057302      2721      48000 SH       DEFINED 4      48000         0         0
LENNAR CORP                        COMMON SHS      526057302        13        230 SH       DEFINED 9        230         0         0
LENNOX INTERNATIONAL INC           COMMON SHS      526107107     25380     900000 SH       DEFINED 4     900000         0         0
LEUCADIA NATIONAL CORP             COMMON SHS      527288104    301437    6351388 SH       DEFINED 5    6351388         0         0
LEUCADIA NATIONAL CORP             COMMON SHS      527288104       418       8800 SH       DEFINED 9       8800         0         0
LEUCADIA NATIONAL CORP             CONVERTIBLE BD  527288AX2      4172    3600000 PRN      DEFINED A    3600000         0         0
LEXINGTON CORP PROPERTIES TRUST CV REAL EST INV TR 529043101        65       3055 SH       DEFINED 6       3055         0         0
LEXINGTON CORP PROPERTIES TRUST CV REAL EST INV TR 529043101     16399     769900 SH       DEFINED A     769900         0         0
LEXINGTON CORP PROPERTIES TRUST CV CONVERT PREF    529043309     70500    1500000 SH       DEFINED A    1500000         0         0
LEXMARK INTERNATIONAL INC          COMMON SHS      529771107      2510      56000 SH       DEFINED 1          0         0     56000
LEXMARK INTERNATIONAL INC          COMMON SHS      529771107       184       4100 SH       DEFINED 4       4100         0         0
LEXMARK INTERNATIONAL INC          COMMON SHS      529771107    274189    6116200 SH       DEFINED 5    6116200         0         0
LEXMARK INTERNATIONAL INC          COMMON SHS      529771107       314       7000 SH       DEFINED 8       7000         0         0
LEXMARK INTERNATIONAL INC          COMMON SHS      529771107       184       4100 SH       DEFINED 9       4100         0         0
LEXMARK INTERNATIONAL INC          COMMON SHS      529771107     15626     348570 SH       DEFINED A     265570         0     83000
LEXMARK INTERNATIONAL INC          COMMON SHS      529771107      1152      25700 SH       DEFINED E          0         0     25700
LEXMARK INTERNATIONAL INC          COMMON SHS      529771107        14        310 SH       DEFINED L        310         0         0
LG PHILIPS LCD CO LTD              AMER DEP RECPT  50186V102       230      10706 SH       DEFINED 2      10706         0         0
LHC GROUP INC                      COMMON SHS      50187A107       939      53900 SH       DEFINED A      48000         0      5900
LIBERTY GLOBAL INC                 COMMON SHS      530555101       263      11670 SH       DEFINED 9      11670         0         0
LIBERTY GLOBAL INC                 COMMON SHS      530555309       263      12422 SH       DEFINED 9      12422         0         0
LIBERTY MEDIA CORP                 CONVERTIBLE BD  530715AR2         4       5000 PRN      DEFINED 9       5000         0         0
LIBERTY MEDIA CORP                 CONVERTIBLE BD  530715AR2      7588   10000000 PRN      DEFINED A   10000000         0         0
LIBERTY MEDIA CORP                 COMMON SHS      530718105    332420   42238838 SH       DEFINED 5   42238838         0         0
LIBERTY MEDIA CORP                 COMMON SHS      530718105      3310     420538 SH       DEFINED 9     418738         0      1800
LIBERTY MEDIA CORP                 COMMON SHS      530718105       340      43200 SH       DEFINED A      43200         0         0
LIBERTY MEDIA CORP                 COMMON SHS      530718105      1881     239000 SH       DEFINED       239000         0         0
LIBERTY MEDIA CORP                 COMMON SHS      530718105       157      20000 SH       DEFINED M      20000         0         0
LIBERTY MEDIA CORP                 CONVERTIBLE BD  530718AF2        11      10000 PRN      DEFINED 9      10000         0         0
LIBERTY MEDIA INTO MOTOROLA        CONVERTIBLE BD  530715AN1         5       5000 PRN      DEFINED 9       5000         0         0
LIBERTY MEDIA INTO MOTOROLA        CONVERTIBLE BD  530715AN1     13358   13000000 PRN      DEFINED A   13000000         0         0
LIBERTY PROPERTY TRUST             REAL EST INV TR 531172104       223       5215 SH       DEFINED 6       5215         0         0
LIBERTY PROPERTY TRUST             REAL EST INV TR 531172104     11597     270632 SH       DEFINED 9     261782         0      8850
LIBERTY PROPERTY TRUST             REAL EST INV TR 531172104     39066     911700 SH       DEFINED A     911700         0         0
LIBERTY PROPERTY TRUST             REAL EST INV TR 531172104        94       2200 SH       DEFINED D       2200         0         0
LIFEPOINT HOSPITALS INC            COMMON SHS      53219L109        87       2309 SH       DEFINED 6       2309         0         0
LIFEPOINT HOSPITALS INC            COMMON SHS      53219L109       116       3100 SH       DEFINED 8       3100         0         0
LIFEPOINT HOSPITALS INC            COMMON SHS      53219L109         1         15 SH       DEFINED 9         15         0         0
LIFEPOINT HOSPITALS INC            COMMON SHS      53219L109     94379    2516770 SH       DEFINED A    2471470         0     45300
LIFEPOINT HOSPITALS INC            COMMON SHS      53219L109      1853      49400 SH       DEFINED C      49400         0         0
LIFEPOINT HOSPITALS INC            COMMON SHS      53219L109       424      11300 SH       DEFINED E          0         0     11300
LIFEPOINT HOSPITALS INC            COMMON SHS      53219L109         8        200 SH       DEFINED L        200         0         0
LIMITED BRANDS INC                 COMMON SHS      532716107       208       9300 SH       DEFINED 9       9300         0         0
LIMITED BRANDS INC                 COMMON SHS      532716107         6        253 SH       DEFINED A        253         0         0
LINCARE HOLDINGS INC               COMMON SHS      532791100       545      13000 SH       DEFINED 9      13000         0         0
LINCARE HOLDINGS INC               COMMON SHS      532791100     23579     562613 SH       DEFINED A     562613         0         0
LINCARE HOLDINGS INC               COMMON SHS      532791100       566      13500 SH       DEFINED C      13500         0         0
LINCOLN EDUCATIONAL SERVICES       COMMON SHS      533535100      2155     151100 SH       DEFINED 8     151100         0         0
LINCOLN EDUCATIONAL SERVICES       COMMON SHS      533535100      9748     683580 SH       DEFINED A     669980         0     13600
LINCOLN NATIONAL CORP              COMMON SHS      534187109     20314     383063 SH       DEFINED 9     368688         0     14375
LINEAR TECHNOLOGY CORP             COMMON SHS      535678106      1587      44000 SH       DEFINED 4      44000         0         0
LINEAR TECHNOLOGY CORP             COMMON SHS      535678106       711      19720 SH       DEFINED 8      19720         0         0
LINEAR TECHNOLOGY CORP             COMMON SHS      535678106       270       7490 SH       DEFINED 9       7490         0         0
LINEAR TECHNOLOGY CORP             COMMON SHS      535678106     56561    1568095 SH       DEFINED A    1568095         0         0
LINENS N THINGS INC                COMMON SHS      535679104     17144     644500 SH       DEFINED 4     642400         0      2100
LIONS GATE ENTMT CORP              COMMON SHS      535919203      4335     564500 SH       DEFINED 9     564500         0         0
LIONS GATE ENTMT CORP              COMMON SHS      535919203       106      13800 SH       DEFINED A      13800         0         0
LIONS GATE ENTMT CORP              COMMON SHS      535919203       496      64600 SH       DEFINED        64600         0         0
LIVE NATION                        COMMON SHS      538034109       132      10048 SH       DEFINED 6      10048         0         0
LIVE NATION                        COMMON SHS      538034109       819      62500 SH       DEFINED 7      62500         0         0
LIVE NATION                        COMMON SHS      538034109        27       2030 SH       DEFINED 8       2030         0         0
LIVE NATION                        COMMON SHS      538034109        43       3305 SH       DEFINED 9       3305         0         0
LIVE NATION                        COMMON SHS      538034109       795      60721 SH       DEFINED A      60721         0         0
LIVEPERSON INC                     COMMON SHS      538146101      4907     874600 SH       DEFINED A     874600         0         0
LIZ CLAIBORNE INC                  COMMON SHS      539320101       605      16886 SH       DEFINED 9      16886         0         0
LLOYDS TSB GROUP PLC               AMER DEP RECPT  539439109      5529     163585 SH       DEFINED 9     160835      1000      1750
LLOYDS TSB GROUP PLC               AMER DEP RECPT  539439109       270       8000 SH       DEFINED M       8000         0         0
LOCKHEED MARTIN CORP               COMMON SHS      539830109         8        131 SH       DEFINED 6        131         0         0
LOCKHEED MARTIN CORP               COMMON SHS      539830109     31815     500000 SH       DEFINED 7     500000         0         0
LOCKHEED MARTIN CORP               COMMON SHS      539830109      6671     104837 SH       DEFINED 9     104637       200         0
LOCKHEED MARTIN CORP               COMMON SHS      539830109         5         78 SH       DEFINED A         78         0         0
LOCKHEED MARTIN CORP               COMMON SHS      539830109      6372     100140 SH       DEFINED E       5700         0     94440
LOCKHEED MARTIN CORP               CONV FLT RATE   539830AP4      1071      10000 PRN      DEFINED 9      10000         0         0
LOEWS CORP                         COMMON SHS      540424108       341       3600 SH       DEFINED 9       3600         0         0
LOGITECH INTERNATIONAL SA          AMER DEP RECPT  541419107        80       1717 SH       DEFINED 6       1717         0         0
LOGITECH INTERNATIONAL SA          AMER DEP RECPT  541419107      1336      28565 SH       DEFINED 9      28565         0         0
LOGITECH INTERNATIONAL SA          AMER DEP RECPT  541419107     48609    1039310 SH       DEFINED A    1039310         0         0
LOGITECH INTERNATIONAL SA          AMER DEP RECPT  541419107       734      15700 SH       DEFINED C      15700         0         0
LONE STAR TECHNOLOGIES INC         COMMON SHS      542312103     26972     522100 SH       DEFINED 4     519700         0      2400
LOWE'S COMPANIES INC               COMMON SHS      548661107       229       3440 SH       DEFINED 8       3440         0         0
LOWE'S COMPANIES INC               COMMON SHS      548661107      8695     130442 SH       DEFINED 9     129342         0      1100
LOWE'S COMPANIES INC               COMMON SHS      548661107     65121     976908 SH       DEFINED A     933608         0     43300
LOWE'S COMPANIES INC               COMMON SHS      548661107       707      10600 SH       DEFINED E          0         0     10600
LOWE'S COMPANIES INC               CONVERT ZERO CP 548661CF2   1424540   13000000 PRN      DEFINED A   13000000         0         0
LUCENT TECHNOLOGIES INC            COMMON SHS      549463107       721     270919 SH       DEFINED 9     270919         0         0
LUXOTTICA GROUP SPA                AMER DEP RECPT  55068R202       633      25000 SH       DEFINED 2      25000         0         0
LUXOTTICA GROUP SPA                AMER DEP RECPT  55068R202     17075     674650 SH       DEFINED 9     674650         0         0
LUXOTTICA GROUP SPA                AMER DEP RECPT  55068R202      1078      42600 SH       DEFINED        42600         0         0
LYONDELL CHEMICAL CO               COMMON SHS      552078107        84       3539 SH       DEFINED 6       3539         0         0
LYONDELL CHEMICAL CO               COMMON SHS      552078107       361      15140 SH       DEFINED 8      15140         0         0
LYONDELL CHEMICAL CO               COMMON SHS      552078107      1655      69500 SH       DEFINED 9      69500         0         0
LYONDELL CHEMICAL CO               COMMON SHS      552078107    197372    8285984 SH       DEFINED A    8045984         0    240000
LYONDELL CHEMICAL CO               COMMON SHS      552078107      1474      61900 SH       DEFINED C      61900         0         0
LYONDELL CHEMICAL CO               COMMON SHS      552078107      1365      57300 SH       DEFINED E          0         0     57300
LYONDELL CHEMICAL CO               COMMON SHS      552078107        20        840 SH       DEFINED L        840         0         0
M & T BANK CORP                    COMMON SHS      55261F104      2872      26336 SH       DEFINED 9      24836         0      1500
M & T BANK CORP                    COMMON SHS      55261F104        10         91 SH       DEFINED A         91         0         0
M/I HOMES INC                      COMMON SHS      55305B101     30875     760100 SH       DEFINED 4     757500         0      2600
MACERICH CO                        REAL EST INV TR 554382101       317       4720 SH       DEFINED 6       4720         0         0
MACERICH CO                        REAL EST INV TR 554382101       819      12200 SH       DEFINED 9      12200         0         0
MACERICH CO                        REAL EST INV TR 554382101     74720    1112900 SH       DEFINED A    1112900         0         0
MACQUARIE INFRASTRUCTURE CO TR     COMMON SHS      55607X108       213       6900 SH       DEFINED 9       6900         0         0
MAGNA INTERNATIONAL INC            ORDINARY SHS    559222401    254484    3029568 SH       DEFINED 8    3029568         0         0
MAGNA INTERNATIONAL INC            COMMON SHS      559222401         7        100 SH       DEFINED 9        100         0         0
MAINE & MARITIMES CORP             COMMON SHS      560377103       420      27100 SH       DEFINED 4      27100         0         0
MANITOWOC CO INC                   COMMON SHS      563571108      3872      77100 SH       DEFINED 8      77100         0         0
MANITOWOC CO INC                   COMMON SHS      563571108         6        110 SH       DEFINED 9        110         0         0
MANITOWOC CO INC                   COMMON SHS      563571108     17287     344230 SH       DEFINED A     337530         0      6700
MANPOWER INC                       COMMON SHS      56418H100      2883      61990 SH       DEFINED 9      61740       250         0
MANULIFE FINANCIAL CORP            COMMON SHS      56501R106     29400     500000 SH       DEFINED 4     500000         0         0
MANULIFE FINANCIAL CORP            ORDINARY SHS    56501R106    315018    4614292 SH       DEFINED 8    4614292         0         0
MANULIFE FINANCIAL CORP            COMMON SHS      56501R106       619      10527 SH       DEFINED 9      10527         0         0
MANULIFE FINANCIAL CORP            COMMON SHS      56501R106       276       4700 SH       DEFINED E          0         0      4700
MARATHON OIL CORP                  COMMON SHS      565849106      1582      25954 SH       DEFINED 9      25954         0         0
MARCHEX INC                        COMMON SHS      56624R108      7359     327200 SH       DEFINED 8     327200         0         0
MARCHEX INC                        COMMON SHS      56624R108     62549    2781190 SH       DEFINED A    2756590         0     24600
MARCHEX INC                        COMMON SHS      56624R108       585      26000 SH       DEFINED C      26000         0         0
MARINEMAX INC                      COMMON SHS      567908108      7043     223100 SH       DEFINED 9     223100         0         0
MARINEMAX INC                      COMMON SHS      567908108        85       2700 SH       DEFINED A       2700         0         0
MARINEMAX INC                      COMMON SHS      567908108       808      25600 SH       DEFINED        25600         0         0
MARRIOTT INTERNATIONAL INC         COMMON SHS      571903202      1568      23420 SH       DEFINED 9      23420         0         0
MARSH & MCLENNAN COS INC           COMMON SHS      571748102       340      10710 SH       DEFINED 8      10710         0         0
MARSH & MCLENNAN COS INC           COMMON SHS      571748102       861      27095 SH       DEFINED 9      27095         0         0
MARSH & MCLENNAN COS INC           COMMON SHS      571748102     56653    1783785 SH       DEFINED A    1656885         0    126900
MARSH & MCLENNAN COS INC           COMMON SHS      571748102       981      30900 SH       DEFINED E          0         0     30900
MARSH & MCLENNAN COS INC           COMMON SHS      571748102         9        270 SH       DEFINED L        270         0         0
MARSHALL & ILSLEY CORP             COMMON SHS      571834100      1786      41489 SH       DEFINED 9      41489         0         0
MARTEK BIOSCIENCES CORP            COMMON SHS      572901106      1829      74300 SH       DEFINED 9      74300         0         0
MARTEK BIOSCIENCES CORP            COMMON SHS      572901106       207       8400 SH       DEFINED         8400         0         0
MARTIN MARIETTA MATERIALS INC      COMMON SHS      573284106      1517      19769 SH       DEFINED 9      19769         0         0
MARVEL ENTERTAINMENT INC           COMMON SHS      57383T103      3520     214900 SH       DEFINED 9     214900         0         0
MARVEL ENTERTAINMENT INC           COMMON SHS      57383T103       371      22650 SH       DEFINED        22650         0         0
MARVELL TECHNOLOGY GROUP LTD       ORDINARY SHS    G5876H105         1         21 SH       DEFINED 6         21         0         0
MARVELL TECHNOLOGY GROUP LTD       ORDINARY SHS    G5876H105     85330    1521300 SH       DEFINED A    1521300         0         0
MASCO CORP                         COMMON SHS      574599106      6723     222700 SH       DEFINED 4     222700         0         0
MASCO CORP                         COMMON SHS      574599106      6743     223368 SH       DEFINED 9     221068       300      2000
MASCO CORP                         COMMON SHS      574599106     11489     380540 SH       DEFINED A     260340         0    120200
MASCO CORP                         COMMON SHS      574599106       392      13000 SH       DEFINED E          0         0     13000
MASCO CORP                         COMMON SHS      574599106         8        280 SH       DEFINED L        280         0         0
MASSEY ENERGY CO                   COMMON SHS      576206106       670      17700 SH       DEFINED 9      17700         0         0
MATRIA HEALTHCARE INC              COMMON SHS      576817209      4417     113950 SH       DEFINED 9     113950         0         0
MATRIA HEALTHCARE INC              COMMON SHS      576817209       500      12900 SH       DEFINED        12900         0         0
MATTEL INC                         COMMON SHS      577081102      1413      89331 SH       DEFINED 1      89331         0         0
MATTEL INC                         COMMON SHS      577081102      3300     208589 SH       DEFINED 2     208589         0         0
MATTEL INC                         COMMON SHS      577081102    192614   12175350 SH       DEFINED 5   12175350         0         0
MATTEL INC                         COMMON SHS      577081102     12820     810367 SH       DEFINED 8     810367         0         0
MATTEL INC                         COMMON SHS      577081102         8        487 SH       DEFINED 9        487         0         0
MATTEL INC                         COMMON SHS      577081102       845      53429 SH       DEFINED C      53429         0         0
MATTEL INC                         COMMON SHS      577081102      2664     168376 SH       DEFINED D     168376         0         0
MATTEL INC                         COMMON SHS      577081102     30055     858239 SH       DEFINED E     277449         0    580790
MATTEL INC                         COMMON SHS      577081102       910      57533 SH       DEFINED        57533         0         0
MATTEL INC                         COMMON SHS      577081102       936      59186 SH       DEFINED L      59186         0         0
MATTEL INC                         COMMON SHS      577081102       457      28894 SH       DEFINED M      28894         0         0
MAX RE CAPITAL LTD                 ORDINARY SHS    G6052F103      2802     107900 SH       DEFINED 8     107900         0         0
MAX RE CAPITAL LTD                 ORDINARY SHS    G6052F103      5733     220760 SH       DEFINED 9     220760         0         0
MAX RE CAPITAL LTD                 ORDINARY SHS    G6052F103     12521     482130 SH       DEFINED A     472830         0      9300
MAX RE CAPITAL LTD                 ORDINARY SHS    G6052F103       691      26600 SH       DEFINED        26600         0         0
MAXIM INTEGRATED PRODUCTS INC      COMMON SHS      57772K101        89       2457 SH       DEFINED 9       2457         0         0
MAXIM INTEGRATED PRODUCTS INC      COMMON SHS      57772K101      7206     198830 SH       DEFINED A     198830         0         0
MAXIM INTEGRATED PRODUCTS INC      COMMON SHS      57772K101       449      12400 SH       DEFINED E          0         0     12400
MAXIM INTEGRATED PRODUCTS INC      COMMON SHS      57772K101         7        190 SH       DEFINED L        190         0         0
MAXIMUS INC                        COMMON SHS      577933104     13043     355494 SH       DEFINED 6     355494         0         0
MAXIMUS INC                        COMMON SHS      577933104      2539      69200 SH       DEFINED 8      69200         0         0
MAXIMUS INC                        COMMON SHS      577933104       367      10000 SH       DEFINED 9      10000         0         0
MAXIMUS INC                        COMMON SHS      577933104     14055     383070 SH       DEFINED A     376770         0      6300
MAXTOR CORP                        COMMON SHS      577729205    147240   21216207 SH       DEFINED 1   21216207         0         0
MAXTOR CORP                        COMMON SHS      577729205     15328    2208584 SH       DEFINED 2    2208584         0         0
MAXTOR CORP                        COMMON SHS      577729205     56607    8156700 SH       DEFINED 5    8156700         0         0
MAXTOR CORP                        COMMON SHS      577729205       112      16078 SH       DEFINED 6      16078         0         0
MAXTOR CORP                        COMMON SHS      577729205       296      42600 SH       DEFINED 8      42600         0         0
MAXTOR CORP                        COMMON SHS      577729205      6304     908333 SH       DEFINED 9     908333         0         0
MAXTOR CORP                        COMMON SHS      577729205      1216     175260 SH       DEFINED C     175260         0         0
MAXTOR CORP                        COMMON SHS      577729205      4139     596440 SH       DEFINED D     596440         0         0
MAXTOR CORP                        COMMON SHS      577729205      6253     900991 SH       DEFINED E     844030         0     56961
MAXTOR CORP                        COMMON SHS      577729205       711     102500 SH       DEFINED       102500         0         0
MBIA INC                           COMMON SHS      55262C100      7821     130000 SH       DEFINED 4     130000         0         0
MBIA INC                           COMMON SHS      55262C100      1000      16615 SH       DEFINED 9      16615         0         0
MBNA CORP                          COMMON SHS      55262L100      1140      42000 SH       DEFINED 4      42000         0         0
MBNA CORP                          COMMON SHS      55262L100    211858    7803240 SH       DEFINED 5    7803240         0         0
MBNA CORP                          COMMON SHS      55262L100       100       3670 SH       DEFINED 6       3670         0         0
MBNA CORP                          COMMON SHS      55262L100      3012     110925 SH       DEFINED 8     110925         0         0
MBNA CORP                          COMMON SHS      55262L100     12198     449272 SH       DEFINED 9     429882         0     19390
MBNA CORP                          COMMON SHS      55262L100      5768     212460 SH       DEFINED A     149560         0     62900
MBNA CORP                          COMMON SHS      55262L100        17        630 SH       DEFINED L        630         0         0
MCCORMICK & CO INC                 COMMON SHS      579780206     69900    2260670 SH       DEFINED 4    2260670         0         0
MCCORMICK & CO INC                 COMMON SHS      579780206       257       8300 SH       DEFINED 9       8300         0         0
MCDONALD'S CORP                    COMMON SHS      580135101      5284     156700 SH       DEFINED 4     156700         0         0
MCDONALD'S CORP                    COMMON SHS      580135101     13786     408852 SH       DEFINED 9     404952       400      3500
MCDONALD'S CORP                    COMMON SHS      580135101      2360      70000 SH       DEFINED        70000         0         0
MCG CAPITAL CORP                   COMMON SHS      58047P107     19275    1321082 SH       DEFINED 5    1321082         0         0
MCGRAW-HILL COMPANIES INC          COMMON SHS      580645109     23342     452104 SH       DEFINED 9     444104         0      8000
MCI INC                            COMMON SHS      552691107    183478    9299424 SH       DEFINED 5    9299424         0         0
MCKESSON CORP                      COMMON SHS      58155Q103       277       5360 SH       DEFINED 8       5360         0         0
MCKESSON CORP                      COMMON SHS      58155Q103       194       3765 SH       DEFINED 9       3765         0         0
MCKESSON CORP                      COMMON SHS      58155Q103     13369     259130 SH       DEFINED A     189130         0     70000
MCKESSON CORP                      COMMON SHS      58155Q103       980      19000 SH       DEFINED E          0         0     19000
MCKESSON CORP                      COMMON SHS      58155Q103        18        340 SH       DEFINED L        340         0         0
MCMORAN EXPLORATION CO             COMMON SHS      582411104         4        189 SH       DEFINED 9        189         0         0
MCMORAN EXPLORATION CO             COMMON SHS      582411104       513      25937 SH       DEFINED A      25937         0         0
MDC HOLDINGS INC                   COMMON SHS      552676108     29750     480000 SH       DEFINED 4     480000         0         0
MDC HOLDINGS INC                   COMMON SHS      552676108       227       3660 SH       DEFINED 6       3660         0         0
MDC HOLDINGS INC                   COMMON SHS      552676108    115399    1861877 SH       DEFINED A    1861877         0         0
MDS INC                            ORDINARY SHS    55269P302      2005      99695 SH       DEFINED 1      99695         0         0
MDS INC                            ORDINARY SHS    55269P302     38975    1938071 SH       DEFINED 2    1938071         0         0
MDS INC                            ORDINARY SHS    55269P302     42798    2128200 SH       DEFINED 5    2128200         0         0
MDS INC                            ORDINARY SHS    55269P302     14874     739651 SH       DEFINED 8     739651         0         0
MDS INC                            ORDINARY SHS    55269P302      7947     395182 SH       DEFINED A     395182         0         0
MDS INC                            ORDINARY SHS    55269P302     15945     792900 SH       DEFINED E     243000         0    549900
MDU RESOURCES GROUP INC            COMMON SHS      552690109       617      18853 SH       DEFINED 9      18853         0         0
MEADWESTVACO CORP                  COMMON SHS      583334107     26872     958687 SH       DEFINED 4     958687         0         0
MEADWESTVACO CORP                  COMMON SHS      583334107        91       3240 SH       DEFINED 9       2400         0       840
MEDAREX INC                        COMMON SHS      583916101      5516     398300 SH       DEFINED 9     398300         0         0
MEDAREX INC                        COMMON SHS      583916101      4475     323100 SH       DEFINED A     323100         0         0
MEDAREX INC                        COMMON SHS      583916101       638      46100 SH       DEFINED        46100         0         0
MEDCO HEALTH SOLUTIONS INC         COMMON SHS      58405U102      2692      48240 SH       DEFINED 7      48240         0         0
MEDCO HEALTH SOLUTIONS INC         COMMON SHS      58405U102         1         24 SH       DEFINED 8         24         0         0
MEDCO HEALTH SOLUTIONS INC         COMMON SHS      58405U102     12640     226518 SH       DEFINED 9     224831         0      1687
MEDCO HEALTH SOLUTIONS INC         COMMON SHS      58405U102      1142      20465 SH       DEFINED A      18065         0      2400
MEDICAL PROPERTIES TRUST INC       REAL EST INV TR 58463J304     11012    1126000 SH       DEFINED A    1126000         0         0
MEDICINES CO                       COMMON SHS      584688105      1745     100000 SH       DEFINED 6     100000         0         0
MEDICINES CO                       COMMON SHS      584688105      2378     136300 SH       DEFINED 8     136300         0         0
MEDICINES CO                       COMMON SHS      584688105     51076    2926980 SH       DEFINED A    2908280         0     18700
MEDICINES CO                       COMMON SHS      584688105       557      31900 SH       DEFINED C      31900         0         0
MEDICIS PHARMACEUTICAL CORP        COMMON SHS      584690309         2         76 SH       DEFINED 6         76         0         0
MEDICIS PHARMACEUTICAL CORP        COMMON SHS      584690309       776      24200 SH       DEFINED A      21600         0      2600
MEDIMMUNE INC                      COMMON SHS      584699102      1037      29616 SH       DEFINED 9      29116         0       500
MEDIMMUNE INC                      COMMON SHS      584699102     26044     743682 SH       DEFINED A     743682         0         0
MEDTRONIC INC                      COMMON SHS      585055106      1713      29750 SH       DEFINED 4      29750         0         0
MEDTRONIC INC                      COMMON SHS      585055106       256       4442 SH       DEFINED 6       4442         0         0
MEDTRONIC INC                      COMMON SHS      585055106      5492      95391 SH       DEFINED 8      95391         0         0
MEDTRONIC INC                      COMMON SHS      585055106     61458    1067527 SH       DEFINED 9    1051497       250     15780
MEDTRONIC INC                      COMMON SHS      585055106     31730     551149 SH       DEFINED A     471749         0     79400
MEDTRONIC INC                      COMMON SHS      585055106      1347      23400 SH       DEFINED E          0         0     23400
MEDTRONIC INC                      COMMON SHS      585055106       360       6250 SH       DEFINED I       6250         0         0
MEDTRONIC INC                      COMMON SHS      585055106       345       6000 SH       DEFINED M       6000         0         0
MELLON FINANCIAL CORP              COMMON SHS      58551A108      6682     195100 SH       DEFINED 4     195100         0         0
MELLON FINANCIAL CORP              COMMON SHS      58551A108       852      24886 SH       DEFINED 9      24886         0         0
MEMC ELECTRONIC MATERIALS INC      COMMON SHS      552715104       432      19500 SH       DEFINED 9      19500         0         0
MENS WEARHOUSE INC                 COMMON SHS      587118100     15873     539150 SH       DEFINED 4     537000         0      2150
MERCANTILE BANKSHARES CORP         COMMON SHS      587405101     41177     729575 SH       DEFINED 4     729575         0         0
MERCANTILE BANKSHARES CORP         COMMON SHS      587405101        76       1350 SH       DEFINED 6       1350         0         0
MERCANTILE BANKSHARES CORP         COMMON SHS      587405101       923      16350 SH       DEFINED 9      16350         0         0
MERCER INS GROUP INC               COMMON SHS      587902107       375      25000 SH       DEFINED 4      25000         0         0
MERCER INTERNATIONAL INC           COMMON SHS      588056101     16774    2134100 SH       DEFINED 4    2128700         0      5400
MERCHANTS GROUP INC                COMMON SHS      588539106      5729     190000 SH       DEFINED 4     190000         0         0
MERCK & CO INC                     COMMON SHS      589331107    866976   27254839 SH       DEFINED 1   27034839         0    220000
MERCK & CO INC                     COMMON SHS      589331107     26585     835733 SH       DEFINED 2     835733         0         0
MERCK & CO INC                     COMMON SHS      589331107     10306     324000 SH       DEFINED 3     324000         0         0
MERCK & CO INC                     COMMON SHS      589331107     72131    2267560 SH       DEFINED 5    2267560         0         0
MERCK & CO INC                     COMMON SHS      589331107      2224      69919 SH       DEFINED 6      69919         0         0
MERCK & CO INC                     COMMON SHS      589331107     15905     500000 SH       DEFINED 7     500000         0         0
MERCK & CO INC                     COMMON SHS      589331107     14655     460695 SH       DEFINED 8     460695         0         0
MERCK & CO INC                     COMMON SHS      589331107    113149    3557029 SH       DEFINED 9    3471489         0     85540
MERCK & CO INC                     COMMON SHS      589331107   1345394   42294679 SH       DEFINED A   42180079         0    114600
MERCK & CO INC                     COMMON SHS      589331107      1564      49155 SH       DEFINED C      49155         0         0
MERCK & CO INC                     COMMON SHS      589331107      4340     136420 SH       DEFINED D     136420         0         0
MERCK & CO INC                     COMMON SHS      589331107    109015    2422808 SH       DEFINED E    1025420         0   1397388
MERCK & CO INC                     COMMON SHS      589331107      2290      72000 SH       DEFINED        72000         0         0
MERCK & CO INC                     COMMON SHS      589331107      1629      51204 SH       DEFINED L      51204         0         0
MERCK & CO INC                     COMMON SHS      589331107       771      24249 SH       DEFINED M      24249         0         0
MERCURY GENERAL CORP               COMMON SHS      589400100     33855     581500 SH       DEFINED 4     581500         0         0
MERCURY GENERAL CORP               COMMON SHS      589400100       134       2300 SH       DEFINED 6       2300         0         0
MERCURY INTERACTIVE CORP           CONVERTIBLE BD  589405AB5        10      10000 PRN      DEFINED 9      10000         0         0
MERIDIAN GOLD INC                  COMMON SHS      589975101        11        500 SH       DEFINED 9        500         0         0
MERIDIAN GOLD INC                  COMMON SHS      589975101     41139    1796260 SH       DEFINED A    1796260         0         0
MERISTAR HOSPITALITY CORP          REAL EST INV TR 58984Y103      5936     631441 SH       DEFINED 6     631441         0         0
MERISTAR HOSPITALITY CORP          REAL EST INV TR 58984Y103      3345     355800 SH       DEFINED 8     355800         0         0
MERISTAR HOSPITALITY CORP          REAL EST INV TR 58984Y103     17142    1823599 SH       DEFINED A    1792699         0     30900
MERISTAR HOSPITALITY CORP          CONVERTIBLE BD  58984YAJ2    150023  124500000 PRN      DEFINED A  124500000         0         0
MERIT MEDICAL SYSTEMS INC          COMMON SHS      589889104      2528     208200 SH       DEFINED 8     208200         0         0
MERIT MEDICAL SYSTEMS INC          COMMON SHS      589889104     12056     993117 SH       DEFINED A     973451         0     19666
MERITAGE HOMES CORP                COMMON SHS      59001A102      1631      25925 SH       DEFINED 9      25925         0         0
MERITAGE HOMES CORP                COMMON SHS      59001A102      8875     141046 SH       DEFINED A     141046         0         0
MERRILL LYNCH & CO INC             COMMON SHS      590188108    235593    3478417 SH       DEFINED 1    3478417         0         0
MERRILL LYNCH & CO INC             COMMON SHS      590188108       897      13251 SH       DEFINED 2      13251         0         0
MERRILL LYNCH & CO INC             COMMON SHS      590188108     23760     350800 SH       DEFINED 3     350800         0         0
MERRILL LYNCH & CO INC             COMMON SHS      590188108       176       2600 SH       DEFINED 8       2600         0         0
MERRILL LYNCH & CO INC             COMMON SHS      590188108      2480      36612 SH       DEFINED 9      36612         0         0
MERRILL LYNCH & CO INC             COMMON SHS      590188108      5370      79280 SH       DEFINED A      39280         0     40000
MERRILL LYNCH & CO INC             COMMON SHS      590188108     68700     561963 SH       DEFINED E      17600         0    544363
MERRILL LYNCH & CO INC             COMMON SHS      590188108      1817      26821 SH       DEFINED L      26821         0         0
MERRILL LYNCH & CO INC             COMMON SHS      590188108       693      10237 SH       DEFINED M      10237         0         0
MESA AIR GROUP INC                 COMMON SHS      590479101      4707     450000 SH       DEFINED 4     450000         0         0
METAL MANAGEMENT INC               COMMON SHS      591097209      3212     138100 SH       DEFINED 9     138100         0         0
METAL MANAGEMENT INC               COMMON SHS      591097209       388      16700 SH       DEFINED        16700         0         0
METALLICA RESOURCES INC            ORDINARY SHS    59125J104      3201    1488998 SH       DEFINED A    1488998         0         0
METHANEX CORP                      ORDINARY SHS    59151K108    112652    5153346 SH       DEFINED 8    5153346         0         0
METHODE ELECTRONICS INC            COMMON SHS      591520200     14871    1491624 SH       DEFINED 6    1491624         0         0
METLIFE INC                        COMMON SHS      59156R108     22168     452400 SH       DEFINED 4     452400         0         0
METLIFE INC                        COMMON SHS      59156R108      1053      21490 SH       DEFINED 9      21490         0         0
METLIFE INC                        COMMON SHS      59156R108         3         57 SH       DEFINED A         57         0         0
METSO OYJ                          AMER DEP RECPT  592671101      4296     157200 SH       DEFINED 2     157200         0         0
METTLER-TOLEDO INTERNATIONAL INC   COMMON SHS      592688105     23758     430400 SH       DEFINED 4     427800         0      2600
METTLER-TOLEDO INTERNATIONAL INC   COMMON SHS      592688105     39591     717235 SH       DEFINED 6     717235         0         0
METTLER-TOLEDO INTERNATIONAL INC   COMMON SHS      592688105      2429      44000 SH       DEFINED 8      44000         0         0
METTLER-TOLEDO INTERNATIONAL INC   COMMON SHS      592688105    122255    2214763 SH       DEFINED A    2210863         0      3900
METTLER-TOLEDO INTERNATIONAL INC   COMMON SHS      592688105      1822      33000 SH       DEFINED C      33000         0         0
MEXICO FUND INC                    CLOSE END MUT F 592835102     17612     620800 SH       DEFINED 4     620800         0         0
MGI PHARMA INC                     COMMON SHS      552880106       860      50138 SH       DEFINED 6      50138         0         0
MGI PHARMA INC                     COMMON SHS      552880106     33950    1978440 SH       DEFINED A    1973940         0      4500
MGI PHARMA INC                     COMMON SHS      552880106      1093      63700 SH       DEFINED C      63700         0         0
MGIC INVESTMENT CORP               COMMON SHS      552848103     29310     445300 SH       DEFINED 4     445300         0         0
MGIC INVESTMENT CORP               COMMON SHS      552848103       211       3200 SH       DEFINED 9       3200         0         0
MGIC INVESTMENT CORP               COMMON SHS      552848103         3         38 SH       DEFINED A         38         0         0
MICREL INC                         COMMON SHS      594793101       290      25000 SH       DEFINED 7      25000         0         0
MICREL INC                         COMMON SHS      594793101      5715     492700 SH       DEFINED 9     492700         0         0
MICREL INC                         COMMON SHS      594793101       517      44600 SH       DEFINED        44600         0         0
MICROCHIP TECHNOLOGY INC           COMMON SHS      595017104       198       6161 SH       DEFINED 6       6161         0         0
MICROCHIP TECHNOLOGY INC           COMMON SHS      595017104       460      14300 SH       DEFINED 9      14300         0         0
MICROCHIP TECHNOLOGY INC           COMMON SHS      595017104    216436    6732080 SH       DEFINED A    6732080         0         0
MICROCHIP TECHNOLOGY INC           COMMON SHS      595017104      3202      99600 SH       DEFINED C      99600         0         0
MICROMUSE INC                      COMMON SHS      595094103      3910     395300 SH       DEFINED 8     395300         0         0
MICROMUSE INC                      COMMON SHS      595094103     14912    1507800 SH       DEFINED A    1480100         0     27700
MICROS SYSTEMS INC                 COMMON SHS      594901100      5803     120100 SH       DEFINED 8     120100         0         0
MICROS SYSTEMS INC                 COMMON SHS      594901100     21866     452535 SH       DEFINED A     443635         0      8900
MICROSEMI CORP                     COMMON SHS      595137100       100       3626 SH       DEFINED 6       3626         0         0
MICROSEMI CORP                     COMMON SHS      595137100      7846     283660 SH       DEFINED 8     283660         0         0
MICROSEMI CORP                     COMMON SHS      595137100         6        200 SH       DEFINED 9        200         0         0
MICROSEMI CORP                     COMMON SHS      595137100    136208    4924350 SH       DEFINED A    4903150         0     21200
MICROSEMI CORP                     COMMON SHS      595137100      1718      62100 SH       DEFINED C      62100         0         0
MICROSOFT CORP                     COMMON SHS      594918104     15010     574000 SH       DEFINED 3     574000         0         0
MICROSOFT CORP                     COMMON SHS      594918104     10132     387450 SH       DEFINED 4     387450         0         0
MICROSOFT CORP                     COMMON SHS      594918104    268871   10281889 SH       DEFINED 5   10281889         0         0
MICROSOFT CORP                     COMMON SHS      594918104      3253     124409 SH       DEFINED 6     124409         0         0
MICROSOFT CORP                     COMMON SHS      594918104     26150    1000000 SH       DEFINED 7    1000000         0         0
MICROSOFT CORP                     COMMON SHS      594918104      8163     312148 SH       DEFINED 8     312148         0         0
MICROSOFT CORP                     COMMON SHS      594918104    112895    4317227 SH       DEFINED 9    4252263      2050     62914
MICROSOFT CORP                     COMMON SHS      594918104    155715    5954688 SH       DEFINED A    5424688         0    530000
MICROSOFT CORP                     COMMON SHS      594918104      3026     115700 SH       DEFINED E          0         0    115700
MICROSOFT CORP                     COMMON SHS      594918104      3818     146000 SH       DEFINED       146000         0         0
MICROSOFT CORP                     COMMON SHS      594918104        46       1760 SH       DEFINED L       1760         0         0
MICROSOFT CORP                     COMMON SHS      594918104       262      10000 SH       DEFINED M      10000         0         0
MICROTUNE INC                      COMMON SHS      59514P109      1844     442100 SH       DEFINED 8     442100         0         0
MICROTUNE INC                      COMMON SHS      59514P109      2776     665700 SH       DEFINED 9     665700         0         0
MICROTUNE INC                      COMMON SHS      59514P109      9936    2382850 SH       DEFINED A    2341550         0     41300
MICROTUNE INC                      COMMON SHS      59514P109       327      78400 SH       DEFINED        78400         0         0
MIDCAP SPDR TRUST                  OPEN END UT TR  595635103      4699      34884 SH       DEFINED 9      34884         0         0
MIDLAND CO                         COMMON SHS      597486109     13875     385000 SH       DEFINED 4     385000         0         0
MILACRON INC                       COMMON SHS      598709103        27      21200 SH       DEFINED 9      21200         0         0
MILLENNIUM PHARMACEUTICALS INC     COMMON SHS      599902103         8        800 SH       DEFINED 9        800         0         0
MILLENNIUM PHARMACEUTICALS INC     COMMON SHS      599902103      3072     316696 SH       DEFINED A     316696         0         0
MILLIPORE CORP                     COMMON SHS      601073109     13995     211921 SH       DEFINED 2     122231         0     89690
MILLIPORE CORP                     COMMON SHS      601073109     26416     400000 SH       DEFINED 7     400000         0         0
MILLIPORE CORP                     COMMON SHS      601073109     12049     182450 SH       DEFINED 8     182450         0         0
MILLIPORE CORP                     COMMON SHS      601073109       427       6461 SH       DEFINED 9       6461         0         0
MILLIPORE CORP                     COMMON SHS      601073109      7370     111600 SH       DEFINED E      20700         0     90900
MILLIPORE CORP                     COMMON SHS      601073109        73       1100 SH       DEFINED         1100         0         0
MILLS CORP                         REAL EST INV TR 601148109        42       1000 SH       DEFINED 9       1000         0         0
MILLS CORP                         REAL EST INV TR 601148109     32256     769100 SH       DEFINED A     769100         0         0
MINDSPEED TECHNOLOGIES INC         COMMON SHS      602682106       235     100000 SH       DEFINED 7     100000         0         0
MINE SAFETY APPLIANCES CO          COMMON SHS      602720104     34030     939800 SH       DEFINED 4     937900         0      1900
MINE SAFETY APPLIANCES CO          COMMON SHS      602720104      1282      35400 SH       DEFINED A      31300         0      4100
MINERALS TECHNOLOGIES INC          COMMON SHS      603158106     14817     265112 SH       DEFINED 6     265112         0         0
MINERALS TECHNOLOGIES INC          COMMON SHS      603158106      4628      82800 SH       DEFINED 8      82800         0         0
MINERALS TECHNOLOGIES INC          COMMON SHS      603158106        28        500 SH       DEFINED 9        500         0         0
MINERALS TECHNOLOGIES INC          COMMON SHS      603158106     23770     425300 SH       DEFINED A     417200         0      8100
MIRAMAR MNG CORP (CAD)             ORDINARY SHS    60466E100      3884    1330000 SH       DEFINED A    1330000         0         0
MOBILE TELESYSTEMS OJSC            AMER DEP RECPT  607409109    207778    5936500 SH       DEFINED C    5936500         0         0
MOLECULAR DEVICES CORP             COMMON SHS      60851C107     16642     575263 SH       DEFINED 6     575263         0         0
MOLECULAR DEVICES CORP             COMMON SHS      60851C107      3755     129800 SH       DEFINED 8     129800         0         0
MOLECULAR DEVICES CORP             COMMON SHS      60851C107     21592     746357 SH       DEFINED A     730557         0     15800
MOLEX INC                          COMMON SHS      608554101      3801     146483 SH       DEFINED 7     146483         0         0
MOLEX INC                          COMMON SHS      608554101       313      12072 SH       DEFINED 9      12072         0         0
MOLEX INC                          COMMON SHS      608554200      3602     146483 SH       DEFINED 7     146483         0         0
MOLEX INC                          COMMON SHS      608554200       141       5718 SH       DEFINED 9       5718         0         0
MOLINA HEALTHCARE INC              COMMON SHS      60855R100      6459     242437 SH       DEFINED 6     242437         0         0
MOLINA HEALTHCARE INC              COMMON SHS      60855R100       384      14400 SH       DEFINED A      12800         0      1600
MOLSON COORS BREWING CO            COMMON SHS      60871R209       285       4250 SH       DEFINED 8       4250         0         0
MOLSON COORS BREWING CO            COMMON SHS      60871R209       183       2725 SH       DEFINED 9       2725         0         0
MOLSON COORS BREWING CO            COMMON SHS      60871R209      7776     116070 SH       DEFINED A      73270         0     42800
MOLSON COORS BREWING CO            COMMON SHS      60871R209       509       7600 SH       DEFINED E          0         0      7600
MOLSON COORS BREWING CO            COMMON SHS      60871R209        13        190 SH       DEFINED L        190         0         0
MONACO COACH CORP                  COMMON SHS      60886R103     21110    1587200 SH       DEFINED 4    1579500         0      7700
MONOLITHIC SYSTEM TECHNOLOGY INC   COMMON SHS      609842109        55      10000 SH       DEFINED 9      10000         0         0
MONSANTO CO                        COMMON SHS      61166W101     64738     835000 SH       DEFINED 4     835000         0         0
MONSANTO CO                        COMMON SHS      61166W101         2         23 SH       DEFINED 6         23         0         0
MONSANTO CO                        COMMON SHS      61166W101       755       9737 SH       DEFINED 9       9737         0         0
MONTPELIER RE HOLDINGS LTD         COMMON SHS      G62185106     27018    1429500 SH       DEFINED 4    1423400         0      6100
MONTPELIER RE HOLDINGS LTD         COMMON SHS      G62185106     47534    2515038 SH       DEFINED 5    2515038         0         0
MONTPELIER RE HOLDINGS LTD         COMMON SHS      G62185106      8160     431739 SH       DEFINED 6     431739         0         0
MONTPELIER RE HOLDINGS LTD         COMMON SHS      G62185106       333      17600 SH       DEFINED 9      17600         0         0
MONTPELIER RE HOLDINGS LTD         COMMON SHS      G62185106     36561    1934441 SH       DEFINED A    1934441         0         0
MONTPELIER RE HOLDINGS LTD         COMMON SHS      G62185106         7        350 SH       DEFINED L        350         0         0
MOODY'S CORP                       COMMON SHS      615369105     29973     488000 SH       DEFINED 7     488000         0         0
MOODY'S CORP                       COMMON SHS      615369105      2778      45236 SH       DEFINED 9      45236         0         0
MOODY'S CORP                       COMMON SHS      615369105     65920    1073270 SH       DEFINED A    1073270         0         0
MORGAN STANLEY                     COMMON SHS      617446448      8041     141719 SH       DEFINED 1     141719         0         0
MORGAN STANLEY                     COMMON SHS      617446448      7639     134625 SH       DEFINED 2      86625         0     48000
MORGAN STANLEY                     COMMON SHS      617446448      4369      77000 SH       DEFINED 4      77000         0         0
MORGAN STANLEY                     COMMON SHS      617446448      3131      55174 SH       DEFINED 6      55174         0         0
MORGAN STANLEY                     COMMON SHS      617446448       527       9280 SH       DEFINED 8       9280         0         0
MORGAN STANLEY                     COMMON SHS      617446448     12348     217628 SH       DEFINED 9     216573         0      1055
MORGAN STANLEY                     COMMON SHS      617446448     34403     606321 SH       DEFINED A     563321         0     43000
MORGAN STANLEY                     COMMON SHS      617446448       713      12564 SH       DEFINED C      12564         0         0
MORGAN STANLEY                     COMMON SHS      617446448      4474      78847 SH       DEFINED D      78847         0         0
MORGAN STANLEY                     COMMON SHS      617446448     35042     617584 SH       DEFINED E     142342         0    475242
MORGAN STANLEY                     COMMON SHS      617446448      1546      27249 SH       DEFINED L      27249         0         0
MORGAN STANLEY                     COMMON SHS      617446448       595      10489 SH       DEFINED M      10489         0         0
MORGAN STANLEY DEAN WITTER INDIA I CLOSE END MUT F 61745C105       228       6100 SH       DEFINED 9       6100         0         0
MORTGAGEIT HOLDINGS INC            REAL EST INV TR 61915Q108      8014     586700 SH       DEFINED A     586700         0         0
MOTOROLA INC                       COMMON SHS      620076109         5        200 SH       DEFINED 8        200         0         0
MOTOROLA INC                       COMMON SHS      620076109      7644     338394 SH       DEFINED 9     335294         0      3100
MOTOROLA INC                       COMMON SHS      620076109     15394     681439 SH       DEFINED A     681439         0         0
MOTOROLA INC                       COMMON SHS      620076109       271      12000 SH       DEFINED M      12000         0         0
MUELLER INDUSTRIES INC             COMMON SHS      624756102     51352    1872800 SH       DEFINED 4    1867400         0      5400
MUELLER INDUSTRIES INC             COMMON SHS      624756102       278      10125 SH       DEFINED 9      10125         0         0
MULTI FINELINE ELECTRONIX INC      COMMON SHS      62541B101      6604     137100 SH       DEFINED 9     137100         0         0
MULTI FINELINE ELECTRONIX INC      COMMON SHS      62541B101       140       2900 SH       DEFINED A       2900         0         0
MULTI FINELINE ELECTRONIX INC      COMMON SHS      62541B101       751      15600 SH       DEFINED        15600         0         0
MUNIHOLDINGS INSURED FUND INC      CLOSE END MUT F 625930102       178      13000 SH       DEFINED 9      13000         0         0
MUNIYIELD NEW YORK INSURED FUND    CLOSE END MUT F 626301105       199      14492 SH       DEFINED 9       7392         0      7100
MURPHY OIL CORP                    COMMON SHS      626717102        75       1390 SH       DEFINED 6       1390         0         0
MURPHY OIL CORP                    COMMON SHS      626717102       924      17116 SH       DEFINED 9      17116         0         0
MURPHY OIL CORP                    COMMON SHS      626717102     21915     405900 SH       DEFINED A     405900         0         0
MURPHY OIL CORP                    COMMON SHS      626717102       405       7500 SH       DEFINED C       7500         0         0
MWI VETERINARY SUPPLY INC          COMMON SHS      55402X105      3280     127065 SH       DEFINED A     123665         0      3400
MYLAN LABORATORIES INC             COMMON SHS      628530107      8096     405587 SH       DEFINED 8     405587         0         0
MYLAN LABORATORIES INC             COMMON SHS      628530107       378      18920 SH       DEFINED 9      18920         0         0
MYLAN LABORATORIES INC             COMMON SHS      628530107      1321      66200 SH       DEFINED E      66200         0         0
MYLAN LABORATORIES INC             COMMON SHS      628530107       312      15650 SH       DEFINED        15650         0         0
MYLAN LABORATORIES INC             COMMON SHS      628530107        81       4057 SH       DEFINED M       4057         0         0
MYOGEN INC                         COMMON SHS      62856E104       603      20000 SH       DEFINED 6      20000         0         0
MYOGEN INC                         COMMON SHS      62856E104       284       9400 SH       DEFINED 9       9400         0         0
MYOGEN INC                         COMMON SHS      62856E104      3900     129300 SH       DEFINED A     129300         0         0
MYRIAD GENETICS INC                COMMON SHS      62855J104      3199     153788 SH       DEFINED 6     153788         0         0
MYRIAD GENETICS INC                COMMON SHS      62855J104       957      46000 SH       DEFINED A      40700         0      5300
NABORS INDUSTRIES INC              CONVERT ZERO CP 629568AL0       947       8000 PRN      DEFINED 9       8000         0         0
NABORS INDUSTRIES LTD              COMMON SHS      G6359F103      6268      82745 SH       DEFINED 9      82745         0         0
NABORS INDUSTRIES LTD              COMMON SHS      G6359F103      6632      87550 SH       DEFINED A      87550         0         0
NABORS INDUSTRIES LTD              COMMON SHS      G6359F103      2303      30400 SH       DEFINED        30400         0         0
NACCO INDUSTRIES INC               COMMON SHS      629579103     55810     476400 SH       DEFINED 5     476400         0         0
NASDAQ 100 INDEX                   OPEN END UT TR  631100104      1915      47293 SH       DEFINED 9      47143         0       150
NASDAQ STOCK MARKET INC            COMMON SHS      631103108      3307      94000 SH       DEFINED 9      94000         0         0
NASDAQ STOCK MARKET INC            COMMON SHS      631103108       880      25000 SH       DEFINED A      25000         0         0
NASDAQ STOCK MARKET INC            COMMON SHS      631103108       299       8500 SH       DEFINED         8500         0         0
NASH FINCH CO                      COMMON SHS      631158102       204       8000 SH       DEFINED 9       8000         0         0
NASHUA CORP                        COMMON SHS      631226107      3355     477930 SH       DEFINED 4     477930         0         0
NATIONAL AUSTRALIA BANK LTD        CONVERT PREF    632525309      2442      61975 SH       DEFINED 9      61975         0         0
NATIONAL AUSTRALIA BANK LTD        AMER DEP RECPT  632525408       133       1119 SH       DEFINED 6       1119         0         0
NATIONAL AUSTRALIA BANK LTD        AMER DEP RECPT  632525408       134       1125 SH       DEFINED 9       1125         0         0
NATIONAL BANK OF GREECE SA         AMER DEP RECPT  633643408       247      28800 SH       DEFINED 9      27400         0      1400
NATIONAL CITY CORP                 COMMON SHS      635405103      1204      35860 SH       DEFINED 4      35860         0         0
NATIONAL CITY CORP                 COMMON SHS      635405103       598      17800 SH       DEFINED 8      17800         0         0
NATIONAL CITY CORP                 COMMON SHS      635405103       693      20651 SH       DEFINED 9      20651         0         0
NATIONAL FINANCIAL PARTNERS CORP   COMMON SHS      63607P208      2291      43600 SH       DEFINED 4      43500         0       100
NATIONAL FINANCIAL PARTNERS CORP   COMMON SHS      63607P208     19121     363855 SH       DEFINED 6     363855         0         0
NATIONAL FINANCIAL PARTNERS CORP   COMMON SHS      63607P208      5255     100000 SH       DEFINED 8     100000         0         0
NATIONAL FINANCIAL PARTNERS CORP   COMMON SHS      63607P208      5922     112700 SH       DEFINED 9     112700         0         0
NATIONAL FINANCIAL PARTNERS CORP   COMMON SHS      63607P208     50828     967230 SH       DEFINED A     958030         0      9200
NATIONAL FINANCIAL PARTNERS CORP   COMMON SHS      63607P208       625      11900 SH       DEFINED I      11900         0         0
NATIONAL FUEL GAS CO               COMMON SHS      636180101       238       7628 SH       DEFINED 9       3628         0      4000
NATIONAL INSTRUMENTS CORP          COMMON SHS      636518102     16165     504356 SH       DEFINED 6     504356         0         0
NATIONAL INSTRUMENTS CORP          COMMON SHS      636518102      6463     201650 SH       DEFINED 8     201650         0         0
NATIONAL INSTRUMENTS CORP          COMMON SHS      636518102     28898     901662 SH       DEFINED A     883662         0     18000
NATIONAL OILWELL VARCO INC         COMMON SHS      637071101     53956     860541 SH       DEFINED 1     860541         0         0
NATIONAL OILWELL VARCO INC         COMMON SHS      637071101       156       2493 SH       DEFINED 6       2493         0         0
NATIONAL OILWELL VARCO INC         COMMON SHS      637071101       126       2003 SH       DEFINED 8       2003         0         0
NATIONAL OILWELL VARCO INC         COMMON SHS      637071101      5511      87890 SH       DEFINED 9      87890         0         0
NATIONAL OILWELL VARCO INC         COMMON SHS      637071101    187189    2985463 SH       DEFINED A    2985463         0         0
NATIONAL RV HOLDINGS INC           COMMON SHS      637277104      1856     295000 SH       DEFINED 4     295000         0         0
NATIONAL WESTERN LIFE INSURANCE CO COMMON SHS      638522102     31037     150000 SH       DEFINED 4     150000         0         0
NATIONWIDE FINANCIAL SERVICES INC  COMMON SHS      638612101    124346    2826050 SH       DEFINED 5    2826050         0         0
NATIONWIDE FINANCIAL SERVICES INC  COMMON SHS      638612101        73       1652 SH       DEFINED 9       1652         0         0
NATIONWIDE FINANCIAL SERVICES INC  COMMON SHS      638612101        10        235 SH       DEFINED A        235         0         0
NATIONWIDE HEALTH PROPERTIES INC   REAL EST INV TR 638620104      1515      70800 SH       DEFINED 9      63300         0      7500
NAVTEQ CORP                        COMMON SHS      63936L100       100       2280 SH       DEFINED 6       2280         0         0
NAVTEQ CORP                        COMMON SHS      63936L100      1160      26435 SH       DEFINED 9      26435         0         0
NAVTEQ CORP                        COMMON SHS      63936L100     68082    1551910 SH       DEFINED A    1551910         0         0
NAVTEQ CORP                        COMMON SHS      63936L100      1110      25300 SH       DEFINED C      25300         0         0
NBTY INC                           COMMON SHS      628782104     21812    1342300 SH       DEFINED 4    1339000         0      3300
NBTY INC                           COMMON SHS      628782104        39       2400 SH       DEFINED 9       2400         0         0
NBTY INC                           COMMON SHS      628782104       304      18704 SH       DEFINED A      18704         0         0
NCO GROUP INC                      CONVERTIBLE BD  628858AB8     14925   15000000 PRN      DEFINED A   15000000         0         0
NEC CORP                           AMER DEP RECPT  629050204        92      14825 SH       DEFINED 2      14825         0         0
NEENAH PAPER INC                   COMMON SHS      640079109       212       7575 SH       DEFINED 1       7575         0         0
NEENAH PAPER INC                   COMMON SHS      640079109         4        136 SH       DEFINED 6        136         0         0
NEENAH PAPER INC                   COMMON SHS      640079109         0          1 SH       DEFINED 8          1         0         0
NEENAH PAPER INC                   COMMON SHS      640079109        39       1397 SH       DEFINED 9       1397         0         0
NEKTAR THERAPEUTIC                 COMMON SHS      640268108         5        314 SH       DEFINED 6        314         0         0
NEKTAR THERAPEUTIC                 COMMON SHS      640268108      6006     364900 SH       DEFINED A     364900         0         0
NETFLIX COM INC                    COMMON SHS      64110L106      1404      51900 SH       DEFINED 9      51900         0         0
NETIQ CORP                         COMMON SHS      64115P102     17485    1422703 SH       DEFINED 6    1422703         0         0
NETIQ CORP                         COMMON SHS      64115P102      2555     207900 SH       DEFINED 8     207900         0         0
NETIQ CORP                         COMMON SHS      64115P102     11732     954620 SH       DEFINED A     935420         0     19200
NETWORK APPLIANCE INC              COMMON SHS      64120L104        94       3489 SH       DEFINED 6       3489         0         0
NETWORK APPLIANCE INC              COMMON SHS      64120L104       226       8380 SH       DEFINED 8       8380         0         0
NETWORK APPLIANCE INC              COMMON SHS      64120L104       346      12800 SH       DEFINED 9      12800         0         0
NETWORK APPLIANCE INC              COMMON SHS      64120L104    116068    4298829 SH       DEFINED A    4166829         0    132000
NETWORK APPLIANCE INC              COMMON SHS      64120L104      1858      68800 SH       DEFINED C      68800         0         0
NETWORK APPLIANCE INC              COMMON SHS      64120L104       959      35500 SH       DEFINED E          0         0     35500
NETWORK APPLIANCE INC              COMMON SHS      64120L104        12        450 SH       DEFINED L        450         0         0
NEUROCRINE BIOSCIENCES INC         COMMON SHS      64125C109         4         65 SH       DEFINED 6         65         0         0
NEUROCRINE BIOSCIENCES INC         COMMON SHS      64125C109     19041     303540 SH       DEFINED A     303540         0         0
NEUSTAR INC                        COMMON SHS      64126X201        48       1570 SH       DEFINED 6       1570         0         0
NEUSTAR INC                        COMMON SHS      64126X201     14757     483980 SH       DEFINED A     483980         0         0
NEVSUN RESOURCES LTD               ORDINARY SHS    64156L101      1842     877000 SH       DEFINED A     877000         0         0
NEW IRELAND FUND INC               CLOSE END MUT F 645673104      2967     135000 SH       DEFINED 4     135000         0         0
NEW YORK MORTGAGE TRUST INC        REAL EST INV TR 649604105      2314     349483 SH       DEFINED 5     349483         0         0
NEW YORK TIMES CO                  COMMON SHS      650111107      4767     180208 SH       DEFINED 9     180208         0         0
NEW YORK TIMES CO                  COMMON SHS      650111107      2619      99000 SH       DEFINED A       8000         0     91000
NEWCASTLE INVESTMENT CORP          REAL EST INV TR 65105M108       128       5135 SH       DEFINED 6       5135         0         0
NEWCASTLE INVESTMENT CORP          REAL EST INV TR 65105M108     42697    1718200 SH       DEFINED A    1718200         0         0
NEWELL RUBBERMAID INC              COMMON SHS      651229106       954      40134 SH       DEFINED 8      40134         0         0
NEWELL RUBBERMAID INC              COMMON SHS      651229106       312      13110 SH       DEFINED 9      13110         0         0
NEWFIELD EXPLORATION COMPANY       COMMON SHS      651290108       205       4093 SH       DEFINED 6       4093         0         0
NEWFIELD EXPLORATION COMPANY       COMMON SHS      651290108        20        400 SH       DEFINED 9        400         0         0
NEWFIELD EXPLORATION COMPANY       COMMON SHS      651290108    214731    4288625 SH       DEFINED A    4288625         0         0
NEWFIELD EXPLORATION COMPANY       COMMON SHS      651290108      4496      89800 SH       DEFINED C      89800         0         0
NEWMONT MINING CORP                COMMON SHS      651639106    443562    8306400 SH       DEFINED 5    8306400         0         0
NEWMONT MINING CORP                COMMON SHS      651639106      2415      45226 SH       DEFINED 9      45226         0         0
NEWMONT MINING CORP                COMMON SHS      651639106     43986     823714 SH       DEFINED A     823714         0         0
NEWPARK RESOURCES INC              COMMON SHS      651718504      1717     225000 SH       DEFINED A     225000         0         0
NEWS CORP INC                      COMMON SHS      65248E104   1030345   66260132 SH       DEFINED 1   65800132         0    460000
NEWS CORP INC                      COMMON SHS      65248E104     68483    4404046 SH       DEFINED 2    4047846         0    356200
NEWS CORP INC                      COMMON SHS      65248E104    523183   33645212 SH       DEFINED 5   33645212         0         0
NEWS CORP INC                      COMMON SHS      65248E104         2        100 SH       DEFINED 6        100         0         0
NEWS CORP INC                      COMMON SHS      65248E104      9553     614314 SH       DEFINED 8     614314         0         0
NEWS CORP INC                      COMMON SHS      65248E104      8257     530970 SH       DEFINED 9     523370         0      7600
NEWS CORP INC                      COMMON SHS      65248E104      3522     226510 SH       DEFINED A     226510         0         0
NEWS CORP INC                      COMMON SHS      65248E104      1015      65275 SH       DEFINED C      65275         0         0
NEWS CORP INC                      COMMON SHS      65248E104     43231    1487558 SH       DEFINED E     827180         0    660378
NEWS CORP INC                      COMMON SHS      65248E104      1478      95040 SH       DEFINED        95040         0         0
NEWS CORP INC                      COMMON SHS      65248E104      1884     121176 SH       DEFINED L     121176         0         0
NEWS CORP INC                      COMMON SHS      65248E104       832      53494 SH       DEFINED M      53494         0         0
NEWS CORP INC                      COMMON SHS      65248E203      2658     160046 SH       DEFINED 1     160046         0         0
NEWS CORP INC                      COMMON SHS      65248E203       215      12925 SH       DEFINED 2      12925         0         0
NEWS CORP INC                      COMMON SHS      65248E203      8936     537985 SH       DEFINED 9     530185         0      7800
NEWS CORP INC                      COMMON SHS      65248E203      3737     225000 SH       DEFINED A     225000         0         0
NEWS CORP INC                      COMMON SHS      65248E203      5230     314860 SH       DEFINED D     314860         0         0
NEXEN INC                          ORDINARY SHS    65334H102    268318    4841529 SH       DEFINED 8    4841529         0         0
NEXEN INC                          ORDINARY SHS    65334H102       260       4700 SH       DEFINED E          0         0      4700
NEXTEL PARTNERS INC                COMMON SHS      65333F107      7630     273100 SH       DEFINED A     273100         0         0
NII HOLDINGS INC                   COMMON SHS      62913F201       123       2818 SH       DEFINED 6       2818         0         0
NII HOLDINGS INC                   COMMON SHS      62913F201    169555    3881750 SH       DEFINED A    3881750         0         0
NII HOLDINGS INC                   COMMON SHS      62913F201      2512      57500 SH       DEFINED C      57500         0         0
NIKE INC                           COMMON SHS      654106103      2604      30000 SH       DEFINED 8      30000         0         0
NIKE INC                           COMMON SHS      654106103     15919     183419 SH       DEFINED 9     183319         0       100
NIKE INC                           COMMON SHS      654106103        10        113 SH       DEFINED A        113         0         0
NIKE INC                           COMMON SHS      654106103       260       3000 SH       DEFINED M       3000         0         0
NIPPON TELEGRAPH & TELEPHONE CORP  AMER DEP RECPT  654624105      3538     155113 SH       DEFINED 1     155113         0         0
NIPPON TELEGRAPH & TELEPHONE CORP  AMER DEP RECPT  654624105     11462     502496 SH       DEFINED 2     502496         0         0
NIPPON TELEGRAPH & TELEPHONE CORP  AMER DEP RECPT  654624105       119       5208 SH       DEFINED 6       5208         0         0
NIPPON TELEGRAPH & TELEPHONE CORP  AMER DEP RECPT  654624105       282      12363 SH       DEFINED 8      12363         0         0
NIPPON TELEGRAPH & TELEPHONE CORP  AMER DEP RECPT  654624105        56       2460 SH       DEFINED 9       2460         0         0
NIPPON TELEGRAPH & TELEPHONE CORP  AMER DEP RECPT  654624105       996      43645 SH       DEFINED D      43645         0         0
NIPPON TELEGRAPH & TELEPHONE CORP  AMER DEP RECPT  654624105        66       2884 SH       DEFINED L       2884         0         0
NISOURCE INC                       COMMON SHS      65473P105        14        665 SH       DEFINED 6        665         0         0
NISOURCE INC                       COMMON SHS      65473P105       312      14953 SH       DEFINED 9      14953         0         0
NISOURCE INC                       COMMON SHS      65473P105    192575    9231800 SH       DEFINED A    9011800         0    220000
NISOURCE INC                       COMMON SHS      65473P105       288      13800 SH       DEFINED E          0         0     13800
NISOURCE INC                       COMMON SHS      65473P105         9        440 SH       DEFINED L        440         0         0
NOBLE CORP                         COMMON SHS      G65422100    274508    3891521 SH       DEFINED 1    3891521         0         0
NOBLE CORP                         COMMON SHS      G65422100        62        876 SH       DEFINED 8        876         0         0
NOBLE CORP                         COMMON SHS      G65422100       936      13269 SH       DEFINED 9      13269         0         0
NOBLE CORP                         COMMON SHS      G65422100      6574      93192 SH       DEFINED A      93192         0         0
NOBLE ENERGY INC                   COMMON SHS      655044105        59       1475 SH       DEFINED 9       1475         0         0
NOBLE ENERGY INC                   COMMON SHS      655044105      5642     140000 SH       DEFINED A     140000         0         0
NOKIA CORP                         AMER DEP RECPT  654902204      2595     141830 SH       DEFINED 6     141830         0         0
NOKIA CORP                         AMER DEP RECPT  654902204       481      26310 SH       DEFINED 8      26310         0         0
NOKIA CORP                         AMER DEP RECPT  654902204     13723     749874 SH       DEFINED 9     679024         0     70850
NOKIA CORP                         AMER DEP RECPT  654902204     75872    4146003 SH       DEFINED A    4146003         0         0
NOKIA CORP                         AMER DEP RECPT  654902204        13        710 SH       DEFINED L        710         0         0
NOMURA HOLDINGS INC                AMER DEP RECPT  65535H208       127       6600 SH       DEFINED 2       6600         0         0
NOMURA HOLDINGS INC                AMER DEP RECPT  65535H208       156       8136 SH       DEFINED 6       8136         0         0
NOMURA HOLDINGS INC                AMER DEP RECPT  65535H208        89       4655 SH       DEFINED 9       4655         0         0
NORDSON CORP                       COMMON SHS      655663102     19003     469100 SH       DEFINED 4     468300         0       800
NORDSTROM INC                      COMMON SHS      655664100      2831      75692 SH       DEFINED 9      75692         0         0
NORFOLK SOUTHERN CORP              COMMON SHS      655844108     60906    1358600 SH       DEFINED 4    1358600         0         0
NORFOLK SOUTHERN CORP              COMMON SHS      655844108      6664     148649 SH       DEFINED 9     146948         0      1701
NORTEL NETWORKS CORP               ORDINARY SHS    656568102        34       9492 SH       DEFINED 8       9492         0         0
NORTEL NETWORKS CORP               COMMON SHS      656568102       115      37521 SH       DEFINED 9      37521         0         0
NORTEL NETWORKS CORP               COMMON SHS      656568102       366     119500 SH       DEFINED E          0         0    119500
NORTEL NETWORKS CORP               CONVERTIBLE BD  656568AB8         5       5000 PRN      DEFINED 9       5000         0         0
NORTEL NETWORKS CORP               CONVERTIBLE BD  656568AB8    490822  520766000 PRN      DEFINED A  520766000         0         0
NORTH FORK BANCORP INC             COMMON SHS      659424105      5168     188878 SH       DEFINED 9     186228         0      2650
NORTHEAST UTILITIES                COMMON SHS      664397106     33631    1708000 SH       DEFINED 4    1708000         0         0
NORTHEAST UTILITIES                COMMON SHS      664397106        67       3400 SH       DEFINED 9       3400         0         0
NORTHEAST UTILITIES                COMMON SHS      664397106     30943    1571500 SH       DEFINED A    1571500         0         0
NORTHERN BORDER PARTNERS           COMMON SHS      664785102       221       5250 SH       DEFINED 9       5250         0         0
NORTHERN TRUST CORP                COMMON SHS      665859104         1         23 SH       DEFINED 6         23         0         0
NORTHERN TRUST CORP                COMMON SHS      665859104       222       4281 SH       DEFINED 9       4281         0         0
NORTHERN TRUST CORP                COMMON SHS      665859104         4         77 SH       DEFINED A         77         0         0
NORTHGATE MINERALS CORP            COMMON SHS      666416102         0          2 SH       DEFINED 9          2         0         0
NORTHGATE MINERALS CORP            ORDINARY SHS    666416102      2450    1150000 SH       DEFINED A    1150000         0         0
NORTHROP GRUMMAN CORP              COMMON SHS      666807102    109612    1823530 SH       DEFINED 5    1823530         0         0
NORTHROP GRUMMAN CORP              COMMON SHS      666807102     60110    1000000 SH       DEFINED 7    1000000         0         0
NORTHROP GRUMMAN CORP              COMMON SHS      666807102      9413     156601 SH       DEFINED 9     147961         0      8640
NORTHWEST PIPE COMPANY             COMMON SHS      667746101      8924     333000 SH       DEFINED 4     333000         0         0
NORTHWESTERN CORP                  COMMON SHS      668074305     58737    1890468 SH       DEFINED 5    1890468         0         0
NORTHWESTERN CORP                  COMMON SHS      668074305         3        104 SH       DEFINED A        104         0         0
NOVA CHEMICALS CORP                COMMON SHS      66977W109     10700     320372 SH       DEFINED 6     320372         0         0
NOVARTIS AG                        AMER DEP RECPT  66987V109      5342     101790 SH       DEFINED 2     101790         0         0
NOVARTIS AG                        AMER DEP RECPT  66987V109      5212      99314 SH       DEFINED 8      99314         0         0
NOVARTIS AG                        AMER DEP RECPT  66987V109      1767      33670 SH       DEFINED 9      33670         0         0
NOVATEL WIRELESS INC               COMMON SHS      66987M604      6089     502800 SH       DEFINED 9     502800         0         0
NOVATEL WIRELESS INC               COMMON SHS      66987M604        92       7600 SH       DEFINED A       7600         0         0
NOVATEL WIRELESS INC               COMMON SHS      66987M604       718      59300 SH       DEFINED        59300         0         0
NOVELIS INC                        ORDINARY SHS    67000X106       604      24746 SH       DEFINED 2      24746         0         0
NOVELIS INC                        ORDINARY SHS    67000X106     11226     460254 SH       DEFINED 8     460254         0         0
NOVELIS INC                        COMMON SHS      67000X106        82       3711 SH       DEFINED 9       3711         0         0
NOVELIS INC                        ORDINARY SHS    67000X106       436      17894 SH       DEFINED E      17894         0         0
NS GROUP INC                       COMMON SHS      628916108      7710     184400 SH       DEFINED 9     184400         0         0
NS GROUP INC                       COMMON SHS      628916108       113       2700 SH       DEFINED A       2700         0         0
NS GROUP INC                       COMMON SHS      628916108       899      21500 SH       DEFINED        21500         0         0
NSTAR                              COMMON SHS      67019E107       387      13480 SH       DEFINED 9      13480         0         0
NSTAR                              COMMON SHS      67019E107       890      31000 SH       DEFINED A      31000         0         0
NTL INC                            COMMON SHS      62940M104    470229    6907000 SH       DEFINED 5    6907000         0         0
NUANCE COMMUNICATIONS INC          COMMON SHS      67020Y100      7987    1046724 SH       DEFINED A    1046724         0         0
NUANCE COMMUNICATIONS INC          COMMON SHS      67020Y100       434      56924 SH       DEFINED C      56924         0         0
NUCOR CORP                         COMMON SHS      670346105    200200    3000600 SH       DEFINED 4    3000600         0         0
NUCOR CORP                         COMMON SHS      670346105       113       1700 SH       DEFINED 6       1700         0         0
NUCOR CORP                         COMMON SHS      670346105      8059     120786 SH       DEFINED 9     120786         0         0
NUCOR CORP                         COMMON SHS      670346105         9        131 SH       DEFINED A        131         0         0
NUVEEN INSURED N Y TAX FREE ADVANT CLOSE END MUT F 670656107       515      38600 SH       DEFINED 9      38600         0         0
NUVEEN INVESTMENTS INC             COMMON SHS      67090F106     32455     761500 SH       DEFINED A     761500         0         0
NUVEEN NEW JERSEY PREMIUM INCOME M CLOSE END MUT F 67101N106       182      12598 SH       DEFINED 9      12598         0         0
NUVEEN PREMIUM INCOME MUNICIPAL FU CLOSE END MUT F 6706K4105       308      25000 SH       DEFINED 9      25000         0         0
NUVELO INC                         COMMON SHS      67072M301      8535    1052465 SH       DEFINED A    1052465         0         0
NVR INC                            COMMON SHS      62944T105        68         97 SH       DEFINED 6         97         0         0
NVR INC                            COMMON SHS      62944T105      1439       2050 SH       DEFINED 9       2050         0         0
NVR INC                            COMMON SHS      62944T105     70456     100364 SH       DEFINED A     100364         0         0
NVR INC                            COMMON SHS      62944T105      2176       3100 SH       DEFINED C       3100         0         0
OCCIDENTAL PETROLEUM CORP          COMMON SHS      674599105      7077      88600 SH       DEFINED 4      88600         0         0
OCCIDENTAL PETROLEUM CORP          COMMON SHS      674599105       428       5362 SH       DEFINED 9       4062         0      1300
OCCIDENTAL PETROLEUM CORP          COMMON SHS      674599105      9243     115713 SH       DEFINED A     115713         0         0
OFFICE DEPOT INC                   COMMON SHS      676220106       279       8880 SH       DEFINED 1       8880         0         0
OFFICE DEPOT INC                   COMMON SHS      676220106        16        500 SH       DEFINED 9        500         0         0
OFFICE DEPOT INC                   COMMON SHS      676220106     10566     336500 SH       DEFINED E          0         0    336500
OFFICEMAX INCORPRATED              COMMON SHS      67622P101      6233     245800 SH       DEFINED 2     147200         0     98600
OFFICEMAX INCORPRATED              COMMON SHS      67622P101       236       9300 SH       DEFINED 8       9300         0         0
OFFICEMAX INCORPRATED              COMMON SHS      67622P101       256      10100 SH       DEFINED 9       8600         0      1500
OFFICEMAX INCORPRATED              COMMON SHS      67622P101     10489     413600 SH       DEFINED E          0         0    413600
OFFICEMAX INCORPRATED              COMMON SHS      67622P101        64       2510 SH       DEFINED         2510         0         0
OFFSHORE LOGISTICS INC             COMMON SHS      676255102     35484    1215200 SH       DEFINED 4    1213700         0      1500
OFFSHORE LOGISTICS INC             COMMON SHS      676255102       466      15975 SH       DEFINED 9      14275         0      1700
OIL SERVICE HOLDRS TRUST           CLOSE END MUT F 678002106       319       2475 SH       DEFINED 9       2475         0         0
OIL STATES INTERNATIONAL INC       COMMON SHS      678026105     15850     500300 SH       DEFINED 3     500300         0         0
OIL STATES INTERNATIONAL INC       COMMON SHS      678026105     16135     509300 SH       DEFINED 4     506500         0      2800
OIL STATES INTERNATIONAL INC       COMMON SHS      678026105      2851      90000 SH       DEFINED 8      90000         0         0
OIL STATES INTERNATIONAL INC       COMMON SHS      678026105     33230    1048940 SH       DEFINED A    1042240         0      6700
OLD REPUBLIC INTERNATIONAL CORP    COMMON SHS      680223104    289669   11030813 SH       DEFINED 4   11030813         0         0
OLD REPUBLIC INTERNATIONAL CORP    COMMON SHS      680223104    451978   17211645 SH       DEFINED 5   17211645         0         0
OLD REPUBLIC INTERNATIONAL CORP    COMMON SHS      680223104      2982     113575 SH       DEFINED 6     113575         0         0
OLD REPUBLIC INTERNATIONAL CORP    COMMON SHS      680223104        58       2200 SH       DEFINED 9       2200         0         0
OLD REPUBLIC INTERNATIONAL CORP    COMMON SHS      680223104     27254    1037839 SH       DEFINED A     950239         0     87600
OLD REPUBLIC INTERNATIONAL CORP    COMMON SHS      680223104         7        250 SH       DEFINED L        250         0         0
OMI CORP                           COMMON SHS      Y6476W104     16994     936300 SH       DEFINED 4     932900         0      3400
OMI CORP                           COMMON SHS      Y6476W104      3131     172500 SH       DEFINED 9     172500         0         0
OMI CORP                           COMMON SHS      Y6476W104       323      17800 SH       DEFINED        17800         0         0
OMNICARE INC                       COMMON SHS      681904108       123       2149 SH       DEFINED 6       2149         0         0
OMNICARE INC                       COMMON SHS      681904108        35        610 SH       DEFINED 9        610         0         0
OMNICARE INC                       COMMON SHS      681904108    123965    2166470 SH       DEFINED A    2160270         0      6200
OMNICARE INC                       COMMON SHS      681904108      2581      45100 SH       DEFINED C      45100         0         0
OMNICARE INC                       CONVERTIBLE BD  681904AL2     15960   16000000 PRN      DEFINED A   16000000         0         0
OMNICOM GROUP INC                  COMMON SHS      681919106     83882     985335 SH       DEFINED 5     985335         0         0
OMNICOM GROUP INC                  COMMON SHS      681919106      3103      36452 SH       DEFINED 9      36152         0       300
OMNICOM GROUP INC                  CONVERT ZERO CP 681919AR7       494       5000 PRN      DEFINED 9       5000         0         0
OMNIVISION TECHNOLOGIES INC        COMMON SHS      682128103     17178     860600 SH       DEFINED 4     857200         0      3400
ONEOK INC                          COMMON SHS      682680103       133       5000 SH       DEFINED 9       5000         0         0
ONEOK INC                          COMMON SHS      682680103    141919    5329300 SH       DEFINED A    5329300         0         0
ONYX PHARMACEUTICALS INC           COMMON SHS      683399109      3210     111600 SH       DEFINED A     111600         0         0
OPEN TEXT CORP                     ORDINARY SHS    683715106     28729    1746444 SH       DEFINED 2    1746444         0         0
OPEN TEXT CORP                     ORDINARY SHS    683715106     17361    1055400 SH       DEFINED 8    1055400         0         0
OPEN TEXT CORP                     ORDINARY SHS    683715106      4150     252256 SH       DEFINED A     252256         0         0
OPEN TEXT CORP                     ORDINARY SHS    683715106       133       8100 SH       DEFINED D       8100         0         0
OPEN TEXT CORP                     ORDINARY SHS    683715106      4682     284600 SH       DEFINED E     284600         0         0
ORACLE CORP                        COMMON SHS      68389X105      6105     500000 SH       DEFINED 7     500000         0         0
ORACLE CORP                        COMMON SHS      68389X105      7926     649125 SH       DEFINED 9     619037         0     30088
ORACLE CORP                        COMMON SHS      68389X105      2509     205459 SH       DEFINED A        459         0    205000
ORBITAL SCIENCES CORP              COMMON SHS      685564106     17422    1356889 SH       DEFINED 6    1356889         0         0
ORBITAL SCIENCES CORP              COMMON SHS      685564106      3260     253900 SH       DEFINED 8     253900         0         0
ORBITAL SCIENCES CORP              COMMON SHS      685564106        51       3961 SH       DEFINED 9       3961         0         0
ORBITAL SCIENCES CORP              COMMON SHS      685564106     23650    1841870 SH       DEFINED A    1818770         0     23100
ORBOTECH LTD                       ORDINARY SHS    M75253100     23864     995590 SH       DEFINED 2     995590         0         0
ORCHID CELLMARK INC                COMMON SHS      68573C107      1682     221351 SH       DEFINED A     221351         0         0
ORIENT EXPRESS HOTELS LTD          COMMON SHS      G67743107      5037     159800 SH       DEFINED 8     159800         0         0
ORIENT EXPRESS HOTELS LTD          COMMON SHS      G67743107     66210    2100580 SH       DEFINED A    2085980         0     14600
ORIENT EXPRESS HOTELS LTD          COMMON SHS      G67743107       860      27300 SH       DEFINED C      27300         0         0
OSHKOSH TRUCK CORP                 COMMON SHS      688239201     43359     972400 SH       DEFINED 4     972400         0         0
OSHKOSH TRUCK CORP                 COMMON SHS      688239201       118       2657 SH       DEFINED 6       2657         0         0
OSHKOSH TRUCK CORP                 COMMON SHS      688239201      2881      64600 SH       DEFINED 8      64600         0         0
OSHKOSH TRUCK CORP                 COMMON SHS      688239201       535      12000 SH       DEFINED 9      12000         0         0
OSHKOSH TRUCK CORP                 COMMON SHS      688239201    115089    2581050 SH       DEFINED A    2519850         0     61200
OSHKOSH TRUCK CORP                 COMMON SHS      688239201      2172      48700 SH       DEFINED C      48700         0         0
OSHKOSH TRUCK CORP                 COMMON SHS      688239201         9        210 SH       DEFINED L        210         0         0
OSI PHARMACEUTICALS INC            COMMON SHS      671040103      3767     134350 SH       DEFINED A     134350         0         0
OUTDOOR CHANNEL HOLDINGS INC       COMMON SHS      690027206      1040      77000 SH       DEFINED A      77000         0         0
OVERSEAS SHIPHOLDING GROUP INC     COMMON SHS      690368105     55489    1101200 SH       DEFINED 4    1099900         0      1300
OVERSEAS SHIPHOLDING GROUP INC     COMMON SHS      690368105        76       1500 SH       DEFINED 9       1500         0         0
OVERSEAS SHIPHOLDING GROUP INC     COMMON SHS      690368105        19        372 SH       DEFINED A        372         0         0
OWENS & MINOR INC                  COMMON SHS      690732102     12831     466057 SH       DEFINED 6     466057         0         0
OWENS & MINOR INC                  COMMON SHS      690732102       179       6500 SH       DEFINED 9       6500         0         0
P.F. CHANG'S CHINA BISTRO INC      COMMON SHS      69333Y108         3         51 SH       DEFINED 6         51         0         0
P.F. CHANG'S CHINA BISTRO INC      COMMON SHS      69333Y108      3985      80300 SH       DEFINED 8      80300         0         0
P.F. CHANG'S CHINA BISTRO INC      COMMON SHS      69333Y108     58145    1171577 SH       DEFINED A    1165677         0      5900
P.F. CHANG'S CHINA BISTRO INC      COMMON SHS      69333Y108       918      18500 SH       DEFINED C      18500         0         0
PACCAR INC                         COMMON SHS      693718108         0          5 SH       DEFINED 6          5         0         0
PACCAR INC                         COMMON SHS      693718108       288       4165 SH       DEFINED 9       4165         0         0
PACCAR INC                         COMMON SHS      693718108      8488     122600 SH       DEFINED A     122600         0         0
PACER INTERNATIONAL INC            COMMON SHS      69373H106     21910     840737 SH       DEFINED 6     840737         0         0
PACIFIC CAPITAL BANCORP            COMMON SHS      69404P101       363      10209 SH       DEFINED 9      10209         0         0
PACIFIC SUNWEAR OF CALIFORNIA INC  COMMON SHS      694873100     12639     507172 SH       DEFINED A     507172         0         0
PACIFICARE HEALTH SYSTEMS INC      COMMON SHS      695112102      5150      57317 SH       DEFINED 9      57317         0         0
PACIFICARE HEALTH SYSTEMS INC      CONVERTIBLE BD  695112AG7      8658    2000000 PRN      DEFINED A    2000000         0         0
PACTIV CORP                        COMMON SHS      695257105     41568    1889449 SH       DEFINED 1    1889449         0         0
PACTIV CORP                        COMMON SHS      695257105       707      32120 SH       DEFINED 2      32120         0         0
PACTIV CORP                        COMMON SHS      695257105       197       8944 SH       DEFINED 8       8944         0         0
PACTIV CORP                        COMMON SHS      695257105        10        464 SH       DEFINED 9          0         0       464
PACTIV CORP                        COMMON SHS      695257105       207       9390 SH       DEFINED C       9390         0         0
PACTIV CORP                        COMMON SHS      695257105      2612     118728 SH       DEFINED D     118728         0         0
PACTIV CORP                        COMMON SHS      695257105     13785     626600 SH       DEFINED E      84100         0    542500
PACTIV CORP                        COMMON SHS      695257105      1362      61904 SH       DEFINED L      61904         0         0
PACTIV CORP                        COMMON SHS      695257105       649      29522 SH       DEFINED M      29522         0         0
PALL CORP                          COMMON SHS      696429307       405      15090 SH       DEFINED 6      15090         0         0
PALL CORP                          COMMON SHS      696429307     13430     500000 SH       DEFINED 7     500000         0         0
PALL CORP                          COMMON SHS      696429307       567      21115 SH       DEFINED 9      21115         0         0
PALL CORP                          COMMON SHS      696429307     24656     917952 SH       DEFINED A     917952         0         0
PALL CORP                          COMMON SHS      696429307       218       8100 SH       DEFINED C       8100         0         0
PANACOS PHARMACEUTICALS INC        COMMON SHS      69811Q106       866     125000 SH       DEFINED 6     125000         0         0
PANACOS PHARMACEUTICALS INC        COMMON SHS      69811Q106      1384     199700 SH       DEFINED 8     199700         0         0
PANACOS PHARMACEUTICALS INC        COMMON SHS      69811Q106        55       7967 SH       DEFINED 9       7967         0         0
PANACOS PHARMACEUTICALS INC        COMMON SHS      69811Q106     10938    1578350 SH       DEFINED A    1550850         0     27500
PANERA BREAD CO                    COMMON SHS      69840W108      3672      55900 SH       DEFINED 8      55900         0         0
PANERA BREAD CO                    COMMON SHS      69840W108        99       1500 SH       DEFINED 9       1500         0         0
PANERA BREAD CO                    COMMON SHS      69840W108     16150     245890 SH       DEFINED A     241090         0      4800
PAR PHARMACEUTICAL COMPANIES INC   COMMON SHS      69888P106     18284     583393 SH       DEFINED 6     583393         0         0
PARALLEL PETROLEUM CORP            COMMON SHS      699157103      4582     269400 SH       DEFINED A     269400         0         0
PARAMETRIC TECHNOLOGY CORP         COMMON SHS      699173100     10737    1760122 SH       DEFINED 6    1760122         0         0
PARAMETRIC TECHNOLOGY CORP         COMMON SHS      699173100        15       2400 SH       DEFINED 9       2400         0         0
PARAMETRIC TECHNOLOGY CORP         COMMON SHS      699173100        11       1760 SH       DEFINED A       1760         0         0
PAREXEL INTERNATIONAL CORP         COMMON SHS      699462107      3199     157900 SH       DEFINED 8     157900         0         0
PAREXEL INTERNATIONAL CORP         COMMON SHS      699462107     14147     698270 SH       DEFINED A     683770         0     14500
PARKER HANNIFIN CORP               COMMON SHS      701094104       258       3910 SH       DEFINED 9       3910         0         0
PARKWAY PROPERTIES INC             REAL EST INV TR 70159Q104        46       1140 SH       DEFINED 6       1140         0         0
PARKWAY PROPERTIES INC             REAL EST INV TR 70159Q104     16257     405000 SH       DEFINED A     405000         0         0
PARTNERRE LTD                      ORDINARY SHS    G6852T105        74       1120 SH       DEFINED 1       1120         0         0
PARTNERRE LTD                      ORDINARY SHS    G6852T105         5         71 SH       DEFINED 6         71         0         0
PARTNERRE LTD                      ORDINARY SHS    G6852T105       489       7450 SH       DEFINED 9       6350         0      1100
PATHMARK STORES INC                WTS TO EQUITY   70322A119         6      21975 SH       DEFINED 9      21975         0         0
PATRIOT CAPITAL FUNDING INC        COMMON SHS      70335Y104      5368     440000 SH       DEFINED 5     440000         0         0
PATTERSON COS INC                  COMMON SHS      703395103      3693     110580 SH       DEFINED 9     110480         0       100
PATTERSON UTI ENERGY INC           COMMON SHS      703481101       237       7200 SH       DEFINED 9       7200         0         0
PATTERSON UTI ENERGY INC           COMMON SHS      703481101      4877     148000 SH       DEFINED A      97000         0     51000
PATTERSON UTI ENERGY INC           COMMON SHS      703481101       330      10000 SH       DEFINED E          0         0     10000
PAYCHEX INC                        COMMON SHS      704326107       330       8660 SH       DEFINED 8       8660         0         0
PAYCHEX INC                        COMMON SHS      704326107     20583     539943 SH       DEFINED 9     537268         0      2675
PAYCHEX INC                        COMMON SHS      704326107     71582    1877802 SH       DEFINED A    1789702         0     88100
PAYCHEX INC                        COMMON SHS      704326107      1231      32300 SH       DEFINED E          0         0     32300
PAYCHEX INC                        COMMON SHS      704326107        15        390 SH       DEFINED L        390         0         0
PAYCHEX INC                        COMMON SHS      704326107       305       8000 SH       DEFINED M       8000         0         0
PDL BIOPHARMA INC.                 COMMON SHS      69329Y104      1428      50234 SH       DEFINED 6      50234         0         0
PDL BIOPHARMA INC.                 COMMON SHS      69329Y104     13781     484900 SH       DEFINED A     480200         0      4700
PDL BIOPHARMA INC.                 CONVERTIBLE BD  74369LAD5     11250    7550000 PRN      DEFINED A    7550000         0         0
PEABODY ENERGY CORP                COMMON SHS      704549104    149403    1812700 SH       DEFINED 4    1810100         0      2600
PEABODY ENERGY CORP                COMMON SHS      704549104        85       1030 SH       DEFINED 6       1030         0         0
PEABODY ENERGY CORP                COMMON SHS      704549104     20512     248875 SH       DEFINED 9     248875         0         0
PEABODY ENERGY CORP                COMMON SHS      704549104    135215    1640555 SH       DEFINED A    1594255         0     46300
PEABODY ENERGY CORP                COMMON SHS      704549104      2044      24800 SH       DEFINED C      24800         0         0
PEABODY ENERGY CORP                COMMON SHS      704549104       486       5900 SH       DEFINED E          0         0      5900
PEABODY ENERGY CORP                COMMON SHS      704549104        16        190 SH       DEFINED L        190         0         0
PEABODY ENERGY CORP                COMMON SHS      704549104       330       4000 SH       DEFINED M       4000         0         0
PEDIATRIX MEDICAL GROUP INC        COMMON SHS      705324101      9085     102575 SH       DEFINED 9     102575         0         0
PEDIATRIX MEDICAL GROUP INC        COMMON SHS      705324101       585       6600 SH       DEFINED         6600         0         0
PENN NATIONAL GAMING INC           COMMON SHS      707569109      7895     239600 SH       DEFINED 8     239600         0         0
PENN NATIONAL GAMING INC           COMMON SHS      707569109        10        300 SH       DEFINED 9        300         0         0
PENN NATIONAL GAMING INC           COMMON SHS      707569109     33282    1010080 SH       DEFINED A     990380         0     19700
PENN VIRGINIA CORP                 COMMON SHS      707882106       230       4000 SH       DEFINED 9       4000         0         0
PENN VIRGINIA RESOURCES PARTNERS L LTD PARTNERSHIP 707884102       228       4100 SH       DEFINED 9       3100      1000         0
PENNEY JC CO INC                   COMMON SHS      708160106      2051      36880 SH       DEFINED 9      36880         0         0
PENNSYLVANIA REAL ESTATE INVESTMEN REAL EST INV TR 709102107        39       1040 SH       DEFINED 6       1040         0         0
PENNSYLVANIA REAL ESTATE INVESTMEN REAL EST INV TR 709102107        39       1050 SH       DEFINED 9       1050         0         0
PENNSYLVANIA REAL ESTATE INVESTMEN REAL EST INV TR 709102107     13584     363600 SH       DEFINED A     363600         0         0
PEOPLES BANCORP INC                COMMON SHS      709789101     25927     908747 SH       DEFINED 4     905647         0      3100
PEOPLES BANCORP INC                COMMON SHS      709789101        34       1200 SH       DEFINED 6       1200         0         0
PEOPLES FINANCIAL CORP             COMMON SHS      71103B102       181      10752 SH       DEFINED 9      10752         0         0
PEPCO HOLDINGS INC                 COMMON SHS      713291102        68       3056 SH       DEFINED 9       3056         0         0
PEPCO HOLDINGS INC                 COMMON SHS      713291102    173517    7756700 SH       DEFINED A    7756700         0         0
PEPSIAMERICAS INC                  COMMON SHS      71343P200       526      22600 SH       DEFINED 9      22600         0         0
PEPSICO INC                        COMMON SHS      713448108      1891      32000 SH       DEFINED 4      32000         0         0
PEPSICO INC                        COMMON SHS      713448108      6586     111475 SH       DEFINED 8     111475         0         0
PEPSICO INC                        COMMON SHS      713448108     94949    1607126 SH       DEFINED 9    1558460       300     48366
PEPSICO INC                        COMMON SHS      713448108     47646     806470 SH       DEFINED A     772470         0     34000
PEPSICO INC                        COMMON SHS      713448108      1170      19800 SH       DEFINED E          0         0     19800
PEPSICO INC                        COMMON SHS      713448108       753      12750 SH       DEFINED        12750         0         0
PEPSICO INC                        COMMON SHS      713448108       236       4000 SH       DEFINED M       4000         0         0
PERKINELMER INC                    COMMON SHS      714046109       521      22112 SH       DEFINED 9      22112         0         0
PETRO-CANADA                       ORDINARY SHS    71644E102    263059    5639000 SH       DEFINED 8    5639000         0         0
PETRO-CANADA                       COMMON SHS      71644E102        61       1520 SH       DEFINED 9       1520         0         0
PETRO-CANADA                       COMMON SHS      71644E102       237       5900 SH       DEFINED E          0         0      5900
PETROCHINA CO LTD                  AMER DEP RECPT  71646E100      8197     100018 SH       DEFINED 9     100018         0         0
PETROCHINA CO LTD                  AMER DEP RECPT  71646E100       328       4000 SH       DEFINED M       4000         0         0
PETROLEO BRASILEIRO SA (PETROBRAS) DEP RCPT PFD    71654V101      1612      25040 SH       DEFINED 2      25040         0         0
PETROLEO BRASILEIRO SA (PETROBRAS) DEP RCPT PFD    71654V101        17        270 SH       DEFINED 9        270         0         0
PETROLEO BRASILEIRO SA (PETROBRAS) DEP RCPT PFD    71654V101       837      13000 SH       DEFINED A      13000         0         0
PETROLEO BRASILEIRO SA (PETROBRAS) DEP RCPT PFD    71654V101    387736    6023554 SH       DEFINED C    5907433         0    116121
PETROLEO BRASILEIRO SA (PETROBRAS) AMER DEP RECPT  71654V408       114       1600 SH       DEFINED 9       1600         0         0
PETROLEO BRASILEIRO SA (PETROBRAS) AMER DEP RECPT  71654V408      3065      43000 SH       DEFINED A      43000         0         0
PETROLEUM & RESOURCES CORP         CLOSE END MUT F 716549100      4851     150000 SH       DEFINED 4     150000         0         0
PETROLEUM & RESOURCES CORP         CLOSE END MUT F 716549100        32        986 SH       DEFINED 9        500       486         0
PETSMART INC                       COMMON SHS      716768106     26692    1040207 SH       DEFINED 9    1034707       400      5100
PETSMART INC                       COMMON SHS      716768106       439      17100 SH       DEFINED        17100         0         0
PFIZER INC                         COMMON SHS      717081103    710856   30482659 SH       DEFINED 1   30212659         0    270000
PFIZER INC                         COMMON SHS      717081103     46328    1986617 SH       DEFINED 2    1585717         0    400900
PFIZER INC                         COMMON SHS      717081103     50168    2151300 SH       DEFINED 3    2151300         0         0
PFIZER INC                         COMMON SHS      717081103    166328    7132430 SH       DEFINED 4    7132430         0         0
PFIZER INC                         COMMON SHS      717081103    397571   17048503 SH       DEFINED 5   17048503         0         0
PFIZER INC                         COMMON SHS      717081103      4566     195799 SH       DEFINED 6     195799         0         0
PFIZER INC                         COMMON SHS      717081103     46640    2000000 SH       DEFINED 7    2000000         0         0
PFIZER INC                         COMMON SHS      717081103     32849    1408600 SH       DEFINED 8    1408600         0         0
PFIZER INC                         COMMON SHS      717081103     88642    3801105 SH       DEFINED 9    3699408       500    101197
PFIZER INC                         COMMON SHS      717081103   1028089   44086168 SH       DEFINED A   43724288         0    361880
PFIZER INC                         COMMON SHS      717081103      1814      77806 SH       DEFINED C      77806         0         0
PFIZER INC                         COMMON SHS      717081103      5985     256626 SH       DEFINED D     256626         0         0
PFIZER INC                         COMMON SHS      717081103    102274    3246809 SH       DEFINED E    1466552         0   1780257
PFIZER INC                         COMMON SHS      717081103      1345      57677 SH       DEFINED        57677         0         0
PFIZER INC                         COMMON SHS      717081103      1769      75849 SH       DEFINED L      75849         0         0
PFIZER INC                         COMMON SHS      717081103       355      15241 SH       DEFINED M      15241         0         0
PG&E CORP                          COMMON SHS      69331C108        47       1276 SH       DEFINED 9        562         0       714
PG&E CORP                          COMMON SHS      69331C108    558675   15050511 SH       DEFINED A   15050511         0         0
PHARMACEUTICAL PRODUCT DEVELOPMENT COMMON SHS      717124101     23721     382900 SH       DEFINED 4     381100         0      1800
PHARMACEUTICAL PRODUCT DEVELOPMENT COMMON SHS      717124101     23180     374175 SH       DEFINED 6     374175         0         0
PHARMACEUTICAL PRODUCT DEVELOPMENT COMMON SHS      717124101      4485      72400 SH       DEFINED 8      72400         0         0
PHARMACEUTICAL PRODUCT DEVELOPMENT COMMON SHS      717124101       142       2300 SH       DEFINED 9       2300         0         0
PHARMACEUTICAL PRODUCT DEVELOPMENT COMMON SHS      717124101    131859    2128480 SH       DEFINED A    2111580         0     16900
PHARMACEUTICAL PRODUCT DEVELOPMENT COMMON SHS      717124101      2007      32400 SH       DEFINED C      32400         0         0
PHARMION CORP                      COMMON SHS      71715B409       718      40400 SH       DEFINED 8      40400         0         0
PHARMION CORP                      COMMON SHS      71715B409     11209     630800 SH       DEFINED A     623300         0      7500
PHELPS DODGE CORP                  COMMON SHS      717265102      1253       8707 SH       DEFINED 9       7378         0      1329
PHELPS DODGE CORP                  COMMON SHS      717265102       139        965 SH       DEFINED A        965         0         0
PHI INC.                           COMMON SHS      69336T205     17645     565000 SH       DEFINED 4     565000         0         0
PHI INC.                           COMMON SHS      69336T205      1562      50000 SH       DEFINED A      50000         0         0
PHILIPPINE LONG DISTANCE TELEPHONE AMER DEP RECPT  718252604       414      12351 SH       DEFINED 1      12351         0         0
PHILIPPINE LONG DISTANCE TELEPHONE AMER DEP RECPT  718252604      3854     114910 SH       DEFINED 2     114910         0         0
PHILIPPINE LONG DISTANCE TELEPHONE AMER DEP RECPT  718252604      8945     266689 SH       DEFINED 8     266689         0         0
PHILIPPINE LONG DISTANCE TELEPHONE AMER DEP RECPT  718252604      3262      97253 SH       DEFINED E      97253         0         0
PHILIPPINE LONG DISTANCE TELEPHONE CONVERT PREF    718252703      2143      37300 SH       DEFINED 2      37300         0         0
PHILIPPINE LONG DISTANCE TELEPHONE CONVERT PREF    718252703        15        260 SH       DEFINED E        260         0         0
PIER 1 IMPORTS INC                 COMMON SHS      720279108       550      62990 SH       DEFINED 1      62990         0         0
PIER 1 IMPORTS INC                 COMMON SHS      720279108     12925    1480520 SH       DEFINED 2    1480520         0         0
PIER 1 IMPORTS INC                 COMMON SHS      720279108     13925    1595100 SH       DEFINED 4    1587600         0      7500
PIER 1 IMPORTS INC                 COMMON SHS      720279108     18867    2161200 SH       DEFINED 8    2161200         0         0
PIER 1 IMPORTS INC                 COMMON SHS      720279108      2378     272420 SH       DEFINED E     272420         0         0
PINNACLE WEST CAPITAL CORP         COMMON SHS      723484101         1         25 SH       DEFINED 6         25         0         0
PINNACLE WEST CAPITAL CORP         COMMON SHS      723484101         1         25 SH       DEFINED 8         25         0         0
PINNACLE WEST CAPITAL CORP         COMMON SHS      723484101        87       2100 SH       DEFINED 9       2100         0         0
PINNACLE WEST CAPITAL CORP         COMMON SHS      723484101    245040    5926000 SH       DEFINED A    5926000         0         0
PIONEER DRILLING CO                COMMON SHS      723655106      2690     150000 SH       DEFINED A     150000         0         0
PIONEER NATURAL RESOURCES CO       COMMON SHS      723787107      4953      96600 SH       DEFINED 4      96600         0         0
PIONEER NATURAL RESOURCES CO       COMMON SHS      723787107       131       2550 SH       DEFINED 9       2550         0         0
PITNEY BOWES INC                   COMMON SHS      724479100      3429      81155 SH       DEFINED 6      81155         0         0
PITNEY BOWES INC                   COMMON SHS      724479100      4487     106205 SH       DEFINED 9     106205         0         0
PITNEY BOWES INC                   COMMON SHS      724479100     25249     597600 SH       DEFINED A     597600         0         0
PIXAR                              COMMON SHS      725811103        79       1496 SH       DEFINED 6       1496         0         0
PIXAR                              COMMON SHS      725811103        40        750 SH       DEFINED 9        750         0         0
PIXAR                              COMMON SHS      725811103    137725    2612390 SH       DEFINED A    2612390         0         0
PIXAR                              COMMON SHS      725811103      1518      28800 SH       DEFINED C      28800         0         0
PLACER DOME INC                    ORDINARY SHS    725906101    164560    6181800 SH       DEFINED 5    6181800         0         0
PLACER DOME INC                    COMMON SHS      725906101        93       4065 SH       DEFINED 9       4065         0         0
PLACER DOME INC                    COMMON SHS      725906101     55299    2411655 SH       DEFINED A    2411655         0         0
PLAINS EXPL & PRODTN CO            COMMON SHS      726505100       250       6300 SH       DEFINED 9       6300         0         0
PLUM CREEK TIMBER CO INC           REAL EST INV TR 729251108      9357     259569 SH       DEFINED 3     259569         0         0
PLUM CREEK TIMBER CO INC           REAL EST INV TR 729251108     12582     349015 SH       DEFINED 9     344078         0      4937
PLUM CREEK TIMBER CO INC           REAL EST INV TR 729251108       180       5000 SH       DEFINED M       5000         0         0
PMC-SIERRA INC                     COMMON SHS      69344F106        77      10000 SH       DEFINED 9      10000         0         0
PMI GROUP INC                      COMMON SHS      69344M101     56874    1384800 SH       DEFINED 4    1383300         0      1500
PMI GROUP INC                      COMMON SHS      69344M101     10851     264200 SH       DEFINED A     264200         0         0
PNC FINANCIAL SERVICES GROUP       COMMON SHS      693475105      4855      78519 SH       DEFINED 9      77919         0       600
PNM RESOURCES INC                  COMMON SHS      69349H107     45632    1863300 SH       DEFINED 4    1863300         0         0
PNM RESOURCES INC                  COMMON SHS      69349H107       202       8250 SH       DEFINED 9       8250         0         0
POGO PRODUCING CO                  COMMON SHS      730448107    131404    2638100 SH       DEFINED 5    2638100         0         0
POGO PRODUCING CO                  COMMON SHS      730448107       747      15000 SH       DEFINED 9      15000         0         0
POGO PRODUCING CO                  COMMON SHS      730448107         2         37 SH       DEFINED A         37         0         0
POLYONE CORP                       COMMON SHS      73179P106      9002    1400000 SH       DEFINED 4    1400000         0         0
PORTUGAL TELECOM SGPS SA           AMER DEP RECPT  737273102        72       7162 SH       DEFINED 2       7162         0         0
PORTUGAL TELECOM SGPS SA           AMER DEP RECPT  737273102       112      11162 SH       DEFINED 6      11162         0         0
POSCO                              AMER DEP RECPT  693483109     36620     739647 SH       DEFINED 2     594617         0    145030
POSCO                              AMER DEP RECPT  693483109      1405      28375 SH       DEFINED 9      28375         0         0
POSCO                              AMER DEP RECPT  693483109       199       4010 SH       DEFINED C       4010         0         0
POSCO                              AMER DEP RECPT  693483109      1174      23704 SH       DEFINED D      23704         0         0
POSCO                              AMER DEP RECPT  693483109       883      17844 SH       DEFINED M      17844         0         0
POTASH CORP OF SASKATCHEWAN INC    ORDINARY SHS    73755L107       186       2000 SH       DEFINED 8       2000         0         0
POTASH CORP OF SASKATCHEWAN INC    COMMON SHS      73755L107       128       1600 SH       DEFINED E          0         0      1600
POTLATCH CORP                      REAL EST INV TR 737628107    216832    4253280 SH       DEFINED 5    4253280         0         0
POTLATCH CORP                      REAL EST INV TR 737628107        21        404 SH       DEFINED 9        404         0         0
POWELL INDUSTRIES INC              COMMON SHS      739128106      4145     230800 SH       DEFINED 4     229600         0      1200
POWER INTEGRATIONS INC             COMMON SHS      739276103         1         56 SH       DEFINED 6         56         0         0
POWER INTEGRATIONS INC             COMMON SHS      739276103      5838     245200 SH       DEFINED 8     245200         0         0
POWER INTEGRATIONS INC             COMMON SHS      739276103     28902    1213880 SH       DEFINED A    1192480         0     21400
POZEN INC                          COMMON SHS      73941U102      1678     175000 SH       DEFINED 6     175000         0         0
POZEN INC                          COMMON SHS      73941U102     10118    1055052 SH       DEFINED A    1041752         0     13300
PPG INDUSTRIES INC                 COMMON SHS      693506107        26        450 SH       DEFINED 8        450         0         0
PPG INDUSTRIES INC                 COMMON SHS      693506107      2867      49524 SH       DEFINED 9      49524         0         0
PPG INDUSTRIES INC                 COMMON SHS      693506107       174       3000 SH       DEFINED M       3000         0         0
PPL CORP                           COMMON SHS      69351T106         2         80 SH       DEFINED 6         80         0         0
PPL CORP                           COMMON SHS      69351T106       386      13130 SH       DEFINED 9      13110         0        20
PPL CORP                           COMMON SHS      69351T106    209634    7130400 SH       DEFINED A    7130400         0         0
PRAXAIR INC                        COMMON SHS      74005P104    189136    3571300 SH       DEFINED 4    3571300         0         0
PRAXAIR INC                        COMMON SHS      74005P104        95       1800 SH       DEFINED 6       1800         0         0
PRAXAIR INC                        COMMON SHS      74005P104     14441     272670 SH       DEFINED 9     271550         0      1120
PRAXAIR INC                        COMMON SHS      74005P104     26904     508000 SH       DEFINED A     508000         0         0
PRAXAIR INC                        COMMON SHS      74005P104       265       5000 SH       DEFINED M       5000         0         0
PRECISION DRILLING TRUST           ORDINARY SHS    740215108      2409      62772 SH       DEFINED 2      62772         0         0
PRECISION DRILLING TRUST           ORDINARY SHS    740215108      4568     119020 SH       DEFINED 8     119020         0         0
PREMIUM STANDARD FARMS INC         COMMON SHS      74060C105     25432    1700000 SH       DEFINED 4    1700000         0         0
PREPAID LEGAL SERVICES INC         COMMON SHS      740065107       317       8300 SH       DEFINED 9       8300         0         0
PRESIDENTIAL LIFE CORP             COMMON SHS      740884101     13290     698000 SH       DEFINED 4     698000         0         0
PRIMEENERGY CORP                   COMMON SHS      74158E104       864      16800 SH       DEFINED 9      16800         0         0
PRINCIPAL FINANCIAL GROUP          COMMON SHS      74251V102     10672     225000 SH       DEFINED 4     225000         0         0
PRINCIPAL FINANCIAL GROUP          COMMON SHS      74251V102         7        150 SH       DEFINED 9        150         0         0
PRINTRONIX INC                     COMMON SHS      742578107      1997     130000 SH       DEFINED 4     130000         0         0
PROCTER & GAMBLE CO                COMMON SHS      742718109    156016    2695510 SH       DEFINED 4    2695510         0         0
PROCTER & GAMBLE CO                COMMON SHS      742718109       390       6733 SH       DEFINED 6       6733         0         0
PROCTER & GAMBLE CO                COMMON SHS      742718109     23976     414244 SH       DEFINED 8     414244         0         0
PROCTER & GAMBLE CO                COMMON SHS      742718109     96436    1666133 SH       DEFINED 9    1629507         0     36626
PROCTER & GAMBLE CO                COMMON SHS      742718109     81339    1405311 SH       DEFINED A    1294411         0    110900
PROCTER & GAMBLE CO                COMMON SHS      742718109      1760      30400 SH       DEFINED E          0         0     30400
PROCTER & GAMBLE CO                COMMON SHS      742718109        21        370 SH       DEFINED L        370         0         0
PROGRESS ENERGY INC                COMMON SHS      743263105      3373      76790 SH       DEFINED 9      75817         0       973
PROGRESS ENERGY INC                COMMON SHS      743263105    455450   10370000 SH       DEFINED A   10370000         0         0
PROGRESSIVE CORP                   COMMON SHS      743315103       989       8465 SH       DEFINED 9       8465         0         0
PROLIANCE INTERNATIONAL INC        COMMON SHS      74340R104      4358     823800 SH       DEFINED 4     823800         0         0
PROLOGIS                           REAL EST INV TR 743410102       328       7010 SH       DEFINED 6       7010         0         0
PROLOGIS                           REAL EST INV TR 743410102      2225      47615 SH       DEFINED 9      47525         0        90
PROLOGIS                           REAL EST INV TR 743410102     99192    2123114 SH       DEFINED A    2123114         0         0
PROSPERITY BANCSHARES INC          COMMON SHS      743606105      4393     152837 SH       DEFINED 5     152837         0         0
PROTECTIVE LIFE CORP               COMMON SHS      743674103     10894     248900 SH       DEFINED 4     247100         0      1800
PROTECTIVE LIFE CORP               COMMON SHS      743674103        79       1800 SH       DEFINED 9       1800         0         0
PROTECTIVE LIFE CORP               COMMON SHS      743674103         4        101 SH       DEFINED A        101         0         0
PROVIDENCE & WORCHESTER RAILROAD C COMMON SHS      743737108      3055     205000 SH       DEFINED 4     205000         0         0
PROVIDENCE SERVICE CORP            COMMON SHS      743815102       230       8000 SH       DEFINED 9       8000         0         0
PROVIDIAN FINANCIAL CORP           CONVERTIBLE BD  74406AAC6     13376    9000000 PRN      DEFINED A    9000000         0         0
PRUDENTIAL FINANCIAL INC           COMMON SHS      744320102    106126    1450000 SH       DEFINED 4    1450000         0         0
PRUDENTIAL FINANCIAL INC           COMMON SHS      744320102    214208    2926736 SH       DEFINED 5    2926736         0         0
PRUDENTIAL FINANCIAL INC           COMMON SHS      744320102       996      13611 SH       DEFINED 9      13611         0         0
PRUDENTIAL FINANCIAL INC           COMMON SHS      744320102         5         65 SH       DEFINED A         65         0         0
PS BUSINESS PARKS INC              REAL EST INV TR 69360J107       168       3420 SH       DEFINED 6       3420         0         0
PS BUSINESS PARKS INC              REAL EST INV TR 69360J107     52693    1071000 SH       DEFINED A    1071000         0         0
PSYCHIATRIC SOLUTIONS INC          COMMON SHS      74439H108      4682      79700 SH       DEFINED 8      79700         0         0
PSYCHIATRIC SOLUTIONS INC          COMMON SHS      74439H108     26388     449230 SH       DEFINED A     441530         0      7700
PUBLIC SERVICE ENTERPRISE GROUP IN COMMON SHS      744573106     11117     171115 SH       DEFINED 9     152932         0     18183
PUBLIC SERVICE ENTERPRISE GROUP IN COMMON SHS      744573106    537185    8268202 SH       DEFINED A    8268202         0         0
PUBLIC STORAGE INC                 REAL EST INV TR 74460D109       161       2378 SH       DEFINED 6       2378         0         0
PUBLIC STORAGE INC                 REAL EST INV TR 74460D109      1081      15962 SH       DEFINED 9      15962         0         0
PUBLIC STORAGE INC                 REAL EST INV TR 74460D109     45325     669300 SH       DEFINED A     669300         0         0
PUGET ENERGY INC                   COMMON SHS      745310102        20       1000 SH       DEFINED 9       1000         0         0
PUGET ENERGY INC                   COMMON SHS      745310102    232345   11378300 SH       DEFINED A   11378300         0         0
PULTE HOMES INC                    COMMON SHS      745867101    102667    2608400 SH       DEFINED 4    2608400         0         0
PUTNAM MUNICIPAL OPPORTUNITIES TRU CLOSE END MUT F 746922103       344      30000 SH       DEFINED 9      30000         0         0
QLT INC                            ORDINARY SHS    746927102      9670    1520448 SH       DEFINED 6    1520448         0         0
QUALCOMM INC                       COMMON SHS      747525103         2         45 SH       DEFINED 6         45         0         0
QUALCOMM INC                       COMMON SHS      747525103       591      13730 SH       DEFINED 8      13730         0         0
QUALCOMM INC                       COMMON SHS      747525103     55206    1281478 SH       DEFINED 9    1253628       550     27300
QUALCOMM INC                       COMMON SHS      747525103    116776    2710679 SH       DEFINED A    2580679         0    130000
QUALCOMM INC                       COMMON SHS      747525103      1055      24500 SH       DEFINED E          0         0     24500
QUALCOMM INC                       COMMON SHS      747525103      2574      59750 SH       DEFINED        59750         0         0
QUALCOMM INC                       COMMON SHS      747525103        18        410 SH       DEFINED L        410         0         0
QUALCOMM INC                       COMMON SHS      747525103       646      15000 SH       DEFINED M      15000         0         0
QUALITY SYSTEMS INC                COMMON SHS      747582104      1535      20000 SH       DEFINED A      20000         0         0
QUANEX CORP                        COMMON SHS      747620102      2931      58650 SH       DEFINED 9      58650         0         0
QUANEX CORP                        COMMON SHS      747620102        64       1288 SH       DEFINED A       1288         0         0
QUANEX CORP                        COMMON SHS      747620102       350       7000 SH       DEFINED         7000         0         0
QUANTA SERVICES INC                COMMON SHS      74762E102     17780    1350000 SH       DEFINED 4    1350000         0         0
QUEBECOR WORLD INC                 ORDINARY SHS    748203106     53950    3431933 SH       DEFINED 1    3281933         0    150000
QUEBECOR WORLD INC                 ORDINARY SHS    748203106     29684    1888289 SH       DEFINED 2    1888289         0         0
QUEBECOR WORLD INC                 ORDINARY SHS    748203106        64       4049 SH       DEFINED 6       4049         0         0
QUEBECOR WORLD INC                 ORDINARY SHS    748203106     15378     978235 SH       DEFINED 8     978235         0         0
QUEBECOR WORLD INC                 ORDINARY SHS    748203106      2278     144924 SH       DEFINED A     144924         0         0
QUEBECOR WORLD INC                 ORDINARY SHS    748203106      3598     228873 SH       DEFINED D     228873         0         0
QUEBECOR WORLD INC                 ORDINARY SHS    748203106     11644     740692 SH       DEFINED E     333800         0    406892
QUEENSTAKE RES LTD YUKON           ORDINARY SHS    748314101      1763    7500000 SH       DEFINED A    7500000         0         0
QUEST CAPITAL CORP                 ORDINARY SHS    74835U109        41      17500 SH       DEFINED 8      17500         0         0
QUEST DIAGNOSTICS INC              COMMON SHS      74834L100     14157     275000 SH       DEFINED 7     275000         0         0
QUEST DIAGNOSTICS INC              COMMON SHS      74834L100     29352     570158 SH       DEFINED 9     562458         0      7700
QUEST DIAGNOSTICS INC              COMMON SHS      74834L100     21912     425648 SH       DEFINED A     425648         0         0
QUEST DIAGNOSTICS INC              COMMON SHS      74834L100      2214      43000 SH       DEFINED        43000         0         0
QUEST SOFTWARE INC                 COMMON SHS      74834T103      9403     644503 SH       DEFINED 6     644503         0         0
QUEST SOFTWARE INC                 COMMON SHS      74834T103      4546     311600 SH       DEFINED 8     311600         0         0
QUEST SOFTWARE INC                 COMMON SHS      74834T103     23321    1598440 SH       DEFINED A    1570940         0     27500
QUESTAR CORP                       COMMON SHS      748356102       119       1577 SH       DEFINED 6       1577         0         0
QUESTAR CORP                       COMMON SHS      748356102      2439      32213 SH       DEFINED 9      27213         0      5000
QUESTAR CORP                       COMMON SHS      748356102     22983     303600 SH       DEFINED A     303600         0         0
QUINENCO SA                        AMER DEP RECPT  748718103      1059      98003 SH       DEFINED C      98003         0         0
QWEST COMMUNICATIONS INTERNATIONAL CONVERTIBLE BD  749121BY4     37375   32500000 PRN      DEFINED A   32500000         0         0
R & G FINANCIAL CORP               COMMON SHS      749136107       693      52485 SH       DEFINED A      52485         0         0
R R DONNELLEY & SONS CO            COMMON SHS      257867101     89798    2624900 SH       DEFINED 1    2624900         0         0
R R DONNELLEY & SONS CO            COMMON SHS      257867101      3572     104410 SH       DEFINED 2     104410         0         0
R R DONNELLEY & SONS CO            COMMON SHS      257867101      4287     125305 SH       DEFINED 6     125305         0         0
R R DONNELLEY & SONS CO            COMMON SHS      257867101      8766     256250 SH       DEFINED 8     256250         0         0
R R DONNELLEY & SONS CO            COMMON SHS      257867101       703      20537 SH       DEFINED 9      20537         0         0
R R DONNELLEY & SONS CO            COMMON SHS      257867101     25921     757700 SH       DEFINED A     757700         0         0
R R DONNELLEY & SONS CO            COMMON SHS      257867101     41619     660274 SH       DEFINED E     421678         0    238596
R R DONNELLEY & SONS CO            COMMON SHS      257867101       736      21502 SH       DEFINED        21502         0         0
R.H. DONNELLEY CORP                COMMON SHS      74955W307       342       5552 SH       DEFINED 9       5552         0         0
R.H. DONNELLEY CORP                COMMON SHS      74955W307        23        369 SH       DEFINED A        369         0         0
RACKABLE SYSTEMS INC               COMMON SHS      750077109      7114     249800 SH       DEFINED 9     249800         0         0
RACKABLE SYSTEMS INC               COMMON SHS      750077109       809      28400 SH       DEFINED        28400         0         0
RADIAN GROUP INC                   COMMON SHS      750236101     47130     804400 SH       DEFINED 4     804400         0         0
RADIAN GROUP INC                   COMMON SHS      750236101      4218      72000 SH       DEFINED 8      72000         0         0
RADIAN GROUP INC                   COMMON SHS      750236101       498       8500 SH       DEFINED 9       8500         0         0
RADIOSHACK CORP                    COMMON SHS      750438103       321      15260 SH       DEFINED 8      15260         0         0
RADIOSHACK CORP                    COMMON SHS      750438103      1812      86150 SH       DEFINED 9      86150         0         0
RADIOSHACK CORP                    COMMON SHS      750438103     13285     631730 SH       DEFINED A     449330         0    182400
RADIOSHACK CORP                    COMMON SHS      750438103      1180      56100 SH       DEFINED E          0         0     56100
RADIOSHACK CORP                    COMMON SHS      750438103        15        730 SH       DEFINED L        730         0         0
RADIOSHACK CORP                    COMMON SHS      750438103       210      10000 SH       DEFINED M      10000         0         0
RAMCO-GERSHENSON PPTYS TR          REAL EST INV TR 751452202        84       3145 SH       DEFINED 6       3145         0         0
RAMCO-GERSHENSON PPTYS TR          REAL EST INV TR 751452202     12051     452200 SH       DEFINED A     452200         0         0
RANDGOLD RESOURCES LTD             AMER DEP RECPT  752344309     29479    1827600 SH       DEFINED A    1827600         0         0
RAYTHEON CO                        COMMON SHS      755111507    537393   13384630 SH       DEFINED 1   13244630         0    140000
RAYTHEON CO                        COMMON SHS      755111507     16024     399100 SH       DEFINED 2     399100         0         0
RAYTHEON CO                        COMMON SHS      755111507      4689     116794 SH       DEFINED 6     116794         0         0
RAYTHEON CO                        COMMON SHS      755111507     24090     600000 SH       DEFINED 7     600000         0         0
RAYTHEON CO                        COMMON SHS      755111507      1030      25650 SH       DEFINED 8      25650         0         0
RAYTHEON CO                        COMMON SHS      755111507      5444     135582 SH       DEFINED 9     133123         0      2459
RAYTHEON CO                        COMMON SHS      755111507     30707     764800 SH       DEFINED A     764800         0         0
RAYTHEON CO                        COMMON SHS      755111507     20391     507867 SH       DEFINED E     129200         0    378667
REALNETWORKS INC                   COMMON SHS      75605L104       111      14262 SH       DEFINED 9      14262         0         0
REDWOOD TRUST INC                  REAL EST INV TR 758075402        35        850 SH       DEFINED 6        850         0         0
REDWOOD TRUST INC                  REAL EST INV TR 758075402        62       1500 SH       DEFINED 9       1500         0         0
REDWOOD TRUST INC                  REAL EST INV TR 758075402      6292     152500 SH       DEFINED A     152500         0         0
REEBOK INTERNATIONAL LTD           COMMON SHS      758110100     72714    1248730 SH       DEFINED 5    1248730         0         0
REEBOK INTERNATIONAL LTD           COMMON SHS      758110100       122       2100 SH       DEFINED 9       2100         0         0
REEBOK INTERNATIONAL LTD           CONVERTIBLE BD  758110AH3        11      10000 PRN      DEFINED 9      10000         0         0
REGAL ENTERTAINMENT GROUP          COMMON SHS      758766109      6383     335600 SH       DEFINED 9     335600         0         0
REGENCY CENTERS CORP               REAL EST INV TR 758849103       124       2105 SH       DEFINED 6       2105         0         0
REGENCY CENTERS CORP               REAL EST INV TR 758849103       825      14000 SH       DEFINED 9      14000         0         0
REGENCY CENTERS CORP               REAL EST INV TR 758849103     35205     597200 SH       DEFINED A     597200         0         0
REGIONS FINANCIAL CORP             COMMON SHS      7591EP100       942      27576 SH       DEFINED 9      27576         0         0
REGIS CORP                         COMMON SHS      758932107     34991     907200 SH       DEFINED 4     905200         0      2000
REGIS CORP                         COMMON SHS      758932107      3221      83500 SH       DEFINED 8      83500         0         0
REGIS CORP                         COMMON SHS      758932107       386      10000 SH       DEFINED 9      10000         0         0
REGIS CORP                         COMMON SHS      758932107     13841     358850 SH       DEFINED A     351150         0      7700
REHABCARE GROUP INC                COMMON SHS      759148109     13089     647992 SH       DEFINED 6     647992         0         0
REHABCARE GROUP INC                COMMON SHS      759148109      2523     124900 SH       DEFINED 8     124900         0         0
REHABCARE GROUP INC                COMMON SHS      759148109     11936     590900 SH       DEFINED A     579400         0     11500
RELIANCE STEEL & ALUMINUM CO       COMMON SHS      759509102    108048    1767800 SH       DEFINED 4    1765300         0      2500
RELIANT ENERGY INC                 CONVERTIBLE BD  75952BAD7      7395    6000000 PRN      DEFINED A    6000000         0         0
RENAISSANCE HOLDINGS LTD           ORDINARY SHS    G7496G103       708      16050 SH       DEFINED 9      15050         0      1000
RENT-A-CENTER INC                  COMMON SHS      76009N100     10678     566170 SH       DEFINED A     347570         0    218600
RENT-A-CENTER INC                  COMMON SHS      76009N100      1230      65200 SH       DEFINED E          0         0     65200
RENT-A-CENTER INC                  COMMON SHS      76009N100        15        770 SH       DEFINED L        770         0         0
REPSOL YPF SA                      AMER DEP RECPT  76026T205     26054     885884 SH       DEFINED 2     694614         0    191270
REPSOL YPF SA                      AMER DEP RECPT  76026T205       131       4471 SH       DEFINED 6       4471         0         0
REPSOL YPF SA                      AMER DEP RECPT  76026T205       226       7675 SH       DEFINED 9       7675         0         0
REPUBLIC AIRWAYS HOLDINGS INC      COMMON SHS      760276105      3768     247900 SH       DEFINED 8     247900         0         0
REPUBLIC AIRWAYS HOLDINGS INC      COMMON SHS      760276105     21155    1391780 SH       DEFINED A    1368580         0     23200
REPUBLIC SERVICES INC              COMMON SHS      760759100    226169    6023150 SH       DEFINED 5    6023150         0         0
REPUBLIC SERVICES INC              COMMON SHS      760759100       419      11150 SH       DEFINED 9      11150         0         0
RESEARCH IN MOTION LTD             ORDINARY SHS    760975102     89486    1165940 SH       DEFINED 8    1165940         0         0
RESEARCH IN MOTION LTD             COMMON SHS      760975102        43        655 SH       DEFINED 9        185         0       470
RESEARCH IN MOTION LTD             COMMON SHS      760975102      1089      16500 SH       DEFINED A      16500         0         0
RESMED INC                         COMMON SHS      761152107     31836     831000 SH       DEFINED A     831000         0         0
RESPIRONICS INC                    COMMON SHS      761230101      5959     160760 SH       DEFINED A     160760         0         0
REUTERS GROUP PLC                  AMER DEP RECPT  76132M102       822      18570 SH       DEFINED 9      17537         0      1033
REYNOLDS & REYNOLDS CO             COMMON SHS      761695105    103783    3697300 SH       DEFINED 4    3691800         0      5500
REYNOLDS & REYNOLDS CO             COMMON SHS      761695105       159       5653 SH       DEFINED 6       5653         0         0
REYNOLDS & REYNOLDS CO             COMMON SHS      761695105      1134      40394 SH       DEFINED 9      40394         0         0
REYNOLDS AMERICAN INC              COMMON SHS      761713106    578359    6066918 SH       DEFINED 5    6066918         0         0
REYNOLDS AMERICAN INC              COMMON SHS      761713106       334       3500 SH       DEFINED 9       3500         0         0
REYNOLDS AMERICAN INC              COMMON SHS      761713106         2         24 SH       DEFINED A         24         0         0
RIGEL PHARMACEUTICALS INC          COMMON SHS      766559603         0         28 SH       DEFINED 6         28         0         0
RIGEL PHARMACEUTICALS INC          COMMON SHS      766559603        25       3000 SH       DEFINED 9       3000         0         0
RIGEL PHARMACEUTICALS INC          COMMON SHS      766559603       572      68400 SH       DEFINED A      68400         0         0
RIGHTNOW TECHNOLOGIES INC          COMMON SHS      76657R106      2673     144800 SH       DEFINED 8     144800         0         0
RIGHTNOW TECHNOLOGIES INC          COMMON SHS      76657R106     10451     566140 SH       DEFINED A     555140         0     11000
RIO NARCEA GOLD MINES LTD          ORDINARY SHS    766909105     13071    8169400 SH       DEFINED 5    8169400         0         0
RIO NARCEA GOLD MINES LTD          ORDINARY SHS    766909105      2080    1300000 SH       DEFINED A    1300000         0         0
RIO TINTO PLC                      AMER DEP RECPT  767204100     10825      59220 SH       DEFINED 9      59220         0         0
RIO TINTO PLC                      AMER DEP RECPT  767204100       366       2000 SH       DEFINED M       2000         0         0
RLI CORPORATION                    COMMON SHS      749607107     84392    1692236 SH       DEFINED 4    1690536         0      1700
RLI CORPORATION                    COMMON SHS      749607107        85       1700 SH       DEFINED 6       1700         0         0
RLI CORPORATION                    COMMON SHS      749607107         8        165 SH       DEFINED A        165         0         0
ROBERT HALF INTL INC               COMMON SHS      770323103       106       2790 SH       DEFINED 6       2790         0         0
ROBERT HALF INTL INC               COMMON SHS      770323103     11367     300000 SH       DEFINED 7     300000         0         0
ROBERT HALF INTL INC               COMMON SHS      770323103      2522      66550 SH       DEFINED 9      66550         0         0
ROBERT HALF INTL INC               COMMON SHS      770323103    119370    3150444 SH       DEFINED A    3150444         0         0
ROBERT HALF INTL INC               COMMON SHS      770323103      1580      41700 SH       DEFINED C      41700         0         0
ROCKFORD CORP                      COMMON SHS      77316P101      1926     575000 SH       DEFINED 4     575000         0         0
ROCKWELL AUTOMATION INC            COMMON SHS      773903109      2764      46719 SH       DEFINED 6      46719         0         0
ROCKWELL AUTOMATION INC            COMMON SHS      773903109       123       2075 SH       DEFINED 8       2075         0         0
ROCKWELL AUTOMATION INC            COMMON SHS      773903109       440       7435 SH       DEFINED 9       7435         0         0
ROCKWELL AUTOMATION INC            COMMON SHS      773903109     75302    1272845 SH       DEFINED A    1272845         0         0
ROCKWELL COLLINS INC               COMMON SHS      774341101       141       3044 SH       DEFINED 6       3044         0         0
ROCKWELL COLLINS INC               COMMON SHS      774341101      4647     100000 SH       DEFINED 7     100000         0         0
ROCKWELL COLLINS INC               COMMON SHS      774341101       355       7635 SH       DEFINED 9       7635         0         0
ROCKWELL COLLINS INC               COMMON SHS      774341101    144913    3118410 SH       DEFINED A    3118410         0         0
ROCKWOOD HOLDINGS INC              COMMON SHS      774415103     25423    1288570 SH       DEFINED A    1288570         0         0
ROCKWOOD HOLDINGS INC              COMMON SHS      774415103       539      27300 SH       DEFINED C      27300         0         0
ROGERS COMMUNICATIONS INC          ORDINARY SHS    775109200         5        110 SH       DEFINED 8        110         0         0
ROGERS COMMUNICATIONS INC          COMMON SHS      775109200        21        500 SH       DEFINED 9        500         0         0
ROGERS COMMUNICATIONS INC          ORDINARY SHS    775109200     34786     707550 SH       DEFINED A     707550         0         0
ROHM & HAAS CO                     COMMON SHS      775371107      1684      34783 SH       DEFINED 9      34783         0         0
ROPER INDUSTRIES INC               COMMON SHS      776696106    223512    5657100 SH       DEFINED 4    5651700         0      5400
ROPER INDUSTRIES INC               COMMON SHS      776696106       103       2600 SH       DEFINED 6       2600         0         0
ROPER INDUSTRIES INC               COMMON SHS      776696106        82       2076 SH       DEFINED 9       2076         0         0
ROSS STORES INC                    COMMON SHS      778296103       200       6920 SH       DEFINED 8       6920         0         0
ROSS STORES INC                    COMMON SHS      778296103      1420      49150 SH       DEFINED 9      46350         0      2800
ROSS STORES INC                    COMMON SHS      778296103     55882    1933616 SH       DEFINED A    1783616         0    150000
ROSS STORES INC                    COMMON SHS      778296103       902      31200 SH       DEFINED C      31200         0         0
ROSS STORES INC                    COMMON SHS      778296103      1124      38900 SH       DEFINED E          0         0     38900
ROSS STORES INC                    COMMON SHS      778296103        16        560 SH       DEFINED L        560         0         0
ROSTELECOM                         AMER DEP RECPT  778529107      3501     256460 SH       DEFINED C     256460         0         0
ROWAN COMPANIES INC                COMMON SHS      779382100     18109     508100 SH       DEFINED 4     504900         0      3200
ROWAN COMPANIES INC                COMMON SHS      779382100        73       2051 SH       DEFINED 6       2051         0         0
ROWAN COMPANIES INC                COMMON SHS      779382100        14        400 SH       DEFINED 9        400         0         0
ROWAN COMPANIES INC                COMMON SHS      779382100    104068    2919968 SH       DEFINED A    2919968         0         0
ROWAN COMPANIES INC                COMMON SHS      779382100      2110      59200 SH       DEFINED C      59200         0         0
ROYAL BANK OF CANADA               ORDINARY SHS    780087102    405465    4464980 SH       DEFINED 8    4464980         0         0
ROYAL BANK OF CANADA               COMMON SHS      780087102       337       4320 SH       DEFINED 9       4320         0         0
ROYAL BANK OF CANADA               COMMON SHS      780087102       546       7000 SH       DEFINED E          0         0      7000
ROYAL BANK OF SCOTLAND GROUP PLC   AMER DEP RECPT  780097788       709      30780 SH       DEFINED 9      30780         0         0
ROYAL CARIBBEAN CRUISES LTD        COMMON SHS      V7780T103      3940      87447 SH       DEFINED 9      87447         0         0
ROYAL DUTCH SHELL                  AMER DEP RECPT  780259107     16687     258599 SH       DEFINED 1     258599         0         0
ROYAL DUTCH SHELL                  AMER DEP RECPT  780259107    146156    2264925 SH       DEFINED 2    2079466         0    185459
ROYAL DUTCH SHELL                  AMER DEP RECPT  780259107      5716      88579 SH       DEFINED 6      88579         0         0
ROYAL DUTCH SHELL                  AMER DEP RECPT  780259107      7381     114382 SH       DEFINED 8     114382         0         0
ROYAL DUTCH SHELL                  AMER DEP RECPT  780259107       421       6531 SH       DEFINED 9       6531         0         0
ROYAL DUTCH SHELL                  AMER DEP RECPT  780259107     36173     560557 SH       DEFINED A     560557         0         0
ROYAL DUTCH SHELL                  AMER DEP RECPT  780259206     11689     190090 SH       DEFINED 1     190090         0         0
ROYAL DUTCH SHELL                  AMER DEP RECPT  780259206      5629      91540 SH       DEFINED 2       7600         0     83940
ROYAL DUTCH SHELL                  AMER DEP RECPT  780259206       258       4200 SH       DEFINED 6       4200         0         0
ROYAL DUTCH SHELL                  AMER DEP RECPT  780259206     17217     280000 SH       DEFINED 7     280000         0         0
ROYAL DUTCH SHELL                  AMER DEP RECPT  780259206       379       6160 SH       DEFINED 8       6160         0         0
ROYAL DUTCH SHELL                  AMER DEP RECPT  780259206     39894     648782 SH       DEFINED 9     635039       225     13518
ROYAL DUTCH SHELL                  AMER DEP RECPT  780259206    405473    6594133 SH       DEFINED A    6594133         0         0
ROYAL DUTCH SHELL                  AMER DEP RECPT  780259206       363       5900 SH       DEFINED         5900         0         0
ROYAL DUTCH SHELL                  AMER DEP RECPT  780259206        17        270 SH       DEFINED L        270         0         0
ROYAL DUTCH SHELL                  AMER DEP RECPT  780259206     40983     666500 SH CALL  DEFINED 3
ROYAL GROUP TECHNOLOGIES LTD       ORDINARY SHS    779915107     40721    3867100 SH       DEFINED 8    3867100         0         0
ROYAL GROUP TECHNOLOGIES LTD       ORDINARY SHS    779915107      4823     458000 SH       DEFINED E     458000         0         0
RPM INTERNATIONAL INC              COMMON SHS      749685103     26500    1525600 SH       DEFINED 4    1516600         0      9000
RPM INTERNATIONAL INC              COMMON SHS      749685103       112       6445 SH       DEFINED 6       6445         0         0
RPM INTERNATIONAL INC              COMMON SHS      749685103     11238     646954 SH       DEFINED 9     599854       700     46400
RSA SECURITY INC                   COMMON SHS      749719100     13938    1241100 SH       DEFINED 6    1241100         0         0
RSA SECURITY INC                   COMMON SHS      749719100        28       2500 SH       DEFINED 9       2500         0         0
RSA SECURITY INC                   COMMON SHS      749719100       642      57200 SH       DEFINED E          0         0     57200
RTI INTERNATIONAL METALS INC       COMMON SHS      74973W107     12144     320000 SH       DEFINED 4     320000         0         0
RUSS BERRIE & CO INC               COMMON SHS      782233100     25502    2233100 SH       DEFINED 4    2227100         0      6000
RUSSELL CORP                       COMMON SHS      782352108     32319    2401103 SH       DEFINED 4    2397203         0      3900
RUSSELL CORP                       COMMON SHS      782352108         5        385 SH       DEFINED 9        385         0         0
RUTH'S CHRIS STEAK HOUSE INC       COMMON SHS      783332109      5635     311300 SH       DEFINED 9     311300         0         0
RUTH'S CHRIS STEAK HOUSE INC       COMMON SHS      783332109        69       3800 SH       DEFINED A       3800         0         0
RUTH'S CHRIS STEAK HOUSE INC       COMMON SHS      783332109       650      35900 SH       DEFINED        35900         0         0
RYDER SYSTEMS INC                  COMMON SHS      783549108         8        200 SH       DEFINED 9        200         0         0
RYDER SYSTEMS INC                  COMMON SHS      783549108       919      22400 SH       DEFINED A      22400         0         0
RYLAND GROUP INC                   COMMON SHS      783764103        72       1000 SH       DEFINED 6       1000         0         0
RYLAND GROUP INC                   COMMON SHS      783764103     80271    1112861 SH       DEFINED A    1112861         0         0
RYLAND GROUP INC                   COMMON SHS      783764103      1421      19700 SH       DEFINED C      19700         0         0
S & P 500 DEPOSITORY RECEIPT       OPEN END UT TR  78462F103      6583      52873 SH       DEFINED 9      52873         0         0
SAFECO CORP                        COMMON SHS      786429100       309       5475 SH       DEFINED 9       5475         0         0
SAFECO CORP                        COMMON SHS      786429100        18        314 SH       DEFINED A        314         0         0
SAFETY INSURANCE GROUP INC         COMMON SHS      78648T100      2826      70000 SH       DEFINED 4      70000         0         0
SAFETY INSURANCE GROUP INC         COMMON SHS      78648T100     10960     271500 SH       DEFINED 5     271500         0         0
SAFEWAY INC                        COMMON SHS      786514208       463      19555 SH       DEFINED 9      19555         0         0
SAKS INC                           COMMON SHS      79377W108     29505    1750000 SH       DEFINED 4    1750000         0         0
SAKS INC                           COMMON SHS      79377W108        17       1000 SH       DEFINED 9       1000         0         0
SALESFORCE.COM INC                 COMMON SHS      79466L302        58       1822 SH       DEFINED 6       1822         0         0
SALESFORCE.COM INC                 COMMON SHS      79466L302     42581    1328570 SH       DEFINED A    1328570         0         0
SALESFORCE.COM INC                 COMMON SHS      79466L302       484      15100 SH       DEFINED C      15100         0         0
SALISBURY BANCORP INC              COMMON SHS      795226109       334       8800 SH       DEFINED 9       8800         0         0
SANDISK CORP                       COMMON SHS      80004C101        31        500 SH       DEFINED 9        500         0         0
SANDISK CORP                       COMMON SHS      80004C101      3515      55952 SH       DEFINED A      55952         0         0
SANOFI-AVENTIS                     AMER DEP RECPT  80105N105      6120     139413 SH       DEFINED 2     139413         0         0
SANOFI-AVENTIS                     AMER DEP RECPT  80105N105       138       3140 SH       DEFINED 6       3140         0         0
SANOFI-AVENTIS                     AMER DEP RECPT  80105N105      1565      35639 SH       DEFINED 9      34922         0       717
SAP AG                             AMER DEP RECPT  803054204         1         25 SH       DEFINED 6         25         0         0
SAP AG                             AMER DEP RECPT  803054204       208       4620 SH       DEFINED 8       4620         0         0
SAP AG                             AMER DEP RECPT  803054204     20127     446564 SH       DEFINED 9     442214       300      4050
SAP AG                             AMER DEP RECPT  803054204     37649     835343 SH       DEFINED A     835343         0         0
SAP AG                             AMER DEP RECPT  803054204       352       7800 SH       DEFINED         7800         0         0
SAPIENT CORP                       COMMON SHS      803062108      3535     621200 SH       DEFINED 8     621200         0         0
SAPIENT CORP                       COMMON SHS      803062108     16694    2933920 SH       DEFINED A    2878120         0     55800
SAPPI LTD                          AMER DEP RECPT  803069202      1362     120210 SH       DEFINED 1     120210         0         0
SAPPI LTD                          AMER DEP RECPT  803069202     59029    5209950 SH       DEFINED 2    5050960         0    158990
SAPPI LTD                          AMER DEP RECPT  803069202     12515    1104600 SH       DEFINED 8    1104600         0         0
SAPPI LTD                          AMER DEP RECPT  803069202       787      69450 SH       DEFINED A      69450         0         0
SARA LEE CORP                      COMMON SHS      803111103       619      32760 SH       DEFINED 8      32760         0         0
SARA LEE CORP                      COMMON SHS      803111103      4006     211984 SH       DEFINED 9     194376         0     17608
SARA LEE CORP                      COMMON SHS      803111103     17005     899760 SH       DEFINED A     665760         0    234000
SARA LEE CORP                      COMMON SHS      803111103       898      47500 SH       DEFINED E          0         0     47500
SARA LEE CORP                      COMMON SHS      803111103        15        770 SH       DEFINED L        770         0         0
SATYAM COMPUTERS SERVICES LTD      AMER DEP RECPT  804098101      1617      44182 SH       DEFINED 1      44182         0         0
SATYAM COMPUTERS SERVICES LTD      AMER DEP RECPT  804098101     21077     576040 SH       DEFINED 2     573440         0      2600
SATYAM COMPUTERS SERVICES LTD      AMER DEP RECPT  804098101        77       2102 SH       DEFINED D       2102         0         0
SATYAM COMPUTERS SERVICES LTD      AMER DEP RECPT  804098101        12        316 SH       DEFINED L        316         0         0
SAXON CAPITAL INC                  REAL EST INV TR 80556T106     39742    3507685 SH       DEFINED 5    3507685         0         0
SBA COMMUNICATIONS CORP            COMMON SHS      78388J106      4881     272700 SH       DEFINED A     272700         0         0
SCANA CORP                         COMMON SHS      80589M102       837      21262 SH       DEFINED 9      21262         0         0
SCHERING-PLOUGH CORP               COMMON SHS      806605101      1512      72534 SH       DEFINED 6      72534         0         0
SCHERING-PLOUGH CORP               COMMON SHS      806605101       233      11190 SH       DEFINED 8      11190         0         0
SCHERING-PLOUGH CORP               COMMON SHS      806605101      4265     204561 SH       DEFINED 9     149861         0     54700
SCHERING-PLOUGH CORP               COMMON SHS      806605101     68657    3292920 SH       DEFINED A    3264220         0     28700
SCHERING-PLOUGH CORP               CONVERT PREF    806605606      1571      29207 SH       DEFINED 6      29207         0         0
SCHERING-PLOUGH CORP               CONVERT PREF    806605606      4611      85730 SH       DEFINED 9      81730         0      4000
SCHERING-PLOUGH CORP               CONVERT PREF    806605606    251237    4670700 SH       DEFINED A    4670700         0         0
SCHLUMBERGER LTD                   COMMON SHS      806857108        59        609 SH       DEFINED 6        609         0         0
SCHLUMBERGER LTD                   COMMON SHS      806857108     38860     400000 SH       DEFINED 7     400000         0         0
SCHLUMBERGER LTD                   COMMON SHS      806857108       307       3160 SH       DEFINED 8       3160         0         0
SCHLUMBERGER LTD                   COMMON SHS      806857108     49631     510874 SH       DEFINED 9     500126         0     10748
SCHLUMBERGER LTD                   COMMON SHS      806857108     20659     212650 SH       DEFINED A     212650         0         0
SCHLUMBERGER LTD                   COMMON SHS      806857108       738       7600 SH       DEFINED E          0         0      7600
SCHLUMBERGER LTD                   CONVERTIBLE BD  806857AC2        14      10000 PRN      DEFINED 9      10000         0         0
SCHLUMBERGER LTD                   CONVERTIBLE BD  806857AC2     17940   13000000 PRN      DEFINED A   13000000         0         0
SCHOLASTIC CORP                    COMMON SHS      807066105      4487     157400 SH       DEFINED 2     157400         0         0
SCHOLASTIC CORP                    COMMON SHS      807066105       344      12050 SH       DEFINED 9      10050         0      2000
SCI SYSTEMS INC                    CONVERTIBLE BD  783890AF3     63525   66000000 PRN      DEFINED A   66000000         0         0
SCOTTISH POWER PLC                 AMER DEP RECPT  81013T705       938      25082 SH       DEFINED 6      25082         0         0
SCOTTISH POWER PLC                 AMER DEP RECPT  81013T705       306       8195 SH       DEFINED 9       8195         0         0
SCOTTS MIRACLE-GRO HOLDING CO      COMMON SHS      810186106       231       5100 SH       DEFINED 9       5100         0         0
SEAGATE TECHNOLOGY                 COMMON SHS      G7945J104    481604   24092251 SH       DEFINED 1   23942251         0    150000
SEAGATE TECHNOLOGY                 COMMON SHS      G7945J104      1340      67043 SH       DEFINED 2      67043         0         0
SEAGATE TECHNOLOGY                 COMMON SHS      G7945J104     10635     532000 SH       DEFINED 8     532000         0         0
SEAGATE TECHNOLOGY                 COMMON SHS      G7945J104     31797    1590644 SH       DEFINED E     770600         0    820044
SEAGATE TECHNOLOGY                 COMMON SHS      G7945J104      1707      85415 SH       DEFINED L      85415         0         0
SEAGATE TECHNOLOGY                 COMMON SHS      G7945J104       942      47107 SH       DEFINED M      47107         0         0
SEARS HOLDING CORP                 COMMON SHS      812350106       294       2543 SH       DEFINED 9       2543         0         0
SECURE COMPUTING CORP              COMMON SHS      813705100      3624     295600 SH       DEFINED 9     295600         0         0
SECURE COMPUTING CORP              COMMON SHS      813705100       413      33700 SH       DEFINED        33700         0         0
SELECTIVE INSURANCE GROUP INC      COMMON SHS      816300107     34515     650000 SH       DEFINED 4     650000         0         0
SELECTIVE INSURANCE GROUP INC      COMMON SHS      816300107        20        378 SH       DEFINED 9        378         0         0
SELECTIVE INSURANCE GROUP INC      COMMON SHS      816300107        18        341 SH       DEFINED A        341         0         0
SEMCO ENERGY INC                   COMMON SHS      78412D109       731     130000 SH       DEFINED 4     130000         0         0
SEMPRA ENERGY                      COMMON SHS      816851109         1         21 SH       DEFINED 6         21         0         0
SEMPRA ENERGY                      COMMON SHS      816851109       370       8253 SH       DEFINED 9       8253         0         0
SEMPRA ENERGY                      COMMON SHS      816851109    287604    6414000 SH       DEFINED A    6414000         0         0
SEMTECH CORP                       COMMON SHS      816850101     22035    1206720 SH       DEFINED 6    1206720         0         0
SEMTECH CORP                       COMMON SHS      816850101      5949     325800 SH       DEFINED 8     325800         0         0
SEMTECH CORP                       COMMON SHS      816850101         7        400 SH       DEFINED 9        400         0         0
SEMTECH CORP                       COMMON SHS      816850101     41060    2248610 SH       DEFINED A    2218410         0     30200
SEMTECH CORP                       COMMON SHS      816850101       270      14800 SH       DEFINED C      14800         0         0
SENECA FOODS CORP                  COMMON SHS      817070105      2369     121500 SH       DEFINED 4     121500         0         0
SENECA FOODS CORP                  COMMON SHS      817070501      4875     256600 SH       DEFINED 4     256600         0         0
SEPRACOR INC                       COMMON SHS      817315104        94       1818 SH       DEFINED 6       1818         0         0
SEPRACOR INC                       COMMON SHS      817315104         5        100 SH       DEFINED 8        100         0         0
SEPRACOR INC                       COMMON SHS      817315104     36035     698350 SH       DEFINED A     698350         0         0
SEPRACOR INC                       COMMON SHS      817315104       557      10800 SH       DEFINED C      10800         0         0
SEROLOGICALS CORP                  COMMON SHS      817523103      3356     170000 SH       DEFINED 8     170000         0         0
SEROLOGICALS CORP                  COMMON SHS      817523103     18933     959108 SH       DEFINED A     943208         0     15900
SERVICE CORP INTERNATIONAL         COMMON SHS      817565104     26304    3215600 SH       DEFINED 1    3215600         0         0
SERVICE CORP INTERNATIONAL         COMMON SHS      817565104       464      56720 SH       DEFINED 2      56720         0         0
SERVICE CORP INTERNATIONAL         COMMON SHS      817565104     17025    2081300 SH       DEFINED 8    2081300         0         0
SERVICE CORP INTERNATIONAL         COMMON SHS      817565104      1076     131600 SH       DEFINED 9     130100         0      1500
SERVICE CORP INTERNATIONAL         COMMON SHS      817565104     32277    3945890 SH       DEFINED E    3107210         0    838680
SERVICEMASTER CO                   COMMON SHS      81760N109       168      14087 SH       DEFINED 9      14087         0         0
SHARPER IMAGE CORP                 COMMON SHS      820013100      1253     128610 SH       DEFINED 1     128610         0         0
SHARPER IMAGE CORP                 COMMON SHS      820013100      9130     937400 SH       DEFINED 2     937400         0         0
SHARPER IMAGE CORP                 COMMON SHS      820013100      8768     900219 SH       DEFINED 8     900219         0         0
SHARPER IMAGE CORP                 COMMON SHS      820013100      1005     103210 SH       DEFINED A     103210         0         0
SHARPER IMAGE CORP                 COMMON SHS      820013100      2197     225600 SH       DEFINED E     225600         0         0
SHERWIN-WILLIAMS CO                COMMON SHS      824348106       424       9333 SH       DEFINED 9       9333         0         0
SHIRE PLC                          AMER DEP RECPT  82481R106       333       8590 SH       DEFINED 2       8590         0         0
SHIRE PLC                          AMER DEP RECPT  82481R106        31        808 SH       DEFINED 6        808         0         0
SHIRE PLC                          AMER DEP RECPT  82481R106       257       6625 SH       DEFINED 9       6625         0         0
SHIRE PLC                          AMER DEP RECPT  82481R106      6974     179800 SH       DEFINED A     171700         0      8100
SHUFFLE MASTER INC                 COMMON SHS      825549108      5250     208850 SH       DEFINED 9     208850         0         0
SHUFFLE MASTER INC                 COMMON SHS      825549108        79       3150 SH       DEFINED A       3150         0         0
SHUFFLE MASTER INC                 COMMON SHS      825549108       599      23825 SH       DEFINED        23825         0         0
SHURGARD STORAGE CENTERS INC       REAL EST INV TR 82567D104     40395     712300 SH       DEFINED 5     712300         0         0
SIEMENS AG                         AMER DEP RECPT  826197501     16875     197160 SH       DEFINED 2     197160         0         0
SIEMENS AG                         AMER DEP RECPT  826197501        96       1116 SH       DEFINED 6       1116         0         0
SIEMENS AG                         AMER DEP RECPT  826197501       394       4600 SH       DEFINED 9       4600         0         0
SIERRA HEALTH SERVICES INC         COMMON SHS      826322109      5141      64300 SH       DEFINED 8      64300         0         0
SIERRA HEALTH SERVICES INC         COMMON SHS      826322109     68167     852520 SH       DEFINED A     843020         0      9500
SIERRA HEALTH SERVICES INC         CONVERTIBLE BD  826322AB5      8763    2000000 PRN      DEFINED A    2000000         0         0
SIERRA PACIFIC RESOURCES CO        COMMON SHS      826428104     82208    6304300 SH       DEFINED 4    6297800         0      6500
SIERRA PACIFIC RESOURCES CO        COMMON SHS      826428104         5        361 SH       DEFINED 6        361         0         0
SIERRA PACIFIC RESOURCES CO        COMMON SHS      826428104        13       1000 SH       DEFINED 9          0      1000         0
SIERRA PACIFIC RESOURCES CO        COMMON SHS      826428104     45281    3472473 SH       DEFINED A    3472473         0         0
SIGMA-ALDRICH CORP                 COMMON SHS      826552101       361       5700 SH       DEFINED 4       5700         0         0
SIGMA-ALDRICH CORP                 COMMON SHS      826552101     12658     200000 SH       DEFINED 7     200000         0         0
SIGMA-ALDRICH CORP                 COMMON SHS      826552101      2083      32916 SH       DEFINED 9      32916         0         0
SIGMA-ALDRICH CORP                 COMMON SHS      826552101      7911     125000 SH       DEFINED A     125000         0         0
SIGMATEL INC                       COMMON SHS      82661W107     17958    1370840 SH       DEFINED 2    1370840         0         0
SIGMATEL INC                       COMMON SHS      82661W107       180      13710 SH       DEFINED D      13710         0         0
SIGNATURE BANK                     COMMON SHS      82669G104     14456     514981 SH       DEFINED 5     514981         0         0
SIGNATURE BANK                     COMMON SHS      82669G104      1985      70700 SH       DEFINED 8      70700         0         0
SIGNATURE BANK                     COMMON SHS      82669G104      3615     128800 SH       DEFINED 9     128800         0         0
SIGNATURE BANK                     COMMON SHS      82669G104      8844     315077 SH       DEFINED A     308477         0      6600
SIGNATURE BANK                     COMMON SHS      82669G104       446      15900 SH       DEFINED        15900         0         0
SIGNET GROUP PLC                   AMER DEP RECPT  82668L872      1776      95000 SH       DEFINED 8      95000         0         0
SILICON LABORATORIES INC           COMMON SHS      826919102      9685     264190 SH       DEFINED 8     264190         0         0
SILICON LABORATORIES INC           COMMON SHS      826919102    104141    2840724 SH       DEFINED A    2740424         0    100300
SILICON LABORATORIES INC           COMMON SHS      826919102      1697      46300 SH       DEFINED C      46300         0         0
SILVER WHEATON CORP                ORDINARY SHS    828336107       267      39500 SH       DEFINED 8      39500         0         0
SIMON PROPERTY GROUP INC           REAL EST INV TR 828806109       406       5300 SH       DEFINED 6       5300         0         0
SIMON PROPERTY GROUP INC           REAL EST INV TR 828806109      8533     111350 SH       DEFINED 9     111350         0         0
SIMON PROPERTY GROUP INC           REAL EST INV TR 828806109     75979     991508 SH       DEFINED A     991508         0         0
SIMON PROPERTY GROUP INC           CONVERT PREF    828806802       609       9469 SH       DEFINED 9       9469         0         0
SIMON PROPERTY GROUP INC           CONVERT PREF    828806802     64299     999980 SH       DEFINED A     999980         0         0
SIRF TECHNOLOGY HOLDINGS INC       COMMON SHS      82967H101      3534     118600 SH       DEFINED 8     118600         0         0
SIRF TECHNOLOGY HOLDINGS INC       COMMON SHS      82967H101       545      18300 SH       DEFINED 9      18300         0         0
SIRF TECHNOLOGY HOLDINGS INC       COMMON SHS      82967H101     51933    1742706 SH       DEFINED A    1734106         0      8600
SIRF TECHNOLOGY HOLDINGS INC       COMMON SHS      82967H101       536      18000 SH       DEFINED C      18000         0         0
SIRIUS SATELLITE RADIO INC         COMMON SHS      82966U103        85      12710 SH       DEFINED 9      12710         0         0
SIX FLAGS INC                      CONVERTIBLE BD  83001PAJ8     13150   10000000 PRN      DEFINED A   10000000         0         0
SK TELECOM CO LTD                  AMER DEP RECPT  78440P108    315210   15535256 SH       DEFINED 1   15535256         0         0
SK TELECOM CO LTD                  AMER DEP RECPT  78440P108    113575    5597565 SH       DEFINED 2    5365565         0    232000
SK TELECOM CO LTD                  AMER DEP RECPT  78440P108        68       3376 SH       DEFINED 6       3376         0         0
SK TELECOM CO LTD                  AMER DEP RECPT  78440P108     24496    1207290 SH       DEFINED 8    1207290         0         0
SK TELECOM CO LTD                  AMER DEP RECPT  78440P108       931      45870 SH       DEFINED C      13470         0     32400
SK TELECOM CO LTD                  AMER DEP RECPT  78440P108      3327     163969 SH       DEFINED D     163969         0         0
SK TELECOM CO LTD                  AMER DEP RECPT  78440P108      2552     125783 SH       DEFINED E     117930         0      7853
SK TELECOM CO LTD                  AMER DEP RECPT  78440P108        63       3090 SH       DEFINED         3090         0         0
SK TELECOM CO LTD                  AMER DEP RECPT  78440P108      1708      84204 SH       DEFINED L      84204         0         0
SKYWEST INC                        COMMON SHS      830879102     24459     910600 SH       DEFINED 4     906700         0      3900
SKYWEST INC                        COMMON SHS      830879102        21        800 SH       DEFINED 9        800         0         0
SLM CORP                           COMMON SHS      78442P106      3777      68569 SH       DEFINED 9      68569         0         0
SMITH & NEPHEW PLC                 AMER DEP RECPT  83175M205      1659      35798 SH       DEFINED 9      35198         0       600
SMITH INTERNATIONAL INC            COMMON SHS      832110100       397      10700 SH       DEFINED 9      10700         0         0
SMITH INTERNATIONAL INC            COMMON SHS      832110100     35776     964041 SH       DEFINED A     964041         0         0
SMITHTOWN BANCORP INC              COMMON SHS      832449102      1406      47968 SH       DEFINED 9      47968         0         0
SMUCKER J M CO (THE)               COMMON SHS      832696405      2415      54876 SH       DEFINED 9      54729         0       147
SMUCKER J M CO (THE)               COMMON SHS      832696405      1980      45000 SH       DEFINED        45000         0         0
SOCIEDAD QUIMICA Y MINERA DE CHILE DEP RCPT PFD    833635105      9435      86400 SH       DEFINED 8      86400         0         0
SOLECTRON CORP                     COMMON SHS      834182107       153      41700 SH       DEFINED 8      41700         0         0
SOLECTRON CORP                     COMMON SHS      834182107       152      41409 SH       DEFINED 9      41409         0         0
SOMAXON PHARMACEUTICALS INC        COMMON SHS      834453102      1493     150000 SH       DEFINED A     150000         0         0
SONOCO PRODUCTS CO                 COMMON SHS      835495102     29603    1006889 SH       DEFINED 3    1006889         0         0
SONUS NETWORKS INC                 COMMON SHS      835916107      4089    1099100 SH       DEFINED 9    1099100         0         0
SONUS NETWORKS INC                 COMMON SHS      835916107        52      14000 SH       DEFINED A      14000         0         0
SONUS NETWORKS INC                 COMMON SHS      835916107       488     131100 SH       DEFINED       131100         0         0
SONY CORP                          AMER DEP RECPT  835699307     29955     734195 SH       DEFINED 2     734195         0         0
SONY CORP                          AMER DEP RECPT  835699307       151       3707 SH       DEFINED 6       3707         0         0
SONY CORP                          AMER DEP RECPT  835699307        69       1700 SH       DEFINED 8       1700         0         0
SONY CORP                          AMER DEP RECPT  835699307       867      21255 SH       DEFINED 9      21255         0         0
SOUTH JERSEY INDUSTRIES INC        COMMON SHS      838518108       493      16908 SH       DEFINED 9      16908         0         0
SOUTHERN CO                        COMMON SHS      842587107      1577      45668 SH       DEFINED 9      43784         0      1884
SOUTHERN CO                        COMMON SHS      842587107    648128   18770000 SH       DEFINED A   18770000         0         0
SOUTHERN COPPER CORPORATION        COMMON SHS      84265V105        52        775 SH       DEFINED 9        775         0         0
SOUTHERN COPPER CORPORATION        COMMON SHS      84265V105    134503    2008104 SH       DEFINED A    2008104         0         0
SOUTHERN UNION CO                  COMMON SHS      844030106       304      12850 SH       DEFINED 9      12850         0         0
SOUTHWEST AIRLINES CO              COMMON SHS      844741108      1071      65200 SH       DEFINED 7      65200         0         0
SOUTHWEST AIRLINES CO              COMMON SHS      844741108       487      29640 SH       DEFINED 8      29640         0         0
SOUTHWEST AIRLINES CO              COMMON SHS      844741108      4261     259360 SH       DEFINED 9     258560         0       800
SOUTHWEST AIRLINES CO              COMMON SHS      844741108     54750    3332337 SH       DEFINED A    2952337         0    380000
SOUTHWEST AIRLINES CO              COMMON SHS      844741108      1303      79300 SH       DEFINED E          0         0     79300
SOUTHWEST AIRLINES CO              COMMON SHS      844741108        23       1380 SH       DEFINED L       1380         0         0
SOUTHWESTERN ENERGY CO             COMMON SHS      845467109      2839      79000 SH       DEFINED A      79000         0         0
SOVEREIGN BANCORP INC              COMMON SHS      845905108    374472   17320625 SH       DEFINED 5   17320625         0         0
SOVEREIGN BANCORP INC              COMMON SHS      845905108      1502      69462 SH       DEFINED 9      69462         0         0
SOVRAN SELF STORAGE INC            REAL EST INV TR 84610H108       667      14200 SH       DEFINED 9      14200         0         0
SOVRAN SELF STORAGE INC            REAL EST INV TR 84610H108       359       7650 SH       DEFINED D       7650         0         0
SPANSION INC                       COMMON SHS      84649R101     19836    1425000 SH       DEFINED 4    1425000         0         0
SPARTON CORP                       COMMON SHS      847235108      1952     217890 SH       DEFINED 4     217890         0         0
SPIRENT PLC                        AMER DEP RECPT  84856M209      2085     631673 SH       DEFINED 6     631673         0         0
SPIRIT FINANCE CORP                REAL EST INV TR 848568309       109       9600 SH       DEFINED 9       9600         0         0
SPIRIT FINANCE CORP                REAL EST INV TR 848568309       109       9600 SH       DEFINED A       9600         0         0
SPIRIT FINANCE CORP                REAL EST INV TR 848568309       487      42900 SH       DEFINED D      42900         0         0
SPRINT NEXTEL CORP                 COMMON SHS      852061100     16521     707229 SH       DEFINED 5     707229         0         0
SPRINT NEXTEL CORP                 COMMON SHS      852061100      1037      44376 SH       DEFINED 6      44376         0         0
SPRINT NEXTEL CORP                 COMMON SHS      852061100       556      23785 SH       DEFINED 8      23785         0         0
SPRINT NEXTEL CORP                 COMMON SHS      852061100     11700     500838 SH       DEFINED 9     488490         0     12348
SPRINT NEXTEL CORP                 COMMON SHS      852061100     32161    1376759 SH       DEFINED A    1279415         0     97344
SPRINT NEXTEL CORP                 COMMON SHS      852061100        10        443 SH       DEFINED L        443         0         0
SPSS INC                           COMMON SHS      78462K102     19227     621623 SH       DEFINED 6     621623         0         0
ST JOE COMPANY                     COMMON SHS      790148100     95163    1415700 SH       DEFINED 1    1415700         0         0
ST JOE COMPANY                     COMMON SHS      790148100    124236    1848203 SH       DEFINED 5    1848203         0         0
ST JOE COMPANY                     COMMON SHS      790148100       159       2370 SH       DEFINED 6       2370         0         0
ST JOE COMPANY                     COMMON SHS      790148100        81       1200 SH       DEFINED 9       1200         0         0
ST JOE COMPANY                     COMMON SHS      790148100     67791    1008500 SH       DEFINED A    1008500         0         0
ST JUDE MEDICAL INC                COMMON SHS      790849103      1972      39275 SH       DEFINED 9      39275         0         0
ST JUDE MEDICAL INC                COMMON SHS      790849103     50621    1008390 SH       DEFINED A    1008390         0         0
ST JUDE MEDICAL INC                CONVERTIBLE BD  790849AB9       501     500000 PRN      DEFINED 9     500000         0         0
ST PAUL TRAVELERS COMPANIES INC    COMMON SHS      792860108     25685     575000 SH       DEFINED 4     575000         0         0
ST PAUL TRAVELERS COMPANIES INC    COMMON SHS      792860108      2391      53527 SH       DEFINED 6      53527         0         0
ST PAUL TRAVELERS COMPANIES INC    COMMON SHS      792860108      2903      64980 SH       DEFINED 9      64406         0       574
ST PAUL TRAVELERS COMPANIES INC    COMMON SHS      792860108     24265     543200 SH       DEFINED A     543200         0         0
STAMPS.COM INC                     COMMON SHS      852857200      2279      99280 SH       DEFINED A      99280         0         0
STANCORP FINANCIAL GROUP INC       COMMON SHS      852891100     70599    1413400 SH       DEFINED 4    1412800         0       600
STANCORP FINANCIAL GROUP INC       COMMON SHS      852891100         1         26 SH       DEFINED A         26         0         0
STANDARD MICROSYSTEMS CORP         COMMON SHS      853626109     10808     376700 SH       DEFINED 4     376700         0         0
STANDARD PACIFIC CORP              COMMON SHS      85375C101     13515     367242 SH       DEFINED A     367242         0         0
STANLEY WORKS                      COMMON SHS      854616109       524      10900 SH       DEFINED 4      10900         0         0
STANLEY WORKS                      COMMON SHS      854616109       340       7080 SH       DEFINED 9       7080         0         0
STANTEC INC                        ORDINARY SHS    85472N109     31602     795022 SH       DEFINED 8     795022         0         0
STAPLES INC                        COMMON SHS      855030102      9553     420640 SH       DEFINED 9     416140         0      4500
STARBUCKS CORP                     COMMON SHS      855244109      3312     110364 SH       DEFINED 9     110164         0       200
STARBUCKS CORP                     COMMON SHS      855244109      6139     204560 SH       DEFINED A     204560         0         0
STARWOOD HOTELS & RESORTS WORLDWID COMMON SHS      85590A203      1287      20160 SH       DEFINED 9      20000         0       160
STATE NATIONAL BANCSHARES INC      COMMON SHS      B0LN3M0       47761    1882936 SH       DEFINED 5    1882936         0         0
STATE STREET CORP                  COMMON SHS      857477103    146339    2639600 SH       DEFINED 4    2639600         0         0
STATE STREET CORP                  COMMON SHS      857477103        23        415 SH       DEFINED 6        415         0         0
STATE STREET CORP                  COMMON SHS      857477103     24170     435965 SH       DEFINED 9     430315         0      5650
STATION CASINOS INC                COMMON SHS      857689103       101       1483 SH       DEFINED 6       1483         0         0
STATION CASINOS INC                COMMON SHS      857689103    105992    1563300 SH       DEFINED A    1563300         0         0
STATION CASINOS INC                COMMON SHS      857689103      2115      31200 SH       DEFINED C      31200         0         0
STEEL DYNAMICS INC                 COMMON SHS      858119100     37204    1047700 SH       DEFINED 4    1043400         0      4300
STEEL DYNAMICS INC                 COMMON SHS      858119100         2         48 SH       DEFINED A         48         0         0
STEINER LEISURE LTD                ORDINARY SHS    P8744Y102     15002     421880 SH       DEFINED 2     421880         0         0
STEINER LEISURE LTD                ORDINARY SHS    P8744Y102     15401     433100 SH       DEFINED 8     433100         0         0
STEINER LEISURE LTD                ORDINARY SHS    P8744Y102      1766      49670 SH       DEFINED E      49670         0         0
STEREOTAXIS INC                    COMMON SHS      85916J102     12815    1488440 SH       DEFINED A    1488440         0         0
STEREOTAXIS INC                    COMMON SHS      85916J102       272      31600 SH       DEFINED C      31600         0         0
STERICYCLE INC                     COMMON SHS      858912108     33875     575320 SH       DEFINED A     575320         0         0
STERIS CORP                        COMMON SHS      859152100     27489    1098700 SH       DEFINED 4    1093800         0      4900
STERIS CORP                        COMMON SHS      859152100        14        557 SH       DEFINED 6        557         0         0
STERIS CORP                        COMMON SHS      859152100      3615     144500 SH       DEFINED 8     144500         0         0
STERIS CORP                        COMMON SHS      859152100       273      10900 SH       DEFINED 9      10900         0         0
STERIS CORP                        COMMON SHS      859152100     15234     608880 SH       DEFINED A     595580         0     13300
STILLWATER MINING CO               COMMON SHS      86074Q102      2930     253246 SH       DEFINED A     253246         0         0
STORA ENSO OYJ                     AMER DEP RECPT  86210M106        31       2300 SH       DEFINED 2       2300         0         0
STORA ENSO OYJ                     AMER DEP RECPT  86210M106       122       9030 SH       DEFINED 6       9030         0         0
STORA ENSO OYJ                     AMER DEP RECPT  86210M106       108       7966 SH       DEFINED 9       7966         0         0
STRATEGIC HOTEL CAPITAL INC        REAL EST INV TR 86272T106        45       2200 SH       DEFINED 9       2200         0         0
STRATEGIC HOTEL CAPITAL INC        REAL EST INV TR 86272T106       494      24000 SH       DEFINED D      24000         0         0
STRAYER EDUCATION INC              COMMON SHS      863236105      2614      27900 SH       DEFINED 8      27900         0         0
STRAYER EDUCATION INC              COMMON SHS      863236105      9857     105200 SH       DEFINED A     103100         0      2100
STREETRACKS GOLD TRUST             OPEN END MUT FD 863307104       887      17205 SH       DEFINED 9      17205         0         0
STRYKER CORP                       COMMON SHS      863667101     12725     286416 SH       DEFINED 9     282912         0      3504
STRYKER CORP                       COMMON SHS      863667101      8886     200000 SH       DEFINED A     200000         0         0
SUEZ SA                            AMER DEP RECPT  864686100      3456     110630 SH       DEFINED 2     110630         0         0
SUEZ SA                            AMER DEP RECPT  864686100        85       2718 SH       DEFINED 6       2718         0         0
SUN LIFE FINANCIAL INC             ORDINARY SHS    866796105    252256    5398154 SH       DEFINED 8    5398154         0         0
SUN LIFE FINANCIAL INC             COMMON SHS      866796105       250       6224 SH       DEFINED 9       6224         0         0
SUN LIFE FINANCIAL INC             COMMON SHS      866796105       221       5500 SH       DEFINED E          0         0      5500
SUN MICROSYSTEMS INC               COMMON SHS      866810104         1        153 SH       DEFINED 6        153         0         0
SUN MICROSYSTEMS INC               COMMON SHS      866810104      6704    1600000 SH       DEFINED 7    1600000         0         0
SUN MICROSYSTEMS INC               COMMON SHS      866810104       915     218260 SH       DEFINED 9     218260         0         0
SUN MICROSYSTEMS INC               COMMON SHS      866810104       105      25000 SH       DEFINED A      25000         0         0
SUNCOR ENERGY INC                  ORDINARY SHS    867229106    189869    2589600 SH       DEFINED 5    2589600         0         0
SUNCOR ENERGY INC                  ORDINARY SHS    867229106    217459    2965886 SH       DEFINED 8    2965886         0         0
SUNCOR ENERGY INC                  COMMON SHS      867229106       240       3800 SH       DEFINED 9       3800         0         0
SUNCOR ENERGY INC                  COMMON SHS      867229106       303       4800 SH       DEFINED E          0         0      4800
SUNOCO INC                         COMMON SHS      86764P109       740       9446 SH       DEFINED 9       9446         0         0
SUNOCO INC                         COMMON SHS      86764P109        31        400 SH       DEFINED A        400         0         0
SUNOPTA INC                        ORDINARY SHS    8676EP108     15561    2958281 SH       DEFINED 6    2958281         0         0
SUNPOWER CORP                      COMMON SHS      867652109       102       3000 SH       DEFINED 9       3000         0         0
SUNPOWER CORP                      COMMON SHS      867652109     22814     671200 SH       DEFINED A     671200         0         0
SUNRISE SENIOR LIVING INC          COMMON SHS      86768K106      6243     185200 SH       DEFINED 9     185200         0         0
SUNRISE SENIOR LIVING INC          COMMON SHS      86768K106       105       3100 SH       DEFINED A       3100         0         0
SUNRISE SENIOR LIVING INC          COMMON SHS      86768K106       728      21600 SH       DEFINED        21600         0         0
SUNRISE SENIOR LIVING INC          CONVERTIBLE BD  86768KAE6        97      50000 PRN      DEFINED 9      50000         0         0
SUNSTONE HOTEL INVESTORS INC       REAL EST INV TR 867892101     14449     543800 SH       DEFINED A     543800         0         0
SUNTRUST BANKS INC                 COMMON SHS      867914103     93876    1290209 SH       DEFINED 4    1290209         0         0
SUNTRUST BANKS INC                 COMMON SHS      867914103        97       1336 SH       DEFINED 6       1336         0         0
SUNTRUST BANKS INC                 COMMON SHS      867914103      2935      40339 SH       DEFINED 9      38139         0      2200
SUPERGEN INC                       COMMON SHS      868059106      4752     940900 SH       DEFINED A     940900         0         0
SUPERIOR ENERGY SERVICES INC       COMMON SHS      868157108     17476     830219 SH       DEFINED 6     830219         0         0
SUPERIOR ENERGY SERVICES INC       COMMON SHS      868157108      6877     326700 SH       DEFINED 8     326700         0         0
SUPERIOR ENERGY SERVICES INC       COMMON SHS      868157108     53035    2519460 SH       DEFINED A    2491060         0     28400
SUPERIOR ENERGY SERVICES INC       COMMON SHS      868157108      3816     181300 SH       DEFINED C     181300         0         0
SUPERIOR INDUSTRIES INTL INC       COMMON SHS      868168105     58223    2615600 SH       DEFINED 4    2611600         0      4000
SUPERIOR INDUSTRIES INTL INC       COMMON SHS      868168105        22       1000 SH       DEFINED 6       1000         0         0
SUPERIOR INDUSTRIES INTL INC       COMMON SHS      868168105      4788     215100 SH       DEFINED 9     215100         0         0
SUPERIOR INDUSTRIES INTL INC       COMMON SHS      868168105       539      24200 SH       DEFINED        24200         0         0
SUPERIOR UNIFORM GROUP INC         COMMON SHS      868358102      4728     461300 SH       DEFINED 4     461300         0         0
SUPERIOR WELL SERVICES INC         COMMON SHS      86837X105       801      33700 SH       DEFINED A      33700         0         0
SYMANTEC CORP                      COMMON SHS      871503108       152       8660 SH       DEFINED 8       8660         0         0
SYMANTEC CORP                      COMMON SHS      871503108      3094     176815 SH       DEFINED 9     176815         0         0
SYMANTEC CORP                      COMMON SHS      871503108      5211     297743 SH       DEFINED A     194243         0    103500
SYMANTEC CORP                      COMMON SHS      871503108       576      32900 SH       DEFINED E          0         0     32900
SYMANTEC CORP                      COMMON SHS      871503108         7        390 SH       DEFINED L        390         0         0
SYMBION INC                        COMMON SHS      871507109      2339     101700 SH       DEFINED 8     101700         0         0
SYMBION INC                        COMMON SHS      871507109     13816     600700 SH       DEFINED A     591100         0      9600
SYMMETRY MEDICAL INC               COMMON SHS      871546206      1495      77100 SH       DEFINED 8      77100         0         0
SYMMETRY MEDICAL INC               COMMON SHS      871546206      7731     398720 SH       DEFINED A     388020         0     10700
SYMS CORP                          COMMON SHS      871551107     20649    1430000 SH       DEFINED 4    1430000         0         0
SYNGENTA AG                        AMER DEP RECPT  87160A100       350      14069 SH       DEFINED 9      14069         0         0
SYNIVERSE HOLDINGS INC             COMMON SHS      87163F106      1461      69900 SH       DEFINED A      69900         0         0
SYNOPSYS INC                       COMMON SHS      871607107      7272     362536 SH       DEFINED 1     362536         0         0
SYNOPSYS INC                       COMMON SHS      871607107      7444     371070 SH       DEFINED 2     231970         0    139100
SYNOPSYS INC                       COMMON SHS      871607107      6213     309724 SH       DEFINED 8     309724         0         0
SYNOPSYS INC                       COMMON SHS      871607107        10        500 SH       DEFINED 9        500         0         0
SYNOPSYS INC                       COMMON SHS      871607107      8059     401733 SH       DEFINED E     220319         0    181414
SYNOPSYS INC                       COMMON SHS      871607107       807      40243 SH       DEFINED        40243         0         0
SYNOPSYS INC                       COMMON SHS      871607107       361      17982 SH       DEFINED M      17982         0         0
SYSCO CORP                         COMMON SHS      871829107      1956      63000 SH       DEFINED 4      63000         0         0
SYSCO CORP                         COMMON SHS      871829107      1253      40370 SH       DEFINED 8      40370         0         0
SYSCO CORP                         COMMON SHS      871829107     17594     566648 SH       DEFINED 9     555653         0     10995
SYSCO CORP                         COMMON SHS      871829107     40142    1292802 SH       DEFINED A    1142802         0    150000
SYSCO CORP                         COMMON SHS      871829107      1546      49800 SH       DEFINED E          0         0     49800
SYSCO CORP                         COMMON SHS      871829107        20        650 SH       DEFINED L        650         0         0
T ROWE PRICE GROUP INC             COMMON SHS      74144T108       406       5641 SH       DEFINED 9       5641         0         0
TAIWAN SEMICONDUCTOR MANUFACTURING AMER DEP RECPT  874039100      2478     250000 SH       DEFINED 1          0         0    250000
TAIWAN SEMICONDUCTOR MANUFACTURING AMER DEP RECPT  874039100      1041     104998 SH       DEFINED 2     104998         0         0
TAIWAN SEMICONDUCTOR MANUFACTURING AMER DEP RECPT  874039100         1         88 SH       DEFINED 8         88         0         0
TAIWAN SEMICONDUCTOR MANUFACTURING AMER DEP RECPT  874039100     49845    5029811 SH       DEFINED 9    5022420      1400      5991
TAIWAN SEMICONDUCTOR MANUFACTURING AMER DEP RECPT  874039100       823      83000 SH       DEFINED A      83000         0         0
TAIWAN SEMICONDUCTOR MANUFACTURING AMER DEP RECPT  874039100       218      21997 SH       DEFINED        21997         0         0
TAIWAN SEMICONDUCTOR MANUFACTURING AMER DEP RECPT  874039100       906      91384 SH       DEFINED M      91384         0         0
TAIWAN SEMICONDUCTOR MANUFACTURING AMER DEP RECPT  874039100    197892   19968963 SH CALL  DEFINED 3
TALISMAN ENERGY INC                ORDINARY SHS    87425E103       739      12000 SH       DEFINED 2      12000         0         0
TALISMAN ENERGY INC                ORDINARY SHS    87425E103     31532     511875 SH       DEFINED 8     511875         0         0
TALISMAN ENERGY INC                COMMON SHS      87425E103     18747     308300 SH       DEFINED 9     308300         0         0
TALISMAN ENERGY INC                COMMON SHS      87425E103      5817     110000 SH       DEFINED A     110000         0         0
TALISMAN ENERGY INC                COMMON SHS      87425E103       238       4500 SH       DEFINED E          0         0      4500
TALISMAN ENERGY INC                ORDINARY SHS    87425E103        40        650 SH       DEFINED K        650         0         0
TANDY BRANDS ACCESSORIES INC       COMMON SHS      875378101      4736     394700 SH       DEFINED 4     394700         0         0
TANGER FACTORY OUTLET CENTERS INC  REAL EST INV TR 875465106        79       2740 SH       DEFINED 6       2740         0         0
TANGER FACTORY OUTLET CENTERS INC  REAL EST INV TR 875465106       158       5500 SH       DEFINED 9       5500         0         0
TANGER FACTORY OUTLET CENTERS INC  REAL EST INV TR 875465106     12881     448200 SH       DEFINED A     448200         0         0
TARGET CORP                        COMMON SHS      87612E106     13701     249250 SH       DEFINED 1     249250         0         0
TARGET CORP                        COMMON SHS      87612E106     23972     436100 SH       DEFINED 2     280400         0    155700
TARGET CORP                        COMMON SHS      87612E106      1907      34700 SH       DEFINED 4      34700         0         0
TARGET CORP                        COMMON SHS      87612E106       103       1881 SH       DEFINED 6       1881         0         0
TARGET CORP                        COMMON SHS      87612E106      2180      39650 SH       DEFINED 8      39650         0         0
TARGET CORP                        COMMON SHS      87612E106     19598     356516 SH       DEFINED 9     350649       300      5567
TARGET CORP                        COMMON SHS      87612E106     41037     746542 SH       DEFINED A     692542         0     54000
TARGET CORP                        COMMON SHS      87612E106       941      17119 SH       DEFINED C      17119         0         0
TARGET CORP                        COMMON SHS      87612E106     54025     629593 SH       DEFINED E     279048         0    350545
TARGET CORP                        COMMON SHS      87612E106       126       2300 SH       DEFINED         2300         0         0
TARGET CORP                        COMMON SHS      87612E106         9        160 SH       DEFINED L        160         0         0
TARO PHARMACEUTICAL INDUSTRIES LTD COMMON SHS      M8737E108     11713     838422 SH       DEFINED 6     838422         0         0
TARO PHARMACEUTICAL INDUSTRIES LTD COMMON SHS      M8737E108       175      12500 SH       DEFINED A      12500         0         0
TATA MOTORS LTD                    AMER DEP RECPT  876568502      3405     236928 SH       DEFINED 2     236928         0         0
TATA MOTORS LTD                    AMER DEP RECPT  876568502       293      20395 SH       DEFINED D      20395         0         0
TCF FINANCIAL CORP                 COMMON SHS      872275102       518      19100 SH       DEFINED 9      19100         0         0
TD AMERITRADE HOLDING CORP         COMMON SHS      87236Y108         1         60 SH       DEFINED 6         60         0         0
TD AMERITRADE HOLDING CORP         COMMON SHS      87236Y108        22        900 SH       DEFINED 9        900         0         0
TD AMERITRADE HOLDING CORP         COMMON SHS      87236Y108     56988    2374507 SH       DEFINED A    2374507         0         0
TD AMERITRADE HOLDING CORP         COMMON SHS      87236Y108      1210      50400 SH       DEFINED C      50400         0         0
TECHNICAL OLYMPIC USA INC          COMMON SHS      878483106       666      31600 SH       DEFINED A      31600         0         0
TECHNIP SA                         AMER DEP RECPT  878546209      2796      46000 SH       DEFINED A      46000         0         0
TECO ENERGY INC                    COMMON SHS      872375100    135796    7904294 SH       DEFINED 1    7904294         0         0
TECO ENERGY INC                    COMMON SHS      872375100       365      21260 SH       DEFINED 9      18660         0      2600
TECO ENERGY INC                    COMMON SHS      872375100    158056    9200000 SH       DEFINED A    9200000         0         0
TECO ENERGY INC                    COMMON SHS      872375100      1732     100796 SH       DEFINED D     100796         0         0
TECO ENERGY INC                    COMMON SHS      872375100      8671     504700 SH       DEFINED E          0         0    504700
TECUMSEH PRODUCTS CO               COMMON SHS      878895101      6440     322799 SH       DEFINED 4     322799         0         0
TECUMSEH PRODUCTS CO               COMMON SHS      878895200     25904    1130665 SH       DEFINED 4    1130665         0         0
TEEKAY SHIPPING CORP               COMMON SHS      Y8564W103     67942    1702800 SH       DEFINED 4    1699800         0      3000
TEKELEC                            COMMON SHS      879101103         2        145 SH       DEFINED 6        145         0         0
TEKELEC                            COMMON SHS      879101103      3268     235100 SH       DEFINED 9     235100         0         0
TEKELEC                            COMMON SHS      879101103       391      28100 SH       DEFINED        28100         0         0
TEKTRONIX INC                      COMMON SHS      879131100     30263    1072778 SH       DEFINED 6    1072778         0         0
TEKTRONIX INC                      COMMON SHS      879131100      5041     178700 SH       DEFINED 8     178700         0         0
TEKTRONIX INC                      COMMON SHS      879131100       144       5098 SH       DEFINED 9       5098         0         0
TEKTRONIX INC                      COMMON SHS      879131100    188328    6675920 SH       DEFINED A    6659620         0     16300
TEKTRONIX INC                      COMMON SHS      879131100      2968     105200 SH       DEFINED C     105200         0         0
TELE NORTE LESTE PARTICIPACOES SA  DEP RCPT PFD    879246106    189474   10573311 SH       DEFINED 1   10571751         0      1560
TELE NORTE LESTE PARTICIPACOES SA  DEP RCPT PFD    879246106     33275    1856889 SH       DEFINED 2    1856889         0         0
TELE NORTE LESTE PARTICIPACOES SA  DEP RCPT PFD    879246106     24079    1343710 SH       DEFINED 8     815340         0    528370
TELE NORTE LESTE PARTICIPACOES SA  DEP RCPT PFD    879246106       217      12100 SH       DEFINED 9      12100         0         0
TELE NORTE LESTE PARTICIPACOES SA  DEP RCPT PFD    879246106       415      23160 SH       DEFINED        23160         0         0
TELEFLEX INC                       COMMON SHS      879369106    119550    1839800 SH       DEFINED 4    1838100         0      1700
TELEFLEX INC                       COMMON SHS      879369106       165       2537 SH       DEFINED 6       2537         0         0
TELEFLEX INC                       COMMON SHS      879369106     32490     500000 SH       DEFINED 7     500000         0         0
TELEFLEX INC                       COMMON SHS      879369106       195       3000 SH       DEFINED 9       3000         0         0
TELEFONICA MOVILES SA              AMER DEP RECPT  87938V105       403      38500 SH       DEFINED 9      38500         0         0
TELEFONICA SA                      AMER DEP RECPT  879382208      1476      32786 SH       DEFINED 1      32786         0         0
TELEFONICA SA                      AMER DEP RECPT  879382208    166003    3687323 SH       DEFINED 2    3229271         0    458052
TELEFONICA SA                      AMER DEP RECPT  879382208       112       2491 SH       DEFINED 6       2491         0         0
TELEFONICA SA                      AMER DEP RECPT  879382208     95662    2124877 SH       DEFINED 8    1629517         0    495360
TELEFONICA SA                      AMER DEP RECPT  879382208       903      20049 SH       DEFINED 9      20049         0         0
TELEFONICA SA                      AMER DEP RECPT  879382208        28        612 SH       DEFINED D        612         0         0
TELEFONICA SA                      AMER DEP RECPT  879382208      3184      70714 SH       DEFINED E      70714         0         0
TELEFONICA SA                      AMER DEP RECPT  879382208       117       2600 SH       DEFINED M       2600         0         0
TELEFONOS DE MEXICO SA (TELMEX)    AMER DEP RECPT  879403780    809296   32791588 SH       DEFINED 1   32619698         0    171890
TELEFONOS DE MEXICO SA (TELMEX)    AMER DEP RECPT  879403780    331015   13412282 SH       DEFINED 2   12598022         0    814260
TELEFONOS DE MEXICO SA (TELMEX)    AMER DEP RECPT  879403780        92       3723 SH       DEFINED 6       3723         0         0
TELEFONOS DE MEXICO SA (TELMEX)    AMER DEP RECPT  879403780    108093    4379790 SH       DEFINED 8    3970570         0    409220
TELEFONOS DE MEXICO SA (TELMEX)    AMER DEP RECPT  879403780      1684      68240 SH       DEFINED 9      68240         0         0
TELEFONOS DE MEXICO SA (TELMEX)    AMER DEP RECPT  879403780        15        613 SH       DEFINED A        613         0         0
TELEFONOS DE MEXICO SA (TELMEX)    AMER DEP RECPT  879403780    134684    5457216 SH       DEFINED C    5381286         0     75930
TELEFONOS DE MEXICO SA (TELMEX)    AMER DEP RECPT  879403780      4149     168100 SH       DEFINED D     168100         0         0
TELEFONOS DE MEXICO SA (TELMEX)    AMER DEP RECPT  879403780     38042     853521 SH       DEFINED E     650640         0    202881
TELEFONOS DE MEXICO SA (TELMEX)    AMER DEP RECPT  879403780      2641     107014 SH       DEFINED       107014         0         0
TELEFONOS DE MEXICO SA (TELMEX)    AMER DEP RECPT  879403780      1155      46806 SH       DEFINED L      46806         0         0
TELEFONOS DE MEXICO SA (TELMEX)    AMER DEP RECPT  879403780       102       4120 SH       DEFINED M       4120         0         0
TELENOR ASA                        AMER DEP RECPT  87944W105        25        866 SH       DEFINED 2        866         0         0
TELENOR ASA                        AMER DEP RECPT  87944W105       129       4374 SH       DEFINED 6       4374         0         0
TELENOR ASA                        AMER DEP RECPT  87944W105       256       8699 SH       DEFINED 9       8699         0         0
TELEPHONE & DATA SYSTEMS INC       COMMON SHS      879433100       259       7200 SH       DEFINED 9       7200         0         0
TELEWEST GLOBAL INC                COMMON SHS      87956T107    461563   19377125 SH       DEFINED 5   19377125         0         0
TELEWEST GLOBAL INC                COMMON SHS      87956T107      4215     176951 SH       DEFINED A     176951         0         0
TELIK INC                          COMMON SHS      87959M109      1022      60176 SH       DEFINED 6      60176         0         0
TELIK INC                          COMMON SHS      87959M109      4564     268600 SH       DEFINED 8     268600         0         0
TELIK INC                          COMMON SHS      87959M109     76087    4478349 SH       DEFINED A    4449249         0     29100
TELIK INC                          COMMON SHS      87959M109       945      55600 SH       DEFINED C      55600         0         0
TELLABS INC                        COMMON SHS      879664100         0         45 SH       DEFINED 6         45         0         0
TELLABS INC                        COMMON SHS      879664100       141      12950 SH       DEFINED 8      12950         0         0
TELLABS INC                        COMMON SHS      879664100        13       1180 SH       DEFINED 9       1180         0         0
TELUS CORP                         ORDINARY SHS    87971M202    150722    3229517 SH       DEFINED 8    3229517         0         0
TELUS CORP                         COMMON SHS      87971M202      6671     165700 SH       DEFINED A     165700         0         0
TEMPLE INLAND INC                  COMMON SHS      879868107    442485    9865880 SH       DEFINED 5    9865880         0         0
TEMPLE INLAND INC                  COMMON SHS      879868107      8052     179530 SH       DEFINED 8     179530         0         0
TEMPLE INLAND INC                  COMMON SHS      879868107      6068     135300 SH       DEFINED 9     135088         0       212
TEMPLE INLAND INC                  COMMON SHS      879868107       269       6000 SH       DEFINED M       6000         0         0
TEMPLETON DRAGON FUND INC          CLOSE END MUT F 88018T101       267      13900 SH       DEFINED 9      13900         0         0
TEMPLETON DRAGON FUND INC          CLOSE END MUT F 88018T101       210      10935 SH       SOLE           10935         0         0
TEMPLETON EMERGING MARKETS FUND    CLOSE END MUT F 880191101      1341      69308 SH       DEFINED 9      69308         0         0
TEMPLETON EMERGING MARKETS INCOME  CLOSE END MUT F 880192109        35       2800 SH       DEFINED 9       2800         0         0
TEMPLETON EMERGING MARKETS INCOME  CLOSE END MUT F 880192109       177      14279 SH       SOLE           14279         0         0
TEMPLETON GLOBAL INCOME FUND       CLOSE END MUT F 880198106       260      32380 SH       DEFINED 9      32380         0         0
TEMPLETON RUSSIA & EAST EUROPEAN   CLOSE END MUT F 88022F105       603      11042 SH       SOLE           11042         0         0
TENET HEALTHCARE CORP              COMMON SHS      88033G100    492772   64330543 SH       DEFINED 1   63880543         0    450000
TENET HEALTHCARE CORP              COMMON SHS      88033G100     23282    3039370 SH       DEFINED 2    2506360         0    533010
TENET HEALTHCARE CORP              COMMON SHS      88033G100        65       8519 SH       DEFINED 6       8519         0         0
TENET HEALTHCARE CORP              COMMON SHS      88033G100     13640    1780670 SH       DEFINED 8    1780670         0         0
TENET HEALTHCARE CORP              COMMON SHS      88033G100       250      32700 SH       DEFINED 9      32700         0         0
TENET HEALTHCARE CORP              COMMON SHS      88033G100       930     121352 SH       DEFINED C     121352         0         0
TENET HEALTHCARE CORP              COMMON SHS      88033G100      3192     416729 SH       DEFINED D     416729         0         0
TENET HEALTHCARE CORP              COMMON SHS      88033G100     37280    2766909 SH       DEFINED E     848912         0   1917997
TENET HEALTHCARE CORP              COMMON SHS      88033G100       371      48380 SH       DEFINED        48380         0         0
TENET HEALTHCARE CORP              COMMON SHS      88033G100      1233     160999 SH       DEFINED L     160999         0         0
TENET HEALTHCARE CORP              COMMON SHS      88033G100       513      66949 SH       DEFINED M      66949         0         0
TEPPCO PARTNERS L.P.               LTD PARTNERSHIP 872384102       578      16600 SH       DEFINED 9      15000         0      1600
TERADYNE INC                       COMMON SHS      880770102       153      10500 SH       DEFINED 9      10500         0         0
TEREX CORP                         COMMON SHS      880779103        78       1320 SH       DEFINED 6       1320         0         0
TEREX CORP                         COMMON SHS      880779103         4         65 SH       DEFINED 9         65         0         0
TEREX CORP                         COMMON SHS      880779103     75676    1274015 SH       DEFINED A    1274015         0         0
TEREX CORP                         COMMON SHS      880779103      1740      29300 SH       DEFINED C      29300         0         0
TEVA PHARMACEUTICAL INDUSTRIES LTD AMER DEP RECPT  881624209      1763      41000 SH       DEFINED 2      41000         0         0
TEVA PHARMACEUTICAL INDUSTRIES LTD AMER DEP RECPT  881624209         1         18 SH       DEFINED 6         18         0         0
TEVA PHARMACEUTICAL INDUSTRIES LTD AMER DEP RECPT  881624209     88251    2051862 SH       DEFINED 9    2048762       400      2700
TEVA PHARMACEUTICAL INDUSTRIES LTD AMER DEP RECPT  881624209     13763     320000 SH       DEFINED A     320000         0         0
TEVA PHARMACEUTICAL INDUSTRIES LTD AMER DEP RECPT  881624209      2346      54550 SH       DEFINED        54550         0         0
TEVA PHARMACEUTICAL INDUSTRIES LTD AMER DEP RECPT  881624209       860      20000 SH       DEFINED M      20000         0         0
TEXAS CAPITAL BANCSHARES INC       COMMON SHS      88224Q107      6320     282000 SH       DEFINED 5     282000         0         0
TEXAS INDUSTRIES INC               COMMON SHS      882491103     39872     800000 SH       DEFINED 4     800000         0         0
TEXAS INDUSTRIES INC               COMMON SHS      882491103         2         42 SH       DEFINED A         42         0         0
TEXAS INSTRUMENTS INC              COMMON SHS      882508104     16516     515000 SH       DEFINED 7     515000         0         0
TEXAS INSTRUMENTS INC              COMMON SHS      882508104     31349     977532 SH       DEFINED 9     962760         0     14772
TEXAS INSTRUMENTS INC              COMMON SHS      882508104         1         33 SH       DEFINED A         33         0         0
TEXAS INSTRUMENTS INC              COMMON SHS      882508104       321      10000 SH       DEFINED M      10000         0         0
TEXTRON INC                        COMMON SHS      883203101     40415     525000 SH       DEFINED 7     525000         0         0
TEXTRON INC                        COMMON SHS      883203101       306       3975 SH       DEFINED 9       3975         0         0
THE HERSHEY CO                     COMMON SHS      427866108     28531     516400 SH       DEFINED 7     516400         0         0
THE HERSHEY CO                     COMMON SHS      427866108      2385      43171 SH       DEFINED 9      42421         0       750
THERAVANCE INC                     COMMON SHS      88338T104      1126      50000 SH       DEFINED 6      50000         0         0
THERAVANCE INC                     COMMON SHS      88338T104      8470     376100 SH       DEFINED A     376100         0         0
THERMO ELECTRON CORP               COMMON SHS      883556102        98       3249 SH       DEFINED 6       3249         0         0
THERMO ELECTRON CORP               COMMON SHS      883556102       414      13724 SH       DEFINED 9      13724         0         0
THERMO ELECTRON CORP               COMMON SHS      883556102     94625    3140570 SH       DEFINED A    3133670         0      6900
THERMO ELECTRON CORP               COMMON SHS      883556102      2028      67300 SH       DEFINED C      67300         0         0
THOMAS & BETTS CORP                COMMON SHS      884315102     20980     500000 SH       DEFINED 7     500000         0         0
THOMAS & BETTS CORP                COMMON SHS      884315102        28        660 SH       DEFINED 8        660         0         0
THOMAS & BETTS CORP                COMMON SHS      884315102       136       3240 SH       DEFINED D       3240         0         0
THOMSON CORP                       ORDINARY SHS    884903105     37939     956602 SH       DEFINED 8     956602         0         0
THOMSON CORP                       COMMON SHS      884903105        73       2124 SH       DEFINED 9       2124         0         0
THOR INDUSTRIES INC                COMMON SHS      885160101     46726    1166100 SH       DEFINED 4    1161500         0      4600
THORNBURG MORTGAGE INC             REAL EST INV TR 885218107       123       4700 SH       DEFINED 9       4700         0         0
THORNBURG MORTGAGE INC             REAL EST INV TR 885218107       314      12000 SH       DEFINED D      12000         0         0
THQ INC                            COMMON SHS      872443403      4505     188900 SH       DEFINED 8     188900         0         0
THQ INC                            COMMON SHS      872443403       347      14550 SH       DEFINED 9      14550         0         0
THQ INC                            COMMON SHS      872443403     18133     760310 SH       DEFINED A     745310         0     15000
THRESHOLD PHARMACEUTICALS INC      COMMON SHS      885807107        81       5600 SH       DEFINED 6       5600         0         0
THRESHOLD PHARMACEUTICALS INC      COMMON SHS      885807107      4516     312500 SH       DEFINED A     312500         0         0
TIBCO SOFTWARE INC                 COMMON SHS      88632Q103      5162     691000 SH       DEFINED 9     691000         0         0
TIBCO SOFTWARE INC                 COMMON SHS      88632Q103       619      82800 SH       DEFINED        82800         0         0
TIDEWATER INC                      COMMON SHS      886423102     11649     262000 SH       DEFINED 4     260500         0      1500
TIDEWATER INC                      COMMON SHS      886423102         9        200 SH       DEFINED 9        200         0         0
TIDEWATER INC                      COMMON SHS      886423102      2423      54500 SH       DEFINED A      54500         0         0
TIFFANY & CO                       COMMON SHS      886547108         1         16 SH       DEFINED 6         16         0         0
TIFFANY & CO                       COMMON SHS      886547108      4149     108347 SH       DEFINED 9     108347         0         0
TIFFANY & CO                       COMMON SHS      886547108      2106      55000 SH       DEFINED A      55000         0         0
TIMBERLAND COMPANY                 COMMON SHS      887100105     17929     550800 SH       DEFINED 4     548000         0      2800
TIMBERLAND COMPANY                 COMMON SHS      887100105        24        740 SH       DEFINED 9        740         0         0
TIMBERLAND COMPANY                 COMMON SHS      887100105         2         47 SH       DEFINED A         47         0         0
TIME WARNER INC                    COMMON SHS      2712165      301995   17669636 SH       DEFINED 5   17669636         0         0
TIME WARNER INC                    COMMON SHS      2712165          77       4500 SH       DEFINED 9       4500         0         0
TIME WARNER INC                    COMMON SHS      887317105     48433    2777100 SH       DEFINED 1    2562100         0    215000
TIME WARNER INC                    COMMON SHS      887317105      4234     242800 SH       DEFINED 2     242800         0         0
TIME WARNER INC                    COMMON SHS      887317105     14972     858500 SH       DEFINED 3     858500         0         0
TIME WARNER INC                    COMMON SHS      887317105        14        800 SH       DEFINED 6        800         0         0
TIME WARNER INC                    COMMON SHS      887317105     23544    1350000 SH       DEFINED 7    1350000         0         0
TIME WARNER INC                    COMMON SHS      887317105         5        300 SH       DEFINED 8        300         0         0
TIME WARNER INC                    COMMON SHS      887317105      9319     534328 SH       DEFINED 9     519268         0     15060
TIME WARNER INC                    COMMON SHS      887317105      2618     150128 SH       DEFINED A     150128         0         0
TIME WARNER INC                    COMMON SHS      887317105      2192     125700 SH       DEFINED E     125700         0         0
TIME WARNER INC                    COMMON SHS      887317105      3551     203600 SH       DEFINED       203600         0         0
TIME WARNER INC                    COMMON SHS      887317105    155094      88930 SH CALL  DEFINED 5
TIMKEN CO                          COMMON SHS      887389104     46375    1448300 SH       DEFINED 4    1447500         0       800
TITAN PHARMACEUTICALS INC          COMMON SHS      888314101       700     489700 SH       DEFINED A     489700         0         0
TJX COMPANIES INC                  COMMON SHS      872540109      1304      56135 SH       DEFINED 8      56135         0         0
TJX COMPANIES INC                  COMMON SHS      872540109       816      35130 SH       DEFINED 9      35130         0         0
TNS INC                            COMMON SHS      872960109      2708     141200 SH       DEFINED 8     141200         0         0
TNS INC                            COMMON SHS      872960109      4699     245000 SH       DEFINED 9     245000         0         0
TNS INC                            COMMON SHS      872960109     12238     638050 SH       DEFINED A     625250         0     12800
TNS INC                            COMMON SHS      872960109       537      28000 SH       DEFINED        28000         0         0
TNT NV                             AMER DEP RECPT  87260W101      1720      55000 SH       DEFINED 8      55000         0         0
TOLL BROTHERS INC                  COMMON SHS      889478103       138       3970 SH       DEFINED 6       3970         0         0
TOLL BROTHERS INC                  COMMON SHS      889478103      4195     121100 SH       DEFINED 9     119100         0      2000
TOLL BROTHERS INC                  COMMON SHS      889478103     27044     780706 SH       DEFINED A     780706         0         0
TOMMY HILFIGER CORP                COMMON SHS      G8915Z102     42224    2600000 SH       DEFINED 4    2600000         0         0
TOMMY HILFIGER CORP                COMMON SHS      G8915Z102         7        454 SH       DEFINED A        454         0         0
TOMMY HILFIGER CORP                COMMON SHS      G8915Z102      3494     215170 SH       DEFINED E     215170         0         0
TOOTSIE ROLL INDUSTRIES INC        COMMON SHS      890516107       651      22487 SH       DEFINED 7      22487         0         0
TOOTSIE ROLL INDUSTRIES INC        COMMON SHS      890516107       745      25750 SH       DEFINED 9      25750         0         0
TOP TANKERS INC                    COMMON SHS      Y8897Y107      2016     163905 SH       DEFINED A     163905         0         0
TORCHMARK CORP                     COMMON SHS      891027104    306240    5507907 SH       DEFINED 1    5422907         0     85000
TORCHMARK CORP                     COMMON SHS      891027104     11250     202340 SH       DEFINED 2     202340         0         0
TORCHMARK CORP                     COMMON SHS      891027104      1041      18730 SH       DEFINED 8      18730         0         0
TORCHMARK CORP                     COMMON SHS      891027104       638      11470 SH       DEFINED 9      11470         0         0
TORCHMARK CORP                     COMMON SHS      891027104      1389      24980 SH       DEFINED A      24980         0         0
TORCHMARK CORP                     COMMON SHS      891027104       272       4900 SH       DEFINED C       4900         0         0
TORCHMARK CORP                     COMMON SHS      891027104      3135      56380 SH       DEFINED D      56380         0         0
TORCHMARK CORP                     COMMON SHS      891027104     42267     760201 SH       DEFINED E     446230         0    313971
TORCHMARK CORP                     COMMON SHS      891027104      2013      36200 SH       DEFINED        36200         0         0
TORCHMARK CORP                     COMMON SHS      891027104      1465      26340 SH       DEFINED L      26340         0         0
TORCHMARK CORP                     COMMON SHS      891027104       647      11630 SH       DEFINED M      11630         0         0
TORONTO DOMINION BANK              ORDINARY SHS    891160509     61419    1004731 SH       DEFINED 8    1004731         0         0
TORONTO DOMINION BANK              COMMON SHS      891160509       500       9493 SH       DEFINED 9       9493         0         0
TOTAL SA                           AMER DEP RECPT  89151E109     27595     218318 SH       DEFINED 5     218318         0         0
TOTAL SA                           AMER DEP RECPT  89151E109      5305      41966 SH       DEFINED 8      41966         0         0
TOTAL SA                           AMER DEP RECPT  89151E109      8317      65797 SH       DEFINED 9      65214         0       583
TOTAL SA                           AMER DEP RECPT  89151E109      8143      64421 SH       DEFINED A      64421         0         0
TOYOTA MOTOR CORP                  AMER DEP RECPT  892331307         1         10 SH       DEFINED 6         10         0         0
TOYOTA MOTOR CORP                  AMER DEP RECPT  892331307      1956      18700 SH       DEFINED 8      18700         0         0
TOYOTA MOTOR CORP                  AMER DEP RECPT  892331307       757       7236 SH       DEFINED 9       6476         0       760
TRACTOR SUPPLY CO                  COMMON SHS      892356106         2         40 SH       DEFINED 6         40         0         0
TRACTOR SUPPLY CO                  COMMON SHS      892356106      3526      66600 SH       DEFINED 8      66600         0         0
TRACTOR SUPPLY CO                  COMMON SHS      892356106        58       1100 SH       DEFINED 9       1100         0         0
TRACTOR SUPPLY CO                  COMMON SHS      892356106     16876     318780 SH       DEFINED A     312980         0      5800
TRAMMELL CROW CO                   COMMON SHS      89288R106      5379     209700 SH       DEFINED 9     209700         0         0
TRAMMELL CROW CO                   COMMON SHS      89288R106       115       4500 SH       DEFINED A       4500         0         0
TRAMMELL CROW CO                   COMMON SHS      89288R106       618      24100 SH       DEFINED        24100         0         0
TRANSATLANTIC HOLDINGS INC         COMMON SHS      893521104      1382      20563 SH       DEFINED 9      19720         0       843
TRANSCANADA CORP                   ORDINARY SHS    89353D107      3294      89875 SH       DEFINED 1      89875         0         0
TRANSCANADA CORP                   ORDINARY SHS    89353D107     45134    1231486 SH       DEFINED 8    1231486         0         0
TRANSCANADA CORP                   COMMON SHS      89353D107      1569      49850 SH       DEFINED 9      49850         0         0
TRANSGLOBE ENERGY CORP             ORDINARY SHS    893662106        67      11150 SH       DEFINED 8      11150         0         0
TRANSOCEAN INC                     COMMON SHS      G90078109         7         96 SH       DEFINED 6         96         0         0
TRANSOCEAN INC                     COMMON SHS      G90078109      5397      77440 SH       DEFINED 7      77440         0         0
TRANSOCEAN INC                     COMMON SHS      G90078109     11438     164120 SH       DEFINED 9     163793         0       327
TRANSOCEAN INC                     COMMON SHS      G90078109      2160      31000 SH       DEFINED        31000         0         0
TRAVELERS PROPERTY CASUALTY CORP   CONVERT PREF    89420G307       210       8500 SH       DEFINED 9       8500         0         0
TRAVELERS PROPERTY CASUALTY CORP   CONVERT PREF    89420G307      7428     300000 SH       DEFINED A     300000         0         0
TREDEGAR CORP                      COMMON SHS      894650100     13969    1083710 SH       DEFINED 2    1083710         0         0
TREDEGAR CORP                      COMMON SHS      894650100        53       4100 SH       DEFINED 8       4100         0         0
TREDEGAR CORP                      COMMON SHS      894650100      5480     425174 SH       DEFINED E     308824         0    116350
TRIAD HOSPITALS INC                COMMON SHS      89579K109         1         15 SH       DEFINED 9         15         0         0
TRIAD HOSPITALS INC                COMMON SHS      89579K109      2004      51096 SH       DEFINED A      46596         0      4500
TRIBUNE CO                         COMMON SHS      896047107      1694      55972 SH       DEFINED 9      43172         0     12800
TRIBUNE CO                         COMMON SHS      896047107      2058      68000 SH       DEFINED A          0         0     68000
TRIDENT MICROSYSTEMS INC           COMMON SHS      895919108      2388     132640 SH       DEFINED A     132640         0         0
TRIMBLE NAVIGATION LTD             COMMON SHS      896239100        98       2760 SH       DEFINED 6       2760         0         0
TRIMBLE NAVIGATION LTD             COMMON SHS      896239100      5410     152450 SH       DEFINED 8     152450         0         0
TRIMBLE NAVIGATION LTD             COMMON SHS      896239100       988      27850 SH       DEFINED 9      27850         0         0
TRIMBLE NAVIGATION LTD             COMMON SHS      896239100    120807    3403979 SH       DEFINED A    3390279         0     13700
TRIMBLE NAVIGATION LTD             COMMON SHS      896239100      1874      52790 SH       DEFINED C      52790         0         0
TRIMERIS INC                       COMMON SHS      896263100       581      50608 SH       DEFINED 6      50608         0         0
TRIMERIS INC                       COMMON SHS      896263100      2808     244400 SH       DEFINED 8     244400         0         0
TRIMERIS INC                       COMMON SHS      896263100     21527    1873525 SH       DEFINED A    1850825         0     22700
TRINITY INDUSTRIES INC             COMMON SHS      896522109     79630    1806900 SH       DEFINED 4    1806900         0         0
TRINITY INDUSTRIES INC             COMMON SHS      896522109       163       3698 SH       DEFINED 9       3698         0         0
TRIZEC PROPERTIES INC              REAL EST INV TR 89687P107        60       2614 SH       DEFINED 6       2614         0         0
TRIZEC PROPERTIES INC              REAL EST INV TR 89687P107       999      43600 SH       DEFINED 9      43600         0         0
TRUE RELIGION APPAREL INC          COMMON SHS      89784N104      2926     190000 SH       DEFINED 9     190000         0         0
TRUE RELIGION APPAREL INC          COMMON SHS      89784N104        80       5200 SH       DEFINED A       5200         0         0
TRUE RELIGION APPAREL INC          COMMON SHS      89784N104       345      22400 SH       DEFINED        22400         0         0
TRUMP ENTERTAIMENT RESORTS INC     COMMON SHS      89816T103    102989    5116213 SH       DEFINED 5    5116213         0         0
TRUSTCO BANK CORP NY               COMMON SHS      898349105     12503    1006709 SH       DEFINED 4    1006709         0         0
TRUSTCO BANK CORP NY               COMMON SHS      898349105        76       6085 SH       DEFINED 6       6085         0         0
TRUSTEE PROPERTIES INC             REAL EST INV TR 898404108       813      55631 SH       DEFINED 9      55631         0         0
TRUSTEE PROPERTIES INC             REAL EST INV TR 898404108     10256     701500 SH       DEFINED A     701500         0         0
TRUSTEE PROPERTIES INC             REAL EST INV TR 898404108       325      22200 SH       DEFINED D      22200         0         0
TUESDAY MORNING CORP               COMMON SHS      899035505      9756     466343 SH       DEFINED 6     466343         0         0
TUESDAY MORNING CORP               COMMON SHS      899035505      2366     113110 SH       DEFINED 8     113110         0         0
TUESDAY MORNING CORP               COMMON SHS      899035505     52495    2509345 SH       DEFINED A    2406245         0    103100
TUESDAY MORNING CORP               COMMON SHS      899035505      1732      82800 SH       DEFINED C      82800         0         0
TUMBLEWEED SOFTWARE CORP           COMMON SHS      899690101      3684    1195978 SH       DEFINED 9    1195978         0         0
TUMBLEWEED SOFTWARE CORP           COMMON SHS      899690101       437     141722 SH       DEFINED       141722         0         0
TUPPERWARE BRANDS CORP             COMMON SHS      899896104       271      12100 SH       DEFINED 9      12100         0         0
TXU CORP                           COMMON SHS      873168108       114       2280 SH       DEFINED 8       2280         0         0
TXU CORP                           COMMON SHS      873168108      4632      92292 SH       DEFINED 9      92292         0         0
TXU CORP                           COMMON SHS      873168108     62138    1238050 SH       DEFINED A    1211050         0     27000
TXU CORP                           COMMON SHS      873168108       391       7800 SH       DEFINED E          0         0      7800
TXU CORP                           COMMON SHS      873168108         5        100 SH       DEFINED L        100         0         0
TYCO INTERNATIONAL GROUP SA        CONVERTIBLE BD  902118BF4        10       8000 PRN      DEFINED 9       8000         0         0
TYCO INTERNATIONAL GROUP SA        CONVERTIBLE BD  902118BF4      7628    6000000 PRN      DEFINED A    6000000         0         0
TYCO INTERNATIONAL LTD             COMMON SHS      902124106    792002   27442893 SH       DEFINED 1   27207893         0    235000
TYCO INTERNATIONAL LTD             COMMON SHS      902124106     18725     648820 SH       DEFINED 2     648820         0         0
TYCO INTERNATIONAL LTD             COMMON SHS      902124106      1674      58020 SH       DEFINED 4      58020         0         0
TYCO INTERNATIONAL LTD             COMMON SHS      902124106    379398   13146170 SH       DEFINED 5   13146170         0         0
TYCO INTERNATIONAL LTD             COMMON SHS      902124106        94       3270 SH       DEFINED 6       3270         0         0
TYCO INTERNATIONAL LTD             COMMON SHS      902124106     44735    1550052 SH       DEFINED 7    1550052         0         0
TYCO INTERNATIONAL LTD             COMMON SHS      902124106     17097     592396 SH       DEFINED 8     592396         0         0
TYCO INTERNATIONAL LTD             COMMON SHS      902124106      2595      89908 SH       DEFINED 9      86638         0      3270
TYCO INTERNATIONAL LTD             COMMON SHS      902124106     52545    1820696 SH       DEFINED A    1638596         0    182100
TYCO INTERNATIONAL LTD             COMMON SHS      902124106      1129      39110 SH       DEFINED C      39110         0         0
TYCO INTERNATIONAL LTD             COMMON SHS      902124106      4988     172840 SH       DEFINED D     172840         0         0
TYCO INTERNATIONAL LTD             COMMON SHS      902124106     29272    1014260 SH       DEFINED E     244100         0    770160
TYCO INTERNATIONAL LTD             COMMON SHS      902124106      3068     106300 SH       DEFINED       106300         0         0
TYCO INTERNATIONAL LTD             COMMON SHS      902124106      1441      49916 SH       DEFINED L      49916         0         0
TYCO INTERNATIONAL LTD             COMMON SHS      902124106       628      21745 SH       DEFINED M      21745         0         0
U-STORE-IT TRUST                   REAL EST INV TR 91274F104       164       7770 SH       DEFINED 6       7770         0         0
U-STORE-IT TRUST                   REAL EST INV TR 91274F104     47914    2276200 SH       DEFINED A    2276200         0         0
UBIQUITEL INC                      COMMON SHS      903474302        99      10000 SH       DEFINED 9      10000         0         0
UBS AG                             ORDINARY SHS    H8920M855      2423      25465 SH       DEFINED 2      25465         0         0
UBS AG                             ORDINARY SHS    H8920M855       152       1600 SH       DEFINED 6       1600         0         0
UBS AG                             ORDINARY SHS    H8920M855       890       9350 SH       DEFINED 9       9350         0         0
UCBH HOLDINGS INC                  COMMON SHS      90262T308        50       2823 SH       DEFINED 6       2823         0         0
UCBH HOLDINGS INC                  COMMON SHS      90262T308     47615    2663040 SH       DEFINED A    2663040         0         0
UCBH HOLDINGS INC                  COMMON SHS      90262T308       579      32400 SH       DEFINED C      32400         0         0
ULTIMATE SOFTWARE GROUP INC        COMMON SHS      90385D107       641      33600 SH       DEFINED 8      33600         0         0
ULTIMATE SOFTWARE GROUP INC        COMMON SHS      90385D107      6920     362860 SH       DEFINED A     360360         0      2500
UMB FINANCIAL CORP                 COMMON SHS      902788108      5969      93400 SH       DEFINED 4      93400         0         0
UMB FINANCIAL CORP                 COMMON SHS      902788108       179       2797 SH       DEFINED 9       2797         0         0
UMPQUA HOLDINGS CORP               COMMON SHS      904214103      9487     332526 SH       DEFINED 6     332526         0         0
UNIBANCO UNIAO DE BANCOS BRASILEIR GLBL DEP RECPT  90458E107      2212      34800 SH       DEFINED 2      34800         0         0
UNIBANCO UNIAO DE BANCOS BRASILEIR GLBL DEP RECPT  90458E107    196069    3084300 SH       DEFINED C    3084300         0         0
UNILEVER NV                        NEW YORK SHARES 904784709       458       6670 SH       DEFINED 2       6670         0         0
UNILEVER NV                        NEW YORK SHARES 904784709      4797      69882 SH       DEFINED 6      69882         0         0
UNILEVER NV                        NEW YORK SHARES 904784709       499       7262 SH       DEFINED 8       7262         0         0
UNILEVER NV                        NEW YORK SHARES 904784709      1961      28569 SH       DEFINED 9      26069         0      2500
UNILEVER NV                        NEW YORK SHARES 904784709     19991     291200 SH       DEFINED A     291200         0         0
UNILEVER PLC                       AMER DEP RECPT  904767704       101       2525 SH       DEFINED 2       2525         0         0
UNILEVER PLC                       AMER DEP RECPT  904767704       230       5740 SH       DEFINED 8       5740         0         0
UNILEVER PLC                       AMER DEP RECPT  904767704      4096     102100 SH       DEFINED A     102100         0         0
UNILEVER PLC                       AMER DEP RECPT  904767704        12        310 SH       DEFINED L        310         0         0
UNILEVER PLC                       AMER DEP RECPT  904767704     65396    1630000 SH CALL  DEFINED 3
UNION PACIFIC CORP                 COMMON SHS      907818108         4         55 SH       DEFINED 6         55         0         0
UNION PACIFIC CORP                 COMMON SHS      907818108     24153     300000 SH       DEFINED 7     300000         0         0
UNION PACIFIC CORP                 COMMON SHS      907818108     13661     169677 SH       DEFINED 9     160281         0      9396
UNITED AMERICA INDEMNITY LTD       COMMON SHS      90933T109      3987     217168 SH       DEFINED 4     217168         0         0
UNITED NATURAL FOODS INC           COMMON SHS      911163103     10674     404320 SH       DEFINED 9     399320       700      4300
UNITED PARCEL SERVICE INC          COMMON SHS      911312106      2887      38413 SH       DEFINED 6      38413         0         0
UNITED PARCEL SERVICE INC          COMMON SHS      911312106       323       4300 SH       DEFINED 8       4300         0         0
UNITED PARCEL SERVICE INC          COMMON SHS      911312106     59633     793520 SH       DEFINED 9     775994         0     17526
UNITED PARCEL SERVICE INC          COMMON SHS      911312106     27170     361540 SH       DEFINED A     361540         0         0
UNITED PARCEL SERVICE INC          COMMON SHS      911312106       552       7350 SH       DEFINED         7350         0         0
UNITED PARCEL SERVICE INC          COMMON SHS      911312106       827      11000 SH       DEFINED M      11000         0         0
UNITED STATES STEEL CORP           COMMON SHS      912909108     85954    1788100 SH       DEFINED 4    1786500         0      1600
UNITED STATES STEEL CORP           COMMON SHS      912909108       464       9644 SH       DEFINED 9       9644         0         0
UNITED STATES STEEL CORP           COMMON SHS      912909108      1755      36500 SH       DEFINED A      36500         0         0
UNITED STATIONERS INC              COMMON SHS      913004107     44059     908439 SH       DEFINED 5     908439         0         0
UNITED SURGICAL PARTNERS INTERNATI COMMON SHS      913016309      4498     139900 SH       DEFINED 8     139900         0         0
UNITED SURGICAL PARTNERS INTERNATI COMMON SHS      913016309      4676     145446 SH       DEFINED 9     145446         0         0
UNITED SURGICAL PARTNERS INTERNATI COMMON SHS      913016309     47816    1487285 SH       DEFINED A    1471185         0     16100
UNITED SURGICAL PARTNERS INTERNATI COMMON SHS      913016309       545      16950 SH       DEFINED        16950         0         0
UNITED TECHNOLOGIES CORP           COMMON SHS      913017109    189174    3383542 SH       DEFINED 4    3383542         0         0
UNITED TECHNOLOGIES CORP           COMMON SHS      913017109        78       1400 SH       DEFINED 6       1400         0         0
UNITED TECHNOLOGIES CORP           COMMON SHS      913017109     44728     800000 SH       DEFINED 7     800000         0         0
UNITED TECHNOLOGIES CORP           COMMON SHS      913017109      4988      89215 SH       DEFINED 8      89215         0         0
UNITED TECHNOLOGIES CORP           COMMON SHS      913017109     47581     851035 SH       DEFINED 9     832977       200     17858
UNITED TECHNOLOGIES CORP           COMMON SHS      913017109     53800     962256 SH       DEFINED A     890256         0     72000
UNITED TECHNOLOGIES CORP           COMMON SHS      913017109       492       8800 SH       DEFINED E          0         0      8800
UNITED TECHNOLOGIES CORP           COMMON SHS      913017109      2348      42000 SH       DEFINED        42000         0         0
UNITED TECHNOLOGIES CORP           COMMON SHS      913017109        18        320 SH       DEFINED L        320         0         0
UNITEDHEALTH GROUP INC             COMMON SHS      91324P102       101       1621 SH       DEFINED 5       1621         0         0
UNITEDHEALTH GROUP INC             COMMON SHS      91324P102         2         28 SH       DEFINED 6         28         0         0
UNITEDHEALTH GROUP INC             COMMON SHS      91324P102     38009     611666 SH       DEFINED 9     606648         0      5018
UNITEDHEALTH GROUP INC             COMMON SHS      91324P102     38429     618426 SH       DEFINED A     615236         0      3190
UNITEDHEALTH GROUP INC             COMMON SHS      91324P102       416       6700 SH       DEFINED         6700         0         0
UNITEDHEALTH GROUP INC             COMMON SHS      91324P102       311       5000 SH       DEFINED M       5000         0         0
UNITRIN INC                        COMMON SHS      913275103       686      15220 SH       DEFINED 9      15220         0         0
UNIVERSAL COMPRESSION HOLDINGS INC COMMON SHS      913431102     34952     850000 SH       DEFINED 4     850000         0         0
UNIVERSAL CORP                     COMMON SHS      913456109      9071     209200 SH       DEFINED 4     209200         0         0
UNIVERSAL HEALTH SERVICES INC      CONVERTIBLE BD  913903AL4      8893   15500000 PRN      DEFINED A   15500000         0         0
UNIVISION COMMUNICATIONS INC       COMMON SHS      914906102       213       7260 SH       DEFINED 8       7260         0         0
UNIVISION COMMUNICATIONS INC       COMMON SHS      914906102       206       7025 SH       DEFINED 9       7025         0         0
UNIVISION COMMUNICATIONS INC       COMMON SHS      914906102     33840    1151418 SH       DEFINED A    1014218         0    137200
UNIVISION COMMUNICATIONS INC       COMMON SHS      914906102       749      25500 SH       DEFINED E          0         0     25500
UNIVISION COMMUNICATIONS INC       COMMON SHS      914906102        12        400 SH       DEFINED L        400         0         0
UNUMPROVIDENT CORP                 COMMON SHS      91529Y106      2451     107725 SH       DEFINED 9     101725         0      6000
URBAN OUTFITTERS INC               COMMON SHS      917047102        60       2366 SH       DEFINED 6       2366         0         0
URBAN OUTFITTERS INC               COMMON SHS      917047102         4        150 SH       DEFINED 9        150         0         0
URBAN OUTFITTERS INC               COMMON SHS      917047102     42873    1693922 SH       DEFINED A    1693922         0         0
URBAN OUTFITTERS INC               COMMON SHS      917047102      1136      44900 SH       DEFINED C      44900         0         0
US BANCORP                         COMMON SHS      902973304      7290     243892 SH       DEFINED 1     243892         0         0
US BANCORP                         COMMON SHS      902973304    141948    4749012 SH       DEFINED 4    4749012         0         0
US BANCORP                         COMMON SHS      902973304      3685     123302 SH       DEFINED 6     123302         0         0
US BANCORP                         COMMON SHS      902973304      1335      44650 SH       DEFINED 8      44650         0         0
US BANCORP                         COMMON SHS      902973304      8828     295360 SH       DEFINED 9     291582       350      3428
US BANCORP                         COMMON SHS      902973304     27723     927500 SH       DEFINED A     927500         0         0
V F CORP                           COMMON SHS      918204108     27670     500000 SH       DEFINED 7     500000         0         0
V F CORP                           COMMON SHS      918204108       620      11200 SH       DEFINED 9      11200         0         0
V F CORP                           COMMON SHS      918204108         6        105 SH       DEFINED A        105         0         0
VAIL RESORTS INC                   COMMON SHS      91879Q109     50371    1525000 SH       DEFINED 4    1525000         0         0
VAIL RESORTS INC                   COMMON SHS      91879Q109      4178     126500 SH       DEFINED 9     126500         0         0
VAIL RESORTS INC                   COMMON SHS      91879Q109        95       2879 SH       DEFINED A       2879         0         0
VAIL RESORTS INC                   COMMON SHS      91879Q109       502      15200 SH       DEFINED        15200         0         0
VALEANT PHARMACEUTICALS INTERNATIO COMMON SHS      91911X104    106977    5916853 SH       DEFINED 5    5916853         0         0
VALEANT PHARMACEUTICALS INTERNATIO COMMON SHS      91911X104      3715     205500 SH       DEFINED 8     205500         0         0
VALEANT PHARMACEUTICALS INTERNATIO COMMON SHS      91911X104       154       8530 SH       DEFINED D       8530         0         0
VALERO ENERGY CORP                 COMMON SHS      91913Y100      1183      22920 SH       DEFINED 9      22920         0         0
VALERO ENERGY CORP                 COMMON SHS      91913Y100      7572     146746 SH       DEFINED A     111746         0     35000
VALLEY NATIONAL BANCORP            COMMON SHS      919794107       222       9195 SH       DEFINED 9       9195         0         0
VALUECLICK INC                     COMMON SHS      92046N102      3819     210900 SH       DEFINED 8     210900         0         0
VALUECLICK INC                     COMMON SHS      92046N102         0          1 SH       DEFINED 9          1         0         0
VALUECLICK INC                     COMMON SHS      92046N102     17492     965870 SH       DEFINED A     947170         0     18700
VARIAN INC                         COMMON SHS      922206107     23432     588886 SH       DEFINED 6     588886         0         0
VARIAN INC                         COMMON SHS      922206107      4727     118800 SH       DEFINED 8     118800         0         0
VARIAN INC                         COMMON SHS      922206107     57027    1433210 SH       DEFINED A    1422410         0     10800
VARIAN INC                         COMMON SHS      922206107       621      15600 SH       DEFINED C      15600         0         0
VARIAN MEDICAL SYSTEMS INC         COMMON SHS      92220P105       110       2179 SH       DEFINED 6       2179         0         0
VARIAN MEDICAL SYSTEMS INC         COMMON SHS      92220P105    199313    3959329 SH       DEFINED A    3959329         0         0
VARIAN MEDICAL SYSTEMS INC         COMMON SHS      92220P105      2577      51200 SH       DEFINED C      51200         0         0
VARIAN SEMICONDUCTOR EQUIPMENT ASS COMMON SHS      922207105     12727     289700 SH       DEFINED 6     289700         0         0
VARIAN SEMICONDUCTOR EQUIPMENT ASS COMMON SHS      922207105      8746     199100 SH       DEFINED 8     199100         0         0
VARIAN SEMICONDUCTOR EQUIPMENT ASS COMMON SHS      922207105     49229    1120620 SH       DEFINED A    1103320         0     17300
VCA ANTECH INC                     COMMON SHS      918194101        76       2696 SH       DEFINED 6       2696         0         0
VCA ANTECH INC                     COMMON SHS      918194101      5651     200400 SH       DEFINED 8     200400         0         0
VCA ANTECH INC                     COMMON SHS      918194101       846      30000 SH       DEFINED 9      30000         0         0
VCA ANTECH INC                     COMMON SHS      918194101    152845    5420028 SH       DEFINED A    5401328         0     18700
VCA ANTECH INC                     COMMON SHS      918194101      1582      56100 SH       DEFINED C      56100         0         0
VECTREN CORP                       COMMON SHS      92240G101       271       9979 SH       DEFINED 9       9979         0         0
VECTREN CORP                       COMMON SHS      92240G101     21728     800000 SH       DEFINED A     800000         0         0
VENTAS INC                         REAL EST INV TR 92276F100     95280    2975630 SH       DEFINED 5    2975630         0         0
VENTAS INC                         REAL EST INV TR 92276F100     47996    1498930 SH       DEFINED A    1498930         0         0
VENTAS INC                         REAL EST INV TR 92276F100       727      22700 SH       DEFINED D      22700         0         0
VERISIGN INC                       COMMON SHS      92343E102        69       3131 SH       DEFINED 6       3131         0         0
VERISIGN INC                       COMMON SHS      92343E102       208       9500 SH       DEFINED 9       9500         0         0
VERISIGN INC                       COMMON SHS      92343E102     61122    2788400 SH       DEFINED A    2788400         0         0
VERISIGN INC                       COMMON SHS      92343E102      1425      65000 SH       DEFINED C      65000         0         0
VERIZON COMMUNICATIONS             COMMON SHS      92343V104      1446      47997 SH       DEFINED 4      47997         0         0
VERIZON COMMUNICATIONS             COMMON SHS      92343V104    157274    5221590 SH       DEFINED 5    5221590         0         0
VERIZON COMMUNICATIONS             COMMON SHS      92343V104       739      24538 SH       DEFINED 8      24538         0         0
VERIZON COMMUNICATIONS             COMMON SHS      92343V104     47254    1568871 SH       DEFINED 9    1541293         0     27578
VERIZON COMMUNICATIONS             COMMON SHS      92343V104    398488   13230028 SH       DEFINED A   13160028         0     70000
VERIZON COMMUNICATIONS             COMMON SHS      92343V104       846      28100 SH       DEFINED E          0         0     28100
VERIZON COMMUNICATIONS             COMMON SHS      92343V104         9        290 SH       DEFINED L        290         0         0
VERIZON COMMUNICATIONS             COMMON SHS      92343V104       241       8000 SH       DEFINED M       8000         0         0
VIACOM INC                         COMMON SHS      925524100      2954      90172 SH       DEFINED 9      85597         0      4575
VIACOM INC                         COMMON SHS      925524100       459      14000 SH       DEFINED A      14000         0         0
VIACOM INC                         COMMON SHS      925524308       204       6250 SH       DEFINED 8       6250         0         0
VIACOM INC                         COMMON SHS      925524308      8860     271769 SH       DEFINED 9     257626       350     13793
VIACOM INC                         COMMON SHS      925524308      6399     196300 SH       DEFINED A      26000         0    170300
VIACOM INC                         COMMON SHS      925524308      1359      41700 SH       DEFINED E          0         0     41700
VIACOM INC                         COMMON SHS      925524308        21        640 SH       DEFINED L        640         0         0
VIACOM INC                         COMMON SHS      92553P102      4000     100000 SH       DEFINED 7     100000         0         0
VIACOM INC                         COMMON SHS      92553P201    128562    3097885 SH       DEFINED 5    3097885         0         0
VIACOM INC                         COMMON SHS      92553P201      1367      32942 SH       DEFINED 6      32942         0         0
VIACOM INC                         COMMON SHS      92553P201      2075      50000 SH       DEFINED 7      50000         0         0
VIACOM INC                         COMMON SHS      92553P201     36450     878307 SH       DEFINED A     878307         0         0
VIASAT INC                         COMMON SHS      92552V100     14994     560936 SH       DEFINED 6     560936         0         0
VIASAT INC                         COMMON SHS      92552V100      7289     272700 SH       DEFINED 8     272700         0         0
VIASAT INC                         COMMON SHS      92552V100     33437    1250908 SH       DEFINED A    1229908         0     21000
VILLAGE SUPER MARKET INC           COMMON SHS      927107409      6939     115175 SH       DEFINED 4     115175         0         0
VIMPEL COMMUNICATIONS              AMER DEP RECPT  68370R109      1010      22825 SH       DEFINED 9      22525         0       300
VIMPEL COMMUNICATIONS              AMER DEP RECPT  68370R109       864      19540 SH       DEFINED C      19540         0         0
VINTAGE PETROLEUM INC              COMMON SHS      927460105    100152    1877960 SH       DEFINED 5    1877960         0         0
VINTAGE PETROLEUM INC              COMMON SHS      927460105       136       2550 SH       DEFINED 9       2550         0         0
VITESSE SEMICONDUCTOR CORP         COMMON SHS      928497106      8736    4550000 SH       DEFINED A    4550000         0         0
VODAFONE GROUP PLC                 AMER DEP RECPT  92857W100     65495    3050550 SH       DEFINED 2    3050550         0         0
VODAFONE GROUP PLC                 AMER DEP RECPT  92857W100       105       4880 SH       DEFINED 6       4880         0         0
VODAFONE GROUP PLC                 AMER DEP RECPT  92857W100     10831     504493 SH       DEFINED 9     472016         0     32477
VODAFONE GROUP PLC                 AMER DEP RECPT  92857W100      2147     100000 SH       DEFINED A     100000         0         0
VOLCOM INC                         COMMON SHS      92864N101      4435     130400 SH       DEFINED 9     130400         0         0
VOLCOM INC                         COMMON SHS      92864N101       517      15200 SH       DEFINED        15200         0         0
VOLVO AB                           AMER DEP RECPT  928856400      1875      39833 SH       DEFINED 2      39833         0         0
VOLVO AB                           AMER DEP RECPT  928856400        31        660 SH       DEFINED 6        660         0         0
VOLVO AB                           AMER DEP RECPT  928856400        94       2000 SH       DEFINED 9       2000         0         0
VORNADO REALTY TRUST               REAL EST INV TR 929042109       237       2834 SH       DEFINED 6       2834         0         0
VORNADO REALTY TRUST               REAL EST INV TR 929042109      1302      15600 SH       DEFINED 9      15600         0         0
VORNADO REALTY TRUST               REAL EST INV TR 929042109     77978     934200 SH       DEFINED A     934200         0         0
VOTORANTIM CELULOSE E PAPEL SA     AMER DEP RECPT  92906P106     15640    1272600 SH       DEFINED 3    1272600         0         0
VOTORANTIM CELULOSE E PAPEL SA     AMER DEP RECPT  92906P106      4166     339000 SH       DEFINED C     339000         0         0
WABASH NATIONAL CORP               COMMON SHS      929566107     34090    1789500 SH       DEFINED 4    1785000         0      4500
WABASH NATIONAL CORP               COMMON SHS      929566107         5        273 SH       DEFINED 6        273         0         0
WABASH NATIONAL CORP               COMMON SHS      929566107      3606     189300 SH       DEFINED 8     189300         0         0
WABASH NATIONAL CORP               COMMON SHS      929566107     15582     817960 SH       DEFINED A     800660         0     17300
WABTEC CORP                        COMMON SHS      929740108      6106     227000 SH       DEFINED 9     227000         0         0
WABTEC CORP                        COMMON SHS      929740108        67       2500 SH       DEFINED A       2500         0         0
WABTEC CORP                        COMMON SHS      929740108       697      25900 SH       DEFINED        25900         0         0
WACHOVIA CORP                      COMMON SHS      929903102      8590     162500 SH       DEFINED 4     162500         0         0
WACHOVIA CORP                      COMMON SHS      929903102      5936     112300 SH       DEFINED 5     112300         0         0
WACHOVIA CORP                      COMMON SHS      929903102      5912     111836 SH       DEFINED 6     111836         0         0
WACHOVIA CORP                      COMMON SHS      929903102       352       6650 SH       DEFINED 8       6650         0         0
WACHOVIA CORP                      COMMON SHS      929903102     55158    1043474 SH       DEFINED 9    1037490         0      5984
WACHOVIA CORP                      COMMON SHS      929903102     45557     861852 SH       DEFINED A     794552         0     67300
WACHOVIA CORP                      COMMON SHS      929903102       999      18900 SH       DEFINED E          0         0     18900
WACHOVIA CORP                      COMMON SHS      929903102         9        170 SH       DEFINED L        170         0         0
WAL-MART STORES INC                COMMON SHS      931142103      3602      76960 SH       DEFINED 4      76960         0         0
WAL-MART STORES INC                COMMON SHS      931142103      2540      54269 SH       DEFINED 6      54269         0         0
WAL-MART STORES INC                COMMON SHS      931142103      8027     171526 SH       DEFINED 8     171526         0         0
WAL-MART STORES INC                COMMON SHS      931142103     38868     830510 SH       DEFINED 9     828010         0      2500
WAL-MART STORES INC                COMMON SHS      931142103     69657    1488396 SH       DEFINED A    1310696         0    177700
WAL-MART STORES INC                COMMON SHS      931142103      1788      38200 SH       DEFINED E          0         0     38200
WAL-MART STORES INC                COMMON SHS      931142103       307       6550 SH       DEFINED         6550         0         0
WAL-MART STORES INC                COMMON SHS      931142103        29        620 SH       DEFINED L        620         0         0
WALGREEN CO                        COMMON SHS      931422109       147       3310 SH       DEFINED 8       3310         0         0
WALGREEN CO                        COMMON SHS      931422109     19899     449599 SH       DEFINED 9     433700         0     15899
WALGREEN CO                        COMMON SHS      931422109     38697     874319 SH       DEFINED A     826319         0     48000
WALGREEN CO                        COMMON SHS      931422109       686      15500 SH       DEFINED E          0         0     15500
WALGREEN CO                        COMMON SHS      931422109         8        190 SH       DEFINED L        190         0         0
WALT DISNEY CO                     COMMON SHS      254687106         1         32 SH       DEFINED 6         32         0         0
WALT DISNEY CO                     COMMON SHS      254687106     23970    1000000 SH       DEFINED 7    1000000         0         0
WALT DISNEY CO                     COMMON SHS      254687106       237       9872 SH       DEFINED 8       9872         0         0
WALT DISNEY CO                     COMMON SHS      254687106     52731    2199875 SH       DEFINED 9    2180700         0     19175
WALT DISNEY CO                     COMMON SHS      254687106     18355     765748 SH       DEFINED A     639548         0    126200
WALT DISNEY CO                     COMMON SHS      254687106       978      40800 SH       DEFINED E          0         0     40800
WALT DISNEY CO                     COMMON SHS      254687106       330      13750 SH       DEFINED        13750         0         0
WALT DISNEY CO                     COMMON SHS      254687106        10        420 SH       DEFINED L        420         0         0
WALT DISNEY CO                     COMMON SHS      254687106       240      10000 SH       DEFINED M      10000         0         0
WALT DISNEY CO                     CONVERTIBLE BD  254687AU0        19      19000 PRN      DEFINED 9      19000         0         0
WARNACO GROUP INC                  COMMON SHS      934390402      6020     225300 SH       DEFINED 9     225300         0         0
WARNACO GROUP INC                  COMMON SHS      934390402      1045      39093 SH       DEFINED A      39093         0         0
WARNACO GROUP INC                  COMMON SHS      934390402       641      24000 SH       DEFINED        24000         0         0
WASHINGTON MUTUAL INC              COMMON SHS      939322103    115419    2653303 SH       DEFINED 4    2653303         0         0
WASHINGTON MUTUAL INC              COMMON SHS      939322103      6127     140850 SH       DEFINED 6     140850         0         0
WASHINGTON MUTUAL INC              COMMON SHS      939322103      1767      40632 SH       DEFINED 8      40632         0         0
WASHINGTON MUTUAL INC              COMMON SHS      939322103      9629     221349 SH       DEFINED 9     217315         0      4034
WASHINGTON MUTUAL INC              COMMON SHS      939322103     26021     598175 SH       DEFINED A     598175         0         0
WASHINGTON POST CO                 COMMON SHS      939640108    422757     552623 SH       DEFINED 5     552623         0         0
WASHINGTON POST CO                 COMMON SHS      939640108      1599       2090 SH       DEFINED 9       2090         0         0
WASTE CONNECTIONS INC              COMMON SHS      941053100     13657     396316 SH       DEFINED 6     396316         0         0
WASTE CONNECTIONS INC              COMMON SHS      941053100      1720      49900 SH       DEFINED 8      49900         0         0
WASTE CONNECTIONS INC              COMMON SHS      941053100      9452     274300 SH       DEFINED A     269900         0      4400
WASTE MANAGEMENT INC               COMMON SHS      94106L109     28277     931700 SH       DEFINED 3     931700         0         0
WASTE MANAGEMENT INC               COMMON SHS      94106L109      2668      87921 SH       DEFINED 6      87921         0         0
WASTE MANAGEMENT INC               COMMON SHS      94106L109        85       2800 SH       DEFINED 8       2800         0         0
WASTE MANAGEMENT INC               COMMON SHS      94106L109        99       3260 SH       DEFINED 9       3260         0         0
WASTE MANAGEMENT INC               COMMON SHS      94106L109     17296     569900 SH       DEFINED A     569900         0         0
WATERS CORP                        COMMON SHS      941848103       177       4695 SH       DEFINED 6       4695         0         0
WATERS CORP                        COMMON SHS      941848103     18900     500000 SH       DEFINED 7     500000         0         0
WATERS CORP                        COMMON SHS      941848103      1315      34792 SH       DEFINED 9      34792         0         0
WATERS CORP                        COMMON SHS      941848103    120742    3194233 SH       DEFINED A    3190533         0      3700
WATERS CORP                        COMMON SHS      941848103      2457      65000 SH       DEFINED C      65000         0         0
WATSON PHARMACEUTICALS INC         COMMON SHS      942683103     44405    1365900 SH       DEFINED 4    1365900         0         0
WATSON PHARMACEUTICALS INC         COMMON SHS      942683103         3        100 SH       DEFINED 9        100         0         0
WATSON PHARMACEUTICALS INC         COMMON SHS      942683103      1292      39749 SH       DEFINED A      35449         0      4300
WATTS WATER TECHNOLOGIES INC       COMMON SHS      942749102     18465     609600 SH       DEFINED 4     607200         0      2400
WATTS WATER TECHNOLOGIES INC       COMMON SHS      942749102        48       1600 SH       DEFINED 6       1600         0         0
WATTS WATER TECHNOLOGIES INC       COMMON SHS      942749102         8        265 SH       DEFINED 9        265         0         0
WEATHERFORD INTERNATIONAL LTD      COMMON SHS      G95089101       949      26224 SH       DEFINED 2      26224         0         0
WEATHERFORD INTERNATIONAL LTD      COMMON SHS      G95089101     16627     459300 SH       DEFINED 3     459300         0         0
WEATHERFORD INTERNATIONAL LTD      COMMON SHS      G95089101         3         78 SH       DEFINED 8         78         0         0
WEATHERFORD INTERNATIONAL LTD      COMMON SHS      G95089101       169       4665 SH       DEFINED 9       4665         0         0
WEATHERFORD INTERNATIONAL LTD      COMMON SHS      G95089101      3890     107450 SH       DEFINED A     107450         0         0
WEBEX COMMUNICATIONS INC           COMMON SHS      94767L109       368      17000 SH       DEFINED 9      17000         0         0
WEBMD HEALTH CORP                  COMMON SHS      94770V102      1987      68400 SH       DEFINED A      67300         0      1100
WEBMETHODS INC                     COMMON SHS      94768C108     10603    1375195 SH       DEFINED 6    1375195         0         0
WEBMETHODS INC                     COMMON SHS      94768C108      6045     784000 SH       DEFINED 9     784000         0         0
WEBMETHODS INC                     COMMON SHS      94768C108       524      68000 SH       DEFINED        68000         0         0
WEBSENSE INC                       COMMON SHS      947684106         5         79 SH       DEFINED 6         79         0         0
WEBSENSE INC                       COMMON SHS      947684106      2407      36670 SH       DEFINED A      36670         0         0
WEIGHT WATCHERS INTERNATIONAL INC  COMMON SHS      948626106        99       2000 SH       DEFINED 9       2000         0         0
WEIGHT WATCHERS INTERNATIONAL INC  COMMON SHS      948626106     86094    1741733 SH       DEFINED A    1741733         0         0
WEIGHT WATCHERS INTERNATIONAL INC  COMMON SHS      948626106      1982      40100 SH       DEFINED C      40100         0         0
WELLPOINT INC                      COMMON SHS      94973V107        11        136 SH       DEFINED 5        136         0         0
WELLPOINT INC                      COMMON SHS      94973V107       367       4600 SH       DEFINED 8       4600         0         0
WELLPOINT INC                      COMMON SHS      94973V107      2210      27703 SH       DEFINED 9      27703         0         0
WELLPOINT INC                      COMMON SHS      94973V107     90993    1140402 SH       DEFINED A    1068902         0     71500
WELLPOINT INC                      COMMON SHS      94973V107      1340      16800 SH       DEFINED E          0         0     16800
WELLPOINT INC                      COMMON SHS      94973V107        16        200 SH       DEFINED L        200         0         0
WELLS FARGO & CO                   COMMON SHS      949746101      2868      45650 SH       DEFINED 4      45650         0         0
WELLS FARGO & CO                   COMMON SHS      949746101      1546      24604 SH       DEFINED 6      24604         0         0
WELLS FARGO & CO                   COMMON SHS      949746101     11218     178546 SH       DEFINED 8     178546         0         0
WELLS FARGO & CO                   COMMON SHS      949746101     35121     558988 SH       DEFINED 9     540858       300     17830
WELLS FARGO & CO                   COMMON SHS      949746101     72605    1155572 SH       DEFINED A    1095572         0     60000
WELLS FARGO & CO                   COMMON SHS      949746101       666      10600 SH       DEFINED E          0         0     10600
WELLS FARGO & CO                   COMMON SHS      949746101       132       2100 SH       DEFINED         2100         0         0
WELLS FARGO & CO                   COMMON SHS      949746101        13        200 SH       DEFINED L        200         0         0
WENDYS INTERNATIONAL INC           COMMON SHS      950590109       651      11775 SH       DEFINED 9      11775         0         0
WEST CORP                          COMMON SHS      952355105         4         87 SH       DEFINED 6         87         0         0
WEST CORP                          COMMON SHS      952355105      6932     164450 SH       DEFINED A     164450         0         0
WEST MARINE INC                    COMMON SHS      954235107     21198    1516290 SH       DEFINED 2    1516290         0         0
WEST MARINE INC                    COMMON SHS      954235107     24458    1749500 SH       DEFINED 4    1742100         0      7400
WEST MARINE INC                    COMMON SHS      954235107       322      23000 SH       DEFINED 9      23000         0         0
WEST MARINE INC                    COMMON SHS      954235107      2136     152760 SH       DEFINED E     152760         0         0
WEST PHARMACEUTICAL SERVICES INC   COMMON SHS      955306105     92460    3693973 SH       DEFINED 4    3689973         0      4000
WESTAMERICA BANCORP                COMMON SHS      957090103      1247      23500 SH       DEFINED 8      23500         0         0
WESTAMERICA BANCORP                COMMON SHS      957090103      5450     102687 SH       DEFINED A     100672         0      2015
WESTAR ENERGY INC                  COMMON SHS      95709T100     19350     900000 SH       DEFINED A     900000         0         0
WESTERN GAS RESOURCES INC          COMMON SHS      958259103      1036      22000 SH       DEFINED A      22000         0         0
WESTLAKE CHEMICAL CORP             COMMON SHS      960413102     54990    1908700 SH       DEFINED 4    1905700         0      3000
WESTLAKE CHEMICAL CORP             COMMON SHS      960413102      2642      91700 SH       DEFINED 8      91700         0         0
WESTLAKE CHEMICAL CORP             COMMON SHS      960413102     12750     442560 SH       DEFINED A     434060         0      8500
WEYERHAEUSER CO                    COMMON SHS      962166104   1132274   17067748 SH       DEFINED 5   17067748         0         0
WEYERHAEUSER CO                    COMMON SHS      962166104      2874      43318 SH       DEFINED 9      41618         0      1700
WHITE MOUNTAINS INSURANCE GROUP IN COMMON SHS      G9618E107      8507      15230 SH       DEFINED 3      15230         0         0
WHITE MOUNTAINS INSURANCE GROUP IN COMMON SHS      G9618E107   1113158    1992943 SH       DEFINED 5    1992943         0         0
WHITE MOUNTAINS INSURANCE GROUP IN COMMON SHS      G9618E107       531        950 SH       DEFINED 9        950         0         0
WHITNEY HOLDING CORP               COMMON SHS      966612103         1         47 SH       DEFINED 6         47         0         0
WHITNEY HOLDING CORP               COMMON SHS      966612103       202       7330 SH       DEFINED 9       6664         0       666
WHOLE FOODS MARKET INC             COMMON SHS      966837106        60        780 SH       DEFINED 6        780         0         0
WHOLE FOODS MARKET INC             COMMON SHS      966837106     21709     280518 SH       DEFINED 9     273468       350      6700
WHOLE FOODS MARKET INC             COMMON SHS      966837106     53380     689750 SH       DEFINED A     689750         0         0
WHOLE FOODS MARKET INC             COMMON SHS      966837106       697       9000 SH       DEFINED C       9000         0         0
WILD OATS MARKETS INC              COMMON SHS      96808B107       240      19900 SH       DEFINED 9      19900         0         0
WILLIAMS COS INC                   COMMON SHS      969457100       142       6150 SH       DEFINED 8       6150         0         0
WILLIAMS COS INC                   COMMON SHS      969457100      1457      62900 SH       DEFINED 9      62300       600         0
WILLIAMS COS INC                   COMMON SHS      969457100      8449     364640 SH       DEFINED A     291740         0     72900
WILLIAMS COS INC                   COMMON SHS      969457100       517      22300 SH       DEFINED E          0         0     22300
WILLIAMS COS INC                   COMMON SHS      969457100         6        280 SH       DEFINED L        280         0         0
WILLIAMS-SONOMA INC                COMMON SHS      969904101       384       8900 SH       DEFINED 9       8900         0         0
WILLIS GROUP HOLDINGS LTD          COMMON SHS      G96655108    526617   14256007 SH       DEFINED 1   14116007         0    140000
WILLIS GROUP HOLDINGS LTD          COMMON SHS      G96655108     14209     384642 SH       DEFINED 2     384642         0         0
WILLIS GROUP HOLDINGS LTD          COMMON SHS      G96655108      2968      80350 SH       DEFINED 9      67750         0     12600
WILLIS GROUP HOLDINGS LTD          COMMON SHS      G96655108     10174     275409 SH       DEFINED E      62500         0    212909
WILLIS GROUP HOLDINGS LTD          COMMON SHS      G96655108      1111      30064 SH       DEFINED L      30064         0         0
WILLIS GROUP HOLDINGS LTD          COMMON SHS      G96655108       524      14192 SH       DEFINED M      14192         0         0
WILMINGTON TRUST CORP              COMMON SHS      971807102        70       1800 SH       DEFINED 6       1800         0         0
WILMINGTON TRUST CORP              COMMON SHS      971807102       351       9010 SH       DEFINED 9       9010         0         0
WINDROSE MEDICAL PROPERTIES        REAL EST INV TR 973491103         0          5 SH       DEFINED 6          5         0         0
WINDROSE MEDICAL PROPERTIES        REAL EST INV TR 973491103       129       8700 SH       DEFINED 9       8700         0         0
WINDROSE MEDICAL PROPERTIES        REAL EST INV TR 973491103       490      33000 SH       DEFINED D      33000         0         0
WINNEBAGO INDUSTRIES INC           COMMON SHS      974637100         3        104 SH       DEFINED 6        104         0         0
WINNEBAGO INDUSTRIES INC           COMMON SHS      974637100      3608     108400 SH       DEFINED 8     108400         0         0
WINNEBAGO INDUSTRIES INC           COMMON SHS      974637100     16985     510360 SH       DEFINED A     500260         0     10100
WIPRO LTD                          AMER DEP RECPT  97651M109      4830     404150 SH       DEFINED 9     402750       400      1000
WISCONSIN ENERGY CORP              COMMON SHS      976657106      1557      39850 SH       DEFINED 9      39850         0         0
WISCONSIN ENERGY CORP              COMMON SHS      976657106     42966    1100000 SH       DEFINED A    1100000         0         0
WITNESS SYSTEMS INC                COMMON SHS      977424100      2461     125100 SH       DEFINED 8     125100         0         0
WITNESS SYSTEMS INC                COMMON SHS      977424100     10868     552500 SH       DEFINED A     541700         0     10800
WM WRIGLEY JR CO                   COMMON SHS      982526105         1         12 SH       DEFINED 6         12         0         0
WM WRIGLEY JR CO                   COMMON SHS      982526105       931      14000 SH       DEFINED 9      14000         0         0
WM WRIGLEY JR CO                   COMMON SHS      982526105     17036     256213 SH       DEFINED A     256213         0         0
WPP GROUP PLC                      AMER DEP RECPT  929309409      3241      60025 SH       DEFINED 8      60025         0         0
WPP GROUP PLC                      AMER DEP RECPT  929309409        19        350 SH       DEFINED 9        350         0         0
WRIGHT MEDICAL GROUP INC           COMMON SHS      98235T107     20473    1003570 SH       DEFINED A    1003570         0         0
WRIGHT MEDICAL GROUP INC           COMMON SHS      98235T107       549      26900 SH       DEFINED C      26900         0         0
WYETH                              COMMON SHS      983024100     19635     426200 SH       DEFINED 3     426200         0         0
WYETH                              COMMON SHS      983024100      2685      58280 SH       DEFINED 4      58280         0         0
WYETH                              COMMON SHS      983024100    151883    3296780 SH       DEFINED 5    3296780         0         0
WYETH                              COMMON SHS      983024100       359       7784 SH       DEFINED 6       7784         0         0
WYETH                              COMMON SHS      983024100     27642     600000 SH       DEFINED 7     600000         0         0
WYETH                              COMMON SHS      983024100      1503      32634 SH       DEFINED 8      32634         0         0
WYETH                              COMMON SHS      983024100     24336     528250 SH       DEFINED 9     502350         0     25900
WYETH                              COMMON SHS      983024100     34942     758460 SH       DEFINED A     696160         0     62300
WYETH                              COMMON SHS      983024100       501      10880 SH       DEFINED E          0         0     10880
WYETH                              CONV FLT RATE   983024AD2      1037      10000 PRN      DEFINED 9      10000         0         0
X-RITE INC                         COMMON SHS      983857103      5383     538311 SH       DEFINED 6     538311         0         0
XANSER CORP                        COMMON SHS      98389J103      8232    2800000 SH       DEFINED 4    2800000         0         0
XCEL ENERGY INC                    COMMON SHS      98389B100     16208     878000 SH       DEFINED 4     878000         0         0
XCEL ENERGY INC                    COMMON SHS      98389B100         8        423 SH       DEFINED 6        423         0         0
XCEL ENERGY INC                    COMMON SHS      98389B100       280      15183 SH       DEFINED 9      15183         0         0
XCEL ENERGY INC                    COMMON SHS      98389B100    139862    7576500 SH       DEFINED A    7576500         0         0
XEROX CORP                         COMMON SHS      984121103       609      41563 SH       DEFINED 9      39731         0      1832
XILINX INC                         COMMON SHS      983919101       198       7840 SH       DEFINED 8       7840         0         0
XILINX INC                         COMMON SHS      983919101       441      17500 SH       DEFINED 9      17500         0         0
XILINX INC                         COMMON SHS      983919101     45226    1793954 SH       DEFINED A    1793954         0         0
XL CAPITAL LTD                     ORDINARY SHS    G98255105    598303    8879529 SH       DEFINED 1    8819119         0     60410
XL CAPITAL LTD                     ORDINARY SHS    G98255105    185098    2747074 SH       DEFINED 2    2578014         0    169060
XL CAPITAL LTD                     ORDINARY SHS    G98255105       112       1659 SH       DEFINED 6       1659         0         0
XL CAPITAL LTD                     ORDINARY SHS    G98255105     36560     542590 SH       DEFINED 8     542590         0         0
XL CAPITAL LTD                     ORDINARY SHS    G98255105       861      12773 SH       DEFINED 9      12773         0         0
XL CAPITAL LTD                     ORDINARY SHS    G98255105      6480      96175 SH       DEFINED A      96175         0         0
XL CAPITAL LTD                     ORDINARY SHS    G98255105      1230      18248 SH       DEFINED C      18248         0         0
XL CAPITAL LTD                     ORDINARY SHS    G98255105      3444      51111 SH       DEFINED D      51111         0         0
XL CAPITAL LTD                     ORDINARY SHS    G98255105     38675     573986 SH       DEFINED E     269050         0    304936
XL CAPITAL LTD                     ORDINARY SHS    G98255105      1792      26589 SH       DEFINED        26589         0         0
XL CAPITAL LTD                     ORDINARY SHS    G98255105      1388      20599 SH       DEFINED L      20599         0         0
XL CAPITAL LTD                     ORDINARY SHS    G98255105       708      10501 SH       DEFINED M      10501         0         0
XM SATELLITE RADIO HOLDINGS INC    COMMON SHS      983759101      1387      50860 SH       DEFINED 1      50860         0         0
XM SATELLITE RADIO HOLDINGS INC    COMMON SHS      983759101        87       3197 SH       DEFINED 6       3197         0         0
XM SATELLITE RADIO HOLDINGS INC    COMMON SHS      983759101       248       9100 SH       DEFINED 9       9100         0         0
XM SATELLITE RADIO HOLDINGS INC    COMMON SHS      983759101     91453    3352384 SH       DEFINED A    3352384         0         0
XM SATELLITE RADIO HOLDINGS INC    COMMON SHS      983759101      1222      44800 SH       DEFINED C      44800         0         0
XTO ENERGY INC                     COMMON SHS      98385X106        90       2041 SH       DEFINED 9       2041         0         0
XTO ENERGY INC                     COMMON SHS      98385X106     49474    1125950 SH       DEFINED A    1125950         0         0
YAHOO INC                          COMMON SHS      984332106         2         48 SH       DEFINED 6         48         0         0
YAHOO INC                          COMMON SHS      984332106     62688    1600000 SH       DEFINED 7    1600000         0         0
YAHOO INC                          COMMON SHS      984332106      1083      27630 SH       DEFINED 9      27630         0         0
YAHOO INC                          COMMON SHS      984332106    124287    3172211 SH       DEFINED A    3132211         0     40000
YAMANA GOLD INC                    ORDINARY SHS    98462Y100       551      71500 SH       DEFINED 8      71500         0         0
YAMANA GOLD INC                    ORDINARY SHS    98462Y100     29498    3830940 SH       DEFINED A    3830940         0         0
YUM! BRANDS INC                    COMMON SHS      988498101      1454      31007 SH       DEFINED 9      30007         0      1000
ZALE CORP                          COMMON SHS      988858106     38980    1549900 SH       DEFINED 4    1548600         0      1300
ZILOG INC                          COMMON SHS      989524301       325     133100 SH       DEFINED 8     133100         0         0
ZILOG INC                          COMMON SHS      989524301      2665    1092100 SH       DEFINED A    1079600         0     12500
ZIMMER HOLDINGS INC                COMMON SHS      98956P102      4316      64000 SH       DEFINED 7      64000         0         0
ZIMMER HOLDINGS INC                COMMON SHS      98956P102       279       4130 SH       DEFINED 8       4130         0         0
ZIMMER HOLDINGS INC                COMMON SHS      98956P102     58282     864206 SH       DEFINED 9     856983       457      6766
ZIMMER HOLDINGS INC                COMMON SHS      98956P102     52548     779188 SH       DEFINED A     718788         0     60400
ZIMMER HOLDINGS INC                COMMON SHS      98956P102      1025      15200 SH       DEFINED E          0         0     15200
ZIMMER HOLDINGS INC                COMMON SHS      98956P102      2907      43100 SH       DEFINED        43100         0         0
ZIMMER HOLDINGS INC                COMMON SHS      98956P102        13        190 SH       DEFINED L        190         0         0
ZIMMER HOLDINGS INC                COMMON SHS      98956P102       540       8000 SH       DEFINED M       8000         0         0
ZUMIEZ INC                         COMMON SHS      989817101      1310      30300 SH       DEFINED 8      30300         0         0
ZUMIEZ INC                         COMMON SHS      989817101        43       1000 SH       DEFINED 9       1000         0         0
ZUMIEZ INC                         COMMON SHS      989817101     34429     796598 SH       DEFINED A     793898         0      2700
ZUMIEZ INC                         COMMON SHS      989817101       488      11300 SH       DEFINED C      11300         0         0
                                                                 ---------

         GRAND TOTAL                                             133743071