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

Form 13F

Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: December 31, 2004

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

Institutional Investment Manager Filing this Report:

Name:            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
By: Barbara J. Green
San Mateo, California
February 14, 2005

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:  9

Form 13F Information Table Entry Total:  4,000

Form 13F Information Table Value Total:  $ 116,793,427
                                           (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.
1             28-5454                TEMPLETON GLOBAL ADVISORS LIMITED
2             28-1074                TEMPLETON INVESTMENT COUNSEL, LLC.
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, INC.
8             28-6143                FRANKLIN TEMPLETON INVESTMENTS CORP.
9             28-2157                FIDUCIARY TRUST COMPANY INTERNATIONAL





                                                                    FORM 13F FOR PERIOD ENDING 12/31/2004
02/15/2005 1:33 pm                                              REPORTING MANAGER:   FRANKLIN RESOURCES, INC.
(lg13frt.p) G2N
            --------------------------------------------------------------------------------------------------------------
            ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8

      NAME OF ISSUER                  TITLE          CUSIP     FAIR       SHRS OR SH/ PUT/ INVEST- MANA-      VOTING AUTHORITY
                                        OF           NUMBER    MARKET     PRN AMT PRN CALL MENT    GERS
                                      CLASS                    VALUE                       DISCRE-         SOLE    SHARED      NONE
                                                              (X1000)                      TION             (A)      (B)        (C)
------------------------------------------------------------------------------------------------------------------------------------
                                                                                       
3COM CORP                          COMMON SHS      885535104       106      25530 SH       DEFINED 9      25530         0         0
3M CO                              COMMON SHS      88579Y101      3367      41024 SH       DEFINED        41024         0         0
3M CO                              COMMON SHS      88579Y101      2815      34300 SH       DEFINED 4      34300         0         0
3M CO                              COMMON SHS      88579Y101      1697      20679 SH       DEFINED 6      17872         0      2807
3M CO                              COMMON SHS      88579Y101     65656     800000 SH       DEFINED 7     800000         0         0
3M CO                              COMMON SHS      88579Y101      6940      84559 SH       DEFINED 8      70000         0     14559
3M CO                              COMMON SHS      88579Y101     52511     639828 SH       DEFINED 9     639828         0         0
3M CO                              COMMON SHS      88579Y101     67530     822837 SH       DEFINED A     747337         0     75500
AAMES INVESTMENT CORP              REAL EST INV TR 00253G108      8025     750000 SH       DEFINED 5     750000         0         0
AB WATLEY GROUP INC                COMMON SHS      000788109        76     447350 SH       DEFINED 5     447350         0         0
ABBOTT LABORATORIES                COMMON SHS      002824100     54587    1170144 SH       DEFINED       894387         0    275757
ABBOTT LABORATORIES                COMMON SHS      002824100    376586    8072573 SH       DEFINED 1    8072573         0         0
ABBOTT LABORATORIES                COMMON SHS      002824100     34265     734520 SH       DEFINED 2     734520         0         0
ABBOTT LABORATORIES                COMMON SHS      002824100      5785     124000 SH       DEFINED 4     124000         0         0
ABBOTT LABORATORIES                COMMON SHS      002824100      6094     130630 SH       DEFINED 6     125062         0      5568
ABBOTT LABORATORIES                COMMON SHS      002824100     18660     400000 SH       DEFINED 7     400000         0         0
ABBOTT LABORATORIES                COMMON SHS      002824100     40287     863597 SH       DEFINED 8     758902         0    104695
ABBOTT LABORATORIES                COMMON SHS      002824100     47607    1020525 SH       DEFINED 9    1020525         0         0
ABBOTT LABORATORIES                COMMON SHS      002824100     53650    1150059 SH       DEFINED A    1095859         0     54200
ABERCROMBIE & FITCH CO             COMMON SHS      002896207       282       6008 SH       DEFINED 9       6008         0         0
ABERCROMBIE & FITCH CO             COMMON SHS      002896207         8        167 SH       DEFINED A        167         0         0
ABITIBI-CONSOLIDATED INC           ORDINARY SHS    003924107     74416    9009259 SH       DEFINED 1    9003889         0      5370
ABITIBI-CONSOLIDATED INC           ORDINARY SHS    003924107      4613     558470 SH       DEFINED 2     558470         0         0
ABITIBI-CONSOLIDATED INC           ORDINARY SHS    003924107     31263    3784887 SH       DEFINED 5    3784887         0         0
ABITIBI-CONSOLIDATED INC           ORDINARY SHS    003924107     20420    2472128 SH       DEFINED 8    2472128         0         0
ABLE LABORATORIES INC              COMMON SHS      00371N407     17122     752600 SH       DEFINED 9     752600         0         0
ABLE LABORATORIES INC              COMMON SHS      00371N407       123       5400 SH       DEFINED A       5400         0         0
ABM INDUSTRIES INC                 COMMON SHS      000957100     16023     812500 SH       DEFINED 4     810300         0      2200
ABN AMRO HOLDING NV                AMER DEP RECPT  000937102      2288      86000 SH       DEFINED 8      86000         0         0
ACCENTURE LTD                      COMMON SHS      G1150G111      1791      66317 SH       DEFINED        66317         0         0
ACCENTURE LTD                      COMMON SHS      G1150G111      2097      77649 SH       DEFINED 1      77649         0         0
ACCENTURE LTD                      COMMON SHS      G1150G111     18508     685485 SH       DEFINED 2     685485         0         0
ACCENTURE LTD                      COMMON SHS      G1150G111      1274      47200 SH       DEFINED 8      47200         0         0
ACCENTURE LTD                      COMMON SHS      G1150G111     36046    1335050 SH       DEFINED 9    1335050         0         0
ACCENTURE LTD                      COMMON SHS      G1150G111     94901    3514866 SH       DEFINED A    3514866         0         0
ACCREDO HEALTH INC                 COMMON SHS      00437V104      1073      38700 SH       DEFINED A      38700         0         0
ACE LTD                            ORDINARY SHS    G0070K103     13198     308715 SH       DEFINED       156082         0    152633
ACE LTD                            ORDINARY SHS    G0070K103    670388   15681599 SH       DEFINED 1   15677559         0      4040
ACE LTD                            ORDINARY SHS    G0070K103    215378    5038090 SH       DEFINED 2    4841066         0    197024
ACE LTD                            ORDINARY SHS    G0070K103      1509      35300 SH       DEFINED 8      35300         0         0
ACE LTD                            ORDINARY SHS    G0070K103      1893      44290 SH       DEFINED 9      44290         0         0
ACE LTD                            ORDINARY SHS    G0070K103        72       1690 SH       DEFINED A       1690         0         0
ACM INCOME FUND INC                CLOSE END MUT F 000912105       108      13191 SH       DEFINED 9      13191         0         0
ACME COMMUNICATIONS INC            COMMON SHS      004631107      1543     220084 SH       DEFINED 6     220084         0         0
ACME COMMUNICATIONS INC            COMMON SHS      004631107        22       3200 SH       DEFINED A       3200         0         0
ACTEL CORP                         COMMON SHS      004934105       194      11036 SH       DEFINED        11036         0         0
ACTEL CORP                         COMMON SHS      004934105     23871    1360931 SH       DEFINED 6    1360931         0         0
ACTEL CORP                         COMMON SHS      004934105     40231    2293700 SH       DEFINED A    2293700         0         0
ACTION PERFORMANCE COS INC         COMMON SHS      004933107      7460     678800 SH       DEFINED A     412200         0    266600
ADAPTEC INC                        COMMON SHS      00651F108     11881    1565300 SH       DEFINED A    1565300         0         0
ADC TELECOMMUNICATIONS INC         COMMON SHS      000886101       568     211821 SH       DEFINED 9     211821         0         0
ADECCO SA                          AMER DEP RECPT  006754105       440      34819 SH       DEFINED 6      34819         0         0
ADECCO SA                          AMER DEP RECPT  006754105       320      25300 SH       DEFINED 9      25300         0         0
ADOBE SYSTEMS INC                  COMMON SHS      00724F101      5765      91890 SH       DEFINED 9      91890         0         0
ADOBE SYSTEMS INC                  COMMON SHS      00724F101     40545     646235 SH       DEFINED A     646235         0         0
ADOLOR CORP                        COMMON SHS      00724X102        32       3261 SH       DEFINED         3261         0         0
ADOLOR CORP                        COMMON SHS      00724X102      5301     534358 SH       DEFINED 6     534358         0         0
ADOLOR CORP                        COMMON SHS      00724X102     37470    3777200 SH       DEFINED A    3665600         0    111600
ADVANCE AUTO PARTS                 COMMON SHS      00751Y106     88286    2021200 SH       DEFINED A    2021200         0         0
ADVANCED DIGITAL INFORMATION CORP  COMMON SHS      007525108      2443     243800 SH       DEFINED A     243800         0         0
ADVANCED ENERGY INDUSTRIES INC     COMMON SHS      007973100        64       7000 SH       DEFINED 9       7000         0         0
ADVANCED ENERGY INDUSTRIES INC     COMMON SHS      007973100      6978     764300 SH       DEFINED A     764300         0         0
ADVANCED MEDICAL OPTICS INC        COMMON SHS      00763M108      3657      88888 SH       DEFINED 7      88888         0         0
ADVANCED NEUROMODULATION SYSTEMS I COMMON SHS      00757T101     10767     272867 SH       DEFINED 9     272867         0         0
ADVANCED NEUROMODULATION SYSTEMS I COMMON SHS      00757T101     17508     443700 SH       DEFINED A     443700         0         0
ADVANCED SEMICONDUCTOR ENGINEERING AMER DEP RECPT  00756M404        68      18176 SH       DEFINED 9      18176         0         0
AEGON NV                           NEW YORK SHARES 007924103       217      15834 SH       DEFINED 9      15834         0         0
AEROPOSTALE INC                    COMMON SHS      007865108      5674     192800 SH       DEFINED 9     192800         0         0
AEROPOSTALE INC                    COMMON SHS      007865108     16278     553109 SH       DEFINED A     553109         0         0
AES CORP                           COMMON SHS      00130H105      2290     167490 SH       DEFINED 9     167490         0         0
AETNA INC                          COMMON SHS      00817Y108      2212      17730 SH       DEFINED 9      17730         0         0
AETNA INC                          COMMON SHS      00817Y108      1709      13700 SH       DEFINED A      13700         0         0
AFFILIATED COMPUTER SERVICES INC   COMMON SHS      008190100        24        394 SH       DEFINED 6        394         0         0
AFFILIATED COMPUTER SERVICES INC   COMMON SHS      008190100      9423     156553 SH       DEFINED 9     156553         0         0
AFFILIATED COMPUTER SERVICES INC   COMMON SHS      008190100    121719    2022238 SH       DEFINED A    1826238         0    196000
AFFILIATED MANAGERS GROUP INC      COMMON SHS      008252108      9131     134799 SH       DEFINED 9     134799         0         0
AFFILIATED MANAGERS GROUP INC      COMMON SHS      008252108        61        900 SH       DEFINED A        900         0         0
AFFYMETRIX INC                     COMMON SHS      00826T108       512      14000 SH       DEFINED 9      14000         0         0
AFFYMETRIX INC                     COMMON SHS      00826T108      4375     119700 SH       DEFINED A     119700         0         0
AFLAC INC                          COMMON SHS      001055102       355       8910 SH       DEFINED         8910         0         0
AFLAC INC                          COMMON SHS      001055102     93473    2346200 SH       DEFINED 4    2346200         0         0
AFLAC INC                          COMMON SHS      001055102        80       2000 SH       DEFINED 6       2000         0         0
AFLAC INC                          COMMON SHS      001055102      4453     111760 SH       DEFINED 8     111760         0         0
AFLAC INC                          COMMON SHS      001055102     13410     336590 SH       DEFINED 9     336590         0         0
AFLAC INC                          COMMON SHS      001055102     64426    1617111 SH       DEFINED A    1305111         0    312000
AGERE SYSTEMS INC                  COMMON SHS      00845V100      2567    1873584 SH       DEFINED 1    1873584         0         0
AGERE SYSTEMS INC                  COMMON SHS      00845V100         0          6 SH       DEFINED 6          6         0         0
AGERE SYSTEMS INC                  COMMON SHS      00845V100        14      10000 SH       DEFINED 8      10000         0         0
AGERE SYSTEMS INC                  COMMON SHS      00845V100         1        372 SH       DEFINED 9        372         0         0
AGERE SYSTEMS INC                  COMMON SHS      00845V100       465     339743 SH       DEFINED A     339743         0         0
AGILE SOFTWARE CORP                COMMON SHS      00846X105      7581     927850 SH       DEFINED 2     927850         0         0
AGILENT TECHNOLOGIES INC           COMMON SHS      00846U101       634      26320 SH       DEFINED        26320         0         0
AGILENT TECHNOLOGIES INC           COMMON SHS      00846U101         0         15 SH       DEFINED 6         15         0         0
AGILENT TECHNOLOGIES INC           COMMON SHS      00846U101      9640     400000 SH       DEFINED 7     400000         0         0
AGILENT TECHNOLOGIES INC           COMMON SHS      00846U101         1         27 SH       DEFINED 8          0         0        27
AGILENT TECHNOLOGIES INC           COMMON SHS      00846U101      3665     152055 SH       DEFINED 9     152055         0         0
AGILENT TECHNOLOGIES INC           COMMON SHS      00846U101     45922    1905491 SH       DEFINED A    1905491         0         0
AGL RESOURCES INC                  COMMON SHS      001204106     33240    1000000 SH       DEFINED A    1000000         0         0
AGNICO EAGLE MINES LTD             COMMON SHS      008474108      7219     525000 SH       DEFINED A     525000         0         0
AIR FRANCE-KLM                     AMER DEP RECPT  009119108     10560     550000 SH       DEFINED 7     550000         0         0
AIR FRANCE-KLM                     WTS TO EQUITY   009119116       570     500000 SH       DEFINED 7     500000         0         0
AIR PRODUCTS & CHEMICALS INC       COMMON SHS      009158106     28985     500000 SH       DEFINED 7     500000         0         0
AIR PRODUCTS & CHEMICALS INC       COMMON SHS      009158106      3122      53850 SH       DEFINED 8      39825         0     14025
AIR PRODUCTS & CHEMICALS INC       COMMON SHS      009158106      7798     134517 SH       DEFINED 9     134517         0         0
AIR PRODUCTS & CHEMICALS INC       COMMON SHS      009158106     23246     401000 SH       DEFINED A     401000         0         0
AK STEEL HOLDING CORP              COMMON SHS      001547108     25017    1728900 SH       DEFINED 8    1728900         0         0
AKZO NOBEL NV                      AMER DEP RECPT  010199305      6062     142658 SH       DEFINED 2     140330         0      2328
AKZO NOBEL NV                      AMER DEP RECPT  010199305     20237     476267 SH       DEFINED 6     476267         0         0
AKZO NOBEL NV                      AMER DEP RECPT  010199305       464      10925 SH       DEFINED 9      10925         0         0
ALAMO GROUP INC                    COMMON SHS      011311107      1222      45000 SH       DEFINED 4      45000         0         0
ALAMOSA HOLDINGS INC               COMMON SHS      011589108      2038     163400 SH       DEFINED A     163400         0         0
ALASKA AIR GROUP INC               COMMON SHS      011659109     45232    1350600 SH       DEFINED 4    1350600         0         0
ALASKA AIR GROUP INC               COMMON SHS      011659109     16745     500000 SH       DEFINED 7     500000         0         0
ALASKA AIR GROUP INC               COMMON SHS      011659109        33       1000 SH       DEFINED 9       1000         0         0
ALASKA AIR GROUP INC               COMMON SHS      011659109        14        413 SH       DEFINED A        413         0         0
ALBANY INTERNATIONAL CORP          COMMON SHS      012348108       407      11569 SH       DEFINED        11569         0         0
ALBANY INTERNATIONAL CORP          COMMON SHS      012348108      5158     146700 SH       DEFINED 9     146700         0         0
ALBERTO-CULVER CO                  COMMON SHS      013068101      4173      85925 SH       DEFINED 2      85925         0         0
ALBERTO-CULVER CO                  COMMON SHS      013068101     90578    1864900 SH       DEFINED 4    1864900         0         0
ALBERTO-CULVER CO                  COMMON SHS      013068101      1299      26746 SH       DEFINED 6      26746         0         0
ALBERTO-CULVER CO                  COMMON SHS      013068101       430       8850 SH       DEFINED 9       8850         0         0
ALBERTSONS INC                     COMMON SHS      013104104     10810     452680 SH       DEFINED       365200         0     87480
ALBERTSONS INC                     COMMON SHS      013104104    107313    4493840 SH       DEFINED 1    4493840         0         0
ALBERTSONS INC                     COMMON SHS      013104104        31       1290 SH       DEFINED 2       1290         0         0
ALBERTSONS INC                     COMMON SHS      013104104        17        700 SH       DEFINED 6        700         0         0
ALBERTSONS INC                     COMMON SHS      013104104       578      24202 SH       DEFINED 9      24202         0         0
ALCAN INC                          ORDINARY SHS    013716105     19834     337318 SH       DEFINED       158904         0    178414
ALCAN INC                          ORDINARY SHS    013716105      4451      77454 SH       DEFINED 1      77454         0         0
ALCAN INC                          ORDINARY SHS    013716105    189587    3347198 SH       DEFINED 2    3128001         0    219197
ALCAN INC                          ORDINARY SHS    013716105    139266    2368463 SH       DEFINED 8    1386502         0    981961
ALCAN INC                          COMMON SHS      013716105      2728      48551 SH       DEFINED 9      48551         0         0
ALCAN INC                          ORDINARY SHS    013716105        88       1490 SH       DEFINED A       1490         0         0
ALCATEL SA                         AMER DEP RECPT  013904305       263      16796 SH       DEFINED 9      16796         0         0
ALCATEL SA                         AMER DEP RECPT  013904305      4863     311125 SH       DEFINED A     311125         0         0
ALCOA INC                          COMMON SHS      013817101        13        400 SH       DEFINED          400         0         0
ALCOA INC                          COMMON SHS      013817101      3495     111230 SH       DEFINED 6      99458         0     11772
ALCOA INC                          COMMON SHS      013817101     10038     319485 SH       DEFINED 9     319485         0         0
ALCOA INC                          COMMON SHS      013817101     23967     762783 SH       DEFINED A     750783         0     12000
ALCON INC                          ORDINARY SHS    H01301102        60        750 SH       DEFINED 9        750         0         0
ALCON INC                          ORDINARY SHS    H01301102     12090     150000 SH       DEFINED A     150000         0         0
ALDERWOODS GROUP INC               COMMON SHS      014383103      9448     830264 SH       DEFINED 5     830264         0         0
ALERIS INTERNATIONAL INC           COMMON SHS      014477103      8550     505300 SH       DEFINED 4     505300         0         0
ALEXANDER & BALDWIN INC            COMMON SHS      014482103       525      12378 SH       DEFINED 9      12378         0         0
ALEXANDER'S INC                    REAL EST INV TR 014752109    103601     481865 SH       DEFINED 5     481865         0         0
ALEXANDER'S INC                    REAL EST INV TR 014752109       209        970 SH       DEFINED 9        970         0         0
ALEXANDRIA REAL ESTATE EQUITIES IN REAL EST INV TR 015271109     22386     300800 SH       DEFINED A     300800         0         0
ALEXION PHARMACEUTICALS INC        COMMON SHS      015351109      2467      97900 SH       DEFINED A      97900         0         0
ALKERMES INC                       COMMON SHS      01642T108      8108     575420 SH       DEFINED 9     575420         0         0
ALKERMES INC                       COMMON SHS      01642T108     16380    1162550 SH       DEFINED A    1162550         0         0
ALLEGHANY CORP (DEL)               COMMON SHS      017175100    211974     743118 SH       DEFINED 5     743118         0         0
ALLEGHANY CORP (DEL)               COMMON SHS      017175100       525       1840 SH       DEFINED 9       1840         0         0
ALLEGHANY CORP (DEL)               COMMON SHS      017175100        22         78 SH       DEFINED A         78         0         0
ALLEN ORGAN CO                     COMMON SHS      017753104      6529      94800 SH       DEFINED 4      94800         0         0
ALLERGAN INC                       COMMON SHS      018490102     32428     400000 SH       DEFINED 7     400000         0         0
ALLERGAN INC                       COMMON SHS      018490102     10706     132055 SH       DEFINED 9     132055         0         0
ALLETE INC                         COMMON SHS      018522300        19        510 SH       DEFINED 9        510         0         0
ALLETE INC                         COMMON SHS      018522300     11025     300000 SH       DEFINED A     300000         0         0
ALLIANCE ATLANTIS COMMUNICATIONS C ORDINARY SHS    01853E204    164212    5020225 SH       DEFINED 8    3259560         0   1760665
ALLIANCE DATA SYSTEM CORP          COMMON SHS      018581108         1         12 SH       DEFINED 9         12         0         0
ALLIANCE DATA SYSTEM CORP          COMMON SHS      018581108      8945     188400 SH       DEFINED A     188400         0         0
ALLIANT ENERGY CORP                COMMON SHS      018802108        46       1600 SH       DEFINED 9       1600         0         0
ALLIANT ENERGY CORP                COMMON SHS      018802108    183326    6410000 SH       DEFINED A    6410000         0         0
ALLIANT TECHSYSTEMS INC            COMMON SHS      018804104       275       4200 SH       DEFINED 9       4200         0         0
ALLIED CAPITAL CORP                COMMON SHS      01903Q108       762      29476 SH       DEFINED 9      29476         0         0
ALLIED IRISH BANKS PLC             AMER DEP RECPT  019228402        91       2205 SH       DEFINED         2205         0         0
ALLIED IRISH BANKS PLC             AMER DEP RECPT  019228402      6270     151900 SH       DEFINED 8     151900         0         0
ALLIED IRISH BANKS PLC             AMER DEP RECPT  019228402       723      17515 SH       DEFINED 9      17515         0         0
ALLIED WASTE INDUSTRIES INC        COMMON SHS      019589308        65       7000 SH       DEFINED 9       7000         0         0
ALLIED WASTE INDUSTRIES INC        COMMON SHS      019589308     17583    1894750 SH       DEFINED A    1692550         0    202200
ALLIED WASTE INDUSTRIES INC        CONVERT PREF    019589605    108366    2055900 SH       DEFINED A    2055900         0         0
ALLSTATE CORP                      COMMON SHS      020002101     21245     410760 SH       DEFINED       410760         0         0
ALLSTATE CORP                      COMMON SHS      020002101      8068     156000 SH       DEFINED 4     156000         0         0
ALLSTATE CORP                      COMMON SHS      020002101       103       2000 SH       DEFINED 6       2000         0         0
ALLSTATE CORP                      COMMON SHS      020002101     10588     204710 SH       DEFINED 8     122450         0     82260
ALLSTATE CORP                      COMMON SHS      020002101     23982     463693 SH       DEFINED 9     463693         0         0
ALLTEL CORP                        COMMON SHS      020039103      2391      40692 SH       DEFINED 6      34753         0      5939
ALLTEL CORP                        COMMON SHS      020039103      6354     108130 SH       DEFINED 8      76015         0     32115
ALLTEL CORP                        COMMON SHS      020039103      2729      46438 SH       DEFINED 9      46438         0         0
ALLTEL CORP                        COMMON SHS      020039103     19698     335235 SH       DEFINED A     335235         0         0
ALLTEL CORP                        CONVERT PREF    020039822        21        400 SH       DEFINED 9        400         0         0
ALLTEL CORP                        CONVERT PREF    020039822    142274    2690000 SH       DEFINED A    2690000         0         0
ALPHARMA INC                       CONVERTIBLE BD  020813AD3      5020    4000000 PRN      DEFINED A    4000000         0         0
ALTERA CORP                        COMMON SHS      021441100     84346    4074670 SH       DEFINED A    4074670         0         0
ALTIRIS INC                        COMMON SHS      02148M100     12213     344700 SH       DEFINED A     344700         0         0
ALTRIA GROUP INC                   COMMON SHS      02209S103         4         69 SH       DEFINED           69         0         0
ALTRIA GROUP INC                   COMMON SHS      02209S103    396795    6494196 SH       DEFINED 5    6494196         0         0
ALTRIA GROUP INC                   COMMON SHS      02209S103      6497     106339 SH       DEFINED 6      96607         0      9732
ALTRIA GROUP INC                   COMMON SHS      02209S103     13786     225623 SH       DEFINED 8     169515         0     56108
ALTRIA GROUP INC                   COMMON SHS      02209S103     15287     250194 SH       DEFINED 9     250194         0         0
ALTRIA GROUP INC                   COMMON SHS      02209S103    290686    4757542 SH       DEFINED A    4598042         0    159500
ALZA CORP                          CONVERT ZERO CP 02261WAB5    876250   10000000 PRN      DEFINED A   10000000         0         0
AMAZON.COM INC                     COMMON SHS      023135106       430       9720 SH       DEFINED 9       9720         0         0
AMAZON.COM INC                     COMMON SHS      023135106      2215      50000 SH       DEFINED A      50000         0         0
AMBAC FINANCIAL GROUP INC          COMMON SHS      023139108      3115      37925 SH       DEFINED 8      27575         0     10350
AMBAC FINANCIAL GROUP INC          COMMON SHS      023139108       198       2410 SH       DEFINED 9       2410         0         0
AMDOCS LTD                         COMMON SHS      G02602103        26       1000 SH       DEFINED 9       1000         0         0
AMDOCS LTD                         COMMON SHS      G02602103     89093    3394000 SH       DEFINED A    3394000         0         0
AMERADA HESS CORP                  COMMON SHS      023551104       821       9967 SH       DEFINED 9       9967         0         0
AMERADA HESS CORP                  CONVERT PREF    023551401     15382     208000 SH       DEFINED       208000         0         0
AMEREN CORP                        COMMON SHS      023608102      7218     143964 SH       DEFINED 9     143964         0         0
AMEREN CORP                        COMMON SHS      023608102    564576   11260000 SH       DEFINED A   11260000         0         0
AMEREN CORP                        CONVERT PREF    023608201     23217     800600 SH       DEFINED A     800600         0         0
AMERICA MOVIL SA DE CV             AMER DEP RECPT  02364W105      8970     171348 SH       DEFINED       171348         0         0
AMERICA MOVIL SA DE CV             AMER DEP RECPT  02364W105      3507      67000 SH       DEFINED 8      67000         0         0
AMERICA MOVIL SA DE CV             AMER DEP RECPT  02364W105     32353     618006 SH       DEFINED 9     618006         0         0
AMERICA MOVIL SA DE CV             AMER DEP RECPT  02364W105     14674     280300 SH       DEFINED A     280300         0         0
AMERICAN EAGLE OUTFITTERS INC      COMMON SHS      02553E106      5482     116400 SH       DEFINED 4     115500         0       900
AMERICAN EAGLE OUTFITTERS INC      COMMON SHS      02553E106        13        280 SH       DEFINED A        280         0         0
AMERICAN ELECTRIC POWER CO INC     COMMON SHS      025537101      1575      45853 SH       DEFINED 9      45853         0         0
AMERICAN ELECTRIC POWER CO INC     COMMON SHS      025537101    366195   10663800 SH       DEFINED A   10663800         0         0
AMERICAN EXPRESS CO                COMMON SHS      025816109      2452      43500 SH       DEFINED 8      40000         0      3500
AMERICAN EXPRESS CO                COMMON SHS      025816109     55649     987205 SH       DEFINED 9     987205         0         0
AMERICAN EXPRESS CO                COMMON SHS      025816109     13482     239164 SH       DEFINED A     157164         0     82000
AMERICAN FINANCIAL REALTY TRUST    REAL EST INV TR 02607P305      1123      69400 SH       DEFINED 9      69400         0         0
AMERICAN FINANCIAL REALTY TRUST    REAL EST INV TR 02607P305      6372     393800 SH       DEFINED A     393800         0         0
AMERICAN HEALTHWAYS INC            COMMON SHS      02649V104       922      27893 SH       DEFINED        27893         0         0
AMERICAN HEALTHWAYS INC            COMMON SHS      02649V104      8481     256700 SH       DEFINED 9     256700         0         0
AMERICAN HEALTHWAYS INC            COMMON SHS      02649V104        59       1800 SH       DEFINED A       1800         0         0
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107     11274     171675 SH       DEFINED        66521         0    105154
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107     54549     830660 SH       DEFINED 1     830160         0       500
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107     12683     193127 SH       DEFINED 2     193127         0         0
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107    150964    2298832 SH       DEFINED 4    2298832         0         0
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107      4893      74503 SH       DEFINED 6      74503         0         0
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107      9037     137618 SH       DEFINED 8     113734         0     23884
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107    187413    2853859 SH       DEFINED 9    2853859         0         0
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107     41582     633191 SH       DEFINED A     455191         0    178000
AMERICAN ITALIAN PASTA CO          COMMON SHS      027070101     18422     792360 SH       DEFINED       792360         0         0
AMERICAN ITALIAN PASTA CO          COMMON SHS      027070101     11046     475100 SH       DEFINED 2     475100         0         0
AMERICAN ITALIAN PASTA CO          COMMON SHS      027070101       667      28700 SH       DEFINED 4      28700         0         0
AMERICAN ITALIAN PASTA CO          COMMON SHS      027070101      2614     112413 SH       DEFINED 6     112413         0         0
AMERICAN ITALIAN PASTA CO          COMMON SHS      027070101     21581     928200 SH       DEFINED 8     928200         0         0
AMERICAN MEDICAL SYSTEMS HOLDINGS  COMMON SHS      02744M108     81291    1944300 SH       DEFINED A    1944300         0         0
AMERICAN NATIONAL INSURANCE CO     COMMON SHS      028591105     79953     767600 SH       DEFINED 4     766400         0      1200
AMERICAN PACIFIC CORP              COMMON SHS      028740108      5608     659000 SH       DEFINED 4     659000         0         0
AMERICAN PACIFIC CORP              COMMON SHS      028740108       319      37463 SH       DEFINED A          0         0     37463
AMERICAN POWER CONVERSION CORP     COMMON SHS      029066107     10700     500000 SH       DEFINED 7     500000         0         0
AMERICAN STANDARD COS INC          COMMON SHS      029712106      3819      92430 SH       DEFINED 9      92430         0         0
AMERICAN STATES WATER CO           COMMON SHS      029899101      6435     247500 SH       DEFINED A     247500         0         0
AMERICAN TOWER CORP                COMMON SHS      029912201        37       2000 SH       DEFINED 9       2000         0         0
AMERICAN TOWER CORP                COMMON SHS      029912201      4802     261000 SH       DEFINED A     261000         0         0
AMERICAN TOWER CORP                CONVERTIBLE BD  029912AF9      4535    4490000 PRN      DEFINED A    4490000         0         0
AMERICAN WOODMARK CORP             COMMON SHS      030506109      1503      34400 SH       DEFINED 4      34000         0       400
AMERIGROUP CORP                    COMMON SHS      03073T102      9465     125100 SH       DEFINED 9     125100         0         0
AMERIGROUP CORP                    COMMON SHS      03073T102        68        900 SH       DEFINED A        900         0         0
AMERISOURCEBERGEN CORP             COMMON SHS      03073E105     20739     353431 SH       DEFINED       202222         0    151209
AMERISOURCEBERGEN CORP             COMMON SHS      03073E105    577138    9835342 SH       DEFINED 1    9832192         0      3150
AMERISOURCEBERGEN CORP             COMMON SHS      03073E105     19138     326140 SH       DEFINED 2     326140         0         0
AMERISOURCEBERGEN CORP             COMMON SHS      03073E105      4181      71245 SH       DEFINED 6      71245         0         0
AMERISOURCEBERGEN CORP             COMMON SHS      03073E105     10048     171232 SH       DEFINED 8     171232         0         0
AMERISOURCEBERGEN CORP             COMMON SHS      03073E105       194       3300 SH       DEFINED 9       3300         0         0
AMERISOURCEBERGEN CORP             COMMON SHS      03073E105     36260     617922 SH       DEFINED A     471822         0    146100
AMERITRADE HOLDING CORP            COMMON SHS      03074K100    121026    8510988 SH       DEFINED A    8510988         0         0
AMERUS GROUP CO                    COMMON SHS      03072M108     14723     325000 SH       DEFINED 4     325000         0         0
AMERUS GROUP CO                    COMMON SHS      03072M108        18        400 SH       DEFINED 9        400         0         0
AMETEK INC                         COMMON SHS      031100100       124       3470 SH       DEFINED         3470         0         0
AMETEK INC                         COMMON SHS      031100100     15303     429028 SH       DEFINED 6     429028         0         0
AMETEK INC                         COMMON SHS      031100100       553      15500 SH       DEFINED 9      15500         0         0
AMETEK INC                         COMMON SHS      031100100     19308     541300 SH       DEFINED A     541300         0         0
AMGEN INC                          COMMON SHS      031162100       880      13712 SH       DEFINED        13712         0         0
AMGEN INC                          COMMON SHS      031162100      3246      50596 SH       DEFINED 6      50596         0         0
AMGEN INC                          COMMON SHS      031162100     59788     932000 SH       DEFINED 7     932000         0         0
AMGEN INC                          COMMON SHS      031162100         1         21 SH       DEFINED 8          0         0        21
AMGEN INC                          COMMON SHS      031162100     56782     885150 SH       DEFINED 9     885150         0         0
AMGEN INC                          COMMON SHS      031162100    273153    4258039 SH       DEFINED A    4009539         0    248500
AMLI RESIDENTIAL PROPERTIES TRUST  REAL EST INV TR 001735109        51       1595 SH       DEFINED 6       1595         0         0
AMLI RESIDENTIAL PROPERTIES TRUST  REAL EST INV TR 001735109      5382     168200 SH       DEFINED A     168200         0         0
AMR CORP                           COMMON SHS      001765106     20322    1855913 SH       DEFINED      1515644         0    340269
AMR CORP                           COMMON SHS      001765106      4643     424060 SH       DEFINED 2     424060         0         0
AMR CORP                           COMMON SHS      001765106     11826    1080000 SH       DEFINED 7    1080000         0         0
AMR CORP                           COMMON SHS      001765106     20161    1841200 SH       DEFINED 8    1841200         0         0
AMR CORP                           COMMON SHS      001765106         8        738 SH       DEFINED 9        738         0         0
AMR CORP                           COMMON SHS      001765106        46       4170 SH       DEFINED A       4170         0         0
AMSOUTH BANCORPORATION             COMMON SHS      032165102       458      17680 SH       DEFINED 9      17680         0         0
AMSURG CORP                        COMMON SHS      03232P405        52       1750 SH       DEFINED         1750         0         0
AMSURG CORP                        COMMON SHS      03232P405      7112     240743 SH       DEFINED 6     240743         0         0
AMSURG CORP                        COMMON SHS      03232P405        18        600 SH       DEFINED 9        600         0         0
AMSURG CORP                        COMMON SHS      03232P405        24        800 SH       DEFINED A        800         0         0
AMVESCAP PLC                       AMER DEP RECPT  03235E100        16       1250 SH       DEFINED 2       1250         0         0
AMVESCAP PLC                       AMER DEP RECPT  03235E100      3934     313211 SH       DEFINED 6     313211         0         0
AMVESCAP PLC                       AMER DEP RECPT  03235E100        13       1000 SH       DEFINED 9       1000         0         0
AMYLIN PHARMACEUTICALS INC         COMMON SHS      032346108       701      30000 SH       DEFINED 6      30000         0         0
AMYLIN PHARMACEUTICALS INC         COMMON SHS      032346108     30226    1293900 SH       DEFINED A    1293900         0         0
ANADARKO PETROLEUM CORP            COMMON SHS      032511107      3882      59896 SH       DEFINED 9      59896         0         0
ANADARKO PETROLEUM CORP            COMMON SHS      032511107      3565      55000 SH       DEFINED A      55000         0         0
ANADIGICS INC                      COMMON SHS      032515108      2659     709000 SH       DEFINED 9     709000         0         0
ANADIGICS INC                      COMMON SHS      032515108        20       5200 SH       DEFINED A       5200         0         0
ANALOG DEVICES INC                 COMMON SHS      032654105       714      19333 SH       DEFINED        19333         0         0
ANALOG DEVICES INC                 COMMON SHS      032654105     38917    1054084 SH       DEFINED 9    1054084         0         0
ANALOG DEVICES INC                 COMMON SHS      032654105     17807     482300 SH       DEFINED A     482300         0         0
ANDRX GROUP                        COMMON SHS      034553107         2        100 SH       DEFINED 9        100         0         0
ANDRX GROUP                        COMMON SHS      034553107      8536     391000 SH       DEFINED A     391000         0         0
ANGIOTECH PHARMACEUTICALS INC      COMMON SHS      034918102     51142    2771900 SH       DEFINED A    2771900         0         0
ANGLO AMERICAN PLC                 AMER DEP RECPT  03485P102       119       5000 SH       DEFINED 5       5000         0         0
ANGLO AMERICAN PLC                 AMER DEP RECPT  03485P102     10003     420479 SH       DEFINED A     420479         0         0
ANGLOGOLD ASHANTI LTD              AMER DEP RECPT  035128206        88       2411 SH       DEFINED 1        761         0      1650
ANGLOGOLD ASHANTI LTD              AMER DEP RECPT  035128206       657      18070 SH       DEFINED 2      18070         0         0
ANGLOGOLD ASHANTI LTD              AMER DEP RECPT  035128206       150       4140 SH       DEFINED 9       4140         0         0
ANGLOGOLD ASHANTI LTD              AMER DEP RECPT  035128206    127923    3519200 SH       DEFINED A    3519200         0         0
ANHEUSER BUSCH COS INC             COMMON SHS      035229103       269       5310 SH       DEFINED         5310         0         0
ANHEUSER BUSCH COS INC             COMMON SHS      035229103     11936     235290 SH       DEFINED 8     190090         0     45200
ANHEUSER BUSCH COS INC             COMMON SHS      035229103     57396    1131402 SH       DEFINED 9    1131402         0         0
ANHEUSER BUSCH COS INC             COMMON SHS      035229103     46742     921385 SH       DEFINED A     753885         0    167500
ANSYS INC                          COMMON SHS      03662Q105      1616      50400 SH       DEFINED A      50400         0         0
ANTEON INTERNATIONAL CORP          COMMON SHS      03674E108      7003     167300 SH       DEFINED A     167300         0         0
AON CORP                           COMMON SHS      037389103     18128     759767 SH       DEFINED       347979         0    411788
AON CORP                           COMMON SHS      037389103      3250     136212 SH       DEFINED 1     136212         0         0
AON CORP                           COMMON SHS      037389103      7082     296820 SH       DEFINED 2     296820         0         0
AON CORP                           COMMON SHS      037389103      3010     126163 SH       DEFINED 6     126163         0         0
AON CORP                           COMMON SHS      037389103      9265     388320 SH       DEFINED 8     388320         0         0
AON CORP                           COMMON SHS      037389103        29       1200 SH       DEFINED 9       1200         0         0
APACHE CORP                        COMMON SHS      037411105      1389      27457 SH       DEFINED        27457         0         0
APACHE CORP                        COMMON SHS      037411105      8747     172963 SH       DEFINED 8     119473         0     53490
APACHE CORP                        COMMON SHS      037411105     30210     597383 SH       DEFINED 9     597383         0         0
APACHE CORP                        COMMON SHS      037411105     28076     555200 SH       DEFINED A     555200         0         0
APEX SILVER MINES LTD              COMMON SHS      G04074103     18204    1059600 SH       DEFINED 5    1059600         0         0
APOGEE ENTERPRISES INC             COMMON SHS      037598109     10703     798100 SH       DEFINED 4     796100         0      2000
APOLLO GOLD CORP                   ORDINARY SHS    03761E102      1220    1184000 SH       DEFINED 5    1184000         0         0
APOLLO GOLD CORP                   ORDINARY SHS    03761E102      1185    1150000 SH       DEFINED A    1150000         0         0
APOLLO GROUP INC                   COMMON SHS      037604105      2212      27407 SH       DEFINED        27407         0         0
APOLLO GROUP INC                   COMMON SHS      037604105     18029     223384 SH       DEFINED 9     223384         0         0
APOLLO GROUP INC                   COMMON SHS      037604105     57478     712152 SH       DEFINED A     638152         0     74000
APOLLO INVESTMENT CORP             CLOSE END MUT F 03761U106      3020     200000 SH       DEFINED 4     200000         0         0
APPLE COMPUTER INC                 COMMON SHS      037833100     32200     500000 SH       DEFINED 7     500000         0         0
APPLE COMPUTER INC                 COMMON SHS      037833100     12378     192198 SH       DEFINED 9     192198         0         0
APPLE COMPUTER INC                 COMMON SHS      037833100      2634      40900 SH       DEFINED A      40900         0         0
APPLERA CORP-APPLIED BIOSYSTEMS GR COMMON SHS      038020103      1100      52600 SH       DEFINED 2      52600         0         0
APPLERA CORP-APPLIED BIOSYSTEMS GR COMMON SHS      038020103        67       3200 SH       DEFINED 8       3200         0         0
APPLERA CORP-APPLIED BIOSYSTEMS GR COMMON SHS      038020103      1063      50828 SH       DEFINED 9      50828         0         0
APPLIED INDUSTRIAL TECHNOLOGIES IN COMMON SHS      03820C105     25688     937500 SH       DEFINED 4     937500         0         0
APPLIED MATERIALS INC              COMMON SHS      038222105      3100     181266 SH       DEFINED       181266         0         0
APPLIED MATERIALS INC              COMMON SHS      038222105         1         65 SH       DEFINED 8          0         0        65
APPLIED MATERIALS INC              COMMON SHS      038222105     14814     866314 SH       DEFINED 9     866314         0         0
APPLIED MATERIALS INC              COMMON SHS      038222105     76343    4464509 SH       DEFINED A    4234509         0    230000
APRIA HEALTHCARE GROUP INC         COMMON SHS      037933108      6972     211600 SH       DEFINED A     211600         0         0
APTARGROUP INC                     COMMON SHS      038336103     13021     246700 SH       DEFINED 4     243500         0      3200
APTARGROUP INC                     COMMON SHS      038336103       765      14500 SH       DEFINED 9      14500         0         0
AQUANTIVE INC                      COMMON SHS      03839G105        92      10259 SH       DEFINED        10259         0         0
AQUANTIVE INC                      COMMON SHS      03839G105      9445    1056458 SH       DEFINED 6    1056458         0         0
AQUANTIVE INC                      COMMON SHS      03839G105      8416     941400 SH       DEFINED A     941400         0         0
AQUILA INC                         COMMON SHS      03840P102     19456    5272500 SH       DEFINED 5    5272500         0         0
AQUILA INC                         CONVERT PREF    03840P409    179529    5181200 SH       DEFINED A    5181200         0         0
ARACRUZ CELULOSE SA                DEP RCPT PFD    038496204      7408     196489 SH       DEFINED 2     190349         0      6140
ARACRUZ CELULOSE SA                DEP RCPT PFD    038496204      2034      53950 SH       DEFINED 9      53950         0         0
ARBOR REALTY TRUST INC.            REAL EST INV TR 038923108     20103     819200 SH       DEFINED 4     815000         0      4200
ARCH COAL INC                      COMMON SHS      039380100     14163     398500 SH       DEFINED 4     394000         0      4500
ARCH COAL INC                      COMMON SHS      039380100         7        200 SH       DEFINED 9        200         0         0
ARCH COAL INC                      COMMON SHS      039380100       960      27000 SH       DEFINED A      27000         0         0
ARCH COAL INC                      CONVERT PREF    039380209      9038     100000 SH       DEFINED A     100000         0         0
ARCHER DANIELS MIDLAND CO          COMMON SHS      039483102     12164     545233 SH       DEFINED 9     545233         0         0
ARCHIPELAGO HOLDINGS INC           COMMON SHS      03957A104      9055     431600 SH       DEFINED 4     428100         0      3500
ARCHSTONE-SMITH TRUST              REAL EST INV TR 039583109      1939      50638 SH       DEFINED 9      50638         0         0
ARDEN REALTY INC                   REAL EST INV TR 039793104       132       3500 SH       DEFINED 6       3500         0         0
ARDEN REALTY INC                   REAL EST INV TR 039793104      1000      26500 SH       DEFINED 9      26500         0         0
ARDEN REALTY INC                   REAL EST INV TR 039793104     25548     677300 SH       DEFINED A     677300         0         0
ARES CAPITAL CORP                  COMMON SHS      04010L103      6814     350700 SH       DEFINED A     350700         0         0
ARIAD PHARMACEUTICALS INC          COMMON SHS      04033A100       746     100400 SH       DEFINED A     100400         0         0
ARLINGTON TANKERS LTD              COMMON SHS      G04899103       964      42000 SH       DEFINED A      42000         0         0
ARRIS GROUP INC                    COMMON SHS      04269Q100        71      10063 SH       DEFINED        10063         0         0
ARRIS GROUP INC                    COMMON SHS      04269Q100      9185    1304672 SH       DEFINED 6    1304672         0         0
ARRIS GROUP INC                    COMMON SHS      04269Q100         1        200 SH       DEFINED 9        200         0         0
ARRIS GROUP INC                    COMMON SHS      04269Q100      1067     151500 SH       DEFINED A     151500         0         0
ARTHUR J GALLAGHER & CO            COMMON SHS      363576109     71630    2204000 SH       DEFINED 4    2200000         0      4000
ARTHUR J GALLAGHER & CO            COMMON SHS      363576109       133       4100 SH       DEFINED 6       4100         0         0
ARTS WAY MANUFACTURING CO INC      COMMON SHS      043168103      1076     134500 SH       DEFINED 4     134500         0         0
ASCENTIAL SOFTWARE CORP            COMMON SHS      04362P207      7290     446951 SH       DEFINED 9     446951         0         0
ASCENTIAL SOFTWARE CORP            COMMON SHS      04362P207       103       6300 SH       DEFINED A       6300         0         0
ASHFORD HOSPITALITY TRUST          REAL EST INV TR 044103109       293      27000 SH       DEFINED 9      27000         0         0
ASK JEEVES INC                     COMMON SHS      045174109     93492    3495039 SH       DEFINED A    3495039         0         0
ASPEN TECHNOLOGY INC               COMMON SHS      045327103      1729     278400 SH       DEFINED A     278400         0         0
ASSURANT INC                       COMMON SHS      04621X108     25225     825700 SH       DEFINED 4     825700         0         0
ASSURANT INC                       COMMON SHS      04621X108     18477     604800 SH       DEFINED A     604800         0         0
ASTORIA FINANCIAL CORP             COMMON SHS      046265104     23006     575580 SH       DEFINED 5     575580         0         0
ASTORIA FINANCIAL CORP             COMMON SHS      046265104       184       4600 SH       DEFINED 9       4600         0         0
ASTRAZENECA PLC                    AMER DEP RECPT  046353108       863      23729 SH       DEFINED 9      23729         0         0
AT&T CORP                          COMMON SHS      001957505       656      34428 SH       DEFINED 9      34428         0         0
AT&T CORP                          COMMON SHS      001957505    103889    5450641 SH       DEFINED A    5450641         0         0
ATHEROGENICS INC                   COMMON SHS      047439104       825      35000 SH       DEFINED 6      35000         0         0
ATHEROGENICS INC                   COMMON SHS      047439104        24       1000 SH       DEFINED 9       1000         0         0
ATHEROGENICS INC                   COMMON SHS      047439104     10760     456700 SH       DEFINED A     456700         0         0
ATHEROS COMMUNICATIONS INC         COMMON SHS      04743P108       243      23700 SH       DEFINED A      23700         0         0
ATI TECHNOLOGIES INC               COMMON SHS      001941103       456      23500 SH       DEFINED 9      23500         0         0
ATI TECHNOLOGIES INC               COMMON SHS      001941103       478      24634 SH       DEFINED A      24634         0         0
ATLANTIC TELE-NETWORK INC          COMMON SHS      049079205      7313     225000 SH       DEFINED 4     225000         0         0
ATMEL CORP                         COMMON SHS      049513104        54      13850 SH       DEFINED 9      13850         0         0
ATMI INC                           COMMON SHS      00207R101     10123     449300 SH       DEFINED 9     449300         0         0
ATMI INC                           COMMON SHS      00207R101        70       3100 SH       DEFINED A       3100         0         0
ATMOS ENERGY CORP                  COMMON SHS      049560105    110904    4055000 SH       DEFINED A    4055000         0         0
ATWOOD OCEANICS INC                COMMON SHS      050095108      8513     163400 SH       DEFINED 4     162000         0      1400
AU OPTRONICS CORP                  AMER DEP RECPT  002255107      9050     632000 SH       DEFINED       632000         0         0
AU OPTRONICS CORP                  AMER DEP RECPT  002255107       125       8759 SH       DEFINED 9       8759         0         0
AU OPTRONICS CORP                  AMER DEP RECPT  002255107      2291     160000 SH       DEFINED A     160000         0         0
AUTODESK INC                       COMMON SHS      052769106        41       1082 SH       DEFINED 9       1082         0         0
AUTODESK INC                       COMMON SHS      052769106     11406     300555 SH       DEFINED A     300555         0         0
AUTOLIV INC                        ORDINARY SHS    052800109     28956     599504 SH       DEFINED       599504         0         0
AUTOLIV INC                        ORDINARY SHS    052800109     70021    1449718 SH       DEFINED 2    1449582         0       136
AUTOLIV INC                        ORDINARY SHS    052800109       407       8418 SH       DEFINED 9       8418         0         0
AUTOLIV INC                        ORDINARY SHS    052800109    102382    2119700 SH       DEFINED A    2119700         0         0
AUTOMATIC DATA PROCESSING INC      COMMON SHS      053015103      4866     109715 SH       DEFINED 6      99088         0     10627
AUTOMATIC DATA PROCESSING INC      COMMON SHS      053015103     35480     800000 SH       DEFINED 7     800000         0         0
AUTOMATIC DATA PROCESSING INC      COMMON SHS      053015103         2         35 SH       DEFINED 8          0         0        35
AUTOMATIC DATA PROCESSING INC      COMMON SHS      053015103     16502     372079 SH       DEFINED 9     372079         0         0
AUTOMATIC DATA PROCESSING INC      COMMON SHS      053015103     20880     470802 SH       DEFINED A     381002         0     89800
AUTOZONE INC                       COMMON SHS      053332102        91       1000 SH       DEFINED 9       1000         0         0
AUTOZONE INC                       COMMON SHS      053332102     16915     185243 SH       DEFINED A     111543         0     73700
AUXILIUM PHARMACEUTICALS INC       COMMON SHS      05334D107       569      65000 SH       DEFINED A      65000         0         0
AVALONBAY COMMUNITIES INC          REAL EST INV TR 053484101        30        400 SH       DEFINED          400         0         0
AVALONBAY COMMUNITIES INC          REAL EST INV TR 053484101       316       4190 SH       DEFINED 6       4190         0         0
AVALONBAY COMMUNITIES INC          REAL EST INV TR 053484101       105       1400 SH       DEFINED 9       1400         0         0
AVALONBAY COMMUNITIES INC          REAL EST INV TR 053484101     52318     694800 SH       DEFINED A     694800         0         0
AVANIR PHARMACEUTICALS             COMMON SHS      05348P104       341     100000 SH       DEFINED 6     100000         0         0
AVANIR PHARMACEUTICALS             COMMON SHS      05348P104      7562    2217700 SH       DEFINED A    2217700         0         0
AVAYA INC                          COMMON SHS      053499109      1142      66398 SH       DEFINED 9      66398         0         0
AVAYA INC                          COMMON SHS      053499109    115524    6716526 SH       DEFINED A    6716526         0         0
AVENTIS SA                         AMER DEP RECPT  053561106       662       7047 SH       DEFINED 9       7047         0         0
AVERY DENNISON CORP                COMMON SHS      053611109        78       1294 SH       DEFINED         1294         0         0
AVERY DENNISON CORP                COMMON SHS      053611109      2427      40469 SH       DEFINED 6      36814         0      3655
AVERY DENNISON CORP                COMMON SHS      053611109     27706     462000 SH       DEFINED 7     462000         0         0
AVERY DENNISON CORP                COMMON SHS      053611109     11219     187083 SH       DEFINED 8     137265         0     49818
AVERY DENNISON CORP                COMMON SHS      053611109      2037      33965 SH       DEFINED 9      33965         0         0
AVERY DENNISON CORP                COMMON SHS      053611109      9247     154200 SH       DEFINED A     154200         0         0
AVIALL INC                         COMMON SHS      05366B102     11233     489050 SH       DEFINED 9     489050         0         0
AVIALL INC                         COMMON SHS      05366B102        83       3600 SH       DEFINED A       3600         0         0
AVOCENT CORP                       COMMON SHS      053893103     18173     448500 SH       DEFINED 4     445000         0      3500
AVOCENT CORP                       COMMON SHS      053893103    136003    3356431 SH       DEFINED A    3356431         0         0
AVON PRODUCTS INC                  COMMON SHS      054303102      2461      63584 SH       DEFINED        63584         0         0
AVON PRODUCTS INC                  COMMON SHS      054303102     68809    1777999 SH       DEFINED 9    1777999         0         0
AVON PRODUCTS INC                  COMMON SHS      054303102       452      11676 SH       DEFINED A      11676         0         0
AXA SA                             AMER DEP RECPT  054536107       129       5200 SH       DEFINED 2       5200         0         0
AXA SA                             AMER DEP RECPT  054536107     19695     795743 SH       DEFINED 6     795743         0         0
AXA SA                             AMER DEP RECPT  054536107       939      37944 SH       DEFINED 9      37944         0         0
AXCAN PHARMA INC                   ORDINARY SHS    054923107    124512    5348472 SH       DEFINED 8    3159066         0   2189406
AXIS CAPITAL HOLDINGS LTD          COMMON SHS      G0692U109       513      18740 SH       DEFINED        18740         0         0
AXIS CAPITAL HOLDINGS LTD          COMMON SHS      G0692U109      3795     138720 SH       DEFINED 2     127530         0     11190
AXIS CAPITAL HOLDINGS LTD          COMMON SHS      G0692U109       383      14000 SH       DEFINED 9      14000         0         0
AZTAR CORP                         COMMON SHS      054802103    115749    3314700 SH       DEFINED 4    3308300         0      6400
BAKER HUGHES INC                   COMMON SHS      057224107       620      14538 SH       DEFINED 9      14538         0         0
BAKER HUGHES INC                   COMMON SHS      057224107      2509      58800 SH       DEFINED A      58800         0         0
BALDOR ELECTRIC CO                 COMMON SHS      057741100      5613     203899 SH       DEFINED 4     203899         0         0
BALDOR ELECTRIC CO                 COMMON SHS      057741100        13        462 SH       DEFINED 9        462         0         0
BALDWIN & LYONS INC                COMMON SHS      057755209      4122     153875 SH       DEFINED 4     153875         0         0
BALL CORPORATION                   COMMON SHS      058498106       387       8800 SH       DEFINED 9       8800         0         0
BANCO BRADESCO SA                  DEP RCPT PFD    059460303    200279    7991963 SH       DEFINED      7292711         0    699252
BANCO BRADESCO SA                  DEP RCPT PFD    059460303      9608     383409 SH       DEFINED 1     383409         0         0
BANCO BRADESCO SA                  DEP RCPT PFD    059460303       460      18369 SH       DEFINED 9      18369         0         0
BANCO ITAU HOLDINGS FINANCEIRA S.A AMER DEP RECPT  059602201       203       2700 SH       DEFINED 9       2700         0         0
BANCO LATINOAMERICANO DE EXPORTACI ORDINARY SHS    P16994132      1823      91400 SH       DEFINED        91400         0         0
BANCO SANTANDER CENTRAL HISPANO SA AMER DEP RECPT  05964H105     16909    1366916 SH       DEFINED 6    1366916         0         0
BANCO SANTANDER CENTRAL HISPANO SA AMER DEP RECPT  05964H105       485      39240 SH       DEFINED 9      39240         0         0
BANK MUTUAL CORP                   COMMON SHS      063750103     31825    2615034 SH       DEFINED 5    2615034         0         0
BANK OF AMERICA CORP               COMMON SHS      060505104     18670     397323 SH       DEFINED       232495         0    164828
BANK OF AMERICA CORP               COMMON SHS      060505104      3933      83694 SH       DEFINED 1      83694         0         0
BANK OF AMERICA CORP               COMMON SHS      060505104      5940     126400 SH       DEFINED 2     126400         0         0
BANK OF AMERICA CORP               COMMON SHS      060505104      7283     155000 SH       DEFINED 4     155000         0         0
BANK OF AMERICA CORP               COMMON SHS      060505104     13741     292414 SH       DEFINED 6     260305         0     32109
BANK OF AMERICA CORP               COMMON SHS      060505104     16773     356953 SH       DEFINED 8     240965         0    115988
BANK OF AMERICA CORP               COMMON SHS      060505104     64451    1371598 SH       DEFINED 9    1371598         0         0
BANK OF AMERICA CORP               COMMON SHS      060505104    357683    7611903 SH       DEFINED A    7328203         0    283700
BANK OF HAWAII CORP                COMMON SHS      062540109       669      13178 SH       DEFINED 9      13178         0         0
BANK OF IRELAND                    AMER DEP RECPT  46267Q103       277       4145 SH       DEFINED 9       4145         0         0
BANK OF MONTREAL                   ORDINARY SHS    063671101        20        351 SH       DEFINED          351         0         0
BANK OF MONTREAL                   ORDINARY SHS    063671101    194867    3373728 SH       DEFINED 8    1902631         0   1471097
BANK OF MONTREAL                   ORDINARY SHS    063671101       274       5700 SH       DEFINED A          0         0      5700
BANK OF NEW YORK CO INC            COMMON SHS      064057102      9466     283240 SH       DEFINED       106640         0    176600
BANK OF NEW YORK CO INC            COMMON SHS      064057102      5202     155655 SH       DEFINED 1     155655         0         0
BANK OF NEW YORK CO INC            COMMON SHS      064057102       257       7700 SH       DEFINED 2       7700         0         0
BANK OF NEW YORK CO INC            COMMON SHS      064057102      2182      65283 SH       DEFINED 6      65283         0         0
BANK OF NEW YORK CO INC            COMMON SHS      064057102      9612     287603 SH       DEFINED 8     287564         0        39
BANK OF NEW YORK CO INC            COMMON SHS      064057102     35733    1069201 SH       DEFINED 9    1069201         0         0
BANK OF NEW YORK CO INC            COMMON SHS      064057102     34685    1037863 SH       DEFINED A     849763         0    188100
BANK OF NOVA SCOTIA                ORDINARY SHS    064149107        90       2216 SH       DEFINED         2216         0         0
BANK OF NOVA SCOTIA                ORDINARY SHS    064149107    282324    6936699 SH       DEFINED 8    3756204         0   3180495
BANK OF NOVA SCOTIA                ORDINARY SHS    064149107       587      17332 SH       DEFINED 9      17332         0         0
BANK OF NOVA SCOTIA                ORDINARY SHS    064149107       305       9000 SH       DEFINED A          0         0      9000
BANKNORTH GROUP INC                COMMON SHS      06646R107       374      10225 SH       DEFINED 9      10225         0         0
BARCLAYS PLC                       AMER DEP RECPT  06738E204        89       1951 SH       DEFINED         1951         0         0
BARCLAYS PLC                       AMER DEP RECPT  06738E204      4294      94000 SH       DEFINED 8      94000         0         0
BARCLAYS PLC                       AMER DEP RECPT  06738E204        23        500 SH       DEFINED 9        500         0         0
BARNES & NOBLES INC                COMMON SHS      067774109       245       7600 SH       DEFINED 9       7600         0         0
BARR PHARMACEUTICALS INC           COMMON SHS      068306109        40        887 SH       DEFINED 9        887         0         0
BARR PHARMACEUTICALS INC           COMMON SHS      068306109       585      12850 SH       DEFINED A      12850         0         0
BARRICK GOLD CORP                  COMMON SHS      067901108    569957   19778229 SH       DEFINED 1   19771539         0      6690
BARRICK GOLD CORP                  ORDINARY SHS    067901108     68721    2369694 SH       DEFINED 2    2285214         0     84480
BARRICK GOLD CORP                  COMMON SHS      067901108     72608    2997870 SH       DEFINED 5    2997870         0         0
BARRICK GOLD CORP                  ORDINARY SHS    067901108     21337     735744 SH       DEFINED 8     735674         0        70
BARRICK GOLD CORP                  COMMON SHS      067901108       304      12550 SH       DEFINED 9      12550         0         0
BARRICK GOLD CORP                  COMMON SHS      067901108    164262    6782090 SH       DEFINED A    6782090         0         0
BASF AG                            AMER DEP RECPT  055262505      7353     102090 SH       DEFINED 2     102090         0         0
BASF AG                            AMER DEP RECPT  055262505     27105     376355 SH       DEFINED 6     376355         0         0
BASF AG                            AMER DEP RECPT  055262505       663       9200 SH       DEFINED 9       9200         0         0
BASSETT FURNITURE INDUSTRIES INC   COMMON SHS      070203104      8056     410500 SH       DEFINED 4     409200         0      1300
BASSETT FURNITURE INDUSTRIES INC   COMMON SHS      070203104        39       2000 SH       DEFINED 9       2000         0         0
BAUSCH & LOMB INC                  COMMON SHS      071707103       601       9325 SH       DEFINED 9       9325         0         0
BAXTER INTERNATIONAL INC           COMMON SHS      071813109     17270     500000 SH       DEFINED 7     500000         0         0
BAXTER INTERNATIONAL INC           COMMON SHS      071813109       146       4225 SH       DEFINED 8          0         0      4225
BAXTER INTERNATIONAL INC           COMMON SHS      071813109      1983      57423 SH       DEFINED 9      57423         0         0
BAXTER INTERNATIONAL INC           COMMON SHS      071813109      1703      49300 SH       DEFINED A      49300         0         0
BAXTER INTERNATIONAL INC           CONVERT PREF    071813406       853      15100 SH       DEFINED 9      15100         0         0
BAYER AG                           AMER DEP RECPT  072730302      5548     163274 SH       DEFINED 2     161680         0      1594
BAYER AG                           AMER DEP RECPT  072730302        17        500 SH       DEFINED 9        500         0         0
BB&T CORP                          COMMON SHS      054937107       246       5857 SH       DEFINED 9       5857         0         0
BCE INC                            ORDINARY SHS    05534B109     41589    1451244 SH       DEFINED      1160534         0    290710
BCE INC                            ORDINARY SHS    05534B109    876674   30313775 SH       DEFINED 1   30309677         0      4098
BCE INC                            ORDINARY SHS    05534B109    313048   10863455 SH       DEFINED 2   10376132         0    487323
BCE INC                            COMMON SHS      05534B109     17855     739945 SH       DEFINED 6     739945         0         0
BCE INC                            ORDINARY SHS    05534B109     52772    1824767 SH       DEFINED 8    1503794         0    320973
BCE INC                            COMMON SHS      05534B109      2594      97590 SH       DEFINED 9      97590         0         0
BCE INC                            ORDINARY SHS    05534B109       123       4260 SH       DEFINED A       4260         0         0
BEA SYSTEMS INC                    COMMON SHS      073325102       137      15470 SH       DEFINED 1       4970         0     10500
BEA SYSTEMS INC                    COMMON SHS      073325102      3727     420700 SH       DEFINED 2     420700         0         0
BEA SYSTEMS INC                    COMMON SHS      073325102       727      82031 SH       DEFINED 9      82031         0         0
BEA SYSTEMS INC                    COMMON SHS      073325102      2015     227430 SH       DEFINED A     227430         0         0
BEAR STEARNS & CO INC              COMMON SHS      073902108    111467    1089502 SH       DEFINED 5    1089502         0         0
BEAR STEARNS & CO INC              COMMON SHS      073902108       783       7657 SH       DEFINED 9       7657         0         0
BEARINGPOINT INC                   COMMON SHS      074002106      6565     817552 SH       DEFINED       680852         0    136700
BEARINGPOINT INC                   COMMON SHS      074002106        83      10277 SH       DEFINED 1      10277         0         0
BEARINGPOINT INC                   COMMON SHS      074002106      3316     412950 SH       DEFINED 2     412950         0         0
BEARINGPOINT INC                   COMMON SHS      074002106      8659    1078359 SH       DEFINED 6    1078359         0         0
BEARINGPOINT INC                   COMMON SHS      074002106      8636    1075520 SH       DEFINED 8    1075520         0         0
BEARINGPOINT INC                   COMMON SHS      074002106     32122    4000200 SH       DEFINED A    4000200         0         0
BECKMAN COULTER INC                COMMON SHS      075811109       462       6898 SH       DEFINED 9       6898         0         0
BECKMAN COULTER INC                COMMON SHS      075811109     34381     513232 SH       DEFINED A     513232         0         0
BECTON DICKINSON & CO              COMMON SHS      075887109     71341    1256000 SH       DEFINED 4    1256000         0         0
BECTON DICKINSON & CO              COMMON SHS      075887109        74       1300 SH       DEFINED 6       1300         0         0
BECTON DICKINSON & CO              COMMON SHS      075887109      2304      40568 SH       DEFINED 9      40568         0         0
BED BATH & BEYOND INC              COMMON SHS      075896100      5759     144597 SH       DEFINED 9     144597         0         0
BEDFORD PROPERTY INVESTORS INC     REAL EST INV TR 076446301        62       2175 SH       DEFINED 6       2175         0         0
BEDFORD PROPERTY INVESTORS INC     REAL EST INV TR 076446301     15270     537500 SH       DEFINED A     537500         0         0
BEI TECHNOLOGIES INC               COMMON SHS      05538P104       523      16950 SH       DEFINED        16950         0         0
BEI TECHNOLOGIES INC               COMMON SHS      05538P104     11595     375500 SH       DEFINED 9     375500         0         0
BEI TECHNOLOGIES INC               COMMON SHS      05538P104        80       2600 SH       DEFINED A       2600         0         0
BELLSOUTH CORP                     COMMON SHS      079860102      5917     212920 SH       DEFINED 6     191105         0     21815
BELLSOUTH CORP                     COMMON SHS      079860102     21233     764045 SH       DEFINED 9     764045         0         0
BELLSOUTH CORP                     COMMON SHS      079860102     71900    2587272 SH       DEFINED A    2419572         0    167700
BEMIS COMPANY INC                  COMMON SHS      081437105     38713    1330800 SH       DEFINED 4    1330800         0         0
BEMIS COMPANY INC                  COMMON SHS      081437105     11504     395475 SH       DEFINED 9     395475         0         0
BERKLEY W R CORP                   COMMON SHS      084423102     43836     929325 SH       DEFINED 1     929325         0         0
BERKLEY W R CORP                   COMMON SHS      084423102       923      19577 SH       DEFINED 9      19577         0         0
BERKSHIRE HATHAWAY INC             COMMON SHS      084670108    376739       4286 SH       DEFINED 5       4286         0         0
BERKSHIRE HATHAWAY INC             COMMON SHS      084670108      4043         46 SH       DEFINED 9         46         0         0
BERKSHIRE HATHAWAY INC             COMMON SHS      084670108     35863        408 SH       DEFINED A        408         0         0
BERKSHIRE HATHAWAY INC             COMMON SHS      084670207       534        182 SH       DEFINED          182         0         0
BERKSHIRE HATHAWAY INC             COMMON SHS      084670207    966798     329291 SH       DEFINED 5     329291         0         0
BERKSHIRE HATHAWAY INC             COMMON SHS      084670207     24812       8451 SH       DEFINED 9       8451         0         0
BERKSHIRE HATHAWAY INC             COMMON SHS      084670207     20068       6835 SH       DEFINED A       3610         0      3225
BEST BUY COMPANY INC               COMMON SHS      086516101     38242     643589 SH       DEFINED 9     643589         0         0
BEST BUY COMPANY INC               COMMON SHS      086516101     14001     235634 SH       DEFINED A     235634         0         0
BEST BUY COMPANY INC               CONVERTIBLE BD  086516AF8     10888   10000000 PRN      DEFINED A   10000000         0         0
BEVERLY ENTERPRISES INC            COMMON SHS      087851309     18251    1994600 SH       DEFINED 5    1994600         0         0
BEVERLY HILLS BANCORP INC          COMMON SHS      087866109      7070     700000 SH       DEFINED 4     700000         0         0
BG GROUP PLC                       AMER DEP RECPT  055434203       224       6495 SH       DEFINED 9       6495         0         0
BHP BILLITON LTD                   AMER DEP RECPT  088606108        32       1350 SH       DEFINED 2       1350         0         0
BHP BILLITON LTD                   AMER DEP RECPT  088606108     20283     844431 SH       DEFINED 6     844431         0         0
BHP BILLITON LTD                   AMER DEP RECPT  088606108      4411     183645 SH       DEFINED 9     183645         0         0
BIG 5 SPORTING GOODS CORP          COMMON SHS      08915P101       159       5450 SH       DEFINED 6       5450         0         0
BIG 5 SPORTING GOODS CORP          COMMON SHS      08915P101     11685     401000 SH       DEFINED A     401000         0         0
BIG LOTS INC                       COMMON SHS      089302103     27293    2250000 SH       DEFINED 4    2250000         0         0
BILL BARRETT CORP                  COMMON SHS      06846N104      8794     274900 SH       DEFINED A     274900         0         0
BIMINI MORTGAGE MANAGEMENT INC     REAL EST INV TR 09031E400      3893     242400 SH       DEFINED 5     242400         0         0
BIO-RAD LABORATORIES INC           COMMON SHS      090572207     10218     178100 SH       DEFINED A     178100         0         0
BIOGEN IDEC INC                    COMMON SHS      09062X103       322       4840 SH       DEFINED         4840         0         0
BIOGEN IDEC INC                    COMMON SHS      09062X103      2132      32000 SH       DEFINED 6      32000         0         0
BIOGEN IDEC INC                    COMMON SHS      09062X103     13001     195174 SH       DEFINED 9     195174         0         0
BIOGEN IDEC INC                    COMMON SHS      09062X103    126462    1898549 SH       DEFINED A    1894549         0      4000
BIOGEN IDEC INC                    CONVERT ZERO CP 449370AC9    943688    3500000 PRN      DEFINED A    3500000         0         0
BIOMET INC                         COMMON SHS      090613100      2844      65534 SH       DEFINED 9      65534         0         0
BIOVAIL CORP                       COMMON SHS      09067J109       251      15200 SH       DEFINED 9      15200         0         0
BISYS GROUP INC                    COMMON SHS      055472104       526      31970 SH       DEFINED 9      31970         0         0
BISYS GROUP INC                    CONVERTIBLE BD  055472AB0        70      70000 PRN      DEFINED 9      70000         0         0
BJ SERVICES CO                     COMMON SHS      055482103     20170     433383 SH       DEFINED 9     433383         0         0
BJ SERVICES CO                     COMMON SHS      055482103       558      12000 SH       DEFINED A      12000         0         0
BJ'S RESTAURANT INC                COMMON SHS      09180C106      7563     540200 SH       DEFINED A     540200         0         0
BLACK & DECKER CORP                COMMON SHS      091797100      3436      38895 SH       DEFINED 8      27345         0     11550
BLACK & DECKER CORP                COMMON SHS      091797100      4786      54180 SH       DEFINED 9      54180         0         0
BLACKROCK INC                      COMMON SHS      09247X101     30259     391647 SH       DEFINED A     391647         0         0
BLACKROCK NEW YORK INSURED MUNICIP CLOSE END MUT F 09249U105       239      17500 SH       DEFINED 9      17500         0         0
BMC SOFTWARE INC                   COMMON SHS      055921100     47363    2546393 SH       DEFINED      1941814         0    604579
BMC SOFTWARE INC                   COMMON SHS      055921100    174333    9372731 SH       DEFINED 1    9361661         0     11070
BMC SOFTWARE INC                   COMMON SHS      055921100     19194    1031910 SH       DEFINED 2    1031910         0         0
BMC SOFTWARE INC                   COMMON SHS      055921100      4425     237889 SH       DEFINED 6     237889         0         0
BMC SOFTWARE INC                   COMMON SHS      055921100     14910     801600 SH       DEFINED 8     801600         0         0
BMC SOFTWARE INC                   COMMON SHS      055921100       224      12050 SH       DEFINED 9      12050         0         0
BMC SOFTWARE INC                   COMMON SHS      055921100      3437     184762 SH       DEFINED A     184762         0         0
BNP RESIDENTIAL PPTYS INC          REAL EST INV TR 05564T103       277      17200 SH       DEFINED 9      17200         0         0
BOC GROUP PLC                      AMER DEP RECPT  055617609      2196      57500 SH       DEFINED 8      57500         0         0
BOEING CO                          COMMON SHS      097023105      6548     126481 SH       DEFINED        40400         0     86081
BOEING CO                          COMMON SHS      097023105    296297    5723330 SH       DEFINED 1    5723330         0         0
BOEING CO                          COMMON SHS      097023105     12373     239000 SH       DEFINED 2     239000         0         0
BOEING CO                          COMMON SHS      097023105     51770    1000000 SH       DEFINED 7    1000000         0         0
BOEING CO                          COMMON SHS      097023105        43        825 SH       DEFINED 8        700         0       125
BOEING CO                          COMMON SHS      097023105      2114      40835 SH       DEFINED 9      40835         0         0
BOEING CO                          COMMON SHS      097023105      3461      66852 SH       DEFINED A      66852         0         0
BORG WARNER INC                    COMMON SHS      099724106      4433      81836 SH       DEFINED        55336         0     26500
BORG WARNER INC                    COMMON SHS      099724106      2571      47470 SH       DEFINED 9      47470         0         0
BORG WARNER INC                    COMMON SHS      099724106    113188    2089500 SH       DEFINED A    2089500         0         0
BORLAND SOFTWARE CORP              COMMON SHS      099849101     25203    2157800 SH       DEFINED A    2157800         0         0
BOSTON PRIVATE FINANCIAL HOLDINGS  COMMON SHS      101119105      9899     351400 SH       DEFINED A     351400         0         0
BOSTON PROPERTIES INC              REAL EST INV TR 101121101        26        400 SH       DEFINED          400         0         0
BOSTON PROPERTIES INC              REAL EST INV TR 101121101       277       4290 SH       DEFINED 6       4290         0         0
BOSTON PROPERTIES INC              REAL EST INV TR 101121101      1229      19000 SH       DEFINED 9      19000         0         0
BOSTON PROPERTIES INC              REAL EST INV TR 101121101     64062     990600 SH       DEFINED A     990600         0         0
BOSTON SCIENTIFIC CORP             COMMON SHS      101137107       729      20500 SH       DEFINED        20500         0         0
BOSTON SCIENTIFIC CORP             COMMON SHS      101137107      5109     143721 SH       DEFINED 9     143721         0         0
BOSTON SCIENTIFIC CORP             COMMON SHS      101137107    102013    2869568 SH       DEFINED A    2407468         0    462100
BOWATER INC                        COMMON SHS      102183100      8038     182800 SH       DEFINED        62000         0    120800
BOWATER INC                        COMMON SHS      102183100    204711    4655700 SH       DEFINED 1    4655700         0         0
BOWATER INC                        COMMON SHS      102183100      9290     211275 SH       DEFINED 8     211275         0         0
BOWATER INC                        COMMON SHS      102183100      2260      51400 SH       DEFINED A      51400         0         0
BP PLC                             AMER DEP RECPT  055622104        79       1353 SH       DEFINED         1353         0         0
BP PLC                             AMER DEP RECPT  055622104       298       5110 SH       DEFINED 1       5110         0         0
BP PLC                             AMER DEP RECPT  055622104     17321     296590 SH       DEFINED 2     248640         0     47950
BP PLC                             AMER DEP RECPT  055622104      4684      80200 SH       DEFINED 4      80200         0         0
BP PLC                             AMER DEP RECPT  055622104     27185     465500 SH       DEFINED 5     465500         0         0
BP PLC                             AMER DEP RECPT  055622104     32873     562895 SH       DEFINED 6     546441         0     16454
BP PLC                             AMER DEP RECPT  055622104     17240     295200 SH       DEFINED 7     295200         0         0
BP PLC                             AMER DEP RECPT  055622104      8275     141700 SH       DEFINED 8     140400         0      1300
BP PLC                             AMER DEP RECPT  055622104    105991    1814919 SH       DEFINED 9    1814919         0         0
BP PLC                             AMER DEP RECPT  055622104    277493    4751600 SH       DEFINED A    4751600         0         0
BP PRUDHOE BAY ROYALTY TR          COMMON SHS      055630107      5203     107725 SH       DEFINED 9     107725         0         0
BRADY CORP                         COMMON SHS      104674106     50682     810000 SH       DEFINED 4     810000         0         0
BRADY CORP                         COMMON SHS      104674106        63       1000 SH       DEFINED 6       1000         0         0
BRANDYWINE REALTY TRUST            REAL EST INV TR 105368203       161       5475 SH       DEFINED 6       5475         0         0
BRANDYWINE REALTY TRUST            REAL EST INV TR 105368203        29       1000 SH       DEFINED 9       1000         0         0
BRANDYWINE REALTY TRUST            REAL EST INV TR 105368203     21893     744900 SH       DEFINED A     744900         0         0
BRASCAN CORP                       ORDINARY SHS    10549P606        64       1477 SH       DEFINED         1477         0         0
BRASCAN CORP                       ORDINARY SHS    10549P606    433399   10044020 SH       DEFINED 5   10044020         0         0
BRASCAN CORP                       COMMON SHS      10549P606       113       3150 SH       DEFINED 6       3150         0         0
BRASCAN CORP                       ORDINARY SHS    10549P606    156853    3635072 SH       DEFINED 8    1822206         0   1812866
BRASCAN CORP                       COMMON SHS      10549P606     16402     447400 SH       DEFINED A     447400         0         0
BRAZIL FUND INC                    CLOSE END MUT F 105759104       241       7000 SH       DEFINED         7000         0         0
BRAZIL FUND INC                    CLOSE END MUT F 105759104        69       2000 SH       DEFINED 9       2000         0         0
BRE PROPERTIES INC                 REAL EST INV TR 05564E106       705      17482 SH       DEFINED 9      17482         0         0
BRIGGS & STRATTON CORP             COMMON SHS      109043109     21430     515400 SH       DEFINED 4     511800         0      3600
BRIGGS & STRATTON CORP             COMMON SHS      109043109     25410     611100 SH       DEFINED A     611100         0         0
BRIGHAM EXPLORATION CO             COMMON SHS      109178103      8132     903600 SH       DEFINED 9     903600         0         0
BRIGHAM EXPLORATION CO             COMMON SHS      109178103        41       4600 SH       DEFINED A       4600         0         0
BRIGHTPOINT INC                    COMMON SHS      109473405     10579     541400 SH       DEFINED 9     541400         0         0
BRIGHTPOINT INC                    COMMON SHS      109473405        72       3700 SH       DEFINED A       3700         0         0
BRINKER INTERNATIONAL INC          COMMON SHS      109641100        37       1050 SH       DEFINED 9       1050         0         0
BRINKER INTERNATIONAL INC          COMMON SHS      109641100     19152     546100 SH       DEFINED A     332300         0    213800
BRINKS COMPANY                     COMMON SHS      109696104       176       4450 SH       DEFINED 9       4450         0         0
BRINKS COMPANY                     COMMON SHS      109696104     10366     262300 SH       DEFINED A     262300         0         0
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108     54341    2121051 SH       DEFINED      1729034         0    392017
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108    474580   18523818 SH       DEFINED 1   18509228         0     14590
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108     21174     826480 SH       DEFINED 2     826480         0         0
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108      5384     210155 SH       DEFINED 6     210155         0         0
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108     16397     640000 SH       DEFINED 7     640000         0         0
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108     13514     527494 SH       DEFINED 8     525531         0      1963
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108     26403    1030572 SH       DEFINED 9    1030572         0         0
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108    381997   14910128 SH       DEFINED A   14910128         0         0
BRITISH AIRWAYS PLC                AMER DEP RECPT  110419306       371       8225 SH       DEFINED 2       8225         0         0
BRITISH AIRWAYS PLC                AMER DEP RECPT  110419306      9239     204718 SH       DEFINED 6     204718         0         0
BRITISH AIRWAYS PLC                AMER DEP RECPT  110419306     22565     500000 SH       DEFINED 7     500000         0         0
BRITISH AIRWAYS PLC                AMER DEP RECPT  110419306        45       1000 SH       DEFINED 9       1000         0         0
BRITISH AMERICAN TOBACCO PLC       AMER DEP RECPT  110448107      4364     125950 SH       DEFINED 5     125950         0         0
BRITISH SKY BROADCASTING GROUP PLC AMER DEP RECPT  111013108        50       1150 SH       DEFINED 2       1150         0         0
BRITISH SKY BROADCASTING GROUP PLC AMER DEP RECPT  111013108     17548     401823 SH       DEFINED 6     401823         0         0
BROOKFIELD PROPERTIES CORP         REAL EST INV TR 112900105        87       2315 SH       DEFINED 6       2315         0         0
BROOKFIELD PROPERTIES CORP         REAL EST INV TR 112900105     18752     501400 SH       DEFINED A     501400         0         0
BROOKLINE BANCORP INC              COMMON SHS      11373M107       891      54600 SH       DEFINED 5      54600         0         0
BROOKLINE BANCORP INC              COMMON SHS      11373M107        36       2186 SH       DEFINED 9       2186         0         0
BROWN & BROWN INC                  COMMON SHS      115236101     23944     549800 SH       DEFINED A     362000         0    187800
BROWN SHOE CO INC                  COMMON SHS      115736100     21540     722100 SH       DEFINED 4     718100         0      4000
BROWN-FORMAN CORP                  COMMON SHS      115637100     34097     671720 SH       DEFINED 5     671720         0         0
BROWN-FORMAN CORP                  COMMON SHS      115637209     75303    1546904 SH       DEFINED 5    1546904         0         0
BUCKEYE PARTNERS LP                LTD PARTNERSHIP 118230101       350       8260 SH       DEFINED 9       8260         0         0
BUCYRUS INTERNATIONAL INC          COMMON SHS      118759109      6714     165200 SH       DEFINED 9     165200         0         0
BUCYRUS INTERNATIONAL INC          COMMON SHS      118759109        49       1200 SH       DEFINED A       1200         0         0
BUNGE LTD                          CONVERTIBLE BD  120568AE0      9019    5000000 PRN      DEFINED A    5000000         0         0
BUNGE LTD                          COMMON SHS      G16962105       475       8340 SH       DEFINED         8340         0         0
BUNGE LTD                          COMMON SHS      G16962105    126249    2214500 SH       DEFINED 4    2210000         0      4500
BUNGE LTD                          COMMON SHS      G16962105     26163     458922 SH       DEFINED 9     458922         0         0
BUNGE LTD                          COMMON SHS      G16962105    283813    4978297 SH       DEFINED A    4978297         0         0
BURLINGTON NORTHERN SANTA FE CORP  COMMON SHS      12189T104     30889     652900 SH       DEFINED 4     652900         0         0
BURLINGTON NORTHERN SANTA FE CORP  COMMON SHS      12189T104     22630     478340 SH       DEFINED 9     478340         0         0
BURLINGTON RESOURCES INC           COMMON SHS      122014103      1154      26540 SH       DEFINED        26540         0         0
BURLINGTON RESOURCES INC           COMMON SHS      122014103     25856     594393 SH       DEFINED 9     594393         0         0
BURLINGTON RESOURCES INC           COMMON SHS      122014103      2741      63000 SH       DEFINED A      63000         0         0
C H ROBINSON WORLDWIDE INC         COMMON SHS      12541W100       371       6680 SH       DEFINED         6680         0         0
C H ROBINSON WORLDWIDE INC         COMMON SHS      12541W100    130281    2346565 SH       DEFINED A    2346565         0         0
C R BARD INC                       COMMON SHS      067383109      1140      17817 SH       DEFINED 9      17817         0         0
C R BARD INC                       COMMON SHS      067383109     69223    1081940 SH       DEFINED A    1081940         0         0
C&D TECHNOLOGIES INC               COMMON SHS      124661109        89       5217 SH       DEFINED         5217         0         0
C&D TECHNOLOGIES INC               COMMON SHS      124661109     11832     694360 SH       DEFINED 6     694360         0         0
C&D TECHNOLOGIES INC               COMMON SHS      124661109      6180     362700 SH       DEFINED A     362700         0         0
CABELA'S INC                       COMMON SHS      126804301      1076      47300 SH       DEFINED 9      47300         0         0
CABELA'S INC                       COMMON SHS      126804301      2274     100000 SH       DEFINED A     100000         0         0
CABOT CORP                         COMMON SHS      127055101       230       5952 SH       DEFINED         5952         0         0
CABOT CORP                         COMMON SHS      127055101     19352     500300 SH       DEFINED 4     496700         0      3600
CABOT CORP                         COMMON SHS      127055101     29841     771477 SH       DEFINED 6     771477         0         0
CABOT CORP                         COMMON SHS      127055101       296       7650 SH       DEFINED 9       7650         0         0
CABOT CORP                         COMMON SHS      127055101    220213    5693201 SH       DEFINED A    5676501         0     16700
CABOT MICROELECTRONICS CORP        COMMON SHS      12709P103        67       1682 SH       DEFINED 9       1682         0         0
CABOT MICROELECTRONICS CORP        COMMON SHS      12709P103     32578     813431 SH       DEFINED A     813431         0         0
CACI INTERNATIONAL INC             COMMON SHS      127190304      8898     130600 SH       DEFINED 9     130600         0         0
CACI INTERNATIONAL INC             COMMON SHS      127190304        68       1000 SH       DEFINED A       1000         0         0
CADBURY SCHWEPPES PLC              AMER DEP RECPT  127209302        72       1900 SH       DEFINED 2       1900         0         0
CADBURY SCHWEPPES PLC              AMER DEP RECPT  127209302     20446     542340 SH       DEFINED 6     542340         0         0
CADBURY SCHWEPPES PLC              AMER DEP RECPT  127209302      2639      70000 SH       DEFINED 8      70000         0         0
CADBURY SCHWEPPES PLC              AMER DEP RECPT  127209302       268       7120 SH       DEFINED 9       7120         0         0
CADENCE DESIGN SYS INC             COMMON SHS      127387108      9695     702051 SH       DEFINED       308536         0    393515
CADENCE DESIGN SYS INC             COMMON SHS      127387108    301073   21801065 SH       DEFINED 1   21790415         0     10650
CADENCE DESIGN SYS INC             COMMON SHS      127387108      6081     440310 SH       DEFINED 2     440310         0         0
CADENCE DESIGN SYS INC             COMMON SHS      127387108      3549     257018 SH       DEFINED 6     257018         0         0
CADENCE DESIGN SYS INC             COMMON SHS      127387108      3633     263080 SH       DEFINED 8     263080         0         0
CADENCE DESIGN SYS INC             COMMON SHS      127387108        52       3800 SH       DEFINED 9       3800         0         0
CADENCE DESIGN SYS INC             COMMON SHS      127387108      2047     148260 SH       DEFINED A     148260         0         0
CAE INC                            ORDINARY SHS    124765108      6473    1281800 SH       DEFINED      1281800         0         0
CAE INC                            ORDINARY SHS    124765108     31158    6169836 SH       DEFINED 2    5997746         0    172090
CAE INC                            ORDINARY SHS    124765108     25481    5045667 SH       DEFINED 6    5045667         0         0
CAE INC                            ORDINARY SHS    124765108     21689    4294889 SH       DEFINED 8    4285389         0      9500
CAESARS ENTERTAINMENT INC          COMMON SHS      127687101     30722    1525414 SH       DEFINED 5    1525414         0         0
CAL DIVE INTERNATIONAL INC         COMMON SHS      127914109       183       4494 SH       DEFINED         4494         0         0
CAL DIVE INTERNATIONAL INC         COMMON SHS      127914109     23881     586042 SH       DEFINED 6     586042         0         0
CAL DIVE INTERNATIONAL INC         COMMON SHS      127914109       485      11900 SH       DEFINED 9      11900         0         0
CAL DIVE INTERNATIONAL INC         COMMON SHS      127914109     46378    1138100 SH       DEFINED A    1138100         0         0
CALAMOS ASSET MANAGEMENT INC       COMMON SHS      12811R104        41       1500 SH       DEFINED 9       1500         0         0
CALAMOS ASSET MANAGEMENT INC       COMMON SHS      12811R104     21894     810900 SH       DEFINED A     810900         0         0
CALIFORNIA WATER SERVICE GROUP     COMMON SHS      130788102       203       5400 SH       DEFINED 9       5400         0         0
CALPINE CORP                       COMMON SHS      131347106      1588     403000 SH       DEFINED 9     403000         0         0
CAMBIOR INC                        ORDINARY SHS    13201L103      6837    2130000 SH       DEFINED A    2130000         0         0
CAMPBELL SOUP CO                   COMMON SHS      134429109       939      31424 SH       DEFINED 9      31424         0         0
CANADIAN IMPERIAL BANK OF COMMERCE ORDINARY SHS    136069101        79       1100 SH       DEFINED         1100         0         0
CANADIAN IMPERIAL BANK OF COMMERCE ORDINARY SHS    136069101    188531    2610142 SH       DEFINED 8    1630345         0    979797
CANADIAN IMPERIAL BANK OF COMMERCE COMMON SHS      136069101       243       4025 SH       DEFINED 9       4025         0         0
CANADIAN NATIONAL RAILWAY CO       ORDINARY SHS    136375102        65        896 SH       DEFINED          896         0         0
CANADIAN NATIONAL RAILWAY CO       ORDINARY SHS    136375102    200217    2740067 SH       DEFINED 8    1368191         0   1371876
CANADIAN NATIONAL RAILWAY CO       COMMON SHS      136375102      7261     118543 SH       DEFINED 9     118543         0         0
CANADIAN NATURAL RESOURCES LTD     ORDINARY SHS    136385101        41        805 SH       DEFINED          805         0         0
CANADIAN NATURAL RESOURCES LTD     ORDINARY SHS    136385101      6485     126540 SH       DEFINED 1     126540         0         0
CANADIAN NATURAL RESOURCES LTD     ORDINARY SHS    136385101    118751    2317094 SH       DEFINED 8    1347030         0    970064
CANADIAN NATURAL RESOURCES LTD     COMMON SHS      136385101        43       1000 SH       DEFINED 9       1000         0         0
CANADIAN PACIFIC RAILWAY LTD       ORDINARY SHS    13645T100     22021     535784 SH       DEFINED 8     534884         0       900
CANADIAN PACIFIC RAILWAY LTD       COMMON SHS      13645T100       148       4312 SH       DEFINED 9       4312         0         0
CANON INC                          AMER DEP RECPT  138006309        87       1596 SH       DEFINED         1596         0         0
CANON INC                          AMER DEP RECPT  138006309       288       5310 SH       DEFINED 2       5310         0         0
CANON INC                          AMER DEP RECPT  138006309      4342      80030 SH       DEFINED 8      80000         0        30
CANON INC                          AMER DEP RECPT  138006309     14703     270975 SH       DEFINED 9     270975         0         0
CANON INC                          AMER DEP RECPT  138006309        41        750 SH       DEFINED A        750         0         0
CAPITAL AUTOMOTIVE                 REAL EST INV TR 139733109       140       3934 SH       DEFINED 6       3934         0         0
CAPITAL AUTOMOTIVE                 REAL EST INV TR 139733109      1012      28500 SH       DEFINED 9      28500         0         0
CAPITAL AUTOMOTIVE                 REAL EST INV TR 139733109     50232    1414000 SH       DEFINED A    1414000         0         0
CAPITAL LEASE FDG INC              REAL EST INV TR 140288101      5086     406900 SH       DEFINED 5     406900         0         0
CAPITAL ONE FINANCIAL CORP         COMMON SHS      14040H105      1706      20253 SH       DEFINED 9      20253         0         0
CAPITAL ONE FINANCIAL CORP         COMMON SHS      14040H105      2985      35449 SH       DEFINED A      35449         0         0
CAPITAL ONE FINANCIAL CORP         CONVERT PREF    14040H204      2268      40225 SH       DEFINED 9      40225         0         0
CAPITAL ONE FINANCIAL CORP         CONVERT PREF    14040H204     13575     240800 SH       DEFINED A     240800         0         0
CAPITAL TRUST- CL A- REIT          REAL EST INV TR 14052H506       223       7260 SH       DEFINED 6       7260         0         0
CAPITAL TRUST- CL A- REIT          REAL EST INV TR 14052H506     19283     627900 SH       DEFINED A     627900         0         0
CAPITALSOURCE INC                  COMMON SHS      14055X102    152058    5923583 SH       DEFINED A    5692783         0    230800
CAPITALSOURCE INC                  CONVERTIBLE BD  14055XAD4      2631    2500000 PRN      DEFINED A    2500000         0         0
CARBO CERAMICS INC                 COMMON SHS      140781105      3202      46400 SH       DEFINED A      46400         0         0
CARDINAL HEALTH INC                COMMON SHS      14149Y108     17445     300000 SH       DEFINED 7     300000         0         0
CARDINAL HEALTH INC                COMMON SHS      14149Y108        86       1474 SH       DEFINED 8        125         0      1349
CARDINAL HEALTH INC                COMMON SHS      14149Y108      2730      46946 SH       DEFINED 9      46946         0         0
CARDINAL HEALTH INC                COMMON SHS      14149Y108     31063     534195 SH       DEFINED A     407195         0    127000
CAREMARK RX INC                    COMMON SHS      141705103       524      13300 SH       DEFINED        13300         0         0
CAREMARK RX INC                    COMMON SHS      141705103      2982      75625 SH       DEFINED 7      75625         0         0
CAREMARK RX INC                    COMMON SHS      141705103        91       2303 SH       DEFINED 9       2303         0         0
CAREMARK RX INC                    COMMON SHS      141705103     63243    1603923 SH       DEFINED A    1603923         0         0
CARLISLE COMPANIES INC             COMMON SHS      142339100    146882    2262500 SH       DEFINED 4    2262000         0       500
CARNIVAL CORP                      COMMON SHS      143658300       332       5760 SH       DEFINED 1       5760         0         0
CARNIVAL CORP                      COMMON SHS      143658300     28815     500000 SH       DEFINED 7     500000         0         0
CARNIVAL CORP                      COMMON SHS      143658300     38976     676314 SH       DEFINED 9     676314         0         0
CARNIVAL CORP                      COMMON SHS      143658300       271       4700 SH       DEFINED A       4700         0         0
CARNIVAL CORP                      CONVERTIBLE BD  143658AN2     10596    7000000 PRN      DEFINED A    7000000         0         0
CASEYS GENERAL STORES INC          COMMON SHS      147528103     12729     701305 SH       DEFINED 4     696805         0      4500
CASUAL MALE RETAIL GROUP INC       COMMON SHS      148711104        99      18200 SH       DEFINED A      18200         0         0
CATAPULT COMMUNICATIONS CORP       COMMON SHS      149016107     11482     475245 SH       DEFINED A     475245         0         0
CATELLUS DEVELOPMENT CORP          REAL EST INV TR 149113102        24        800 SH       DEFINED          800         0         0
CATELLUS DEVELOPMENT CORP          REAL EST INV TR 149113102       160       5234 SH       DEFINED 6       5234         0         0
CATELLUS DEVELOPMENT CORP          REAL EST INV TR 149113102       831      27151 SH       DEFINED 9      27151         0         0
CATELLUS DEVELOPMENT CORP          REAL EST INV TR 149113102     53332    1742889 SH       DEFINED A    1742889         0         0
CATERPILLAR INC                    COMMON SHS      149123101         1         15 SH       DEFINED 8          0         0        15
CATERPILLAR INC                    COMMON SHS      149123101      4844      49674 SH       DEFINED 9      49674         0         0
CATO CORP                          COMMON SHS      149205106      8646     300000 SH       DEFINED 4     300000         0         0
CAVALIER HOMES INC                 COMMON SHS      149507105      4123     700000 SH       DEFINED 4     700000         0         0
CB RICHARD ELLIS GROUP INC         COMMON SHS      12497T101       231       6900 SH       DEFINED 9       6900         0         0
CDI CORP                           COMMON SHS      125071100     23597    1103700 SH       DEFINED A    1103700         0         0
CDW CORP                           COMMON SHS      12512N105      1955      29470 SH       DEFINED 9      29470         0         0
CEDAR FAIR LP                      LTD PARTNERSHIP 150185106       447      13575 SH       DEFINED 9      13575         0         0
CEDAR SHOPPING CENTERS INC         REAL EST INV TR 150602209       259      18100 SH       DEFINED 9      18100         0         0
CELESTICA INC                      COMMON SHS      15101Q108     11357     750678 SH       DEFINED       586297         0    164381
CELESTICA INC                      COMMON SHS      15101Q108      5693     403440 SH       DEFINED 1     403440         0         0
CELESTICA INC                      ORDINARY SHS    15101Q108     50134    3072525 SH       DEFINED 2    2957295         0    115230
CELESTICA INC                      COMMON SHS      15101Q108      8780     622264 SH       DEFINED 6     622264         0         0
CELESTICA INC                      ORDINARY SHS    15101Q108     20767    1228800 SH       DEFINED 8    1228800         0         0
CELESTICA INC                      ORDINARY SHS    15101Q108       818      48410 SH       DEFINED 9      48410         0         0
CELGENE CORP                       COMMON SHS      151020104       483      18207 SH       DEFINED        18207         0         0
CELGENE CORP                       COMMON SHS      151020104      1327      50000 SH       DEFINED 6      50000         0         0
CELGENE CORP                       COMMON SHS      151020104      3091     116512 SH       DEFINED 9     116512         0         0
CELGENE CORP                       COMMON SHS      151020104     84976    3203000 SH       DEFINED A    3203000         0         0
CELGENE CORP                       CONVERTIBLE BD  151020AC8     10350    8000000 PRN      DEFINED A    8000000         0         0
CELL GENESYS INC                   COMMON SHS      150921104      6943     857100 SH       DEFINED 9     857100         0         0
CELL GENESYS INC                   COMMON SHS      150921104        52       6400 SH       DEFINED A       6400         0         0
CELL THERAPEUTICS INC              COMMON SHS      150934107       205      25123 SH       DEFINED 9      25123         0         0
CELL THERAPEUTICS INC              COMMON SHS      150934107      2329     286100 SH       DEFINED A     286100         0         0
CEMEX SA                           AMER DEP RECPT  151290889    177011    4860264 SH       DEFINED 1    4859025         0      1239
CEMEX SA                           AMER DEP RECPT  151290889     16006     439475 SH       DEFINED 2     439475         0         0
CEMEX SA                           AMER DEP RECPT  151290889     13968     383528 SH       DEFINED 6     383528         0         0
CEMEX SA                           AMER DEP RECPT  151290889      1289      35400 SH       DEFINED 9      35400         0         0
CENDANT CORP                       COMMON SHS      151313103      1520      65000 SH       DEFINED 4      65000         0         0
CENDANT CORP                       COMMON SHS      151313103        46       1950 SH       DEFINED 9       1950         0         0
CENDANT CORP                       COMMON SHS      151313103     12978     555088 SH       DEFINED A     555088         0         0
CENTENE CORP                       COMMON SHS      15135B101     17767     626700 SH       DEFINED A     626700         0         0
CENTERPOINT ENERGY INC             COMMON SHS      15189T107     49300    4362800 SH       DEFINED A    4362800         0         0
CENTERPOINT PROPERTIES CORP        REAL EST INV TR 151895109     14364     299944 SH       DEFINED 9     299944         0         0
CENTERPOINT PROPERTIES CORP        CONVERT PREF    151895307      1310      11750 SH       DEFINED 9      11750         0         0
CENTRAL FUND CANADA- CLASS A       CLOSE END MUT F 153501101      7685    1405000 SH       DEFINED A    1405000         0         0
CENTRAL PARKING CORP               COMMON SHS      154785109      2721     179595 SH       DEFINED       179595         0         0
CENTRAL PARKING CORP               COMMON SHS      154785109     12353     815400 SH       DEFINED 2     815400         0         0
CENTRAL PARKING CORP               COMMON SHS      154785109       740      48844 SH       DEFINED 6      48844         0         0
CENTRAL PARKING CORP               COMMON SHS      154785109      7093     468200 SH       DEFINED 8     468200         0         0
CENTRAL VERMONT PUBLIC SERVICE COR COMMON SHS      155771108      1628      70000 SH       DEFINED 4      70000         0         0
CENTRAL VERMONT PUBLIC SERVICE COR COMMON SHS      155771108        70       3000 SH       DEFINED 9       3000         0         0
CENTRAL VERMONT PUBLIC SERVICE COR COMMON SHS      155771108      3936     169200 SH       DEFINED A     169200         0         0
CENTURYTEL INC                     COMMON SHS      156700106       670      18876 SH       DEFINED 9      18876         0         0
CERIDIAN CORP                      COMMON SHS      156779100     11892     650566 SH       DEFINED 1     650566         0         0
CERIDIAN CORP                      COMMON SHS      156779100      1139      62309 SH       DEFINED 6      62309         0         0
CERIDIAN CORP                      COMMON SHS      156779100       133       7300 SH       DEFINED 9       7300         0         0
CERTEGY INC                        COMMON SHS      156880106      7106     200000 SH       DEFINED 7     200000         0         0
CERTEGY INC                        COMMON SHS      156880106       123       3460 SH       DEFINED 9       3460         0         0
CHAMPPS ENTERTAINMENT INC          COMMON SHS      158787101      7930     920000 SH       DEFINED 4     920000         0         0
CHARLES RIVER ASSOCIATES INC       COMMON SHS      159852102     11360     242900 SH       DEFINED 9     242900         0         0
CHARLES RIVER ASSOCIATES INC       COMMON SHS      159852102        80       1700 SH       DEFINED A       1700         0         0
CHARLES SCHWAB CORP                COMMON SHS      808513105       996      83285 SH       DEFINED 9      83285         0         0
CHARMING SHOPPES INC               COMMON SHS      161133103     46850    5000000 SH       DEFINED 4    5000000         0         0
CHARMING SHOPPES INC               COMMON SHS      161133103        23       2481 SH       DEFINED 6       2481         0         0
CHARTERMAC                         LTD PARTNERSHIP 160908109        24       1000 SH       DEFINED 9       1000         0         0
CHARTERMAC                         LTD PARTNERSHIP 160908109     31579    1292100 SH       DEFINED A    1292100         0         0
CHECK POINT SOFTWARE TECHNOLOGIES  ORDINARY SHS    M22465104     20333     825546 SH       DEFINED       651695         0    173851
CHECK POINT SOFTWARE TECHNOLOGIES  ORDINARY SHS    M22465104    340335   13817909 SH       DEFINED 1   13809789         0      8120
CHECK POINT SOFTWARE TECHNOLOGIES  ORDINARY SHS    M22465104    213065    8650641 SH       DEFINED 2    8249673         0    400968
CHECK POINT SOFTWARE TECHNOLOGIES  ORDINARY SHS    M22465104     17269     701126 SH       DEFINED 6     701126         0         0
CHECK POINT SOFTWARE TECHNOLOGIES  ORDINARY SHS    M22465104     32550    1321572 SH       DEFINED 8    1321572         0         0
CHECK POINT SOFTWARE TECHNOLOGIES  ORDINARY SHS    M22465104      1698      68925 SH       DEFINED 9      68925         0         0
CHECK POINT SOFTWARE TECHNOLOGIES  ORDINARY SHS    M22465104      5918     240262 SH       DEFINED A     240262         0         0
CHEMICAL FINL CORP                 COMMON SHS      163731102       236       5500 SH       DEFINED 4       5400         0       100
CHESAPEAKE ENERGY CORP             COMMON SHS      165167107     11048     669600 SH       DEFINED       669600         0         0
CHESAPEAKE ENERGY CORP             COMMON SHS      165167107         1         51 SH       DEFINED 9         51         0         0
CHESAPEAKE ENERGY CORP             COMMON SHS      165167107    110753    6712295 SH       DEFINED A    6712295         0         0
CHESAPEAKE ENERGY CORP             CONVERT PREF    165167800       545       4500 SH       DEFINED 9       4500         0         0
CHEVRONTEXACO CORP                 COMMON SHS      166764100     18857     359109 SH       DEFINED       359109         0         0
CHEVRONTEXACO CORP                 COMMON SHS      166764100     10234     194902 SH       DEFINED 6     175237         0     19665
CHEVRONTEXACO CORP                 COMMON SHS      166764100      8770     167011 SH       DEFINED 8     100560         0     66451
CHEVRONTEXACO CORP                 COMMON SHS      166764100     36709     699093 SH       DEFINED 9     699093         0         0
CHEVRONTEXACO CORP                 COMMON SHS      166764100    348600    6638732 SH       DEFINED A    6612732         0     26000
CHICAGO MERCANTILE EXCHANGE        COMMON SHS      167760107       359       1571 SH       DEFINED 9       1571         0         0
CHICAGO MERCANTILE EXCHANGE        COMMON SHS      167760107     47734     208721 SH       DEFINED A     208721         0         0
CHICO'S FAS INC                    COMMON SHS      168615102      2226      48894 SH       DEFINED        48894         0         0
CHICO'S FAS INC                    COMMON SHS      168615102     28462     625135 SH       DEFINED 9     625135         0         0
CHICO'S FAS INC                    COMMON SHS      168615102     78199    1717523 SH       DEFINED A    1717523         0         0
CHINA LIFE INSURANCE CO LTD        AMER DEP RECPT  16939P106       680      25700 SH       DEFINED 9      25700         0         0
CHINA MOBILE (HONG KONG) LTD       AMER DEP RECPT  16941M109       970      56500 SH       DEFINED        56500         0         0
CHINA MOBILE (HONG KONG) LTD       AMER DEP RECPT  16941M109      1716     100000 SH       DEFINED 1     100000         0         0
CHINA MOBILE (HONG KONG) LTD       AMER DEP RECPT  16941M109     15284     890700 SH       DEFINED 2     890700         0         0
CHINA NETCOM GROUP CORP HONG KONG  AMER DEP RECPT  16940Q101       201       7500 SH       DEFINED A       7500         0         0
CHINA SOUTHERN AIRLINES CO LTD     AMER DEP RECPT  169409109       467      23500 SH       DEFINED 9      23500         0         0
CHIQUITA BRANDS INTERNATIONAL INC  COMMON SHS      170032809     17869     810000 SH       DEFINED 8     810000         0         0
CHIRON CORP                        COMMON SHS      170040109       381      11438 SH       DEFINED 9      11438         0         0
CHIRON CORP                        COMMON SHS      170040109      1077      32300 SH       DEFINED A      32300         0         0
CHOICEPOINT INC                    COMMON SHS      170388102      7358     160000 SH       DEFINED 7     160000         0         0
CHOICEPOINT INC                    COMMON SHS      170388102       602      13080 SH       DEFINED 9      13080         0         0
CHOICEPOINT INC                    COMMON SHS      170388102      5519     120000 SH       DEFINED A     120000         0         0
CHRISTOPHER & BANKS CORP           COMMON SHS      171046105     17642     956200 SH       DEFINED 4     950000         0      6200
CHROMCRAFT REVINGTON INC           COMMON SHS      171117104      2460     200000 SH       DEFINED 4     200000         0         0
CHUBB CORP                         COMMON SHS      171232101       100       1300 SH       DEFINED 6       1300         0         0
CHUBB CORP                         COMMON SHS      171232101        31        400 SH       DEFINED 8          0         0       400
CHUBB CORP                         COMMON SHS      171232101      9356     121667 SH       DEFINED 9     121667         0         0
CHUBB CORP                         COMMON SHS      171232101        12        160 SH       DEFINED A        160         0         0
CHUBB CORP                         CONVERT PREF    171232309        18        600 SH       DEFINED 9        600         0         0
CHUBB CORP                         CONVERT PREF    171232309      4439     150000 SH       DEFINED A     150000         0         0
CHUNGHWA TELECOM CO LTD            AMER DEP RECPT  17133Q205       221      10500 SH       DEFINED        10500         0         0
CHUNGHWA TELECOM CO LTD            AMER DEP RECPT  17133Q205    166677    7918155 SH       DEFINED 1    7908215         0      9940
CHUNGHWA TELECOM CO LTD            AMER DEP RECPT  17133Q205    138011    6556365 SH       DEFINED 2    6300946         0    255419
CHUNGHWA TELECOM CO LTD            AMER DEP RECPT  17133Q205     50629    2405200 SH       DEFINED 5    2405200         0         0
CHUNGHWA TELECOM CO LTD            AMER DEP RECPT  17133Q205     12216     580310 SH       DEFINED 6     580310         0         0
CHUNGHWA TELECOM CO LTD            AMER DEP RECPT  17133Q205      3338     158590 SH       DEFINED 8      77890         0     80700
CHUNGHWA TELECOM CO LTD            AMER DEP RECPT  17133Q205      1071      50900 SH       DEFINED 9      50900         0         0
CHUNGHWA TELECOM CO LTD            AMER DEP RECPT  17133Q205      2116     100510 SH       DEFINED A     100510         0         0
CHURCH & DWIGHT CO INC             COMMON SHS      171340102       401      11940 SH       DEFINED 9      11940         0         0
CIA DE BEBIDAS DAS AMERICAS (AMBEV DEP RCPT PFD    20441W203    183952    6493200 SH       DEFINED      5569200         0    924000
CIA DE BEBIDAS DAS AMERICAS (AMBEV DEP RCPT PFD    20441W203       380      13400 SH       DEFINED 9      13400         0         0
CIA VALE DO RIO DOCE               DEP RCPT PFD    204412100     79360    3255121 SH       DEFINED      2781336         0    473785
CIA VALE DO RIO DOCE               DEP RCPT PFD    204412100    112492    4614091 SH       DEFINED 1    4614091         0         0
CIA VALE DO RIO DOCE               DEP RCPT PFD    204412100     84568    3468735 SH       DEFINED 2    3352915         0    115820
CIA VALE DO RIO DOCE               DEP RCPT PFD    204412100     16027     657379 SH       DEFINED 6     657379         0         0
CIA VALE DO RIO DOCE               DEP RCPT PFD    204412100    108876    4465811 SH       DEFINED 8    4317111         0    148700
CIA VALE DO RIO DOCE               DEP RCPT PFD    204412100       765      31360 SH       DEFINED 9      31360         0         0
CIA VALE DO RIO DOCE               AMER DEP RECPT  204412209     29726    1024697 SH       DEFINED 1    1020217         0      4480
CIA VALE DO RIO DOCE               AMER DEP RECPT  204412209     11342     390980 SH       DEFINED 2     390980         0         0
CIA VALE DO RIO DOCE               AMER DEP RECPT  204412209       389      13400 SH       DEFINED 9      13400         0         0
CIA VALE DO RIO DOCE               AMER DEP RECPT  204412209       870      30000 SH       DEFINED A      30000         0         0
CIGNA CORP                         COMMON SHS      125509109     57250     701846 SH       DEFINED       556334         0    145512
CIGNA CORP                         COMMON SHS      125509109    454887    5576651 SH       DEFINED 1    5575871         0       780
CIGNA CORP                         COMMON SHS      125509109     17504     214590 SH       DEFINED 2     214590         0         0
CIGNA CORP                         COMMON SHS      125509109      4649      56995 SH       DEFINED 6      56995         0         0
CIGNA CORP                         COMMON SHS      125509109     17177     210580 SH       DEFINED 8     210580         0         0
CIGNA CORP                         COMMON SHS      125509109      1724      21134 SH       DEFINED 9      21134         0         0
CIGNA CORP                         COMMON SHS      125509109        31        382 SH       DEFINED A        382         0         0
CINERGY CORP                       COMMON SHS      172474108       446      10715 SH       DEFINED 9      10715         0         0
CINERGY CORP                       COMMON SHS      172474108    407587    9790700 SH       DEFINED A    9790700         0         0
CINTAS CORP                        COMMON SHS      172908105      1882      42900 SH       DEFINED 9      42900         0         0
CIRCOR INTERNATIONAL INC           COMMON SHS      17273K109     21722     937900 SH       DEFINED 4     935000         0      2900
CISCO SYSTEMS INC                  COMMON SHS      17275R102      2784     144228 SH       DEFINED       144228         0         0
CISCO SYSTEMS INC                  COMMON SHS      17275R102        25       1289 SH       DEFINED 6       1289         0         0
CISCO SYSTEMS INC                  COMMON SHS      17275R102     26055    1350000 SH       DEFINED 7    1350000         0         0
CISCO SYSTEMS INC                  COMMON SHS      17275R102         1         75 SH       DEFINED 8          0         0        75
CISCO SYSTEMS INC                  COMMON SHS      17275R102     84805    4394016 SH       DEFINED 9    4394016         0         0
CISCO SYSTEMS INC                  COMMON SHS      17275R102    124606    6456255 SH       DEFINED A    5801755         0    654500
CIT GROUP INC                      COMMON SHS      125581108    101262    2210000 SH       DEFINED 4    2210000         0         0
CIT GROUP INC                      COMMON SHS      125581108        23        500 SH       DEFINED 9        500         0         0
CIT GROUP INC                      COMMON SHS      125581108      3080      67223 SH       DEFINED A      67223         0         0
CITADEL BROADCASTING CORP          COMMON SHS      17285T106       460      28400 SH       DEFINED A      28400         0         0
CITIGROUP INC                      COMMON SHS      172967101      3412      70821 SH       DEFINED        70821         0         0
CITIGROUP INC                      COMMON SHS      172967101      8335     173000 SH       DEFINED 4     173000         0         0
CITIGROUP INC                      COMMON SHS      172967101     13432     278781 SH       DEFINED 6     252136         0     26645
CITIGROUP INC                      COMMON SHS      172967101     23595     489732 SH       DEFINED 8     398844         0     90888
CITIGROUP INC                      COMMON SHS      172967101    131924    2738146 SH       DEFINED 9    2738146         0         0
CITIGROUP INC                      COMMON SHS      172967101    125054    2595565 SH       DEFINED A    2308865         0    286700
CITIZENS COMMUNICATIONS CO         COMMON SHS      17453B101       265      19242 SH       DEFINED 9      19242         0         0
CITIZENS COMMUNICATIONS CO         COMMON SHS      17453B101      2311     167600 SH       DEFINED A     167600         0         0
CITRIX SYSTEMS INC                 COMMON SHS      177376100       605      24665 SH       DEFINED 9      24665         0         0
CITY INVESTING CO LIQUIDATING TRUS COMMON SHS      177900107     12602    6529648 SH       DEFINED 5    6529648         0         0
CITY NATIONAL CORP                 COMMON SHS      178566105      6376      90253 SH       DEFINED 5      90253         0         0
CITY NATIONAL CORP                 COMMON SHS      178566105       544       7700 SH       DEFINED 9       7700         0         0
CITY NATIONAL CORP                 COMMON SHS      178566105     75581    1069800 SH       DEFINED A    1069800         0         0
CLAIRE'S STORES INC                COMMON SHS      179584107      2366     111345 SH       DEFINED 9     111345         0         0
CLARCOR INC                        COMMON SHS      179895107        96       1759 SH       DEFINED         1759         0         0
CLARCOR INC                        COMMON SHS      179895107     12382     226075 SH       DEFINED 6     226075         0         0
CLEAR CHANNEL COMMUNICATIONS INC   COMMON SHS      184502102    199359    5952805 SH       DEFINED 5    5952805         0         0
CLEAR CHANNEL COMMUNICATIONS INC   COMMON SHS      184502102     16745     500000 SH       DEFINED 7     500000         0         0
CLEAR CHANNEL COMMUNICATIONS INC   COMMON SHS      184502102      1635      48830 SH       DEFINED 9      48830         0         0
CLEAR CHANNEL COMMUNICATIONS INC   COMMON SHS      184502102     18131     541374 SH       DEFINED A     370874         0    170500
CLOROX CO                          COMMON SHS      189054109      7314     124109 SH       DEFINED 9     124109         0         0
CLOROX CO                          COMMON SHS      189054109     17726     300803 SH       DEFINED A     300803         0         0
CMS ENERGY CORP                    CONVERTIBLE BD  125896AW0     74051   73500000 PRN      DEFINED A   73500000         0         0
CNA SURETY CORP                    COMMON SHS      12612L108       187      14000 SH       DEFINED 9      14000         0         0
CNET NETWORKS INC                  COMMON SHS      12613R104     42674    3800000 SH       DEFINED A    3800000         0         0
CNF INC                            COMMON SHS      12612W104      6039     120545 SH       DEFINED 9     120545         0         0
CNH GLOBAL NV                      ORDINARY SHS    N20935206        44       2290 SH       DEFINED         2290         0         0
CNH GLOBAL NV                      ORDINARY SHS    N20935206     11085     572279 SH       DEFINED 2     537479         0     34800
CNH GLOBAL NV                      ORDINARY SHS    N20935206     37646    1943500 SH       DEFINED 4    1939000         0      4500
CNOOC LTD                          AMER DEP RECPT  126132109        80       1480 SH       DEFINED 1       1480         0         0
CNOOC LTD                          AMER DEP RECPT  126132109      3595      66340 SH       DEFINED 8      66340         0         0
CNOOC LTD                          AMER DEP RECPT  126132109        54       1000 SH       DEFINED 9       1000         0         0
COACH INC                          COMMON SHS      189754104      6325     112154 SH       DEFINED 9     112154         0         0
COACH INC                          COMMON SHS      189754104      3738      66269 SH       DEFINED A      66269         0         0
COCA-COLA CO                       COMMON SHS      191216100      3244      77916 SH       DEFINED 6      65895         0     12021
COCA-COLA CO                       COMMON SHS      191216100     34348     825085 SH       DEFINED 9     825085         0         0
COCA-COLA CO                       COMMON SHS      191216100     69865    1678234 SH       DEFINED A    1349534         0    328700
COCA-COLA ENTERPRISES INC          COMMON SHS      191219104    112442    5392900 SH       DEFINED 5    5392900         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     30149    7671600 SH       DEFINED 5    7671600         0         0
COGNEX CORP                        COMMON SHS      192422103      8685     311300 SH       DEFINED 9     311300         0         0
COGNEX CORP                        COMMON SHS      192422103        64       2300 SH       DEFINED A       2300         0         0
COGNIZANT TECHNOLOGY SOLUTIONS COR COMMON SHS      192446102       181       4272 SH       DEFINED 9       4272         0         0
COGNIZANT TECHNOLOGY SOLUTIONS COR COMMON SHS      192446102    227294    5369573 SH       DEFINED A    5369573         0         0
COGNOS INC                         COMMON SHS      19244C109         9        200 SH       DEFINED 9        200         0         0
COGNOS INC                         COMMON SHS      19244C109     65246    1480850 SH       DEFINED A    1480850         0         0
COHERENT INC                       COMMON SHS      192479103       114       3756 SH       DEFINED         3756         0         0
COHERENT INC                       COMMON SHS      192479103     15563     511252 SH       DEFINED 6     511252         0         0
COHERENT INC                       COMMON SHS      192479103        49       1600 SH       DEFINED 9       1600         0         0
COHERENT INC                       COMMON SHS      192479103     73358    2409921 SH       DEFINED A    2409921         0         0
COHU INC                           COMMON SHS      192576106     21862    1177900 SH       DEFINED 4    1176200         0      1700
COINSTAR INC                       COMMON SHS      19259P300      3983     148436 SH       DEFINED       148436         0         0
COINSTAR INC                       COMMON SHS      19259P300     15537     579100 SH       DEFINED 2     579100         0         0
COINSTAR INC                       COMMON SHS      19259P300     24380     908700 SH       DEFINED 8     908700         0         0
COLGATE-PALMOLIVE CO               COMMON SHS      194162103       336       6569 SH       DEFINED 6       6569         0         0
COLGATE-PALMOLIVE CO               COMMON SHS      194162103        21        405 SH       DEFINED 8        175         0       230
COLGATE-PALMOLIVE CO               COMMON SHS      194162103      5907     115466 SH       DEFINED 9     115466         0         0
COLGATE-PALMOLIVE CO               COMMON SHS      194162103     32327     631879 SH       DEFINED A     490179         0    141700
COLOMBIA REPUBLIC OF               LT GOVT BND FXD 195325AT2      5725      50000 PRN      DEFINED 2      50000         0         0
COMCAST CORP                       COMMON SHS      20030N101      2085      62636 SH       DEFINED 2      62636         0         0
COMCAST CORP                       COMMON SHS      20030N101         1         35 SH       DEFINED 8          0         0        35
COMCAST CORP                       COMMON SHS      20030N101      6694     201147 SH       DEFINED 9     201147         0         0
COMCAST CORP                       COMMON SHS      20030N101       733      22036 SH       DEFINED A      22036         0         0
COMCAST CORP                       COMMON SHS      20030N200     35290    1074600 SH       DEFINED 5    1074600         0         0
COMCAST CORP                       COMMON SHS      20030N200      4235     128970 SH       DEFINED 9     128970         0         0
COMCAST CORP                       COMMON SHS      20030N200      4926     150000 SH       DEFINED A     150000         0         0
COMERICA INC                       COMMON SHS      200340107       444       7283 SH       DEFINED 9       7283         0         0
COMERICA INC                       COMMON SHS      200340107    226994    3720000 SH       DEFINED A    3720000         0         0
COMMERCE BANCORP INC               COMMON SHS      200519106      2649      41136 SH       DEFINED 9      41136         0         0
COMMERCE BANCORP INC               COMMON SHS      200519106     54585     847600 SH       DEFINED A     847600         0         0
COMMERCIAL VEHICLE GROUP INC       COMMON SHS      202608105     11834     542100 SH       DEFINED 9     542100         0         0
COMMERCIAL VEHICLE GROUP INC       COMMON SHS      202608105        70       3200 SH       DEFINED A       3200         0         0
COMMONWEALTH TELEPHONE ENTERPRISES COMMON SHS      203349105      6491     130700 SH       DEFINED 9     130700         0         0
COMMONWEALTH TELEPHONE ENTERPRISES COMMON SHS      203349105        45        900 SH       DEFINED A        900         0         0
COMMUNITY BANCORP INC              COMMON SHS      20343T100      1181      38600 SH       DEFINED 9      38600         0         0
COMMUNITY HEALTH SYSTEMS INC       COMMON SHS      203668108     74660    2677900 SH       DEFINED A    2677900         0         0
COMPANHIA PARANAENSE DE ENERGIA-CO DEP RCPT PFD    20441B407     33883    7580029 SH       DEFINED      7580029         0         0
COMPANIA DE MINAS BUENAVENTURA SA  AMER DEP RECPT  204448104     20912     913200 SH       DEFINED 5     913200         0         0
COMPANIA DE MINAS BUENAVENTURA SA  AMER DEP RECPT  204448104     22648     988986 SH       DEFINED A     988986         0         0
COMPANIA DE TELECOMUNICACIONES DE  AMER DEP RECPT  204449300       288      25650 SH       DEFINED        25650         0         0
COMPANIA DE TELECOMUNICACIONES DE  AMER DEP RECPT  204449300      1933     171983 SH       DEFINED 8     171983         0         0
COMPASS BANCSHARES INC             COMMON SHS      20449H109       662      13596 SH       DEFINED 9      13596         0         0
COMPUTER ASSOCIATES INTERNATIONAL  COMMON SHS      204912109       874      28137 SH       DEFINED 9      28137         0         0
COMPUTER ASSOCIATES INTERNATIONAL  COMMON SHS      204912109     14938     480947 SH       DEFINED A     370947         0    110000
COMPUTER SCIENCES CORP             COMMON SHS      205363104     56370    1000000 SH       DEFINED 7    1000000         0         0
COMPUTER SCIENCES CORP             COMMON SHS      205363104      5782     102575 SH       DEFINED 8      62600         0     39975
COMPUTER SCIENCES CORP             COMMON SHS      205363104      3301      58553 SH       DEFINED 9      58553         0         0
COMPUTER SCIENCES CORP             COMMON SHS      205363104      1973      35000 SH       DEFINED A      35000         0         0
COMPUWARE CORP                     COMMON SHS      205638109        73      11350 SH       DEFINED 9      11350         0         0
COMVERSE TECHNOLOGY INC            COMMON SHS      205862402       204       8350 SH       DEFINED 9       8350         0         0
COMVERSE TECHNOLOGY INC            COMMON SHS      205862402     35690    1459700 SH       DEFINED A    1459700         0         0
CONAGRA FOODS INC                  COMMON SHS      205887102     12987     441000 SH       DEFINED       441000         0         0
CONAGRA FOODS INC                  COMMON SHS      205887102         2         69 SH       DEFINED 8          0         0        69
CONAGRA FOODS INC                  COMMON SHS      205887102      2388      81090 SH       DEFINED 9      81090         0         0
CONCEPTUS INC                      COMMON SHS      206016107        41       5055 SH       DEFINED         5055         0         0
CONCEPTUS INC                      COMMON SHS      206016107      2285     281537 SH       DEFINED 6     281537         0         0
CONCEPTUS INC                      COMMON SHS      206016107      2719     335100 SH       DEFINED A     335100         0         0
CONEXANT SYSTEMS INC               COMMON SHS      207142100       597     300000 SH       DEFINED 7     300000         0         0
CONEXANT SYSTEMS INC               CONVERTIBLE BD  207142AF7    105885  117000000 PRN      DEFINED A  117000000         0         0
CONNETICS CORP                     COMMON SHS      208192104      5373     221200 SH       DEFINED A     221200         0         0
CONOCOPHILLIPS                     COMMON SHS      20825C104        81        932 SH       DEFINED          932         0         0
CONOCOPHILLIPS                     COMMON SHS      20825C104      2344      27000 SH       DEFINED 4      27000         0         0
CONOCOPHILLIPS                     COMMON SHS      20825C104      3011      34681 SH       DEFINED 6      34681         0         0
CONOCOPHILLIPS                     COMMON SHS      20825C104     14453     166451 SH       DEFINED 8     145984         0     20467
CONOCOPHILLIPS                     COMMON SHS      20825C104     13927     160392 SH       DEFINED 9     160392         0         0
CONOCOPHILLIPS                     COMMON SHS      20825C104      4798      55263 SH       DEFINED A      55263         0         0
CONSECO INC                        CONVERT PREF    208464867      6019     225000 SH       DEFINED A     225000         0         0
CONSECO INC                        COMMON SHS      208464883    102196    5122600 SH       DEFINED 5    5122600         0         0
CONSOL ENERGY INC                  COMMON SHS      20854P109     20069     488900 SH       DEFINED 4     483500         0      5400
CONSOL ENERGY INC                  COMMON SHS      20854P109      3518      85700 SH       DEFINED 5      85700         0         0
CONSOLIDATED EDISON INC            COMMON SHS      209115104      2694      61576 SH       DEFINED 9      61576         0         0
CONSTELLATION BRANDS INC           COMMON SHS      21036P108      8735     187801 SH       DEFINED 9     187801         0         0
CONSTELLATION BRANDS INC           CONVERT PREF    21036P306      6083     161145 SH       DEFINED 9     161145         0         0
CONSTELLATION BRANDS INC           CONVERT PREF    21036P306      7240     191800 SH       DEFINED A     191800         0         0
CONSTELLATION ENERGY GROUP         COMMON SHS      210371100       382       8750 SH       DEFINED 9       8750         0         0
CONTINENTAL AIRLINES INC           COMMON SHS      210795308      6770     500000 SH       DEFINED 7     500000         0         0
CONTINENTAL AIRLINES INC           COMMON SHS      210795308        14       1000 SH       DEFINED 9       1000         0         0
CONTINENTAL AIRLINES INC           COMMON SHS      210795308        39       2857 SH       DEFINED A       2857         0         0
CONTINENTAL MATERIAL CORP          COMMON SHS      211615307      2699      99500 SH       DEFINED 4      99500         0         0
COOPER CAMERON CORP                COMMON SHS      216640102       334       6200 SH       DEFINED 9       6200         0         0
COOPER COMPANIES INC               COMMON SHS      216648402      3263      46220 SH       DEFINED        46220         0         0
COOPER COMPANIES INC               COMMON SHS      216648402     21392     303040 SH       DEFINED 9     303040         0         0
COOPER COMPANIES INC               COMMON SHS      216648402     24772     350929 SH       DEFINED A     350929         0         0
CORE LABORATORIES NV               COMMON SHS      N22717107         1         30 SH       DEFINED 9         30         0         0
CORE LABORATORIES NV               COMMON SHS      N22717107     21015     900000 SH       DEFINED A     900000         0         0
CORINTHIAN COLLEGES INC            COMMON SHS      218868107      4423     234700 SH       DEFINED       234700         0         0
CORINTHIAN COLLEGES INC            COMMON SHS      218868107     12873     683100 SH       DEFINED 8     683100         0         0
CORINTHIAN COLLEGES INC            COMMON SHS      218868107        23       1225 SH       DEFINED 9       1225         0         0
CORIXA CORP                        COMMON SHS      21887F100         9       2500 SH       DEFINED 9       2500         0         0
CORIXA CORP                        COMMON SHS      21887F100      3942    1083000 SH       DEFINED A    1083000         0         0
CORN PRODUCTS INTL INC             COMMON SHS      219023108     59987    1120000 SH       DEFINED 4    1120000         0         0
CORN PRODUCTS INTL INC             COMMON SHS      219023108      1395      26054 SH       DEFINED 9      26054         0         0
CORNING INC                        COMMON SHS      219350105     13828    1174840 SH       DEFINED 9    1174840         0         0
CORNING INC                        COMMON SHS      219350105         2        182 SH       DEFINED A        182         0         0
CORPORATE EXECUTIVE BOARD CO       COMMON SHS      21988R102       857      12800 SH       DEFINED 9      12800         0         0
CORPORATE EXECUTIVE BOARD CO       COMMON SHS      21988R102     66431     992400 SH       DEFINED A     992400         0         0
CORPORATE OFFICE PROPERTIES TRUST  REAL EST INV TR 22002T108       336      11463 SH       DEFINED 6      11463         0         0
CORPORATE OFFICE PROPERTIES TRUST  REAL EST INV TR 22002T108     35828    1220700 SH       DEFINED A    1220700         0         0
COST PLUS INC                      COMMON SHS      221485105        47       1450 SH       DEFINED         1450         0         0
COST PLUS INC                      COMMON SHS      221485105      6005     186908 SH       DEFINED 6     186908         0         0
COST PLUS INC                      COMMON SHS      221485105     35526    1105700 SH       DEFINED A    1105700         0         0
COSTCO WHOLESALE CORP              COMMON SHS      22160K105      3697      76360 SH       DEFINED 8      49095         0     27265
COSTCO WHOLESALE CORP              COMMON SHS      22160K105     35215     727431 SH       DEFINED 9     727431         0         0
COTHERIX INC                       COMMON SHS      22163T103      3898     327000 SH       DEFINED A     327000         0         0
COTT CORP                          ORDINARY SHS    22163N106        40       1340 SH       DEFINED         1340         0         0
COTT CORP                          ORDINARY SHS    22163N106    117769    3967972 SH       DEFINED 8    2080847         0   1887125
COTT CORP                          COMMON SHS      22163N106        92       3700 SH       DEFINED 9       3700         0         0
COUNTRYWIDE FINANCIAL CORP         COMMON SHS      222372104       452      12225 SH       DEFINED        12225         0         0
COUNTRYWIDE FINANCIAL CORP         COMMON SHS      222372104        29        790 SH       DEFINED 6        790         0         0
COUNTRYWIDE FINANCIAL CORP         COMMON SHS      222372104     34261     925723 SH       DEFINED 9     925723         0         0
COUNTRYWIDE FINANCIAL CORP         COMMON SHS      222372104     85239    2303130 SH       DEFINED A    2089130         0    214000
COUNTRYWIDE FINANCIAL CORP         CONVERT ZERO CP 222372AG9       860       5000 PRN      DEFINED 9       5000         0         0
COUNTRYWIDE FINANCIAL CORP         CONVERT ZERO CP 222372AG9   1032000    6000000 PRN      DEFINED A    6000000         0         0
COURIER CORP                       COMMON SHS      222660102      7788     150000 SH       DEFINED 4     150000         0         0
COUSINS PROPERTIES INC             REAL EST INV TR 222795106        84       2780 SH       DEFINED 6       2780         0         0
COUSINS PROPERTIES INC             REAL EST INV TR 222795106       272       9000 SH       DEFINED 9       9000         0         0
COUSINS PROPERTIES INC             REAL EST INV TR 222795106      9568     316100 SH       DEFINED A     316100         0         0
COVENTRY HEALTH CARE INC           COMMON SHS      222862104        30        570 SH       DEFINED 9        570         0         0
COVENTRY HEALTH CARE INC           COMMON SHS      222862104    110174    2075617 SH       DEFINED A    2075617         0         0
COX RADIO INC                      COMMON SHS      224051102        48       2900 SH       DEFINED         2900         0         0
COX RADIO INC                      COMMON SHS      224051102      6237     378476 SH       DEFINED 6     378476         0         0
CP SHIPS LTD                       ORDINARY SHS    22409V102      9133     531290 SH       DEFINED 8     531290         0         0
CP SHIPS LTD                       COMMON SHS      22409V102         3        225 SH       DEFINED 9        225         0         0
CREDICORP LTD                      ORDINARY SHS    G2519Y108      7809     493900 SH       DEFINED       353200         0    140700
CREDICORP LTD                      ORDINARY SHS    G2519Y108      3859     244100 SH       DEFINED 8     244100         0         0
CREE INC                           COMMON SHS      225447101      2283      56957 SH       DEFINED 9      56957         0         0
CROWN CASTLE INTERNATIONAL CORP    COMMON SHS      228227104      2359     141771 SH       DEFINED A     141771         0         0
CRT PROPERTIES INC                 REAL EST INV TR 22876P109        45       1900 SH       DEFINED 9       1900         0         0
CRT PROPERTIES INC                 REAL EST INV TR 22876P109     19983     837500 SH       DEFINED A     837500         0         0
CSX CORP                           COMMON SHS      126408103     95755    2389100 SH       DEFINED 5    2389100         0         0
CSX CORP                           COMMON SHS      126408103       511      12741 SH       DEFINED 9      12741         0         0
CTI MOLECULAR IMAGING INC          COMMON SHS      22943D105     20770    1463700 SH       DEFINED A    1463700         0         0
CUBIST PHARMACEUTICALS INC         COMMON SHS      229678107       592      50000 SH       DEFINED 6      50000         0         0
CUBIST PHARMACEUTICALS INC         COMMON SHS      229678107      5412     457500 SH       DEFINED A     457500         0         0
CULLEN FROST BANKERS INC           COMMON SHS      229899109       493      10144 SH       DEFINED 9      10144         0         0
CULLEN FROST BANKERS INC           COMMON SHS      229899109     34404     707900 SH       DEFINED A     707900         0         0
CUMULUS MEDIA INC                  COMMON SHS      231082108     16076    1066033 SH       DEFINED A    1066033         0         0
CUNO INC                           COMMON SHS      126583103      5120      86200 SH       DEFINED 7      86200         0         0
CUNO INC                           COMMON SHS      126583103     18349     308900 SH       DEFINED A     308900         0         0
CV THERAPEUTICS INC                COMMON SHS      126667104      1955      85000 SH       DEFINED A      85000         0         0
CVS CORP                           COMMON SHS      126650100      4683     103896 SH       DEFINED 9     103896         0         0
CYBERGUARD CORPORATION             COMMON SHS      231910100        23       3605 SH       DEFINED         3605         0         0
CYBERGUARD CORPORATION             COMMON SHS      231910100      2766     439082 SH       DEFINED 6     439082         0         0
CYBERGUARD CORPORATION             COMMON SHS      231910100         0         60 SH       DEFINED 9         60         0         0
CYMER INC                          COMMON SHS      232572107       292       9900 SH       DEFINED 9       9900         0         0
CYPRESS BIOSCIENCE INC             COMMON SHS      232674507      1406     100000 SH       DEFINED 6     100000         0         0
CYPRESS BIOSCIENCE INC             COMMON SHS      232674507      4190     298000 SH       DEFINED A     298000         0         0
CYTOKINETICS INC                   COMMON SHS      23282W100      1626     158600 SH       DEFINED A     158600         0         0
CYTYC CORP                         COMMON SHS      232946103       529      19200 SH       DEFINED 9      19200         0         0
CYTYC CORP                         COMMON SHS      232946103     76124    2761100 SH       DEFINED A    2761100         0         0
D & K HEALTHCARE RESOURCES INC     COMMON SHS      232861104      5333     660000 SH       DEFINED 4     660000         0         0
D & K HEALTHCARE RESOURCES INC     COMMON SHS      232861104        80       9875 SH       DEFINED 8       9875         0         0
D R HORTON INC                     COMMON SHS      23331A109     69641    1727625 SH       DEFINED 4    1727625         0         0
D R HORTON INC                     COMMON SHS      23331A109      7223     179196 SH       DEFINED 9     179196         0         0
D R HORTON INC                     COMMON SHS      23331A109      4434     110002 SH       DEFINED A     110002         0         0
DAIMLERCHRYSLER AG                 ORDINARY SHS    D1668R123      7141     148615 SH       DEFINED 9     148615         0         0
DANA CORP                          COMMON SHS      235811106       260      15000 SH       DEFINED 9      15000         0         0
DANAHER CORP                       COMMON SHS      235851102      5329      92823 SH       DEFINED 9      92823         0         0
DAVITA INC                         COMMON SHS      23918K108         1         21 SH       DEFINED 9         21         0         0
DAVITA INC                         COMMON SHS      23918K108     15143     383076 SH       DEFINED A     383076         0         0
DEAN FOODS INC                     COMMON SHS      242370104      3645     110622 SH       DEFINED 9     110622         0         0
DEAN FOODS INC                     COMMON SHS      242370104     83054    2520622 SH       DEFINED A    2335622         0    185000
DECKERS OUTDOOR CORP               COMMON SHS      243537107      5723     121800 SH       DEFINED 9     121800         0         0
DECOMA INTERNATIONAL INC           ORDINARY SHS    24359C100     20380    1447460 SH       DEFINED 8    1447460         0         0
DEERE & CO                         COMMON SHS      244199105     19865     267000 SH       DEFINED 7     267000         0         0
DEERE & CO                         COMMON SHS      244199105      2321      31190 SH       DEFINED 9      31190         0         0
DEL MONTE FOODS CO                 COMMON SHS      24522P103         4        357 SH       DEFINED 6        357         0         0
DEL MONTE FOODS CO                 COMMON SHS      24522P103      1224     111031 SH       DEFINED 9     111031         0         0
DELL INC                           COMMON SHS      24702R101       481      11420 SH       DEFINED        11420         0         0
DELL INC                           COMMON SHS      24702R101     21070     500000 SH       DEFINED 7     500000         0         0
DELL INC                           COMMON SHS      24702R101     17458     414274 SH       DEFINED 9     414274         0         0
DELL INC                           COMMON SHS      24702R101    117599    2790680 SH       DEFINED A    2548180         0    242500
DELPHI CORP                        COMMON SHS      247126105       109      12094 SH       DEFINED 9      12094         0         0
DELTA AIR LINES INC                COMMON SHS      247361108      7480    1000000 SH       DEFINED 7    1000000         0         0
DELTA AIR LINES INC                COMMON SHS      247361108        15       2040 SH       DEFINED 9       2040         0         0
DELTA APPAREL INC                  COMMON SHS      247368103      8245     340000 SH       DEFINED 4     340000         0         0
DELUXE CORP                        COMMON SHS      248019101       511      13700 SH       DEFINED 9      13700         0         0
DELUXE CORP                        COMMON SHS      248019101        18        473 SH       DEFINED A        473         0         0
DENBURY RESOURCES INC              COMMON SHS      247916208     26157     952900 SH       DEFINED A     952900         0         0
DENDREON CORP                      COMMON SHS      24823Q107       408      37829 SH       DEFINED        37829         0         0
DENDREON CORP                      COMMON SHS      24823Q107      4410     409100 SH       DEFINED 9     409100         0         0
DENDREON CORP                      COMMON SHS      24823Q107        32       3000 SH       DEFINED A       3000         0         0
DENDRITE INTERNATIONAL INC         COMMON SHS      248239105     13791     710900 SH       DEFINED 9     710900         0         0
DENDRITE INTERNATIONAL INC         COMMON SHS      248239105        95       4900 SH       DEFINED A       4900         0         0
DENTSPLY INTERNATIONAL INC         COMMON SHS      249030107        87       1550 SH       DEFINED 9       1550         0         0
DENTSPLY INTERNATIONAL INC         COMMON SHS      249030107     77208    1373810 SH       DEFINED A    1373810         0         0
DEUTSCHE BANK AG                   ORDINARY SHS    D18190898       392       4400 SH       DEFINED 9       4400         0         0
DEUTSCHE TELEKOM AG                AMER DEP RECPT  251566105       219       9659 SH       DEFINED 9       9659         0         0
DEVELOPERS DIVERSIFIED REALTY CORP REAL EST INV TR 251591103        27        600 SH       DEFINED 9        600         0         0
DEVELOPERS DIVERSIFIED REALTY CORP REAL EST INV TR 251591103    239838    5405400 SH       DEFINED A    5405400         0         0
DEVON ENERGY CORP                  COMMON SHS      25179M103     12090     310650 SH       DEFINED       310650         0         0
DEVON ENERGY CORP                  COMMON SHS      25179M103        19        494 SH       DEFINED 6        494         0         0
DEVON ENERGY CORP                  COMMON SHS      25179M103      1540      39572 SH       DEFINED 9      39572         0         0
DEVON ENERGY CORP                  COMMON SHS      25179M103     55350    1422145 SH       DEFINED A    1206145         0    216000
DEVON ENERGY CORP                  CONVERTIBLE BD  25179MAA1       124     112000 PRN      DEFINED 9     112000         0         0
DEVRY INC                          COMMON SHS      251893103       224      12900 SH       DEFINED 9      12900         0         0
DEX MEDIA INC                      COMMON SHS      25212E100      1437      57560 SH       DEFINED 6      49824         0      7736
DEX MEDIA INC                      COMMON SHS      25212E100       357      14300 SH       DEFINED 9      14300         0         0
DEX MEDIA INC                      COMMON SHS      25212E100    272581   10920700 SH       DEFINED A   10879000         0     41700
DIAGEO PLC                         AMER DEP RECPT  25243Q205        85       1472 SH       DEFINED         1472         0         0
DIAGEO PLC                         AMER DEP RECPT  25243Q205      6022     104040 SH       DEFINED 8     104000         0        40
DIAGEO PLC                         AMER DEP RECPT  25243Q205      8874     153319 SH       DEFINED 9     153319         0         0
DIAMOND OFFSHORE DRILLING INC      COMMON SHS      25271C102       207       5167 SH       DEFINED 9       5167         0         0
DIAMONDS TRUST                     OPEN END UT TR  252787106      1611      14986 SH       DEFINED 9      14986         0         0
DIEBOLD INC                        COMMON SHS      253651103     58851    1056000 SH       DEFINED 4    1054000         0      2000
DIEBOLD INC                        COMMON SHS      253651103      1798      32268 SH       DEFINED 6      29421         0      2847
DIEBOLD INC                        COMMON SHS      253651103      1544      27700 SH       DEFINED 9      27700         0         0
DIEBOLD INC                        COMMON SHS      253651103     27553     494400 SH       DEFINED A     346900         0    147500
DIGENE CORP                        COMMON SHS      253752109     22086     844600 SH       DEFINED A     844600         0         0
DIGITAL REALTY TRUST INC           REAL EST INV TR 253868103       227      16820 SH       DEFINED 6      16820         0         0
DIGITAL REALTY TRUST INC           REAL EST INV TR 253868103     37716    2800000 SH       DEFINED A    2800000         0         0
DIGITAL RIVER INC                  COMMON SHS      25388B104       757      18192 SH       DEFINED A      18192         0         0
DIGITAL THEATER SYSTEMS INC        COMMON SHS      25389G102       801      39800 SH       DEFINED A      39800         0         0
DILLARDS INC                       COMMON SHS      254067101     60820    2263500 SH       DEFINED 4    2259000         0      4500
DILLARDS INC                       COMMON SHS      254067101         3        100 SH       DEFINED 9        100         0         0
DILLARDS INC                       COMMON SHS      254067101         0          9 SH       DEFINED A          9         0         0
DIMON INC                          COMMON SHS      254394109     21129    3144200 SH       DEFINED 4    3144200         0         0
DIONEX CORP                        COMMON SHS      254546104     14168     250000 SH       DEFINED 7     250000         0         0
DIONEX CORP                        COMMON SHS      254546104       656      11572 SH       DEFINED 9      11572         0         0
DIRECTV GROUP INC                  COMMON SHS      25459L106     12153     725976 SH       DEFINED       480548         0    245428
DIRECTV GROUP INC                  COMMON SHS      25459L106    474734   28359269 SH       DEFINED 1   28338679         0     20590
DIRECTV GROUP INC                  COMMON SHS      25459L106     17018    1016620 SH       DEFINED 2    1016620         0         0
DIRECTV GROUP INC                  COMMON SHS      25459L106      3844     229659 SH       DEFINED 6     229659         0         0
DIRECTV GROUP INC                  COMMON SHS      25459L106         1         77 SH       DEFINED 8          0         0        77
DIRECTV GROUP INC                  COMMON SHS      25459L106      3160     188773 SH       DEFINED 9     188773         0         0
DIRECTV GROUP INC                  COMMON SHS      25459L106      5862     350202 SH       DEFINED A     350202         0         0
DISCOVERY PARTNERS INTERNATIONAL I COMMON SHS      254675101       344      72400 SH       DEFINED A      72400         0         0
DIXIE GROUP INC                    COMMON SHS      255519100      6828     405000 SH       DEFINED 4     405000         0         0
DNP SELECT INCOME FUND INC         CLOSE END MUT F 23325P104       344      28901 SH       DEFINED 9      28901         0         0
DOBSON COMMUNICATIONS CORP         COMMON SHS      256069105      3307    1922487 SH       DEFINED A    1922487         0         0
DOLLAR GENERAL CORP                COMMON SHS      256669102     65164    3137400 SH       DEFINED A    3137400         0         0
DOLLAR THRIFTY AUTOMOTIVE GROUP IN COMMON SHS      256743105     64990    2152000 SH       DEFINED 4    2150000         0      2000
DOLLAR TREE STORES INC             COMMON SHS      256747106        20        704 SH       DEFINED 6        704         0         0
DOLLAR TREE STORES INC             COMMON SHS      256747106        29       1000 SH       DEFINED 9       1000         0         0
DOLLAR TREE STORES INC             COMMON SHS      256747106    113886    3970936 SH       DEFINED A    3514236         0    456700
DOMINION RESOURCES INC             COMMON SHS      25746U109      3864      57039 SH       DEFINED 6      53475         0      3564
DOMINION RESOURCES INC             COMMON SHS      25746U109      6204      91579 SH       DEFINED 9      91579         0         0
DOMINION RESOURCES INC             COMMON SHS      25746U109    562334    8301359 SH       DEFINED A    8301359         0         0
DOMTAR INC                         ORDINARY SHS    257561100      2951     203530 SH       DEFINED        14900         0    188630
DOMTAR INC                         ORDINARY SHS    257561100     21815    1504500 SH       DEFINED 1    1504500         0         0
DOMTAR INC                         ORDINARY SHS    257561100     16275    1122440 SH       DEFINED 2    1074370         0     48070
DOMTAR INC                         ORDINARY SHS    257561100     14568    1004700 SH       DEFINED 8    1004700         0         0
DOMTAR INC                         ORDINARY SHS    257561100       339      23410 SH       DEFINED 9      23410         0         0
DONALDSON CO INC                   COMMON SHS      257651109     29355     901000 SH       DEFINED 4     901000         0         0
DORAL FINANCIAL CORP               COMMON SHS      25811P100      4437      90100 SH       DEFINED A      90100         0         0
DOREL INDUSTRIES INC               ORDINARY SHS    25822C205    175380    4243406 SH       DEFINED 8    2394428         0   1848978
DOV PHARMACEUTICAL INC             COMMON SHS      259858108       903      50000 SH       DEFINED 6      50000         0         0
DOV PHARMACEUTICAL INC             COMMON SHS      259858108      6984     386900 SH       DEFINED A     386900         0         0
DOVER CORP                         COMMON SHS      260003108     62411    1488100 SH       DEFINED 4    1488100         0         0
DOVER CORP                         COMMON SHS      260003108        34        800 SH       DEFINED 6        800         0         0
DOVER CORP                         COMMON SHS      260003108      2509      59829 SH       DEFINED 9      59829         0         0
DOW CHEMICAL CO                    COMMON SHS      260543103     45037     909653 SH       DEFINED       705644         0    204009
DOW CHEMICAL CO                    COMMON SHS      260543103    152117    3072442 SH       DEFINED 1    3068812         0      3630
DOW CHEMICAL CO                    COMMON SHS      260543103     21123     426640 SH       DEFINED 2     426640         0         0
DOW CHEMICAL CO                    COMMON SHS      260543103     11699     236300 SH       DEFINED 6     223299         0     13001
DOW CHEMICAL CO                    COMMON SHS      260543103      9828     198500 SH       DEFINED 8     198500         0         0
DOW CHEMICAL CO                    COMMON SHS      260543103     22234     449090 SH       DEFINED 9     449090         0         0
DOW CHEMICAL CO                    COMMON SHS      260543103    198724    4013812 SH       DEFINED A    3924112         0     89700
DOW JONES & CO INC                 COMMON SHS      260561105     29332     681180 SH       DEFINED 5     681180         0         0
DOW JONES & CO INC                 COMMON SHS      260561105      4241      98500 SH       DEFINED 6      89542         0      8958
DOW JONES & CO INC                 COMMON SHS      260561105      1039      24126 SH       DEFINED 9      24126         0         0
DOW JONES & CO INC                 COMMON SHS      260561105    103240    2397584 SH       DEFINED A    2215584         0    182000
DPL INC                            COMMON SHS      233293109        59       2362 SH       DEFINED 9       2362         0         0
DPL INC                            COMMON SHS      233293109     52736    2100191 SH       DEFINED A    2100191         0         0
DREAMWORKS ANIMATION INC           COMMON SHS      26153C103        15        400 SH       DEFINED 9        400         0         0
DREAMWORKS ANIMATION INC           COMMON SHS      26153C103      7427     198000 SH       DEFINED A     198000         0         0
DST SYSTEMS INC                    COMMON SHS      233326107       480       9200 SH       DEFINED 9       9200         0         0
DTE ENERGY COMPANY                 COMMON SHS      233331107      4859     112663 SH       DEFINED        63043         0     49620
DTE ENERGY COMPANY                 COMMON SHS      233331107    364090    8441685 SH       DEFINED 1    8441685         0         0
DTE ENERGY COMPANY                 COMMON SHS      233331107      3157      73200 SH       DEFINED 2      73200         0         0
DTE ENERGY COMPANY                 COMMON SHS      233331107      1090      25280 SH       DEFINED 8      25280         0         0
DTE ENERGY COMPANY                 COMMON SHS      233331107      4118      95478 SH       DEFINED 9      95478         0         0
DTE ENERGY COMPANY                 COMMON SHS      233331107    268484    6225000 SH       DEFINED A    6225000         0         0
DUCKWALL ALCO STORES INC           COMMON SHS      264142100      5824     330000 SH       DEFINED 4     330000         0         0
DUKE ENERGY CORP                   COMMON SHS      264399106     13042     514900 SH       DEFINED       514900         0         0
DUKE ENERGY CORP                   COMMON SHS      264399106        15        600 SH       DEFINED 6        600         0         0
DUKE ENERGY CORP                   COMMON SHS      264399106     13816     545450 SH       DEFINED 9     545450         0         0
DUKE ENERGY CORP                   COMMON SHS      264399106    150325    5934650 SH       DEFINED A    5934650         0         0
DUKE REALTY CORP                   REAL EST INV TR 264411505        46       1355 SH       DEFINED 6       1355         0         0
DUKE REALTY CORP                   REAL EST INV TR 264411505       109       3200 SH       DEFINED 9       3200         0         0
DUKE REALTY CORP                   REAL EST INV TR 264411505      3969     116248 SH       DEFINED A     116248         0         0
DUN & BRADSTREET CORP              COMMON SHS      26483E100      7277     122000 SH       DEFINED 7     122000         0         0
DUN & BRADSTREET CORP              COMMON SHS      26483E100       960      16088 SH       DEFINED 9      16088         0         0
DUN & BRADSTREET CORP              COMMON SHS      26483E100         5         90 SH       DEFINED A         90         0         0
DUPONT DE NEMOURS INC              COMMON SHS      263534109      2615      53318 SH       DEFINED 6      46071         0      7247
DUPONT DE NEMOURS INC              COMMON SHS      263534109     64421    1313381 SH       DEFINED 9    1313381         0         0
DUPONT DE NEMOURS INC              COMMON SHS      263534109     20787     423800 SH       DEFINED A     403800         0     20000
DYCOM INDUSTRIES INC               COMMON SHS      267475101      6391     209400 SH       DEFINED 9     209400         0         0
DYCOM INDUSTRIES INC               COMMON SHS      267475101        43       1400 SH       DEFINED A       1400         0         0
E*TRADE FINANCIAL CORP             COMMON SHS      269246104       314      21000 SH       DEFINED 9      21000         0         0
E*TRADE FINANCIAL CORP             COMMON SHS      269246104    127984    8560792 SH       DEFINED A    8560792         0         0
E.ON AG                            AMER DEP RECPT  268780103      7781      85510 SH       DEFINED 2      85510         0         0
E.ON AG                            AMER DEP RECPT  268780103     24059     264390 SH       DEFINED 6     264390         0         0
E.ON AG                            AMER DEP RECPT  268780103       561       6160 SH       DEFINED 9       6160         0         0
EAST WEST BANCORP INC              COMMON SHS      27579R104       504      12000 SH       DEFINED 9      12000         0         0
EAST WEST BANCORP INC              COMMON SHS      27579R104     72746    1733700 SH       DEFINED A    1733700         0         0
EASTMAN CHEMICAL CO                COMMON SHS      277432100        52        900 SH       DEFINED 8        900         0         0
EASTMAN CHEMICAL CO                COMMON SHS      277432100       806      13969 SH       DEFINED 9      13969         0         0
EASTMAN KODAK CO                   COMMON SHS      277461109     16125     500000 SH       DEFINED 7     500000         0         0
EASTMAN KODAK CO                   COMMON SHS      277461109      2277      70613 SH       DEFINED 9      70613         0         0
EASTMAN KODAK CO                   COMMON SHS      277461109       968      30000 SH       DEFINED A      30000         0         0
EATON CORP                         COMMON SHS      278058102      9578     132370 SH       DEFINED 9     132370         0         0
EBAY INC                           COMMON SHS      278642103       251       2160 SH       DEFINED         2160         0         0
EBAY INC                           COMMON SHS      278642103     29537     254020 SH       DEFINED 9     254020         0         0
EBAY INC                           COMMON SHS      278642103    146864    1263020 SH       DEFINED A    1237720         0     25300
ECHOSTAR DBS CORP                  COMMON SHS      278762109    141729    4263821 SH       DEFINED 5    4263821         0         0
ECHOSTAR DBS CORP                  COMMON SHS      278762109       444      13369 SH       DEFINED 9      13369         0         0
ECOLAB INC                         COMMON SHS      278865100      1056      30050 SH       DEFINED 9      30050         0         0
ECOLAB INC                         COMMON SHS      278865100     14087     401000 SH       DEFINED A     401000         0         0
ECOLOGY & ENVIRONMENT INC          COMMON SHS      278878103      1679     215000 SH       DEFINED 4     215000         0         0
EDGE PETE CORP DEL                 COMMON SHS      279862106      1363      93496 SH       DEFINED A      93496         0         0
EDISON INTERNATIONAL               COMMON SHS      281020107        32       1000 SH       DEFINED 9       1000         0         0
EDISON INTERNATIONAL               COMMON SHS      281020107     51418    1605313 SH       DEFINED A    1605313         0         0
EDO CORP                           COMMON SHS      281347104     12195     384100 SH       DEFINED 9     384100         0         0
EDO CORP                           COMMON SHS      281347104        76       2400 SH       DEFINED A       2400         0         0
EDUCATION MANAGEMENT CORP          COMMON SHS      28139T101       347      10500 SH       DEFINED 9      10500         0         0
EDWARDS LIFESCIENCES CORP          COMMON SHS      28176E108         1         21 SH       DEFINED 6         21         0         0
EDWARDS LIFESCIENCES CORP          COMMON SHS      28176E108      2063      50000 SH       DEFINED 7      50000         0         0
EDWARDS LIFESCIENCES CORP          COMMON SHS      28176E108       102       2469 SH       DEFINED 9       2469         0         0
EL PASO CORP                       COMMON SHS      28336L109     47501    4567400 SH       DEFINED 1    4567400         0         0
EL PASO CORP                       COMMON SHS      28336L109        48       4600 SH       DEFINED 8       4600         0         0
EL PASO CORP                       COMMON SHS      28336L109       203      19566 SH       DEFINED 9      19566         0         0
ELAN CORP PLC                      AMER DEP RECPT  284131208        49       1799 SH       DEFINED 9       1799         0         0
ELAN CORP PLC                      AMER DEP RECPT  284131208      3687     135300 SH       DEFINED A     135300         0         0
ELDORADO GOLD CORP NEW             ORDINARY SHS    284902103     19958    5622000 SH       DEFINED 5    5622000         0         0
ELDORADO GOLD CORP NEW             ORDINARY SHS    284902103      6816    1920000 SH       DEFINED A    1920000         0         0
ELECTRO SCIENTIFIC INDUSTRIES INC  COMMON SHS      285229100       225      11380 SH       DEFINED        11380         0         0
ELECTRO SCIENTIFIC INDUSTRIES INC  COMMON SHS      285229100     30093    1522939 SH       DEFINED 6    1522939         0         0
ELECTRO SCIENTIFIC INDUSTRIES INC  COMMON SHS      285229100     53529    2708938 SH       DEFINED A    2708938         0         0
ELECTROLUX AB                      AMER DEP RECPT  010198208       798      17300 SH       DEFINED 2      17300         0         0
ELECTRONIC ARTS INC                COMMON SHS      285512109       426       6900 SH       DEFINED         6900         0         0
ELECTRONIC ARTS INC                COMMON SHS      285512109        24        384 SH       DEFINED 6        384         0         0
ELECTRONIC ARTS INC                COMMON SHS      285512109      2736      44356 SH       DEFINED 9      44356         0         0
ELECTRONIC ARTS INC                COMMON SHS      285512109     94866    1538029 SH       DEFINED A    1424029         0    114000
ELECTRONIC DATA SYSTEMS CORP       COMMON SHS      285661104     29924    1295430 SH       DEFINED       913281         0    382149
ELECTRONIC DATA SYSTEMS CORP       COMMON SHS      285661104    412501   17857179 SH       DEFINED 1   17857179         0         0
ELECTRONIC DATA SYSTEMS CORP       COMMON SHS      285661104      8294     359030 SH       DEFINED 2     359030         0         0
ELECTRONIC DATA SYSTEMS CORP       COMMON SHS      285661104      5613     242984 SH       DEFINED 6     242984         0         0
ELECTRONIC DATA SYSTEMS CORP       COMMON SHS      285661104     20846     902410 SH       DEFINED 8     902410         0         0
ELECTRONIC DATA SYSTEMS CORP       COMMON SHS      285661104      3696     159995 SH       DEFINED 9     159995         0         0
ELECTRONIC DATA SYSTEMS CORP       COMMON SHS      285661104     38947    1686000 SH       DEFINED A    1686000         0         0
ELI LILLY & CO                     COMMON SHS      532457108        45        800 SH       DEFINED 6        800         0         0
ELI LILLY & CO                     COMMON SHS      532457108     22700     400000 SH       DEFINED 7     400000         0         0
ELI LILLY & CO                     COMMON SHS      532457108     28645     504758 SH       DEFINED 9     504758         0         0
ELI LILLY & CO                     COMMON SHS      532457108     33445     589332 SH       DEFINED A     422232         0    167100
ELONG INC                          AMER DEP RECPT  290138205       266      14274 SH       DEFINED A      14274         0         0
EMBARCADERO TECHNOLOGIES INC       COMMON SHS      290787100      4817     511900 SH       DEFINED 9     511900         0         0
EMBRAER-EMPRESA BRAS DE AERONAUTIC AMER DEP RECPT  29081M102      5465     163433 SH       DEFINED        81300         0     82133
EMBRAER-EMPRESA BRAS DE AERONAUTIC AMER DEP RECPT  29081M102      6638     198502 SH       DEFINED 1     198502         0         0
EMBRAER-EMPRESA BRAS DE AERONAUTIC AMER DEP RECPT  29081M102     74906    2240003 SH       DEFINED 2    2024241         0    215762
EMBRAER-EMPRESA BRAS DE AERONAUTIC AMER DEP RECPT  29081M102       730      21840 SH       DEFINED 9      21840         0         0
EMBRAER-EMPRESA BRAS DE AERONAUTIC AMER DEP RECPT  29081M102    119371    3569700 SH       DEFINED A    3569700         0         0
EMC CORP                           COMMON SHS      268648102       450      30290 SH       DEFINED        30290         0         0
EMC CORP                           COMMON SHS      268648102       210      14100 SH       DEFINED 1      14100         0         0
EMC CORP                           COMMON SHS      268648102     14870    1000000 SH       DEFINED 7    1000000         0         0
EMC CORP                           COMMON SHS      268648102     18033    1212687 SH       DEFINED 9    1212687         0         0
EMC CORP                           COMMON SHS      268648102     37658    2532492 SH       DEFINED A    2532492         0         0
EMC INS GROUP INC                  COMMON SHS      268664109     10887     503100 SH       DEFINED A     503100         0         0
EMCOR GROUP INC                    COMMON SHS      29084Q100      8801     194800 SH       DEFINED 4     193000         0      1800
EMCORE CORP                        COMMON SHS      290846104       842     241253 SH       DEFINED 6     241253         0         0
EMCORE CORP                        COMMON SHS      290846104      5478    1569500 SH       DEFINED A    1569500         0         0
EMERGING MARKETS TELECOMMUNICATION CLOSE END MUT F 290890102      2485     250000 SH       DEFINED 4     250000         0         0
EMERSON ELECTRIC CO                COMMON SHS      291011104      5598      79860 SH       DEFINED        16027         0     63833
EMERSON ELECTRIC CO                COMMON SHS      291011104      4291      61219 SH       DEFINED 6      61219         0         0
EMERSON ELECTRIC CO                COMMON SHS      291011104     35050     500000 SH       DEFINED 7     500000         0         0
EMERSON ELECTRIC CO                COMMON SHS      291011104        88       1258 SH       DEFINED 8          0         0      1258
EMERSON ELECTRIC CO                COMMON SHS      291011104     33980     484738 SH       DEFINED 9     484738         0         0
EMERSON ELECTRIC CO                COMMON SHS      291011104         0          4 SH       DEFINED A          4         0         0
ENBRIDGE ENERGY PARTNERS LP        LTD PARTNERSHIP 29250R106       245       4750 SH       DEFINED 9       4750         0         0
ENBRIDGE INC                       ORDINARY SHS    29250N105        49        822 SH       DEFINED          822         0         0
ENBRIDGE INC                       ORDINARY SHS    29250N105     91876    1538954 SH       DEFINED 8     823142         0    715812
ENCANA CORP                        ORDINARY SHS    292505104      2201      35254 SH       DEFINED        35254         0         0
ENCANA CORP                        COMMON SHS      292505104     19515     342000 SH       DEFINED 7     342000         0         0
ENCANA CORP                        ORDINARY SHS    292505104    117929    1724103 SH       DEFINED 8     887425         0    836678
ENCANA CORP                        COMMON SHS      292505104     13031     203133 SH       DEFINED 9     203133         0         0
ENCANA CORP                        ORDINARY SHS    292505104       445       6500 SH       DEFINED A       6500         0         0
ENDESA SA                          AMER DEP RECPT  29258N107        79       3400 SH       DEFINED         3400         0         0
ENDESA SA                          AMER DEP RECPT  29258N107     24217    1040703 SH       DEFINED 2     878052         0    162651
ENDESA SA                          AMER DEP RECPT  29258N107      1793      77036 SH       DEFINED 8      77036         0         0
ENDESA SA                          AMER DEP RECPT  29258N107       436      18732 SH       DEFINED 9      18732         0         0
ENERGIZER HOLDINGS INC             COMMON SHS      29266R108      6012     120997 SH       DEFINED 9     120997         0         0
ENERGIZER HOLDINGS INC             COMMON SHS      29266R108         7        142 SH       DEFINED A        142         0         0
ENERGY EAST CORP                   COMMON SHS      29266M109       195       7291 SH       DEFINED 9       7291         0         0
ENERGY EAST CORP                   COMMON SHS      29266M109    162001    6072000 SH       DEFINED A    6072000         0         0
ENERPLUS RESOURCES FUND            CLOSE END UT TR 29274D604       545      15005 SH       DEFINED 9      15005         0         0
ENGELHARD CORP                     COMMON SHS      292845104       657      21436 SH       DEFINED 9      21436         0         0
ENI SPA                            AMER DEP RECPT  26874R108      7274      57800 SH       DEFINED 2      57800         0         0
ENI SPA                            AMER DEP RECPT  26874R108     28843     229202 SH       DEFINED 6     229202         0         0
ENI SPA                            AMER DEP RECPT  26874R108      2736      21745 SH       DEFINED 9      21745         0         0
ENSCO INTERNATIONAL INC            COMMON SHS      26874Q100      2190      69000 SH       DEFINED 4      69000         0         0
ENSCO INTERNATIONAL INC            COMMON SHS      26874Q100      1090      34350 SH       DEFINED 9      34350         0         0
ENSCO INTERNATIONAL INC            COMMON SHS      26874Q100      3460     109000 SH       DEFINED A     109000         0         0
ENTERCOM COMMUNICATIONS CORP       COMMON SHS      293639100      4440     123700 SH       DEFINED A     123700         0         0
ENTERGY CORP                       COMMON SHS      29364G103     54072     800000 SH       DEFINED 4     800000         0         0
ENTERGY CORP                       COMMON SHS      29364G103      5044      74625 SH       DEFINED 8      54500         0     20125
ENTERGY CORP                       COMMON SHS      29364G103      3542      52400 SH       DEFINED 9      52400         0         0
ENTERGY CORP                       COMMON SHS      29364G103    108955    1612000 SH       DEFINED A    1612000         0         0
ENTERPRISE PRODUCTS PARTNERS LP    LTD PARTNERSHIP 293792107       733      28350 SH       DEFINED 9      28350         0         0
ENTERTAINMENT PROPERTIES TRUST     REAL EST INV TR 29380T105       167       3750 SH       DEFINED 6       3750         0         0
ENTERTAINMENT PROPERTIES TRUST     REAL EST INV TR 29380T105     38202     857500 SH       DEFINED A     857500         0         0
ENTRAVISION COMMUNICATIONS CORP    COMMON SHS      29382R107       116      13939 SH       DEFINED        13939         0         0
ENTRAVISION COMMUNICATIONS CORP    COMMON SHS      29382R107     12305    1473690 SH       DEFINED 6    1473690         0         0
ENTRAVISION COMMUNICATIONS CORP    COMMON SHS      29382R107     59792    7160700 SH       DEFINED A    7160700         0         0
ENTRUST INC                        COMMON SHS      293848107        47      12297 SH       DEFINED        12297         0         0
ENTRUST INC                        COMMON SHS      293848107      4822    1272341 SH       DEFINED 6    1272341         0         0
ENTRUST INC                        COMMON SHS      293848107     16392    4325100 SH       DEFINED A    4325100         0         0
ENZON PHARMACEUTICALS INC          CONVERTIBLE BD  293904AB4     26460   28000000 PRN      DEFINED A   28000000         0         0
EOG RESOURCES INC                  COMMON SHS      26875P101       257       3600 SH       DEFINED 9       3600         0         0
EQUIFAX INC                        COMMON SHS      294429105     11240     400000 SH       DEFINED 7     400000         0         0
EQUIFAX INC                        COMMON SHS      294429105       166       5917 SH       DEFINED 9       5917         0         0
EQUITY INNS INC                    REAL EST INV TR 294703103      1048      89265 SH       DEFINED 9      89265         0         0
EQUITY LIFESTYLE PROPERTIES INC    REAL EST INV TR 29472R108        82       2300 SH       DEFINED 6       2300         0         0
EQUITY LIFESTYLE PROPERTIES INC    REAL EST INV TR 29472R108     12005     335800 SH       DEFINED A     335800         0         0
EQUITY OFFICE PROPERTIES TRUST     REAL EST INV TR 294741103      1869      64173 SH       DEFINED 9      64173         0         0
EQUITY RESIDENTIAL                 REAL EST INV TR 29476L107       443      12235 SH       DEFINED 6      12235         0         0
EQUITY RESIDENTIAL                 REAL EST INV TR 29476L107      3466      95792 SH       DEFINED 9      95792         0         0
EQUITY RESIDENTIAL                 REAL EST INV TR 29476L107     67114    1855000 SH       DEFINED A    1855000         0         0
ERICSSON (LM) TELEPHONE CO         AMER DEP RECPT  294821608      4874     154768 SH       DEFINED 9     154768         0         0
ERICSSON (LM) TELEPHONE CO         AMER DEP RECPT  294821608      3502     111200 SH       DEFINED A     111200         0         0
ERIE INDTY CO                      COMMON SHS      29530P102     48038     913800 SH       DEFINED 4     913800         0         0
ESB FINANCIAL CORP                 COMMON SHS      26884F102      1495     103444 SH       DEFINED A          0         0    103444
ESCO TECHNOLOGIES INC              COMMON SHS      296315104     47400     618400 SH       DEFINED 4     618400         0         0
ESPEY MANUFACTURING & ELECTRONICS  COMMON SHS      296650104      2044      78000 SH       DEFINED 4      78000         0         0
ESSEX CORP                         COMMON SHS      296744105     11686     577100 SH       DEFINED A     577100         0         0
ESTEE LAUDER COMPANIES INC         COMMON SHS      518439104     18366     401260 SH       DEFINED 9     401260         0         0
ESTEE LAUDER COMPANIES INC         COMMON SHS      518439104      4577     100000 SH       DEFINED A     100000         0         0
EUROBANCSHARES INC                 COMMON SHS      298716101      5416     257900 SH       DEFINED 9     257900         0         0
EUROBANCSHARES INC                 COMMON SHS      298716101        38       1800 SH       DEFINED A       1800         0         0
EVEREST RE GROUP LTD               ORDINARY SHS    G3223R108      6305      70399 SH       DEFINED 9      70399         0         0
EW SCRIPPS CO                      COMMON SHS      811054204    220707    4571404 SH       DEFINED 5    4571404         0         0
EW SCRIPPS CO                      COMMON SHS      811054204        60       1242 SH       DEFINED 9       1242         0         0
EXAR CORP                          COMMON SHS      300645108       163      11512 SH       DEFINED        11512         0         0
EXAR CORP                          COMMON SHS      300645108     20770    1463726 SH       DEFINED 6    1463726         0         0
EXAR CORP                          COMMON SHS      300645108     39989    2818100 SH       DEFINED A    2818100         0         0
EXELIXIS INC                       COMMON SHS      30161Q104     21125    2223700 SH       DEFINED A    2223700         0         0
EXELON CORP                        COMMON SHS      30161N101         2         42 SH       DEFINED           42         0         0
EXELON CORP                        COMMON SHS      30161N101     11100     251880 SH       DEFINED 8     166295         0     85585
EXELON CORP                        COMMON SHS      30161N101   4895168  111077113 SH       DEFINED 9  111077113         0         0
EXELON CORP                        COMMON SHS      30161N101    338590    7683000 SH       DEFINED A    7683000         0         0
EXPEDITORS INT'L WAS INC           COMMON SHS      302130109       397       7110 SH       DEFINED         7110         0         0
EXPEDITORS INT'L WAS INC           COMMON SHS      302130109        18        322 SH       DEFINED 6        322         0         0
EXPEDITORS INT'L WAS INC           COMMON SHS      302130109    178939    3202209 SH       DEFINED A    3194009         0      8200
EXPONENT INC                       COMMON SHS      30214U102      2749     100000 SH       DEFINED 4     100000         0         0
EXPRESS SCRIPTS INC                COMMON SHS      302182100       512       6700 SH       DEFINED 9       6700         0         0
EXPRESS SCRIPTS INC                COMMON SHS      302182100     31891     417200 SH       DEFINED A     417200         0         0
EXTRA SPACE STORAGE INC            REAL EST INV TR 30225T102     33325    2500000 SH       DEFINED A    2500000         0         0
EXTREME NETWORKS INC               COMMON SHS      30226D106      4614     704467 SH       DEFINED 6     704467         0         0
EXXON MOBIL CORP                   COMMON SHS      30231G102        87       1693 SH       DEFINED         1693         0         0
EXXON MOBIL CORP                   COMMON SHS      30231G102      6443     125696 SH       DEFINED 6     111396         0     14300
EXXON MOBIL CORP                   COMMON SHS      30231G102     23792     464136 SH       DEFINED 8     341566         0    122570
EXXON MOBIL CORP                   COMMON SHS      30231G102    327626    6391463 SH       DEFINED 9    6391463         0         0
EXXON MOBIL CORP                   COMMON SHS      30231G102    114544    2234567 SH       DEFINED A    1763267         0    471300
EYETECH PHARMACEUTICALS INC        COMMON SHS      302297106       137       3000 SH       DEFINED 9       3000         0         0
EYETECH PHARMACEUTICALS INC        COMMON SHS      302297106     12786     281000 SH       DEFINED A     281000         0         0
F5 NETWORKS INC                    COMMON SHS      315616102      9203     188900 SH       DEFINED 9     188900         0         0
F5 NETWORKS INC                    COMMON SHS      315616102     78313    1607400 SH       DEFINED A    1607400         0         0
FAIR ISAAC INC                     COMMON SHS      303250104       468      12750 SH       DEFINED 9      12750         0         0
FAIR ISAAC INC                     COMMON SHS      303250104     83027    2263551 SH       DEFINED A    2109851         0    153700
FAIRCHILD SEMICONDUCTOR CORP       CONVERTIBLE BD  303727AJ0      3396    3350000 PRN      DEFINED A    3350000         0         0
FAIRMONT HOTELS & RESORTS INC      COMMON SHS      305204109      4330     125000 SH       DEFINED 7     125000         0         0
FAIRMONT HOTELS & RESORTS INC      COMMON SHS      305204109        86       2475 SH       DEFINED 9       2475         0         0
FALCON FINANCIAL INVESTMENT TRUST  REAL EST INV TR 306032103      7603    1086100 SH       DEFINED 5    1086100         0         0
FAMILY DOLLAR STORES INC           COMMON SHS      307000109    153995    4931000 SH       DEFINED 4    4931000         0         0
FAMILY DOLLAR STORES INC           COMMON SHS      307000109       237       7600 SH       DEFINED 6       7600         0         0
FAMILY DOLLAR STORES INC           COMMON SHS      307000109      1065      34110 SH       DEFINED 9      34110         0         0
FAMILY DOLLAR STORES INC           COMMON SHS      307000109     32734    1048145 SH       DEFINED A     726545         0    321600
FANNIE MAE                         COMMON SHS      313586109      4434      62264 SH       DEFINED 1      62264         0         0
FANNIE MAE                         COMMON SHS      313586109      3589      50400 SH       DEFINED 2      50400         0         0
FANNIE MAE                         COMMON SHS      313586109    129495    1818500 SH       DEFINED 4    1818500         0         0
FANNIE MAE                         COMMON SHS      313586109      8987     126210 SH       DEFINED 6     116876         0      9334
FANNIE MAE                         COMMON SHS      313586109         1         20 SH       DEFINED 8          0         0        20
FANNIE MAE                         COMMON SHS      313586109     17473     245366 SH       DEFINED 9     245366         0         0
FANNIE MAE                         COMMON SHS      313586109     36236     508863 SH       DEFINED A     341863         0    167000
FARMER BROS CO                     COMMON SHS      307675108     50747    2093533 SH       DEFINED 5    2093533         0         0
FASTENAL CO                        COMMON SHS      311900104      2265      36800 SH       DEFINED A      36800         0         0
FBL FINANCIAL GROUP INC            COMMON SHS      30239F106     14989     525000 SH       DEFINED 4     525000         0         0
FEDERAL AGRICULTURE MORTGAGE CORP  COMMON SHS      313148306       115       4941 SH       DEFINED         4941         0         0
FEDERAL AGRICULTURE MORTGAGE CORP  COMMON SHS      313148306     13749     590073 SH       DEFINED 6     590073         0         0
FEDERAL AGRICULTURE MORTGAGE CORP  COMMON SHS      313148306     10096     433288 SH       DEFINED A     420288         0     13000
FEDERAL REALTY INVESTMENT TRUST    REAL EST INV TR 313747206      4519      87500 SH       DEFINED A      87500         0         0
FEDERAL SIGNAL CORP                COMMON SHS      313855108     67234    3807120 SH       DEFINED 5    3807120         0         0
FEDERAL SIGNAL CORP                COMMON SHS      313855108       129       7300 SH       DEFINED 9       7300         0         0
FEDERATED DEPARTMENT STORES INC    COMMON SHS      31410H101     46348     802000 SH       DEFINED 4     802000         0         0
FEDERATED DEPARTMENT STORES INC    COMMON SHS      31410H101      7119     123186 SH       DEFINED 9     123186         0         0
FEDERATED INVESTORS INC            COMMON SHS      314211103        27        900 SH       DEFINED 9        900         0         0
FEDERATED INVESTORS INC            COMMON SHS      314211103    142514    4687973 SH       DEFINED A    4303073         0    384900
FEDEX CORP                         COMMON SHS      31428X106      1078      10948 SH       DEFINED 9      10948         0         0
FEDEX CORP                         COMMON SHS      31428X106       985      10000 SH       DEFINED A          0         0     10000
FELCOR LODGING TRUST INC           REAL EST INV TR 31430F101       101       6914 SH       DEFINED         6914         0         0
FELCOR LODGING TRUST INC           REAL EST INV TR 31430F101     13256     904823 SH       DEFINED 6     904823         0         0
FELCOR LODGING TRUST INC           CONVERT PREF    31430F200     88925    3506500 SH       DEFINED A    3506500         0         0
FERRO CORP                         COMMON SHS      315405100       258      11137 SH       DEFINED 9      11137         0         0
FIDELITY BANKSHARES INC            COMMON SHS      31604Q107      1651      38600 SH       DEFINED 9      38600         0         0
FIDELITY NATIONAL FINANCIAL INC    COMMON SHS      316326107      1214      26584 SH       DEFINED 9      26584         0         0
FIFTH THIRD BANCORP                COMMON SHS      316773100       426       9010 SH       DEFINED         9010         0         0
FIFTH THIRD BANCORP                COMMON SHS      316773100      2628      55581 SH       DEFINED 6      47798         0      7783
FIFTH THIRD BANCORP                COMMON SHS      316773100      4811     101758 SH       DEFINED 9     101758         0         0
FIFTH THIRD BANCORP                COMMON SHS      316773100    549917   11631080 SH       DEFINED A   11350780         0    280300
FILENET CORP                       COMMON SHS      316869106       128       4979 SH       DEFINED         4979         0         0
FILENET CORP                       COMMON SHS      316869106     17808     691303 SH       DEFINED 6     691303         0         0
FILENET CORP                       COMMON SHS      316869106     71512    2776100 SH       DEFINED A    2776100         0         0
FINANCIAL FEDERAL CORP             COMMON SHS      317492106        91       2315 SH       DEFINED         2315         0         0
FINANCIAL FEDERAL CORP             COMMON SHS      317492106     11661     297475 SH       DEFINED 6     297475         0         0
FINANCIAL FEDERAL CORP             COMMON SHS      317492106      6887     175700 SH       DEFINED 9     175700         0         0
FINANCIAL FEDERAL CORP             COMMON SHS      317492106     37197     948900 SH       DEFINED A     948900         0         0
FINISAR CORP                       COMMON SHS      31787A101      1149     503900 SH       DEFINED A     503900         0         0
FINISH LINE INC                    COMMON SHS      317923100      9836     537500 SH       DEFINED A     537500         0         0
FIRST COMMONWEALTH FINANCIAL CORP  COMMON SHS      319829107       564      36656 SH       DEFINED 4      36656         0         0
FIRST COMMUNITY BANCORP            COMMON SHS      31983B101     13970     327160 SH       DEFINED 5     327160         0         0
FIRST DATA CORP                    COMMON SHS      319963104       397       9340 SH       DEFINED         9340         0         0
FIRST DATA CORP                    COMMON SHS      319963104        16        375 SH       DEFINED 6        375         0         0
FIRST DATA CORP                    COMMON SHS      319963104      5424     127515 SH       DEFINED 8      76665         0     50850
FIRST DATA CORP                    COMMON SHS      319963104     14610     343434 SH       DEFINED 9     343434         0         0
FIRST DATA CORP                    COMMON SHS      319963104     72157    1696211 SH       DEFINED A    1620111         0     76100
FIRST DEFIANCE FINANCIAL CORP      COMMON SHS      32006W106      6690     235000 SH       DEFINED 4     235000         0         0
FIRST HORIZON NATIONAL CORP        COMMON SHS      320517105       435      10100 SH       DEFINED 9      10100         0         0
FIRST HORIZON PHARMACEUTICAL CORP  COMMON SHS      32051K106      9135     399100 SH       DEFINED A     399100         0         0
FIRST INDIANA CORP                 COMMON SHS      32054R108      4434     197000 SH       DEFINED 4     196000         0      1000
FIRST INDUSTRIAL REALTY TRUST INC  REAL EST INV TR 32054K103       374       9175 SH       DEFINED 9       9175         0         0
FIRST NIAGARA FINANCIAL GROUP INC  COMMON SHS      33582V108        43       3110 SH       DEFINED         3110         0         0
FIRST NIAGARA FINANCIAL GROUP INC  COMMON SHS      33582V108      1395     100000 SH       DEFINED 4     100000         0         0
FIRST NIAGARA FINANCIAL GROUP INC  COMMON SHS      33582V108     11835     848363 SH       DEFINED 5     848363         0         0
FIRST NIAGARA FINANCIAL GROUP INC  COMMON SHS      33582V108      5762     413058 SH       DEFINED 6     413058         0         0
FIRST NIAGARA FINANCIAL GROUP INC  COMMON SHS      33582V108      2821     202200 SH       DEFINED A     202200         0         0
FIRST ST BANCORPORATION            COMMON SHS      336453105     18755     510203 SH       DEFINED A     510203         0         0
FIRSTENERGY CORP                   COMMON SHS      337932107       474      11997 SH       DEFINED 9      11997         0         0
FIRSTENERGY CORP                   COMMON SHS      337932107    530244   13420500 SH       DEFINED A   13420500         0         0
FISERV INC                         COMMON SHS      337738108      1908      47486 SH       DEFINED 9      47486         0         0
FISHER SCIENTIFIC INTERNATIONAL IN COMMON SHS      338032204    118537    1900240 SH       DEFINED A    1900240         0         0
FLEXSTEEL INDUSTRIES INC           COMMON SHS      339382103      1059      60000 SH       DEFINED 4      60000         0         0
FLEXTRONICS INTERNATIONAL LTD      ORDINARY SHS    Y2573F102      1394     100850 SH       DEFINED 9     100850         0         0
FLIR SYSTEMS INC                   COMMON SHS      302445101       100       1570 SH       DEFINED         1570         0         0
FLIR SYSTEMS INC                   COMMON SHS      302445101     12126     190094 SH       DEFINED 6     190094         0         0
FLIR SYSTEMS INC                   COMMON SHS      302445101       477       7472 SH       DEFINED 9       7472         0         0
FLIR SYSTEMS INC                   COMMON SHS      302445101     55459     869400 SH       DEFINED A     869400         0         0
FLORIDA EAST COAST INDUSTRIES INC  COMMON SHS      310295       515396   12029310 SH       DEFINED 5   12029310         0         0
FLORIDA EAST COAST INDUSTRIES INC  COMMON SHS      340632108     21222     470546 SH       DEFINED 1     470546         0         0
FLORIDA EAST COAST INDUSTRIES INC  COMMON SHS      340632108       202       4469 SH       DEFINED 9       4469         0         0
FLOWSERVE CORP                     COMMON SHS      34354P105       197       7171 SH       DEFINED         7171         0         0
FLOWSERVE CORP                     COMMON SHS      34354P105     26951     978631 SH       DEFINED 6     978631         0         0
FLOWSERVE CORP                     COMMON SHS      34354P105     65022    2361000 SH       DEFINED A    2361000         0         0
FLUOR CORP                         COMMON SHS      343412102       398       7300 SH       DEFINED 9       7300         0         0
FMC CORP                           COMMON SHS      302491303       135       2805 SH       DEFINED         2805         0         0
FMC CORP                           COMMON SHS      302491303     17733     367135 SH       DEFINED 6     367135         0         0
FMC CORP                           COMMON SHS      302491303     60578    1254200 SH       DEFINED A    1254200         0         0
FMC TECHNOLOGIES INC               COMMON SHS      30249U101       118       3654 SH       DEFINED         3654         0         0
FMC TECHNOLOGIES INC               COMMON SHS      30249U101     13267     412034 SH       DEFINED 6     412034         0         0
FMC TECHNOLOGIES INC               COMMON SHS      30249U101       845      26250 SH       DEFINED 9      26250         0         0
FMC TECHNOLOGIES INC               COMMON SHS      30249U101     27519     854616 SH       DEFINED A     854616         0         0
FOMENTO ECONOMICO MEXICANO SA DE C AMER DEP RECPT  344419106     95672    1818510 SH       DEFINED      1585960         0    232550
FOMENTO ECONOMICO MEXICANO SA DE C AMER DEP RECPT  344419106     55732    1059350 SH       DEFINED 5    1059350         0         0
FOMENTO ECONOMICO MEXICANO SA DE C AMER DEP RECPT  344419106       202       3840 SH       DEFINED 9       3840         0         0
FOOT LOCKER INC                    COMMON SHS      344849104         8        300 SH       DEFINED 9        300         0         0
FOOT LOCKER INC                    COMMON SHS      344849104      1748      64900 SH       DEFINED A      64900         0         0
FORD MOTOR CO                      COMMON SHS      345370860      1987     135722 SH       DEFINED 9     135722         0         0
FORD MOTOR CO                      COMMON SHS      345370860        34       2306 SH       DEFINED A       2306         0         0
FORD MOTOR CO CAP TR II            CONVERT PREF    345395206      2202      41712 SH       DEFINED 6      35773         0      5939
FORD MOTOR CO CAP TR II            CONVERT PREF    345395206      2398      45430 SH       DEFINED 9      45430         0         0
FORD MOTOR CO CAP TR II            CONVERT PREF    345395206    640411   12131300 SH       DEFINED A   12131300         0         0
FORDING CANADIAN COAL TR           OPEN END UT TR  345425102     10620     134771 SH       DEFINED 9     134771         0         0
FOREST CITY ENTERPRISES INC        COMMON SHS      345550107       226       3920 SH       DEFINED 6       3920         0         0
FOREST CITY ENTERPRISES INC        COMMON SHS      345550107     43306     752500 SH       DEFINED A     752500         0         0
FOREST LABORATORIES INC            COMMON SHS      345838106      3866      86171 SH       DEFINED        86171         0         0
FOREST LABORATORIES INC            COMMON SHS      345838106     32696     728850 SH       DEFINED 9     728850         0         0
FOREST LABORATORIES INC            COMMON SHS      345838106     80788    1800901 SH       DEFINED A    1396401         0    404500
FOREST OIL CORP                    COMMON SHS      346091705      6626     208900 SH       DEFINED 9     208900         0         0
FOREST OIL CORP                    COMMON SHS      346091705        54       1700 SH       DEFINED A       1700         0         0
FORMFACTOR INC                     COMMON SHS      346375108     29228    1076936 SH       DEFINED A    1076936         0         0
FORTUNE BRANDS INC                 COMMON SHS      349631101       119       1544 SH       DEFINED 6       1544         0         0
FORTUNE BRANDS INC                 COMMON SHS      349631101      1601      20740 SH       DEFINED 9      20740         0         0
FORWARD AIR CORP                   COMMON SHS      349853101     11404     255119 SH       DEFINED 6     255119         0         0
FORWARD AIR CORP                   COMMON SHS      349853101     61076    1366348 SH       DEFINED A    1366348         0         0
FOSSIL INC                         COMMON SHS      349882100       401      15650 SH       DEFINED 9      15650         0         0
FOUNDATION COAL HOLDINGS INC       COMMON SHS      35039W100        92       4000 SH       DEFINED 9       4000         0         0
FOUNDATION COAL HOLDINGS INC       COMMON SHS      35039W100      2306     100000 SH       DEFINED A     100000         0         0
FOUR SEASONS HOTELS INC            COMMON SHS      35100E104     46015     562600 SH       DEFINED A     562600         0         0
FOX ENTERTAINMENT GROUP INC        COMMON SHS      35138T107     26923     861260 SH       DEFINED 5     861260         0         0
FOX ENTERTAINMENT GROUP INC        COMMON SHS      35138T107      1638      52414 SH       DEFINED 9      52414         0         0
FPL GROUP INC                      COMMON SHS      302571104     12463     166724 SH       DEFINED 9     166724         0         0
FPL GROUP INC                      COMMON SHS      302571104    242115    3239000 SH       DEFINED A    3239000         0         0
FRANKLIN BANK CORP/HOUSTON         COMMON SHS      352451108      3194     175000 SH       DEFINED 5     175000         0         0
FRANKLIN BANK CORP/HOUSTON         COMMON SHS      352451108      7935     434800 SH       DEFINED A     434800         0         0
FRANKLIN RESOURCES INC             COMMON SHS      354613101       940      13500 SH       DEFINED 6      13500         0         0
FRANKLIN RESOURCES INC             COMMON SHS      354613101     59100     848525 SH       DEFINED 9     848525         0         0
FRANKLIN RESOURCES INC             COMMON SHS      354613101     86932    1248133 SH       DEFINED A     403175         0    844959
FRED'S INC                         COMMON SHS      356108100      6960     400000 SH       DEFINED 4     400000         0         0
FRED'S INC                         COMMON SHS      356108100       881      50605 SH       DEFINED 9      50605         0         0
FRED'S INC                         COMMON SHS      356108100     39364    2262313 SH       DEFINED A    2007513         0    254800
FREDDIE MAC                        COMMON SHS      313400301     24842     337070 SH       DEFINED       337070         0         0
FREDDIE MAC                        COMMON SHS      313400301    162958    2211100 SH       DEFINED 4    2211100         0         0
FREDDIE MAC                        COMMON SHS      313400301        34        465 SH       DEFINED 6        465         0         0
FREDDIE MAC                        COMMON SHS      313400301      3263      44275 SH       DEFINED 8      32725         0     11550
FREDDIE MAC                        COMMON SHS      313400301      1469      19932 SH       DEFINED 9      19932         0         0
FREDDIE MAC                        COMMON SHS      313400301     86867    1178662 SH       DEFINED A     979662         0    199000
FREEPORT MCMORAN COPPER & GOLD INC COMMON SHS      35671D857        11        300 SH       DEFINED          300         0         0
FREEPORT MCMORAN COPPER & GOLD INC COMMON SHS      35671D857    289783    7580000 SH       DEFINED 5    7580000         0         0
FREEPORT MCMORAN COPPER & GOLD INC COMMON SHS      35671D857       153       3995 SH       DEFINED 9       3995         0         0
FREEPORT MCMORAN COPPER & GOLD INC COMMON SHS      35671D857     42233    1104711 SH       DEFINED A    1104711         0         0
FREESCALE SEMICONDUCTOR INC        COMMON SHS      35687M206         1         33 SH       DEFINED 6         33         0         0
FREESCALE SEMICONDUCTOR INC        COMMON SHS      35687M206         0          5 SH       DEFINED 8          0         0         5
FREESCALE SEMICONDUCTOR INC        COMMON SHS      35687M206       707      38506 SH       DEFINED 9      38506         0         0
FREESCALE SEMICONDUCTOR INC        COMMON SHS      35687M206      1383      75312 SH       DEFINED A      75312         0         0
FRESH BRANDS INC                   COMMON SHS      35803U108      6975     900000 SH       DEFINED 4     900000         0         0
FRIEDMAN BILLINGS RAMSEY GROUP INC REAL EST INV TR 358434108       650      33500 SH       DEFINED 9      33500         0         0
FRIEDMAN BILLINGS RAMSEY GROUP INC REAL EST INV TR 358434108      1096      56525 SH       DEFINED A      56525         0         0
FSI INTERNATIONAL INC              COMMON SHS      302633102      2802     600000 SH       DEFINED 4     600000         0         0
FTI CONSULTING INC                 COMMON SHS      302941109      9908     470225 SH       DEFINED 9     470225         0         0
FTI CONSULTING INC                 COMMON SHS      302941109        74       3500 SH       DEFINED A       3500         0         0
FULTON FINANCIAL CORP              COMMON SHS      360271100     21788     934700 SH       DEFINED A     934700         0         0
G & K SERVICES INC                 COMMON SHS      361268105       455      10483 SH       DEFINED 9      10483         0         0
G B & T BANCSHARES INC             COMMON SHS      361462104      4670     193600 SH       DEFINED 9     193600         0         0
G B & T BANCSHARES INC             COMMON SHS      361462104        27       1100 SH       DEFINED A       1100         0         0
GALLAHER GROUP PLC                 AMER DEP RECPT  363595109       574       9456 SH       DEFINED 9       9456         0         0
GAMESTOP CORP                      COMMON SHS      36466R101      5049     225800 SH       DEFINED       225800         0         0
GAMESTOP CORP                      COMMON SHS      36466R101     15824     707700 SH       DEFINED 2     707700         0         0
GAMESTOP CORP                      COMMON SHS      36466R101     16994     760000 SH       DEFINED 8     760000         0         0
GAMESTOP CORP                      COMMON SHS      36466R101       556      24870 SH       DEFINED 9      24870         0         0
GAMMON LAKE RESOURCES INC          ORDINARY SHS    364915108     18256    2839200 SH       DEFINED 5    2839200         0         0
GANNETT CO INC                     COMMON SHS      364730101     31071     380300 SH       DEFINED       380300         0         0
GANNETT CO INC                     COMMON SHS      364730101      8333     102000 SH       DEFINED 4     102000         0         0
GANNETT CO INC                     COMMON SHS      364730101     10087     123463 SH       DEFINED 9     123463         0         0
GANNETT CO INC                     COMMON SHS      364730101      1814      22200 SH       DEFINED A      22200         0         0
GAP INC                            COMMON SHS      364760108     14045     665000 SH       DEFINED       665000         0         0
GAP INC                            COMMON SHS      364760108      2686     127169 SH       DEFINED 9     127169         0         0
GAP INC                            COMMON SHS      364760108      2554     120944 SH       DEFINED A      44444         0     76500
GAP INC                            CONVERTIBLE BD  364760AJ7      5991    4500000 PRN      DEFINED A    4500000         0         0
GARTNER INC                        COMMON SHS      366651206       413      33600 SH       DEFINED 1      33600         0         0
GARTNER INC                        COMMON SHS      366651206        15       1257 SH       DEFINED 9       1257         0         0
GATEWAY INC                        COMMON SHS      367626108      3005     500000 SH       DEFINED 7     500000         0         0
GEHL CO                            COMMON SHS      368483103      9807     420000 SH       DEFINED 4     420000         0         0
GEN-PROBE INC                      COMMON SHS      36866T103        99       2200 SH       DEFINED 9       2200         0         0
GEN-PROBE INC                      COMMON SHS      36866T103     15643     346000 SH       DEFINED A     346000         0         0
GENCORP INC                        COMMON SHS      368682100     22496    1211400 SH       DEFINED 5    1211400         0         0
GENENTECH INC                      COMMON SHS      368710406      2336      42901 SH       DEFINED        42901         0         0
GENENTECH INC                      COMMON SHS      368710406       544      10000 SH       DEFINED 6      10000         0         0
GENENTECH INC                      COMMON SHS      368710406     54440    1000000 SH       DEFINED 7    1000000         0         0
GENENTECH INC                      COMMON SHS      368710406     21244     390235 SH       DEFINED 9     390235         0         0
GENENTECH INC                      COMMON SHS      368710406     88090    1618113 SH       DEFINED A    1618113         0         0
GENERAL DYNAMICS CORP              COMMON SHS      369550108     52300     500000 SH       DEFINED 7     500000         0         0
GENERAL DYNAMICS CORP              COMMON SHS      369550108      7738      73975 SH       DEFINED 8      41675         0     32300
GENERAL DYNAMICS CORP              COMMON SHS      369550108       345       3300 SH       DEFINED 9       3300         0         0
GENERAL DYNAMICS CORP              COMMON SHS      369550108       889       8500 SH       DEFINED A          0         0      8500
GENERAL ELECTRIC CO                COMMON SHS      369604103      4392     120322 SH       DEFINED       120322         0         0
GENERAL ELECTRIC CO                COMMON SHS      369604103    152077    4166500 SH       DEFINED 4    4166500         0         0
GENERAL ELECTRIC CO                COMMON SHS      369604103     10143     277904 SH       DEFINED 6     240389         0     37515
GENERAL ELECTRIC CO                COMMON SHS      369604103     30302     830195 SH       DEFINED 8     607040         0    223155
GENERAL ELECTRIC CO                COMMON SHS      369604103    396392   10860056 SH       DEFINED 9   10860056         0         0
GENERAL ELECTRIC CO                COMMON SHS      369604103    208102    5701424 SH       DEFINED A    4962424         0    739000
GENERAL GROWTH PROPERTIES          REAL EST INV TR 370021107       222       6140 SH       DEFINED 6       6140         0         0
GENERAL GROWTH PROPERTIES          REAL EST INV TR 370021107      1922      53152 SH       DEFINED 9      53152         0         0
GENERAL GROWTH PROPERTIES          REAL EST INV TR 370021107     72392    2001990 SH       DEFINED A    2001990         0         0
GENERAL MARITIME CORP              COMMON SHS      Y2692M103      3995     100000 SH       DEFINED 5     100000         0         0
GENERAL MILLS INC                  COMMON SHS      370334104      9363     188357 SH       DEFINED       188357         0         0
GENERAL MILLS INC                  COMMON SHS      370334104     93242    1875715 SH       DEFINED 5    1875715         0         0
GENERAL MILLS INC                  COMMON SHS      370334104         7        150 SH       DEFINED 6        150         0         0
GENERAL MILLS INC                  COMMON SHS      370334104      8926     179567 SH       DEFINED 8      89000         0     90567
GENERAL MILLS INC                  COMMON SHS      370334104      4308      86658 SH       DEFINED 9      86658         0         0
GENERAL MILLS INC                  COMMON SHS      370334104    325064    6539200 SH       DEFINED A    6506800         0     32400
GENERAL MOTORS CORP                COMMON SHS      370442105      1920      47938 SH       DEFINED 9      47938         0         0
GENERAL MOTORS CORP                COMMON SHS      370442105    243164    6070000 SH       DEFINED A    6070000         0         0
GENERAL MOTORS CORP                CONVERT PREF    370442717        53       2000 SH       DEFINED 9       2000         0         0
GENERAL MOTORS CORP                CONVERT PREF    370442717      6265     235000 SH       DEFINED A     235000         0         0
GENESEE & WYOMING INC              COMMON SHS      371559105      6605     234800 SH       DEFINED 9     234800         0         0
GENESEE & WYOMING INC              COMMON SHS      371559105        48       1700 SH       DEFINED A       1700         0         0
GENESIS HEALTHCARE CORP            COMMON SHS      37184D101       818      23350 SH       DEFINED A      23350         0         0
GENLYTE GROUP INC                  COMMON SHS      372302109      9519     111100 SH       DEFINED 4     110000         0      1100
GENTEX CORP                        COMMON SHS      371901109      1233      33302 SH       DEFINED        33302         0         0
GENTEX CORP                        COMMON SHS      371901109      8248     222790 SH       DEFINED 9     222790         0         0
GENTEX CORP                        COMMON SHS      371901109    105240    2842800 SH       DEFINED A    2779800         0     63000
GENUINE PARTS CO                   COMMON SHS      372460105      4185      94990 SH       DEFINED        62690         0     32300
GENUINE PARTS CO                   COMMON SHS      372460105        59       1350 SH       DEFINED 6       1350         0         0
GENUINE PARTS CO                   COMMON SHS      372460105     17624     400000 SH       DEFINED 7     400000         0         0
GENUINE PARTS CO                   COMMON SHS      372460105     11834     268587 SH       DEFINED 8     158300         0    110287
GENUINE PARTS CO                   COMMON SHS      372460105       697      15825 SH       DEFINED 9      15825         0         0
GENWORTH FINANCIAL INC             COMMON SHS      37247D106     43200    1600000 SH       DEFINED 4    1600000         0         0
GENWORTH FINANCIAL INC             COMMON SHS      37247D106         6        219 SH       DEFINED A        219         0         0
GENZYME CORP-GENERAL DIVISION      COMMON SHS      372917104       706      12158 SH       DEFINED 9      12158         0         0
GENZYME CORP-GENERAL DIVISION      COMMON SHS      372917104     39430     679000 SH       DEFINED A     679000         0         0
GEORGIA-PACIFIC (GEORGIA-PAC CORP) COMMON SHS      373298108      1537      41000 SH       DEFINED 4      41000         0         0
GEORGIA-PACIFIC (GEORGIA-PAC CORP) COMMON SHS      373298108      1214      32398 SH       DEFINED 9      32398         0         0
GETTY IMAGES INC                   COMMON SHS      374276103     15113     219500 SH       DEFINED A     219500         0         0
GIBRALTAR INDUSTRIES INC           COMMON SHS      374689107      8432     357000 SH       DEFINED 4     357000         0         0
GIBRALTAR INDUSTRIES INC           COMMON SHS      374689107     41977    1777200 SH       DEFINED A    1777200         0         0
GILDAN ACTIVEWEAR INC              ORDINARY SHS    375916103        65       1585 SH       DEFINED         1585         0         0
GILDAN ACTIVEWEAR INC              ORDINARY SHS    375916103    163505    4007472 SH       DEFINED 8    2226143         0   1781329
GILEAD SCIENCES INC                COMMON SHS      375558103      2315      66149 SH       DEFINED        66149         0         0
GILEAD SCIENCES INC                COMMON SHS      375558103     39980    1142601 SH       DEFINED 9    1142601         0         0
GILEAD SCIENCES INC                COMMON SHS      375558103     80814    2309637 SH       DEFINED A    2309637         0         0
GILLETTE CO                        COMMON SHS      375766102       358       8000 SH       DEFINED 6       8000         0         0
GILLETTE CO                        COMMON SHS      375766102        85       1900 SH       DEFINED 8          0         0      1900
GILLETTE CO                        COMMON SHS      375766102     13600     303710 SH       DEFINED 9     303710         0         0
GILLETTE CO                        COMMON SHS      375766102        17        374 SH       DEFINED A        374         0         0
GLAMIS GOLD LTD                    ORDINARY SHS    376775102     89152    4336200 SH       DEFINED 5    4336200         0         0
GLAMIS GOLD LTD                    COMMON SHS      376775102     17864    1041000 SH       DEFINED A    1041000         0         0
GLATFELTER                         COMMON SHS      377316104      6112     400000 SH       DEFINED 4     400000         0         0
GLAXOSMITHKLINE PLC                AMER DEP RECPT  37733W105       299       6300 SH       DEFINED 2       6300         0         0
GLAXOSMITHKLINE PLC                AMER DEP RECPT  37733W105     31698     668884 SH       DEFINED 6     658080         0     10804
GLAXOSMITHKLINE PLC                AMER DEP RECPT  37733W105      4312      91000 SH       DEFINED 8      91000         0         0
GLAXOSMITHKLINE PLC                AMER DEP RECPT  37733W105      2825      59618 SH       DEFINED 9      59618         0         0
GLAXOSMITHKLINE PLC                AMER DEP RECPT  37733W105     23126     488000 SH       DEFINED A     488000         0         0
GLENBOROUGH REALTY TRUST INC       REAL EST INV TR 37803P105       471      22150 SH       DEFINED 9      22150         0         0
GLENBOROUGH REALTY TRUST INC       REAL EST INV TR 37803P105     55454    2605900 SH       DEFINED A    2605900         0         0
GLENBOROUGH REALTY TRUST INC       CONVERT PREF    37803P204       409      16086 SH       DEFINED 9      16086         0         0
GLENBOROUGH REALTY TRUST INC       CONVERT PREF    37803P204     68069    2679890 SH       DEFINED A    2679890         0         0
GLIMCHER REALTY TRUST              REAL EST INV TR 379302102       103       3705 SH       DEFINED 6       3705         0         0
GLIMCHER REALTY TRUST              REAL EST INV TR 379302102        28       1000 SH       DEFINED 9       1000         0         0
GLIMCHER REALTY TRUST              REAL EST INV TR 379302102     10965     395700 SH       DEFINED A     395700         0         0
GLOBAL INDUSTRIES LTD              COMMON SHS      379336100     30257    3649800 SH       DEFINED 4    3640000         0      9800
GLOBAL INDUSTRIES LTD              COMMON SHS      379336100        17       2000 SH       DEFINED 9       2000         0         0
GLOBAL INDUSTRIES LTD              COMMON SHS      379336100      1492     180000 SH       DEFINED A     180000         0         0
GLOBAL PAYMENTS INC                COMMON SHS      37940X102        34        576 SH       DEFINED 9        576         0         0
GLOBAL PAYMENTS INC                COMMON SHS      37940X102     60811    1038800 SH       DEFINED A    1038800         0         0
GLOBALSANTAFE CORP                 COMMON SHS      G3930E101       387      11677 SH       DEFINED 9      11677         0         0
GLOBALSANTAFE CORP                 COMMON SHS      G3930E101     35050    1058600 SH       DEFINED A    1058600         0         0
GMH COMMUNITIES TRUST              REAL EST INV TR 36188G102       237      16830 SH       DEFINED 6      16830         0         0
GMH COMMUNITIES TRUST              REAL EST INV TR 36188G102     42300    3000000 SH       DEFINED A    3000000         0         0
GOLD FIELDS LTD                    AMER DEP RECPT  38059T106     10665     854528 SH       DEFINED A     854528         0         0
GOLDCORP INC                       ORDINARY SHS    380956409       760      42080 SH       DEFINED A      42080         0         0
GOLDEN WEST FINANCIAL CORP         COMMON SHS      381317106       386       6280 SH       DEFINED         6280         0         0
GOLDEN WEST FINANCIAL CORP         COMMON SHS      381317106      4103      66800 SH       DEFINED 5      66800         0         0
GOLDEN WEST FINANCIAL CORP         COMMON SHS      381317106         2         28 SH       DEFINED 6         28         0         0
GOLDEN WEST FINANCIAL CORP         COMMON SHS      381317106       258       4200 SH       DEFINED 9       4200         0         0
GOLDEN WEST FINANCIAL CORP         COMMON SHS      381317106     51697     841698 SH       DEFINED A     826698         0     15000
GOLDMAN SACHS GROUP INC            COMMON SHS      38141G104     18809     180786 SH       DEFINED 9     180786         0         0
GOLDMAN SACHS GROUP INC            COMMON SHS      38141G104     18560     178395 SH       DEFINED A     145095         0     33300
GOODRICH CORP                      COMMON SHS      382388106     25310     775414 SH       DEFINED       596225         0    179189
GOODRICH CORP                      COMMON SHS      382388106      2983      91400 SH       DEFINED 2      91400         0         0
GOODRICH CORP                      COMMON SHS      382388106        62       1900 SH       DEFINED 8       1900         0         0
GOODYS FAMILY CLOTHING INC         COMMON SHS      382588101      3635     397700 SH       DEFINED 8     397700         0         0
GOOGLE INC                         COMMON SHS      38259P508        64        330 SH       DEFINED 9        330         0         0
GOOGLE INC                         COMMON SHS      38259P508     14414      74646 SH       DEFINED A      74646         0         0
GRACO INC                          COMMON SHS      384109104     62205    1665449 SH       DEFINED 4    1661249         0      4200
GRACO INC                          COMMON SHS      384109104       160       4275 SH       DEFINED 6       4275         0         0
GRACO INC                          COMMON SHS      384109104       378      10125 SH       DEFINED 9      10125         0         0
GRACO INC                          COMMON SHS      384109104         1         36 SH       DEFINED A         36         0         0
GRAFTECH INTERNATIONAL LTD         COMMON SHS      384313102     29157    3082160 SH       DEFINED A    3082160         0         0
GRAINGER W W INC                   COMMON SHS      384802104     33310     500000 SH       DEFINED 7     500000         0         0
GRAINGER W W INC                   COMMON SHS      384802104      1019      15300 SH       DEFINED 9      15300         0         0
GRANT PRIDECO INC                  COMMON SHS      38821G101        36       1780 SH       DEFINED 9       1780         0         0
GRANT PRIDECO INC                  COMMON SHS      38821G101      2125     106000 SH       DEFINED A     106000         0         0
GREATER BAY BANCORP                COMMON SHS      391648102      5720     205155 SH       DEFINED 6     205155         0         0
GREATER BAY BANCORP                COMMON SHS      391648102     33504    1201721 SH       DEFINED A    1201721         0         0
GREEN MOUNTAIN POWER CORP          COMMON SHS      393154109      5815     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      7422     258600 SH       DEFINED 9     258600         0         0
GREENHILL & CO INC                 COMMON SHS      395259104        55       1900 SH       DEFINED A       1900         0         0
GREY WOLF INC                      COMMON SHS      397888108     39821    7556200 SH       DEFINED A    7556200         0         0
GRIFFIN LAND & NURSERIES INC       COMMON SHS      398231100      4455     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      6626     242273 SH       DEFINED 2     214333         0     27940
GRUPO TELEVISA SA DE CV            AMER DEP RECPT  40049J206        21        350 SH       DEFINED 9        350         0         0
GRUPO TELEVISA SA DE CV            AMER DEP RECPT  40049J206      9450     156200 SH       DEFINED A     156200         0         0
GSI LUMONICS INC                   ORDINARY SHS    36229U102      3190     232500 SH       DEFINED       232500         0         0
GSI LUMONICS INC                   ORDINARY SHS    36229U102     26307    1917438 SH       DEFINED 2    1876398         0     41040
GSI LUMONICS INC                   ORDINARY SHS    36229U102     12937     942950 SH       DEFINED 8     942950         0         0
GTSI CORP                          COMMON SHS      36238K103      2135     203100 SH       DEFINED 4     203100         0         0
GUIDANT CORP                       COMMON SHS      401698105         7         93 SH       DEFINED           93         0         0
GUIDANT CORP                       COMMON SHS      401698105     74739    1036600 SH       DEFINED 5    1036600         0         0
GUIDANT CORP                       COMMON SHS      401698105      3685      51107 SH       DEFINED 9      51107         0         0
GUIDANT CORP                       COMMON SHS      401698105     29613     410721 SH       DEFINED A     288121         0    122600
GYMBOREE CORP                      COMMON SHS      403777105       254      19800 SH       DEFINED 4      19600         0       200
GYMBOREE CORP                      COMMON SHS      403777105     55450    4325300 SH       DEFINED A    4048300         0    277000
H & Q HEALTHCARE INVESTORS FUND    CLOSE END MUT F 404052102      2742     150000 SH       DEFINED 4     150000         0         0
H & R BLOCK INC                    COMMON SHS      093671105     39480     805710 SH       DEFINED       734520         0     71190
H & R BLOCK INC                    COMMON SHS      093671105    137845    2813163 SH       DEFINED 1    2813163         0         0
H & R BLOCK INC                    COMMON SHS      093671105        74       1500 SH       DEFINED 8       1500         0         0
H & R BLOCK INC                    COMMON SHS      093671105      1667      34018 SH       DEFINED 9      34018         0         0
H & R BLOCK INC                    COMMON SHS      093671105         5        103 SH       DEFINED A        103         0         0
H J HEINZ CO                       COMMON SHS      423074103     19035     488200 SH       DEFINED       467300         0     20900
H J HEINZ CO                       COMMON SHS      423074103    303985    7796485 SH       DEFINED 1    7796485         0         0
H J HEINZ CO                       COMMON SHS      423074103      6862     176000 SH       DEFINED 4     176000         0         0
H J HEINZ CO                       COMMON SHS      423074103        16        400 SH       DEFINED 6        400         0         0
H J HEINZ CO                       COMMON SHS      423074103        70       1800 SH       DEFINED 8       1800         0         0
H J HEINZ CO                       COMMON SHS      423074103     16827     431568 SH       DEFINED 9     431568         0         0
HAGGAR CORP                        COMMON SHS      405173105      9861     420000 SH       DEFINED 4     420000         0         0
HALLIBURTON CO                     COMMON SHS      406216101      1056      26919 SH       DEFINED 9      26919         0         0
HALLIBURTON CO                     COMMON SHS      406216101      2923      74500 SH       DEFINED A      74500         0         0
HANCOCK HOLDING CO                 COMMON SHS      410120109      3068      91700 SH       DEFINED 4      90900         0       800
HANCOCK HOLDING CO                 COMMON SHS      410120109      2369      70788 SH       DEFINED 9      70788         0         0
HANDLEMAN CO                       COMMON SHS      410252100     21480    1000000 SH       DEFINED 4    1000000         0         0
HANGER ORTHOPEDIC GROUP INC        COMMON SHS      41043F208       432      53300 SH       DEFINED A      53300         0         0
HANOVER COMPRESSOR CO              COMMON SHS      410768105     16956    1200000 SH       DEFINED 4    1200000         0         0
HANOVER COMPRESSOR CO              CONVERTIBLE BD  410768AC9     95745   98200000 PRN      DEFINED A   98200000         0         0
HARDINGE INC                       COMMON SHS      412324303     12496     925600 SH       DEFINED 4     925600         0         0
HARLEY-DAVIDSON INC                COMMON SHS      412822108     12150     200000 SH       DEFINED 7     200000         0         0
HARLEY-DAVIDSON INC                COMMON SHS      412822108       436       7175 SH       DEFINED 9       7175         0         0
HARLEY-DAVIDSON INC                COMMON SHS      412822108       425       7000 SH       DEFINED A          0         0      7000
HARLEYSVILLE GROUP INC             COMMON SHS      412824104      1074      45000 SH       DEFINED 4      44500         0       500
HARLEYSVILLE GROUP INC             COMMON SHS      412824104        29       1200 SH       DEFINED 9       1200         0         0
HARMAN INTERNATIONAL INDUSTRIES IN COMMON SHS      413086109       394       3104 SH       DEFINED 9       3104         0         0
HARMAN INTERNATIONAL INDUSTRIES IN COMMON SHS      413086109         1          5 SH       DEFINED A          5         0         0
HARMONY GOLD MINING CO LTD         AMER DEP RECPT  413216300     19838    2140000 SH       DEFINED 5    2140000         0         0
HARMONY GOLD MINING CO LTD         AMER DEP RECPT  413216300      1854     200000 SH       DEFINED A     200000         0         0
HARTE HANKS INC                    COMMON SHS      416196103      1513      58250 SH       DEFINED 9      58250         0         0
HARTFORD FINANCIAL SERVICES GROUP  COMMON SHS      416515104    266587    3846300 SH       DEFINED 5    3846300         0         0
HARTFORD FINANCIAL SERVICES GROUP  COMMON SHS      416515104         2         25 SH       DEFINED 8          0         0        25
HARTFORD FINANCIAL SERVICES GROUP  COMMON SHS      416515104     19578     282463 SH       DEFINED 9     282463         0         0
HARTFORD FINANCIAL SERVICES GROUP  COMMON SHS      416515104         2         24 SH       DEFINED A         24         0         0
HASBRO INC                         COMMON SHS      418056107     34884    1800000 SH       DEFINED 4    1800000         0         0
HASBRO INC                         COMMON SHS      418056107         1         40 SH       DEFINED 9         40         0         0
HAVERTY FURNITURE COS INC          COMMON SHS      419596101     17020     920000 SH       DEFINED 4     920000         0         0
HAWAIIAN ELECTRIC INC              COMMON SHS      419870100        12        400 SH       DEFINED 9        400         0         0
HAWAIIAN ELECTRIC INC              COMMON SHS      419870100     65296    2240000 SH       DEFINED A    2240000         0         0
HCA INC                            COMMON SHS      404119109    217561    5444465 SH       DEFINED 1    5444465         0         0
HCA INC                            COMMON SHS      404119109        20        504 SH       DEFINED 6        504         0         0
HCA INC                            COMMON SHS      404119109        81       2034 SH       DEFINED 8       1330         0       704
HCA INC                            COMMON SHS      404119109       252       6317 SH       DEFINED 9       6317         0         0
HCA INC                            COMMON SHS      404119109     21051     526800 SH       DEFINED A     304800         0    222000
HEADWATERS INC                     COMMON SHS      42210P102       881      30900 SH       DEFINED 9      30900         0         0
HEADWATERS INC                     COMMON SHS      42210P102     24710     867000 SH       DEFINED A     867000         0         0
HEALTH CARE PROPERTY INVESTORS INC REAL EST INV TR 421915109        68       2450 SH       DEFINED 6       2450         0         0
HEALTH CARE PROPERTY INVESTORS INC REAL EST INV TR 421915109       875      31600 SH       DEFINED 9      31600         0         0
HEALTH CARE PROPERTY INVESTORS INC REAL EST INV TR 421915109      4500     162500 SH       DEFINED A     162500         0         0
HEALTH MANAGEMENT ASSOCIATES INC   COMMON SHS      421933102      4097     180339 SH       DEFINED 9     180339         0         0
HEALTH MANAGEMENT ASSOCIATES INC   COMMON SHS      421933102         2        100 SH       DEFINED A        100         0         0
HEALTH NET INC                     COMMON SHS      42222G108        25        865 SH       DEFINED 6        865         0         0
HEALTH NET INC                     COMMON SHS      42222G108    121594    4211786 SH       DEFINED A    4031786         0    180000
HEALTHCARE REALTY TRUST INC        REAL EST INV TR 421946104       202       4975 SH       DEFINED 9       4975         0         0
HEALTHCARE SERVICES GROUP INC      COMMON SHS      421906108      5427     260400 SH       DEFINED 4     260400         0         0
HEALTHCARE SERVICES GROUP INC      COMMON SHS      421906108      6220     298463 SH       DEFINED 8     298463         0         0
HEARTLAND EXPRESS INC              COMMON SHS      422347104      5419     241186 SH       DEFINED 9     241186         0         0
HEARTLAND EXPRESS INC              COMMON SHS      422347104        37       1650 SH       DEFINED A       1650         0         0
HELEN OF TROY LTD                  COMMON SHS      G4388N106       302       9000 SH       DEFINED 9       9000         0         0
HELMERICH & PAYNE INC              COMMON SHS      423452101       443      13000 SH       DEFINED 9      13000         0         0
HERITAGE PPTY INVT TR INC          REAL EST INV TR 42725M107       289       9000 SH       DEFINED 9       9000         0         0
HERSHA HOSPITALITY TRUST           REAL EST INV TR 427825104       133      11600 SH       DEFINED 9      11600         0         0
HERSHEY FOODS CORP                 COMMON SHS      427866108     28681     516400 SH       DEFINED 7     516400         0         0
HERSHEY FOODS CORP                 COMMON SHS      427866108      2056      37016 SH       DEFINED 9      37016         0         0
HEWITT ASSOCIATES, INC.            COMMON SHS      42822Q100     53607    1674700 SH       DEFINED A    1644800         0     29900
HEWLETT PACKARD CO                 COMMON SHS      428236103      3722     177514 SH       DEFINED        27813         0    149701
HEWLETT PACKARD CO                 COMMON SHS      428236103     56509    2694752 SH       DEFINED 1    2694752         0         0
HEWLETT PACKARD CO                 COMMON SHS      428236103      5944     283450 SH       DEFINED 2     283450         0         0
HEWLETT PACKARD CO                 COMMON SHS      428236103      2286     109000 SH       DEFINED 4     109000         0         0
HEWLETT PACKARD CO                 COMMON SHS      428236103      2616     124755 SH       DEFINED 6     108750         0     16005
HEWLETT PACKARD CO                 COMMON SHS      428236103     23408    1116250 SH       DEFINED 7    1116250         0         0
HEWLETT PACKARD CO                 COMMON SHS      428236103      3268     155844 SH       DEFINED 8     106505         0     49339
HEWLETT PACKARD CO                 COMMON SHS      428236103     12462     594293 SH       DEFINED 9     594293         0         0
HEWLETT PACKARD CO                 COMMON SHS      428236103     26871    1281381 SH       DEFINED A    1266381         0     15000
HIGHWOODS PROPERTIES INC           REAL EST INV TR 431284108      4216     152200 SH       DEFINED 8     152200         0         0
HILLENBRAND INDUSTRIES INC         COMMON SHS      431573104    144782    2606800 SH       DEFINED 4    2606800         0         0
HILLENBRAND INDUSTRIES INC         COMMON SHS      431573104    121833    2193600 SH       DEFINED 5    2193600         0         0
HILLENBRAND INDUSTRIES INC         COMMON SHS      431573104      1533      27605 SH       DEFINED 6      23855         0      3750
HILLENBRAND INDUSTRIES INC         COMMON SHS      431573104        19        340 SH       DEFINED 9        340         0         0
HILLENBRAND INDUSTRIES INC         COMMON SHS      431573104     10047     180900 SH       DEFINED A     180900         0         0
HITACHI LTD                        AMER DEP RECPT  433578507       231       3325 SH       DEFINED 2       3325         0         0
HITACHI LTD                        AMER DEP RECPT  433578507       344       4960 SH       DEFINED 6       4960         0         0
HITACHI LTD                        AMER DEP RECPT  433578507       807      11630 SH       DEFINED 8      11630         0         0
HITACHI LTD                        AMER DEP RECPT  433578507        42        600 SH       DEFINED 9        600         0         0
HOLLY CORP                         COMMON SHS      435758305      4186     150200 SH       DEFINED 4     149000         0      1200
HOME DEPOT INC                     COMMON SHS      437076102      8712     203835 SH       DEFINED 8     107175         0     96660
HOME DEPOT INC                     COMMON SHS      437076102     61433    1437371 SH       DEFINED 9    1437371         0         0
HOME DEPOT INC                     COMMON SHS      437076102      2373      55516 SH       DEFINED A      26516         0     29000
HOMEBANC CORP                      REAL EST INV TR 43738R109     36327    3752774 SH       DEFINED 5    3752774         0         0
HONDA MOTOR CO LTD                 AMER DEP RECPT  438128308        84       3240 SH       DEFINED         3240         0         0
HONDA MOTOR CO LTD                 AMER DEP RECPT  438128308      4248     163000 SH       DEFINED 8     163000         0         0
HONDA MOTOR CO LTD                 AMER DEP RECPT  438128308      2339      89750 SH       DEFINED 9      89750         0         0
HONEYWELL INTERNATIONAL INC        COMMON SHS      438516106      6082     171752 SH       DEFINED 6     158371         0     13381
HONEYWELL INTERNATIONAL INC        COMMON SHS      438516106        25        700 SH       DEFINED 8          0         0       700
HONEYWELL INTERNATIONAL INC        COMMON SHS      438516106     27368     772888 SH       DEFINED 9     772888         0         0
HONEYWELL INTERNATIONAL INC        COMMON SHS      438516106     22216     627393 SH       DEFINED A     627393         0         0
HOOKER FURNITURE CORP              COMMON SHS      439038100      8069     355471 SH       DEFINED 4     353471         0      2000
HORNBECK OFFSHORE SERVICES INC     COMMON SHS      440543106      1376      71300 SH       DEFINED A      71300         0         0
HOSPIRA INC                        COMMON SHS      441060100      2039      60857 SH       DEFINED        60857         0         0
HOSPIRA INC                        COMMON SHS      441060100      1023      30529 SH       DEFINED 2      30529         0         0
HOSPIRA INC                        COMMON SHS      441060100         2         51 SH       DEFINED 6         51         0         0
HOSPIRA INC                        COMMON SHS      441060100      1340      40000 SH       DEFINED 7      40000         0         0
HOSPIRA INC                        COMMON SHS      441060100         0          2 SH       DEFINED 8          0         0         2
HOSPIRA INC                        COMMON SHS      441060100      2414      72055 SH       DEFINED 9      72055         0         0
HOSPIRA INC                        COMMON SHS      441060100         3        102 SH       DEFINED A        102         0         0
HOSPITALITY PROPERTIES TRUST       REAL EST INV TR 44106M102      2382      51790 SH       DEFINED 9      51790         0         0
HOST MARRIOTT CORP                 REAL EST INV TR 44107P104       246      14200 SH       DEFINED 6      14200         0         0
HOST MARRIOTT CORP                 REAL EST INV TR 44107P104       815      47110 SH       DEFINED 9      47110         0         0
HOST MARRIOTT CORP                 REAL EST INV TR 44107P104     28941    1672900 SH       DEFINED A    1672900         0         0
HOT TOPIC INC                      COMMON SHS      441339108      9592     558000 SH       DEFINED 4     554700         0      3300
HOT TOPIC INC                      COMMON SHS      441339108     36887    2145844 SH       DEFINED A    2145844         0         0
HOUSTON EXPLORATION CO             COMMON SHS      442120101      1577      28000 SH       DEFINED A      28000         0         0
HRPT PROPERTIES TRUST              REAL EST INV TR 40426W101       419      32650 SH       DEFINED 9      32650         0         0
HSBC HOLDINGS PLC                  AMER DEP RECPT  404280406      1277      14995 SH       DEFINED 2      14630         0       365
HSBC HOLDINGS PLC                  AMER DEP RECPT  404280406     19643     230719 SH       DEFINED 6     230719         0         0
HSBC HOLDINGS PLC                  AMER DEP RECPT  404280406      8890     104420 SH       DEFINED 8     104120         0       300
HSBC HOLDINGS PLC                  AMER DEP RECPT  404280406     10433     122536 SH       DEFINED 9     122536         0         0
HUANENG POWER INTERNATIONAL INC    AMER DEP RECPT  443304100       863      28760 SH       DEFINED        28760         0         0
HUANENG POWER INTERNATIONAL INC    AMER DEP RECPT  443304100      3698     123200 SH       DEFINED 9     123200         0         0
HUBBELL INC                        COMMON SHS      443510201      6744     128940 SH       DEFINED        41840         0     87100
HUBBELL INC                        COMMON SHS      443510201       575      10999 SH       DEFINED 1      10999         0         0
HUBBELL INC                        COMMON SHS      443510201      9166     175264 SH       DEFINED 2     175264         0         0
HUBBELL INC                        COMMON SHS      443510201      2073      39645 SH       DEFINED 6      39645         0         0
HUBBELL INC                        COMMON SHS      443510201     12025     229915 SH       DEFINED 8     229915         0         0
HUBBELL INC                        COMMON SHS      443510201      1021      19522 SH       DEFINED 9      19522         0         0
HUBBELL INC                        COMMON SHS      443510201        63       1210 SH       DEFINED A       1210         0         0
HUDSON CITY BANCORP INC            COMMON SHS      443683107    115254    3130203 SH       DEFINED 5    3130203         0         0
HUDSON CITY BANCORP INC            COMMON SHS      443683107       535      14533 SH       DEFINED 9      14533         0         0
HUMAN GENOME SCIENCES INC          COMMON SHS      444903108        96       8000 SH       DEFINED 9       8000         0         0
HUMAN GENOME SCIENCES INC          COMMON SHS      444903108     11121     925200 SH       DEFINED A     925200         0         0
HUNT (JB) TRANSPORT SERVICES INC   COMMON SHS      445658107     97562    2175300 SH       DEFINED A    2175300         0         0
HUTCHINSON TECHNOLOGY INC          COMMON SHS      448407106      5186     150000 SH       DEFINED 4     150000         0         0
HYPERION SOLUTIONS CORP            COMMON SHS      44914M104       301       6447 SH       DEFINED 9       6447         0         0
HYPERION SOLUTIONS CORP            COMMON SHS      44914M104    131725    2825500 SH       DEFINED A    2825500         0         0
IAC/INTERACTIVECORP                COMMON SHS      44919P102      1815      65724 SH       DEFINED        65724         0         0
IAC/INTERACTIVECORP                COMMON SHS      44919P102     16578     600200 SH       DEFINED 7     600200         0         0
IAC/INTERACTIVECORP                COMMON SHS      44919P102     14610     528974 SH       DEFINED 9     528974         0         0
IAMGOLD CORP                       ORDINARY SHS    450913108      8149    1017400 SH       DEFINED A    1017400         0         0
ICICI BANK LTD                     AMER DEP RECPT  45104G104       265      13150 SH       DEFINED        13150         0         0
ICICI BANK LTD                     AMER DEP RECPT  45104G104     18374     911881 SH       DEFINED 2     725086         0    186795
ICICI BANK LTD                     AMER DEP RECPT  45104G104        62       3100 SH       DEFINED 9       3100         0         0
ICU MED INC                        COMMON SHS      44930G107        97       3538 SH       DEFINED         3538         0         0
ICU MED INC                        COMMON SHS      44930G107      9046     330882 SH       DEFINED 6     330882         0         0
IDENIX PHARMACEUTICALS INC         COMMON SHS      45166R204      1741     101500 SH       DEFINED A     101500         0         0
IDT CORP                           COMMON SHS      448947309       827      53428 SH       DEFINED A      53428         0         0
IDX SYSTEMS CORP                   COMMON SHS      449491109     14359     416700 SH       DEFINED A     416700         0         0
ILLINOIS TOOL WORKS INC            COMMON SHS      452308109      2647      28563 SH       DEFINED        28563         0         0
ILLINOIS TOOL WORKS INC            COMMON SHS      452308109     46340     500000 SH       DEFINED 7     500000         0         0
ILLINOIS TOOL WORKS INC            COMMON SHS      452308109     38576     416233 SH       DEFINED 9     416233         0         0
ILLINOIS TOOL WORKS INC            COMMON SHS      452308109       575       6200 SH       DEFINED A       6200         0         0
ILLUMINA INC                       COMMON SHS      452327109      1394     147000 SH       DEFINED A     147000         0         0
IMCLONE SYSTEMS INC                COMMON SHS      45245W109       312       6776 SH       DEFINED 9       6776         0         0
IMCLONE SYSTEMS INC                COMMON SHS      45245W109      7168     155549 SH       DEFINED A     155549         0         0
IMPAC MORTGAGE HOLDINGS INC        REAL EST INV TR 45254P102       429      18940 SH       DEFINED 9      18940         0         0
IMPAX LABORATORIES INC             COMMON SHS      45256B101        54       3415 SH       DEFINED         3415         0         0
IMPAX LABORATORIES INC             COMMON SHS      45256B101      6608     416147 SH       DEFINED 6     416147         0         0
IMPAX LABORATORIES INC             COMMON SHS      45256B101     30336    1910300 SH       DEFINED A    1910300         0         0
IMPERIAL OIL LTD                   ORDINARY SHS    453038408        12        169 SH       DEFINED          169         0         0
IMPERIAL OIL LTD                   ORDINARY SHS    453038408     16717     234959 SH       DEFINED 8     121700         0    113259
IMPERIAL OIL LTD                   COMMON SHS      453038408       514       8650 SH       DEFINED 9       8650         0         0
IMS HEALTH INC                     COMMON SHS      449934108       145       6229 SH       DEFINED 6       6229         0         0
IMS HEALTH INC                     COMMON SHS      449934108     11605     500000 SH       DEFINED 7     500000         0         0
IMS HEALTH INC                     COMMON SHS      449934108      2512     108218 SH       DEFINED 9     108218         0         0
IMS HEALTH INC                     COMMON SHS      449934108        13        547 SH       DEFINED A        547         0         0
INAMED CORP                        COMMON SHS      453235103     60328     953800 SH       DEFINED A     953800         0         0
INCO LTD                           ORDINARY SHS    453258402         8        189 SH       DEFINED 8          0         0       189
INCO LTD                           COMMON SHS      453258402      3343      90900 SH       DEFINED 9      90900         0         0
INCYTE CORP                        COMMON SHS      45337C102      3452     345500 SH       DEFINED A     345500         0         0
INDYMAC BANCORP INC                REAL EST INV TR 456607100       589      17100 SH       DEFINED 9      17100         0         0
INFOSPACE INC                      COMMON SHS      45678T201        14        300 SH       DEFINED 9        300         0         0
INFOSPACE INC                      COMMON SHS      45678T201     45372     954200 SH       DEFINED A     954200         0         0
INFOSYS TECHNOLOGIES LTD           AMER DEP RECPT  456788108      1345      19400 SH       DEFINED 9      19400         0         0
ING GROEP NV                       AMER DEP RECPT  456837103      1365      45135 SH       DEFINED 2      45135         0         0
ING GROEP NV                       AMER DEP RECPT  456837103     34725    1147940 SH       DEFINED 6    1147940         0         0
ING GROEP NV                       AMER DEP RECPT  456837103      4388     145074 SH       DEFINED 8     145074         0         0
ING GROEP NV                       AMER DEP RECPT  456837103       100       3303 SH       DEFINED 9       3303         0         0
INGERSOLL RAND CO                  ORDINARY SHS    G4776G101       345       4300 SH       DEFINED 6       4300         0         0
INGERSOLL RAND CO                  ORDINARY SHS    G4776G101     40230     501000 SH       DEFINED 7     501000         0         0
INGERSOLL RAND CO                  ORDINARY SHS    G4776G101        16        200 SH       DEFINED 8          0         0       200
INGERSOLL RAND CO                  ORDINARY SHS    G4776G101       963      11990 SH       DEFINED 9      11990         0         0
INHIBITEX INC                      COMMON SHS      45719T103      2007     248100 SH       DEFINED A     248100         0         0
INLAND REAL ESTATE CORP            REAL EST INV TR 457461200       378      23700 SH       DEFINED 9      23700         0         0
INPHONIC INC                       COMMON SHS      45772G105        27       1000 SH       DEFINED 9       1000         0         0
INPHONIC INC                       COMMON SHS      45772G105      2116      77000 SH       DEFINED A      77000         0         0
INSPIRE PHARMACEUTICALS INC        COMMON SHS      457733103      3878     231261 SH       DEFINED A     231261         0         0
INSTEEL INDUSTRIES INC             COMMON SHS      45774W108      7170     397000 SH       DEFINED 4     397000         0         0
INSURED MUNICIPAL INCOME FUND      OPEN END MUT FD 45809F104       173      13000 SH       DEFINED 9      13000         0         0
INTEGRA LIFESCIENCES HOLDINGS CORP COMMON SHS      457985208       229       6200 SH       DEFINED A       6200         0         0
INTEGRATED ALARM SERVICES          COMMON SHS      45890M109     14329    2619600 SH       DEFINED 5    2619600         0         0
INTEGRATED CIRCUIT SYSTEMS INC     COMMON SHS      45811K208     82199    3929200 SH       DEFINED A    3929200         0         0
INTEL CORP                         COMMON SHS      458140100      2811     120160 SH       DEFINED       120160         0         0
INTEL CORP                         COMMON SHS      458140100        44       1880 SH       DEFINED 6       1880         0         0
INTEL CORP                         COMMON SHS      458140100     18712     800000 SH       DEFINED 7     800000         0         0
INTEL CORP                         COMMON SHS      458140100    123076    5261888 SH       DEFINED 9    5261888         0         0
INTEL CORP                         COMMON SHS      458140100    129890    5553246 SH       DEFINED A    4809146         0    744100
INTERGRAPH CORP                    COMMON SHS      458683109     22891     850000 SH       DEFINED 4     850000         0         0
INTERGRAPH CORP                    COMMON SHS      458683109         5        200 SH       DEFINED A        200         0         0
INTERMAGNETICS GENERAL CORP        COMMON SHS      458771102        57       2241 SH       DEFINED         2241         0         0
INTERMAGNETICS GENERAL CORP        COMMON SHS      458771102      8140     320347 SH       DEFINED 6     320347         0         0
INTERMUNE INC                      COMMON SHS      45884X103        71       5357 SH       DEFINED         5357         0         0
INTERMUNE INC                      COMMON SHS      45884X103      7404     558400 SH       DEFINED 6     558400         0         0
INTERMUNE INC                      COMMON SHS      45884X103     21154    1595300 SH       DEFINED A    1595300         0         0
INTERNATIONAL BUSINESS MACHINES CO COMMON SHS      459200101      2594      26315 SH       DEFINED        26315         0         0
INTERNATIONAL BUSINESS MACHINES CO COMMON SHS      459200101      7196      73000 SH       DEFINED 4      73000         0         0
INTERNATIONAL BUSINESS MACHINES CO COMMON SHS      459200101     55205     560000 SH       DEFINED 7     560000         0         0
INTERNATIONAL BUSINESS MACHINES CO COMMON SHS      459200101     18341     186052 SH       DEFINED 8     137125         0     48927
INTERNATIONAL BUSINESS MACHINES CO COMMON SHS      459200101    227072    2303433 SH       DEFINED 9    2303433         0         0
INTERNATIONAL BUSINESS MACHINES CO COMMON SHS      459200101     53060     538242 SH       DEFINED A     390542         0    147700
INTERNATIONAL GAME TECHNOLOGY      COMMON SHS      459902102      1259      36618 SH       DEFINED 9      36618         0         0
INTERNATIONAL GAME TECHNOLOGY      COMMON SHS      459902102     10315     300030 SH       DEFINED A     300030         0         0
INTERNATIONAL PAPER CO             COMMON SHS      460146103     32117     764682 SH       DEFINED       525607         0    239075
INTERNATIONAL PAPER CO             COMMON SHS      460146103    301838    7186628 SH       DEFINED 1    7186008         0       620
INTERNATIONAL PAPER CO             COMMON SHS      460146103      7595     180830 SH       DEFINED 2     180830         0         0
INTERNATIONAL PAPER CO             COMMON SHS      460146103      3752      89339 SH       DEFINED 6      89339         0         0
INTERNATIONAL PAPER CO             COMMON SHS      460146103      2416      57530 SH       DEFINED 9      57530         0         0
INTERNATIONAL PAPER CO             COMMON SHS      460146103        58       1370 SH       DEFINED A       1370         0         0
INTERNATIONAL SHIPHOLDING CORP     COMMON SHS      460321201      7152     480000 SH       DEFINED 4     480000         0         0
INTERNATIONAL STEEL GROUP          COMMON SHS      460377104       260       6400 SH       DEFINED 5       6400         0         0
INTERNATIONAL STEEL GROUP          COMMON SHS      460377104         2         50 SH       DEFINED 9         50         0         0
INTERNATIONAL STEEL GROUP          COMMON SHS      460377104       980      24167 SH       DEFINED A      24167         0         0
INTERPUBLIC GROUP OF COMPANIES INC COMMON SHS      460690100    172651   12884430 SH       DEFINED 1   12884430         0         0
INTERPUBLIC GROUP OF COMPANIES INC COMMON SHS      460690100      2266     169100 SH       DEFINED 2     169100         0         0
INTERPUBLIC GROUP OF COMPANIES INC COMMON SHS      460690100      1782     133016 SH       DEFINED 6     133016         0         0
INTERPUBLIC GROUP OF COMPANIES INC COMMON SHS      460690100        85       6370 SH       DEFINED 8       6370         0         0
INTERPUBLIC GROUP OF COMPANIES INC COMMON SHS      460690100      2723     203193 SH       DEFINED 9     203193         0         0
INTERPUBLIC GROUP OF COMPANIES INC COMMON SHS      460690100     23509    1754400 SH       DEFINED A    1754400         0         0
INTERPUBLIC GROUP OF COMPANIES INC CONVERT PREF    460690308      3185      65000 SH       DEFINED A      65000         0         0
INTERSIL CORP                      COMMON SHS      46069S109        92       5515 SH       DEFINED         5515         0         0
INTERSIL CORP                      COMMON SHS      46069S109     10232     611209 SH       DEFINED 6     611209         0         0
INTERSIL CORP                      COMMON SHS      46069S109     96328    5754390 SH       DEFINED A    5236990         0    517400
INTERTAPE POLYMER GROUP INC        ORDINARY SHS    460919103     17528    1608070 SH       DEFINED 8    1608070         0         0
INTERVOICE-BRITE INC               COMMON SHS      461142101       114       8571 SH       DEFINED         8571         0         0
INTERVOICE-BRITE INC               COMMON SHS      461142101     16403    1228722 SH       DEFINED 6    1228722         0         0
INTIER AUTOMOTIVE INC              ORDINARY SHS    46115N104     23811     636500 SH       DEFINED 8     562900         0     73600
INTL FLAVORS & FRAGRANCES INC      COMMON SHS      459506101     21420     500000 SH       DEFINED 7     500000         0         0
INTL FLAVORS & FRAGRANCES INC      COMMON SHS      459506101       609      14215 SH       DEFINED 9      14215         0         0
INTL RECTIFIER CORP                COMMON SHS      460254105       357       8000 SH       DEFINED 9       8000         0         0
INTL RECTIFIER CORP                COMMON SHS      460254105      8023     180000 SH       DEFINED A     180000         0         0
INTRALASE CORP                     COMMON SHS      461169104       930      39600 SH       DEFINED A      39600         0         0
INTRAWEST CORP                     COMMON SHS      460915200     12300     535000 SH       DEFINED 4     530000         0      5000
INTRAWEST CORP                     ORDINARY SHS    460915200     19977     725100 SH       DEFINED 8     725100         0         0
INTUIT INC                         COMMON SHS      461202103      2008      45625 SH       DEFINED 9      45625         0         0
INTUIT INC                         COMMON SHS      461202103     17642     400864 SH       DEFINED A     400864         0         0
INVERSIONES Y REPRESENTACION SA    GLBL DEP RECPT  450047204     33640    2990213 SH       DEFINED 1    2989737         0       476
INVESTMENT TECHNOLOGY GROUP INC    COMMON SHS      46145F105       270      13500 SH       DEFINED 9      13500         0         0
INVESTORS FINANCIAL SERVICES CORP  COMMON SHS      461915100       488       9768 SH       DEFINED 9       9768         0         0
INVESTORS FINANCIAL SERVICES CORP  COMMON SHS      461915100     89328    1787266 SH       DEFINED A    1787266         0         0
INVITROGEN CORP                    COMMON SHS      46185R100       838      12480 SH       DEFINED 2      12480         0         0
INVITROGEN CORP                    COMMON SHS      46185R100       934      13919 SH       DEFINED 6      13919         0         0
INVITROGEN CORP                    COMMON SHS      46185R100       887      13214 SH       DEFINED 9      13214         0         0
INVITROGEN CORP                    COMMON SHS      46185R100     92270    1374503 SH       DEFINED A    1374503         0         0
IONICS INC                         COMMON SHS      462218108     17336     400000 SH       DEFINED 7     400000         0         0
IONICS INC                         COMMON SHS      462218108        39        900 SH       DEFINED 9        900         0         0
IPC HOLDINGS LTD                   COMMON SHS      G4933P101       113       2596 SH       DEFINED         2596         0         0
IPC HOLDINGS LTD                   COMMON SHS      G4933P101     67889    1560300 SH       DEFINED 4    1560000         0       300
IPC HOLDINGS LTD                   COMMON SHS      G4933P101     23030     529300 SH       DEFINED 5     529300         0         0
IPC HOLDINGS LTD                   COMMON SHS      G4933P101     14406     331097 SH       DEFINED 6     331097         0         0
IPC HOLDINGS LTD                   COMMON SHS      G4933P101     17582     404100 SH       DEFINED A     404100         0         0
IRON MOUNTAIN INC                  COMMON SHS      462846106      4904     160825 SH       DEFINED 9     160825         0         0
IRON MOUNTAIN INC                  COMMON SHS      462846106     66482    2180450 SH       DEFINED A    2180450         0         0
ISHARES FTSE/XINHUA CHINA 25       CLOSE END MUT F 464287184       646      11650 SH       DEFINED 9      11650         0         0
ISHARES MSCI EAFE INDEX FUND       CLOSE END MUT F 464287465      1351       8431 SH       DEFINED 6       8431         0         0
ISHARES MSCI EAFE INDEX FUND       CLOSE END MUT F 464287465       437       2725 SH       DEFINED 9       2725         0         0
ISHARES MSCI EMERGING MARKETS INDE OPEN END MUT FD 464287234      6605      32720 SH       DEFINED 9      32720         0         0
ISHARES MSCI JAPAN INDEX FUND      CLOSE END MUT F 464286848       400      36648 SH       DEFINED 9      36648         0         0
ISHARES RUSSELL 2000 GROWTH INDEX  CLOSE END MUT F 464287648      4153      61706 SH       DEFINED 6      61706         0         0
ISHARES S&P EUROPE 350 INDEX FUND  OPEN END MUT FD 464287861       206       2732 SH       DEFINED 9       2732         0         0
ISHARES S&P INDEX 500 FUND         CLOSE END MUT F 464287200      3514      29045 SH       DEFINED 9      29045         0         0
ISHARES TR DOW JONES SELECT DIVIDE OPEN END MUT FD 464287168      6115      99590 SH       DEFINED 9      99590         0         0
ISHARES TR RUSSELL 2000 INDEX FUND CLOSE END MUT F 464287655       533       4115 SH       DEFINED 9       4115         0         0
ISHARES TRUST                      CLOSE END MUT F 464287697       651       9474 SH       DEFINED 9       9474         0         0
ISHARES TRUST LEHMAN TIPS BOND FUN CLOSE END MUT F 464287176      1934      18275 SH       DEFINED 9      18275         0         0
ISTAR FINANCIAL INC                REAL EST INV TR 45031U101    123668    2732400 SH       DEFINED 5    2732400         0         0
ISTAR FINANCIAL INC                REAL EST INV TR 45031U101      2599      57423 SH       DEFINED 6      50243         0      7180
ISTAR FINANCIAL INC                REAL EST INV TR 45031U101      1405      31050 SH       DEFINED 9      31050         0         0
ISTAR FINANCIAL INC                REAL EST INV TR 45031U101    147326    3255100 SH       DEFINED A    3255100         0         0
ITLA CAPITAL CORP                  COMMON SHS      450565106     26208     445796 SH       DEFINED 5     445796         0         0
ITT INDUSTRIES INC                 COMMON SHS      450911102      1062      12570 SH       DEFINED 9      12570         0         0
ITT INDUSTRIES INC                 COMMON SHS      450911102      1044      12365 SH       DEFINED A      12365         0         0
IVANHOE MINES LTD                  ORDINARY SHS    46579N103     14087    1628600 SH       DEFINED A    1628600         0         0
IVAX CORP                          COMMON SHS      465823102       398      25155 SH       DEFINED 9      25155         0         0
IVAX CORP                          COMMON SHS      465823102     45093    2850381 SH       DEFINED A    2850381         0         0
IVAX CORP                          CONVERTIBLE BD  465823AG7      5025    5000000 PRN      DEFINED A    5000000         0         0
J & J SNACK FOODS CORP             COMMON SHS      466032109       260       5300 SH       DEFINED         5300         0         0
J JILL GROUP INC                   COMMON SHS      466189107        11        759 SH       DEFINED 6        759         0         0
J JILL GROUP INC                   COMMON SHS      466189107     18470    1240400 SH       DEFINED A    1240400         0         0
JACK HENRY & ASSOCIATES INC        COMMON SHS      426281101       428      21500 SH       DEFINED 9      21500         0         0
JACK HENRY & ASSOCIATES INC        COMMON SHS      426281101     15942     800700 SH       DEFINED A     800700         0         0
JACK IN THE BOX INC                COMMON SHS      466367109       929      25200 SH       DEFINED A      25200         0         0
JACKSON HEWITT TAX SERVICE, INC    COMMON SHS      468202106     39625    1569300 SH       DEFINED A    1569300         0         0
JACOBS ENGINEERING GROUP           COMMON SHS      469814107      3019      63173 SH       DEFINED 9      63173         0         0
JACOBS ENGINEERING GROUP           COMMON SHS      469814107     15577     325957 SH       DEFINED A     325957         0         0
JAKKS PACIFIC INC                  COMMON SHS      47012E106     13825     625300 SH       DEFINED 8     625300         0         0
JAMDAT MOBILE INC                  COMMON SHS      47023T100     22157    1073000 SH       DEFINED A    1073000         0         0
JDS UNIPHASE CORP                  COMMON SHS      46612J101       154      48444 SH       DEFINED 9      48444         0         0
JDS UNIPHASE CORP                  COMMON SHS      46612J101      2313     729800 SH       DEFINED A     729800         0         0
JEFFERSON PILOT CORP               COMMON SHS      475070108      1244      23945 SH       DEFINED 9      23945         0         0
JLG INDUSTRIES INC                 COMMON SHS      466210101      8576     436900 SH       DEFINED 4     432400         0      4500
JOHN HANCOCK BANK & THRIFT OPPORTU CLOSE END MUT F 409735107     17804    1650000 SH       DEFINED 4    1650000         0         0
JOHN HANCOCK BANK & THRIFT OPPORTU CLOSE END MUT F 409735107       108      10000 SH       DEFINED 9      10000         0         0
JOHNSON & JOHNSON                  COMMON SHS      478160104       679      10711 SH       DEFINED        10711         0         0
JOHNSON & JOHNSON                  COMMON SHS      478160104      1837      28967 SH       DEFINED 6      24593         0      4374
JOHNSON & JOHNSON                  COMMON SHS      478160104     63166     996000 SH       DEFINED 7     996000         0         0
JOHNSON & JOHNSON                  COMMON SHS      478160104     16324     257393 SH       DEFINED 8     194430         0     62963
JOHNSON & JOHNSON                  COMMON SHS      478160104    190976    3011288 SH       DEFINED 9    3011288         0         0
JOHNSON & JOHNSON                  COMMON SHS      478160104    300459    4737610 SH       DEFINED A    4534610         0    203000
JOHNSON CONTROLS INC               COMMON SHS      478366107      4250      67000 SH       DEFINED 4      67000         0         0
JOHNSON CONTROLS INC               COMMON SHS      478366107     25376     400000 SH       DEFINED 7     400000         0         0
JOHNSON CONTROLS INC               COMMON SHS      478366107      4405      69430 SH       DEFINED 8      47555         0     21875
JOHNSON CONTROLS INC               COMMON SHS      478366107       574       9050 SH       DEFINED 9       9050         0         0
JONES LANG LASALLE INC             COMMON SHS      48020Q107     51633    1380200 SH       DEFINED A    1380200         0         0
JOURNAL COMMUNICATIONS INC         COMMON SHS      481130102       506      28000 SH       DEFINED A      28000         0         0
JOY GLOBAL INC                     COMMON SHS      481165108      7791     179400 SH       DEFINED 9     179400         0         0
JOY GLOBAL INC                     COMMON SHS      481165108        56       1300 SH       DEFINED A       1300         0         0
JPMORGAN CHASE & CO                COMMON SHS      46625H100     12505     320546 SH       DEFINED       214956         0    105590
JPMORGAN CHASE & CO                COMMON SHS      46625H100     80540    2064600 SH       DEFINED 1    2064600         0         0
JPMORGAN CHASE & CO                COMMON SHS      46625H100     10567     270870 SH       DEFINED 2     270870         0         0
JPMORGAN CHASE & CO                COMMON SHS      46625H100     11414     292584 SH       DEFINED 6     273886         0     18698
JPMORGAN CHASE & CO                COMMON SHS      46625H100     13826     354420 SH       DEFINED 8     354112         0       308
JPMORGAN CHASE & CO                COMMON SHS      46625H100     56828    1456766 SH       DEFINED 9    1456766         0         0
JPMORGAN CHASE & CO                COMMON SHS      46625H100    279340    7160733 SH       DEFINED A    7138433         0     22300
JUNIPER NETWORKS INC               COMMON SHS      48203R104     24257     892144 SH       DEFINED 9     892144         0         0
JUNIPER NETWORKS INC               COMMON SHS      48203R104      1694      62305 SH       DEFINED A      62305         0         0
K V PHARMACEUTICAL CO              COMMON SHS      482740206       341      15470 SH       DEFINED 9      15470         0         0
K2 INC                             COMMON SHS      482732104      8586     540700 SH       DEFINED 9     540700         0         0
K2 INC                             COMMON SHS      482732104        46       2900 SH       DEFINED A       2900         0         0
KANBAY INTERNATIONAL INC           COMMON SHS      48369P207     19162     612200 SH       DEFINED A     612200         0         0
KANSAS CITY LIFE INSURANCE CO      COMMON SHS      484836101     10538     222789 SH       DEFINED 4     222789         0         0
KANSAS CITY LIFE INSURANCE CO      COMMON SHS      484836101       109       2300 SH       DEFINED 9       2300         0         0
KANSAS CITY SOUTHERN               COMMON SHS      485170302     52529    2962700 SH       DEFINED 4    2957400         0      5300
KANSAS CITY SOUTHERN               COMMON SHS      485170302        15        860 SH       DEFINED 9        860         0         0
KAYDON CORP                        COMMON SHS      486587108     13320     403400 SH       DEFINED 4     403400         0         0
KB HOME                            COMMON SHS      48666K109       626       6000 SH       DEFINED 9       6000         0         0
KCS ENERGY INC                     COMMON SHS      482434206        75       5072 SH       DEFINED 9       5072         0         0
KCS ENERGY INC                     COMMON SHS      482434206      2587     175000 SH       DEFINED A     175000         0         0
KELLOGG CO                         COMMON SHS      487836108       896      20056 SH       DEFINED 9      20056         0         0
KELLWOOD CO                        COMMON SHS      488044108     15525     450000 SH       DEFINED 4     450000         0         0
KELLWOOD CO                        COMMON SHS      488044108        62       1800 SH       DEFINED 9       1800         0         0
KELLY SERVICES INC                 COMMON SHS      488152208     45475    1506800 SH       DEFINED 4    1506800         0         0
KENNAMETAL INC                     COMMON SHS      489170100       108       2169 SH       DEFINED         2169         0         0
KENNAMETAL INC                     COMMON SHS      489170100     15550     312440 SH       DEFINED 6     312440         0         0
KENNAMETAL INC                     COMMON SHS      489170100     41175     827300 SH       DEFINED A     827300         0         0
KERR MCGEE CORP                    COMMON SHS      492386107      3211      55555 SH       DEFINED 6      49873         0      5682
KERR MCGEE CORP                    COMMON SHS      492386107       140       2425 SH       DEFINED 9       2425         0         0
KERR MCGEE CORP                    COMMON SHS      492386107     18181     314600 SH       DEFINED A     314600         0         0
KERYX BIOPHAMACEUTICALS INC        COMMON SHS      492515101      2214     191400 SH       DEFINED A     191400         0         0
KEY ENERGY SERVICES INC            COMMON SHS      492914106       883      74800 SH       DEFINED A      74800         0         0
KEYCORP                            COMMON SHS      493267108       803      23697 SH       DEFINED 9      23697         0         0
KEYCORP                            COMMON SHS      493267108      7953     234600 SH       DEFINED A     234600         0         0
KEYSPAN CORP                       COMMON SHS      49337W100       388       9842 SH       DEFINED 9       9842         0         0
KEYSPAN CORP                       COMMON SHS      49337W100    226045    5729900 SH       DEFINED A    5729900         0         0
KILROY REALTY CORP                 REAL EST INV TR 49427F108       196       4588 SH       DEFINED 6       4588         0         0
KILROY REALTY CORP                 REAL EST INV TR 49427F108       893      20900 SH       DEFINED 9      20900         0         0
KILROY REALTY CORP                 REAL EST INV TR 49427F108     25663     600300 SH       DEFINED A     600300         0         0
KIMBERLY-CLARK CORP                COMMON SHS      494368103     30319     460700 SH       DEFINED       460700         0         0
KIMBERLY-CLARK CORP                COMMON SHS      494368103      5133      78000 SH       DEFINED 4      78000         0         0
KIMBERLY-CLARK CORP                COMMON SHS      494368103      5035      76508 SH       DEFINED 6      69317         0      7191
KIMBERLY-CLARK CORP                COMMON SHS      494368103      3057      46456 SH       DEFINED 8      40300         0      6156
KIMBERLY-CLARK CORP                COMMON SHS      494368103     12617     191726 SH       DEFINED 9     191726         0         0
KIMBERLY-CLARK CORP                COMMON SHS      494368103     12063     183300 SH       DEFINED A     183300         0         0
KIMCO REALTY CORP                  REAL EST INV TR 49446R109        29        500 SH       DEFINED          500         0         0
KIMCO REALTY CORP                  REAL EST INV TR 49446R109       110       1890 SH       DEFINED 6       1890         0         0
KIMCO REALTY CORP                  REAL EST INV TR 49446R109      1142      19700 SH       DEFINED 9      19700         0         0
KIMCO REALTY CORP                  REAL EST INV TR 49446R109     14498     250000 SH       DEFINED A     250000         0         0
KINDER MORGAN ENERGY PARTNERS LP   LTD PARTNERSHIP 494550106      5814     131153 SH       DEFINED 9     131153         0         0
KINDER MORGAN INC                  COMMON SHS      49455P101     39783     544000 SH       DEFINED       544000         0         0
KINDER MORGAN INC                  COMMON SHS      49455P101      2942      40235 SH       DEFINED 9      40235         0         0
KINDER MORGAN INC                  COMMON SHS      49455P101     27972     382500 SH       DEFINED A     382500         0         0
KINDRED HEALTHCARE INC             COMMON SHS      494580103       151       5027 SH       DEFINED         5027         0         0
KINDRED HEALTHCARE INC             COMMON SHS      494580103     20554     686270 SH       DEFINED 6     686270         0         0
KINDRED HEALTHCARE INC             COMMON SHS      494580103      1685      56272 SH       DEFINED A      56272         0         0
KINDRED HEALTHCARE INC             WTS TO EQUITY   494580111      4200     134263 SH       DEFINED A     134263         0         0
KINDRED HEALTHCARE INC             WTS TO EQUITY   494580129      9264     335658 SH       DEFINED A     335658         0         0
KING PHARMACEUTICALS INC           COMMON SHS      495582108     27114    2186600 SH       DEFINED 1    2184900         0      1700
KING PHARMACEUTICALS INC           COMMON SHS      495582108      1625     131070 SH       DEFINED 2     131070         0         0
KINGSWAY FINANCIAL SERVICES INC    ORDINARY SHS    496904103    102788    5409918 SH       DEFINED 8    2947090         0   2462828
KINROSS GOLD CORP                  ORDINARY SHS    496902404      6251     739800 SH       DEFINED 5     739800         0         0
KINROSS GOLD CORP                  ORDINARY SHS    496902404     20770    2458012 SH       DEFINED A    2458012         0         0
KINTERA INC                        COMMON SHS      49720P506      5584     619800 SH       DEFINED 9     619800         0         0
KITE REALTY GROUP TRUST            REAL EST INV TR 49803T102     25976    1700000 SH       DEFINED A    1700000         0         0
KLA-TENCOR CORP                    COMMON SHS      482480100       171       3680 SH       DEFINED         3680         0         0
KLA-TENCOR CORP                    COMMON SHS      482480100        24        505 SH       DEFINED 9        505         0         0
KLA-TENCOR CORP                    COMMON SHS      482480100     38831     833639 SH       DEFINED A     833639         0         0
KNIGHT TRANSPORTATION INC          COMMON SHS      499064103     30165    1216350 SH       DEFINED A    1216350         0         0
KNIGHT-RIDDER INC                  COMMON SHS      499040103      1436      21456 SH       DEFINED 9      21456         0         0
KOHL'S CORP                        COMMON SHS      500255104      1037      21080 SH       DEFINED 9      21080         0         0
KOHL'S CORP                        COMMON SHS      500255104      2960      60201 SH       DEFINED A      60201         0         0
KONINKLIJKE KPN NV                 AMER DEP RECPT  780641205       153      16000 SH       DEFINED 9      16000         0         0
KONINKLIJKE PHILIPS ELECTRONICS NV NEW YORK SHARES 500472303      1443      54436 SH       DEFINED 1      54436         0         0
KONINKLIJKE PHILIPS ELECTRONICS NV NEW YORK SHARES 500472303      9867     372354 SH       DEFINED 2     369115         0      3239
KONINKLIJKE PHILIPS ELECTRONICS NV NEW YORK SHARES 500472303     27255    1028507 SH       DEFINED 6    1028507         0         0
KONINKLIJKE PHILIPS ELECTRONICS NV NEW YORK SHARES 500472303       490      18474 SH       DEFINED 9      18474         0         0
KOOKMIN BANK                       AMER DEP RECPT  50049M109       527      13482 SH       DEFINED        13482         0         0
KOOKMIN BANK                       AMER DEP RECPT  50049M109     37019     947256 SH       DEFINED 1     947256         0         0
KOOKMIN BANK                       AMER DEP RECPT  50049M109    110778    2834659 SH       DEFINED 2    2743939         0     90720
KOOKMIN BANK                       AMER DEP RECPT  50049M109     15244     390069 SH       DEFINED 6     390069         0         0
KOOKMIN BANK                       AMER DEP RECPT  50049M109      3919     100270 SH       DEFINED 8     100270         0         0
KOOKMIN BANK                       AMER DEP RECPT  50049M109      1140      29170 SH       DEFINED 9      29170         0         0
KOOKMIN BANK                       AMER DEP RECPT  50049M109        29        740 SH       DEFINED A        740         0         0
KOREA ELECTRIC POWER CORP          AMER DEP RECPT  500631106     17502    1321900 SH       DEFINED      1321900         0         0
KOREA ELECTRIC POWER CORP          AMER DEP RECPT  500631106      5689     429700 SH       DEFINED 1     429700         0         0
KOREA ELECTRIC POWER CORP          AMER DEP RECPT  500631106     23813    1798580 SH       DEFINED 2    1757983         0     40597
KOREA ELECTRIC POWER CORP          AMER DEP RECPT  500631106     12428     938680 SH       DEFINED 6     938680         0         0
KOREA ELECTRIC POWER CORP          AMER DEP RECPT  500631106       660      49820 SH       DEFINED 9      49820         0         0
KOSAN BIOSCIENCES INC              COMMON SHS      50064W107     12591    1816891 SH       DEFINED A    1816891         0         0
KRAFT FOODS INC                    COMMON SHS      50075N104     27593     774878 SH       DEFINED       711708         0     63170
KRAFT FOODS INC                    COMMON SHS      50075N104      9703     272490 SH       DEFINED 2     272490         0         0
KRAFT FOODS INC                    COMMON SHS      50075N104      1895      53222 SH       DEFINED 6      53222         0         0
KRAFT FOODS INC                    COMMON SHS      50075N104      9251     259789 SH       DEFINED 8     259789         0         0
KRAFT FOODS INC                    COMMON SHS      50075N104      2454      68925 SH       DEFINED 9      68925         0         0
KROGER CO                          COMMON SHS      501044101     34725    1979767 SH       DEFINED      1621267         0    358500
KROGER CO                          COMMON SHS      501044101    313532   17875261 SH       DEFINED 1   17875261         0         0
KROGER CO                          COMMON SHS      501044101      3806     217000 SH       DEFINED 2     217000         0         0
KROGER CO                          COMMON SHS      501044101     96622    5508685 SH       DEFINED 5    5508685         0         0
KROGER CO                          COMMON SHS      501044101      9290     529637 SH       DEFINED 8     529637         0         0
KROGER CO                          COMMON SHS      501044101       237      13500 SH       DEFINED 9      13500         0         0
KT CORP                            AMER DEP RECPT  48268K101     24557    1125957 SH       DEFINED      1125957         0         0
KT CORP                            AMER DEP RECPT  48268K101    639957   29342350 SH       DEFINED 1   29332370         0      9980
KT CORP                            AMER DEP RECPT  48268K101    172319    7900933 SH       DEFINED 2    7599983         0    300950
KT CORP                            AMER DEP RECPT  48268K101     14048     644103 SH       DEFINED 6     644103         0         0
KT CORP                            AMER DEP RECPT  48268K101     77159    3537761 SH       DEFINED 8    3445461         0     92300
KT CORP                            AMER DEP RECPT  48268K101      1268      58120 SH       DEFINED 9      58120         0         0
KT CORP                            AMER DEP RECPT  48268K101      2972     136290 SH       DEFINED A     136290         0         0
KYOCERA CORP                       AMER DEP RECPT  501556203       290       3770 SH       DEFINED 9       3770         0         0
L-3 COMMUNICATIONS HOLDINGS INC    COMMON SHS      502424104      3189      43545 SH       DEFINED 9      43545         0         0
L-3 COMMUNICATIONS HOLDINGS INC    COMMON SHS      502424104    125355    1711570 SH       DEFINED A    1711570         0         0
LA QUINTA CORPORATION              COMMON SHS      50419U202     34148    3756700 SH       DEFINED 4    3745900         0     10800
LA QUINTA CORPORATION              COMMON SHS      50419U202        59       6470 SH       DEFINED 6       6470         0         0
LA QUINTA CORPORATION              COMMON SHS      50419U202     30152    3317000 SH       DEFINED A    3317000         0         0
LA-Z-BOY INC                       COMMON SHS      505336107     11543     751000 SH       DEFINED 4     745000         0      6000
LABONE INC                         COMMON SHS      50540L105     20249     632000 SH       DEFINED A     632000         0         0
LABORATORY CORP OF AMERICA HOLDING COMMON SHS      50540R409       467       9382 SH       DEFINED 9       9382         0         0
LABRANCHE & CO INC                 COMMON SHS      505447102        99      11100 SH       DEFINED        11100         0         0
LABRANCHE & CO INC                 COMMON SHS      505447102       107      11900 SH       DEFINED 9      11900         0         0
LADISH CO INC                      COMMON SHS      505754200       804      70000 SH       DEFINED 4      70000         0         0
LAFARGE NORTH AMERICA INC          COMMON SHS      505862102      7267     141600 SH       DEFINED 5     141600         0         0
LAIDLAW INTL INC                   COMMON SHS      50730R102       565      26400 SH       DEFINED 9      26400         0         0
LAM RESEARCH CORP                  COMMON SHS      512807108        32       1100 SH       DEFINED 9       1100         0         0
LAM RESEARCH CORP                  COMMON SHS      512807108    125048    4325421 SH       DEFINED A    4325421         0         0
LAMAR ADVERTISING CO               COMMON SHS      512815101       751      17545 SH       DEFINED 9      17545         0         0
LANCASTER COLONY CORP              COMMON SHS      513847103     27681     645700 SH       DEFINED 4     645700         0         0
LANCASTER COLONY CORP              COMMON SHS      513847103       129       3000 SH       DEFINED 6       3000         0         0
LANCASTER COLONY CORP              COMMON SHS      513847103        23        530 SH       DEFINED 9        530         0         0
LANDSTAR SYSTEM INC                COMMON SHS      515098101     49525     672524 SH       DEFINED A     672524         0         0
LAS VEGAS SANDS CORP               COMMON SHS      517834107     10008     208500 SH       DEFINED A     208500         0         0
LASALLE HOTEL PROPERTIES           REAL EST INV TR 517942108        25        800 SH       DEFINED          800         0         0
LASALLE HOTEL PROPERTIES           REAL EST INV TR 517942108     21224     666800 SH       DEFINED A     666800         0         0
LASERCARD CORP                     COMMON SHS      51807U101      7471     712200 SH       DEFINED A     712200         0         0
LATIN AMERICA EQUITY FUND INC      CLOSE END MUT F 51827Q106      4804     222015 SH       DEFINED 4     222015         0         0
LAUREATE EDUCATION INC             COMMON SHS      518613104      4387      99500 SH       DEFINED A      99500         0         0
LAWSON SOFTWARE INC                COMMON SHS      520780107     13837    2014100 SH       DEFINED A    2014100         0         0
LAYNE CHRISTENSEN COMPANY          COMMON SHS      521050104      8168     450000 SH       DEFINED 4     450000         0         0
LECG CORP                          COMMON SHS      523234102     16173     867200 SH       DEFINED A     867200         0         0
LEGG MASON INC                     COMMON SHS      524901105       330       4500 SH       DEFINED 9       4500         0         0
LEGGETT & PLATT INC                COMMON SHS      524660107     91053    3202700 SH       DEFINED 4    3202700         0         0
LEGGETT & PLATT INC                COMMON SHS      524660107       108       3800 SH       DEFINED 6       3800         0         0
LEGGETT & PLATT INC                COMMON SHS      524660107        11        400 SH       DEFINED 9        400         0         0
LEHMAN BROTHERS HOLDINGS INC       COMMON SHS      524908100      6299      72000 SH       DEFINED 4      72000         0         0
LEHMAN BROTHERS HOLDINGS INC       COMMON SHS      524908100      3180      36354 SH       DEFINED 9      36354         0         0
LEHMAN BROTHERS HOLDINGS INC       COMMON SHS      524908100     26437     302208 SH       DEFINED A     207508         0     94700
LENNAR CORP                        COMMON SHS      526057104     27206     480000 SH       DEFINED 4     480000         0         0
LENNAR CORP                        COMMON SHS      526057104       194       3420 SH       DEFINED 6       3420         0         0
LENNAR CORP                        COMMON SHS      526057104       176       3100 SH       DEFINED 9       3100         0         0
LENNAR CORP                        COMMON SHS      526057104     41212     727100 SH       DEFINED A     727100         0         0
LENNAR CORP                        COMMON SHS      526057302      2506      48000 SH       DEFINED 4      48000         0         0
LENNAR CORP                        COMMON SHS      526057302        12        230 SH       DEFINED 9        230         0         0
LENNOX INTERNATIONAL INC           COMMON SHS      526107107     22690    1115000 SH       DEFINED 4    1115000         0         0
LENNOX INTERNATIONAL INC           CONVERTIBLE BD  526107AB3      7040    5500000 PRN      DEFINED A    5500000         0         0
LEUCADIA NATIONAL CORP             COMMON SHS      527288104       104       1500 SH       DEFINED 5       1500         0         0
LEUCADIA NATIONAL CORP             COMMON SHS      527288104     18725     269500 SH       DEFINED A     213300         0     56200
LEXINGTON CORP PROPERTIES TRUST CV REAL EST INV TR 529043101        92       4065 SH       DEFINED 6       4065         0         0
LEXINGTON CORP PROPERTIES TRUST CV REAL EST INV TR 529043101        24       1065 SH       DEFINED 9       1065         0         0
LEXINGTON CORP PROPERTIES TRUST CV REAL EST INV TR 529043101     17384     769900 SH       DEFINED A     769900         0         0
LEXINGTON CORP PROPERTIES TRUST CV CONVERT PREF    529043309     76275    1500000 SH       DEFINED A    1500000         0         0
LEXMARK INTERNATIONAL INC          COMMON SHS      529771107       664       7810 SH       DEFINED 9       7810         0         0
LEXMARK INTERNATIONAL INC          COMMON SHS      529771107      2635      31000 SH       DEFINED A      31000         0         0
LIBERTY MEDIA CORP                 CONVERTIBLE BD  530715AR2      9863   10000000 PRN      DEFINED A   10000000         0         0
LIBERTY MEDIA CORP                 COMMON SHS      530718105    463048   42171938 SH       DEFINED 5   42171938         0         0
LIBERTY MEDIA CORP                 COMMON SHS      530718105      1335     121570 SH       DEFINED 9     121570         0         0
LIBERTY MEDIA CORP                 COMMON SHS      530718105     19715    1795518 SH       DEFINED A    1265318         0    530200
LIBERTY MEDIA INTERNATIONAL INC    COMMON SHS      530719103       270       5843 SH       DEFINED 9       5843         0         0
LIBERTY MEDIA INTERNATIONAL INC    COMMON SHS      530719103       694      15020 SH       DEFINED A      15020         0         0
LIBERTY MEDIA INTO MOTOROLA        CONVERTIBLE BD  530715AN1     12239   12900000 PRN      DEFINED A   12900000         0         0
LIBERTY PROPERTY TRUST             REAL EST INV TR 531172104       303       7005 SH       DEFINED 6       7005         0         0
LIBERTY PROPERTY TRUST             REAL EST INV TR 531172104     13553     313732 SH       DEFINED 9     313732         0         0
LIBERTY PROPERTY TRUST             REAL EST INV TR 531172104     39385     911700 SH       DEFINED A     911700         0         0
LIFEPOINT HOSPITALS HLDG           CONVERTIBLE BD  53219LAE9      2509    2500000 PRN      DEFINED A    2500000         0         0
LIGAND PHARMACEUTICALS INC         COMMON SHS      53220K207        35       3000 SH       DEFINED 9       3000         0         0
LIGAND PHARMACEUTICALS INC         COMMON SHS      53220K207      3699     317800 SH       DEFINED A     317800         0         0
LINCARE HOLDINGS INC               COMMON SHS      532791100       554      13000 SH       DEFINED 9      13000         0         0
LINCARE HOLDINGS INC               COMMON SHS      532791100     11196     262500 SH       DEFINED A     262500         0         0
LINCOLN NATIONAL CORP              COMMON SHS      534187109     18089     387508 SH       DEFINED 9     387508         0         0
LINEAR TECHNOLOGY CORP             COMMON SHS      535678106       404      10420 SH       DEFINED        10420         0         0
LINEAR TECHNOLOGY CORP             COMMON SHS      535678106      4435     114425 SH       DEFINED 8      82925         0     31500
LINEAR TECHNOLOGY CORP             COMMON SHS      535678106       578      14900 SH       DEFINED 9      14900         0         0
LINEAR TECHNOLOGY CORP             COMMON SHS      535678106    155255    4005550 SH       DEFINED A    4005550         0         0
LINENS N THINGS INC                COMMON SHS      535679104      9769     393900 SH       DEFINED 4     390000         0      3900
LIONS GATE ENTMT CORP              COMMON SHS      535919203       755      71069 SH       DEFINED        71069         0         0
LIONS GATE ENTMT CORP              COMMON SHS      535919203      8944     842200 SH       DEFINED 9     842200         0         0
LIONS GATE ENTMT CORP              COMMON SHS      535919203        70       6600 SH       DEFINED A       6600         0         0
LIZ CLAIBORNE INC                  COMMON SHS      539320101       663      15715 SH       DEFINED 9      15715         0         0
LLOYDS TSB GROUP PLC               AMER DEP RECPT  539439109       189       5125 SH       DEFINED 2       5125         0         0
LLOYDS TSB GROUP PLC               AMER DEP RECPT  539439109      3580      97320 SH       DEFINED 9      97320         0         0
LNR PROPERTY CORP                  COMMON SHS      501940100       157       2490 SH       DEFINED 6       2490         0         0
LNR PROPERTY CORP                  COMMON SHS      501940100        29        460 SH       DEFINED 9        460         0         0
LNR PROPERTY CORP                  COMMON SHS      501940100     15381     244500 SH       DEFINED A     244500         0         0
LOCKHEED MARTIN CORP               COMMON SHS      539830109     34133     614460 SH       DEFINED       461010         0    153450
LOCKHEED MARTIN CORP               COMMON SHS      539830109       317       5710 SH       DEFINED 1       1920         0      3790
LOCKHEED MARTIN CORP               COMMON SHS      539830109      4311      77613 SH       DEFINED 6      71513         0      6100
LOCKHEED MARTIN CORP               COMMON SHS      539830109     27775     500000 SH       DEFINED 7     500000         0         0
LOCKHEED MARTIN CORP               COMMON SHS      539830109      5822     104811 SH       DEFINED 9     104811         0         0
LOCKHEED MARTIN CORP               COMMON SHS      539830109     56668    1020121 SH       DEFINED A     889121         0    131000
LOEWS CORP                         COMMON SHS      540424108       253       3600 SH       DEFINED 9       3600         0         0
LOEWS CORP - CAROLINA GROUP        COMMON SHS      540424207     95633    3303383 SH       DEFINED A    3291783         0     11600
LOGITECH INTERNATIONAL SA          AMER DEP RECPT  541419107        40        660 SH       DEFINED 9        660         0         0
LOGITECH INTERNATIONAL SA          AMER DEP RECPT  541419107     12369     203600 SH       DEFINED A     203600         0         0
LONE STAR TECHNOLOGIES INC         COMMON SHS      542312103     17118     511600 SH       DEFINED 4     507500         0      4100
LONE STAR TECHNOLOGIES INC         COMMON SHS      542312103       837      25000 SH       DEFINED A      25000         0         0
LOWE'S COMPANIES INC               COMMON SHS      548661107       834      14480 SH       DEFINED        14480         0         0
LOWE'S COMPANIES INC               COMMON SHS      548661107      7607     132086 SH       DEFINED 9     132086         0         0
LOWE'S COMPANIES INC               COMMON SHS      548661107     94604    1642722 SH       DEFINED A    1522722         0    120000
LOWE'S COMPANIES INC               CONVERT ZERO CP 548661CF2   1045264   11000000 PRN      DEFINED A   11000000         0         0
LUCENT TECHNOLOGIES INC            COMMON SHS      549463107         3        700 SH       DEFINED 8          0         0       700
LUCENT TECHNOLOGIES INC            COMMON SHS      549463107      1558     414335 SH       DEFINED 9     414335         0         0
LUCENT TECHNOLOGIES INC            CONVERTIBLE BD  549463AG2       689     500000 PRN      DEFINED 9     500000         0         0
LUXOTTICA GROUP SPA                AMER DEP RECPT  55068R202      1896      92987 SH       DEFINED        92987         0         0
LUXOTTICA GROUP SPA                AMER DEP RECPT  55068R202      1427      70000 SH       DEFINED 8      70000         0         0
LUXOTTICA GROUP SPA                AMER DEP RECPT  55068R202      3100     152050 SH       DEFINED 9     152050         0         0
LUXOTTICA GROUP SPA                AMER DEP RECPT  55068R202        14        700 SH       DEFINED A        700         0         0
LYONDELL CHEMICAL CO               COMMON SHS      552078107       449      15523 SH       DEFINED 6       9448         0      6075
LYONDELL CHEMICAL CO               COMMON SHS      552078107       676      23380 SH       DEFINED 9      23380         0         0
LYONDELL CHEMICAL CO               COMMON SHS      552078107    124313    4298500 SH       DEFINED A    4298500         0         0
M & T BANK CORP                    COMMON SHS      55261F104      2239      20761 SH       DEFINED 9      20761         0         0
M/I HOMES INC                      COMMON SHS      55305B101     17161     311400 SH       DEFINED 4     309200         0      2200
MACERICH CO                        REAL EST INV TR 554382101       455       7240 SH       DEFINED 6       7240         0         0
MACERICH CO                        REAL EST INV TR 554382101       766      12200 SH       DEFINED 9      12200         0         0
MACERICH CO                        REAL EST INV TR 554382101     80246    1277800 SH       DEFINED A    1277800         0         0
MACROMEDIA INC                     COMMON SHS      556100105     47125    1514300 SH       DEFINED A    1514300         0         0
MACROVISION CORP                   COMMON SHS      555904101      1908      74200 SH       DEFINED A      74200         0         0
MAGNA INTERNATIONAL INC            ORDINARY SHS    559222401        58        591 SH       DEFINED          591         0         0
MAGNA INTERNATIONAL INC            ORDINARY SHS    559222401    160082    1624043 SH       DEFINED 8     821886         0    802157
MAGNA INTERNATIONAL INC            COMMON SHS      559222401        73        888 SH       DEFINED 9        888         0         0
MAINE & MARITIMES CORP             COMMON SHS      560377103       714      27100 SH       DEFINED 4      27100         0         0
MANDALAY RESORT GROUP              COMMON SHS      562567107     33151     470700 SH       DEFINED 5     470700         0         0
MANDALAY RESORT GROUP              COMMON SHS      562567107        35        500 SH       DEFINED 9        500         0         0
MANITOWOC CO INC                   COMMON SHS      563571108     25158     668200 SH       DEFINED A     668200         0         0
MANNKIND CORP                      COMMON SHS      56400P201       394      25000 SH       DEFINED 9      25000         0         0
MANPOWER INC                       COMMON SHS      56418H100     17234     356815 SH       DEFINED 9     356815         0         0
MANUGISTICS GROUP INC              COMMON SHS      565011103      5240    1825900 SH       DEFINED 9    1825900         0         0
MANUGISTICS GROUP INC              COMMON SHS      565011103        46      15900 SH       DEFINED A      15900         0         0
MANULIFE FINANCIAL CORP            ORDINARY SHS    56501R106        75       1350 SH       DEFINED         1350         0         0
MANULIFE FINANCIAL CORP            COMMON SHS      56501R106     23100     500000 SH       DEFINED 4     500000         0         0
MANULIFE FINANCIAL CORP            ORDINARY SHS    56501R106    205665    3712356 SH       DEFINED 8    1903785         0   1808571
MANULIFE FINANCIAL CORP            COMMON SHS      56501R106       514      11127 SH       DEFINED 9      11127         0         0
MARATHON OIL CORP                  COMMON SHS      565849106       886      23550 SH       DEFINED 9      23550         0         0
MARINEMAX INC                      COMMON SHS      567908108      6619     222400 SH       DEFINED 9     222400         0         0
MARINEMAX INC                      COMMON SHS      567908108        48       1600 SH       DEFINED A       1600         0         0
MARKETWATCH INC                    COMMON SHS      570619106      5506     305900 SH       DEFINED 9     305900         0         0
MARKETWATCH INC                    COMMON SHS      570619106        23       1300 SH       DEFINED A       1300         0         0
MARLIN BUSINESS SERVICES CORP      COMMON SHS      571157106       469      24661 SH       DEFINED        24661         0         0
MARRIOTT INTERNATIONAL INC         COMMON SHS      571903202       625       9920 SH       DEFINED 9       9920         0         0
MARRIOTT INTERNATIONAL INC         COMMON SHS      571903202        66       1052 SH       DEFINED A       1052         0         0
MARSH & MCLENNAN COS INC           COMMON SHS      571748102      7363     223800 SH       DEFINED       223800         0         0
MARSH & MCLENNAN COS INC           COMMON SHS      571748102        18        550 SH       DEFINED 6        550         0         0
MARSH & MCLENNAN COS INC           COMMON SHS      571748102      1510      45895 SH       DEFINED 9      45895         0         0
MARSH & MCLENNAN COS INC           COMMON SHS      571748102    135132    4107342 SH       DEFINED A    3692742         0    414600
MARSHALL & ILSLEY CORP             COMMON SHS      571834100      1927      43589 SH       DEFINED 9      43589         0         0
MARTEK BIOSCIENCES CORP            COMMON SHS      572901106       554      10825 SH       DEFINED 9      10825         0         0
MARTIN MARIETTA MATERIALS INC      COMMON SHS      573284106     60997    1136733 SH       DEFINED 5    1136733         0         0
MARTIN MARIETTA MATERIALS INC      COMMON SHS      573284106      1938      36119 SH       DEFINED 9      36119         0         0
MARVEL ENTERPRISES INC             COMMON SHS      57383M108      9332     455650 SH       DEFINED 9     455650         0         0
MARVEL ENTERPRISES INC             COMMON SHS      57383M108        69       3350 SH       DEFINED A       3350         0         0
MARVELL TECHNOLOGY GROUP LTD       ORDINARY SHS    G5876H105      9329     263000 SH       DEFINED A     263000         0         0
MASCO CORP                         COMMON SHS      574599106      5553     152000 SH       DEFINED 4     152000         0         0
MASCO CORP                         COMMON SHS      574599106     13538     370587 SH       DEFINED 9     370587         0         0
MASCO CORP                         COMMON SHS      574599106     16484     451254 SH       DEFINED A     451254         0         0
MASSEY ENERGY CO                   COMMON SHS      576206106      5354     153200 SH       DEFINED 9     153200         0         0
MASSEY ENERGY CO                   COMMON SHS      576206106        42       1200 SH       DEFINED A       1200         0         0
MATRIX SERVICE CO                  COMMON SHS      576853105      4731     587000 SH       DEFINED 4     587000         0         0
MATTEL INC                         COMMON SHS      577081102     17593     902658 SH       DEFINED       432358         0    470300
MATTEL INC                         COMMON SHS      577081102     56628    2905490 SH       DEFINED 1    2905490         0         0
MATTEL INC                         COMMON SHS      577081102      3089     158500 SH       DEFINED 2     158500         0         0
MATTEL INC                         COMMON SHS      577081102     72456    3717600 SH       DEFINED 5    3717600         0         0
MATTEL INC                         COMMON SHS      577081102     14824     760607 SH       DEFINED 8     760607         0         0
MATTEL INC                         COMMON SHS      577081102        56       2887 SH       DEFINED 9       2887         0         0
MAVERICK TUBE CORP                 COMMON SHS      577914104       746      24613 SH       DEFINED        24613         0         0
MAXIM INTEGRATED PRODUCTS INC      COMMON SHS      57772K101       304       7173 SH       DEFINED         7173         0         0
MAXIM INTEGRATED PRODUCTS INC      COMMON SHS      57772K101        23        537 SH       DEFINED 9        537         0         0
MAXIM INTEGRATED PRODUCTS INC      COMMON SHS      57772K101     27049     638091 SH       DEFINED A     638091         0         0
MAXIMUS INC                        COMMON SHS      577933104        67       2155 SH       DEFINED         2155         0         0
MAXIMUS INC                        COMMON SHS      577933104      6330     203409 SH       DEFINED 6     203409         0         0
MAXIMUS INC                        COMMON SHS      577933104       218       7000 SH       DEFINED 9       7000         0         0
MAXIMUS INC                        COMMON SHS      577933104     25316     813500 SH       DEFINED A     813500         0         0
MAXTOR CORP                        COMMON SHS      577729205      2356     444500 SH       DEFINED       411100         0     33400
MAXTOR CORP                        COMMON SHS      577729205    138545   26140539 SH       DEFINED 1   26114949         0     25590
MAXTOR CORP                        COMMON SHS      577729205      9219    1739360 SH       DEFINED 2    1739360         0         0
MAXTOR CORP                        COMMON SHS      577729205      1315     248205 SH       DEFINED 6     248205         0         0
MAXTOR CORP                        COMMON SHS      577729205        89      16800 SH       DEFINED 8      16800         0         0
MAXTOR CORP                        COMMON SHS      577729205        18       3313 SH       DEFINED 9       3313         0         0
MAXTOR CORP                        COMMON SHS      577729205      1730     326380 SH       DEFINED A     326380         0         0
MAY DEPARTMENT STORES CO           COMMON SHS      577778103      2717      92428 SH       DEFINED 9      92428         0         0
MAYTAG CORP                        COMMON SHS      578592107       651      30830 SH       DEFINED 9      30830         0         0
MBIA INC                           COMMON SHS      55262C100      1211      19140 SH       DEFINED 9      19140         0         0
MBNA CORP                          COMMON SHS      55262L100      3191     113200 SH       DEFINED 8      82100         0     31100
MBNA CORP                          COMMON SHS      55262L100     21615     766766 SH       DEFINED 9     766766         0         0
MBNA CORP                          COMMON SHS      55262L100     35970    1276000 SH       DEFINED A    1251000         0     25000
MCAFEE INC                         COMMON SHS      579064106      4504     155675 SH       DEFINED 8     107950         0     47725
MCAFEE INC                         COMMON SHS      579064106        43       1500 SH       DEFINED 9       1500         0         0
MCAFEE INC                         COMMON SHS      579064106      5407     186900 SH       DEFINED A     186900         0         0
MCCORMICK & CO INC                 COMMON SHS      579780206       355       9200 SH       DEFINED 9       9200         0         0
MCDONALD'S CORP                    COMMON SHS      580135101      8592     268000 SH       DEFINED 4     268000         0         0
MCDONALD'S CORP                    COMMON SHS      580135101     15330     478180 SH       DEFINED 9     478180         0         0
MCDONALD'S CORP                    COMMON SHS      580135101     10195     318000 SH       DEFINED A     318000         0         0
MCG CAPITAL CORP                   COMMON SHS      58047P107     29978    1750049 SH       DEFINED 5    1750049         0         0
MCGRAW-HILL COMPANIES INC          COMMON SHS      580645109     20317     221952 SH       DEFINED 9     221952         0         0
MCI INC                            COMMON SHS      552691107     98634    4892567 SH       DEFINED 5    4892567         0         0
MCI INC                            COMMON SHS      552691107     35632    1767437 SH       DEFINED A    1767437         0         0
MCKESSON CORP                      COMMON SHS      58155Q103        16        500 SH       DEFINED 6        500         0         0
MCKESSON CORP                      COMMON SHS      58155Q103        26        815 SH       DEFINED 9        815         0         0
MCKESSON CORP                      COMMON SHS      58155Q103     31760    1009540 SH       DEFINED A     683540         0    326000
MCMORAN EXPLORATION CO             COMMON SHS      582411104         4        189 SH       DEFINED 9        189         0         0
MCMORAN EXPLORATION CO             COMMON SHS      582411104       519      27737 SH       DEFINED A      27737         0         0
MDC HOLDINGS INC                   COMMON SHS      552676108     31378     363000 SH       DEFINED 4     363000         0         0
MDS INC                            ORDINARY SHS    55269P302        21       1235 SH       DEFINED         1235         0         0
MDS INC                            ORDINARY SHS    55269P302     49002    2902946 SH       DEFINED 8    1468150         0   1434796
MDU RESOURCES GROUP INC            COMMON SHS      552690109       510      19130 SH       DEFINED 9      19130         0         0
MEADOWBROOK INSURANCE GROUP INC    COMMON SHS      58319P108      1584     317500 SH       DEFINED 5     317500         0         0
MEADWESTVACO CORP                  COMMON SHS      583334107     28603     844000 SH       DEFINED 4     844000         0         0
MEADWESTVACO CORP                  COMMON SHS      583334107       133       3915 SH       DEFINED 9       3915         0         0
MEDAREX INC                        COMMON SHS      583916101      4773     442800 SH       DEFINED A     442800         0         0
MEDCO HEALTH SOLUTIONS INC         COMMON SHS      58405U102      2007      48240 SH       DEFINED 7      48240         0         0
MEDCO HEALTH SOLUTIONS INC         COMMON SHS      58405U102     11367     273249 SH       DEFINED 9     273249         0         0
MEDICINES CO                       COMMON SHS      584688105      2016      70000 SH       DEFINED 6      70000         0         0
MEDICINES CO                       COMMON SHS      584688105     83658    2904800 SH       DEFINED A    2904800         0         0
MEDICIS PHARMACEUTICAL CORP        COMMON SHS      584690309     11748     334600 SH       DEFINED A     334600         0         0
MEDIMMUNE INC                      COMMON SHS      584699102      1046      38579 SH       DEFINED 9      38579         0         0
MEDIMMUNE INC                      COMMON SHS      584699102     16469     607482 SH       DEFINED A     607482         0         0
MEDTRONIC INC                      COMMON SHS      585055106       330       6643 SH       DEFINED 6       6643         0         0
MEDTRONIC INC                      COMMON SHS      585055106      9131     183841 SH       DEFINED 8     156375         0     27466
MEDTRONIC INC                      COMMON SHS      585055106     63573    1279898 SH       DEFINED 9    1279898         0         0
MEDTRONIC INC                      COMMON SHS      585055106     69652    1402290 SH       DEFINED A    1167090         0    235200
MELLON FINANCIAL CORP              COMMON SHS      58551A108      7249     233000 SH       DEFINED 4     233000         0         0
MELLON FINANCIAL CORP              COMMON SHS      58551A108      1001      32171 SH       DEFINED 9      32171         0         0
MENS WEARHOUSE INC                 COMMON SHS      587118100     17271     540400 SH       DEFINED 4     536000         0      4400
MERCANTILE BANKSHARES CORP         COMMON SHS      587405101     41628     797475 SH       DEFINED 4     797475         0         0
MERCANTILE BANKSHARES CORP         COMMON SHS      587405101       159       3050 SH       DEFINED 6       3050         0         0
MERCANTILE BANKSHARES CORP         COMMON SHS      587405101       890      17050 SH       DEFINED 9      17050         0         0
MERCER INS GROUP INC               COMMON SHS      587902107       269      20000 SH       DEFINED 4      20000         0         0
MERCER INTERNATIONAL INC           COMMON SHS      588056101      5809     545400 SH       DEFINED 4     545400         0         0
MERCHANTS GROUP INC                COMMON SHS      588539106      4560     190000 SH       DEFINED 4     190000         0         0
MERCK & CO INC                     COMMON SHS      589331107     14218     442371 SH       DEFINED       442371         0         0
MERCK & CO INC                     COMMON SHS      589331107      2596      80763 SH       DEFINED 6      71528         0      9235
MERCK & CO INC                     COMMON SHS      589331107     16070     500000 SH       DEFINED 7     500000         0         0
MERCK & CO INC                     COMMON SHS      589331107        48       1508 SH       DEFINED 8          0         0      1508
MERCK & CO INC                     COMMON SHS      589331107    131527    4092309 SH       DEFINED 9    4092309         0         0
MERCK & CO INC                     COMMON SHS      589331107   1141644   35520960 SH       DEFINED A   35177760         0    343200
MERCURY GENERAL CORP               COMMON SHS      589400100     34712     579300 SH       DEFINED 4     579300         0         0
MERCURY GENERAL CORP               COMMON SHS      589400100       342       5700 SH       DEFINED 6       5700         0         0
MERCURY INTERACTIVE CORP           COMMON SHS      589405109      3160      69373 SH       DEFINED        69373         0         0
MERCURY INTERACTIVE CORP           COMMON SHS      589405109     23899     524685 SH       DEFINED 9     524685         0         0
MERCURY INTERACTIVE CORP           COMMON SHS      589405109     49613    1089200 SH       DEFINED A    1089200         0         0
MEREDITH CORP                      COMMON SHS      589433101    130724    2411876 SH       DEFINED 5    2411876         0         0
MEREDITH CORP                      COMMON SHS      589433101        54       1000 SH       DEFINED 9       1000         0         0
MERIDIAN GOLD INC                  COMMON SHS      589975101     49113    2473960 SH       DEFINED A    2473960         0         0
MERIDIAN RESOURCE CORP             COMMON SHS      58977Q109      1083     179000 SH       DEFINED A     179000         0         0
MERISTAR HOSPITALITY CORP          REAL EST INV TR 58984Y103        82       9791 SH       DEFINED         9791         0         0
MERISTAR HOSPITALITY CORP          REAL EST INV TR 58984Y103      9197    1101405 SH       DEFINED 6    1101405         0         0
MERISTAR HOSPITALITY CORP          REAL EST INV TR 58984Y103     23965    2870000 SH       DEFINED A    2870000         0         0
MERISTAR HOSPITALITY CORP          CONVERTIBLE BD  58984YAJ2    131639   99500000 PRN      DEFINED A   99500000         0         0
MERIT MEDICAL SYSTEMS INC          COMMON SHS      589889104     19417    1270767 SH       DEFINED A    1270767         0         0
MERITAGE HOMES CORP                COMMON SHS      59001A102      4069      36105 SH       DEFINED 9      36105         0         0
MERRILL LYNCH & CO INC             COMMON SHS      590188108     12767     213600 SH       DEFINED       213600         0         0
MERRILL LYNCH & CO INC             COMMON SHS      590188108    170403    2850977 SH       DEFINED 1    2850977         0         0
MERRILL LYNCH & CO INC             COMMON SHS      590188108        77       1280 SH       DEFINED 8       1280         0         0
MERRILL LYNCH & CO INC             COMMON SHS      590188108      1820      30445 SH       DEFINED 9      30445         0         0
MERRILL LYNCH & CO INC             COMMON SHS      590188108      4363      73000 SH       DEFINED A          0         0     73000
MESA AIR GROUP INC                 COMMON SHS      590479101      3573     450000 SH       DEFINED 4     450000         0         0
METALLICA RESOURCES INC            ORDINARY SHS    59125J104      2144    1488998 SH       DEFINED A    1488998         0         0
METHANEX CORP                      ORDINARY SHS    59151K108        17        795 SH       DEFINED          795         0         0
METHANEX CORP                      ORDINARY SHS    59151K108     58589    2674078 SH       DEFINED 8    1348761         0   1325317
METHODE ELECTRONICS INC            COMMON SHS      591520200        88       6878 SH       DEFINED         6878         0         0
METHODE ELECTRONICS INC            COMMON SHS      591520200     10759     837287 SH       DEFINED 6     837287         0         0
METLIFE INC                        COMMON SHS      59156R108     22402     553000 SH       DEFINED 4     553000         0         0
METLIFE INC                        COMMON SHS      59156R108       681      16815 SH       DEFINED 9      16815         0         0
METSO OYJ                          AMER DEP RECPT  592671101      3351     209160 SH       DEFINED 2     209160         0         0
METTLER-TOLEDO INTERNATIONAL INC   COMMON SHS      592688105       636      12393 SH       DEFINED        12393         0         0
METTLER-TOLEDO INTERNATIONAL INC   COMMON SHS      592688105     18631     363100 SH       DEFINED 4     360000         0      3100
METTLER-TOLEDO INTERNATIONAL INC   COMMON SHS      592688105     37643     733639 SH       DEFINED 6     733639         0         0
METTLER-TOLEDO INTERNATIONAL INC   COMMON SHS      592688105        77       1500 SH       DEFINED 9       1500         0         0
METTLER-TOLEDO INTERNATIONAL INC   COMMON SHS      592688105    210701    4106428 SH       DEFINED A    4106428         0         0
MEXICO FUND INC                    CLOSE END MUT F 592835102     13434     620800 SH       DEFINED 4     620800         0         0
MGI PHARMA INC                     COMMON SHS      552880106      1120      40000 SH       DEFINED 6      40000         0         0
MGI PHARMA INC                     COMMON SHS      552880106     48398    1727900 SH       DEFINED A    1727900         0         0
MGIC INVESTMENT CORP               COMMON SHS      552848103     30320     440000 SH       DEFINED 4     440000         0         0
MGIC INVESTMENT CORP               COMMON SHS      552848103        83       1208 SH       DEFINED 9       1208         0         0
MICREL INC                         COMMON SHS      594793101       276      25000 SH       DEFINED 7      25000         0         0
MICREL INC                         COMMON SHS      594793101     12250    1111600 SH       DEFINED 9    1111600         0         0
MICREL INC                         COMMON SHS      594793101        88       8000 SH       DEFINED A       8000         0         0
MICROCHIP TECHNOLOGY INC           COMMON SHS      595017104       421      15800 SH       DEFINED 9      15800         0         0
MICROCHIP TECHNOLOGY INC           COMMON SHS      595017104     68940    2585900 SH       DEFINED A    2585900         0         0
MICROSEMI CORP                     COMMON SHS      595137100       968      55755 SH       DEFINED        55755         0         0
MICROSOFT CORP                     COMMON SHS      594918104       919      34401 SH       DEFINED        34401         0         0
MICROSOFT CORP                     COMMON SHS      594918104      3676     137624 SH       DEFINED 6     120321         0     17303
MICROSOFT CORP                     COMMON SHS      594918104     26710    1000000 SH       DEFINED 7    1000000         0         0
MICROSOFT CORP                     COMMON SHS      594918104     18071     676580 SH       DEFINED 8     508835         0    167745
MICROSOFT CORP                     COMMON SHS      594918104    110043    4119923 SH       DEFINED 9    4119923         0         0
MICROSOFT CORP                     COMMON SHS      594918104    180604    6761660 SH       DEFINED A    5784260         0    977400
MICROTUNE INC                      COMMON SHS      59514P109      7228    1183000 SH       DEFINED 9    1183000         0         0
MICROTUNE INC                      COMMON SHS      59514P109     17869    2924500 SH       DEFINED A    2924500         0         0
MIDCAP SPDR TRUST                  OPEN END UT TR  595635103      3588      29652 SH       DEFINED 9      29652         0         0
MIDLAND CO                         COMMON SHS      597486109     12039     385000 SH       DEFINED 4     385000         0         0
MILLENNIUM PHARMACEUTICALS INC     COMMON SHS      599902103        35       2898 SH       DEFINED 9       2898         0         0
MILLENNIUM PHARMACEUTICALS INC     COMMON SHS      599902103     27878    2300193 SH       DEFINED A    2300193         0         0
MILLIPORE CORP                     COMMON SHS      601073109     19924     400000 SH       DEFINED 7     400000         0         0
MILLIPORE CORP                     COMMON SHS      601073109       322       6461 SH       DEFINED 9       6461         0         0
MILLS CORP                         REAL EST INV TR 601148109       281       4408 SH       DEFINED 9       4408         0         0
MINDSPEED TECHNOLOGIES INC         COMMON SHS      602682106       278     100000 SH       DEFINED 7     100000         0         0
MINE SAFETY APPLIANCES CO          COMMON SHS      602720104      6419     126600 SH       DEFINED A     126600         0         0
MINERALS TECHNOLOGIES INC          COMMON SHS      603158106       113       1688 SH       DEFINED         1688         0         0
MINERALS TECHNOLOGIES INC          COMMON SHS      603158106     15043     225525 SH       DEFINED 6     225525         0         0
MINERALS TECHNOLOGIES INC          COMMON SHS      603158106     11913     178600 SH       DEFINED 9     178600         0         0
MINERALS TECHNOLOGIES INC          COMMON SHS      603158106     58396     875500 SH       DEFINED A     875500         0         0
MIRAMAR MNG CORP (CAD)             ORDINARY SHS    60466E100      1822    1330000 SH       DEFINED A    1330000         0         0
MISSION RESOURCES CORP             COMMON SHS      605109107     14787    2532000 SH       DEFINED A    2532000         0         0
MOBILE TELESYSTEMS OJSC            AMER DEP RECPT  607409109      2479      17900 SH       DEFINED A      17900         0         0
MOLECULAR DEVICES CORP             COMMON SHS      60851C107       551      27428 SH       DEFINED 6      27428         0         0
MOLECULAR DEVICES CORP             COMMON SHS      60851C107      9342     464800 SH       DEFINED A     464800         0         0
MOLEX INC                          COMMON SHS      608554101       113       3750 SH       DEFINED 6       3750         0         0
MOLEX INC                          COMMON SHS      608554101      4394     146483 SH       DEFINED 7     146483         0         0
MOLEX INC                          COMMON SHS      608554101       269       8972 SH       DEFINED 9       8972         0         0
MOLEX INC                          COMMON SHS      608554200      3904     146483 SH       DEFINED 7     146483         0         0
MOLEX INC                          COMMON SHS      608554200       152       5718 SH       DEFINED 9       5718         0         0
MOLINA HEALTHCARE INC              COMMON SHS      60855R100     70298    1515700 SH       DEFINED A    1515700         0         0
MONACO COACH CORP                  COMMON SHS      60886R103     13192     641300 SH       DEFINED 4     636100         0      5200
MONSANTO CO                        COMMON SHS      61166W101     47434     853900 SH       DEFINED 4     853900         0         0
MONSANTO CO                        COMMON SHS      61166W101       416       7495 SH       DEFINED 9       7495         0         0
MONTPELIER RE HOLDINGS LTD         COMMON SHS      G62185106     28876     751000 SH       DEFINED 4     745000         0      6000
MONTPELIER RE HOLDINGS LTD         COMMON SHS      G62185106     50020    1300921 SH       DEFINED 5    1300921         0         0
MONTPELIER RE HOLDINGS LTD         COMMON SHS      G62185106      1764      45866 SH       DEFINED 6      39638         0      6228
MONTPELIER RE HOLDINGS LTD         COMMON SHS      G62185106      5158     134150 SH       DEFINED 9     134150         0         0
MONTPELIER RE HOLDINGS LTD         COMMON SHS      G62185106     97786    2543200 SH       DEFINED A    2543200         0         0
MOODY'S CORP                       COMMON SHS      615369105         3         30 SH       DEFINED 6         30         0         0
MOODY'S CORP                       COMMON SHS      615369105     21191     244000 SH       DEFINED 7     244000         0         0
MOODY'S CORP                       COMMON SHS      615369105      2895      33331 SH       DEFINED 9      33331         0         0
MOODY'S CORP                       COMMON SHS      615369105    138163    1590821 SH       DEFINED A    1590821         0         0
MORGAN STANLEY DEAN WITTER & CO    COMMON SHS      617446448     16972     305694 SH       DEFINED       204780         0    100914
MORGAN STANLEY DEAN WITTER & CO    COMMON SHS      617446448     10348     186390 SH       DEFINED 1     186390         0         0
MORGAN STANLEY DEAN WITTER & CO    COMMON SHS      617446448      6214     111920 SH       DEFINED 2     111920         0         0
MORGAN STANLEY DEAN WITTER & CO    COMMON SHS      617446448      3442      62000 SH       DEFINED 4      62000         0         0
MORGAN STANLEY DEAN WITTER & CO    COMMON SHS      617446448      7682     138362 SH       DEFINED 6     130091         0      8271
MORGAN STANLEY DEAN WITTER & CO    COMMON SHS      617446448        72       1300 SH       DEFINED 8       1300         0         0
MORGAN STANLEY DEAN WITTER & CO    COMMON SHS      617446448     32024     576801 SH       DEFINED 9     576801         0         0
MORGAN STANLEY DEAN WITTER & CO    COMMON SHS      617446448     27727     499406 SH       DEFINED A     499406         0         0
MORTGAGEIT HOLDINGS INC            REAL EST INV TR 61915Q108      9535     531200 SH       DEFINED 5     531200         0         0
MOTOROLA INC                       COMMON SHS      620076109        10        603 SH       DEFINED 6        603         0         0
MOTOROLA INC                       COMMON SHS      620076109         1         47 SH       DEFINED 8          0         0        47
MOTOROLA INC                       COMMON SHS      620076109      7810     454053 SH       DEFINED 9     454053         0         0
MOTOROLA INC                       COMMON SHS      620076109     18693    1086819 SH       DEFINED A    1086819         0         0
MTS SYSTEMS CORP                   COMMON SHS      553777103        97       2877 SH       DEFINED         2877         0         0
MTS SYSTEMS CORP                   COMMON SHS      553777103     13699     405187 SH       DEFINED 6     405187         0         0
MTS SYSTEMS CORP                   COMMON SHS      553777103      8182     242000 SH       DEFINED A     242000         0         0
MUELLER INDUSTRIES INC             COMMON SHS      624756102     41161    1278300 SH       DEFINED 4    1273900         0      4400
MUELLER INDUSTRIES INC             COMMON SHS      624756102       589      18300 SH       DEFINED 9      18300         0         0
MUNIHOLDINGS INSURED FUND INC      CLOSE END MUT F 625930102       185      13000 SH       DEFINED 9      13000         0         0
MUNIYIELD CALIFORNIA INSURED INC   CLOSE END MUT F 62629L104       369      27700 SH       DEFINED 9      27700         0         0
MUNIYIELD NEW YORK INSURED FUND    CLOSE END MUT F 626301105       186      14512 SH       DEFINED 9      14512         0         0
MURPHY OIL CORP                    COMMON SHS      626717102       930      11558 SH       DEFINED 9      11558         0         0
MYERS INDUSTRIES INC               COMMON SHS      628464109     16756    1309084 SH       DEFINED 4    1307984         0      1100
MYKROLIS CORP                      COMMON SHS      62852P103      3836     270725 SH       DEFINED 7     270725         0         0
MYKROLIS CORP                      COMMON SHS      62852P103        10        720 SH       DEFINED 9        720         0         0
MYLAN LABORATORIES INC             COMMON SHS      628530107      1356      76670 SH       DEFINED        76670         0         0
MYLAN LABORATORIES INC             COMMON SHS      628530107      1268      71732 SH       DEFINED 1      71732         0         0
MYLAN LABORATORIES INC             COMMON SHS      628530107      6987     395220 SH       DEFINED 2     395220         0         0
MYLAN LABORATORIES INC             COMMON SHS      628530107       684      38675 SH       DEFINED 6      38675         0         0
MYLAN LABORATORIES INC             COMMON SHS      628530107      7623     431146 SH       DEFINED 8     431146         0         0
MYLAN LABORATORIES INC             COMMON SHS      628530107       270      15275 SH       DEFINED 9      15275         0         0
NABI BIOPHARMACEUTICALS            COMMON SHS      629519109      5532     377600 SH       DEFINED A     377600         0         0
NABORS INDUSTRIES LTD              COMMON SHS      G6359F103        13        250 SH       DEFINED          250         0         0
NABORS INDUSTRIES LTD              COMMON SHS      G6359F103      6068     118315 SH       DEFINED 9     118315         0         0
NABORS INDUSTRIES LTD              COMMON SHS      G6359F103      3462      67500 SH       DEFINED A      67500         0         0
NACCO INDUSTRIES INC               COMMON SHS      629579103     50655     480600 SH       DEFINED 5     480600         0         0
NACCO INDUSTRIES INC               COMMON SHS      629579103        32        300 SH       DEFINED 9        300         0         0
NASDAQ 100                         OPEN END UT TR  631100104      1675      41958 SH       DEFINED 9      41958         0         0
NASHUA CORP                        COMMON SHS      631226107      5396     475000 SH       DEFINED 4     475000         0         0
NATIONAL AUSTRALIA BANK LTD        CONVERT PREF    632525309      2562      67525 SH       DEFINED 9      67525         0         0
NATIONAL AUSTRALIA BANK LTD        AMER DEP RECPT  632525408       123       1100 SH       DEFINED 2       1100         0         0
NATIONAL AUSTRALIA BANK LTD        AMER DEP RECPT  632525408     22810     203512 SH       DEFINED 6     203512         0         0
NATIONAL AUSTRALIA BANK LTD        AMER DEP RECPT  632525408       157       1400 SH       DEFINED 9       1400         0         0
NATIONAL CITY CORP                 COMMON SHS      635405103      4832     128685 SH       DEFINED 8      94910         0     33775
NATIONAL CITY CORP                 COMMON SHS      635405103      1140      30362 SH       DEFINED 9      30362         0         0
NATIONAL FINANCIAL PARTNERS CORP   COMMON SHS      63607P208       100       2569 SH       DEFINED         2569         0         0
NATIONAL FINANCIAL PARTNERS CORP   COMMON SHS      63607P208     13946     359429 SH       DEFINED 6     359429         0         0
NATIONAL FINANCIAL PARTNERS CORP   COMMON SHS      63607P208     27587     711000 SH       DEFINED A     711000         0         0
NATIONAL FUEL GAS CO               COMMON SHS      636180101       216       7628 SH       DEFINED 9       7628         0         0
NATIONAL GRID TRANSCO PLC          AMER DEP RECPT  636274102     12132     252808 SH       DEFINED 6     252808         0         0
NATIONAL GRID TRANSCO PLC          AMER DEP RECPT  636274102         6        117 SH       DEFINED 9        117         0         0
NATIONAL INSTRUMENTS CORP          COMMON SHS      636518102        86       3160 SH       DEFINED         3160         0         0
NATIONAL INSTRUMENTS CORP          COMMON SHS      636518102      9652     354190 SH       DEFINED 6     354190         0         0
NATIONAL INSTRUMENTS CORP          COMMON SHS      636518102     58702    2154202 SH       DEFINED A    2154202         0         0
NATIONAL OILWELL INC               COMMON SHS      637071101        35       1000 SH       DEFINED 8          0         0      1000
NATIONAL OILWELL INC               COMMON SHS      637071101      2329      66000 SH       DEFINED A      66000         0         0
NATIONAL RV HOLDINGS INC           COMMON SHS      637277104      2520     261700 SH       DEFINED 4     261700         0         0
NATIONAL WESTERN LIFE INSURANCE CO COMMON SHS      638522102     24992     150000 SH       DEFINED 4     150000         0         0
NATIONWIDE FINANCIAL SERVICES INC  COMMON SHS      638612101     99159    2593750 SH       DEFINED 5    2593750         0         0
NATIONWIDE FINANCIAL SERVICES INC  COMMON SHS      638612101        67       1752 SH       DEFINED 9       1752         0         0
NATIONWIDE FINANCIAL SERVICES INC  COMMON SHS      638612101         9        235 SH       DEFINED A        235         0         0
NATIONWIDE HEALTH PROPERTIES INC   REAL EST INV TR 638620104       449      18900 SH       DEFINED 9      18900         0         0
NAUTILUS GROUP INC                 COMMON SHS      63910B102      1835      75900 SH       DEFINED 9      75900         0         0
NAUTILUS GROUP INC                 COMMON SHS      63910B102        15        600 SH       DEFINED A        600         0         0
NAVIGANT CONSULTING INC            COMMON SHS      63935N107        73       2731 SH       DEFINED         2731         0         0
NAVIGANT CONSULTING INC            COMMON SHS      63935N107      9607     361162 SH       DEFINED 6     361162         0         0
NAVTEQ CORP                        COMMON SHS      63936L100       848      18300 SH       DEFINED 9      18300         0         0
NAVTEQ CORP                        COMMON SHS      63936L100     70525    1521252 SH       DEFINED A    1521252         0         0
NBTY INC                           COMMON SHS      628782104        58       2400 SH       DEFINED 9       2400         0         0
NBTY INC                           COMMON SHS      628782104     39911    1662248 SH       DEFINED A    1662248         0         0
NCO GROUP INC                      COMMON SHS      628858102       136       5274 SH       DEFINED         5274         0         0
NCO GROUP INC                      COMMON SHS      628858102     17555     679128 SH       DEFINED 6     679128         0         0
NCO GROUP INC                      COMMON SHS      628858102     46026    1780500 SH       DEFINED A    1780500         0         0
NCO GROUP INC                      CONVERTIBLE BD  628858AB8      5131    5000000 PRN      DEFINED A    5000000         0         0
NEC CORP                           AMER DEP RECPT  629050204       122      19825 SH       DEFINED 2      19825         0         0
NEENAH PAPER INC                   COMMON SHS      640079109       455      13960 SH       DEFINED        13960         0         0
NEENAH PAPER INC                   COMMON SHS      640079109         8        254 SH       DEFINED 6        254         0         0
NEENAH PAPER INC                   COMMON SHS      640079109         7        221 SH       DEFINED 8        221         0         0
NEENAH PAPER INC                   COMMON SHS      640079109       107       3281 SH       DEFINED 9       3281         0         0
NEIMAN MARCUS GROUP INC            COMMON SHS      640204202     12748     178200 SH       DEFINED       178200         0         0
NEKTAR THERAPEUTIC                 COMMON SHS      640268108      8885     439000 SH       DEFINED 9     439000         0         0
NEKTAR THERAPEUTIC                 COMMON SHS      640268108     13075     646000 SH       DEFINED A     646000         0         0
NEOSE TECHNOLOGIES INC             COMMON SHS      640522108       834     124100 SH       DEFINED A     124100         0         0
NETFLIX COM INC                    COMMON SHS      64110L106       166      13500 SH       DEFINED 9      13500         0         0
NETIQ CORP                         COMMON SHS      64115P102       133      10876 SH       DEFINED        10876         0         0
NETIQ CORP                         COMMON SHS      64115P102     18489    1514245 SH       DEFINED 6    1514245         0         0
NETIQ CORP                         COMMON SHS      64115P102     25503    2088700 SH       DEFINED A    2088700         0         0
NETWORK APPLIANCE INC              COMMON SHS      64120L104       584      17582 SH       DEFINED 9      17582         0         0
NETWORK APPLIANCE INC              COMMON SHS      64120L104    112821    3396192 SH       DEFINED A    3396192         0         0
NEUROCRINE BIOSCIENCES INC         COMMON SHS      64125C109      1233      25000 SH       DEFINED 6      25000         0         0
NEUROCRINE BIOSCIENCES INC         COMMON SHS      64125C109     21160     429200 SH       DEFINED A     429200         0         0
NEW CENTURY FINANCIAL CORP         REAL EST INV TR 6435EV108      7989     125000 SH       DEFINED 5     125000         0         0
NEW IRELAND FUND INC               CLOSE END MUT F 645673104      2850     135000 SH       DEFINED 4     135000         0         0
NEW YORK & CO. INC                 COMMON SHS      649295102      5876     355700 SH       DEFINED 9     355700         0         0
NEW YORK & CO. INC                 COMMON SHS      649295102        41       2500 SH       DEFINED A       2500         0         0
NEW YORK MORTGAGE TRUST INC        REAL EST INV TR 649604105     23854    2129850 SH       DEFINED 5    2129850         0         0
NEW YORK TIMES CO                  COMMON SHS      650111107      8808     215881 SH       DEFINED 9     215881         0         0
NEW YORK TIMES CO                  COMMON SHS      650111107      3913      95900 SH       DEFINED A       8000         0     87900
NEWCASTLE INVESTMENT CORP          REAL EST INV TR 65105M108       211       6650 SH       DEFINED 6       6650         0         0
NEWCASTLE INVESTMENT CORP          REAL EST INV TR 65105M108     20110     632800 SH       DEFINED A     632800         0         0
NEWELL RUBBERMAID INC              COMMON SHS      651229106      5218     215724 SH       DEFINED 8     215724         0         0
NEWELL RUBBERMAID INC              COMMON SHS      651229106       337      13938 SH       DEFINED 9      13938         0         0
NEWFIELD EXPLORATION COMPANY       COMMON SHS      651290108        24        400 SH       DEFINED          400         0         0
NEWFIELD EXPLORATION COMPANY       COMMON SHS      651290108    102204    1730800 SH       DEFINED A    1730800         0         0
NEWMONT MINING CORP                COMMON SHS      651639106        11        250 SH       DEFINED          250         0         0
NEWMONT MINING CORP                COMMON SHS      651639106    568279   12796194 SH       DEFINED 5   12796194         0         0
NEWMONT MINING CORP                COMMON SHS      651639106      1810      40748 SH       DEFINED 9      40748         0         0
NEWMONT MINING CORP                COMMON SHS      651639106     34227     770714 SH       DEFINED A     770714         0         0
NEWPORT CORP                       COMMON SHS      651824104      8645     613100 SH       DEFINED 9     613100         0         0
NEWPORT CORP                       COMMON SHS      651824104        42       3000 SH       DEFINED A       3000         0         0
NEWS CORP INC                      COMMON SHS      65248E104       136       7280 SH       DEFINED         7280         0         0
NEWS CORP INC                      COMMON SHS      65248E104     39226    2102139 SH       DEFINED 2    1885197         0    216942
NEWS CORP INC                      COMMON SHS      65248E104    119941    6427722 SH       DEFINED 5    6427722         0         0
NEWS CORP INC                      COMMON SHS      65248E104     10942     586394 SH       DEFINED 9     586394         0         0
NEWS CORP INC                      COMMON SHS      65248E104      1291      69200 SH       DEFINED A      69200         0         0
NEWS CORP INC                      COMMON SHS      65248E203       828      43148 SH       DEFINED        43148         0         0
NEWS CORP INC                      COMMON SHS      65248E203       248      12925 SH       DEFINED 2      12925         0         0
NEWS CORP INC                      COMMON SHS      65248E203     44976    2342509 SH       DEFINED 9    2342509         0         0
NEWS CORP INC                      COMMON SHS      65248E203      6090     317200 SH       DEFINED A     317200         0         0
NEXEN INC                          ORDINARY SHS    65334H102        53       1095 SH       DEFINED         1095         0         0
NEXEN INC                          ORDINARY SHS    65334H102    135773    2787955 SH       DEFINED 8    1411366         0   1376589
NEXTEL COMMUNICATIONS INC          COMMON SHS      65332V103       728      24250 SH       DEFINED        24250         0         0
NEXTEL COMMUNICATIONS INC          COMMON SHS      65332V103      5804     193479 SH       DEFINED 9     193479         0         0
NEXTEL COMMUNICATIONS INC          COMMON SHS      65332V103    103570    3452341 SH       DEFINED A    3299341         0    153000
NEXTEL COMMUNICATIONS INC          CONVERTIBLE BD  65332VAY9     60696   59000000 PRN      DEFINED A   59000000         0         0
NEXTEL PARTNERS INC                COMMON SHS      65333F107         1         54 SH       DEFINED 9         54         0         0
NEXTEL PARTNERS INC                COMMON SHS      65333F107      6763     346100 SH       DEFINED A     346100         0         0
NICOR INC                          COMMON SHS      654086107        22        600 SH       DEFINED 6        600         0         0
NICOR INC                          COMMON SHS      654086107     25008     677000 SH       DEFINED A     677000         0         0
NII HOLDINGS INC                   COMMON SHS      62913F201        71       1506 SH       DEFINED         1506         0         0
NII HOLDINGS INC                   COMMON SHS      62913F201     10673     224927 SH       DEFINED 6     224927         0         0
NII HOLDINGS INC                   COMMON SHS      62913F201         1         23 SH       DEFINED 9         23         0         0
NII HOLDINGS INC                   COMMON SHS      62913F201     85273    1797115 SH       DEFINED A    1797115         0         0
NIKE INC                           COMMON SHS      654106103      8221      90650 SH       DEFINED 1      90650         0         0
NIKE INC                           COMMON SHS      654106103     14620     161212 SH       DEFINED 9     161212         0         0
NIKE INC                           COMMON SHS      654106103         5         56 SH       DEFINED A         56         0         0
NINETOWNS DIGITAL WORLD            AMER DEP RECPT  654407105      1415     131600 SH       DEFINED A     131600         0         0
NIPPON TELEGRAPH & TELEPHONE CORP  AMER DEP RECPT  654624105      4471     198253 SH       DEFINED 1     198253         0         0
NIPPON TELEGRAPH & TELEPHONE CORP  AMER DEP RECPT  654624105     16165     716843 SH       DEFINED 2     716843         0         0
NIPPON TELEGRAPH & TELEPHONE CORP  AMER DEP RECPT  654624105     15038     666860 SH       DEFINED 6     666860         0         0
NIPPON TELEGRAPH & TELEPHONE CORP  AMER DEP RECPT  654624105       190       8445 SH       DEFINED 8       8445         0         0
NIPPON TELEGRAPH & TELEPHONE CORP  AMER DEP RECPT  654624105        54       2375 SH       DEFINED 9       2375         0         0
NISOURCE INC                       COMMON SHS      65473P105      3928     172438 SH       DEFINED 6     150261         0     22177
NISOURCE INC                       COMMON SHS      65473P105       305      13403 SH       DEFINED 9      13403         0         0
NISOURCE INC                       COMMON SHS      65473P105    253648   11134700 SH       DEFINED A   10800700         0    334000
NOBLE CORP                         COMMON SHS      G65422100        15        300 SH       DEFINED          300         0         0
NOBLE CORP                         COMMON SHS      G65422100    357344    7184230 SH       DEFINED 1    7182850         0      1380
NOBLE CORP                         COMMON SHS      G65422100        44        876 SH       DEFINED 8        876         0         0
NOBLE CORP                         COMMON SHS      G65422100       446       8960 SH       DEFINED 9       8960         0         0
NOBLE CORP                         COMMON SHS      G65422100      3379      67934 SH       DEFINED A      67934         0         0
NOBLE ENERGY INC                   COMMON SHS      655044105        37        600 SH       DEFINED 9        600         0         0
NOBLE ENERGY INC                   COMMON SHS      655044105      3484      56500 SH       DEFINED A      56500         0         0
NOKIA CORP                         AMER DEP RECPT  654902204       359      22900 SH       DEFINED        22900         0         0
NOKIA CORP                         AMER DEP RECPT  654902204      2642     168631 SH       DEFINED 6     146464         0     22167
NOKIA CORP                         AMER DEP RECPT  654902204         1         90 SH       DEFINED 8          0         0        90
NOKIA CORP                         AMER DEP RECPT  654902204     17822    1137302 SH       DEFINED 9    1137302         0         0
NOKIA CORP                         AMER DEP RECPT  654902204     83563    5332651 SH       DEFINED A    5332651         0         0
NORANDA INC                        ORDINARY SHS    655422103    125450    5956800 SH       DEFINED 5    5956800         0         0
NORANDA INC                        ORDINARY SHS    655422103        45       2147 SH       DEFINED 8          0         0      2147
NORANDA INC                        COMMON SHS      655422103        42       2400 SH       DEFINED 9       2400         0         0
NORDIC AMERICAN TANKER SHIPPING LT COMMON SHS      G65773106        12        300 SH       DEFINED 9        300         0         0
NORDIC AMERICAN TANKER SHIPPING LT COMMON SHS      G65773106       937      24000 SH       DEFINED A      24000         0         0
NORDSTROM INC                      COMMON SHS      655664100      1739      37224 SH       DEFINED 9      37224         0         0
NORDSTROM INC                      COMMON SHS      655664100         2         37 SH       DEFINED A         37         0         0
NORFOLK SOUTHERN CORP              COMMON SHS      655844108     49168    1358600 SH       DEFINED 4    1358600         0         0
NORFOLK SOUTHERN CORP              COMMON SHS      655844108      4600     127094 SH       DEFINED 9     127094         0         0
NORSK HYDRO ASA                    AMER DEP RECPT  656531605     15051     191191 SH       DEFINED 2     139451         0     51740
NORSK HYDRO ASA                    AMER DEP RECPT  656531605        47        600 SH       DEFINED 9        600         0         0
NORTEL NETWORKS CORP               ORDINARY SHS    656568102         3        680 SH       DEFINED 8          0         0       680
NORTEL NETWORKS CORP               COMMON SHS      656568102       118      33828 SH       DEFINED 9      33828         0         0
NORTEL NETWORKS CORP               COMMON SHS      656568102      2876     824200 SH       DEFINED A     674200         0    150000
NORTEL NETWORKS CORP               CONVERTIBLE BD  656568AB8    195500  200000000 PRN      DEFINED A  200000000         0         0
NORTH AMERICAN PALLADIUM LTD       ORDINARY SHS    656912102      4925     501500 SH       DEFINED A     501500         0         0
NORTH EUROPEAN OIL ROYALTY TRUST   COMMON SHS      659310106       295      13000 SH       DEFINED 9      13000         0         0
NORTH FORK BANCORP INC             COMMON SHS      659424105      6364     220579 SH       DEFINED 9     220579         0         0
NORTHEAST UTILITIES                COMMON SHS      664397106     29218    1550000 SH       DEFINED 4    1550000         0         0
NORTHEAST UTILITIES                COMMON SHS      664397106        74       3900 SH       DEFINED 9       3900         0         0
NORTHEAST UTILITIES                COMMON SHS      664397106     15270     810100 SH       DEFINED A     810100         0         0
NORTHERN BORDER PARTNERS           COMMON SHS      664785102       217       4500 SH       DEFINED 9       4500         0         0
NORTHERN TRUST CORP                COMMON SHS      665859104       467       9604 SH       DEFINED 9       9604         0         0
NORTHGATE MINERALS CORP            COMMON SHS      666416102         0          2 SH       DEFINED 9          2         0         0
NORTHGATE MINERALS CORP            ORDINARY SHS    666416102      2639    1300000 SH       DEFINED A    1300000         0         0
NORTHROP GRUMMAN CORP              COMMON SHS      666807102    140447    2583640 SH       DEFINED 5    2583640         0         0
NORTHROP GRUMMAN CORP              COMMON SHS      666807102     54360    1000000 SH       DEFINED 7    1000000         0         0
NORTHROP GRUMMAN CORP              COMMON SHS      666807102     16404     301773 SH       DEFINED 9     301773         0         0
NORTHWEST AIRLINES CORP            COMMON SHS      667280101      5465     500000 SH       DEFINED 7     500000         0         0
NORTHWEST NATURAL GAS CO           COMMON SHS      667655104       253       7500 SH       DEFINED 9       7500         0         0
NORTHWEST PIPE COMPANY             COMMON SHS      667746101      8308     333000 SH       DEFINED 4     333000         0         0
NORTHWESTERN CORP                  COMMON SHS      668074305     52725    1883043 SH       DEFINED 5    1883043         0         0
NOVA CHEMICALS CORP                COMMON SHS      66977W109       136       2877 SH       DEFINED         2877         0         0
NOVA CHEMICALS CORP                COMMON SHS      66977W109     19695     416383 SH       DEFINED 6     416383         0         0
NOVA CHEMICALS CORP                ORDINARY SHS    66977W109         2         43 SH       DEFINED 8          0         0        43
NOVA CHEMICALS CORP                COMMON SHS      66977W109        25        520 SH       DEFINED 9        520         0         0
NOVA CHEMICALS CORP                COMMON SHS      66977W109    124169    2625145 SH       DEFINED A    2625145         0         0
NOVARTIS AG                        AMER DEP RECPT  66987V109        83       1652 SH       DEFINED         1652         0         0
NOVARTIS AG                        AMER DEP RECPT  66987V109      6565     129900 SH       DEFINED 2     129900         0         0
NOVARTIS AG                        AMER DEP RECPT  66987V109      6210     122879 SH       DEFINED 6     122879         0         0
NOVARTIS AG                        AMER DEP RECPT  66987V109      6419     127000 SH       DEFINED 8     127000         0         0
NOVARTIS AG                        AMER DEP RECPT  66987V109      1411      27917 SH       DEFINED 9      27917         0         0
NOVELL INC                         COMMON SHS      670006105      1033     153091 SH       DEFINED A     153091         0         0
NOVELLUS SYSTEMS INC               COMMON SHS      670008101       280      10039 SH       DEFINED 9      10039         0         0
NPS PHARMACEUTICALS INC            COMMON SHS      62936P103     25227    1380060 SH       DEFINED A    1380060         0         0
NRG ENERGY INC                     COMMON SHS      629377508     86297    2393823 SH       DEFINED 5    2393823         0         0
NSTAR                              COMMON SHS      67019E107       464       8550 SH       DEFINED 9       8550         0         0
NSTAR                              COMMON SHS      67019E107       841      15500 SH       DEFINED A      15500         0         0
NTL INC                            COMMON SHS      62940M104    477968    6551094 SH       DEFINED 5    6551094         0         0
NTL INC                            COMMON SHS      62940M104        93       1277 SH       DEFINED 9       1277         0         0
NTL INC                            COMMON SHS      62940M104     35053     480437 SH       DEFINED A     480437         0         0
NU SKIN ENTERPRISES INC            COMMON SHS      67018T105      7371     290444 SH       DEFINED A     290444         0         0
NUANCE COMMUNICATIONS INC          COMMON SHS      669967101      5866    1417000 SH       DEFINED A    1417000         0         0
NUCOR CORP                         COMMON SHS      670346105    166326    3177800 SH       DEFINED 4    3177800         0         0
NUCOR CORP                         COMMON SHS      670346105       293       5600 SH       DEFINED 6       5600         0         0
NUCOR CORP                         COMMON SHS      670346105      6467     123566 SH       DEFINED 9     123566         0         0
NUCOR CORP                         COMMON SHS      670346105        18        350 SH       DEFINED A        350         0         0
NUVEEN INSURED N Y TAX FREE ADVANT CLOSE END MUT F 670656107       239      18250 SH       DEFINED 9      18250         0         0
NUVEEN NEW JERSEY PREMIUM INCOME M CLOSE END MUT F 67101N106       200      12598 SH       DEFINED 9      12598         0         0
NUVEEN PREMIUM INCOME MUNICIPAL FU CLOSE END MUT F 6706K4105       305      25000 SH       DEFINED 9      25000         0         0
NUVELO INC                         COMMON SHS      67072M301      6859     696365 SH       DEFINED A     696365         0         0
NVR INC                            COMMON SHS      62944T105      1539       2000 SH       DEFINED 9       2000         0         0
NVR INC                            COMMON SHS      62944T105     96759     125759 SH       DEFINED A     125759         0         0
OCCIDENTAL PETROLEUM CORP          COMMON SHS      674599105        23        400 SH       DEFINED          400         0         0
OCCIDENTAL PETROLEUM CORP          COMMON SHS      674599105      3210      55000 SH       DEFINED 4      55000         0         0
OCCIDENTAL PETROLEUM CORP          COMMON SHS      674599105       374       6400 SH       DEFINED 9       6400         0         0
OCCIDENTAL PETROLEUM CORP          COMMON SHS      674599105      6957     119213 SH       DEFINED A     119213         0         0
OCCULOGIX INC                      COMMON SHS      67461T107         4        400 SH       DEFINED 9        400         0         0
OCCULOGIX INC                      COMMON SHS      67461T107       840      81700 SH       DEFINED A      81700         0         0
OFFICE DEPOT INC                   COMMON SHS      676220106      1496      86200 SH       DEFINED        86200         0         0
OFFICE DEPOT INC                   COMMON SHS      676220106     54932    3164280 SH       DEFINED 1    3159080         0      5200
OFFICE DEPOT INC                   COMMON SHS      676220106      2071     119300 SH       DEFINED A     119300         0         0
OFFICEMAX INCORPRATED              COMMON SHS      67622P101     10899     347310 SH       DEFINED 2     347310         0         0
OFFICEMAX INCORPRATED              COMMON SHS      67622P101     10781     343554 SH       DEFINED 4     343554         0         0
OFFICEMAX INCORPRATED              COMMON SHS      67622P101       727      23158 SH       DEFINED 6      23158         0         0
OFFICEMAX INCORPRATED              COMMON SHS      67622P101        70       2220 SH       DEFINED 8       2220         0         0
OFFICEMAX INCORPRATED              COMMON SHS      67622P101       312       9950 SH       DEFINED 9       9950         0         0
OFFICEMAX INCORPRATED              COMMON SHS      67622P101     10973     349670 SH       DEFINED A       1710         0    347960
OFFSHORE LOGISTICS INC             COMMON SHS      676255102     39146    1205600 SH       DEFINED 4    1202200         0      3400
OFFSHORE LOGISTICS INC             COMMON SHS      676255102       518      15950 SH       DEFINED 9      15950         0         0
OIL STATES INTERNATIONAL INC       COMMON SHS      678026105        88       4559 SH       DEFINED         4559         0         0
OIL STATES INTERNATIONAL INC       COMMON SHS      678026105      9437     489200 SH       DEFINED 4     485000         0      4200
OIL STATES INTERNATIONAL INC       COMMON SHS      678026105     11767     610000 SH       DEFINED 6     610000         0         0
OIL STATES INTERNATIONAL INC       COMMON SHS      678026105     28624    1483900 SH       DEFINED A    1483900         0         0
OLD REPUBLIC INTERNATIONAL CORP    COMMON SHS      680223104    202753    8013950 SH       DEFINED 4    8013950         0         0
OLD REPUBLIC INTERNATIONAL CORP    COMMON SHS      680223104    330560   13065616 SH       DEFINED 5   13065616         0         0
OLD REPUBLIC INTERNATIONAL CORP    COMMON SHS      680223104      2764     109250 SH       DEFINED 6      96228         0     13022
OLD REPUBLIC INTERNATIONAL CORP    COMMON SHS      680223104        76       3000 SH       DEFINED 9       3000         0         0
OLD REPUBLIC INTERNATIONAL CORP    COMMON SHS      680223104     40307    1593151 SH       DEFINED A    1203151         0    390000
OMI CORP                           COMMON SHS      Y6476W104     10858     644400 SH       DEFINED 4     640400         0      4000
OMI CORP                           COMMON SHS      Y6476W104      9080     538900 SH       DEFINED 9     538900         0         0
OMI CORP                           COMMON SHS      Y6476W104        64       3800 SH       DEFINED A       3800         0         0
OMNICARE INC                       COMMON SHS      681904108       232       6700 SH       DEFINED 9       6700         0         0
OMNICARE INC                       COMMON SHS      681904108      1617      46700 SH       DEFINED A      46700         0         0
OMNICOM GROUP INC                  COMMON SHS      681919106    104315    1237135 SH       DEFINED 5    1237135         0         0
OMNICOM GROUP INC                  COMMON SHS      681919106         1         15 SH       DEFINED 8          0         0        15
OMNICOM GROUP INC                  COMMON SHS      681919106      2895      34335 SH       DEFINED 9      34335         0         0
OMNIVISION TECHNOLOGIES INC        COMMON SHS      682128103     14783     805600 SH       DEFINED 4     805000         0       600
OMNIVISION TECHNOLOGIES INC        COMMON SHS      682128103         7        400 SH       DEFINED 9        400         0         0
OMNIVISION TECHNOLOGIES INC        COMMON SHS      682128103      1272      69300 SH       DEFINED A      69300         0         0
ONEOK INC                          COMMON SHS      682680103        57       2000 SH       DEFINED 9       2000         0         0
ONEOK INC                          COMMON SHS      682680103    152596    5369300 SH       DEFINED A    5369300         0         0
ONYX PHARMACEUTICALS INC           COMMON SHS      683399109      4162     128500 SH       DEFINED A     128500         0         0
OPENTV CORP                        COMMON SHS      G67543101      1174     305800 SH       DEFINED A     305800         0         0
OPSWARE INC                        COMMON SHS      68383A101         1        100 SH       DEFINED 9        100         0         0
OPSWARE INC                        COMMON SHS      68383A101      8148    1110100 SH       DEFINED A    1110100         0         0
ORACLE CORP                        COMMON SHS      68389X105         1         40 SH       DEFINED           40         0         0
ORACLE CORP                        COMMON SHS      68389X105         8        600 SH       DEFINED 6        600         0         0
ORACLE CORP                        COMMON SHS      68389X105      6860     500000 SH       DEFINED 7     500000         0         0
ORACLE CORP                        COMMON SHS      68389X105     13518     985273 SH       DEFINED 9     985273         0         0
ORACLE CORP                        COMMON SHS      68389X105      4699     342475 SH       DEFINED A       2475         0    340000
ORBOTECH LTD                       ORDINARY SHS    M75253100     30173    1425260 SH       DEFINED 2    1377910         0     47350
OSHKOSH B'GOSH INC                 COMMON SHS      688222207      7554     353000 SH       DEFINED 4     350000         0      3000
OSHKOSH TRUCK CORP                 COMMON SHS      688239201     32822     480000 SH       DEFINED 4     480000         0         0
OSHKOSH TRUCK CORP                 COMMON SHS      688239201       410       6000 SH       DEFINED 9       6000         0         0
OSHKOSH TRUCK CORP                 COMMON SHS      688239201     84682    1238400 SH       DEFINED A    1238400         0         0
OSI PHARMACEUTICALS INC            COMMON SHS      671040103         1         11 SH       DEFINED 9         11         0         0
OSI PHARMACEUTICALS INC            COMMON SHS      671040103     17646     235750 SH       DEFINED A     235750         0         0
OUTBACK STEAKHOUSE INC             COMMON SHS      689899102       412       9000 SH       DEFINED 9       9000         0         0
OUTBACK STEAKHOUSE INC             COMMON SHS      689899102       256       5600 SH       DEFINED A       5600         0         0
OVERNITE CORP                      COMMON SHS      690322102      6119     164300 SH       DEFINED A     164300         0         0
OVERSEAS SHIPHOLDING GROUP INC     COMMON SHS      690368105     55592    1007100 SH       DEFINED 4    1005800         0      1300
OWENS & MINOR INC                  COMMON SHS      690732102        90       3187 SH       DEFINED         3187         0         0
OWENS & MINOR INC                  COMMON SHS      690732102     12673     449887 SH       DEFINED 6     449887         0         0
OWENS & MINOR INC                  COMMON SHS      690732102       186       6600 SH       DEFINED 9       6600         0         0
PACCAR INC                         COMMON SHS      693718108       233       2900 SH       DEFINED         2900         0         0
PACCAR INC                         COMMON SHS      693718108      3808      47319 SH       DEFINED 6      42799         0      4520
PACCAR INC                         COMMON SHS      693718108       195       2425 SH       DEFINED 9       2425         0         0
PACCAR INC                         COMMON SHS      693718108     70864     880518 SH       DEFINED A     823418         0     57100
PACER INTERNATIONAL INC            COMMON SHS      69373H106       149       6996 SH       DEFINED         6996         0         0
PACER INTERNATIONAL INC            COMMON SHS      69373H106     18540     872067 SH       DEFINED 6     872067         0         0
PACIFIC CAPITAL BANCORP            COMMON SHS      69404P101       434      12759 SH       DEFINED 9      12759         0         0
PACIFICARE HEALTH SYSTEMS INC      COMMON SHS      695112102     18409     325700 SH       DEFINED A     325700         0         0
PACIFICARE HEALTH SYSTEMS INC      CONVERTIBLE BD  695112AG7      5495    2000000 PRN      DEFINED A    2000000         0         0
PACKETEER INC                      COMMON SHS      695210104      6819     471900 SH       DEFINED 9     471900         0         0
PACKETEER INC                      COMMON SHS      695210104        49       3400 SH       DEFINED A       3400         0         0
PACTIV CORP                        COMMON SHS      695257105     48811    1930045 SH       DEFINED 1    1928615         0      1430
PACTIV CORP                        COMMON SHS      695257105        35       1370 SH       DEFINED 2       1370         0         0
PACTIV CORP                        COMMON SHS      695257105        68       2694 SH       DEFINED 8       2694         0         0
PACTIV CORP                        COMMON SHS      695257105        12        464 SH       DEFINED 9        464         0         0
PALL CORP                          COMMON SHS      696429307       719      24822 SH       DEFINED 6      14796         0     10026
PALL CORP                          COMMON SHS      696429307     14475     500000 SH       DEFINED 7     500000         0         0
PALL CORP                          COMMON SHS      696429307       620      21423 SH       DEFINED 9      21423         0         0
PALL CORP                          COMMON SHS      696429307    198621    6860815 SH       DEFINED A    6570715         0    290100
PALMSOURCE INC                     COMMON SHS      697154102      5825     457200 SH       DEFINED 9     457200         0         0
PALMSOURCE INC                     COMMON SHS      697154102        41       3200 SH       DEFINED A       3200         0         0
PANERA BREAD CO                    COMMON SHS      69840W108     22426     556200 SH       DEFINED A     556200         0         0
PAR PHARMACEUTICAL COMPANIES INC   COMMON SHS      69888P106        90       2177 SH       DEFINED         2177         0         0
PAR PHARMACEUTICAL COMPANIES INC   COMMON SHS      69888P106     12083     292004 SH       DEFINED 6     292004         0         0
PARAMETRIC TECHNOLOGY CORP         COMMON SHS      699173100        68      11587 SH       DEFINED        11587         0         0
PARAMETRIC TECHNOLOGY CORP         COMMON SHS      699173100     10490    1781034 SH       DEFINED 6    1781034         0         0
PARAMETRIC TECHNOLOGY CORP         COMMON SHS      699173100        14       2400 SH       DEFINED 9       2400         0         0
PARAMETRIC TECHNOLOGY CORP         COMMON SHS      699173100        16       2675 SH       DEFINED A       2675         0         0
PAREXEL INTERNATIONAL CORP         COMMON SHS      699462107        87       4294 SH       DEFINED         4294         0         0
PAREXEL INTERNATIONAL CORP         COMMON SHS      699462107     11339     558587 SH       DEFINED 6     558587         0         0
PAREXEL INTERNATIONAL CORP         COMMON SHS      699462107     19043     938100 SH       DEFINED A     938100         0         0
PARKER HANNIFIN CORP               COMMON SHS      701094104       592       7821 SH       DEFINED 9       7821         0         0
PARKWAY PROPERTIES INC             REAL EST INV TR 70159Q104        83       1640 SH       DEFINED 6       1640         0         0
PARKWAY PROPERTIES INC             REAL EST INV TR 70159Q104     15479     305000 SH       DEFINED A     305000         0         0
PARTNERRE LTD                      ORDINARY SHS    G6852T105       199       3220 SH       DEFINED 1       3220         0         0
PARTNERRE LTD                      ORDINARY SHS    G6852T105       530       8550 SH       DEFINED 9       8550         0         0
PATTERSON COS INC                  COMMON SHS      703395103      7122     164130 SH       DEFINED 9     164130         0         0
PATTERSON COS INC                  COMMON SHS      703395103      2647      61000 SH       DEFINED A      61000         0         0
PATTERSON UTI ENERGY INC           COMMON SHS      703481101     23990    1233444 SH       DEFINED A    1233444         0         0
PAYCHEX INC                        COMMON SHS      704326107       706      20730 SH       DEFINED        20730         0         0
PAYCHEX INC                        COMMON SHS      704326107     18267     536007 SH       DEFINED 9     536007         0         0
PAYCHEX INC                        COMMON SHS      704326107    134148    3936263 SH       DEFINED A    3579463         0    356800
PEABODY ENERGY CORP                COMMON SHS      704549104        16        200 SH       DEFINED          200         0         0
PEABODY ENERGY CORP                COMMON SHS      704549104    104099    1286600 SH       DEFINED 4    1284300         0      2300
PEABODY ENERGY CORP                COMMON SHS      704549104     13682     169100 SH       DEFINED 9     169100         0         0
PEABODY ENERGY CORP                COMMON SHS      704549104    164053    2027597 SH       DEFINED A    1952597         0     75000
PEDIATRIX MEDICAL GROUP INC        COMMON SHS      705324101     16264     253925 SH       DEFINED 9     253925         0         0
PEDIATRIX MEDICAL GROUP INC        COMMON SHS      705324101       122       1900 SH       DEFINED A       1900         0         0
PENN AMERICA GROUP INC             COMMON SHS      707247102      4228     280000 SH       DEFINED 4     280000         0         0
PENN NATIONAL GAMING INC           COMMON SHS      707569109     49987     825552 SH       DEFINED A     825552         0         0
PENN VIRGINIA RESOURCES PARTNERS L LTD PARTNERSHIP 707884102       266       5100 SH       DEFINED 9       5100         0         0
PENNEY JC CO INC                   COMMON SHS      708160106      1594      38500 SH       DEFINED 9      38500         0         0
PEOPLES BANCORP INC                COMMON SHS      709789101     22667     826347 SH       DEFINED 4     823347         0      3000
PEOPLES BANCORP INC                COMMON SHS      709789101        74       2700 SH       DEFINED 6       2700         0         0
PEOPLES ENERGY CORP                COMMON SHS      711030106       283       6449 SH       DEFINED 9       6449         0         0
PEOPLES FINANCIAL CORP             COMMON SHS      71103B102       194      10752 SH       DEFINED 9      10752         0         0
PEPCO HOLDINGS INC                 COMMON SHS      713291102      2249     105508 SH       DEFINED 6     105508         0         0
PEPCO HOLDINGS INC                 COMMON SHS      713291102      1088      51040 SH       DEFINED 8      51040         0         0
PEPCO HOLDINGS INC                 COMMON SHS      713291102       105       4931 SH       DEFINED 9       4931         0         0
PEPCO HOLDINGS INC                 COMMON SHS      713291102    170607    8002200 SH       DEFINED A    8002200         0         0
PEPSIAMERICAS INC                  COMMON SHS      71343P200       529      24900 SH       DEFINED 9      24900         0         0
PEPSICO INC                        COMMON SHS      713448108       383       7331 SH       DEFINED         7331         0         0
PEPSICO INC                        COMMON SHS      713448108      7761     148682 SH       DEFINED 8     124600         0     24082
PEPSICO INC                        COMMON SHS      713448108     98290    1882942 SH       DEFINED 9    1882942         0         0
PEPSICO INC                        COMMON SHS      713448108     14789     283312 SH       DEFINED A     204512         0     78800
PERFORMANCE FOOD GROUP CO          COMMON SHS      713755106      8035     298600 SH       DEFINED A     298600         0         0
PERKINELMER INC                    COMMON SHS      714046109       638      28362 SH       DEFINED 9      28362         0         0
PETRO-CANADA                       ORDINARY SHS    71644E102        61        998 SH       DEFINED          998         0         0
PETRO-CANADA                       ORDINARY SHS    71644E102    165001    2697418 SH       DEFINED 8    1364473         0   1332945
PETROCHINA CO LTD                  AMER DEP RECPT  71646E100      5997     111700 SH       DEFINED 9     111700         0         0
PETROLEO BRASILEIRO SA (PETROBRAS) DEP RCPT PFD    71654V101    124875    3448626 SH       DEFINED      3167737         0    280889
PETROLEO BRASILEIRO SA (PETROBRAS) DEP RCPT PFD    71654V101      1023      28240 SH       DEFINED 2      28240         0         0
PETROLEO BRASILEIRO SA (PETROBRAS) DEP RCPT PFD    71654V101       245       6762 SH       DEFINED 9       6762         0         0
PETROLEO BRASILEIRO SA (PETROBRAS) AMER DEP RECPT  71654V408     12805     321900 SH       DEFINED       321900         0         0
PETROLEO BRASILEIRO SA (PETROBRAS) AMER DEP RECPT  71654V408      1432      36000 SH       DEFINED A      36000         0         0
PETROLEUM & RESOURCES CORP         CLOSE END MUT F 716549100      3867     150000 SH       DEFINED 4     150000         0         0
PETROLEUM & RESOURCES CORP         CLOSE END MUT F 716549100        84       3254 SH       DEFINED 9       3254         0         0
PETROLEUM HELICOPTERS - NON FT     COMMON SHS      716604103      2452      95100 SH       DEFINED 4      95100         0         0
PETROLEUM HELICOPTERS - NON FT     COMMON SHS      716604202      5766     230000 SH       DEFINED 4     230000         0         0
PETROQUEST ENERGY INC              COMMON SHS      716748108      4904     990608 SH       DEFINED A     990608         0         0
PETSMART INC                       COMMON SHS      716768106     42160    1186599 SH       DEFINED 9    1186599         0         0
PFIZER INC                         COMMON SHS      717081103     34781    1293456 SH       DEFINED       934475         0    358981
PFIZER INC                         COMMON SHS      717081103    486620   18096689 SH       DEFINED 1   18088430         0      8259
PFIZER INC                         COMMON SHS      717081103     12525     465786 SH       DEFINED 2     465786         0         0
PFIZER INC                         COMMON SHS      717081103    145394    5407000 SH       DEFINED 4    5407000         0         0
PFIZER INC                         COMMON SHS      717081103     77378    2877590 SH       DEFINED 5    2877590         0         0
PFIZER INC                         COMMON SHS      717081103      5999     223100 SH       DEFINED 6     213668         0      9432
PFIZER INC                         COMMON SHS      717081103     53780    2000000 SH       DEFINED 7    2000000         0         0
PFIZER INC                         COMMON SHS      717081103     26371     980694 SH       DEFINED 8     701695         0    278999
PFIZER INC                         COMMON SHS      717081103    125648    4672665 SH       DEFINED 9    4672665         0         0
PFIZER INC                         COMMON SHS      717081103    932095   34663252 SH       DEFINED A   33967802         0    695450
PG&E CORP                          COMMON SHS      69331C108        35       1041 SH       DEFINED 9       1041         0         0
PG&E CORP                          COMMON SHS      69331C108     43281    1300511 SH       DEFINED A    1300511         0         0
PHARMACEUTICAL PRODUCT DEVELOPMENT COMMON SHS      717124101       210       5090 SH       DEFINED         5090         0         0
PHARMACEUTICAL PRODUCT DEVELOPMENT COMMON SHS      717124101     21542     521715 SH       DEFINED 4     517015         0      4700
PHARMACEUTICAL PRODUCT DEVELOPMENT COMMON SHS      717124101     27628     669118 SH       DEFINED 6     669118         0         0
PHARMACEUTICAL PRODUCT DEVELOPMENT COMMON SHS      717124101        95       2300 SH       DEFINED 9       2300         0         0
PHARMACEUTICAL PRODUCT DEVELOPMENT COMMON SHS      717124101    101767    2464700 SH       DEFINED A    2464700         0         0
PHARMION CORP                      COMMON SHS      71715B409      1899      45000 SH       DEFINED 6      45000         0         0
PHARMION CORP                      COMMON SHS      71715B409     45946    1088500 SH       DEFINED A    1088500         0         0
PHASE FORWARD INC                  COMMON SHS      71721R406      3107     380300 SH       DEFINED A     380300         0         0
PHELPS DODGE CORP                  COMMON SHS      717265102        10        100 SH       DEFINED          100         0         0
PHELPS DODGE CORP                  COMMON SHS      717265102       744       7523 SH       DEFINED 9       7523         0         0
PHILIPPINE LONG DISTANCE TELEPHONE AMER DEP RECPT  718252604      2783     111643 SH       DEFINED       111643         0         0
PHILIPPINE LONG DISTANCE TELEPHONE AMER DEP RECPT  718252604       312      12530 SH       DEFINED 1      12530         0         0
PHILIPPINE LONG DISTANCE TELEPHONE AMER DEP RECPT  718252604      3312     132850 SH       DEFINED 2     132850         0         0
PHILIPPINE LONG DISTANCE TELEPHONE AMER DEP RECPT  718252604     19502     782255 SH       DEFINED 8     782255         0         0
PHILIPPINE LONG DISTANCE TELEPHONE CONVERT PREF    718252703        15        300 SH       DEFINED          300         0         0
PHILIPPINE LONG DISTANCE TELEPHONE CONVERT PREF    718252703      1843      37300 SH       DEFINED 2      37300         0         0
PHOTON DYNAMICS INC                COMMON SHS      719364101       182       7500 SH       DEFINED 9       7500         0         0
PHOTON DYNAMICS INC                COMMON SHS      719364101     12468     513500 SH       DEFINED A     513500         0         0
PIER 1 IMPORTS INC                 COMMON SHS      720279108     20137    1022200 SH       DEFINED 4    1015000         0      7200
PIER 1 IMPORTS INC                 COMMON SHS      720279108     24672    1252400 SH       DEFINED A     841900         0    410500
PINNACLE WEST CAPITAL CORP         COMMON SHS      723484101         7        147 SH       DEFINED 6        147         0         0
PINNACLE WEST CAPITAL CORP         COMMON SHS      723484101        22        487 SH       DEFINED 8          0         0       487
PINNACLE WEST CAPITAL CORP         COMMON SHS      723484101        93       2100 SH       DEFINED 9       2100         0         0
PINNACLE WEST CAPITAL CORP         COMMON SHS      723484101    102143    2300000 SH       DEFINED A    2300000         0         0
PIONEER MUN HIGH INC ADV TR        CLOSE END MUT F 723762100        50       3571 SH       DEFINED 6       3571         0         0
PIONEER NATURAL RESOURCES CO       COMMON SHS      723787107      3159      90000 SH       DEFINED 4      90000         0         0
PIONEER NATURAL RESOURCES CO       COMMON SHS      723787107        19        550 SH       DEFINED 9        550         0         0
PIONEER NATURAL RESOURCES CO       COMMON SHS      723787107      1825      52000 SH       DEFINED A      52000         0         0
PIPER JAFFRAY COMPANIES INC        COMMON SHS      724078100       846      17633 SH       DEFINED        17633         0         0
PIPER JAFFRAY COMPANIES INC        COMMON SHS      724078100         1         28 SH       DEFINED 6         28         0         0
PIPER JAFFRAY COMPANIES INC        COMMON SHS      724078100      9797     204307 SH       DEFINED 9     204307         0         0
PIPER JAFFRAY COMPANIES INC        COMMON SHS      724078100        72       1500 SH       DEFINED A       1500         0         0
PITNEY BOWES INC                   COMMON SHS      724479100      5501     118858 SH       DEFINED 6     107978         0     10880
PITNEY BOWES INC                   COMMON SHS      724479100      5113     110490 SH       DEFINED 9     110490         0         0
PITNEY BOWES INC                   COMMON SHS      724479100     21002     453800 SH       DEFINED A     453800         0         0
PIXAR                              COMMON SHS      725811103        36        425 SH       DEFINED 9        425         0         0
PIXAR                              COMMON SHS      725811103     14999     175200 SH       DEFINED A     175200         0         0
PLACER DOME INC                    ORDINARY SHS    725906101     35349    1565500 SH       DEFINED 5    1565500         0         0
PLACER DOME INC                    ORDINARY SHS    725906101         6        285 SH       DEFINED 8          0         0       285
PLACER DOME INC                    COMMON SHS      725906101       309      16365 SH       DEFINED 9      16365         0         0
PLACER DOME INC                    COMMON SHS      725906101     47030    2493655 SH       DEFINED A    2493655         0         0
PLAINS EXPL & PRODTN CO            COMMON SHS      726505100       237       9100 SH       DEFINED 9       9100         0         0
PLUM CREEK TIMBER CO INC           REAL EST INV TR 729251108      9593     249569 SH       DEFINED       249569         0         0
PLUM CREEK TIMBER CO INC           REAL EST INV TR 729251108      6611     171977 SH       DEFINED 9     171977         0         0
PMC-SIERRA INC                     COMMON SHS      69344F106       114      10100 SH       DEFINED 9      10100         0         0
PMI GROUP INC                      COMMON SHS      69344M101     53294    1276500 SH       DEFINED 4    1275000         0      1500
PMI GROUP INC                      COMMON SHS      69344M101        20        489 SH       DEFINED 9        489         0         0
PMI GROUP INC                      COMMON SHS      69344M101     10467     250700 SH       DEFINED A     250700         0         0
PNC FINANCIAL SERVICES GROUP       COMMON SHS      693475105      5078      88400 SH       DEFINED 5      88400         0         0
PNC FINANCIAL SERVICES GROUP       COMMON SHS      693475105      3330      57980 SH       DEFINED 9      57980         0         0
PNM RESOURCES INC                  COMMON SHS      69349H107     47123    1863300 SH       DEFINED 4    1863300         0         0
PNM RESOURCES INC                  COMMON SHS      69349H107       209       8250 SH       DEFINED 9       8250         0         0
POLARIS INDUSTRIES INC             COMMON SHS      731068102       122       1800 SH       DEFINED 9       1800         0         0
POLARIS INDUSTRIES INC             COMMON SHS      731068102      4733      69586 SH       DEFINED A      69586         0         0
POLYONE CORP                       COMMON SHS      73179P106     12684    1400000 SH       DEFINED 4    1400000         0         0
PORTALPLAYER INC                   COMMON SHS      736187204        25       1000 SH       DEFINED 9       1000         0         0
PORTALPLAYER INC                   COMMON SHS      736187204      1234      50000 SH       DEFINED A      50000         0         0
PORTUGAL TELECOM SGPS SA           AMER DEP RECPT  737273102       130      10562 SH       DEFINED 2       3400         0      7162
PORTUGAL TELECOM SGPS SA           AMER DEP RECPT  737273102     22018    1788635 SH       DEFINED 6    1788635         0         0
PORTUGAL TELECOM SGPS SA           AMER DEP RECPT  737273102        86       6978 SH       DEFINED 9       6978         0         0
PORTUGAL TELECOM SGPS SA           AMER DEP RECPT  737273102      2025     164516 SH       DEFINED A     164516         0         0
POSCO                              AMER DEP RECPT  693483109     10125     227364 SH       DEFINED 1     227364         0         0
POSCO                              AMER DEP RECPT  693483109     39565     888507 SH       DEFINED 2     887897         0       610
POSCO                              AMER DEP RECPT  693483109      9013     202414 SH       DEFINED 6     202414         0         0
POSCO                              AMER DEP RECPT  693483109      5021     112750 SH       DEFINED 9     112750         0         0
POSCO                              AMER DEP RECPT  693483109        13        300 SH       DEFINED A        300         0         0
POST PROPERTIES INC                REAL EST INV TR 737464107       555      15900 SH       DEFINED 9      15900         0         0
POTLATCH CORP                      COMMON SHS      737628107    146874    2903800 SH       DEFINED 5    2903800         0         0
POTLATCH CORP                      COMMON SHS      737628107        11        210 SH       DEFINED 9        210         0         0
POWELL INDUSTRIES INC              COMMON SHS      739128106      4081     220700 SH       DEFINED 4     219500         0      1200
PPG INDUSTRIES INC                 COMMON SHS      693506107        99       1450 SH       DEFINED 8          0         0      1450
PPG INDUSTRIES INC                 COMMON SHS      693506107      2912      42722 SH       DEFINED 9      42722         0         0
PPL CORP                           COMMON SHS      69351T106      1419      26633 SH       DEFINED 6      22876         0      3757
PPL CORP                           COMMON SHS      69351T106       238       4471 SH       DEFINED 9       4471         0         0
PPL CORP                           COMMON SHS      69351T106    231411    4343300 SH       DEFINED A    4343300         0         0
PRA INTERNATIONAL                  COMMON SHS      69353C101        25       1000 SH       DEFINED 9       1000         0         0
PRA INTERNATIONAL                  COMMON SHS      69353C101      1170      47200 SH       DEFINED A      47200         0         0
PRAXAIR INC                        COMMON SHS      74005P104    141722    3210000 SH       DEFINED 4    3210000         0         0
PRAXAIR INC                        COMMON SHS      74005P104       194       4400 SH       DEFINED 6       4400         0         0
PRAXAIR INC                        COMMON SHS      74005P104     12039     272679 SH       DEFINED 9     272679         0         0
PRECISION DRILLING CORP            ORDINARY SHS    74022D100     17753     235081 SH       DEFINED 2     219231         0     15850
PRECISION DRILLING CORP            ORDINARY SHS    74022D100      7080      93755 SH       DEFINED 8      93660         0        95
PRECISION DRILLING CORP            COMMON SHS      74022D100      1356      21600 SH       DEFINED A      21600         0         0
PREMIER FARNELL PLC                AMER DEP RECPT  74050U107       100      15500 SH       DEFINED 9      15500         0         0
PREPAID LEGAL SERVICES INC         COMMON SHS      740065107       312       8300 SH       DEFINED 9       8300         0         0
PRESIDENTIAL LIFE CORP             COMMON SHS      740884101     12219     720440 SH       DEFINED 4     718640         0      1800
PRG-SCHULTZ INTERNATIONAL INC      COMMON SHS      69357C107      3736     742742 SH       DEFINED 6     742742         0         0
PRG-SCHULTZ INTERNATIONAL INC      COMMON SHS      69357C107     15303    3042400 SH       DEFINED A    3042400         0         0
PRIDE INTERNATIONAL INC            COMMON SHS      74153Q102     11404     555202 SH       DEFINED A     555202         0         0
PRINCIPAL FINANCIAL GROUP          COMMON SHS      74251V102      9212     225000 SH       DEFINED 4     225000         0         0
PRINCIPAL FINANCIAL GROUP          COMMON SHS      74251V102        53       1295 SH       DEFINED 9       1295         0         0
PRINTRONIX INC                     COMMON SHS      742578107      2328     130000 SH       DEFINED 4     130000         0         0
PROCTER & GAMBLE CO                COMMON SHS      742718109       365       6626 SH       DEFINED         6626         0         0
PROCTER & GAMBLE CO                COMMON SHS      742718109    110259    2001800 SH       DEFINED 4    2001800         0         0
PROCTER & GAMBLE CO                COMMON SHS      742718109         1         25 SH       DEFINED 6         25         0         0
PROCTER & GAMBLE CO                COMMON SHS      742718109     21003     381312 SH       DEFINED 8     244095         0    137217
PROCTER & GAMBLE CO                COMMON SHS      742718109     83792    1521281 SH       DEFINED 9    1521281         0         0
PROCTER & GAMBLE CO                COMMON SHS      742718109     34146     619940 SH       DEFINED A     432440         0    187500
PROGRESS ENERGY INC                COMMON SHS      743263105      3735      82559 SH       DEFINED 9      82559         0         0
PROGRESS ENERGY INC                COMMON SHS      743263105    316273    6991000 SH       DEFINED A    6991000         0         0
PROLOGIS                           REAL EST INV TR 743410102        26        600 SH       DEFINED          600         0         0
PROLOGIS                           REAL EST INV TR 743410102       367       8469 SH       DEFINED 6       8469         0         0
PROLOGIS                           REAL EST INV TR 743410102      3791      87495 SH       DEFINED 9      87495         0         0
PROLOGIS                           REAL EST INV TR 743410102     61940    1429500 SH       DEFINED A    1429500         0         0
PROSPERITY BANCSHARES INC          COMMON SHS      743606105      4464     152837 SH       DEFINED 5     152837         0         0
PROTECTIVE LIFE CORP               COMMON SHS      743674103      6933     162400 SH       DEFINED 4     160600         0      1800
PROTECTIVE LIFE CORP               COMMON SHS      743674103        90       2100 SH       DEFINED 9       2100         0         0
PROTECTIVE LIFE CORP               COMMON SHS      743674103      3774      88401 SH       DEFINED A      88401         0         0
PROTEIN DESIGN LABS INC            COMMON SHS      74369L103      1446      70000 SH       DEFINED 6      70000         0         0
PROTEIN DESIGN LABS INC            COMMON SHS      74369L103     56871    2752700 SH       DEFINED A    2752700         0         0
PROTEIN DESIGN LABS INC            CONVERTIBLE BD  74369LAD5      6541    5150000 PRN      DEFINED A    5150000         0         0
PROVIDENCE & WORCHESTER RAILROAD C COMMON SHS      743737108      2765     205000 SH       DEFINED 4     205000         0         0
PROVIDIAN FINANCIAL CORP           COMMON SHS      74406A102       147       8950 SH       DEFINED 9       8950         0         0
PROVIDIAN FINANCIAL CORP           COMMON SHS      74406A102     93257    5662239 SH       DEFINED A    5662239         0         0
PROVIDIAN FINANCIAL CORP           CONVERTIBLE BD  74406AAC6         8       6000 PRN      DEFINED 9       6000         0         0
PROVIDIAN FINANCIAL CORP           CONVERTIBLE BD  74406AAC6     12634    9000000 PRN      DEFINED A    9000000         0         0
PRUDENTIAL FINANCIAL INC           COMMON SHS      744320102     79692    1450000 SH       DEFINED 4    1450000         0         0
PRUDENTIAL FINANCIAL INC           COMMON SHS      744320102    157710    2869536 SH       DEFINED 5    2869536         0         0
PRUDENTIAL FINANCIAL INC           COMMON SHS      744320102      2503      45546 SH       DEFINED 6      38746         0      6800
PRUDENTIAL FINANCIAL INC           COMMON SHS      744320102       864      15717 SH       DEFINED 9      15717         0         0
PRUDENTIAL FINANCIAL INC           COMMON SHS      744320102     13642     248212 SH       DEFINED A     248212         0         0
PS BUSINESS PARKS INC              REAL EST INV TR 69360J107       156       3460 SH       DEFINED 6       3460         0         0
PS BUSINESS PARKS INC              REAL EST INV TR 69360J107     32134     712500 SH       DEFINED A     712500         0         0
PSYCHIATRIC SOLUTIONS INC          COMMON SHS      74439H108      9213     252000 SH       DEFINED A     252000         0         0
PUBLIC SERVICE ENTERPRISE GROUP IN COMMON SHS      744573106      3557      68716 SH       DEFINED 9      68716         0         0
PUBLIC SERVICE ENTERPRISE GROUP IN COMMON SHS      744573106    445139    8598400 SH       DEFINED A    8598400         0         0
PUBLIC STORAGE INC                 REAL EST INV TR 74460D109        28        500 SH       DEFINED          500         0         0
PUBLIC STORAGE INC                 REAL EST INV TR 74460D109       216       3875 SH       DEFINED 6       3875         0         0
PUBLIC STORAGE INC                 REAL EST INV TR 74460D109       978      17542 SH       DEFINED 9      17542         0         0
PUBLIC STORAGE INC                 REAL EST INV TR 74460D109     37224     667700 SH       DEFINED A     667700         0         0
PUGET ENERGY INC                   COMMON SHS      745310102        67       2700 SH       DEFINED 9       2700         0         0
PUGET ENERGY INC                   COMMON SHS      745310102    155906    6312000 SH       DEFINED A    6312000         0         0
PULTE HOMES INC                    COMMON SHS      745867101     82940    1300000 SH       DEFINED 4    1300000         0         0
PUTNAM MUNICIPAL OPPORTUNITIES TRU CLOSE END MUT F 746922103       368      30000 SH       DEFINED 9      30000         0         0
QUALCOMM INC                       COMMON SHS      747525103       382       9010 SH       DEFINED         9010         0         0
QUALCOMM INC                       COMMON SHS      747525103        85       2000 SH       DEFINED 6       2000         0         0
QUALCOMM INC                       COMMON SHS      747525103     30465     718519 SH       DEFINED 9     718519         0         0
QUALCOMM INC                       COMMON SHS      747525103    100537    2371145 SH       DEFINED A    2165145         0    206000
QUANEX CORP                        COMMON SHS      747620102       460       6710 SH       DEFINED         6710         0         0
QUANEX CORP                        COMMON SHS      747620102     12517     182550 SH       DEFINED 9     182550         0         0
QUANEX CORP                        COMMON SHS      747620102       134       1950 SH       DEFINED A       1950         0         0
QUANTA SERVICES INC                COMMON SHS      74762E102     12000    1500000 SH       DEFINED 4    1500000         0         0
QUEBECOR WORLD INC                 ORDINARY SHS    748203106      5209     201880 SH       DEFINED       201880         0         0
QUEBECOR WORLD INC                 ORDINARY SHS    748203106     76123    2950488 SH       DEFINED 1    2950488         0         0
QUEBECOR WORLD INC                 ORDINARY SHS    748203106     24843     962903 SH       DEFINED 2     925543         0     37360
QUEBECOR WORLD INC                 ORDINARY SHS    748203106     13974     541622 SH       DEFINED 6     541622         0         0
QUEBECOR WORLD INC                 ORDINARY SHS    748203106     61078    2367375 SH       DEFINED 8    1599954         0    767421
QUEENSTAKE RES LTD YUKON           ORDINARY SHS    748314101      3563    7500000 SH       DEFINED A    7500000         0         0
QUEST DIAGNOSTICS INC              COMMON SHS      74834L100     22744     238030 SH       DEFINED 9     238030         0         0
QUEST DIAGNOSTICS INC              COMMON SHS      74834L100     19167     200597 SH       DEFINED A     200597         0         0
QUEST SOFTWARE INC                 COMMON SHS      74834T103        67       4174 SH       DEFINED         4174         0         0
QUEST SOFTWARE INC                 COMMON SHS      74834T103     10537     660612 SH       DEFINED 6     660612         0         0
QUEST SOFTWARE INC                 COMMON SHS      74834T103     59551    3733600 SH       DEFINED A    3733600         0         0
QUESTAR CORP                       COMMON SHS      748356102       899      17633 SH       DEFINED 9      17633         0         0
QUIKSILVER INC                     COMMON SHS      74838C106       179       6000 SH       DEFINED 9       6000         0         0
QUIKSILVER INC                     COMMON SHS      74838C106     30801    1033948 SH       DEFINED A    1033948         0         0
QUINENCO SA                        AMER DEP RECPT  748718103      1339     103803 SH       DEFINED       103803         0         0
R R DONNELLEY & SONS CO            COMMON SHS      257867101     33029     935928 SH       DEFINED       762825         0    173103
R R DONNELLEY & SONS CO            COMMON SHS      257867101     99632    2823250 SH       DEFINED 1    2823250         0         0
R R DONNELLEY & SONS CO            COMMON SHS      257867101      3905     110660 SH       DEFINED 2     110660         0         0
R R DONNELLEY & SONS CO            COMMON SHS      257867101      9590     271739 SH       DEFINED 6     252909         0     18830
R R DONNELLEY & SONS CO            COMMON SHS      257867101     12802     362770 SH       DEFINED 8     362770         0         0
R R DONNELLEY & SONS CO            COMMON SHS      257867101       857      24275 SH       DEFINED 9      24275         0         0
R R DONNELLEY & SONS CO            COMMON SHS      257867101     34083     965800 SH       DEFINED A     965800         0         0
R.H. DONNELLEY CORP                COMMON SHS      74955W307        20        340 SH       DEFINED 6        340         0         0
R.H. DONNELLEY CORP                COMMON SHS      74955W307       301       5092 SH       DEFINED 9       5092         0         0
R.H. DONNELLEY CORP                COMMON SHS      74955W307        12        198 SH       DEFINED A        198         0         0
RADIAN GROUP INC                   COMMON SHS      750236101     39930     750000 SH       DEFINED 4     750000         0         0
RADIAN GROUP INC                   COMMON SHS      750236101      3833      72000 SH       DEFINED 8      72000         0         0
RADIAN GROUP INC                   COMMON SHS      750236101       453       8500 SH       DEFINED 9       8500         0         0
RADIAN GROUP INC                   COMMON SHS      750236101      5242      98454 SH       DEFINED A      98454         0         0
RADIATION THERAPY SERVICES INC     COMMON SHS      750323206        26       1516 SH       DEFINED         1516         0         0
RADIATION THERAPY SERVICES INC     COMMON SHS      750323206      3365     197944 SH       DEFINED 6     197944         0         0
RADIO ONE INC                      COMMON SHS      75040P108      1143      71000 SH       DEFINED A      71000         0         0
RADIO ONE INC                      COMMON SHS      75040P405     20108    1247400 SH       DEFINED A    1247400         0         0
RAE SYS INC                        COMMON SHS      75061P102       577      79100 SH       DEFINED A      79100         0         0
RAMCO-GERSHENSON PPTYS TR          REAL EST INV TR 751452202       133       4115 SH       DEFINED 6       4115         0         0
RAMCO-GERSHENSON PPTYS TR          REAL EST INV TR 751452202     19369     600600 SH       DEFINED A     600600         0         0
RANDGOLD & EXPLORATION CO LTD      AMER DEP RECPT  753009307      1468     834060 SH       DEFINED 5     834060         0         0
RANDGOLD RESOURCES LTD             AMER DEP RECPT  752344309     14508    1272600 SH       DEFINED A    1272600         0         0
RARE HOSPITALITY INTERNATIONAL INC COMMON SHS      753820109      7404     232400 SH       DEFINED 9     232400         0         0
RARE HOSPITALITY INTERNATIONAL INC COMMON SHS      753820109        48       1500 SH       DEFINED A       1500         0         0
RAYTHEON CO                        COMMON SHS      755111507      3732      96100 SH       DEFINED        63300         0     32800
RAYTHEON CO                        COMMON SHS      755111507    354734    9135571 SH       DEFINED 1    9128201         0      7370
RAYTHEON CO                        COMMON SHS      755111507      4299     110720 SH       DEFINED 2     110720         0         0
RAYTHEON CO                        COMMON SHS      755111507      9492     244446 SH       DEFINED 6     228579         0     15867
RAYTHEON CO                        COMMON SHS      755111507     23298     600000 SH       DEFINED 7     600000         0         0
RAYTHEON CO                        COMMON SHS      755111507        73       1870 SH       DEFINED 8       1870         0         0
RAYTHEON CO                        COMMON SHS      755111507      6004     154631 SH       DEFINED 9     154631         0         0
RAYTHEON CO                        COMMON SHS      755111507     34234     881630 SH       DEFINED A     881630         0         0
REALNETWORKS INC                   COMMON SHS      75605L104         0         50 SH       DEFINED 9         50         0         0
REALNETWORKS INC                   COMMON SHS      75605L104      1829     276300 SH       DEFINED A     276300         0         0
RECKSON ASSOCIATES REALTY CORP     REAL EST INV TR 75621K106       108       3295 SH       DEFINED 6       3295         0         0
RECKSON ASSOCIATES REALTY CORP     REAL EST INV TR 75621K106        66       2000 SH       DEFINED 9       2000         0         0
RECKSON ASSOCIATES REALTY CORP     REAL EST INV TR 75621K106      4590     139900 SH       DEFINED A     139900         0         0
RED HAT INC                        COMMON SHS      756577102        67       5000 SH       DEFINED 9       5000         0         0
RED HAT INC                        COMMON SHS      756577102     21363    1600200 SH       DEFINED A    1600200         0         0
RED ROBIN GOURMET BURGERS          COMMON SHS      75689M101     10154     189900 SH       DEFINED A     189900         0         0
REED ELSEVIER NV                   AMER DEP RECPT  758204101        32       1150 SH       DEFINED 2       1150         0         0
REED ELSEVIER NV                   AMER DEP RECPT  758204101     18905     688704 SH       DEFINED 6     688704         0         0
REED ELSEVIER PLC                  AMER DEP RECPT  758205108       258       6949 SH       DEFINED 9       6949         0         0
REGAL ENTERTAINMENT GROUP          COMMON SHS      758766109      3913     188600 SH       DEFINED 9     188600         0         0
REGAL ENTERTAINMENT GROUP          COMMON SHS      758766109         9        452 SH       DEFINED A        452         0         0
REGENCY CENTERS CORP               REAL EST INV TR 758849103        28        500 SH       DEFINED          500         0         0
REGENCY CENTERS CORP               REAL EST INV TR 758849103       178       3205 SH       DEFINED 6       3205         0         0
REGENCY CENTERS CORP               REAL EST INV TR 758849103       776      14000 SH       DEFINED 9      14000         0         0
REGENCY CENTERS CORP               REAL EST INV TR 758849103     31578     570000 SH       DEFINED A     570000         0         0
REGENERATION TECHNOLOGIES INC      COMMON SHS      75886N100       780      74400 SH       DEFINED A      74400         0         0
REGIONS FINANCIAL CORP             COMMON SHS      7591EP100       954      26810 SH       DEFINED 9      26810         0         0
REGIS CORP                         COMMON SHS      758932107       415       9000 SH       DEFINED 9       9000         0         0
REGIS CORP                         COMMON SHS      758932107     18737     406000 SH       DEFINED A     406000         0         0
REHABCARE GROUP INC                COMMON SHS      759148109        71       2535 SH       DEFINED         2535         0         0
REHABCARE GROUP INC                COMMON SHS      759148109      9446     337495 SH       DEFINED 6     337495         0         0
REHABCARE GROUP INC                COMMON SHS      759148109     21533     769300 SH       DEFINED A     769300         0         0
RELIANCE STEEL & ALUMINUM CO       COMMON SHS      759509102     62001    1591400 SH       DEFINED 4    1586500         0      4900
RELIANCE STEEL & ALUMINUM CO       COMMON SHS      759509102     13418     344400 SH       DEFINED A     344400         0         0
RELIANT ENERGY RESOURCES           CONVERTIBLE BD  655419AC3        10      10000 PRN      DEFINED 9      10000         0         0
RENAISSANCE HOLDINGS LTD           ORDINARY SHS    G7496G103       699      13425 SH       DEFINED 9      13425         0         0
REPSOL YPF SA                      AMER DEP RECPT  76026T205     22433     859504 SH       DEFINED 2     436630         0    422874
REPSOL YPF SA                      AMER DEP RECPT  76026T205     19962     764811 SH       DEFINED 6     764811         0         0
REPSOL YPF SA                      AMER DEP RECPT  76026T205       184       7050 SH       DEFINED 9       7050         0         0
REPUBLIC SERVICES INC              COMMON SHS      760759100    209986    6260750 SH       DEFINED 5    6260750         0         0
REPUBLIC SERVICES INC              COMMON SHS      760759100       195       5800 SH       DEFINED 9       5800         0         0
RESEARCH IN MOTION LTD             ORDINARY SHS    760975102        11        110 SH       DEFINED 8          0         0       110
RESEARCH IN MOTION LTD             COMMON SHS      760975102       190       2305 SH       DEFINED 9       2305         0         0
RESEARCH IN MOTION LTD             COMMON SHS      760975102     12841     155800 SH       DEFINED A     155800         0         0
RESMED INC                         COMMON SHS      761152107     11779     230500 SH       DEFINED 9     230500         0         0
RESMED INC                         COMMON SHS      761152107     15458     302500 SH       DEFINED A     302500         0         0
RESOURCES CONNECTION INC           COMMON SHS      76122Q105     20240     372669 SH       DEFINED A     372669         0         0
RESPIRONICS INC                    COMMON SHS      761230101      3441      63300 SH       DEFINED A      63300         0         0
RETEK INC                          COMMON SHS      76128Q109      6254    1016900 SH       DEFINED 9    1016900         0         0
RETEK INC                          COMMON SHS      76128Q109        43       7000 SH       DEFINED A       7000         0         0
REUTERS GROUP PLC                  AMER DEP RECPT  76132M102       945      22008 SH       DEFINED 9      22008         0         0
REYNOLDS & REYNOLDS CO             COMMON SHS      761695105     99328    3746800 SH       DEFINED 4    3741300         0      5500
REYNOLDS & REYNOLDS CO             COMMON SHS      761695105        48       1800 SH       DEFINED 6       1800         0         0
REYNOLDS & REYNOLDS CO             COMMON SHS      761695105      1054      39747 SH       DEFINED 9      39747         0         0
REYNOLDS AMERICAN INC              COMMON SHS      761713106    465666    5924500 SH       DEFINED 5    5924500         0         0
RIGEL PHARMACEUTICALS INC          COMMON SHS      766559603      1465      60000 SH       DEFINED 6      60000         0         0
RIGEL PHARMACEUTICALS INC          COMMON SHS      766559603        73       3000 SH       DEFINED 9       3000         0         0
RIGEL PHARMACEUTICALS INC          COMMON SHS      766559603      5717     234100 SH       DEFINED A     234100         0         0
RIGHTNOW TECHNOLOGIES INC          COMMON SHS      76657R106      1738     107600 SH       DEFINED A     107600         0         0
RIO NARCEA GOLD MINES LTD          ORDINARY SHS    766909105     24425    8881700 SH       DEFINED 5    8881700         0         0
RIO NARCEA GOLD MINES LTD          ORDINARY SHS    766909105      3025    1100000 SH       DEFINED A    1100000         0         0
RIO TINTO PLC                      AMER DEP RECPT  767204100       176       1475 SH       DEFINED 9       1475         0         0
RIO TINTO PLC                      AMER DEP RECPT  767204100      1287      10800 SH       DEFINED A      10800         0         0
RLI CORPORATION                    COMMON SHS      749607107     67644    1627236 SH       DEFINED 4    1625536         0      1700
RLI CORPORATION                    COMMON SHS      749607107       237       5700 SH       DEFINED 6       5700         0         0
ROBERT HALF INTL INC               COMMON SHS      770323103       511      17380 SH       DEFINED        17380         0         0
ROBERT HALF INTL INC               COMMON SHS      770323103      8829     300000 SH       DEFINED 7     300000         0         0
ROBERT HALF INTL INC               COMMON SHS      770323103      2201      74800 SH       DEFINED 9      74800         0         0
ROBERT HALF INTL INC               COMMON SHS      770323103    111279    3781147 SH       DEFINED A    3781147         0         0
ROCKFORD CORP                      COMMON SHS      77316P101      1162     575000 SH       DEFINED 4     575000         0         0
ROCKWELL AUTOMATION INC            COMMON SHS      773903109      5153     103998 SH       DEFINED 6      93740         0     10258
ROCKWELL AUTOMATION INC            COMMON SHS      773903109      4955     100000 SH       DEFINED 7     100000         0         0
ROCKWELL AUTOMATION INC            COMMON SHS      773903109        42        850 SH       DEFINED 9        850         0         0
ROCKWELL AUTOMATION INC            COMMON SHS      773903109    183128    3695819 SH       DEFINED A    3695819         0         0
ROCKWELL COLLINS INC               COMMON SHS      774341101      3944     100000 SH       DEFINED 7     100000         0         0
ROCKWELL COLLINS INC               COMMON SHS      774341101        35        875 SH       DEFINED 9        875         0         0
ROCKWELL COLLINS INC               COMMON SHS      774341101     93773    2377600 SH       DEFINED A    2377600         0         0
ROHM & HAAS CO                     COMMON SHS      775371107      1869      42249 SH       DEFINED 9      42249         0         0
ROPER INDUSTRIES INC               COMMON SHS      776696106    139461    2294900 SH       DEFINED 4    2291900         0      3000
ROPER INDUSTRIES INC               COMMON SHS      776696106       188       3100 SH       DEFINED 6       3100         0         0
ROPER INDUSTRIES INC               COMMON SHS      776696106       185       3038 SH       DEFINED 9       3038         0         0
ROPER INDUSTRIES INC               COMMON SHS      776696106     16378     269500 SH       DEFINED A     269500         0         0
ROSS STORES INC                    COMMON SHS      778296103      1970      68225 SH       DEFINED 9      68225         0         0
ROSS STORES INC                    COMMON SHS      778296103     73572    2548383 SH       DEFINED A    2292283         0    256100
ROSTELECOM                         AMER DEP RECPT  778529107      2806     256460 SH       DEFINED       256460         0         0
ROWAN COMPANIES INC                COMMON SHS      779382100     14051     542500 SH       DEFINED 4     536900         0      5600
ROWAN COMPANIES INC                COMMON SHS      779382100         5        200 SH       DEFINED 9        200         0         0
ROWAN COMPANIES INC                COMMON SHS      779382100     66277    2558970 SH       DEFINED A    2558970         0         0
ROYAL BANK OF CANADA               ORDINARY SHS    780087102        83       1295 SH       DEFINED         1295         0         0
ROYAL BANK OF CANADA               ORDINARY SHS    780087102       256       3990 SH       DEFINED 2       3990         0         0
ROYAL BANK OF CANADA               ORDINARY SHS    780087102    249222    3878941 SH       DEFINED 8    2141015         0   1737926
ROYAL BANK OF CANADA               COMMON SHS      780087102       231       4320 SH       DEFINED 9       4320         0         0
ROYAL BANK OF CANADA               COMMON SHS      780087102       326       6100 SH       DEFINED A          0         0      6100
ROYAL CARIBBEAN CRUISES LTD        COMMON SHS      V7780T103      1651      30326 SH       DEFINED 9      30326         0         0
ROYAL DUTCH PETROLEUM CO           NEW YORK SHARES 780257804     10587     184500 SH       DEFINED 1     184500         0         0
ROYAL DUTCH PETROLEUM CO           NEW YORK SHARES 780257804      1565      27280 SH       DEFINED 2       7600         0     19680
ROYAL DUTCH PETROLEUM CO           NEW YORK SHARES 780257804       485       8450 SH       DEFINED 6       8450         0         0
ROYAL DUTCH PETROLEUM CO           NEW YORK SHARES 780257804     16066     280000 SH       DEFINED 7     280000         0         0
ROYAL DUTCH PETROLEUM CO           NEW YORK SHARES 780257804     46641     812837 SH       DEFINED 9     812837         0         0
ROYAL DUTCH PETROLEUM CO           NEW YORK SHARES 780257804    388390    6768733 SH       DEFINED A    6768733         0         0
ROYAL GROUP TECHNOLOGIES LTD       ORDINARY SHS    779915107      2714     215585 SH       DEFINED 8     215585         0         0
RPM INTERNATIONAL INC              COMMON SHS      749685103     25460    1295000 SH       DEFINED 4    1285000         0     10000
RPM INTERNATIONAL INC              COMMON SHS      749685103         1         57 SH       DEFINED 8          0         0        57
RPM INTERNATIONAL INC              COMMON SHS      749685103     15648     795936 SH       DEFINED 9     795936         0         0
RPM INTERNATIONAL INC              COMMON SHS      749685103      1045      53151 SH       DEFINED A      53151         0         0
RSA SECURITY INC                   COMMON SHS      749719100      6920     344960 SH       DEFINED 9     344960         0         0
RSA SECURITY INC                   COMMON SHS      749719100     81107    4043200 SH       DEFINED A    4043200         0         0
RTI INTERNATIONAL METALS INC       COMMON SHS      74973W107     11665     567900 SH       DEFINED 4     567900         0         0
RUSS BERRIE & CO INC               COMMON SHS      782233100     41251    1806100 SH       DEFINED 4    1800800         0      5300
RUSSELL CORP                       COMMON SHS      782352108     37431    1921500 SH       DEFINED 4    1917600         0      3900
RYLAND GROUP INC                   COMMON SHS      783764103      5420      94200 SH       DEFINED A      94200         0         0
S & K FAMOUS BRANDS INC            COMMON SHS      783774102      4241     260000 SH       DEFINED 4     260000         0         0
S & P 500 DEPOSITORY RECEIPT       OPEN END UT TR  78462F103       544       4503 SH       DEFINED         4503         0         0
S & P 500 DEPOSITORY RECEIPT       OPEN END UT TR  78462F103       451       3731 SH       DEFINED 6       3731         0         0
S & P 500 DEPOSITORY RECEIPT       OPEN END UT TR  78462F103      4476      37035 SH       DEFINED 9      37035         0         0
SABRE HOLDINGS CORP                COMMON SHS      785905100     17728     800000 SH       DEFINED 7     800000         0         0
SABRE HOLDINGS CORP                COMMON SHS      785905100         5        238 SH       DEFINED 9        238         0         0
SAFECO CORP                        COMMON SHS      786429100       259       4950 SH       DEFINED 9       4950         0         0
SAFETY INSURANCE GROUP INC         COMMON SHS      78648T100      2959      95000 SH       DEFINED 4      95000         0         0
SAFETY INSURANCE GROUP INC         COMMON SHS      78648T100     22138     710680 SH       DEFINED 5     710680         0         0
SAFEWAY INC                        COMMON SHS      786514208         2        100 SH       DEFINED 8          0         0       100
SAFEWAY INC                        COMMON SHS      786514208       326      16525 SH       DEFINED 9      16525         0         0
SAKS INC                           COMMON SHS      79377W108     29142    2008400 SH       DEFINED 4    2008400         0         0
SALESFORCE.COM INC                 COMMON SHS      79466L302      5448     321600 SH       DEFINED A     321600         0         0
SALISBURY BANCORP INC              COMMON SHS      795226109       405       9310 SH       DEFINED 9       9310         0         0
SALIX PHARMACEUTICALS LTD          COMMON SHS      795435106        48       2726 SH       DEFINED         2726         0         0
SALIX PHARMACEUTICALS LTD          COMMON SHS      795435106      7437     422808 SH       DEFINED 6     422808         0         0
SALIX PHARMACEUTICALS LTD          COMMON SHS      795435106     36103    2052472 SH       DEFINED A    2052472         0         0
SANDERS MORRIS HARRIS GROUP INC    COMMON SHS      80000Q104       316      17715 SH       DEFINED A          0         0     17715
SANOFI-AVENTIS                     AMER DEP RECPT  80105N105       273       6813 SH       DEFINED 2       6813         0         0
SANOFI-AVENTIS                     AMER DEP RECPT  80105N105     14344     358150 SH       DEFINED 6     358150         0         0
SANOFI-AVENTIS                     AMER DEP RECPT  80105N105       914      22824 SH       DEFINED 9      22824         0         0
SAP AG                             AMER DEP RECPT  803054204      1564      35372 SH       DEFINED        35372         0         0
SAP AG                             AMER DEP RECPT  803054204     13626     308205 SH       DEFINED 9     308205         0         0
SAP AG                             AMER DEP RECPT  803054204     32777     741395 SH       DEFINED A     741395         0         0
SAPPI LTD                          AMER DEP RECPT  803069202       750      51700 SH       DEFINED 2      51700         0         0
SARA LEE CORP                      COMMON SHS      803111103      2221      92000 SH       DEFINED 4      92000         0         0
SARA LEE CORP                      COMMON SHS      803111103      3965     164263 SH       DEFINED 6     143891         0     20372
SARA LEE CORP                      COMMON SHS      803111103      2849     118010 SH       DEFINED 8     117210         0       800
SARA LEE CORP                      COMMON SHS      803111103      5044     208949 SH       DEFINED 9     208949         0         0
SARA LEE CORP                      COMMON SHS      803111103      8157     337900 SH       DEFINED A     337900         0         0
SATYAM COMPUTERS SERVICES LTD      AMER DEP RECPT  804098101      3014     124911 SH       DEFINED        82320         0     42591
SATYAM COMPUTERS SERVICES LTD      AMER DEP RECPT  804098101     17996     745797 SH       DEFINED 1     740817         0      4980
SATYAM COMPUTERS SERVICES LTD      AMER DEP RECPT  804098101     32704    1355309 SH       DEFINED 2    1288769         0     66540
SATYAM COMPUTERS SERVICES LTD      AMER DEP RECPT  804098101      3432     142213 SH       DEFINED 6     142213         0         0
SATYAM COMPUTERS SERVICES LTD      AMER DEP RECPT  804098101       996      41294 SH       DEFINED A      41294         0         0
SAXON CAPITAL INC                  REAL EST INV TR 80556T106     84149    3507685 SH       DEFINED 5    3507685         0         0
SBC COMMUNICATIONS INC             COMMON SHS      78387G103     34719    1347271 SH       DEFINED       991351         0    355920
SBC COMMUNICATIONS INC             COMMON SHS      78387G103     64226    2492280 SH       DEFINED 1    2492280         0         0
SBC COMMUNICATIONS INC             COMMON SHS      78387G103     14687     569940 SH       DEFINED 2     569940         0         0
SBC COMMUNICATIONS INC             COMMON SHS      78387G103      6009     233182 SH       DEFINED 6     208265         0     24917
SBC COMMUNICATIONS INC             COMMON SHS      78387G103      9665     375065 SH       DEFINED 8     375065         0         0
SBC COMMUNICATIONS INC             COMMON SHS      78387G103     32995    1280346 SH       DEFINED 9    1280346         0         0
SBC COMMUNICATIONS INC             COMMON SHS      78387G103    327566   12711127 SH       DEFINED A   12686127         0     25000
SCANA CORP                         COMMON SHS      80589M102       791      20072 SH       DEFINED 9      20072         0         0
SCANA CORP                         COMMON SHS      80589M102       497      12621 SH       DEFINED A      12621         0         0
SCHERING-PLOUGH CORP               COMMON SHS      806605101      1985      95069 SH       DEFINED 6      95069         0         0
SCHERING-PLOUGH CORP               COMMON SHS      806605101     37584    1800000 SH       DEFINED 7    1800000         0         0
SCHERING-PLOUGH CORP               COMMON SHS      806605101      5033     241032 SH       DEFINED 9     241032         0         0
SCHERING-PLOUGH CORP               COMMON SHS      806605101         1         43 SH       DEFINED A         43         0         0
SCHERING-PLOUGH CORP               CONVERT PREF    806605606        62       1100 SH       DEFINED 9       1100         0         0
SCHERING-PLOUGH CORP               CONVERT PREF    806605606    131571    2345300 SH       DEFINED A    2345300         0         0
SCHLUMBERGER LTD                   COMMON SHS      806857108        20        300 SH       DEFINED          300         0         0
SCHLUMBERGER LTD                   COMMON SHS      806857108        40        600 SH       DEFINED 6        600         0         0
SCHLUMBERGER LTD                   COMMON SHS      806857108     26780     400000 SH       DEFINED 7     400000         0         0
SCHLUMBERGER LTD                   COMMON SHS      806857108         2         27 SH       DEFINED 8          0         0        27
SCHLUMBERGER LTD                   COMMON SHS      806857108     36210     540853 SH       DEFINED 9     540853         0         0
SCHLUMBERGER LTD                   COMMON SHS      806857108     12787     191000 SH       DEFINED A     178000         0     13000
SCHOLASTIC CORP                    COMMON SHS      807066105      5818     157400 SH       DEFINED 2     157400         0         0
SCHOLASTIC CORP                    COMMON SHS      807066105       527      14250 SH       DEFINED 9      14250         0         0
SCHOLASTIC CORP                    COMMON SHS      807066105     17016     460400 SH       DEFINED A     460400         0         0
SCI SYSTEMS INC                    CONVERTIBLE BD  783890AF3    103887  107100000 PRN      DEFINED A  107100000         0         0
SCIENTIFIC GAMES CORP              COMMON SHS      80874P109      1226      51442 SH       DEFINED        51442         0         0
SCIENTIFIC GAMES CORP              COMMON SHS      80874P109        87       3642 SH       DEFINED 9       3642         0         0
SCOTTISH POWER PLC                 AMER DEP RECPT  81013T705      1840      59053 SH       DEFINED 6      50544         0      8509
SCOTTISH POWER PLC                 AMER DEP RECPT  81013T705       179       5756 SH       DEFINED 9       5756         0         0
SEAGATE TECHNOLOGY                 COMMON SHS      G7945J104     45189    2616630 SH       DEFINED      2404700         0    211930
SEAGATE TECHNOLOGY                 COMMON SHS      G7945J104    299433   17338355 SH       DEFINED 1   17334705         0      3650
SEAGATE TECHNOLOGY                 COMMON SHS      G7945J104       221      12800 SH       DEFINED 2      12800         0         0
SEAGATE TECHNOLOGY                 COMMON SHS      G7945J104      6456     373800 SH       DEFINED 8     373800         0         0
SEAGATE TECHNOLOGY                 COMMON SHS      G7945J104     18189    1053220 SH       DEFINED A     833220         0    220000
SEARS ROEBUCK & CO                 COMMON SHS      812387108      1374      26926 SH       DEFINED 9      26926         0         0
SECURE COMPUTING CORP              COMMON SHS      813705100     11167    1118900 SH       DEFINED 9    1118900         0         0
SECURE COMPUTING CORP              COMMON SHS      813705100        77       7700 SH       DEFINED A       7700         0         0
SELECT MEDICAL CORP                COMMON SHS      816196109     21178    1203300 SH       DEFINED 5    1203300         0         0
SELECT MEDICAL CORP                COMMON SHS      816196109     29399    1670400 SH       DEFINED A    1670400         0         0
SELECTIVE INSURANCE GROUP INC      COMMON SHS      816300107     28756     650000 SH       DEFINED 4     650000         0         0
SELECTIVE INSURANCE GROUP INC      COMMON SHS      816300107        25        559 SH       DEFINED 9        559         0         0
SELECTIVE INSURANCE GROUP INC      COMMON SHS      816300107        15        341 SH       DEFINED A        341         0         0
SEMPRA ENERGY                      COMMON SHS      816851109         1         21 SH       DEFINED 6         21         0         0
SEMPRA ENERGY                      COMMON SHS      816851109       274       7465 SH       DEFINED 9       7465         0         0
SEMPRA ENERGY                      COMMON SHS      816851109    185161    5048000 SH       DEFINED A    4926000         0    122000
SEMPRA ENERGY                      CONVERT PREF    816851208     71249    2300000 SH       DEFINED A    2300000         0         0
SEMTECH CORP                       COMMON SHS      816850101       187       8544 SH       DEFINED         8544         0         0
SEMTECH CORP                       COMMON SHS      816850101     21244     971395 SH       DEFINED 6     971395         0         0
SEMTECH CORP                       COMMON SHS      816850101    142730    6526300 SH       DEFINED A    6526300         0         0
SENECA FOODS CORP                  COMMON SHS      817070105      2217     121500 SH       DEFINED 4     121500         0         0
SENECA FOODS CORP                  COMMON SHS      817070501      4680     256600 SH       DEFINED 4     256600         0         0
SENIOR HOUSING PROPERTIES TRUST    REAL EST INV TR 81721M109      1186      62600 SH       DEFINED 9      62600         0         0
SEPRACOR INC                       COMMON SHS      817315104         5         77 SH       DEFINED 9         77         0         0
SEPRACOR INC                       COMMON SHS      817315104     31175     525100 SH       DEFINED A     525100         0         0
SEROLOGICALS CORP                  COMMON SHS      817523103     22531    1018600 SH       DEFINED A    1018600         0         0
SERVICE CORP INTERNATIONAL         COMMON SHS      817565104      6309     846880 SH       DEFINED       846880         0         0
SERVICE CORP INTERNATIONAL         COMMON SHS      817565104       375      50400 SH       DEFINED 2      50400         0         0
SERVICE CORP INTERNATIONAL         COMMON SHS      817565104     14502    1946600 SH       DEFINED 8    1946600         0         0
SERVICE CORP INTERNATIONAL         COMMON SHS      817565104      1657     222380 SH       DEFINED 9     222380         0         0
SERVICEMASTER CO                   COMMON SHS      81760N109       525      38087 SH       DEFINED 9      38087         0         0
SHAW GROUP INC                     COMMON SHS      820280105     32524    1822100 SH       DEFINED 4    1818500         0      3600
SHAW GROUP INC                     COMMON SHS      820280105       125       7000 SH       DEFINED A       7000         0         0
SHELL TRANSPORT & TRADING CO PLC   AMER DEP RECPT  822703609       681      13250 SH       DEFINED        13250         0         0
SHELL TRANSPORT & TRADING CO PLC   AMER DEP RECPT  822703609    156057    3036130 SH       DEFINED 2    2854780         0    181350
SHELL TRANSPORT & TRADING CO PLC   AMER DEP RECPT  822703609     33780     657199 SH       DEFINED 6     642788         0     14411
SHELL TRANSPORT & TRADING CO PLC   AMER DEP RECPT  822703609      7155     139200 SH       DEFINED 8     139200         0         0
SHELL TRANSPORT & TRADING CO PLC   AMER DEP RECPT  822703609       974      18950 SH       DEFINED 9      18950         0         0
SHELL TRANSPORT & TRADING CO PLC   AMER DEP RECPT  822703609     37090     721600 SH       DEFINED A     721600         0         0
SHERWIN-WILLIAMS CO                COMMON SHS      824348106       421       9433 SH       DEFINED 9       9433         0         0
SHIRE PHARMACEUTICALS GROUP PLC    AMER DEP RECPT  82481R106       274       8590 SH       DEFINED 2       8590         0         0
SHIRE PHARMACEUTICALS GROUP PLC    AMER DEP RECPT  82481R106     21332     667661 SH       DEFINED 6     667661         0         0
SHIRE PHARMACEUTICALS GROUP PLC    AMER DEP RECPT  82481R106         8        250 SH       DEFINED 9        250         0         0
SHIRE PHARMACEUTICALS GROUP PLC    AMER DEP RECPT  82481R106     13238     414341 SH       DEFINED A     414341         0         0
SHOPPING.COM LTD                   COMMON SHS      M8405Q102      1362      48200 SH       DEFINED A      48200         0         0
SHUFFLE MASTER INC                 COMMON SHS      825549108      7925     168250 SH       DEFINED 9     168250         0         0
SHUFFLE MASTER INC                 COMMON SHS      825549108      3076      65300 SH       DEFINED A      65300         0         0
SIEMENS AG                         AMER DEP RECPT  826197501      1275      15056 SH       DEFINED        15056         0         0
SIEMENS AG                         AMER DEP RECPT  826197501       525       6200 SH       DEFINED 9       6200         0         0
SIERRA HEALTH SERVICES INC         COMMON SHS      826322109         6        111 SH       DEFINED 6        111         0         0
SIERRA HEALTH SERVICES INC         COMMON SHS      826322109     58417    1060002 SH       DEFINED A    1060002         0         0
SIERRA HEALTH SERVICES INC         CONVERTIBLE BD  826322AB5      9203    3000000 PRN      DEFINED A    3000000         0         0
SIERRA PACIFIC RESOURCES CO        COMMON SHS      826428104     53939    5137000 SH       DEFINED 4    5131000         0      6000
SIERRA PACIFIC RESOURCES CO        COMMON SHS      826428104         5        432 SH       DEFINED 9        432         0         0
SIERRA PACIFIC RESOURCES CO        COMMON SHS      826428104     15750    1500000 SH       DEFINED A    1500000         0         0
SIGMA-ALDRICH CORP                 COMMON SHS      826552101     12092     200000 SH       DEFINED 7     200000         0         0
SIGMA-ALDRICH CORP                 COMMON SHS      826552101      1966      32516 SH       DEFINED 9      32516         0         0
SIGMA-ALDRICH CORP                 COMMON SHS      826552101      7558     125000 SH       DEFINED A     125000         0         0
SIGNATURE BANK                     COMMON SHS      82669G104      6126     189300 SH       DEFINED 9     189300         0         0
SIGNATURE BANK                     COMMON SHS      82669G104        36       1100 SH       DEFINED A       1100         0         0
SILICON LABORATORIES INC           COMMON SHS      826919102     69303    1962700 SH       DEFINED A    1962700         0         0
SILICON VALLEY BANCSHARES          COMMON SHS      827064106     11945     266500 SH       DEFINED A     266500         0         0
SIMON PROPERTY GROUP INC           REAL EST INV TR 828806109        26        400 SH       DEFINED          400         0         0
SIMON PROPERTY GROUP INC           REAL EST INV TR 828806109       561       8680 SH       DEFINED 6       8680         0         0
SIMON PROPERTY GROUP INC           REAL EST INV TR 828806109     10369     160343 SH       DEFINED 9     160343         0         0
SIMON PROPERTY GROUP INC           REAL EST INV TR 828806109     97141    1502108 SH       DEFINED A    1502108         0         0
SIMON PROPERTY GROUP INC           CONVERT PREF    828806802       626      10579 SH       DEFINED 9      10579         0         0
SIMON PROPERTY GROUP INC           CONVERT PREF    828806802     42856     723680 SH       DEFINED A     723680         0         0
SINA CORP                          ORDINARY SHS    G81477104      1212      37800 SH       DEFINED A      37800         0         0
SIRF TECHNOLOGY HOLDINGS INC       COMMON SHS      82967H101       337      26500 SH       DEFINED 9      26500         0         0
SIRIUS SATELLITE RADIO INC         COMMON SHS      82966U103       177      23200 SH       DEFINED 9      23200         0         0
SIX FLAGS INC                      CONVERTIBLE BD  83001PAJ8    159330  141000000 PRN      DEFINED A  141000000         0         0
SK TELECOM CO LTD                  AMER DEP RECPT  78440P108       917      41200 SH       DEFINED         8800         0     32400
SK TELECOM CO LTD                  AMER DEP RECPT  78440P108    381657   17153110 SH       DEFINED 1   17153110         0         0
SK TELECOM CO LTD                  AMER DEP RECPT  78440P108     95862    4308407 SH       DEFINED 2    4171707         0    136700
SK TELECOM CO LTD                  AMER DEP RECPT  78440P108     12860     577980 SH       DEFINED 6     577980         0         0
SK TELECOM CO LTD                  AMER DEP RECPT  78440P108     26940    1210790 SH       DEFINED 8    1210790         0         0
SK TELECOM CO LTD                  AMER DEP RECPT  78440P108      1160      52130 SH       DEFINED 9      52130         0         0
SK TELECOM CO LTD                  AMER DEP RECPT  78440P108      3772     169510 SH       DEFINED A     169510         0         0
SKYWEST INC                        COMMON SHS      830879102     22050    1099200 SH       DEFINED 4    1090000         0      9200
SKYWEST INC                        COMMON SHS      830879102        16        800 SH       DEFINED 9        800         0         0
SL GREEN REALTY CORP               REAL EST INV TR 78440X101       241       3985 SH       DEFINED 6       3985         0         0
SL GREEN REALTY CORP               REAL EST INV TR 78440X101     45770     755900 SH       DEFINED A     755900         0         0
SLM CORP                           COMMON SHS      78442P106      3736      69975 SH       DEFINED 9      69975         0         0
SMITH & NEPHEW PLC                 AMER DEP RECPT  83175M205      1312      25354 SH       DEFINED        25354         0         0
SMITH & NEPHEW PLC                 AMER DEP RECPT  83175M205      3447      66598 SH       DEFINED 9      66598         0         0
SMITH (A.O.) CORP                  COMMON SHS      831865209     34599    1155600 SH       DEFINED 4    1155000         0       600
SMITH INTERNATIONAL INC            COMMON SHS      832110100       346       6350 SH       DEFINED 9       6350         0         0
SMITH INTERNATIONAL INC            COMMON SHS      832110100     30353     557855 SH       DEFINED A     557855         0         0
SMITHTOWN BANCORP INC              COMMON SHS      832449102      1523      47968 SH       DEFINED 9      47968         0         0
SMITHWAY MOTOR XPRESS CORP         COMMON SHS      832653109      2844     395055 SH       DEFINED A          0         0    395055
SMUCKER J M CO (THE)               COMMON SHS      832696405         0          3 SH       DEFINED 6          3         0         0
SMUCKER J M CO (THE)               COMMON SHS      832696405      2286      48562 SH       DEFINED 9      48562         0         0
SMURFIT-STONE CONTAINER CORP       COMMON SHS      832727101         9        500 SH       DEFINED 9        500         0         0
SMURFIT-STONE CONTAINER CORP       COMMON SHS      832727101      1494      80000 SH       DEFINED A      80000         0         0
SOCIEDAD QUIMICA Y MINERA DE CHILE DEP RCPT PFD    833635105      5348      86400 SH       DEFINED 8      86400         0         0
SOLECTRON CORP                     COMMON SHS      834182107        64      11950 SH       DEFINED 8      11950         0         0
SOLECTRON CORP                     COMMON SHS      834182107       260      48824 SH       DEFINED 9      48824         0         0
SONOCO PRODUCTS CO                 COMMON SHS      835495102     23853     804500 SH       DEFINED       804500         0         0
SONY CORP                          AMER DEP RECPT  835699307     22267     571525 SH       DEFINED 2     571035         0       490
SONY CORP                          AMER DEP RECPT  835699307     17081     438420 SH       DEFINED 6     438420         0         0
SONY CORP                          AMER DEP RECPT  835699307        50       1285 SH       DEFINED 8       1250         0        35
SONY CORP                          AMER DEP RECPT  835699307     11766     302010 SH       DEFINED 9     302010         0         0
SOUTH JERSEY INDUSTRIES INC        COMMON SHS      838518108       475       9037 SH       DEFINED 9       9037         0         0
SOUTHERN CO                        COMMON SHS      842587107      2440      72784 SH       DEFINED 9      72784         0         0
SOUTHERN CO                        COMMON SHS      842587107    377536   11263000 SH       DEFINED A   11263000         0         0
SOUTHWEST AIRLINES CO              COMMON SHS      844741108       754      46310 SH       DEFINED        46310         0         0
SOUTHWEST AIRLINES CO              COMMON SHS      844741108      1061      65200 SH       DEFINED 7      65200         0         0
SOUTHWEST AIRLINES CO              COMMON SHS      844741108      5553     341091 SH       DEFINED 9     341091         0         0
SOUTHWEST AIRLINES CO              COMMON SHS      844741108     63967    3929193 SH       DEFINED A    3642593         0    286600
SOVEREIGN BANCORP INC              COMMON SHS      845905108    258084   11444945 SH       DEFINED 5   11444945         0         0
SOVEREIGN BANCORP INC              COMMON SHS      845905108       699      31000 SH       DEFINED 9      31000         0         0
SPARTON CORP                       COMMON SHS      847235108      1700     188657 SH       DEFINED 4     188657         0         0
SPINNAKER EXPLORATION CO           COMMON SHS      84855W109        47       1330 SH       DEFINED         1330         0         0
SPINNAKER EXPLORATION CO           COMMON SHS      84855W109      6150     175368 SH       DEFINED 6     175368         0         0
SPINNAKER EXPLORATION CO           COMMON SHS      84855W109     47092    1342800 SH       DEFINED A    1342800         0         0
SPIRENT PLC                        AMER DEP RECPT  84856M209        45       8053 SH       DEFINED         8053         0         0
SPIRENT PLC                        AMER DEP RECPT  84856M209      5553     991535 SH       DEFINED 6     991535         0         0
SPIRENT PLC                        AMER DEP RECPT  84856M209       422      75400 SH       DEFINED A      75400         0         0
SPRINT CORP                        COMMON SHS      852061100     24850    1000000 SH       DEFINED 5    1000000         0         0
SPRINT CORP                        COMMON SHS      852061100      9724     391317 SH       DEFINED 9     391317         0         0
SPRINT CORP                        COMMON SHS      852061100     13341     536852 SH       DEFINED A     536852         0         0
SPSS INC                           COMMON SHS      78462K102        67       4292 SH       DEFINED         4292         0         0
SPSS INC                           COMMON SHS      78462K102      8306     531075 SH       DEFINED 6     531075         0         0
SPX CORP                           COMMON SHS      784635104       153       3820 SH       DEFINED 9       3820         0         0
SPX CORP                           COMMON SHS      784635104       758      18925 SH       DEFINED A      18925         0         0
SR TELECOM INC                     ORDINARY SHS    78464P208      1159     305130 SH       DEFINED 8     305130         0         0
ST JOE COMPANY                     COMMON SHS      790148100     90888    1415700 SH       DEFINED 1    1415700         0         0
ST JOE COMPANY                     COMMON SHS      790148100     95196    1482803 SH       DEFINED 5    1482803         0         0
ST JOE COMPANY                     COMMON SHS      790148100       260       4050 SH       DEFINED 6       4050         0         0
ST JOE COMPANY                     COMMON SHS      790148100       360       5600 SH       DEFINED 9       5600         0         0
ST JOE COMPANY                     COMMON SHS      790148100     57780     900000 SH       DEFINED A     900000         0         0
ST JUDE MEDICAL INC                COMMON SHS      790849103       629      15012 SH       DEFINED 9      15012         0         0
ST JUDE MEDICAL INC                COMMON SHS      790849103      5962     142200 SH       DEFINED A     142200         0         0
ST PAUL TRAVELERS COMPANIES INC    COMMON SHS      792860108     29878     806000 SH       DEFINED 4     806000         0         0
ST PAUL TRAVELERS COMPANIES INC    COMMON SHS      792860108    139667    3767647 SH       DEFINED 5    3767647         0         0
ST PAUL TRAVELERS COMPANIES INC    COMMON SHS      792860108      6091     164320 SH       DEFINED 6     149292         0     15028
ST PAUL TRAVELERS COMPANIES INC    COMMON SHS      792860108      2385      64335 SH       DEFINED 9      64335         0         0
ST PAUL TRAVELERS COMPANIES INC    COMMON SHS      792860108     25341     683600 SH       DEFINED A     683600         0         0
ST PAUL TRAVELERS COMPANIES INC    CONVERT PREF    792860306      1695      25305 SH       DEFINED 9      25305         0         0
STAAR SURGICAL CO                  COMMON SHS      852312305       579      92800 SH       DEFINED A      92800         0         0
STANCORP FINANCIAL GROUP INC       COMMON SHS      852891100     56950     690300 SH       DEFINED 4     690000         0       300
STANCORP FINANCIAL GROUP INC       COMMON SHS      852891100         0          1 SH       DEFINED A          1         0         0
STANDARD COMMERCIAL CORP           COMMON SHS      853258101     10265     527500 SH       DEFINED 4     527500         0         0
STANDARD MICROSYSTEMS CORP         COMMON SHS      853626109      6717     376700 SH       DEFINED 4     376700         0         0
STANLEY WORKS                      COMMON SHS      854616109      1591      32480 SH       DEFINED 9      32480         0         0
STAPLES INC                        COMMON SHS      855030102     11536     342219 SH       DEFINED 9     342219         0         0
STARBUCKS CORP                     COMMON SHS      855244109      2223      35642 SH       DEFINED 9      35642         0         0
STARWOOD HOTELS & RESORTS WORLDWID COMMON SHS      85590A203       296       5060 SH       DEFINED 9       5060         0         0
STATE STREET CORP                  COMMON SHS      857477103    111483    2269600 SH       DEFINED 4    2269600         0         0
STATE STREET CORP                  COMMON SHS      857477103        69       1400 SH       DEFINED 6       1400         0         0
STATE STREET CORP                  COMMON SHS      857477103     22318     454365 SH       DEFINED 9     454365         0         0
STATE STREET CORP                  COMMON SHS      857477103       982      20000 SH       DEFINED A          0         0     20000
STATE STREET CORP                  CONVERT PREF    857477202         4         20 SH       DEFINED 8          0         0        20
STATE STREET CORP                  CONVERT PREF    857477202      3199      14282 SH       DEFINED 9      14282         0         0
STATION CASINOS INC                COMMON SHS      857689103     12888     235701 SH       DEFINED A     235701         0         0
STEINER LEISURE LTD                ORDINARY SHS    P8744Y102      5220     174700 SH       DEFINED       174700         0         0
STEINER LEISURE LTD                ORDINARY SHS    P8744Y102      9650     322950 SH       DEFINED 2     306090         0     16860
STEINER LEISURE LTD                ORDINARY SHS    P8744Y102     12941     433100 SH       DEFINED 8     433100         0         0
STELMAR SHIPPING LTD               ORDINARY SHS    V8726M103      8826     185000 SH       DEFINED 4     185000         0         0
STEREOTAXIS INC                    COMMON SHS      85916J102     14808    1506400 SH       DEFINED A    1506400         0         0
STERIS CORP                        COMMON SHS      859152100        93       3937 SH       DEFINED         3937         0         0
STERIS CORP                        COMMON SHS      859152100     17401     733600 SH       DEFINED 4     728200         0      5400
STERIS CORP                        COMMON SHS      859152100     10185     429383 SH       DEFINED 6     429383         0         0
STERIS CORP                        COMMON SHS      859152100       306      12900 SH       DEFINED 9      12900         0         0
STERIS CORP                        COMMON SHS      859152100     42067    1773500 SH       DEFINED A    1773500         0         0
STERLING FINANCIAL CORP            COMMON SHS      859319105       434      11050 SH       DEFINED 5      11050         0         0
STEWART & STEVENSON SERVICES INC   COMMON SHS      860342104      3882     191900 SH       DEFINED 4     189500         0      2400
STILLWATER MINING CO               COMMON SHS      86074Q102      2852     253246 SH       DEFINED A     253246         0         0
STMICROELECTRONICS NV              NEW YORK SHARES 861012102       327      16900 SH       DEFINED 9      16900         0         0
STORA ENSO OYJ                     AMER DEP RECPT  86210M106        35       2300 SH       DEFINED 2       2300         0         0
STORA ENSO OYJ                     AMER DEP RECPT  86210M106     19853    1305273 SH       DEFINED 6    1305273         0         0
STORAGE TECHNOLOGY CORP            COMMON SHS      862111200      3004      95034 SH       DEFINED A      95034         0         0
STRYKER CORP                       COMMON SHS      863667101     16383     339541 SH       DEFINED 9     339541         0         0
STRYKER CORP                       COMMON SHS      863667101     13510     280000 SH       DEFINED A     280000         0         0
SUBURBAN PROPANE PARTNERS L P      LTD PARTNERSHIP 864482104       558      16040 SH       DEFINED 9      16040         0         0
SUEZ SA                            AMER DEP RECPT  864686100      6133     229270 SH       DEFINED 2     229270         0         0
SUEZ SA                            AMER DEP RECPT  864686100     14571     544712 SH       DEFINED 6     544712         0         0
SUEZ SA                            AMER DEP RECPT  864686100        27       1000 SH       DEFINED 9       1000         0         0
SUN HEALTHCARE GROUP INC           COMMON SHS      866933401       750      81400 SH       DEFINED A      81400         0         0
SUN LIFE FINANCIAL INC             ORDINARY SHS    866796105        64       1598 SH       DEFINED         1598         0         0
SUN LIFE FINANCIAL INC             ORDINARY SHS    866796105    164192    4089470 SH       DEFINED 8    2429253         0   1660217
SUN LIFE FINANCIAL INC             COMMON SHS      866796105       209       6224 SH       DEFINED 9       6224         0         0
SUN MICROSYSTEMS INC               COMMON SHS      866810104      8608    1600000 SH       DEFINED 7    1600000         0         0
SUN MICROSYSTEMS INC               COMMON SHS      866810104      2244     417085 SH       DEFINED 9     417085         0         0
SUN MICROSYSTEMS INC               COMMON SHS      866810104      1379     256385 SH       DEFINED A     256385         0         0
SUNCOR ENERGY INC                  ORDINARY SHS    867229106        56       1310 SH       DEFINED         1310         0         0
SUNCOR ENERGY INC                  ORDINARY SHS    867229106    163787    3862900 SH       DEFINED 5    3862900         0         0
SUNCOR ENERGY INC                  ORDINARY SHS    867229106    159039    3750919 SH       DEFINED 8    1850367         0   1900552
SUNCOR ENERGY INC                  COMMON SHS      867229106       527      14900 SH       DEFINED 9      14900         0         0
SUNGARD DATA SYSTEMS INC           COMMON SHS      867363103     14165     500000 SH       DEFINED 7     500000         0         0
SUNGARD DATA SYSTEMS INC           COMMON SHS      867363103      3878     136895 SH       DEFINED 8      83495         0     53400
SUNGARD DATA SYSTEMS INC           COMMON SHS      867363103        60       2110 SH       DEFINED 9       2110         0         0
SUNOCO INC                         COMMON SHS      86764P109       305       3735 SH       DEFINED 9       3735         0         0
SUNOPTA INC                        ORDINARY SHS    8676EP108        82      11356 SH       DEFINED        11356         0         0
SUNOPTA INC                        ORDINARY SHS    8676EP108      8124    1131518 SH       DEFINED 6    1131518         0         0
SUNOPTA INC                        ORDINARY SHS    8676EP108        14       2000 SH       DEFINED 9       2000         0         0
SUNRISE SENIOR LIVING INC          COMMON SHS      86768K106     15392     332000 SH       DEFINED 9     332000         0         0
SUNRISE SENIOR LIVING INC          COMMON SHS      86768K106       107       2300 SH       DEFINED A       2300         0         0
SUNRISE SENIOR LIVING INC          CONVERTIBLE BD  86768KAE6       205     150000 PRN      DEFINED 9     150000         0         0
SUNTRUST BANKS INC                 COMMON SHS      867914103     97537    1320209 SH       DEFINED 4    1320209         0         0
SUNTRUST BANKS INC                 COMMON SHS      867914103       267       3614 SH       DEFINED 6       3614         0         0
SUNTRUST BANKS INC                 COMMON SHS      867914103      4168      56414 SH       DEFINED 9      56414         0         0
SUNTRUST BANKS INC                 COMMON SHS      867914103        36        482 SH       DEFINED A        482         0         0
SUPERGEN INC                       COMMON SHS      868059106      8290    1175900 SH       DEFINED A    1175900         0         0
SUPERIOR ENERGY SERVICES INC       COMMON SHS      868157108        97       6319 SH       DEFINED         6319         0         0
SUPERIOR ENERGY SERVICES INC       COMMON SHS      868157108     15068     977786 SH       DEFINED 6     977786         0         0
SUPERIOR ENERGY SERVICES INC       COMMON SHS      868157108     40678    2639695 SH       DEFINED A    2639695         0         0
SUPERIOR INDUSTRIES INTL INC       COMMON SHS      868168105     72474    2494800 SH       DEFINED 4    2490900         0      3900
SUPERIOR INDUSTRIES INTL INC       COMMON SHS      868168105       134       4600 SH       DEFINED 6       4600         0         0
SUPERIOR INDUSTRIES INTL INC       COMMON SHS      868168105         9        300 SH       DEFINED 9        300         0         0
SUPERIOR INDUSTRIES INTL INC       COMMON SHS      868168105     12030     414100 SH       DEFINED A     286800         0    127300
SUPERIOR UNIFORM GROUP INC         COMMON SHS      868358102      6896     461300 SH       DEFINED 4     461300         0         0
SYMANTEC CORP                      COMMON SHS      871503108      2814     109231 SH       DEFINED       109231         0         0
SYMANTEC CORP                      COMMON SHS      871503108     27239    1057400 SH       DEFINED 5    1057400         0         0
SYMANTEC CORP                      COMMON SHS      871503108     63079    2448737 SH       DEFINED 9    2448737         0         0
SYMANTEC CORP                      COMMON SHS      871503108     33525    1301434 SH       DEFINED A    1301434         0         0
SYMBION INC                        COMMON SHS      871507109     12985     588100 SH       DEFINED A     588100         0         0
SYMMETRY MEDICAL INC               COMMON SHS      871546206      5366     254900 SH       DEFINED A     254900         0         0
SYMS CORP                          COMMON SHS      871551107     17375    1430000 SH       DEFINED 4    1430000         0         0
SYNAPTICS INC                      COMMON SHS      87157D109        61       2000 SH       DEFINED 9       2000         0         0
SYNAPTICS INC                      COMMON SHS      87157D109      1810      59200 SH       DEFINED A      59200         0         0
SYNOPSYS INC                       COMMON SHS      871607107     22831    1163659 SH       DEFINED       888279         0    275380
SYNOPSYS INC                       COMMON SHS      871607107     46976    2394277 SH       DEFINED 1    2392997         0      1280
SYNOPSYS INC                       COMMON SHS      871607107      8757     446320 SH       DEFINED 2     446320         0         0
SYNOPSYS INC                       COMMON SHS      871607107      1395      71078 SH       DEFINED 6      71078         0         0
SYNOPSYS INC                       COMMON SHS      871607107      5530     281834 SH       DEFINED 8     281834         0         0
SYNOPSYS INC                       COMMON SHS      871607107        23       1150 SH       DEFINED 9       1150         0         0
SYNOPSYS INC                       COMMON SHS      871607107        15        770 SH       DEFINED A        770         0         0
SYSCO CORP                         COMMON SHS      871829107       515      13500 SH       DEFINED        13500         0         0
SYSCO CORP                         COMMON SHS      871829107      3162      82850 SH       DEFINED 8      59800         0     23050
SYSCO CORP                         COMMON SHS      871829107     17860     467914 SH       DEFINED 9     467914         0         0
SYSCO CORP                         COMMON SHS      871829107     82588    2163694 SH       DEFINED A    1841994         0    321700
TAIWAN SEMICONDUCTOR MANUFACTURING AMER DEP RECPT  874039100      2127     250535 SH       DEFINED       250535         0         0
TAIWAN SEMICONDUCTOR MANUFACTURING AMER DEP RECPT  874039100       241      28329 SH       DEFINED 2      28329         0         0
TAIWAN SEMICONDUCTOR MANUFACTURING AMER DEP RECPT  874039100      1910     225000 SH       DEFINED 8     225000         0         0
TAIWAN SEMICONDUCTOR MANUFACTURING AMER DEP RECPT  874039100     18810    2215515 SH       DEFINED 9    2215515         0         0
TAIWAN SEMICONDUCTOR MANUFACTURING AMER DEP RECPT  874039100       316      37165 SH       DEFINED A      37165         0         0
TALISMAN ENERGY INC                ORDINARY SHS    87425E103     16420     507571 SH       DEFINED 8     502660         0      4911
TALISMAN ENERGY INC                COMMON SHS      87425E103      2777     103000 SH       DEFINED A     103000         0         0
TANDY BRANDS ACCESSORIES INC       COMMON SHS      875378101      3778     254900 SH       DEFINED 4     254900         0         0
TANGER FACTORY OUTLET CENTERS INC  REAL EST INV TR 875465106       110       4160 SH       DEFINED 6       4160         0         0
TANGER FACTORY OUTLET CENTERS INC  REAL EST INV TR 875465106       185       7000 SH       DEFINED 9       7000         0         0
TANGER FACTORY OUTLET CENTERS INC  REAL EST INV TR 875465106     11859     448200 SH       DEFINED A     448200         0         0
TANOX INC                          COMMON SHS      87588Q109     10070     662500 SH       DEFINED A     662500         0         0
TARGET CORP                        COMMON SHS      87612E106     42009     808947 SH       DEFINED       645101         0    163846
TARGET CORP                        COMMON SHS      87612E106      1918      36940 SH       DEFINED 1      36940         0         0
TARGET CORP                        COMMON SHS      87612E106     27778     534905 SH       DEFINED 2     534905         0         0
TARGET CORP                        COMMON SHS      87612E106      4515      86937 SH       DEFINED 6      86937         0         0
TARGET CORP                        COMMON SHS      87612E106      9179     176755 SH       DEFINED 8     121930         0     54825
TARGET CORP                        COMMON SHS      87612E106     17749     341792 SH       DEFINED 9     341792         0         0
TARGET CORP                        COMMON SHS      87612E106        94       1808 SH       DEFINED A       1808         0         0
TARO PHARMACEUTICAL INDUSTRIES LTD COMMON SHS      M8737E108       135       3955 SH       DEFINED         3955         0         0
TARO PHARMACEUTICAL INDUSTRIES LTD COMMON SHS      M8737E108     19174     563453 SH       DEFINED 6     563453         0         0
TARO PHARMACEUTICAL INDUSTRIES LTD COMMON SHS      M8737E108     42136    1238200 SH       DEFINED A    1238200         0         0
TATA MOTORS LTD                    AMER DEP RECPT  876568502      2742     229998 SH       DEFINED 2     188158         0     41840
TAUBMAN CENTERS INC                REAL EST INV TR 876664103     11860     396000 SH       DEFINED A     396000         0         0
TCF FINANCIAL CORP                 COMMON SHS      872275102       614      19100 SH       DEFINED 9      19100         0         0
TECO ENERGY INC                    COMMON SHS      872375100    138737    9044110 SH       DEFINED 1    9039610         0      4500
TECO ENERGY INC                    COMMON SHS      872375100      3114     203000 SH       DEFINED 2     203000         0         0
TECO ENERGY INC                    COMMON SHS      872375100      1170      76270 SH       DEFINED 8      76270         0         0
TECO ENERGY INC                    COMMON SHS      872375100       348      22700 SH       DEFINED 9      22700         0         0
TECO ENERGY INC                    COMMON SHS      872375100    144196    9400000 SH       DEFINED A    9400000         0         0
TECUMSEH PRODUCTS CO               COMMON SHS      878895101     13655     300000 SH       DEFINED 4     300000         0         0
TECUMSEH PRODUCTS CO               COMMON SHS      878895200     37231     778900 SH       DEFINED 4     778900         0         0
TEEKAY SHIPPING CORP               COMMON SHS      Y8564W103     73789    1752300 SH       DEFINED 4    1749000         0      3300
TEKTRONIX INC                      COMMON SHS      879131100       171       5668 SH       DEFINED         5668         0         0
TEKTRONIX INC                      COMMON SHS      879131100     20307     672209 SH       DEFINED 6     672209         0         0
TEKTRONIX INC                      COMMON SHS      879131100       196       6498 SH       DEFINED 9       6498         0         0
TEKTRONIX INC                      COMMON SHS      879131100    211067    6986654 SH       DEFINED A    6986654         0         0
TELE NORTE LESTE PARTICIPACOES SA  DEP RCPT PFD    879246106        67       4000 SH       DEFINED 9       4000         0         0
TELE NORTE LESTE PARTICIPACOES SA  DEP RCPT PFD    879246106      1471      87200 SH       DEFINED A      87200         0         0
TELECOM ARGENTINA SA               AMER DEP RECPT  879273209     18632    1700000 SH       DEFINED A    1700000         0         0
TELECOMUNICACOES DE SAO PAULO SA   DEP RCPT PFD    87929A102      1387      71400 SH       DEFINED A      71400         0         0
TELEFLEX INC                       COMMON SHS      879369106     83795    1613300 SH       DEFINED 4    1611600         0      1700
TELEFLEX INC                       COMMON SHS      879369106       171       3300 SH       DEFINED 6       3300         0         0
TELEFLEX INC                       COMMON SHS      879369106     25970     500000 SH       DEFINED 7     500000         0         0
TELEFLEX INC                       COMMON SHS      879369106       170       3280 SH       DEFINED 9       3280         0         0
TELEFONICA MOVILES SA              AMER DEP RECPT  87938V105      1821     143274 SH       DEFINED       143274         0         0
TELEFONICA MOVILES SA              AMER DEP RECPT  87938V105       585      46059 SH       DEFINED 9      46059         0         0
TELEFONICA SA                      AMER DEP RECPT  879382208      3683      65191 SH       DEFINED        65191         0         0
TELEFONICA SA                      AMER DEP RECPT  879382208      1400      24787 SH       DEFINED 1      24787         0         0
TELEFONICA SA                      AMER DEP RECPT  879382208    182128    3223497 SH       DEFINED 2    2927474         0    296023
TELEFONICA SA                      AMER DEP RECPT  879382208     26384     466982 SH       DEFINED 6     466982         0         0
TELEFONICA SA                      AMER DEP RECPT  879382208    112001    1982322 SH       DEFINED 8    1795939         0    186383
TELEFONICA SA                      AMER DEP RECPT  879382208      2106      37269 SH       DEFINED 9      37269         0         0
TELEFONICA SA                      AMER DEP RECPT  879382208      4111      72765 SH       DEFINED A      72765         0         0
TELEFONOS DE MEXICO SA (TELMEX)    AMER DEP RECPT  879403780    104012    2714294 SH       DEFINED      2551546         0    162748
TELEFONOS DE MEXICO SA (TELMEX)    AMER DEP RECPT  879403780    637434   16634489 SH       DEFINED 1   16628668         0      5821
TELEFONOS DE MEXICO SA (TELMEX)    AMER DEP RECPT  879403780    257259    6713450 SH       DEFINED 2    6484082         0    229368
TELEFONOS DE MEXICO SA (TELMEX)    AMER DEP RECPT  879403780     23149     604090 SH       DEFINED 6     604090         0         0
TELEFONOS DE MEXICO SA (TELMEX)    AMER DEP RECPT  879403780     89140    2326192 SH       DEFINED 8    2228192         0     98000
TELEFONOS DE MEXICO SA (TELMEX)    AMER DEP RECPT  879403780      2491      65008 SH       DEFINED 9      65008         0         0
TELEFONOS DE MEXICO SA (TELMEX)    AMER DEP RECPT  879403780      1439      37565 SH       DEFINED A      37565         0         0
TELEPHONE & DATA SYSTEMS INC       COMMON SHS      879433100       416       5400 SH       DEFINED 9       5400         0         0
TELEWEST GLOBAL INC                COMMON SHS      87956T107    336852   19161105 SH       DEFINED 5   19161105         0         0
TELEWEST GLOBAL INC                COMMON SHS      87956T107     23603    1342598 SH       DEFINED A    1342598         0         0
TELIK INC                          COMMON SHS      87959M109      1340      70000 SH       DEFINED 6      70000         0         0
TELIK INC                          COMMON SHS      87959M109      5845     305400 SH       DEFINED 9     305400         0         0
TELIK INC                          COMMON SHS      87959M109     40093    2094700 SH       DEFINED A    2094700         0         0
TELUS CORP                         ORDINARY SHS    87971M202        42       1215 SH       DEFINED         1215         0         0
TELUS CORP                         ORDINARY SHS    87971M202     51824    1491777 SH       DEFINED 8     620370         0    871407
TELUS CORP                         COMMON SHS      87971M202     46240    1600000 SH       DEFINED A    1600000         0         0
TEMPLE INLAND INC                  COMMON SHS      879868107      7118     104063 SH       DEFINED 2     104063         0         0
TEMPLE INLAND INC                  COMMON SHS      879868107      9617     140600 SH       DEFINED 8     140600         0         0
TEMPLE INLAND INC                  COMMON SHS      879868107      4877      71301 SH       DEFINED 9      71301         0         0
TEMPLETON CHINA WORLD FUND INC     OPEN END MUT FD 88018X102       636      32083 SH       DEFINED 9      32083         0         0
TEMPLETON CHINA WORLD FUND INC     OPEN END MUT FD 88018X102       196       9918 SH       DEFINED A       9918         0         0
TEMPLETON DRAGON FUND INC          CLOSE END MUT F 88018T101        35       2001 SH       DEFINED 9       2001         0         0
TEMPLETON DRAGON FUND INC          CLOSE END MUT F 88018T101      7834     448424 SH       DEFINED A     448424         0         0
TEMPLETON EMERGING MARKETS INCOME  CLOSE END MUT F 880192109        39       2800 SH       DEFINED 9       2800         0         0
TEMPLETON EMERGING MARKETS INCOME  CLOSE END MUT F 880192109       196      14279 SH       DEFINED A      14279         0         0
TEMPLETON GLOBAL INCOME FUND INC   CLOSE END MUT F 880198106       322      32380 SH       DEFINED 9      32380         0         0
TEMPLETON RUSSIA & EAST EUROPEAN   CLOSE END MUT F 88022F105       445      11042 SH       DEFINED A      11042         0         0
TENARIS SA                         AMER DEP RECPT  88031M109     23555     481702 SH       DEFINED       440738         0     40964
TENET HEALTHCARE CORP              COMMON SHS      88033G100     14889    1356014 SH       DEFINED       774852         0    581162
TENET HEALTHCARE CORP              COMMON SHS      88033G100    478179   43550002 SH       DEFINED 1   43521232         0     28770
TENET HEALTHCARE CORP              COMMON SHS      88033G100     17606    1603420 SH       DEFINED 2    1603420         0         0
TENET HEALTHCARE CORP              COMMON SHS      88033G100      3667     333967 SH       DEFINED 6     333967         0         0
TENET HEALTHCARE CORP              COMMON SHS      88033G100     11690    1064700 SH       DEFINED 8    1064700         0         0
TENET HEALTHCARE CORP              COMMON SHS      88033G100       242      22000 SH       DEFINED 9      22000         0         0
TENET HEALTHCARE CORP              COMMON SHS      88033G100     14064    1280850 SH       DEFINED A     892950         0    387900
TEPPCO PARTNERS L.P.               LTD PARTNERSHIP 872384102       207       5250 SH       DEFINED 9       5250         0         0
TERADYNE INC                       COMMON SHS      880770102         2        102 SH       DEFINED 8          0         0       102
TERADYNE INC                       COMMON SHS      880770102        22       1300 SH       DEFINED 9       1300         0         0
TERADYNE INC                       COMMON SHS      880770102      3414     200000 SH       DEFINED A     200000         0         0
TERCICA INC                        COMMON SHS      88078L105      2002     200000 SH       DEFINED A     200000         0         0
TESMA INTERNATIONAL INC            ORDINARY SHS    881908107         5        124 SH       DEFINED          124         0         0
TESMA INTERNATIONAL INC            ORDINARY SHS    881908107     12155     279416 SH       DEFINED 8     138900         0    140516
TEVA PHARMACEUTICAL INDUSTRIES LTD AMER DEP RECPT  881624209      3774     126397 SH       DEFINED       126397         0         0
TEVA PHARMACEUTICAL INDUSTRIES LTD AMER DEP RECPT  881624209     10415     348784 SH       DEFINED 2     348784         0         0
TEVA PHARMACEUTICAL INDUSTRIES LTD AMER DEP RECPT  881624209         2         56 SH       DEFINED 6         56         0         0
TEVA PHARMACEUTICAL INDUSTRIES LTD AMER DEP RECPT  881624209      2090      70000 SH       DEFINED 8      70000         0         0
TEVA PHARMACEUTICAL INDUSTRIES LTD AMER DEP RECPT  881624209     21935     734610 SH       DEFINED 9     734610         0         0
TEVA PHARMACEUTICAL INDUSTRIES LTD AMER DEP RECPT  881624209      9421     315500 SH       DEFINED A     315500         0         0
TEXAS CAPITAL BANCSHARES INC       COMMON SHS      88224Q107      6097     282000 SH       DEFINED 5     282000         0         0
TEXAS INDUSTRIES INC               COMMON SHS      882491103     49904     800000 SH       DEFINED 4     800000         0         0
TEXAS INSTRUMENTS INC              COMMON SHS      882508104     12679     515000 SH       DEFINED 7     515000         0         0
TEXAS INSTRUMENTS INC              COMMON SHS      882508104     26011    1056500 SH       DEFINED 9    1056500         0         0
TEXAS INSTRUMENTS INC              COMMON SHS      882508104         3        140 SH       DEFINED A        140         0         0
TEXAS REGIONAL BANCSHARES INC      COMMON SHS      882673106      8932     273320 SH       DEFINED 9     273320         0         0
TEXAS REGIONAL BANCSHARES INC      COMMON SHS      882673106        64       1960 SH       DEFINED A       1960         0         0
TEXTRON INC                        COMMON SHS      883203101     38745     525000 SH       DEFINED 7     525000         0         0
TEXTRON INC                        COMMON SHS      883203101       303       4100 SH       DEFINED 9       4100         0         0
THERAVANCE INC                     COMMON SHS      88338T104      3906     218200 SH       DEFINED A     218200         0         0
THERMO ELECTRON CORP               COMMON SHS      883556102       317      10500 SH       DEFINED 6      10500         0         0
THERMO ELECTRON CORP               COMMON SHS      883556102       415      13750 SH       DEFINED 9      13750         0         0
THERMO ELECTRON CORP               COMMON SHS      883556102    184192    6101108 SH       DEFINED A    6101108         0         0
THERMOGENESIS CORP                 COMMON SHS      883623209       616      97100 SH       DEFINED A      97100         0         0
THOMAS & BETTS CORP                COMMON SHS      884315102     48019    1561600 SH       DEFINED      1533100         0     28500
THOMAS & BETTS CORP                COMMON SHS      884315102     15375     500000 SH       DEFINED 7     500000         0         0
THOMAS & BETTS CORP                COMMON SHS      884315102        36       1160 SH       DEFINED 8       1160         0         0
THOMAS INDUSTRIES INC              COMMON SHS      884425109      6080     152300 SH       DEFINED 4     150000         0      2300
THOMSON CORP                       ORDINARY SHS    884903105         7        167 SH       DEFINED          167         0         0
THOMSON CORP                       ORDINARY SHS    884903105     17152     405761 SH       DEFINED 8     302000         0    103761
THOMSON CORP                       COMMON SHS      884903105       198       5600 SH       DEFINED 9       5600         0         0
THOMSON CORP                       COMMON SHS      884903105      1149      32564 SH       DEFINED A      32564         0         0
THOR INDUSTRIES INC                COMMON SHS      885160101     28106     758600 SH       DEFINED 4     754400         0      4200
THORATEC CORP                      COMMON SHS      885175307      3612     346600 SH       DEFINED A     346600         0         0
THORNBURG MORTGAGE INC             REAL EST INV TR 885218107       310      10695 SH       DEFINED 9      10695         0         0
THQ INC                            COMMON SHS      872443403       223       9700 SH       DEFINED 9       9700         0         0
THQ INC                            COMMON SHS      872443403      8249     359600 SH       DEFINED A     359600         0         0
TIDEWATER INC                      COMMON SHS      886423102      6997     196500 SH       DEFINED 4     195000         0      1500
TIDEWATER INC                      COMMON SHS      886423102         7        200 SH       DEFINED 9        200         0         0
TIDEWATER INC                      COMMON SHS      886423102      1353      38000 SH       DEFINED A      38000         0         0
TIER TECHNOLOGIES INC              COMMON SHS      88650Q100      6066     655800 SH       DEFINED 9     655800         0         0
TIER TECHNOLOGIES INC              COMMON SHS      88650Q100        32       3500 SH       DEFINED A       3500         0         0
TIFFANY & CO                       COMMON SHS      886547108         8        251 SH       DEFINED          251         0         0
TIFFANY & CO                       COMMON SHS      886547108      6062     189618 SH       DEFINED 9     189618         0         0
TIFFANY & CO                       COMMON SHS      886547108     44976    1406819 SH       DEFINED A    1406819         0         0
TIM HELLAS TELLECOMMUNICATIONS     AMER DEP RECPT  88706Q104      4894     261000 SH       DEFINED       261000         0         0
TIMBERLAND COMPANY                 COMMON SHS      887100105     13681     218300 SH       DEFINED 4     216000         0      2300
TIME WARNER INC                    COMMON SHS      887317105      3379     173800 SH       DEFINED       127600         0     46200
TIME WARNER INC                    COMMON SHS      887317105     69247    3562100 SH       DEFINED 1    3562100         0         0
TIME WARNER INC                    COMMON SHS      887317105      4704     242000 SH       DEFINED 2     242000         0         0
TIME WARNER INC                    COMMON SHS      887317105     26244    1350000 SH       DEFINED 7    1350000         0         0
TIME WARNER INC                    COMMON SHS      887317105         1         60 SH       DEFINED 8          0         0        60
TIME WARNER INC                    COMMON SHS      887317105     11694     601545 SH       DEFINED 9     601545         0         0
TIME WARNER INC                    COMMON SHS      887317105      8819     453628 SH       DEFINED A     388428         0     65200
TIMKEN CO                          COMMON SHS      887389104     38145    1466000 SH       DEFINED 4    1464400         0      1600
TIMKEN CO                          COMMON SHS      887389104         7        250 SH       DEFINED 9        250         0         0
TITAN PHARMACEUTICALS INC          COMMON SHS      888314101      1610     500000 SH       DEFINED A     500000         0         0
TJX COMPANIES INC                  COMMON SHS      872540109      2664     106000 SH       DEFINED 4     106000         0         0
TJX COMPANIES INC                  COMMON SHS      872540109      9737     387460 SH       DEFINED 8     245935         0    141525
TJX COMPANIES INC                  COMMON SHS      872540109       515      20489 SH       DEFINED 9      20489         0         0
TJX COMPANIES INC                  COMMON SHS      872540109         0          3 SH       DEFINED A          3         0         0
TOLL BROTHERS INC                  COMMON SHS      889478103      4803      70000 SH       DEFINED 9      70000         0         0
TOMMY HILFIGER CORP                COMMON SHS      G8915Z102     31584    2800000 SH       DEFINED 4    2800000         0         0
TOOTSIE ROLL INDUSTRIES INC        COMMON SHS      890516107       756      21833 SH       DEFINED 7      21833         0         0
TOOTSIE ROLL INDUSTRIES INC        COMMON SHS      890516107       866      25000 SH       DEFINED 9      25000         0         0
TOP TANKERS INC                    COMMON SHS      Y8897Y107       813      50000 SH       DEFINED A      50000         0         0
TORCHMARK CORP                     COMMON SHS      891027104       907      15870 SH       DEFINED 9      15870         0         0
TORONTO DOMINION BANK              ORDINARY SHS    891160509     35649     714117 SH       DEFINED 8     690330         0     23787
TORONTO DOMINION BANK              COMMON SHS      891160509       303       7266 SH       DEFINED 9       7266         0         0
TOTAL SA                           AMER DEP RECPT  89151E109        82        745 SH       DEFINED          745         0         0
TOTAL SA                           AMER DEP RECPT  89151E109     23980     218318 SH       DEFINED 5     218318         0         0
TOTAL SA                           AMER DEP RECPT  89151E109         3         30 SH       DEFINED 6         30         0         0
TOTAL SA                           AMER DEP RECPT  89151E109      6546      59600 SH       DEFINED 8      59600         0         0
TOTAL SA                           AMER DEP RECPT  89151E109      7009      63807 SH       DEFINED 9      63807         0         0
TOTAL SA                           AMER DEP RECPT  89151E109      2966      27000 SH       DEFINED A      27000         0         0
TOWN & COUNTRY TRUST               REAL EST INV TR 892081100       260       9400 SH       DEFINED 9       9400         0         0
TOYOTA MOTOR CORP                  AMER DEP RECPT  892331307      2350      28700 SH       DEFINED 8      28700         0         0
TOYOTA MOTOR CORP                  AMER DEP RECPT  892331307       115       1410 SH       DEFINED 9       1410         0         0
TOYS R US INC                      COMMON SHS      892335100     60328    2947151 SH       DEFINED 1    2947151         0         0
TOYS R US INC                      COMMON SHS      892335100      4436     216700 SH       DEFINED 2     216700         0         0
TOYS R US INC                      COMMON SHS      892335100     43703    2135000 SH       DEFINED 4    2135000         0         0
TOYS R US INC                      COMMON SHS      892335100      1324      64695 SH       DEFINED 9      64695         0         0
TRACTOR SUPPLY CO                  COMMON SHS      892356106       104       2800 SH       DEFINED 9       2800         0         0
TRACTOR SUPPLY CO                  COMMON SHS      892356106     24570     660300 SH       DEFINED A     660300         0         0
TRADESTATION GROUP INC             COMMON SHS      89267P105       628      89450 SH       DEFINED        89450         0         0
TRADESTATION GROUP INC             COMMON SHS      89267P105      8324    1185800 SH       DEFINED 9    1185800         0         0
TRADESTATION GROUP INC             COMMON SHS      89267P105        62       8800 SH       DEFINED A       8800         0         0
TRANSACTION SYSTEMS ARCHITECTS INC COMMON SHS      893416107      1632      82200 SH       DEFINED A      82200         0         0
TRANSATLANTIC HOLDINGS INC         COMMON SHS      893521104      3513      56815 SH       DEFINED 9      56815         0         0
TRANSCANADA CORP                   ORDINARY SHS    89353D107        65       2176 SH       DEFINED         2176         0         0
TRANSCANADA CORP                   ORDINARY SHS    89353D107    134577    4516013 SH       DEFINED 1    4516013         0         0
TRANSCANADA CORP                   ORDINARY SHS    89353D107      6335     212573 SH       DEFINED 2     210303         0      2270
TRANSCANADA CORP                   ORDINARY SHS    89353D107     29942    1004757 SH       DEFINED 8     489800         0    514957
TRANSCANADA CORP                   COMMON SHS      89353D107      4347     174800 SH       DEFINED 9     174800         0         0
TRANSGLOBE ENERGY CORP             ORDINARY SHS    893662106        72      11650 SH       DEFINED 8          0         0     11650
TRANSOCEAN INC                     COMMON SHS      G90078109        89       2105 SH       DEFINED 6       2105         0         0
TRANSOCEAN INC                     COMMON SHS      G90078109      3283      77440 SH       DEFINED 7      77440         0         0
TRANSOCEAN INC                     COMMON SHS      G90078109      3616      85299 SH       DEFINED 9      85299         0         0
TRANSPRO INC                       COMMON SHS      893885103      1609     263800 SH       DEFINED 4     263800         0         0
TREDEGAR CORP                      COMMON SHS      894650100      7605     376304 SH       DEFINED       324104         0     52200
TREDEGAR CORP                      COMMON SHS      894650100      8454     418300 SH       DEFINED 2     418300         0         0
TREDEGAR CORP                      COMMON SHS      894650100      2702     133700 SH       DEFINED 8     133700         0         0
TREND MICRO INC                    AMER DEP RECPT  89486M206       547      10012 SH       DEFINED        10012         0         0
TREND MICRO INC                    AMER DEP RECPT  89486M206        63       1150 SH       DEFINED 9       1150         0         0
TRIAD HOSPITALS INC                COMMON SHS      89579K109      8550     229764 SH       DEFINED 2     229764         0         0
TRIAD HOSPITALS INC                COMMON SHS      89579K109     21239     570800 SH       DEFINED 5     570800         0         0
TRIAD HOSPITALS INC                COMMON SHS      89579K109      4076     109533 SH       DEFINED 8     109533         0         0
TRIAD HOSPITALS INC                COMMON SHS      89579K109     14114     379300 SH       DEFINED A     259300         0    120000
TRIBUNE CO                         COMMON SHS      896047107      4609     109383 SH       DEFINED 9     109383         0         0
TRIBUNE CO                         COMMON SHS      896047107      2486      59000 SH       DEFINED A          0         0     59000
TRIMBLE NAVIGATION LTD             COMMON SHS      896239100        41       1250 SH       DEFINED 9       1250         0         0
TRIMBLE NAVIGATION LTD             COMMON SHS      896239100     91907    2781699 SH       DEFINED A    2781699         0         0
TRIMERIS INC                       COMMON SHS      896263100        50       3560 SH       DEFINED         3560         0         0
TRIMERIS INC                       COMMON SHS      896263100      6197     437343 SH       DEFINED 6     437343         0         0
TRIMERIS INC                       COMMON SHS      896263100     29541    2084735 SH       DEFINED A    2084735         0         0
TRINITY INDUSTRIES INC             COMMON SHS      896522109     61579    1806900 SH       DEFINED 4    1806900         0         0
TRINITY INDUSTRIES INC             COMMON SHS      896522109       126       3698 SH       DEFINED 9       3698         0         0
TRIZEC PROPERTIES INC              REAL EST INV TR 89687P107        83       4384 SH       DEFINED 6       4384         0         0
TRIZEC PROPERTIES INC              REAL EST INV TR 89687P107       825      43600 SH       DEFINED 9      43600         0         0
TRIZEC PROPERTIES INC              REAL EST INV TR 89687P107     27582    1457821 SH       DEFINED A    1457821         0         0
TRUSTCO BANK CORP NY               COMMON SHS      898349105     13883    1006709 SH       DEFINED 4    1006709         0         0
TRUSTCO BANK CORP NY               COMMON SHS      898349105       179      12985 SH       DEFINED 6      12985         0         0
TUESDAY MORNING CORP               COMMON SHS      899035505       123       4014 SH       DEFINED         4014         0         0
TUESDAY MORNING CORP               COMMON SHS      899035505     14064     459145 SH       DEFINED 6     459145         0         0
TUESDAY MORNING CORP               COMMON SHS      899035505    134036    4375961 SH       DEFINED A    4191261         0    184700
TUPPERWARE CORP                    COMMON SHS      899896104       322      15536 SH       DEFINED 9      15536         0         0
TURKCELL ILETISIM HIZMETLERI AS    AMER DEP RECPT  900111204      5155     284825 SH       DEFINED A     284825         0         0
TXU CORP                           COMMON SHS      873168108        13        200 SH       DEFINED 6        200         0         0
TXU CORP                           COMMON SHS      873168108      3752      58118 SH       DEFINED 9      58118         0         0
TXU CORP                           COMMON SHS      873168108    186822    2893774 SH       DEFINED A    2893774         0         0
TYCO INTERNATIONAL GROUP SA        CONVERTIBLE BD  902118BE7       850     500000 PRN      DEFINED 9     500000         0         0
TYCO INTERNATIONAL GROUP SA        CONVERTIBLE BD  902118BF4      4770    3000000 PRN      DEFINED A    3000000         0         0
TYCO INTERNATIONAL LTD             ORDINARY SHS    902124106      7949     222398 SH       DEFINED 1     222398         0         0
TYCO INTERNATIONAL LTD             ORDINARY SHS    902124106       593      16590 SH       DEFINED 2      16590         0         0
TYCO INTERNATIONAL LTD             ORDINARY SHS    902124106      4540     127029 SH       DEFINED 6     127029         0         0
TYCO INTERNATIONAL LTD             ORDINARY SHS    902124106     55399    1550052 SH       DEFINED 7    1550052         0         0
TYCO INTERNATIONAL LTD             ORDINARY SHS    902124106     22226     621881 SH       DEFINED 8     559731         0     62150
TYCO INTERNATIONAL LTD             ORDINARY SHS    902124106      5929     165887 SH       DEFINED 9     165887         0         0
TYCO INTERNATIONAL LTD             ORDINARY SHS    902124106      5472     153100 SH       DEFINED A     140100         0     13000
U-STORE-IT TRUST                   REAL EST INV TR 91274F104     29582    1705000 SH       DEFINED A    1705000         0         0
UBIQUITEL INC                      COMMON SHS      903474302        71      10000 SH       DEFINED 9      10000         0         0
UBIQUITEL INC                      COMMON SHS      903474302      2829     397300 SH       DEFINED A     397300         0         0
UBS AG                             ORDINARY SHS    H8920M855      1344      16035 SH       DEFINED        16035         0         0
UBS AG                             ORDINARY SHS    H8920M855      1177      14035 SH       DEFINED 2      14035         0         0
UBS AG                             ORDINARY SHS    H8920M855     25437     303397 SH       DEFINED 6     303397         0         0
UBS AG                             ORDINARY SHS    H8920M855       725       8650 SH       DEFINED 9       8650         0         0
UCBH HOLDINGS INC                  COMMON SHS      90262T308     93386    2038100 SH       DEFINED A    2038100         0         0
ULTRAPAR PARTICIPACOES SA          AMER DEP RECPT  90400P101       678      34200 SH       DEFINED            0         0     34200
UMB FINANCIAL CORP                 COMMON SHS      902788108      5292      93400 SH       DEFINED 4      93400         0         0
UMB FINANCIAL CORP                 COMMON SHS      902788108       158       2797 SH       DEFINED 9       2797         0         0
UMPQUA HOLDINGS CORP               COMMON SHS      904214103        67       2667 SH       DEFINED         2667         0         0
UMPQUA HOLDINGS CORP               COMMON SHS      904214103      7958     315679 SH       DEFINED 6     315679         0         0
UMPQUA HOLDINGS CORP               COMMON SHS      904214103     30403    1206000 SH       DEFINED A    1206000         0         0
UNIBANCO UNIAO DE BANCOS BRASILEIR GLBL DEP RECPT  90458E107     79605    2509600 SH       DEFINED      2443700         0     65900
UNIBANCO UNIAO DE BANCOS BRASILEIR GLBL DEP RECPT  90458E107      1256      39600 SH       DEFINED 2      39600         0         0
UNIBANCO UNIAO DE BANCOS BRASILEIR GLBL DEP RECPT  90458E107       400      12600 SH       DEFINED 9      12600         0         0
UNILEVER NV                        NEW YORK SHARES 904784709       385       5770 SH       DEFINED 2       5770         0         0
UNILEVER NV                        NEW YORK SHARES 904784709     17338     259899 SH       DEFINED 6     252923         0      6976
UNILEVER NV                        NEW YORK SHARES 904784709       321       4818 SH       DEFINED 8          0         0      4818
UNILEVER NV                        NEW YORK SHARES 904784709      3467      51977 SH       DEFINED 9      51977         0         0
UNILEVER NV                        NEW YORK SHARES 904784709     19406     290900 SH       DEFINED A     290900         0         0
UNILEVER PLC                       AMER DEP RECPT  904767704       100       2525 SH       DEFINED 2       2525         0         0
UNILEVER PLC                       AMER DEP RECPT  904767704        70       1761 SH       DEFINED 6       1761         0         0
UNILEVER PLC                       AMER DEP RECPT  904767704       134       3400 SH       DEFINED 9       3400         0         0
UNILEVER PLC                       AMER DEP RECPT  904767704     25739     651300 SH       DEFINED A     642200         0      9100
UNION PACIFIC CORP                 COMMON SHS      907818108      3355      49884 SH       DEFINED 6      45997         0      3887
UNION PACIFIC CORP                 COMMON SHS      907818108     20175     300000 SH       DEFINED 7     300000         0         0
UNION PACIFIC CORP                 COMMON SHS      907818108     15564     231436 SH       DEFINED 9     231436         0         0
UNION PACIFIC CORP                 COMMON SHS      907818108     12744     189500 SH       DEFINED A     189500         0         0
UNITED AMERICA INDEMNITY LTD       COMMON SHS      90933T109      8873     476540 SH       DEFINED 5     476540         0         0
UNITED DEFENSE INDUSTRIES INC      COMMON SHS      91018B104     16069     340083 SH       DEFINED A     238483         0    101600
UNITED DOMINION REALTY TRUST INC   REAL EST INV TR 910197102      1228      49517 SH       DEFINED 9      49517         0         0
UNITED NATURAL FOODS INC           COMMON SHS      911163103      1166      37492 SH       DEFINED        37492         0         0
UNITED NATURAL FOODS INC           COMMON SHS      911163103     15980     513820 SH       DEFINED 9     513820         0         0
UNITED NATURAL FOODS INC           COMMON SHS      911163103      3912     125800 SH       DEFINED A     125800         0         0
UNITED ONLINE INC                  COMMON SHS      911268100       437      37875 SH       DEFINED        37875         0         0
UNITED ONLINE INC                  COMMON SHS      911268100      7661     664400 SH       DEFINED 9     664400         0         0
UNITED ONLINE INC                  COMMON SHS      911268100        61       5296 SH       DEFINED A       5296         0         0
UNITED PARCEL SERVICE INC          COMMON SHS      911312106       821       9605 SH       DEFINED         9605         0         0
UNITED PARCEL SERVICE INC          COMMON SHS      911312106     88242    1032550 SH       DEFINED 9    1032550         0         0
UNITED PARCEL SERVICE INC          COMMON SHS      911312106     12247     143302 SH       DEFINED A     143302         0         0
UNITED STATES STEEL CORP           COMMON SHS      912909108        15        300 SH       DEFINED          300         0         0
UNITED STATES STEEL CORP           COMMON SHS      912909108    104366    2036400 SH       DEFINED 4    2034400         0      2000
UNITED STATES STEEL CORP           COMMON SHS      912909108       484       9444 SH       DEFINED 9       9444         0         0
UNITED STATES STEEL CORP           COMMON SHS      912909108       933      18211 SH       DEFINED A      18211         0         0
UNITED STATIONERS INC              COMMON SHS      913004107     44565     964600 SH       DEFINED 5     964600         0         0
UNITED STATIONERS INC              COMMON SHS      913004107        46       1000 SH       DEFINED 9       1000         0         0
UNITED SURGICAL PARTNERS INTERNATI COMMON SHS      913016309       836      20050 SH       DEFINED        20050         0         0
UNITED SURGICAL PARTNERS INTERNATI COMMON SHS      913016309      7877     188897 SH       DEFINED 9     188897         0         0
UNITED SURGICAL PARTNERS INTERNATI COMMON SHS      913016309     25529     612200 SH       DEFINED A     612200         0         0
UNITED TECHNOLOGIES CORP           COMMON SHS      913017109       802       7760 SH       DEFINED         7760         0         0
UNITED TECHNOLOGIES CORP           COMMON SHS      913017109    105376    1019600 SH       DEFINED 4    1019600         0         0
UNITED TECHNOLOGIES CORP           COMMON SHS      913017109       194       1875 SH       DEFINED 6       1875         0         0
UNITED TECHNOLOGIES CORP           COMMON SHS      913017109     41340     400000 SH       DEFINED 7     400000         0         0
UNITED TECHNOLOGIES CORP           COMMON SHS      913017109     11861     114770 SH       DEFINED 8      90355         0     24415
UNITED TECHNOLOGIES CORP           COMMON SHS      913017109     53808     520638 SH       DEFINED 9     520638         0         0
UNITED TECHNOLOGIES CORP           COMMON SHS      913017109     84804     820551 SH       DEFINED A     763351         0     57200
UNITEDGLOBALCOM INC                COMMON SHS      913247508       350      36194 SH       DEFINED 9      36194         0         0
UNITEDHEALTH GROUP INC             COMMON SHS      91324P102     35073     398416 SH       DEFINED 9     398416         0         0
UNITEDHEALTH GROUP INC             COMMON SHS      91324P102     26769     304088 SH       DEFINED A     304088         0         0
UNITRIN INC                        COMMON SHS      913275103      3273      72020 SH       DEFINED 9      72020         0         0
UNIVERSAL COMPRESSION HOLDINGS INC COMMON SHS      913431102     29674     850000 SH       DEFINED 4     850000         0         0
UNIVERSAL COMPRESSION HOLDINGS INC COMMON SHS      913431102      6563     188000 SH       DEFINED 9     188000         0         0
UNIVERSAL COMPRESSION HOLDINGS INC COMMON SHS      913431102        45       1300 SH       DEFINED A       1300         0         0
UNIVERSAL CORP                     COMMON SHS      913456109      5980     125000 SH       DEFINED 4     125000         0         0
UNIVERSAL HEALTH SERVICES INC      COMMON SHS      913903100       178       4000 SH       DEFINED 9       4000         0         0
UNIVERSAL HEALTH SERVICES INC      COMMON SHS      913903100      2047      46000 SH       DEFINED A      46000         0         0
UNIVERSAL HEALTH SERVICES INC      CONVERTIBLE BD  913903AL4      9009   15500000 PRN      DEFINED A   15500000         0         0
UNIVISION COMMUNICATIONS INC       COMMON SHS      914906102       416      14200 SH       DEFINED        14200         0         0
UNIVISION COMMUNICATIONS INC       COMMON SHS      914906102        13        446 SH       DEFINED 6        446         0         0
UNIVISION COMMUNICATIONS INC       COMMON SHS      914906102       569      19450 SH       DEFINED 9      19450         0         0
UNIVISION COMMUNICATIONS INC       COMMON SHS      914906102    165108    5640869 SH       DEFINED A    5276369         0    364500
UNOCAL CORP                        COMMON SHS      915289102       941      21764 SH       DEFINED 9      21764         0         0
UNOCAL CORP                        COMMON SHS      915289102       458      10590 SH       DEFINED A      10590         0         0
UNOVA INC                          COMMON SHS      91529B106       304      12026 SH       DEFINED        12026         0         0
UNOVA INC                          COMMON SHS      91529B106     41035    1622562 SH       DEFINED 6    1622562         0         0
UNOVA INC                          COMMON SHS      91529B106      1138      44980 SH       DEFINED A      44980         0         0
UNUMPROVIDENT CORP                 COMMON SHS      91529Y106      2092     116625 SH       DEFINED 9     116625         0         0
UPM-KYMMENE CORP                   AMER DEP RECPT  915436109        42       1900 SH       DEFINED 2       1900         0         0
UPM-KYMMENE CORP                   AMER DEP RECPT  915436109     23610    1057774 SH       DEFINED 6    1057774         0         0
UPM-KYMMENE CORP                   AMER DEP RECPT  915436109        11        515 SH       DEFINED 9        515         0         0
URS CORP                           COMMON SHS      903236107      5008     156000 SH       DEFINED       156000         0         0
URS CORP                           COMMON SHS      903236107      1679      52300 SH       DEFINED 9      52300         0         0
URS CORP                           COMMON SHS      903236107        19        600 SH       DEFINED A        600         0         0
US BANCORP                         COMMON SHS      902973304      8300     265017 SH       DEFINED       265017         0         0
US BANCORP                         COMMON SHS      902973304    116781    3728652 SH       DEFINED 4    3728652         0         0
US BANCORP                         COMMON SHS      902973304      7272     232187 SH       DEFINED 6     213705         0     18482
US BANCORP                         COMMON SHS      902973304      8167     260770 SH       DEFINED 8     187045         0     73725
US BANCORP                         COMMON SHS      902973304      8976     286583 SH       DEFINED 9     286583         0         0
US BANCORP                         COMMON SHS      902973304     29049     927500 SH       DEFINED A     927500         0         0
USA MOBILITY INC                   COMMON SHS      90341G103     17648     499808 SH       DEFINED A     499808         0         0
V F CORP                           COMMON SHS      918204108     27690     500000 SH       DEFINED 7     500000         0         0
V F CORP                           COMMON SHS      918204108       651      11750 SH       DEFINED 9      11750         0         0
VAIL RESORTS INC                   COMMON SHS      91879Q109       327      14585 SH       DEFINED        14585         0         0
VAIL RESORTS INC                   COMMON SHS      91879Q109     34191    1525000 SH       DEFINED 4    1525000         0         0
VAIL RESORTS INC                   COMMON SHS      91879Q109      6708     299200 SH       DEFINED 9     299200         0         0
VAIL RESORTS INC                   COMMON SHS      91879Q109        29       1300 SH       DEFINED A       1300         0         0
VALEANT PHARMACEUTICALS INTERNATIO COMMON SHS      91911X104    154059    5846653 SH       DEFINED 5    5846653         0         0
VALEANT PHARMACEUTICALS INTERNATIO COMMON SHS      91911X104      5415     205500 SH       DEFINED 8     205500         0         0
VALERO ENERGY CORP                 COMMON SHS      91913Y100       555      12214 SH       DEFINED 9      12214         0         0
VALERO ENERGY CORP                 COMMON SHS      91913Y100         3         72 SH       DEFINED A         72         0         0
VALSPAR CORP                       COMMON SHS      920355104       140       2792 SH       DEFINED         2792         0         0
VALSPAR CORP                       COMMON SHS      920355104     15970     319341 SH       DEFINED 6     319341         0         0
VALSPAR CORP                       COMMON SHS      920355104     21686     433639 SH       DEFINED A     433639         0         0
VALUECLICK INC                     COMMON SHS      92046N102     11586     869200 SH       DEFINED A     869200         0         0
VAN DER MOOLEN HOLDINGS NV         AMER DEP RECPT  921020103       116      15300 SH       DEFINED        15300         0         0
VARCO INTERNATIONAL INC            COMMON SHS      922122106      4834     165847 SH       DEFINED       165847         0         0
VARCO INTERNATIONAL INC            COMMON SHS      922122106     58751    2015470 SH       DEFINED 1    2015470         0         0
VARCO INTERNATIONAL INC            COMMON SHS      922122106         1         33 SH       DEFINED 6         33         0         0
VARCO INTERNATIONAL INC            COMMON SHS      922122106        35       1200 SH       DEFINED 8       1200         0         0
VARCO INTERNATIONAL INC            COMMON SHS      922122106    103278    3542981 SH       DEFINED A    3542981         0         0
VARIAN INC                         COMMON SHS      922206107       198       4821 SH       DEFINED         4821         0         0
VARIAN INC                         COMMON SHS      922206107     24662     601366 SH       DEFINED 6     601366         0         0
VARIAN INC                         COMMON SHS      922206107    144291    3518442 SH       DEFINED A    3518442         0         0
VARIAN MEDICAL SYSTEMS INC         COMMON SHS      92220P105       329       7620 SH       DEFINED         7620         0         0
VARIAN MEDICAL SYSTEMS INC         COMMON SHS      92220P105         6        140 SH       DEFINED 9        140         0         0
VARIAN MEDICAL SYSTEMS INC         COMMON SHS      92220P105    200988    4648201 SH       DEFINED A    4648201         0         0
VARIAN SEMICONDUCTOR EQUIPMENT ASS COMMON SHS      922207105       127       3453 SH       DEFINED         3453         0         0
VARIAN SEMICONDUCTOR EQUIPMENT ASS COMMON SHS      922207105     19258     522611 SH       DEFINED 6     522611         0         0
VARIAN SEMICONDUCTOR EQUIPMENT ASS COMMON SHS      922207105    125559    3407300 SH       DEFINED A    3407300         0         0
VCA ANTECH INC                     COMMON SHS      918194101       588      30000 SH       DEFINED 9      30000         0         0
VCA ANTECH INC                     COMMON SHS      918194101     97422    4970512 SH       DEFINED A    4970512         0         0
VECTREN CORP                       COMMON SHS      92240G101        43       1598 SH       DEFINED 9       1598         0         0
VECTREN CORP                       COMMON SHS      92240G101     24120     900000 SH       DEFINED A     900000         0         0
VENTAS INC                         REAL EST INV TR 92276F100     81562    2975630 SH       DEFINED 5    2975630         0         0
VERISIGN INC                       COMMON SHS      92343E102       142       4240 SH       DEFINED         4240         0         0
VERISIGN INC                       COMMON SHS      92343E102        17        500 SH       DEFINED 9        500         0         0
VERISIGN INC                       COMMON SHS      92343E102    109092    3254521 SH       DEFINED A    3254521         0         0
VERITAS SOFTWARE CORP              COMMON SHS      923436109     30035    1052000 SH       DEFINED 5    1052000         0         0
VERITAS SOFTWARE CORP              COMMON SHS      923436109       444      15569 SH       DEFINED 9      15569         0         0
VERITAS SOFTWARE CORP              COMMON SHS      923436109         3        107 SH       DEFINED A        107         0         0
VERITY INC                         COMMON SHS      92343C106         1         60 SH       DEFINED 9         60         0         0
VERITY INC                         COMMON SHS      92343C106     50420    3843000 SH       DEFINED A    3843000         0         0
VERIZON COMMUNICATIONS             COMMON SHS      92343V104         4         88 SH       DEFINED           88         0         0
VERIZON COMMUNICATIONS             COMMON SHS      92343V104      1053      26000 SH       DEFINED 4      26000         0         0
VERIZON COMMUNICATIONS             COMMON SHS      92343V104      7064     174387 SH       DEFINED 6     157732         0     16655
VERIZON COMMUNICATIONS             COMMON SHS      92343V104     11630     287088 SH       DEFINED 8     179627         0    107461
VERIZON COMMUNICATIONS             COMMON SHS      92343V104     67434    1664634 SH       DEFINED 9    1664634         0         0
VERIZON COMMUNICATIONS             COMMON SHS      92343V104    312988    7726202 SH       DEFINED A    7556202         0    170000
VERTEX PHARMACEUTICALS INC         COMMON SHS      92532F100      5439     514600 SH       DEFINED A     514600         0         0
VIACOM INC                         COMMON SHS      925524100         1         15 SH       DEFINED 6         15         0         0
VIACOM INC                         COMMON SHS      925524100      7416     200000 SH       DEFINED 7     200000         0         0
VIACOM INC                         COMMON SHS      925524100      5887     158759 SH       DEFINED 9     158759         0         0
VIACOM INC                         COMMON SHS      925524100       519      14000 SH       DEFINED A      14000         0         0
VIACOM INC                         COMMON SHS      925524308       520      14280 SH       DEFINED        14280         0         0
VIACOM INC                         COMMON SHS      925524308    102227    2809200 SH       DEFINED 5    2809200         0         0
VIACOM INC                         COMMON SHS      925524308      1403      38554 SH       DEFINED 6      32994         0      5560
VIACOM INC                         COMMON SHS      925524308      3639     100000 SH       DEFINED 7     100000         0         0
VIACOM INC                         COMMON SHS      925524308     14150     388856 SH       DEFINED 9     388856         0         0
VIACOM INC                         COMMON SHS      925524308     82535    2268060 SH       DEFINED A    2071360         0    196700
VIASAT INC                         COMMON SHS      92552V100       104       4266 SH       DEFINED         4266         0         0
VIASAT INC                         COMMON SHS      92552V100     14018     577583 SH       DEFINED 6     577583         0         0
VIASAT INC                         COMMON SHS      92552V100     34058    1403300 SH       DEFINED A    1403300         0         0
VICURON PHARMACEUTICALS INC        COMMON SHS      926471103      1741     100000 SH       DEFINED 6     100000         0         0
VICURON PHARMACEUTICALS INC        COMMON SHS      926471103     50014    2872700 SH       DEFINED A    2872700         0         0
VILLAGE SUPER MARKET INC           COMMON SHS      927107409      4266     115175 SH       DEFINED 4     115175         0         0
VISTEON CORP                       COMMON SHS      92839U107        99      10122 SH       DEFINED 9      10122         0         0
VITESSE SEMICONDUCTOR CORP         COMMON SHS      928497106     17285    4896600 SH       DEFINED A    4896600         0         0
VODAFONE GROUP PLC                 AMER DEP RECPT  92857W100     41661    1521590 SH       DEFINED 2    1405090         0    116500
VODAFONE GROUP PLC                 AMER DEP RECPT  92857W100     16279     594571 SH       DEFINED 6     594571         0         0
VODAFONE GROUP PLC                 AMER DEP RECPT  92857W100         2         75 SH       DEFINED 8          0         0        75
VODAFONE GROUP PLC                 AMER DEP RECPT  92857W100     25320     924779 SH       DEFINED 9     924779         0         0
VODAFONE GROUP PLC                 AMER DEP RECPT  92857W100     25348     925800 SH       DEFINED A     925800         0         0
VOLVO AB                           AMER DEP RECPT  928856400      1830      46153 SH       DEFINED 2      44903         0      1250
VOLVO AB                           AMER DEP RECPT  928856400     11001     277453 SH       DEFINED 6     277453         0         0
VOLVO AB                           AMER DEP RECPT  928856400        79       2000 SH       DEFINED 9       2000         0         0
VORNADO REALTY TRUST               REAL EST INV TR 929042109        30        400 SH       DEFINED          400         0         0
VORNADO REALTY TRUST               REAL EST INV TR 929042109       349       4579 SH       DEFINED 6       4579         0         0
VORNADO REALTY TRUST               REAL EST INV TR 929042109      1675      22000 SH       DEFINED 9      22000         0         0
VORNADO REALTY TRUST               REAL EST INV TR 929042109     81855    1075200 SH       DEFINED A    1075200         0         0
VOTORANTIM CELULOSE E PAPEL SA     AMER DEP RECPT  92906P106     10732     662499 SH       DEFINED       662499         0         0
WABASH NATIONAL CORP               COMMON SHS      929566107      1791      66500 SH       DEFINED A      66500         0         0
WABTEC CORP                        COMMON SHS      929740108      8944     419500 SH       DEFINED 9     419500         0         0
WABTEC CORP                        COMMON SHS      929740108        47       2200 SH       DEFINED A       2200         0         0
WACHOVIA CORP                      COMMON SHS      929903102      7680     146000 SH       DEFINED 4     146000         0         0
WACHOVIA CORP                      COMMON SHS      929903102      3495      66443 SH       DEFINED 6      57283         0      9160
WACHOVIA CORP                      COMMON SHS      929903102        17        314 SH       DEFINED 8          0         0       314
WACHOVIA CORP                      COMMON SHS      929903102     30839     586290 SH       DEFINED 9     586290         0         0
WACHOVIA CORP                      COMMON SHS      929903102     25528     485314 SH       DEFINED A     462314         0     23000
WADDELL & REED FINANCIAL INC       COMMON SHS      930059100      5875     245900 SH       DEFINED A     245900         0         0
WAL-MART STORES INC                COMMON SHS      931142103       418       7921 SH       DEFINED         7921         0         0
WAL-MART STORES INC                COMMON SHS      931142103       180       3413 SH       DEFINED 6       3413         0         0
WAL-MART STORES INC                COMMON SHS      931142103     19917     377080 SH       DEFINED 8     294040         0     83040
WAL-MART STORES INC                COMMON SHS      931142103     38379     726596 SH       DEFINED 9     726596         0         0
WAL-MART STORES INC                COMMON SHS      931142103     91992    1741607 SH       DEFINED A    1351207         0    390400
WALGREEN CO                        COMMON SHS      931422109         2         61 SH       DEFINED 8          0         0        61
WALGREEN CO                        COMMON SHS      931422109     18460     481095 SH       DEFINED 9     481095         0         0
WALGREEN CO                        COMMON SHS      931422109         4         95 SH       DEFINED A         95         0         0
WALT DISNEY CO                     COMMON SHS      254687106      2097      75446 SH       DEFINED        75446         0         0
WALT DISNEY CO                     COMMON SHS      254687106      2074      74587 SH       DEFINED 6      65127         0      9460
WALT DISNEY CO                     COMMON SHS      254687106     27800    1000000 SH       DEFINED 7    1000000         0         0
WALT DISNEY CO                     COMMON SHS      254687106         2         79 SH       DEFINED 8          0         0        79
WALT DISNEY CO                     COMMON SHS      254687106     72506    2608122 SH       DEFINED 9    2608122         0         0
WALT DISNEY CO                     COMMON SHS      254687106     74052    2663741 SH       DEFINED A    2628241         0     35500
WALTER INDUSTRIES INC              COMMON SHS      93317Q105      6392     189505 SH       DEFINED A     189505         0         0
WARNER CHILCOTT PLC                AMER DEP RECPT  93443W109       451       6900 SH       DEFINED A       6900         0         0
WASHINGTON MUTUAL INC              WTS TO EQUITY   25429Q110         5      24100 SH       DEFINED 9      24100         0         0
WASHINGTON MUTUAL INC              COMMON SHS      939322103         4         87 SH       DEFINED           87         0         0
WASHINGTON MUTUAL INC              COMMON SHS      939322103     99369    2350250 SH       DEFINED 4    2350250         0         0
WASHINGTON MUTUAL INC              COMMON SHS      939322103      7474     176771 SH       DEFINED 6     160170         0     16601
WASHINGTON MUTUAL INC              COMMON SHS      939322103     12619     298455 SH       DEFINED 8     167720         0    130735
WASHINGTON MUTUAL INC              COMMON SHS      939322103      9632     227804 SH       DEFINED 9     227804         0         0
WASHINGTON MUTUAL INC              COMMON SHS      939322103     41306     976956 SH       DEFINED A     868956         0    108000
WASHINGTON POST CO                 COMMON SHS      939640108    541568     550923 SH       DEFINED 5     550923         0         0
WASHINGTON POST CO                 COMMON SHS      939640108      5777       5877 SH       DEFINED 9       5877         0         0
WASHINGTON REAL ESTATE INVESTMENT  REAL EST INV TR 939653101       207       6104 SH       DEFINED 9       6104         0         0
WASTE CONNECTIONS INC              COMMON SHS      941053100        90       2618 SH       DEFINED         2618         0         0
WASTE CONNECTIONS INC              COMMON SHS      941053100     13626     397827 SH       DEFINED 6     397827         0         0
WASTE CONNECTIONS INC              COMMON SHS      941053100     84005    2452700 SH       DEFINED A    2452700         0         0
WASTE MANAGEMENT INC               COMMON SHS      94106L109     24985     834500 SH       DEFINED       834500         0         0
WASTE MANAGEMENT INC               COMMON SHS      94106L109      3181     106257 SH       DEFINED 6      95379         0     10878
WASTE MANAGEMENT INC               COMMON SHS      94106L109       352      11760 SH       DEFINED 9      11760         0         0
WASTE MANAGEMENT INC               COMMON SHS      94106L109     13021     434900 SH       DEFINED A     434900         0         0
WATERS CORP                        COMMON SHS      941848103     23395     500000 SH       DEFINED 7     500000         0         0
WATERS CORP                        COMMON SHS      941848103      1526      32616 SH       DEFINED 9      32616         0         0
WATERS CORP                        COMMON SHS      941848103    129580    2769403 SH       DEFINED A    2769403         0         0
WATSON PHARMACEUTICALS INC         COMMON SHS      942683103      9843     300000 SH       DEFINED 4     300000         0         0
WATSON PHARMACEUTICALS INC         COMMON SHS      942683103     76936    2344900 SH       DEFINED A    2344900         0         0
WATTS WATER TECHNOLOGIES INC       COMMON SHS      942749102     11848     367500 SH       DEFINED 4     364800         0      2700
WATTS WATER TECHNOLOGIES INC       COMMON SHS      942749102        52       1600 SH       DEFINED 6       1600         0         0
WEATHERFORD INTERNATIONAL LTD      COMMON SHS      G95089101      5561     108400 SH       DEFINED       108400         0         0
WEATHERFORD INTERNATIONAL LTD      COMMON SHS      G95089101       114       2230 SH       DEFINED 9       2230         0         0
WEATHERFORD INTERNATIONAL LTD      COMMON SHS      G95089101      2462      48000 SH       DEFINED A      48000         0         0
WEBEX COMMUNICATIONS INC           COMMON SHS      94767L109       404      17000 SH       DEFINED 9      17000         0         0
WEBMETHODS INC                     COMMON SHS      94768C108        79      11008 SH       DEFINED        11008         0         0
WEBMETHODS INC                     COMMON SHS      94768C108     10518    1458859 SH       DEFINED 6    1458859         0         0
WEBMETHODS INC                     COMMON SHS      94768C108      6080     843300 SH       DEFINED 9     843300         0         0
WEBMETHODS INC                     COMMON SHS      94768C108        70       9700 SH       DEFINED A       9700         0         0
WEBSENSE INC                       COMMON SHS      947684106      7532     148500 SH       DEFINED A     148500         0         0
WEIGHT WATCHERS INTERNATIONAL INC  COMMON SHS      948626106         1         35 SH       DEFINED 8          0         0        35
WEIGHT WATCHERS INTERNATIONAL INC  COMMON SHS      948626106     65457    1593802 SH       DEFINED A    1593802         0         0
WELLPOINT INC                      COMMON SHS      94973V107       538       4680 SH       DEFINED         4680         0         0
WELLPOINT INC                      COMMON SHS      94973V107      1010       8783 SH       DEFINED 9       8783         0         0
WELLPOINT INC                      COMMON SHS      94973V107     75640     657739 SH       DEFINED A     584739         0     73000
WELLS FARGO & CO                   COMMON SHS      949746101       333       5359 SH       DEFINED         5359         0         0
WELLS FARGO & CO                   COMMON SHS      949746101      5217      83941 SH       DEFINED 6      73331         0     10610
WELLS FARGO & CO                   COMMON SHS      949746101     18130     291711 SH       DEFINED 8     160620         0    131091
WELLS FARGO & CO                   COMMON SHS      949746101     35749     575200 SH       DEFINED 9     575200         0         0
WELLS FARGO & CO                   COMMON SHS      949746101    114536    1842894 SH       DEFINED A    1721594         0    121300
WENDYS INTERNATIONAL INC           COMMON SHS      950590109       873      22225 SH       DEFINED 9      22225         0         0
WESCAST INDUSTRIES INC             ORDINARY SHS    950813105      7457     230215 SH       DEFINED 8     197700         0     32515
WEST MARINE INC                    COMMON SHS      954235107     25790    1042000 SH       DEFINED 4    1035000         0      7000
WEST MARINE INC                    COMMON SHS      954235107      6174     249440 SH       DEFINED 9     249440         0         0
WEST PHARMACEUTICAL SERVICES INC   COMMON SHS      955306105     84281    3367200 SH       DEFINED 4    3363200         0      4000
WEST PHARMACEUTICAL SERVICES INC   COMMON SHS      955306105        30       1200 SH       DEFINED 9       1200         0         0
WESTAMERICA BANCORP                COMMON SHS      957090103       262       4500 SH       DEFINED A       4500         0         0
WESTAR ENERGY INC                  COMMON SHS      95709T100     20583     900000 SH       DEFINED A     900000         0         0
WESTCORP                           COMMON SHS      957907108     31389     683400 SH       DEFINED A     683400         0         0
WESTERN DIGITAL CORP               COMMON SHS      958102105     11463    1057500 SH       DEFINED      1057500         0         0
WESTERN DIGITAL CORP               COMMON SHS      958102105     34860    3215900 SH       DEFINED 1    3214000         0      1900
WESTERN DIGITAL CORP               COMMON SHS      958102105      4797     442510 SH       DEFINED 2     442510         0         0
WESTERN DIGITAL CORP               COMMON SHS      958102105        48       4450 SH       DEFINED A       4450         0         0
WESTERN GAS RESOURCES INC          COMMON SHS      958259103      1901      65000 SH       DEFINED A      65000         0         0
WESTERN WIRELESS CORP              COMMON SHS      95988E204        37       1276 SH       DEFINED 9       1276         0         0
WESTERN WIRELESS CORP              COMMON SHS      95988E204      6405     218600 SH       DEFINED A     218600         0         0
WESTLAKE CHEMICAL CORP             COMMON SHS      960413102     44516    1332800 SH       DEFINED 4    1330400         0      2400
WESTLAKE CHEMICAL CORP             COMMON SHS      960413102     32331     968000 SH       DEFINED A     968000         0         0
WESTWOOD ONE INC                   COMMON SHS      961815107      3132     116300 SH       DEFINED A     116300         0         0
WEYERHAEUSER CO                    COMMON SHS      962166104      2216      32962 SH       DEFINED 6      32962         0         0
WEYERHAEUSER CO                    COMMON SHS      962166104      1969      29292 SH       DEFINED 9      29292         0         0
WHEATON RIV MINERALS LTD           ORDINARY SHS    962902102     44030   11289814 SH       DEFINED 5   11289814         0         0
WHEATON RIV MINERALS LTD           ORDINARY SHS    962902102     19020    5000000 SH       DEFINED A    5000000         0         0
WHEATON RIV MINERALS LTD           WTS TO EQUITY   962902177     10620    4499999 SH       DEFINED 5    4499999         0         0
WHEATON RIV MINERALS LTD           WTS TO EQUITY   962902177      2154     912500 SH       DEFINED A     912500         0         0
WHEELING-PITTSBURGH CORP           COMMON SHS      963142302       925      24000 SH       DEFINED A      24000         0         0
WHITE MOUNTAINS INSURANCE GROUP IN COMMON SHS      G9618E107     21693      33580 SH       DEFINED        33580         0         0
WHITE MOUNTAINS INSURANCE GROUP IN COMMON SHS      G9618E107   1285238    1989533 SH       DEFINED 5    1989533         0         0
WHITE MOUNTAINS INSURANCE GROUP IN COMMON SHS      G9618E107       753       1165 SH       DEFINED 9       1165         0         0
WHITE MOUNTAINS INSURANCE GROUP IN COMMON SHS      G9618E107     12810      19830 SH       DEFINED A      19830         0         0
WHITNEY HOLDING CORP               COMMON SHS      966612103       220       4887 SH       DEFINED 9       4887         0         0
WHOLE FOODS MARKET INC             COMMON SHS      966837106      2896      30373 SH       DEFINED        30373         0         0
WHOLE FOODS MARKET INC             COMMON SHS      966837106     50332     527871 SH       DEFINED 9     527871         0         0
WHOLE FOODS MARKET INC             COMMON SHS      966837106      4405      46200 SH       DEFINED A      46200         0         0
WILD OATS MARKETS INC              COMMON SHS      96808B107       194      22070 SH       DEFINED 9      22070         0         0
WILLIAMS-SONOMA INC                COMMON SHS      969904101      2421      69100 SH       DEFINED 9      69100         0         0
WILLIS GROUP HOLDINGS LTD          COMMON SHS      G96655108    391406    9507078 SH       DEFINED 1    9501028         0      6050
WILLIS GROUP HOLDINGS LTD          COMMON SHS      G96655108      3168      76960 SH       DEFINED 2      76960         0         0
WILLIS GROUP HOLDINGS LTD          COMMON SHS      G96655108      2902      70500 SH       DEFINED 9      70500         0         0
WILLIS GROUP HOLDINGS LTD          COMMON SHS      G96655108      2754      66890 SH       DEFINED A      66890         0         0
WILMINGTON TRUST CORP              COMMON SHS      971807102      8857     245000 SH       DEFINED 4     245000         0         0
WILMINGTON TRUST CORP              COMMON SHS      971807102       137       3800 SH       DEFINED 6       3800         0         0
WILMINGTON TRUST CORP              COMMON SHS      971807102       442      12222 SH       DEFINED 9      12222         0         0
WILSON GREATBATCH TECHNOLOGIES INC COMMON SHS      972232102       127       5667 SH       DEFINED         5667         0         0
WILSON GREATBATCH TECHNOLOGIES INC COMMON SHS      972232102     13703     611187 SH       DEFINED 6     611187         0         0
WILSON GREATBATCH TECHNOLOGIES INC COMMON SHS      972232102      4773     212900 SH       DEFINED 9     212900         0         0
WILSON GREATBATCH TECHNOLOGIES INC COMMON SHS      972232102     22281     993800 SH       DEFINED A     993800         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       195      13500 SH       DEFINED 9      13500         0         0
WINNEBAGO INDUSTRIES INC           COMMON SHS      974637100     31814     814500 SH       DEFINED A     814500         0         0
WIPRO LTD                          AMER DEP RECPT  97651M109      2216      89885 SH       DEFINED 9      89885         0         0
WISCONSIN ENERGY CORP              COMMON SHS      976657106      1493      44300 SH       DEFINED 9      44300         0         0
WISCONSIN ENERGY CORP              COMMON SHS      976657106     29722     881700 SH       DEFINED A     881700         0         0
WM WRIGLEY JR CO                   COMMON SHS      982526105       803      11600 SH       DEFINED 9      11600         0         0
WPP GROUP PLC                      AMER DEP RECPT  929309300      1436      26278 SH       DEFINED        26278         0         0
WPP GROUP PLC                      AMER DEP RECPT  929309300      3006      55000 SH       DEFINED 8      55000         0         0
WPP GROUP PLC                      AMER DEP RECPT  929309300       117       2150 SH       DEFINED 9       2150         0         0
WYETH                              COMMON SHS      983024100       841      19750 SH       DEFINED        19750         0         0
WYETH                              COMMON SHS      983024100    151556    3558480 SH       DEFINED 5    3558480         0         0
WYETH                              COMMON SHS      983024100      4309     101176 SH       DEFINED 6      94776         0      6400
WYETH                              COMMON SHS      983024100     25554     600000 SH       DEFINED 7     600000         0         0
WYETH                              COMMON SHS      983024100     12611     296091 SH       DEFINED 8     231105         0     64986
WYETH                              COMMON SHS      983024100     18988     445834 SH       DEFINED 9     445834         0         0
WYETH                              COMMON SHS      983024100    249864    5866735 SH       DEFINED A    5526555         0    340180
XANSER CORP                        COMMON SHS      98389J103      7840    2800000 SH       DEFINED 4    2800000         0         0
XCEL ENERGY INC                    COMMON SHS      98389B100     15980     878000 SH       DEFINED 4     878000         0         0
XCEL ENERGY INC                    COMMON SHS      98389B100       224      12310 SH       DEFINED 9      12310         0         0
XCEL ENERGY INC                    COMMON SHS      98389B100    105424    5792500 SH       DEFINED A    5792500         0         0
XCYTE THERAPIES INC                COMMON SHS      98389F309       932     336550 SH       DEFINED A     336550         0         0
XCYTE THERAPIES INC                CONVERT PREF    98389F408      1031      75000 SH       DEFINED A      75000         0         0
XENOGEN CORP                       COMMON SHS      98410R108      3413     487500 SH       DEFINED A     487500         0         0
XEROX CORP                         COMMON SHS      984121103       867      50989 SH       DEFINED 9      50989         0         0
XILINX INC                         COMMON SHS      983919101       278       9390 SH       DEFINED         9390         0         0
XILINX INC                         COMMON SHS      983919101       920      31040 SH       DEFINED 9      31040         0         0
XILINX INC                         COMMON SHS      983919101     42580    1436103 SH       DEFINED A    1436103         0         0
XL CAPITAL LTD                     ORDINARY SHS    G98255105     28717     369828 SH       DEFINED       281040         0     88788
XL CAPITAL LTD                     ORDINARY SHS    G98255105    603752    7775296 SH       DEFINED 1    7774026         0      1270
XL CAPITAL LTD                     ORDINARY SHS    G98255105    189925    2445913 SH       DEFINED 2    2333683         0    112230
XL CAPITAL LTD                     ORDINARY SHS    G98255105     26558     342020 SH       DEFINED 6     342020         0         0
XL CAPITAL LTD                     ORDINARY SHS    G98255105     12440     160200 SH       DEFINED 8     160200         0         0
XL CAPITAL LTD                     ORDINARY SHS    G98255105      2386      30733 SH       DEFINED 9      30733         0         0
XM SATELLITE RADIO HOLDINGS INC    COMMON SHS      983759101     19261     512000 SH       DEFINED       512000         0         0
XM SATELLITE RADIO HOLDINGS INC    COMMON SHS      983759101       727      19330 SH       DEFINED 9      19330         0         0
XM SATELLITE RADIO HOLDINGS INC    COMMON SHS      983759101     36721     976100 SH       DEFINED A     976100         0         0
XTO ENERGY INC                     COMMON SHS      98385X106        28        800 SH       DEFINED 9        800         0         0
XTO ENERGY INC                     COMMON SHS      98385X106      1533      43325 SH       DEFINED A      43325         0         0
YAHOO INC                          COMMON SHS      984332106       227       6020 SH       DEFINED         6020         0         0
YAHOO INC                          COMMON SHS      984332106     60288    1600000 SH       DEFINED 7    1600000         0         0
YAHOO INC                          COMMON SHS      984332106       635      16840 SH       DEFINED 9      16840         0         0
YAHOO INC                          COMMON SHS      984332106    104227    2766100 SH       DEFINED A    2766100         0         0
YAMANA GOLD INC                    ORDINARY SHS    98462Y100      9504    2640000 SH       DEFINED A    2640000         0         0
YAMANA GOLD INC                    WTS TO EQUITY   98462Y118      2703    1150000 SH       DEFINED A    1150000         0         0
YORK INTERNATIONAL CORP            COMMON SHS      986670107     26613     770500 SH       DEFINED 4     765000         0      5500
YUM! BRANDS INC                    COMMON SHS      988498101      1352      28647 SH       DEFINED 9      28647         0         0
ZALE CORP                          COMMON SHS      988858106     45659    1528600 SH       DEFINED 4    1526600         0      2000
ZILOG INC                          COMMON SHS      989524301     11131    1391400 SH       DEFINED A    1391400         0         0
ZIMMER HOLDINGS INC                COMMON SHS      98956P102      2323      29000 SH       DEFINED        29000         0         0
ZIMMER HOLDINGS INC                COMMON SHS      98956P102      5128      64000 SH       DEFINED 7      64000         0         0
ZIMMER HOLDINGS INC                COMMON SHS      98956P102     50187     626396 SH       DEFINED 9     626396         0         0
ZIMMER HOLDINGS INC                COMMON SHS      98956P102     57877     722379 SH       DEFINED A     722379         0         0
ZIPREALTY INC                      COMMON SHS      98974V107       179      10000 SH       DEFINED 9      10000         0         0
                                                                 ---------

         GRAND TOTAL                                             116793427



   *** RECORD TOTALS ***

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