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

Form 13F

Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended:  June 30, 2005

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            San Mateo, California          August 12, 2005

This Form 13F is being filed while the Reporting Manager is in the process of
verifying certain of the securities holdings information reported herein. If the
Reporting Manager obtains information concerning a material change in such
reported information contained herein, an amendment to this Form 13F will be
filed that will disclose such change.

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:  3,967

Form 13F Information Table Value Total:  $ 122,904,060
                                           (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
3              ----------    --------------------------------------/1/
4              28-5930             FRANKLIN ADVISORY SERVICES, LLC
5              28-6154             FRANKLIN MUTUAL ADVISERS, LLC
6              28-6174             FRANKLIN TEMPLETON PORTFOLIO ADVISORS, INC.
7              28-5825             FRANKLIN INVESTMENT ADVISORY SERVICES, LLC
8              28-6143             FRANKLIN TEMPLETON INVESTMENTS CORP.
9              28-3877             FIDUCIARY TRUST COMPANY INTERNATIONAL

/1/The investment advisory business of Templeton/Franklin Investment Services,
Inc. (previous manager No. 3) was acquired by Franklin Templeton Portfolio 
Advisors, Inc. (formerly known as Franklin PrivateClient Group, Inc.), (manager
No. 6).





                                                                    FORM 13F
08/05/2005 7:12 pm                                              INFORMATION TABLE
(lg13frt.p)
           --------------------------------------------------------------------------------------------------------------
           COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN
           8

      NAME OF ISSUER                  TITLE          CUSIP     VALUE      SHRS OR SH/ PUT/ INVEST- OTHER      VOTING AUTHORITY
                                        OF                    (X1000)     PRN AMT PRN CALL MENT    MANAGERS
                                      CLASS                                                DISCRE-         SOLE    SHARED      NONE
                                                                                           TION
-----------------------------------------------------------------------------------------------------------------------------------
                                                                                       
3COM CORP                          COMMON SHS      885535104        93      25530 SH       DEFINED 9      25530         0         0
3M CO                              COMMON SHS      88579Y101       458       6330 SH       DEFINED         6330         0         0
3M CO                              COMMON SHS      88579Y101        14        190 SH       DEFINED 2        190         0         0
3M CO                              COMMON SHS      88579Y101      6919      95700 SH       DEFINED 4      95700         0         0
3M CO                              COMMON SHS      88579Y101      4580      63347 SH       DEFINED 6      63347         0         0
3M CO                              COMMON SHS      88579Y101     57840     800000 SH       DEFINED 7     800000         0         0
3M CO                              COMMON SHS      88579Y101     16606     229680 SH       DEFINED 8     193483         0     36197
3M CO                              COMMON SHS      88579Y101     48385     669230 SH       DEFINED 9     669230         0         0
3M CO                              COMMON SHS      88579Y101     84920    1174546 SH       DEFINED A    1073146         0    101400
3M CO                              CONVERT ZERO CP 88579YAB7      1309      15000 PRN      DEFINED 9      15000         0         0
A.O. SMITH CORP                    COMMON SHS      831865209     31806    1190800 SH       DEFINED 4    1190200         0       600
ABBOTT LABORATORIES                COMMON SHS      002824100     76762    1566256 SH       DEFINED       886790         0    679466
ABBOTT LABORATORIES                COMMON SHS      002824100    395912    8078183 SH       DEFINED 1    8078183         0         0
ABBOTT LABORATORIES                COMMON SHS      002824100     27782     566866 SH       DEFINED 2     566866         0         0
ABBOTT LABORATORIES                COMMON SHS      002824100      2524      51500 SH       DEFINED 4      51500         0         0
ABBOTT LABORATORIES                COMMON SHS      002824100      4746      96835 SH       DEFINED 6      96835         0         0
ABBOTT LABORATORIES                COMMON SHS      002824100     19604     400000 SH       DEFINED 7     400000         0         0
ABBOTT LABORATORIES                COMMON SHS      002824100     34458     703073 SH       DEFINED 8     635934         0     67139
ABBOTT LABORATORIES                COMMON SHS      002824100     47340     965919 SH       DEFINED 9     965919         0         0
ABBOTT LABORATORIES                COMMON SHS      002824100     25017     510447 SH       DEFINED A     450747         0     59700
ABERCROMBIE & FITCH CO             COMMON SHS      002896207       481       7000 SH       DEFINED 9       7000         0         0
ABERCROMBIE & FITCH CO             COMMON SHS      002896207      1449      21092 SH       DEFINED A      21092         0         0
ABITIBI-CONSOLIDATED INC           ORDINARY SHS    003924107        47       8689 SH       DEFINED         8689         0         0
ABITIBI-CONSOLIDATED INC           ORDINARY SHS    003924107     49228    9016059 SH       DEFINED 1    9010689         0      5370
ABITIBI-CONSOLIDATED INC           ORDINARY SHS    003924107     10496    1922370 SH       DEFINED 2    1922370         0         0
ABITIBI-CONSOLIDATED INC           ORDINARY SHS    003924107     20665    3784887 SH       DEFINED 5    3784887         0         0
ABITIBI-CONSOLIDATED INC           ORDINARY SHS    003924107     13886    2543163 SH       DEFINED 8    2543163         0         0
ABM INDUSTRIES INC                 COMMON SHS      000957100     36173    1855000 SH       DEFINED 4    1852800         0      2200
ABN AMRO HOLDING NV                AMER DEP RECPT  000937102      1791      73000 SH       DEFINED 8      73000         0         0
ABX AIR INC                        COMMON SHS      00080S101     14874    1825000 SH       DEFINED 4    1825000         0         0
ABX AIR INC                        COMMON SHS      00080S101        57       7000 SH       DEFINED 9       7000         0         0
ACCENTURE LTD                      COMMON SHS      G1150G111     69358    3059460 SH       DEFINED 1    3056190         0      3270
ACCENTURE LTD                      COMMON SHS      G1150G111     11415     503515 SH       DEFINED 2     503515         0         0
ACCENTURE LTD                      COMMON SHS      G1150G111     17376     766461 SH       DEFINED 9     766461         0         0
ACCENTURE LTD                      COMMON SHS      G1150G111     43715    1928336 SH       DEFINED A    1928336         0         0
ACCREDO HEALTH INC                 COMMON SHS      00437V104     51302    1130000 SH       DEFINED 5    1130000         0         0
ACCREDO HEALTH INC                 COMMON SHS      00437V104      1966      43300 SH       DEFINED A      37800         0      5500
ACE LTD                            ORDINARY SHS    G0070K103     17876     398566 SH       DEFINED       241373         0    157193
ACE LTD                            ORDINARY SHS    G0070K103    674142   15031040 SH       DEFINED 1   15027000         0      4040
ACE LTD                            ORDINARY SHS    G0070K103    254657    5677963 SH       DEFINED 2    5460409         0    217554
ACE LTD                            ORDINARY SHS    G0070K103      1583      35300 SH       DEFINED 8      35300         0         0
ACE LTD                            ORDINARY SHS    G0070K103      2072      46190 SH       DEFINED 9      46190         0         0
ACE LTD                            ORDINARY SHS    G0070K103        29        640 SH       DEFINED A        640         0         0
ACM INCOME FUND INC                CLOSE END MUT F 000912105       102      12291 SH       DEFINED 9      12291         0         0
ACME COMMUNICATIONS INC            COMMON SHS      004631107       550     136708 SH       DEFINED 6     136708         0         0
ACME COMMUNICATIONS INC            COMMON SHS      004631107        13       3200 SH       DEFINED A       3200         0         0
ACTEL CORP                         COMMON SHS      004934105     19513    1403781 SH       DEFINED 6    1403781         0         0
ACTEL CORP                         COMMON SHS      004934105     31913    2295900 SH       DEFINED A    2295900         0         0
ACTIVISION INC                     COMMON SHS      004930202       262      15877 SH       DEFINED A      15877         0         0
ADC TELECOMMUNICATIONS INC         COMMON SHS      000886309       675      31011 SH       DEFINED 9      31011         0         0
ADECCO SA                          AMER DEP RECPT  006754105       402      35416 SH       DEFINED 9      35416         0         0
ADOBE SYSTEMS INC                  COMMON SHS      00724F101      7003     244680 SH       DEFINED 9     244680         0         0
ADOBE SYSTEMS INC                  COMMON SHS      00724F101     34762    1214612 SH       DEFINED A    1214612         0         0
ADOLOR CORP                        COMMON SHS      00724X102      4823     521386 SH       DEFINED 6     521386         0         0
ADOLOR CORP                        COMMON SHS      00724X102     23546    2545470 SH       DEFINED A    2545470         0         0
ADVANCE AMERICA CASH ADVANCE CENTE COMMON SHS      00739W107     16579    1036200 SH       DEFINED A    1036200         0         0
ADVANCE AUTO PARTS                 COMMON SHS      00751Y106        83       1281 SH       DEFINED 6       1281         0         0
ADVANCE AUTO PARTS                 COMMON SHS      00751Y106     73466    1138120 SH       DEFINED A    1138120         0         0
ADVANCED MEDICAL OPTICS INC        COMMON SHS      00763M108      3533      88888 SH       DEFINED 7      88888         0         0
ADVANCED MEDICAL OPTICS INC        COMMON SHS      00763M108         4        110 SH       DEFINED 9        110         0         0
ADVANCED NEUROMODULATION SYSTEMS I COMMON SHS      00757T101     15094     380401 SH       DEFINED 6     380401         0         0
ADVANCED NEUROMODULATION SYSTEMS I COMMON SHS      00757T101      7861     198100 SH       DEFINED 9     198100         0         0
ADVANCED NEUROMODULATION SYSTEMS I COMMON SHS      00757T101     80885    2038430 SH       DEFINED A    2035530         0      2900
AEGON NV                           NEW YORK SHARES 007924103       204      15834 SH       DEFINED 9      15834         0         0
AEROPOSTALE INC                    COMMON SHS      007865108         1         39 SH       DEFINED 6         39         0         0
AEROPOSTALE INC                    COMMON SHS      007865108      4596     136800 SH       DEFINED 9     136800         0         0
AEROPOSTALE INC                    COMMON SHS      007865108     17128     509751 SH       DEFINED A     509751         0         0
AES CORP                           COMMON SHS      00130H105      2759     168440 SH       DEFINED 9     168440         0         0
AETNA INC                          COMMON SHS      00817Y108      2303      27810 SH       DEFINED 9      27810         0         0
AETNA INC                          COMMON SHS      00817Y108      3553      42900 SH       DEFINED A      37500         0      5400
AFFILIATED COMPUTER SERVICES INC   COMMON SHS      008190100        11        210 SH       DEFINED 2        210         0         0
AFFILIATED COMPUTER SERVICES INC   COMMON SHS      008190100      7581     148358 SH       DEFINED 9     148358         0         0
AFFILIATED COMPUTER SERVICES INC   COMMON SHS      008190100     30388     594685 SH       DEFINED A     398685         0    196000
AFFILIATED MANAGERS GROUP INC      COMMON SHS      008252108      5145      75299 SH       DEFINED 9      75299         0         0
AFFILIATED MANAGERS GROUP INC      COMMON SHS      008252108        27        400 SH       DEFINED A        400         0         0
AFFYMETRIX INC                     COMMON SHS      00826T108       755      14000 SH       DEFINED 9      14000         0         0
AFFYMETRIX INC                     COMMON SHS      00826T108      6331     117400 SH       DEFINED A     117400         0         0
AFLAC INC                          COMMON SHS      001055102       386       8910 SH       DEFINED         8910         0         0
AFLAC INC                          COMMON SHS      001055102        24        550 SH       DEFINED 2        550         0         0
AFLAC INC                          COMMON SHS      001055102    111931    2586200 SH       DEFINED 4    2586200         0         0
AFLAC INC                          COMMON SHS      001055102        87       2000 SH       DEFINED 6       2000         0         0
AFLAC INC                          COMMON SHS      001055102      3365      77760 SH       DEFINED 8      77760         0         0
AFLAC INC                          COMMON SHS      001055102     17971     415236 SH       DEFINED 9     415236         0         0
AFLAC INC                          COMMON SHS      001055102     62931    1454033 SH       DEFINED A    1165533         0    288500
AGILE SOFTWARE CORP                COMMON SHS      00846X105     10453    1659250 SH       DEFINED 2    1659250         0         0
AGILENT TECHNOLOGIES INC           COMMON SHS      00846U101       473      20530 SH       DEFINED        20530         0         0
AGILENT TECHNOLOGIES INC           COMMON SHS      00846U101      9208     400000 SH       DEFINED 7     400000         0         0
AGILENT TECHNOLOGIES INC           COMMON SHS      00846U101         1         55 SH       DEFINED 8         25         0        30
AGILENT TECHNOLOGIES INC           COMMON SHS      00846U101      2658     115465 SH       DEFINED 9     115465         0         0
AGILENT TECHNOLOGIES INC           COMMON SHS      00846U101     35477    1541125 SH       DEFINED A    1541125         0         0
AGILENT TECHNOLOGIES INC           CONVERTIBLE BD  00846UAB7        10      10000 PRN      DEFINED 9      10000         0         0
AGL RESOURCES INC                  COMMON SHS      001204106     42515    1100000 SH       DEFINED A    1100000         0         0
AGNICO EAGLE MINES LTD             COMMON SHS      008474108      9450     750000 SH       DEFINED A     750000         0         0
AIR FRANCE-KLM                     AMER DEP RECPT  009119108      8366     550000 SH       DEFINED 7     550000         0         0
AIR FRANCE-KLM                     WTS TO EQUITY   009119116       210     500000 SH       DEFINED 7     500000         0         0
AIR PRODUCTS & CHEMICALS INC       COMMON SHS      009158106     30150     500000 SH       DEFINED 7     500000         0         0
AIR PRODUCTS & CHEMICALS INC       COMMON SHS      009158106      2928      48550 SH       DEFINED 8      48550         0         0
AIR PRODUCTS & CHEMICALS INC       COMMON SHS      009158106      6994     115993 SH       DEFINED 9     115993         0         0
AIR PRODUCTS & CHEMICALS INC       COMMON SHS      009158106     36371     603171 SH       DEFINED A     603171         0         0
AIRGAS INC                         COMMON SHS      009363102      8657     350900 SH       DEFINED 4     349300         0      1600
AK STEEL HOLDING CORP              COMMON SHS      001547108      5544     864900 SH       DEFINED 8     864900         0         0
AKZO NOBEL NV                      AMER DEP RECPT  010199305      7704     196078 SH       DEFINED 2     193750         0      2328
AKZO NOBEL NV                      AMER DEP RECPT  010199305     19424     494383 SH       DEFINED 6     494383         0         0
AKZO NOBEL NV                      AMER DEP RECPT  010199305       648      16500 SH       DEFINED 9      16500         0         0
ALAMO GROUP INC                    COMMON SHS      011311107      1960     105000 SH       DEFINED 4     105000         0         0
ALASKA AIR GROUP INC               COMMON SHS      011659109     40180    1350600 SH       DEFINED 4    1350600         0         0
ALASKA AIR GROUP INC               COMMON SHS      011659109     14875     500000 SH       DEFINED 7     500000         0         0
ALASKA AIR GROUP INC               COMMON SHS      011659109        30       1000 SH       DEFINED 9       1000         0         0
ALBERTO-CULVER CO                  COMMON SHS      013068101    104490    2411500 SH       DEFINED 4    2411500         0         0
ALBERTO-CULVER CO                  COMMON SHS      013068101      1134      26179 SH       DEFINED 6      26179         0         0
ALBERTO-CULVER CO                  COMMON SHS      013068101         2         45 SH       DEFINED 8          0         0        45
ALBERTO-CULVER CO                  COMMON SHS      013068101       383       8850 SH       DEFINED 9       8850         0         0
ALBERTO-CULVER CO                  COMMON SHS      013068101     18911     436450 SH       DEFINED A     436450         0         0
ALBERTSONS INC                     COMMON SHS      013104104     11439     553131 SH       DEFINED       467791         0     85340
ALBERTSONS INC                     COMMON SHS      013104104     92933    4493840 SH       DEFINED 1    4493840         0         0
ALBERTSONS INC                     COMMON SHS      013104104        27       1290 SH       DEFINED 2       1290         0         0
ALBERTSONS INC                     COMMON SHS      013104104        14        700 SH       DEFINED 6        700         0         0
ALBERTSONS INC                     COMMON SHS      013104104       362      17497 SH       DEFINED 9      17497         0         0
ALCAN INC                          COMMON SHS      013716105     27681     753350 SH       DEFINED       209936         0    543414
ALCAN INC                          ORDINARY SHS    013716105     25146     709683 SH       DEFINED 1     698993         0     10690
ALCAN INC                          ORDINARY SHS    013716105    156567    4373271 SH       DEFINED 2    4134724         0    238547
ALCAN INC                          ORDINARY SHS    013716105     49209    1337925 SH       DEFINED 8    1280903         0     57022
ALCAN INC                          COMMON SHS      013716105      3007      90747 SH       DEFINED 9      90747         0         0
ALCAN INC                          ORDINARY SHS    013716105      2678      73616 SH       DEFINED A      69216         0      4400
ALCOA INC                          COMMON SHS      013817101        11        410 SH       DEFINED 2        410         0         0
ALCOA INC                          COMMON SHS      013817101      2659     101746 SH       DEFINED 6     101746         0         0
ALCOA INC                          COMMON SHS      013817101      5062     193713 SH       DEFINED 9     193713         0         0
ALCOA INC                          COMMON SHS      013817101     43216    1653900 SH       DEFINED A    1421300         0    232600
ALCON INC                          ORDINARY SHS    H01301102        55        500 SH       DEFINED 9        500         0         0
ALCON INC                          ORDINARY SHS    H01301102     16403     150000 SH       DEFINED A     150000         0         0
ALERIS INTERNATIONAL INC           COMMON SHS      014477103      9703     430300 SH       DEFINED 4     430300         0         0
ALEXANDER & BALDWIN INC            COMMON SHS      014482103       574      12378 SH       DEFINED 9      12378         0         0
ALEXANDER'S INC                    REAL EST INV TR 014752109    119864     481865 SH       DEFINED 5     481865         0         0
ALEXANDER'S INC                    REAL EST INV TR 014752109        47        188 SH       DEFINED 9        188         0         0
ALEXANDRIA REAL ESTATE EQUITIES IN REAL EST INV TR 015271109       109       1480 SH       DEFINED 6       1480         0         0
ALEXANDRIA REAL ESTATE EQUITIES IN REAL EST INV TR 015271109     31335     426617 SH       DEFINED A     426617         0         0
ALEXION PHARMACEUTICALS INC        COMMON SHS      015351109      2212      96000 SH       DEFINED A      96000         0         0
ALKERMES INC                       COMMON SHS      01642T108       992      75000 SH       DEFINED 6      75000         0         0
ALKERMES INC                       COMMON SHS      01642T108      7033     532020 SH       DEFINED 9     532020         0         0
ALKERMES INC                       COMMON SHS      01642T108     12946     979250 SH       DEFINED A     979250         0         0
ALLEGHANY CORP (DEL)               COMMON SHS      017175100    225118     757974 SH       DEFINED 5     757974         0         0
ALLEGHANY CORP (DEL)               COMMON SHS      017175100       405       1364 SH       DEFINED 9       1364         0         0
ALLEGHANY CORP (DEL)               COMMON SHS      017175100        23         79 SH       DEFINED A         79         0         0
ALLERGAN INC                       COMMON SHS      018490102     34096     400000 SH       DEFINED 7     400000         0         0
ALLERGAN INC                       COMMON SHS      018490102     10792     126605 SH       DEFINED 9     126605         0         0
ALLIANCE ATLANTIS COMMUNICATIONS C ORDINARY SHS    01853E204    182174    6325494 SH       DEFINED 8    6031816         0    293678
ALLIANCE CAPITAL MANAGEMENT HOLDIN LTD PARTNERSHIP 01855A101        23        500 SH       DEFINED 8        500         0         0
ALLIANCE CAPITAL MANAGEMENT HOLDIN LTD PARTNERSHIP 01855A101       561      12000 SH       DEFINED 9      12000         0         0
ALLIANCE DATA SYSTEM CORP          COMMON SHS      018581108        67       1659 SH       DEFINED 6       1659         0         0
ALLIANCE DATA SYSTEM CORP          COMMON SHS      018581108     89324    2202270 SH       DEFINED A    2202270         0         0
ALLIANCE ONE INTERNATIONAL INC.    COMMON SHS      018772103     28407    4726700 SH       DEFINED 4    4726700         0         0
ALLIANT ENERGY CORP                COMMON SHS      018802108        45       1600 SH       DEFINED 9       1600         0         0
ALLIANT ENERGY CORP                COMMON SHS      018802108    199969    7103700 SH       DEFINED A    7103700         0         0
ALLIANT TECHSYSTEMS INC            COMMON SHS      018804104       261       3700 SH       DEFINED 9       3700         0         0
ALLIED CAPITAL CORP                COMMON SHS      01903Q108       564      19376 SH       DEFINED 9      19376         0         0
ALLIED DOMECQ PLC                  AMER DEP RECPT  019121201       817      16850 SH       DEFINED 9      16850         0         0
ALLIED IRISH BANKS PLC             AMER DEP RECPT  019228402      5039     117334 SH       DEFINED 8     117334         0         0
ALLIED IRISH BANKS PLC             AMER DEP RECPT  019228402       694      16150 SH       DEFINED 9      16150         0         0
ALLIED WASTE INDUSTRIES INC        COMMON SHS      019589308        13       1690 SH       DEFINED 2       1690         0         0
ALLIED WASTE INDUSTRIES INC        COMMON SHS      019589308        56       7000 SH       DEFINED 9       7000         0         0
ALLIED WASTE INDUSTRIES INC        COMMON SHS      019589308     17061    2151498 SH       DEFINED A    1684898         0    466600
ALLIED WASTE INDUSTRIES INC        CONVERT PREF    019589605    129415    2809100 SH       DEFINED A    2809100         0         0
ALLIED WASTE INDUSTRIES INC        CONVERT PREF    019589704     49895     200000 SH       DEFINED A     200000         0         0
ALLSTATE CORP                      COMMON SHS      020002101     24539     410690 SH       DEFINED       410690         0         0
ALLSTATE CORP                      COMMON SHS      020002101      6620     110800 SH       DEFINED 4     110800         0         0
ALLSTATE CORP                      COMMON SHS      020002101       120       2000 SH       DEFINED 6       2000         0         0
ALLSTATE CORP                      COMMON SHS      020002101     12705     212633 SH       DEFINED 8     153797         0     58836
ALLSTATE CORP                      COMMON SHS      020002101     27515     460506 SH       DEFINED 9     460506         0         0
ALLTEL CORP                        COMMON SHS      020039103       347       5570 SH       DEFINED         5570         0         0
ALLTEL CORP                        COMMON SHS      020039103         7        120 SH       DEFINED 2        120         0         0
ALLTEL CORP                        COMMON SHS      020039103      3348      53763 SH       DEFINED 6      53763         0         0
ALLTEL CORP                        COMMON SHS      020039103      6587     105772 SH       DEFINED 8     102562         0      3210
ALLTEL CORP                        COMMON SHS      020039103     23717     380815 SH       DEFINED 9     380815         0         0
ALLTEL CORP                        COMMON SHS      020039103    202483    3251175 SH       DEFINED A    3214575         0     36600
ALPHA NATURAL RESOURCES INC        COMMON SHS      02076X102        14        600 SH       DEFINED 9        600         0         0
ALPHA NATURAL RESOURCES INC        COMMON SHS      02076X102     21946     919000 SH       DEFINED A     919000         0         0
ALPHARMA INC                       CONVERTIBLE BD  020813AD3      5060    4000000 PRN      DEFINED A    4000000         0         0
ALTERA CORP                        COMMON SHS      021441100        77       3863 SH       DEFINED 6       3863         0         0
ALTERA CORP                        COMMON SHS      021441100     87181    4398616 SH       DEFINED A    4398616         0         0
ALTIRIS INC                        COMMON SHS      02148M100     23431    1596100 SH       DEFINED A    1596100         0         0
ALTRIA GROUP INC                   COMMON SHS      02209S103        30        460 SH       DEFINED 2        460         0         0
ALTRIA GROUP INC                   COMMON SHS      02209S103    427396    6609896 SH       DEFINED 5    6609896         0         0
ALTRIA GROUP INC                   COMMON SHS      02209S103      4788      74052 SH       DEFINED 6      74052         0         0
ALTRIA GROUP INC                   COMMON SHS      02209S103     12448     192513 SH       DEFINED 8     140457         0     52056
ALTRIA GROUP INC                   COMMON SHS      02209S103     17690     273581 SH       DEFINED 9     273581         0         0
ALTRIA GROUP INC                   COMMON SHS      02209S103    150246    2323629 SH       DEFINED A    2170829         0    152800
ALZA CORP                          CONVERT ZERO CP 02261WAB5       808       9000 PRN      DEFINED 9       9000         0         0
ALZA CORP                          CONVERT ZERO CP 02261WAB5    897500   10000000 PRN      DEFINED A   10000000         0         0
AMBAC FINANCIAL GROUP INC          COMMON SHS      023139108        16        230 SH       DEFINED 2        230         0         0
AMBAC FINANCIAL GROUP INC          COMMON SHS      023139108      2942      42180 SH       DEFINED 8      42180         0         0
AMBAC FINANCIAL GROUP INC          COMMON SHS      023139108       105       1510 SH       DEFINED 9       1510         0         0
AMBAC FINANCIAL GROUP INC          COMMON SHS      023139108      7576     108600 SH       DEFINED A      43800         0     64800
AMDOCS LTD                         COMMON SHS      G02602103        57       2146 SH       DEFINED 6       2146         0         0
AMDOCS LTD                         COMMON SHS      G02602103       764      28900 SH       DEFINED 9      28900         0         0
AMDOCS LTD                         COMMON SHS      G02602103     90058    3407400 SH       DEFINED A    3407400         0         0
AMERADA HESS CORP                  COMMON SHS      023551104     10715     100600 SH       DEFINED       100600         0         0
AMERADA HESS CORP                  COMMON SHS      023551104      1065       9995 SH       DEFINED 9       9995         0         0
AMERADA HESS CORP                  CONVERT PREF    023551401     19059     208000 SH       DEFINED       208000         0         0
AMERADA HESS CORP                  CONVERT PREF    023551401        21        227 SH       DEFINED 9        227         0         0
AMEREN CORP                        COMMON SHS      023608102      7791     140878 SH       DEFINED 9     140878         0         0
AMEREN CORP                        COMMON SHS      023608102    602186   10889441 SH       DEFINED A   10889441         0         0
AMERICA MOVIL SA DE CV             AMER DEP RECPT  02364W105      8500     142600 SH       DEFINED       142600         0         0
AMERICA MOVIL SA DE CV             AMER DEP RECPT  02364W105      2682      45000 SH       DEFINED 8      45000         0         0
AMERICA MOVIL SA DE CV             AMER DEP RECPT  02364W105     52094     873913 SH       DEFINED 9     873913         0         0
AMERICA MOVIL SA DE CV             AMER DEP RECPT  02364W105     14128     237000 SH       DEFINED A     237000         0         0
AMERICAN EAGLE OUTFITTERS INC      COMMON SHS      02553E106      4165     135900 SH       DEFINED 4     135000         0       900
AMERICAN ELECTRIC POWER CO INC     COMMON SHS      025537101        11        290 SH       DEFINED 2        290         0         0
AMERICAN ELECTRIC POWER CO INC     COMMON SHS      025537101      2035      55204 SH       DEFINED 6      55204         0         0
AMERICAN ELECTRIC POWER CO INC     COMMON SHS      025537101      1885      51125 SH       DEFINED 9      51125         0         0
AMERICAN ELECTRIC POWER CO INC     COMMON SHS      025537101    448251   12157600 SH       DEFINED A   12019500         0    138100
AMERICAN EXPRESS CO                COMMON SHS      025816109      1610      30250 SH       DEFINED 8      30250         0         0
AMERICAN EXPRESS CO                COMMON SHS      025816109     33881     636510 SH       DEFINED 9     636510         0         0
AMERICAN EXPRESS CO                COMMON SHS      025816109         3         64 SH       DEFINED A         64         0         0
AMERICAN FINANCIAL REALTY TRUST    REAL EST INV TR 02607P305       654      42550 SH       DEFINED 9      42550         0         0
AMERICAN HEALTHWAYS INC            COMMON SHS      02649V104     11338     268232 SH       DEFINED 9     268232         0         0
AMERICAN HEALTHWAYS INC            COMMON SHS      02649V104        76       1800 SH       DEFINED A       1800         0         0
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107     52743     907802 SH       DEFINED       151368         0    756434
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107    407030    7005684 SH       DEFINED 1    7004884         0       800
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107     11457     197196 SH       DEFINED 2     197196         0         0
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107    177712    3058732 SH       DEFINED 4    3058732         0         0
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107      6447     110958 SH       DEFINED 6     110958         0         0
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107     14976     257768 SH       DEFINED 8     254838         0      2930
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107    124092    2135840 SH       DEFINED 9    2135840         0         0
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107     34538     594455 SH       DEFINED A     448455         0    146000
AMERICAN ITALIAN PASTA CO          COMMON SHS      027070101      6782     322650 SH       DEFINED       322650         0         0
AMERICAN ITALIAN PASTA CO          COMMON SHS      027070101       421      20030 SH       DEFINED 1       3680         0     16350
AMERICAN ITALIAN PASTA CO          COMMON SHS      027070101      9987     475100 SH       DEFINED 2     475100         0         0
AMERICAN ITALIAN PASTA CO          COMMON SHS      027070101       603      28700 SH       DEFINED 4      28700         0         0
AMERICAN ITALIAN PASTA CO          COMMON SHS      027070101      2849     135560 SH       DEFINED 6     135560         0         0
AMERICAN ITALIAN PASTA CO          COMMON SHS      027070101     20606     980300 SH       DEFINED 8     980300         0         0
AMERICAN ITALIAN PASTA CO          COMMON SHS      027070101      2914     138650 SH       DEFINED A     138650         0         0
AMERICAN MEDICAL SYSTEMS HOLDINGS  COMMON SHS      02744M108     59529    2882780 SH       DEFINED A    2882780         0         0
AMERICAN NATIONAL INSURANCE CO     COMMON SHS      028591105     88036     767600 SH       DEFINED 4     766400         0      1200
AMERICAN PACIFIC CORP              COMMON SHS      028740108      5272     659000 SH       DEFINED 4     659000         0         0
AMERICAN PACIFIC CORP              COMMON SHS      028740108       351      43913 SH       DEFINED A          0         0     43913
AMERICAN POWER CONVERSION CORP     COMMON SHS      029066107     11795     500000 SH       DEFINED 7     500000         0         0
AMERICAN STANDARD COS INC          COMMON SHS      029712106      3260      77779 SH       DEFINED 9      77779         0         0
AMERICAN STATES WATER CO           COMMON SHS      029899101      7386     251480 SH       DEFINED A     251480         0         0
AMERICAN TOWER CORP                COMMON SHS      029912201        42       2000 SH       DEFINED 9       2000         0         0
AMERICAN TOWER CORP                COMMON SHS      029912201      9247     439900 SH       DEFINED A     439900         0         0
AMERICAN WOODMARK CORP             COMMON SHS      030506109      7412     247000 SH       DEFINED 4     245800         0      1200
AMERIGROUP CORP                    COMMON SHS      03073T102      6677     166100 SH       DEFINED 9     166100         0         0
AMERIGROUP CORP                    COMMON SHS      03073T102        57       1410 SH       DEFINED A       1410         0         0
AMERISOURCEBERGEN CORP             COMMON SHS      03073E105     80260    1160670 SH       DEFINED       727214         0    433456
AMERISOURCEBERGEN CORP             COMMON SHS      03073E105    561748    8123612 SH       DEFINED 1    8123612         0         0
AMERISOURCEBERGEN CORP             COMMON SHS      03073E105     13597     196631 SH       DEFINED 2     196631         0         0
AMERISOURCEBERGEN CORP             COMMON SHS      03073E105      5133      74230 SH       DEFINED 6      74230         0         0
AMERISOURCEBERGEN CORP             COMMON SHS      03073E105     11467     165832 SH       DEFINED 8     165832         0         0
AMERISOURCEBERGEN CORP             COMMON SHS      03073E105       242       3500 SH       DEFINED 9       3500         0         0
AMERISOURCEBERGEN CORP             COMMON SHS      03073E105     17632     254980 SH       DEFINED A     168080         0     86900
AMERITRADE HOLDING CORP            COMMON SHS      03074K100        17        900 SH       DEFINED 9        900         0         0
AMERITRADE HOLDING CORP            COMMON SHS      03074K100     77345    4160597 SH       DEFINED A    4160597         0         0
AMERUS GROUP CO                    COMMON SHS      03072M108     15616     325000 SH       DEFINED 4     325000         0         0
AMERUS GROUP CO                    COMMON SHS      03072M108        19        400 SH       DEFINED 9        400         0         0
AMETEK INC                         COMMON SHS      031100100     16516     394638 SH       DEFINED 6     394638         0         0
AMETEK INC                         COMMON SHS      031100100       626      14950 SH       DEFINED 9      14950         0         0
AMETEK INC                         COMMON SHS      031100100     17887     427400 SH       DEFINED A     427400         0         0
AMGEN INC                          COMMON SHS      031162100       567       9380 SH       DEFINED         9380         0         0
AMGEN INC                          COMMON SHS      031162100        31        510 SH       DEFINED 2        510         0         0
AMGEN INC                          COMMON SHS      031162100      2427      40150 SH       DEFINED 6      40150         0         0
AMGEN INC                          COMMON SHS      031162100     56349     932000 SH       DEFINED 7     932000         0         0
AMGEN INC                          COMMON SHS      031162100         3         45 SH       DEFINED 8         20         0        25
AMGEN INC                          COMMON SHS      031162100     52283     864760 SH       DEFINED 9     864760         0         0
AMGEN INC                          COMMON SHS      031162100    217348    3594909 SH       DEFINED A    3338909         0    256000
AMR CORP                           COMMON SHS      001765106     22466    1855152 SH       DEFINED      1540504         0    314648
AMR CORP                           COMMON SHS      001765106     57642    4759900 SH       DEFINED 1    4759900         0         0
AMR CORP                           COMMON SHS      001765106     13079    1080000 SH       DEFINED 7    1080000         0         0
AMR CORP                           COMMON SHS      001765106     22334    1844300 SH       DEFINED 8    1844300         0         0
AMR CORP                           COMMON SHS      001765106        15       1198 SH       DEFINED 9       1198         0         0
AMR CORP                           CONVERTIBLE BD  001765BA3     10440   12000000 PRN      DEFINED 1   12000000         0         0
AMREP CORP                         COMMON SHS      032159105       224       8685 SH       DEFINED 9       8685         0         0
AMSOUTH BANCORPORATION             COMMON SHS      032165102       452      17400 SH       DEFINED 9      17400         0         0
ANADARKO PETROLEUM CORP            COMMON SHS      032511107      4331      52720 SH       DEFINED 9      52720         0         0
ANADARKO PETROLEUM CORP            COMMON SHS      032511107      4518      55000 SH       DEFINED A      55000         0         0
ANADIGICS INC                      COMMON SHS      032515108      2795    1440800 SH       DEFINED 9    1440800         0         0
ANALOG DEVICES INC                 COMMON SHS      032654105        41       1100 SH       DEFINED         1100         0         0
ANALOG DEVICES INC                 COMMON SHS      032654105     26299     704881 SH       DEFINED 9     704881         0         0
ANALOG DEVICES INC                 COMMON SHS      032654105     17603     471800 SH       DEFINED A     471800         0         0
ANDRX GROUP                        COMMON SHS      034553107         1         51 SH       DEFINED 6         51         0         0
ANDRX GROUP                        COMMON SHS      034553107         2        100 SH       DEFINED 9        100         0         0
ANDRX GROUP                        COMMON SHS      034553107      7574     372900 SH       DEFINED A     369300         0      3600
ANGIOTECH PHARMACEUTICALS INC      COMMON SHS      034918102        18       1330 SH       DEFINED 2       1330         0         0
ANGIOTECH PHARMACEUTICALS INC      COMMON SHS      034918102     14053    1013955 SH       DEFINED 6    1013955         0         0
ANGIOTECH PHARMACEUTICALS INC      COMMON SHS      034918102     54666    3944160 SH       DEFINED A    3837960         0    106200
ANGLO AMERICAN PLC                 AMER DEP RECPT  03485P102       118       5000 SH       DEFINED 5       5000         0         0
ANGLO AMERICAN PLC                 AMER DEP RECPT  03485P102      9881     420479 SH       DEFINED A     420479         0         0
ANGLOGOLD ASHANTI LTD              AMER DEP RECPT  035128206       293       8201 SH       DEFINED 1       1361         0      6840
ANGLOGOLD ASHANTI LTD              AMER DEP RECPT  035128206       667      18670 SH       DEFINED 2      18670         0         0
ANGLOGOLD ASHANTI LTD              AMER DEP RECPT  035128206       113       3150 SH       DEFINED 9       3150         0         0
ANGLOGOLD ASHANTI LTD              AMER DEP RECPT  035128206    123619    3459800 SH       DEFINED A    3459800         0         0
ANHEUSER BUSCH COS INC             COMMON SHS      035229103        29        640 SH       DEFINED 2        640         0         0
ANHEUSER BUSCH COS INC             COMMON SHS      035229103     10126     221340 SH       DEFINED 8     221340         0         0
ANHEUSER BUSCH COS INC             COMMON SHS      035229103     49135    1073988 SH       DEFINED 9    1073988         0         0
ANHEUSER BUSCH COS INC             COMMON SHS      035229103     41010     896400 SH       DEFINED A     631500         0    264900
ANSYS INC                          COMMON SHS      03662Q105      2851      80300 SH       DEFINED A      80300         0         0
AON CORP                           COMMON SHS      037389103     24722     987294 SH       DEFINED       517466         0    469828
AON CORP                           COMMON SHS      037389103      3287     131282 SH       DEFINED 1     131282         0         0
AON CORP                           COMMON SHS      037389103      8033     320820 SH       DEFINED 2     320820         0         0
AON CORP                           COMMON SHS      037389103       987      39400 SH       DEFINED 6      39400         0         0
AON CORP                           COMMON SHS      037389103      9646     385220 SH       DEFINED 8     385220         0         0
AON CORP                           COMMON SHS      037389103        30       1200 SH       DEFINED 9       1200         0         0
APACHE CORP                        COMMON SHS      037411105     14772     228670 SH       DEFINED       228670         0         0
APACHE CORP                        COMMON SHS      037411105      7746     119908 SH       DEFINED 8     117159         0      2749
APACHE CORP                        COMMON SHS      037411105     42694     660893 SH       DEFINED 9     660893         0         0
APACHE CORP                        COMMON SHS      037411105     36960     572129 SH       DEFINED A     572129         0         0
APEX SILVER MINES LTD              COMMON SHS      G04074103     23102    1681400 SH       DEFINED 5    1681400         0         0
APOGEE ENTERPRISES INC             COMMON SHS      037598109     15388    1001200 SH       DEFINED 4     997600         0      3600
APOLLO GOLD CORP                   ORDINARY SHS    03761E102       350    1000000 SH       DEFINED A    1000000         0         0
APOLLO GROUP INC                   COMMON SHS      037604105       296       3790 SH       DEFINED         3790         0         0
APOLLO GROUP INC                   COMMON SHS      037604105      2794      35720 SH       DEFINED 9      35720         0         0
APOLLO GROUP INC                   COMMON SHS      037604105     19486     249124 SH       DEFINED A     240224         0      8900
APOLLO INVESTMENT CORP             CLOSE END MUT F 03761U106      3686     200000 SH       DEFINED 4     200000         0         0
APPLE COMPUTER INC                 COMMON SHS      037833100     36810    1000000 SH       DEFINED 7    1000000         0         0
APPLE COMPUTER INC                 COMMON SHS      037833100     13847     376179 SH       DEFINED 9     376179         0         0
APPLE COMPUTER INC                 COMMON SHS      037833100     21351     580020 SH       DEFINED A     580020         0         0
APPLERA CORP-APPLIED BIOSYSTEMS GR COMMON SHS      038020103      1035      52600 SH       DEFINED 2      52600         0         0
APPLERA CORP-APPLIED BIOSYSTEMS GR COMMON SHS      038020103       149       7600 SH       DEFINED 8       7600         0         0
APPLERA CORP-APPLIED BIOSYSTEMS GR COMMON SHS      038020103       921      46828 SH       DEFINED 9      46828         0         0
APPLIED INDUSTRIAL TECHNOLOGIES IN COMMON SHS      03820C105     30272     937500 SH       DEFINED 4     937500         0         0
APPLIED MATERIALS INC              COMMON SHS      038222105       430      26580 SH       DEFINED        26580         0         0
APPLIED MATERIALS INC              COMMON SHS      038222105        11        660 SH       DEFINED 2        660         0         0
APPLIED MATERIALS INC              COMMON SHS      038222105         2        150 SH       DEFINED 8         65         0        85
APPLIED MATERIALS INC              COMMON SHS      038222105      6059     374496 SH       DEFINED 9     374496         0         0
APPLIED MATERIALS INC              COMMON SHS      038222105     57798    3572162 SH       DEFINED A    3116662         0    455500
APRIA HEALTHCARE GROUP INC         COMMON SHS      037933108      7939     229200 SH       DEFINED A     229200         0         0
APTARGROUP INC                     COMMON SHS      038336103     16617     327100 SH       DEFINED 4     325300         0      1800
APTARGROUP INC                     COMMON SHS      038336103      2957      58200 SH       DEFINED 9      58200         0         0
AQUA AMERICA INC                   COMMON SHS      03836W103       238       8000 SH       DEFINED 9       8000         0         0
AQUANTIVE INC                      COMMON SHS      03839G105     14321     808173 SH       DEFINED 6     808173         0         0
AQUANTIVE INC                      COMMON SHS      03839G105      1263      71300 SH       DEFINED A      71300         0         0
AQUILA INC                         CONVERT PREF    03840P409    131175    3750000 SH       DEFINED A    3750000         0         0
ARACRUZ CELULOSE SA                DEP RCPT PFD    038496204      7026     202179 SH       DEFINED 2     192239         0      9940
ARACRUZ CELULOSE SA                DEP RCPT PFD    038496204      7058     203100 SH       DEFINED 9     203100         0         0
ARBOR REALTY TRUST INC             REAL EST INV TR 038923108     18302     637700 SH       DEFINED 4     633400         0      4300
ARCH COAL INC                      COMMON SHS      039380100     22453     412200 SH       DEFINED 4     409800         0      2400
ARCH COAL INC                      COMMON SHS      039380100        16        300 SH       DEFINED 9        300         0         0
ARCH COAL INC                      CONVERT PREF    039380209     13350     100000 SH       DEFINED A     100000         0         0
ARCHER DANIELS MIDLAND CO          COMMON SHS      039483102      6096     285103 SH       DEFINED 9     285103         0         0
ARCHIPELAGO HOLDINGS INC           COMMON SHS      03957A104      1950      50000 SH       DEFINED A      50000         0         0
ARCHSTONE-SMITH TRUST              REAL EST INV TR 039583109      2496      64638 SH       DEFINED 9      64638         0         0
ARDEN REALTY INC                   REAL EST INV TR 039793104       125       3480 SH       DEFINED 6       3480         0         0
ARDEN REALTY INC                   REAL EST INV TR 039793104       824      22900 SH       DEFINED 9      22900         0         0
ARDEN REALTY INC                   REAL EST INV TR 039793104     12287     341500 SH       DEFINED A     341500         0         0
ARENA PHARMACEUTICALS INC          COMMON SHS      040047102      1876     275000 SH       DEFINED A     275000         0         0
ARES CAPITAL CORP                  CLOSE END MUT F 04010L103        98       5500 SH       DEFINED 9       5500         0         0
ARES CAPITAL CORP                  CLOSE END MUT F 04010L103     15671     878903 SH       DEFINED A     878903         0         0
ARIES MARITIME TRNSPRT LTD         COMMON SHS      G0474B105      1313     105000 SH       DEFINED A     105000         0         0
ARLINGTON TANKERS LTD              COMMON SHS      G04899103      1366      62700 SH       DEFINED A      62700         0         0
ARRIS GROUP INC                    COMMON SHS      04269Q100      8729    1002200 SH       DEFINED A    1002200         0         0
ARTHUR J GALLAGHER & CO            COMMON SHS      363576109     61257    2257900 SH       DEFINED 4    2254500         0      3400
ARTHUR J GALLAGHER & CO            COMMON SHS      363576109      3211     118374 SH       DEFINED 6     118374         0         0
ARTHUR J GALLAGHER & CO            COMMON SHS      363576109       147       5400 SH       DEFINED 9       5400         0         0
ARTHUR J GALLAGHER & CO            COMMON SHS      363576109     15014     553400 SH       DEFINED A     553400         0         0
ASHFORD HOSPITALITY TRUST          REAL EST INV TR 044103109       403      37300 SH       DEFINED 9      37300         0         0
ASM INTERNATIONAL NV               ORDINARY SHS    N07045102       399      30000 SH       DEFINED 9      30000         0         0
ASM INTERNATIONAL NV               ORDINARY SHS    N07045102       266      20000 SH       DEFINED A      20000         0         0
ASPECT COMMUNICATIONS CORP         COMMON SHS      04523Q102       135      12000 SH       DEFINED 9      12000         0         0
ASPEN INSURANCE HOLDINGS LTD       COMMON SHS      G05384105     28977    1051400 SH       DEFINED 4    1049800         0      1600
ASPEN INSURANCE HOLDINGS LTD       COMMON SHS      G05384105     10823     392700 SH       DEFINED A     392700         0         0
ASPEN TECHNOLOGY INC               COMMON SHS      045327103      1439     276700 SH       DEFINED A     276700         0         0
ASSURANT INC                       COMMON SHS      04621X108     29808     825700 SH       DEFINED 4     825700         0         0
ASTORIA FINANCIAL CORP             COMMON SHS      046265104     18038     633569 SH       DEFINED 5     633569         0         0
ASTORIA FINANCIAL CORP             COMMON SHS      046265104         0         16 SH       DEFINED 9         16         0         0
ASTRAZENECA PLC                    AMER DEP RECPT  046353108       826      20030 SH       DEFINED 9      20030         0         0
AT&T CORP                          COMMON SHS      001957505       612      32150 SH       DEFINED 9      32150         0         0
AT&T CORP                          COMMON SHS      001957505    103785    5450904 SH       DEFINED A    5450904         0         0
ATHEROGENICS INC                   COMMON SHS      047439104       559      35000 SH       DEFINED 6      35000         0         0
ATHEROGENICS INC                   COMMON SHS      047439104        16       1000 SH       DEFINED 9       1000         0         0
ATHEROGENICS INC                   COMMON SHS      047439104      6945     434600 SH       DEFINED A     428200         0      6400
ATI TECHNOLOGIES INC               ORDINARY SHS    001941103     74327    5125980 SH       DEFINED 8    4865716         0    260264
ATI TECHNOLOGIES INC               COMMON SHS      001941103       300      25300 SH       DEFINED 9      25300         0         0
ATLANTIC TELE-NETWORK INC          COMMON SHS      049079205      6480     225000 SH       DEFINED 4     225000         0         0
ATMEL CORP                         COMMON SHS      049513104        33      13850 SH       DEFINED 9      13850         0         0
ATMI INC                           COMMON SHS      00207R101     10740     370200 SH       DEFINED 9     370200         0         0
ATMI INC                           COMMON SHS      00207R101        81       2800 SH       DEFINED A       2800         0         0
ATMOS ENERGY CORP                  COMMON SHS      049560105      1161      40300 SH       DEFINED 9      40300         0         0
ATMOS ENERGY CORP                  COMMON SHS      049560105    116064    4030000 SH       DEFINED A    4030000         0         0
ATWOOD OCEANICS INC                COMMON SHS      050095108      8261     134200 SH       DEFINED 4     133300         0       900
ATWOOD OCEANICS INC                COMMON SHS      050095108      7289     118400 SH       DEFINED 9     118400         0         0
ATWOOD OCEANICS INC                COMMON SHS      050095108        62       1000 SH       DEFINED A       1000         0         0
AU OPTRONICS CORP                  AMER DEP RECPT  002255107     15470     913200 SH       DEFINED       913200         0         0
AU OPTRONICS CORP                  AMER DEP RECPT  002255107        52       3092 SH       DEFINED 9       3092         0         0
AUDIBLE INC                        COMMON SHS      05069A302      7306     420600 SH       DEFINED 9     420600         0         0
AUDIBLE INC                        COMMON SHS      05069A302        59       3400 SH       DEFINED A       3400         0         0
AUSTRALIA & NEW ZEALAND BANKING GR AMER DEP RECPT  052528304      2584      31250 SH       DEFINED 9      31250         0         0
AUTODESK INC                       COMMON SHS      052769106       112       3250 SH       DEFINED         3250         0         0
AUTODESK INC                       COMMON SHS      052769106        52       1500 SH       DEFINED 9       1500         0         0
AUTODESK INC                       COMMON SHS      052769106     21229     617659 SH       DEFINED A     617659         0         0
AUTOLIV INC                        ORDINARY SHS    052800109     61125    1395552 SH       DEFINED 2    1395416         0       136
AUTOLIV INC                        ORDINARY SHS    052800109      1930      44055 SH       DEFINED 6      44055         0         0
AUTOLIV INC                        ORDINARY SHS    052800109       439      10018 SH       DEFINED 9      10018         0         0
AUTOLIV INC                        ORDINARY SHS    052800109    106701    2436090 SH       DEFINED A    2436090         0         0
AUTOMATIC DATA PROCESSING INC      COMMON SHS      053015103      3919      93383 SH       DEFINED 6      93383         0         0
AUTOMATIC DATA PROCESSING INC      COMMON SHS      053015103     33576     800000 SH       DEFINED 7     800000         0         0
AUTOMATIC DATA PROCESSING INC      COMMON SHS      053015103         2         45 SH       DEFINED 8         20         0        25
AUTOMATIC DATA PROCESSING INC      COMMON SHS      053015103     14599     347846 SH       DEFINED 9     347846         0         0
AUTOMATIC DATA PROCESSING INC      COMMON SHS      053015103     20074     478302 SH       DEFINED A     388502         0     89800
AUTOZONE INC                       COMMON SHS      053332102        99       1075 SH       DEFINED 9       1075         0         0
AUTOZONE INC                       COMMON SHS      053332102      4216      45600 SH       DEFINED A       8600         0     37000
AUXILIUM PHARMACEUTICALS INC       COMMON SHS      05334D107       357      74800 SH       DEFINED A      65000         0      9800
AVALONBAY COMMUNITIES INC          REAL EST INV TR 053484101       305       3770 SH       DEFINED 6       3770         0         0
AVALONBAY COMMUNITIES INC          REAL EST INV TR 053484101       113       1400 SH       DEFINED 9       1400         0         0
AVALONBAY COMMUNITIES INC          REAL EST INV TR 053484101     64382     796804 SH       DEFINED A     796804         0         0
AVANIR PHARMACEUTICALS             COMMON SHS      05348P104      5214    1862000 SH       DEFINED A    1862000         0         0
AVAYA INC                          COMMON SHS      053499109     62438    7504525 SH       DEFINED      5425906         0   2078619
AVAYA INC                          COMMON SHS      053499109     16301    1959200 SH       DEFINED 1    1956800         0      2400
AVAYA INC                          COMMON SHS      053499109      4403     529180 SH       DEFINED 2     529180         0         0
AVAYA INC                          COMMON SHS      053499109        80       9600 SH       DEFINED 8       9600         0         0
AVAYA INC                          COMMON SHS      053499109        59       7142 SH       DEFINED 9       7142         0         0
AVAYA INC                          COMMON SHS      053499109     23640    2841400 SH       DEFINED A    2841400         0         0
AVERY DENNISON CORP                COMMON SHS      053611109        74       1400 SH       DEFINED 6       1400         0         0
AVERY DENNISON CORP                COMMON SHS      053611109     24468     462000 SH       DEFINED 7     462000         0         0
AVERY DENNISON CORP                COMMON SHS      053611109      9031     170518 SH       DEFINED 8     167483         0      3035
AVERY DENNISON CORP                COMMON SHS      053611109      1772      33464 SH       DEFINED 9      33464         0         0
AVIALL INC                         COMMON SHS      05366B102      9008     285150 SH       DEFINED 9     285150         0         0
AVIALL INC                         COMMON SHS      05366B102        69       2200 SH       DEFINED A       2200         0         0
AVID TECHNOLOGY INC                COMMON SHS      05367P100        36        679 SH       DEFINED 6        679         0         0
AVID TECHNOLOGY INC                COMMON SHS      05367P100        32        600 SH       DEFINED 9        600         0         0
AVID TECHNOLOGY INC                COMMON SHS      05367P100     23966     449820 SH       DEFINED A     449820         0         0
AVOCENT CORP                       COMMON SHS      053893103        14        530 SH       DEFINED 2        530         0         0
AVOCENT CORP                       COMMON SHS      053893103     13318     509500 SH       DEFINED 4     506000         0      3500
AVOCENT CORP                       COMMON SHS      053893103      4441     169900 SH       DEFINED 9     169900         0         0
AVOCENT CORP                       COMMON SHS      053893103     96435    3689171 SH       DEFINED A    3573471         0    115700
AVON PRODUCTS INC                  COMMON SHS      054303102       114       3000 SH       DEFINED         3000         0         0
AVON PRODUCTS INC                  COMMON SHS      054303102     58571    1547457 SH       DEFINED 9    1547457         0         0
AVON PRODUCTS INC                  COMMON SHS      054303102       342       9045 SH       DEFINED A       9045         0         0
AXA SA                             AMER DEP RECPT  054536107       130       5200 SH       DEFINED 2       5200         0         0
AXA SA                             AMER DEP RECPT  054536107     20037     804388 SH       DEFINED 6     804388         0         0
AXA SA                             AMER DEP RECPT  054536107       945      37944 SH       DEFINED 9      37944         0         0
AXCAN PHARMA INC                   COMMON SHS      054923107       993      65000 SH       DEFINED 6      65000         0         0
AXCAN PHARMA INC                   ORDINARY SHS    054923107    146730    7875994 SH       DEFINED 8    7589794         0    286200
AXCAN PHARMA INC                   COMMON SHS      054923107      4651     304400 SH       DEFINED A     304400         0         0
AXIS CAPITAL HOLDINGS LTD          COMMON SHS      G0692U109       530      18740 SH       DEFINED        18740         0         0
AXIS CAPITAL HOLDINGS LTD          COMMON SHS      G0692U109      3046     107620 SH       DEFINED 2      96430         0     11190
AXIS CAPITAL HOLDINGS LTD          COMMON SHS      G0692U109      6832     241400 SH       DEFINED 5     241400         0         0
AXIS CAPITAL HOLDINGS LTD          COMMON SHS      G0692U109       594      21000 SH       DEFINED 9      21000         0         0
AZTAR CORP                         COMMON SHS      054802103    121858    3557900 SH       DEFINED 4    3553900         0      4000
AZTAR CORP                         COMMON SHS      054802103      3425     100000 SH       DEFINED 5     100000         0         0
BAKER HUGHES INC                   COMMON SHS      057224107       853      16666 SH       DEFINED 9      16666         0         0
BAKER HUGHES INC                   COMMON SHS      057224107      3888      76000 SH       DEFINED A      76000         0         0
BALDOR ELECTRIC CO                 COMMON SHS      057741100      4959     203899 SH       DEFINED 4     203899         0         0
BALDWIN & LYONS INC                COMMON SHS      057755209      3708     153875 SH       DEFINED 4     153875         0         0
BALL CORPORATION                   COMMON SHS      058498106       316       8800 SH       DEFINED 9       8800         0         0
BANCO BRADESCO SA                  DEP RCPT PFD    059460303    218964    6187183 SH       DEFINED      5725655         0    461528
BANCO BRADESCO SA                  DEP RCPT PFD    059460303     13569     383409 SH       DEFINED 1     383409         0         0
BANCO BRADESCO SA                  DEP RCPT PFD    059460303       466      13162 SH       DEFINED 9      13162         0         0
BANCO LATINOAMERICANO DE EXPORTACI ORDINARY SHS    P16994132     32746    1824300 SH       DEFINED      1688100         0    136200
BANCO LATINOAMERICANO DE EXPORTACI ORDINARY SHS    P16994132       101       5600 SH       DEFINED 9       5600         0         0
BANCO SANTANDER CENTRAL HISPANO SA AMER DEP RECPT  05964H105     19411    1676254 SH       DEFINED 6    1676254         0         0
BANCO SANTANDER CENTRAL HISPANO SA AMER DEP RECPT  05964H105         3        234 SH       DEFINED 8          0         0       234
BANCO SANTANDER CENTRAL HISPANO SA AMER DEP RECPT  05964H105       431      37240 SH       DEFINED 9      37240         0         0
BANK MUTUAL CORP                   COMMON SHS      063750103     20962    1895334 SH       DEFINED 5    1895334         0         0
BANK OF AMERICA CORP               COMMON SHS      060505104     92931    2037509 SH       DEFINED      1098861         0    938648
BANK OF AMERICA CORP               COMMON SHS      060505104      4550      99751 SH       DEFINED 1      99751         0         0
BANK OF AMERICA CORP               COMMON SHS      060505104      7304     160135 SH       DEFINED 2     160135         0         0
BANK OF AMERICA CORP               COMMON SHS      060505104      7918     173600 SH       DEFINED 4     173600         0         0
BANK OF AMERICA CORP               COMMON SHS      060505104     13612     298453 SH       DEFINED 6     298453         0         0
BANK OF AMERICA CORP               COMMON SHS      060505104     21698     475728 SH       DEFINED 8     406958         0     68770
BANK OF AMERICA CORP               COMMON SHS      060505104     58111    1274084 SH       DEFINED 9    1274084         0         0
BANK OF AMERICA CORP               COMMON SHS      060505104    346777    7603101 SH       DEFINED A    7325701         0    277400
BANK OF HAWAII CORP                COMMON SHS      062540109       669      13178 SH       DEFINED 9      13178         0         0
BANK OF MONTREAL                   ORDINARY SHS    063671101    236086    4139687 SH       DEFINED 8    3810820         0    328867
BANK OF MONTREAL                   ORDINARY SHS    063671101       665      14300 SH       DEFINED A          0         0     14300
BANK OF NEW YORK CO INC            COMMON SHS      064057102     37473    1302034 SH       DEFINED       231804         0   1070230
BANK OF NEW YORK CO INC            COMMON SHS      064057102    237777    8261867 SH       DEFINED 1    8261867         0         0
BANK OF NEW YORK CO INC            COMMON SHS      064057102      1223      42493 SH       DEFINED 2      42493         0         0
BANK OF NEW YORK CO INC            COMMON SHS      064057102      1876      65175 SH       DEFINED 6      65175         0         0
BANK OF NEW YORK CO INC            COMMON SHS      064057102      8624     299664 SH       DEFINED 8     299664         0         0
BANK OF NEW YORK CO INC            COMMON SHS      064057102     20274     704463 SH       DEFINED 9     704463         0         0
BANK OF NEW YORK CO INC            COMMON SHS      064057102     18384     638763 SH       DEFINED A     457163         0    181600
BANK OF NOVA SCOTIA                ORDINARY SHS    064149107    291026    7178740 SH       DEFINED 8    6471860         0    706880
BANK OF NOVA SCOTIA                ORDINARY SHS    064149107       576      17332 SH       DEFINED 9      17332         0         0
BANK OF NOVA SCOTIA                ORDINARY SHS    064149107       675      20300 SH       DEFINED A          0         0     20300
BARCLAYS PLC                       AMER DEP RECPT  06738E204       310       7770 SH       DEFINED 6       7770         0         0
BARCLAYS PLC                       AMER DEP RECPT  06738E204      3847      96307 SH       DEFINED 8      96307         0         0
BARCLAYS PLC                       AMER DEP RECPT  06738E204        20        500 SH       DEFINED 9        500         0         0
BARNES & NOBLES INC                COMMON SHS      067774109       295       7600 SH       DEFINED 9       7600         0         0
BARR PHARMACEUTICALS INC           COMMON SHS      068306109        11        225 SH       DEFINED 9        225         0         0
BARR PHARMACEUTICALS INC           COMMON SHS      068306109       651      13350 SH       DEFINED A      13350         0         0
BARRICK GOLD CORP                  COMMON SHS      067901108    438614   14473909 SH       DEFINED 1   14454249         0     19660
BARRICK GOLD CORP                  ORDINARY SHS    067901108     74297    2428004 SH       DEFINED 2    2343524         0     84480
BARRICK GOLD CORP                  COMMON SHS      067901108     42196    1685800 SH       DEFINED 5    1685800         0         0
BARRICK GOLD CORP                  ORDINARY SHS    067901108     21621     706564 SH       DEFINED 8     705249         0      1315
BARRICK GOLD CORP                  COMMON SHS      067901108       186       7450 SH       DEFINED 9       7450         0         0
BARRICK GOLD CORP                  COMMON SHS      067901108    166908    6668300 SH       DEFINED A    6668300         0         0
BASF AG                            AMER DEP RECPT  055262505      6493      98380 SH       DEFINED 2      98380         0         0
BASF AG                            AMER DEP RECPT  055262505     25555     387195 SH       DEFINED 6     387195         0         0
BASF AG                            AMER DEP RECPT  055262505      1873      28380 SH       DEFINED 9      28380         0         0
BASSETT FURNITURE INDUSTRIES INC   COMMON SHS      070203104      8400     445400 SH       DEFINED 4     444000         0      1400
BASSETT FURNITURE INDUSTRIES INC   COMMON SHS      070203104        38       2000 SH       DEFINED 9       2000         0         0
BAUSCH & LOMB INC                  COMMON SHS      071707103       620       7475 SH       DEFINED 9       7475         0         0
BAXTER INTERNATIONAL INC           COMMON SHS      071813109     14840     400000 SH       DEFINED 7     400000         0         0
BAXTER INTERNATIONAL INC           COMMON SHS      071813109        59       1600 SH       DEFINED 8       1600         0         0
BAXTER INTERNATIONAL INC           COMMON SHS      071813109      1864      50253 SH       DEFINED 9      50253         0         0
BAXTER INTERNATIONAL INC           COMMON SHS      071813109      2111      56900 SH       DEFINED A      49500         0      7400
BAXTER INTERNATIONAL INC           CONVERT PREF    071813406       842      15235 SH       DEFINED 9      15235         0         0
BAYER AG                           AMER DEP RECPT  072730302      2884      86644 SH       DEFINED 2      85050         0      1594
BAYER AG                           AMER DEP RECPT  072730302        17        500 SH       DEFINED 9        500         0         0
BCE INC                            ORDINARY SHS    05534B109     70976    2469895 SH       DEFINED      1385185         0   1084710
BCE INC                            ORDINARY SHS    05534B109    849206   29282949 SH       DEFINED 1   29278765         0      4184
BCE INC                            ORDINARY SHS    05534B109    340065   11775173 SH       DEFINED 2   11247180         0    527993
BCE INC                            ORDINARY SHS    05534B109     35087    1209900 SH       DEFINED 5    1209900         0         0
BCE INC                            COMMON SHS      05534B109     21404     903889 SH       DEFINED 6     903889         0         0
BCE INC                            ORDINARY SHS    05534B109     59995    2068790 SH       DEFINED 8    1698616         0    370174
BCE INC                            COMMON SHS      05534B109      3082     118990 SH       DEFINED 9     118990         0         0
BCE INC                            ORDINARY SHS    05534B109       634      21860 SH       DEFINED A      21860         0         0
BEA SYSTEMS INC                    COMMON SHS      073325102       433      49260 SH       DEFINED 1       9720         0     39540
BEA SYSTEMS INC                    COMMON SHS      073325102      3694     420700 SH       DEFINED 2     420700         0         0
BEA SYSTEMS INC                    COMMON SHS      073325102       463      52700 SH       DEFINED 9      52700         0         0
BEA SYSTEMS INC                    COMMON SHS      073325102      2950     335960 SH       DEFINED A     335960         0         0
BEAR STEARNS & CO INC              COMMON SHS      073902108    128886    1240002 SH       DEFINED 5    1240002         0         0
BEAR STEARNS & CO INC              COMMON SHS      073902108       344       3307 SH       DEFINED 9       3307         0         0
BEARINGPOINT INC                   COMMON SHS      074002106     14129    1927539 SH       DEFINED       699839         0   1227700
BEARINGPOINT INC                   COMMON SHS      074002106        75      10277 SH       DEFINED 1      10277         0         0
BEARINGPOINT INC                   COMMON SHS      074002106      7742    1056250 SH       DEFINED 2    1056250         0         0
BEARINGPOINT INC                   COMMON SHS      074002106      2785     379993 SH       DEFINED 6     379993         0         0
BEARINGPOINT INC                   COMMON SHS      074002106     24882    3394520 SH       DEFINED 8    3394520         0         0
BEARINGPOINT INC                   COMMON SHS      074002106     28870    3938600 SH       DEFINED A    3938600         0         0
BECKMAN COULTER INC                COMMON SHS      075811109       426       6700 SH       DEFINED 9       6700         0         0
BECKMAN COULTER INC                COMMON SHS      075811109     30437     478789 SH       DEFINED A     475289         0      3500
BECTON DICKINSON & CO              COMMON SHS      075887109     70876    1350800 SH       DEFINED 4    1350800         0         0
BECTON DICKINSON & CO              COMMON SHS      075887109        68       1300 SH       DEFINED 6       1300         0         0
BECTON DICKINSON & CO              COMMON SHS      075887109      1817      34629 SH       DEFINED 9      34629         0         0
BED BATH & BEYOND INC              COMMON SHS      075896100      4977     119127 SH       DEFINED 9     119127         0         0
BED BATH & BEYOND INC              COMMON SHS      075896100         1         21 SH       DEFINED A         21         0         0
BEI TECHNOLOGIES INC               COMMON SHS      05538P104      9253     346800 SH       DEFINED 9     346800         0         0
BEI TECHNOLOGIES INC               COMMON SHS      05538P104       341      12788 SH       DEFINED A      12788         0         0
BELLSOUTH CORP                     COMMON SHS      079860102        10        390 SH       DEFINED 2        390         0         0
BELLSOUTH CORP                     COMMON SHS      079860102      4931     185592 SH       DEFINED 6     185592         0         0
BELLSOUTH CORP                     COMMON SHS      079860102     20925     787552 SH       DEFINED 9     787552         0         0
BELLSOUTH CORP                     COMMON SHS      079860102    564705   21253472 SH       DEFINED A   21085772         0    167700
BEMIS COMPANY INC                  COMMON SHS      081437105     38504    1450800 SH       DEFINED 4    1450800         0         0
BEMIS COMPANY INC                  COMMON SHS      081437105     10415     392435 SH       DEFINED 9     392435         0         0
BERKLEY W R CORP                   COMMON SHS      084423102       972      27241 SH       DEFINED 9      27241         0         0
BERKSHIRE HATHAWAY INC             COMMON SHS      084670108    357881       4286 SH       DEFINED 5       4286         0         0
BERKSHIRE HATHAWAY INC             COMMON SHS      084670108      3424         41 SH       DEFINED 9         41         0         0
BERKSHIRE HATHAWAY INC             COMMON SHS      084670108     33901        406 SH       DEFINED A        406         0         0
BERKSHIRE HATHAWAY INC             COMMON SHS      084670207       507        182 SH       DEFINED          182         0         0
BERKSHIRE HATHAWAY INC             COMMON SHS      084670207   1032356     370884 SH       DEFINED 5     370884         0         0
BERKSHIRE HATHAWAY INC             COMMON SHS      084670207        33         12 SH       DEFINED 6         12         0         0
BERKSHIRE HATHAWAY INC             COMMON SHS      084670207     19997       7184 SH       DEFINED 9       7184         0         0
BERKSHIRE HATHAWAY INC             COMMON SHS      084670207     18942       6805 SH       DEFINED A       3610         0      3195
BEST BUY COMPANY INC               COMMON SHS      086516101     24055     350908 SH       DEFINED 9     350908         0         0
BEST BUY COMPANY INC               COMMON SHS      086516101     14258     207987 SH       DEFINED A     207987         0         0
BEST BUY COMPANY INC               CONVERTIBLE BD  086516AF8        11      10000 PRN      DEFINED 9      10000         0         0
BEST BUY COMPANY INC               CONVERTIBLE BD  086516AF8     11200   10000000 PRN      DEFINED A   10000000         0         0
BEVERLY ENTERPRISES INC            COMMON SHS      087851309     44703    3508900 SH       DEFINED 5    3508900         0         0
BEVERLY HILLS BANCORP INC          COMMON SHS      087866109      7665     700000 SH       DEFINED 4     700000         0         0
BG GROUP PLC                       AMER DEP RECPT  055434203      5990     144000 SH       DEFINED 9     144000         0         0
BHP BILLITON LTD                   AMER DEP RECPT  088606108     14345     525475 SH       DEFINED 6     525475         0         0
BHP BILLITON LTD                   AMER DEP RECPT  088606108      3737     136890 SH       DEFINED 9     136890         0         0
BIG 5 SPORTING GOODS CORP          COMMON SHS      08915P101      7628     268783 SH       DEFINED 6     268783         0         0
BIG 5 SPORTING GOODS CORP          COMMON SHS      08915P101     11419     402363 SH       DEFINED A     402363         0         0
BIG LOTS INC                       COMMON SHS      089302103     29790    2250000 SH       DEFINED 4    2250000         0         0
BILL BARRETT CORP                  COMMON SHS      06846N104     16130     545300 SH       DEFINED A     545300         0         0
BIMINI MORTGAGE MANAGEMENT INC     REAL EST INV TR 09031E400     13018     923267 SH       DEFINED 5     923267         0         0
BIOGEN IDEC INC                    COMMON SHS      09062X103        10        280 SH       DEFINED 2        280         0         0
BIOGEN IDEC INC                    COMMON SHS      09062X103        69       2000 SH       DEFINED 6       2000         0         0
BIOGEN IDEC INC                    COMMON SHS      09062X103     13780     400000 SH       DEFINED 7     400000         0         0
BIOGEN IDEC INC                    COMMON SHS      09062X103      2702      78421 SH       DEFINED 9      78421         0         0
BIOGEN IDEC INC                    COMMON SHS      09062X103     55072    1598598 SH       DEFINED A    1493298         0    105300
BIOGEN IDEC INC                    CONVERT ZERO CP 449370AC9    489125    3500000 PRN      DEFINED A    3500000         0         0
BIOMED REALTY TRUST INC            REAL EST INV TR 09063H107     37027    1552500 SH       DEFINED A    1552500         0         0
BIOMET INC                         COMMON SHS      090613100      2633      76000 SH       DEFINED 9      76000         0         0
BIOMET INC                         COMMON SHS      090613100     15679     452624 SH       DEFINED A     452624         0         0
BIOVAIL CORP                       COMMON SHS      09067J109       355      22900 SH       DEFINED 9      22900         0         0
BISYS GROUP INC                    COMMON SHS      055472104       497      33270 SH       DEFINED 9      33270         0         0
BISYS GROUP INC                    CONVERTIBLE BD  055472AB0        69      70000 PRN      DEFINED 9      70000         0         0
BJ SERVICES CO                     COMMON SHS      055482103       157       3000 SH       DEFINED         3000         0         0
BJ SERVICES CO                     COMMON SHS      055482103     37156     708001 SH       DEFINED 9     708001         0         0
BJ SERVICES CO                     COMMON SHS      055482103      1837      35000 SH       DEFINED A      35000         0         0
BJ'S RESTAURANT INC                COMMON SHS      09180C106     14734     724400 SH       DEFINED A     724400         0         0
BLACK & DECKER CORP                COMMON SHS      091797100      4318      48053 SH       DEFINED 9      48053         0         0
BLACKROCK INC                      COMMON SHS      09247X101       150       1860 SH       DEFINED         1860         0         0
BLACKROCK INC                      COMMON SHS      09247X101        62        768 SH       DEFINED 6        768         0         0
BLACKROCK INC                      COMMON SHS      09247X101     61657     766397 SH       DEFINED A     766397         0         0
BLACKROCK NEW YORK INSURED MUNICIP CLOSE END MUT F 09249U105       566      36750 SH       DEFINED 9      36750         0         0
BMC SOFTWARE INC                   COMMON SHS      055921100     67208    3744177 SH       DEFINED      2162288         0   1581889
BMC SOFTWARE INC                   COMMON SHS      055921100    234978   13090711 SH       DEFINED 1   13058441         0     32270
BMC SOFTWARE INC                   COMMON SHS      055921100     17252     961100 SH       DEFINED 2     961100         0         0
BMC SOFTWARE INC                   COMMON SHS      055921100      4508     251118 SH       DEFINED 6     251118         0         0
BMC SOFTWARE INC                   COMMON SHS      055921100     14509     808300 SH       DEFINED 8     808300         0         0
BMC SOFTWARE INC                   COMMON SHS      055921100       216      12050 SH       DEFINED 9      12050         0         0
BMC SOFTWARE INC                   COMMON SHS      055921100      3271     182222 SH       DEFINED A     182222         0         0
BNP RESIDENTIAL PPTYS INC          REAL EST INV TR 05564T103       546      34130 SH       DEFINED 9      34130         0         0
BOEING CO                          COMMON SHS      097023105      2708      41023 SH       DEFINED        41023         0         0
BOEING CO                          COMMON SHS      097023105    154831    2345925 SH       DEFINED 1    2345925         0         0
BOEING CO                          COMMON SHS      097023105      5029      76200 SH       DEFINED 2      76200         0         0
BOEING CO                          COMMON SHS      097023105     66000    1000000 SH       DEFINED 7    1000000         0         0
BOEING CO                          COMMON SHS      097023105        71       1075 SH       DEFINED 8       1075         0         0
BOEING CO                          COMMON SHS      097023105      2788      42235 SH       DEFINED 9      42235         0         0
BOEING CO                          COMMON SHS      097023105      2327      35256 SH       DEFINED A      35256         0         0
BOIS D ARC ENERGY INC              COMMON SHS      09738U103        74       5000 SH       DEFINED 9       5000         0         0
BOIS D ARC ENERGY INC              COMMON SHS      09738U103      1158      78500 SH       DEFINED A      78500         0         0
BORG WARNER INC                    COMMON SHS      099724106     11730     218556 SH       DEFINED        29936         0    188620
BORG WARNER INC                    COMMON SHS      099724106        52        973 SH       DEFINED 6        973         0         0
BORG WARNER INC                    COMMON SHS      099724106      2736      50970 SH       DEFINED 9      50970         0         0
BORG WARNER INC                    COMMON SHS      099724106     94255    1756200 SH       DEFINED A    1756200         0         0
BOSTON PRIVATE FINANCIAL HOLDINGS  COMMON SHS      101119105      8930     354360 SH       DEFINED A     354360         0         0
BOSTON PROPERTIES INC              REAL EST INV TR 101121101      1354      19340 SH       DEFINED 9      19340         0         0
BOSTON PROPERTIES INC              REAL EST INV TR 101121101        98       1400 SH       DEFINED A       1400         0         0
BOSTON SCIENTIFIC CORP             COMMON SHS      101137107      7471     276700 SH       DEFINED       276700         0         0
BOSTON SCIENTIFIC CORP             COMMON SHS      101137107      1883      69730 SH       DEFINED 2      69730         0         0
BOSTON SCIENTIFIC CORP             COMMON SHS      101137107      6883     254935 SH       DEFINED 9     254935         0         0
BOSTON SCIENTIFIC CORP             COMMON SHS      101137107     94031    3482646 SH       DEFINED A    2814946         0    667700
BOWATER INC                        COMMON SHS      102183100     14865     459220 SH       DEFINED        62000         0    397220
BOWATER INC                        COMMON SHS      102183100    172607    5332325 SH       DEFINED 1    5332325         0         0
BOWATER INC                        COMMON SHS      102183100      7554     233364 SH       DEFINED 8     233364         0         0
BP PLC                             AMER DEP RECPT  055622104       319       5110 SH       DEFINED 1       5110         0         0
BP PLC                             AMER DEP RECPT  055622104     19479     312260 SH       DEFINED 2     263710         0     48550
BP PLC                             AMER DEP RECPT  055622104      6687     107200 SH       DEFINED 4     107200         0         0
BP PLC                             AMER DEP RECPT  055622104     29038     465500 SH       DEFINED 5     465500         0         0
BP PLC                             AMER DEP RECPT  055622104     33342     534505 SH       DEFINED 6     534505         0         0
BP PLC                             AMER DEP RECPT  055622104     18415     295200 SH       DEFINED 7     295200         0         0
BP PLC                             AMER DEP RECPT  055622104      7346     117758 SH       DEFINED 8     117758         0         0
BP PLC                             AMER DEP RECPT  055622104    110445    1770521 SH       DEFINED 9    1770521         0         0
BP PLC                             AMER DEP RECPT  055622104    272962    4375800 SH       DEFINED A    4375800         0         0
BP PRUDHOE BAY ROYALTY TR          COMMON SHS      055630107      5878      82125 SH       DEFINED 9      82125         0         0
BRADY CORP                         COMMON SHS      104674106     34909    1126100 SH       DEFINED 4    1126100         0         0
BRADY CORP                         COMMON SHS      104674106        31       1000 SH       DEFINED 6       1000         0         0
BRANDYWINE REALTY TRUST            REAL EST INV TR 105368203       174       5665 SH       DEFINED 6       5665         0         0
BRANDYWINE REALTY TRUST            REAL EST INV TR 105368203        31       1000 SH       DEFINED 9       1000         0         0
BRANDYWINE REALTY TRUST            REAL EST INV TR 105368203     22831     744900 SH       DEFINED A     744900         0         0
BRASCAN CORP                       ORDINARY SHS    10549P606    388900    8309838 SH       DEFINED 5    8309838         0         0
BRASCAN CORP                       COMMON SHS      10549P606       108       2830 SH       DEFINED 6       2830         0         0
BRASCAN CORP                       ORDINARY SHS    10549P606    167138    3571328 SH       DEFINED 8    3191983         0    379345
BRASCAN CORP                       COMMON SHS      10549P606     32617     845500 SH       DEFINED A     845500         0         0
BRE PROPERTIES INC                 REAL EST INV TR 05564E106       732      17482 SH       DEFINED 9      17482         0         0
BRIGGS & STRATTON CORP             COMMON SHS      109043109     28703     829100 SH       DEFINED 4     824900         0      4200
BRIGGS & STRATTON CORP             COMMON SHS      109043109       305       8800 SH       DEFINED A       8800         0         0
BRIGHAM EXPLORATION CO             COMMON SHS      109178103      5989     656000 SH       DEFINED 9     656000         0         0
BRIGHAM EXPLORATION CO             COMMON SHS      109178103        31       3400 SH       DEFINED A       3400         0         0
BRIGHTPOINT INC                    COMMON SHS      109473405      6724     303000 SH       DEFINED 9     303000         0         0
BRIGHTPOINT INC                    COMMON SHS      109473405      2483     111900 SH       DEFINED A     111900         0         0
BRINKS COMPANY                     COMMON SHS      109696104       149       4150 SH       DEFINED 9       4150         0         0
BRINKS COMPANY                     COMMON SHS      109696104      9767     271300 SH       DEFINED A     271300         0         0
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108     80755    3232794 SH       DEFINED      2037637         0   1195157
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108    586173   23465710 SH       DEFINED 1   23438260         0     27450
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108     18558     742918 SH       DEFINED 2     742918         0         0
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108      6322     253074 SH       DEFINED 6     253074         0         0
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108      7494     300000 SH       DEFINED 7     300000         0         0
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108     15368     615194 SH       DEFINED 8     615194         0         0
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108     24566     983417 SH       DEFINED 9     983417         0         0
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108    491928   19692868 SH       DEFINED A   19692868         0         0
BRITISH AIRWAYS PLC                AMER DEP RECPT  110419306       385       8225 SH       DEFINED 2       8225         0         0
BRITISH AIRWAYS PLC                AMER DEP RECPT  110419306       276       5900 SH       DEFINED 6       5900         0         0
BRITISH AIRWAYS PLC                AMER DEP RECPT  110419306     23400     500000 SH       DEFINED 7     500000         0         0
BRITISH AIRWAYS PLC                AMER DEP RECPT  110419306        94       2000 SH       DEFINED 9       2000         0         0
BRITISH AMERICAN TOBACCO PLC       AMER DEP RECPT  110448107      4889     125950 SH       DEFINED 5     125950         0         0
BRITISH SKY BROADCASTING GROUP PLC AMER DEP RECPT  111013108     15700     418231 SH       DEFINED 6     418231         0         0
BROCADE COMMUNICATIONS SYSTEMS INC CONVERTIBLE BD  111621AB4        14      14000 PRN      DEFINED 9      14000         0         0
BROOKFIELD PROPERTIES CORP         COMMON SHS      112900105        90       3117 SH       DEFINED 6       3117         0         0
BROOKFIELD PROPERTIES CORP         COMMON SHS      112900105     23820     827100 SH       DEFINED A     827100         0         0
BROWN & BROWN INC                  COMMON SHS      115236101       289       6420 SH       DEFINED         6420         0         0
BROWN & BROWN INC                  COMMON SHS      115236101        21        460 SH       DEFINED 2        460         0         0
BROWN & BROWN INC                  COMMON SHS      115236101        60       1336 SH       DEFINED 6       1336         0         0
BROWN & BROWN INC                  COMMON SHS      115236101        63       1400 SH       DEFINED 9       1400         0         0
BROWN & BROWN INC                  COMMON SHS      115236101     96887    2155920 SH       DEFINED A    1970420         0    185500
BROWN SHOE CO INC                  COMMON SHS      115736100     35274     901000 SH       DEFINED 4     897000         0      4000
BROWN-FORMAN CORP                  COMMON SHS      115637100     42990     671720 SH       DEFINED 5     671720         0         0
BROWN-FORMAN CORP                  COMMON SHS      115637209     93526    1546904 SH       DEFINED 5    1546904         0         0
BUCKEYE PARTNERS LP                LTD PARTNERSHIP 118230101       288       6260 SH       DEFINED 9       6260         0         0
BUNGE LTD                          CONVERTIBLE BD  120568AE0     15840    8000000 PRN      DEFINED A    8000000         0         0
BUNGE LTD                          COMMON SHS      G16962105       612       9650 SH       DEFINED         9650         0         0
BUNGE LTD                          COMMON SHS      G16962105    140285    2212700 SH       DEFINED 4    2210000         0      2700
BUNGE LTD                          COMMON SHS      G16962105        81       1272 SH       DEFINED 6       1272         0         0
BUNGE LTD                          COMMON SHS      G16962105     34358     541927 SH       DEFINED 9     541927         0         0
BUNGE LTD                          COMMON SHS      G16962105    247220    3899374 SH       DEFINED A    3899374         0         0
BURLINGTON NORTHERN SANTA FE CORP  COMMON SHS      12189T104     30762     653400 SH       DEFINED 4     653400         0         0
BURLINGTON NORTHERN SANTA FE CORP  COMMON SHS      12189T104     29099     618073 SH       DEFINED 9     618073         0         0
BURLINGTON NORTHERN SANTA FE CORP  COMMON SHS      12189T104         5         99 SH       DEFINED A         99         0         0
BURLINGTON RESOURCES INC           COMMON SHS      122014103     29124     527220 SH       DEFINED 9     527220         0         0
BURLINGTON RESOURCES INC           COMMON SHS      122014103      2817      51000 SH       DEFINED A      51000         0         0
C H ROBINSON WORLDWIDE INC         COMMON SHS      12541W100       324       5570 SH       DEFINED         5570         0         0
C H ROBINSON WORLDWIDE INC         COMMON SHS      12541W100     43130     741060 SH       DEFINED A     741060         0         0
C R BARD INC                       COMMON SHS      067383109        65        976 SH       DEFINED 6        976         0         0
C R BARD INC                       COMMON SHS      067383109      1158      17410 SH       DEFINED 9      17410         0         0
C R BARD INC                       COMMON SHS      067383109     76520    1150510 SH       DEFINED A    1150510         0         0
CABELA'S INC                       COMMON SHS      126804301       551      25800 SH       DEFINED 9      25800         0         0
CABOT CORP                         COMMON SHS      127055101        11        320 SH       DEFINED 2        320         0         0
CABOT CORP                         COMMON SHS      127055101     26661     807900 SH       DEFINED 4     803800         0      4100
CABOT CORP                         COMMON SHS      127055101     31355     950160 SH       DEFINED 6     950160         0         0
CABOT CORP                         COMMON SHS      127055101       553      16750 SH       DEFINED 9      16750         0         0
CABOT CORP                         COMMON SHS      127055101    189228    5734167 SH       DEFINED A    5716267         0     17900
CABOT MICROELECTRONICS CORP        COMMON SHS      12709P103     21801     752018 SH       DEFINED A     752018         0         0
CACI INTERNATIONAL INC             COMMON SHS      127190304      3404      53900 SH       DEFINED 9      53900         0         0
CACI INTERNATIONAL INC             COMMON SHS      127190304        32        500 SH       DEFINED A        500         0         0
CADBURY SCHWEPPES PLC              AMER DEP RECPT  127209302        73       1900 SH       DEFINED 2       1900         0         0
CADBURY SCHWEPPES PLC              AMER DEP RECPT  127209302     21067     549627 SH       DEFINED 6     549627         0         0
CADBURY SCHWEPPES PLC              AMER DEP RECPT  127209302      2683      70000 SH       DEFINED 8      70000         0         0
CADBURY SCHWEPPES PLC              AMER DEP RECPT  127209302       273       7120 SH       DEFINED 9       7120         0         0
CADENCE DESIGN SYS INC             COMMON SHS      127387108     27188    1990328 SH       DEFINED       657513         0   1332815
CADENCE DESIGN SYS INC             COMMON SHS      127387108    328586   24054648 SH       DEFINED 1   24027298         0     27350
CADENCE DESIGN SYS INC             COMMON SHS      127387108      6928     507200 SH       DEFINED 2     507200         0         0
CADENCE DESIGN SYS INC             COMMON SHS      127387108      4014     293871 SH       DEFINED 6     293871         0         0
CADENCE DESIGN SYS INC             COMMON SHS      127387108      3700     270880 SH       DEFINED 8     270880         0         0
CADENCE DESIGN SYS INC             COMMON SHS      127387108        52       3800 SH       DEFINED 9       3800         0         0
CADENCE DESIGN SYS INC             COMMON SHS      127387108      2025     148260 SH       DEFINED A     148260         0         0
CAE INC                            ORDINARY SHS    124765108      6993    1064400 SH       DEFINED      1064400         0         0
CAE INC                            ORDINARY SHS    124765108       725     110287 SH       DEFINED 1      18440         0     91847
CAE INC                            ORDINARY SHS    124765108     46867    7133556 SH       DEFINED 2    6941166         0    192390
CAE INC                            ORDINARY SHS    124765108     39183    5963984 SH       DEFINED 6    5963984         0         0
CAE INC                            ORDINARY SHS    124765108     60537    9214128 SH       DEFINED 8    9214128         0         0
CAE INC                            ORDINARY SHS    124765108      4181     636438 SH       DEFINED A     636438         0         0
CAL DIVE INTERNATIONAL INC         COMMON SHS      127914109     28966     553104 SH       DEFINED 6     553104         0         0
CAL DIVE INTERNATIONAL INC         COMMON SHS      127914109       576      11000 SH       DEFINED 9      11000         0         0
CAL DIVE INTERNATIONAL INC         COMMON SHS      127914109     70381    1343918 SH       DEFINED A    1343918         0         0
CALAMOS ASSET MANAGEMENT INC       COMMON SHS      12811R104        41       1500 SH       DEFINED 9       1500         0         0
CALAMOS ASSET MANAGEMENT INC       COMMON SHS      12811R104     15889     583314 SH       DEFINED A     583314         0         0
CALIFORNIA PIZZA KITCHEN INC       COMMON SHS      13054D109     11340     415849 SH       DEFINED 6     415849         0         0
CALIFORNIA WATER SERVICE GROUP     COMMON SHS      130788102       214       5700 SH       DEFINED 9       5700         0         0
CALPINE CORP                       COMMON SHS      131347106       811     238500 SH       DEFINED 9     238500         0         0
CALPINE CORP                       CONVERTIBLE BD  131347BJ4    113972  158295000 PRN      DEFINED A  158295000         0         0
CAMBIOR INC                        ORDINARY SHS    13201L103      5602    2130000 SH       DEFINED A    2130000         0         0
CAMPBELL SOUP CO                   COMMON SHS      134429109      1060      34447 SH       DEFINED 9      34447         0         0
CANADIAN IMPERIAL BANK OF COMMERCE ORDINARY SHS    136069101    233147    3076230 SH       DEFINED 8    2910312         0    165918
CANADIAN IMPERIAL BANK OF COMMERCE COMMON SHS      136069101       249       4025 SH       DEFINED 9       4025         0         0
CANADIAN NATIONAL RAILWAY CO       ORDINARY SHS    136375102    233090    3297827 SH       DEFINED 8    3116955         0    180872
CANADIAN NATIONAL RAILWAY CO       COMMON SHS      136375102      6174     107099 SH       DEFINED 9     107099         0         0
CANADIAN NATURAL RESOURCES LTD     ORDINARY SHS    136385101    218898    4930128 SH       DEFINED 8    4687686         0    242442
CANADIAN NATURAL RESOURCES LTD     COMMON SHS      136385101       124       3400 SH       DEFINED 9       3400         0         0
CANADIAN NATURAL RESOURCES LTD     COMMON SHS      136385101       233       6400 SH       DEFINED A          0         0      6400
CANADIAN PACIFIC RAILWAY LTD       ORDINARY SHS    13645T100      9996     235814 SH       DEFINED 8     235594         0       220
CANADIAN PACIFIC RAILWAY LTD       COMMON SHS      13645T100       151       4362 SH       DEFINED 9       4362         0         0
CANON INC                          AMER DEP RECPT  138006309      5703     108368 SH       DEFINED 8     108258         0       110
CANON INC                          AMER DEP RECPT  138006309     13256     251870 SH       DEFINED 9     251870         0         0
CAPITAL AUTOMOTIVE                 REAL EST INV TR 139733109       157       4104 SH       DEFINED 6       4104         0         0
CAPITAL AUTOMOTIVE                 REAL EST INV TR 139733109     53972    1414000 SH       DEFINED A    1414000         0         0
CAPITAL ONE FINANCIAL CORP         COMMON SHS      14040H105      2542      31773 SH       DEFINED 9      31773         0         0
CAPITAL ONE FINANCIAL CORP         COMMON SHS      14040H105      2413      30164 SH       DEFINED A      30164         0         0
CAPITAL TRUST- CL A- REIT          REAL EST INV TR 14052H506       217       6510 SH       DEFINED 6       6510         0         0
CAPITAL TRUST- CL A- REIT          REAL EST INV TR 14052H506     20978     627900 SH       DEFINED A     627900         0         0
CAPITALSOURCE INC                  COMMON SHS      14055X102        23       1180 SH       DEFINED 2       1180         0         0
CAPITALSOURCE INC                  COMMON SHS      14055X102        64       3265 SH       DEFINED 6       3265         0         0
CAPITALSOURCE INC                  COMMON SHS      14055X102    147870    7532858 SH       DEFINED A    7032068         0    500790
CAPITALSOURCE INC                  CONVERTIBLE BD  14055XAD4      5460    6000000 PRN      DEFINED A    6000000         0         0
CARDINAL HEALTH INC                COMMON SHS      14149Y108        10        180 SH       DEFINED 2        180         0         0
CARDINAL HEALTH INC                COMMON SHS      14149Y108     17274     300000 SH       DEFINED 7     300000         0         0
CARDINAL HEALTH INC                COMMON SHS      14149Y108      1931      33544 SH       DEFINED 9      33544         0         0
CARDINAL HEALTH INC                COMMON SHS      14149Y108     12576     218408 SH       DEFINED A     130708         0     87700
CAREER EDUCATION CORP              COMMON SHS      141665109       368      10051 SH       DEFINED 9      10051         0         0
CAREMARK RX INC                    COMMON SHS      141705103       519      11660 SH       DEFINED        11660         0         0
CAREMARK RX INC                    COMMON SHS      141705103      3367      75625 SH       DEFINED 7      75625         0         0
CAREMARK RX INC                    COMMON SHS      141705103         3         65 SH       DEFINED 8          0         0        65
CAREMARK RX INC                    COMMON SHS      141705103       103       2303 SH       DEFINED 9       2303         0         0
CAREMARK RX INC                    COMMON SHS      141705103     51107    1147949 SH       DEFINED A    1138349         0      9600
CARLISLE COMPANIES INC             COMMON SHS      142339100    168521    2455500 SH       DEFINED 4    2455000         0       500
CARNIVAL CORP                      COMMON SHS      143658300       314       5760 SH       DEFINED         5760         0         0
CARNIVAL CORP                      COMMON SHS      143658300     27275     500000 SH       DEFINED 7     500000         0         0
CARNIVAL CORP                      COMMON SHS      143658300     21640     396697 SH       DEFINED 9     396697         0         0
CARNIVAL CORP                      COMMON SHS      143658300     14159     259552 SH       DEFINED A     259552         0         0
CARNIVAL CORP                      CONVERTIBLE BD  143658AN2     12769    9000000 PRN      DEFINED A    9000000         0         0
CASEYS GENERAL STORES INC          COMMON SHS      147528103     16609     838005 SH       DEFINED 4     833505         0      4500
CATAPULT COMMUNICATIONS CORP       COMMON SHS      149016107      7857     460545 SH       DEFINED A     460545         0         0
CATELLUS DEVELOPMENT CORP          REAL EST INV TR 149113102       171       5214 SH       DEFINED 6       5214         0         0
CATELLUS DEVELOPMENT CORP          REAL EST INV TR 149113102         5        151 SH       DEFINED 9        151         0         0
CATELLUS DEVELOPMENT CORP          REAL EST INV TR 149113102     56068    1709399 SH       DEFINED A    1709399         0         0
CATERPILLAR INC                    COMMON SHS      149123101         3         30 SH       DEFINED 8         15         0        15
CATERPILLAR INC                    COMMON SHS      149123101      4643      48719 SH       DEFINED 9      48719         0         0
CATO CORP                          COMMON SHS      149205106      9293     450000 SH       DEFINED 4     450000         0         0
CAVALIER HOMES INC                 COMMON SHS      149507105      3479     700000 SH       DEFINED 4     700000         0         0
CB RICHARD ELLIS GROUP INC         COMMON SHS      12497T101       232       5300 SH       DEFINED 9       5300         0         0
CBL & ASSOCIATES PROPERTIES INC    REAL EST INV TR 124830100      4307     100000 SH       DEFINED A     100000         0         0
CDI CORP                           COMMON SHS      125071100     29500    1345800 SH       DEFINED A    1345800         0         0
CDW CORP                           COMMON SHS      12512N105       692      12120 SH       DEFINED 9      12120         0         0
CEDAR FAIR LP                      LTD PARTNERSHIP 150185106       418      12975 SH       DEFINED 9      12975         0         0
CEDAR SHOPPING CENTERS INC         REAL EST INV TR 150602209       267      18100 SH       DEFINED 9      18100         0         0
CELANESE CORP                      CONVERT PREF    150870202      9141     375000 SH       DEFINED A     375000         0         0
CELESTICA INC                      ORDINARY SHS    15101Q108     11323     777418 SH       DEFINED       614137         0    163281
CELESTICA INC                      COMMON SHS      15101Q108      5406     403440 SH       DEFINED 1     403440         0         0
CELESTICA INC                      ORDINARY SHS    15101Q108     23868    1534610 SH       DEFINED 2    1534610         0         0
CELESTICA INC                      COMMON SHS      15101Q108      9606     716853 SH       DEFINED 6     716853         0         0
CELESTICA INC                      ORDINARY SHS    15101Q108     19771    1205575 SH       DEFINED 8    1205500         0        75
CELESTICA INC                      ORDINARY SHS    15101Q108       265      16180 SH       DEFINED 9      16180         0         0
CELGENE CORP                       COMMON SHS      151020104       636      15603 SH       DEFINED 6      15603         0         0
CELGENE CORP                       COMMON SHS      151020104      7008     171884 SH       DEFINED 9     171884         0         0
CELGENE CORP                       COMMON SHS      151020104     78510    1925680 SH       DEFINED A    1921480         0      4200
CELGENE CORP                       CONVERTIBLE BD  151020AC8     10583    6000000 PRN      DEFINED A    6000000         0         0
CELL GENESYS INC                   COMMON SHS      150921104      4564     853100 SH       DEFINED 9     853100         0         0
CELL GENESYS INC                   COMMON SHS      150921104        50       9300 SH       DEFINED A       9300         0         0
CEMEX SA                           AMER DEP RECPT  151290889    212667    5013376 SH       DEFINED 1    5012609         0       767
CEMEX SA                           AMER DEP RECPT  151290889     16649     392484 SH       DEFINED 2     392484         0         0
CEMEX SA                           AMER DEP RECPT  151290889     16299     384226 SH       DEFINED 6     384226         0         0
CEMEX SA                           AMER DEP RECPT  151290889      1612      38000 SH       DEFINED 9      38000         0         0
CEMEX SA                           AMER DEP RECPT  151290889         7        170 SH       DEFINED A        170         0         0
CENTENE CORP                       COMMON SHS      15135B101     31605     941200 SH       DEFINED A     937700         0      3500
CENTERPOINT ENERGY INC             COMMON SHS      15189T107     94831    7178732 SH       DEFINED A    7178732         0         0
CENTERPOINT ENERGY INC             CONVERTIBLE BD  15189TAC1     12038   10000000 PRN      DEFINED A   10000000         0         0
CENTERPOINT PROPERTIES CORP        REAL EST INV TR 151895109     11737     277474 SH       DEFINED 9     277474         0         0
CENTERPOINT PROPERTIES CORP        CONVERT PREF    151895307      1140      11750 SH       DEFINED 9      11750         0         0
CENTRAL EUROPEAN MEDIA ENTERPRISES COMMON SHS      G20045202      3537      73100 SH       DEFINED A      73100         0         0
CENTRAL FUND CANADA- CLASS A       CLOSE END MUT F 153501101      7447    1405000 SH       DEFINED A    1405000         0         0
CENTRAL GARDEN & PET CO            COMMON SHS      153527106      3856      78500 SH       DEFINED 9      78500         0         0
CENTRAL GARDEN & PET CO            COMMON SHS      153527106        34        700 SH       DEFINED A        700         0         0
CENTRAL PARKING CORP               COMMON SHS      154785109      2565     186515 SH       DEFINED       186515         0         0
CENTRAL PARKING CORP               COMMON SHS      154785109     11212     815400 SH       DEFINED 2     815400         0         0
CENTRAL PARKING CORP               COMMON SHS      154785109       661      48073 SH       DEFINED 6      48073         0         0
CENTRAL PARKING CORP               COMMON SHS      154785109      6438     468200 SH       DEFINED 8     468200         0         0
CENTRAL VERMONT PUBLIC SERVICE COR COMMON SHS      155771108      1295      70000 SH       DEFINED 4      70000         0         0
CENTRAL VERMONT PUBLIC SERVICE COR COMMON SHS      155771108        56       3000 SH       DEFINED 9       3000         0         0
CENTRAL VERMONT PUBLIC SERVICE COR COMMON SHS      155771108      3130     169200 SH       DEFINED A     169200         0         0
CENTURYTEL INC                     COMMON SHS      156700106       853      24621 SH       DEFINED 9      24621         0         0
CEPHEID INC                        COMMON SHS      15670R107      3213     437700 SH       DEFINED 9     437700         0         0
CEPHEID INC                        COMMON SHS      15670R107        27       3700 SH       DEFINED A       3700         0         0
CERIDIAN CORP                      COMMON SHS      156779100     12620     647866 SH       DEFINED 1     647866         0         0
CERIDIAN CORP                      COMMON SHS      156779100      1246      63950 SH       DEFINED 6      63950         0         0
CERIDIAN CORP                      COMMON SHS      156779100       142       7300 SH       DEFINED 9       7300         0         0
CERTEGY INC                        COMMON SHS      156880106        11        300 SH       DEFINED 6        300         0         0
CERTEGY INC                        COMMON SHS      156880106      7644     200000 SH       DEFINED 7     200000         0         0
CERTEGY INC                        COMMON SHS      156880106       131       3440 SH       DEFINED 9       3440         0         0
CHAMPPS ENTERTAINMENT INC          COMMON SHS      158787101      6900     920000 SH       DEFINED 4     920000         0         0
CHARLES RIVER LABORATORIES INTL IN COMMON SHS      159864107        37        772 SH       DEFINED 6        772         0         0
CHARLES RIVER LABORATORIES INTL IN COMMON SHS      159864107       285       5900 SH       DEFINED 9       5900         0         0
CHARLES RIVER LABORATORIES INTL IN COMMON SHS      159864107     34114     707018 SH       DEFINED A     704818         0      2200
CHARLES SCHWAB CORP                COMMON SHS      808513105       832      73753 SH       DEFINED 9      73753         0         0
CHARMING SHOPPES INC               COMMON SHS      161133103     46650    5000000 SH       DEFINED 4    5000000         0         0
CHARMING SHOPPES INC               COMMON SHS      161133103         6        696 SH       DEFINED A        696         0         0
CHARTERMAC                         LTD PARTNERSHIP 160908109        22       1000 SH       DEFINED 9       1000         0         0
CHARTERMAC                         LTD PARTNERSHIP 160908109     28375    1292100 SH       DEFINED A    1292100         0         0
CHECK POINT SOFTWARE TECHNOLOGIES  ORDINARY SHS    M22465104     15059     760566 SH       DEFINED       645765         0    114801
CHECK POINT SOFTWARE TECHNOLOGIES  ORDINARY SHS    M22465104    267676   13518968 SH       DEFINED 1   13504858         0     14110
CHECK POINT SOFTWARE TECHNOLOGIES  ORDINARY SHS    M22465104    198390   10019686 SH       DEFINED 2    9588908         0    430778
CHECK POINT SOFTWARE TECHNOLOGIES  ORDINARY SHS    M22465104     18994     959276 SH       DEFINED 6     959276         0         0
CHECK POINT SOFTWARE TECHNOLOGIES  ORDINARY SHS    M22465104     26052    1315744 SH       DEFINED 8    1315744         0         0
CHECK POINT SOFTWARE TECHNOLOGIES  ORDINARY SHS    M22465104      1556      78565 SH       DEFINED 9      78565         0         0
CHECK POINT SOFTWARE TECHNOLOGIES  ORDINARY SHS    M22465104      1719      86822 SH       DEFINED A      86822         0         0
CHEMICAL FINL CORP                 COMMON SHS      163731102       221       6675 SH       DEFINED 4       6570         0       105
CHESAPEAKE ENERGY CORP             COMMON SHS      165167107     29893    1311100 SH       DEFINED      1311100         0         0
CHESAPEAKE ENERGY CORP             COMMON SHS      165167107        98       4304 SH       DEFINED 6       4304         0         0
CHESAPEAKE ENERGY CORP             COMMON SHS      165167107       571      25052 SH       DEFINED 9      25052         0         0
CHESAPEAKE ENERGY CORP             COMMON SHS      165167107    139426    6115179 SH       DEFINED A    6115179         0         0
CHESAPEAKE ENERGY CORP             CONVERT PREF    165167800       657       4500 SH       DEFINED 9       4500         0         0
CHEVRON CORPORATION                COMMON SHS      166764100     13828     247285 SH       DEFINED       247285         0         0
CHEVRON CORPORATION                COMMON SHS      166764100      9839     175943 SH       DEFINED 6     175943         0         0
CHEVRON CORPORATION                COMMON SHS      166764100     10447     186814 SH       DEFINED 8     104187         0     82627
CHEVRON CORPORATION                COMMON SHS      166764100     39625     708598 SH       DEFINED 9     708598         0         0
CHEVRON CORPORATION                COMMON SHS      166764100    488485    8735432 SH       DEFINED A    8735432         0         0
CHICAGO MERCANTILE EXCHANGE HOLDIN COMMON SHS      167760107        49        167 SH       DEFINED 6        167         0         0
CHICAGO MERCANTILE EXCHANGE HOLDIN COMMON SHS      167760107       148        500 SH       DEFINED 9        500         0         0
CHICAGO MERCANTILE EXCHANGE HOLDIN COMMON SHS      167760107     96321     325960 SH       DEFINED A     325960         0         0
CHICO'S FAS INC                    COMMON SHS      168615102       120       3500 SH       DEFINED         3500         0         0
CHICO'S FAS INC                    COMMON SHS      168615102        59       1733 SH       DEFINED 6       1733         0         0
CHICO'S FAS INC                    COMMON SHS      168615102     18229     531762 SH       DEFINED 9     531762         0         0
CHICO'S FAS INC                    COMMON SHS      168615102    134683    3928900 SH       DEFINED A    3928900         0         0
CHINA MOBILE (HONG KONG) LTD       AMER DEP RECPT  16941M109       901      48460 SH       DEFINED        48460         0         0
CHINA MOBILE (HONG KONG) LTD       AMER DEP RECPT  16941M109      1859     100000 SH       DEFINED 1     100000         0         0
CHINA MOBILE (HONG KONG) LTD       AMER DEP RECPT  16941M109      5401     290510 SH       DEFINED 2     290510         0         0
CHINA MOBILE (HONG KONG) LTD       AMER DEP RECPT  16941M109         3        150 SH       DEFINED 8          0         0       150
CHINA MOBILE (HONG KONG) LTD       AMER DEP RECPT  16941M109       270      14504 SH       DEFINED 9      14504         0         0
CHIQUITA BRANDS INTERNATIONAL INC  COMMON SHS      170032809     22243     810000 SH       DEFINED 8     810000         0         0
CHIRON CORP                        COMMON SHS      170040109       911      26121 SH       DEFINED 9      26121         0         0
CHOICEPOINT INC                    COMMON SHS      170388102      6408     160000 SH       DEFINED 7     160000         0         0
CHOICEPOINT INC                    COMMON SHS      170388102       484      12080 SH       DEFINED 9      12080         0         0
CHOICEPOINT INC                    COMMON SHS      170388102      4806     120000 SH       DEFINED A     120000         0         0
CHRISTOPHER & BANKS CORP           COMMON SHS      171046105     19867    1088000 SH       DEFINED 4    1081800         0      6200
CHROMCRAFT REVINGTON INC           COMMON SHS      171117104      2730     200000 SH       DEFINED 4     200000         0         0
CHUBB CORP                         COMMON SHS      171232101      5530      64600 SH       DEFINED 4      64600         0         0
CHUBB CORP                         COMMON SHS      171232101       111       1300 SH       DEFINED 6       1300         0         0
CHUBB CORP                         COMMON SHS      171232101        34        400 SH       DEFINED 8        400         0         0
CHUBB CORP                         COMMON SHS      171232101     10138     118415 SH       DEFINED 9     118415         0         0
CHUBB CORP                         COMMON SHS      171232101        14        164 SH       DEFINED A        164         0         0
CHUBB CORP                         CONVERT PREF    171232309        27        855 SH       DEFINED 9        855         0         0
CHUBB CORP                         CONVERT PREF    171232309      4760     150000 SH       DEFINED A     150000         0         0
CHUNGHWA TELECOM CO LTD            AMER DEP RECPT  17133Q205        37       1720 SH       DEFINED         1720         0         0
CHUNGHWA TELECOM CO LTD            AMER DEP RECPT  17133Q205    166654    7776675 SH       DEFINED 1    7759305         0     17370
CHUNGHWA TELECOM CO LTD            AMER DEP RECPT  17133Q205    124877    5827192 SH       DEFINED 2    5569763         0    257429
CHUNGHWA TELECOM CO LTD            AMER DEP RECPT  17133Q205     51543    2405200 SH       DEFINED 5    2405200         0         0
CHUNGHWA TELECOM CO LTD            AMER DEP RECPT  17133Q205     12404     578827 SH       DEFINED 6     578827         0         0
CHUNGHWA TELECOM CO LTD            AMER DEP RECPT  17133Q205      3439     160490 SH       DEFINED 8      79790         0     80700
CHUNGHWA TELECOM CO LTD            AMER DEP RECPT  17133Q205      5784     269920 SH       DEFINED 9     269920         0         0
CHUNGHWA TELECOM CO LTD            AMER DEP RECPT  17133Q205      2113      98590 SH       DEFINED A      98590         0         0
CHURCH & DWIGHT CO INC             COMMON SHS      171340102       575      15890 SH       DEFINED 9      15890         0         0
CIA DE BEBIDAS DAS AMERICAS (AMBEV AMER DEP RECPT  20441W104     11143     437680 SH       DEFINED       392560         0     45120
CIA DE BEBIDAS DAS AMERICAS (AMBEV AMER DEP RECPT  20441W104        38       1500 SH       DEFINED 9       1500         0         0
CIA DE BEBIDAS DAS AMERICAS (AMBEV DEP RCPT PFD    20441W203     70928    2295400 SH       DEFINED      2075000         0    220400
CIA DE BEBIDAS DAS AMERICAS (AMBEV DEP RCPT PFD    20441W203       219       7100 SH       DEFINED 9       7100         0         0
CIA VALE DO RIO DOCE               DEP RCPT PFD    204412100     95466    3758491 SH       DEFINED      3389066         0    369425
CIA VALE DO RIO DOCE               DEP RCPT PFD    204412100    115546    4549036 SH       DEFINED 1    4549036         0         0
CIA VALE DO RIO DOCE               DEP RCPT PFD    204412100     76515    3012421 SH       DEFINED 2    2897611         0    114810
CIA VALE DO RIO DOCE               DEP RCPT PFD    204412100     14804     582816 SH       DEFINED 6     582816         0         0
CIA VALE DO RIO DOCE               DEP RCPT PFD    204412100     79278    3121194 SH       DEFINED 8    3001094         0    120100
CIA VALE DO RIO DOCE               DEP RCPT PFD    204412100       766      30160 SH       DEFINED 9      30160         0         0
CIA VALE DO RIO DOCE               DEP RCPT PFD    204412100      2794     110000 SH       DEFINED A     110000         0         0
CIA VALE DO RIO DOCE               AMER DEP RECPT  204412209     28759     982197 SH       DEFINED 1     977717         0      4480
CIA VALE DO RIO DOCE               AMER DEP RECPT  204412209      9306     317830 SH       DEFINED 2     317830         0         0
CIA VALE DO RIO DOCE               AMER DEP RECPT  204412209       589      20100 SH       DEFINED 9      20100         0         0
CIGNA CORP                         COMMON SHS      125509109     60992     569861 SH       DEFINED       493299         0     76562
CIGNA CORP                         COMMON SHS      125509109    283760    2651215 SH       DEFINED 1    2650705         0       510
CIGNA CORP                         COMMON SHS      125509109     10374      96930 SH       DEFINED 2      96930         0         0
CIGNA CORP                         COMMON SHS      125509109      4840      45223 SH       DEFINED 6      45223         0         0
CIGNA CORP                         COMMON SHS      125509109      6751      63080 SH       DEFINED 8      63080         0         0
CIGNA CORP                         COMMON SHS      125509109      1993      18618 SH       DEFINED 9      18618         0         0
CIGNA CORP                         COMMON SHS      125509109        36        335 SH       DEFINED A        335         0         0
CINERGY CORP                       COMMON SHS      172474108       547      12215 SH       DEFINED 9      12215         0         0
CINERGY CORP                       COMMON SHS      172474108    474173   10579500 SH       DEFINED A   10579500         0         0
CINTAS CORP                        COMMON SHS      172908105      1492      38650 SH       DEFINED 9      38650         0         0
CIRCOR INTERNATIONAL INC           COMMON SHS      17273K109     22198     899800 SH       DEFINED 4     896900         0      2900
CISCO SYSTEMS INC                  COMMON SHS      17275R102       525      27450 SH       DEFINED        27450         0         0
CISCO SYSTEMS INC                  COMMON SHS      17275R102        15        800 SH       DEFINED 2        800         0         0
CISCO SYSTEMS INC                  COMMON SHS      17275R102     25799    1350000 SH       DEFINED 7    1350000         0         0
CISCO SYSTEMS INC                  COMMON SHS      17275R102         2        130 SH       DEFINED 8         50         0        80
CISCO SYSTEMS INC                  COMMON SHS      17275R102     70006    3663331 SH       DEFINED 9    3663331         0         0
CISCO SYSTEMS INC                  COMMON SHS      17275R102     97309    5092031 SH       DEFINED A    4685831         0    406200
CIT GROUP INC                      COMMON SHS      125581108     94964    2210000 SH       DEFINED 4    2210000         0         0
CIT GROUP INC                      COMMON SHS      125581108        21        500 SH       DEFINED 9        500         0         0
CIT GROUP INC                      COMMON SHS      125581108      2364      55011 SH       DEFINED A      55011         0         0
CITADEL BROADCASTING CORP          COMMON SHS      17285T106       166      14500 SH       DEFINED 9      14500         0         0
CITIGROUP INC                      COMMON SHS      172967101       116       2500 SH       DEFINED         2500         0         0
CITIGROUP INC                      COMMON SHS      172967101        30        650 SH       DEFINED 2        650         0         0
CITIGROUP INC                      COMMON SHS      172967101      8400     181700 SH       DEFINED 4     181700         0         0
CITIGROUP INC                      COMMON SHS      172967101     11407     246739 SH       DEFINED 6     246739         0         0
CITIGROUP INC                      COMMON SHS      172967101     21955     474911 SH       DEFINED 8     470814         0      4097
CITIGROUP INC                      COMMON SHS      172967101    115815    2505199 SH       DEFINED 9    2505199         0         0
CITIGROUP INC                      COMMON SHS      172967101    124625    2695762 SH       DEFINED A    2419562         0    276200
CITIZENS COMMUNICATIONS CO         COMMON SHS      17453B101      1895     141001 SH       DEFINED 9     141001         0         0
CITIZENS COMMUNICATIONS CO         COMMON SHS      17453B101      6338     471600 SH       DEFINED A     471600         0         0
CITRIX SYSTEMS INC                 COMMON SHS      177376100       534      24665 SH       DEFINED 9      24665         0         0
CITY INVESTING CO LIQUIDATING TRUS COMMON SHS      177900107     12537    6529648 SH       DEFINED 5    6529648         0         0
CITY NATIONAL CORP                 COMMON SHS      178566105      6472      90253 SH       DEFINED 5      90253         0         0
CITY NATIONAL CORP                 COMMON SHS      178566105         2         23 SH       DEFINED 6         23         0         0
CITY NATIONAL CORP                 COMMON SHS      178566105       552       7700 SH       DEFINED 9       7700         0         0
CITY NATIONAL CORP                 COMMON SHS      178566105     75166    1048200 SH       DEFINED A    1048200         0         0
CLARCOR INC                        COMMON SHS      179895107     12511     427718 SH       DEFINED 6     427718         0         0
CLARCOR INC                        COMMON SHS      179895107      3870     132300 SH       DEFINED A     132300         0         0
CLEAR CHANNEL COMMUNICATIONS INC   COMMON SHS      184502102    293022    9473705 SH       DEFINED 5    9473705         0         0
CLEAR CHANNEL COMMUNICATIONS INC   COMMON SHS      184502102      1106      35754 SH       DEFINED 6      35754         0         0
CLEAR CHANNEL COMMUNICATIONS INC   COMMON SHS      184502102     15465     500000 SH       DEFINED 7     500000         0         0
CLEAR CHANNEL COMMUNICATIONS INC   COMMON SHS      184502102      1075      34772 SH       DEFINED 9      34772         0         0
CLEAR CHANNEL COMMUNICATIONS INC   COMMON SHS      184502102     17431     563575 SH       DEFINED A     464675         0     98900
CLOROX CO                          COMMON SHS      189054109      5613     100736 SH       DEFINED 9     100736         0         0
CLOROX CO                          COMMON SHS      189054109     11221     201390 SH       DEFINED A     201390         0         0
CMS ENERGY CORP                    CONVERTIBLE BD  125896AW0    151780  125000000 PRN      DEFINED A  125000000         0         0
CNA SURETY CORP                    COMMON SHS      12612L108       208      14000 SH       DEFINED 9      14000         0         0
CNET NETWORKS INC                  COMMON SHS      12613R104     39775    3388000 SH       DEFINED A    3388000         0         0
CNF INC                            COMMON SHS      12612W104      5144     114562 SH       DEFINED 9     114562         0         0
CNH GLOBAL NV                      ORDINARY SHS    N20935206      7165     379295 SH       DEFINED 2     355095         0     24200
CNH GLOBAL NV                      ORDINARY SHS    N20935206     37721    1996900 SH       DEFINED 4    1992400         0      4500
CNOOC LTD                          AMER DEP RECPT  126132109      3935      66340 SH       DEFINED 8      66340         0         0
COACH INC                          COMMON SHS      189754104        50       1500 SH       DEFINED         1500         0         0
COACH INC                          COMMON SHS      189754104         6        170 SH       DEFINED 6        170         0         0
COACH INC                          COMMON SHS      189754104     21348     635927 SH       DEFINED 9     635927         0         0
COACH INC                          COMMON SHS      189754104      5072     151090 SH       DEFINED A     151090         0         0
COCA COLA FEMSA SA DE CV           AMER DEP RECPT  191241108       216       8100 SH       DEFINED 9       8100         0         0
COCA COLA FEMSA SA DE CV           AMER DEP RECPT  191241108         9        344 SH       DEFINED A        344         0         0
COCA-COLA CO                       COMMON SHS      191216100        30        710 SH       DEFINED 2        710         0         0
COCA-COLA CO                       COMMON SHS      191216100      2731      65407 SH       DEFINED 6      65407         0         0
COCA-COLA CO                       COMMON SHS      191216100     26209     627764 SH       DEFINED 9     627764         0         0
COCA-COLA CO                       COMMON SHS      191216100     69893    1674079 SH       DEFINED A    1351979         0    322100
COCA-COLA ENTERPRISES INC          COMMON SHS      191219104    120001    5452100 SH       DEFINED 5    5452100         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     27848    7671600 SH       DEFINED 5    7671600         0         0
COGNEX CORP                        COMMON SHS      192422103      3693     141000 SH       DEFINED 9     141000         0         0
COGNEX CORP                        COMMON SHS      192422103        29       1100 SH       DEFINED A       1100         0         0
COGNIZANT TECHNOLOGY SOLUTIONS COR COMMON SHS      192446102        63       1342 SH       DEFINED 6       1342         0         0
COGNIZANT TECHNOLOGY SOLUTIONS COR COMMON SHS      192446102      2332      49480 SH       DEFINED 9      49480         0         0
COGNIZANT TECHNOLOGY SOLUTIONS COR COMMON SHS      192446102    202924    4305624 SH       DEFINED A    4305624         0         0
COGNOS INC                         COMMON SHS      19244C109       102       3000 SH       DEFINED         3000         0         0
COGNOS INC                         COMMON SHS      19244C109        47       1208 SH       DEFINED 6       1208         0         0
COGNOS INC                         ORDINARY SHS    19244C109      1883      45000 SH       DEFINED 8      45000         0         0
COGNOS INC                         COMMON SHS      19244C109     38432    1030456 SH       DEFINED 9    1030456         0         0
COGNOS INC                         COMMON SHS      19244C109     44507    1303550 SH       DEFINED A    1303550         0         0
COHERENT INC                       COMMON SHS      192479103     17202     477695 SH       DEFINED 6     477695         0         0
COHERENT INC                       COMMON SHS      192479103        86       2400 SH       DEFINED 9       2400         0         0
COHERENT INC                       COMMON SHS      192479103     84158    2337070 SH       DEFINED A    2337070         0         0
COHU INC                           COMMON SHS      192576106     25267    1260200 SH       DEFINED 4    1258500         0      1700
COINSTAR INC                       COMMON SHS      19259P300      3136     138226 SH       DEFINED       138226         0         0
COINSTAR INC                       COMMON SHS      19259P300     18059     795880 SH       DEFINED 2     795880         0         0
COINSTAR INC                       COMMON SHS      19259P300     20618     908700 SH       DEFINED 8     908700         0         0
COINSTAR INC                       COMMON SHS      19259P300      7102     313000 SH       DEFINED 9     313000         0         0
COINSTAR INC                       COMMON SHS      19259P300        61       2700 SH       DEFINED A       2700         0         0
COLGATE-PALMOLIVE CO               COMMON SHS      194162103       314       6289 SH       DEFINED 6       6289         0         0
COLGATE-PALMOLIVE CO               COMMON SHS      194162103     11917     238763 SH       DEFINED 9     238763         0         0
COLGATE-PALMOLIVE CO               COMMON SHS      194162103      1895      37972 SH       DEFINED A      33672         0      4300
COMCAST CORP                       COMMON SHS      20030N101         2         75 SH       DEFINED 8         35         0        40
COMCAST CORP                       COMMON SHS      20030N101      4168     135774 SH       DEFINED 9     135774         0         0
COMCAST CORP                       COMMON SHS      20030N101       684      22289 SH       DEFINED A      22289         0         0
COMCAST CORP                       COMMON SHS      20030N200     32457    1083700 SH       DEFINED 5    1083700         0         0
COMCAST CORP                       COMMON SHS      20030N200      3409     113836 SH       DEFINED 9     113836         0         0
COMCAST CORP                       COMMON SHS      20030N200      7221     241100 SH       DEFINED A     241100         0         0
COMERICA INC                       COMMON SHS      200340107       441       7623 SH       DEFINED 9       7623         0         0
COMERICA INC                       COMMON SHS      200340107    241026    4170000 SH       DEFINED A    4170000         0         0
COMMERCE BANCORP INC               COMMON SHS      200519106      3517     116022 SH       DEFINED 9     116022         0         0
COMMERCE BANCORP INC               COMMON SHS      200519106     36983    1220150 SH       DEFINED A    1220150         0         0
COMMERCIAL VEHICLE GROUP INC       COMMON SHS      202608105      6663     375400 SH       DEFINED 9     375400         0         0
COMMONWEALTH TELEPHONE ENTERPRISES COMMON SHS      203349105      9803     233900 SH       DEFINED 9     233900         0         0
COMMONWEALTH TELEPHONE ENTERPRISES COMMON SHS      203349105      2971      70900 SH       DEFINED A      70900         0         0
COMMUNITY HEALTH SYSTEMS INC       COMMON SHS      203668108        97       2556 SH       DEFINED 6       2556         0         0
COMMUNITY HEALTH SYSTEMS INC       COMMON SHS      203668108    134936    3570680 SH       DEFINED A    3560080         0     10600
COMMUNITY HEALTH SYSTEMS INC       CONVERTIBLE BD  203668AA6     13890   12000000 PRN      DEFINED A   12000000         0         0
COMPANHIA PARANAENSE DE ENERGIA-CO DEP RCPT PFD    20441B407     42524    7580029 SH       DEFINED      7580029         0         0
COMPANHIA SIDERURGICA NACIONAL SID AMER DEP RECPT  20440W105      1292      80000 SH       DEFINED 8      80000         0         0
COMPANHIA SIDERURGICA NACIONAL SID AMER DEP RECPT  20440W105     12184     754400 SH       DEFINED 9     754400         0         0
COMPANHIA SIDERURGICA NACIONAL SID AMER DEP RECPT  20440W105        13        800 SH       DEFINED A        800         0         0
COMPANIA DE MINAS BUENAVENTURA SA  AMER DEP RECPT  204448104     22737     988986 SH       DEFINED A     988986         0         0
COMPASS BANCSHARES INC             COMMON SHS      20449H109       612      13596 SH       DEFINED 9      13596         0         0
COMPUTER ASSOCIATES INTERNATIONAL  COMMON SHS      204912109       737      26837 SH       DEFINED 9      26837         0         0
COMPUTER ASSOCIATES INTERNATIONAL  COMMON SHS      204912109         4        138 SH       DEFINED A        138         0         0
COMPUTER SCIENCES CORP             COMMON SHS      205363104     43700    1000000 SH       DEFINED 7    1000000         0         0
COMPUTER SCIENCES CORP             COMMON SHS      205363104       577      13200 SH       DEFINED 8      13200         0         0
COMPUTER SCIENCES CORP             COMMON SHS      205363104      2489      56949 SH       DEFINED 9      56949         0         0
COMPUTER SCIENCES CORP             COMMON SHS      205363104      1530      35000 SH       DEFINED A      35000         0         0
COMPUWARE CORP                     COMMON SHS      205638109        82      11350 SH       DEFINED 9      11350         0         0
COMVERSE TECHNOLOGY INC            COMMON SHS      205862402       198       8358 SH       DEFINED 9       8358         0         0
COMVERSE TECHNOLOGY INC            COMMON SHS      205862402      2169      91700 SH       DEFINED A      91700         0         0
COMVERSE TECHNOLOGY INC            CONVERT ZERO CP 205862AL9       691       5000 PRN      DEFINED 9       5000         0         0
CONAGRA FOODS INC                  COMMON SHS      205887102      2371     102375 SH       DEFINED 9     102375         0         0
CONCEPTUS INC                      COMMON SHS      206016107        85      15100 SH       DEFINED A      15100         0         0
CONEXANT SYSTEMS INC               COMMON SHS      207142100       483     300000 SH       DEFINED 7     300000         0         0
CONEXANT SYSTEMS INC               CONVERTIBLE BD  207142AB6     17400   17800000 PRN      DEFINED A   17800000         0         0
CONEXANT SYSTEMS INC               CONVERTIBLE BD  207142AF7    248336  265600000 PRN      DEFINED A  265600000         0         0
CONNETICS CORP                     COMMON SHS      208192104      1062      60200 SH       DEFINED A      53000         0      7200
CONOCOPHILLIPS                     COMMON SHS      20825C104      5806     101000 SH       DEFINED 4     101000         0         0
CONOCOPHILLIPS                     COMMON SHS      20825C104      4662      81090 SH       DEFINED 6      81090         0         0
CONOCOPHILLIPS                     COMMON SHS      20825C104     14953     260099 SH       DEFINED 8     260099         0         0
CONOCOPHILLIPS                     COMMON SHS      20825C104     21883     380637 SH       DEFINED 9     380637         0         0
CONOCOPHILLIPS                     COMMON SHS      20825C104     21853     380126 SH       DEFINED A     380126         0         0
CONSECO INC                        CONVERT PREF    208464867      6244     225000 SH       DEFINED A     225000         0         0
CONSECO INC                        COMMON SHS      208464883    112002    5133000 SH       DEFINED 5    5133000         0         0
CONSOL ENERGY INC                  COMMON SHS      20854P109     24438     456100 SH       DEFINED 4     453000         0      3100
CONSOL ENERGY INC                  COMMON SHS      20854P109      4592      85700 SH       DEFINED 5      85700         0         0
CONSOLIDATED EDISON INC            COMMON SHS      209115104      2932      62598 SH       DEFINED 9      62598         0         0
CONSOLIDATED EDISON INC            COMMON SHS      209115104    210780    4500000 SH       DEFINED A    4500000         0         0
CONSOLIDATED TOMOKA LAND CO        COMMON SHS      210226106       206       2400 SH       DEFINED 9       2400         0         0
CONSTELLATION BRANDS INC           COMMON SHS      21036P108     11261     381735 SH       DEFINED 9     381735         0         0
CONSTELLATION BRANDS INC           CONVERT PREF    21036P306      7380     166788 SH       DEFINED 9     166788         0         0
CONSTELLATION BRANDS INC           CONVERT PREF    21036P306      8487     191800 SH       DEFINED A     191800         0         0
CONSTELLATION ENERGY GROUP         COMMON SHS      210371100       463       8030 SH       DEFINED 9       8030         0         0
CONTINENTAL AIRLINES INC           COMMON SHS      210795308      6640     500000 SH       DEFINED 7     500000         0         0
CONTINENTAL AIRLINES INC           COMMON SHS      210795308        13       1000 SH       DEFINED 9       1000         0         0
CONTINENTAL AIRLINES INC           COMMON SHS      210795308        11        853 SH       DEFINED A        853         0         0
CONTINENTAL MATERIAL CORP          COMMON SHS      211615307      2980      99500 SH       DEFINED 4      99500         0         0
CONVERGYS CORP                     COMMON SHS      212485106     14112     992400 SH       DEFINED       245200         0    747200
CONVERGYS CORP                     COMMON SHS      212485106     10922     768100 SH       DEFINED 1     745450         0     22650
CONVERGYS CORP                     COMMON SHS      212485106     11953     840600 SH       DEFINED 2     840600         0         0
CONVERGYS CORP                     COMMON SHS      212485106     13879     976000 SH       DEFINED 8     976000         0         0
CONVERGYS CORP                     COMMON SHS      212485106        43       3000 SH       DEFINED 9       3000         0         0
CONVERGYS CORP                     COMMON SHS      212485106      2580     181450 SH       DEFINED A     181450         0         0
COOPER CAMERON CORP                COMMON SHS      216640102       392       6315 SH       DEFINED 9       6315         0         0
COOPER COMPANIES INC               COMMON SHS      216648402     13607     223580 SH       DEFINED 9     223580         0         0
COOPER COMPANIES INC               COMMON SHS      216648402     21423     352005 SH       DEFINED A     352005         0         0
CORINTHIAN COLLEGES INC            COMMON SHS      218868107      3959     310000 SH       DEFINED       310000         0         0
CORINTHIAN COLLEGES INC            COMMON SHS      218868107      8723     683100 SH       DEFINED 8     683100         0         0
CORN PRODUCTS INTL INC             COMMON SHS      219023108     58545    2464000 SH       DEFINED 4    2464000         0         0
CORN PRODUCTS INTL INC             COMMON SHS      219023108      1000      42108 SH       DEFINED 9      42108         0         0
CORN PRODUCTS INTL INC             COMMON SHS      219023108      3105     130700 SH       DEFINED A          0         0    130700
CORNING INC                        COMMON SHS      219350105         3        205 SH       DEFINED 6        205         0         0
CORNING INC                        COMMON SHS      219350105     31253    1880446 SH       DEFINED 9    1880446         0         0
CORNING INC                        COMMON SHS      219350105      7553     454471 SH       DEFINED A     454471         0         0
CORPORATE EXECUTIVE BOARD CO       COMMON SHS      21988R102        28        353 SH       DEFINED 6        353         0         0
CORPORATE EXECUTIVE BOARD CO       COMMON SHS      21988R102      4281      54650 SH       DEFINED 9      54650         0         0
CORPORATE EXECUTIVE BOARD CO       COMMON SHS      21988R102     76933     982170 SH       DEFINED A     982170         0         0
CORPORATE OFFICE PROPERTIES TRUST  REAL EST INV TR 22002T108       327      11113 SH       DEFINED 6      11113         0         0
CORPORATE OFFICE PROPERTIES TRUST  REAL EST INV TR 22002T108     37422    1270700 SH       DEFINED A    1270700         0         0
CORUS ENTERTAINMENT INC            ORDINARY SHS    220874101       225       7200 SH       DEFINED 8          0         0      7200
COSI INC                           COMMON SHS      22122P101       794     115400 SH       DEFINED 9     115400         0         0
COSI INC                           COMMON SHS      22122P101         1        200 SH       DEFINED A        200         0         0
COST PLUS INC                      COMMON SHS      221485105        19        760 SH       DEFINED 2        760         0         0
COST PLUS INC                      COMMON SHS      221485105      7673     307658 SH       DEFINED 6     307658         0         0
COST PLUS INC                      COMMON SHS      221485105     49016    1965340 SH       DEFINED A    1672640         0    292700
COSTCO WHOLESALE CORP              COMMON SHS      22160K105        29        650 SH       DEFINED 8        650         0         0
COSTCO WHOLESALE CORP              COMMON SHS      22160K105     29331     654418 SH       DEFINED 9     654418         0         0
COSTCO WHOLESALE CORP              CONVERT ZERO CP 22160QAC6       819       8000 PRN      DEFINED 9       8000         0         0
COTHERIX INC                       COMMON SHS      22163T103      2970     291500 SH       DEFINED A     291500         0         0
COTT CORP                          ORDINARY SHS    22163N106    113146    4239257 SH       DEFINED 8    3994811         0    244446
COUNTRYWIDE FINANCIAL CORP         COMMON SHS      222372104       569      14725 SH       DEFINED        14725         0         0
COUNTRYWIDE FINANCIAL CORP         COMMON SHS      222372104      9853     255198 SH       DEFINED 9     255198         0         0
COUNTRYWIDE FINANCIAL CORP         COMMON SHS      222372104     78615    2036130 SH       DEFINED A    1892730         0    143400
COUNTRYWIDE FINANCIAL CORP         CONVERT ZERO CP 222372AG9   1077000    6000000 PRN      DEFINED A    6000000         0         0
COURIER CORP                       COMMON SHS      222660102      7682     200000 SH       DEFINED 4     200000         0         0
COUSINS PROPERTIES INC             REAL EST INV TR 222795106        94       3190 SH       DEFINED 6       3190         0         0
COUSINS PROPERTIES INC             REAL EST INV TR 222795106       222       7500 SH       DEFINED 9       7500         0         0
COUSINS PROPERTIES INC             REAL EST INV TR 222795106      9350     316100 SH       DEFINED A     316100         0         0
COVENTRY HEALTH CARE INC           COMMON SHS      222862104        48        684 SH       DEFINED 6        684         0         0
COVENTRY HEALTH CARE INC           COMMON SHS      222862104        44        620 SH       DEFINED 9        620         0         0
COVENTRY HEALTH CARE INC           COMMON SHS      222862104     57939     818930 SH       DEFINED A     818930         0         0
COX RADIO INC                      COMMON SHS      224051102      5744     364706 SH       DEFINED 6     364706         0         0
CRA INTERNATIONAL INC              COMMON SHS      12618T105      9927     184350 SH       DEFINED 9     184350         0         0
CRA INTERNATIONAL INC              COMMON SHS      12618T105      1977      36710 SH       DEFINED A      36710         0         0
CREDENCE SYSTEMS CORP              COMMON SHS      225302108      7854     867800 SH       DEFINED 9     867800         0         0
CREDENCE SYSTEMS CORP              COMMON SHS      225302108        74       8200 SH       DEFINED A       8200         0         0
CREDICORP LTD                      ORDINARY SHS    G2519Y108      9706     488000 SH       DEFINED       347300         0    140700
CREDICORP LTD                      ORDINARY SHS    G2519Y108      4855     244100 SH       DEFINED 8     244100         0         0
CREE INC                           COMMON SHS      225447101      1227      48169 SH       DEFINED 9      48169         0         0
CROWN CASTLE INTERNATIONAL CORP    COMMON SHS      228227104      3458     170171 SH       DEFINED A     170171         0         0
CRT PROPERTIES INC                 REAL EST INV TR 22876P109        52       1900 SH       DEFINED 9       1900         0         0
CRT PROPERTIES INC                 REAL EST INV TR 22876P109     22864     837500 SH       DEFINED A     837500         0         0
CRYSTALLEX INTL CORP               ORDINARY SHS    22942F101       208      47200 SH       DEFINED 8          0         0     47200
CSX CORP                           COMMON SHS      126408103    102235    2396500 SH       DEFINED 5    2396500         0         0
CSX CORP                           COMMON SHS      126408103       528      12381 SH       DEFINED 9      12381         0         0
CUBIST PHARMACEUTICALS INC         COMMON SHS      229678107      1515     115000 SH       DEFINED 6     115000         0         0
CUBIST PHARMACEUTICALS INC         COMMON SHS      229678107     11543     876447 SH       DEFINED A     876447         0         0
CULLEN FROST BANKERS INC           COMMON SHS      229899109        25        534 SH       DEFINED 6        534         0         0
CULLEN FROST BANKERS INC           COMMON SHS      229899109       411       8632 SH       DEFINED 9       8632         0         0
CULLEN FROST BANKERS INC           COMMON SHS      229899109     29743     624190 SH       DEFINED A     624190         0         0
CUNO INC                           COMMON SHS      126583103      6158      86200 SH       DEFINED 7      86200         0         0
CURTISS WRIGHT CORP                COMMON SHS      231561101       225       4170 SH       DEFINED 9       4170         0         0
CV THERAPEUTICS INC                COMMON SHS      126667104      3282     146400 SH       DEFINED A     146400         0         0
CVS CORP                           COMMON SHS      126650100      5718     196698 SH       DEFINED 9     196698         0         0
CYMER INC                          COMMON SHS      232572107         2         71 SH       DEFINED 6         71         0         0
CYMER INC                          COMMON SHS      232572107       261       9900 SH       DEFINED 9       9900         0         0
CYPRESS BIOSCIENCE INC             COMMON SHS      232674507      1320     100000 SH       DEFINED 6     100000         0         0
CYPRESS BIOSCIENCE INC             COMMON SHS      232674507      3845     291300 SH       DEFINED A     291300         0         0
CYTYC CORP                         COMMON SHS      232946103       424      19200 SH       DEFINED 9      19200         0         0
CYTYC CORP                         COMMON SHS      232946103     56695    2570020 SH       DEFINED A    2565420         0      4600
D & K HEALTHCARE RESOURCES INC     COMMON SHS      232861104      6429     760800 SH       DEFINED 4     760800         0         0
D & K HEALTHCARE RESOURCES INC     COMMON SHS      232861104       207      24475 SH       DEFINED 8      24475         0         0
D R HORTON INC                     COMMON SHS      23331A109     86635    2303500 SH       DEFINED 4    2303500         0         0
D R HORTON INC                     COMMON SHS      23331A109      7539     200460 SH       DEFINED 9     200460         0         0
D R HORTON INC                     COMMON SHS      23331A109      3761     100000 SH       DEFINED A     100000         0         0
DAIMLERCHRYSLER AG                 ORDINARY SHS    D1668R123      4485     110715 SH       DEFINED 9     110715         0         0
DANAHER CORP                       COMMON SHS      235851102       271       5170 SH       DEFINED         5170         0         0
DANAHER CORP                       COMMON SHS      235851102         3         50 SH       DEFINED 8          0         0        50
DANAHER CORP                       COMMON SHS      235851102      8485     162117 SH       DEFINED 9     162117         0         0
DANAHER CORP                       COMMON SHS      235851102     16636     317850 SH       DEFINED A     317850         0         0
DAVITA INC                         COMMON SHS      23918K108      2011      44224 SH       DEFINED A      38924         0      5300
DEAN FOODS INC                     COMMON SHS      242370104        93       2629 SH       DEFINED 6       2629         0         0
DEAN FOODS INC                     COMMON SHS      242370104      2733      77561 SH       DEFINED 9      77561         0         0
DEAN FOODS INC                     COMMON SHS      242370104    103183    2928010 SH       DEFINED A    2801210         0    126800
DEERE & CO                         COMMON SHS      244199105     13098     200000 SH       DEFINED 7     200000         0         0
DEERE & CO                         COMMON SHS      244199105      1797      27436 SH       DEFINED 9      27436         0         0
DEERE & CO                         COMMON SHS      244199105       719      10983 SH       DEFINED A      10983         0         0
DEL MONTE FOODS CO                 COMMON SHS      24522P103         4        357 SH       DEFINED 6        357         0         0
DEL MONTE FOODS CO                 COMMON SHS      24522P103      1172     108820 SH       DEFINED 9     108820         0         0
DELL INC                           COMMON SHS      24702R101       451      11420 SH       DEFINED        11420         0         0
DELL INC                           COMMON SHS      24702R101        16        410 SH       DEFINED 2        410         0         0
DELL INC                           COMMON SHS      24702R101         5        126 SH       DEFINED 6        126         0         0
DELL INC                           COMMON SHS      24702R101     19755     500000 SH       DEFINED 7     500000         0         0
DELL INC                           COMMON SHS      24702R101     14657     370970 SH       DEFINED 9     370970         0         0
DELL INC                           COMMON SHS      24702R101    116474    2947971 SH       DEFINED A    2708771         0    239200
DELPHI CORP                        COMMON SHS      247126105        48      10273 SH       DEFINED 9      10273         0         0
DELTA AIR LINES INC                COMMON SHS      247361108      3760    1000000 SH       DEFINED 7    1000000         0         0
DELTA APPAREL INC                  COMMON SHS      247368103      8792     680000 SH       DEFINED 4     680000         0         0
DELUXE CORP                        COMMON SHS      248019101       394       9710 SH       DEFINED 9       9710         0         0
DELUXE CORP                        COMMON SHS      248019101        19        473 SH       DEFINED A        473         0         0
DENBURY RESOURCES INC              COMMON SHS      247916208     39448     991900 SH       DEFINED A     991900         0         0
DENDRITE INTERNATIONAL INC         COMMON SHS      248239105      4272     309600 SH       DEFINED 9     309600         0         0
DENDRITE INTERNATIONAL INC         COMMON SHS      248239105        36       2600 SH       DEFINED A       2600         0         0
DENTSPLY INTERNATIONAL INC         COMMON SHS      249030107        88       1625 SH       DEFINED 9       1625         0         0
DENTSPLY INTERNATIONAL INC         COMMON SHS      249030107     47551     880580 SH       DEFINED A     874080         0      6500
DESERT SUN MNG CORP                ORDINARY SHS    25043V107       325     162529 SH       DEFINED 8          0         0    162529
DEUTSCHE BANK AG                   ORDINARY SHS    D18190898     11941     184615 SH       DEFINED       184615         0         0
DEUTSCHE BANK AG                   ORDINARY SHS    D18190898      2013      31126 SH       DEFINED 8      31126         0         0
DEUTSCHE BANK AG                   ORDINARY SHS    D18190898       469       6050 SH       DEFINED 9       6050         0         0
DEVELOPERS DIVERSIFIED REALTY CORP REAL EST INV TR 251591103        28        600 SH       DEFINED 9        600         0         0
DEVELOPERS DIVERSIFIED REALTY CORP REAL EST INV TR 251591103    208217    4530400 SH       DEFINED A    4530400         0         0
DEVON ENERGY CORP                  COMMON SHS      25179M103       436       8600 SH       DEFINED         8600         0         0
DEVON ENERGY CORP                  COMMON SHS      25179M103        22        430 SH       DEFINED 2        430         0         0
DEVON ENERGY CORP                  COMMON SHS      25179M103      2041      40270 SH       DEFINED 9      40270         0         0
DEVON ENERGY CORP                  COMMON SHS      25179M103     71462    1410055 SH       DEFINED A    1194055         0    216000
DEVON ENERGY CORP                  CONVERTIBLE BD  25179MAA1       126     112000 PRN      DEFINED 9     112000         0         0
DEVRY INC                          COMMON SHS      251893103       239      12000 SH       DEFINED 9      12000         0         0
DEX MEDIA INC                      COMMON SHS      25212E100      1250      51217 SH       DEFINED 6      51217         0         0
DEX MEDIA INC                      COMMON SHS      25212E100         3        105 SH       DEFINED 8          0         0       105
DEX MEDIA INC                      COMMON SHS      25212E100       430      17600 SH       DEFINED 9      17600         0         0
DEX MEDIA INC                      COMMON SHS      25212E100    201514    8255370 SH       DEFINED A    8255370         0         0
DIAGEO PLC                         AMER DEP RECPT  25243Q205        15        250 SH       DEFINED 6        250         0         0
DIAGEO PLC                         AMER DEP RECPT  25243Q205      6020     101512 SH       DEFINED 8     101497         0        15
DIAGEO PLC                         AMER DEP RECPT  25243Q205     12145     204800 SH       DEFINED 9     204800         0         0
DIAMOND OFFSHORE DRILLING INC      COMMON SHS      25271C102       271       5067 SH       DEFINED 9       5067         0         0
DIAMONDS TRUST                     OPEN END UT TR  252787106       521       5076 SH       DEFINED 9       5076         0         0
DIEBOLD INC                        COMMON SHS      253651103     47614    1055500 SH       DEFINED 4    1054000         0      1500
DIEBOLD INC                        COMMON SHS      253651103       198       4400 SH       DEFINED 6       4400         0         0
DIEBOLD INC                        COMMON SHS      253651103      3104      68800 SH       DEFINED 8      68800         0         0
DIEBOLD INC                        COMMON SHS      253651103      1270      28150 SH       DEFINED 9      28150         0         0
DIEBOLD INC                        COMMON SHS      253651103      7772     172300 SH       DEFINED A      73900         0     98400
DIGENE CORP                        COMMON SHS      253752109     60885    2199620 SH       DEFINED A    2193920         0      5700
DIGITAL REALTY TRUST INC           REAL EST INV TR 253868103       259      14890 SH       DEFINED 6      14890         0         0
DIGITAL REALTY TRUST INC           REAL EST INV TR 253868103     47795    2750000 SH       DEFINED A    2750000         0         0
DIGITAL RIVER INC                  COMMON SHS      25388B104      1411      44456 SH       DEFINED A      44456         0         0
DILLARDS INC                       COMMON SHS      254067101     48671    2078200 SH       DEFINED 4    2075000         0      3200
DILLARDS INC                       COMMON SHS      254067101         4        182 SH       DEFINED 9        182         0         0
DILLARDS INC                       COMMON SHS      254067101         0         14 SH       DEFINED A         14         0         0
DIONEX CORP                        COMMON SHS      254546104     10903     250000 SH       DEFINED 7     250000         0         0
DIONEX CORP                        COMMON SHS      254546104       505      11572 SH       DEFINED 9      11572         0         0
DIONEX CORP                        COMMON SHS      254546104      1422      32600 SH       DEFINED A      32600         0         0
DIRECTV GROUP INC                  COMMON SHS      25459L106     88154    5687326 SH       DEFINED      3809188         0   1878138
DIRECTV GROUP INC                  COMMON SHS      25459L106    640370   41314219 SH       DEFINED 1   41261709         0     52510
DIRECTV GROUP INC                  COMMON SHS      25459L106     19522    1259471 SH       DEFINED 2    1259471         0         0
DIRECTV GROUP INC                  COMMON SHS      25459L106      4475     288741 SH       DEFINED 6     288741         0         0
DIRECTV GROUP INC                  COMMON SHS      25459L106       722      46597 SH       DEFINED 8      46482         0       115
DIRECTV GROUP INC                  COMMON SHS      25459L106      3820     246429 SH       DEFINED 9     246429         0         0
DIRECTV GROUP INC                  COMMON SHS      25459L106      4843     312482 SH       DEFINED A     312482         0         0
DIXIE GROUP INC                    COMMON SHS      255519100      7132     405000 SH       DEFINED 4     405000         0         0
DNP SELECT INCOME FUND INC         CLOSE END MUT F 23325P104       334      28901 SH       DEFINED 9      28901         0         0
DOBSON COMMUNICATIONS CORP         COMMON SHS      256069105      2852     669487 SH       DEFINED A     669487         0         0
DOLBY LABORATORIES INC             COMMON SHS      25659T107     16291     738500 SH       DEFINED A     738500         0         0
DOLLAR GENERAL CORP                COMMON SHS      256669102       136       6700 SH       DEFINED         6700         0         0
DOLLAR GENERAL CORP                COMMON SHS      256669102        78       3852 SH       DEFINED 6       3852         0         0
DOLLAR GENERAL CORP                COMMON SHS      256669102     93924    4613147 SH       DEFINED A    4613147         0         0
DOLLAR THRIFTY AUTOMOTIVE GROUP IN COMMON SHS      256743105     83340    2194300 SH       DEFINED 4    2192300         0      2000
DOLLAR TREE STORES INC             COMMON SHS      256747106        20        820 SH       DEFINED 2        820         0         0
DOLLAR TREE STORES INC             COMMON SHS      256747106     37238    1551600 SH       DEFINED A    1069700         0    481900
DOMINION RESOURCES INC             COMMON SHS      25746U109      4818      65654 SH       DEFINED 6      65654         0         0
DOMINION RESOURCES INC             COMMON SHS      25746U109      7228      98491 SH       DEFINED 9      98491         0         0
DOMINION RESOURCES INC             COMMON SHS      25746U109    610884    8323800 SH       DEFINED A    8323800         0         0
DOMTAR INC                         ORDINARY SHS    257561100     17582    1940630 SH       DEFINED       560200         0   1380430
DOMTAR INC                         ORDINARY SHS    257561100     27663    3053300 SH       DEFINED 1    3053300         0         0
DOMTAR INC                         ORDINARY SHS    257561100     72601    8013410 SH       DEFINED 2    7824540         0    188870
DOMTAR INC                         ORDINARY SHS    257561100     10814    1193595 SH       DEFINED 8    1193500         0        95
DOMTAR INC                         ORDINARY SHS    257561100       212      23410 SH       DEFINED 9      23410         0         0
DONALDSON CO INC                   COMMON SHS      257651109     27327     901000 SH       DEFINED 4     901000         0         0
DORAL FINANCIAL CORP               COMMON SHS      25811P100        25       1520 SH       DEFINED 2       1520         0         0
DORAL FINANCIAL CORP               COMMON SHS      25811P100      6672     403404 SH       DEFINED 6     403404         0         0
DORAL FINANCIAL CORP               COMMON SHS      25811P100         5        300 SH       DEFINED 9        300         0         0
DORAL FINANCIAL CORP               COMMON SHS      25811P100    149828    9058510 SH       DEFINED A    8944110         0    114400
DOREL INDUSTRIES INC               ORDINARY SHS    25822C205    194126    4556943 SH       DEFINED 8    4375991         0    180952
DOV PHARMACEUTICAL INC             COMMON SHS      259858108       933      50000 SH       DEFINED 6      50000         0         0
DOV PHARMACEUTICAL INC             COMMON SHS      259858108      6259     335400 SH       DEFINED A     335400         0         0
DOVER CORP                         COMMON SHS      260003108     85970    2363100 SH       DEFINED 4    2363100         0         0
DOVER CORP                         COMMON SHS      260003108        29        800 SH       DEFINED 6        800         0         0
DOVER CORP                         COMMON SHS      260003108      3756     103240 SH       DEFINED 9     103240         0         0
DOW CHEMICAL CO                    COMMON SHS      260543103     37987     853055 SH       DEFINED       682986         0    170069
DOW CHEMICAL CO                    COMMON SHS      260543103     95186    2137563 SH       DEFINED 1    2135243         0      2320
DOW CHEMICAL CO                    COMMON SHS      260543103     17409     390960 SH       DEFINED 2     390960         0         0
DOW CHEMICAL CO                    COMMON SHS      260543103      9516     213708 SH       DEFINED 6     213708         0         0
DOW CHEMICAL CO                    COMMON SHS      260543103      8873     199250 SH       DEFINED 8     199200         0        50
DOW CHEMICAL CO                    COMMON SHS      260543103     19283     433037 SH       DEFINED 9     433037         0         0
DOW CHEMICAL CO                    COMMON SHS      260543103    200922    4512066 SH       DEFINED A    4397366         0    114700
DOW JONES & CO INC                 COMMON SHS      260561105     18544     523100 SH       DEFINED       523100         0         0
DOW JONES & CO INC                 COMMON SHS      260561105        21        600 SH       DEFINED 2        600         0         0
DOW JONES & CO INC                 COMMON SHS      260561105       279       7876 SH       DEFINED 9       7876         0         0
DOW JONES & CO INC                 COMMON SHS      260561105     85996    2425832 SH       DEFINED A    2137332         0    288500
DREAMWORKS ANIMATION INC           COMMON SHS      26153C103        10        400 SH       DEFINED 9        400         0         0
DREAMWORKS ANIMATION INC           COMMON SHS      26153C103      2101      80200 SH       DEFINED A      80200         0         0
DRYSHIPS INC                       COMMON SHS      Y2109Q101        83       5000 SH       DEFINED 9       5000         0         0
DRYSHIPS INC                       COMMON SHS      Y2109Q101       639      38680 SH       DEFINED A      38680         0         0
DST SYSTEMS INC                    COMMON SHS      233326107       431       9200 SH       DEFINED 9       9200         0         0
DTE ENERGY COMPANY                 COMMON SHS      233331107     22140     473373 SH       DEFINED        63043         0    410330
DTE ENERGY COMPANY                 COMMON SHS      233331107    428202    9155475 SH       DEFINED 1    9155475         0         0
DTE ENERGY COMPANY                 COMMON SHS      233331107      5218     111558 SH       DEFINED 9     111558         0         0
DTE ENERGY COMPANY                 COMMON SHS      233331107    286466    6125000 SH       DEFINED A    6125000         0         0
DUCKWALL ALCO STORES INC           COMMON SHS      264142100      7088     330000 SH       DEFINED 4     330000         0         0
DUKE ENERGY CORP                   COMMON SHS      264399106     25907     871400 SH       DEFINED       871400         0         0
DUKE ENERGY CORP                   COMMON SHS      264399106        18        600 SH       DEFINED 6        600         0         0
DUKE ENERGY CORP                   COMMON SHS      264399106     13265     446166 SH       DEFINED 9     446166         0         0
DUKE ENERGY CORP                   COMMON SHS      264399106    178838    6015400 SH       DEFINED A    6015400         0         0
DUKE REALTY CORP                   REAL EST INV TR 264411505        45       1435 SH       DEFINED 6       1435         0         0
DUKE REALTY CORP                   REAL EST INV TR 264411505        51       1605 SH       DEFINED 9       1605         0         0
DUKE REALTY CORP                   REAL EST INV TR 264411505      3680     116248 SH       DEFINED A     116248         0         0
DUN & BRADSTREET CORP              COMMON SHS      26483E100      7521     122000 SH       DEFINED 7     122000         0         0
DUN & BRADSTREET CORP              COMMON SHS      26483E100       600       9738 SH       DEFINED 9       9738         0         0
DUN & BRADSTREET CORP              COMMON SHS      26483E100         6         90 SH       DEFINED A         90         0         0
DUPONT DE NEMOURS INC              COMMON SHS      263534109      1935      44982 SH       DEFINED 6      44982         0         0
DUPONT DE NEMOURS INC              COMMON SHS      263534109     53738    1249432 SH       DEFINED 9    1249432         0         0
DUPONT DE NEMOURS INC              COMMON SHS      263534109     18714     435100 SH       DEFINED A     414900         0     20200
DYCOM INDUSTRIES INC               COMMON SHS      267475101      3045     153700 SH       DEFINED 9     153700         0         0
E*TRADE FINANCIAL CORP             COMMON SHS      269246104        71       5096 SH       DEFINED 6       5096         0         0
E*TRADE FINANCIAL CORP             COMMON SHS      269246104       294      21000 SH       DEFINED 9      21000         0         0
E*TRADE FINANCIAL CORP             COMMON SHS      269246104     98883    7068098 SH       DEFINED A    7068098         0         0
E.ON AG                            AMER DEP RECPT  268780103      8384     283160 SH       DEFINED 2     283160         0         0
E.ON AG                            AMER DEP RECPT  268780103     22326     753990 SH       DEFINED 6     753990         0         0
E.ON AG                            AMER DEP RECPT  268780103      1777      60000 SH       DEFINED 8      60000         0         0
E.ON AG                            AMER DEP RECPT  268780103       876      29580 SH       DEFINED 9      29580         0         0
EAST WEST BANCORP INC              COMMON SHS      27579R104     51819    1542690 SH       DEFINED A    1542690         0         0
EASTMAN CHEMICAL CO                COMMON SHS      277432100       747      13553 SH       DEFINED 9      13553         0         0
EASTMAN CHEMICAL CO                COMMON SHS      277432100        20        367 SH       DEFINED A        367         0         0
EASTMAN KODAK CO                   COMMON SHS      277461109     14585     543200 SH       DEFINED       543200         0         0
EASTMAN KODAK CO                   COMMON SHS      277461109     13425     500000 SH       DEFINED 7     500000         0         0
EASTMAN KODAK CO                   COMMON SHS      277461109      1596      59449 SH       DEFINED 9      59449         0         0
EATON CORP                         COMMON SHS      278058102      7773     129770 SH       DEFINED 9     129770         0         0
EBAY INC                           COMMON SHS      278642103         3         80 SH       DEFINED 6         80         0         0
EBAY INC                           COMMON SHS      278642103     16630     503775 SH       DEFINED 9     503775         0         0
EBAY INC                           COMMON SHS      278642103     29841     903996 SH       DEFINED A     903996         0         0
ECHOSTAR DBS CORP                  COMMON SHS      278762109     38468    1275900 SH       DEFINED 1    1275900         0         0
ECHOSTAR DBS CORP                  COMMON SHS      278762109    128554    4263821 SH       DEFINED 5    4263821         0         0
ECHOSTAR DBS CORP                  COMMON SHS      278762109       250       8300 SH       DEFINED 9       8300         0         0
ECHOSTAR DBS CORP                  CONVERTIBLE BD  278762AG4        10      10000 PRN      DEFINED 9      10000         0         0
ECHOSTAR DBS CORP                  CONVERTIBLE BD  278762AG4     25436   25500000 PRN      DEFINED A   25500000         0         0
ECOLAB INC                         COMMON SHS      278865100       989      30550 SH       DEFINED 9      30550         0         0
ECOLAB INC                         COMMON SHS      278865100     16263     502550 SH       DEFINED A     502550         0         0
ECOLOGY & ENVIRONMENT INC          COMMON SHS      278878103      1441     215000 SH       DEFINED 4     215000         0         0
EDISON INTERNATIONAL               COMMON SHS      281020107     73380    1809613 SH       DEFINED A    1809613         0         0
EDO CORP                           COMMON SHS      281347104       221       7400 SH       DEFINED 9       7400         0         0
EDUCATION MANAGEMENT CORP          COMMON SHS      28139T101       354      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      2151      50000 SH       DEFINED 7      50000         0         0
EDWARDS LIFESCIENCES CORP          COMMON SHS      28176E108       106       2469 SH       DEFINED 9       2469         0         0
EGL INC                            COMMON SHS      268484102        15        760 SH       DEFINED 2        760         0         0
EGL INC                            COMMON SHS      268484102     14107     694220 SH       DEFINED A     414120         0    280100
EL PASO CORP                       COMMON SHS      28336L109     31674    2749520 SH       DEFINED       418870         0   2330650
EL PASO CORP                       COMMON SHS      28336L109    667586   57950139 SH       DEFINED 1   57899159         0     50980
EL PASO CORP                       COMMON SHS      28336L109     11314     982158 SH       DEFINED 2     982158         0         0
EL PASO CORP                       COMMON SHS      28336L109      1536     133333 SH       DEFINED 6     133333         0         0
EL PASO CORP                       COMMON SHS      28336L109     12131    1053000 SH       DEFINED 8    1053000         0         0
EL PASO CORP                       COMMON SHS      28336L109       220      19066 SH       DEFINED 9      19066         0         0
EL PASO CORP                       COMMON SHS      28336L109      2911     252680 SH       DEFINED A     252680         0         0
EL PASO CORP                       CONVERT ZERO CP 28336LAC3      1512      28000 PRN      DEFINED 9      28000         0         0
ELBIT SYSTEMS LTD                  ORDINARY SHS    M3760D101     13278     130176 SH       DEFINED            0         0    130176
ELDORADO GOLD CORP NEW             ORDINARY SHS    284902103     18272    5622000 SH       DEFINED 5    5622000         0         0
ELDORADO GOLD CORP NEW             ORDINARY SHS    284902103      6971    2145000 SH       DEFINED A    2145000         0         0
ELECTRO SCIENTIFIC INDUSTRIES INC  COMMON SHS      285229100     26951    1507310 SH       DEFINED 6    1507310         0         0
ELECTRO SCIENTIFIC INDUSTRIES INC  COMMON SHS      285229100     45675    2554538 SH       DEFINED A    2554538         0         0
ELECTRONIC ARTS INC                COMMON SHS      285512109       391       6900 SH       DEFINED         6900         0         0
ELECTRONIC ARTS INC                COMMON SHS      285512109        16        280 SH       DEFINED 2        280         0         0
ELECTRONIC ARTS INC                COMMON SHS      285512109         1         20 SH       DEFINED 8         20         0         0
ELECTRONIC ARTS INC                COMMON SHS      285512109       126       2230 SH       DEFINED 9       2230         0         0
ELECTRONIC ARTS INC                COMMON SHS      285512109     81064    1431967 SH       DEFINED A    1290867         0    141100
ELECTRONIC DATA SYSTEMS CORP       COMMON SHS      285661104     38143    1981451 SH       DEFINED      1079789         0    901662
ELECTRONIC DATA SYSTEMS CORP       COMMON SHS      285661104    380951   19789659 SH       DEFINED 1   19789659         0         0
ELECTRONIC DATA SYSTEMS CORP       COMMON SHS      285661104      7954     413174 SH       DEFINED 2     413174         0         0
ELECTRONIC DATA SYSTEMS CORP       COMMON SHS      285661104     17460     907010 SH       DEFINED 8     907010         0         0
ELECTRONIC DATA SYSTEMS CORP       COMMON SHS      285661104      2408     125113 SH       DEFINED 9     125113         0         0
ELECTRONIC DATA SYSTEMS CORP       COMMON SHS      285661104     32456    1686000 SH       DEFINED A    1686000         0         0
ELI LILLY & CO                     COMMON SHS      532457108       137       2460 SH       DEFINED         2460         0         0
ELI LILLY & CO                     COMMON SHS      532457108        13        240 SH       DEFINED 2        240         0         0
ELI LILLY & CO                     COMMON SHS      532457108        33        600 SH       DEFINED 6        600         0         0
ELI LILLY & CO                     COMMON SHS      532457108     22284     400000 SH       DEFINED 7     400000         0         0
ELI LILLY & CO                     COMMON SHS      532457108     21933     393695 SH       DEFINED 9     393695         0         0
ELI LILLY & CO                     COMMON SHS      532457108     31648     568076 SH       DEFINED A     452776         0    115300
EMAGEON INC                        COMMON SHS      29076V109       401      28600 SH       DEFINED A      24600         0      4000
EMBARCADERO TECHNOLOGIES INC       COMMON SHS      290787100      3296     587600 SH       DEFINED 9     587600         0         0
EMBRAER-EMPRESA BRAS DE AERONAUTIC AMER DEP RECPT  29081M102      5200     157233 SH       DEFINED        75100         0     82133
EMBRAER-EMPRESA BRAS DE AERONAUTIC AMER DEP RECPT  29081M102      6564     198502 SH       DEFINED 1     198502         0         0
EMBRAER-EMPRESA BRAS DE AERONAUTIC AMER DEP RECPT  29081M102     83220    2516478 SH       DEFINED 2    2281996         0    234482
EMBRAER-EMPRESA BRAS DE AERONAUTIC AMER DEP RECPT  29081M102     32484     982265 SH       DEFINED 6     982265         0         0
EMBRAER-EMPRESA BRAS DE AERONAUTIC AMER DEP RECPT  29081M102       994      30065 SH       DEFINED 9      30065         0         0
EMBRAER-EMPRESA BRAS DE AERONAUTIC AMER DEP RECPT  29081M102    144450    4368010 SH       DEFINED A    4368010         0         0
EMC CORP                           COMMON SHS      268648102       415      30290 SH       DEFINED        30290         0         0
EMC CORP                           COMMON SHS      268648102     13710    1000000 SH       DEFINED 7    1000000         0         0
EMC CORP                           COMMON SHS      268648102     16405    1196558 SH       DEFINED 9    1196558         0         0
EMC CORP                           COMMON SHS      268648102     35616    2597845 SH       DEFINED A    2597845         0         0
EMC INS GROUP INC                  COMMON SHS      268664109      9429     521500 SH       DEFINED A     521500         0         0
EMCOR GROUP INC                    COMMON SHS      29084Q100     10905     223000 SH       DEFINED 4     221200         0      1800
EMERGING MARKETS TELECOMMUNICATION CLOSE END MUT F 290890102      2493     250000 SH       DEFINED 4     250000         0         0
EMERSON ELECTRIC CO                COMMON SHS      291011104       743      11864 SH       DEFINED 6      11864         0         0
EMERSON ELECTRIC CO                COMMON SHS      291011104     31315     500000 SH       DEFINED 7     500000         0         0
EMERSON ELECTRIC CO                COMMON SHS      291011104        78       1245 SH       DEFINED 8       1220         0        25
EMERSON ELECTRIC CO                COMMON SHS      291011104     25589     408571 SH       DEFINED 9     408571         0         0
EMERSON ELECTRIC CO                COMMON SHS      291011104         0          4 SH       DEFINED A          4         0         0
ENBRIDGE INC                       ORDINARY SHS    29250N105    118909    3402266 SH       DEFINED 8    3010599         0    391667
ENCANA CORP                        ORDINARY SHS    292505104      1982      41000 SH       DEFINED        41000         0         0
ENCANA CORP                        COMMON SHS      292505104     27080     684000 SH       DEFINED 7     684000         0         0
ENCANA CORP                        ORDINARY SHS    292505104    178547    3694332 SH       DEFINED 8    3500344         0    193988
ENCANA CORP                        COMMON SHS      292505104     58527    1265412 SH       DEFINED 9    1265412         0         0
ENCANA CORP                        ORDINARY SHS    292505104      1072      23600 SH       DEFINED A      15800         0      7800
ENCYSIVE PHARMACEUTICALS INC       COMMON SHS      29256X107        54       5000 SH       DEFINED 9       5000         0         0
ENCYSIVE PHARMACEUTICALS INC       COMMON SHS      29256X107      1540     142500 SH       DEFINED A     142500         0         0
ENDESA SA                          AMER DEP RECPT  29258N107     23794    1038152 SH       DEFINED 2     878152         0    160000
ENDESA SA                          AMER DEP RECPT  29258N107       378      16482 SH       DEFINED 9      16482         0         0
ENERGIZER HOLDINGS INC             COMMON SHS      29266R108      6759     108710 SH       DEFINED 9     108710         0         0
ENERGIZER HOLDINGS INC             COMMON SHS      29266R108         9        142 SH       DEFINED A        142         0         0
ENERGY EAST CORP                   COMMON SHS      29266M109       211       7291 SH       DEFINED 9       7291         0         0
ENERGY EAST CORP                   COMMON SHS      29266M109    166548    5747000 SH       DEFINED A    5747000         0         0
ENERPLUS RESOURCES FUND            CLOSE END UT TR 29274D604       611      16005 SH       DEFINED 9      16005         0         0
ENGELHARD CORP                     COMMON SHS      292845104       583      20436 SH       DEFINED 9      20436         0         0
ENI SPA                            AMER DEP RECPT  26874R108      8421      65690 SH       DEFINED 2      65690         0         0
ENI SPA                            AMER DEP RECPT  26874R108     29719     231818 SH       DEFINED 6     231818         0         0
ENI SPA                            AMER DEP RECPT  26874R108      5262      41045 SH       DEFINED 9      41045         0         0
ENSCO INTERNATIONAL INC            COMMON SHS      26874Q100      2467      69000 SH       DEFINED 4      69000         0         0
ENSCO INTERNATIONAL INC            COMMON SHS      26874Q100      1239      34650 SH       DEFINED 9      34650         0         0
ENSCO INTERNATIONAL INC            COMMON SHS      26874Q100      4290     120000 SH       DEFINED A     120000         0         0
ENTERGY CORP                       COMMON SHS      29364G103     60440     800000 SH       DEFINED 4     800000         0         0
ENTERGY CORP                       COMMON SHS      29364G103      4478      59275 SH       DEFINED 8      59275         0         0
ENTERGY CORP                       COMMON SHS      29364G103      4079      53996 SH       DEFINED 9      53996         0         0
ENTERGY CORP                       COMMON SHS      29364G103    204136    2702000 SH       DEFINED A    2702000         0         0
ENTERPRISE PRODUCTS PARTNERS LP    LTD PARTNERSHIP 293792107      2485      92741 SH       DEFINED 9      92741         0         0
ENTERTAINMENT PROPERTIES TRUST     REAL EST INV TR 29380T105       164       3560 SH       DEFINED 6       3560         0         0
ENTERTAINMENT PROPERTIES TRUST     REAL EST INV TR 29380T105     30199     656500 SH       DEFINED A     656500         0         0
ENTRAVISION COMMUNICATIONS CORP    COMMON SHS      29382R107     12025    1543627 SH       DEFINED 6    1543627         0         0
ENTRAVISION COMMUNICATIONS CORP    COMMON SHS      29382R107     36011    4622710 SH       DEFINED A    4622710         0         0
ENTRUST INC                        COMMON SHS      293848107      6183    1290742 SH       DEFINED 6    1290742         0         0
ENTRUST INC                        COMMON SHS      293848107     21201    4426000 SH       DEFINED A    4426000         0         0
ENZON PHARMACEUTICALS INC          CONVERTIBLE BD  293904AB4     92300  104000000 PRN      DEFINED A  104000000         0         0
EOG RESOURCES INC                  COMMON SHS      26875P101       447       7876 SH       DEFINED 9       7876         0         0
EQUIFAX INC                        COMMON SHS      294429105     14284     400000 SH       DEFINED 7     400000         0         0
EQUIFAX INC                        COMMON SHS      294429105       221       6182 SH       DEFINED 9       6182         0         0
EQUITY INNS INC                    REAL EST INV TR 294703103      2415     181565 SH       DEFINED 9     181565         0         0
EQUITY OFFICE PROPERTIES TRUST     REAL EST INV TR 294741103      1813      54773 SH       DEFINED 9      54773         0         0
EQUITY RESIDENTIAL                 REAL EST INV TR 29476L107       424      11515 SH       DEFINED 6      11515         0         0
EQUITY RESIDENTIAL                 REAL EST INV TR 29476L107      2672      72564 SH       DEFINED 9      72564         0         0
EQUITY RESIDENTIAL                 REAL EST INV TR 29476L107     65212    1771100 SH       DEFINED A    1771100         0         0
ERICSSON (LM) TELEPHONE CO         AMER DEP RECPT  294821608      5485     171685 SH       DEFINED 9     171685         0         0
ERIE INDTY CO                      COMMON SHS      29530P102     58446    1077350 SH       DEFINED 4    1077350         0         0
ESB FINANCIAL CORP                 COMMON SHS      26884F102      1487     113059 SH       DEFINED A          0         0    113059
ESCO TECHNOLOGIES INC              COMMON SHS      296315104     62335     618400 SH       DEFINED 4     618400         0         0
ESPEY MANUFACTURING & ELECTRONICS  COMMON SHS      296650104      2402      78000 SH       DEFINED 4      78000         0         0
ESSEX CORP                         COMMON SHS      296744105     31767    1388400 SH       DEFINED A    1388400         0         0
ESSEX PROPERTY TRUST INC           REAL EST INV TR 297178105      5819      70060 SH       DEFINED A      70060         0         0
ESTEE LAUDER COMPANIES INC         COMMON SHS      518439104        98       2500 SH       DEFINED         2500         0         0
ESTEE LAUDER COMPANIES INC         COMMON SHS      518439104     25105     641568 SH       DEFINED 9     641568         0         0
ESTEE LAUDER COMPANIES INC         COMMON SHS      518439104       274       7000 SH       DEFINED A       7000         0         0
ETHAN ALLEN INTERIORS INC          COMMON SHS      297602104     16195     483300 SH       DEFINED 4     482300         0      1000
EVEREST RE GROUP LTD               ORDINARY SHS    G3223R108      4100      44086 SH       DEFINED 9      44086         0         0
EW SCRIPPS CO                      COMMON SHS      811054204    202901    4157804 SH       DEFINED 5    4157804         0         0
EW SCRIPPS CO                      COMMON SHS      811054204        61       1242 SH       DEFINED 9       1242         0         0
EXAR CORP                          COMMON SHS      300645108     23229    1560056 SH       DEFINED 6    1560056         0         0
EXAR CORP                          COMMON SHS      300645108     41927    2815800 SH       DEFINED A    2815800         0         0
EXELIXIS INC                       COMMON SHS      30161Q104         1        171 SH       DEFINED 6        171         0         0
EXELIXIS INC                       COMMON SHS      30161Q104      7683    1034100 SH       DEFINED A    1034100         0         0
EXELON CORP                        COMMON SHS      30161N101     10798     210369 SH       DEFINED 8     166015         0     44354
EXELON CORP                        COMMON SHS      30161N101     10985     214017 SH       DEFINED 9     214017         0         0
EXELON CORP                        COMMON SHS      30161N101    373898    7284200 SH       DEFINED A    7284200         0         0
EXPEDITORS INT'L WAS INC           COMMON SHS      302130109       266       5350 SH       DEFINED         5350         0         0
EXPEDITORS INT'L WAS INC           COMMON SHS      302130109        46        933 SH       DEFINED 6        933         0         0
EXPEDITORS INT'L WAS INC           COMMON SHS      302130109    181797    3649810 SH       DEFINED A    3649810         0         0
EXPONENT INC                       COMMON SHS      30214U102      2858     100000 SH       DEFINED 4     100000         0         0
EXPRESS SCRIPTS INC                COMMON SHS      302182100      1034      20690 SH       DEFINED 9      20690         0         0
EXPRESS SCRIPTS INC                COMMON SHS      302182100     41964     839620 SH       DEFINED A     839620         0         0
EXTRA SPACE STORAGE INC            REAL EST INV TR 30225T102     34392    2400000 SH       DEFINED A    2400000         0         0
EXXON MOBIL CORP                   COMMON SHS      30231G102        64       1110 SH       DEFINED 2       1110         0         0
EXXON MOBIL CORP                   COMMON SHS      30231G102     10483     182413 SH       DEFINED 6     182413         0         0
EXXON MOBIL CORP                   COMMON SHS      30231G102     21974     382364 SH       DEFINED 8     316204         0     66160
EXXON MOBIL CORP                   COMMON SHS      30231G102    353988    6159533 SH       DEFINED 9    6159533         0         0
EXXON MOBIL CORP                   COMMON SHS      30231G102    206752    3597562 SH       DEFINED A    3125362         0    472200
EYETECH PHARMACEUTICALS INC        COMMON SHS      302297106       506      40000 SH       DEFINED 6      40000         0         0
EYETECH PHARMACEUTICALS INC        COMMON SHS      302297106     10833     857059 SH       DEFINED A     853059         0      4000
F5 NETWORKS INC                    COMMON SHS      315616102      7680     162600 SH       DEFINED 9     162600         0         0
F5 NETWORKS INC                    COMMON SHS      315616102     11025     233400 SH       DEFINED A     233400         0         0
FAIR ISAAC INC                     COMMON SHS      303250104       416      11400 SH       DEFINED 9      11400         0         0
FAIR ISAAC INC                     COMMON SHS      303250104     63749    1746538 SH       DEFINED A    1746538         0         0
FAIRCHILD SEMICONDUCTOR CORP       CONVERTIBLE BD  303727AJ0      3328    3400000 PRN      DEFINED A    3400000         0         0
FAIRMONT HOTELS & RESORTS INC      COMMON SHS      305204109      4354     125000 SH       DEFINED 7     125000         0         0
FAIRMONT HOTELS & RESORTS INC      COMMON SHS      305204109        86       2475 SH       DEFINED 9       2475         0         0
FALCONBRIDGE LIMITED               ORDINARY SHS    306104100      5294     250896 SH       DEFINED 5     250896         0         0
FALCONBRIDGE LIMITED               COMMON SHS      306104100        42       2400 SH       DEFINED 9       2400         0         0
FAMILY DOLLAR STORES INC           COMMON SHS      307000109        19        720 SH       DEFINED 2        720         0         0
FAMILY DOLLAR STORES INC           COMMON SHS      307000109    159106    6096000 SH       DEFINED 4    6096000         0         0
FAMILY DOLLAR STORES INC           COMMON SHS      307000109       183       7000 SH       DEFINED 6       7000         0         0
FAMILY DOLLAR STORES INC           COMMON SHS      307000109      4078     156250 SH       DEFINED 8     156250         0         0
FAMILY DOLLAR STORES INC           COMMON SHS      307000109       879      33660 SH       DEFINED 9      33660         0         0
FAMILY DOLLAR STORES INC           COMMON SHS      307000109     28196    1080300 SH       DEFINED A     737200         0    343100
FANNIE MAE                         COMMON SHS      313586109     13438     230100 SH       DEFINED        28600         0    201500
FANNIE MAE                         COMMON SHS      313586109      5487      93960 SH       DEFINED 1      93960         0         0
FANNIE MAE                         COMMON SHS      313586109      3774      64624 SH       DEFINED 2      64624         0         0
FANNIE MAE                         COMMON SHS      313586109    106224    1818900 SH       DEFINED 4    1818900         0         0
FANNIE MAE                         COMMON SHS      313586109      1838      31475 SH       DEFINED 6      31475         0         0
FANNIE MAE                         COMMON SHS      313586109      8116     138971 SH       DEFINED 9     138971         0         0
FANNIE MAE                         COMMON SHS      313586109     85488    1463835 SH       DEFINED A    1241235         0    222600
FARMER BROS CO                     COMMON SHS      307675108     46602    2093533 SH       DEFINED 5    2093533         0         0
FASTENAL CO                        COMMON SHS      311900104       135       2200 SH       DEFINED         2200         0         0
FASTENAL CO                        COMMON SHS      311900104     21157     345371 SH       DEFINED 9     345371         0         0
FASTENAL CO                        COMMON SHS      311900104       398       6500 SH       DEFINED A       6500         0         0
FAVRILLE INC                       COMMON SHS      312088404       868     204200 SH       DEFINED A     204200         0         0
FBL FINANCIAL GROUP INC            COMMON SHS      30239F106     14495     525000 SH       DEFINED 4     525000         0         0
FBL FINANCIAL GROUP INC            COMMON SHS      30239F106         3        111 SH       DEFINED A        111         0         0
FEDERAL AGRICULTURE MORTGAGE CORP  COMMON SHS      313148306     13827     627076 SH       DEFINED 6     627076         0         0
FEDERAL AGRICULTURE MORTGAGE CORP  COMMON SHS      313148306      1841      83479 SH       DEFINED A      83479         0         0
FEDERAL REALTY INVESTMENT TRUST    REAL EST INV TR 313747206      5163      87500 SH       DEFINED A      87500         0         0
FEDERAL SIGNAL CORP                COMMON SHS      313855108     68038    4361420 SH       DEFINED 5    4361420         0         0
FEDERAL SIGNAL CORP                COMMON SHS      313855108        75       4800 SH       DEFINED 9       4800         0         0
FEDERATED DEPARTMENT STORES INC    COMMON SHS      31410H101     12824     175000 SH       DEFINED 4     175000         0         0
FEDERATED DEPARTMENT STORES INC    COMMON SHS      31410H101      5250      71643 SH       DEFINED 9      71643         0         0
FEDERATED INVESTORS INC            COMMON SHS      314211103        24        810 SH       DEFINED 2        810         0         0
FEDERATED INVESTORS INC            COMMON SHS      314211103    139564    4650597 SH       DEFINED A    4266297         0    384300
FEDEX CORP                         COMMON SHS      31428X106       268       3310 SH       DEFINED         3310         0         0
FEDEX CORP                         COMMON SHS      31428X106        14        170 SH       DEFINED 2        170         0         0
FEDEX CORP                         COMMON SHS      31428X106      1775      21916 SH       DEFINED 9      21916         0         0
FEDEX CORP                         COMMON SHS      31428X106     36236     447297 SH       DEFINED A     381397         0     65900
FEI CO                             COMMON SHS      30241L109      8401     368300 SH       DEFINED 9     368300         0         0
FEI CO                             COMMON SHS      30241L109        71       3100 SH       DEFINED A       3100         0         0
FELCOR LODGING TRUST INC           REAL EST INV TR 31430F101     12371     854320 SH       DEFINED 6     854320         0         0
FELCOR LODGING TRUST INC           CONVERT PREF    31430F200     84284    3450000 SH       DEFINED A    3450000         0         0
FERRO CORP                         COMMON SHS      315405100       221      11137 SH       DEFINED 9      11137         0         0
FIDELITY NATIONAL FINANCIAL INC    COMMON SHS      316326107       745      20884 SH       DEFINED 9      20884         0         0
FIELDSTONE INVESTMENT CORP         REAL EST INV TR 31659U300     47879    3324900 SH       DEFINED 5    3324900         0         0
FIFTH THIRD BANCORP                COMMON SHS      316773100        23        560 SH       DEFINED 2        560         0         0
FIFTH THIRD BANCORP                COMMON SHS      316773100      1425      34583 SH       DEFINED 9      34583         0         0
FIFTH THIRD BANCORP                COMMON SHS      316773100    470111   11407700 SH       DEFINED A   11084200         0    323500
FILENET CORP                       COMMON SHS      316869106     16859     670610 SH       DEFINED 6     670610         0         0
FILENET CORP                       COMMON SHS      316869106     70571    2807120 SH       DEFINED A    2807120         0         0
FINANCIAL FEDERAL CORP             COMMON SHS      317492106     11330     293232 SH       DEFINED 6     293232         0         0
FINANCIAL FEDERAL CORP             COMMON SHS      317492106        39       1000 SH       DEFINED 9       1000         0         0
FINANCIAL FEDERAL CORP             COMMON SHS      317492106     37809     978500 SH       DEFINED A     978500         0         0
FINISH LINE INC                    COMMON SHS      317923100     12425     656700 SH       DEFINED A     656700         0         0
FIRST COMMONWEALTH FINANCIAL CORP  COMMON SHS      319829107       502      36656 SH       DEFINED 4      36656         0         0
FIRST COMMUNITY BANCORP            COMMON SHS      31983B101     15540     327160 SH       DEFINED 5     327160         0         0
FIRST DATA CORP                    COMMON SHS      319963104       375       9340 SH       DEFINED         9340         0         0
FIRST DATA CORP                    COMMON SHS      319963104        21        530 SH       DEFINED 2        530         0         0
FIRST DATA CORP                    COMMON SHS      319963104         6        150 SH       DEFINED 6        150         0         0
FIRST DATA CORP                    COMMON SHS      319963104      4694     116940 SH       DEFINED 8     116940         0         0
FIRST DATA CORP                    COMMON SHS      319963104     10688     266257 SH       DEFINED 9     266257         0         0
FIRST DATA CORP                    COMMON SHS      319963104     77607    1933420 SH       DEFINED A    1712920         0    220500
FIRST DEFIANCE FINANCIAL CORP      COMMON SHS      32006W106      6272     235000 SH       DEFINED 4     235000         0         0
FIRST HORIZON PHARMACEUTICAL CORP  COMMON SHS      32051K106      8214     431400 SH       DEFINED A     431400         0         0
FIRST INDIANA CORP                 COMMON SHS      32054R108      6732     226900 SH       DEFINED 4     225900         0      1000
FIRST INDUSTRIAL REALTY TRUST INC  REAL EST INV TR 32054K103       345       8650 SH       DEFINED 9       8650         0         0
FIRST NIAGARA FINANCIAL GROUP INC  COMMON SHS      33582V108      1458     100000 SH       DEFINED 4     100000         0         0
FIRST NIAGARA FINANCIAL GROUP INC  COMMON SHS      33582V108     10978     752963 SH       DEFINED 5     752963         0         0
FIRST NIAGARA FINANCIAL GROUP INC  COMMON SHS      33582V108      5981     410207 SH       DEFINED 6     410207         0         0
FIRST POTOMAC REALTY TRUST         REAL EST INV TR 33610F109     20128     811600 SH       DEFINED A     811600         0         0
FIRST ST BANCORPORATION            COMMON SHS      336453105     20039    1038806 SH       DEFINED A    1038806         0         0
FIRSTENERGY CORP                   COMMON SHS      337932107       397       8250 SH       DEFINED 9       8250         0         0
FIRSTENERGY CORP                   COMMON SHS      337932107    697715   14502500 SH       DEFINED A   14502500         0         0
FISERV INC                         COMMON SHS      337738108      1684      39211 SH       DEFINED 9      39211         0         0
FISHER SCIENTIFIC INTERNATIONAL IN COMMON SHS      338032204        53        815 SH       DEFINED 6        815         0         0
FISHER SCIENTIFIC INTERNATIONAL IN COMMON SHS      338032204       114       1755 SH       DEFINED 9       1755         0         0
FISHER SCIENTIFIC INTERNATIONAL IN COMMON SHS      338032204    128352    1977692 SH       DEFINED A    1972880         0      4812
FLEXSTEEL INDUSTRIES INC           COMMON SHS      339382103       844      60000 SH       DEFINED 4      60000         0         0
FLEXTRONICS INTERNATIONAL LTD      ORDINARY SHS    Y2573F102      1440     109000 SH       DEFINED 9     109000         0         0
FLIR SYSTEMS INC                   COMMON SHS      302445101     10935     366466 SH       DEFINED 6     366466         0         0
FLIR SYSTEMS INC                   COMMON SHS      302445101       356      11940 SH       DEFINED 9      11940         0         0
FLIR SYSTEMS INC                   COMMON SHS      302445101     46998    1575000 SH       DEFINED A    1575000         0         0
FLORIDA EAST COAST INDUSTRIES INC  COMMON SHS      310295       494826   12029310 SH       DEFINED 5   12029310         0         0
FLORIDA EAST COAST INDUSTRIES INC  COMMON SHS      340632108     20375     470546 SH       DEFINED 1     470546         0         0
FLORIDA EAST COAST INDUSTRIES INC  COMMON SHS      340632108       224       5169 SH       DEFINED 9       5169         0         0
FLOWSERVE CORP                     COMMON SHS      34354P105     27572     911163 SH       DEFINED 6     911163         0         0
FLOWSERVE CORP                     COMMON SHS      34354P105     67680    2236600 SH       DEFINED A    2236600         0         0
FLUOR CORP                         COMMON SHS      343412102       420       7300 SH       DEFINED 9       7300         0         0
FMC CORP                           COMMON SHS      302491303     19660     350203 SH       DEFINED 6     350203         0         0
FMC CORP                           COMMON SHS      302491303     64223    1143986 SH       DEFINED A    1143986         0         0
FMC TECHNOLOGIES INC               COMMON SHS      30249U101     13035     407732 SH       DEFINED 6     407732         0         0
FMC TECHNOLOGIES INC               COMMON SHS      30249U101       128       4000 SH       DEFINED 9       4000         0         0
FMC TECHNOLOGIES INC               COMMON SHS      30249U101     21257     664916 SH       DEFINED A     664916         0         0
FOMENTO ECONOMICO MEXICANO SA DE C AMER DEP RECPT  344419106    153158    2571059 SH       DEFINED      2282174         0    288885
FOMENTO ECONOMICO MEXICANO SA DE C AMER DEP RECPT  344419106     68034    1142078 SH       DEFINED 5    1142078         0         0
FOMENTO ECONOMICO MEXICANO SA DE C AMER DEP RECPT  344419106       358       6010 SH       DEFINED 9       6010         0         0
FORD MOTOR CO                      COMMON SHS      345370860       803      78466 SH       DEFINED 9      78466         0         0
FORD MOTOR CO                      COMMON SHS      345370860        39       3823 SH       DEFINED A       3823         0         0
FORD MOTOR CO CAP TR II            CONVERT PREF    345395206       888      22030 SH       DEFINED 9      22030         0         0
FORD MOTOR CO CAP TR II            CONVERT PREF    345395206    710615   17620000 SH       DEFINED A   17620000         0         0
FORDING CANADIAN COAL TR           COMMON SHS      345425102     13728     148859 SH       DEFINED 9     148859         0         0
FOREST CITY ENTERPRISES INC        COMMON SHS      345550107       294       4140 SH       DEFINED 6       4140         0         0
FOREST CITY ENTERPRISES INC        COMMON SHS      345550107        71       1000 SH       DEFINED 9       1000         0         0
FOREST CITY ENTERPRISES INC        COMMON SHS      345550107     75068    1057300 SH       DEFINED A    1057300         0         0
FOREST LABORATORIES INC            COMMON SHS      345838106        22        560 SH       DEFINED 2        560         0         0
FOREST LABORATORIES INC            COMMON SHS      345838106      1534      39475 SH       DEFINED 9      39475         0         0
FOREST LABORATORIES INC            COMMON SHS      345838106     32354     832800 SH       DEFINED A     523700         0    309100
FOREST OIL CORP                    COMMON SHS      346091705      7711     183600 SH       DEFINED 9     183600         0         0
FOREST OIL CORP                    COMMON SHS      346091705        97       2300 SH       DEFINED A       2300         0         0
FORMFACTOR INC                     COMMON SHS      346375108     43133    1632585 SH       DEFINED A    1632585         0         0
FORRESTER RESEARCH INC             COMMON SHS      346563109      9234     517900 SH       DEFINED 9     517900         0         0
FORRESTER RESEARCH INC             COMMON SHS      346563109        80       4500 SH       DEFINED A       4500         0         0
FORTUNE BRANDS INC                 COMMON SHS      349631101       137       1544 SH       DEFINED 6       1544         0         0
FORTUNE BRANDS INC                 COMMON SHS      349631101      1988      22392 SH       DEFINED 9      22392         0         0
FORWARD AIR CORP                   COMMON SHS      349853101     53865    1905372 SH       DEFINED A    1905372         0         0
FOSSIL INC                         COMMON SHS      349882100       364      16050 SH       DEFINED 9      16050         0         0
FOSSIL INC                         COMMON SHS      349882100       686      30238 SH       DEFINED A      30238         0         0
FOUNDATION COAL HOLDINGS INC       COMMON SHS      35039W100        26       1000 SH       DEFINED 9       1000         0         0
FOUNDATION COAL HOLDINGS INC       COMMON SHS      35039W100      2127      82000 SH       DEFINED A      82000         0         0
FOUR SEASONS HOTELS INC            COMMON SHS      35100E104         1         20 SH       DEFINED 6         20         0         0
FOUR SEASONS HOTELS INC            COMMON SHS      35100E104         6         90 SH       DEFINED 9         90         0         0
FOUR SEASONS HOTELS INC            COMMON SHS      35100E104     30168     456400 SH       DEFINED A     456400         0         0
FPL GROUP INC                      COMMON SHS      302571104     14361     341442 SH       DEFINED 9     341442         0         0
FPL GROUP INC                      COMMON SHS      302571104    268259    6378000 SH       DEFINED A    6378000         0         0
FRANKLIN BANK CORP/HOUSTON         COMMON SHS      352451108     22512    1199979 SH       DEFINED 5    1199979         0         0
FRANKLIN BANK CORP/HOUSTON         COMMON SHS      352451108     11144     594034 SH       DEFINED A     594034         0         0
FRANKLIN RESOURCES INC             COMMON SHS      354613101      1039      13500 SH       DEFINED 6      13500         0         0
FRANKLIN RESOURCES INC             COMMON SHS      354613101     61094     793632 SH       DEFINED 9     793632         0         0
FRANKLIN RESOURCES INC             COMMON SHS      354613101     60406     784703 SH       DEFINED A          0         0    784703
FRANKLIN RESOURCES INC             CONVERT ZERO CP 354613AC5       804      11000 PRN      DEFINED 9      11000         0         0
FRED'S INC                         COMMON SHS      356108100        12        700 SH       DEFINED 2        700         0         0
FRED'S INC                         COMMON SHS      356108100      6632     400000 SH       DEFINED 4     400000         0         0
FRED'S INC                         COMMON SHS      356108100        20       1200 SH       DEFINED 9       1200         0         0
FRED'S INC                         COMMON SHS      356108100     31734    1914000 SH       DEFINED A    1659200         0    254800
FREDDIE MAC                        COMMON SHS      313400301       703      10780 SH       DEFINED        10780         0         0
FREDDIE MAC                        COMMON SHS      313400301        33        500 SH       DEFINED 2        500         0         0
FREDDIE MAC                        COMMON SHS      313400301    245930    3770200 SH       DEFINED 4    3770200         0         0
FREDDIE MAC                        COMMON SHS      313400301      6033      92485 SH       DEFINED 6      92485         0         0
FREDDIE MAC                        COMMON SHS      313400301      2917      44725 SH       DEFINED 8      44725         0         0
FREDDIE MAC                        COMMON SHS      313400301      1414      21675 SH       DEFINED 9      21675         0         0
FREDDIE MAC                        COMMON SHS      313400301    530936    8139444 SH       DEFINED A    7924944         0    214500
FREEPORT MCMORAN COPPER & GOLD INC COMMON SHS      35671D857    195991    5234800 SH       DEFINED 5    5234800         0         0
FREEPORT MCMORAN COPPER & GOLD INC COMMON SHS      35671D857      1109      29619 SH       DEFINED 6      29619         0         0
FREEPORT MCMORAN COPPER & GOLD INC COMMON SHS      35671D857       252       6720 SH       DEFINED 9       6720         0         0
FREEPORT MCMORAN COPPER & GOLD INC COMMON SHS      35671D857     43150    1152511 SH       DEFINED A    1152511         0         0
FREESCALE SEMICONDUCTOR INC        COMMON SHS      35687M206         0          4 SH       DEFINED 8          4         0         0
FREESCALE SEMICONDUCTOR INC        COMMON SHS      35687M206       402      18958 SH       DEFINED 9      18958         0         0
FREESCALE SEMICONDUCTOR INC        COMMON SHS      35687M206        17        784 SH       DEFINED A        784         0         0
FRESH BRANDS INC                   COMMON SHS      35803U108      5904     900000 SH       DEFINED 4     900000         0         0
FRIEDMAN BILLINGS RAMSEY GROUP INC REAL EST INV TR 358434108       295      20600 SH       DEFINED 9      20600         0         0
FSI INTERNATIONAL INC              COMMON SHS      302633102      2232     600000 SH       DEFINED 4     600000         0         0
FTI CONSULTING INC                 COMMON SHS      302941109      9403     449900 SH       DEFINED 9     449900         0         0
FTI CONSULTING INC                 COMMON SHS      302941109        71       3400 SH       DEFINED A       3400         0         0
G & K SERVICES INC                 COMMON SHS      361268105       388      10283 SH       DEFINED 9      10283         0         0
GALLAHER GROUP PLC                 AMER DEP RECPT  363595109       561       9456 SH       DEFINED 9       9456         0         0
GAMESTOP CORP                      COMMON SHS      36466R101      4239     129590 SH       DEFINED       129590         0         0
GAMESTOP CORP                      COMMON SHS      36466R101     11815     361210 SH       DEFINED 2     361210         0         0
GAMESTOP CORP                      COMMON SHS      36466R101     24860     760000 SH       DEFINED 8     760000         0         0
GAMESTOP CORP                      COMMON SHS      36466R101      1016      31070 SH       DEFINED 9      31070         0         0
GAMMON LAKE RESOURCES INC          ORDINARY SHS    364915108     49823    6039200 SH       DEFINED 5    6039200         0         0
GAMMON LAKE RESOURCES INC          ORDINARY SHS    364915108     13002    1576000 SH       DEFINED A    1576000         0         0
GANNETT CO INC                     COMMON SHS      364730101     37756     530800 SH       DEFINED       530800         0         0
GANNETT CO INC                     COMMON SHS      364730101        28        390 SH       DEFINED 2        390         0         0
GANNETT CO INC                     COMMON SHS      364730101      8685     122100 SH       DEFINED 4     122100         0         0
GANNETT CO INC                     COMMON SHS      364730101      8588     120730 SH       DEFINED 9     120730         0         0
GANNETT CO INC                     COMMON SHS      364730101     40211     565311 SH       DEFINED A     395611         0    169700
GAP INC                            COMMON SHS      364760108      2302     116548 SH       DEFINED 9     116548         0         0
GAP INC                            COMMON SHS      364760108      2183     110522 SH       DEFINED A      49122         0     61400
GATEWAY INC                        COMMON SHS      367626108      1650     500000 SH       DEFINED 7     500000         0         0
GEHL CO                            COMMON SHS      368483103     14038     360500 SH       DEFINED 4     360500         0         0
GEN-PROBE INC                      COMMON SHS      36866T103        43       1200 SH       DEFINED 9       1200         0         0
GEN-PROBE INC                      COMMON SHS      36866T103      8487     234260 SH       DEFINED A     234260         0         0
GENCORP INC                        COMMON SHS      368682100     15689     814600 SH       DEFINED 5     814600         0         0
GENENTECH INC                      COMMON SHS      368710406     80280    1000000 SH       DEFINED 7    1000000         0         0
GENENTECH INC                      COMMON SHS      368710406     25892     322515 SH       DEFINED 9     322515         0         0
GENENTECH INC                      COMMON SHS      368710406     99148    1235026 SH       DEFINED A    1235026         0         0
GENERAL DYNAMICS CORP              COMMON SHS      369550108     54770     500000 SH       DEFINED 7     500000         0         0
GENERAL DYNAMICS CORP              COMMON SHS      369550108      7450      68008 SH       DEFINED 8      66523         0      1485
GENERAL DYNAMICS CORP              COMMON SHS      369550108       356       3250 SH       DEFINED 9       3250         0         0
GENERAL DYNAMICS CORP              COMMON SHS      369550108       699       6381 SH       DEFINED A         81         0      6300
GENERAL ELECTRIC CO                COMMON SHS      369604103        38       1110 SH       DEFINED 2       1110         0         0
GENERAL ELECTRIC CO                COMMON SHS      369604103    163839    4728400 SH       DEFINED 4    4728400         0         0
GENERAL ELECTRIC CO                COMMON SHS      369604103      6578     189832 SH       DEFINED 6     189832         0         0
GENERAL ELECTRIC CO                COMMON SHS      369604103     27665     798424 SH       DEFINED 8     706342         0     92082
GENERAL ELECTRIC CO                COMMON SHS      369604103    346271    9993393 SH       DEFINED 9    9993393         0         0
GENERAL ELECTRIC CO                COMMON SHS      369604103    104887    3027052 SH       DEFINED A    2467452         0    559600
GENERAL GROWTH PROPERTIES          REAL EST INV TR 370021107       367       8940 SH       DEFINED 6       8940         0         0
GENERAL GROWTH PROPERTIES          REAL EST INV TR 370021107      2186      53212 SH       DEFINED 9      53212         0         0
GENERAL GROWTH PROPERTIES          REAL EST INV TR 370021107     98164    2388990 SH       DEFINED A    2388990         0         0
GENERAL MILLS INC                  COMMON SHS      370334104      8859     189328 SH       DEFINED       189328         0         0
GENERAL MILLS INC                  COMMON SHS      370334104     87765    1875715 SH       DEFINED 5    1875715         0         0
GENERAL MILLS INC                  COMMON SHS      370334104      1710      36548 SH       DEFINED 6      36548         0         0
GENERAL MILLS INC                  COMMON SHS      370334104     10478     223946 SH       DEFINED 8     105542         0    118404
GENERAL MILLS INC                  COMMON SHS      370334104      3980      85058 SH       DEFINED 9      85058         0         0
GENERAL MILLS INC                  COMMON SHS      370334104    319283    6823750 SH       DEFINED A    6810350         0     13400
GENERAL MOTORS CORP                COMMON SHS      370442105       914      26893 SH       DEFINED 9      26893         0         0
GENERAL MOTORS CORP                CONVERT PREF    370442717        42       2000 SH       DEFINED 9       2000         0         0
GENERAL MOTORS CORP                CONVERT PREF    370442717     50324    2385000 SH       DEFINED A    2385000         0         0
GENESIS HEALTHCARE CORP            COMMON SHS      37184D101       997      21550 SH       DEFINED A      19150         0      2400
GENLYTE GROUP INC                  COMMON SHS      372302109     12936     265400 SH       DEFINED 4     263800         0      1600
GENTEX CORP                        COMMON SHS      371901109        13        720 SH       DEFINED 2        720         0         0
GENTEX CORP                        COMMON SHS      371901109       102       5630 SH       DEFINED 6       5630         0         0
GENTEX CORP                        COMMON SHS      371901109    143519    7885670 SH       DEFINED A    7578470         0    307200
GENUINE PARTS CO                   COMMON SHS      372460105     16169     393500 SH       DEFINED        62510         0    330990
GENUINE PARTS CO                   COMMON SHS      372460105        55       1350 SH       DEFINED 6       1350         0         0
GENUINE PARTS CO                   COMMON SHS      372460105     16436     400000 SH       DEFINED 7     400000         0         0
GENUINE PARTS CO                   COMMON SHS      372460105     13021     316880 SH       DEFINED 8     177681         0    139199
GENUINE PARTS CO                   COMMON SHS      372460105       607      14775 SH       DEFINED 9      14775         0         0
GENWORTH FINANCIAL INC             COMMON SHS      37247D106     48368    1600000 SH       DEFINED 4    1600000         0         0
GENWORTH FINANCIAL INC             COMMON SHS      37247D106         7        219 SH       DEFINED A        219         0         0
GENZYME CORP-GENERAL DIVISION      COMMON SHS      372917104       714      11882 SH       DEFINED 9      11882         0         0
GENZYME CORP-GENERAL DIVISION      COMMON SHS      372917104     34293     570700 SH       DEFINED A     570700         0         0
GEORGIA-PACIFIC (GEORGIA-PAC CORP) COMMON SHS      373298108      5040     158500 SH       DEFINED 4     158500         0         0
GEORGIA-PACIFIC (GEORGIA-PAC CORP) COMMON SHS      373298108      1030      32398 SH       DEFINED 9      32398         0         0
GETTY IMAGES INC                   COMMON SHS      374276103        75       1004 SH       DEFINED 6       1004         0         0
GETTY IMAGES INC                   COMMON SHS      374276103         7        100 SH       DEFINED 9        100         0         0
GETTY IMAGES INC                   COMMON SHS      374276103     77471    1043240 SH       DEFINED A    1043240         0         0
GFI GROUP INC                      COMMON SHS      361652209      4945     138900 SH       DEFINED 9     138900         0         0
GFI GROUP INC                      COMMON SHS      361652209     18512     520000 SH       DEFINED A     520000         0         0
GIBRALTAR INDUSTRIES INC           COMMON SHS      374689107     21217    1144400 SH       DEFINED 4    1141100         0      3300
GIBRALTAR INDUSTRIES INC           COMMON SHS      374689107     41518    2239380 SH       DEFINED A    2239380         0         0
GILDAN ACTIVEWEAR INC              ORDINARY SHS    375916103    156555    4874079 SH       DEFINED 8    4567949         0    306130
GILEAD SCIENCES INC                COMMON SHS      375558103       132       3000 SH       DEFINED         3000         0         0
GILEAD SCIENCES INC                COMMON SHS      375558103     27032     614496 SH       DEFINED 9     614496         0         0
GILEAD SCIENCES INC                COMMON SHS      375558103     77240    1755860 SH       DEFINED A    1755860         0         0
GILLETTE CO                        COMMON SHS      375766102    207507    4098500 SH       DEFINED 5    4098500         0         0
GILLETTE CO                        COMMON SHS      375766102       405       8000 SH       DEFINED 6       8000         0         0
GILLETTE CO                        COMMON SHS      375766102     12600     248870 SH       DEFINED 9     248870         0         0
GILLETTE CO                        COMMON SHS      375766102       356       7033 SH       DEFINED A       7033         0         0
GLAMIS GOLD LTD                    ORDINARY SHS    376775102     90973    4336200 SH       DEFINED 5    4336200         0         0
GLAMIS GOLD LTD                    COMMON SHS      376775102         1         60 SH       DEFINED 9         60         0         0
GLAMIS GOLD LTD                    COMMON SHS      376775102     16324     948500 SH       DEFINED A     948500         0         0
GLATFELTER                         COMMON SHS      377316104     16501    1330700 SH       DEFINED 4    1325100         0      5600
GLAXOSMITHKLINE PLC                AMER DEP RECPT  37733W105     32798     676108 SH       DEFINED 6     676108         0         0
GLAXOSMITHKLINE PLC                AMER DEP RECPT  37733W105      3541      73000 SH       DEFINED 8      73000         0         0
GLAXOSMITHKLINE PLC                AMER DEP RECPT  37733W105      3627      74760 SH       DEFINED 9      74760         0         0
GLAXOSMITHKLINE PLC                AMER DEP RECPT  37733W105     21718     447700 SH       DEFINED A     447700         0         0
GLENBOROUGH REALTY TRUST INC       REAL EST INV TR 37803P105       456      22150 SH       DEFINED 9      22150         0         0
GLENBOROUGH REALTY TRUST INC       REAL EST INV TR 37803P105     51559    2504100 SH       DEFINED A    2504100         0         0
GLENBOROUGH REALTY TRUST INC       CONVERT PREF    37803P204       222       8782 SH       DEFINED 9       8782         0         0
GLENBOROUGH REALTY TRUST INC       CONVERT PREF    37803P204     36961    1463203 SH       DEFINED A    1463203         0         0
GLIMCHER REALTY TRUST              REAL EST INV TR 379302102       105       3795 SH       DEFINED 6       3795         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      5273     190000 SH       DEFINED A     190000         0         0
GLOBAL INDUSTRIES LTD              COMMON SHS      379336100     20556    2418300 SH       DEFINED 4    2410400         0      7900
GLOBAL INDUSTRIES LTD              COMMON SHS      379336100        17       2000 SH       DEFINED 9       2000         0         0
GLOBAL INDUSTRIES LTD              COMMON SHS      379336100      1870     220000 SH       DEFINED A     220000         0         0
GLOBAL PAYMENTS INC                COMMON SHS      37940X102        59        876 SH       DEFINED 6        876         0         0
GLOBAL PAYMENTS INC                COMMON SHS      37940X102     68763    1014200 SH       DEFINED A    1014200         0         0
GLOBALSANTAFE CORP                 COMMON SHS      G3930E101        55       1350 SH       DEFINED 6       1350         0         0
GLOBALSANTAFE CORP                 COMMON SHS      G3930E101       601      14720 SH       DEFINED 9      14720         0         0
GLOBALSANTAFE CORP                 COMMON SHS      G3930E101     53239    1304880 SH       DEFINED A    1304880         0         0
GLOBESPAN VIRATA INC               CONVERTIBLE BD  379571AB8      9825   10000000 PRN      DEFINED A   10000000         0         0
GMH COMMUNITIES TRUST              REAL EST INV TR 36188G102       354      25530 SH       DEFINED 6      25530         0         0
GMH COMMUNITIES TRUST              REAL EST INV TR 36188G102     41550    3000000 SH       DEFINED A    3000000         0         0
GOLD FIELDS LTD                    AMER DEP RECPT  38059T106      9699     854528 SH       DEFINED A     854528         0         0
GOLDCORP INC                       WTS TO EQUITY   380956144     14400    4499998 SH       DEFINED 5    4499998         0         0
GOLDCORP INC                       WTS TO EQUITY   380956144      2920     912500 SH       DEFINED A     912500         0         0
GOLDCORP INC                       COMMON SHS      380956409     66021    3520251 SH       DEFINED 5    3520251         0         0
GOLDCORP INC                       COMMON SHS      380956409     25245    1350000 SH       DEFINED A    1350000         0         0
GOLDEN WEST FINANCIAL CORP         COMMON SHS      381317106       404       6280 SH       DEFINED         6280         0         0
GOLDEN WEST FINANCIAL CORP         COMMON SHS      381317106      4301      66800 SH       DEFINED 5      66800         0         0
GOLDEN WEST FINANCIAL CORP         COMMON SHS      381317106       286       4441 SH       DEFINED 9       4441         0         0
GOLDEN WEST FINANCIAL CORP         COMMON SHS      381317106     56227     873359 SH       DEFINED A     858859         0     14500
GOLDMAN SACHS GROUP INC            COMMON SHS      38141G104       122       1200 SH       DEFINED         1200         0         0
GOLDMAN SACHS GROUP INC            COMMON SHS      38141G104         3         30 SH       DEFINED 6         30         0         0
GOLDMAN SACHS GROUP INC            COMMON SHS      38141G104     23208     227481 SH       DEFINED 9     227481         0         0
GOLDMAN SACHS GROUP INC            COMMON SHS      38141G104      1469      14400 SH       DEFINED A      14400         0         0
GOODRICH CORP                      COMMON SHS      382388106     46417    1133234 SH       DEFINED       605425         0    527809
GOODRICH CORP                      COMMON SHS      382388106      3744      91400 SH       DEFINED 2      91400         0         0
GOODRICH CORP                      COMMON SHS      382388106       156       3800 SH       DEFINED 8       3800         0         0
GOODYS FAMILY CLOTHING INC         COMMON SHS      382588101      2933     397700 SH       DEFINED 8     397700         0         0
GOOGLE INC                         COMMON SHS      38259P508       409       1390 SH       DEFINED         1390         0         0
GOOGLE INC                         COMMON SHS      38259P508       281        955 SH       DEFINED 9        955         0         0
GOOGLE INC                         COMMON SHS      38259P508     90206     306668 SH       DEFINED A     306668         0         0
GRACO INC                          COMMON SHS      384109104     69460    2038749 SH       DEFINED 4    2034849         0      3900
GRACO INC                          COMMON SHS      384109104       146       4275 SH       DEFINED 6       4275         0         0
GRACO INC                          COMMON SHS      384109104       345      10125 SH       DEFINED 9      10125         0         0
GRACO INC                          COMMON SHS      384109104         1         28 SH       DEFINED A         28         0         0
GRAFTECH INTERNATIONAL LTD         COMMON SHS      384313102       288      66872 SH       DEFINED A      66872         0         0
GRAINGER W W INC                   COMMON SHS      384802104     27395     500000 SH       DEFINED 7     500000         0         0
GRAINGER W W INC                   COMMON SHS      384802104       793      14476 SH       DEFINED 9      14476         0         0
GRANT PRIDECO INC                  COMMON SHS      38821G101        47       1780 SH       DEFINED 9       1780         0         0
GRANT PRIDECO INC                  COMMON SHS      38821G101      3835     145000 SH       DEFINED A     145000         0         0
GREATER BAY BANCORP                COMMON SHS      391648102     29843    1131721 SH       DEFINED A    1131721         0         0
GREEN MOUNTAIN POWER CORP          COMMON SHS      393154109      6019     201700 SH       DEFINED 4     201700         0         0
GREEN MOUNTAIN POWER CORP          COMMON SHS      393154109        27        890 SH       DEFINED 9        890         0         0
GREENHILL & CO INC                 COMMON SHS      395259104      4890     120700 SH       DEFINED 9     120700         0         0
GREENHILL & CO INC                 COMMON SHS      395259104        41       1000 SH       DEFINED A       1000         0         0
GREY WOLF INC                      COMMON SHS      397888108      2149     290000 SH       DEFINED A     290000         0         0
GRIFFIN LAND & NURSERIES INC       COMMON SHS      398231100      4261     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      7270     228243 SH       DEFINED 2     206833         0     21410
GRUPO TELEVISA S A                 AMER DEP RECPT  40049J206        22        350 SH       DEFINED 9        350         0         0
GRUPO TELEVISA S A                 AMER DEP RECPT  40049J206      5793      93300 SH       DEFINED A      93300         0         0
GSI COMPANIES INC                  ORDINARY SHS    36229U102      3438     299700 SH       DEFINED       299700         0         0
GSI COMPANIES INC                  ORDINARY SHS    36229U102     32354    2820708 SH       DEFINED 2    2742468         0     78240
GSI COMPANIES INC                  ORDINARY SHS    36229U102     10816     943020 SH       DEFINED 8     942950         0        70
GTSI CORP                          COMMON SHS      36238K103      1701     206200 SH       DEFINED 4     206200         0         0
GUIDANT CORP                       COMMON SHS      401698105    354133    5262000 SH       DEFINED 5    5262000         0         0
GUIDANT CORP                       COMMON SHS      401698105      2020      30014 SH       DEFINED 9      30014         0         0
GUIDANT CORP                       COMMON SHS      401698105      6103      90689 SH       DEFINED A      37689         0     53000
GULFMARK OFFSHORE INC              COMMON SHS      402629109       142       5200 SH       DEFINED 9       5200         0         0
GULFMARK OFFSHORE INC              COMMON SHS      402629109      1830      67000 SH       DEFINED A      67000         0         0
GYMBOREE CORP                      COMMON SHS      403777105     17070    1249600 SH       DEFINED 4    1243400         0      6200
GYMBOREE CORP                      COMMON SHS      403777105      4698     343900 SH       DEFINED A      93900         0    250000
H & Q HEALTHCARE INVESTORS FUND    CLOSE END MUT F 404052102      2640     150000 SH       DEFINED 4     150000         0         0
H & R BLOCK INC                    COMMON SHS      093671105     60041    1028985 SH       DEFINED       728795         0    300190
H & R BLOCK INC                    COMMON SHS      093671105    375950    6443013 SH       DEFINED 1    6443013         0         0
H & R BLOCK INC                    COMMON SHS      093671105     11595     198713 SH       DEFINED 2     198713         0         0
H & R BLOCK INC                    COMMON SHS      093671105       152       2600 SH       DEFINED 8       2600         0         0
H & R BLOCK INC                    COMMON SHS      093671105      2048      35093 SH       DEFINED 9      35093         0         0
H & R BLOCK INC                    COMMON SHS      093671105         6        103 SH       DEFINED A        103         0         0
H J HEINZ CO                       COMMON SHS      423074103     35169     992903 SH       DEFINED       581000         0    411903
H J HEINZ CO                       COMMON SHS      423074103    311813    8803305 SH       DEFINED 1    8803305         0         0
H J HEINZ CO                       COMMON SHS      423074103      7328     206900 SH       DEFINED 4     206900         0         0
H J HEINZ CO                       COMMON SHS      423074103       145       4100 SH       DEFINED 8       4100         0         0
H J HEINZ CO                       COMMON SHS      423074103     14420     407111 SH       DEFINED 9     407111         0         0
HAGGAR CORP                        COMMON SHS      405173105      8547     420000 SH       DEFINED 4     420000         0         0
HALLIBURTON CO                     COMMON SHS      406216101      1281      26794 SH       DEFINED 9      26794         0         0
HALLIBURTON CO                     COMMON SHS      406216101      5739     120007 SH       DEFINED A     120007         0         0
HALLIBURTON CO                     CONVERTIBLE BD  406216AM3        21      15000 PRN      DEFINED 9      15000         0         0
HANCOCK HOLDING CO                 COMMON SHS      410120109      3154      91700 SH       DEFINED 4      90900         0       800
HANCOCK HOLDING CO                 COMMON SHS      410120109      2435      70788 SH       DEFINED 9      70788         0         0
HANDLEMAN CO                       COMMON SHS      410252100     16510    1000000 SH       DEFINED 4    1000000         0         0
HANOVER COMPRESSOR CO              COMMON SHS      410768105     17265    1500000 SH       DEFINED 4    1500000         0         0
HANOVER COMPRESSOR CO              CONVERTIBLE BD  410768AC9    113098  117200000 PRN      DEFINED A  117200000         0         0
HANSEN NATURAL CORP                COMMON SHS      411310105      1858      21930 SH       DEFINED A      21930         0         0
HARDINGE INC                       COMMON SHS      412324303     13005     925600 SH       DEFINED 4     925600         0         0
HARLEY-DAVIDSON INC                COMMON SHS      412822108      9920     200000 SH       DEFINED 7     200000         0         0
HARLEY-DAVIDSON INC                COMMON SHS      412822108       441       8900 SH       DEFINED 9       8900         0         0
HARLEYSVILLE GROUP INC             COMMON SHS      412824104      1061      50800 SH       DEFINED 4      50300         0       500
HARLEYSVILLE GROUP INC             COMMON SHS      412824104        25       1200 SH       DEFINED 9       1200         0         0
HARMAN INTERNATIONAL INDUSTRIES IN COMMON SHS      413086109        46        570 SH       DEFINED 6        570         0         0
HARMAN INTERNATIONAL INDUSTRIES IN COMMON SHS      413086109      1302      16000 SH       DEFINED 9      16000         0         0
HARMAN INTERNATIONAL INDUSTRIES IN COMMON SHS      413086109     73205     899768 SH       DEFINED A     899768         0         0
HARMONY GOLD MINING CO LTD         AMER DEP RECPT  413216300     18318    2140000 SH       DEFINED 5    2140000         0         0
HARMONY GOLD MINING CO LTD         AMER DEP RECPT  413216300      1712     200000 SH       DEFINED A     200000         0         0
HARRAH'S ENTERTAINMENT INC         COMMON SHS      413619107      1531      21244 SH       DEFINED 5      21244         0         0
HARRAH'S ENTERTAINMENT INC         COMMON SHS      413619107       259       3600 SH       DEFINED 9       3600         0         0
HARTE HANKS INC                    COMMON SHS      416196103      1684      56630 SH       DEFINED 9      56630         0         0
HARTFORD FINANCIAL SERVICES GROUP  COMMON SHS      416515104    299180    4000800 SH       DEFINED 5    4000800         0         0
HARTFORD FINANCIAL SERVICES GROUP  COMMON SHS      416515104     19492     260655 SH       DEFINED 9     260655         0         0
HARTFORD FINANCIAL SERVICES GROUP  COMMON SHS      416515104         2         24 SH       DEFINED A         24         0         0
HASBRO INC                         COMMON SHS      418056107     37422    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     14706     995000 SH       DEFINED 4     995000         0         0
HAWAIIAN ELECTRIC INC              COMMON SHS      419870100     60054    2240000 SH       DEFINED A    2240000         0         0
HCA INC                            COMMON SHS      404119109      1418      25030 SH       DEFINED         2830         0     22200
HCA INC                            COMMON SHS      404119109    318188    5614750 SH       DEFINED 1    5614750         0         0
HCA INC                            COMMON SHS      404119109         3         50 SH       DEFINED 6         50         0         0
HCA INC                            COMMON SHS      404119109        95       1680 SH       DEFINED 8       1680         0         0
HCA INC                            COMMON SHS      404119109       468       8267 SH       DEFINED 9       8267         0         0
HCA INC                            COMMON SHS      404119109     25258     445709 SH       DEFINED A     280209         0    165500
HEADWATERS INC                     COMMON SHS      42210P102      1062      30900 SH       DEFINED 9      30900         0         0
HEADWATERS INC                     COMMON SHS      42210P102     63175    1837542 SH       DEFINED A    1837542         0         0
HEALTH CARE PROPERTY INVESTORS INC REAL EST INV TR 421915109       854      31600 SH       DEFINED 9      31600         0         0
HEALTH CARE PROPERTY INVESTORS INC REAL EST INV TR 421915109      4394     162500 SH       DEFINED A     162500         0         0
HEALTH MANAGEMENT ASSOCIATES INC   COMMON SHS      421933102      4573     174664 SH       DEFINED 9     174664         0         0
HEALTH MANAGEMENT ASSOCIATES INC   CONVERTIBLE BD  421933AF9        11      10000 PRN      DEFINED 9      10000         0         0
HEALTH NET INC                     COMMON SHS      42222G108        14        370 SH       DEFINED 2        370         0         0
HEALTH NET INC                     COMMON SHS      42222G108        19        500 SH       DEFINED 9        500         0         0
HEALTH NET INC                     COMMON SHS      42222G108     95271    2496621 SH       DEFINED A    2309021         0    187600
HEALTHCARE SERVICES GROUP INC      COMMON SHS      421906108      7843     390600 SH       DEFINED 4     390600         0         0
HEALTHCARE SERVICES GROUP INC      COMMON SHS      421906108      8990     447695 SH       DEFINED 8     447695         0         0
HELEN OF TROY LTD                  COMMON SHS      G4388N106       229       9000 SH       DEFINED 9       9000         0         0
HELMERICH & PAYNE INC              COMMON SHS      423452101       610      13000 SH       DEFINED 9      13000         0         0
HENRY SCHEIN INC                   COMMON SHS      806407102       209       5040 SH       DEFINED 9       5040         0         0
HERITAGE PPTY INVT TR INC          REAL EST INV TR 42725M107       805      23000 SH       DEFINED 9      23000         0         0
HERSHA HOSPITALITY TRUST           REAL EST INV TR 427825104       111      11600 SH       DEFINED 9      11600         0         0
HEWITT ASSOCIATES, INC.            COMMON SHS      42822Q100     44663    1684760 SH       DEFINED A    1662760         0     22000
HEWLETT PACKARD CO                 COMMON SHS      428236103      6305     268200 SH       DEFINED            0         0    268200
HEWLETT PACKARD CO                 COMMON SHS      428236103     63354    2694752 SH       DEFINED 1    2694752         0         0
HEWLETT PACKARD CO                 COMMON SHS      428236103      3931     167200 SH       DEFINED 4     167200         0         0
HEWLETT PACKARD CO                 COMMON SHS      428236103      2528     107519 SH       DEFINED 6     107519         0         0
HEWLETT PACKARD CO                 COMMON SHS      428236103     26243    1116250 SH       DEFINED 7    1116250         0         0
HEWLETT PACKARD CO                 COMMON SHS      428236103        17        705 SH       DEFINED 8        660         0        45
HEWLETT PACKARD CO                 COMMON SHS      428236103     14305     608446 SH       DEFINED 9     608446         0         0
HEWLETT PACKARD CO                 COMMON SHS      428236103     28955    1231619 SH       DEFINED A    1231619         0         0
HIBBETT SPORTING GOODS INC         COMMON SHS      428565105      1820      48100 SH       DEFINED A      48100         0         0
HIGHWOODS PROPERTIES INC           REAL EST INV TR 431284108      4529     152200 SH       DEFINED 8     152200         0         0
HILLENBRAND INDUSTRIES INC         COMMON SHS      431573104    142212    2813300 SH       DEFINED 4    2813300         0         0
HILLENBRAND INDUSTRIES INC         COMMON SHS      431573104    120385    2381500 SH       DEFINED 5    2381500         0         0
HILLENBRAND INDUSTRIES INC         COMMON SHS      431573104      1202      23772 SH       DEFINED 6      23772         0         0
HILLENBRAND INDUSTRIES INC         COMMON SHS      431573104        68       1340 SH       DEFINED 9       1340         0         0
HILLENBRAND INDUSTRIES INC         COMMON SHS      431573104      9372     185400 SH       DEFINED A     182300         0      3100
HILTON HOTELS CORP                 CONVERTIBLE BD  432848AZ2        17      14000 PRN      DEFINED 9      14000         0         0
HILTON HOTELS CORP                 CONVERTIBLE BD  432848AZ2     12692   10500000 PRN      DEFINED A   10500000         0         0
HITACHI LTD                        AMER DEP RECPT  433578507       138       2275 SH       DEFINED 2       2275         0         0
HITACHI LTD                        AMER DEP RECPT  433578507        85       1395 SH       DEFINED 6       1395         0         0
HITACHI LTD                        AMER DEP RECPT  433578507       705      11630 SH       DEFINED 8      11630         0         0
HITACHI LTD                        AMER DEP RECPT  433578507        36        600 SH       DEFINED 9        600         0         0
HOME DEPOT INC                     COMMON SHS      437076102     12946     332800 SH       DEFINED       332800         0         0
HOME DEPOT INC                     COMMON SHS      437076102      6152     158160 SH       DEFINED 8     158160         0         0
HOME DEPOT INC                     COMMON SHS      437076102     48586    1248999 SH       DEFINED 9    1248999         0         0
HOME DEPOT INC                     COMMON SHS      437076102      6342     163024 SH       DEFINED A     100724         0     62300
HOMEBANC CORP                      REAL EST INV TR 43738R109     29454    3240274 SH       DEFINED 5    3240274         0         0
HONDA MOTOR CO LTD                 AMER DEP RECPT  438128308      2219      90151 SH       DEFINED 8      90151         0         0
HONDA MOTOR CO LTD                 AMER DEP RECPT  438128308      1997      81160 SH       DEFINED 9      81160         0         0
HONEYWELL INTERNATIONAL INC        COMMON SHS      438516106      5400     147419 SH       DEFINED 6     147419         0         0
HONEYWELL INTERNATIONAL INC        COMMON SHS      438516106        26        700 SH       DEFINED 8        700         0         0
HONEYWELL INTERNATIONAL INC        COMMON SHS      438516106     24490     668565 SH       DEFINED 9     668565         0         0
HONEYWELL INTERNATIONAL INC        COMMON SHS      438516106     22981     627393 SH       DEFINED A     627393         0         0
HOOKER FURNITURE CORP              COMMON SHS      439038100      9004     515371 SH       DEFINED 4     512971         0      2400
HORNBECK OFFSHORE SERVICES INC     COMMON SHS      440543106      1490      55000 SH       DEFINED A      55000         0         0
HOSPIRA INC                        COMMON SHS      441060100      2437      62487 SH       DEFINED        62487         0         0
HOSPIRA INC                        COMMON SHS      441060100       537      13764 SH       DEFINED 2      13764         0         0
HOSPIRA INC                        COMMON SHS      441060100      1560      40000 SH       DEFINED 7      40000         0         0
HOSPIRA INC                        COMMON SHS      441060100      2047      52497 SH       DEFINED 9      52497         0         0
HOSPITALITY PROPERTIES TRUST       REAL EST INV TR 44106M102      2344      53190 SH       DEFINED 9      53190         0         0
HOST MARRIOTT CORP                 REAL EST INV TR 44107P104       222      12710 SH       DEFINED 6      12710         0         0
HOST MARRIOTT CORP                 REAL EST INV TR 44107P104      1384      79110 SH       DEFINED 9      79110         0         0
HOST MARRIOTT CORP                 REAL EST INV TR 44107P104     32926    1881500 SH       DEFINED A    1881500         0         0
HOT TOPIC INC                      COMMON SHS      441339108     16376     856500 SH       DEFINED 4     851900         0      4600
HOT TOPIC INC                      COMMON SHS      441339108     35343    1848508 SH       DEFINED A    1848508         0         0
HOVNANIAN ENTERPRISES INC          COMMON SHS      442487203        41        624 SH       DEFINED 6        624         0         0
HOVNANIAN ENTERPRISES INC          COMMON SHS      442487203        65       1000 SH       DEFINED 9       1000         0         0
HOVNANIAN ENTERPRISES INC          COMMON SHS      442487203     42545     652530 SH       DEFINED A     652530         0         0
HRPT PROPERTIES TRUST              REAL EST INV TR 40426W101       595      47844 SH       DEFINED 9      47844         0         0
HSBC HOLDINGS PLC                  AMER DEP RECPT  404280406      1417      17795 SH       DEFINED 2      17430         0       365
HSBC HOLDINGS PLC                  AMER DEP RECPT  404280406     20061     251863 SH       DEFINED 6     251863         0         0
HSBC HOLDINGS PLC                  AMER DEP RECPT  404280406      4974      62450 SH       DEFINED 8      62420         0        30
HSBC HOLDINGS PLC                  AMER DEP RECPT  404280406     13583     170530 SH       DEFINED 9     170530         0         0
HUANENG POWER INTERNATIONAL INC    AMER DEP RECPT  443304100      4659     157933 SH       DEFINED 9     157933         0         0
HUBBELL INC                        COMMON SHS      443510201      2280      51706 SH       DEFINED        51706         0         0
HUBBELL INC                        COMMON SHS      443510201      1606      36421 SH       DEFINED 6      36421         0         0
HUBBELL INC                        COMMON SHS      443510201      5174     117330 SH       DEFINED 8     117330         0         0
HUBBELL INC                        COMMON SHS      443510201       861      19522 SH       DEFINED 9      19522         0         0
HUDSON CITY BANCORP INC            COMMON SHS      443683107     10269     900000 SH       DEFINED 4     900000         0         0
HUDSON CITY BANCORP INC            COMMON SHS      443683107    210309   18431950 SH       DEFINED 5   18431950         0         0
HUDSON CITY BANCORP INC            COMMON SHS      443683107       530      46486 SH       DEFINED 9      46486         0         0
HUDSON UNITED BANCORP              COMMON SHS      444165104       580      16076 SH       DEFINED 9      16076         0         0
HUGHES SUPPLY INC                  COMMON SHS      444482103      3833     136400 SH       DEFINED 4     135800         0       600
HUMAN GENOME SCIENCES INC          COMMON SHS      444903108        93       8000 SH       DEFINED 9       8000         0         0
HUMAN GENOME SCIENCES INC          COMMON SHS      444903108     10158     877200 SH       DEFINED A     877200         0         0
HUNT (JB) TRANSPORT SERVICES INC   COMMON SHS      445658107        69       3597 SH       DEFINED 6       3597         0         0
HUNT (JB) TRANSPORT SERVICES INC   COMMON SHS      445658107    117281    6076761 SH       DEFINED A    6076761         0         0
HUNTSMAN CORP                      CONVERT PREF    447011206     15799     346200 SH       DEFINED A     346200         0         0
HYPERION SOLUTIONS CORP            COMMON SHS      44914M104        47       1156 SH       DEFINED 6       1156         0         0
HYPERION SOLUTIONS CORP            COMMON SHS      44914M104       241       6000 SH       DEFINED 9       6000         0         0
HYPERION SOLUTIONS CORP            COMMON SHS      44914M104    112930    2806412 SH       DEFINED A    2806412         0         0
IAC/INTERACTIVECORP                COMMON SHS      44919P102     14435     600200 SH       DEFINED 7     600200         0         0
IAC/INTERACTIVECORP                COMMON SHS      44919P102      6001     249523 SH       DEFINED 9     249523         0         0
IAMGOLD CORP                       ORDINARY SHS    450913108      5106     617400 SH       DEFINED A     617400         0         0
ICICI BANK LTD                     AMER DEP RECPT  45104G104     18494     846385 SH       DEFINED 2     659590         0    186795
ICICI BANK LTD                     AMER DEP RECPT  45104G104        24       1100 SH       DEFINED 9       1100         0         0
ICU MED INC                        COMMON SHS      44930G107      4186     130133 SH       DEFINED 6     130133         0         0
IDENIX PHARMACEUTICALS INC         COMMON SHS      45166R204      2153      99300 SH       DEFINED A      99300         0         0
IDX SYSTEMS CORP                   COMMON SHS      449491109     12782     424100 SH       DEFINED A     424100         0         0
ILLINOIS TOOL WORKS INC            COMMON SHS      452308109       159       2000 SH       DEFINED         2000         0         0
ILLINOIS TOOL WORKS INC            COMMON SHS      452308109      6685      83900 SH       DEFINED 4      83900         0         0
ILLINOIS TOOL WORKS INC            COMMON SHS      452308109     39840     500000 SH       DEFINED 7     500000         0         0
ILLINOIS TOOL WORKS INC            COMMON SHS      452308109     22278     279599 SH       DEFINED 9     279599         0         0
ILLINOIS TOOL WORKS INC            COMMON SHS      452308109       398       5000 SH       DEFINED A       5000         0         0
IMCLONE SYSTEMS INC                COMMON SHS      45245W109        99       3200 SH       DEFINED 9       3200         0         0
IMCLONE SYSTEMS INC                COMMON SHS      45245W109      4069     131400 SH       DEFINED A     131400         0         0
IMMUCOR INC                        COMMON SHS      452526106      1043      36040 SH       DEFINED A      36040         0         0
IMPAX LABORATORIES INC             COMMON SHS      45256B101      6130     390417 SH       DEFINED 6     390417         0         0
IMPAX LABORATORIES INC             COMMON SHS      45256B101     40087    2553300 SH       DEFINED A    2543300         0     10000
IMPERIAL OIL LTD                   ORDINARY SHS    453038408     25476     249719 SH       DEFINED 8     133114         0    116605
IMPERIAL OIL LTD                   COMMON SHS      453038408       608       7300 SH       DEFINED 9       7300         0         0
IMPERIAL OIL LTD                   COMMON SHS      453038408       275       3300 SH       DEFINED A          0         0      3300
IMS HEALTH INC                     COMMON SHS      449934108       154       6229 SH       DEFINED 6       6229         0         0
IMS HEALTH INC                     COMMON SHS      449934108     12385     500000 SH       DEFINED 7     500000         0         0
IMS HEALTH INC                     COMMON SHS      449934108      2185      88229 SH       DEFINED 9      88229         0         0
IMS HEALTH INC                     COMMON SHS      449934108        14        547 SH       DEFINED A        547         0         0
INAMED CORP                        COMMON SHS      453235103        76       1134 SH       DEFINED 6       1134         0         0
INAMED CORP                        COMMON SHS      453235103     65298     975030 SH       DEFINED A     972030         0      3000
INCO LTD                           ORDINARY SHS    453258402        23        490 SH       DEFINED 8         80         0       410
INCO LTD                           COMMON SHS      453258402      1619      42900 SH       DEFINED 9      42900         0         0
INCYTE CORP                        COMMON SHS      45337C102       179      25000 SH       DEFINED 6      25000         0         0
INCYTE CORP                        COMMON SHS      45337C102      3066     428800 SH       DEFINED A     428800         0         0
INDYMAC BANCORP INC                REAL EST INV TR 456607100       692      17000 SH       DEFINED 9      17000         0         0
INFINEON TECHNOLOGIES AG           AMER DEP RECPT  45662N103      4056     438500 SH       DEFINED 2     438500         0         0
INFOSPACE INC                      COMMON SHS      45678T201     26948     818330 SH       DEFINED A     805130         0     13200
INFOSYS TECHNOLOGIES LTD           AMER DEP RECPT  456788108       231       2980 SH       DEFINED         2980         0         0
INFOSYS TECHNOLOGIES LTD           AMER DEP RECPT  456788108      3428      44250 SH       DEFINED 9      44250         0         0
INFOSYS TECHNOLOGIES LTD           AMER DEP RECPT  456788108     22550     291080 SH       DEFINED A     291080         0         0
ING GROEP NV                       AMER DEP RECPT  456837103      1458      51965 SH       DEFINED 2      51965         0         0
ING GROEP NV                       AMER DEP RECPT  456837103     31850    1135457 SH       DEFINED 6    1135457         0         0
ING GROEP NV                       AMER DEP RECPT  456837103      3452     123074 SH       DEFINED 8     123074         0         0
ING GROEP NV                       AMER DEP RECPT  456837103       185       6600 SH       DEFINED 9       6600         0         0
INGERSOLL RAND CO                  ORDINARY SHS    G4776G101       307       4300 SH       DEFINED 6       4300         0         0
INGERSOLL RAND CO                  ORDINARY SHS    G4776G101     35746     501000 SH       DEFINED 7     501000         0         0
INGERSOLL RAND CO                  ORDINARY SHS    G4776G101      1148      16090 SH       DEFINED 9      16090         0         0
INHIBITEX INC                      COMMON SHS      45719T103      1791     236300 SH       DEFINED A     236300         0         0
INLAND REAL ESTATE CORP            REAL EST INV TR 457461200       712      44300 SH       DEFINED 9      44300         0         0
INNKEEPERS USA TRUST               REAL EST INV TR 4576J0104       105       7000 SH       DEFINED 9       7000         0         0
INNKEEPERS USA TRUST               REAL EST INV TR 4576J0104     14042     939900 SH       DEFINED A     939900         0         0
INSPIRE PHARMACEUTICALS INC        COMMON SHS      457733103     15953    1894611 SH       DEFINED A    1894611         0         0
INSTEEL INDUSTRIES INC             COMMON SHS      45774W108      4886     387800 SH       DEFINED 4     387800         0         0
INSURED MUNICIPAL INCOME FUND      OPEN END MUT FD 45809F104       172      13000 SH       DEFINED 9      13000         0         0
INTEGRATED ALARM SERVICES          COMMON SHS      45890M109     11500    2619600 SH       DEFINED 5    2619600         0         0
INTEGRATED CIRCUIT SYSTEMS INC     COMMON SHS      45811K208         2         73 SH       DEFINED 6         73         0         0
INTEGRATED CIRCUIT SYSTEMS INC     COMMON SHS      45811K208     40921    1982600 SH       DEFINED A    1982600         0         0
INTEL CORP                         COMMON SHS      458140100       492      18890 SH       DEFINED        18890         0         0
INTEL CORP                         COMMON SHS      458140100        34       1290 SH       DEFINED 2       1290         0         0
INTEL CORP                         COMMON SHS      458140100     20848     800000 SH       DEFINED 7     800000         0         0
INTEL CORP                         COMMON SHS      458140100      6050     232165 SH       DEFINED 8     232050         0       115
INTEL CORP                         COMMON SHS      458140100    116870    4484665 SH       DEFINED 9    4484665         0         0
INTEL CORP                         COMMON SHS      458140100    141404    5426101 SH       DEFINED A    4699101         0    727000
INTERGRAPH CORP                    COMMON SHS      458683109     29291     850000 SH       DEFINED 4     850000         0         0
INTERGRAPH CORP                    COMMON SHS      458683109        13        390 SH       DEFINED A        390         0         0
INTERMIX MEDIA INC                 COMMON SHS      45881X106       163      19425 SH       DEFINED 9      19425         0         0
INTERMUNE INC                      COMMON SHS      45884X103      3729     286000 SH       DEFINED A     286000         0         0
INTERNATIONAL BUSINESS MACHINES CO COMMON SHS      459200101        12        160 SH       DEFINED 2        160         0         0
INTERNATIONAL BUSINESS MACHINES CO COMMON SHS      459200101      7561     101900 SH       DEFINED 4     101900         0         0
INTERNATIONAL BUSINESS MACHINES CO COMMON SHS      459200101         1         16 SH       DEFINED 6         16         0         0
INTERNATIONAL BUSINESS MACHINES CO COMMON SHS      459200101     41552     560000 SH       DEFINED 7     560000         0         0
INTERNATIONAL BUSINESS MACHINES CO COMMON SHS      459200101     13630     183691 SH       DEFINED 8     181533         0      2158
INTERNATIONAL BUSINESS MACHINES CO COMMON SHS      459200101    154797    2086212 SH       DEFINED 9    2086212         0         0
INTERNATIONAL BUSINESS MACHINES CO COMMON SHS      459200101     28336     381892 SH       DEFINED A     238592         0    143300
INTERNATIONAL GAME TECHNOLOGY      COMMON SHS      459902102       433      15380 SH       DEFINED        15380         0         0
INTERNATIONAL GAME TECHNOLOGY      COMMON SHS      459902102       850      30193 SH       DEFINED 9      30193         0         0
INTERNATIONAL GAME TECHNOLOGY      COMMON SHS      459902102     31804    1129818 SH       DEFINED A    1129818         0         0
INTERNATIONAL GAME TECHNOLOGY      CONVERT ZERO CP 459902AL6       915      14000 PRN      DEFINED 9      14000         0         0
INTERNATIONAL PAPER CO             COMMON SHS      460146103     43746    1448062 SH       DEFINED       665428         0    782634
INTERNATIONAL PAPER CO             COMMON SHS      460146103    290048    9601067 SH       DEFINED 1    9600447         0       620
INTERNATIONAL PAPER CO             COMMON SHS      460146103      1782      59000 SH       DEFINED 2      59000         0         0
INTERNATIONAL PAPER CO             COMMON SHS      460146103      2890      95653 SH       DEFINED 6      95653         0         0
INTERNATIONAL PAPER CO             COMMON SHS      460146103      1559      51598 SH       DEFINED 9      51598         0         0
INTERNATIONAL SHIPHOLDING CORP     COMMON SHS      460321201      7032     480000 SH       DEFINED 4     480000         0         0
INTERPUBLIC GROUP OF COMPANIES INC COMMON SHS      460690100     18408    1511366 SH       DEFINED        80816         0   1430550
INTERPUBLIC GROUP OF COMPANIES INC COMMON SHS      460690100    163462   13420560 SH       DEFINED 1   13420560         0         0
INTERPUBLIC GROUP OF COMPANIES INC COMMON SHS      460690100      2060     169100 SH       DEFINED 2     169100         0         0
INTERPUBLIC GROUP OF COMPANIES INC COMMON SHS      460690100      1569     128804 SH       DEFINED 6     128804         0         0
INTERPUBLIC GROUP OF COMPANIES INC COMMON SHS      460690100       196      16070 SH       DEFINED 8      16070         0         0
INTERPUBLIC GROUP OF COMPANIES INC COMMON SHS      460690100      1022      83907 SH       DEFINED 9      83907         0         0
INTERPUBLIC GROUP OF COMPANIES INC CONVERT PREF    460690308      2919      65000 SH       DEFINED A      65000         0         0
INTERSIL CORP                      COMMON SHS      46069S109     12151     647353 SH       DEFINED 6     647353         0         0
INTERSIL CORP                      COMMON SHS      46069S109    108371    5773650 SH       DEFINED A    5548650         0    225000
INTERTAPE POLYMER GROUP INC        ORDINARY SHS    460919103     20571    1645670 SH       DEFINED 8    1645670         0         0
INTERVOICE-BRITE INC               COMMON SHS      461142101     14171    1642071 SH       DEFINED 6    1642071         0         0
INTL FLAVORS & FRAGRANCES INC      COMMON SHS      459506101     10866     300000 SH       DEFINED 7     300000         0         0
INTL FLAVORS & FRAGRANCES INC      COMMON SHS      459506101       355       9800 SH       DEFINED 9       9800         0         0
INTL RECTIFIER CORP                COMMON SHS      460254105       382       8000 SH       DEFINED 9       8000         0         0
INTL RECTIFIER CORP                COMMON SHS      460254105      8590     180000 SH       DEFINED A     180000         0         0
INTRALASE CORP                     COMMON SHS      461169104       706      36000 SH       DEFINED A      30800         0      5200
INTRAWEST CORP                     COMMON SHS      460915200     14667     609100 SH       DEFINED 4     605100         0      4000
INTRAWEST CORP                     ORDINARY SHS    460915200     17678     601500 SH       DEFINED 8     601500         0         0
INTRAWEST CORP                     COMMON SHS      460915200         5        205 SH       DEFINED A        205         0         0
INTUIT INC                         COMMON SHS      461202103      1959      43425 SH       DEFINED 9      43425         0         0
INTUIT INC                         COMMON SHS      461202103     13616     301840 SH       DEFINED A     301840         0         0
INVERSIONES Y REPRESENTACION SA    GLBL DEP RECPT  450047204     40354    3307687 SH       DEFINED 1    3298699         0      8988
INVESTMENT TECHNOLOGY GROUP INC    COMMON SHS      46145F105       284      13500 SH       DEFINED 9      13500         0         0
INVESTORS FINANCIAL SERVICES CORP  COMMON SHS      461915100       385      10168 SH       DEFINED 9      10168         0         0
INVESTORS FINANCIAL SERVICES CORP  COMMON SHS      461915100     68271    1805153 SH       DEFINED A    1805153         0         0
INVITROGEN CORP                    COMMON SHS      46185R100      1039      12480 SH       DEFINED 2      12480         0         0
INVITROGEN CORP                    COMMON SHS      46185R100        78        935 SH       DEFINED 6        935         0         0
INVITROGEN CORP                    COMMON SHS      46185R100       926      11114 SH       DEFINED 9      11114         0         0
INVITROGEN CORP                    COMMON SHS      46185R100    127454    1530248 SH       DEFINED A    1526448         0      3800
INVITROGEN CORP                    CONVERTIBLE BD  46185RAD2        10      10000 PRN      DEFINED 9      10000         0         0
IPC HOLDINGS LTD                   COMMON SHS      G4933P101     73444    1853700 SH       DEFINED 4    1853700         0         0
IPC HOLDINGS LTD                   COMMON SHS      G4933P101     20971     529300 SH       DEFINED 5     529300         0         0
IPC HOLDINGS LTD                   COMMON SHS      G4933P101     16246     410056 SH       DEFINED 6     410056         0         0
IPC HOLDINGS LTD                   COMMON SHS      G4933P101     15495     391100 SH       DEFINED A     391100         0         0
IRON MOUNTAIN INC                  COMMON SHS      462846106      5572     179625 SH       DEFINED 9     179625         0         0
IRWIN FINANCIAL CORP               COMMON SHS      464119106      1482      66800 SH       DEFINED 2      66800         0         0
ISHARES COHEN & STEERS REALTY MAJO CLOSE END MUT F 464287564       410       5758 SH       DEFINED 9       5758         0         0
ISHARES FTSE/XINHUA CHINA 25       CLOSE END MUT F 464287184      1123      19660 SH       DEFINED 9      19660         0         0
ISHARES LEHMAN AGG BOND FUND       OPEN END MUT FD 464287226       207       2000 SH       DEFINED 9       2000         0         0
ISHARES MSCI EAFE INDEX FUND       CLOSE END MUT F 464287465        12        225 SH       DEFINED 8          0         0       225
ISHARES MSCI EAFE INDEX FUND       CLOSE END MUT F 464287465      3857      73621 SH       DEFINED 9      73621         0         0
ISHARES MSCI EMERGING MARKETS INDE OPEN END MUT FD 464287234     13894     194050 SH       DEFINED 9     194050         0         0
ISHARES MSCI JAPAN INDEX FUND      CLOSE END MUT F 464286848       441      43448 SH       DEFINED 9      43448         0         0
ISHARES S&P EUROPE 350 INDEX FUND  OPEN END MUT FD 464287861       204       2732 SH       DEFINED 9       2732         0         0
ISHARES S&P INDEX 500 FUND         CLOSE END MUT F 464287200      4053      34029 SH       DEFINED 9      34029         0         0
ISHARES TR DOW JONES SELECT DIVIDE OPEN END MUT FD 464287168      6596     106855 SH       DEFINED 9     106855         0         0
ISHARES TR RUSSELL 2000 INDEX FUND CLOSE END MUT F 464287655       454       7130 SH       DEFINED 9       7130         0         0
ISHARES TR RUSSELL 3000 INDEX FUND OPEN END MUT FD 464287689       753      11000 SH       DEFINED 9      11000         0         0
ISHARES TRUST                      CLOSE END MUT F 464287697       681       8800 SH       DEFINED 9       8800         0         0
ISHARES TRUST LEHMAN TIPS BOND FUN CLOSE END MUT F 464287176      2260      21075 SH       DEFINED 9      21075         0         0
ISTA PHARMACEUTICALS INC           COMMON SHS      45031X204       333      40000 SH       DEFINED 6      40000         0         0
ISTA PHARMACEUTICALS INC           COMMON SHS      45031X204      3935     473000 SH       DEFINED A     462600         0     10400
ISTAR FINANCIAL INC                REAL EST INV TR 45031U101    113491    2728800 SH       DEFINED 5    2728800         0         0
ISTAR FINANCIAL INC                REAL EST INV TR 45031U101      2135      51330 SH       DEFINED 6      51330         0         0
ISTAR FINANCIAL INC                REAL EST INV TR 45031U101      2011      48350 SH       DEFINED 9      48350         0         0
ISTAR FINANCIAL INC                REAL EST INV TR 45031U101    142633    3429500 SH       DEFINED A    3429500         0         0
ITLA CAPITAL CORP                  COMMON SHS      450565106     24028     445796 SH       DEFINED 5     445796         0         0
ITT INDUSTRIES INC                 COMMON SHS      450911102      1227      12570 SH       DEFINED 9      12570         0         0
IVANHOE MINES LTD                  ORDINARY SHS    46579N103     15504    1628600 SH       DEFINED A    1628600         0         0
IVAX CORP                          COMMON SHS      465823102       104       4843 SH       DEFINED 9       4843         0         0
IVAX CORP                          COMMON SHS      465823102     61903    2879201 SH       DEFINED A    2879201         0         0
IVAX CORP                          CONVERTIBLE BD  465823AG7      5013    5000000 PRN      DEFINED A    5000000         0         0
J & J SNACK FOODS CORP             COMMON SHS      466032109       277       5300 SH       DEFINED         5300         0         0
J JILL GROUP INC                   COMMON SHS      466189107       250      18200 SH       DEFINED A      18200         0         0
JACK HENRY & ASSOCIATES INC        COMMON SHS      426281101         2         93 SH       DEFINED 6         93         0         0
JACK HENRY & ASSOCIATES INC        COMMON SHS      426281101       366      20000 SH       DEFINED 9      20000         0         0
JACK HENRY & ASSOCIATES INC        COMMON SHS      426281101     18283     998500 SH       DEFINED A     998500         0         0
JACKSON HEWITT TAX SERVICE, INC    COMMON SHS      468202106     21910     926800 SH       DEFINED A     926800         0         0
JACOBS ENGINEERING GROUP           COMMON SHS      469814107      4617      82073 SH       DEFINED 9      82073         0         0
JACOBS ENGINEERING GROUP           COMMON SHS      469814107     18384     326764 SH       DEFINED A     326764         0         0
JAKKS PACIFIC INC                  COMMON SHS      47012E106     12012     625300 SH       DEFINED 8     625300         0         0
JAMDAT MOBILE INC                  COMMON SHS      47023T100     25936     936980 SH       DEFINED A     936980         0         0
JDS UNIPHASE CORP                  COMMON SHS      46612J101       103      67869 SH       DEFINED 9      67869         0         0
JEFFERSON PILOT CORP               COMMON SHS      475070108      1395      27670 SH       DEFINED 9      27670         0         0
JLG INDUSTRIES INC                 COMMON SHS      466210101     13946     507500 SH       DEFINED 4     503000         0      4500
JOHN HANCOCK BANK & THRIFT OPPORTU CLOSE END MUT F 409735107     16203    1650000 SH       DEFINED 4    1650000         0         0
JOHN HANCOCK BANK & THRIFT OPPORTU CLOSE END MUT F 409735107        20       2000 SH       DEFINED 9       2000         0         0
JOHNSON & JOHNSON                  COMMON SHS      478160104       543       8355 SH       DEFINED         8355         0         0
JOHNSON & JOHNSON                  COMMON SHS      478160104        15        230 SH       DEFINED 2        230         0         0
JOHNSON & JOHNSON                  COMMON SHS      478160104     64740     996000 SH       DEFINED 7     996000         0         0
JOHNSON & JOHNSON                  COMMON SHS      478160104     13733     211270 SH       DEFINED 8     208920         0      2350
JOHNSON & JOHNSON                  COMMON SHS      478160104    182195    2803002 SH       DEFINED 9    2803002         0         0
JOHNSON & JOHNSON                  COMMON SHS      478160104    275506    4238561 SH       DEFINED A    4027161         0    211400
JOHNSON CONTROLS INC               COMMON SHS      478366107      5458      96900 SH       DEFINED 4      96900         0         0
JOHNSON CONTROLS INC               COMMON SHS      478366107     22532     400000 SH       DEFINED 7     400000         0         0
JOHNSON CONTROLS INC               COMMON SHS      478366107      4429      78630 SH       DEFINED 8      78630         0         0
JOHNSON CONTROLS INC               COMMON SHS      478366107        58       1035 SH       DEFINED 9       1035         0         0
JONES LANG LASALLE INC             COMMON SHS      48020Q107     43449     982352 SH       DEFINED A     982352         0         0
JOURNAL COMMUNICATIONS INC         COMMON SHS      481130102       491      29200 SH       DEFINED A      29200         0         0
JPMORGAN CHASE & CO                COMMON SHS      46625H100     36646    1037532 SH       DEFINED       159182         0    878350
JPMORGAN CHASE & CO                COMMON SHS      46625H100     72922    2064600 SH       DEFINED 1    2064600         0         0
JPMORGAN CHASE & CO                COMMON SHS      46625H100      9591     271560 SH       DEFINED 2     271560         0         0
JPMORGAN CHASE & CO                COMMON SHS      46625H100     10541     298453 SH       DEFINED 6     298453         0         0
JPMORGAN CHASE & CO                COMMON SHS      46625H100     12624     357412 SH       DEFINED 8     357412         0         0
JPMORGAN CHASE & CO                COMMON SHS      46625H100     42875    1213889 SH       DEFINED 9    1213889         0         0
JPMORGAN CHASE & CO                COMMON SHS      46625H100    526636   14910433 SH       DEFINED A   14693933         0    216500
JUNIPER NETWORKS INC               COMMON SHS      48203R104       201       8000 SH       DEFINED         8000         0         0
JUNIPER NETWORKS INC               COMMON SHS      48203R104     17588     698503 SH       DEFINED 9     698503         0         0
JUNIPER NETWORKS INC               COMMON SHS      48203R104      5565     221020 SH       DEFINED A     221020         0         0
KANBAY INTERNATIONAL INC           COMMON SHS      48369P207      7008     303235 SH       DEFINED 6     303235         0         0
KANBAY INTERNATIONAL INC           COMMON SHS      48369P207     17483     756500 SH       DEFINED A     756500         0         0
KANSAS CITY LIFE INSURANCE CO      COMMON SHS      484836101     10705     222789 SH       DEFINED 4     222789         0         0
KANSAS CITY LIFE INSURANCE CO      COMMON SHS      484836101       111       2300 SH       DEFINED 9       2300         0         0
KANSAS CITY SOUTHERN               COMMON SHS      485170302     63060    3124900 SH       DEFINED 4    3119600         0      5300
KANSAS CITY SOUTHERN               COMMON SHS      485170302         7        360 SH       DEFINED 9        360         0         0
KAYDON CORP                        COMMON SHS      486587108     11235     403400 SH       DEFINED 4     403400         0         0
KB HOME                            COMMON SHS      48666K109       877      11500 SH       DEFINED 9      11500         0         0
KCS ENERGY INC                     COMMON SHS      482434206        88       5072 SH       DEFINED 9       5072         0         0
KCS ENERGY INC                     COMMON SHS      482434206      2779     160000 SH       DEFINED A     160000         0         0
KELLOGG CO                         COMMON SHS      487836108       881      19826 SH       DEFINED 9      19826         0         0
KELLWOOD CO                        COMMON SHS      488044108     20221     751700 SH       DEFINED 4     751700         0         0
KELLWOOD CO                        COMMON SHS      488044108       116       4300 SH       DEFINED 8       4300         0         0
KELLWOOD CO                        COMMON SHS      488044108        48       1800 SH       DEFINED 9       1800         0         0
KELLY SERVICES INC                 COMMON SHS      488152208     43155    1506800 SH       DEFINED 4    1506800         0         0
KENNAMETAL INC                     COMMON SHS      489170100     27790     606100 SH       DEFINED 4     603000         0      3100
KENNAMETAL INC                     COMMON SHS      489170100     13746     299793 SH       DEFINED 6     299793         0         0
KENNAMETAL INC                     COMMON SHS      489170100         2         40 SH       DEFINED 9         40         0         0
KENNAMETAL INC                     COMMON SHS      489170100     54695    1192910 SH       DEFINED A    1192910         0         0
KERR MCGEE CORP                    COMMON SHS      492386107         4         47 SH       DEFINED 6         47         0         0
KERR MCGEE CORP                    COMMON SHS      492386107       318       4164 SH       DEFINED 9       4164         0         0
KERR MCGEE CORP                    COMMON SHS      492386107      2431      31861 SH       DEFINED A      31861         0         0
KERYX BIOPHAMACEUTICALS INC        COMMON SHS      492515101     13393    1014645 SH       DEFINED A    1006845         0      7800
KEYCORP                            COMMON SHS      493267108       848      25578 SH       DEFINED 9      25578         0         0
KEYSPAN CORP                       COMMON SHS      49337W100       530      13029 SH       DEFINED 9      13029         0         0
KEYSPAN CORP                       COMMON SHS      49337W100    262515    6450000 SH       DEFINED A    6450000         0         0
KILROY REALTY CORP                 REAL EST INV TR 49427F108       202       4258 SH       DEFINED 6       4258         0         0
KILROY REALTY CORP                 REAL EST INV TR 49427F108       993      20900 SH       DEFINED 9      20900         0         0
KILROY REALTY CORP                 REAL EST INV TR 49427F108     22562     475100 SH       DEFINED A     475100         0         0
KIMBERLY-CLARK CORP                COMMON SHS      494368103     28835     460700 SH       DEFINED       460700         0         0
KIMBERLY-CLARK CORP                COMMON SHS      494368103      4926      78700 SH       DEFINED 4      78700         0         0
KIMBERLY-CLARK CORP                COMMON SHS      494368103      4145      66224 SH       DEFINED 6      66224         0         0
KIMBERLY-CLARK CORP                COMMON SHS      494368103       551       8800 SH       DEFINED 8       8800         0         0
KIMBERLY-CLARK CORP                COMMON SHS      494368103      7498     119796 SH       DEFINED 9     119796         0         0
KIMBERLY-CLARK CORP                COMMON SHS      494368103     11742     187600 SH       DEFINED A     187600         0         0
KIMCO REALTY CORP                  REAL EST INV TR 49446R109       220       3730 SH       DEFINED 6       3730         0         0
KIMCO REALTY CORP                  REAL EST INV TR 49446R109      1161      19700 SH       DEFINED 9      19700         0         0
KIMCO REALTY CORP                  REAL EST INV TR 49446R109     24241     411500 SH       DEFINED A     411500         0         0
KINDER MORGAN ENERGY PARTNERS LP   LTD PARTNERSHIP 494550106      8828     173378 SH       DEFINED 9     173378         0         0
KINDER MORGAN INC                  COMMON SHS      49455P101     29528     354900 SH       DEFINED       354900         0         0
KINDER MORGAN INC                  COMMON SHS      49455P101      3054      36703 SH       DEFINED 9      36703         0         0
KINDER MORGAN INC                  COMMON SHS      49455P101     24960     300000 SH       DEFINED A     300000         0         0
KINDRED HEALTHCARE INC             COMMON SHS      494580103    249305    6291368 SH       DEFINED 5    6291368         0         0
KINDRED HEALTHCARE INC             COMMON SHS      494580103     19776     499261 SH       DEFINED 6     499261         0         0
KINDRED HEALTHCARE INC             COMMON SHS      494580103      1924      48565 SH       DEFINED A      42765         0      5800
KINDRED HEALTHCARE INC             WTS TO EQUITY   494580111     19653     560242 SH       DEFINED 5     560242         0         0
KINDRED HEALTHCARE INC             WTS TO EQUITY   494580129     43531    1400603 SH       DEFINED 5    1400603         0         0
KINETIC CONCEPTS INC               COMMON SHS      49460W208        22        360 SH       DEFINED 6        360         0         0
KINETIC CONCEPTS INC               COMMON SHS      49460W208     39827     663780 SH       DEFINED A     662080         0      1700
KING PHARMACEUTICALS INC           COMMON SHS      495582108       782      75000 SH       DEFINED 2      75000         0         0
KINGSWAY FINANCIAL SERVICES INC    ORDINARY SHS    496904103    112532    5410176 SH       DEFINED 8    5216970         0    193206
KINROSS GOLD CORP                  ORDINARY SHS    496902404      5549     739800 SH       DEFINED 5     739800         0         0
KINROSS GOLD CORP                  ORDINARY SHS    496902404     26348    3513012 SH       DEFINED A    3513012         0         0
KITE REALTY GROUP TRUST            REAL EST INV TR 49803T102     25859    1723900 SH       DEFINED A    1723900         0         0
KLA-TENCOR CORP                    COMMON SHS      482480100       290       6630 SH       DEFINED         6630         0         0
KLA-TENCOR CORP                    COMMON SHS      482480100        53       1205 SH       DEFINED 9       1205         0         0
KLA-TENCOR CORP                    COMMON SHS      482480100     44679    1022401 SH       DEFINED A    1022401         0         0
KNIGHT TRANSPORTATION INC          COMMON SHS      499064103     30888    1269560 SH       DEFINED A    1269560         0         0
KNIGHT-RIDDER INC                  COMMON SHS      499040103      1298      21156 SH       DEFINED 9      21156         0         0
KOHL'S CORP                        COMMON SHS      500255104      1439      25730 SH       DEFINED 9      25730         0         0
KOHL'S CORP                        COMMON SHS      500255104      3174      56769 SH       DEFINED A      56769         0         0
KONINKLIJKE KPN NV                 AMER DEP RECPT  780641205       134      16000 SH       DEFINED 9      16000         0         0
KONINKLIJKE PHILIPS ELECTRONICS NV NEW YORK SHARES 500472303      5131     203684 SH       DEFINED       203684         0         0
KONINKLIJKE PHILIPS ELECTRONICS NV NEW YORK SHARES 500472303      1371      54436 SH       DEFINED 1      54436         0         0
KONINKLIJKE PHILIPS ELECTRONICS NV NEW YORK SHARES 500472303      9312     369684 SH       DEFINED 2     366445         0      3239
KONINKLIJKE PHILIPS ELECTRONICS NV NEW YORK SHARES 500472303     26394    1047787 SH       DEFINED 6    1047787         0         0
KONINKLIJKE PHILIPS ELECTRONICS NV NEW YORK SHARES 500472303       456      18118 SH       DEFINED 9      18118         0         0
KOOKMIN BANK                       AMER DEP RECPT  50049M109      2352      51599 SH       DEFINED         1599         0     50000
KOOKMIN BANK                       AMER DEP RECPT  50049M109     43115     945926 SH       DEFINED 1     945926         0         0
KOOKMIN BANK                       AMER DEP RECPT  50049M109    144449    3169129 SH       DEFINED 2    3034979         0    134150
KOOKMIN BANK                       AMER DEP RECPT  50049M109     17528     384559 SH       DEFINED 6     384559         0         0
KOOKMIN BANK                       AMER DEP RECPT  50049M109      7177     157470 SH       DEFINED 8     157470         0         0
KOOKMIN BANK                       AMER DEP RECPT  50049M109      1931      42361 SH       DEFINED 9      42361         0         0
KOOKMIN BANK                       AMER DEP RECPT  50049M109        34        740 SH       DEFINED A        740         0         0
KOREA ELECTRIC POWER CORP          AMER DEP RECPT  500631106     20496    1308000 SH       DEFINED      1308000         0         0
KOREA ELECTRIC POWER CORP          AMER DEP RECPT  500631106     24500    1563481 SH       DEFINED 2    1520744         0     42737
KOREA ELECTRIC POWER CORP          AMER DEP RECPT  500631106     11214     715649 SH       DEFINED 6     715649         0         0
KOREA ELECTRIC POWER CORP          AMER DEP RECPT  500631106       618      39420 SH       DEFINED 9      39420         0         0
KOSAN BIOSCIENCES INC              COMMON SHS      50064W107      9512    1801591 SH       DEFINED A    1801591         0         0
KRAFT FOODS INC                    COMMON SHS      50075N104     23631     742888 SH       DEFINED       656558         0     86330
KRAFT FOODS INC                    COMMON SHS      50075N104      3297     103650 SH       DEFINED 2     103650         0         0
KRAFT FOODS INC                    COMMON SHS      50075N104      1683      52894 SH       DEFINED 6      52894         0         0
KRAFT FOODS INC                    COMMON SHS      50075N104      7927     249189 SH       DEFINED 8     249189         0         0
KRAFT FOODS INC                    COMMON SHS      50075N104      1976      62125 SH       DEFINED 9      62125         0         0
KROGER CO                          COMMON SHS      501044101     41166    2163203 SH       DEFINED      1666920         0    496283
KROGER CO                          COMMON SHS      501044101    340166   17875261 SH       DEFINED 1   17875261         0         0
KROGER CO                          COMMON SHS      501044101      3764     197800 SH       DEFINED 2     197800         0         0
KROGER CO                          COMMON SHS      501044101     67954    3570885 SH       DEFINED 5    3570885         0         0
KROGER CO                          COMMON SHS      501044101     15301     804037 SH       DEFINED 8     804037         0         0
KROGER CO                          COMMON SHS      501044101       381      20000 SH       DEFINED 9      20000         0         0
KT CORP                            AMER DEP RECPT  48268K101     22843    1062457 SH       DEFINED      1062457         0         0
KT CORP                            AMER DEP RECPT  48268K101    634150   29495350 SH       DEFINED 1   29469880         0     25470
KT CORP                            AMER DEP RECPT  48268K101    176237    8197071 SH       DEFINED 2    7896121         0    300950
KT CORP                            AMER DEP RECPT  48268K101     11572     538253 SH       DEFINED 6     538253         0         0
KT CORP                            AMER DEP RECPT  48268K101     78386    3645874 SH       DEFINED 8    3553574         0     92300
KT CORP                            AMER DEP RECPT  48268K101      1198      55730 SH       DEFINED 9      55730         0         0
KT CORP                            AMER DEP RECPT  48268K101      2873     133620 SH       DEFINED A     133620         0         0
L-3 COMMUNICATIONS CORP            COMMON SHS      502424104       234       3050 SH       DEFINED         3050         0         0
L-3 COMMUNICATIONS CORP            COMMON SHS      502424104      4126      53880 SH       DEFINED 9      53880         0         0
L-3 COMMUNICATIONS CORP            COMMON SHS      502424104    132586    1731339 SH       DEFINED A    1731339         0         0
LA QUINTA CORPORATION              COMMON SHS      50419U202     36565    3919100 SH       DEFINED 4    3908300         0     10800
LA QUINTA CORPORATION              COMMON SHS      50419U202     20895    2239500 SH       DEFINED A    2239500         0         0
LA-Z-BOY INC                       COMMON SHS      505336107     15309    1050700 SH       DEFINED 4    1044700         0      6000
LABONE INC                         COMMON SHS      50540L105     25594     642900 SH       DEFINED A     642900         0         0
LABORATORY CORP OF AMERICA HOLDING COMMON SHS      50540R409       457       9150 SH       DEFINED 9       9150         0         0
LABRANCHE & CO INC                 COMMON SHS      505447102        75      11900 SH       DEFINED 9      11900         0         0
LADISH CO INC                      COMMON SHS      505754200       699      70000 SH       DEFINED 4      70000         0         0
LAIDLAW INTL INC                   COMMON SHS      50730R102       422      17500 SH       DEFINED 9      17500         0         0
LAM RESEARCH CORP                  COMMON SHS      512807108        45       1555 SH       DEFINED 6       1555         0         0
LAM RESEARCH CORP                  COMMON SHS      512807108        67       2300 SH       DEFINED 9       2300         0         0
LAM RESEARCH CORP                  COMMON SHS      512807108     86765    2998085 SH       DEFINED A    2998085         0         0
LAMAR ADVERTISING CO               COMMON SHS      512815101      1195      27935 SH       DEFINED 9      27935         0         0
LANCASTER COLONY CORP              COMMON SHS      513847103     23952     558069 SH       DEFINED 4     557469         0       600
LANCASTER COLONY CORP              COMMON SHS      513847103       103       2400 SH       DEFINED 6       2400         0         0
LANCASTER COLONY CORP              COMMON SHS      513847103        23        530 SH       DEFINED 9        530         0         0
LANDSTAR SYSTEM INC                COMMON SHS      515098101     33019    1096248 SH       DEFINED A    1096248         0         0
LASALLE HOTEL PROPERTIES           REAL EST INV TR 517942108     26904     820000 SH       DEFINED A     820000         0         0
LASERCARD CORP                     COMMON SHS      51807U101      4233     721100 SH       DEFINED A     721100         0         0
LATIN AMERICA EQUITY FUND INC      CLOSE END MUT F 51827Q106      5195     222015 SH       DEFINED 4     222015         0         0
LAUREATE EDUCATION INC             COMMON SHS      518613104      2452      51230 SH       DEFINED A      51230         0         0
LAWSON SOFTWARE INC                COMMON SHS      520780107        55      10700 SH       DEFINED A      10700         0         0
LAYNE CHRISTENSEN COMPANY          COMMON SHS      521050104      8939     450000 SH       DEFINED 4     450000         0         0
LEAR CORP                          COMMON SHS      521865105     29488     810550 SH       DEFINED 1     809510         0      1040
LEAR CORP                          COMMON SHS      521865105       127       3500 SH       DEFINED 9       3500         0         0
LECG CORP                          COMMON SHS      523234102      8958     421335 SH       DEFINED 6     421335         0         0
LECG CORP                          COMMON SHS      523234102     18819     885200 SH       DEFINED A     885200         0         0
LEGG MASON INC                     COMMON SHS      524901105       104       1000 SH       DEFINED         1000         0         0
LEGG MASON INC                     COMMON SHS      524901105     14069     135136 SH       DEFINED 9     135136         0         0
LEGG MASON INC                     COMMON SHS      524901105       219       2100 SH       DEFINED A       2100         0         0
LEGGETT & PLATT INC                COMMON SHS      524660107     91507    3442700 SH       DEFINED 4    3442700         0         0
LEGGETT & PLATT INC                COMMON SHS      524660107       101       3800 SH       DEFINED 6       3800         0         0
LEHMAN BROTHERS HOLDINGS INC       COMMON SHS      524908100      3912      39400 SH       DEFINED 4      39400         0         0
LEHMAN BROTHERS HOLDINGS INC       COMMON SHS      524908100      3573      35993 SH       DEFINED 9      35993         0         0
LEHMAN BROTHERS HOLDINGS INC       COMMON SHS      524908100      3074      30958 SH       DEFINED A      27358         0      3600
LENNAR CORP                        COMMON SHS      526057104     30456     480000 SH       DEFINED 4     480000         0         0
LENNAR CORP                        COMMON SHS      526057104       114       1800 SH       DEFINED 9       1800         0         0
LENNAR CORP                        COMMON SHS      526057302      2823      48000 SH       DEFINED 4      48000         0         0
LENNAR CORP                        COMMON SHS      526057302        14        230 SH       DEFINED 9        230         0         0
LENNOX INTERNATIONAL INC           COMMON SHS      526107107     23605    1115000 SH       DEFINED 4    1115000         0         0
LENNOX INTERNATIONAL INC           CONVERTIBLE BD  526107AB3      6868    5500000 PRN      DEFINED A    5500000         0         0
LEUCADIA NATIONAL CORP             COMMON SHS      527288104    246632    6384478 SH       DEFINED 5    6384478         0         0
LEUCADIA NATIONAL CORP             CONVERTIBLE BD  527288AX2      3663    3600000 PRN      DEFINED A    3600000         0         0
LEXINGTON CORP PROPERTIES TRUST CV REAL EST INV TR 529043101       101       4155 SH       DEFINED 6       4155         0         0
LEXINGTON CORP PROPERTIES TRUST CV REAL EST INV TR 529043101        26       1065 SH       DEFINED 9       1065         0         0
LEXINGTON CORP PROPERTIES TRUST CV REAL EST INV TR 529043101     18716     769900 SH       DEFINED A     769900         0         0
LEXINGTON CORP PROPERTIES TRUST CV CONVERT PREF    529043309     77175    1500000 SH       DEFINED A    1500000         0         0
LEXMARK INTERNATIONAL INC          COMMON SHS      529771107        25        390 SH       DEFINED 2        390         0         0
LEXMARK INTERNATIONAL INC          COMMON SHS      529771107      3144      48500 SH       DEFINED 4      48500         0         0
LEXMARK INTERNATIONAL INC          COMMON SHS      529771107       206       3172 SH       DEFINED 9       3172         0         0
LEXMARK INTERNATIONAL INC          COMMON SHS      529771107     38790     598340 SH       DEFINED A     412140         0    186200
LHC GROUP INC                      COMMON SHS      50187A107      1036      57000 SH       DEFINED A      49800         0      7200
LIBERTY MEDIA CORP                 CONVERTIBLE BD  530715AR2         4       5000 PRN      DEFINED 9       5000         0         0
LIBERTY MEDIA CORP                 CONVERTIBLE BD  530715AR2      7700   10000000 PRN      DEFINED A   10000000         0         0
LIBERTY MEDIA CORP                 COMMON SHS      530718105    430333   42230938 SH       DEFINED 5   42230938         0         0
LIBERTY MEDIA CORP                 COMMON SHS      530718105      5641     553627 SH       DEFINED 9     553627         0         0
LIBERTY MEDIA CORP                 COMMON SHS      530718105      4996     490277 SH       DEFINED A     435377         0     54900
LIBERTY MEDIA CORP                 CONVERT ZERO CP 530718AF2      1060      10000 PRN      DEFINED 9      10000         0         0
LIBERTY MEDIA INTO MOTOROLA        CONVERTIBLE BD  530715AN1         4       5000 PRN      DEFINED 9       5000         0         0
LIBERTY MEDIA INTO MOTOROLA        CONVERTIBLE BD  530715AN1     11481   12900000 PRN      DEFINED A   12900000         0         0
LIBERTY PROPERTY TRUST             REAL EST INV TR 531172104       322       7275 SH       DEFINED 6       7275         0         0
LIBERTY PROPERTY TRUST             REAL EST INV TR 531172104     12828     289502 SH       DEFINED 9     289502         0         0
LIBERTY PROPERTY TRUST             REAL EST INV TR 531172104     40397     911700 SH       DEFINED A     911700         0         0
LIFEPOINT HOSPITALS INC            COMMON SHS      53219L109      2415      47800 SH       DEFINED A      42200         0      5600
LINCARE HOLDINGS INC               COMMON SHS      532791100        44       1073 SH       DEFINED 6       1073         0         0
LINCARE HOLDINGS INC               COMMON SHS      532791100       531      13000 SH       DEFINED 9      13000         0         0
LINCARE HOLDINGS INC               COMMON SHS      532791100     22442     549506 SH       DEFINED A     549506         0         0
LINCOLN NATIONAL CORP              COMMON SHS      534187109     17956     382688 SH       DEFINED 9     382688         0         0
LINEAR TECHNOLOGY CORP             COMMON SHS      535678106       382      10420 SH       DEFINED        10420         0         0
LINEAR TECHNOLOGY CORP             COMMON SHS      535678106      4150     113100 SH       DEFINED 8     113100         0         0
LINEAR TECHNOLOGY CORP             COMMON SHS      535678106       516      14075 SH       DEFINED 9      14075         0         0
LINEAR TECHNOLOGY CORP             COMMON SHS      535678106    107984    2943145 SH       DEFINED A    2943145         0         0
LINENS N THINGS INC                COMMON SHS      535679104     10512     444300 SH       DEFINED 4     440400         0      3900
LIONS GATE ENTMT CORP              COMMON SHS      535919203      7183     700139 SH       DEFINED 9     700139         0         0
LIONS GATE ENTMT CORP              COMMON SHS      535919203        50       4900 SH       DEFINED A       4900         0         0
LIZ CLAIBORNE INC                  COMMON SHS      539320101       624      15689 SH       DEFINED 9      15689         0         0
LLOYDS TSB GROUP PLC               AMER DEP RECPT  539439109      4239     124505 SH       DEFINED 9     124505         0         0
LOCKHEED MARTIN CORP               COMMON SHS      539830109     38251     589650 SH       DEFINED       433600         0    156050
LOCKHEED MARTIN CORP               COMMON SHS      539830109       464       7160 SH       DEFINED 1       1200         0      5960
LOCKHEED MARTIN CORP               COMMON SHS      539830109        16        240 SH       DEFINED 2        240         0         0
LOCKHEED MARTIN CORP               COMMON SHS      539830109      4206      64838 SH       DEFINED 6      64838         0         0
LOCKHEED MARTIN CORP               COMMON SHS      539830109     32435     500000 SH       DEFINED 7     500000         0         0
LOCKHEED MARTIN CORP               COMMON SHS      539830109      7789     120068 SH       DEFINED 9     120068         0         0
LOCKHEED MARTIN CORP               COMMON SHS      539830109     44544     686658 SH       DEFINED A     555658         0    131000
LOCKHEED MARTIN CORP               CONV FLT RATE   539830AP4      1069      10000 PRN      DEFINED 9      10000         0         0
LOEWS CORP                         COMMON SHS      540424108       279       3600 SH       DEFINED 9       3600         0         0
LOEWS CORP - CAROLINA GROUP        COMMON SHS      540424207     41672    1250667 SH       DEFINED A    1250667         0         0
LOGITECH INTERNATIONAL SA          AMER DEP RECPT  541419107      1139      17855 SH       DEFINED 9      17855         0         0
LOGITECH INTERNATIONAL SA          AMER DEP RECPT  541419107     26673     418200 SH       DEFINED A     418200         0         0
LONE STAR TECHNOLOGIES INC         COMMON SHS      542312103     23769     522400 SH       DEFINED 4     519700         0      2700
LOWE'S COMPANIES INC               COMMON SHS      548661107       593      10190 SH       DEFINED        10190         0         0
LOWE'S COMPANIES INC               COMMON SHS      548661107      7661     131583 SH       DEFINED 9     131583         0         0
LOWE'S COMPANIES INC               COMMON SHS      548661107     70852    1216963 SH       DEFINED A    1131263         0     85700
LOWE'S COMPANIES INC               CONVERT ZERO CP 548661CF2   1054735   11000000 PRN      DEFINED A   11000000         0         0
LUCENT TECHNOLOGIES INC            COMMON SHS      549463107      1061     364751 SH       DEFINED 9     364751         0         0
LUCENT TECHNOLOGIES INC            COMMON SHS      549463107      1523     523500 SH       DEFINED A     523500         0         0
LUCENT TECHNOLOGIES INC            CONVERTIBLE BD  549463AG2       544     500000 PRN      DEFINED 9     500000         0         0
LUXOTTICA GROUP SPA                AMER DEP RECPT  55068R202      1174      57000 SH       DEFINED        57000         0         0
LUXOTTICA GROUP SPA                AMER DEP RECPT  55068R202      1441      70000 SH       DEFINED 8      70000         0         0
LUXOTTICA GROUP SPA                AMER DEP RECPT  55068R202     13943     677188 SH       DEFINED 9     677188         0         0
LUXOTTICA GROUP SPA                AMER DEP RECPT  55068R202        14        700 SH       DEFINED A        700         0         0
LYONDELL CHEMICAL CO               COMMON SHS      552078107       413      15620 SH       DEFINED        15620         0         0
LYONDELL CHEMICAL CO               COMMON SHS      552078107        22        840 SH       DEFINED 2        840         0         0
LYONDELL CHEMICAL CO               COMMON SHS      552078107        72       2732 SH       DEFINED 6       2732         0         0
LYONDELL CHEMICAL CO               COMMON SHS      552078107      2284      86439 SH       DEFINED 9      86439         0         0
LYONDELL CHEMICAL CO               COMMON SHS      552078107    272851   10327427 SH       DEFINED A    9991927         0    335500
M & T BANK CORP                    COMMON SHS      55261F104      2417      22986 SH       DEFINED 9      22986         0         0
M & T BANK CORP                    COMMON SHS      55261F104        10         91 SH       DEFINED A         91         0         0
M/I HOMES INC                      COMMON SHS      55305B101     21732     401700 SH       DEFINED 4     399500         0      2200
MACERICH CO                        REAL EST INV TR 554382101       465       6930 SH       DEFINED 6       6930         0         0
MACERICH CO                        REAL EST INV TR 554382101       818      12200 SH       DEFINED 9      12200         0         0
MACERICH CO                        REAL EST INV TR 554382101     87085    1298800 SH       DEFINED A    1298800         0         0
MACROMEDIA INC                     COMMON SHS      556100105     51318    1342700 SH       DEFINED 5    1342700         0         0
MACROMEDIA INC                     COMMON SHS      556100105     13660     357400 SH       DEFINED A     357400         0         0
MAGNA INTERNATIONAL INC            ORDINARY SHS    559222401    227476    2643225 SH       DEFINED 8    2384587         0    258638
MAGNA INTERNATIONAL INC            COMMON SHS      559222401        14        200 SH       DEFINED 9        200         0         0
MAGUIRE PPTYS INC                  REAL EST INV TR 559775101       377      13300 SH       DEFINED 9      13300         0         0
MAINE & MARITIMES CORP             COMMON SHS      560377103       664      27100 SH       DEFINED 4      27100         0         0
MANITOWOC CO INC                   COMMON SHS      563571108         5        110 SH       DEFINED 9        110         0         0
MANITOWOC CO INC                   COMMON SHS      563571108     19103     465700 SH       DEFINED A     465700         0         0
MANNKIND CORP                      COMMON SHS      56400P201       251      25000 SH       DEFINED 9      25000         0         0
MANPOWER INC                       COMMON SHS      56418H100      6751     169699 SH       DEFINED 9     169699         0         0
MANULIFE FINANCIAL CORP            COMMON SHS      56501R106     23905     500000 SH       DEFINED 4     500000         0         0
MANULIFE FINANCIAL CORP            ORDINARY SHS    56501R106    242646    4147083 SH       DEFINED 8    3907706         0    239377
MANULIFE FINANCIAL CORP            COMMON SHS      56501R106       532      11127 SH       DEFINED 9      11127         0         0
MARATHON OIL CORP                  COMMON SHS      565849106      1580      29600 SH       DEFINED 9      29600         0         0
MARATHON OIL CORP                  COMMON SHS      565849106      5339     100042 SH       DEFINED A     100042         0         0
MARCHEX INC                        COMMON SHS      56624R108     40376    2684570 SH       DEFINED A    2684570         0         0
MARINEMAX INC                      COMMON SHS      567908108      4206     134600 SH       DEFINED 9     134600         0         0
MARINEMAX INC                      COMMON SHS      567908108        34       1100 SH       DEFINED A       1100         0         0
MARRIOTT INTERNATIONAL INC         COMMON SHS      571903202      1529      22420 SH       DEFINED 9      22420         0         0
MARRIOTT INTERNATIONAL INC         COMMON SHS      571903202        72       1052 SH       DEFINED A       1052         0         0
MARSH & MCLENNAN COS INC           COMMON SHS      571748102       273       9870 SH       DEFINED         9870         0         0
MARSH & MCLENNAN COS INC           COMMON SHS      571748102        20        720 SH       DEFINED 2        720         0         0
MARSH & MCLENNAN COS INC           COMMON SHS      571748102       883      31895 SH       DEFINED 9      31895         0         0
MARSH & MCLENNAN COS INC           COMMON SHS      571748102    147454    5323265 SH       DEFINED A    4922465         0    400800
MARSHALL & ILSLEY CORP             COMMON SHS      571834100      1929      43389 SH       DEFINED 9      43389         0         0
MARTIN MARIETTA MATERIALS INC      COMMON SHS      573284106      2497      36119 SH       DEFINED 9      36119         0         0
MARVEL ENTERPRISES INC             COMMON SHS      57383M108      6686     339050 SH       DEFINED 9     339050         0         0
MARVEL ENTERPRISES INC             COMMON SHS      57383M108        50       2550 SH       DEFINED A       2550         0         0
MARVELL TECHNOLOGY GROUP LTD       ORDINARY SHS    G5876H105         4        105 SH       DEFINED 6        105         0         0
MARVELL TECHNOLOGY GROUP LTD       ORDINARY SHS    G5876H105     13416     352690 SH       DEFINED A     352690         0         0
MASCO CORP                         COMMON SHS      574599106      5606     176500 SH       DEFINED 4     176500         0         0
MASCO CORP                         COMMON SHS      574599106      9302     292872 SH       DEFINED 9     292872         0         0
MASCO CORP                         COMMON SHS      574599106      8486     267200 SH       DEFINED A     147600         0    119600
MATRIX SERVICE CO                  COMMON SHS      576853105      2688     587000 SH       DEFINED 4     587000         0         0
MATTEL INC                         COMMON SHS      577081102     18593    1015990 SH       DEFINED       549600         0    466390
MATTEL INC                         COMMON SHS      577081102      4722     258017 SH       DEFINED 1     258017         0         0
MATTEL INC                         COMMON SHS      577081102      4301     235029 SH       DEFINED 2     235029         0         0
MATTEL INC                         COMMON SHS      577081102     68224    3728100 SH       DEFINED 5    3728100         0         0
MATTEL INC                         COMMON SHS      577081102     13937     761607 SH       DEFINED 8     761607         0         0
MATTEL INC                         COMMON SHS      577081102        67       3637 SH       DEFINED 9       3637         0         0
MAVERICK TUBE CORP                 COMMON SHS      577914104       657      22062 SH       DEFINED 9      22062         0         0
MAXIM INTEGRATED PRODUCTS INC      COMMON SHS      57772K101       274       7173 SH       DEFINED         7173         0         0
MAXIM INTEGRATED PRODUCTS INC      COMMON SHS      57772K101         7        190 SH       DEFINED 2        190         0         0
MAXIM INTEGRATED PRODUCTS INC      COMMON SHS      57772K101        78       2037 SH       DEFINED 9       2037         0         0
MAXIM INTEGRATED PRODUCTS INC      COMMON SHS      57772K101     24892     651457 SH       DEFINED A     637257         0     14200
MAXIMUS INC                        COMMON SHS      577933104     12263     347487 SH       DEFINED 6     347487         0         0
MAXIMUS INC                        COMMON SHS      577933104       247       7000 SH       DEFINED 9       7000         0         0
MAXIMUS INC                        COMMON SHS      577933104     30508     864500 SH       DEFINED A     864500         0         0
MAXTOR CORP                        COMMON SHS      577729205      5522    1061890 SH       DEFINED       819690         0    242200
MAXTOR CORP                        COMMON SHS      577729205    138164   26570007 SH       DEFINED 1   26558057         0     11950
MAXTOR CORP                        COMMON SHS      577729205     15598    2999624 SH       DEFINED 2    2999624         0         0
MAXTOR CORP                        COMMON SHS      577729205      3475     668325 SH       DEFINED 6     668325         0         0
MAXTOR CORP                        COMMON SHS      577729205       166      31900 SH       DEFINED 8      31900         0         0
MAXTOR CORP                        COMMON SHS      577729205        17       3313 SH       DEFINED 9       3313         0         0
MAY DEPARTMENT STORES CO           COMMON SHS      577778103    135540    3375000 SH       DEFINED 5    3375000         0         0
MAY DEPARTMENT STORES CO           COMMON SHS      577778103      3047      75878 SH       DEFINED 9      75878         0         0
MBIA INC                           COMMON SHS      55262C100        23        380 SH       DEFINED 2        380         0         0
MBIA INC                           COMMON SHS      55262C100      7710     130000 SH       DEFINED 4     130000         0         0
MBIA INC                           COMMON SHS      55262C100      1017      17150 SH       DEFINED 9      17150         0         0
MBIA INC                           COMMON SHS      55262C100     26877     453160 SH       DEFINED A     310460         0    142700
MBNA CORP                          COMMON SHS      55262L100        33       1280 SH       DEFINED 2       1280         0         0
MBNA CORP                          COMMON SHS      55262L100      1354      51770 SH       DEFINED 6      51770         0         0
MBNA CORP                          COMMON SHS      55262L100      6042     230975 SH       DEFINED 8     230975         0         0
MBNA CORP                          COMMON SHS      55262L100     14202     542884 SH       DEFINED 9     542884         0         0
MBNA CORP                          COMMON SHS      55262L100    440827   16851180 SH       DEFINED A   16565480         0    285700
MCAFEE INC                         COMMON SHS      579064106        39       1500 SH       DEFINED 9       1500         0         0
MCAFEE INC                         COMMON SHS      579064106      2765     105600 SH       DEFINED A     105600         0         0
MCCORMICK & CO INC                 COMMON SHS      579780206     26144     800000 SH       DEFINED 4     800000         0         0
MCCORMICK & CO INC                 COMMON SHS      579780206       301       9200 SH       DEFINED 9       9200         0         0
MCDONALD'S CORP                    COMMON SHS      580135101      7504     270400 SH       DEFINED 4     270400         0         0
MCDONALD'S CORP                    COMMON SHS      580135101     13163     474338 SH       DEFINED 9     474338         0         0
MCG CAPITAL CORP                   COMMON SHS      58047P107     29891    1750049 SH       DEFINED 5    1750049         0         0
MCGRAW-HILL COMPANIES INC          COMMON SHS      580645109     20073     453624 SH       DEFINED 9     453624         0         0
MCI INC                            COMMON SHS      552691107    163720    6367959 SH       DEFINED 5    6367959         0         0
MCI INC                            COMMON SHS      552691107     45424    1766776 SH       DEFINED A    1766776         0         0
MCKESSON CORP                      COMMON SHS      58155Q103        15        340 SH       DEFINED 2        340         0         0
MCKESSON CORP                      COMMON SHS      58155Q103       169       3765 SH       DEFINED 9       3765         0         0
MCKESSON CORP                      COMMON SHS      58155Q103     18518     413430 SH       DEFINED A     287530         0    125900
MCMORAN EXPLORATION CO             COMMON SHS      582411104         4        189 SH       DEFINED 9        189         0         0
MCMORAN EXPLORATION CO             COMMON SHS      582411104       506      25937 SH       DEFINED A      25937         0         0
MDC HOLDINGS INC                   COMMON SHS      552676108     38814     471900 SH       DEFINED 4     471900         0         0
MDC HOLDINGS INC                   COMMON SHS      552676108         4         50 SH       DEFINED 8          0         0        50
MDS INC                            ORDINARY SHS    55269P302     14597     792900 SH       DEFINED       243000         0    549900
MDS INC                            ORDINARY SHS    55269P302       519      28195 SH       DEFINED 1       5220         0     22975
MDS INC                            ORDINARY SHS    55269P302     32641    1772990 SH       DEFINED 2    1727890         0     45100
MDS INC                            ORDINARY SHS    55269P302     39180    2128200 SH       DEFINED 5    2128200         0         0
MDS INC                            ORDINARY SHS    55269P302     14644     795440 SH       DEFINED 8     661535         0    133905
MDS INC                            ORDINARY SHS    55269P302      3586     194800 SH       DEFINED A     194800         0         0
MDU RESOURCES GROUP INC            COMMON SHS      552690109       539      19130 SH       DEFINED 9      19130         0         0
MEADWESTVACO CORP                  COMMON SHS      583334107     23666     844000 SH       DEFINED 4     844000         0         0
MEADWESTVACO CORP                  COMMON SHS      583334107       132       4710 SH       DEFINED 9       4710         0         0
MEDAREX INC                        COMMON SHS      583916101      3821     458700 SH       DEFINED A     458700         0         0
MEDCO HEALTH SOLUTIONS INC         COMMON SHS      58405U102      2574      48240 SH       DEFINED 7      48240         0         0
MEDCO HEALTH SOLUTIONS INC         COMMON SHS      58405U102     12642     236921 SH       DEFINED 9     236921         0         0
MEDICINES CO                       COMMON SHS      584688105      1170      50000 SH       DEFINED 6      50000         0         0
MEDICINES CO                       COMMON SHS      584688105     71027    3036640 SH       DEFINED A    3036640         0         0
MEDICIS PHARMACEUTICAL CORP        COMMON SHS      584690309         2         65 SH       DEFINED 6         65         0         0
MEDICIS PHARMACEUTICAL CORP        COMMON SHS      584690309       704      22200 SH       DEFINED A      19600         0      2600
MEDIMMUNE INC                      COMMON SHS      584699102       826      30916 SH       DEFINED 9      30916         0         0
MEDIMMUNE INC                      COMMON SHS      584699102     18653     698082 SH       DEFINED A     698082         0         0
MEDTRONIC INC                      COMMON SHS      585055106       334       6442 SH       DEFINED 6       6442         0         0
MEDTRONIC INC                      COMMON SHS      585055106      8839     170679 SH       DEFINED 8     167424         0      3255
MEDTRONIC INC                      COMMON SHS      585055106     54601    1054276 SH       DEFINED 9    1054276         0         0
MEDTRONIC INC                      COMMON SHS      585055106     54769    1057527 SH       DEFINED A     835727         0    221800
MELLON FINANCIAL CORP              COMMON SHS      58551A108      8157     284300 SH       DEFINED 4     284300         0         0
MELLON FINANCIAL CORP              COMMON SHS      58551A108       769      26796 SH       DEFINED 9      26796         0         0
MENS WEARHOUSE INC                 COMMON SHS      587118100     18597     540150 SH       DEFINED 4     537000         0      3150
MERCANTILE BANKSHARES CORP         COMMON SHS      587405101     41094     797475 SH       DEFINED 4     797475         0         0
MERCANTILE BANKSHARES CORP         COMMON SHS      587405101       157       3050 SH       DEFINED 6       3050         0         0
MERCANTILE BANKSHARES CORP         COMMON SHS      587405101       879      17050 SH       DEFINED 9      17050         0         0
MERCER INS GROUP INC               COMMON SHS      587902107       324      25000 SH       DEFINED 4      25000         0         0
MERCER INTERNATIONAL INC           COMMON SHS      588056101     15456    2120100 SH       DEFINED 4    2114700         0      5400
MERCHANTS GROUP INC                COMMON SHS      588539106      4618     190000 SH       DEFINED 4     190000         0         0
MERCK & CO INC                     COMMON SHS      589331107     34333    1114718 SH       DEFINED       211118         0    903600
MERCK & CO INC                     COMMON SHS      589331107    556000   18051961 SH       DEFINED 1   18041991         0      9970
MERCK & CO INC                     COMMON SHS      589331107       990      32143 SH       DEFINED 2      32143         0         0
MERCK & CO INC                     COMMON SHS      589331107      3722     120857 SH       DEFINED 6     120857         0         0
MERCK & CO INC                     COMMON SHS      589331107     15400     500000 SH       DEFINED 7     500000         0         0
MERCK & CO INC                     COMMON SHS      589331107      6002     194867 SH       DEFINED 8     194800         0        67
MERCK & CO INC                     COMMON SHS      589331107    120344    3907264 SH       DEFINED 9    3907264         0         0
MERCK & CO INC                     COMMON SHS      589331107   1228468   39885314 SH       DEFINED A   39551914         0    333400
MERCURY GENERAL CORP               COMMON SHS      589400100     31583     579300 SH       DEFINED 4     579300         0         0
MERCURY GENERAL CORP               COMMON SHS      589400100       262       4800 SH       DEFINED 6       4800         0         0
MERCURY INTERACTIVE CORP           COMMON SHS      589405109        51       1317 SH       DEFINED 6       1317         0         0
MERCURY INTERACTIVE CORP           COMMON SHS      589405109      2227      58050 SH       DEFINED 9      58050         0         0
MERCURY INTERACTIVE CORP           COMMON SHS      589405109     42863    1117390 SH       DEFINED A    1117390         0         0
MERCURY INTERACTIVE CORP           CONVERTIBLE BD  589405AB5        10      10000 PRN      DEFINED 9      10000         0         0
MEREDITH CORP                      COMMON SHS      589433101     85108    1734776 SH       DEFINED 5    1734776         0         0
MEREDITH CORP                      COMMON SHS      589433101        49       1000 SH       DEFINED 9       1000         0         0
MERIDIAN GOLD INC                  COMMON SHS      589975101         9        500 SH       DEFINED 9        500         0         0
MERIDIAN GOLD INC                  COMMON SHS      589975101     33488    1746260 SH       DEFINED A    1746260         0         0
MERIDIAN RESOURCE CORP             COMMON SHS      58977Q109      1482     310000 SH       DEFINED A     310000         0         0
MERISTAR HOSPITALITY CORP          REAL EST INV TR 58984Y103      9125    1061078 SH       DEFINED 6    1061078         0         0
MERISTAR HOSPITALITY CORP          REAL EST INV TR 58984Y103     29842    3470000 SH       DEFINED A    3470000         0         0
MERISTAR HOSPITALITY CORP          CONVERTIBLE BD  58984YAJ2    126241   99500000 PRN      DEFINED A   99500000         0         0
MERIT MEDICAL SYSTEMS INC          COMMON SHS      589889104     19943    1294167 SH       DEFINED A    1294167         0         0
MERITAGE HOMES CORP                COMMON SHS      59001A102      4268      53685 SH       DEFINED 9      53685         0         0
MERITAGE HOMES CORP                COMMON SHS      59001A102         3         39 SH       DEFINED A         39         0         0
MERRILL LYNCH & CO INC             COMMON SHS      590188108     40707     740000 SH       DEFINED       304930         0    435070
MERRILL LYNCH & CO INC             COMMON SHS      590188108    194203    3530327 SH       DEFINED 1    3530327         0         0
MERRILL LYNCH & CO INC             COMMON SHS      590188108       729      13251 SH       DEFINED 2      13251         0         0
MERRILL LYNCH & CO INC             COMMON SHS      590188108         1         20 SH       DEFINED 6         20         0         0
MERRILL LYNCH & CO INC             COMMON SHS      590188108        87       1580 SH       DEFINED 8       1580         0         0
MERRILL LYNCH & CO INC             COMMON SHS      590188108      2092      38034 SH       DEFINED 9      38034         0         0
MERRILL LYNCH & CO INC             COMMON SHS      590188108      4016      73000 SH       DEFINED A          0         0     73000
MESA AIR GROUP INC                 COMMON SHS      590479101      3020     450000 SH       DEFINED 4     450000         0         0
METALLICA RESOURCES INC            ORDINARY SHS    59125J104      2248    1488998 SH       DEFINED A    1488998         0         0
METHANEX CORP                      ORDINARY SHS    59151K108     57327    2854907 SH       DEFINED 8    2676346         0    178561
METHODE ELECTRONICS INC            COMMON SHS      591520200     14185    1195047 SH       DEFINED 6    1195047         0         0
METLIFE INC                        COMMON SHS      59156R108     24906     554200 SH       DEFINED 4     554200         0         0
METLIFE INC                        COMMON SHS      59156R108       775      17240 SH       DEFINED 9      17240         0         0
METSO OYJ                          AMER DEP RECPT  592671101      4539     209160 SH       DEFINED 2     209160         0         0
METTLER-TOLEDO INTERNATIONAL INC   COMMON SHS      592688105       275       5910 SH       DEFINED         5910         0         0
METTLER-TOLEDO INTERNATIONAL INC   COMMON SHS      592688105     20071     430900 SH       DEFINED 4     427800         0      3100
METTLER-TOLEDO INTERNATIONAL INC   COMMON SHS      592688105     32861     705475 SH       DEFINED 6     705475         0         0
METTLER-TOLEDO INTERNATIONAL INC   COMMON SHS      592688105        70       1500 SH       DEFINED 9       1500         0         0
METTLER-TOLEDO INTERNATIONAL INC   COMMON SHS      592688105    126690    2719843 SH       DEFINED A    2719843         0         0
MEXICO FUND INC                    CLOSE END MUT F 592835102     14905     620800 SH       DEFINED 4     620800         0         0
MGI PHARMA INC                     COMMON SHS      552880106      1090      50078 SH       DEFINED 6      50078         0         0
MGI PHARMA INC                     COMMON SHS      552880106     40564    1864150 SH       DEFINED A    1858750         0      5400
MGIC INVESTMENT CORP               COMMON SHS      552848103     28697     440000 SH       DEFINED 4     440000         0         0
MGIC INVESTMENT CORP               COMMON SHS      552848103       219       3364 SH       DEFINED 9       3364         0         0
MGIC INVESTMENT CORP               COMMON SHS      552848103         2         38 SH       DEFINED A         38         0         0
MICREL INC                         COMMON SHS      594793101         1        119 SH       DEFINED 6        119         0         0
MICREL INC                         COMMON SHS      594793101       288      25000 SH       DEFINED 7      25000         0         0
MICREL INC                         COMMON SHS      594793101      7648     663900 SH       DEFINED 9     663900         0         0
MICREL INC                         COMMON SHS      594793101        65       5600 SH       DEFINED A       5600         0         0
MICROCHIP TECHNOLOGY INC           COMMON SHS      595017104        96       3243 SH       DEFINED 6       3243         0         0
MICROCHIP TECHNOLOGY INC           COMMON SHS      595017104       429      14500 SH       DEFINED 9      14500         0         0
MICROCHIP TECHNOLOGY INC           COMMON SHS      595017104    140933    4758020 SH       DEFINED A    4758020         0         0
MICROMUSE INC                      COMMON SHS      595094103         0         26 SH       DEFINED 9         26         0         0
MICROMUSE INC                      COMMON SHS      595094103     13544    2392900 SH       DEFINED A    2392900         0         0
MICROSEMI CORP                     COMMON SHS      595137100       475      25273 SH       DEFINED 9      25273         0         0
MICROSOFT CORP                     COMMON SHS      594918104     15081     607110 SH       DEFINED       607110         0         0
MICROSOFT CORP                     COMMON SHS      594918104        44       1760 SH       DEFINED 2       1760         0         0
MICROSOFT CORP                     COMMON SHS      594918104      3231     130081 SH       DEFINED 6     130081         0         0
MICROSOFT CORP                     COMMON SHS      594918104     24840    1000000 SH       DEFINED 7    1000000         0         0
MICROSOFT CORP                     COMMON SHS      594918104     16472     663119 SH       DEFINED 8     656404         0      6715
MICROSOFT CORP                     COMMON SHS      594918104    110299    4440375 SH       DEFINED 9    4440375         0         0
MICROSOFT CORP                     COMMON SHS      594918104    151804    6111288 SH       DEFINED A    5118888         0    992400
MICROTUNE INC                      COMMON SHS      59514P109      6416    1279300 SH       DEFINED 9    1279300         0         0
MICROTUNE INC                      COMMON SHS      59514P109     15071    3005200 SH       DEFINED A    3005200         0         0
MIDCAP SPDR TRUST                  OPEN END UT TR  595635103      4251      33940 SH       DEFINED 9      33940         0         0
MIDLAND CO                         COMMON SHS      597486109     13548     385000 SH       DEFINED 4     385000         0         0
MILACRON INC                       COMMON SHS      598709103        40      21200 SH       DEFINED 9      21200         0         0
MILLENNIUM PHARMACEUTICALS INC     COMMON SHS      599902103        27       2898 SH       DEFINED 9       2898         0         0
MILLENNIUM PHARMACEUTICALS INC     COMMON SHS      599902103     22373    2413493 SH       DEFINED A    2413493         0         0
MILLIPORE CORP                     COMMON SHS      601073109      8959     157930 SH       DEFINED        58430         0     99500
MILLIPORE CORP                     COMMON SHS      601073109     11665     205621 SH       DEFINED 2     205621         0         0
MILLIPORE CORP                     COMMON SHS      601073109     22692     400000 SH       DEFINED 7     400000         0         0
MILLIPORE CORP                     COMMON SHS      601073109     10007     176400 SH       DEFINED 8     176400         0         0
MILLIPORE CORP                     COMMON SHS      601073109       367       6461 SH       DEFINED 9       6461         0         0
MILLS CORP                         REAL EST INV TR 601148109       207       3408 SH       DEFINED 9       3408         0         0
MINDSPEED TECHNOLOGIES INC         COMMON SHS      602682106       122     100000 SH       DEFINED 7     100000         0         0
MINE SAFETY APPLIANCES CO          COMMON SHS      602720104      6685     144700 SH       DEFINED 4     144000         0       700
MINE SAFETY APPLIANCES CO          COMMON SHS      602720104      1700      36800 SH       DEFINED A      32100         0      4700
MINERALS TECHNOLOGIES INC          COMMON SHS      603158106     15745     255599 SH       DEFINED 6     255599         0         0
MINERALS TECHNOLOGIES INC          COMMON SHS      603158106       185       3000 SH       DEFINED 9       3000         0         0
MINERALS TECHNOLOGIES INC          COMMON SHS      603158106     55181     895800 SH       DEFINED A     895800         0         0
MIRAMAR MNG CORP (CAD)             ORDINARY SHS    60466E100      1889    1330000 SH       DEFINED A    1330000         0         0
MITTAL STEEL COMPANY N.V           NEW YORK SHARES 60684P101    226789    9553027 SH       DEFINED 5    9553027         0         0
MITTAL STEEL COMPANY N.V           NEW YORK SHARES 60684P101         1         29 SH       DEFINED A         29         0         0
MOBILE TELESYSTEMS OJSC            AMER DEP RECPT  607409109    174697    5191600 SH       DEFINED      5015000         0    176600
MOBILE TELESYSTEMS OJSC            AMER DEP RECPT  607409109       249       7400 SH       DEFINED 9       7400         0         0
MOLECULAR DEVICES CORP             COMMON SHS      60851C107     12236     565702 SH       DEFINED 6     565702         0         0
MOLECULAR DEVICES CORP             COMMON SHS      60851C107     16393     757900 SH       DEFINED A     749200         0      8700
MOLEX INC                          COMMON SHS      608554101        98       3750 SH       DEFINED 6       3750         0         0
MOLEX INC                          COMMON SHS      608554101      3814     146483 SH       DEFINED 7     146483         0         0
MOLEX INC                          COMMON SHS      608554101       221       8472 SH       DEFINED 9       8472         0         0
MOLEX INC                          COMMON SHS      608554200      3439     146483 SH       DEFINED 7     146483         0         0
MOLEX INC                          COMMON SHS      608554200       134       5718 SH       DEFINED 9       5718         0         0
MOLINA HEALTHCARE INC              COMMON SHS      60855R100     68797    1554380 SH       DEFINED A    1552780         0      1600
MOLSON COORS BREWING CO            COMMON SHS      60871R209     15128     244000 SH       DEFINED       244000         0         0
MOLSON COORS BREWING CO            COMMON SHS      60871R209        17        270 SH       DEFINED 2        270         0         0
MOLSON COORS BREWING CO            COMMON SHS      60871R209         9        150 SH       DEFINED 9        150         0         0
MOLSON COORS BREWING CO            COMMON SHS      60871R209     17772     286640 SH       DEFINED A     201840         0     84800
MONACO COACH CORP                  COMMON SHS      60886R103     20850    1212900 SH       DEFINED 4    1206400         0      6500
MONSANTO CO                        COMMON SHS      61166W101     52496     835000 SH       DEFINED 4     835000         0         0
MONSANTO CO                        COMMON SHS      61166W101       591       9393 SH       DEFINED 9       9393         0         0
MONTPELIER RE HOLDINGS LTD         COMMON SHS      G62185106        12        350 SH       DEFINED 2        350         0         0
MONTPELIER RE HOLDINGS LTD         COMMON SHS      G62185106     29573     855200 SH       DEFINED 4     849100         0      6100
MONTPELIER RE HOLDINGS LTD         COMMON SHS      G62185106     44986    1300921 SH       DEFINED 5    1300921         0         0
MONTPELIER RE HOLDINGS LTD         COMMON SHS      G62185106      1452      41989 SH       DEFINED 6      41989         0         0
MONTPELIER RE HOLDINGS LTD         COMMON SHS      G62185106      2650      76630 SH       DEFINED 9      76630         0         0
MONTPELIER RE HOLDINGS LTD         COMMON SHS      G62185106     90074    2604813 SH       DEFINED A    2604813         0         0
MOODY'S CORP                       COMMON SHS      615369105     21940     488000 SH       DEFINED 7     488000         0         0
MOODY'S CORP                       COMMON SHS      615369105      2214      49236 SH       DEFINED 9      49236         0         0
MOODY'S CORP                       COMMON SHS      615369105    111962    2490266 SH       DEFINED A    2490266         0         0
MORGAN STANLEY                     COMMON SHS      617446448     33559     639581 SH       DEFINED       218807         0    420774
MORGAN STANLEY                     COMMON SHS      617446448     10229     194946 SH       DEFINED 1     194946         0         0
MORGAN STANLEY                     COMMON SHS      617446448      7052     134405 SH       DEFINED 2     134405         0         0
MORGAN STANLEY                     COMMON SHS      617446448      3967      75600 SH       DEFINED 4      75600         0         0
MORGAN STANLEY                     COMMON SHS      617446448      7016     133719 SH       DEFINED 6     133719         0         0
MORGAN STANLEY                     COMMON SHS      617446448       126       2400 SH       DEFINED 8       2400         0         0
MORGAN STANLEY                     COMMON SHS      617446448     10222     194816 SH       DEFINED 9     194816         0         0
MORGAN STANLEY                     COMMON SHS      617446448     33161     632006 SH       DEFINED A     568306         0     63700
MORTGAGEIT HOLDINGS INC            REAL EST INV TR 61915Q108     12636     692400 SH       DEFINED 5     692400         0         0
MOTOROLA INC                       COMMON SHS      620076109         2        125 SH       DEFINED 8         60         0        65
MOTOROLA INC                       COMMON SHS      620076109      6719     367983 SH       DEFINED 9     367983         0         0
MOTOROLA INC                       COMMON SHS      620076109     12455     682106 SH       DEFINED A     682106         0         0
MTS SYSTEMS CORP                   COMMON SHS      553777103      4401     131049 SH       DEFINED 6     131049         0         0
MTS SYSTEMS CORP                   COMMON SHS      553777103      5279     157200 SH       DEFINED A     157200         0         0
MUELLER INDUSTRIES INC             COMMON SHS      624756102     48368    1784800 SH       DEFINED 4    1779400         0      5400
MUELLER INDUSTRIES INC             COMMON SHS      624756102       283      10425 SH       DEFINED 9      10425         0         0
MUNIHOLDINGS INSURED FUND INC      CLOSE END MUT F 625930102       187      13000 SH       DEFINED 9      13000         0         0
MUNIYIELD CALIFORNIA INSURED INC   CLOSE END MUT F 62629L104       395      27700 SH       DEFINED 9      27700         0         0
MUNIYIELD NEW YORK INSURED FUND    CLOSE END MUT F 626301105       197      14512 SH       DEFINED 9      14512         0         0
MURPHY OIL CORP                    COMMON SHS      626717102       894      17116 SH       DEFINED 9      17116         0         0
MYERS INDUSTRIES INC               COMMON SHS      628464109       938      75000 SH       DEFINED 4      74900         0       100
MYKROLIS CORP                      COMMON SHS      62852P103      3847     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      1532      79650 SH       DEFINED        79650         0         0
MYLAN LABORATORIES INC             COMMON SHS      628530107      7321     380520 SH       DEFINED 1     380520         0         0
MYLAN LABORATORIES INC             COMMON SHS      628530107       346      18000 SH       DEFINED 2      18000         0         0
MYLAN LABORATORIES INC             COMMON SHS      628530107       771      40070 SH       DEFINED 6      40070         0         0
MYLAN LABORATORIES INC             COMMON SHS      628530107      8295     431146 SH       DEFINED 8     431146         0         0
MYLAN LABORATORIES INC             COMMON SHS      628530107       306      15920 SH       DEFINED 9      15920         0         0
NABI BIOPHARMACEUTICALS            COMMON SHS      629519109      6601     433400 SH       DEFINED A     433400         0         0
NABORS INDUSTRIES INC              CONVERT ZERO CP 629568AL0       827       8000 PRN      DEFINED 9       8000         0         0
NABORS INDUSTRIES LTD              COMMON SHS      G6359F103      7604     125445 SH       DEFINED 9     125445         0         0
NABORS INDUSTRIES LTD              COMMON SHS      G6359F103      5307      87550 SH       DEFINED A      87550         0         0
NACCO INDUSTRIES INC               COMMON SHS      629579103     51080     476400 SH       DEFINED 5     476400         0         0
NASDAQ 100                         OPEN END UT TR  631100104      1745      47405 SH       DEFINED 9      47405         0         0
NASDAQ STOCK MARKET INC            COMMON SHS      631103108      4670     247600 SH       DEFINED 9     247600         0         0
NASDAQ STOCK MARKET INC            COMMON SHS      631103108        41       2200 SH       DEFINED A       2200         0         0
NASHUA CORP                        COMMON SHS      631226107      4489     475000 SH       DEFINED 4     475000         0         0
NATIONAL AUSTRALIA BANK LTD        CONVERT PREF    632525309      2604      66775 SH       DEFINED 9      66775         0         0
NATIONAL AUSTRALIA BANK LTD        AMER DEP RECPT  632525408       129       1100 SH       DEFINED 2       1100         0         0
NATIONAL AUSTRALIA BANK LTD        AMER DEP RECPT  632525408     25006     213672 SH       DEFINED 6     213672         0         0
NATIONAL AUSTRALIA BANK LTD        AMER DEP RECPT  632525408       140       1200 SH       DEFINED 9       1200         0         0
NATIONAL CITY CORP                 COMMON SHS      635405103      4038     118335 SH       DEFINED 8     118335         0         0
NATIONAL CITY CORP                 COMMON SHS      635405103       831      24362 SH       DEFINED 9      24362         0         0
NATIONAL FINANCIAL PARTNERS CORP   COMMON SHS      63607P208      1707      43600 SH       DEFINED 4      43500         0       100
NATIONAL FINANCIAL PARTNERS CORP   COMMON SHS      63607P208     14575     372388 SH       DEFINED 6     372388         0         0
NATIONAL FINANCIAL PARTNERS CORP   COMMON SHS      63607P208     28823     736400 SH       DEFINED A     736400         0         0
NATIONAL FUEL GAS CO               COMMON SHS      636180101       221       7628 SH       DEFINED 9       7628         0         0
NATIONAL GRID TRANSCO PLC          AMER DEP RECPT  636274102     12003     246119 SH       DEFINED 6     246119         0         0
NATIONAL GRID TRANSCO PLC          AMER DEP RECPT  636274102         6        117 SH       DEFINED 9        117         0         0
NATIONAL INSTRUMENTS CORP          COMMON SHS      636518102     11153     526084 SH       DEFINED 6     526084         0         0
NATIONAL INSTRUMENTS CORP          COMMON SHS      636518102     46212    2179802 SH       DEFINED A    2179802         0         0
NATIONAL OILWELL VARCO INC         COMMON SHS      637071101      1882      39598 SH       DEFINED        39598         0         0
NATIONAL OILWELL VARCO INC         COMMON SHS      637071101     56411    1186601 SH       DEFINED 1    1186601         0         0
NATIONAL OILWELL VARCO INC         COMMON SHS      637071101        81       1703 SH       DEFINED 6       1703         0         0
NATIONAL OILWELL VARCO INC         COMMON SHS      637071101        95       2003 SH       DEFINED 8       2003         0         0
NATIONAL OILWELL VARCO INC         COMMON SHS      637071101      8479     178353 SH       DEFINED 9     178353         0         0
NATIONAL OILWELL VARCO INC         COMMON SHS      637071101    128621    2705533 SH       DEFINED A    2705533         0         0
NATIONAL RV HOLDINGS INC           COMMON SHS      637277104      2091     261700 SH       DEFINED 4     261700         0         0
NATIONAL WESTERN LIFE INSURANCE CO COMMON SHS      638522102     29084     150000 SH       DEFINED 4     150000         0         0
NATIONWIDE FINANCIAL SERVICES INC  COMMON SHS      638612101    107220    2826050 SH       DEFINED 5    2826050         0         0
NATIONWIDE FINANCIAL SERVICES INC  COMMON SHS      638612101        66       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      1001      42400 SH       DEFINED 9      42400         0         0
NAVTEQ CORP                        COMMON SHS      63936L100        47       1263 SH       DEFINED 6       1263         0         0
NAVTEQ CORP                        COMMON SHS      63936L100      1127      30300 SH       DEFINED 9      30300         0         0
NAVTEQ CORP                        COMMON SHS      63936L100     58933    1585072 SH       DEFINED A    1585072         0         0
NBTY INC                           COMMON SHS      628782104     21151     815400 SH       DEFINED 4     813100         0      2300
NBTY INC                           COMMON SHS      628782104        62       2400 SH       DEFINED 9       2400         0         0
NBTY INC                           COMMON SHS      628782104     14852     572550 SH       DEFINED A     572550         0         0
NCO GROUP INC                      COMMON SHS      628858102     40024    1850400 SH       DEFINED A    1850400         0         0
NCO GROUP INC                      CONVERTIBLE BD  628858AB8     14944   15000000 PRN      DEFINED A   15000000         0         0
NEC CORP                           AMER DEP RECPT  629050204        80      14825 SH       DEFINED 2      14825         0         0
NEENAH PAPER INC                   COMMON SHS      640079109       432      13958 SH       DEFINED        13958         0         0
NEENAH PAPER INC                   COMMON SHS      640079109         4        121 SH       DEFINED 6        121         0         0
NEENAH PAPER INC                   COMMON SHS      640079109         1         17 SH       DEFINED 8         16         0         1
NEENAH PAPER INC                   COMMON SHS      640079109        37       1203 SH       DEFINED 9       1203         0         0
NEIGHBORCARE INC                   COMMON SHS      64015Y104     28905     871417 SH       DEFINED 5     871417         0         0
NEIMAN MARCUS GROUP INC            COMMON SHS      640204202     14892     153650 SH       DEFINED       153650         0         0
NEKTAR THERAPEUTIC                 COMMON SHS      640268108         3        184 SH       DEFINED 6        184         0         0
NEKTAR THERAPEUTIC                 COMMON SHS      640268108      5271     313000 SH       DEFINED 9     313000         0         0
NEKTAR THERAPEUTIC                 COMMON SHS      640268108      9518     565200 SH       DEFINED A     556400         0      8800
NETFLIX COM INC                    COMMON SHS      64110L106       875      53300 SH       DEFINED 9      53300         0         0
NETFLIX COM INC                    COMMON SHS      64110L106         0         21 SH       DEFINED A         21         0         0
NETIQ CORP                         COMMON SHS      64115P102     16809    1480972 SH       DEFINED 6    1480972         0         0
NETIQ CORP                         COMMON SHS      64115P102     23334    2055900 SH       DEFINED A    2055900         0         0
NETWORK APPLIANCE INC              COMMON SHS      64120L104       342      12100 SH       DEFINED 9      12100         0         0
NETWORK APPLIANCE INC              COMMON SHS      64120L104     25381     897814 SH       DEFINED A     897814         0         0
NEUROCRINE BIOSCIENCES INC         COMMON SHS      64125C109         2         37 SH       DEFINED 6         37         0         0
NEUROCRINE BIOSCIENCES INC         COMMON SHS      64125C109     15638     371810 SH       DEFINED A     369210         0      2600
NEVSUN RESOURCES LTD               ORDINARY SHS    64156L101      2087     877000 SH       DEFINED A     877000         0         0
NEW IRELAND FUND INC               CLOSE END MUT F 645673104      2923     135000 SH       DEFINED 4     135000         0         0
NEW YORK & CO. INC                 COMMON SHS      649295102      5410     256900 SH       DEFINED 9     256900         0         0
NEW YORK & CO. INC                 COMMON SHS      649295102        40       1900 SH       DEFINED A       1900         0         0
NEW YORK MORTGAGE TRUST INC        REAL EST INV TR 649604105     16538    1823350 SH       DEFINED 5    1823350         0         0
NEW YORK TIMES CO                  COMMON SHS      650111107      6161     197780 SH       DEFINED 9     197780         0         0
NEW YORK TIMES CO                  COMMON SHS      650111107      2987      95900 SH       DEFINED A       8000         0     87900
NEWCASTLE INVESTMENT CORP          REAL EST INV TR 65105M108       195       6460 SH       DEFINED 6       6460         0         0
NEWCASTLE INVESTMENT CORP          REAL EST INV TR 65105M108     40546    1344800 SH       DEFINED A    1344800         0         0
NEWELL RUBBERMAID INC              COMMON SHS      651229106      5231     219424 SH       DEFINED 8     219424         0         0
NEWELL RUBBERMAID INC              COMMON SHS      651229106       312      13082 SH       DEFINED 9      13082         0         0
NEWFIELD EXPLORATION COMPANY       COMMON SHS      651290108       103       2587 SH       DEFINED 6       2587         0         0
NEWFIELD EXPLORATION COMPANY       COMMON SHS      651290108        16        400 SH       DEFINED 9        400         0         0
NEWFIELD EXPLORATION COMPANY       COMMON SHS      651290108    150400    3770363 SH       DEFINED A    3770363         0         0
NEWMONT MINING CORP                COMMON SHS      651639106    493390   12641294 SH       DEFINED 5   12641294         0         0
NEWMONT MINING CORP                COMMON SHS      651639106      1646      42163 SH       DEFINED 9      42163         0         0
NEWMONT MINING CORP                COMMON SHS      651639106     30081     770714 SH       DEFINED A     770714         0         0
NEWPARK RESOURCES INC              COMMON SHS      651718504      1575     210000 SH       DEFINED A     210000         0         0
NEWS CORP INC                      COMMON SHS      65248E104      4087     252595 SH       DEFINED        36995         0    215600
NEWS CORP INC                      COMMON SHS      65248E104    668007   41285988 SH       DEFINED 1   41275588         0     10400
NEWS CORP INC                      COMMON SHS      65248E104     42728    2640817 SH       DEFINED 2    2423876         0    216941
NEWS CORP INC                      COMMON SHS      65248E104    330103   20401922 SH       DEFINED 5   20401922         0         0
NEWS CORP INC                      COMMON SHS      65248E104      7415     458300 SH       DEFINED 8     458300         0         0
NEWS CORP INC                      COMMON SHS      65248E104     11071     684232 SH       DEFINED 9     684232         0         0
NEWS CORP INC                      COMMON SHS      65248E104      3257     201300 SH       DEFINED A     201300         0         0
NEWS CORP INC                      COMMON SHS      65248E203       118       7000 SH       DEFINED         7000         0         0
NEWS CORP INC                      COMMON SHS      65248E203      5025     298056 SH       DEFINED 1     298056         0         0
NEWS CORP INC                      COMMON SHS      65248E203       218      12925 SH       DEFINED 2      12925         0         0
NEWS CORP INC                      COMMON SHS      65248E203     34972    2074234 SH       DEFINED 9    2074234         0         0
NEWS CORP INC                      COMMON SHS      65248E203      5361     318000 SH       DEFINED A     318000         0         0
NEXEN INC                          ORDINARY SHS    65334H102    200570    5391675 SH       DEFINED 8    5103979         0    287696
NEXTEL COMMUNICATIONS INC          COMMON SHS      65332V103        11        350 SH       DEFINED 2        350         0         0
NEXTEL COMMUNICATIONS INC          COMMON SHS      65332V103    112597    3484900 SH       DEFINED 5    3484900         0         0
NEXTEL COMMUNICATIONS INC          COMMON SHS      65332V103         3         85 SH       DEFINED 8          0         0        85
NEXTEL COMMUNICATIONS INC          COMMON SHS      65332V103      3528     109185 SH       DEFINED 9     109185         0         0
NEXTEL COMMUNICATIONS INC          COMMON SHS      65332V103     13862     429023 SH       DEFINED A     352223         0     76800
NEXTEL PARTNERS INC                COMMON SHS      65333F107      5281     209800 SH       DEFINED A     209800         0         0
NICOR INC                          COMMON SHS      654086107        25        600 SH       DEFINED 6        600         0         0
NICOR INC                          COMMON SHS      654086107     23240     564500 SH       DEFINED A     564500         0         0
NII HOLDINGS INC                   COMMON SHS      62913F201     89602    1401343 SH       DEFINED A    1401343         0         0
NIKE INC                           COMMON SHS      654106103     14407     166358 SH       DEFINED 9     166358         0         0
NIKE INC                           COMMON SHS      654106103         3         30 SH       DEFINED A         30         0         0
NIPPON TELEGRAPH & TELEPHONE CORP  AMER DEP RECPT  654624105      4274     199068 SH       DEFINED 1     199068         0         0
NIPPON TELEGRAPH & TELEPHONE CORP  AMER DEP RECPT  654624105     13899     647380 SH       DEFINED 2     647380         0         0
NIPPON TELEGRAPH & TELEPHONE CORP  AMER DEP RECPT  654624105     21495    1001158 SH       DEFINED 6    1001158         0         0
NIPPON TELEGRAPH & TELEPHONE CORP  AMER DEP RECPT  654624105       265      12363 SH       DEFINED 8      12363         0         0
NIPPON TELEGRAPH & TELEPHONE CORP  AMER DEP RECPT  654624105        33       1525 SH       DEFINED 9       1525         0         0
NISOURCE INC                       COMMON SHS      65473P105        11        440 SH       DEFINED 2        440         0         0
NISOURCE INC                       COMMON SHS      65473P105      3618     146295 SH       DEFINED 6     146295         0         0
NISOURCE INC                       COMMON SHS      65473P105       555      22453 SH       DEFINED 9      22453         0         0
NISOURCE INC                       COMMON SHS      65473P105    273734   11068900 SH       DEFINED A   10734900         0    334000
NOBLE CORP                         COMMON SHS      G65422100    416358    6768950 SH       DEFINED 1    6767910         0      1040
NOBLE CORP                         COMMON SHS      G65422100        54        876 SH       DEFINED 8        876         0         0
NOBLE CORP                         COMMON SHS      G65422100       921      14969 SH       DEFINED 9      14969         0         0
NOBLE CORP                         COMMON SHS      G65422100      5734      93213 SH       DEFINED A      93213         0         0
NOBLE ENERGY INC                   COMMON SHS      655044105        45        600 SH       DEFINED 9        600         0         0
NOBLE ENERGY INC                   COMMON SHS      655044105      5296      70000 SH       DEFINED A      70000         0         0
NOKIA CORP                         AMER DEP RECPT  654902204       351      21080 SH       DEFINED        21080         0         0
NOKIA CORP                         AMER DEP RECPT  654902204      2470     148431 SH       DEFINED 6     148431         0         0
NOKIA CORP                         AMER DEP RECPT  654902204         3        205 SH       DEFINED 8         95         0       110
NOKIA CORP                         AMER DEP RECPT  654902204     13036     783415 SH       DEFINED 9     783415         0         0
NOKIA CORP                         AMER DEP RECPT  654902204     56488    3394728 SH       DEFINED A    3394728         0         0
NOMURA HOLDINGS INC                AMER DEP RECPT  65535H208        79       6600 SH       DEFINED 2       6600         0         0
NOMURA HOLDINGS INC                AMER DEP RECPT  65535H208     19858    1661725 SH       DEFINED 6    1661725         0         0
NOMURA HOLDINGS INC                AMER DEP RECPT  65535H208        33       2750 SH       DEFINED 9       2750         0         0
NORDIC AMERICAN TANKER SHIPPING LT COMMON SHS      G65773106        13        300 SH       DEFINED 9        300         0         0
NORDIC AMERICAN TANKER SHIPPING LT COMMON SHS      G65773106      1146      27000 SH       DEFINED A      27000         0         0
NORDSON CORP                       COMMON SHS      655663102      1477      43100 SH       DEFINED 4      42900         0       200
NORDSTROM INC                      COMMON SHS      655664100      2574      37877 SH       DEFINED 9      37877         0         0
NORDSTROM INC                      COMMON SHS      655664100         5         70 SH       DEFINED A         70         0         0
NORFOLK SOUTHERN CORP              COMMON SHS      655844108     42062    1358600 SH       DEFINED 4    1358600         0         0
NORFOLK SOUTHERN CORP              COMMON SHS      655844108      3883     125434 SH       DEFINED 9     125434         0         0
NORSK HYDRO ASA                    AMER DEP RECPT  656531605     17345     191191 SH       DEFINED 2     139451         0     51740
NORSK HYDRO ASA                    AMER DEP RECPT  656531605         4         40 SH       DEFINED 8          0         0        40
NORSK HYDRO ASA                    AMER DEP RECPT  656531605        54        600 SH       DEFINED 9        600         0         0
NORTEL NETWORKS CORP               ORDINARY SHS    656568102         9       2679 SH       DEFINED 8        918         0      1761
NORTEL NETWORKS CORP               COMMON SHS      656568102       101      38828 SH       DEFINED 9      38828         0         0
NORTEL NETWORKS CORP               COMMON SHS      656568102       392     150000 SH       DEFINED A          0         0    150000
NORTEL NETWORKS CORP               CONVERTIBLE BD  656568AB8         5       5000 PRN      DEFINED 9       5000         0         0
NORTEL NETWORKS CORP               CONVERTIBLE BD  656568AB8    311719  332500000 PRN      DEFINED A  332500000         0         0
NORTH AMERICAN PALLADIUM LTD       ORDINARY SHS    656912102       799     132000 SH       DEFINED A     132000         0         0
NORTH FORK BANCORP INC             COMMON SHS      659424105      5761     205105 SH       DEFINED 9     205105         0         0
NORTHEAST UTILITIES                COMMON SHS      664397106     32333    1550000 SH       DEFINED 4    1550000         0         0
NORTHEAST UTILITIES                COMMON SHS      664397106        81       3900 SH       DEFINED 9       3900         0         0
NORTHEAST UTILITIES                COMMON SHS      664397106     29204    1400000 SH       DEFINED A    1400000         0         0
NORTHERN BORDER PARTNERS           COMMON SHS      664785102       258       5250 SH       DEFINED 9       5250         0         0
NORTHGATE MINERALS CORP            COMMON SHS      666416102         0          2 SH       DEFINED 9          2         0         0
NORTHGATE MINERALS CORP            ORDINARY SHS    666416102      1530    1150000 SH       DEFINED A    1150000         0         0
NORTHROP GRUMMAN CORP              COMMON SHS      666807102    136674    2473740 SH       DEFINED 5    2473740         0         0
NORTHROP GRUMMAN CORP              COMMON SHS      666807102     55250    1000000 SH       DEFINED 7    1000000         0         0
NORTHROP GRUMMAN CORP              COMMON SHS      666807102     14178     256612 SH       DEFINED 9     256612         0         0
NORTHWEST AIRLINES CORP            COMMON SHS      667280101      2280     500000 SH       DEFINED 7     500000         0         0
NORTHWEST PIPE COMPANY             COMMON SHS      667746101      7742     333000 SH       DEFINED 4     333000         0         0
NORTHWESTERN CORP                  COMMON SHS      668074305     60034    1904643 SH       DEFINED 5    1904643         0         0
NOVA CHEMICALS CORP                COMMON SHS      66977W109      9900     323682 SH       DEFINED 6     323682         0         0
NOVA CHEMICALS CORP                COMMON SHS      66977W109     82196    2689649 SH       DEFINED A    2689649         0         0
NOVARTIS AG                        AMER DEP RECPT  66987V109      6954     146580 SH       DEFINED 2     146580         0         0
NOVARTIS AG                        AMER DEP RECPT  66987V109       545      11495 SH       DEFINED 6      11495         0         0
NOVARTIS AG                        AMER DEP RECPT  66987V109      5976     125976 SH       DEFINED 8     125976         0         0
NOVARTIS AG                        AMER DEP RECPT  66987V109      1189      25067 SH       DEFINED 9      25067         0         0
NOVELIS INC                        ORDINARY SHS    67000X106       955      30744 SH       DEFINED        23644         0      7100
NOVELIS INC                        ORDINARY SHS    67000X106       668      21502 SH       DEFINED 2      21059         0       443
NOVELIS INC                        ORDINARY SHS    67000X106     10179     327602 SH       DEFINED 8     327563         0        39
NOVELIS INC                        COMMON SHS      67000X106       186       6485 SH       DEFINED 9       6485         0         0
NSTAR                              COMMON SHS      67019E107       477      15480 SH       DEFINED 9      15480         0         0
NSTAR                              COMMON SHS      67019E107       956      31000 SH       DEFINED A      31000         0         0
NTL INC                            COMMON SHS      62940M104    469046    6855394 SH       DEFINED 5    6855394         0         0
NTL INC                            COMMON SHS      62940M104        87       1277 SH       DEFINED 9       1277         0         0
NTL INC                            COMMON SHS      62940M104        97       1417 SH       DEFINED A       1417         0         0
NUANCE COMMUNICATIONS INC          COMMON SHS      669967101      6422    1427190 SH       DEFINED A    1427190         0         0
NUCOR CORP                         COMMON SHS      670346105    156787    3436800 SH       DEFINED 4    3436800         0         0
NUCOR CORP                         COMMON SHS      670346105       173       3800 SH       DEFINED 6       3800         0         0
NUCOR CORP                         COMMON SHS      670346105      5477     120060 SH       DEFINED 9     120060         0         0
NUCOR CORP                         COMMON SHS      670346105        13        287 SH       DEFINED A        287         0         0
NUVEEN INSURED N Y TAX FREE ADVANT CLOSE END MUT F 670656107       540      38600 SH       DEFINED 9      38600         0         0
NUVEEN NEW JERSEY PREMIUM INCOME M CLOSE END MUT F 67101N106       199      12598 SH       DEFINED 9      12598         0         0
NUVEEN PREMIUM INCOME MUNICIPAL FU CLOSE END MUT F 6706K4105       316      25000 SH       DEFINED 9      25000         0         0
NUVELO INC                         COMMON SHS      67072M301       193      25000 SH       DEFINED 6      25000         0         0
NUVELO INC                         COMMON SHS      67072M301     11650    1507175 SH       DEFINED A    1507175         0         0
NVR INC                            COMMON SHS      62944T105        40         49 SH       DEFINED 6         49         0         0
NVR INC                            COMMON SHS      62944T105      3414       4215 SH       DEFINED 9       4215         0         0
NVR INC                            COMMON SHS      62944T105     71360      88099 SH       DEFINED A      88099         0         0
OCCIDENTAL PETROLEUM CORP          COMMON SHS      674599105      5662      73600 SH       DEFINED 4      73600         0         0
OCCIDENTAL PETROLEUM CORP          COMMON SHS      674599105       475       6171 SH       DEFINED 9       6171         0         0
OCCIDENTAL PETROLEUM CORP          COMMON SHS      674599105      9517     123713 SH       DEFINED A     123713         0         0
OFFICE DEPOT INC                   COMMON SHS      676220106     14176     620650 SH       DEFINED       126700         0    493950
OFFICE DEPOT INC                   COMMON SHS      676220106     72864    3190210 SH       DEFINED 1    3175880         0     14330
OFFICE DEPOT INC                   COMMON SHS      676220106      2725     119300 SH       DEFINED A     119300         0         0
OFFICEMAX INCORPRATED              COMMON SHS      67622P101     12358     415130 SH       DEFINED         1530         0    413600
OFFICEMAX INCORPRATED              COMMON SHS      67622P101      6746     226600 SH       DEFINED 2     226600         0         0
OFFICEMAX INCORPRATED              COMMON SHS      67622P101       679      22811 SH       DEFINED 6      22811         0         0
OFFICEMAX INCORPRATED              COMMON SHS      67622P101       191       6420 SH       DEFINED 8       6420         0         0
OFFICEMAX INCORPRATED              COMMON SHS      67622P101       301      10100 SH       DEFINED 9      10100         0         0
OFFSHORE LOGISTICS INC             COMMON SHS      676255102     40613    1236700 SH       DEFINED 4    1234400         0      2300
OFFSHORE LOGISTICS INC             COMMON SHS      676255102       580      17675 SH       DEFINED 9      17675         0         0
OIL STATES INTERNATIONAL INC       COMMON SHS      678026105     12819     509300 SH       DEFINED 4     506500         0      2800
OIL STATES INTERNATIONAL INC       COMMON SHS      678026105     11439     454454 SH       DEFINED 6     454454         0         0
OIL STATES INTERNATIONAL INC       COMMON SHS      678026105     21349     848200 SH       DEFINED A     848200         0         0
OLD REPUBLIC INTERNATIONAL CORP    COMMON SHS      680223104        13        530 SH       DEFINED 2        530         0         0
OLD REPUBLIC INTERNATIONAL CORP    COMMON SHS      680223104    217098    8584350 SH       DEFINED 4    8584350         0         0
OLD REPUBLIC INTERNATIONAL CORP    COMMON SHS      680223104    346625   13706016 SH       DEFINED 5   13706016         0         0
OLD REPUBLIC INTERNATIONAL CORP    COMMON SHS      680223104      2494      98629 SH       DEFINED 6      98629         0         0
OLD REPUBLIC INTERNATIONAL CORP    COMMON SHS      680223104       223       8800 SH       DEFINED 9       8800         0         0
OLD REPUBLIC INTERNATIONAL CORP    COMMON SHS      680223104     44954    1777551 SH       DEFINED A    1365651         0    411900
OMI CORP                           COMMON SHS      Y6476W104     13096     688900 SH       DEFINED 4     684900         0      4000
OMI CORP                           COMMON SHS      Y6476W104      9423     495700 SH       DEFINED 9     495700         0         0
OMI CORP                           COMMON SHS      Y6476W104        80       4200 SH       DEFINED A       4200         0         0
OMNICARE INC                       COMMON SHS      681904108       300       7060 SH       DEFINED 9       7060         0         0
OMNICARE INC                       COMMON SHS      681904108      2342      55200 SH       DEFINED A      48600         0      6600
OMNICOM GROUP INC                  COMMON SHS      681919106     98798    1237135 SH       DEFINED 5    1237135         0         0
OMNICOM GROUP INC                  COMMON SHS      681919106         3         40 SH       DEFINED 8         20         0        20
OMNICOM GROUP INC                  COMMON SHS      681919106      2704      33857 SH       DEFINED 9      33857         0         0
OMNICOM GROUP INC                  CONVERT ZERO CP 681919AR7       490       5000 PRN      DEFINED 9       5000         0         0
OMNIVISION TECHNOLOGIES INC        COMMON SHS      682128103     22285    1639800 SH       DEFINED 4    1632200         0      7600
OMNIVISION TECHNOLOGIES INC        COMMON SHS      682128103         5        400 SH       DEFINED 9        400         0         0
OMNIVISION TECHNOLOGIES INC        COMMON SHS      682128103         1         50 SH       DEFINED A         50         0         0
ONEOK INC                          COMMON SHS      682680103        65       2000 SH       DEFINED 9       2000         0         0
ONEOK INC                          COMMON SHS      682680103    175308    5369300 SH       DEFINED A    5369300         0         0
ONYX PHARMACEUTICALS INC           COMMON SHS      683399109      1507      63100 SH       DEFINED A      63100         0         0
OPENTV CORP                        COMMON SHS      G67543101      1069     390100 SH       DEFINED A     390100         0         0
OPENWAVE SYSTEMS INC               COMMON SHS      683718308       853      52000 SH       DEFINED A      52000         0         0
ORACLE CORP                        COMMON SHS      68389X105      6600     500000 SH       DEFINED 7     500000         0         0
ORACLE CORP                        COMMON SHS      68389X105     11083     839629 SH       DEFINED 9     839629         0         0
ORACLE CORP                        COMMON SHS      68389X105      4384     332095 SH       DEFINED A       2595         0    329500
ORBITAL SCIENCES CORP              COMMON SHS      685564106     11070    1118227 SH       DEFINED 6    1118227         0         0
ORBITAL SCIENCES CORP              COMMON SHS      685564106        39       3961 SH       DEFINED 9       3961         0         0
ORBITAL SCIENCES CORP              COMMON SHS      685564106     22404    2263000 SH       DEFINED A    2263000         0         0
ORBOTECH LTD                       ORDINARY SHS    M75253100     27428    1276310 SH       DEFINED 2    1228960         0     47350
ORIENT EXPRESS HOTELS LTD          COMMON SHS      G67743107        32       1000 SH       DEFINED 9       1000         0         0
ORIENT EXPRESS HOTELS LTD          COMMON SHS      G67743107     50898    1607150 SH       DEFINED A    1607150         0         0
OSHKOSH B'GOSH INC                 COMMON SHS      688222207      9304     358000 SH       DEFINED 4     355000         0      3000
OSHKOSH TRUCK CORP                 COMMON SHS      688239201     37574     480000 SH       DEFINED 4     480000         0         0
OSHKOSH TRUCK CORP                 COMMON SHS      688239201       470       6000 SH       DEFINED 9       6000         0         0
OSHKOSH TRUCK CORP                 COMMON SHS      688239201     98965    1264250 SH       DEFINED A    1264250         0         0
OSI PHARMACEUTICALS INC            COMMON SHS      671040103         0         11 SH       DEFINED 9         11         0         0
OSI PHARMACEUTICALS INC            COMMON SHS      671040103      4804     117550 SH       DEFINED A     117550         0         0
OUTDOOR CHANNEL HOLDINGS INC       COMMON SHS      690027206      3090     224600 SH       DEFINED A     224600         0         0
OVERNITE CORP                      COMMON SHS      690322102     10027     233300 SH       DEFINED A     233300         0         0
OVERSEAS SHIPHOLDING GROUP INC     COMMON SHS      690368105     56339     944500 SH       DEFINED 4     943200         0      1300
OVERSEAS SHIPHOLDING GROUP INC     COMMON SHS      690368105        89       1500 SH       DEFINED 9       1500         0         0
OVERSEAS SHIPHOLDING GROUP INC     COMMON SHS      690368105        38        636 SH       DEFINED A        636         0         0
OWENS & MINOR INC                  COMMON SHS      690732102     13952     431290 SH       DEFINED 6     431290         0         0
OWENS & MINOR INC                  COMMON SHS      690732102       210       6500 SH       DEFINED 9       6500         0         0
P.F. CHANG'S CHINA BISTRO INC      COMMON SHS      69333Y108         2         30 SH       DEFINED 6         30         0         0
P.F. CHANG'S CHINA BISTRO INC      COMMON SHS      69333Y108      1210      20520 SH       DEFINED A      20520         0         0
PACCAR INC                         COMMON SHS      693718108       784      11528 SH       DEFINED 6      11528         0         0
PACCAR INC                         COMMON SHS      693718108       179       2625 SH       DEFINED 9       2625         0         0
PACCAR INC                         COMMON SHS      693718108     17535     257867 SH       DEFINED A     257867         0         0
PACER INTERNATIONAL INC            COMMON SHS      69373H106     18090     830175 SH       DEFINED 6     830175         0         0
PACIFIC CAPITAL BANCORP            COMMON SHS      69404P101       421      11359 SH       DEFINED 9      11359         0         0
PACIFIC CAPITAL BANCORP            COMMON SHS      69404P101        10        275 SH       DEFINED A        275         0         0
PACIFICARE HEALTH SYSTEMS INC      COMMON SHS      695112102       103       1444 SH       DEFINED 6       1444         0         0
PACIFICARE HEALTH SYSTEMS INC      COMMON SHS      695112102     15698     219706 SH       DEFINED 9     219706         0         0
PACIFICARE HEALTH SYSTEMS INC      COMMON SHS      695112102    153359    2146380 SH       DEFINED A    2140780         0      5600
PACIFICARE HEALTH SYSTEMS INC      CONVERTIBLE BD  695112AG7      6850    2000000 PRN      DEFINED A    2000000         0         0
PACKETEER INC                      COMMON SHS      695210104      6933     491700 SH       DEFINED 9     491700         0         0
PACKETEER INC                      COMMON SHS      695210104        59       4200 SH       DEFINED A       4200         0         0
PACTIV CORP                        COMMON SHS      695257105     23019    1066700 SH       DEFINED       577000         0    489700
PACTIV CORP                        COMMON SHS      695257105     43336    2008177 SH       DEFINED 1    2006747         0      1430
PACTIV CORP                        COMMON SHS      695257105       723      33490 SH       DEFINED 2      33490         0         0
PACTIV CORP                        COMMON SHS      695257105       134       6194 SH       DEFINED 8       6194         0         0
PACTIV CORP                        COMMON SHS      695257105        10        464 SH       DEFINED 9        464         0         0
PALL CORP                          COMMON SHS      696429307       495      16292 SH       DEFINED 6      16292         0         0
PALL CORP                          COMMON SHS      696429307     15180     500000 SH       DEFINED 7     500000         0         0
PALL CORP                          COMMON SHS      696429307       826      27215 SH       DEFINED 9      27215         0         0
PALL CORP                          COMMON SHS      696429307    156531    5155830 SH       DEFINED A    5155830         0         0
PALM INC                           COMMON SHS      696643105     14885     500000 SH       DEFINED       500000         0         0
PALM INC                           COMMON SHS      696643105         1         25 SH       DEFINED 6         25         0         0
PALM INC                           COMMON SHS      696643105         0          4 SH       DEFINED 9          4         0         0
PANERA BREAD CO                    COMMON SHS      69840W108        62       1000 SH       DEFINED 9       1000         0         0
PANERA BREAD CO                    COMMON SHS      69840W108     28106     452700 SH       DEFINED A     452700         0         0
PAR PHARMACEUTICAL COMPANIES INC   COMMON SHS      69888P106     13667     429636 SH       DEFINED 6     429636         0         0
PARALLEL PETROLEUM CORP            COMMON SHS      699157103      1947     220000 SH       DEFINED A     220000         0         0
PARAMETRIC TECHNOLOGY CORP         COMMON SHS      699173100     10701    1677328 SH       DEFINED 6    1677328         0         0
PARAMETRIC TECHNOLOGY CORP         COMMON SHS      699173100        22       3400 SH       DEFINED 9       3400         0         0
PARAMETRIC TECHNOLOGY CORP         COMMON SHS      699173100        12       1866 SH       DEFINED A       1866         0         0
PAREXEL INTERNATIONAL CORP         COMMON SHS      699462107     10956     551923 SH       DEFINED 6     551923         0         0
PAREXEL INTERNATIONAL CORP         COMMON SHS      699462107     18951     954700 SH       DEFINED A     954700         0         0
PARKWAY PROPERTIES INC             REAL EST INV TR 70159Q104        80       1600 SH       DEFINED 6       1600         0         0
PARKWAY PROPERTIES INC             REAL EST INV TR 70159Q104     15253     305000 SH       DEFINED A     305000         0         0
PARTNERRE LTD                      ORDINARY SHS    G6852T105        79       1230 SH       DEFINED 1       1230         0         0
PARTNERRE LTD                      ORDINARY SHS    G6852T105         3         42 SH       DEFINED 6         42         0         0
PARTNERRE LTD                      ORDINARY SHS    G6852T105       544       8450 SH       DEFINED 9       8450         0         0
PATTERSON COS INC                  COMMON SHS      703395103      6434     142730 SH       DEFINED 9     142730         0         0
PATTERSON UTI ENERGY INC           COMMON SHS      703481101       159       5700 SH       DEFINED 9       5700         0         0
PATTERSON UTI ENERGY INC           COMMON SHS      703481101      2313      83100 SH       DEFINED A      83100         0         0
PAYCHEX INC                        COMMON SHS      704326107       495      15220 SH       DEFINED        15220         0         0
PAYCHEX INC                        COMMON SHS      704326107        27        830 SH       DEFINED 2        830         0         0
PAYCHEX INC                        COMMON SHS      704326107     17259     530397 SH       DEFINED 9     530397         0         0
PAYCHEX INC                        COMMON SHS      704326107    100829    3098609 SH       DEFINED A    2761709         0    336900
PEABODY ENERGY CORP                COMMON SHS      704549104        19        360 SH       DEFINED 2        360         0         0
PEABODY ENERGY CORP                COMMON SHS      704549104    124490    2392200 SH       DEFINED 4    2388600         0      3600
PEABODY ENERGY CORP                COMMON SHS      704549104        38        731 SH       DEFINED 6        731         0         0
PEABODY ENERGY CORP                COMMON SHS      704549104     16791     322650 SH       DEFINED 9     322650         0         0
PEABODY ENERGY CORP                COMMON SHS      704549104    114589    2201937 SH       DEFINED A    2051937         0    150000
PEDIATRIX MEDICAL GROUP INC        COMMON SHS      705324101     11588     157575 SH       DEFINED 9     157575         0         0
PEDIATRIX MEDICAL GROUP INC        COMMON SHS      705324101        81       1100 SH       DEFINED A       1100         0         0
PENN NATIONAL GAMING INC           COMMON SHS      707569109        11        300 SH       DEFINED 9        300         0         0
PENN NATIONAL GAMING INC           COMMON SHS      707569109     49352    1352101 SH       DEFINED A    1352101         0         0
PENN VIRGINIA RESOURCES PARTNERS L LTD PARTNERSHIP 707884102       244       5100 SH       DEFINED 9       5100         0         0
PENNEY JC CO INC                   COMMON SHS      708160106         3         65 SH       DEFINED 8          0         0        65
PENNEY JC CO INC                   COMMON SHS      708160106      1878      35717 SH       DEFINED 9      35717         0         0
PENNEY JC CO INC                   COMMON SHS      708160106         5         98 SH       DEFINED A         98         0         0
PENNSYLVANIA REAL ESTATE INVESTMEN REAL EST INV TR 709102107       247       5200 SH       DEFINED 9       5200         0         0
PEOPLES BANCORP INC                COMMON SHS      709789101     24309     908747 SH       DEFINED 4     905647         0      3100
PEOPLES BANCORP INC                COMMON SHS      709789101        72       2700 SH       DEFINED 6       2700         0         0
PEOPLES ENERGY CORP                COMMON SHS      711030106       280       6449 SH       DEFINED 9       6449         0         0
PEOPLES FINANCIAL CORP             COMMON SHS      71103B102       197      10752 SH       DEFINED 9      10752         0         0
PEPCO HOLDINGS INC                 COMMON SHS      713291102      2389      99799 SH       DEFINED 6      99799         0         0
PEPCO HOLDINGS INC                 COMMON SHS      713291102        45       1900 SH       DEFINED 8       1900         0         0
PEPCO HOLDINGS INC                 COMMON SHS      713291102       118       4931 SH       DEFINED 9       4931         0         0
PEPCO HOLDINGS INC                 COMMON SHS      713291102    191573    8002200 SH       DEFINED A    8002200         0         0
PEPSIAMERICAS INC                  COMMON SHS      71343P200       580      22600 SH       DEFINED 9      22600         0         0
PEPSICO INC                        COMMON SHS      713448108       273       5060 SH       DEFINED         5060         0         0
PEPSICO INC                        COMMON SHS      713448108      8989     166676 SH       DEFINED 8     163986         0      2690
PEPSICO INC                        COMMON SHS      713448108     89567    1660810 SH       DEFINED 9    1660810         0         0
PEPSICO INC                        COMMON SHS      713448108     40162     744702 SH       DEFINED A     671602         0     73100
PERKINELMER INC                    COMMON SHS      714046109       536      28362 SH       DEFINED 9      28362         0         0
PETRO-CANADA                       ORDINARY SHS    71644E102    228240    2861946 SH       DEFINED 8    2702631         0    159315
PETRO-CANADA                       ORDINARY SHS    71644E102        41        510 SH       DEFINED 9        510         0         0
PETROCHINA CO LTD                  AMER DEP RECPT  71646E100      7051      96000 SH       DEFINED        96000         0         0
PETROCHINA CO LTD                  AMER DEP RECPT  71646E100      8378     114068 SH       DEFINED 9     114068         0         0
PETROKAZAKHSTAN INC                ORDINARY SHS    71649P102     79132    1767521 SH       DEFINED 8    1651371         0    116150
PETROLEO BRASILEIRO SA (PETROBRAS) DEP RCPT PFD    71654V101    210980    4582532 SH       DEFINED      4218491         0    364041
PETROLEO BRASILEIRO SA (PETROBRAS) DEP RCPT PFD    71654V101      1153      25040 SH       DEFINED 2      25040         0         0
PETROLEO BRASILEIRO SA (PETROBRAS) DEP RCPT PFD    71654V101       574      12459 SH       DEFINED 9      12459         0         0
PETROLEO BRASILEIRO SA (PETROBRAS) AMER DEP RECPT  71654V408        42        800 SH       DEFINED 9        800         0         0
PETROLEO BRASILEIRO SA (PETROBRAS) AMER DEP RECPT  71654V408      2242      43000 SH       DEFINED A      43000         0         0
PETROLEUM & RESOURCES CORP         CLOSE END MUT F 716549100      4500     150000 SH       DEFINED 4     150000         0         0
PETROLEUM & RESOURCES CORP         CLOSE END MUT F 716549100        75       2512 SH       DEFINED 9       2512         0         0
PETROLEUM HELICOPTERS - NON FT     COMMON SHS      716604103      2308      95100 SH       DEFINED 4      95100         0         0
PETROLEUM HELICOPTERS - NON FT     COMMON SHS      716604202     13300     565000 SH       DEFINED 4     565000         0         0
PETROLEUM HELICOPTERS - NON FT     COMMON SHS      716604202      1177      50000 SH       DEFINED A      50000         0         0
PETSMART INC                       COMMON SHS      716768106         4        122 SH       DEFINED 6        122         0         0
PETSMART INC                       COMMON SHS      716768106     31680    1043825 SH       DEFINED 9    1043825         0         0
PFIZER INC                         COMMON SHS      717081103    137010    4967729 SH       DEFINED      3577755         0   1389974
PFIZER INC                         COMMON SHS      717081103    524284   19009578 SH       DEFINED 1   18992419         0     17159
PFIZER INC                         COMMON SHS      717081103     17697     641647 SH       DEFINED 2     641647         0         0
PFIZER INC                         COMMON SHS      717081103    154125    5588300 SH       DEFINED 4    5588300         0         0
PFIZER INC                         COMMON SHS      717081103     69711    2527590 SH       DEFINED 5    2527590         0         0
PFIZER INC                         COMMON SHS      717081103      9821     356074 SH       DEFINED 6     356074         0         0
PFIZER INC                         COMMON SHS      717081103     55160    2000000 SH       DEFINED 7    2000000         0         0
PFIZER INC                         COMMON SHS      717081103     33680    1221191 SH       DEFINED 8    1064233         0    156958
PFIZER INC                         COMMON SHS      717081103    125938    4566288 SH       DEFINED 9    4566288         0         0
PFIZER INC                         COMMON SHS      717081103   1126969   40861816 SH       DEFINED A   40150386         0    711430
PG&E CORP                          COMMON SHS      69331C108        39       1041 SH       DEFINED 9       1041         0         0
PG&E CORP                          COMMON SHS      69331C108    412959   11000511 SH       DEFINED A   11000511         0         0
PHARMACEUTICAL PRODUCT DEVELOPMENT COMMON SHS      717124101     23542     502400 SH       DEFINED 4     498900         0      3500
PHARMACEUTICAL PRODUCT DEVELOPMENT COMMON SHS      717124101     24077     513802 SH       DEFINED 6     513802         0         0
PHARMACEUTICAL PRODUCT DEVELOPMENT COMMON SHS      717124101       108       2300 SH       DEFINED 9       2300         0         0
PHARMACEUTICAL PRODUCT DEVELOPMENT COMMON SHS      717124101    127347    2717600 SH       DEFINED A    2703200         0     14400
PHARMION CORP                      COMMON SHS      71715B409      1044      45000 SH       DEFINED 6      45000         0         0
PHARMION CORP                      COMMON SHS      71715B409     32875    1416410 SH       DEFINED A    1412710         0      3700
PHASE FORWARD INC                  COMMON SHS      71721R406      2586     380300 SH       DEFINED A     380300         0         0
PHELPS DODGE CORP                  COMMON SHS      717265102       624       6743 SH       DEFINED 9       6743         0         0
PHELPS DODGE CORP                  COMMON SHS      717265102        91        982 SH       DEFINED A        982         0         0
PHILIPPINE LONG DISTANCE TELEPHONE AMER DEP RECPT  718252604      2825      97253 SH       DEFINED        97253         0         0
PHILIPPINE LONG DISTANCE TELEPHONE AMER DEP RECPT  718252604       364      12530 SH       DEFINED 1      12530         0         0
PHILIPPINE LONG DISTANCE TELEPHONE AMER DEP RECPT  718252604      5513     189790 SH       DEFINED 2     189790         0         0
PHILIPPINE LONG DISTANCE TELEPHONE AMER DEP RECPT  718252604     25060     862655 SH       DEFINED 8     862655         0         0
PHILIPPINE LONG DISTANCE TELEPHONE CONVERT PREF    718252703        13        260 SH       DEFINED          260         0         0
PHILIPPINE LONG DISTANCE TELEPHONE CONVERT PREF    718252703      1921      37300 SH       DEFINED 2      37300         0         0
PHOTRONICS INC                     COMMON SHS      719405102     13421     575000 SH       DEFINED A     575000         0         0
PIER 1 IMPORTS INC                 COMMON SHS      720279108     18203    1282800 SH       DEFINED 4    1275300         0      7500
PINNACLE WEST CAPITAL CORP         COMMON SHS      723484101         1         25 SH       DEFINED 6         25         0         0
PINNACLE WEST CAPITAL CORP         COMMON SHS      723484101        19        425 SH       DEFINED 8        425         0         0
PINNACLE WEST CAPITAL CORP         COMMON SHS      723484101        93       2100 SH       DEFINED 9       2100         0         0
PINNACLE WEST CAPITAL CORP         COMMON SHS      723484101    256921    5780000 SH       DEFINED A    5780000         0         0
PIONEER DRILLING CO                COMMON SHS      723655106      2136     140000 SH       DEFINED A     140000         0         0
PIONEER NATURAL RESOURCES CO       COMMON SHS      723787107      3787      90000 SH       DEFINED 4      90000         0         0
PIONEER NATURAL RESOURCES CO       COMMON SHS      723787107        23        550 SH       DEFINED 9        550         0         0
PITNEY BOWES INC                   COMMON SHS      724479100      3866      88770 SH       DEFINED 6      88770         0         0
PITNEY BOWES INC                   COMMON SHS      724479100      5966     136998 SH       DEFINED 9     136998         0         0
PITNEY BOWES INC                   COMMON SHS      724479100     19763     453800 SH       DEFINED A     453800         0         0
PIXAR                              COMMON SHS      725811103        43        850 SH       DEFINED 9        850         0         0
PIXAR                              COMMON SHS      725811103     18311     365850 SH       DEFINED A     365850         0         0
PLACER DOME INC                    ORDINARY SHS    725906101     52003    2773500 SH       DEFINED 5    2773500         0         0
PLACER DOME INC                    COMMON SHS      725906101       139       9065 SH       DEFINED 9       9065         0         0
PLACER DOME INC                    COMMON SHS      725906101     39737    2583655 SH       DEFINED A    2583655         0         0
PLAINS EXPL & PRODTN CO            COMMON SHS      726505100       288       8100 SH       DEFINED 9       8100         0         0
PLUM CREEK TIMBER CO INC           REAL EST INV TR 729251108      8950     246569 SH       DEFINED       246569         0         0
PLUM CREEK TIMBER CO INC           REAL EST INV TR 729251108     11919     328347 SH       DEFINED 9     328347         0         0
PMC-SIERRA INC                     COMMON SHS      69344F106        94      10100 SH       DEFINED 9      10100         0         0
PMI GROUP INC                      COMMON SHS      69344M101     49758    1276500 SH       DEFINED 4    1275000         0      1500
PMI GROUP INC                      COMMON SHS      69344M101      9799     251390 SH       DEFINED A     251390         0         0
PNC FINANCIAL SERVICES GROUP       COMMON SHS      693475105      4814      88400 SH       DEFINED 5      88400         0         0
PNC FINANCIAL SERVICES GROUP       COMMON SHS      693475105      4064      74632 SH       DEFINED 9      74632         0         0
PNM RESOURCES INC                  COMMON SHS      69349H107     53682    1863300 SH       DEFINED 4    1863300         0         0
PNM RESOURCES INC                  COMMON SHS      69349H107       238       8250 SH       DEFINED 9       8250         0         0
POGO PRODUCING CO                  COMMON SHS      730448107    137090    2640400 SH       DEFINED 5    2640400         0         0
POGO PRODUCING CO                  COMMON SHS      730448107       779      15000 SH       DEFINED 9      15000         0         0
POLARIS INDUSTRIES INC             COMMON SHS      731068102        61       1125 SH       DEFINED 9       1125         0         0
POLARIS INDUSTRIES INC             COMMON SHS      731068102      4076      75486 SH       DEFINED A      75486         0         0
POLO RALPH LAUREN CORP             COMMON SHS      731572103        99       2308 SH       DEFINED 6       2308         0         0
POLO RALPH LAUREN CORP             COMMON SHS      731572103     86086    1996900 SH       DEFINED A    1996900         0         0
POLYONE CORP                       COMMON SHS      73179P106      9268    1400000 SH       DEFINED 4    1400000         0         0
PORTUGAL TELECOM SGPS SA           AMER DEP RECPT  737273102       101      10562 SH       DEFINED 2       3400         0      7162
PORTUGAL TELECOM SGPS SA           AMER DEP RECPT  737273102     18340    1918387 SH       DEFINED 6    1918387         0         0
PORTUGAL TELECOM SGPS SA           AMER DEP RECPT  737273102        65       6800 SH       DEFINED 9       6800         0         0
POSCO                              AMER DEP RECPT  693483109      1463      33274 SH       DEFINED 1      33274         0         0
POSCO                              AMER DEP RECPT  693483109     38866     883927 SH       DEFINED 2     883087         0       840
POSCO                              AMER DEP RECPT  693483109      3302      75100 SH       DEFINED 6      75100         0         0
POSCO                              AMER DEP RECPT  693483109      1794      40799 SH       DEFINED 9      40799         0         0
POTASH CORP OF SASKATCHEWAN INC    ORDINARY SHS    73755L107       246       2100 SH       DEFINED 8       2000         0       100
POTASH CORP OF SASKATCHEWAN INC    COMMON SHS      73755L107       191       2000 SH       DEFINED A          0         0      2000
POTLATCH CORP                      COMMON SHS      737628107    238963    4566460 SH       DEFINED 5    4566460         0         0
POTLATCH CORP                      COMMON SHS      737628107         1         17 SH       DEFINED A         17         0         0
POWELL INDUSTRIES INC              COMMON SHS      739128106      4806     254700 SH       DEFINED 4     253500         0      1200
POWER INTEGRATIONS INC             COMMON SHS      739276103         1         67 SH       DEFINED 6         67         0         0
POWER INTEGRATIONS INC             COMMON SHS      739276103     30299    1404700 SH       DEFINED A    1404700         0         0
POZEN INC                          COMMON SHS      73941U102       821     100122 SH       DEFINED 6     100122         0         0
POZEN INC                          COMMON SHS      73941U102      3965     483521 SH       DEFINED A     483521         0         0
PPG INDUSTRIES INC                 COMMON SHS      693506107        53        850 SH       DEFINED 8        850         0         0
PPG INDUSTRIES INC                 COMMON SHS      693506107      2466      39294 SH       DEFINED 9      39294         0         0
PPL CORP                           COMMON SHS      69351T106         2         40 SH       DEFINED 6         40         0         0
PPL CORP                           COMMON SHS      69351T106       346       5821 SH       DEFINED 9       5821         0         0
PPL CORP                           COMMON SHS      69351T106    213780    3600200 SH       DEFINED A    3600200         0         0
PRAXAIR INC                        COMMON SHS      74005P104    165910    3560300 SH       DEFINED 4    3560300         0         0
PRAXAIR INC                        COMMON SHS      74005P104       205       4400 SH       DEFINED 6       4400         0         0
PRAXAIR INC                        COMMON SHS      74005P104     12281     263535 SH       DEFINED 9     263535         0         0
PRECISION DRILLING CORP            ORDINARY SHS    74022D100      4364      90372 SH       DEFINED 2      62472         0     27900
PRECISION DRILLING CORP            ORDINARY SHS    74022D100      6054     125360 SH       DEFINED 8     125117         0       243
PRECISION DRILLING CORP            COMMON SHS      74022D100      2013      51000 SH       DEFINED A      51000         0         0
PREMCOR INC                        COMMON SHS      74045Q104     92317    1244500 SH       DEFINED 5    1244500         0         0
PREMCOR INC                        COMMON SHS      74045Q104         7         92 SH       DEFINED A         92         0         0
PREMIUM STANDARD FARMS INC         COMMON SHS      74060C105     22780    1700000 SH       DEFINED 4    1700000         0         0
PREPAID LEGAL SERVICES INC         COMMON SHS      740065107       371       8300 SH       DEFINED 9       8300         0         0
PRESIDENTIAL LIFE CORP             COMMON SHS      740884101     12327     720440 SH       DEFINED 4     718640         0      1800
PRESTIGE BRANDS HOLDINGS INC       COMMON SHS      74112D101      7279     373300 SH       DEFINED 9     373300         0         0
PRESTIGE BRANDS HOLDINGS INC       COMMON SHS      74112D101     24976    1280800 SH       DEFINED A    1280800         0         0
PRG-SCHULTZ INTERNATIONAL INC      COMMON SHS      69357C107      1340     475000 SH       DEFINED A     475000         0         0
PRINCIPAL FINANCIAL GROUP          COMMON SHS      74251V102      9428     225000 SH       DEFINED 4     225000         0         0
PRINTRONIX INC                     COMMON SHS      742578107      2174     130000 SH       DEFINED 4     130000         0         0
PROCTER & GAMBLE CO                COMMON SHS      742718109       368       6980 SH       DEFINED         6980         0         0
PROCTER & GAMBLE CO                COMMON SHS      742718109        20        370 SH       DEFINED 2        370         0         0
PROCTER & GAMBLE CO                COMMON SHS      742718109    130567    2475200 SH       DEFINED 4    2475200         0         0
PROCTER & GAMBLE CO                COMMON SHS      742718109     22812     432446 SH       DEFINED 8     313323         0    119123
PROCTER & GAMBLE CO                COMMON SHS      742718109     75070    1423120 SH       DEFINED 9    1423120         0         0
PROCTER & GAMBLE CO                COMMON SHS      742718109     79080    1499144 SH       DEFINED A    1261044         0    238100
PROGRESS ENERGY INC                COMMON SHS      743263105      3953      87375 SH       DEFINED 9      87375         0         0
PROGRESS ENERGY INC                COMMON SHS      743263105    373049    8246000 SH       DEFINED A    8246000         0         0
PROLIANCE INTERNATIONAL INC        COMMON SHS      74340R104       999     158800 SH       DEFINED 4     158800         0         0
PROLOGIS                           REAL EST INV TR 743410102       318       7899 SH       DEFINED 6       7899         0         0
PROLOGIS                           REAL EST INV TR 743410102      2205      54795 SH       DEFINED 9      54795         0         0
PROLOGIS                           REAL EST INV TR 743410102     70267    1746200 SH       DEFINED A    1746200         0         0
PROSPERITY BANCSHARES INC          COMMON SHS      743606105      4373     152837 SH       DEFINED 5     152837         0         0
PROTECTIVE LIFE CORP               COMMON SHS      743674103      6857     162400 SH       DEFINED 4     160600         0      1800
PROTECTIVE LIFE CORP               COMMON SHS      743674103        59       1400 SH       DEFINED 9       1400         0         0
PROTECTIVE LIFE CORP               COMMON SHS      743674103         4        101 SH       DEFINED A        101         0         0
PROTEIN DESIGN LABS INC            COMMON SHS      74369L103      1621      80195 SH       DEFINED 6      80195         0         0
PROTEIN DESIGN LABS INC            COMMON SHS      74369L103      3660     181100 SH       DEFINED 9     181100         0         0
PROTEIN DESIGN LABS INC            COMMON SHS      74369L103     51843    2565200 SH       DEFINED A    2557700         0      7500
PROTEIN DESIGN LABS INC            CONVERTIBLE BD  74369LAD5     13073   11150000 PRN      DEFINED A   11150000         0         0
PROVIDENCE & WORCHESTER RAILROAD C COMMON SHS      743737108      2899     205000 SH       DEFINED 4     205000         0         0
PROVIDIAN FINANCIAL CORP           COMMON SHS      74406A102        47       2681 SH       DEFINED 6       2681         0         0
PROVIDIAN FINANCIAL CORP           COMMON SHS      74406A102       112       6350 SH       DEFINED 9       6350         0         0
PROVIDIAN FINANCIAL CORP           COMMON SHS      74406A102     91143    5169748 SH       DEFINED A    5169748         0         0
PROVIDIAN FINANCIAL CORP           CONVERTIBLE BD  74406AAC6     12330    9000000 PRN      DEFINED A    9000000         0         0
PRUDENTIAL FINANCIAL INC           COMMON SHS      744320102     95207    1450000 SH       DEFINED 4    1450000         0         0
PRUDENTIAL FINANCIAL INC           COMMON SHS      744320102    188414    2869536 SH       DEFINED 5    2869536         0         0
PRUDENTIAL FINANCIAL INC           COMMON SHS      744320102       427       6499 SH       DEFINED 6       6499         0         0
PRUDENTIAL FINANCIAL INC           COMMON SHS      744320102      1198      18240 SH       DEFINED 9      18240         0         0
PRUDENTIAL FINANCIAL INC           COMMON SHS      744320102     10097     153777 SH       DEFINED A     153777         0         0
PS BUSINESS PARKS INC              REAL EST INV TR 69360J107       227       5110 SH       DEFINED 6       5110         0         0
PS BUSINESS PARKS INC              REAL EST INV TR 69360J107     47606    1071000 SH       DEFINED A    1071000         0         0
PSYCHIATRIC SOLUTIONS INC          COMMON SHS      74439H108     29959     615050 SH       DEFINED A     615050         0         0
PUBLIC SERVICE ENTERPRISE GROUP IN COMMON SHS      744573106      4157      68345 SH       DEFINED 9      68345         0         0
PUBLIC SERVICE ENTERPRISE GROUP IN COMMON SHS      744573106    472219    7764205 SH       DEFINED A    7764205         0         0
PUBLIC STORAGE INC                 REAL EST INV TR 74460D109       229       3618 SH       DEFINED 6       3618         0         0
PUBLIC STORAGE INC                 REAL EST INV TR 74460D109      1110      17542 SH       DEFINED 9      17542         0         0
PUBLIC STORAGE INC                 REAL EST INV TR 74460D109     42333     669300 SH       DEFINED A     669300         0         0
PUGET ENERGY INC                   COMMON SHS      745310102        63       2700 SH       DEFINED 9       2700         0         0
PUGET ENERGY INC                   COMMON SHS      745310102    149913    6412000 SH       DEFINED A    6412000         0         0
PULTE HOMES INC                    COMMON SHS      745867101    109525    1300000 SH       DEFINED 4    1300000         0         0
PUTNAM MUNICIPAL OPPORTUNITIES TRU CLOSE END MUT F 746922103       361      30000 SH       DEFINED 9      30000         0         0
QLT INC                            ORDINARY SHS    746927102      2093     200895 SH       DEFINED 6     200895         0         0
QUALCOMM INC                       COMMON SHS      747525103       469      14210 SH       DEFINED        14210         0         0
QUALCOMM INC                       COMMON SHS      747525103        14        410 SH       DEFINED 2        410         0         0
QUALCOMM INC                       COMMON SHS      747525103        66       2000 SH       DEFINED 6       2000         0         0
QUALCOMM INC                       COMMON SHS      747525103     40978    1241387 SH       DEFINED 9    1241387         0         0
QUALCOMM INC                       COMMON SHS      747525103     82449    2497683 SH       DEFINED A    2301383         0    196300
QUANEX CORP                        COMMON SHS      747620102      4129      77899 SH       DEFINED 9      77899         0         0
QUANEX CORP                        COMMON SHS      747620102        36        688 SH       DEFINED A        688         0         0
QUANTA SERVICES INC                COMMON SHS      74762E102     13200    1500000 SH       DEFINED 4    1500000         0         0
QUEBECOR WORLD INC                 ORDINARY SHS    748203106     17479     728300 SH       DEFINED       236200         0    492100
QUEBECOR WORLD INC                 ORDINARY SHS    748203106     75936    3163996 SH       DEFINED 1    3163996         0         0
QUEBECOR WORLD INC                 ORDINARY SHS    748203106     27977    1165713 SH       DEFINED 2    1121293         0     44420
QUEBECOR WORLD INC                 ORDINARY SHS    748203106     13621     567523 SH       DEFINED 6     567523         0         0
QUEBECOR WORLD INC                 ORDINARY SHS    748203106     19478     811566 SH       DEFINED 8     810680         0       886
QUEENSTAKE RES LTD YUKON           ORDINARY SHS    748314101      1913    7500000 SH       DEFINED A    7500000         0         0
QUEST DIAGNOSTICS INC              COMMON SHS      74834L100     27095     508637 SH       DEFINED 9     508637         0         0
QUEST DIAGNOSTICS INC              COMMON SHS      74834L100     21446     402582 SH       DEFINED A     402582         0         0
QUEST SOFTWARE INC                 COMMON SHS      74834T103      8666     635786 SH       DEFINED 6     635786         0         0
QUEST SOFTWARE INC                 COMMON SHS      74834T103     60304    4424390 SH       DEFINED A    4424390         0         0
QUESTAR CORP                       COMMON SHS      748356102      2136      32413 SH       DEFINED 9      32413         0         0
QUESTAR CORP                       COMMON SHS      748356102     20007     303600 SH       DEFINED A     303600         0         0
QUIKSILVER INC                     COMMON SHS      74838C106     24108    1508651 SH       DEFINED A    1508651         0         0
QUINENCO SA                        AMER DEP RECPT  748718103      1195     101303 SH       DEFINED       101303         0         0
R & G FINANCIAL CORP               COMMON SHS      749136107       813      45932 SH       DEFINED A      45932         0         0
R R DONNELLEY & SONS CO            COMMON SHS      257867101     35296    1022776 SH       DEFINED       851073         0    171703
R R DONNELLEY & SONS CO            COMMON SHS      257867101     97430    2823250 SH       DEFINED 1    2823250         0         0
R R DONNELLEY & SONS CO            COMMON SHS      257867101      4396     127379 SH       DEFINED 2     127379         0         0
R R DONNELLEY & SONS CO            COMMON SHS      257867101      8294     240348 SH       DEFINED 6     240348         0         0
R R DONNELLEY & SONS CO            COMMON SHS      257867101     10342     299670 SH       DEFINED 8     299670         0         0
R R DONNELLEY & SONS CO            COMMON SHS      257867101      1056      30603 SH       DEFINED 9      30603         0         0
R R DONNELLEY & SONS CO            COMMON SHS      257867101     33330     965800 SH       DEFINED A     965800         0         0
R.H. DONNELLEY CORP                COMMON SHS      74955W307        21        340 SH       DEFINED 6        340         0         0
R.H. DONNELLEY CORP                COMMON SHS      74955W307       307       4952 SH       DEFINED 9       4952         0         0
R.H. DONNELLEY CORP                COMMON SHS      74955W307        20        328 SH       DEFINED A        328         0         0
RACKABLE SYSTEMS INC               COMMON SHS      750077109      3748     312300 SH       DEFINED 9     312300         0         0
RACKABLE SYSTEMS INC               COMMON SHS      750077109        32       2700 SH       DEFINED A       2700         0         0
RADIAN GROUP INC                   COMMON SHS      750236101     37776     800000 SH       DEFINED 4     800000         0         0
RADIAN GROUP INC                   COMMON SHS      750236101      3400      72000 SH       DEFINED 8      72000         0         0
RADIAN GROUP INC                   COMMON SHS      750236101       401       8500 SH       DEFINED 9       8500         0         0
RADIAN GROUP INC                   COMMON SHS      750236101      5022     106354 SH       DEFINED A     106354         0         0
RADIO ONE INC                      COMMON SHS      75040P108       503      39500 SH       DEFINED A      39500         0         0
RADIO ONE INC                      COMMON SHS      75040P405      9862     772300 SH       DEFINED A     772300         0         0
RADIOSHACK CORP                    COMMON SHS      750438103       592      25550 SH       DEFINED 9      25550         0         0
RAMCO-GERSHENSON PPTYS TR          REAL EST INV TR 751452202       124       4225 SH       DEFINED 6       4225         0         0
RAMCO-GERSHENSON PPTYS TR          REAL EST INV TR 751452202     13240     452200 SH       DEFINED A     452200         0         0
RANDGOLD & EXPLORATION CO LTD      AMER DEP RECPT  753009307      1410     834060 SH       DEFINED 5     834060         0         0
RANDGOLD RESOURCES LTD             AMER DEP RECPT  752344309     20074    1427760 SH       DEFINED A    1427760         0         0
RAYTHEON CO                        COMMON SHS      755111507     19699     503550 SH       DEFINED        70000         0    433550
RAYTHEON CO                        COMMON SHS      755111507    439183   11226561 SH       DEFINED 1   11206181         0     20380
RAYTHEON CO                        COMMON SHS      755111507      5074     129713 SH       DEFINED 2     129713         0         0
RAYTHEON CO                        COMMON SHS      755111507      8965     229173 SH       DEFINED 6     229173         0         0
RAYTHEON CO                        COMMON SHS      755111507     23472     600000 SH       DEFINED 7     600000         0         0
RAYTHEON CO                        COMMON SHS      755111507       163       4170 SH       DEFINED 8       4170         0         0
RAYTHEON CO                        COMMON SHS      755111507      5948     152048 SH       DEFINED 9     152048         0         0
RAYTHEON CO                        COMMON SHS      755111507     36115     923180 SH       DEFINED A     923180         0         0
REALNETWORKS INC                   COMMON SHS      75605L104         0         50 SH       DEFINED 9         50         0         0
REALNETWORKS INC                   COMMON SHS      75605L104      1000     201200 SH       DEFINED A     201200         0         0
RED ROBIN GOURMET BURGERS          COMMON SHS      75689M101      6533     105400 SH       DEFINED 9     105400         0         0
RED ROBIN GOURMET BURGERS          COMMON SHS      75689M101     12086     195000 SH       DEFINED A     195000         0         0
REEBOK INTERNATIONAL LTD           CONVERTIBLE BD  758110AH3        11      10000 PRN      DEFINED 9      10000         0         0
REED ELSEVIER NV                   AMER DEP RECPT  758204101        32       1150 SH       DEFINED 2       1150         0         0
REED ELSEVIER NV                   AMER DEP RECPT  758204101     21871     784189 SH       DEFINED 6     784189         0         0
REED ELSEVIER PLC                  AMER DEP RECPT  758205108       276       7118 SH       DEFINED 9       7118         0         0
REGAL ENTERTAINMENT GROUP          COMMON SHS      758766109      5849     309800 SH       DEFINED 9     309800         0         0
REGAL ENTERTAINMENT GROUP          COMMON SHS      758766109         9        452 SH       DEFINED A        452         0         0
REGENCY CENTERS CORP               REAL EST INV TR 758849103       172       3005 SH       DEFINED 6       3005         0         0
REGENCY CENTERS CORP               REAL EST INV TR 758849103       801      14000 SH       DEFINED 9      14000         0         0
REGENCY CENTERS CORP               REAL EST INV TR 758849103     34160     597200 SH       DEFINED A     597200         0         0
REGENERATION TECHNOLOGIES INC      COMMON SHS      75886N100       510      81400 SH       DEFINED A      70400         0     11000
REGIONS FINANCIAL CORP             COMMON SHS      7591EP100      1054      31120 SH       DEFINED 9      31120         0         0
REGIS CORP                         COMMON SHS      758932107     20200     516900 SH       DEFINED 4     515300         0      1600
REGIS CORP                         COMMON SHS      758932107       352       9000 SH       DEFINED 9       9000         0         0
REGIS CORP                         COMMON SHS      758932107     19130     489500 SH       DEFINED A     489500         0         0
REHABCARE GROUP INC                COMMON SHS      759148109     11213     419488 SH       DEFINED 6     419488         0         0
REHABCARE GROUP INC                COMMON SHS      759148109     20938     783300 SH       DEFINED A     783300         0         0
RELIANCE STEEL & ALUMINUM CO       COMMON SHS      759509102     65614    1770000 SH       DEFINED 4    1765300         0      4700
RELIANCE STEEL & ALUMINUM CO       COMMON SHS      759509102     10839     292400 SH       DEFINED A     292400         0         0
RENAISSANCE HOLDINGS LTD           ORDINARY SHS    G7496G103       651      13225 SH       DEFINED 9      13225         0         0
REPSOL YPF SA                      AMER DEP RECPT  76026T205     22922     912154 SH       DEFINED 2     476030         0    436124
REPSOL YPF SA                      AMER DEP RECPT  76026T205     19090     759651 SH       DEFINED 6     759651         0         0
REPSOL YPF SA                      AMER DEP RECPT  76026T205       177       7050 SH       DEFINED 9       7050         0         0
REPUBLIC AIRWAYS HOLDINGS INC      COMMON SHS      760276105     15719    1087800 SH       DEFINED A    1087800         0         0
REPUBLIC SERVICES INC              COMMON SHS      760759100    216894    6023150 SH       DEFINED 5    6023150         0         0
REPUBLIC SERVICES INC              COMMON SHS      760759100       402      11150 SH       DEFINED 9      11150         0         0
RESEARCH IN MOTION LTD             ORDINARY SHS    760975102     27258     302292 SH       DEFINED 8     282984         0     19308
RESEARCH IN MOTION LTD             COMMON SHS      760975102        90       1225 SH       DEFINED 9       1225         0         0
RESEARCH IN MOTION LTD             COMMON SHS      760975102      1158      15700 SH       DEFINED A      15700         0         0
RESMED INC                         COMMON SHS      761152107      7694     116600 SH       DEFINED 9     116600         0         0
RESMED INC                         COMMON SHS      761152107     19982     302810 SH       DEFINED A     302810         0         0
RESPIRONICS INC                    COMMON SHS      761230101      3293      91180 SH       DEFINED A      91180         0         0
REUTERS GROUP PLC                  AMER DEP RECPT  76132M102       812      19154 SH       DEFINED 9      19154         0         0
REYNOLDS & REYNOLDS CO             COMMON SHS      761695105    105344    3897300 SH       DEFINED 4    3891800         0      5500
REYNOLDS & REYNOLDS CO             COMMON SHS      761695105        49       1800 SH       DEFINED 6       1800         0         0
REYNOLDS & REYNOLDS CO             COMMON SHS      761695105      1068      39516 SH       DEFINED 9      39516         0         0
REYNOLDS AMERICAN INC              COMMON SHS      761713106    467804    5936600 SH       DEFINED 5    5936600         0         0
REYNOLDS AMERICAN INC              COMMON SHS      761713106       229       2900 SH       DEFINED 9       2900         0         0
REYNOLDS AMERICAN INC              COMMON SHS      761713106         2         24 SH       DEFINED A         24         0         0
RIGEL PHARMACEUTICALS INC          COMMON SHS      766559603       996      50006 SH       DEFINED 6      50006         0         0
RIGEL PHARMACEUTICALS INC          COMMON SHS      766559603        60       3000 SH       DEFINED 9       3000         0         0
RIGEL PHARMACEUTICALS INC          COMMON SHS      766559603      5478     275000 SH       DEFINED A     275000         0         0
RIGHTNOW TECHNOLOGIES INC          COMMON SHS      76657R106     16178    1345900 SH       DEFINED A    1345900         0         0
RIO NARCEA GOLD MINES LTD          ORDINARY SHS    766909105     17497    8881700 SH       DEFINED 5    8881700         0         0
RIO NARCEA GOLD MINES LTD          ORDINARY SHS    766909105      2167    1100000 SH       DEFINED A    1100000         0         0
RIO TINTO PLC                      AMER DEP RECPT  767204100      7636      62631 SH       DEFINED 9      62631         0         0
RITCHIE BROTHERS AUCTIONEERS INC   COMMON SHS      767744105      7193     186600 SH       DEFINED 9     186600         0         0
RITCHIE BROTHERS AUCTIONEERS INC   COMMON SHS      767744105        77       2000 SH       DEFINED A       2000         0         0
RITE AID CORP                      COMMON SHS      767754104       167      40000 SH       DEFINED 9      40000         0         0
RLI CORPORATION                    COMMON SHS      749607107     74805    1677236 SH       DEFINED 4    1675536         0      1700
RLI CORPORATION                    COMMON SHS      749607107       196       4400 SH       DEFINED 6       4400         0         0
ROBERT HALF INTL INC               COMMON SHS      770323103       262      10510 SH       DEFINED        10510         0         0
ROBERT HALF INTL INC               COMMON SHS      770323103        46       1852 SH       DEFINED 6       1852         0         0
ROBERT HALF INTL INC               COMMON SHS      770323103      7491     300000 SH       DEFINED 7     300000         0         0
ROBERT HALF INTL INC               COMMON SHS      770323103      1683      67400 SH       DEFINED 9      67400         0         0
ROBERT HALF INTL INC               COMMON SHS      770323103     68032    2724534 SH       DEFINED A    2724534         0         0
ROCKFORD CORP                      COMMON SHS      77316P101      2128     575000 SH       DEFINED 4     575000         0         0
ROCKWELL AUTOMATION INC            COMMON SHS      773903109      2526      51862 SH       DEFINED 6      51862         0         0
ROCKWELL AUTOMATION INC            COMMON SHS      773903109      4871     100000 SH       DEFINED 7     100000         0         0
ROCKWELL AUTOMATION INC            COMMON SHS      773903109       469       9635 SH       DEFINED 9       9635         0         0
ROCKWELL AUTOMATION INC            COMMON SHS      773903109     63441    1302422 SH       DEFINED A    1302422         0         0
ROCKWELL COLLINS INC               COMMON SHS      774341101        70       1467 SH       DEFINED 6       1467         0         0
ROCKWELL COLLINS INC               COMMON SHS      774341101      4768     100000 SH       DEFINED 7     100000         0         0
ROCKWELL COLLINS INC               COMMON SHS      774341101       364       7635 SH       DEFINED 9       7635         0         0
ROCKWELL COLLINS INC               COMMON SHS      774341101    145925    3060500 SH       DEFINED A    3060500         0         0
ROGERS COMMUNICATIONS INC          COMMON SHS      775109200        16        500 SH       DEFINED 9        500         0         0
ROGERS COMMUNICATIONS INC          ORDINARY SHS    775109200      8872     220700 SH       DEFINED A     220700         0         0
ROHM & HAAS CO                     COMMON SHS      775371107      1631      35204 SH       DEFINED 9      35204         0         0
ROLLINS INC                        COMMON SHS      775711104      2549     127220 SH       DEFINED A     127220         0         0
ROPER INDUSTRIES INC               COMMON SHS      776696106    199979    2802000 SH       DEFINED 4    2799300         0      2700
ROPER INDUSTRIES INC               COMMON SHS      776696106       200       2800 SH       DEFINED 6       2800         0         0
ROPER INDUSTRIES INC               COMMON SHS      776696106        74       1038 SH       DEFINED 9       1038         0         0
ROSS STORES INC                    COMMON SHS      778296103        15        510 SH       DEFINED 2        510         0         0
ROSS STORES INC                    COMMON SHS      778296103      1459      50473 SH       DEFINED 9      50473         0         0
ROSS STORES INC                    COMMON SHS      778296103     70023    2422107 SH       DEFINED A    2165007         0    257100
ROSTELECOM                         AMER DEP RECPT  778529107      3090     256460 SH       DEFINED       256460         0         0
ROWAN COMPANIES INC                COMMON SHS      779382100     15096     508100 SH       DEFINED 4     504900         0      3200
ROWAN COMPANIES INC                COMMON SHS      779382100        12        400 SH       DEFINED 9        400         0         0
ROWAN COMPANIES INC                COMMON SHS      779382100     77870    2621004 SH       DEFINED A    2621004         0         0
ROYAL BANK OF CANADA               ORDINARY SHS    780087102    320851    4227280 SH       DEFINED 8    3830222         0    397058
ROYAL BANK OF CANADA               COMMON SHS      780087102       268       4320 SH       DEFINED 9       4320         0         0
ROYAL BANK OF CANADA               COMMON SHS      780087102       545       8800 SH       DEFINED A          0         0      8800
ROYAL BANK OF SCOTLAND GROUP PLC   AMER DEP RECPT  780097788       490      20150 SH       DEFINED 9      20150         0         0
ROYAL CARIBBEAN CRUISES LTD        COMMON SHS      V7780T103      4860     100498 SH       DEFINED 9     100498         0         0
ROYAL DUTCH PETROLEUM CO           NEW YORK SHARES 780257804     11416     175900 SH       DEFINED 1     175900         0         0
ROYAL DUTCH PETROLEUM CO           NEW YORK SHARES 780257804      2786      42930 SH       DEFINED 2       7870         0     35060
ROYAL DUTCH PETROLEUM CO           NEW YORK SHARES 780257804       532       8200 SH       DEFINED 6       8200         0         0
ROYAL DUTCH PETROLEUM CO           NEW YORK SHARES 780257804     18172     280000 SH       DEFINED 7     280000         0         0
ROYAL DUTCH PETROLEUM CO           NEW YORK SHARES 780257804     47530     732350 SH       DEFINED 9     732350         0         0
ROYAL DUTCH PETROLEUM CO           NEW YORK SHARES 780257804    439226    6767733 SH       DEFINED A    6767733         0         0
ROYAL GROUP TECHNOLOGIES LTD       ORDINARY SHS    779915107      4213     314900 SH       DEFINED       314900         0         0
ROYAL GROUP TECHNOLOGIES LTD       ORDINARY SHS    779915107     28653    2141500 SH       DEFINED 8    2141500         0         0
RPM INTERNATIONAL INC              COMMON SHS      749685103     27175    1488200 SH       DEFINED 4    1479200         0      9000
RPM INTERNATIONAL INC              COMMON SHS      749685103     13018     712922 SH       DEFINED 9     712922         0         0
RPM INTERNATIONAL INC              COMMON SHS      749685103       670      36670 SH       DEFINED A      36670         0         0
RSA SECURITY INC                   COMMON SHS      749719100      7624     664114 SH       DEFINED 6     664114         0         0
RSA SECURITY INC                   COMMON SHS      749719100      2626     228760 SH       DEFINED 9     228760         0         0
RSA SECURITY INC                   COMMON SHS      749719100     14012    1220590 SH       DEFINED A    1148790         0     71800
RTI INTERNATIONAL METALS INC       COMMON SHS      74973W107     13192     420000 SH       DEFINED 4     420000         0         0
RUSS BERRIE & CO INC               COMMON SHS      782233100     28552    2228900 SH       DEFINED 4    2222900         0      6000
RUSSELL CORP                       COMMON SHS      782352108     40481    1979500 SH       DEFINED 4    1975600         0      3900
RUSSELL CORP                       COMMON SHS      782352108         8        385 SH       DEFINED 9        385         0         0
S & P 500 DEPOSITORY RECEIPT       OPEN END UT TR  78462F103        13        110 SH       DEFINED 8          0         0       110
S & P 500 DEPOSITORY RECEIPT       OPEN END UT TR  78462F103      5462      45833 SH       DEFINED 9      45833         0         0
SABRE HOLDINGS CORP                COMMON SHS      785905100     15960     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       261       4800 SH       DEFINED 9       4800         0         0
SAFETY INSURANCE GROUP INC         COMMON SHS      78648T100      3207      95000 SH       DEFINED 4      95000         0         0
SAFETY INSURANCE GROUP INC         COMMON SHS      78648T100     22760     674180 SH       DEFINED 5     674180         0         0
SAFEWAY INC                        COMMON SHS      786514208       443      19625 SH       DEFINED 9      19625         0         0
SAKS INC                           COMMON SHS      79377W108     38099    2008400 SH       DEFINED 4    2008400         0         0
SAKS INC                           COMMON SHS      79377W108        19       1000 SH       DEFINED 9       1000         0         0
SALESFORCE.COM INC                 COMMON SHS      79466L302         2         90 SH       DEFINED 6         90         0         0
SALESFORCE.COM INC                 COMMON SHS      79466L302      3760     183600 SH       DEFINED 9     183600         0         0
SALESFORCE.COM INC                 COMMON SHS      79466L302     10277     501830 SH       DEFINED A     501830         0         0
SALISBURY BANCORP INC              COMMON SHS      795226109       362       9310 SH       DEFINED 9       9310         0         0
SANDERS MORRIS HARRIS GROUP INC    COMMON SHS      80000Q104       284      16540 SH       DEFINED A          0         0     16540
SANOFI-AVENTIS                     AMER DEP RECPT  80105N105      5715     139413 SH       DEFINED 2     139413         0         0
SANOFI-AVENTIS                     AMER DEP RECPT  80105N105     25199     614764 SH       DEFINED 6     614764         0         0
SANOFI-AVENTIS                     AMER DEP RECPT  80105N105      1251      30508 SH       DEFINED 9      30508         0         0
SAP AG                             AMER DEP RECPT  803054204       505      11670 SH       DEFINED        11670         0         0
SAP AG                             AMER DEP RECPT  803054204      4148      95800 SH       DEFINED 2      95800         0         0
SAP AG                             AMER DEP RECPT  803054204     19820     457745 SH       DEFINED 9     457745         0         0
SAP AG                             AMER DEP RECPT  803054204     36991     854293 SH       DEFINED A     854293         0         0
SAPIENT CORP                       COMMON SHS      803062108     12383    1561600 SH       DEFINED A    1561600         0         0
SAPPI LTD                          AMER DEP RECPT  803069202      6216     574480 SH       DEFINED 2     422630         0    151850
SAPPI LTD                          AMER DEP RECPT  803069202      4832     446600 SH       DEFINED 8     446600         0         0
SARA LEE CORP                      COMMON SHS      803111103        11        580 SH       DEFINED 2        580         0         0
SARA LEE CORP                      COMMON SHS      803111103        16        800 SH       DEFINED 8        800         0         0
SARA LEE CORP                      COMMON SHS      803111103      3973     200534 SH       DEFINED 9     200534         0         0
SARA LEE CORP                      COMMON SHS      803111103     15368     775770 SH       DEFINED A     511670         0    264100
SATYAM COMPUTERS SERVICES LTD      AMER DEP RECPT  804098101      3036     116751 SH       DEFINED        74420         0     42331
SATYAM COMPUTERS SERVICES LTD      AMER DEP RECPT  804098101     18656     717527 SH       DEFINED 1     698837         0     18690
SATYAM COMPUTERS SERVICES LTD      AMER DEP RECPT  804098101     26248    1009537 SH       DEFINED 2     945597         0     63940
SATYAM COMPUTERS SERVICES LTD      AMER DEP RECPT  804098101      3505     134826 SH       DEFINED 6     134826         0         0
SATYAM COMPUTERS SERVICES LTD      AMER DEP RECPT  804098101      1074      41294 SH       DEFINED A      41294         0         0
SAXON CAPITAL INC                  REAL EST INV TR 80556T106     59876    3507685 SH       DEFINED 5    3507685         0         0
SAXON CAPITAL INC                  REAL EST INV TR 80556T106         0         17 SH       DEFINED A         17         0         0
SBC COMMUNICATIONS INC             COMMON SHS      78387G103     50414    2122691 SH       DEFINED       996071         0   1126620
SBC COMMUNICATIONS INC             COMMON SHS      78387G103     10480     441280 SH       DEFINED 1     441280         0         0
SBC COMMUNICATIONS INC             COMMON SHS      78387G103      7978     335930 SH       DEFINED 2     335930         0         0
SBC COMMUNICATIONS INC             COMMON SHS      78387G103      4750     200018 SH       DEFINED 6     200018         0         0
SBC COMMUNICATIONS INC             COMMON SHS      78387G103      9041     380665 SH       DEFINED 8     380665         0         0
SBC COMMUNICATIONS INC             COMMON SHS      78387G103     30222    1272510 SH       DEFINED 9    1272510         0         0
SBC COMMUNICATIONS INC             COMMON SHS      78387G103    353956   14903407 SH       DEFINED A   14885007         0     18400
SCANA CORP                         COMMON SHS      80589M102       865      20262 SH       DEFINED 9      20262         0         0
SCANA CORP                         COMMON SHS      80589M102       539      12621 SH       DEFINED A      12621         0         0
SCHERING-PLOUGH CORP               COMMON SHS      806605101      1633      85684 SH       DEFINED 6      85684         0         0
SCHERING-PLOUGH CORP               COMMON SHS      806605101      3812     200000 SH       DEFINED 7     200000         0         0
SCHERING-PLOUGH CORP               COMMON SHS      806605101      3884     203768 SH       DEFINED 9     203768         0         0
SCHERING-PLOUGH CORP               COMMON SHS      806605101         1         40 SH       DEFINED A         40         0         0
SCHERING-PLOUGH CORP               CONVERT PREF    806605606      2916      57205 SH       DEFINED 9      57205         0         0
SCHERING-PLOUGH CORP               CONVERT PREF    806605606    191771    3761700 SH       DEFINED A    3761700         0         0
SCHLUMBERGER LTD                   COMMON SHS      806857108        46        600 SH       DEFINED 6        600         0         0
SCHLUMBERGER LTD                   COMMON SHS      806857108     30376     400000 SH       DEFINED 7     400000         0         0
SCHLUMBERGER LTD                   COMMON SHS      806857108         4         55 SH       DEFINED 8         25         0        30
SCHLUMBERGER LTD                   COMMON SHS      806857108     40550     533975 SH       DEFINED 9     533975         0         0
SCHLUMBERGER LTD                   COMMON SHS      806857108     16870     222150 SH       DEFINED A     212650         0      9500
SCHLUMBERGER LTD                   CONVERTIBLE BD  806857AC2        12      10000 PRN      DEFINED 9      10000         0         0
SCHOLASTIC CORP                    COMMON SHS      807066105      6068     157400 SH       DEFINED 2     157400         0         0
SCHOLASTIC CORP                    COMMON SHS      807066105       465      12050 SH       DEFINED 9      12050         0         0
SCHOLASTIC CORP                    COMMON SHS      807066105     18415     477700 SH       DEFINED A     477700         0         0
SCI SYSTEMS INC                    CONVERTIBLE BD  783890AF3     62370   66000000 PRN      DEFINED A   66000000         0         0
SCIENTIFIC ATLANTA INC             COMMON SHS      808655104        13        400 SH       DEFINED 9        400         0         0
SCIENTIFIC ATLANTA INC             COMMON SHS      808655104      2296      69000 SH       DEFINED A      69000         0         0
SCIENTIFIC GAMES CORP              COMMON SHS      80874P109       689      25578 SH       DEFINED 9      25578         0         0
SCOTTISH POWER PLC                 AMER DEP RECPT  81013T705      1798      50505 SH       DEFINED 6      50505         0         0
SCOTTISH POWER PLC                 AMER DEP RECPT  81013T705       408      11456 SH       DEFINED 9      11456         0         0
SEAGATE TECHNOLOGY                 COMMON SHS      G7945J104     60898    3469980 SH       DEFINED      2404700         0   1065280
SEAGATE TECHNOLOGY                 COMMON SHS      G7945J104    270633   15420695 SH       DEFINED 1   15410715         0      9980
SEAGATE TECHNOLOGY                 COMMON SHS      G7945J104       898      51163 SH       DEFINED 2      51163         0         0
SEAGATE TECHNOLOGY                 COMMON SHS      G7945J104      6560     373800 SH       DEFINED 8     373800         0         0
SEAGATE TECHNOLOGY                 COMMON SHS      G7945J104      1583      90220 SH       DEFINED A      90220         0         0
SEARS HOLDING CORP                 COMMON SHS      812350106       381       2543 SH       DEFINED 9       2543         0         0
SEARS HOLDING CORP                 COMMON SHS      812350106        10         66 SH       DEFINED A         66         0         0
SECURE COMPUTING CORP              COMMON SHS      813705100      5103     469000 SH       DEFINED 9     469000         0         0
SECURE COMPUTING CORP              COMMON SHS      813705100        42       3900 SH       DEFINED A       3900         0         0
SELECTIVE INSURANCE GROUP INC      COMMON SHS      816300107     32208     650000 SH       DEFINED 4     650000         0         0
SELECTIVE INSURANCE GROUP INC      COMMON SHS      816300107        19        378 SH       DEFINED 9        378         0         0
SELECTIVE INSURANCE GROUP INC      COMMON SHS      816300107        17        341 SH       DEFINED A        341         0         0
SEMCO ENERGY INC                   COMMON SHS      78412D109       777     129700 SH       DEFINED 4     129700         0         0
SEMPRA ENERGY                      COMMON SHS      816851109         1         21 SH       DEFINED 6         21         0         0
SEMPRA ENERGY                      COMMON SHS      816851109       340       8240 SH       DEFINED 9       8240         0         0
SEMPRA ENERGY                      COMMON SHS      816851109    273047    6609700 SH       DEFINED A    6609700         0         0
SEMTECH CORP                       COMMON SHS      816850101     16568     995086 SH       DEFINED 6     995086         0         0
SEMTECH CORP                       COMMON SHS      816850101         7        400 SH       DEFINED 9        400         0         0
SEMTECH CORP                       COMMON SHS      816850101     81271    4881170 SH       DEFINED A    4881170         0         0
SENECA FOODS CORP                  COMMON SHS      817070105      1974     121500 SH       DEFINED 4     121500         0         0
SENECA FOODS CORP                  COMMON SHS      817070501      4157     256600 SH       DEFINED 4     256600         0         0
SENIOR HOUSING PROPERTIES TRUST    REAL EST INV TR 81721M109       927      49000 SH       DEFINED 9      49000         0         0
SEPRACOR INC                       COMMON SHS      817315104       623      10386 SH       DEFINED 6      10386         0         0
SEPRACOR INC                       COMMON SHS      817315104     41127     685340 SH       DEFINED A     683540         0      1800
SEROLOGICALS CORP                  COMMON SHS      817523103     19073     897563 SH       DEFINED A     897563         0         0
SERVICE CORP INTERNATIONAL         COMMON SHS      817565104     59868    7464890 SH       DEFINED      6265910         0   1198980
SERVICE CORP INTERNATIONAL         COMMON SHS      817565104       404      50400 SH       DEFINED 2      50400         0         0
SERVICE CORP INTERNATIONAL         COMMON SHS      817565104     15736    1962100 SH       DEFINED 8    1962100         0         0
SERVICE CORP INTERNATIONAL         COMMON SHS      817565104      1308     163100 SH       DEFINED 9     163100         0         0
SERVICEMASTER CO                   COMMON SHS      81760N109       510      38087 SH       DEFINED 9      38087         0         0
SHAMIR OPTICAL INDUSTRY LTD        COMMON SHS      M83683108       162      10000 SH       DEFINED 9      10000         0         0
SHARPER IMAGE CORP                 COMMON SHS      820013100      2872     225600 SH       DEFINED       225600         0         0
SHARPER IMAGE CORP                 COMMON SHS      820013100       397      31150 SH       DEFINED 1       6850         0     24300
SHARPER IMAGE CORP                 COMMON SHS      820013100     11933     937400 SH       DEFINED 2     937400         0         0
SHARPER IMAGE CORP                 COMMON SHS      820013100     11460     900219 SH       DEFINED 8     900219         0         0
SHARPER IMAGE CORP                 COMMON SHS      820013100      3311     260110 SH       DEFINED A     260110         0         0
SHAW GROUP INC                     COMMON SHS      820280105     37369    1737300 SH       DEFINED 4    1733900         0      3400
SHELL TRANSPORT & TRADING CO PLC   AMER DEP RECPT  822703609     17418     300000 SH       DEFINED 1     300000         0         0
SHELL TRANSPORT & TRADING CO PLC   AMER DEP RECPT  822703609    161671    2784550 SH       DEFINED 2    2603200         0    181350
SHELL TRANSPORT & TRADING CO PLC   AMER DEP RECPT  822703609     38203     657997 SH       DEFINED 6     657997         0         0
SHELL TRANSPORT & TRADING CO PLC   AMER DEP RECPT  822703609      7664     132000 SH       DEFINED 8     132000         0         0
SHELL TRANSPORT & TRADING CO PLC   AMER DEP RECPT  822703609      1523      26240 SH       DEFINED 9      26240         0         0
SHELL TRANSPORT & TRADING CO PLC   AMER DEP RECPT  822703609     37756     650300 SH       DEFINED A     650300         0         0
SHERWIN-WILLIAMS CO                COMMON SHS      824348106       444       9433 SH       DEFINED 9       9433         0         0
SHIRE PHARMACEUTICALS GROUP PLC    AMER DEP RECPT  82481R106       282       8590 SH       DEFINED 2       8590         0         0
SHIRE PHARMACEUTICALS GROUP PLC    AMER DEP RECPT  82481R106     22605     689178 SH       DEFINED 6     689178         0         0
SHIRE PHARMACEUTICALS GROUP PLC    AMER DEP RECPT  82481R106       107       3275 SH       DEFINED 9       3275         0         0
SHIRE PHARMACEUTICALS GROUP PLC    AMER DEP RECPT  82481R106      2073      63200 SH       DEFINED A      55100         0      8100
SHUFFLE MASTER INC                 COMMON SHS      825549108      5146     183600 SH       DEFINED 9     183600         0         0
SHUFFLE MASTER INC                 COMMON SHS      825549108        55       1950 SH       DEFINED A       1950         0         0
SIEMENS AG                         AMER DEP RECPT  826197501       363       5000 SH       DEFINED 9       5000         0         0
SIERRA HEALTH SERVICES INC         COMMON SHS      826322109     69016     965806 SH       DEFINED A     962306         0      3500
SIERRA HEALTH SERVICES INC         CONVERTIBLE BD  826322AB5     11798    3000000 PRN      DEFINED A    3000000         0         0
SIERRA PACIFIC RESOURCES CO        COMMON SHS      826428104     68018    5463300 SH       DEFINED 4    5456800         0      6500
SIERRA PACIFIC RESOURCES CO        COMMON SHS      826428104         5        432 SH       DEFINED 9        432         0         0
SIERRA PACIFIC RESOURCES CO        COMMON SHS      826428104     18675    1500000 SH       DEFINED A    1500000         0         0
SIGMA-ALDRICH CORP                 COMMON SHS      826552101     11208     200000 SH       DEFINED 7     200000         0         0
SIGMA-ALDRICH CORP                 COMMON SHS      826552101      1856      33116 SH       DEFINED 9      33116         0         0
SIGMA-ALDRICH CORP                 COMMON SHS      826552101      7005     125000 SH       DEFINED A     125000         0         0
SIGNATURE BANK                     COMMON SHS      82669G104     12827     525681 SH       DEFINED 5     525681         0         0
SIGNATURE BANK                     COMMON SHS      82669G104      4233     173500 SH       DEFINED 9     173500         0         0
SIGNATURE BANK                     COMMON SHS      82669G104        27       1100 SH       DEFINED A       1100         0         0
SILICON LABORATORIES INC           COMMON SHS      826919102     71032    2710104 SH       DEFINED A    2710104         0         0
SIMON PROPERTY GROUP INC           REAL EST INV TR 828806109       589       8120 SH       DEFINED 6       8120         0         0
SIMON PROPERTY GROUP INC           REAL EST INV TR 828806109      9142     126120 SH       DEFINED 9     126120         0         0
SIMON PROPERTY GROUP INC           REAL EST INV TR 828806109     87974    1213608 SH       DEFINED A    1213608         0         0
SIMON PROPERTY GROUP INC           CONVERT PREF    828806802       656      10579 SH       DEFINED 9      10579         0         0
SIMON PROPERTY GROUP INC           CONVERT PREF    828806802     61999     999980 SH       DEFINED A     999980         0         0
SIRF TECHNOLOGY HOLDINGS INC       COMMON SHS      82967H101       306      17300 SH       DEFINED 9      17300         0         0
SIRIUS SATELLITE RADIO INC         COMMON SHS      82966U103        76      11710 SH       DEFINED 9      11710         0         0
SIX FLAGS INC                      CONVERTIBLE BD  83001PAJ8    138709  141000000 PRN      DEFINED A  141000000         0         0
SK TELECOM CO LTD                  AMER DEP RECPT  78440P108      2739     134280 SH       DEFINED         1880         0    132400
SK TELECOM CO LTD                  AMER DEP RECPT  78440P108    407770   19988716 SH       DEFINED 1   19988716         0         0
SK TELECOM CO LTD                  AMER DEP RECPT  78440P108    112118    5495987 SH       DEFINED 2    5339347         0    156640
SK TELECOM CO LTD                  AMER DEP RECPT  78440P108     12191     597575 SH       DEFINED 6     597575         0         0
SK TELECOM CO LTD                  AMER DEP RECPT  78440P108     25573    1253590 SH       DEFINED 8    1253590         0         0
SK TELECOM CO LTD                  AMER DEP RECPT  78440P108      1176      57670 SH       DEFINED 9      57670         0         0
SKYWEST INC                        COMMON SHS      830879102     22590    1242600 SH       DEFINED 4    1233400         0      9200
SKYWEST INC                        COMMON SHS      830879102        15        800 SH       DEFINED 9        800         0         0
SLM CORP                           COMMON SHS      78442P106      3538      69650 SH       DEFINED 9      69650         0         0
SMITH & NEPHEW PLC                 AMER DEP RECPT  83175M205      5527     111859 SH       DEFINED 9     111859         0         0
SMITH INTERNATIONAL INC            COMMON SHS      832110100       404       6350 SH       DEFINED 9       6350         0         0
SMITH INTERNATIONAL INC            COMMON SHS      832110100     37130     582895 SH       DEFINED A     582895         0         0
SMITHFIELD FOODS INC               COMMON SHS      832248108        55       2000 SH       DEFINED 9       2000         0         0
SMITHFIELD FOODS INC               COMMON SHS      832248108       264       9680 SH       DEFINED A       9680         0         0
SMITHTOWN BANCORP INC              COMMON SHS      832449102      1140      47968 SH       DEFINED 9      47968         0         0
SMUCKER J M CO (THE)               COMMON SHS      832696405      2506      53379 SH       DEFINED 9      53379         0         0
SOCIEDAD QUIMICA Y MINERA DE CHILE DEP RCPT PFD    833635105      8640      86400 SH       DEFINED 8      86400         0         0
SOLECTRON CORP                     COMMON SHS      834182107       117      30850 SH       DEFINED 8      30850         0         0
SOLECTRON CORP                     COMMON SHS      834182107       188      49524 SH       DEFINED 9      49524         0         0
SONOCO PRODUCTS CO                 COMMON SHS      835495102     15516     585500 SH       DEFINED       585500         0         0
SONUS NETWORKS INC                 COMMON SHS      835916107     12358    2585300 SH       DEFINED 9    2585300         0         0
SONUS NETWORKS INC                 COMMON SHS      835916107       108      22600 SH       DEFINED A      22600         0         0
SONY CORP                          AMER DEP RECPT  835699307     27477     797825 SH       DEFINED 2     797335         0       490
SONY CORP                          AMER DEP RECPT  835699307     16306     473474 SH       DEFINED 6     473474         0         0
SONY CORP                          AMER DEP RECPT  835699307        55       1585 SH       DEFINED 8       1565         0        20
SONY CORP                          AMER DEP RECPT  835699307      1415      41100 SH       DEFINED 9      41100         0         0
SOUTH JERSEY INDUSTRIES INC        COMMON SHS      838518108       552       9037 SH       DEFINED 9       9037         0         0
SOUTHERN CO                        COMMON SHS      842587107      2596      74868 SH       DEFINED 9      74868         0         0
SOUTHERN CO                        COMMON SHS      842587107    539933   15573500 SH       DEFINED A   15573500         0         0
SOUTHERN PERU COPPER CORPORATION   COMMON SHS      843611104       103       2400 SH       DEFINED         2400         0         0
SOUTHERN PERU COPPER CORPORATION   COMMON SHS      843611104        43       1000 SH       DEFINED 9       1000         0         0
SOUTHERN PERU COPPER CORPORATION   COMMON SHS      843611104     86353    2015700 SH       DEFINED A    2015700         0         0
SOUTHWEST AIRLINES CO              COMMON SHS      844741108       561      40260 SH       DEFINED        40260         0         0
SOUTHWEST AIRLINES CO              COMMON SHS      844741108        19       1380 SH       DEFINED 2       1380         0         0
SOUTHWEST AIRLINES CO              COMMON SHS      844741108       908      65200 SH       DEFINED 7      65200         0         0
SOUTHWEST AIRLINES CO              COMMON SHS      844741108      4487     322132 SH       DEFINED 9     322132         0         0
SOUTHWEST AIRLINES CO              COMMON SHS      844741108     60868    4369527 SH       DEFINED A    3797027         0    572500
SOVEREIGN BANCORP INC              COMMON SHS      845905108    255966   11457745 SH       DEFINED 5   11457745         0         0
SOVEREIGN BANCORP INC              COMMON SHS      845905108         1         46 SH       DEFINED 6         46         0         0
SOVEREIGN BANCORP INC              COMMON SHS      845905108       811      36300 SH       DEFINED 9      36300         0         0
SOVRAN SELF STORAGE INC            REAL EST INV TR 84610H108       843      18550 SH       DEFINED 9      18550         0         0
SPARTON CORP                       COMMON SHS      847235108      1866     188657 SH       DEFINED 4     188657         0         0
SPECTRASITE INC                    COMMON SHS      84761M104      5642      75800 SH       DEFINED A      75800         0         0
SPINNAKER EXPLORATION CO           COMMON SHS      84855W109     49633    1398500 SH       DEFINED A    1398500         0         0
SPIRENT PLC                        AMER DEP RECPT  84856M209      3339     967924 SH       DEFINED 6     967924         0         0
SPIRIT FINANCE CORP                REAL EST INV TR 848568309       699      59500 SH       DEFINED A      59500         0         0
SPRINT CORP                        COMMON SHS      852061100      1185      47214 SH       DEFINED 6      47214         0         0
SPRINT CORP                        COMMON SHS      852061100      9643     384327 SH       DEFINED 9     384327         0         0
SPRINT CORP                        COMMON SHS      852061100     27036    1077569 SH       DEFINED A    1077569         0         0
SPSS INC                           COMMON SHS      78462K102     11969     623047 SH       DEFINED 6     623047         0         0
SR TELECOM INC                     ORDINARY SHS    78464P208        37      74500 SH       DEFINED 8      74500         0         0
ST JOE COMPANY                     COMMON SHS      790148100    115436    1415700 SH       DEFINED 1    1415700         0         0
ST JOE COMPANY                     COMMON SHS      790148100    120908    1482803 SH       DEFINED 5    1482803         0         0
ST JOE COMPANY                     COMMON SHS      790148100       264       3240 SH       DEFINED 6       3240         0         0
ST JOE COMPANY                     COMMON SHS      790148100       514       6300 SH       DEFINED 9       6300         0         0
ST JOE COMPANY                     COMMON SHS      790148100     73386     900000 SH       DEFINED A     900000         0         0
ST JUDE MEDICAL INC                COMMON SHS      790849103       830      19030 SH       DEFINED 9      19030         0         0
ST JUDE MEDICAL INC                COMMON SHS      790849103      6096     139780 SH       DEFINED A     139780         0         0
ST PAUL TRAVELERS COMPANIES INC    COMMON SHS      792860108     22730     575000 SH       DEFINED 4     575000         0         0
ST PAUL TRAVELERS COMPANIES INC    COMMON SHS      792860108      2246      56819 SH       DEFINED 6      56819         0         0
ST PAUL TRAVELERS COMPANIES INC    COMMON SHS      792860108      2367      59885 SH       DEFINED 9      59885         0         0
ST PAUL TRAVELERS COMPANIES INC    COMMON SHS      792860108     21473     543200 SH       DEFINED A     543200         0         0
STAAR SURGICAL CO                  COMMON SHS      852312305       533     107800 SH       DEFINED A      92800         0     15000
STANCORP FINANCIAL GROUP INC       COMMON SHS      852891100     53905     703900 SH       DEFINED 4     703600         0       300
STANCORP FINANCIAL GROUP INC       COMMON SHS      852891100         0          1 SH       DEFINED A          1         0         0
STANDARD MICROSYSTEMS CORP         COMMON SHS      853626109      8807     376700 SH       DEFINED 4     376700         0         0
STANDARD PACIFIC CORP              COMMON SHS      85375C101       814       9256 SH       DEFINED A       9256         0         0
STANLEY WORKS                      COMMON SHS      854616109       322       7080 SH       DEFINED 9       7080         0         0
STAPLES INC                        COMMON SHS      855030102      9625     451436 SH       DEFINED 9     451436         0         0
STARBUCKS CORP                     COMMON SHS      855244109      2056      39807 SH       DEFINED 9      39807         0         0
STARBUCKS CORP                     COMMON SHS      855244109      3505      67840 SH       DEFINED A      67840         0         0
STARWOOD HOTELS & RESORTS WORLDWID COMMON SHS      85590A203      1175      20060 SH       DEFINED 9      20060         0         0
STATE STREET CORP                  COMMON SHS      857477103    136046    2819600 SH       DEFINED 4    2819600         0         0
STATE STREET CORP                  COMMON SHS      857477103        68       1400 SH       DEFINED 6       1400         0         0
STATE STREET CORP                  COMMON SHS      857477103     20537     425636 SH       DEFINED 9     425636         0         0
STATE STREET CORP                  COMMON SHS      857477103       709      14700 SH       DEFINED A          0         0     14700
STATE STREET CORP                  CONVERT PREF    857477202      3056      14082 SH       DEFINED 9      14082         0         0
STATION CASINOS INC                COMMON SHS      857689103     19208     289270 SH       DEFINED A     289270         0         0
STEEL DYNAMICS INC                 COMMON SHS      858119100     23326     888600 SH       DEFINED 4     884300         0      4300
STEINER LEISURE LTD                ORDINARY SHS    P8744Y102      4422     119290 SH       DEFINED       119290         0         0
STEINER LEISURE LTD                ORDINARY SHS    P8744Y102     12083     325940 SH       DEFINED 2     309080         0     16860
STEINER LEISURE LTD                ORDINARY SHS    P8744Y102     16055     433100 SH       DEFINED 8     433100         0         0
STEREOTAXIS INC                    COMMON SHS      85916J102     12219    1521680 SH       DEFINED A    1521680         0         0
STERICYCLE INC                     COMMON SHS      858912108     14395     286060 SH       DEFINED A     286060         0         0
STERIS CORP                        COMMON SHS      859152100     21389     830000 SH       DEFINED 4     825500         0      4500
STERIS CORP                        COMMON SHS      859152100     10984     426236 SH       DEFINED 6     426236         0         0
STERIS CORP                        COMMON SHS      859152100       307      11900 SH       DEFINED 9      11900         0         0
STERIS CORP                        COMMON SHS      859152100     39168    1519900 SH       DEFINED A    1512800         0      7100
STERLING FINANCIAL CORP            COMMON SHS      859319105       413      11049 SH       DEFINED 5      11049         0         0
STEWART & STEVENSON SERVICES INC   COMMON SHS      860342104      3147     138900 SH       DEFINED 4     138000         0       900
STILLWATER MINING CO               COMMON SHS      86074Q102      1879     253246 SH       DEFINED A     253246         0         0
STORA ENSO OYJ                     AMER DEP RECPT  86210M106        29       2300 SH       DEFINED 2       2300         0         0
STORA ENSO OYJ                     AMER DEP RECPT  86210M106     18059    1420825 SH       DEFINED 6    1420825         0         0
STORA ENSO OYJ                     AMER DEP RECPT  86210M106       101       7966 SH       DEFINED 9       7966         0         0
STRYKER CORP                       COMMON SHS      863667101     14912     313549 SH       DEFINED 9     313549         0         0
STRYKER CORP                       COMMON SHS      863667101     13317     280000 SH       DEFINED A     280000         0         0
SUBURBAN PROPANE PARTNERS L P      LTD PARTNERSHIP 864482104       556      15540 SH       DEFINED 9      15540         0         0
SUEZ SA                            AMER DEP RECPT  864686100      5671     209030 SH       DEFINED 2     209030         0         0
SUEZ SA                            AMER DEP RECPT  864686100     14377     529917 SH       DEFINED 6     529917         0         0
SUN LIFE FINANCIAL INC             ORDINARY SHS    866796105    200918    4868379 SH       DEFINED 8    4454748         0    413631
SUN LIFE FINANCIAL INC             COMMON SHS      866796105       210       6224 SH       DEFINED 9       6224         0         0
SUN MICROSYSTEMS INC               COMMON SHS      866810104      5968    1600000 SH       DEFINED 7    1600000         0         0
SUN MICROSYSTEMS INC               COMMON SHS      866810104      1156     309935 SH       DEFINED 9     309935         0         0
SUN MICROSYSTEMS INC               COMMON SHS      866810104        93      25000 SH       DEFINED A      25000         0         0
SUNCOR ENERGY INC                  ORDINARY SHS    867229106    223739    3862900 SH       DEFINED 5    3862900         0         0
SUNCOR ENERGY INC                  ORDINARY SHS    867229106    185789    3207689 SH       DEFINED 8    2998425         0    209264
SUNCOR ENERGY INC                  COMMON SHS      867229106       677      14300 SH       DEFINED 9      14300         0         0
SUNGARD DATA SYSTEMS INC           COMMON SHS      867363103     55941    1590600 SH       DEFINED 5    1590600         0         0
SUNGARD DATA SYSTEMS INC           COMMON SHS      867363103      7034     200000 SH       DEFINED 7     200000         0         0
SUNGARD DATA SYSTEMS INC           COMMON SHS      867363103        11        300 SH       DEFINED 8        300         0         0
SUNGARD DATA SYSTEMS INC           COMMON SHS      867363103        30        855 SH       DEFINED 9        855         0         0
SUNOCO INC                         COMMON SHS      86764P109       543       4773 SH       DEFINED 9       4773         0         0
SUNOCO INC                         COMMON SHS      86764P109        29        251 SH       DEFINED A        251         0         0
SUNOPTA INC                        ORDINARY SHS    8676EP108     12273    2160782 SH       DEFINED 6    2160782         0         0
SUNOPTA INC                        ORDINARY SHS    8676EP108        17       3000 SH       DEFINED 9       3000         0         0
SUNRISE SENIOR LIVING INC          COMMON SHS      86768K106     13112     242900 SH       DEFINED 9     242900         0         0
SUNRISE SENIOR LIVING INC          COMMON SHS      86768K106        92       1700 SH       DEFINED A       1700         0         0
SUNRISE SENIOR LIVING INC          CONVERTIBLE BD  86768KAE6       229     150000 PRN      DEFINED 9     150000         0         0
SUNTRUST BANKS INC                 COMMON SHS      867914103     95372    1320209 SH       DEFINED 4    1320209         0         0
SUNTRUST BANKS INC                 COMMON SHS      867914103       198       2736 SH       DEFINED 6       2736         0         0
SUNTRUST BANKS INC                 COMMON SHS      867914103      3121      43210 SH       DEFINED 9      43210         0         0
SUNTRUST BANKS INC                 COMMON SHS      867914103        85       1181 SH       DEFINED A       1181         0         0
SUPERGEN INC                       COMMON SHS      868059106      5718    1157400 SH       DEFINED A    1148000         0      9400
SUPERIOR ENERGY SERVICES INC       COMMON SHS      868157108      8421     473100 SH       DEFINED 9     473100         0         0
SUPERIOR ENERGY SERVICES INC       COMMON SHS      868157108     46925    2636215 SH       DEFINED A    2636215         0         0
SUPERIOR INDUSTRIES INTL INC       COMMON SHS      868168105     58020    2448100 SH       DEFINED 4    2444100         0      4000
SUPERIOR INDUSTRIES INTL INC       COMMON SHS      868168105       109       4600 SH       DEFINED 6       4600         0         0
SUPERIOR INDUSTRIES INTL INC       COMMON SHS      868168105        14        600 SH       DEFINED 9        600         0         0
SUPERIOR UNIFORM GROUP INC         COMMON SHS      868358102      6366     461300 SH       DEFINED 4     461300         0         0
SVB FINANCIAL GROUP                COMMON SHS      78486Q101     13584     283600 SH       DEFINED A     283600         0         0
SYMANTEC CORP                      COMMON SHS      871503108        84       3870 SH       DEFINED         3870         0         0
SYMANTEC CORP                      COMMON SHS      871503108        23       1050 SH       DEFINED 2       1050         0         0
SYMANTEC CORP                      COMMON SHS      871503108      4475     205835 SH       DEFINED 9     205835         0         0
SYMANTEC CORP                      COMMON SHS      871503108     41768    1921264 SH       DEFINED A    1493364         0    427900
SYMBION INC                        COMMON SHS      871507109     19578     820900 SH       DEFINED A     820900         0         0
SYMMETRY MEDICAL INC               COMMON SHS      871546206     11831     502600 SH       DEFINED A     499200         0      3400
SYMS CORP                          COMMON SHS      871551107     21007    1430000 SH       DEFINED 4    1430000         0         0
SYNAGRO TECHNOLOGIES INC           COMMON SHS      871562203      1328     275000 SH       DEFINED A     275000         0         0
SYNGENTA AG                        AMER DEP RECPT  87160A100      1193      58497 SH       DEFINED 9      58497         0         0
SYNOPSYS INC                       COMMON SHS      871607107     22590    1355132 SH       DEFINED      1010472         0    344660
SYNOPSYS INC                       COMMON SHS      871607107     39839    2389877 SH       DEFINED 1    2388597         0      1280
SYNOPSYS INC                       COMMON SHS      871607107      6068     363980 SH       DEFINED 2     363980         0         0
SYNOPSYS INC                       COMMON SHS      871607107      4698     281834 SH       DEFINED 8     281834         0         0
SYNOPSYS INC                       COMMON SHS      871607107         8        500 SH       DEFINED 9        500         0         0
SYSCO CORP                         COMMON SHS      871829107       552      15260 SH       DEFINED        15260         0         0
SYSCO CORP                         COMMON SHS      871829107        24        650 SH       DEFINED 2        650         0         0
SYSCO CORP                         COMMON SHS      871829107      5894     162875 SH       DEFINED 8     158480         0      4395
SYSCO CORP                         COMMON SHS      871829107     16261     449322 SH       DEFINED 9     449322         0         0
SYSCO CORP                         COMMON SHS      871829107     76448    2112413 SH       DEFINED A    1874813         0    237600
TAIWAN SEMICONDUCTOR MANUFACTURING AMER DEP RECPT  874039100      1549     169899 SH       DEFINED       169899         0         0
TAIWAN SEMICONDUCTOR MANUFACTURING AMER DEP RECPT  874039100         0          0 SH       DEFINED 2          0         0         0
TAIWAN SEMICONDUCTOR MANUFACTURING AMER DEP RECPT  874039100      2465     270295 SH       DEFINED 8     270000         0       295
TAIWAN SEMICONDUCTOR MANUFACTURING AMER DEP RECPT  874039100     42536    4664090 SH       DEFINED 9    4664090         0         0
TAIWAN SEMICONDUCTOR MANUFACTURING AMER DEP RECPT  874039100       504      55300 SH       DEFINED A      55300         0         0
TALISMAN ENERGY INC                ORDINARY SHS    87425E103     22222     484135 SH       DEFINED 8     483760         0       375
TALISMAN ENERGY INC                COMMON SHS      87425E103      4433     118000 SH       DEFINED A     118000         0         0
TANDY BRANDS ACCESSORIES INC       COMMON SHS      875378101      3281     301000 SH       DEFINED 4     301000         0         0
TANGER FACTORY OUTLET CENTERS INC  REAL EST INV TR 875465106       110       4080 SH       DEFINED 6       4080         0         0
TANGER FACTORY OUTLET CENTERS INC  REAL EST INV TR 875465106       148       5500 SH       DEFINED 9       5500         0         0
TANGER FACTORY OUTLET CENTERS INC  REAL EST INV TR 875465106     12070     448200 SH       DEFINED A     448200         0         0
TANOX INC                          COMMON SHS      87588Q109      3007     256600 SH       DEFINED A     256600         0         0
TARGET CORP                        COMMON SHS      87612E106     56070    1030512 SH       DEFINED       700976         0    329536
TARGET CORP                        COMMON SHS      87612E106      6984     128360 SH       DEFINED 1     128360         0         0
TARGET CORP                        COMMON SHS      87612E106     23432     430655 SH       DEFINED 2     430655         0         0
TARGET CORP                        COMMON SHS      87612E106      4849      89123 SH       DEFINED 6      89123         0         0
TARGET CORP                        COMMON SHS      87612E106      9021     165805 SH       DEFINED 8     165805         0         0
TARGET CORP                        COMMON SHS      87612E106     17967     330213 SH       DEFINED 9     330213         0         0
TARGET CORP                        COMMON SHS      87612E106        12        223 SH       DEFINED A        223         0         0
TARO PHARMACEUTICAL INDUSTRIES LTD COMMON SHS      M8737E108     15787     543075 SH       DEFINED 6     543075         0         0
TARO PHARMACEUTICAL INDUSTRIES LTD COMMON SHS      M8737E108     24535     844000 SH       DEFINED A     836600         0      7400
TATA MOTORS LTD                    AMER DEP RECPT  876568502       170      17600 SH       DEFINED 1      17600         0         0
TATA MOTORS LTD                    AMER DEP RECPT  876568502      2359     243708 SH       DEFINED 2     201868         0     41840
TCF FINANCIAL CORP                 COMMON SHS      872275102       494      19100 SH       DEFINED 9      19100         0         0
TD BANKNORTH INC                   COMMON SHS      87235A101       228       7667 SH       DEFINED 9       7667         0         0
TECHNIP SA                         AMER DEP RECPT  878546209      1957      42000 SH       DEFINED A      42000         0         0
TECO ENERGY INC                    COMMON SHS      872375100      9544     504700 SH       DEFINED            0         0    504700
TECO ENERGY INC                    COMMON SHS      872375100    160889    8508150 SH       DEFINED 1    8503650         0      4500
TECO ENERGY INC                    COMMON SHS      872375100        62       3300 SH       DEFINED 8       3300         0         0
TECO ENERGY INC                    COMMON SHS      872375100       391      20700 SH       DEFINED 9      20700         0         0
TECO ENERGY INC                    COMMON SHS      872375100    177754    9400000 SH       DEFINED A    9400000         0         0
TECUMSEH PRODUCTS CO               COMMON SHS      878895101      8291     300000 SH       DEFINED 4     300000         0         0
TECUMSEH PRODUCTS CO               COMMON SHS      878895200     21373     778900 SH       DEFINED 4     778900         0         0
TEEKAY SHIPPING CORP               COMMON SHS      Y8564W103     74292    1692300 SH       DEFINED 4    1689300         0      3000
TEKTRONIX INC                      COMMON SHS      879131100     22313     958888 SH       DEFINED 6     958888         0         0
TEKTRONIX INC                      COMMON SHS      879131100        95       4098 SH       DEFINED 9       4098         0         0
TEKTRONIX INC                      COMMON SHS      879131100    157933    6786962 SH       DEFINED A    6786962         0         0
TELE NORTE LESTE PARTICIPACOES SA  DEP RCPT PFD    879246106       218      13100 SH       DEFINED 9      13100         0         0
TELECOM ARGENTINA SA               AMER DEP RECPT  879273209     14925    1250000 SH       DEFINED A    1250000         0         0
TELEFLEX INC                       COMMON SHS      879369106    113385    1909800 SH       DEFINED 4    1908100         0      1700
TELEFLEX INC                       COMMON SHS      879369106       196       3300 SH       DEFINED 6       3300         0         0
TELEFLEX INC                       COMMON SHS      879369106     29685     500000 SH       DEFINED 7     500000         0         0
TELEFLEX INC                       COMMON SHS      879369106       178       3000 SH       DEFINED 9       3000         0         0
TELEFONICA MOVILES SA              AMER DEP RECPT  87938V105      1861     175387 SH       DEFINED 9     175387         0         0
TELEFONICA SA                      AMER DEP RECPT  879382208      3590      73415 SH       DEFINED        73415         0         0
TELEFONICA SA                      AMER DEP RECPT  879382208      1261      25777 SH       DEFINED 1      25777         0         0
TELEFONICA SA                      AMER DEP RECPT  879382208    181586    3713409 SH       DEFINED 2    3402852         0    310558
TELEFONICA SA                      AMER DEP RECPT  879382208     24575     502564 SH       DEFINED 6     502564         0         0
TELEFONICA SA                      AMER DEP RECPT  879382208     99814    2041192 SH       DEFINED 8    1847354         0    193838
TELEFONICA SA                      AMER DEP RECPT  879382208      1952      39916 SH       DEFINED 9      39916         0         0
TELEFONICA SA                      AMER DEP RECPT  879382208      4092      83683 SH       DEFINED A      83683         0         0
TELEFONOS DE MEXICO SA (TELMEX)    AMER DEP RECPT  879403780    137070    7256204 SH       DEFINED      6595138         0    661066
TELEFONOS DE MEXICO SA (TELMEX)    AMER DEP RECPT  879403780    641125   33939890 SH       DEFINED 1   33918818         0     21072
TELEFONOS DE MEXICO SA (TELMEX)    AMER DEP RECPT  879403780    270477   14318513 SH       DEFINED 2   13832257         0    486256
TELEFONOS DE MEXICO SA (TELMEX)    AMER DEP RECPT  879403780     20660    1093678 SH       DEFINED 6    1093678         0         0
TELEFONOS DE MEXICO SA (TELMEX)    AMER DEP RECPT  879403780     83966    4445010 SH       DEFINED 8    4286410         0    158600
TELEFONOS DE MEXICO SA (TELMEX)    AMER DEP RECPT  879403780      2965     156962 SH       DEFINED 9     156962         0         0
TELEFONOS DE MEXICO SA (TELMEX)    AMER DEP RECPT  879403780      2261     119672 SH       DEFINED A     119672         0         0
TELEPHONE & DATA SYSTEMS INC       COMMON SHS      879433100       276       6775 SH       DEFINED 9       6775         0         0
TELEPHONE & DATA SYSTEMS INC       COMMON SHS      879433860     23564     614600 SH       DEFINED 5     614600         0         0
TELEPHONE & DATA SYSTEMS INC       COMMON SHS      879433860       260       6775 SH       DEFINED 9       6775         0         0
TELEWEST GLOBAL INC                COMMON SHS      87956T107    437788   19218105 SH       DEFINED 5   19218105         0         0
TELEWEST GLOBAL INC                COMMON SHS      87956T107     10865     476951 SH       DEFINED A     476951         0         0
TELIK INC                          COMMON SHS      87959M109      1141      70146 SH       DEFINED 6      70146         0         0
TELIK INC                          COMMON SHS      87959M109      3587     220600 SH       DEFINED 9     220600         0         0
TELIK INC                          COMMON SHS      87959M109     79515    4890250 SH       DEFINED A    4882450         0      7800
TELUS CORP                         ORDINARY SHS    87971M202    103364    2473403 SH       DEFINED 8    2146533         0    326870
TELUS CORP                         COMMON SHS      87971M202      6792     199700 SH       DEFINED A     199700         0         0
TEMPLE INLAND INC                  COMMON SHS      879868107      5772     155366 SH       DEFINED 2     155366         0         0
TEMPLE INLAND INC                  COMMON SHS      879868107    355634    9572920 SH       DEFINED 5    9572920         0         0
TEMPLE INLAND INC                  COMMON SHS      879868107      6895     185600 SH       DEFINED 8     185600         0         0
TEMPLE INLAND INC                  COMMON SHS      879868107      5153     138702 SH       DEFINED 9     138702         0         0
TEMPLE INLAND INC                  COMMON SHS      879868107     10833     291597 SH       DEFINED A     291597         0         0
TEMPLETON EMERGING MARKETS FUND    CLOSE END MUT F 880191101       779      44628 SH       DEFINED 9      44628         0         0
TEMPLETON GLOBAL INCOME FUND INC   CLOSE END MUT F 880198106       288      32380 SH       DEFINED 9      32380         0         0
TEMPUR PEDIC INTL INC              COMMON SHS      88023U101        18        800 SH       DEFINED 9        800         0         0
TEMPUR PEDIC INTL INC              COMMON SHS      88023U101      2294     103410 SH       DEFINED A     103410         0         0
TENET HEALTHCARE CORP              COMMON SHS      88033G100     38591    3152896 SH       DEFINED      1091724         0   2061172
TENET HEALTHCARE CORP              COMMON SHS      88033G100    680433   55590902 SH       DEFINED 1   55549692         0     41210
TENET HEALTHCARE CORP              COMMON SHS      88033G100     18837    1538940 SH       DEFINED 2    1538940         0         0
TENET HEALTHCARE CORP              COMMON SHS      88033G100      4456     364030 SH       DEFINED 6     364030         0         0
TENET HEALTHCARE CORP              COMMON SHS      88033G100     14342    1171700 SH       DEFINED 8    1171700         0         0
TENET HEALTHCARE CORP              COMMON SHS      88033G100       364      29700 SH       DEFINED 9      29700         0         0
TENET HEALTHCARE CORP              COMMON SHS      88033G100     15846    1294610 SH       DEFINED A     895110         0    399500
TEPPCO PARTNERS L.P.               LTD PARTNERSHIP 872384102       203       4900 SH       DEFINED 9       4900         0         0
TERADYNE INC                       COMMON SHS      880770102         2        160 SH       DEFINED 8         75         0        85
TERADYNE INC                       COMMON SHS      880770102       126      10500 SH       DEFINED 9      10500         0         0
TEREX CORP                         COMMON SHS      880779103        72       1835 SH       DEFINED 6       1835         0         0
TEREX CORP                         COMMON SHS      880779103        10        256 SH       DEFINED 9        256         0         0
TEREX CORP                         COMMON SHS      880779103     50254    1275494 SH       DEFINED A    1275494         0         0
TEVA PHARMACEUTICAL INDUSTRIES LTD AMER DEP RECPT  881624209      1308      42000 SH       DEFINED        42000         0         0
TEVA PHARMACEUTICAL INDUSTRIES LTD AMER DEP RECPT  881624209      3114     100000 SH       DEFINED 8     100000         0         0
TEVA PHARMACEUTICAL INDUSTRIES LTD AMER DEP RECPT  881624209     63783    2048267 SH       DEFINED 9    2048267         0         0
TEVA PHARMACEUTICAL INDUSTRIES LTD AMER DEP RECPT  881624209     14500     465640 SH       DEFINED A     465640         0         0
TEXAS CAPITAL BANCSHARES INC       COMMON SHS      88224Q107      5567     282000 SH       DEFINED 5     282000         0         0
TEXAS INDUSTRIES INC               COMMON SHS      882491103     44984     800000 SH       DEFINED 4     800000         0         0
TEXAS INSTRUMENTS INC              COMMON SHS      882508104     14456     515000 SH       DEFINED 7     515000         0         0
TEXAS INSTRUMENTS INC              COMMON SHS      882508104     28825    1026891 SH       DEFINED 9    1026891         0         0
TEXAS INSTRUMENTS INC              COMMON SHS      882508104         1         33 SH       DEFINED A         33         0         0
TEXAS REGIONAL BANCSHARES INC      COMMON SHS      882673106      4816     157995 SH       DEFINED 9     157995         0         0
TEXAS REGIONAL BANCSHARES INC      COMMON SHS      882673106        38       1260 SH       DEFINED A       1260         0         0
TEXTRON INC                        COMMON SHS      883203101     39821     525000 SH       DEFINED 7     525000         0         0
TEXTRON INC                        COMMON SHS      883203101       311       4100 SH       DEFINED 9       4100         0         0
THE HERSHEY CO                     COMMON SHS      427866108     32068     516400 SH       DEFINED 7     516400         0         0
THE HERSHEY CO                     COMMON SHS      427866108      2279      36696 SH       DEFINED 9      36696         0         0
THERAVANCE INC                     COMMON SHS      88338T104       255      15000 SH       DEFINED 6      15000         0         0
THERAVANCE INC                     COMMON SHS      88338T104      3700     217620 SH       DEFINED A     217620         0         0
THERMO ELECTRON CORP               COMMON SHS      883556102       331      12328 SH       DEFINED 6      12328         0         0
THERMO ELECTRON CORP               COMMON SHS      883556102       348      12963 SH       DEFINED 9      12963         0         0
THERMO ELECTRON CORP               COMMON SHS      883556102     69880    2600680 SH       DEFINED A    2592780         0      7900
THERMOGENESIS CORP                 COMMON SHS      883623209       473     108700 SH       DEFINED A      92600         0     16100
THOMAS & BETTS CORP                COMMON SHS      884315102      3521     124690 SH       DEFINED       124690         0         0
THOMAS & BETTS CORP                COMMON SHS      884315102     14120     500000 SH       DEFINED 7     500000         0         0
THOMAS & BETTS CORP                COMMON SHS      884315102        19        660 SH       DEFINED 8        660         0         0
THOMAS INDUSTRIES INC              COMMON SHS      884425109      8527     213400 SH       DEFINED 4     213400         0         0
THOMSON CORP                       ORDINARY SHS    884903105     24610     599962 SH       DEFINED 8     469588         0    130374
THOMSON CORP                       COMMON SHS      884903105       198       5900 SH       DEFINED 9       5900         0         0
THOR INDUSTRIES INC                COMMON SHS      885160101     30808     980200 SH       DEFINED 4     976000         0      4200
THORATEC CORP                      COMMON SHS      885175307      5740     374200 SH       DEFINED A     374200         0         0
THORNBURG MORTGAGE INC             REAL EST INV TR 885218107       412      14160 SH       DEFINED 9      14160         0         0
THQ INC                            COMMON SHS      872443403       284       9700 SH       DEFINED 9       9700         0         0
THQ INC                            COMMON SHS      872443403     25430     868800 SH       DEFINED A     868800         0         0
TIBCO SOFTWARE INC                 COMMON SHS      88632Q103      6793    1038700 SH       DEFINED 9    1038700         0         0
TIDEWATER INC                      COMMON SHS      886423102      9987     262000 SH       DEFINED 4     260500         0      1500
TIDEWATER INC                      COMMON SHS      886423102         8        200 SH       DEFINED 9        200         0         0
TIDEWATER INC                      COMMON SHS      886423102      1525      40000 SH       DEFINED A      40000         0         0
TIFFANY & CO                       COMMON SHS      886547108      3972     121247 SH       DEFINED 9     121247         0         0
TIFFANY & CO                       COMMON SHS      886547108      3440     105000 SH       DEFINED A     105000         0         0
TIMBERLAND COMPANY                 COMMON SHS      887100105     17656     456000 SH       DEFINED 4     453200         0      2800
TIME WARNER INC                    COMMON SHS      887317105      4421     264559 SH       DEFINED       165900         0     98659
TIME WARNER INC                    COMMON SHS      887317105     58655    3510200 SH       DEFINED 1    3510200         0         0
TIME WARNER INC                    COMMON SHS      887317105      4044     242000 SH       DEFINED 2     242000         0         0
TIME WARNER INC                    COMMON SHS      887317105     22559    1350000 SH       DEFINED 7    1350000         0         0
TIME WARNER INC                    COMMON SHS      887317105         2        115 SH       DEFINED 8         50         0        65
TIME WARNER INC                    COMMON SHS      887317105      9526     570087 SH       DEFINED 9     570087         0         0
TIME WARNER INC                    COMMON SHS      887317105      6511     389628 SH       DEFINED A     360228         0     29400
TIMKEN CO                          COMMON SHS      887389104     33474    1449100 SH       DEFINED 4    1447500         0      1600
TITAN PHARMACEUTICALS INC          COMMON SHS      888314101       896     489700 SH       DEFINED A     489700         0         0
TJX COMPANIES INC                  COMMON SHS      872540109      3390     139200 SH       DEFINED 4     139200         0         0
TJX COMPANIES INC                  COMMON SHS      872540109      8254     338985 SH       DEFINED 8     338985         0         0
TJX COMPANIES INC                  COMMON SHS      872540109       493      20266 SH       DEFINED 9      20266         0         0
TJX COMPANIES INC                  COMMON SHS      872540109         0          3 SH       DEFINED A          3         0         0
TOLL BROTHERS INC                  COMMON SHS      889478103      5474      53900 SH       DEFINED 9      53900         0         0
TOLL BROTHERS INC                  COMMON SHS      889478103         0          2 SH       DEFINED A          2         0         0
TOMMY HILFIGER CORP                COMMON SHS      G8915Z102      2961     215170 SH       DEFINED       215170         0         0
TOMMY HILFIGER CORP                COMMON SHS      G8915Z102     35776    2600000 SH       DEFINED 4    2600000         0         0
TOMMY HILFIGER CORP                COMMON SHS      G8915Z102         6        454 SH       DEFINED A        454         0         0
TOOTSIE ROLL INDUSTRIES INC        COMMON SHS      890516107       658      22487 SH       DEFINED 7      22487         0         0
TOOTSIE ROLL INDUSTRIES INC        COMMON SHS      890516107       753      25750 SH       DEFINED 9      25750         0         0
TOP TANKERS INC                    COMMON SHS      Y8897Y107       651      41000 SH       DEFINED A      41000         0         0
TORCHMARK CORP                     COMMON SHS      891027104       698      13370 SH       DEFINED 9      13370         0         0
TORONTO DOMINION BANK              ORDINARY SHS    891160509     46822     856915 SH       DEFINED 8     855220         0      1695
TORONTO DOMINION BANK              COMMON SHS      891160509       413       9257 SH       DEFINED 9       9257         0         0
TOTAL SA                           AMER DEP RECPT  89151E109     25510     218318 SH       DEFINED 5     218318         0         0
TOTAL SA                           AMER DEP RECPT  89151E109      5887      50378 SH       DEFINED 8      50378         0         0
TOTAL SA                           AMER DEP RECPT  89151E109      7829      67002 SH       DEFINED 9      67002         0         0
TOTAL SA                           AMER DEP RECPT  89151E109      8654      74057 SH       DEFINED A      74057         0         0
TOYOTA MOTOR CORP                  AMER DEP RECPT  892331307      1766      24700 SH       DEFINED 8      24700         0         0
TOYOTA MOTOR CORP                  AMER DEP RECPT  892331307       106       1485 SH       DEFINED 9       1485         0         0
TOYS R US INC                      COMMON SHS      892335100      1029      38868 SH       DEFINED        38868         0         0
TOYS R US INC                      COMMON SHS      892335100     51239    1935000 SH       DEFINED 4    1935000         0         0
TOYS R US INC                      COMMON SHS      892335100      1123      42395 SH       DEFINED 9      42395         0         0
TRACTOR SUPPLY CO                  COMMON SHS      892356106        54       1100 SH       DEFINED 9       1100         0         0
TRACTOR SUPPLY CO                  COMMON SHS      892356106     28964     589900 SH       DEFINED A     589900         0         0
TRADESTATION GROUP INC             COMMON SHS      89267P105      7033     819648 SH       DEFINED 9     819648         0         0
TRADESTATION GROUP INC             COMMON SHS      89267P105        48       5600 SH       DEFINED A       5600         0         0
TRANSATLANTIC HOLDINGS INC         COMMON SHS      893521104      3560      63775 SH       DEFINED 9      63775         0         0
TRANSCANADA CORP                   ORDINARY SHS    89353D107      2898      89875 SH       DEFINED 1      89875         0         0
TRANSCANADA CORP                   ORDINARY SHS    89353D107     35652    1105816 SH       DEFINED 8     625244         0    480572
TRANSCANADA CORP                   COMMON SHS      89353D107      4697     177500 SH       DEFINED 9     177500         0         0
TRANSGLOBE ENERGY CORP             ORDINARY SHS    893662106        94      11650 SH       DEFINED 8      11650         0         0
TRANSOCEAN INC                     COMMON SHS      G90078109         5         96 SH       DEFINED 6         96         0         0
TRANSOCEAN INC                     COMMON SHS      G90078109      4179      77440 SH       DEFINED 7      77440         0         0
TRANSOCEAN INC                     COMMON SHS      G90078109      4551      84330 SH       DEFINED 9      84330         0         0
TREDEGAR CORP                      COMMON SHS      894650100      6867     440174 SH       DEFINED       308824         0    131350
TREDEGAR CORP                      COMMON SHS      894650100      9271     594300 SH       DEFINED 2     594300         0         0
TREDEGAR CORP                      COMMON SHS      894650100      2100     134600 SH       DEFINED 8     134600         0         0
TREND MICRO INC                    AMER DEP RECPT  89486M206       919      25704 SH       DEFINED 9      25704         0         0
TRIAD HOSPITALS INC                COMMON SHS      89579K109        15        280 SH       DEFINED 2        280         0         0
TRIAD HOSPITALS INC                COMMON SHS      89579K109      5985     109533 SH       DEFINED 8     109533         0         0
TRIAD HOSPITALS INC                COMMON SHS      89579K109     23544     430901 SH       DEFINED A     306401         0    124500
TRIBUNE CO                         COMMON SHS      896047107      3379      96055 SH       DEFINED 9      96055         0         0
TRIBUNE CO                         COMMON SHS      896047107      3831     108900 SH       DEFINED A          0         0    108900
TRIMBLE NAVIGATION LTD             COMMON SHS      896239100        64       1650 SH       DEFINED 9       1650         0         0
TRIMBLE NAVIGATION LTD             COMMON SHS      896239100    130390    3345909 SH       DEFINED A    3345909         0         0
TRIMERIS INC                       COMMON SHS      896263100      4011     401947 SH       DEFINED 6     401947         0         0
TRIMERIS INC                       COMMON SHS      896263100     21080    2112195 SH       DEFINED A    2112195         0         0
TRINITY INDUSTRIES INC             COMMON SHS      896522109     57875    1806900 SH       DEFINED 4    1806900         0         0
TRINITY INDUSTRIES INC             COMMON SHS      896522109       118       3698 SH       DEFINED 9       3698         0         0
TRIZEC PROPERTIES INC              REAL EST INV TR 89687P107        83       4054 SH       DEFINED 6       4054         0         0
TRIZEC PROPERTIES INC              REAL EST INV TR 89687P107       897      43600 SH       DEFINED 9      43600         0         0
TRUSTCO BANK CORP NY               COMMON SHS      898349105     13148    1006709 SH       DEFINED 4    1006709         0         0
TRUSTCO BANK CORP NY               COMMON SHS      898349105       170      12985 SH       DEFINED 6      12985         0         0
TRUSTEE PROPERTIES INC             REAL EST INV TR 898404108       947      57006 SH       DEFINED 9      57006         0         0
TUESDAY MORNING CORP               COMMON SHS      899035505        24        750 SH       DEFINED 2        750         0         0
TUESDAY MORNING CORP               COMMON SHS      899035505     14353     455366 SH       DEFINED 6     455366         0         0
TUESDAY MORNING CORP               COMMON SHS      899035505    126877    4025294 SH       DEFINED A    3743494         0    281800
TUPPERWARE CORP                    COMMON SHS      899896104       328      14050 SH       DEFINED 9      14050         0         0
TXU CORP                           COMMON SHS      873168108      4618      55574 SH       DEFINED 9      55574         0         0
TXU CORP                           COMMON SHS      873168108     46620     561079 SH       DEFINED A     561079         0         0
TYCO INTERNATIONAL GROUP SA        CONVERTIBLE BD  902118BE7       694     500000 PRN      DEFINED 9     500000         0         0
TYCO INTERNATIONAL GROUP SA        CONVERTIBLE BD  902118BF4        22      17000 PRN      DEFINED 9      17000         0         0
TYCO INTERNATIONAL GROUP SA        CONVERTIBLE BD  902118BF4      3885    3000000 PRN      DEFINED A    3000000         0         0
TYCO INTERNATIONAL LTD             ORDINARY SHS    902124106     16665     570730 SH       DEFINED        42330         0    528400
TYCO INTERNATIONAL LTD             ORDINARY SHS    902124106      6494     222398 SH       DEFINED 1     222398         0         0
TYCO INTERNATIONAL LTD             ORDINARY SHS    902124106       505      17280 SH       DEFINED 2      17280         0         0
TYCO INTERNATIONAL LTD             ORDINARY SHS    902124106      4579     156799 SH       DEFINED 6     156799         0         0
TYCO INTERNATIONAL LTD             ORDINARY SHS    902124106     45262    1550052 SH       DEFINED 7    1550052         0         0
TYCO INTERNATIONAL LTD             ORDINARY SHS    902124106     16515     565581 SH       DEFINED 8     565581         0         0
TYCO INTERNATIONAL LTD             ORDINARY SHS    902124106      4899     167784 SH       DEFINED 9     167784         0         0
TYCO INTERNATIONAL LTD             ORDINARY SHS    902124106     52834    1809380 SH       DEFINED A    1593580         0    215800
U-STORE-IT TRUST                   REAL EST INV TR 91274F104       229      12030 SH       DEFINED 6      12030         0         0
U-STORE-IT TRUST                   REAL EST INV TR 91274F104     33265    1746200 SH       DEFINED A    1746200         0         0
UBIQUITEL INC                      COMMON SHS      903474302        82      10000 SH       DEFINED 9      10000         0         0
UBIQUITEL INC                      COMMON SHS      903474302      3387     415100 SH       DEFINED A     415100         0         0
UBS AG                             ORDINARY SHS    H8920M855      2338      30035 SH       DEFINED 2      30035         0         0
UBS AG                             ORDINARY SHS    H8920M855     25132     322830 SH       DEFINED 6     322830         0         0
UBS AG                             ORDINARY SHS    H8920M855      2124      27289 SH       DEFINED 9      27289         0         0
UCBH HOLDINGS INC                  COMMON SHS      90262T308        24       1466 SH       DEFINED 6       1466         0         0
UCBH HOLDINGS INC                  COMMON SHS      90262T308     39128    2409350 SH       DEFINED A    2409350         0         0
ULTIMATE SOFTWARE GROUP INC        COMMON SHS      90385D107      1307      79710 SH       DEFINED A      79710         0         0
UMB FINANCIAL CORP                 COMMON SHS      902788108      5327      93400 SH       DEFINED 4      93400         0         0
UMB FINANCIAL CORP                 COMMON SHS      902788108       160       2797 SH       DEFINED 9       2797         0         0
UMPQUA HOLDINGS CORP               COMMON SHS      904214103      7500     318623 SH       DEFINED 6     318623         0         0
UMPQUA HOLDINGS CORP               COMMON SHS      904214103      9089     386100 SH       DEFINED A     386100         0         0
UNIBANCO UNIAO DE BANCOS BRASILEIR GLBL DEP RECPT  90458E107    105039    2719800 SH       DEFINED      2653900         0     65900
UNIBANCO UNIAO DE BANCOS BRASILEIR GLBL DEP RECPT  90458E107      1344      34800 SH       DEFINED 2      34800         0         0
UNIBANCO UNIAO DE BANCOS BRASILEIR GLBL DEP RECPT  90458E107       487      12600 SH       DEFINED 9      12600         0         0
UNILEVER NV                        NEW YORK SHARES 904784709       432       6670 SH       DEFINED 2       6670         0         0
UNILEVER NV                        NEW YORK SHARES 904784709     23267     358887 SH       DEFINED 6     358887         0         0
UNILEVER NV                        NEW YORK SHARES 904784709       243       3747 SH       DEFINED 8       3747         0         0
UNILEVER NV                        NEW YORK SHARES 904784709      2149      33155 SH       DEFINED 9      33155         0         0
UNILEVER NV                        NEW YORK SHARES 904784709     20268     312636 SH       DEFINED A     312636         0         0
UNILEVER PLC                       AMER DEP RECPT  904767704       118       3035 SH       DEFINED 2       3035         0         0
UNILEVER PLC                       AMER DEP RECPT  904767704       356       9154 SH       DEFINED 6       9154         0         0
UNILEVER PLC                       AMER DEP RECPT  904767704       132       3400 SH       DEFINED 9       3400         0         0
UNILEVER PLC                       AMER DEP RECPT  904767704     12308     316800 SH       DEFINED A     307700         0      9100
UNION PACIFIC CORP                 COMMON SHS      907818108         4         55 SH       DEFINED 6         55         0         0
UNION PACIFIC CORP                 COMMON SHS      907818108     19440     300000 SH       DEFINED 7     300000         0         0
UNION PACIFIC CORP                 COMMON SHS      907818108     13754     212260 SH       DEFINED 9     212260         0         0
UNITED AMERICA INDEMNITY LTD       COMMON SHS      90933T109      3733     217168 SH       DEFINED 4     217168         0         0
UNITED DOMINION REALTY TRUST INC   REAL EST INV TR 910197102       265      11000 SH       DEFINED 9      11000         0         0
UNITED NATURAL FOODS INC           COMMON SHS      911163103     10800     355623 SH       DEFINED 9     355623         0         0
UNITED NATURAL FOODS INC           COMMON SHS      911163103      2065      68000 SH       DEFINED A      68000         0         0
UNITED ONLINE INC                  COMMON SHS      911268100       121      11100 SH       DEFINED 9      11100         0         0
UNITED ONLINE INC                  COMMON SHS      911268100         1         85 SH       DEFINED A         85         0         0
UNITED PARCEL SERVICE INC          COMMON SHS      911312106       104       1500 SH       DEFINED         1500         0         0
UNITED PARCEL SERVICE INC          COMMON SHS      911312106      2165      31306 SH       DEFINED 6      31306         0         0
UNITED PARCEL SERVICE INC          COMMON SHS      911312106     62088     897738 SH       DEFINED 9     897738         0         0
UNITED PARCEL SERVICE INC          COMMON SHS      911312106     21447     310100 SH       DEFINED A     310100         0         0
UNITED STATES STEEL CORP           COMMON SHS      912909108     66970    1948500 SH       DEFINED 4    1946600         0      1900
UNITED STATES STEEL CORP           COMMON SHS      912909108       325       9444 SH       DEFINED 9       9444         0         0
UNITED STATES STEEL CORP           COMMON SHS      912909108      1111      32326 SH       DEFINED A      32326         0         0
UNITED STATIONERS INC              COMMON SHS      913004107     47362     964600 SH       DEFINED 5     964600         0         0
UNITED SURGICAL PARTNERS INTERNATI COMMON SHS      913016309      9771     187623 SH       DEFINED 9     187623         0         0
UNITED SURGICAL PARTNERS INTERNATI COMMON SHS      913016309     39505     758550 SH       DEFINED A     758550         0         0
UNITED TECHNOLOGIES CORP           COMMON SHS      913017109       641      12480 SH       DEFINED        12480         0         0
UNITED TECHNOLOGIES CORP           COMMON SHS      913017109        21        400 SH       DEFINED 2        400         0         0
UNITED TECHNOLOGIES CORP           COMMON SHS      913017109    144571    2815400 SH       DEFINED 4    2815400         0         0
UNITED TECHNOLOGIES CORP           COMMON SHS      913017109       154       3000 SH       DEFINED 6       3000         0         0
UNITED TECHNOLOGIES CORP           COMMON SHS      913017109     41080     800000 SH       DEFINED 7     800000         0         0
UNITED TECHNOLOGIES CORP           COMMON SHS      913017109     10863     211540 SH       DEFINED 8     208360         0      3180
UNITED TECHNOLOGIES CORP           COMMON SHS      913017109     49915     972048 SH       DEFINED 9     972048         0         0
UNITED TECHNOLOGIES CORP           COMMON SHS      913017109     66268    1290516 SH       DEFINED A    1176116         0    114400
UNITEDHEALTH GROUP INC             COMMON SHS      91324P102       156       3000 SH       DEFINED         3000         0         0
UNITEDHEALTH GROUP INC             COMMON SHS      91324P102     31638     606788 SH       DEFINED 9     606788         0         0
UNITEDHEALTH GROUP INC             COMMON SHS      91324P102     21281     408156 SH       DEFINED A     408156         0         0
UNITRIN INC                        COMMON SHS      913275103       777      15820 SH       DEFINED 9      15820         0         0
UNIVERSAL COMPRESSION HOLDINGS INC COMMON SHS      913431102     30804     850000 SH       DEFINED 4     850000         0         0
UNIVERSAL COMPRESSION HOLDINGS INC COMMON SHS      913431102      7882     217500 SH       DEFINED 9     217500         0         0
UNIVERSAL COMPRESSION HOLDINGS INC COMMON SHS      913431102        69       1900 SH       DEFINED A       1900         0         0
UNIVERSAL CORP                     COMMON SHS      913456109      5473     125000 SH       DEFINED 4     125000         0         0
UNIVERSAL HEALTH SERVICES INC      COMMON SHS      913903100       249       4000 SH       DEFINED 9       4000         0         0
UNIVERSAL HEALTH SERVICES INC      CONVERTIBLE BD  913903AL4     11005   15500000 PRN      DEFINED A   15500000         0         0
UNIVISION COMMUNICATIONS INC       COMMON SHS      914906102       449      16300 SH       DEFINED        16300         0         0
UNIVISION COMMUNICATIONS INC       COMMON SHS      914906102        21        770 SH       DEFINED 2        770         0         0
UNIVISION COMMUNICATIONS INC       COMMON SHS      914906102       184       6675 SH       DEFINED 9       6675         0         0
UNIVISION COMMUNICATIONS INC       COMMON SHS      914906102     80696    2929079 SH       DEFINED A    2594479         0    334600
UNOCAL CORP                        COMMON SHS      915289102      6030      92700 SH       DEFINED        92700         0         0
UNOCAL CORP                        COMMON SHS      915289102      2841      43669 SH       DEFINED 9      43669         0         0
UNOCAL CORP                        COMMON SHS      915289102      2283      35101 SH       DEFINED A      35101         0         0
UNOVA INC                          COMMON SHS      91529B106     41930    1574554 SH       DEFINED 6    1574554         0         0
UNUMPROVIDENT CORP                 COMMON SHS      91529Y106      2148     117225 SH       DEFINED 9     117225         0         0
UPM-KYMMENE CORP                   AMER DEP RECPT  915436109     13314     694525 SH       DEFINED 6     694525         0         0
URBAN OUTFITTERS INC               COMMON SHS      917047102         4         75 SH       DEFINED 9         75         0         0
URBAN OUTFITTERS INC               COMMON SHS      917047102      3109      54840 SH       DEFINED A      54840         0         0
URS CORP                           COMMON SHS      903236107      5426     145270 SH       DEFINED       145270         0         0
URS CORP                           COMMON SHS      903236107     10581     283300 SH       DEFINED 9     283300         0         0
URS CORP                           COMMON SHS      903236107       108       2900 SH       DEFINED A       2900         0         0
US BANCORP                         COMMON SHS      902973304      7738     265017 SH       DEFINED       265017         0         0
US BANCORP                         COMMON SHS      902973304    117023    4007652 SH       DEFINED 4    4007652         0         0
US BANCORP                         COMMON SHS      902973304      3698     126656 SH       DEFINED 6     126656         0         0
US BANCORP                         COMMON SHS      902973304      6804     233020 SH       DEFINED 8     233020         0         0
US BANCORP                         COMMON SHS      902973304      8295     284062 SH       DEFINED 9     284062         0         0
US BANCORP                         COMMON SHS      902973304     27083     927500 SH       DEFINED A     927500         0         0
US UNWIRED INC                     COMMON SHS      90338R104      2862     491700 SH       DEFINED A     491700         0         0
USA MOBILITY INC                   COMMON SHS      90341G103      1725      58747 SH       DEFINED A      58747         0         0
V F CORP                           COMMON SHS      918204108     28610     500000 SH       DEFINED 7     500000         0         0
V F CORP                           COMMON SHS      918204108       694      12135 SH       DEFINED 9      12135         0         0
VAALCO ENERGY INC                  COMMON SHS      91851C201      1349     390000 SH       DEFINED A     390000         0         0
VAIL RESORTS INC                   COMMON SHS      91879Q109     42853    1525000 SH       DEFINED 4    1525000         0         0
VAIL RESORTS INC                   COMMON SHS      91879Q109      5105     181688 SH       DEFINED 9     181688         0         0
VAIL RESORTS INC                   COMMON SHS      91879Q109        33       1179 SH       DEFINED A       1179         0         0
VALEANT PHARMACEUTICALS INTERNATIO COMMON SHS      91911X104    105386    5977653 SH       DEFINED 5    5977653         0         0
VALEANT PHARMACEUTICALS INTERNATIO COMMON SHS      91911X104      3623     205500 SH       DEFINED 8     205500         0         0
VALERO ENERGY CORP                 COMMON SHS      91913Y100       930      11752 SH       DEFINED 9      11752         0         0
VALERO ENERGY CORP                 COMMON SHS      91913Y100       886      11196 SH       DEFINED A      11196         0         0
VALSPAR CORP                       COMMON SHS      920355104      1352      28000 SH       DEFINED A      28000         0         0
VALUECLICK INC                     COMMON SHS      92046N102     14091    1142800 SH       DEFINED A    1142800         0         0
VARIAN INC                         COMMON SHS      922206107     22310     590357 SH       DEFINED 6     590357         0         0
VARIAN INC                         COMMON SHS      922206107    109440    2896010 SH       DEFINED A    2896010         0         0
VARIAN MEDICAL SYSTEMS INC         COMMON SHS      92220P105       284       7620 SH       DEFINED         7620         0         0
VARIAN MEDICAL SYSTEMS INC         COMMON SHS      92220P105        63       1687 SH       DEFINED 6       1687         0         0
VARIAN MEDICAL SYSTEMS INC         COMMON SHS      92220P105    181984    4875009 SH       DEFINED A    4875009         0         0
VARIAN SEMICONDUCTOR EQUIPMENT ASS COMMON SHS      922207105     13835     373912 SH       DEFINED 6     373912         0         0
VARIAN SEMICONDUCTOR EQUIPMENT ASS COMMON SHS      922207105     74952    2025740 SH       DEFINED A    2025740         0         0
VCA ANTECH INC                     COMMON SHS      918194101       825      34000 SH       DEFINED 9      34000         0         0
VCA ANTECH INC                     COMMON SHS      918194101    133385    5500427 SH       DEFINED A    5500427         0         0
VECTREN CORP                       COMMON SHS      92240G101       287       9979 SH       DEFINED 9       9979         0         0
VECTREN CORP                       COMMON SHS      92240G101     25857     900000 SH       DEFINED A     900000         0         0
VENTAS INC                         REAL EST INV TR 92276F100     89864    2975630 SH       DEFINED 5    2975630         0         0
VENTAS INC                         REAL EST INV TR 92276F100       257       8500 SH       DEFINED 9       8500         0         0
VENTAS INC                         REAL EST INV TR 92276F100     45159    1495330 SH       DEFINED A    1495330         0         0
VERISIGN INC                       COMMON SHS      92343E102       159       5530 SH       DEFINED         5530         0         0
VERISIGN INC                       COMMON SHS      92343E102        49       1711 SH       DEFINED 6       1711         0         0
VERISIGN INC                       COMMON SHS      92343E102    125847    4375779 SH       DEFINED A    4375779         0         0
VERITAS SOFTWARE CORP              COMMON SHS      923436109    112979    4630300 SH       DEFINED 5    4630300         0         0
VERITAS SOFTWARE CORP              COMMON SHS      923436109        78       3200 SH       DEFINED 8       3200         0         0
VERITAS SOFTWARE CORP              COMMON SHS      923436109        70       2869 SH       DEFINED 9       2869         0         0
VERITY INC                         COMMON SHS      92343C106         1         60 SH       DEFINED 9         60         0         0
VERITY INC                         COMMON SHS      92343C106      3074     350500 SH       DEFINED A     350500         0         0
VERIZON COMMUNICATIONS             COMMON SHS      92343V104        10        290 SH       DEFINED 2        290         0         0
VERIZON COMMUNICATIONS             COMMON SHS      92343V104     79610    2304200 SH       DEFINED 5    2304200         0         0
VERIZON COMMUNICATIONS             COMMON SHS      92343V104      9613     278227 SH       DEFINED 8     199954         0     78273
VERIZON COMMUNICATIONS             COMMON SHS      92343V104     56735    1642100 SH       DEFINED 9    1642100         0         0
VERIZON COMMUNICATIONS             COMMON SHS      92343V104    271823    7867528 SH       DEFINED A    7680628         0    186900
VERTEX PHARMACEUTICALS INC         COMMON SHS      92532F100     10328     613300 SH       DEFINED A     613300         0         0
VIACOM INC                         COMMON SHS      925524100      6444     200000 SH       DEFINED 7     200000         0         0
VIACOM INC                         COMMON SHS      925524100      4395     136394 SH       DEFINED 9     136394         0         0
VIACOM INC                         COMMON SHS      925524100       451      14000 SH       DEFINED A      14000         0         0
VIACOM INC                         COMMON SHS      925524308       326      10180 SH       DEFINED        10180         0         0
VIACOM INC                         COMMON SHS      925524308        11        340 SH       DEFINED 2        340         0         0
VIACOM INC                         COMMON SHS      925524308    169757    5301600 SH       DEFINED 5    5301600         0         0
VIACOM INC                         COMMON SHS      925524308      2604      81309 SH       DEFINED 6      81309         0         0
VIACOM INC                         COMMON SHS      925524308      3202     100000 SH       DEFINED 7     100000         0         0
VIACOM INC                         COMMON SHS      925524308         3        105 SH       DEFINED 8         50         0        55
VIACOM INC                         COMMON SHS      925524308     10939     341624 SH       DEFINED 9     341624         0         0
VIACOM INC                         COMMON SHS      925524308     61304    1914564 SH       DEFINED A    1720464         0    194100
VIASAT INC                         COMMON SHS      92552V100     11526     566921 SH       DEFINED 6     566921         0         0
VIASAT INC                         COMMON SHS      92552V100     27420    1348745 SH       DEFINED A    1348745         0         0
VICURON PHARMACEUTICALS INC        COMMON SHS      926471103     12198     437200 SH       DEFINED A     437200         0         0
VILLAGE SUPER MARKET INC           COMMON SHS      927107409      6196     115175 SH       DEFINED 4     115175         0         0
VIMPEL COMMUNICATIONS              AMER DEP RECPT  68370R109       218       6400 SH       DEFINED 9       6400         0         0
VITESSE SEMICONDUCTOR CORP         COMMON SHS      928497106      9460    4526270 SH       DEFINED A    4526270         0         0
VIVENDI UNIVERSAL SA               AMER DEP RECPT  92851S204      5639     180000 SH       DEFINED 2     180000         0         0
VIVENDI UNIVERSAL SA               AMER DEP RECPT  92851S204         3         95 SH       DEFINED 9         95         0         0
VODAFONE GROUP PLC                 AMER DEP RECPT  92857W100     37039    1522990 SH       DEFINED 2    1405090         0    117900
VODAFONE GROUP PLC                 AMER DEP RECPT  92857W100     21355     878099 SH       DEFINED 6     878099         0         0
VODAFONE GROUP PLC                 AMER DEP RECPT  92857W100         3        140 SH       DEFINED 8         60         0        80
VODAFONE GROUP PLC                 AMER DEP RECPT  92857W100     19625     806954 SH       DEFINED 9     806954         0         0
VODAFONE GROUP PLC                 AMER DEP RECPT  92857W100     22704     933560 SH       DEFINED A     933560         0         0
VOLVO AB                           AMER DEP RECPT  928856400      1648      40633 SH       DEFINED 2      40043         0       590
VOLVO AB                           AMER DEP RECPT  928856400     12453     307040 SH       DEFINED 6     307040         0         0
VOLVO AB                           AMER DEP RECPT  928856400        81       2000 SH       DEFINED 9       2000         0         0
VORNADO REALTY TRUST               REAL EST INV TR 929042109       343       4269 SH       DEFINED 6       4269         0         0
VORNADO REALTY TRUST               REAL EST INV TR 929042109      1254      15600 SH       DEFINED 9      15600         0         0
VORNADO REALTY TRUST               REAL EST INV TR 929042109     75110     934200 SH       DEFINED A     934200         0         0
VOTORANTIM CELULOSE E PAPEL SA     AMER DEP RECPT  92906P106     15179    1254500 SH       DEFINED      1254500         0         0
W&T OFFSHORE INC                   COMMON SHS      92922P106       481      20000 SH       DEFINED 9      20000         0         0
WABASH NATIONAL CORP               COMMON SHS      929566107     22638     934300 SH       DEFINED 4     931200         0      3100
WABASH NATIONAL CORP               COMMON SHS      929566107      5330     219974 SH       DEFINED 6     219974         0         0
WABASH NATIONAL CORP               COMMON SHS      929566107     27077    1117500 SH       DEFINED A    1117500         0         0
WABTEC CORP                        COMMON SHS      929740108      4442     206800 SH       DEFINED 9     206800         0         0
WABTEC CORP                        COMMON SHS      929740108        34       1600 SH       DEFINED A       1600         0         0
WACHOVIA CORP                      COMMON SHS      929903102      7559     152400 SH       DEFINED 4     152400         0         0
WACHOVIA CORP                      COMMON SHS      929903102      5757     116063 SH       DEFINED 6     116063         0         0
WACHOVIA CORP                      COMMON SHS      929903102     30190     608671 SH       DEFINED 9     608671         0         0
WACHOVIA CORP                      COMMON SHS      929903102     32554     656322 SH       DEFINED A     639322         0     17000
WADDELL & REED FINANCIAL INC       COMMON SHS      930059100      4921     266000 SH       DEFINED A     266000         0         0
WAL-MART STORES INC                COMMON SHS      931142103       309       6420 SH       DEFINED         6420         0         0
WAL-MART STORES INC                COMMON SHS      931142103        37        770 SH       DEFINED 2        770         0         0
WAL-MART STORES INC                COMMON SHS      931142103      2629      54547 SH       DEFINED 6      54547         0         0
WAL-MART STORES INC                COMMON SHS      931142103     17501     363093 SH       DEFINED 8     359698         0      3395
WAL-MART STORES INC                COMMON SHS      931142103     35754     741774 SH       DEFINED 9     741774         0         0
WAL-MART STORES INC                COMMON SHS      931142103    101810    2112233 SH       DEFINED A    1726133         0    386100
WALGREEN CO                        COMMON SHS      931422109     20607     448070 SH       DEFINED 9     448070         0         0
WALGREEN CO                        COMMON SHS      931422109     11571     251604 SH       DEFINED A     251604         0         0
WALT DISNEY CO                     COMMON SHS      254687106       370      14680 SH       DEFINED        14680         0         0
WALT DISNEY CO                     COMMON SHS      254687106      1611      63974 SH       DEFINED 6      63974         0         0
WALT DISNEY CO                     COMMON SHS      254687106     25180    1000000 SH       DEFINED 7    1000000         0         0
WALT DISNEY CO                     COMMON SHS      254687106         0         12 SH       DEFINED 8         12         0         0
WALT DISNEY CO                     COMMON SHS      254687106     57073    2266602 SH       DEFINED 9    2266602         0         0
WALT DISNEY CO                     COMMON SHS      254687106     53464    2123272 SH       DEFINED A    2097072         0     26200
WALT DISNEY CO                     CONVERTIBLE BD  254687AU0        25      24000 PRN      DEFINED 9      24000         0         0
WARNACO GROUP INC                  COMMON SHS      934390402       347      14918 SH       DEFINED A      14918         0         0
WARREN RESOURCES INC               COMMON SHS      93564A100      1568     150000 SH       DEFINED A     150000         0         0
WASHINGTON MUTUAL INC              WTS TO EQUITY   25429Q110         4      23010 SH       DEFINED 9      23010         0         0
WASHINGTON MUTUAL INC              COMMON SHS      939322103     95652    2350750 SH       DEFINED 4    2350750         0         0
WASHINGTON MUTUAL INC              COMMON SHS      939322103      6181     151899 SH       DEFINED 6     151899         0         0
WASHINGTON MUTUAL INC              COMMON SHS      939322103      8976     220591 SH       DEFINED 8     215711         0      4880
WASHINGTON MUTUAL INC              COMMON SHS      939322103      9177     225536 SH       DEFINED 9     225536         0         0
WASHINGTON MUTUAL INC              COMMON SHS      939322103     28201     693066 SH       DEFINED A     682566         0     10500
WASHINGTON POST CO                 COMMON SHS      939640108    461457     552623 SH       DEFINED 5     552623         0         0
WASHINGTON POST CO                 COMMON SHS      939640108      3175       3802 SH       DEFINED 9       3802         0         0
WASTE CONNECTIONS INC              COMMON SHS      941053100     14200     380805 SH       DEFINED 6     380805         0         0
WASTE CONNECTIONS INC              COMMON SHS      941053100     22644     607250 SH       DEFINED A     607250         0         0
WASTE MANAGEMENT INC               COMMON SHS      94106L109     25605     903500 SH       DEFINED       903500         0         0
WASTE MANAGEMENT INC               COMMON SHS      94106L109      2621      92480 SH       DEFINED 6      92480         0         0
WASTE MANAGEMENT INC               COMMON SHS      94106L109       466      16460 SH       DEFINED 9      16460         0         0
WASTE MANAGEMENT INC               COMMON SHS      94106L109     16151     569900 SH       DEFINED A     569900         0         0
WATERS CORP                        COMMON SHS      941848103        87       2353 SH       DEFINED 6       2353         0         0
WATERS CORP                        COMMON SHS      941848103     18585     500000 SH       DEFINED 7     500000         0         0
WATERS CORP                        COMMON SHS      941848103         2         65 SH       DEFINED 8         30         0        35
WATERS CORP                        COMMON SHS      941848103       773      20806 SH       DEFINED 9      20806         0         0
WATERS CORP                        COMMON SHS      941848103    118663    3192433 SH       DEFINED A    3189833         0      2600
WATSON PHARMACEUTICALS INC         COMMON SHS      942683103     29560    1000000 SH       DEFINED 4    1000000         0         0
WATSON PHARMACEUTICALS INC         COMMON SHS      942683103         3        100 SH       DEFINED 9        100         0         0
WATSON PHARMACEUTICALS INC         COMMON SHS      942683103     70486    2384510 SH       DEFINED A    2379610         0      4900
WATTS WATER TECHNOLOGIES INC       COMMON SHS      942749102     13835     413100 SH       DEFINED 4     410700         0      2400
WATTS WATER TECHNOLOGIES INC       COMMON SHS      942749102        54       1600 SH       DEFINED 6       1600         0         0
WATTS WATER TECHNOLOGIES INC       COMMON SHS      942749102         3         90 SH       DEFINED 9         90         0         0
WEATHERFORD INTERNATIONAL LTD      COMMON SHS      G95089101     23462     404650 SH       DEFINED       404650         0         0
WEATHERFORD INTERNATIONAL LTD      COMMON SHS      G95089101       129       2230 SH       DEFINED 9       2230         0         0
WEATHERFORD INTERNATIONAL LTD      COMMON SHS      G95089101      4304      74225 SH       DEFINED A      74225         0         0
WEBEX COMMUNICATIONS INC           COMMON SHS      94767L109       510      19300 SH       DEFINED 9      19300         0         0
WEBMETHODS INC                     COMMON SHS      94768C108      8196    1463538 SH       DEFINED 6    1463538         0         0
WEBMETHODS INC                     COMMON SHS      94768C108      5083     907600 SH       DEFINED 9     907600         0         0
WEBMETHODS INC                     COMMON SHS      94768C108        63      11300 SH       DEFINED A      11300         0         0
WEBSENSE INC                       COMMON SHS      947684106     20010     416440 SH       DEFINED A     416440         0         0
WEIGHT WATCHERS INTERNATIONAL INC  COMMON SHS      948626106         4         75 SH       DEFINED 8         35         0        40
WEIGHT WATCHERS INTERNATIONAL INC  COMMON SHS      948626106     83320    1614422 SH       DEFINED A    1614422         0         0
WELLCHOICE INC                     COMMON SHS      949475107        57        818 SH       DEFINED 6        818         0         0
WELLCHOICE INC                     COMMON SHS      949475107    101688    1463770 SH       DEFINED A    1463770         0         0
WELLPOINT INC                      COMMON SHS      94973V107     15365     220640 SH       DEFINED       220640         0         0
WELLPOINT INC                      COMMON SHS      94973V107        14        200 SH       DEFINED 2        200         0         0
WELLPOINT INC                      COMMON SHS      94973V107      1428      20502 SH       DEFINED 9      20502         0         0
WELLPOINT INC                      COMMON SHS      94973V107     79914    1147525 SH       DEFINED A    1038125         0    109400
WELLS FARGO & CO                   COMMON SHS      949746101       325       5270 SH       DEFINED         5270         0         0
WELLS FARGO & CO                   COMMON SHS      949746101        12        200 SH       DEFINED 2        200         0         0
WELLS FARGO & CO                   COMMON SHS      949746101      3173      51524 SH       DEFINED 6      51524         0         0
WELLS FARGO & CO                   COMMON SHS      949746101     18449     299593 SH       DEFINED 8     227838         0     71755
WELLS FARGO & CO                   COMMON SHS      949746101     35012     568554 SH       DEFINED 9     568554         0         0
WELLS FARGO & CO                   COMMON SHS      949746101    111528    1811112 SH       DEFINED A    1694512         0    116600
WENDYS INTERNATIONAL INC           COMMON SHS      950590109       740      15525 SH       DEFINED 9      15525         0         0
WESCAST INDUSTRIES INC             ORDINARY SHS    950813105      5669     206128 SH       DEFINED 8     192500         0     13628
WEST MARINE INC                    COMMON SHS      954235107      8624     477510 SH       DEFINED 2     477510         0         0
WEST MARINE INC                    COMMON SHS      954235107     25761    1426400 SH       DEFINED 4    1419300         0      7100
WEST MARINE INC                    COMMON SHS      954235107      1954     108200 SH       DEFINED 9     108200         0         0
WEST PHARMACEUTICAL SERVICES INC   COMMON SHS      955306105     98700    3518700 SH       DEFINED 4    3514700         0      4000
WESTAMERICA BANCORP                COMMON SHS      957090103     19133     362300 SH       DEFINED A     362300         0         0
WESTAR ENERGY INC                  COMMON SHS      95709T100     21627     900000 SH       DEFINED A     900000         0         0
WESTCORP                           COMMON SHS      957907108        67       1273 SH       DEFINED 6       1273         0         0
WESTCORP                           COMMON SHS      957907108     69817    1331870 SH       DEFINED A    1331870         0         0
WESTERN DIGITAL CORP               COMMON SHS      958102105     43157    3215900 SH       DEFINED 1    3214000         0      1900
WESTERN GAS RESOURCES INC          COMMON SHS      958259103      1640      47000 SH       DEFINED A      47000         0         0
WESTERN WIRELESS CORP              COMMON SHS      95988E204     50367    1190700 SH       DEFINED 5    1190700         0         0
WESTERN WIRELESS CORP              COMMON SHS      95988E204        54       1276 SH       DEFINED 9       1276         0         0
WESTERN WIRELESS CORP              COMMON SHS      95988E204         4         87 SH       DEFINED A         87         0         0
WESTLAKE CHEMICAL CORP             COMMON SHS      960413102     42983    1754400 SH       DEFINED 4    1751700         0      2700
WESTLAKE CHEMICAL CORP             COMMON SHS      960413102     27325    1115300 SH       DEFINED A    1115300         0         0
WEYERHAEUSER CO                    COMMON SHS      962166104   1086136   17064198 SH       DEFINED 5   17064198         0         0
WEYERHAEUSER CO                    COMMON SHS      962166104      2037      32003 SH       DEFINED 6      32003         0         0
WEYERHAEUSER CO                    COMMON SHS      962166104      2561      40231 SH       DEFINED 9      40231         0         0
WHITE MOUNTAINS INSURANCE GROUP IN COMMON SHS      G9618E107     14574      23100 SH       DEFINED        23100         0         0
WHITE MOUNTAINS INSURANCE GROUP IN COMMON SHS      G9618E107   1261316    1999233 SH       DEFINED 5    1999233         0         0
WHITE MOUNTAINS INSURANCE GROUP IN COMMON SHS      G9618E107       599        950 SH       DEFINED 9        950         0         0
WHITE MOUNTAINS INSURANCE GROUP IN COMMON SHS      G9618E107     12252      19420 SH       DEFINED A      19420         0         0
WHITNEY HOLDING CORP               COMMON SHS      966612103       239       7330 SH       DEFINED 9       7330         0         0
WHOLE FOODS MARKET INC             COMMON SHS      966837106        95        800 SH       DEFINED          800         0         0
WHOLE FOODS MARKET INC             COMMON SHS      966837106        26        217 SH       DEFINED 6        217         0         0
WHOLE FOODS MARKET INC             COMMON SHS      966837106     27810     235077 SH       DEFINED 9     235077         0         0
WHOLE FOODS MARKET INC             COMMON SHS      966837106     30990     261960 SH       DEFINED A     261960         0         0
WILD OATS MARKETS INC              COMMON SHS      96808B107       228      19900 SH       DEFINED 9      19900         0         0
WILLIAMS COS INC                   COMMON SHS      969457100       881      46350 SH       DEFINED 9      46350         0         0
WILLIAMS-SONOMA INC                COMMON SHS      969904101       455      11500 SH       DEFINED 9      11500         0         0
WILLIS GROUP HOLDINGS LTD          COMMON SHS      G96655108      8677     265200 SH       DEFINED            0         0    265200
WILLIS GROUP HOLDINGS LTD          COMMON SHS      G96655108    439835   13442386 SH       DEFINED 1   13431176         0     11210
WILLIS GROUP HOLDINGS LTD          COMMON SHS      G96655108       692      21152 SH       DEFINED 2      21152         0         0
WILLIS GROUP HOLDINGS LTD          COMMON SHS      G96655108      7319     223680 SH       DEFINED 9     223680         0         0
WILLIS GROUP HOLDINGS LTD          COMMON SHS      G96655108      2189      66890 SH       DEFINED A      66890         0         0
WILMINGTON TRUST CORP              COMMON SHS      971807102      8822     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       447      12410 SH       DEFINED 9      12410         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       335      23900 SH       DEFINED 9      23900         0         0
WINNEBAGO INDUSTRIES INC           COMMON SHS      974637100     27618     843288 SH       DEFINED A     843288         0         0
WIPRO LTD                          AMER DEP RECPT  97651M109      4724     226455 SH       DEFINED 9     226455         0         0
WISCONSIN ENERGY CORP              COMMON SHS      976657106      1554      39850 SH       DEFINED 9      39850         0         0
WISCONSIN ENERGY CORP              COMMON SHS      976657106     42900    1100000 SH       DEFINED A    1100000         0         0
WM WRIGLEY JR CO                   COMMON SHS      982526105       861      12500 SH       DEFINED 9      12500         0         0
WPP GROUP PLC                      AMER DEP RECPT  929309300      3321      65050 SH       DEFINED 8      65000         0        50
WPP GROUP PLC                      AMER DEP RECPT  929309300      1326      25971 SH       DEFINED 9      25971         0         0
WRIGHT MEDICAL GROUP INC           COMMON SHS      98235T107     24024     899760 SH       DEFINED A     899760         0         0
WYETH                              COMMON SHS      983024100     18514     416050 SH       DEFINED       416050         0         0
WYETH                              COMMON SHS      983024100        20        460 SH       DEFINED 2        460         0         0
WYETH                              COMMON SHS      983024100    116745    2623480 SH       DEFINED 5    2623480         0         0
WYETH                              COMMON SHS      983024100      3996      89804 SH       DEFINED 6      89804         0         0
WYETH                              COMMON SHS      983024100     26700     600000 SH       DEFINED 7     600000         0         0
WYETH                              COMMON SHS      983024100      7695     172913 SH       DEFINED 8     168478         0      4435
WYETH                              COMMON SHS      983024100     20246     454973 SH       DEFINED 9     454973         0         0
WYETH                              COMMON SHS      983024100    481689   10824463 SH       DEFINED A   10584083         0    240380
WYETH                              CONV FLT RATE   983024AD2      1029      10000 PRN      DEFINED 9      10000         0         0
X-RITE INC                         COMMON SHS      983857103      2770     240649 SH       DEFINED 6     240649         0         0
XANSER CORP                        COMMON SHS      98389J103      6496    2800000 SH       DEFINED 4    2800000         0         0
XCEL ENERGY INC                    COMMON SHS      98389B100     17139     878000 SH       DEFINED 4     878000         0         0
XCEL ENERGY INC                    COMMON SHS      98389B100         7        349 SH       DEFINED 6        349         0         0
XCEL ENERGY INC                    COMMON SHS      98389B100       296      15183 SH       DEFINED 9      15183         0         0
XCEL ENERGY INC                    COMMON SHS      98389B100    147893    7576500 SH       DEFINED A    7576500         0         0
XCYTE THERAPIES INC                CONVERT PREF    98389F408       208      64000 SH       DEFINED A      64000         0         0
XENOGEN CORP                       COMMON SHS      98410R108      2001     533600 SH       DEFINED A     523700         0      9900
XEROX CORP                         COMMON SHS      984121103       655      47492 SH       DEFINED 9      47492         0         0
XILINX INC                         COMMON SHS      983919101       239       9390 SH       DEFINED         9390         0         0
XILINX INC                         COMMON SHS      983919101       651      25540 SH       DEFINED 9      25540         0         0
XILINX INC                         COMMON SHS      983919101     23873     936189 SH       DEFINED A     936189         0         0
XL CAPITAL LTD                     ORDINARY SHS    G98255105     47127     633256 SH       DEFINED       384628         0    248628
XL CAPITAL LTD                     ORDINARY SHS    G98255105    586799    7884962 SH       DEFINED 1    7883692         0      1270
XL CAPITAL LTD                     ORDINARY SHS    G98255105    205059    2755430 SH       DEFINED 2    2636070         0    119360
XL CAPITAL LTD                     ORDINARY SHS    G98255105     26780     359845 SH       DEFINED 6     359845         0         0
XL CAPITAL LTD                     ORDINARY SHS    G98255105     10913     146635 SH       DEFINED 8     146615         0        20
XL CAPITAL LTD                     ORDINARY SHS    G98255105      2369      31833 SH       DEFINED 9      31833         0         0
XL CAPITAL LTD                     ORDINARY SHS    G98255105      4489      60325 SH       DEFINED A      60325         0         0
XM SATELLITE RADIO HOLDINGS INC    COMMON SHS      983759101     19624     583000 SH       DEFINED       583000         0         0
XM SATELLITE RADIO HOLDINGS INC    COMMON SHS      983759101        55       1640 SH       DEFINED 6       1640         0         0
XM SATELLITE RADIO HOLDINGS INC    COMMON SHS      983759101       555      16500 SH       DEFINED 9      16500         0         0
XM SATELLITE RADIO HOLDINGS INC    COMMON SHS      983759101     56369    1674670 SH       DEFINED A    1674670         0         0
XTO ENERGY INC                     COMMON SHS      98385X106       376      11066 SH       DEFINED 9      11066         0         0
XTO ENERGY INC                     COMMON SHS      98385X106      1869      55000 SH       DEFINED A      55000         0         0
YAHOO INC                          COMMON SHS      984332106       278       8010 SH       DEFINED         8010         0         0
YAHOO INC                          COMMON SHS      984332106     55440    1600000 SH       DEFINED 7    1600000         0         0
YAHOO INC                          COMMON SHS      984332106       839      24225 SH       DEFINED 9      24225         0         0
YAHOO INC                          COMMON SHS      984332106     97254    2806750 SH       DEFINED A    2806750         0         0
YAHOO INC                          CONVERT ZERO CP 984332AB2       864       5000 PRN      DEFINED 9       5000         0         0
YAMANA GOLD INC                    ORDINARY SHS    98462Y100       167      37500 SH       DEFINED 8          0         0     37500
YAMANA GOLD INC                    ORDINARY SHS    98462Y100     11748    2640000 SH       DEFINED A    2640000         0         0
YAMANA GOLD INC                    WTS TO EQUITY   98462Y118      3554    1150000 SH       DEFINED A    1150000         0         0
YORK INTERNATIONAL CORP            COMMON SHS      986670107     35534     935100 SH       DEFINED 4     929400         0      5700
YORK INTERNATIONAL CORP            COMMON SHS      986670107        34        900 SH       DEFINED 6        900         0         0
YUM! BRANDS INC                    COMMON SHS      988498101      1577      30272 SH       DEFINED 9      30272         0         0
ZALE CORP                          COMMON SHS      988858106     48853    1541600 SH       DEFINED 4    1540300         0      1300
ZARLINK SEMICONDUCTOR INC          ORDINARY SHS    989139100       136      82325 SH       DEFINED 8        800         0     81525
ZILOG INC                          COMMON SHS      989524301      6977    1653200 SH       DEFINED A    1653200         0         0
ZIMMER HOLDINGS INC                COMMON SHS      98956P102       207       2720 SH       DEFINED         2720         0         0
ZIMMER HOLDINGS INC                COMMON SHS      98956P102      4875      64000 SH       DEFINED 7      64000         0         0
ZIMMER HOLDINGS INC                COMMON SHS      98956P102     48187     632624 SH       DEFINED 9     632624         0         0
ZIMMER HOLDINGS INC                COMMON SHS      98956P102     58349     766042 SH       DEFINED A     764742         0      1300
ZIPREALTY INC                      COMMON SHS      98974V107       128      10000 SH       DEFINED 9      10000         0         0
ZOLL MEDICAL CORP                  COMMON SHS      989922109       603      23700 SH       DEFINED A      20300         0      3400
ZUMIEZ INC                         COMMON SHS      989817101        29       1000 SH       DEFINED 9       1000         0         0
ZUMIEZ INC                         COMMON SHS      989817101      3001     102936 SH       DEFINED A     102936         0         0
                                                                 ---------

         GRAND TOTAL                                             122904060



   *** RECORD TOTALS ***

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