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, 2006

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

Institutional Investment Manager Filing this Report:

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

Form 13F File Number: 28-734

The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:

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

Signature, Place, and Date of Signing:




/s/ BARBARA J. GREEN         San Mateo, California             August 11, 2006


Report Type (Check only one.):

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








FORM 13F SUMMARY PAGE


Report Summary:

Number of Other Included Managers:  15

Form 13F Information Table Entry Total:  4,588

Form 13F Information Table Value Total:  $ 145,500,591
                                            (thousands)


List of Other Included Managers:

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


No.   Form 13F File Number     Name
--    --------                 -------------------
A       28-3578                FRANKLIN ADVISERS, INC.
C       28-11763               TEMPLETON ASSET MANAGEMENT LTD.
D       28-11753               FRANKLIN TEMPLETON INVESTMENTS AUSTRALIA LIMITED
E       28-11761               FRANKLIN TEMPLETON INVESTMENT MANAGEMENT LIMITED
L       28-11855               FRANKLIN TEMPLETON INVESTMENTS (ASIA) LTD.
M       28-11755               FRANKLIN TEMPLETON INVESTMENTS JAPAN LIMITED
1       28-5454                TEMPLETON GLOBAL ADVISORS LIMITED
2       28-1074                TEMPLETON INVESTMENT COUNSEL, LLC
3       28-11744               TEMPLETON CAPITAL ADVISORS LTD.
4       28-5930                FRANKLIN ADVISORY SERVICES, LLC
5       28-6154                FRANKLIN MUTUAL ADVISERS, LLC
6       28-6174                FRANKLIN TEMPLETON PORTFOLIO ADVISORS, INC.
7       28-5825                FRANKLIN INVESTMENT ADVISORY SERVICES, LLC
8       28-6143                FRANKLIN TEMPLETON INVESTMENTS CORP.
9       28-3877                FIDUCIARY TRUST COMPANY INTERNATIONAL



                                                                    FORM 13F INFORMATION TABLE
                                                                   FOR PERIOD ENDED  06/30/2006
                                                                REPORTING MANAGER:   FRANKLIN RESOURCES, INC.
------------------------------------------------------------------------------------------------------------------------------------
           COLUMN 1                  COLUMN 2       COLUMN 3  COLUMN 4       COLUMN 5    COLUMN 6 COLUMN 7       COLUMN 8

      NAME OF ISSUER                  TITLE          CUSIP     VALUE      SHRS OR SH/ PUT/ INVEST- OTHER      VOTING AUTHORITY
                                        OF                    (X$1000)    PRN AMT PRN CALL MENT    MANA-
                                      CLASS                                                DISCRE- GERS    SOLE    SHARED      NONE
                                                                                           TION
------------------------------------------------------------------------------------------------------------------------------------
                                                                                       
3COM CORP                          COMMON SHS      885535104       136      26500 SH       DEFINED 9      26500         0         0
3M CO                              COMMON SHS      88579Y101     10217     126500 SH       DEFINED 4     126500         0         0
3M CO                              COMMON SHS      88579Y101      3442      42611 SH       DEFINED 6      38272         0      4339
3M CO                              COMMON SHS      88579Y101     64616     800000 SH       DEFINED 7     800000         0         0
3M CO                              COMMON SHS      88579Y101     22444     277877 SH       DEFINED 8     277877         0         0
3M CO                              COMMON SHS      88579Y101     38800     480375 SH       DEFINED 9     460892         0     19483
3M CO                              COMMON SHS      88579Y101     85561    1059312 SH       DEFINED A     956112         0    103200
3M CO                              COMMON SHS      88579Y101      1018      12600 SH       DEFINED E          0         0     12600
3M CO                              COMMON SHS      88579Y101        32        400 SH       DEFINED L        400         0         0
A.O. SMITH CORP                    COMMON SHS      831865209     54677    1179400 SH       DEFINED 4    1177900         0      1500
A.O. SMITH CORP                    COMMON SHS      831865209         5        116 SH       DEFINED A        116         0         0
ABBOTT LABORATORIES                COMMON SHS      002824100    352868    8091444 SH       DEFINED 1    7971444         0    120000
ABBOTT LABORATORIES                COMMON SHS      002824100     27333     626751 SH       DEFINED 2     387040         0    239711
ABBOTT LABORATORIES                COMMON SHS      002824100      9821     225210 SH       DEFINED 4     225210         0         0
ABBOTT LABORATORIES                COMMON SHS      002824100      4028      92353 SH       DEFINED 6      92353         0         0
ABBOTT LABORATORIES                COMMON SHS      002824100     17444     400000 SH       DEFINED 7     400000         0         0
ABBOTT LABORATORIES                COMMON SHS      002824100     20375     467205 SH       DEFINED 8     467205         0         0
ABBOTT LABORATORIES                COMMON SHS      002824100     41482     951208 SH       DEFINED 9     926233         0     24975
ABBOTT LABORATORIES                COMMON SHS      002824100     11126     255120 SH       DEFINED A     187920         0     67200
ABBOTT LABORATORIES                COMMON SHS      002824100      1970      45183 SH       DEFINED C      45183         0         0
ABBOTT LABORATORIES                COMMON SHS      002824100      3120      71537 SH       DEFINED D      71537         0         0
ABBOTT LABORATORIES                COMMON SHS      002824100     33615     770808 SH       DEFINED E     456185         0    314623
ABBOTT LABORATORIES                COMMON SHS      002824100       116       2650 SH       DEFINED        2650          0         0
ABBOTT LABORATORIES                COMMON SHS      002824100        10        240 SH       DEFINED L        240         0         0
ABERCROMBIE & FITCH CO             COMMON SHS      002896207       466       8400 SH       DEFINED 9       8400         0         0
ABERCROMBIE & FITCH CO             COMMON SHS      002896207         5         89 SH       DEFINED A         89         0         0
ABITIBI-CONSOLIDATED INC           COMMON SHS      003924107     28705    9536490 SH       DEFINED 1    9536490         0         0
ABITIBI-CONSOLIDATED INC           COMMON SHS      003924107      5786    1922370 SH       DEFINED 2    1922370         0         0
ABITIBI-CONSOLIDATED INC           COMMON SHS      003924107     17726    5889167 SH       DEFINED 8    5889167         0         0
ABM INDUSTRIES INC                 COMMON SHS      000957100     52295    3058200 SH       DEFINED 4    3053800         0      4400
ABX AIR INC                        COMMON SHS      00080S101     11023    1825000 SH       DEFINED 4    1825000         0         0
ABX AIR INC                        COMMON SHS      00080S101        42       7000 SH       DEFINED 9       7000         0         0
ACCENTURE LTD                      COMMON SHS      G1150G111    551001   19456257 SH       DEFINED 1   19310807         0    145450
ACCENTURE LTD                      COMMON SHS      G1150G111      3770     133124 SH       DEFINED 2      67280         0     65844
ACCENTURE LTD                      COMMON SHS      G1150G111      6370     224939 SH       DEFINED 9     222439         0      2500
ACCENTURE LTD                      COMMON SHS      G1150G111       137       4840 SH       DEFINED A       4840         0         0
ACCENTURE LTD                      COMMON SHS      G1150G111       766      27050 SH       DEFINED C      27050         0         0
ACCENTURE LTD                      COMMON SHS      G1150G111     26462     934394 SH       DEFINED E      81993         0    852401
ACCENTURE LTD                      COMMON SHS      G1150G111      2223      78480 SH       DEFINED L      78480         0         0
ACCENTURE LTD                      COMMON SHS      G1150G111       743      26250 SH       DEFINED M      26250         0         0
ACE LTD                            COMMON SHS      G0070K103    831457   16435211 SH       DEFINED 1   16129678         0    305533
ACE LTD                            COMMON SHS      G0070K103    295473    5840535 SH       DEFINED 2    5434771         0    405764
ACE LTD                            COMMON SHS      G0070K103       777      15366 SH       DEFINED 6      15366         0         0
ACE LTD                            COMMON SHS      G0070K103      1786      35300 SH       DEFINED 8      35300         0         0
ACE LTD                            COMMON SHS      G0070K103       701      13859 SH       DEFINED 9      13859         0         0
ACE LTD                            COMMON SHS      G0070K103      2019      39902 SH       DEFINED C      39902         0         0
ACE LTD                            COMMON SHS      G0070K103      6738     133192 SH       DEFINED D     133192         0         0
ACE LTD                            COMMON SHS      G0070K103     46956     928161 SH       DEFINED E     464024         0    464137
ACE LTD                            COMMON SHS      G0070K103       759      15004 SH       DEFINED       15004          0         0
ACE LTD                            COMMON SHS      G0070K103       131       2590 SH       DEFINED M       2590         0         0
ACM INCOME FUND INC                COMMON SHS      000912105        89      11950 SH       DEFINED 9      11950         0         0
ACTEL CORP                         COMMON SHS      004934105     20429    1423605 SH       DEFINED 6    1423605         0         0
ACTEL CORP                         COMMON SHS      004934105      9462     659349 SH       DEFINED A     645149         0     14200
ACTIVISION INC                     COMMON SHS      004930202       181      15928 SH       DEFINED 6      15928         0         0
ACTIVISION INC                     COMMON SHS      004930202       245      21570 SH       DEFINED 8      21570         0         0
ACTIVISION INC                     COMMON SHS      004930202     74404    6538121 SH       DEFINED A    6254621         0    283500
ACTIVISION INC                     COMMON SHS      004930202      2092     183866 SH       DEFINED C     183866         0         0
ACTIVISION INC                     COMMON SHS      004930202       254      22300 SH       DEFINED E          0         0     22300
ACTIVISION INC                     COMMON SHS      004930202        13       1170 SH       DEFINED L       1170         0         0
ADAMS RESPIRATORY THERAPEUTICS INC COMMON SHS      00635P107      1214      27200 SH       DEFINED 4      27200         0         0
ADAMS RESPIRATORY THERAPEUTICS INC COMMON SHS      00635P107     24274     544020 SH       DEFINED A     531020         0     13000
ADC TELECOMMUNICATIONS INC         COMMON SHS      000886309       582      34536 SH       DEFINED 9      34536         0         0
ADOBE SYSTEMS INC                  COMMON SHS      00724F101        32       1049 SH       DEFINED 6       1049         0         0
ADOBE SYSTEMS INC                  COMMON SHS      00724F101       179       5900 SH       DEFINED 8       5900         0         0
ADOBE SYSTEMS INC                  COMMON SHS      00724F101     16727     550964 SH       DEFINED 9     548366      1000      1598
ADOBE SYSTEMS INC                  COMMON SHS      00724F101     73248    2412641 SH       DEFINED A    2323641         0     89000
ADOBE SYSTEMS INC                  COMMON SHS      00724F101       225       7400 SH       DEFINED E          0         0      7400
ADOBE SYSTEMS INC                  COMMON SHS      00724F101         9        290 SH       DEFINED L        290         0         0
ADOBE SYSTEMS INC                  COMMON SHS      00724F101       304      10000 SH       DEFINED M      10000         0         0
ADOLOR CORP                        COMMON SHS      00724X102      1501      60000 SH       DEFINED 6      60000         0         0
ADOLOR CORP                        COMMON SHS      00724X102     12823     512700 SH       DEFINED A     508900         0      3800
ADVANCE AMERICA CASH ADVANCE CENTE COMMON SHS      00739W107     11873     676900 SH       DEFINED A     658300         0     18600
ADVANCE AUTO PARTS                 COMMON SHS      00751Y106       283       9776 SH       DEFINED 6       9776         0         0
ADVANCE AUTO PARTS                 COMMON SHS      00751Y106     55681    1926676 SH       DEFINED A    1926676         0         0
ADVANCE AUTO PARTS                 COMMON SHS      00751Y106      1074      37150 SH       DEFINED C      37150         0         0
ADVANCED LIFE SCIENCES HOLDINGS IN COMMON SHS      00765H107      2375     818900 SH       DEFINED A     818900         0         0
ADVANCED MAGNETICS INC             COMMON SHS      00753P103      3173     105000 SH       DEFINED A     105000         0         0
ADVANCED MEDICAL OPTICS INC        COMMON SHS      00763M108      4507      88888 SH       DEFINED 7      88888         0         0
ADVANCED MEDICAL OPTICS INC        COMMON SHS      00763M108        46        900 SH       DEFINED A        900         0         0
ADVANCED MICRO DEVICES INC         COMMON SHS      007903107         7        275 SH       DEFINED 6        275         0         0
ADVANCED MICRO DEVICES INC         COMMON SHS      007903107       244      10004 SH       DEFINED 9      10004         0         0
AEGON NV                           ORD AMER REG    007924103       461      27023 SH       DEFINED 9      27023         0         0
AES CORP                           COMMON SHS      00130H105      2600     140930 SH       DEFINED 9     111030         0     29900
AETNA INC                          COMMON SHS      00817Y108    109999    2754805 SH       DEFINED 5    2754805         0         0
AETNA INC                          COMMON SHS      00817Y108         8        206 SH       DEFINED 6        206         0         0
AETNA INC                          COMMON SHS      00817Y108       448      11220 SH       DEFINED 9      11220         0         0
AETNA INC                          COMMON SHS      00817Y108        12        295 SH       DEFINED A        295         0         0
AFFILIATED COMPUTER SERVICES INC   COMMON SHS      008190100      5187     100503 SH       DEFINED 9     100503         0         0
AFFILIATED MANAGERS GROUP INC      COMMON SHS      008252108       502       5774 SH       DEFINED 6       5774         0         0
AFFILIATED MANAGERS GROUP INC      COMMON SHS      008252108      2362      27184 SH       DEFINED 9      27184         0         0
AFFILIATED MANAGERS GROUP INC      COMMON SHS      008252108     90567    1042320 SH       DEFINED A    1042320         0         0
AFFILIATED MANAGERS GROUP INC      COMMON SHS      008252108      2416      27800 SH       DEFINED C      27800         0         0
AFFORDABLE RESIDENTIAL CMTYS       NOTE 7.500% 8/1 008273104     18639    1733900 SH       DEFINED A    1733900         0         0
AFFYMETRIX INC                     COMMON SHS      00826T108       357      13930 SH       DEFINED 9      13930         0         0
AFFYMETRIX INC                     COMMON SHS      00826T108     13198     515565 SH       DEFINED A     515565         0         0
AFFYMETRIX INC                     NOTE 0.750%12/1 00826TAF5     10263   10000000 PRN      DEFINED A   10000000         0         0
AFLAC INC                          COMMON SHS      001055102    142582    3076200 SH       DEFINED 4    3076200         0         0
AFLAC INC                          COMMON SHS      001055102        47       1022 SH       DEFINED 6       1022         0         0
AFLAC INC                          COMMON SHS      001055102      3198      68990 SH       DEFINED 8      68990         0         0
AFLAC INC                          COMMON SHS      001055102     23267     501991 SH       DEFINED 9     500335         0      1656
AFLAC INC                          COMMON SHS      001055102     45718     986370 SH       DEFINED A     923570         0     62800
AFLAC INC                          COMMON SHS      001055102       250       5400 SH       DEFINED E          0         0      5400
AFLAC INC                          COMMON SHS      001055102         9        190 SH       DEFINED L        190         0         0
AGCO CORP                          COMMON SHS      001084102    102629    3899290 SH       DEFINED 5    3899290         0         0
AGILE SOFTWARE CORP                COMMON SHS      00846X105     11154    1759250 SH       DEFINED 2    1759250         0         0
AGILE SOFTWARE CORP                COMMON SHS      00846X105     18127    2859100 SH       DEFINED 8    2859100         0         0
AGILE SOFTWARE CORP                COMMON SHS      00846X105        92      14495 SH       DEFINED D      14495         0         0
AGILENT TECHNOLOGIES INC           COMMON SHS      00846U101         9        295 SH       DEFINED 6        295         0         0
AGILENT TECHNOLOGIES INC           COMMON SHS      00846U101     12624     400000 SH       DEFINED 7     400000         0         0
AGILENT TECHNOLOGIES INC           COMMON SHS      00846U101      3055      96795 SH       DEFINED 9      95095       500      1200
AGILENT TECHNOLOGIES INC           COMMON SHS      00846U101     26422     837202 SH       DEFINED A     837202         0         0
AGL RESOURCES INC                  COMMON SHS      001204106     45744    1200000 SH       DEFINED A    1200000         0         0
AGNICO EAGLE MINES LTD             COMMON SHS      008474108     39696    1200000 SH       DEFINED A    1200000         0         0
AIR FRANCE-KLM                     SPONSORED ADR   009119108     12876     550000 SH       DEFINED 7     550000         0         0
AIR FRANCE-KLM                     *WEXP11/05/200  009119116       660     500000 SH       DEFINED 7     500000         0         0
AIR PRODUCTS & CHEMICALS INC       COMMON SHS      009158106      1342      21000 SH       DEFINED 4      21000         0         0
AIR PRODUCTS & CHEMICALS INC       COMMON SHS      009158106     31960     500000 SH       DEFINED 7     500000         0         0
AIR PRODUCTS & CHEMICALS INC       COMMON SHS      009158106        54        850 SH       DEFINED 8        850         0         0
AIR PRODUCTS & CHEMICALS INC       COMMON SHS      009158106      8328     130285 SH       DEFINED 9     127285         0      3000
AIRGAS INC                         COMMON SHS      009363102     29934     803600 SH       DEFINED 4     800100         0      3500
AKAMAI TECHNOLOGIES INC            COMMON SHS      00971T101       302       8343 SH       DEFINED 6       8343         0         0
AKAMAI TECHNOLOGIES INC            COMMON SHS      00971T101     62913    1738420 SH       DEFINED A    1738420         0         0
AKAMAI TECHNOLOGIES INC            COMMON SHS      00971T101       550      15200 SH       DEFINED C      15200         0         0
AKZO NOBEL NV                      SPONSORED ADR   010199305      6153     114428 SH       DEFINED 2     114428         0         0
AKZO NOBEL NV                      SPONSORED ADR   010199305     28203     524514 SH       DEFINED 6     524514         0         0
AKZO NOBEL NV                      SPONSORED ADR   010199305        36        675 SH       DEFINED 9        675         0         0
ALAMO GROUP INC                    COMMON SHS      011311107      2210     105000 SH       DEFINED 4     105000         0         0
ALASKA AIR GROUP INC               COMMON SHS      011659109     53241    1350600 SH       DEFINED 4    1350600         0         0
ALASKA AIR GROUP INC               COMMON SHS      011659109     19710     500000 SH       DEFINED 7     500000         0         0
ALBERTO-CULVER CO                  COMMON SHS      013068101    146730    3011700 SH       DEFINED 4    3011700         0         0
ALBERTO-CULVER CO                  COMMON SHS      013068101       117       2400 SH       DEFINED 6       2400         0         0
ALBERTO-CULVER CO                  COMMON SHS      013068101       346       7100 SH       DEFINED 9       7100         0         0
ALCAN INC                          COMMON SHS      013716105     38128     729163 SH       DEFINED 1     729163         0         0
ALCAN INC                          COMMON SHS      013716105    136823    2657452 SH       DEFINED 2    2564775         0     92677
ALCAN INC                          COMMON SHS      013716105     11875     321197 SH       DEFINED 6     321197         0         0
ALCAN INC                          COMMON SHS      013716105     19456     372081 SH       DEFINED 8     372081         0         0
ALCAN INC                          COMMON SHS      013716105      2195      46756 SH       DEFINED 9      46356         0       400
ALCAN INC                          COMMON SHS      013716105     23211     443885 SH       DEFINED E      27766         0    416119
ALCAN INC                          COMMON SHS      013716105       469       8976 SH       DEFINED        8976          0         0
ALCAN INC                          COMMON SHS      013716105       921      19612 SH       DEFINED L      19612         0         0
ALCAN INC                          COMMON SHS      013716105       375       7988 SH       DEFINED M       7988         0         0
ALCOA INC                          COMMON SHS      013817101      2882      89054 SH       DEFINED 6      78444         0     10610
ALCOA INC                          COMMON SHS      013817101       664      20515 SH       DEFINED 8      20515         0         0
ALCOA INC                          COMMON SHS      013817101      3382     104521 SH       DEFINED 9     101521         0      3000
ALCOA INC                          COMMON SHS      013817101     39340    1215700 SH       DEFINED A    1215700         0         0
ALCON INC                          COMMON SHS      H01301102      9855     100000 SH       DEFINED A     100000         0         0
ALERIS INTERNATIONAL INC           COMMON SHS      014477103     13159     287000 SH       DEFINED 4     287000         0         0
ALEXANDER & BALDWIN INC            COMMON SHS      014482103      5682     128345 SH       DEFINED 9     127946         0       399
ALEXANDER & BALDWIN INC            COMMON SHS      014482103       266       6000 SH       DEFINED M       6000         0         0
ALEXANDER'S INC                    COMMON SHS      014752109    130952     481865 SH       DEFINED 5     481865         0         0
ALEXANDRIA REAL ESTATE EQUITIES IN COMMON SHS      015271109        52        591 SH       DEFINED 6        591         0         0
ALEXANDRIA REAL ESTATE EQUITIES IN COMMON SHS      015271109        89       1000 SH       DEFINED 9       1000         0         0
ALEXANDRIA REAL ESTATE EQUITIES IN COMMON SHS      015271109     22658     255500 SH       DEFINED A     255500         0         0
ALEXION PHARMACEUTICALS INC        COMMON SHS      015351109      4649     128700 SH       DEFINED 9     128700         0         0
ALKERMES INC                       COMMON SHS      01642T108       435      23000 SH       DEFINED 9      23000         0         0
ALKERMES INC                       COMMON SHS      01642T108      8228     434889 SH       DEFINED A     434889         0         0
ALLEGHANY CORP (DEL)               COMMON SHS      017175100    212471     768818 SH       DEFINED 5     768818         0         0
ALLEGHANY CORP (DEL)               COMMON SHS      017175100       411       1486 SH       DEFINED 9        622         0       864
ALLEGHENY TECHNOLOGIES INC         COMMON SHS      01741R102       296       4282 SH       DEFINED 9       4282         0         0
ALLERGAN INC                       COMMON SHS      018490102     42904     400000 SH       DEFINED 7     400000         0         0
ALLERGAN INC                       COMMON SHS      018490102     11919     111125 SH       DEFINED 9     111125         0         0
ALLERGAN INC                       COMMON SHS      018490102      9882      92130 SH       DEFINED A      90866         0      1264
ALLERGAN INC                       COMMON SHS      018490102       215       2000 SH       DEFINED M       2000         0         0
ALLIANCE DATA SYSTEM CORP          COMMON SHS      018581108       290       4925 SH       DEFINED 6       4925         0         0
ALLIANCE DATA SYSTEM CORP          COMMON SHS      018581108     92300    1569200 SH       DEFINED A    1569200         0         0
ALLIANCE DATA SYSTEM CORP          COMMON SHS      018581108      2129      36200 SH       DEFINED C      36200         0         0
ALLIANCE ONE INTERNATIONAL INC     COMMON SHS      018772103     23120    5207200 SH       DEFINED 4    5207200         0         0
ALLIANCEBERNSTEIN HOLDING LP       UNIT LTD PARTN  01881G106         9        140 SH       DEFINED 6        140         0         0
ALLIANCEBERNSTEIN HOLDING LP       UNIT LTD PARTN  01881G106        31        500 SH       DEFINED 8        500         0         0
ALLIANCEBERNSTEIN HOLDING LP       UNIT LTD PARTN  01881G106      2731      44675 SH       DEFINED 9      43325       300      1050
ALLIANT ENERGY CORP                COMMON SHS      018802108        55       1600 SH       DEFINED 9       1600         0         0
ALLIANT ENERGY CORP                COMMON SHS      018802108    209059    6095000 SH       DEFINED A    6095000         0         0
ALLIANT TECHSYSTEMS INC            COMMON SHS      018804104       428       5600 SH       DEFINED 9       5600         0         0
ALLIED CAPITAL CORP                COMMON SHS      01903Q108       502      17441 SH       DEFINED 9      17441         0         0
ALLIED IRISH BANKS PLC             SPON ADR ORD    019228402      5133     106146 SH       DEFINED 8     106146         0         0
ALLIED IRISH BANKS PLC             SPON ADR ORD    019228402      1293      26741 SH       DEFINED 9      26741         0         0
ALLIED WASTE INDUSTRIES INC        PFD CV D 6.25%  019589704     15090      48000 SH       DEFINED A      48000         0         0
ALLION HEALTHCARE INC              COMMON SHS      019615103      3512     404200 SH       DEFINED 9     404200         0         0
ALLSCRIPTS HEALTHCARE SOLUTIONS IN COMMON SHS      01988P108     88106    5020270 SH       DEFINED A    4993770         0     26500
ALLSCRIPTS HEALTHCARE SOLUTIONS IN COMMON SHS      01988P108      1650      94000 SH       DEFINED C      94000         0         0
ALLSTATE CORP                      COMMON SHS      020002101      9676     176800 SH       DEFINED 4     176800         0         0
ALLSTATE CORP                      COMMON SHS      020002101       109       2000 SH       DEFINED 6       2000         0         0
ALLSTATE CORP                      COMMON SHS      020002101     13837     252825 SH       DEFINED 8     252825         0         0
ALLSTATE CORP                      COMMON SHS      020002101      8125     148460 SH       DEFINED 9     141064         0      7396
ALLSTATE CORP                      COMMON SHS      020002101      9316     170225 SH       DEFINED A     117625         0     52600
ALLSTATE CORP                      COMMON SHS      020002101       558      10200 SH       DEFINED E          0         0     10200
ALLSTATE CORP                      COMMON SHS      020002101        15        270 SH       DEFINED L        270         0         0
ALLTEL CORP                        COMMON SHS      020039103      2253      35290 SH       DEFINED 4      35290         0         0
ALLTEL CORP                        COMMON SHS      020039103       574       8995 SH       DEFINED 8       8995         0         0
ALLTEL CORP                        COMMON SHS      020039103     19329     302826 SH       DEFINED 9     295526         0      7300
ALLTEL CORP                        COMMON SHS      020039103     47302     741060 SH       DEFINED A     714960         0     26100
ALLTEL CORP                        COMMON SHS      020039103       255       4000 SH       DEFINED E          0         0      4000
ALLTEL CORP                        COMMON SHS      020039103         8        120 SH       DEFINED L        120         0         0
ALPHA NATURAL RESOURCES INC        COMMON SHS      02076X102         0         14 SH       DEFINED 6         14         0         0
ALPHA NATURAL RESOURCES INC        COMMON SHS      02076X102     20548    1047300 SH       DEFINED A    1035100         0     12200
ALTERA CORP                        COMMON SHS      021441100       177      10090 SH       DEFINED 8      10090         0         0
ALTERA CORP                        COMMON SHS      021441100       104       5900 SH       DEFINED 9       5900         0         0
ALTERA CORP                        COMMON SHS      021441100     50691    2888360 SH       DEFINED A    2888360         0         0
ALTRIA GROUP INC                   COMMON SHS      02209S103    655136    8921916 SH       DEFINED 5    8921916         0         0
ALTRIA GROUP INC                   COMMON SHS      02209S103       268       3655 SH       DEFINED 6       3655         0         0
ALTRIA GROUP INC                   COMMON SHS      02209S103     14478     197161 SH       DEFINED 8     197161         0         0
ALTRIA GROUP INC                   COMMON SHS      02209S103     20627     280905 SH       DEFINED 9     251846         0     29059
ALTRIA GROUP INC                   COMMON SHS      02209S103     22741     309698 SH       DEFINED A     240298         0     69400
ALTRIA GROUP INC                   COMMON SHS      02209S103       492       6700 SH       DEFINED E          0         0      6700
ALTRIA GROUP INC                   COMMON SHS      02209S103        21        290 SH       DEFINED L        290         0         0
ALZA CORP                          SDCV   7/2      02261WAB5   1241250   15000000 PRN      DEFINED A   15000000         0         0
AMBAC FINANCIAL GROUP INC          COMMON SHS      023139108      7413      91400 SH       DEFINED 4      91400         0         0
AMBAC FINANCIAL GROUP INC          COMMON SHS      023139108        69        850 SH       DEFINED 8        850         0         0
AMBAC FINANCIAL GROUP INC          COMMON SHS      023139108       381       4700 SH       DEFINED A       4700         0         0
AMBAC FINANCIAL GROUP INC          COMMON SHS      023139108        19        230 SH       DEFINED L        230         0         0
AMDOCS LTD                         COMMON SHS      G02602103       357       9746 SH       DEFINED 6       9746         0         0
AMDOCS LTD                         COMMON SHS      G02602103      1487      40625 SH       DEFINED 9      35625         0      5000
AMDOCS LTD                         COMMON SHS      G02602103    164700    4499990 SH       DEFINED A    4499990         0         0
AMDOCS LTD                         COMMON SHS      G02602103      2902      79300 SH       DEFINED C      79300         0         0
AMEDISYS INC                       COMMON SHS      023436108       822      21700 SH       DEFINED A      19400         0      2300
AMEREN CORP                        COMMON SHS      023608102      5185     102669 SH       DEFINED 9      93756         0      8913
AMEREN CORP                        COMMON SHS      023608102    615653   12191141 SH       DEFINED A   12174541         0     16600
AMERICA MOVIL SA DE CV             SPON ADR L SHS  02364W105      1164      35000 SH       DEFINED 2      35000         0         0
AMERICA MOVIL SA DE CV             SPON ADR L SHS  02364W105        63       1905 SH       DEFINED 6       1905         0         0
AMERICA MOVIL SA DE CV             SPON ADR L SHS  02364W105     63588    1911856 SH       DEFINED 9    1911756         0       100
AMERICA MOVIL SA DE CV             SPON ADR L SHS  02364W105     79316    2384720 SH       DEFINED A    2384720         0         0
AMERICA MOVIL SA DE CV             SPON ADR L SHS  02364W105     31507     947300 SH       DEFINED C     947300         0         0
AMERICA MOVIL SA DE CV             SPON ADR L SHS  02364W105      1713      51500 SH       DEFINED        51500         0         0
AMERICA MOVIL SA DE CV             SPON ADR L SHS  02364W105       632      19000 SH       DEFINED M      19000         0         0
AMERICAN AXLE & MFG HOLDINGS INC   COMMON SHS      024061103     17110    1000000 SH       DEFINED 4    1000000         0         0
AMERICAN COMMERCIAL LINES          COMMON SHS      025195207     14737     244600 SH       DEFINED A     237900         0      6700
AMERICAN EAGLE OUTFITTERS INC      COMMON SHS      02553E106      5913     173700 SH       DEFINED 4     173000         0       700
AMERICAN ELECTRIC POWER CO INC     COMMON SHS      025537101        14        402 SH       DEFINED 6        370         0        32
AMERICAN ELECTRIC POWER CO INC     COMMON SHS      025537101      1505      43956 SH       DEFINED 9      43956         0         0
AMERICAN ELECTRIC POWER CO INC     COMMON SHS      025537101    377223   11013800 SH       DEFINED A   11013800         0         0
AMERICAN EXPRESS CO                COMMON SHS      025816109     33383     627263 SH       DEFINED 9     615763       400     11100
AMERICAN EXPRESS CO                COMMON SHS      025816109         3         64 SH       DEFINED A         64         0         0
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107    953015   16139116 SH       DEFINED 1   16039116         0    100000
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107     35032     593253 SH       DEFINED 2     445366         0    147887
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107     27110     459100 SH       DEFINED 3     459100         0         0
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107    199889    3385077 SH       DEFINED 4    3385077         0         0
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107    233335    3951480 SH       DEFINED 5    3951480         0         0
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107      6140     103974 SH       DEFINED 6     101429         0      2545
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107     22612     382938 SH       DEFINED 8     382938         0         0
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107    120756    2044980 SH       DEFINED 9    2020829      2063     22088
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107     43650     739205 SH       DEFINED A     610205         0    129000
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107      1999      33850 SH       DEFINED C      33850         0         0
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107      7593     128588 SH       DEFINED D     128588         0         0
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107     74750    1265875 SH       DEFINED E     500031         0    765844
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107       122       2070 SH       DEFINED         2070         0         0
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107      3754      63571 SH       DEFINED L      63571         0         0
AMERICAN INTERNATIONAL GROUP INC   COMMON SHS      026874107      1464      24796 SH       DEFINED M      24796         0         0
AMERICAN ITALIAN PASTA CO          COMMON SHS      027070101      8346     975000 SH       DEFINED 8     975000         0         0
AMERICAN ITALIAN PASTA CO          COMMON SHS      027070101        41       4787 SH       DEFINED D       4787         0         0
AMERICAN MEDICAL SYSTEMS HOLDINGS  COMMON SHS      02744M108      3700     222200 SH       DEFINED 9     222200         0         0
AMERICAN MEDICAL SYSTEMS HOLDINGS  COMMON SHS      02744M108     36215    2175070 SH       DEFINED A    2151470         0     23600
AMERICAN MEDICAL SYSTEMS HOLDINGS  COMMON SHS      02744M108      2070     124300 SH       DEFINED C     124300         0         0
AMERICAN NATIONAL INSURANCE CO     COMMON SHS      028591105    103880     800800 SH       DEFINED 4     799600         0      1200
AMERICAN PACIFIC CORP              COMMON SHS      028740108      4758     610000 SH       DEFINED 4     610000         0         0
AMERICAN POWER CONVERSION CORP     COMMON SHS      029066107      9745     500000 SH       DEFINED 7     500000         0         0
AMERICAN STANDARD COS INC          COMMON SHS      029712106    240146    5549950 SH       DEFINED 1    5549950         0         0
AMERICAN STANDARD COS INC          COMMON SHS      029712106      1090      25195 SH       DEFINED 9      25195         0         0
AMERICAN STANDARD COS INC          COMMON SHS      029712106      1783      41200 SH       DEFINED E      33300         0      7900
AMERICAN STATES WATER CO           COMMON SHS      029899101     10880     305200 SH       DEFINED A     305200         0         0
AMERICAN TOWER INC                 COMMON SHS      029912201        50       1594 SH       DEFINED 6       1594         0         0
AMERICAN TOWER INC                 COMMON SHS      029912201      5687     182745 SH       DEFINED 9     182445         0       300
AMERICAN TOWER INC                 COMMON SHS      029912201     90188    2898084 SH       DEFINED A    2898084         0         0
AMERICAN TOWER INC                 COMMON SHS      029912201        93       3000 SH       DEFINED         3000         0         0
AMERICAN TOWER INC                 COMMON SHS      029912201       218       7000 SH       DEFINED M       7000         0         0
AMERICAN WOODMARK CORP             COMMON SHS      030506109     28315     808090 SH       DEFINED 4     804090         0      4000
AMERIPRISE FINANCIAL INC           COMMON SHS      03076C106      3535      79139 SH       DEFINED 9      78254         0       885
AMERIPRISE FINANCIAL INC           COMMON SHS      03076C106         7        149 SH       DEFINED A        149         0         0
AMERISOURCEBERGEN CORP             COMMON SHS      03073E105     11637     277610 SH       DEFINED 1     277610         0         0
AMERISOURCEBERGEN CORP             COMMON SHS      03073E105      4483     106940 SH       DEFINED 2          0         0    106940
AMERISOURCEBERGEN CORP             COMMON SHS      03073E105         9        225 SH       DEFINED 6        225         0         0
AMERISOURCEBERGEN CORP             COMMON SHS      03073E105      2158      51480 SH       DEFINED 8      51480         0         0
AMERISOURCEBERGEN CORP             COMMON SHS      03073E105       281       6700 SH       DEFINED 9       3700         0      3000
AMERISOURCEBERGEN CORP             COMMON SHS      03073E105      5123     122217 SH       DEFINED A     122217         0         0
AMERISOURCEBERGEN CORP             COMMON SHS      03073E105       582      13880 SH       DEFINED C      13880         0         0
AMERISOURCEBERGEN CORP             COMMON SHS      03073E105       268       6400 SH       DEFINED E          0         0      6400
AMERISOURCEBERGEN CORP             COMMON SHS      03073E105        11        270 SH       DEFINED L        270         0         0
AMERUS GROUP CO                    COMMON SHS      03072M108     19029     325000 SH       DEFINED 4     325000         0         0
AMERUS GROUP CO                    COMMON SHS      03072M108        23        400 SH       DEFINED 9        400         0         0
AMERUS GROUP CO                    COMMON SHS      03072M108         0          4 SH       DEFINED A          4         0         0
AMETEK INC                         COMMON SHS      031100100       597      12600 SH       DEFINED 9      12600         0         0
AMGEN INC                          COMMON SHS      031162100        52        796 SH       DEFINED 6        796         0         0
AMGEN INC                          COMMON SHS      031162100     60794     932000 SH       DEFINED 7     932000         0         0
AMGEN INC                          COMMON SHS      031162100       718      11010 SH       DEFINED 8      11010         0         0
AMGEN INC                          COMMON SHS      031162100     55440     849915 SH       DEFINED 9     832750      1765     15400
AMGEN INC                          COMMON SHS      031162100    117557    1802196 SH       DEFINED A    1688696         0    113500
AMGEN INC                          COMMON SHS      031162100       633       9700 SH       DEFINED E          0         0      9700
AMGEN INC                          COMMON SHS      031162100        29        440 SH       DEFINED L        440         0         0
AMR CORP                           COMMON SHS      001765106     27454    1080000 SH       DEFINED 7    1080000         0         0
AMR CORP                           COMMON SHS      001765106        12        488 SH       DEFINED 9        488         0         0
AMREP CORP                         COMMON SHS      032159105       326       6000 SH       DEFINED 9       6000         0         0
AMSOUTH BANCORPORATION             COMMON SHS      032165102       235       8872 SH       DEFINED 9       8872         0         0
ANADARKO PETROLEUM CORP            COMMON SHS      032511107         9        192 SH       DEFINED 6        192         0         0
ANADARKO PETROLEUM CORP            COMMON SHS      032511107        19        400 SH       DEFINED 8        400         0         0
ANADARKO PETROLEUM CORP            COMMON SHS      032511107      4760      99818 SH       DEFINED 9      97126         0      2692
ANADARKO PETROLEUM CORP            COMMON SHS      032511107      5246     110000 SH       DEFINED A     110000         0         0
ANADIGICS INC                      COMMON SHS      032515108      2415     359400 SH       DEFINED 9     359400         0         0
ANALOG DEVICES INC                 COMMON SHS      032654105      9734     302862 SH       DEFINED 9     293062         0      9800
ANALOG DEVICES INC                 COMMON SHS      032654105     10150     315800 SH       DEFINED A     315800         0         0
ANGIOTECH PHARMACEUTICALS INC      COMMON SHS      034918102     24180    2057831 SH       DEFINED 6    2057831         0         0
ANGIOTECH PHARMACEUTICALS INC      COMMON SHS      034918102     31349    2667960 SH       DEFINED A    2643360         0     24600
ANGIOTECH PHARMACEUTICALS INC      COMMON SHS      034918102      1871     159200 SH       DEFINED C     159200         0         0
ANGLO AMERICAN PLC                 ADR             03485P102        30       1480 SH       DEFINED 9       1480         0         0
ANGLO AMERICAN PLC                 ADR             03485P102     11670     570958 SH       DEFINED A     570958         0         0
ANGLOGOLD ASHANTI LTD              SPONSORED ADR   035128206       152       3150 SH       DEFINED 9       3150         0         0
ANGLOGOLD ASHANTI LTD              SPONSORED ADR   035128206    176411    3666073 SH       DEFINED A    3663673         0      2400
ANHEUSER BUSCH COS INC             COMMON SHS      035229103     53108    1164900 SH       DEFINED 3    1164900         0         0
ANHEUSER BUSCH COS INC             COMMON SHS      035229103      2944      64586 SH       DEFINED 6      57369         0      7217
ANHEUSER BUSCH COS INC             COMMON SHS      035229103      5485     120317 SH       DEFINED 8     120317         0         0
ANHEUSER BUSCH COS INC             COMMON SHS      035229103     44803     982739 SH       DEFINED 9     979675         0      3064
ANHEUSER BUSCH COS INC             COMMON SHS      035229103     49864    1093757 SH       DEFINED A     943757         0    150000
ANHEUSER BUSCH COS INC             COMMON SHS      035229103       866      19000 SH       DEFINED E          0         0     19000
ANHEUSER BUSCH COS INC             COMMON SHS      035229103        29        640 SH       DEFINED L        640         0         0
ANSYS INC                          COMMON SHS      03662Q105        29        600 SH       DEFINED 8        600         0         0
ANSYS INC                          COMMON SHS      03662Q105      1636      34210 SH       DEFINED A      34210         0         0
AON CORP                           COMMON SHS      037389103       958      27521 SH       DEFINED 1      27521         0         0
AON CORP                           COMMON SHS      037389103     19915     571953 SH       DEFINED 2     495000         0     76953
AON CORP                           COMMON SHS      037389103       991      28467 SH       DEFINED 6      28467         0         0
AON CORP                           COMMON SHS      037389103     11952     343260 SH       DEFINED 8     343260         0         0
AON CORP                           COMMON SHS      037389103       171       4899 SH       DEFINED 9       3900         0       999
AON CORP                           COMMON SHS      037389103      1775      50970 SH       DEFINED C      50970         0         0
AON CORP                           COMMON SHS      037389103      3153      90561 SH       DEFINED D      90561         0         0
AON CORP                           COMMON SHS      037389103     31242     897230 SH       DEFINED E     262906         0    634324
APACHE CORP                        COMMON SHS      037411105      2281      33420 SH       DEFINED 4      33420         0         0
APACHE CORP                        COMMON SHS      037411105       447       6551 SH       DEFINED 8       6551         0         0
APACHE CORP                        COMMON SHS      037411105     32417     474974 SH       DEFINED 9     470634      2040      2300
APACHE CORP                        COMMON SHS      037411105     24447     358200 SH       DEFINED A     358200         0         0
APEX SILVER MINES LTD              COMMON SHS      G04074103      3010     200000 SH       DEFINED A     200000         0         0
APOGEE ENTERPRISES INC             COMMON SHS      037598109     29878    2032500 SH       DEFINED 4    2022500         0     10000
APOLLO GROUP INC                   COMMON SHS      037604105      8781     169939 SH       DEFINED 9     169939         0         0
APOLLO GROUP INC                   COMMON SHS      037604105       752      14555 SH       DEFINED A      14555         0         0
APOLLO GROUP INC                   COMMON SHS      037604105       155       3000 SH       DEFINED         3000         0         0
APOLLO GROUP INC                   COMMON SHS      037604105       465       9000 SH       DEFINED M       9000         0         0
APOLLO INVESTMENT CORP             COMMON SHS      03761U106      3696     200000 SH       DEFINED 4     200000         0         0
APOLLO INVESTMENT CORP             COMMON SHS      03761U106        11        600 SH       DEFINED 9        600         0         0
APPLE COMPUTER INC                 COMMON SHS      037833100        50        878 SH       DEFINED 6        878         0         0
APPLE COMPUTER INC                 COMMON SHS      037833100     57120    1000000 SH       DEFINED 7    1000000         0         0
APPLE COMPUTER INC                 COMMON SHS      037833100       125       2190 SH       DEFINED 8       2190         0         0
APPLE COMPUTER INC                 COMMON SHS      037833100     20361     356460 SH       DEFINED 9     354760       500      1200
APPLE COMPUTER INC                 COMMON SHS      037833100    107992    1890609 SH       DEFINED A    1865709         0     24900
APPLE COMPUTER INC                 COMMON SHS      037833100       188       3300 SH       DEFINED E          0         0      3300
APPLE COMPUTER INC                 COMMON SHS      037833100         6        100 SH       DEFINED L        100         0         0
APPLE COMPUTER INC                 COMMON SHS      037833100       286       5000 SH       DEFINED M       5000         0         0
APPLERA CORP-APPLIED BIOSYSTEMS GR COMMON SHS      038020103      1702      52600 SH       DEFINED 2      52600         0         0
APPLERA CORP-APPLIED BIOSYSTEMS GR COMMON SHS      038020103        20        609 SH       DEFINED 6        609         0         0
APPLERA CORP-APPLIED BIOSYSTEMS GR COMMON SHS      038020103       139       4300 SH       DEFINED 8       4300         0         0
APPLERA CORP-APPLIED BIOSYSTEMS GR COMMON SHS      038020103      1207      37300 SH       DEFINED 9      37200         0       100
APPLERA CORP-CELERA GENOMICS GROUP COMMON SHS      038020202        84       6500 SH       DEFINED 9       6400         0       100
APPLERA CORP-CELERA GENOMICS GROUP COMMON SHS      038020202      1511     116700 SH       DEFINED A     116700         0         0
APPLIED INDUSTRIAL TECHNOLOGIES IN COMMON SHS      03820C105     34186    1406250 SH       DEFINED 4    1406250         0         0
APPLIED MATERIALS INC              COMMON SHS      038222105         3        165 SH       DEFINED 6        165         0         0
APPLIED MATERIALS INC              COMMON SHS      038222105       224      13770 SH       DEFINED 8      13770         0         0
APPLIED MATERIALS INC              COMMON SHS      038222105      3386     207959 SH       DEFINED 9     206409         0      1550
APPLIED MATERIALS INC              COMMON SHS      038222105     42103    2586182 SH       DEFINED A    2295782         0    290400
APPLIED MATERIALS INC              COMMON SHS      038222105       540      33200 SH       DEFINED E          0         0     33200
APPLIED MATERIALS INC              COMMON SHS      038222105        16        960 SH       DEFINED L        960         0         0
APTARGROUP INC                     COMMON SHS      038336103     16555     333700 SH       DEFINED 4     331900         0      1800
APTARGROUP INC                     COMMON SHS      038336103       898      18100 SH       DEFINED 9      18100         0         0
AQUA AMERICA INC                   COMMON SHS      03836W103       278      12199 SH       DEFINED 9      12199         0         0
AQUANTIVE INC                      COMMON SHS      03839G105      4581     180870 SH       DEFINED A     178170         0      2700
AQUANTIVE INC                      COMMON SHS      03839G105      1325      52300 SH       DEFINED C      52300         0         0
AQUILA INC                         COMMON SHS      03840P102       883     209710 SH       DEFINED 8     209710         0         0
ARACRUZ CELULOSE SA                SPON ADR PFD B  038496204      1554      29644 SH       DEFINED 2      29644         0         0
ARACRUZ CELULOSE SA                SPON ADR PFD B  038496204        13        243 SH       DEFINED 6        243         0         0
ARACRUZ CELULOSE SA                SPON ADR PFD B  038496204     10416     198700 SH       DEFINED 9     198700         0         0
ARACRUZ CELULOSE SA                SPON ADR PFD B  038496204        13        249 SH       DEFINED A        249         0         0
ARACRUZ CELULOSE SA                SPON ADR PFD B  038496204       419       8000 SH       DEFINED M       8000         0         0
ARAMARK CORP                       CL B            038521100     58041    1752963 SH       DEFINED 5    1752963         0         0
ARAMARK CORP                       CL B            038521100        49       1475 SH       DEFINED 9       1475         0         0
ARBOR REALTY TRUST INC             COMMON SHS      038923108     15779     629900 SH       DEFINED 4     625600         0      4300
ARCH COAL INC                      COMMON SHS      039380100     27456     648000 SH       DEFINED 4     645400         0      2600
ARCH COAL INC                      COMMON SHS      039380100        17        400 SH       DEFINED 9        400         0         0
ARCHER DANIELS MIDLAND CO          COMMON SHS      039483102     11143     269933 SH       DEFINED 9     269933         0         0
ARCHSTONE-SMITH TRUST              COMMON SHS      039583109      2044      40175 SH       DEFINED 9      40175         0         0
ARCHSTONE-SMITH TRUST              COMMON SHS      039583109      1409      27700 SH       DEFINED A      27700         0         0
ARCHSTONE-SMITH TRUST              COMMON SHS      039583109      1089      21400 SH       DEFINED D      21400         0         0
ARCHSTONE-SMITH TRUST              COMMON SHS      039583109       305       6000 SH       DEFINED M       6000         0         0
ARENA PHARMACEUTICALS INC          COMMON SHS      040047102      4077     352100 SH       DEFINED A     352100         0         0
ARES CAPITAL CORP                  COMMON SHS      04010L103     12682     749090 SH       DEFINED 6     749090         0         0
ARES CAPITAL CORP                  COMMON SHS      04010L103     13555     800674 SH       DEFINED A     783095         0     17579
ARGON ST INC                       COMMON SHS      040149106     11633     436850 SH       DEFINED 6     436850         0         0
ARGON ST INC                       COMMON SHS      040149106     27578    1035610 SH       DEFINED A    1012270         0     23340
ARGON ST INC                       COMMON SHS      040149106        47       1750 SH       DEFINED C       1750         0         0
ARIBA INC                          COMMON SHS      04033V203      5348     649857 SH       DEFINED 6     649857         0         0
ARIBA INC                          COMMON SHS      04033V203     13152    1598000 SH       DEFINED A    1558000         0     40000
ARIES MARITIME TRNSPRT LTD         COMMON SHS      G0474B105      3472     326000 SH       DEFINED A     326000         0         0
ARLINGTON TANKERS LTD              COMMON SHS      G04899103      2517     111000 SH       DEFINED A     111000         0         0
ARRIS GROUP INC                    COMMON SHS      04269Q100      7709     587600 SH       DEFINED 9     587600         0         0
ARRIS GROUP INC                    COMMON SHS      04269Q100     22155    1688623 SH       DEFINED A    1647223         0     41400
ARTHUR J GALLAGHER & CO            COMMON SHS      363576109     62360    2460930 SH       DEFINED 4    2457530         0      3400
ARTHUR J GALLAGHER & CO            COMMON SHS      363576109      2116      83523 SH       DEFINED 6      76488         0      7035
ARTHUR J GALLAGHER & CO            COMMON SHS      363576109      1272      50216 SH       DEFINED 8      50216         0         0
ASHFORD HOSPITALITY TRUST          COMMON SHS      044103109      6555     519376 SH       DEFINED 6     519376         0         0
ASHFORD HOSPITALITY TRUST          COMMON SHS      044103109      1716     136000 SH       DEFINED 9     136000         0         0
ASHFORD HOSPITALITY TRUST          COMMON SHS      044103109     27414    2172300 SH       DEFINED A    2172300         0         0
ASHFORD HOSPITALITY TRUST          COMMON SHS      044103109       955      75700 SH       DEFINED D      75700         0         0
ASHFORD HOSPITALITY TRUST          COMMON SHS      044103109       442      35000 SH       DEFINED M      35000         0         0
ASHLAND INC                        COMMON SHS      044209104     16348     245094 SH       DEFINED 4     245094         0         0
ASHLAND INC                        COMMON SHS      044209104       204       3061 SH       DEFINED 6       3061         0         0
ASHLAND INC                        COMMON SHS      044209104     29192     437668 SH       DEFINED A     437668         0         0
ASHLAND INC                        COMMON SHS      044209104       594       8900 SH       DEFINED C       8900         0         0
ASM INTERNATIONAL NV               COMMON SHS      N07045102       305      25000 SH       DEFINED 9      25000         0         0
ASML HOLDING NV                    N Y SHS         N07059111      1405      69500 SH       DEFINED A      69500         0         0
ASPEN INSURANCE HOLDINGS LTD       COMMON SHS      G05384105     43923    1885900 SH       DEFINED 4    1878900         0      7000
ASPEN INSURANCE HOLDINGS LTD       COMMON SHS      G05384105     11358     487671 SH       DEFINED 6     487671         0         0
ASPEN INSURANCE HOLDINGS LTD       COMMON SHS      G05384105      1646      70689 SH       DEFINED A      69189         0      1500
ASSURANT INC                       COMMON SHS      04621X108     41305     853400 SH       DEFINED 4     853400         0         0
ASSURANT INC                       COMMON SHS      04621X108         9        195 SH       DEFINED 6        195         0         0
ASSURANT INC                       COMMON SHS      04621X108        33        679 SH       DEFINED A        679         0         0
ASTEC INDUSTRIES INC               COMMON SHS      046224101      5084     149000 SH       DEFINED 9     149000         0         0
ASTRAZENECA PLC                    SPONSORED ADR   046353108     28424     475167 SH       DEFINED 6     475167         0         0
ASTRAZENECA PLC                    SPONSORED ADR   046353108       855      14300 SH       DEFINED 9      13800         0       500
AT&T INC                           COMMON SHS      00206R102      8917     319730 SH       DEFINED 2     172530         0    147200
AT&T INC                           COMMON SHS      00206R102      3782     135621 SH       DEFINED 6     120333         0     15288
AT&T INC                           COMMON SHS      00206R102     15971     572657 SH       DEFINED 8     572657         0         0
AT&T INC                           COMMON SHS      00206R102     24033     861717 SH       DEFINED 9     828450      1366     31901
AT&T INC                           COMMON SHS      00206R102    739023   26497794 SH       DEFINED A   26477794         0     20000
AT&T INC                           COMMON SHS      00206R102      1039      37255 SH       DEFINED C      37255         0         0
AT&T INC                           COMMON SHS      00206R102     28711    1029439 SH       DEFINED E     318758         0    710681
AT&T INC                           COMMON SHS      00206R102       133       4770 SH       DEFINED         4770         0         0
ATHEROS COMMUNICATIONS INC         COMMON SHS      04743P108     12418     654970 SH       DEFINED A     639570         0     15400
ATHEROS COMMUNICATIONS INC         COMMON SHS      04743P108       971      51200 SH       DEFINED C      51200         0         0
ATI TECHNOLOGIES INC               COMMON SHS      001941103     62978    3882765 SH       DEFINED 8    3882765         0         0
ATLANTIC TELE-NETWORK INC          COMMON SHS      049079205     11307     542800 SH       DEFINED 4     542800         0         0
ATMEL CORP                         COMMON SHS      049513104        10       1715 SH       DEFINED 6       1715         0         0
ATMEL CORP                         COMMON SHS      049513104        87      15700 SH       DEFINED 9       9700         0      6000
ATMI INC                           COMMON SHS      00207R101      4880     198200 SH       DEFINED 9     198200         0         0
ATMOS ENERGY CORP                  COMMON SHS      049560105     36390    1303848 SH       DEFINED 4    1302048         0      1800
ATMOS ENERGY CORP                  COMMON SHS      049560105       297      10641 SH       DEFINED 9      10641         0         0
ATMOS ENERGY CORP                  COMMON SHS      049560105    112623    4035230 SH       DEFINED A    4035230         0         0
ATMOS ENERGY CORP                  COMMON SHS      049560105        11        400 SH       DEFINED L        400         0         0
ATWOOD OCEANICS INC                COMMON SHS      050095108     12564     253300 SH       DEFINED 4     251900         0      1400
ATWOOD OCEANICS INC                COMMON SHS      050095108       193       3900 SH       DEFINED 9       3900         0         0
AUSTRALIA & NEW ZEALAND BANKING GR SPONSORED ADR   052528304      2902      29250 SH       DEFINED 9      29250         0         0
AUTODESK INC                       COMMON SHS      052769106      6892     200000 SH       DEFINED A     200000         0         0
AUTOLIV INC                        COMMON SHS      052800109     76204    1347072 SH       DEFINED 2    1347072         0         0
AUTOLIV INC                        COMMON SHS      052800109     13311     235300 SH       DEFINED 3     235300         0         0
AUTOLIV INC                        COMMON SHS      052800109      1007      17800 SH       DEFINED 4      17800         0         0
AUTOLIV INC                        COMMON SHS      052800109      2243      39644 SH       DEFINED 6      35147         0      4497
AUTOLIV INC                        COMMON SHS      052800109     15466     273391 SH       DEFINED A     273391         0         0
AUTOMATIC DATA PROCESSING INC      COMMON SHS      053015103      1856      40935 SH       DEFINED 6      37003         0      3932
AUTOMATIC DATA PROCESSING INC      COMMON SHS      053015103     36280     800000 SH       DEFINED 7     800000         0         0
AUTOMATIC DATA PROCESSING INC      COMMON SHS      053015103       216       4770 SH       DEFINED 8       4770         0         0
AUTOMATIC DATA PROCESSING INC      COMMON SHS      053015103     11431     252061 SH       DEFINED 9     242831         0      9230
AUTOMATIC DATA PROCESSING INC      COMMON SHS      053015103     19564     431402 SH       DEFINED A     380202         0     51200
AVALONBAY COMMUNITIES INC          COMMON SHS      053484101       398       3600 SH       DEFINED 9       3600         0         0
AVALONBAY COMMUNITIES INC          COMMON SHS      053484101      1504      13600 SH       DEFINED A      13600         0         0
AVALONBAY COMMUNITIES INC          COMMON SHS      053484101      1106      10000 SH       DEFINED D      10000         0         0
AVANIR PHARMACEUTICALS             COMMON SHS      05348P401      2066     302100 SH       DEFINED A     302100         0         0
AVAYA INC                          COMMON SHS      053499109     98773    8649140 SH       DEFINED 1    8649140         0         0
AVAYA INC                          COMMON SHS      053499109     17917    1568891 SH       DEFINED 2     792370         0    776521
AVAYA INC                          COMMON SHS      053499109       193      16900 SH       DEFINED 8      16900         0         0
AVAYA INC                          COMMON SHS      053499109        66       5768 SH       DEFINED 9       5754         0        14
AVAYA INC                          COMMON SHS      053499109      1812     158680 SH       DEFINED C     158680         0         0
AVAYA INC                          COMMON SHS      053499109     39068    3421056 SH       DEFINED E    2110550         0   1310506
AVERY DENNISON CORP                COMMON SHS      053611109      1701      29290 SH       DEFINED 4      29290         0         0
AVERY DENNISON CORP                COMMON SHS      053611109        41        700 SH       DEFINED 6        700         0         0
AVERY DENNISON CORP                COMMON SHS      053611109     26824     462000 SH       DEFINED 7     462000         0         0
AVERY DENNISON CORP                COMMON SHS      053611109       106       1825 SH       DEFINED 8       1825         0         0
AVERY DENNISON CORP                COMMON SHS      053611109      1456      25070 SH       DEFINED 9      25070         0         0
AVOCENT CORP                       COMMON SHS      053893103     33475    1275240 SH       DEFINED 4    1269500         0      5740
AVOCENT CORP                       COMMON SHS      053893103      4770     181700 SH       DEFINED 9     181700         0         0
AVON PRODUCTS INC                  COMMON SHS      054303102     25689     828685 SH       DEFINED 9     605247         0    223438
AXA SA                             SPONSORED ADR   054536107     27543     840227 SH       DEFINED 6     840227         0         0
AXA SA                             SPONSORED ADR   054536107      1262      38502 SH       DEFINED 9      34502         0      4000
AXCAN PHARMA INC                   COMMON SHS      054923107    104761    7150905 SH       DEFINED 8    7150905         0         0
AXIS CAPITAL HOLDINGS LTD          COMMON SHS      G0692U109      1098      38380 SH       DEFINED 2      38380         0         0
AXIS CAPITAL HOLDINGS LTD          COMMON SHS      G0692U109      6906     241400 SH       DEFINED 5     241400         0         0
AZTAR CORP                         COMMON SHS      054802103     47621     916500 SH       DEFINED 4     915900         0       600
BAKER HUGHES INC                   COMMON SHS      057224107      1753      21421 SH       DEFINED 9      21121       300         0
BAKER HUGHES INC                   COMMON SHS      057224107      6712      82000 SH       DEFINED A      82000         0         0
BALDWIN & LYONS INC                COMMON SHS      057755209      5821     228264 SH       DEFINED 4     228264         0         0
BALL CORPORATION                   COMMON SHS      058498106       404      10900 SH       DEFINED 9      10900         0         0
BANCO BILBAO VIZCAYA ARGENTARIA SA SPONSORED ADR   05946K101      4958     240661 SH       DEFINED 9     235861         0      4800
BANCO BRADESCO SA                  SP ADR PFD NEW  059460303     11140     358318 SH       DEFINED 1     358318         0         0
BANCO BRADESCO SA                  SP ADR PFD NEW  059460303    342793   11025824 SH       DEFINED C   10898926         0    126898
BANCO ITAU HOLDINGS FINANCEIRA S.A SP ADR 500 PFD  059602201        41       1400 SH       DEFINED 9       1400         0         0
BANCO ITAU HOLDINGS FINANCEIRA S.A SP ADR 500 PFD  059602201      1050      36000 SH       DEFINED C      36000         0         0
BANCO LATINOAMERICANO DE EXPORTACI CL E            P16994132     33672    2154300 SH       DEFINED C    2152400         0      1900
BANCO SANTANDER CENTRAL HISPANO SA ADR             05964H105     22669    1550516 SH       DEFINED 6    1550516         0         0
BANCO SANTANDER CENTRAL HISPANO SA ADR             05964H105       476      32540 SH       DEFINED 9      32540         0         0
BANK MUTUAL CORP                   COMMON SHS      063750103     23161    1895334 SH       DEFINED 5    1895334         0         0
BANK OF AMERICA CORP               COMMON SHS      060505104     23629     491239 SH       DEFINED 1     491239         0         0
BANK OF AMERICA CORP               COMMON SHS      060505104     23575     490119 SH       DEFINED 2     311685         0    178434
BANK OF AMERICA CORP               COMMON SHS      060505104     15297     318027 SH       DEFINED 4     318027         0         0
BANK OF AMERICA CORP               COMMON SHS      060505104     10743     223350 SH       DEFINED 6     203603         0     19747
BANK OF AMERICA CORP               COMMON SHS      060505104     23629     491244 SH       DEFINED 8     491244         0         0
BANK OF AMERICA CORP               COMMON SHS      060505104     64967    1350668 SH       DEFINED 9    1316735      1376     32557
BANK OF AMERICA CORP               COMMON SHS      060505104   1192089   24783550 SH       DEFINED A   24513844         0    269706
BANK OF AMERICA CORP               COMMON SHS      060505104      1912      39760 SH       DEFINED C      39760         0         0
BANK OF AMERICA CORP               COMMON SHS      060505104      5770     119962 SH       DEFINED D     119962         0         0
BANK OF AMERICA CORP               COMMON SHS      060505104     77138    1603691 SH       DEFINED E     656069         0    947622
BANK OF AMERICA CORP               COMMON SHS      060505104      2855      59365 SH       DEFINED L      59365         0         0
BANK OF AMERICA CORP               COMMON SHS      060505104      1109      23050 SH       DEFINED M      23050         0         0
BANK OF HAWAII CORP                COMMON SHS      062540109       654      13178 SH       DEFINED 9      13178         0         0
BANK OF MONTREAL                   COMMON SHS      063671101    286456    4769497 SH       DEFINED 8    4769497         0         0
BANK OF NEW YORK CO INC            COMMON SHS      064057102    480479   14921710 SH       DEFINED 1   14761710         0    160000
BANK OF NEW YORK CO INC            COMMON SHS      064057102     11303     351023 SH       DEFINED 2     351023         0         0
BANK OF NEW YORK CO INC            COMMON SHS      064057102      2087      64828 SH       DEFINED 6      64828         0         0
BANK OF NEW YORK CO INC            COMMON SHS      064057102     16318     506774 SH       DEFINED 8     506774         0         0
BANK OF NEW YORK CO INC            COMMON SHS      064057102     17121     531695 SH       DEFINED 9     522395         0      9300
BANK OF NEW YORK CO INC            COMMON SHS      064057102      7527     233773 SH       DEFINED A     133773         0    100000
BANK OF NEW YORK CO INC            COMMON SHS      064057102       734      22810 SH       DEFINED C      22810         0         0
BANK OF NEW YORK CO INC            COMMON SHS      064057102      5329     165483 SH       DEFINED D     165483         0         0
BANK OF NEW YORK CO INC            COMMON SHS      064057102     61696    1916015 SH       DEFINED E     767530         0   1148485
BANK OF NEW YORK CO INC            COMMON SHS      064057102      2373      73711 SH       DEFINED L      73711         0         0
BANK OF NEW YORK CO INC            COMMON SHS      064057102       888      27575 SH       DEFINED M      27575         0         0
BANK OF NOVA SCOTIA                COMMON SHS      064149107    375630    8494580 SH       DEFINED 8    8494580         0         0
BANK OF NOVA SCOTIA                COMMON SHS      064149107       538      13532 SH       DEFINED 9      13532         0         0
BARCLAYS PLC                       ADR             06738E204      3455      75468 SH       DEFINED 8      75468         0         0
BARCLAYS PLC                       ADR             06738E204        12        270 SH       DEFINED 9        270         0         0
BARNES & NOBLES INC                COMMON SHS      067774109        40       1100 SH       DEFINED 8       1100         0         0
BARNES & NOBLES INC                COMMON SHS      067774109       307       8400 SH       DEFINED 9       8400         0         0
BARRICK GOLD CORP                  COMMON SHS      067901108     26384     800243 SH       DEFINED 1     800243         0         0
BARRICK GOLD CORP                  COMMON SHS      067901108     35465    1075674 SH       DEFINED 2    1075674         0         0
BARRICK GOLD CORP                  COMMON SHS      067901108     24026     728738 SH       DEFINED 8     728738         0         0
BARRICK GOLD CORP                  COMMON SHS      067901108       154       5219 SH       DEFINED 9       5219         0         0
BARRICK GOLD CORP                  COMMON SHS      067901108    212516    7179589 SH       DEFINED A    7171189         0      8400
BASF AG                            AMER DEP RECPT  055262505      4764      59340 SH       DEFINED 2      59340         0         0
BASF AG                            AMER DEP RECPT  055262505     14358     178824 SH       DEFINED 6     178824         0         0
BASF AG                            AMER DEP RECPT  055262505       734       9145 SH       DEFINED 9       9145         0         0
BASSETT FURNITURE INDUSTRIES INC   COMMON SHS      070203104     13156     710729 SH       DEFINED 4     708519         0      2210
BASSETT FURNITURE INDUSTRIES INC   COMMON SHS      070203104        19       1000 SH       DEFINED 9       1000         0         0
BAUSCH & LOMB INC                  COMMON SHS      071707103    217000    4424957 SH       DEFINED 5    4424957         0         0
BAUSCH & LOMB INC                  COMMON SHS      071707103        87       1775 SH       DEFINED 8       1775         0         0
BAUSCH & LOMB INC                  COMMON SHS      071707103       192       3925 SH       DEFINED 9       3925         0         0
BAXTER INTERNATIONAL INC           COMMON SHS      071813109     14704     400000 SH       DEFINED 7     400000         0         0
BAXTER INTERNATIONAL INC           COMMON SHS      071813109         3         70 SH       DEFINED 8         70         0         0
BAXTER INTERNATIONAL INC           COMMON SHS      071813109      1992      54187 SH       DEFINED 9      47555         0      6632
BAXTER INTERNATIONAL INC           COMMON SHS      071813109      1570      42700 SH       DEFINED A      38300         0      4400
BAYTEX ENERGY TR                   COMMON SHS      073176109       670      27700 SH       DEFINED 8      27700         0         0
BBVA BANCO FRANCES SA              SPONSORED ADR   07329M100      8279    1138775 SH       DEFINED C     909450         0    229325
BCE INC                            COMMON SHS      05534B109    766613   29060390 SH       DEFINED 1   28546173         0    514217
BCE INC                            COMMON SHS      05534B109    289354   10992183 SH       DEFINED 2   10199920         0    792263
BCE INC                            COMMON SHS      05534B109     11289     477342 SH       DEFINED 6     477342         0         0
BCE INC                            COMMON SHS      05534B109     75078    2846004 SH       DEFINED 8    2846004         0         0
BCE INC                            COMMON SHS      05534B109      1178      49800 SH       DEFINED 9      49800         0         0
BCE INC                            COMMON SHS      05534B109      1706      68981 SH       DEFINED C      68981         0         0
BCE INC                            COMMON SHS      05534B109      2054      77849 SH       DEFINED D      77849         0         0
BCE INC                            COMMON SHS      05534B109     58668    2230331 SH       DEFINED E    1075373         0   1154958
BCE INC                            COMMON SHS      05534B109       853      32349 SH       DEFINED        32349         0         0
BEA SYSTEMS INC                    COMMON SHS      073325102       406      31000 SH       DEFINED 9      21000         0     10000
BEA SYSTEMS INC                    COMMON SHS      073325102        79       6000 SH       DEFINED A       6000         0         0
BEACON ROOFING SUPPLY INC          COMMON SHS      073685109        30       1352 SH       DEFINED 6       1352         0         0
BEACON ROOFING SUPPLY INC          COMMON SHS      073685109     35306    1604100 SH       DEFINED A    1587550         0     16550
BEAR STEARNS & CO INC              COMMON SHS      073902108    126873     905719 SH       DEFINED 5     905719         0         0
BEAR STEARNS & CO INC              COMMON SHS      073902108         6         40 SH       DEFINED 6         40         0         0
BEAR STEARNS & CO INC              COMMON SHS      073902108       481       3432 SH       DEFINED 9       3432         0         0
BEARINGPOINT INC                   COMMON SHS      074002106        86      10277 SH       DEFINED 1      10277         0         0
BEARINGPOINT INC                   COMMON SHS      074002106      9552    1141250 SH       DEFINED 2    1141250         0         0
BEARINGPOINT INC                   COMMON SHS      074002106      3288     392789 SH       DEFINED 6     392789         0         0
BEARINGPOINT INC                   COMMON SHS      074002106     25005    2987500 SH       DEFINED 8    2987500         0         0
BEARINGPOINT INC                   COMMON SHS      074002106     15377    1837100 SH       DEFINED A    1786300         0     50800
BEARINGPOINT INC                   COMMON SHS      074002106       105      12595 SH       DEFINED D      12595         0         0
BEARINGPOINT INC                   COMMON SHS      074002106     11539    1378660 SH       DEFINED E     635030         0    743630
BECKMAN COULTER INC                COMMON SHS      075811109       383       6900 SH       DEFINED 9       6900         0         0
BECKMAN COULTER INC                COMMON SHS      075811109      1672      30100 SH       DEFINED A      26900         0      3200
BECTON DICKINSON & CO              COMMON SHS      075887109     84592    1383812 SH       DEFINED 4    1383812         0         0
BECTON DICKINSON & CO              COMMON SHS      075887109        84       1370 SH       DEFINED 6       1370         0         0
BECTON DICKINSON & CO              COMMON SHS      075887109      1608      26300 SH       DEFINED 8      26300         0         0
BECTON DICKINSON & CO              COMMON SHS      075887109      1802      29475 SH       DEFINED 9      19227         0     10248
BED BATH & BEYOND INC              COMMON SHS      075896100         7        215 SH       DEFINED 6        215         0         0
BED BATH & BEYOND INC              COMMON SHS      075896100      4430     133540 SH       DEFINED 9     131390         0      2150
BELLSOUTH CORP                     COMMON SHS      079860102    352299    9732030 SH       DEFINED 5    9732030         0         0
BELLSOUTH CORP                     COMMON SHS      079860102      3937     108744 SH       DEFINED 6      96099         0     12645
BELLSOUTH CORP                     COMMON SHS      079860102       307       8480 SH       DEFINED 8       8480         0         0
BELLSOUTH CORP                     COMMON SHS      079860102     27779     767374 SH       DEFINED 9     754314      1980     11080
BELLSOUTH CORP                     COMMON SHS      079860102    537631   14851672 SH       DEFINED A   14771672         0     80000
BELLSOUTH CORP                     COMMON SHS      079860102        14        390 SH       DEFINED L        390         0         0
BEMIS COMPANY INC                  COMMON SHS      081437105     69740    2277600 SH       DEFINED 4    2277600         0         0
BEMIS COMPANY INC                  COMMON SHS      081437105     11574     377978 SH       DEFINED 9     377978         0         0
BERKLEY W R CORP                   COMMON SHS      084423102      1395      40859 SH       DEFINED 9      40859         0         0
BERKLEY W R CORP                   COMMON SHS      084423102        22        642 SH       DEFINED A        642         0         0
BERKSHIRE HATHAWAY INC             COMMON SHS      084670108    392850       4286 SH       DEFINED 5       4286         0         0
BERKSHIRE HATHAWAY INC             COMMON SHS      084670108      3850         42 SH       DEFINED 9         42         0         0
BERKSHIRE HATHAWAY INC             COMMON SHS      084670108     21082        230 SH       DEFINED A        230         0         0
BERKSHIRE HATHAWAY INC             COMMON SHS      084670207   1062135     349042 SH       DEFINED 5     349042         0         0
BERKSHIRE HATHAWAY INC             COMMON SHS      084670207       198         65 SH       DEFINED 8         65         0         0
BERKSHIRE HATHAWAY INC             COMMON SHS      084670207     19448       6391 SH       DEFINED 9       6317         4        70
BERKSHIRE HATHAWAY INC             COMMON SHS      084670207      6743       2216 SH       DEFINED A        416         0      1800
BEST BUY COMPANY INC               COMMON SHS      086516101     24192     441146 SH       DEFINED 9     431247         0      9899
BEST BUY COMPANY INC               COMMON SHS      086516101     10294     187704 SH       DEFINED A     187704         0         0
BEST BUY COMPANY INC               COMMON SHS      086516101       411       7500 SH       DEFINED M       7500         0         0
BEST BUY COMPANY INC               SDCV 2.250%1/1  086516AF8     14865   12000000 PRN      DEFINED A   12000000         0         0
BEVERLY HILLS BANCORP INC          COMMON SHS      087866109      6734     700000 SH       DEFINED 4     700000         0         0
BEVERLY HILLS BANCORP INC          COMMON SHS      087866109        10       1000 SH       DEFINED 9       1000         0         0
BG GROUP PLC                       ADR FIN INST N  055434203      7559     113020 SH       DEFINED 9     113020         0         0
BHP BILLITON LTD                   SPONSORED ADR   088606108      4580     106340 SH       DEFINED 9     106340         0         0
BIG 5 SPORTING GOODS CORP          COMMON SHS      08915P101     17212     882649 SH       DEFINED 6     882649         0         0
BIG LOTS INC                       COMMON SHS      089302103     38430    2250000 SH       DEFINED 4    2250000         0         0
BILL BARRETT CORP                  COMMON SHS      06846N104     17540     592370 SH       DEFINED A     579670         0     12700
BIOGEN IDEC INC                    COMMON SHS      09062X103     18532     400000 SH       DEFINED 7     400000         0         0
BIOGEN IDEC INC                    COMMON SHS      09062X103      6913     149210 SH       DEFINED 9     146910         0      2300
BIOGEN IDEC INC                    COMMON SHS      09062X103     33230     717244 SH       DEFINED A     714144         0      3100
BIOGEN IDEC INC                    NOTE 2/1        449370AC9    656688    3500000 PRN      DEFINED A    3500000         0         0
BIOMED REALTY TRUST INC            COMMON SHS      09063H107       638      21300 SH       DEFINED 9      21300         0         0
BIOMED REALTY TRUST INC            COMMON SHS      09063H107     37057    1237700 SH       DEFINED A    1237700         0         0
BIOMED REALTY TRUST INC            COMMON SHS      09063H107      1578      52700 SH       DEFINED D      52700         0         0
BIOMET INC                         COMMON SHS      090613100       229       7334 SH       DEFINED 6       7334         0         0
BIOMET INC                         COMMON SHS      090613100       195       6240 SH       DEFINED 8       6240         0         0
BIOMET INC                         COMMON SHS      090613100      1372      43850 SH       DEFINED 9      43850         0         0
BIOMET INC                         COMMON SHS      090613100     55796    1783194 SH       DEFINED A    1697494         0     85700
BIOMET INC                         COMMON SHS      090613100       294       9400 SH       DEFINED E          0         0      9400
BIOMET INC                         COMMON SHS      090613100        10        320 SH       DEFINED L        320         0         0
BIOVAIL CORP                       COMMON SHS      09067J109         8        300 SH       DEFINED 8        300         0         0
BIOVAIL CORP                       COMMON SHS      09067J109       501      21400 SH       DEFINED 9      18400         0      3000
BIOVAIL CORP                       COMMON SHS      09067J109         3        143 SH       DEFINED A        143         0         0
BISYS GROUP INC                    COMMON SHS      055472104       323      23556 SH       DEFINED 9      23556         0         0
BJ SERVICES CO                     COMMON SHS      055482103     17380     466461 SH       DEFINED 9     456011         0     10450
BJ SERVICES CO                     COMMON SHS      055482103        43       1150 SH       DEFINED A       1150         0         0
BJ'S RESTAURANT INC                COMMON SHS      09180C106     10935     489500 SH       DEFINED A     476100         0     13400
BLACK & DECKER CORP                COMMON SHS      091797100      4928      58342 SH       DEFINED 9      55692         0      2650
BLACK & DECKER CORP                COMMON SHS      091797100        19        221 SH       DEFINED A        221         0         0
BLACKBAUD INC                      COMMON SHS      09227Q100        11        500 SH       DEFINED 9        500         0         0
BLACKBAUD INC                      COMMON SHS      09227Q100      6476     285300 SH       DEFINED A     277300         0      8000
BLACKROCK GLOBAL OPP EQTY TR       COMMON SHS      092501105      1012      40625 SH       DEFINED 9      40625         0         0
BLACKROCK INC                      COMMON SHS      09247X101        14        100 SH       DEFINED 9        100         0         0
BLACKROCK INC                      COMMON SHS      09247X101     24282     174474 SH       DEFINED A     174474         0         0
BLACKROCK NEW YORK INSURED MUNICIP COMMON SHS      09249U105       496      36750 SH       DEFINED 9      36750         0         0
BLOCKBUSTER INC                    COMMON SHS      093679108     12005    2410730 SH       DEFINED 2    2410730         0         0
BLOCKBUSTER INC                    COMMON SHS      093679108         3        654 SH       DEFINED 9        654         0         0
BLOCKBUSTER INC                    COMMON SHS      093679108      4066     816440 SH       DEFINED E     816440         0         0
BMC SOFTWARE INC                   COMMON SHS      055921100     15085     631173 SH       DEFINED 1     631173         0         0
BMC SOFTWARE INC                   COMMON SHS      055921100     14781     618442 SH       DEFINED 2     360470         0    257972
BMC SOFTWARE INC                   COMMON SHS      055921100      5525     231163 SH       DEFINED 6     231163         0         0
BMC SOFTWARE INC                   COMMON SHS      055921100     16610     694970 SH       DEFINED 8     694970         0         0
BMC SOFTWARE INC                   COMMON SHS      055921100       286      11950 SH       DEFINED 9       9950         0      2000
BMC SOFTWARE INC                   COMMON SHS      055921100      2430     101688 SH       DEFINED A     101688         0         0
BMC SOFTWARE INC                   COMMON SHS      055921100       817      34187 SH       DEFINED C      34187         0         0
BMC SOFTWARE INC                   COMMON SHS      055921100      1894      79242 SH       DEFINED D      79242         0         0
BMC SOFTWARE INC                   COMMON SHS      055921100     22697     949683 SH       DEFINED E     183080         0    766603
BMC SOFTWARE INC                   COMMON SHS      055921100       125       5220 SH       DEFINED         5220         0         0
BMC SOFTWARE INC                   COMMON SHS      055921100      1112      46545 SH       DEFINED L      46545         0         0
BMC SOFTWARE INC                   COMMON SHS      055921100       438      18306 SH       DEFINED M      18306         0         0
BOB EVANS FARMS INC                COMMON SHS      096761101     11452     381600 SH       DEFINED 4     381100         0       500
BOEING CO                          COMMON SHS      097023105         1         18 SH       DEFINED 6         18         0         0
BOEING CO                          COMMON SHS      097023105     81910    1000000 SH       DEFINED 7    1000000         0         0
BOEING CO                          COMMON SHS      097023105       197       2400 SH       DEFINED 8       2400         0         0
BOEING CO                          COMMON SHS      097023105      2418      29515 SH       DEFINED 9      28134       200      1181
BOEING CO                          COMMON SHS      097023105     31768     387843 SH       DEFINED A     363943         0     23900
BOEING CO                          COMMON SHS      097023105       205       2500 SH       DEFINED E          0         0      2500
BOEING CO                          COMMON SHS      097023105         8        100 SH       DEFINED L        100         0         0
BORG WARNER INC                    COMMON SHS      099724106      2967      45570 SH       DEFINED 9      44370         0      1200
BORG WARNER INC                    COMMON SHS      099724106     72605    1115290 SH       DEFINED A    1115290         0         0
BOSTON PRIVATE FINANCIAL HOLDINGS  COMMON SHS      101119105     13807     494860 SH       DEFINED A     494860         0         0
BOSTON PRIVATE FINANCIAL HOLDINGS  COMMON SHS      101119105      1507      54000 SH       DEFINED C      54000         0         0
BOSTON PROPERTIES INC              COMMON SHS      101121101      2197      24300 SH       DEFINED 9      24300         0         0
BOSTON PROPERTIES INC              COMMON SHS      101121101       247       2728 SH       DEFINED A       2728         0         0
BOSTON SCIENTIFIC CORP             COMMON SHS      101137107     20511    1218020 SH       DEFINED 1    1218020         0         0
BOSTON SCIENTIFIC CORP             COMMON SHS      101137107     25695    1525826 SH       DEFINED 2    1247820         0    278006
BOSTON SCIENTIFIC CORP             COMMON SHS      101137107    265396   15759881 SH       DEFINED 5   15759881         0         0
BOSTON SCIENTIFIC CORP             COMMON SHS      101137107         1         53 SH       DEFINED 6         53         0         0
BOSTON SCIENTIFIC CORP             COMMON SHS      101137107       989      58720 SH       DEFINED 8      58720         0         0
BOSTON SCIENTIFIC CORP             COMMON SHS      101137107     13865     823340 SH       DEFINED 9     815273         0      8067
BOSTON SCIENTIFIC CORP             COMMON SHS      101137107     11221     666336 SH       DEFINED A     382036         0    284300
BOSTON SCIENTIFIC CORP             COMMON SHS      101137107       935      55550 SH       DEFINED C      55550         0         0
BOSTON SCIENTIFIC CORP             COMMON SHS      101137107      2898     172080 SH       DEFINED D     172080         0         0
BOSTON SCIENTIFIC CORP             COMMON SHS      101137107     26057    1547304 SH       DEFINED E     732404         0    814900
BOSTON SCIENTIFIC CORP             COMMON SHS      101137107        52       3060 SH       DEFINED         3060         0         0
BOSTON SCIENTIFIC CORP             COMMON SHS      101137107      1352      80270 SH       DEFINED L      80270         0         0
BOSTON SCIENTIFIC CORP             COMMON SHS      101137107       548      32530 SH       DEFINED M      32530         0         0
BOTTOMLINE TECHNOLOGIES INC        COMMON SHS      101388106      5924     727790 SH       DEFINED 6     727790         0         0
BOWATER INC                        COMMON SHS      102183100     18073     794400 SH       DEFINED 1     794400         0         0
BOWATER INC                        COMMON SHS      102183100       338      14870 SH       DEFINED 2      14870         0         0
BOWATER INC                        COMMON SHS      102183100     46569    2047000 SH       DEFINED 4    2044100         0      2900
BOWATER INC                        COMMON SHS      102183100     11845     520638 SH       DEFINED 8     520638         0         0
BP PLC                             SPONSORED ADR   055622104       351       5037 SH       DEFINED 1       4857         0       180
BP PLC                             SPONSORED ADR   055622104     19111     274540 SH       DEFINED 2     274540         0         0
BP PLC                             SPONSORED ADR   055622104      5311      76300 SH       DEFINED 4      76300         0         0
BP PLC                             SPONSORED ADR   055622104     30545     438800 SH       DEFINED 5     438800         0         0
BP PLC                             SPONSORED ADR   055622104     32600     468325 SH       DEFINED 6     464111         0      4214
BP PLC                             SPONSORED ADR   055622104     20549     295200 SH       DEFINED 7     295200         0         0
BP PLC                             SPONSORED ADR   055622104      6267      90036 SH       DEFINED 8      90036         0         0
BP PLC                             SPONSORED ADR   055622104    109943    1579417 SH       DEFINED 9    1522634      2528     54255
BP PLC                             SPONSORED ADR   055622104    302497    4345600 SH       DEFINED A    4342500         0      3100
BP PLC                             SPONSORED ADR   055622104       278       4000 SH       DEFINED M       4000         0         0
BP PRUDHOE BAY ROYALTY TR          COMMON SHS      055630107      4185      52375 SH       DEFINED 9      52375         0         0
BRADY CORP                         COMMON SHS      104674106     97664    2651023 SH       DEFINED 4    2647023         0      4000
BRADY CORP                         COMMON SHS      104674106        37       1000 SH       DEFINED 6       1000         0         0
BRANDYWINE REALTY TRUST            SH BEN INT NEW  105368203       140       4345 SH       DEFINED 6       4345         0         0
BRANDYWINE REALTY TRUST            SH BEN INT NEW  105368203     36973    1149300 SH       DEFINED A    1149300         0         0
BRE PROPERTIES INC                 CL A            05564E106      1118      20332 SH       DEFINED 9      20332         0         0
BRIGGS & STRATTON CORP             COMMON SHS      109043109     29555     950000 SH       DEFINED 4     945800         0      4200
BRIGHTPOINT INC                    COMMON SHS      109473405       211      15600 SH       DEFINED 9      15600         0         0
BRIGHTPOINT INC                    COMMON SHS      109473405         1         76 SH       DEFINED A         76         0         0
BRINKS COMPANY                     COMMON SHS      109696104       234       4150 SH       DEFINED 9       4150         0         0
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108    562298   21743940 SH       DEFINED 1   21568940         0    175000
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108     36622    1416175 SH       DEFINED 2    1131858         0    284317
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108    315313   12193070 SH       DEFINED 5   12193070         0         0
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108      5438     210274 SH       DEFINED 6     202342         0      7932
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108     17871     691061 SH       DEFINED 8     691061         0         0
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108     22366     864880 SH       DEFINED 9     827513         0     37367
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108    499566   19318108 SH       DEFINED A   19307708         0     10400
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108      2261      87430 SH       DEFINED C      87430         0         0
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108      3957     153021 SH       DEFINED D     153021         0         0
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108     75068    2902875 SH       DEFINED E    1382168         0   1520707
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108       100       3860 SH       DEFINED         3860         0         0
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108      1754      67845 SH       DEFINED L      67845         0         0
BRISTOL MYERS SQUIBB CO            COMMON SHS      110122108      1039      40171 SH       DEFINED M      40171         0         0
BRISTOW GROUP INC                  COMMON SHS      110394103      2210      61380 SH       DEFINED 1      61380         0         0
BRISTOW GROUP INC                  COMMON SHS      110394103     10922     303390 SH       DEFINED 2     303390         0         0
BRISTOW GROUP INC                  COMMON SHS      110394103     43178    1199400 SH       DEFINED 4    1197800         0      1600
BRISTOW GROUP INC                  COMMON SHS      110394103       578      16055 SH       DEFINED 9      14355         0      1700
BRISTOW GROUP INC                  COMMON SHS      110394103      2259      62760 SH       DEFINED A      62760         0         0
BRISTOW GROUP INC                  COMMON SHS      110394103       127       3520 SH       DEFINED D       3520         0         0
BRITISH AIRWAYS PLC                ADR 2ND INSTAL  110419306       522       8225 SH       DEFINED 2       8225         0         0
BRITISH AIRWAYS PLC                ADR 2ND INSTAL  110419306     31755     500000 SH       DEFINED 7     500000         0         0
BRITISH AIRWAYS PLC                ADR 2ND INSTAL  110419306         4         58 SH       DEFINED A         58         0         0
BRITISH AMERICAN TOBACCO PLC       SPONSORED ADR   110448107      6387     125950 SH       DEFINED 5     125950         0         0
BRITISH AMERICAN TOBACCO PLC       SPONSORED ADR   110448107        15        305 SH       DEFINED 9        305         0         0
BRITISH SKY BROADCASTING GROUP PLC SPONSORED ADR   111013108     18613     438063 SH       DEFINED 6     438063         0         0
BROADCOM CORP                      CL A            111320107        60       1987 SH       DEFINED 6       1987         0         0
BROADCOM CORP                      CL A            111320107      1613      53677 SH       DEFINED 9      53677         0         0
BROADCOM CORP                      CL A            111320107     53018    1764316 SH       DEFINED A    1764316         0         0
BRONCO DRILLING COMPANY INC        COMMON SHS      112211107      2925     140000 SH       DEFINED A     140000         0         0
BROOKDALE SENIOR LIVING INC        COMMON SHS      112463104      1154      25800 SH       DEFINED A      23100         0      2700
BROOKFIELD ASSET MANAGEMENT        COMMON SHS      112585104       125       3082 SH       DEFINED 6       3082         0         0
BROOKFIELD ASSET MANAGEMENT        COMMON SHS      112585104    173471    3866949 SH       DEFINED 8    3866949         0         0
BROOKFIELD ASSET MANAGEMENT        COMMON SHS      112585104     51776    1268250 SH       DEFINED A    1268250         0         0
BROOKFIELD PROPERTIES CORP         COMMON SHS      112900105        73       2262 SH       DEFINED 6       2262         0         0
BROOKFIELD PROPERTIES CORP         COMMON SHS      112900105     26608     827100 SH       DEFINED A     827100         0         0
BROWN & BROWN INC                  COMMON SHS      115236101       186       6363 SH       DEFINED 6       6363         0         0
BROWN & BROWN INC                  COMMON SHS      115236101     79470    2719710 SH       DEFINED A    2719710         0         0
BROWN SHOE CO INC                  COMMON SHS      115736100     44440    1304000 SH       DEFINED 4    1298000         0      6000
BROWN-FORMAN CORP                  COMMON SHS      115637100     48229     671720 SH       DEFINED 5     671720         0         0
BROWN-FORMAN CORP                  COMMON SHS      115637209    109132    1527384 SH       DEFINED 5    1527384         0         0
BROWN-FORMAN CORP                  COMMON SHS      115637209       217       3040 SH       DEFINED 9       3040         0         0
BUCKEYE PARTNERS LP                UNIT LTD PARTN  118230101       263       6260 SH       DEFINED 9       6260         0         0
BUNGE LTD                          COMMON SHS      G16962105    111103    2211000 SH       DEFINED 4    2208300         0      2700
BUNGE LTD                          COMMON SHS      G16962105       463       9207 SH       DEFINED 6       9207         0         0
BUNGE LTD                          COMMON SHS      G16962105       228       4540 SH       DEFINED 8       4540         0         0
BUNGE LTD                          COMMON SHS      G16962105     24837     494263 SH       DEFINED 9     490089         0      4174
BUNGE LTD                          COMMON SHS      G16962105    160540    3194828 SH       DEFINED A    3143228         0     51600
BUNGE LTD                          COMMON SHS      G16962105      2352      46800 SH       DEFINED C      46800         0         0
BUNGE LTD                          COMMON SHS      G16962105       357       7100 SH       DEFINED E          0         0      7100
BUNGE LTD                          COMMON SHS      G16962105        15        290 SH       DEFINED L        290         0         0
BUNGE LTD                          COMMON SHS      G16962105       201       4000 SH       DEFINED M       4000         0         0
BURLINGTON NORTHERN SANTA FE CORP  COMMON SHS      12189T104     45173     570000 SH       DEFINED 4     570000         0         0
BURLINGTON NORTHERN SANTA FE CORP  COMMON SHS      12189T104     45451     573518 SH       DEFINED 9     564407      2000      7111
BURLINGTON NORTHERN SANTA FE CORP  COMMON SHS      12189T104       396       5000 SH       DEFINED M       5000         0         0
C H ROBINSON WORLDWIDE INC         COMMON SHS      12541W209       488       9162 SH       DEFINED 6       9162         0         0
C H ROBINSON WORLDWIDE INC         COMMON SHS      12541W209    139913    2625001 SH       DEFINED A    2625001         0         0
C R BARD INC                       COMMON SHS      067383109       413       5638 SH       DEFINED 6       5638         0         0
C R BARD INC                       COMMON SHS      067383109      1567      21383 SH       DEFINED 9      21383         0         0
C R BARD INC                       COMMON SHS      067383109     92217    1258770 SH       DEFINED A    1258770         0         0
C R BARD INC                       COMMON SHS      067383109      2007      27400 SH       DEFINED C      27400         0         0
CA, INC.                           COMMON SHS      12673P105       512      24937 SH       DEFINED 9      19237         0      5700
CABLEVISION SYSTEMS CORP           COMMON SHS      12686C109    129215    6024000 SH       DEFINED 5    6024000         0         0
CABLEVISION SYSTEMS CORP           COMMON SHS      12686C109        12        575 SH       DEFINED 6        575         0         0
CABLEVISION SYSTEMS CORP           COMMON SHS      12686C109        38       1757 SH       DEFINED 9       1757         0         0
CABOT CORP                         COMMON SHS      127055101     27516     797100 SH       DEFINED 4     793000         0      4100
CABOT CORP                         COMMON SHS      127055101     32770     949302 SH       DEFINED 6     949302         0         0
CABOT CORP                         COMMON SHS      127055101       565      16370 SH       DEFINED 9      14370         0      2000
CABOT CORP                         COMMON SHS      127055101     42296    1225273 SH       DEFINED A    1217073         0      8200
CABOT CORP                         COMMON SHS      127055101       677      19600 SH       DEFINED C      19600         0         0
CADBURY SCHWEPPES PLC              ADR             127209302        68       1750 SH       DEFINED 2       1750         0         0
CADBURY SCHWEPPES PLC              ADR             127209302     29265     753867 SH       DEFINED 6     753867         0         0
CADBURY SCHWEPPES PLC              ADR             127209302       326       8390 SH       DEFINED 9       8390         0         0
CADENCE DESIGN SYS INC             COMMON SHS      127387108    457005   26647497 SH       DEFINED 1   26517497         0    130000
CADENCE DESIGN SYS INC             COMMON SHS      127387108     21198    1236059 SH       DEFINED 2     894640         0    341419
CADENCE DESIGN SYS INC             COMMON SHS      127387108      4392     256113 SH       DEFINED 6     256113         0         0
CADENCE DESIGN SYS INC             COMMON SHS      127387108      1376      80260 SH       DEFINED 8      80260         0         0
CADENCE DESIGN SYS INC             COMMON SHS      127387108        27       1600 SH       DEFINED 9       1600         0         0
CADENCE DESIGN SYS INC             COMMON SHS      127387108      2193     127896 SH       DEFINED C     127896         0         0
CADENCE DESIGN SYS INC             COMMON SHS      127387108      4001     233309 SH       DEFINED D     233309         0         0
CADENCE DESIGN SYS INC             COMMON SHS      127387108     43908    2560210 SH       DEFINED E     776674         0   1783536
CADENCE DESIGN SYS INC             COMMON SHS      127387108      2140     124760 SH       DEFINED L     124760         0         0
CADENCE DESIGN SYS INC             COMMON SHS      127387108      1129      65852 SH       DEFINED M      65852         0         0
CAE INC                            COMMON SHS      124765108      1400     164697 SH       DEFINED 1     164697         0         0
CAE INC                            COMMON SHS      124765108      4789     563373 SH       DEFINED 2     563373         0         0
CAE INC                            COMMON SHS      124765108     27663    3254460 SH       DEFINED 6    3254460         0         0
CAE INC                            COMMON SHS      124765108     14927    1756157 SH       DEFINED 8    1756157         0         0
CAE INC                            COMMON SHS      124765108       712      83793 SH       DEFINED A      83793         0         0
CAE INC                            COMMON SHS      124765108       171      20096 SH       DEFINED D      20096         0         0
CALAMOS ASSET MANAGEMENT INC       COMMON SHS      12811R104     33343    1150146 SH       DEFINED A    1150146         0         0
CALAMOS ASSET MANAGEMENT INC       COMMON SHS      12811R104       603      20800 SH       DEFINED C      20800         0         0
CALIFORNIA PIZZA KITCHEN INC       COMMON SHS      13054D109     18011     655431 SH       DEFINED 6     655431         0         0
CALUMET SPECIALTY PRODS PTNRS      COMMON SHS      131476103       205       6475 SH       DEFINED 9       6475         0         0
CAMBIOR INC                        COMMON SHS      13201L103      6454    2130000 SH       DEFINED A    2130000         0         0
CAMDEN PROPERTY TRUST              SH BEN INT      133131102       212       2883 SH       DEFINED 9       2883         0         0
CAMECO CORP                        COMMON SHS      13321L108      1245      28000 SH       DEFINED 2      28000         0         0
CAMECO CORP                        COMMON SHS      13321L108     54090    1271025 SH       DEFINED 9    1265425      1100      4500
CAMECO CORP                        COMMON SHS      13321L108      1079      27000 SH       DEFINED A      27000         0         0
CAMECO CORP                        COMMON SHS      13321L108      2105      48000 SH       DEFINED        48000         0         0
CAMECO CORP                        COMMON SHS      13321L108       719      18000 SH       DEFINED M      18000         0         0
CAMERON INTERNATIONAL CORP         COMMON SHS      13342B105       760      15900 SH       DEFINED 9      15900         0         0
CAMPBELL SOUP CO                   COMMON SHS      134429109      1002      26988 SH       DEFINED 9      26988         0         0
CANADIAN IMPERIAL BANK OF COMMERCE COMMON SHS      136069101    237930    3184715 SH       DEFINED 8    3184715         0         0
CANADIAN IMPERIAL BANK OF COMMERCE COMMON SHS      136069101       200       2982 SH       DEFINED 9       2982         0         0
CANADIAN NATIONAL RAILWAY CO       COMMON SHS      136375102    330382    6775674 SH       DEFINED 8    6775674         0         0
CANADIAN NATIONAL RAILWAY CO       COMMON SHS      136375102      9104     208080 SH       DEFINED 9     207180         0       900
CANADIAN NATURAL RESOURCES LTD     COMMON SHS      136385101    277561    4497095 SH       DEFINED 8    4497095         0         0
CANADIAN NATURAL RESOURCES LTD     COMMON SHS      136385101       188       3400 SH       DEFINED 9       3400         0         0
CANADIAN PACIFIC RAILWAY LTD       COMMON SHS      13645T100    125238    2200640 SH       DEFINED 8    2200640         0         0
CANADIAN PACIFIC RAILWAY LTD       COMMON SHS      13645T100        80       1568 SH       DEFINED 9       1568         0         0
CANON INC                          ADR             138006309      6138      83779 SH       DEFINED 8      83779         0         0
CANON INC                          ADR             138006309     17673     241199 SH       DEFINED 9     240399         0       800
CAPITAL ONE FINANCIAL CORP         COMMON SHS      14040H105    169905    1988360 SH       DEFINED 5    1988360         0         0
CAPITAL ONE FINANCIAL CORP         COMMON SHS      14040H105        42        486 SH       DEFINED 6        486         0         0
CAPITAL ONE FINANCIAL CORP         COMMON SHS      14040H105       313       3660 SH       DEFINED 8       3660         0         0
CAPITAL ONE FINANCIAL CORP         COMMON SHS      14040H105      1988      23261 SH       DEFINED 9      21961       500       800
CAPITAL ONE FINANCIAL CORP         COMMON SHS      14040H105     54654     639607 SH       DEFINED A     598807         0     40800
CAPITAL ONE FINANCIAL CORP         COMMON SHS      14040H105       299       3500 SH       DEFINED E          0         0      3500
CAPITAL ONE FINANCIAL CORP         COMMON SHS      14040H105        11        130 SH       DEFINED L        130         0         0
CAPITAL TRUST- CL A- REIT          CL A NEW        14052H506       178       5005 SH       DEFINED 6       5005         0         0
CAPITAL TRUST- CL A- REIT          CL A NEW        14052H506     22366     627900 SH       DEFINED A     627900         0         0
CAPITALSOURCE INC                  COMMON SHS      14055X102      2526     107684 SH       DEFINED 6      94430         0     13254
CAPITALSOURCE INC                  COMMON SHS      14055X102       616      26251 SH       DEFINED 8      26251         0         0
CAPITALSOURCE INC                  COMMON SHS      14055X102       359      15312 SH       DEFINED 9      15312         0         0
CAPITALSOURCE INC                  COMMON SHS      14055X102    205592    8763509 SH       DEFINED A    8455777         0    307732
CAPITALSOURCE INC                  COMMON SHS      14055X102      2236      95290 SH       DEFINED C      95290         0         0
CAPITALSOURCE INC                  COMMON SHS      14055X102       816      34787 SH       DEFINED E          0         0     34787
CAPITALSOURCE INC                  COMMON SHS      14055X102        27       1172 SH       DEFINED L       1172         0         0
CAPITALSOURCE INC                  DBCV3.500% 7/1  14055XAD4      8024    8000000 PRN      DEFINED A    8000000         0         0
CARDINAL HEALTH INC                COMMON SHS      14149Y108       515       8000 SH       DEFINED 2       8000         0         0
CARDINAL HEALTH INC                COMMON SHS      14149Y108      3834      59597 SH       DEFINED 6      59597         0         0
CARDINAL HEALTH INC                COMMON SHS      14149Y108     19299     300000 SH       DEFINED 7     300000         0         0
CARDINAL HEALTH INC                COMMON SHS      14149Y108      1545      24010 SH       DEFINED 8      24010         0         0
CARDINAL HEALTH INC                COMMON SHS      14149Y108      2580      40111 SH       DEFINED 9      35619         0      4492
CARDINAL HEALTH INC                COMMON SHS      14149Y108      7547     117313 SH       DEFINED A      80513         0     36800
CARDINAL HEALTH INC                COMMON SHS      14149Y108       722      11220 SH       DEFINED C      11220         0         0
CARDINAL HEALTH INC                COMMON SHS      14149Y108      4746      73777 SH       DEFINED E          0         0     73777
CARDINAL HEALTH INC                COMMON SHS      14149Y108         6        100 SH       DEFINED L        100         0         0
CARDIOME PHARMA CORP               COMMON SHS      14159U202      1084     110600 SH       DEFINED 8     110600         0         0
CAREER EDUCATION CORP              COMMON SHS      141665109       321      10750 SH       DEFINED 9      10750         0         0
CAREMARK RX INC                    COMMON SHS      141705103       909      18224 SH       DEFINED 6      15855         0      2369
CAREMARK RX INC                    COMMON SHS      141705103      3771      75625 SH       DEFINED 7      75625         0         0
CAREMARK RX INC                    COMMON SHS      141705103       295       5920 SH       DEFINED 8       5920         0         0
CAREMARK RX INC                    COMMON SHS      141705103       139       2778 SH       DEFINED 9       1775         0      1003
CAREMARK RX INC                    COMMON SHS      141705103     28905     579615 SH       DEFINED A     579615         0         0
CARLISLE COMPANIES INC             COMMON SHS      142339100    242145    3053537 SH       DEFINED 4    3052237         0      1300
CARNIVAL CORP                      COMMON SHS      143658300     12434     297900 SH       DEFINED 1     297900         0         0
CARNIVAL CORP                      COMMON SHS      143658300      3018      72310 SH       DEFINED 6      63987         0      8323
CARNIVAL CORP                      COMMON SHS      143658300     20870     500000 SH       DEFINED 7     500000         0         0
CARNIVAL CORP                      COMMON SHS      143658300      1467      35140 SH       DEFINED 8      35140         0         0
CARNIVAL CORP                      COMMON SHS      143658300     13910     333257 SH       DEFINED 9     332057         0      1200
CARNIVAL CORP                      COMMON SHS      143658300     97642    2339293 SH       DEFINED A    2220593         0    118700
CARNIVAL CORP                      COMMON SHS      143658300     35654     854200 SH       DEFINED E     377600         0    476600
CARNIVAL CORP                      COMMON SHS      143658300       334       8000 SH       DEFINED M       8000         0         0
CARNIVAL CORP                      DBCV2.000% 4/1  143658AN2     20296   18000000 PRN      DEFINED A   18000000         0         0
CASELLA WASTE SYSTEMS INC          COMMON SHS      147448104     16715    1276897 SH       DEFINED 6    1276897         0         0
CASEYS GENERAL STORES INC          COMMON SHS      147528103     40521    1620200 SH       DEFINED 4    1612200         0      8000
CATERPILLAR INC                    COMMON SHS      149123101      7251      97350 SH       DEFINED 9      91910         0      5440
CATO CORP                          COMMON SHS      149205106     11633     450000 SH       DEFINED 4     450000         0         0
CAVALIER HOMES INC                 COMMON SHS      149507105      2290     432000 SH       DEFINED 4     432000         0         0
CB RICHARD ELLIS GROUP INC         COMMON SHS      12497T101       344      13800 SH       DEFINED 9      13800         0         0
CB RICHARD ELLIS GROUP INC         COMMON SHS      12497T101     12553     504140 SH       DEFINED A     504140         0         0
CBL & ASSOCIATES PROPERTIES INC    COMMON SHS      124830100     21626     555500 SH       DEFINED A     555500         0         0
CBS CORP                           COMMON SHS      124857103      2706     100000 SH       DEFINED 7     100000         0         0
CBS CORP                           COMMON SHS      124857103       304      11244 SH       DEFINED 9      11244         0         0
CBS CORP                           COMMON SHS      124857202     83508    3087164 SH       DEFINED 5    3087164         0         0
CBS CORP                           COMMON SHS      124857202         9        330 SH       DEFINED 6        330         0         0
CBS CORP                           COMMON SHS      124857202      1353      50000 SH       DEFINED 7      50000         0         0
CBS CORP                           COMMON SHS      124857202       287      10602 SH       DEFINED 8      10602         0         0
CBS CORP                           COMMON SHS      124857202      2697      99698 SH       DEFINED 9      92265         0      7433
CBS CORP                           COMMON SHS      124857202         6        219 SH       DEFINED A        219         0         0
CDI CORP                           COMMON SHS      125071100     24551     846600 SH       DEFINED A     833000         0     13600
CDW CORP                           COMMON SHS      12512N105       414       7575 SH       DEFINED 9       7575         0         0
CDW CORP                           COMMON SHS      12512N105         7        122 SH       DEFINED A        122         0         0
CE FRANKLIN LTD                    COMMON SHS      125151100       207      12800 SH       DEFINED 8      12800         0         0
CEDAR FAIR LP                      DEPOSITRY UNIT  150185106      2046      77075 SH       DEFINED 9      76075         0      1000
CEDAR SHOPPING CENTERS INC         COM NEW         150602209        81       5510 SH       DEFINED 6       5510         0         0
CEDAR SHOPPING CENTERS INC         COM NEW         150602209     37484    2546500 SH       DEFINED A    2546500         0         0
CELANESE CORP                      PFD 4.25% CONV  150870202     11297     375000 SH       DEFINED A     375000         0         0
CELESTICA INC                      COMMON SHS      15101Q108      3280     343812 SH       DEFINED 1     343812         0         0
CELESTICA INC                      COMMON SHS      15101Q108     11132    1054090 SH       DEFINED 2     782990         0    271100
CELESTICA INC                      COMMON SHS      15101Q108     17258    1632693 SH       DEFINED 8    1632693         0         0
CELESTICA INC                      COMMON SHS      15101Q108       376      35585 SH       DEFINED E      35585         0         0
CELGENE CORP                       COMMON SHS      151020104      1035      21812 SH       DEFINED 6      21812         0         0
CELGENE CORP                       COMMON SHS      151020104     38228     805991 SH       DEFINED 9     801191       200      4600
CELGENE CORP                       COMMON SHS      151020104    153880    3244362 SH       DEFINED A    3238462         0      5900
CELGENE CORP                       COMMON SHS      151020104       213       4500 SH       DEFINED         4500         0         0
CELGENE CORP                       COMMON SHS      151020104      1091      23000 SH       DEFINED M      23000         0         0
CELGENE CORP                       NOTE 1.750% 6/0 151020AC8     23580    6000000 PRN      DEFINED A    6000000         0         0
CELL GENESYS INC                   COMMON SHS      150921104      3658     728700 SH       DEFINED 9     728700         0         0
CEMEX SA                           ADR             151290889       184       3238 SH       DEFINED 1       3238         0         0
CEMEX SA                           ADR             151290889       855      15000 SH       DEFINED 2      15000         0         0
CEMEX SA                           ADR             151290889      4924      86439 SH       DEFINED 6      86439         0         0
CEMEX SA                           ADR             151290889      1863      32700 SH       DEFINED 8      32700         0         0
CEMEX SA                           ADR             151290889     28928     507778 SH       DEFINED 9     507278       500         0
CEMEX SA                           ADR             151290889       804      14120 SH       DEFINED A      14120         0         0
CEMEX SA                           ADR             151290889      1373      24100 SH       DEFINED        24100         0         0
CEMEX SA                           ADR             151290889       684      12000 SH       DEFINED M      12000         0         0
CENDANT CORP                       COMMON SHS      151313103    207197   12719270 SH       DEFINED 5   12719270         0         0
CENDANT CORP                       COMMON SHS      151313103         2        120 SH       DEFINED 6        120         0         0
CENDANT CORP                       COMMON SHS      151313103       182      11200 SH       DEFINED 8      11200         0         0
CENDANT CORP                       COMMON SHS      151313103        16       1000 SH       DEFINED 9       1000         0         0
CENDANT CORP                       COMMON SHS      151313103      8351     512628 SH       DEFINED A     374128         0    138500
CENDANT CORP                       COMMON SHS      151313103       189      11600 SH       DEFINED E          0         0     11600
CENDANT CORP                       COMMON SHS      151313103         8        520 SH       DEFINED L        520         0         0
CENTENNIAL BANK HOLDINGS INC       COMMON SHS      151345303       156      15100 SH       DEFINED 5      15100         0         0
CENTERPOINT ENERGY INC             COMMON SHS      15189T107       248      19840 SH       DEFINED 8      19840         0         0
CENTERPOINT ENERGY INC             COMMON SHS      15189T107        13       1000 SH       DEFINED 9       1000         0         0
CENTERPOINT ENERGY INC             COMMON SHS      15189T107    103240    8259200 SH       DEFINED A    8209200         0     50000
CENTERPOINT ENERGY INC             NOTE 3.750%5/1  15189TAM9     11438   10000000 PRN      DEFINED A   10000000         0         0
CENTEX CORP                        COMMON SHS      152312104        40        800 SH       DEFINED 9        800         0         0
CENTEX CORP                        COMMON SHS      152312104     22876     454800 SH       DEFINED A     454800         0         0
CENTRAL FUND CANADA- CLASS A       CL A            153501101     10793    1255000 SH       DEFINED A    1255000         0         0
CENTRAL GARDEN & PET CO            COMMON SHS      153527106      7013     162900 SH       DEFINED 9     162900         0         0
CENTRAL PARKING CORP               COMMON SHS      154785109     13046     815400 SH       DEFINED 2     815400         0         0
CENTRAL PARKING CORP               COMMON SHS      154785109       655      40941 SH       DEFINED 6      40941         0         0
CENTRAL PARKING CORP               COMMON SHS      154785109      7491     468200 SH       DEFINED 8     468200         0         0
CENTRAL PARKING CORP               COMMON SHS      154785109       195      12211 SH       DEFINED D      12211         0         0
CENTRAL PARKING CORP               COMMON SHS      154785109      2675     167165 SH       DEFINED E     167165         0         0
CENTRAL VERMONT PUBLIC SERVICE COR COMMON SHS      155771108       488      26400 SH       DEFINED 4      26400         0         0
CENTRAL VERMONT PUBLIC SERVICE COR COMMON SHS      155771108        37       2000 SH       DEFINED 9       2000         0         0
CENTRAL VERMONT PUBLIC SERVICE COR COMMON SHS      155771108      2003     108400 SH       DEFINED A     108400         0         0
CENTURYTEL INC                     COMMON SHS      156700106       505      13593 SH       DEFINED 9      13593         0         0
CENTURYTEL INC                     COMMON SHS      156700106         3         93 SH       DEFINED A         93         0         0
CENVEO INC                         COMMON SHS      15670S105      3075     171300 SH       DEFINED A     171300         0         0
CEPHALON INC                       COMMON SHS      156708109      4326      71980 SH       DEFINED A      69880         0      2100
CERIDIAN CORP                      COMMON SHS      156779100      2678     109589 SH       DEFINED 1     109589         0         0
CERIDIAN CORP                      COMMON SHS      156779100       705      28860 SH       DEFINED 6      28860         0         0
CERIDIAN CORP                      COMMON SHS      156779100       178       7300 SH       DEFINED 9       5300         0      2000
CERNER CORP                        COMMON SHS      156782104      1585      42700 SH       DEFINED A      42700         0         0
CERUS CORP                         COMMON SHS      157085101      1426     200000 SH       DEFINED A     200000         0         0
CHAMPPS ENTERTAINMENT INC          COMMON SHS      158787101      6035     920000 SH       DEFINED 4     920000         0         0
CHAPARRAL STEEL                    COMMON SHS      159423102     38498     534545 SH       DEFINED 4     534545         0         0
CHARLES RIVER LABORATORIES INTL IN COMMON SHS      159864107         2         42 SH       DEFINED 6         42         0         0
CHARLES RIVER LABORATORIES INTL IN COMMON SHS      159864107       322       8760 SH       DEFINED 8       8760         0         0
CHARLES RIVER LABORATORIES INTL IN COMMON SHS      159864107        32        870 SH       DEFINED 9        870         0         0
CHARLES RIVER LABORATORIES INTL IN COMMON SHS      159864107     23620     641836 SH       DEFINED A     522636         0    119200
CHARLES RIVER LABORATORIES INTL IN COMMON SHS      159864107       328       8900 SH       DEFINED C       8900         0         0
CHARLES RIVER LABORATORIES INTL IN COMMON SHS      159864107       456      12400 SH       DEFINED E          0         0     12400
CHARLES RIVER LABORATORIES INTL IN COMMON SHS      159864107        20        550 SH       DEFINED L        550         0         0
CHARLES SCHWAB CORP                COMMON SHS      808513105      1169      73166 SH       DEFINED 9      73166         0         0
CHARMING SHOPPES INC               COMMON SHS      161133103     49737    4425000 SH       DEFINED 4    4425000         0         0
CHARMING SHOPPES INC               COMMON SHS      161133103         6        557 SH       DEFINED A        557         0         0
CHARTERMAC                         SH BEN INT      160908109        51       2700 SH       DEFINED 9       2700         0         0
CHARTERMAC                         SH BEN INT      160908109     25737    1375600 SH       DEFINED A    1375600         0         0
CHECK POINT SOFTWARE TECHNOLOGIES  COMMON SHS      M22465104    272586   15505462 SH       DEFINED 1   15173452         0    332010
CHECK POINT SOFTWARE TECHNOLOGIES  COMMON SHS      M22465104    221104   12576998 SH       DEFINED 2   11869445         0    707553
CHECK POINT SOFTWARE TECHNOLOGIES  COMMON SHS      M22465104     16296     926983 SH       DEFINED 6     926983         0         0
CHECK POINT SOFTWARE TECHNOLOGIES  COMMON SHS      M22465104     24807    1411090 SH       DEFINED 8    1411090         0         0
CHECK POINT SOFTWARE TECHNOLOGIES  COMMON SHS      M22465104      1362      77496 SH       DEFINED A      77496         0         0
CHECK POINT SOFTWARE TECHNOLOGIES  COMMON SHS      M22465104      6428     365630 SH       DEFINED C     309430         0     56200
CHECK POINT SOFTWARE TECHNOLOGIES  COMMON SHS      M22465104     24768    1408851 SH       DEFINED E    1332901         0     75950
CHECK POINT SOFTWARE TECHNOLOGIES  COMMON SHS      M22465104       170       9690 SH       DEFINED         9690         0         0
CHECK POINT SOFTWARE TECHNOLOGIES  COMMON SHS      M22465104      2043     116220 SH       DEFINED L     116220         0         0
CHECK POINT SOFTWARE TECHNOLOGIES  COMMON SHS      M22465104       709      40310 SH       DEFINED M      40310         0         0
CHEMICAL FINL CORP                 COMMON SHS      163731102     14583     476564 SH       DEFINED 4     474759         0      1805
CHEROKEE INC                       COMMON SHS      16444H102       207       5000 SH       DEFINED 9       5000         0         0
CHESAPEAKE ENERGY CORP             COMMON SHS      165167107     18516     612100 SH       DEFINED 3     612100         0         0
CHESAPEAKE ENERGY CORP             COMMON SHS      165167107       670      22140 SH       DEFINED 6      22105         0        35
CHESAPEAKE ENERGY CORP             COMMON SHS      165167107       116       3830 SH       DEFINED 8       3830         0         0
CHESAPEAKE ENERGY CORP             COMMON SHS      165167107      1694      56000 SH       DEFINED 9      56000         0         0
CHESAPEAKE ENERGY CORP             COMMON SHS      165167107     59211    1957391 SH       DEFINED A    1914691         0     42700
CHESAPEAKE ENERGY CORP             COMMON SHS      165167107       200       6600 SH       DEFINED E          0         0      6600
CHESAPEAKE ENERGY CORP             COMMON SHS      165167107         5        160 SH       DEFINED L        160         0         0
CHEVRON CORPORATION                COMMON SHS      166764100    163879    2640650 SH       DEFINED 1    2640650         0         0
CHEVRON CORPORATION                COMMON SHS      166764100      2053      33080 SH       DEFINED 2      33080         0         0
CHEVRON CORPORATION                COMMON SHS      166764100     25044     403548 SH       DEFINED 3     403548         0         0
CHEVRON CORPORATION                COMMON SHS      166764100      9571     154228 SH       DEFINED 6     141614         0     12614
CHEVRON CORPORATION                COMMON SHS      166764100     18051     290870 SH       DEFINED 8     290870         0         0
CHEVRON CORPORATION                COMMON SHS      166764100     42759     688991 SH       DEFINED 9     671744         0     17247
CHEVRON CORPORATION                COMMON SHS      166764100    593962    9570778 SH       DEFINED A    9459978         0    110800
CHEVRON CORPORATION                COMMON SHS      166764100       761      12260 SH       DEFINED C      12260         0         0
CHEVRON CORPORATION                COMMON SHS      166764100      6073      97850 SH       DEFINED D      97850         0         0
CHEVRON CORPORATION                COMMON SHS      166764100     51834     835230 SH       DEFINED E     292830         0    542400
CHEVRON CORPORATION                COMMON SHS      166764100      3851      62060 SH       DEFINED L      62060         0         0
CHEVRON CORPORATION                COMMON SHS      166764100      1506      24260 SH       DEFINED M      24260         0         0
CHICAGO MERCANTILE EXCHANGE HOLDIN COMMON SHS      167760107        58        119 SH       DEFINED 6        119         0         0
CHICAGO MERCANTILE EXCHANGE HOLDIN COMMON SHS      167760107       265        540 SH       DEFINED 9        540         0         0
CHICAGO MERCANTILE EXCHANGE HOLDIN COMMON SHS      167760107     58599     119310 SH       DEFINED A     119310         0         0
CHICO'S FAS INC                    COMMON SHS      168615102      2033      75346 SH       DEFINED 9      75150       196         0
CHICO'S FAS INC                    COMMON SHS      168615102     77242    2862936 SH       DEFINED A    2862936         0         0
CHIQUITA BRANDS INTERNATIONAL INC  COMMON SHS      170032809     11162     810000 SH       DEFINED 8     810000         0         0
CHOICEPOINT INC                    COMMON SHS      170388102      6683     160000 SH       DEFINED 7     160000         0         0
CHOICEPOINT INC                    COMMON SHS      170388102       536      12830 SH       DEFINED 9      12830         0         0
CHOICEPOINT INC                    COMMON SHS      170388102      3342      80000 SH       DEFINED A      80000         0         0
CHRISTOPHER & BANKS CORP           COMMON SHS      171046105     30212    1041800 SH       DEFINED 4    1035600         0      6200
CHRISTOPHER & BANKS CORP           COMMON SHS      171046105      7008     241670 SH       DEFINED A     235470         0      6200
CHROMCRAFT REVINGTON INC           COMMON SHS      171117104      2330     200000 SH       DEFINED 4     200000         0         0
CHUBB CORP                         COMMON SHS      171232101      6766     135600 SH       DEFINED 4     135600         0         0
CHUBB CORP                         COMMON SHS      171232101        50       1000 SH       DEFINED 6       1000         0         0
CHUBB CORP                         COMMON SHS      171232101     11158     223598 SH       DEFINED 9     189500         0     34098
CHUBB CORP                         COMMON SHS      171232101        24        480 SH       DEFINED A        480         0         0
CHUNGHWA TELECOM CO LTD            ADR             17133Q205    324232   17554527 SH       DEFINED 1   17137697         0    416830
CHUNGHWA TELECOM CO LTD            ADR             17133Q205    137256    7431271 SH       DEFINED 2    7104411         0    326860
CHUNGHWA TELECOM CO LTD            ADR             17133Q205    155132    8399130 SH       DEFINED 5    8399130         0         0
CHUNGHWA TELECOM CO LTD            ADR             17133Q205      4328     234329 SH       DEFINED 6     234329         0         0
CHUNGHWA TELECOM CO LTD            ADR             17133Q205      3265     176790 SH       DEFINED 8      96090         0     80700
CHUNGHWA TELECOM CO LTD            ADR             17133Q205      3114     168600 SH       DEFINED 9     168000         0       600
CHUNGHWA TELECOM CO LTD            ADR             17133Q205      3862     209090 SH       DEFINED D     209090         0         0
CHUNGHWA TELECOM CO LTD            ADR             17133Q205       167       9030 SH       DEFINED E       9030         0         0
CHUNGHWA TELECOM CO LTD            ADR             17133Q205       571      30940 SH       DEFINED        30940         0         0
CHUNGHWA TELECOM CO LTD            ADR             17133Q205       118       6375 SH       DEFINED L       6375         0         0
CHUNGHWA TELECOM CO LTD            ADR             17133Q205       185      10000 SH       DEFINED M      10000         0         0
CHURCH & DWIGHT CO INC             COMMON SHS      171340102      1132      31090 SH       DEFINED 9      28090         0      3000
CIA DE BEBIDAS DAS AMERICAS (AMBEV SPON ADR PFD    20441W203        33        800 SH       DEFINED 9        800         0         0
CIA DE BEBIDAS DAS AMERICAS (AMBEV SPON ADR PFD    20441W203       264       6400 SH       DEFINED C       6400         0         0
CIA ENERGETICA DE MINAS GERAIS (CE SP ADR N-V PFD  204409601      6230     146200 SH       DEFINED C     146200         0         0
CIA VALE DO RIO DOCE               SPON ADR PFD    204412100    164698    8002794 SH       DEFINED 1    7762762         0    240032
CIA VALE DO RIO DOCE               SPON ADR PFD    204412100     60575    2943412 SH       DEFINED 2    2943412         0         0
CIA VALE DO RIO DOCE               SPON ADR PFD    204412100      8087     392948 SH       DEFINED 6     392948         0         0
CIA VALE DO RIO DOCE               SPON ADR PFD    204412100     95326    4631968 SH       DEFINED 8    4275348         0    356620
CIA VALE DO RIO DOCE               SPON ADR PFD    204412100        21       1000 SH       DEFINED 9       1000         0         0
CIA VALE DO RIO DOCE               SPON ADR PFD    204412100      7903     384000 SH       DEFINED A     384000         0         0
CIA VALE DO RIO DOCE               SPON ADR PFD    204412100    447483   21743574 SH       DEFINED C   21446674         0    296900
CIA VALE DO RIO DOCE               SPON ADR PFD    204412100      1559      75768 SH       DEFINED D      75768         0         0
CIA VALE DO RIO DOCE               SPON ADR PFD    204412100      1412      68606 SH       DEFINED E      30100         0     38506
CIA VALE DO RIO DOCE               SPON ADR PFD    204412100       695      33792 SH       DEFINED        33792         0         0
CIA VALE DO RIO DOCE               SPON ADR PFD    204412100      1509      73338 SH       DEFINED L      73338         0         0
CIA VALE DO RIO DOCE               SPON ADR PFD    204412100       615      29886 SH       DEFINED M      29886         0         0
CIA VALE DO RIO DOCE               SPONSORED ADR   204412209     24626    1024394 SH       DEFINED 1    1024394         0         0
CIA VALE DO RIO DOCE               SPONSORED ADR   204412209      4587     190800 SH       DEFINED 2     190800         0         0
CIA VALE DO RIO DOCE               SPONSORED ADR   204412209      1914      79600 SH       DEFINED 8      79600         0         0
CIA VALE DO RIO DOCE               SPONSORED ADR   204412209        12        500 SH       DEFINED 9        500         0         0
CIA VALE DO RIO DOCE               SPONSORED ADR   204412209         4        154 SH       DEFINED A        154         0         0
CIENA CORP                         COMMON SHS      171779101      4398     914440 SH       DEFINED A     914440         0         0
CIGNA CORP                         COMMON SHS      125509109     79628     808324 SH       DEFINED 1     808324         0         0
CIGNA CORP                         COMMON SHS      125509109      7187      72960 SH       DEFINED 2      31500         0     41460
CIGNA CORP                         COMMON SHS      125509109      2438      24752 SH       DEFINED 6      24752         0         0
CIGNA CORP                         COMMON SHS      125509109      2113      21450 SH       DEFINED 8      21450         0         0
CIGNA CORP                         COMMON SHS      125509109      1755      17818 SH       DEFINED 9      17818         0         0
CIGNA CORP                         COMMON SHS      125509109        25        258 SH       DEFINED A        258         0         0
CIGNA CORP                         COMMON SHS      125509109       908       9215 SH       DEFINED C       9215         0         0
CIGNA CORP                         COMMON SHS      125509109      2271      23049 SH       DEFINED D      23049         0         0
CIMAREX ENERGY CO                  COMMON SHS      171798101       577      13425 SH       DEFINED 9      13425         0         0
CINCINNATI FINANCIAL CORP          COMMON SHS      172062101       470      10000 SH       DEFINED 4      10000         0         0
CINTAS CORP                        COMMON SHS      172908105     54511    1371000 SH       DEFINED 4    1371000         0         0
CINTAS CORP                        COMMON SHS      172908105       992      24950 SH       DEFINED 9      24950         0         0
CIRCOR INTERNATIONAL INC           COMMON SHS      17273K109     27066     887700 SH       DEFINED 4     884800         0      2900
CISCO SYSTEMS INC                  COMMON SHS      17275R102     20965    1073500 SH       DEFINED 3    1073500         0         0
CISCO SYSTEMS INC                  COMMON SHS      17275R102        69       3521 SH       DEFINED 6       3521         0         0
CISCO SYSTEMS INC                  COMMON SHS      17275R102     26366    1350000 SH       DEFINED 7    1350000         0         0
CISCO SYSTEMS INC                  COMMON SHS      17275R102       631      32290 SH       DEFINED 8      32290         0         0
CISCO SYSTEMS INC                  COMMON SHS      17275R102     64153    3284869 SH       DEFINED 9    3250623      2350     31896
CISCO SYSTEMS INC                  COMMON SHS      17275R102    128044    6556291 SH       DEFINED A    6235591         0    320700
CISCO SYSTEMS INC                  COMMON SHS      17275R102       740      37900 SH       DEFINED E          0         0     37900
CISCO SYSTEMS INC                  COMMON SHS      17275R102        33       1680 SH       DEFINED L       1680         0         0
CIT GROUP INC                      COMMON SHS      125581108    116356    2225200 SH       DEFINED 4    2225200         0         0
CITIGROUP INC                      COMMON SHS      172967101     13853     287169 SH       DEFINED 4     287169         0         0
CITIGROUP INC                      COMMON SHS      172967101    303959    6300970 SH       DEFINED 5    6300970         0         0
CITIGROUP INC                      COMMON SHS      172967101      8359     173274 SH       DEFINED 6     155420         0     17854
CITIGROUP INC                      COMMON SHS      172967101     16953     351422 SH       DEFINED 8     351422         0         0
CITIGROUP INC                      COMMON SHS      172967101    110037    2281042 SH       DEFINED 9    2256454      2966     21622
CITIGROUP INC                      COMMON SHS      172967101       241       5000 SH CALL  DEFINED 9
CITIGROUP INC                      COMMON SHS      172967101     84890    1759738 SH       DEFINED A    1593638         0    166100
CITIGROUP INC                      COMMON SHS      172967101      1220      25300 SH       DEFINED E          0         0     25300
CITIGROUP INC                      COMMON SHS      172967101        42        870 SH       DEFINED L        870         0         0
CITIGROUP INC                      COMMON SHS      172967101       289       6000 SH       DEFINED M       6000         0         0
CITIZENS COMMUNICATIONS CO         COMMON SHS      17453B101      4540     347901 SH       DEFINED 9     345401      1500      1000
CITRIX SYSTEMS INC                 COMMON SHS      177376100       912      22715 SH       DEFINED 9      16715         0      6000
CITRIX SYSTEMS INC                 COMMON SHS      177376100      2747      68440 SH       DEFINED A      68440         0         0
CITY NATIONAL CORP                 COMMON SHS      178566105      5875      90253 SH       DEFINED 5      90253         0         0
CITY NATIONAL CORP                 COMMON SHS      178566105       488       7500 SH       DEFINED 9       7500         0         0
CITY NATIONAL CORP                 COMMON SHS      178566105     33343     512260 SH       DEFINED A     512260         0         0
CLARCOR INC                        COMMON SHS      179895107     12427     417164 SH       DEFINED 6     417164         0         0
CLAYTON HOLDINGS INC               COMMON SHS      18418N107      8780     672832 SH       DEFINED 6     672832         0         0
CLAYTON HOLDINGS INC               COMMON SHS      18418N107      9489     727100 SH       DEFINED A     707400         0     19700
CLEAN HARBORS INC                  COMMON SHS      184496107      7103     176200 SH       DEFINED 9     176200         0         0
CLEAR CHANNEL COMMUNICATIONS INC   COMMON SHS      184502102    381021   12310847 SH       DEFINED 5   12310847         0         0
CLEAR CHANNEL COMMUNICATIONS INC   COMMON SHS      184502102      1723      55674 SH       DEFINED 6      48361         0      7313
CLEAR CHANNEL COMMUNICATIONS INC   COMMON SHS      184502102     15475     500000 SH       DEFINED 7     500000         0         0
CLEAR CHANNEL COMMUNICATIONS INC   COMMON SHS      184502102       590      19054 SH       DEFINED 8      19054         0         0
CLEAR CHANNEL COMMUNICATIONS INC   COMMON SHS      184502102       524      16921 SH       DEFINED 9      16921         0         0
CLEAR CHANNEL COMMUNICATIONS INC   COMMON SHS      184502102     28231     912135 SH       DEFINED A     832535         0     79600
CLEAR CHANNEL COMMUNICATIONS INC   COMMON SHS      184502102       207       6700 SH       DEFINED E          0         0      6700
CLEAR CHANNEL COMMUNICATIONS INC   COMMON SHS      184502102         9        300 SH       DEFINED L        300         0         0
CLOROX CO                          COMMON SHS      189054109      6082      99752 SH       DEFINED 9      99752         0         0
CLOROX CO                          COMMON SHS      189054109         8        137 SH       DEFINED A        137         0         0
CMS ENERGY CORP                    NOTE2.875%12/0  125896AW0      6452    6000000 PRN      DEFINED A    6000000         0         0
CNA SURETY CORP                    COMMON SHS      12612L108       242      14000 SH       DEFINED 9      14000         0         0
CNH GLOBAL NV                      COMMON SHS      N20935206     47340    1979100 SH       DEFINED 4    1974600         0      4500
CNOOC LTD                          SPONSORED ADR   126132109       850      10580 SH       DEFINED 8      10580         0         0
COACH INC                          COMMON SHS      189754104     25613     856637 SH       DEFINED 9     853437      1600      1600
COACH INC                          COMMON SHS      189754104      1205      40300 SH       DEFINED A      40300         0         0
COACH INC                          COMMON SHS      189754104       239       8000 SH       DEFINED         8000         0         0
COACH INC                          COMMON SHS      189754104       598      20000 SH       DEFINED M      20000         0         0
COAST DISTRIBUTION SYSTEM INC      COMMON SHS      190345108       581      66800 SH       DEFINED 4      66800         0         0
COCA COLA FEMSA SA DE CV           SPON ADR REP L  191241108       251       8500 SH       DEFINED 9       7000         0      1500
COCA COLA FEMSA SA DE CV           SPON ADR REP L  191241108         1         47 SH       DEFINED A         47         0         0
COCA-COLA CO                       COMMON SHS      191216100     44096    1025000 SH       DEFINED 3    1025000         0         0
COCA-COLA CO                       COMMON SHS      191216100      2196      51053 SH       DEFINED 6      43643         0      7410
COCA-COLA CO                       COMMON SHS      191216100      1261      29305 SH       DEFINED 8      29305         0         0
COCA-COLA CO                       COMMON SHS      191216100     23911     555810 SH       DEFINED 9     546910       500      8400
COCA-COLA CO                       COMMON SHS      191216100     41307     960188 SH       DEFINED A     833088         0    127100
COCA-COLA CO                       COMMON SHS      191216100       417       9700 SH       DEFINED E          0         0      9700
COCA-COLA CO                       COMMON SHS      191216100        18        430 SH       DEFINED L        430         0         0
COCA-COLA ENTERPRISES INC          COMMON SHS      191219104    236403   11605462 SH       DEFINED 5   11605462         0         0
COCA-COLA ENTERPRISES INC          COMMON SHS      191219104         1         40 SH       DEFINED 9         40         0         0
COGNIZANT TECHNOLOGY SOLUTIONS COR COMMON SHS      192446102       500       7422 SH       DEFINED 6       7422         0         0
COGNIZANT TECHNOLOGY SOLUTIONS COR COMMON SHS      192446102      9482     140750 SH       DEFINED 9     139550       200      1000
COGNIZANT TECHNOLOGY SOLUTIONS COR COMMON SHS      192446102    265147    3935690 SH       DEFINED A    3935690         0         0
COGNOS INC                         COMMON SHS      19244C109       942      30000 SH       DEFINED 2      30000         0         0
COGNOS INC                         COMMON SHS      19244C109       142       4515 SH       DEFINED 8       4515         0         0
COGNOS INC                         COMMON SHS      19244C109     36756    1196048 SH       DEFINED 9    1191748         0      4300
COGNOS INC                         COMMON SHS      19244C109       711      25000 SH       DEFINED A      25000         0         0
COGNOS INC                         COMMON SHS      19244C109      1140      36800 SH       DEFINED        36800         0         0
COGNOS INC                         COMMON SHS      19244C109       427      15000 SH       DEFINED M      15000         0         0
COHERENT INC                       COMMON SHS      192479103     16950     502512 SH       DEFINED 6     502512         0         0
COHERENT INC                       COMMON SHS      192479103       105       3100 SH       DEFINED 9       3100         0         0
COHERENT INC                       COMMON SHS      192479103     22230     659060 SH       DEFINED A     659060         0         0
COHERENT INC                       COMMON SHS      192479103       519      15400 SH       DEFINED C      15400         0         0
COHU INC                           COMMON SHS      192576106     27252    1552814 SH       DEFINED 4    1546114         0      6700
COINSTAR INC                       COMMON SHS      19259P300     19053     795880 SH       DEFINED 2     795880         0         0
COINSTAR INC                       COMMON SHS      19259P300     21754     908700 SH       DEFINED 8     908700         0         0
COINSTAR INC                       COMMON SHS      19259P300       223       9307 SH       DEFINED D       9307         0         0
COINSTAR INC                       COMMON SHS      19259P300      2966     123886 SH       DEFINED E     123886         0         0
COLEY PHARMACEUTICAL GROUP         COMMON SHS      19388P106       583      50500 SH       DEFINED 6      50500         0         0
COLEY PHARMACEUTICAL GROUP         COMMON SHS      19388P106     12927    1119200 SH       DEFINED A    1093000         0     26200
COLGATE-PALMOLIVE CO               COMMON SHS      194162103       365       6089 SH       DEFINED 6       6089         0         0
COLGATE-PALMOLIVE CO               COMMON SHS      194162103         3         45 SH       DEFINED 8         45         0         0
COLGATE-PALMOLIVE CO               COMMON SHS      194162103     18037     301113 SH       DEFINED 9     298153         0      2960
COLGATE-PALMOLIVE CO               COMMON SHS      194162103        31        511 SH       DEFINED A        511         0         0
COLGATE-PALMOLIVE CO               COMMON SHS      194162103       359       6000 SH       DEFINED M       6000         0         0
COMCAST CORP                       COMMON SHS      20030N101      4911     150000 SH       DEFINED 1          0         0    150000
COMCAST CORP                       COMMON SHS      20030N101      2331      71195 SH       DEFINED 9      68460       442      2293
COMCAST CORP                       COMMON SHS      20030N101         6        183 SH       DEFINED A        183         0         0
COMCAST CORP                       COMMON SHS      20030N200    737777   22506938 SH       DEFINED 1   22506938         0         0
COMCAST CORP                       COMMON SHS      20030N200     31734     968090 SH       DEFINED 2     968090         0         0
COMCAST CORP                       COMMON SHS      20030N200    320297    9771104 SH       DEFINED 5    9771104         0         0
COMCAST CORP                       COMMON SHS      20030N200      1608      49053 SH       DEFINED 9      49053         0         0
COMCAST CORP                       COMMON SHS      20030N200      2786      85000 SH       DEFINED A      85000         0         0
COMCAST CORP                       COMMON SHS      20030N200      1706      52050 SH       DEFINED C      52050         0         0
COMCAST CORP                       COMMON SHS      20030N200      3461     105590 SH       DEFINED E     105590         0         0
COMERICA INC                       COMMON SHS      200340107       316       6083 SH       DEFINED 9       6083         0         0
COMFORT SYSTEMS USA INC            COMMON SHS      199908104       143      10000 SH       DEFINED 9      10000         0         0
COMMERCE BANCORP INC               COMMON SHS      200519106      4412     123698 SH       DEFINED 9     123698         0         0
COMMERCIAL VEHICLE GROUP INC       COMMON SHS      202608105      5343     258350 SH       DEFINED 9     258350         0         0
COMMUNITY HEALTH SYSTEMS INC       COMMON SHS      203668108       515      14022 SH       DEFINED 6      14022         0         0
COMMUNITY HEALTH SYSTEMS INC       COMMON SHS      203668108       477      12970 SH       DEFINED 9      12870         0       100
COMMUNITY HEALTH SYSTEMS INC       COMMON SHS      203668108    130079    3539556 SH       DEFINED A    3528956         0     10600
COMMUNITY HEALTH SYSTEMS INC       COMMON SHS      203668108      2870      78100 SH       DEFINED C      78100         0         0
COMPANHIA PARANAENSE DE ENERGIA-CO SPON ADR PFD    20441B407     70494    7580029 SH       DEFINED C    7580029         0         0
COMPANHIA SIDERURGICA NACIONAL SID SPONSORED ADR   20440W105       580      18000 SH       DEFINED 2      18000         0         0
COMPANHIA SIDERURGICA NACIONAL SID SPONSORED ADR   20440W105     18963     588925 SH       DEFINED 9     588925         0         0
COMPANHIA SIDERURGICA NACIONAL SID SPONSORED ADR   20440W105        29        900 SH       DEFINED          900         0         0
COMPANIA DE MINAS BUENAVENTURA SA  SPONSORED ADR   204448104     32436    1188986 SH       DEFINED A    1188986         0         0
COMPANIA DE MINAS BUENAVENTURA SA  SPONSORED ADR   204448104     32275    1183100 SH       DEFINED C    1183100         0         0
COMPASS BANCSHARES INC             COMMON SHS      20449H109       606      10900 SH       DEFINED 9      10900         0         0
COMPLETE  PRODUCTION SERVICES INC  COMMON SHS      20453E109      2577     109000 SH       DEFINED A     109000         0         0
COMPUTER PROGRAMS & SYS INC        COMMON SHS      205306103       807      20199 SH       DEFINED 6      20199         0         0
COMPUTER SCIENCES CORP             COMMON SHS      205363104         7        141 SH       DEFINED 6        141         0         0
COMPUTER SCIENCES CORP             COMMON SHS      205363104     48440    1000000 SH       DEFINED 7    1000000         0         0
COMPUTER SCIENCES CORP             COMMON SHS      205363104         8        175 SH       DEFINED 8        175         0         0
COMPUTER SCIENCES CORP             COMMON SHS      205363104     10576     218332 SH       DEFINED 9     216533         0      1799
COMPUTER SCIENCES CORP             COMMON SHS      205363104       218       4500 SH       DEFINED M       4500         0         0
COMPUWARE CORP                     COMMON SHS      205638109        12       1725 SH       DEFINED 6       1725         0         0
COMPUWARE CORP                     COMMON SHS      205638109        63       9350 SH       DEFINED 9       9350         0         0
COMVERSE TECHNOLOGY INC            COMMON SHS      205862402         3        150 SH       DEFINED 9        150         0         0
COMVERSE TECHNOLOGY INC            COMMON SHS      205862402      1119      56600 SH       DEFINED A      56600         0         0
CON-WAY INC                        COMMON SHS      205944101       243       4200 SH       DEFINED 8       4200         0         0
CON-WAY INC                        COMMON SHS      205944101      6243     107769 SH       DEFINED 9     102794         0      4975
CON-WAY INC                        COMMON SHS      205944101     10520     181590 SH       DEFINED A      95990         0     85600
CON-WAY INC                        COMMON SHS      205944101       255       4400 SH       DEFINED E          0         0      4400
CON-WAY INC                        COMMON SHS      205944101        11        190 SH       DEFINED L        190         0         0
CONAGRA FOODS INC                  COMMON SHS      205887102       354      16000 SH       DEFINED 9      16000         0         0
CONCUR TECHNOLOGIES INC            COMMON SHS      206708109      9842     636190 SH       DEFINED A     636190         0         0
CONEXANT SYSTEMS INC               COMMON SHS      207142100       750     300000 SH       DEFINED 7     300000         0         0
CONEXANT SYSTEMS INC               NOTE4.000% 2/0  207142AF7    299394  302800000 PRN      DEFINED A  302800000         0         0
CONNETICS CORP                     COMMON SHS      208192104       664      56500 SH       DEFINED A      49300         0      7200
CONOCOPHILLIPS                     COMMON SHS      20825C104      5891      89900 SH       DEFINED 4      89900         0         0
CONOCOPHILLIPS                     COMMON SHS      20825C104      4587      69998 SH       DEFINED 6      63508         0      6490
CONOCOPHILLIPS                     COMMON SHS      20825C104     14687     224122 SH       DEFINED 8     224122         0         0
CONOCOPHILLIPS                     COMMON SHS      20825C104     51416     784625 SH       DEFINED 9     773330       504     10791
CONOCOPHILLIPS                     COMMON SHS      20825C104     98270    1499620 SH       DEFINED A    1404620         0     95000
CONOCOPHILLIPS                     COMMON SHS      20825C104       537       8200 SH       DEFINED E          0         0      8200
CONOCOPHILLIPS                     COMMON SHS      20825C104        23        350 SH       DEFINED L        350         0         0
CONSECO INC                        PFD B CV5.50%   208464867     12600     450000 SH       DEFINED A     450000         0         0
CONSOL ENERGY INC                  COMMON SHS      20854P109     32480     695200 SH       DEFINED 4     692000         0      3200
CONSOL ENERGY INC                  COMMON SHS      20854P109        75       1600 SH       DEFINED A       1600         0         0
CONSOLIDATED EDISON INC            COMMON SHS      209115104      1864      41950 SH       DEFINED 9      40450         0      1500
CONSOLIDATED EDISON INC            COMMON SHS      209115104    260832    5869300 SH       DEFINED A    5863200         0      6100
CONSTELLATION BRANDS INC           COMMON SHS      21036P108     11415     456596 SH       DEFINED 9     456096         0       500
CONSTELLATION BRANDS INC           PFD 1/40 A5.75  21036P306      6434     172150 SH       DEFINED 9     162650         0      9500
CONSTELLATION BRANDS INC           PFD 1/40 A5.75  21036P306      8103     216800 SH       DEFINED A     216800         0         0
CONSTELLATION ENERGY GROUP         COMMON SHS      210371100    235547    4320380 SH       DEFINED 5    4320380         0         0
CONSTELLATION ENERGY GROUP         COMMON SHS      210371100       438       8025 SH       DEFINED 9       8025         0         0
CONSTELLATION ENERGY GROUP         COMMON SHS      210371100     10904     200000 SH       DEFINED A     200000         0         0
CONTINENTAL AIRLINES INC           COMMON SHS      210795308     14900     500000 SH       DEFINED 7     500000         0         0
CONTINENTAL AIRLINES INC           COMMON SHS      210795308        11        368 SH       DEFINED A        368         0         0
CONTINENTAL MATERIAL CORP          COMMON SHS      211615307      2696      99500 SH       DEFINED 4      99500         0         0
CONVERGYS CORP                     COMMON SHS      212485106     78221    4011330 SH       DEFINED 1    4011330         0         0
CONVERGYS CORP                     COMMON SHS      212485106     21739    1114830 SH       DEFINED 2    1114830         0         0
CONVERGYS CORP                     COMMON SHS      212485106     25891    1327730 SH       DEFINED 8    1327730         0         0
CONVERGYS CORP                     COMMON SHS      212485106       193       9900 SH       DEFINED D       9900         0         0
CONVERGYS CORP                     COMMON SHS      212485106     12341     632888 SH       DEFINED E     161350         0    471538
COOPER COMPANIES INC               COMMON SHS      216648402       288       6500 SH       DEFINED 9       6500         0         0
CORINTHIAN COLLEGES INC            COMMON SHS      218868107     25921    1805110 SH       DEFINED 8    1805110         0         0
CORINTHIAN COLLEGES INC            COMMON SHS      218868107      3990     277860 SH       DEFINED E     277860         0         0
CORN PRODUCTS INTL INC             COMMON SHS      219023108     86219    2817600 SH       DEFINED 4    2817600         0         0
CORN PRODUCTS INTL INC             COMMON SHS      219023108      1033      33774 SH       DEFINED 9      33270         0       504
CORNING INC                        COMMON SHS      219350105     38483    1590880 SH       DEFINED 9    1538080         0     52800
CORNING INC                        COMMON SHS      219350105     16601     686260 SH       DEFINED A     686260         0         0
CORNING INC                        COMMON SHS      219350105       242      10000 SH       DEFINED M      10000         0         0
CORPORATE EXECUTIVE BOARD CO       COMMON SHS      21988R102        48        482 SH       DEFINED 6        482         0         0
CORPORATE EXECUTIVE BOARD CO       COMMON SHS      21988R102      5433      54225 SH       DEFINED 9      54225         0         0
CORPORATE EXECUTIVE BOARD CO       COMMON SHS      21988R102     54890     547800 SH       DEFINED A     547800         0         0
CORPORATE OFFICE PROPERTIES TRUST  SH BEN INT      22002T108       293       6958 SH       DEFINED 6       6958         0         0
CORPORATE OFFICE PROPERTIES TRUST  SH BEN INT      22002T108     40304     957800 SH       DEFINED A     957800         0         0
COSI INC                           COMMON SHS      22122P101      3080     494400 SH       DEFINED 9     494400         0         0
COST PLUS INC                      COMMON SHS      221485105     19825    1352336 SH       DEFINED 6    1352336         0         0
COST PLUS INC                      COMMON SHS      221485105      8902     607260 SH       DEFINED A     593600         0     13660
COSTCO WHOLESALE CORP              COMMON SHS      22160K105     33017     577933 SH       DEFINED 9     574533         0      3400
COSTCO WHOLESALE CORP              COMMON SHS      22160K105       400       7000 SH       DEFINED M       7000         0         0
COTHERIX INC                       COMMON SHS      22163T103       861     100000 SH       DEFINED 6     100000         0         0
COTHERIX INC                       COMMON SHS      22163T103      3893     452200 SH       DEFINED A     452200         0         0
COUNTRYWIDE FINANCIAL CORP         COMMON SHS      222372104    150024    3939716 SH       DEFINED 5    3939716         0         0
COUNTRYWIDE FINANCIAL CORP         COMMON SHS      222372104        21        553 SH       DEFINED 6        553         0         0
COUNTRYWIDE FINANCIAL CORP         COMMON SHS      222372104     13012     341708 SH       DEFINED 9     338308      1400      2000
COUNTRYWIDE FINANCIAL CORP         COMMON SHS      222372104     54662    1435452 SH       DEFINED A    1435452         0         0
COUNTRYWIDE FINANCIAL CORP         COMMON SHS      222372104       152       4000 SH       DEFINED         4000         0         0
COUNTRYWIDE FINANCIAL CORP         COMMON SHS      222372104       609      16000 SH       DEFINED M      16000         0         0
COURIER CORP                       COMMON SHS      222660102      8004     200000 SH       DEFINED 4     200000         0         0
COUSINS PROPERTIES INC             COMMON SHS      222795106        75       2415 SH       DEFINED 6       2415         0         0
COUSINS PROPERTIES INC             COMMON SHS      222795106       232       7500 SH       DEFINED 9       7500         0         0
COUSINS PROPERTIES INC             COMMON SHS      222795106      4593     148500 SH       DEFINED A     148500         0         0
COVANCE INC                        COMMON SHS      222816100       150       2450 SH       DEFINED 9       2450         0         0
COVANCE INC                        COMMON SHS      222816100     15034     245580 SH       DEFINED A     245580         0         0
COVENTRY HEALTH CARE INC           COMMON SHS      222862104       539       9807 SH       DEFINED 6       9807         0         0
COVENTRY HEALTH CARE INC           COMMON SHS      222862104        29        530 SH       DEFINED 9        530         0         0
COVENTRY HEALTH CARE INC           COMMON SHS      222862104    109047    1984842 SH       DEFINED A    1984842         0         0
COVENTRY HEALTH CARE INC           COMMON SHS      222862104      3107      56550 SH       DEFINED C      56550         0         0
CRA INTERNATIONAL INC              COMMON SHS      12618T105       542      12000 SH       DEFINED 9      12000         0         0
CREDICORP LTD                      COMMON SHS      G2519Y108      7313     244100 SH       DEFINED 8     244100         0         0
CREDICORP LTD                      COMMON SHS      G2519Y108      4215     140700 SH       DEFINED C          0         0    140700
CREDIT SUISSE GROUP                SPONSORED ADR   225401108     10323     184365 SH       DEFINED 9     184365         0         0
CREE INC                           COMMON SHS      225447101       713      30000 SH       DEFINED 9      30000         0         0
CRITICAL THERAPEUTICS INC          COMMON SHS      22674T105       293      81322 SH       DEFINED 6      81322         0         0
CROCS INC                          COMMON SHS      227046109      5978     237700 SH       DEFINED 9     237700         0         0
CROSS COUNTRY HEALTHCARES, INC.    COMMON SHS      227483104      4822     265064 SH       DEFINED 6     265064         0         0
CROWN CASTLE INTERNATIONAL CORP    COMMON SHS      228227104       292       8456 SH       DEFINED 6       8456         0         0
CROWN CASTLE INTERNATIONAL CORP    COMMON SHS      228227104     86577    2506558 SH       DEFINED A    2506558         0         0
CROWN CASTLE INTERNATIONAL CORP    COMMON SHS      228227104      2228      64500 SH       DEFINED C      64500         0         0
CROWN HOLDINGS INC                 COMMON SHS      228368106       188      12075 SH       DEFINED 9      12075         0         0
CSX CORP                           COMMON SHS      126408103        11        155 SH       DEFINED 6        155         0         0
CSX CORP                           COMMON SHS      126408103         2         35 SH       DEFINED 8         35         0         0
CSX CORP                           COMMON SHS      126408103       715      10153 SH       DEFINED 9      10153         0         0
CULLEN FROST BANKERS INC           COMMON SHS      229899109       193       3368 SH       DEFINED 6       3368         0         0
CULLEN FROST BANKERS INC           COMMON SHS      229899109       495       8632 SH       DEFINED 9       8632         0         0
CULLEN FROST BANKERS INC           COMMON SHS      229899109     35259     615340 SH       DEFINED A     615340         0         0
CULLEN FROST BANKERS INC           COMMON SHS      229899109       831      14500 SH       DEFINED C      14500         0         0
CURAGEN CORP                       COMMON SHS      23126R101        11       3100 SH       DEFINED 9       3100         0         0
CURAGEN CORP                       COMMON SHS      23126R101      1295     370100 SH       DEFINED A     370100         0         0
CURIS INC                          COMMON SHS      231269101       419     310100 SH       DEFINED A     310100         0         0
CURTISS WRIGHT CORP                COMMON SHS      231561101       258       8340 SH       DEFINED 9       8340         0         0
CVS CORP                           COMMON SHS      126650100        42       1366 SH       DEFINED 6       1366         0         0
CVS CORP                           COMMON SHS      126650100      5743     187055 SH       DEFINED 9     169735         0     17320
CVS CORP                           COMMON SHS      126650100     31360    1021500 SH       DEFINED A    1021500         0         0
CYMER INC                          COMMON SHS      232572107       544      11700 SH       DEFINED 9      11700         0         0
CYNOSURE INC                       COMMON SHS      232577205      1327      92810 SH       DEFINED A      87410         0      5400
CYNOSURE INC                       COMMON SHS      232577205       641      44800 SH       DEFINED C      44800         0         0
CYPRESS BIOSCIENCE INC             COMMON SHS      232674507       614     100000 SH       DEFINED 6     100000         0         0
CYPRESS BIOSCIENCE INC             COMMON SHS      232674507        18       2953 SH       DEFINED 9       2953         0         0
CYPRESS BIOSCIENCE INC             COMMON SHS      232674507      2019     328900 SH       DEFINED A     328900         0         0
CYTEC INDUSTRIES INC               COMMON SHS      232820100      2668      49724 SH       DEFINED 2      21200         0     28524
CYTEC INDUSTRIES INC               COMMON SHS      232820100         9        171 SH       DEFINED 9          0         0       171
CYTEC INDUSTRIES INC               COMMON SHS      232820100       722      13450 SH       DEFINED C      13450         0         0
CYTEC INDUSTRIES INC               COMMON SHS      232820100      1320      24600 SH       DEFINED E      24600         0         0
CYTYC CORP                         COMMON SHS      232946103       242       9546 SH       DEFINED 6       9546         0         0
CYTYC CORP                         COMMON SHS      232946103       385      15200 SH       DEFINED 9      15200         0         0
CYTYC CORP                         COMMON SHS      232946103     71217    2808250 SH       DEFINED A    2803650         0      4600
CYTYC CORP                         COMMON SHS      232946103      1932      76200 SH       DEFINED C      76200         0         0
D R HORTON INC                     COMMON SHS      23331A109     62325    2616500 SH       DEFINED 4    2616500         0         0
D R HORTON INC                     COMMON SHS      23331A109       268      11240 SH       DEFINED 6      11240         0         0
D R HORTON INC                     COMMON SHS      23331A109      2597     109006 SH       DEFINED 9     106006      1000      2000
D R HORTON INC                     COMMON SHS      23331A109     59429    2494900 SH       DEFINED A    2494900         0         0
DAIMLERCHRYSLER AG                 COMMON SHS      D1668R123      3472      70335 SH       DEFINED 9      69835         0       500
DANAHER CORP                       COMMON SHS      235851102     38677     601321 SH       DEFINED 9     599521       700      1100
DANAHER CORP                       COMMON SHS      235851102     10783     167650 SH       DEFINED A     167650         0         0
DANAHER CORP                       COMMON SHS      235851102       270       4200 SH       DEFINED         4200         0         0
DANAHER CORP                       COMMON SHS      235851102       772      12000 SH       DEFINED M      12000         0         0
DAVITA INC                         COMMON SHS      23918K108      2604      52400 SH       DEFINED A      47400         0      5000
DEAN FOODS INC                     COMMON SHS      242370104      1205      32400 SH       DEFINED 4      32400         0         0
DEAN FOODS INC                     COMMON SHS      242370104       642      17256 SH       DEFINED 9      17256         0         0
DEAN FOODS INC                     COMMON SHS      242370104      4006     107730 SH       DEFINED A      32730         0     75000
DEERE & CO                         COMMON SHS      244199105      2265      27131 SH       DEFINED 9      21731         0      5400
DEL MONTE FOODS CO                 COMMON SHS      24522P103         4        357 SH       DEFINED 6        357         0         0
DEL MONTE FOODS CO                 COMMON SHS      24522P103       794      70691 SH       DEFINED 9      69191         0      1500
DELL INC                           COMMON SHS      24702R101     26106    1069500 SH       DEFINED 3    1069500         0         0
DELL INC                           COMMON SHS      24702R101    282377   11568088 SH       DEFINED 5   11568088         0         0
DELL INC                           COMMON SHS      24702R101         7        291 SH       DEFINED 6        291         0         0
DELL INC                           COMMON SHS      24702R101     12205     500000 SH       DEFINED 7     500000         0         0
DELL INC                           COMMON SHS      24702R101       489      20040 SH       DEFINED 8      20040         0         0
DELL INC                           COMMON SHS      24702R101     12701     520310 SH       DEFINED 9     514910      1700      3700
DELL INC                           COMMON SHS      24702R101     27113    1110718 SH       DEFINED A     921118         0    189600
DELL INC                           COMMON SHS      24702R101       430      17600 SH       DEFINED E          0         0     17600
DELL INC                           COMMON SHS      24702R101        19        760 SH       DEFINED L        760         0         0
DELTA APPAREL INC                  COMMON SHS      247368103     11655     680000 SH       DEFINED 4     680000         0         0
DENBURY RESOURCES INC              COMMON SHS      247916208     31633     998830 SH       DEFINED A     976730         0     22100
DENTSPLY INTERNATIONAL INC         COMMON SHS      249030107       123       2025 SH       DEFINED 9       2025         0         0
DENTSPLY INTERNATIONAL INC         COMMON SHS      249030107     27277     450120 SH       DEFINED A     445020         0      5100
DEUTSCHE BANK AG                   COMMON SHS      D18190898      1857      21112 SH       DEFINED 8      21112         0         0
DEUTSCHE BANK AG                   COMMON SHS      D18190898       508       4550 SH       DEFINED 9       4550         0         0
DEUTSCHE BANK AG                   COMMON SHS      D18190898     16221     184415 SH       DEFINED E     184415         0         0
DEVON ENERGY CORP                  COMMON SHS      25179M103         3         49 SH       DEFINED 6         49         0         0
DEVON ENERGY CORP                  COMMON SHS      25179M103       353       5840 SH       DEFINED 8       5840         0         0
DEVON ENERGY CORP                  COMMON SHS      25179M103      2555      42296 SH       DEFINED 9      41342       800       154
DEVON ENERGY CORP                  COMMON SHS      25179M103     45701     756515 SH       DEFINED A     682215         0     74300
DEVON ENERGY CORP                  COMMON SHS      25179M103       489       8100 SH       DEFINED E          0         0      8100
DEVON ENERGY CORP                  COMMON SHS      25179M103        22        360 SH       DEFINED L        360         0         0
DEVON ENERGY CORP                  DEB  4.900% 8/1 25179MAA1        68      56000 PRN      DEFINED 9      56000         0         0
DEVRY INC                          COMMON SHS      251893103       264      12000 SH       DEFINED 9      12000         0         0
DEXCOM INC                         COMMON SHS      252131107      7828     576400 SH       DEFINED A     560900         0     15500
DIAGEO PLC                         SPON ADR NEW    25243Q205      2696      39915 SH       DEFINED 6      34655         0      5260
DIAGEO PLC                         SPON ADR NEW    25243Q205      4332      64127 SH       DEFINED 8      64127         0         0
DIAGEO PLC                         SPON ADR NEW    25243Q205     13243     196053 SH       DEFINED 9     192903       150      3000
DIAGEO PLC                         SPON ADR NEW    25243Q205     14233     210700 SH       DEFINED A     210700         0         0
DIAGEO PLC                         SPON ADR NEW    25243Q205       338       5000 SH       DEFINED M       5000         0         0
DIAMOND OFFSHORE DRILLING INC      COMMON SHS      25271C102        11        130 SH       DEFINED 6        130         0         0
DIAMOND OFFSHORE DRILLING INC      COMMON SHS      25271C102       445       5300 SH       DEFINED 9       5300         0         0
DIEBOLD INC                        COMMON SHS      253651103      6446     158700 SH       DEFINED 4     157200         0      1500
DIEBOLD INC                        COMMON SHS      253651103        77       1900 SH       DEFINED 6       1900         0         0
DIEBOLD INC                        COMMON SHS      253651103       299       7350 SH       DEFINED 8       7350         0         0
DIEBOLD INC                        COMMON SHS      253651103       414      10200 SH       DEFINED 9       9200         0      1000
DIEBOLD INC                        COMMON SHS      253651103      6115     150530 SH       DEFINED A      93030         0     57500
DIEBOLD INC                        COMMON SHS      253651103       211       5200 SH       DEFINED E          0         0      5200
DIGENE CORP                        COMMON SHS      253752109     65690    1695670 SH       DEFINED A    1679470         0     16200
DIGENE CORP                        COMMON SHS      253752109      2100      54200 SH       DEFINED C      54200         0         0
DIGITAL REALTY TRUST INC           COMMON SHS      253868103       212       8600 SH       DEFINED 6       8600         0         0
DIGITAL REALTY TRUST INC           COMMON SHS      253868103      1430      57900 SH       DEFINED 9      57300         0       600
DIGITAL REALTY TRUST INC           COMMON SHS      253868103     39020    1580400 SH       DEFINED A    1580400         0         0
DIGITAL REALTY TRUST INC           COMMON SHS      253868103      1370      55500 SH       DEFINED D      55500         0         0
DILLARDS INC                       COMMON SHS      254067101     58273    1829600 SH       DEFINED 4    1826800         0      2800
DILLARDS INC                       COMMON SHS      254067101         9        282 SH       DEFINED 6        282         0         0
DILLARDS INC                       COMMON SHS      254067101        99       3109 SH       DEFINED 9       3109         0         0
DILLARDS INC                       COMMON SHS      254067101         4        132 SH       DEFINED A        132         0         0
DIME BANCORP INC                   *W EXP99/99/999 25429Q110         5      23510 SH       DEFINED 9      23510         0         0
DIODES INC                         COMMON SHS      254543101      5578     134600 SH       DEFINED 9     134600         0         0
DIONEX CORP                        COMMON SHS      254546104     13665     250000 SH       DEFINED 7     250000         0         0
DIONEX CORP                        COMMON SHS      254546104       492       9000 SH       DEFINED 9       9000         0         0
DIRECTV GROUP INC                  COMMON SHS      25459L106    803564   48700864 SH       DEFINED 1   48350864         0    350000
DIRECTV GROUP INC                  COMMON SHS      25459L106     45049    2730237 SH       DEFINED 2    2222511         0    507726
DIRECTV GROUP INC                  COMMON SHS      25459L106      5254     318404 SH       DEFINED 6     318404         0         0
DIRECTV GROUP INC                  COMMON SHS      25459L106     12250     742440 SH       DEFINED 8     742440         0         0
DIRECTV GROUP INC                  COMMON SHS      25459L106       786      47615 SH       DEFINED 9      41911         0      5704
DIRECTV GROUP INC                  COMMON SHS      25459L106      2040     123660 SH       DEFINED A     123660         0         0
DIRECTV GROUP INC                  COMMON SHS      25459L106      1910     115773 SH       DEFINED C     115773         0         0
DIRECTV GROUP INC                  COMMON SHS      25459L106      4004     242670 SH       DEFINED D     242670         0         0
DIRECTV GROUP INC                  COMMON SHS      25459L106     68000    4121235 SH       DEFINED E    1991835         0   2129400
DIRECTV GROUP INC                  COMMON SHS      25459L106       111       6740 SH       DEFINED         6740         0         0
DIRECTV GROUP INC                  COMMON SHS      25459L106      2797     169541 SH       DEFINED L     169541         0         0
DIRECTV GROUP INC                  COMMON SHS      25459L106      1120      67909 SH       DEFINED M      67909         0         0
DISCOVERY HOLDING CO               COMMON SHS      25468Y107      1337      91418 SH       DEFINED 9      91418         0         0
DISCOVERY HOLDING CO               COMMON SHS      25468Y107       146      10000 SH       DEFINED M      10000         0         0
DIXIE GROUP INC                    COMMON SHS      255519100      5382     405000 SH       DEFINED 4     405000         0         0
DNP SELECT INCOME FUND INC         COMMON SHS      23325P104       249      24364 SH       DEFINED 9      24364         0         0
DOBSON COMMUNICATIONS CORP         COMMON SHS      256069105      3353     433700 SH       DEFINED A     433700         0         0
DOLBY LABORATORIES INC             COMMON SHS      25659T107      2330     100000 SH       DEFINED A     100000         0         0
DOLLAR GENERAL CORP                COMMON SHS      256669102       271      19400 SH       DEFINED 4      19400         0         0
DOLLAR GENERAL CORP                COMMON SHS      256669102       285      20360 SH       DEFINED 8      20360         0         0
DOLLAR GENERAL CORP                COMMON SHS      256669102     64155    4589084 SH       DEFINED A    4431184         0    157900
DOLLAR GENERAL CORP                COMMON SHS      256669102      1448     103600 SH       DEFINED C     103600         0         0
DOLLAR THRIFTY AUTOMOTIVE GROUP IN COMMON SHS      256743105     96178    2133967 SH       DEFINED 4    2131967         0      2000
DOMINION RESOURCES INC             COMMON SHS      25746U109      4378      58532 SH       DEFINED 6      52774         0      5758
DOMINION RESOURCES INC             COMMON SHS      25746U109      2334      31201 SH       DEFINED 8      31201         0         0
DOMINION RESOURCES INC             COMMON SHS      25746U109      7398      98916 SH       DEFINED 9      98416       500         0
DOMINION RESOURCES INC             COMMON SHS      25746U109    848639   11346960 SH       DEFINED A   11271260         0     75700
DOMINION RESOURCES INC             COMMON SHS      25746U109       411       5500 SH       DEFINED E          0         0      5500
DOMINION RESOURCES INC             COMMON SHS      25746U109        18        240 SH       DEFINED L        240         0         0
DOMTAR INC                         COMMON SHS      257561100     63500    9216236 SH       DEFINED 2    8737036         0    479200
DOMTAR INC                         COMMON SHS      257561100     34219    4966451 SH       DEFINED 8    4966451         0         0
DOMTAR INC                         COMMON SHS      257561100      3552     515600 SH       DEFINED A     515600         0         0
DOMTAR INC                         COMMON SHS      257561100       114      16600 SH       DEFINED D      16600         0         0
DOMTAR INC                         COMMON SHS      257561100      5832     846500 SH       DEFINED E     692000         0    154500
DONALDSON CO INC                   COMMON SHS      257651109     29501     871000 SH       DEFINED 4     871000         0         0
DORAL FINANCIAL CORP               COMMON SHS      25811P100        60       9365 SH       DEFINED 6       9365         0         0
DORAL FINANCIAL CORP               COMMON SHS      25811P100     29291    4569526 SH       DEFINED A    4556626         0     12900
DORAL FINANCIAL CORP               COMMON SHS      25811P100       538      83900 SH       DEFINED C      83900         0         0
DOREL INDUSTRIES INC               COMMON SHS      25822C205     16019     628700 SH       DEFINED 2     628700         0         0
DOREL INDUSTRIES INC               COMMON SHS      25822C205    143865    5646211 SH       DEFINED 8    5646211         0         0
DOREL INDUSTRIES INC               COMMON SHS      25822C205      3259     127900 SH       DEFINED A     127900         0         0
DOREL INDUSTRIES INC               COMMON SHS      25822C205        92       3600 SH       DEFINED D       3600         0         0
DOUBLE HULL TANKERS INC            COMMON SHS      Y21110104      2458     182500 SH       DEFINED A     182500         0         0
DOVER CORP                         COMMON SHS      260003108    149318    3020800 SH       DEFINED 4    3020800         0         0
DOVER CORP                         COMMON SHS      260003108        40        800 SH       DEFINED 6        800         0         0
DOVER CORP                         COMMON SHS      260003108     10494     212297 SH       DEFINED 9     207790         0      4507
DOW CHEMICAL CO                    COMMON SHS      260543103      8091     207312 SH       DEFINED 1     207312         0         0
DOW CHEMICAL CO                    COMMON SHS      260543103     20061     513989 SH       DEFINED 2     253230         0    260759
DOW CHEMICAL CO                    COMMON SHS      260543103      2908      74500 SH       DEFINED 4      74500         0         0
DOW CHEMICAL CO                    COMMON SHS      260543103      7557     193621 SH       DEFINED 6     180902         0     12719
DOW CHEMICAL CO                    COMMON SHS      260543103     12247     313786 SH       DEFINED 8     313786         0         0
DOW CHEMICAL CO                    COMMON SHS      260543103     16383     419761 SH       DEFINED 9     412673         0      7088
DOW CHEMICAL CO                    COMMON SHS      260543103     38593     988796 SH       DEFINED A     911096         0     77700
DOW CHEMICAL CO                    COMMON SHS      260543103      1976      50625 SH       DEFINED C      50625         0         0
DOW CHEMICAL CO                    COMMON SHS      260543103      2824      72342 SH       DEFINED D      72342         0         0
DOW CHEMICAL CO                    COMMON SHS      260543103     41057    1051942 SH       DEFINED E     418860         0    633082
DOW CHEMICAL CO                    COMMON SHS      260543103       104       2670 SH       DEFINED         2670         0         0
DOW CHEMICAL CO                    COMMON SHS      260543103      2230      57130 SH       DEFINED L      57130         0         0
DOW CHEMICAL CO                    COMMON SHS      260543103       857      21960 SH       DEFINED M      21960         0         0
DOW JONES & CO INC                 COMMON SHS      260561105       222       6343 SH       DEFINED 9       6343         0         0
DRESSER-RAND GROUP INC             COMMON SHS      261608103      2583     110000 SH       DEFINED A     110000         0         0
DREW INDS INC                      COMMON SHS      26168L205     19505     602000 SH       DEFINED A     585900         0     16100
DRIL-QUIP INC                      COMMON SHS      262037104       877      10640 SH       DEFINED 6      10640         0         0
DRIL-QUIP INC                      COMMON SHS      262037104      2968      36000 SH       DEFINED A      36000         0         0
DST SYSTEMS INC                    COMMON SHS      233326107       684      11500 SH       DEFINED 9      11500         0         0
DTE ENERGY COMPANY                 COMMON SHS      233331107    407334    9998382 SH       DEFINED 1    9878382         0    120000
DTE ENERGY COMPANY                 COMMON SHS      233331107       977      23979 SH       DEFINED 9      23979         0         0
DTE ENERGY COMPANY                 COMMON SHS      233331107    249533    6125000 SH       DEFINED A    6125000         0         0
DTE ENERGY COMPANY                 COMMON SHS      233331107       817      20043 SH       DEFINED C      20043         0         0
DTE ENERGY COMPANY                 COMMON SHS      233331107      9295     228150 SH       DEFINED E      68910         0    159240
DTF TAX FREE INCOME INC            COMMON SHS      23334J107       239      16860 SH       DEFINED 9      16860         0         0
DU PONT DE NEMOURS & CO            COMMON SHS      263534109     46767    1124197 SH       DEFINED 9    1102601       500     21096
DU PONT DE NEMOURS & CO            COMMON SHS      263534109       757      18200 SH       DEFINED C      18200         0         0
DUCKWALL ALCO STORES INC           COMMON SHS      264142100      9903     330000 SH       DEFINED 4     330000         0         0
DUKE ENERGY CORP                   COMMON SHS      26441C105     45239    1540316 SH       DEFINED 3    1540316         0         0
DUKE ENERGY CORP                   COMMON SHS      26441C105        18        600 SH       DEFINED 6        600         0         0
DUKE ENERGY CORP                   COMMON SHS      26441C105      8053     274195 SH       DEFINED 9     269638         0      4557
DUKE ENERGY CORP                   COMMON SHS      26441C105    821867   27983200 SH       DEFINED A   27974200         0      9000
DUN & BRADSTREET CORP              COMMON SHS      26483E100        15        215 SH       DEFINED 6        215         0         0
DUN & BRADSTREET CORP              COMMON SHS      26483E100      8501     122000 SH       DEFINED 7     122000         0         0
DUN & BRADSTREET CORP              COMMON SHS      26483E100       532       7638 SH       DEFINED 9       7638         0         0
DUN & BRADSTREET CORP              COMMON SHS      26483E100         6         90 SH       DEFINED A         90         0         0
DYAX CORP                          COMMON SHS      26746E103      2179     741200 SH       DEFINED A     741200         0         0
DYNAMIC MATERIALS CORP             COMMON SHS      267888105      1349      40000 SH       DEFINED A      40000         0         0
E*TRADE FINANCIAL CORP             COMMON SHS      269246104        80       3495 SH       DEFINED 6       3495         0         0
E*TRADE FINANCIAL CORP             COMMON SHS      269246104         9        400 SH       DEFINED 9        400         0         0
E*TRADE FINANCIAL CORP             COMMON SHS      269246104    183333    8033888 SH       DEFINED A    8033888         0         0
E.ON AG                            SPONSORED ADR   268780103      5469     142620 SH       DEFINED 2     142620         0         0
E.ON AG                            SPONSORED ADR   268780103     24934     650167 SH       DEFINED 6     650167         0         0
E.ON AG                            SPONSORED ADR   268780103      3647      95100 SH       DEFINED 8      95100         0         0
E.ON AG                            SPONSORED ADR   268780103        91       2385 SH       DEFINED 9       2385         0         0
EAGLE HOSPITALITY PROPERTIES       COMMON SHS      26959T102     11248    1168000 SH       DEFINED A    1168000         0         0
EAST WEST BANCORP INC              COMMON SHS      27579R104     34502     910090 SH       DEFINED A     904390         0      5700
EAST WEST BANCORP INC              COMMON SHS      27579R104       618      16300 SH       DEFINED C      16300         0         0
EASTMAN CHEMICAL CO                COMMON SHS      277432100       532       9853 SH       DEFINED 9       8947         0       906
EASTMAN CHEMICAL CO                COMMON SHS      277432100         1         13 SH       DEFINED A         13         0         0
EASTMAN KODAK CO                   COMMON SHS      277461109    522399   21967979 SH       DEFINED 1   21787979         0    180000
EASTMAN KODAK CO                   COMMON SHS      277461109     12208     513360 SH       DEFINED 2     513360         0         0
EASTMAN KODAK CO                   COMMON SHS      277461109      4756     200000 SH       DEFINED 7     200000         0         0
EASTMAN KODAK CO                   COMMON SHS      277461109      7950     334330 SH       DEFINED 8     334330         0         0
EASTMAN KODAK CO                   COMMON SHS      277461109      1292      54338 SH       DEFINED 9      48408         0      5930
EASTMAN KODAK CO                   COMMON SHS      277461109         1         51 SH       DEFINED A         51         0         0
EASTMAN KODAK CO                   COMMON SHS      277461109      2987     125600 SH       DEFINED E     125600         0         0
EATON CORP                         COMMON SHS      278058102      6514      86394 SH       DEFINED 9      74194         0     12200
EBAY INC                           COMMON SHS      278642103         1         26 SH       DEFINED 6         26         0         0
EBAY INC                           COMMON SHS      278642103        82       2790 SH       DEFINED 8       2790         0         0
EBAY INC                           COMMON SHS      278642103     12291     419632 SH       DEFINED 9     419032         0       600
EBAY INC                           COMMON SHS      278642103     19873     678496 SH       DEFINED A     631196         0     47300
EBAY INC                           COMMON SHS      278642103       123       4200 SH       DEFINED E          0         0      4200
EBAY INC                           COMMON SHS      278642103         4        120 SH       DEFINED L        120         0         0
EBAY INC                           COMMON SHS      278642103       264       9000 SH       DEFINED M       9000         0         0
ECHOSTAR DBS CORP                  COMMON SHS      278762109    143864    4669388 SH       DEFINED 1    4669388         0         0
ECHOSTAR DBS CORP                  COMMON SHS      278762109     54689    1775055 SH       DEFINED 5    1775055         0         0
ECHOSTAR DBS CORP                  COMMON SHS      278762109        74       2400 SH       DEFINED 9       2400         0         0
ECOLAB INC                         COMMON SHS      278865100        57       1409 SH       DEFINED 6       1409         0         0
ECOLAB INC                         COMMON SHS      278865100      1031      25400 SH       DEFINED 9      25400         0         0
ECOLAB INC                         COMMON SHS      278865100     33154     817000 SH       DEFINED A     817000         0         0
ECOLOGY & ENVIRONMENT INC          COMMON SHS      278878103      2056     205000 SH       DEFINED 4     205000         0         0
EDISON INTERNATIONAL               COMMON SHS      281020107         5        136 SH       DEFINED 9        136         0         0
EDISON INTERNATIONAL               COMMON SHS      281020107     84435    2165000 SH       DEFINED A    2165000         0         0
EDUCATION RLTY TR INC              COMMON SHS      28140H104      8856     531900 SH       DEFINED A     531900         0         0
EDWARDS LIFESCIENCES CORP          COMMON SHS      28176E108      2272      50000 SH       DEFINED 7      50000         0         0
EDWARDS LIFESCIENCES CORP          COMMON SHS      28176E108       170       3736 SH       DEFINED 9       3073         0       663
EL PASO CORP                       COMMON SHS      28336L109    712024   47468268 SH       DEFINED 1   47068268         0    400000
EL PASO CORP                       COMMON SHS      28336L109     30250    2016648 SH       DEFINED 2    2016648         0         0
EL PASO CORP                       COMMON SHS      28336L109      4662     310795 SH       DEFINED 6     310795         0         0
EL PASO CORP                       COMMON SHS      28336L109     23230    1548640 SH       DEFINED 8    1548640         0         0
EL PASO CORP                       COMMON SHS      28336L109       340      22668 SH       DEFINED 9      16584         0      6084
EL PASO CORP                       COMMON SHS      28336L109      4161     277420 SH       DEFINED A     277420         0         0
EL PASO CORP                       COMMON SHS      28336L109       818      54540 SH       DEFINED C      54540         0         0
EL PASO CORP                       COMMON SHS      28336L109     64430    4295317 SH       DEFINED E    2003512         0   2291805
EL PASO CORP                       COMMON SHS      28336L109      2410     160679 SH       DEFINED L     160679         0         0
EL PASO CORP                       COMMON SHS      28336L109      1081      72083 SH       DEFINED M      72083         0         0
ELBIT SYSTEMS LTD                  COMMON SHS      M3760D101     15283     130176 SH       DEFINED C          0         0    130176
ELDORADO GOLD CORP                 COMMON SHS      284902103     21001    3874800 SH       DEFINED 5    3874800         0         0
ELDORADO GOLD CORP                 COMMON SHS      284902103     11626    2145000 SH       DEFINED A    2145000         0         0
ELECTRO SCIENTIFIC INDUSTRIES INC  COMMON SHS      285229100     32039    1780910 SH       DEFINED 6    1780910         0         0
ELECTRO SCIENTIFIC INDUSTRIES INC  COMMON SHS      285229100      5663     314800 SH       DEFINED A     314800         0         0
ELECTRONIC ARTS INC                COMMON SHS      285512109         1         19 SH       DEFINED 6         19         0         0
ELECTRONIC ARTS INC                COMMON SHS      285512109       179       4170 SH       DEFINED 8       4170         0         0
ELECTRONIC ARTS INC                COMMON SHS      285512109     11012     255856 SH       DEFINED 9     255056         0       800
ELECTRONIC ARTS INC                COMMON SHS      285512109     36157     840078 SH       DEFINED A     792278         0     47800
ELECTRONIC ARTS INC                COMMON SHS      285512109       185       4300 SH       DEFINED E          0         0      4300
ELECTRONIC ARTS INC                COMMON SHS      285512109         8        190 SH       DEFINED L        190         0         0
ELECTRONIC ARTS INC                COMMON SHS      285512109       344       8000 SH       DEFINED M       8000         0         0
ELECTRONIC DATA SYSTEMS CORP       COMMON SHS      285661104    529582   22010900 SH       DEFINED 1   21810900         0    200000
ELECTRONIC DATA SYSTEMS CORP       COMMON SHS      285661104     21438     891017 SH       DEFINED 2     610560         0    280457
ELECTRONIC DATA SYSTEMS CORP       COMMON SHS      285661104     21952     912380 SH       DEFINED 8     912380         0         0
ELECTRONIC DATA SYSTEMS CORP       COMMON SHS      285661104      2473     102794 SH       DEFINED 9      99894         0      2900
ELECTRONIC DATA SYSTEMS CORP       COMMON SHS      285661104      1511      62811 SH       DEFINED C      62811         0         0
ELECTRONIC DATA SYSTEMS CORP       COMMON SHS      285661104      2662     110628 SH       DEFINED D     110628         0         0
ELECTRONIC DATA SYSTEMS CORP       COMMON SHS      285661104     34045    1414995 SH       DEFINED E     331058         0   1083937
ELI LILLY & CO                     COMMON SHS      532457108      2431      43993 SH       DEFINED 6      40212         0      3781
ELI LILLY & CO                     COMMON SHS      532457108     22108     400000 SH       DEFINED 7     400000         0         0
ELI LILLY & CO                     COMMON SHS      532457108      2133      38594 SH       DEFINED 8      38594         0         0
ELI LILLY & CO                     COMMON SHS      532457108     15404     278707 SH       DEFINED 9     270606         0      8101
ELI LILLY & CO                     COMMON SHS      532457108    171621    3105146 SH       DEFINED A    3009046         0     96100
ELI LILLY & CO                     COMMON SHS      532457108       392       7100 SH       DEFINED E          0         0      7100
ELI LILLY & CO                     COMMON SHS      532457108        13        240 SH       DEFINED L        240         0         0
EMAGEON INC                        COMMON SHS      29076V109       795      54500 SH       DEFINED A      48900         0      5600
EMBARQ CORP                        COMMON SHS      29078E105    107094    2612686 SH       DEFINED 5    2612686         0         0
EMBARQ CORP                        COMMON SHS      29078E105        49       1189 SH       DEFINED 8       1189         0         0
EMBARQ CORP                        COMMON SHS      29078E105       469      11444 SH       DEFINED 9      10845         0       599
EMBARQ CORP                        COMMON SHS      29078E105       737      17984 SH       DEFINED A      13117         0      4867
EMBRAER-EMPRESA BRAS DE AERONAUTIC SP ADR COM SHS  29081M102     29010     795461 SH       DEFINED 1     690549         0    104912
EMBRAER-EMPRESA BRAS DE AERONAUTIC SP ADR COM SHS  29081M102    126114    3458007 SH       DEFINED 2    3102307         0    355700
EMBRAER-EMPRESA BRAS DE AERONAUTIC SP ADR COM SHS  29081M102       408      11200 SH       DEFINED 4      11200         0         0
EMBRAER-EMPRESA BRAS DE AERONAUTIC SP ADR COM SHS  29081M102     32718     897108 SH       DEFINED 6     890422         0      6686
EMBRAER-EMPRESA BRAS DE AERONAUTIC SP ADR COM SHS  29081M102       556      15250 SH       DEFINED 9      15150       100         0
EMBRAER-EMPRESA BRAS DE AERONAUTIC SP ADR COM SHS  29081M102    139568    3826927 SH       DEFINED A    3826927         0         0
EMBRAER-EMPRESA BRAS DE AERONAUTIC SP ADR COM SHS  29081M102      2790      76500 SH       DEFINED C      76500         0         0
EMBRAER-EMPRESA BRAS DE AERONAUTIC SP ADR COM SHS  29081M102      1219      33417 SH       DEFINED E      33417         0         0
EMBRAER-EMPRESA BRAS DE AERONAUTIC SP ADR COM SHS  29081M102        77       2100 SH       DEFINED         2100         0         0
EMBRAER-EMPRESA BRAS DE AERONAUTIC SP ADR COM SHS  29081M102         6        160 SH       DEFINED L        160         0         0
EMC CORP                           COMMON SHS      268648102     10970    1000000 SH       DEFINED 7    1000000         0         0
EMC CORP                           COMMON SHS      268648102     24953    2274614 SH       DEFINED 9    2243315         0     31299
EMC CORP                           COMMON SHS      268648102     16563    1509845 SH       DEFINED A    1509845         0         0
EMC CORP                           COMMON SHS      268648102       143      13000 SH       DEFINED M      13000         0         0
EMCOR GROUP INC                    COMMON SHS      29084Q100     20816     427700 SH       DEFINED 4     425500         0      2200
EMCORE CORP                        COMMON SHS      290846104      1634     170190 SH       DEFINED A     170190         0         0
EMDEON CORP                        COMMON SHS      290849108      3880     312675 SH       DEFINED 5     312675         0         0
EMDEON CORP                        COMMON SHS      290849108        10        825 SH       DEFINED 6        825         0         0
EMDEON CORP                        COMMON SHS      290849108        24       1948 SH       DEFINED 9       1379         0       569
EMERGING MARKETS TELECOMMUNICATION COMMON SHS      290890102      3053     250000 SH       DEFINED 4     250000         0         0
EMERGING MARKETS TELECOMMUNICATION COMMON SHS      290890102        37       2998 SH       DEFINED 9       2998         0         0
EMERSON ELECTRIC CO                COMMON SHS      291011104      2338      27894 SH       DEFINED 6      27894         0         0
EMERSON ELECTRIC CO                COMMON SHS      291011104     41905     500000 SH       DEFINED 7     500000         0         0
EMERSON ELECTRIC CO                COMMON SHS      291011104         3         40 SH       DEFINED 8         40         0         0
EMERSON ELECTRIC CO                COMMON SHS      291011104     24835     296329 SH       DEFINED 9     292679         0      3650
EMERSON ELECTRIC CO                COMMON SHS      291011104         0          4 SH       DEFINED A          4         0         0
ENBRIDGE INC                       COMMON SHS      29250N105     96618    2844213 SH       DEFINED 8    2844213         0         0
ENCANA CORP                        COMMON SHS      292505104    256975    4371809 SH       DEFINED 8    4371809         0         0
ENCANA CORP                        COMMON SHS      292505104      6448     122258 SH       DEFINED 9     121482         0       776
ENDESA SA                          SPONSORED ADR   29258N107     26668     830262 SH       DEFINED 2     628672         0    201590
ENDESA SA                          SPONSORED ADR   29258N107       543      16915 SH       DEFINED 9      16915         0         0
ENDO PHARMACEUTICALS HOLDINGS INC  COMMON SHS      29264F205       356      10800 SH       DEFINED 4      10800         0         0
ENDO PHARMACEUTICALS HOLDINGS INC  COMMON SHS      29264F205       282       8564 SH       DEFINED 6       8564         0         0
ENDO PHARMACEUTICALS HOLDINGS INC  COMMON SHS      29264F205        77       2325 SH       DEFINED 9       2325         0         0
ENDO PHARMACEUTICALS HOLDINGS INC  COMMON SHS      29264F205    146615    4445580 SH       DEFINED A    4343480         0    102100
ENDO PHARMACEUTICALS HOLDINGS INC  COMMON SHS      29264F205      2025      61400 SH       DEFINED C      61400         0         0
ENDO PHARMACEUTICALS HOLDINGS INC  COMMON SHS      29264F205       280       8500 SH       DEFINED E          0         0      8500
ENDO PHARMACEUTICALS HOLDINGS INC  COMMON SHS      29264F205        11        320 SH       DEFINED L        320         0         0
ENERGEN CORP                       COMMON SHS      29265N108     26607     692699 SH       DEFINED 4     690400         0      2299
ENERGIZER HOLDINGS INC             COMMON SHS      29266R108      2224      37965 SH       DEFINED 9      37965         0         0
ENERGIZER HOLDINGS INC             COMMON SHS      29266R108        21        360 SH       DEFINED A        360         0         0
ENERGY EAST CORP                   COMMON SHS      29266M109       174       7291 SH       DEFINED 9       7291         0         0
ENERGY EAST CORP                   COMMON SHS      29266M109    137286    5737000 SH       DEFINED A    5737000         0         0
ENERPLUS RESOURCES FUND            UNIT TR G NEW   29274D604      1065      18945 SH       DEFINED 9      17455      1490         0
ENI SPA                            SPONSORED ADR   26874R108      6322     107610 SH       DEFINED 2     107610         0         0
ENI SPA                            SPONSORED ADR   26874R108     30231     514573 SH       DEFINED 6     514573         0         0
ENI SPA                            SPONSORED ADR   26874R108      6615     112604 SH       DEFINED 9     112106         0       498
ENI SPA                            SPONSORED ADR   26874R108     11326     192782 SH       DEFINED E          0         0    192782
ENI SPA                            SPONSORED ADR   26874R108       294       5000 SH       DEFINED M       5000         0         0
ENSCO INTERNATIONAL INC            COMMON SHS      26874Q100      3921      85200 SH       DEFINED 4      85200         0         0
ENSCO INTERNATIONAL INC            COMMON SHS      26874Q100         9        190 SH       DEFINED 6        190         0         0
ENSCO INTERNATIONAL INC            COMMON SHS      26874Q100      1383      30050 SH       DEFINED 9      28750         0      1300
ENSCO INTERNATIONAL INC            COMMON SHS      26874Q100      3647      79250 SH       DEFINED A      79250         0         0
ENTEGRIS INC                       COMMON SHS      29362U104      3586     376307 SH       DEFINED 7     376307         0         0
ENTEGRIS INC                       COMMON SHS      29362U104        13       1400 SH       DEFINED 9       1400         0         0
ENTERGY CORP                       COMMON SHS      29364G103     60498     855100 SH       DEFINED 4     855100         0         0
ENTERGY CORP                       COMMON SHS      29364G103      2346      33162 SH       DEFINED 6      28573         0      4589
ENTERGY CORP                       COMMON SHS      29364G103       335       4735 SH       DEFINED 8       4735         0         0
ENTERGY CORP                       COMMON SHS      29364G103      2251      31821 SH       DEFINED 9      30121         0      1700
ENTERGY CORP                       COMMON SHS      29364G103    529717    7487161 SH       DEFINED A    7428861         0     58300
ENTERPRISE PRODUCTS PARTNERS LP    COMMON SHS      293792107      4476     179741 SH       DEFINED 9     179241         0       500
ENTERTAINMENT PROPERTIES TRUST     COM SH BEN INT  29380T105       117       2720 SH       DEFINED 6       2720         0         0
ENTERTAINMENT PROPERTIES TRUST     COM SH BEN INT  29380T105     23871     554500 SH       DEFINED A     554500         0         0
ENTRAVISION COMMUNICATIONS CORP    COMMON SHS      29382R107     13517    1577277 SH       DEFINED 6    1577277         0         0
ENTRAVISION COMMUNICATIONS CORP    COMMON SHS      29382R107      1262     147300 SH       DEFINED A     147300         0         0
ENTRUST INC                        COMMON SHS      293848107      7154    2097870 SH       DEFINED 6    2097870         0         0
ENTRUST INC                        COMMON SHS      293848107     10462    3068040 SH       DEFINED A    3002540         0     65500
EOG RESOURCES INC                  COMMON SHS      26875P101       721      10400 SH       DEFINED 9      10400         0         0
EQUIFAX INC                        COMMON SHS      294429105     13736     400000 SH       DEFINED 7     400000         0         0
EQUIFAX INC                        COMMON SHS      294429105       176       5116 SH       DEFINED 9       5116         0         0
EQUINIX INC                        COMMON SHS      29444U502      4109      74900 SH       DEFINED 9      74900         0         0
EQUINIX INC                        COMMON SHS      29444U502      2267      41330 SH       DEFINED A      41330         0         0
EQUITY INNS INC                    COMMON SHS      294703103      3203     193400 SH       DEFINED 9     193400         0         0
EQUITY INNS INC                    COMMON SHS      294703103      2166     130800 SH       DEFINED A     130800         0         0
EQUITY INNS INC                    COMMON SHS      294703103       958      57865 SH       DEFINED D      57865         0         0
EQUITY INNS INC                    COMMON SHS      294703103      1164      70300 SH       DEFINED M      70300         0         0
EQUITY OFFICE PROPERTIES TRUST     COMMON SHS      294741103       943      25823 SH       DEFINED 9      25823         0         0
EQUITY RESIDENTIAL                 SH BEN INT      29476L107       173       3860 SH       DEFINED 6       3860         0         0
EQUITY RESIDENTIAL                 SH BEN INT      29476L107      3038      67909 SH       DEFINED 9      67909         0         0
ERICSSON (LM) TELEPHONE CO         ADR B SEK 10    294821608      7180     217320 SH       DEFINED 9     213900         0      3420
ERICSSON (LM) TELEPHONE CO         ADR B SEK 10    294821608       264       8000 SH       DEFINED M       8000         0         0
ERIE INDTY CO                      COMMON SHS      29530P102    175416    3373392 SH       DEFINED 4    3373392         0         0
ESCO TECHNOLOGIES INC              COMMON SHS      296315104     66107    1236800 SH       DEFINED 4    1236800         0         0
ESPEY MANUFACTURING & ELECTRONICS  COMMON SHS      296650104      2605     156000 SH       DEFINED 4     156000         0         0
ESSEX CORP                         COMMON SHS      296744105     10733     582700 SH       DEFINED A     567600         0     15100
ESTEE LAUDER COMPANIES INC         COMMON SHS      518439104     18791     485929 SH       DEFINED 9     483128         0      2801
ESTEE LAUDER COMPANIES INC         COMMON SHS      518439104       309       8000 SH       DEFINED M       8000         0         0
ETHAN ALLEN INTERIORS INC          COMMON SHS      297602104     23440     641300 SH       DEFINED 4     638300         0      3000
ETHAN ALLEN INTERIORS INC          COMMON SHS      297602104        16        428 SH       DEFINED A        428         0         0
EUROBANCSHARES INC                 COMMON SHS      298716101       478      49475 SH       DEFINED A      49475         0         0
EURONET WORLDWIDE INC              COMMON SHS      298736109     27492     716490 SH       DEFINED A     703090         0     13400
EUROZINC MINING CORP               COMMON SHS      298804105      1148     426800 SH       DEFINED 8     426800         0         0
EVEREST RE GROUP LTD               COMMON SHS      G3223R108      1736      20058 SH       DEFINED 9      20058         0         0
EVEREST RE GROUP LTD               COMMON SHS      G3223R108        52        600 SH       DEFINED A        600         0         0
EXAR CORP                          COMMON SHS      300645108     23406    1763808 SH       DEFINED 6    1763808         0         0
EXCO RESOURCES INC                 COMMON SHS      269279402      4802     421200 SH       DEFINED 9     421200         0         0
EXELIXIS INC                       COMMON SHS      30161Q104      3503     348600 SH       DEFINED A     348600         0         0
EXELON CORP                        COMMON SHS      30161N101      3349      58936 SH       DEFINED 8      58936         0         0
EXELON CORP                        COMMON SHS      30161N101      9539     167845 SH       DEFINED 9     161295       600      5950
EXELON CORP                        COMMON SHS      30161N101    156269    2749754 SH       DEFINED A    2707754         0     42000
EXELON CORP                        COMMON SHS      30161N101       205       3600 SH       DEFINED E          0         0      3600
EXELON CORP                        COMMON SHS      30161N101        11        200 SH       DEFINED L        200         0         0
EXPEDIA INC                        COMMON SHS      30212P105    220516   14730520 SH       DEFINED 1   14590520         0    140000
EXPEDIA INC                        COMMON SHS      30212P105     10424     696300 SH       DEFINED 2     696300         0         0
EXPEDIA INC                        COMMON SHS      30212P105      4492     300100 SH       DEFINED 7     300100         0         0
EXPEDIA INC                        COMMON SHS      30212P105     12783     853900 SH       DEFINED 8     853900         0         0
EXPEDIA INC                        COMMON SHS      30212P105         7        500 SH       DEFINED 9        500         0         0
EXPEDIA INC                        COMMON SHS      30212P105      1137      75980 SH       DEFINED E      75980         0         0
EXPEDITORS INT'L WAS INC           COMMON SHS      302130109        70       1244 SH       DEFINED 6       1244         0         0
EXPEDITORS INT'L WAS INC           COMMON SHS      302130109       289       5160 SH       DEFINED 8       5160         0         0
EXPEDITORS INT'L WAS INC           COMMON SHS      302130109    271517    4847660 SH       DEFINED A    4847660         0         0
EXPEDITORS INT'L WAS INC           COMMON SHS      302130109      4850      86600 SH       DEFINED C      86600         0         0
EXPONENT INC                       COMMON SHS      30214U102      2366     140000 SH       DEFINED 4     140000         0         0
EXPRESS SCRIPTS INC                COMMON SHS      302182100        57        798 SH       DEFINED 6        798         0         0
EXPRESS SCRIPTS INC                COMMON SHS      302182100       970      13515 SH       DEFINED 9      13315       200         0
EXPRESS SCRIPTS INC                COMMON SHS      302182100    130206    1814970 SH       DEFINED A    1807970         0      7000
EXTRA SPACE STORAGE INC            COMMON SHS      30225T102     35928    2212300 SH       DEFINED A    2212300         0         0
EXXON MOBIL CORP                   COMMON SHS      30231G102     11994     195500 SH       DEFINED 4     195500         0         0
EXXON MOBIL CORP                   COMMON SHS      30231G102      6142     100118 SH       DEFINED 6      87855         0     12263
EXXON MOBIL CORP                   COMMON SHS      30231G102     15643     254972 SH       DEFINED 8     254972         0         0
EXXON MOBIL CORP                   COMMON SHS      30231G102    342015    5574821 SH       DEFINED 9    5459876      8111    106834
EXXON MOBIL CORP                   COMMON SHS      30231G102    134337    2189682 SH       DEFINED A    1958082         0    231600
EXXON MOBIL CORP                   COMMON SHS      30231G102      1350      22000 SH       DEFINED E          0         0     22000
EXXON MOBIL CORP                   COMMON SHS      30231G102        60        970 SH       DEFINED L        970         0         0
EXXON MOBIL CORP                   COMMON SHS      30231G102       307       5000 SH       DEFINED M       5000         0         0
F5 NETWORKS INC                    COMMON SHS      315616102       409       7648 SH       DEFINED 6       7648         0         0
F5 NETWORKS INC                    COMMON SHS      315616102      3712      69400 SH       DEFINED 9      69400         0         0
F5 NETWORKS INC                    COMMON SHS      315616102    102930    1924640 SH       DEFINED A    1919140         0      5500
F5 NETWORKS INC                    COMMON SHS      315616102      2524      47200 SH       DEFINED C      47200         0         0
FAIR ISAAC INC                     COMMON SHS      303250104       344       9475 SH       DEFINED 9       9475         0         0
FAIR ISAAC INC                     COMMON SHS      303250104         3         75 SH       DEFINED A         75         0         0
FAIRCHILD SEMICONDUCTOR CORP       NOTE5.000%11/0  303727AJ0      3420    3450000 PRN      DEFINED A    3450000         0         0
FALCONBRIDGE LIMITED               COMMON SHS      306104100      6468     110004 SH       DEFINED 8     110004         0         0
FALCONBRIDGE LIMITED               COMMON SHS      306104100       206       3900 SH       DEFINED 9       3900         0         0
FAMILY DOLLAR STORES INC           COMMON SHS      307000109    180320    7381100 SH       DEFINED 4    7381100         0         0
FAMILY DOLLAR STORES INC           COMMON SHS      307000109        73       3000 SH       DEFINED 6       3000         0         0
FAMILY DOLLAR STORES INC           COMMON SHS      307000109        60       2450 SH       DEFINED 8       2450         0         0
FAMILY DOLLAR STORES INC           COMMON SHS      307000109       146       5960 SH       DEFINED 9       5960         0         0
FANNIE MAE                         COMMON SHS      313586109    182309    3790205 SH       DEFINED 1    3790205         0         0
FANNIE MAE                         COMMON SHS      313586109      2442      50760 SH       DEFINED 2      50760         0         0
FANNIE MAE                         COMMON SHS      313586109     55820    1160500 SH       DEFINED 4    1160500         0         0
FANNIE MAE                         COMMON SHS      313586109      1608      33420 SH       DEFINED 6      28469         0      4951
FANNIE MAE                         COMMON SHS      313586109       166       3450 SH       DEFINED 8       3450         0         0
FANNIE MAE                         COMMON SHS      313586109      6451     134120 SH       DEFINED 9     132970         0      1150
FANNIE MAE                         COMMON SHS      313586109     33403     694445 SH       DEFINED A     653445         0     41000
FANNIE MAE                         COMMON SHS      313586109      4878     101414 SH       DEFINED D     101414         0         0
FANNIE MAE                         COMMON SHS      313586109      6173     128337 SH       DEFINED E      12400         0    115937
FANNIE MAE                         COMMON SHS      313586109         7        150 SH       DEFINED L        150         0         0
FARMER BROS CO                     COMMON SHS      307675108     45388    2093533 SH       DEFINED 5    2093533         0         0
FARO TECHNOLOGIES INC              COMMON SHS      311642102     19318    1139039 SH       DEFINED 6    1139039         0         0
FASTENAL CO                        COMMON SHS      311900104       193       4788 SH       DEFINED 6       4788         0         0
FASTENAL CO                        COMMON SHS      311900104      2912      72285 SH       DEFINED 9      64085         0      8200
FASTENAL CO                        COMMON SHS      311900104     59929    1487450 SH       DEFINED A    1487450         0         0
FASTENAL CO                        COMMON SHS      311900104      1225      30400 SH       DEFINED C      30400         0         0
FBL FINANCIAL GROUP INC            COMMON SHS      30239F106     17010     525000 SH       DEFINED 4     525000         0         0
FBL FINANCIAL GROUP INC            COMMON SHS      30239F106         4        111 SH       DEFINED A        111         0         0
FEDERAL AGRICULTURE MORTGAGE CORP  COMMON SHS      313148306     15427     556945 SH       DEFINED 6     556945         0         0
FEDERAL SIGNAL CORP                COMMON SHS      313855108     65535    4328570 SH       DEFINED 5    4328570         0         0
FEDERAL SIGNAL CORP                COMMON SHS      313855108        15       1000 SH       DEFINED 9       1000         0         0
FEDERAL SIGNAL CORP                COMMON SHS      313855108       230      15221 SH       DEFINED A      15221         0         0
FEDERATED DEPARTMENT STORES INC    COMMON SHS      31410H101      9520     260106 SH       DEFINED 9     255134         0      4972
FEDERATED DEPARTMENT STORES INC    COMMON SHS      31410H101       293       8000 SH       DEFINED M       8000         0         0
FEDERATED INVESTORS INC            COMMON SHS      314211103       351      11127 SH       DEFINED 6      11127         0         0
FEDERATED INVESTORS INC            COMMON SHS      314211103       236       7480 SH       DEFINED 8       7480         0         0
FEDERATED INVESTORS INC            COMMON SHS      314211103    122708    3895506 SH       DEFINED A    3773006         0    122500
FEDERATED INVESTORS INC            COMMON SHS      314211103      2731      86700 SH       DEFINED C      86700         0         0
FEDERATED INVESTORS INC            COMMON SHS      314211103       350      11100 SH       DEFINED E          0         0     11100
FEDERATED INVESTORS INC            COMMON SHS      314211103        15        470 SH       DEFINED L        470         0         0
FEDEX CORP                         COMMON SHS      31428X106         2         17 SH       DEFINED 6         17         0         0
FEDEX CORP                         COMMON SHS      31428X106       264       2260 SH       DEFINED 8       2260         0         0
FEDEX CORP                         COMMON SHS      31428X106      6021      51523 SH       DEFINED 9      51523         0         0
FEDEX CORP                         COMMON SHS      31428X106     39723     339923 SH       DEFINED A     299223         0     40700
FEDEX CORP                         COMMON SHS      31428X106       514       4400 SH       DEFINED E          0         0      4400
FEDEX CORP                         COMMON SHS      31428X106        19        160 SH       DEFINED L        160         0         0
FELCOR LODGING TRUST INC           COMMON SHS      31430F101       604      27800 SH       DEFINED 9      27800         0         0
FELCOR LODGING TRUST INC           COMMON SHS      31430F101     19559     899699 SH       DEFINED A     877899         0     21800
FELCOR LODGING TRUST INC           PFD CV A $1.95  31430F200     80487    3300000 SH       DEFINED A    3300000         0         0
FERRO CORP                         COMMON SHS      315405100       178      11137 SH       DEFINED 9      11137         0         0
FIDELITY NATIONAL FINANCIAL INC    COMMON SHS      316326107       760      19521 SH       DEFINED 9       7630         0     11891
FIDELITY NATIONAL FINANCIAL INC    COMMON SHS      316326107        18        473 SH       DEFINED A        473         0         0
FIDUCIARY CLAYMORE MLP OPPORTUNITY COMMON SHS      31647Q106       213      11750 SH       DEFINED 9      11750         0         0
FIFTH THIRD BANCORP                COMMON SHS      316773100         2         51 SH       DEFINED 6         51         0         0
FIFTH THIRD BANCORP                COMMON SHS      316773100       184       4990 SH       DEFINED 8       4990         0         0
FIFTH THIRD BANCORP                COMMON SHS      316773100       943      25531 SH       DEFINED 9      24031         0      1500
FIFTH THIRD BANCORP                COMMON SHS      316773100    275634    7459640 SH       DEFINED A    7459640         0         0
FIFTH THIRD BANCORP                COMMON SHS      316773100       236       6400 SH       DEFINED E          0         0      6400
FIFTH THIRD BANCORP                COMMON SHS      316773100         8        230 SH       DEFINED L        230         0         0
FILENET CORP                       COMMON SHS      316869106     18654     692676 SH       DEFINED 6     692676         0         0
FILENET CORP                       COMMON SHS      316869106     35213    1307580 SH       DEFINED A    1298580         0      9000
FILENET CORP                       COMMON SHS      316869106       584      21700 SH       DEFINED C      21700         0         0
FINANCIAL FEDERAL CORP             COMMON SHS      317492106     12476     448602 SH       DEFINED 6     448602         0         0
FINANCIAL FEDERAL CORP             COMMON SHS      317492106     13214     475150 SH       DEFINED A     462850         0     12300
FIRST COMMUNITY BANCORP            COMMON SHS      31983B101     57255     969103 SH       DEFINED 5     969103         0         0
FIRST DATA CORP                    COMMON SHS      319963104      1749      38840 SH       DEFINED 4      38840         0         0
FIRST DATA CORP                    COMMON SHS      319963104        97       2155 SH       DEFINED 8       2155         0         0
FIRST DATA CORP                    COMMON SHS      319963104     12499     277503 SH       DEFINED 9     277003         0       500
FIRST DATA CORP                    COMMON SHS      319963104        27        607 SH       DEFINED A        607         0         0
FIRST DEFIANCE FINANCIAL CORP      COMMON SHS      32006W106      6192     235000 SH       DEFINED 4     235000         0         0
FIRST INDIANA CORP                 COMMON SHS      32054R108      7016     269541 SH       DEFINED 4     268291         0      1250
FIRST INDUSTRIAL REALTY TRUST INC  COMMON SHS      32054K103       260       6850 SH       DEFINED 9       6850         0         0
FIRST INDUSTRIAL REALTY TRUST INC  COMMON SHS      32054K103       702      18500 SH       DEFINED A      18500         0         0
FIRST INDUSTRIAL REALTY TRUST INC  COMMON SHS      32054K103       478      12600 SH       DEFINED D      12600         0         0
FIRST NIAGARA FINANCIAL GROUP INC  COMMON SHS      33582V108      1402     100000 SH       DEFINED 4     100000         0         0
FIRST NIAGARA FINANCIAL GROUP INC  COMMON SHS      33582V108         0          0 SH       DEFINED 5          0         0         0
FIRST NIAGARA FINANCIAL GROUP INC  COMMON SHS      33582V108      9792     698444 SH       DEFINED 6     698444         0         0
FIRST POTOMAC REALTY TRUST         COMMON SHS      33610F109       355      11900 SH       DEFINED 9      11900         0         0
FIRST POTOMAC REALTY TRUST         COMMON SHS      33610F109     29906    1003900 SH       DEFINED A    1003900         0         0
FIRST POTOMAC REALTY TRUST         COMMON SHS      33610F109      1475      49500 SH       DEFINED D      49500         0         0
FIRST REPUBLIC BANK                COMMON SHS      336158100        69       1500 SH       DEFINED 9       1500         0         0
FIRST REPUBLIC BANK                COMMON SHS      336158100      6298     137500 SH       DEFINED A     133900         0      3600
FIRST REPUBLIC BANK                COMMON SHS      336158100       531      11600 SH       DEFINED C      11600         0         0
FIRST SECURITY GROUP INC/TN        COMMON SHS      336312103      4768     411000 SH       DEFINED 9     411000         0         0
FIRST ST BANCORPORATION            COMMON SHS      336453105      7580     318741 SH       DEFINED A     310216         0      8525
FIRSTENERGY CORP                   COMMON SHS      337932107      3256      60069 SH       DEFINED 6      53530         0      6539
FIRSTENERGY CORP                   COMMON SHS      337932107      1402      25870 SH       DEFINED 8      25870         0         0
FIRSTENERGY CORP                   COMMON SHS      337932107      5301      97791 SH       DEFINED 9      97791         0         0
FIRSTENERGY CORP                   COMMON SHS      337932107   1031139   19021190 SH       DEFINED A   18913190         0    108000
FIRSTENERGY CORP                   COMMON SHS      337932107       591      10900 SH       DEFINED E          0         0     10900
FIRSTENERGY CORP                   COMMON SHS      337932107        20        360 SH       DEFINED L        360         0         0
FIRSTSERVICE CORP                  COMMON SHS      33761N109       491      16400 SH       DEFINED 8      16400         0         0
FISERV INC                         COMMON SHS      337738108      1433      31586 SH       DEFINED 9      31586         0         0
FISHER SCIENTIFIC INTERNATIONAL IN COMMON SHS      338032204       424       5803 SH       DEFINED 6       5803         0         0
FISHER SCIENTIFIC INTERNATIONAL IN COMMON SHS      338032204       137       1880 SH       DEFINED 9       1880         0         0
FISHER SCIENTIFIC INTERNATIONAL IN COMMON SHS      338032204    160930    2203012 SH       DEFINED A    2198700         0      4312
FISHER SCIENTIFIC INTERNATIONAL IN COMMON SHS      338032204      3660      50100 SH       DEFINED C      50100         0         0
FLEXSTEEL INDUSTRIES INC           COMMON SHS      339382103      2600     200000 SH       DEFINED 4     200000         0         0
FLEXTRONICS INTERNATIONAL LTD      COMMON SHS      Y2573F102     49273    4639600 SH       DEFINED 1    4639600         0         0
FLEXTRONICS INTERNATIONAL LTD      COMMON SHS      Y2573F102     48435    4560710 SH       DEFINED 2    4560710         0         0
FLEXTRONICS INTERNATIONAL LTD      COMMON SHS      Y2573F102     15824    1490000 SH       DEFINED 3    1490000         0         0
FLEXTRONICS INTERNATIONAL LTD      COMMON SHS      Y2573F102     29953    2820421 SH       DEFINED 6    2820421         0         0
FLEXTRONICS INTERNATIONAL LTD      COMMON SHS      Y2573F102     56082    5280751 SH       DEFINED 8    4499960         0    780791
FLEXTRONICS INTERNATIONAL LTD      COMMON SHS      Y2573F102       217      20400 SH       DEFINED 9      16400         0      4000
FLEXTRONICS INTERNATIONAL LTD      COMMON SHS      Y2573F102       255      24053 SH       DEFINED C      24053         0         0
FLEXTRONICS INTERNATIONAL LTD      COMMON SHS      Y2573F102      9559     900130 SH       DEFINED E      56230         0    843900
FLEXTRONICS INTERNATIONAL LTD      COMMON SHS      Y2573F102      1761     165830 SH       DEFINED L     165830         0         0
FLEXTRONICS INTERNATIONAL LTD      COMMON SHS      Y2573F102       615      57930 SH       DEFINED M      57930         0         0
FLIR SYSTEMS INC                   COMMON SHS      302445101     28588    1295912 SH       DEFINED 6    1295912         0         0
FLIR SYSTEMS INC                   COMMON SHS      302445101       369      16748 SH       DEFINED 8      16748         0         0
FLIR SYSTEMS INC                   COMMON SHS      302445101       210       9540 SH       DEFINED 9       9540         0         0
FLIR SYSTEMS INC                   COMMON SHS      302445101    129863    5886802 SH       DEFINED A    5691202         0    195600
FLIR SYSTEMS INC                   COMMON SHS      302445101      1796      81400 SH       DEFINED C      81400         0         0
FLIR SYSTEMS INC                   COMMON SHS      302445101       146       6600 SH       DEFINED E          0         0      6600
FLIR SYSTEMS INC                   COMMON SHS      302445101        10        450 SH       DEFINED L        450         0         0
FLORIDA EAST COAST INDUSTRIES INC  COMMON SHS      340632108     24624     470546 SH       DEFINED 1     470546         0         0
FLORIDA EAST COAST INDUSTRIES INC  COMMON SHS      340632108    598019   12029310 SH       DEFINED 5   12029310         0         0
FLORIDA EAST COAST INDUSTRIES INC  COMMON SHS      340632108       215       4109 SH       DEFINED 9       4109         0         0
FLOTEK INDUSTRIES INC              COMMON SHS      343389102      3499     225000 SH       DEFINED A     225000         0         0
FLOWSERVE CORP                     COMMON SHS      34354P105     18474     324667 SH       DEFINED 6     324667         0         0
FLOWSERVE CORP                     COMMON SHS      34354P105     44860     788400 SH       DEFINED A     778000         0     10400
FLUOR CORP                         COMMON SHS      343412102       813       8745 SH       DEFINED 9       8695         0        50
FMC CORP                           COMMON SHS      302491303     16343     253807 SH       DEFINED 6     253807         0         0
FMC CORP                           COMMON SHS      302491303     18415     285986 SH       DEFINED A     278286         0      7700
FMC TECHNOLOGIES INC               COMMON SHS      30249U101       198       2930 SH       DEFINED 6       2930         0         0
FMC TECHNOLOGIES INC               COMMON SHS      30249U101       169       2500 SH       DEFINED 9       2500         0         0
FMC TECHNOLOGIES INC               COMMON SHS      30249U101     78201    1159226 SH       DEFINED A    1148126         0     11100
FMC TECHNOLOGIES INC               COMMON SHS      30249U101       546       8100 SH       DEFINED C       8100         0         0
FOCUS MEDIA HOLDING LTD            SPONSORED ADR   34415V109      6718     103100 SH       DEFINED A     103100         0         0
FOMENTO ECONOMICO MEXICANO SA DE C SPON ADR UNITS  344419106      1490      17800 SH       DEFINED 1      17800         0         0
FOMENTO ECONOMICO MEXICANO SA DE C SPON ADR UNITS  344419106     95499    1140698 SH       DEFINED 5    1140698         0         0
FOMENTO ECONOMICO MEXICANO SA DE C SPON ADR UNITS  344419106       946      11300 SH       DEFINED 9      11300         0         0
FOMENTO ECONOMICO MEXICANO SA DE C SPON ADR UNITS  344419106    146614    1751239 SH       DEFINED C    1635764         0    115475
FORD MOTOR CO                      COMMON SHS      345370860      7623    1100000 SH       DEFINED 7    1100000         0         0
FORD MOTOR CO                      COMMON SHS      345370860       198      28544 SH       DEFINED 9      24809         0      3735
FORD MOTOR CO                      COMMON SHS      345370860        18       2571 SH       DEFINED A       2571         0         0
FORD MOTOR CO CAP TR II            PFD TR CV6.5%   345395206       306      11000 SH       DEFINED 9       8200         0      2800
FORD MOTOR CO CAP TR II            PFD TR CV6.5%   345395206     12510     450000 SH       DEFINED A     450000         0         0
FORDING CANADIAN COAL TR           COMMON SHS      345425102     13194     416154 SH       DEFINED 9     413739      2415         0
FORDING CANADIAN COAL TR           COMMON SHS      345425102       285       9000 SH       DEFINED M       9000         0         0
FOREST CITY ENTERPRISES INC        COMMON SHS      345550107       277       5560 SH       DEFINED 6       5560         0         0
FOREST CITY ENTERPRISES INC        COMMON SHS      345550107    105540    2114600 SH       DEFINED A    2114600         0         0
FOREST LABORATORIES INC            COMMON SHS      345838106        10        255 SH       DEFINED 6        255         0         0
FOREST LABORATORIES INC            COMMON SHS      345838106       721      18640 SH       DEFINED 9      17640         0      1000
FOREST LABORATORIES INC            COMMON SHS      345838106      7664     198094 SH       DEFINED A     198094         0         0
FOREST OIL CORP                    COMMON SHS      346091705         3        100 SH       DEFINED 9        100         0         0
FOREST OIL CORP                    COMMON SHS      346091705      6300     190000 SH       DEFINED A     190000         0         0
FORMFACTOR INC                     COMMON SHS      346375108       575      12894 SH       DEFINED 6      12894         0         0
FORMFACTOR INC                     COMMON SHS      346375108    136528    3059118 SH       DEFINED A    3043518         0     15600
FORMFACTOR INC                     COMMON SHS      346375108      3013      67500 SH       DEFINED C      67500         0         0
FORTUNE BRANDS INC                 COMMON SHS      349631101       987      13900 SH       DEFINED 4      13900         0         0
FORTUNE BRANDS INC                 COMMON SHS      349631101       110       1544 SH       DEFINED 6       1544         0         0
FORTUNE BRANDS INC                 COMMON SHS      349631101      1396      19656 SH       DEFINED 9      14200         0      5456
FORWARD AIR CORP                   COMMON SHS      349853101     26654     654397 SH       DEFINED A     636397         0     18000
FOSSIL INC                         COMMON SHS      349882100       395      21950 SH       DEFINED 9      21950         0         0
FOUNDATION COAL HOLDINGS INC       COMMON SHS      35039W100      5444     116000 SH       DEFINED A     116000         0         0
FOUR SEASONS HOTELS INC            COMMON SHS      35100E104         6         90 SH       DEFINED 9         90         0         0
FOUR SEASONS HOTELS INC            COMMON SHS      35100E104     22880     372400 SH       DEFINED A     365000         0      7400
FPL GROUP INC                      COMMON SHS      302571104     10187     246185 SH       DEFINED 9     239797      1400      4988
FPL GROUP INC                      COMMON SHS      302571104    433079   10465900 SH       DEFINED A   10448900         0     17000
FRANCE TELECOM SA                  SPONSORED ADR   35177Q105      8768     401080 SH       DEFINED 2     401080         0         0
FRANCE TELECOM SA                  SPONSORED ADR   35177Q105     15266     698358 SH       DEFINED 6     698358         0         0
FRANCE TELECOM SA                  SPONSORED ADR   35177Q105         7        300 SH       DEFINED 9        300         0         0
FRANKLIN BANK CORP/HOUSTON         COMMON SHS      352451108     24228    1199979 SH       DEFINED 5    1199979         0         0
FRANKLIN BANK CORP/HOUSTON         COMMON SHS      352451108      8074     399920 SH       DEFINED A     389920         0     10000
FRANKLIN RESOURCES INC             COMMON SHS      354613101     50254     578902 SH       DEFINED 9     577702         0      1200
FRED'S INC                         COMMON SHS      356108100      5340     400000 SH       DEFINED 4     400000         0         0
FREDDIE MAC                        COMMON SHS      313400301    289589    5079620 SH       DEFINED 4    5079620         0         0
FREDDIE MAC                        COMMON SHS      313400301      2815      49369 SH       DEFINED 6      44444         0      4925
FREDDIE MAC                        COMMON SHS      313400301      2041      35800 SH       DEFINED 8      35800         0         0
FREDDIE MAC                        COMMON SHS      313400301      5610      98400 SH       DEFINED 9      98200         0       200
FREDDIE MAC                        COMMON SHS      313400301    320574    5623120 SH       DEFINED A    5543320         0     79800
FREDDIE MAC                        COMMON SHS      313400301        28        490 SH       DEFINED L        490         0         0
FREEPORT MCMORAN COPPER & GOLD INC COMMON SHS      35671D857         2         30 SH       DEFINED 8         30         0         0
FREEPORT MCMORAN COPPER & GOLD INC COMMON SHS      35671D857       221       3995 SH       DEFINED 9       3995         0         0
FREEPORT MCMORAN COPPER & GOLD INC COMMON SHS      35671D857     42946     775062 SH       DEFINED A     775062         0         0
FREESCALE SEMICONDUCTOR INC        COMMON SHS      35687M206       208       7060 SH       DEFINED 9       7060         0         0
FRESENIUS MEDICAL CARE AG & CO     SPONSORED ADR   358029106      1529      40000 SH       DEFINED 8      40000         0         0
FRESENIUS MEDICAL CARE AG & CO     SPONSORED ADR   358029106        17        455 SH       DEFINED 9        455         0         0
FSI INTERNATIONAL INC              COMMON SHS      302633102      4134     600000 SH       DEFINED 4     600000         0         0
FTI CONSULTING INC                 COMMON SHS      302941109      6138     229300 SH       DEFINED A     229300         0         0
FUJI PHOTO FILM CO LTD             ADR             359586302     24339     725248 SH       DEFINED 6     725248         0         0
FURNITURE BRANDS INTERNATIONAL INC COMMON SHS      360921100     52100    2500000 SH       DEFINED 4    2500000         0         0
FURNITURE BRANDS INTERNATIONAL INC COMMON SHS      360921100         4        175 SH       DEFINED A        175         0         0
GAIAM INC                          COMMON SHS      36268Q103      6116     436200 SH       DEFINED 9     436200         0         0
GALLAHER GROUP PLC                 SPONSORED ADR   363595109       523       8356 SH       DEFINED 9       2900         0      5456
GAMESTOP CORP                      COMMON SHS      36467W109      1358      32345 SH       DEFINED 9      30945         0      1400
GAMMON LAKE RESOURCES INC          COMMON SHS      364915108     89329    5834700 SH       DEFINED 5    5834700         0         0
GAMMON LAKE RESOURCES INC          COMMON SHS      364915108       380      24800 SH       DEFINED 8      24800         0         0
GAMMON LAKE RESOURCES INC          COMMON SHS      364915108     23034    1504500 SH       DEFINED A    1504500         0         0
GANNETT CO INC                     COMMON SHS      364730101     41279     738050 SH       DEFINED 3     738050         0         0
GANNETT CO INC                     COMMON SHS      364730101     10028     179300 SH       DEFINED 4     179300         0         0
GANNETT CO INC                     COMMON SHS      364730101         4         67 SH       DEFINED 6         67         0         0
GANNETT CO INC                     COMMON SHS      364730101       699      12490 SH       DEFINED 8      12490         0         0
GANNETT CO INC                     COMMON SHS      364730101      4944      88405 SH       DEFINED 9      85415       700      2290
GANNETT CO INC                     COMMON SHS      364730101     29214     522326 SH       DEFINED A     394626         0    127700
GANNETT CO INC                     COMMON SHS      364730101       800      14300 SH       DEFINED E          0         0     14300
GANNETT CO INC                     COMMON SHS      364730101        28        500 SH       DEFINED L        500         0         0
GAP INC                            COMMON SHS      364760108      1563      89848 SH       DEFINED 6      76033         0     13815
GAP INC                            COMMON SHS      364760108      1126      64700 SH       DEFINED 8      64700         0         0
GAP INC                            COMMON SHS      364760108      1594      91605 SH       DEFINED 9      85605         0      6000
GAP INC                            COMMON SHS      364760108     26518    1524040 SH       DEFINED A    1336540         0    187500
GAP INC                            COMMON SHS      364760108       294      16900 SH       DEFINED E          0         0     16900
GAP INC                            COMMON SHS      364760108        14        820 SH       DEFINED L        820         0         0
GARMIN LTD                         COMMON SHS      G37260109      3163      30000 SH       DEFINED A      30000         0         0
GATEWAY INC                        COMMON SHS      367626108       570     300000 SH       DEFINED 7     300000         0         0
GAYLORD ENTERTAINMENT CO           COMMON SHS      367905106     14628     335200 SH       DEFINED A     326000         0      9200
GEHL CO                            COMMON SHS      368483103      7659     300000 SH       DEFINED 4     300000         0         0
GENCORP INC                        COMMON SHS      368682100     22886    1427690 SH       DEFINED 5    1427690         0         0
GENENTECH INC                      COMMON SHS      368710406        42        511 SH       DEFINED 6        511         0         0
GENENTECH INC                      COMMON SHS      368710406     81800    1000000 SH       DEFINED 7    1000000         0         0
GENENTECH INC                      COMMON SHS      368710406     24731     302340 SH       DEFINED 9     297115       775      4450
GENENTECH INC                      COMMON SHS      368710406     90094    1101396 SH       DEFINED A    1101396         0         0
GENERAL DYNAMICS CORP              COMMON SHS      369550108      2324      35500 SH       DEFINED 4      35500         0         0
GENERAL DYNAMICS CORP              COMMON SHS      369550108         6         96 SH       DEFINED 6         96         0         0
GENERAL DYNAMICS CORP              COMMON SHS      369550108     65460    1000000 SH       DEFINED 7    1000000         0         0
GENERAL DYNAMICS CORP              COMMON SHS      369550108       268       4100 SH       DEFINED 8       4100         0         0
GENERAL DYNAMICS CORP              COMMON SHS      369550108       654       9988 SH       DEFINED 9       6988       800      2200
GENERAL DYNAMICS CORP              COMMON SHS      369550108        25        380 SH       DEFINED A        380         0         0
GENERAL ELECTRIC CO                COMMON SHS      369604103     77472    2350490 SH       DEFINED 1    2190490         0    160000
GENERAL ELECTRIC CO                COMMON SHS      369604103     17630     534900 SH       DEFINED 3     534900         0         0
GENERAL ELECTRIC CO                COMMON SHS      369604103    201366    6109400 SH       DEFINED 4    6109400         0         0
GENERAL ELECTRIC CO                COMMON SHS      369604103      4856     147338 SH       DEFINED 6     129712         0     17626
GENERAL ELECTRIC CO                COMMON SHS      369604103     21082     639610 SH       DEFINED 8     639610         0         0
GENERAL ELECTRIC CO                COMMON SHS      369604103    301093    9135118 SH       DEFINED 9    8947299      3200    184619
GENERAL ELECTRIC CO                COMMON SHS      369604103       165       5000 SH CALL  DEFINED 9
GENERAL ELECTRIC CO                COMMON SHS      369604103    150269    4559126 SH       DEFINED A    4046426         0    512700
GENERAL ELECTRIC CO                COMMON SHS      369604103     15511     470600 SH       DEFINED E      79400         0    391200
GENERAL ELECTRIC CO                COMMON SHS      369604103        61       1850 SH       DEFINED L       1850         0         0
GENERAL ELECTRIC CO                COMMON SHS      369604103       428      13000 SH       DEFINED M      13000         0         0
GENERAL GROWTH PROPERTIES          COMMON SHS      370021107       255       5655 SH       DEFINED 6       5655         0         0
GENERAL GROWTH PROPERTIES          COMMON SHS      370021107      2965      65812 SH       DEFINED 9      65812         0         0
GENERAL GROWTH PROPERTIES          COMMON SHS      370021107     41730     926090 SH       DEFINED A     926090         0         0
GENERAL MILLS INC                  COMMON SHS      370334104     93919    1818015 SH       DEFINED 5    1818015         0         0
GENERAL MILLS INC                  COMMON SHS      370334104      1593      30839 SH       DEFINED 6      30819         0        20
GENERAL MILLS INC                  COMMON SHS      370334104     15872     307249 SH       DEFINED 8     307249         0         0
GENERAL MILLS INC                  COMMON SHS      370334104      2502      48433 SH       DEFINED 9      48083       350         0
GENERAL MILLS INC                  COMMON SHS      370334104        18        354 SH       DEFINED A        354         0         0
GENERAL MOTORS CORP                COMMON SHS      370442105    137813    4626136 SH       DEFINED 5    4626136         0         0
GENERAL MOTORS CORP                COMMON SHS      370442105     11916     400000 SH       DEFINED 7     400000         0         0
GENERAL MOTORS CORP                COMMON SHS      370442105        81       2711 SH       DEFINED 9       2611         0       100
GENERAL MOTORS CORP                DEB SR CV C 33  370442717      4773     235000 SH       DEFINED A     235000         0         0
GENESEE & WYOMING INC              COMMON SHS      371559105     42209    1190000 SH       DEFINED 4    1184000         0      6000
GENESIS HEALTHCARE CORP            COMMON SHS      37184D101      1002      21150 SH       DEFINED A      18750         0      2400
GENLYTE GROUP INC                  COMMON SHS      372302109     18419     254300 SH       DEFINED 4     252700         0      1600
GENTEX CORP                        COMMON SHS      371901109       190      13550 SH       DEFINED 8      13550         0         0
GENTEX CORP                        COMMON SHS      371901109      8087     577640 SH       DEFINED A     385240         0    192400
GENTEX CORP                        COMMON SHS      371901109       234      16700 SH       DEFINED E          0         0     16700
GENTEX CORP                        COMMON SHS      371901109         8        580 SH       DEFINED L        580         0         0
GENUINE PARTS CO                   COMMON SHS      372460105        56       1335 SH       DEFINED 6       1335         0         0
GENUINE PARTS CO                   COMMON SHS      372460105     15639     375400 SH       DEFINED 7     375400         0         0
GENUINE PARTS CO                   COMMON SHS      372460105     13176     316267 SH       DEFINED 8     316267         0         0
GENUINE PARTS CO                   COMMON SHS      372460105       568      13626 SH       DEFINED 9      13626         0         0
GENUINE PARTS CO                   COMMON SHS      372460105     10867     260841 SH       DEFINED E      61610         0    199231
GENWORTH FINANCIAL INC             COMMON SHS      37247D106     55744    1600000 SH       DEFINED 4    1600000         0         0
GENWORTH FINANCIAL INC             COMMON SHS      37247D106         2         70 SH       DEFINED 8         70         0         0
GENWORTH FINANCIAL INC             COMMON SHS      37247D106       127       3650 SH       DEFINED 9       3650         0         0
GENWORTH FINANCIAL INC             COMMON SHS      37247D106         8        219 SH       DEFINED A        219         0         0
GENZYME CORP-GENERAL DIVISION      COMMON SHS      372917104      1574      25787 SH       DEFINED 6      25787         0         0
GENZYME CORP-GENERAL DIVISION      COMMON SHS      372917104       736      12053 SH       DEFINED 9      12053         0         0
GENZYME CORP-GENERAL DIVISION      COMMON SHS      372917104     91958    1506280 SH       DEFINED A    1503280         0      3000
GEORGIA GULF CORP                  COMMON SHS      373200203      3333     133200 SH       DEFINED 9     133200         0         0
GETTY IMAGES INC                   COMMON SHS      374276103      1324      20850 SH       DEFINED 9      20850         0         0
GFI GROUP INC                      COMMON SHS      361652209      5444     100900 SH       DEFINED 9     100900         0         0
GFI GROUP INC                      COMMON SHS      361652209     23959     444100 SH       DEFINED A     436500         0      7600
GIBRALTAR INDUSTRIES INC           COMMON SHS      374689107     43262    1491800 SH       DEFINED 4    1486300         0      5500
GILDAN ACTIVEWEAR INC              COMMON SHS      375916103    175011    3315233 SH       DEFINED 8    3315233         0         0
GILEAD SCIENCES INC                COMMON SHS      375558103        42        715 SH       DEFINED 6        715         0         0
GILEAD SCIENCES INC                COMMON SHS      375558103        59       1000 SH CALL  DEFINED 9
GILEAD SCIENCES INC                COMMON SHS      375558103     16139     272799 SH       DEFINED 9     270499         0      2300
GILEAD SCIENCES INC                COMMON SHS      375558103     68424    1156600 SH       DEFINED A    1156600         0         0
GLAMIS GOLD LTD                    COMMON SHS      376775102     52947    1398500 SH       DEFINED A    1398500         0         0
GLAMIS GOLD LTD                    COMMON SHS      376775102      1053      27800 SH       DEFINED C      27800         0         0
GLATFELTER                         COMMON SHS      377316104     19947    1256900 SH       DEFINED 4    1251300         0      5600
GLAXOSMITHKLINE PLC                SPONSORED ADR   37733W105     32655     585214 SH       DEFINED 6     578741         0      6473
GLAXOSMITHKLINE PLC                SPONSORED ADR   37733W105      4158      74525 SH       DEFINED 8      74525         0         0
GLAXOSMITHKLINE PLC                SPONSORED ADR   37733W105      4642      83182 SH       DEFINED 9      83182         0         0
GLAXOSMITHKLINE PLC                SPONSORED ADR   37733W105     24725     443100 SH       DEFINED A     443100         0         0
GLENBOROUGH REALTY TRUST INC       COMMON SHS      37803P105       499      23150 SH       DEFINED 9      23150         0         0
GLENBOROUGH REALTY TRUST INC       PFD CV SER A%   37803P204       216       8782 SH       DEFINED 9       8782         0         0
GLENBOROUGH REALTY TRUST INC       PFD CV SER A%   37803P204     35922    1463203 SH       DEFINED A    1463203         0         0
GLIMCHER REALTY TRUST              SH BEN INT      379302102        73       2940 SH       DEFINED 6       2940         0         0
GLIMCHER REALTY TRUST              SH BEN INT      379302102      5959     240200 SH       DEFINED A     240200         0         0
GLOBAL CASH ACCESS, LLC            COMMON SHS      378967103      9453     604800 SH       DEFINED A     584200         0     20600
GLOBAL INDUSTRIES LTD              COMMON SHS      379336100     12837     768700 SH       DEFINED 4     765000         0      3700
GLOBAL INDUSTRIES LTD              COMMON SHS      379336100        33       2000 SH       DEFINED 9       2000         0         0
GLOBAL INDUSTRIES LTD              COMMON SHS      379336100      3507     210000 SH       DEFINED A     210000         0         0
GLOBAL PAYMENTS INC                COMMON SHS      37940X102        53       1082 SH       DEFINED 9       1082         0         0
GLOBAL PAYMENTS INC                COMMON SHS      37940X102      1991      40999 SH       DEFINED A      40999         0         0
GLOBALSANTAFE CORP                 COMMON SHS      G3930E101       748      12950 SH       DEFINED 9      12800         0       150
GLOBALSANTAFE CORP                 COMMON SHS      G3930E101      6757     117000 SH       DEFINED A     117000         0         0
GMH COMMUNITIES TRUST              COMMON SHS      36188G102       128       9679 SH       DEFINED 6       9679         0         0
GMH COMMUNITIES TRUST              COMMON SHS      36188G102     43428    3295000 SH       DEFINED A    3295000         0         0
GOL LINHAS AEREAS INTELIGENTES SA  SP ADR REP PFD  38045R107      1498      42200 SH       DEFINED 1      42200         0         0
GOLD FIELDS LTD                    SPONSORED ADR   38059T106     19569     854528 SH       DEFINED A     854528         0         0
GOLDCORP INC                       COMMON SHS      380956409      1416      42080 SH       SOLE           42080         0         0
GOLDCORP INC                       COMMON SHS      380956409     43320    1289570 SH       DEFINED 5    1289570         0         0
GOLDCORP INC                       COMMON SHS      380956409     52118    1578125 SH       DEFINED A    1578125         0         0
GOLDEN STAR RES LTD CDA            COMMON SHS      38119T104      2445     750000 SH       DEFINED A     750000         0         0
GOLDEN WEST FINANCIAL CORP         COMMON SHS      381317106    173060    2332350 SH       DEFINED 5    2332350         0         0
GOLDEN WEST FINANCIAL CORP         COMMON SHS      381317106        43        581 SH       DEFINED 6        581         0         0
GOLDEN WEST FINANCIAL CORP         COMMON SHS      381317106       658       8867 SH       DEFINED 9       8867         0         0
GOLDEN WEST FINANCIAL CORP         COMMON SHS      381317106     25620     345285 SH       DEFINED A     345285         0         0
GOLDEN WEST FINANCIAL CORP         COMMON SHS      381317106       364       4900 SH       DEFINED E          0         0      4900
GOLDMAN SACHS GROUP INC            COMMON SHS      38141G104        60        396 SH       DEFINED 6        396         0         0
GOLDMAN SACHS GROUP INC            COMMON SHS      38141G104     28351     188467 SH       DEFINED 9     184192       300      3975
GOLDMAN SACHS GROUP INC            COMMON SHS      38141G104       301       2000 SH CALL  DEFINED 9
GOLDMAN SACHS GROUP INC            COMMON SHS      38141G104     43014     285941 SH       DEFINED A     285941         0         0
GOLDMAN SACHS GROUP INC            COMMON SHS      38141G104       196       1300 SH       DEFINED E          0         0      1300
GOODMAN GLOBAL INC                 COMMON SHS      38239A100     20520    1351800 SH       DEFINED A    1337400         0     14400
GOODRICH CORP                      COMMON SHS      382388106      3683      91400 SH       DEFINED 2          0         0     91400
GOODRICH CORP                      COMMON SHS      382388106        77       1900 SH       DEFINED 8       1900         0         0
GOODRICH CORP                      COMMON SHS      382388106     10396     258035 SH       DEFINED E      26040         0    231995
GOODYEAR TIRE & RUBBER CO          COMMON SHS      382550101         5        450 SH       DEFINED 6        450         0         0
GOODYEAR TIRE & RUBBER CO          COMMON SHS      382550101       255      22949 SH       DEFINED 9      22949         0         0
GOODYEAR TIRE & RUBBER CO          COMMON SHS      382550101         9        770 SH       DEFINED A        770         0         0
GOOGLE INC                         COMMON SHS      38259P508        73        173 SH       DEFINED 6        173         0         0
GOOGLE INC                         COMMON SHS      38259P508       678       1617 SH       DEFINED 9       1349        18       250
GOOGLE INC                         COMMON SHS      38259P508    131927     314614 SH       DEFINED A     314614         0         0
GRACO INC                          COMMON SHS      384109104     95881    2085283 SH       DEFINED 4    2080783         0      4500
GRACO INC                          COMMON SHS      384109104       129       2800 SH       DEFINED 6       2800         0         0
GRACO INC                          COMMON SHS      384109104       466      10125 SH       DEFINED 9      10125         0         0
GRAINGER W W INC                   COMMON SHS      384802104       429       5700 SH       DEFINED 4       5700         0         0
GRAINGER W W INC                   COMMON SHS      384802104        11        140 SH       DEFINED 6        140         0         0
GRAINGER W W INC                   COMMON SHS      384802104     37615     500000 SH       DEFINED 7     500000         0         0
GRAINGER W W INC                   COMMON SHS      384802104       893      11876 SH       DEFINED 9      11876         0         0
GRANT PRIDECO INC                  COMMON SHS      38821G101     20312     453900 SH       DEFINED 3     453900         0         0
GRANT PRIDECO INC                  COMMON SHS      38821G101        78       1740 SH       DEFINED 9       1740         0         0
GRANT PRIDECO INC                  COMMON SHS      38821G101      4513     100850 SH       DEFINED A     100850         0         0
GREAT BASIN GOLD LTD               COMMON SHS      390124105      3072    1600000 SH       DEFINED A    1600000         0         0
GREATBATCH INC                     COMMON SHS      39153L106     26748    1133372 SH       DEFINED 6    1133372         0         0
GREATBATCH INC                     COMMON SHS      39153L106      8189     347000 SH       DEFINED A     334400         0     12600
GREEN MOUNTAIN POWER CORP          COMMON SHS      393154109      6856     201700 SH       DEFINED 4     201700         0         0
GREENBRIER COMPANIES INC           COMMON SHS      393657101      4122     125900 SH       DEFINED 9     125900         0         0
GREENHILL & CO INC                 COMMON SHS      395259104      4423      72800 SH       DEFINED 9      72800         0         0
GREENHILL & CO INC                 COMMON SHS      395259104         0          3 SH       DEFINED A          3         0         0
GRIFFIN LAND & NURSERIES INC       COMMON SHS      398231100      5572     173000 SH       DEFINED 4     173000         0         0
GRUPO AEROPORTUARIO DEL SURESTE SA SPON ADR SER B  40051E202      1358      40440 SH       DEFINED 2      40440         0         0
GRUPO FINANCIERO GALICIA SA        SP ADR 10 SH B  399909100      1970     315187 SH       DEFINED C     315187         0         0
GRUPO TELEVISA S A                 SP ADR REP ORD  40049J206        23       1200 SH       DEFINED 9       1200         0         0
GRUPO TELEVISA S A                 SP ADR REP ORD  40049J206      8915     461700 SH       DEFINED A     461700         0         0
GSI GROUP INC                      COMMON SHS      36229U102     20295    2362610 SH       DEFINED 2    2362610         0         0
GSI GROUP INC                      COMMON SHS      36229U102      7582     882666 SH       DEFINED 8     882666         0         0
GSI GROUP INC                      COMMON SHS      36229U102      3575     416230 SH       DEFINED A     416230         0         0
GSI GROUP INC                      COMMON SHS      36229U102       125      14575 SH       DEFINED D      14575         0         0
GSI GROUP INC                      COMMON SHS      36229U102      2307     268610 SH       DEFINED E     268610         0         0
GTSI CORP                          COMMON SHS      36238K103      1924     298249 SH       DEFINED 4     298249         0         0
GUITAR CENTER INC                  COMMON SHS      402040109      5814     130750 SH       DEFINED 9     130750         0         0
GULFMARK OFFSHORE INC              COMMON SHS      402629109       134       5200 SH       DEFINED 9       5200         0         0
GULFMARK OFFSHORE INC              COMMON SHS      402629109       775      30000 SH       DEFINED A      30000         0         0
GYMBOREE CORP                      COMMON SHS      403777105     39976    1150050 SH       DEFINED 4    1144200         0      5850
H & Q HEALTHCARE INVESTORS FUND    SH BEN INT      404052102      2546     150000 SH       DEFINED 4     150000         0         0
H & R BLOCK INC                    COMMON SHS      093671105    415581   17417483 SH       DEFINED 1   17217483         0    200000
H & R BLOCK INC                    COMMON SHS      093671105     25068    1050621 SH       DEFINED 2     790510         0    260111
H & R BLOCK INC                    COMMON SHS      093671105    196290    8226720 SH       DEFINED 5    8226720         0         0
H & R BLOCK INC                    COMMON SHS      093671105         2        100 SH       DEFINED 8        100         0         0
H & R BLOCK INC                    COMMON SHS      093671105      1542      64636 SH       DEFINED 9      60236         0      4400
H & R BLOCK INC                    COMMON SHS      093671105       769      32240 SH       DEFINED C      32240         0         0
H & R BLOCK INC                    COMMON SHS      093671105      3123     130902 SH       DEFINED D     130902         0         0
H & R BLOCK INC                    COMMON SHS      093671105     40711    1706255 SH       DEFINED E     952459         0    753796
H J HEINZ CO                       COMMON SHS      423074103     21030     510200 SH       DEFINED 1     510200         0         0
H J HEINZ CO                       COMMON SHS      423074103     17968     435900 SH       DEFINED 3     435900         0         0
H J HEINZ CO                       COMMON SHS      423074103       787      19100 SH       DEFINED 4      19100         0         0
H J HEINZ CO                       COMMON SHS      423074103       194       4700 SH       DEFINED 8       4700         0         0
H J HEINZ CO                       COMMON SHS      423074103     12084     293164 SH       DEFINED 9     280264         0     12900
H J HEINZ CO                       COMMON SHS      423074103      8957     217303 SH       DEFINED E      42063         0    175240
HALLIBURTON CO                     COMMON SHS      406216101        31        414 SH       DEFINED 6        414         0         0
HALLIBURTON CO                     COMMON SHS      406216101      2093      28205 SH       DEFINED 9      28205         0         0
HALLIBURTON CO                     COMMON SHS      406216101     54175     730019 SH       DEFINED A     730019         0         0
HANCOCK HOLDING CO                 COMMON SHS      410120109      3964      70788 SH       DEFINED 9      70788         0         0
HANCOCK HOLDING CO                 COMMON SHS      410120109      9510     169829 SH       DEFINED A     165029         0      4800
HANDLEMAN CO                       COMMON SHS      410252100     10111    1240600 SH       DEFINED 4    1240600         0         0
HANOVER COMPRESSOR CO              COMMON SHS      410768105     28170    1500000 SH       DEFINED 4    1500000         0         0
HANOVER COMPRESSOR CO              NOTE 4.750% 3/1 410768AC9    118992  122200000 PRN      DEFINED A  122200000         0         0
HANSEN NATURAL CORP                COMMON SHS      411310105       571       3000 SH       DEFINED 9       3000         0         0
HANSEN NATURAL CORP                COMMON SHS      411310105      6511      34200 SH       DEFINED A      34200         0         0
HANSON PLC                         SPONSORED ADR   411349103       596       9800 SH       DEFINED 9       9800         0         0
HARDINGE INC                       COMMON SHS      412324303     13920     900991 SH       DEFINED 4     900991         0         0
HARLEY-DAVIDSON INC                COMMON SHS      412822108    223540    4072500 SH       DEFINED 1    4072500         0         0
HARLEY-DAVIDSON INC                COMMON SHS      412822108     27445     500000 SH       DEFINED 7     500000         0         0
HARLEY-DAVIDSON INC                COMMON SHS      412822108        27        500 SH       DEFINED 8        500         0         0
HARLEY-DAVIDSON INC                COMMON SHS      412822108      1465      26682 SH       DEFINED 9      24882       800      1000
HARLEY-DAVIDSON INC                COMMON SHS      412822108      7503     136700 SH       DEFINED E     136700         0         0
HARLEYSVILLE GROUP INC             COMMON SHS      412824104      1345      42400 SH       DEFINED 4      42400         0         0
HARLEYSVILLE GROUP INC             COMMON SHS      412824104        38       1200 SH       DEFINED 9       1200         0         0
HARMAN INTERNATIONAL INDUSTRIES IN COMMON SHS      413086109       449       5254 SH       DEFINED 6       5254         0         0
HARMAN INTERNATIONAL INDUSTRIES IN COMMON SHS      413086109       948      11100 SH       DEFINED 9      10700       400         0
HARMAN INTERNATIONAL INDUSTRIES IN COMMON SHS      413086109    152980    1791970 SH       DEFINED A    1791970         0         0
HARMAN INTERNATIONAL INDUSTRIES IN COMMON SHS      413086109      2604      30500 SH       DEFINED C      30500         0         0
HARMONY GOLD MINING CO LTD         SPONSORED ADR   413216300      9774     600000 SH       DEFINED A     600000         0         0
HARRIS CORP                        COMMON SHS      413875105       629      15145 SH       DEFINED 6      15145         0         0
HARRIS CORP                        COMMON SHS      413875105       110       2648 SH       DEFINED 9       2648         0         0
HARRIS CORP                        COMMON SHS      413875105    233030    5613819 SH       DEFINED A    5613819         0         0
HARRIS CORP                        COMMON SHS      413875105      3055      73600 SH       DEFINED C      73600         0         0
HARTE HANKS INC                    COMMON SHS      416196103      1263      49250 SH       DEFINED 9      49250         0         0
HARTFORD FINANCIAL SERVICES GROUP  COMMON SHS      416515104    330813    3910323 SH       DEFINED 5    3910323         0         0
HARTFORD FINANCIAL SERVICES GROUP  COMMON SHS      416515104     18017     212968 SH       DEFINED 9     211178         0      1790
HARTFORD FINANCIAL SERVICES GROUP  COMMON SHS      416515104         2         24 SH       DEFINED A         24         0         0
HARTFORD FINANCIAL SERVICES GROUP  COMMON SHS      416515104       338       4000 SH       DEFINED M       4000         0         0
HASBRO INC                         COMMON SHS      418056107     33072    1826200 SH       DEFINED 4    1826200         0         0
HAVERTY FURNITURE COS INC          COMMON SHS      419596101     16741    1067000 SH       DEFINED 4    1067000         0         0
HAWAIIAN ELECTRIC INC              COMMON SHS      419870100     65309    2340000 SH       DEFINED A    2340000         0         0
HCA INC                            COMMON SHS      404119109    418387    9696116 SH       DEFINED 1    9616116         0     80000
HCA INC                            COMMON SHS      404119109     11651     270000 SH       DEFINED 2     270000         0         0
HCA INC                            COMMON SHS      404119109       211       4890 SH       DEFINED 8       4890         0         0
HCA INC                            COMMON SHS      404119109       650      15064 SH       DEFINED 9      15064         0         0
HCA INC                            COMMON SHS      404119109      5979     138564 SH       DEFINED A      81764         0     56800
HCA INC                            COMMON SHS      404119109      2365      54800 SH       DEFINED E      48900         0      5900
HEADWATERS INC                     COMMON SHS      42210P102         2         65 SH       DEFINED 6         65         0         0
HEADWATERS INC                     COMMON SHS      42210P102       826      32300 SH       DEFINED 9      32300         0         0
HEADWATERS INC                     COMMON SHS      42210P102     52499    2053958 SH       DEFINED A    2039158         0     14800
HEADWATERS INC                     COMMON SHS      42210P102       386      15100 SH       DEFINED C      15100         0         0
HEADWATERS INC                     NOTE  2.875%6/0 42210PAB8      7525    7000000 PRN      DEFINED A    7000000         0         0
HEALTH MANAGEMENT ASSOCIATES INC   COMMON SHS      421933102       813      41267 SH       DEFINED 9      41267         0         0
HEALTH NET INC                     COMMON SHS      42222G108        13        295 SH       DEFINED 6        295         0         0
HEALTH NET INC                     COMMON SHS      42222G108       332       7340 SH       DEFINED 8       7340         0         0
HEALTH NET INC                     COMMON SHS      42222G108        23        500 SH       DEFINED 9        500         0         0
HEALTH NET INC                     COMMON SHS      42222G108     12869     284902 SH       DEFINED A     188302         0     96600
HEALTH NET INC                     COMMON SHS      42222G108        17        370 SH       DEFINED L        370         0         0
HEALTHCARE SERVICES GROUP INC      COMMON SHS      421906108      8183     390600 SH       DEFINED 4     390600         0         0
HEALTHCARE SERVICES GROUP INC      COMMON SHS      421906108      9379     447695 SH       DEFINED 8     447695         0         0
HEALTHWAYS INC                     COMMON SHS      422245100      8024     152423 SH       DEFINED 9     152423         0         0
HEARTLAND PAYMENT SYSTEMS INC      COMMON SHS      42235N108      7940     284807 SH       DEFINED 6     284807         0         0
HEARTLAND PAYMENT SYSTEMS INC      COMMON SHS      42235N108     13344     478610 SH       DEFINED A     467010         0     11600
HELIX ENERGY SOLUTIONS GROUP       COMMON SHS      127914AB5     14913   10000000 PRN      DEFINED A   10000000         0         0
HELIX ENERGY SOLUTIONS GROUP       COMMON SHS      42330P107     20789     515095 SH       DEFINED 4     513095         0      2000
HELIX ENERGY SOLUTIONS GROUP       COMMON SHS      42330P107     14983     371230 SH       DEFINED 6     371230         0         0
HELIX ENERGY SOLUTIONS GROUP       COMMON SHS      42330P107       888      22000 SH       DEFINED 9      22000         0         0
HELIX ENERGY SOLUTIONS GROUP       COMMON SHS      42330P107    213741    5295855 SH       DEFINED A    5271455         0     24400
HELIX ENERGY SOLUTIONS GROUP       COMMON SHS      42330P107      2426      60100 SH       DEFINED C      60100         0         0
HELMERICH & PAYNE INC              COMMON SHS      423452101        13        215 SH       DEFINED 6        215         0         0
HELMERICH & PAYNE INC              COMMON SHS      423452101       741      12300 SH       DEFINED 9      12300         0         0
HENRY SCHEIN INC                   COMMON SHS      806407102       236       5040 SH       DEFINED 9       5040         0         0
HENRY SCHEIN INC                   COMMON SHS      806407102      1103      23600 SH       DEFINED C      23600         0         0
HERCULES OFFSHORE                  COMMON SHS      427093109      7039     201100 SH       DEFINED 9     201100         0         0
HERMAN MILLER INC                  COMMON SHS      600544100       114       4432 SH       DEFINED 6       4432         0         0
HERMAN MILLER INC                  COMMON SHS      600544100        13        500 SH       DEFINED 9        500         0         0
HERMAN MILLER INC                  COMMON SHS      600544100     24436     948230 SH       DEFINED A     948230         0         0
HERMAN MILLER INC                  COMMON SHS      600544100       572      22200 SH       DEFINED C      22200         0         0
HERSHA HOSPITALITY TRUST           SH BEN INT A    427825104       382      41100 SH       DEFINED 9      41100         0         0
HERSHA HOSPITALITY TRUST           SH BEN INT A    427825104       553      59500 SH       DEFINED A      59500         0         0
HERSHA HOSPITALITY TRUST           SH BEN INT A    427825104       812      87400 SH       DEFINED D      87400         0         0
HESS CORP                          COMMON SHS      42809H107     20627     390300 SH       DEFINED 3     390300         0         0
HESS CORP                          COMMON SHS      42809H107        26        492 SH       DEFINED 6        492         0         0
HESS CORP                          COMMON SHS      42809H107      1734      32815 SH       DEFINED 9      31015         0      1800
HESS CORP                          PFD CV ACES 7%  42809H206     18087     136300 SH       DEFINED 3     136300         0         0
HEWLETT PACKARD CO                 COMMON SHS      428236103     39366    1242611 SH       DEFINED 1    1242611         0         0
HEWLETT PACKARD CO                 COMMON SHS      428236103      2148      67800 SH       DEFINED 4      67800         0         0
HEWLETT PACKARD CO                 COMMON SHS      428236103        13        423 SH       DEFINED 6        423         0         0
HEWLETT PACKARD CO                 COMMON SHS      428236103     35363    1116250 SH       DEFINED 7    1116250         0         0
HEWLETT PACKARD CO                 COMMON SHS      428236103     17793     561651 SH       DEFINED 9     536318       500     24833
HEWLETT PACKARD CO                 COMMON SHS      428236103     12049     380343 SH       DEFINED A     380343         0         0
HIGHLAND HOSPITALITY CORP          COMMON SHS      430141101       483      34300 SH       DEFINED 9      34300         0         0
HIGHLAND HOSPITALITY CORP          COMMON SHS      430141101      1533     108900 SH       DEFINED A     108900         0         0
HIGHLAND HOSPITALITY CORP          COMMON SHS      430141101      1021      72500 SH       DEFINED D      72500         0         0
HILLENBRAND INDUSTRIES INC         COMMON SHS      431573104    155041    3196714 SH       DEFINED 4    3196714         0         0
HILLENBRAND INDUSTRIES INC         COMMON SHS      431573104    207489    4278130 SH       DEFINED 5    4278130         0         0
HILLENBRAND INDUSTRIES INC         COMMON SHS      431573104        53       1100 SH       DEFINED 6       1100         0         0
HILLENBRAND INDUSTRIES INC         COMMON SHS      431573104        16        340 SH       DEFINED 9        340         0         0
HILLENBRAND INDUSTRIES INC         COMMON SHS      431573104      1285      26500 SH       DEFINED A      23400         0      3100
HILTON HOTELS CORP                 COMMON SHS      432848109       449      15865 SH       DEFINED 6      15865         0         0
HILTON HOTELS CORP                 COMMON SHS      432848109       563      19925 SH       DEFINED 9      19925         0         0
HILTON HOTELS CORP                 COMMON SHS      432848109     68515    2422730 SH       DEFINED A    2422730         0         0
HILTON HOTELS CORP                 COMMON SHS      432848109      1448      51200 SH       DEFINED C      51200         0         0
HILTON HOTELS CORP                 NOTE 3.375% 4/1 432848AZ2     13834   10500000 PRN      DEFINED A   10500000         0         0
HOLLINGER INTERNATIONAL INC        COMMON SHS      309962        45486    5962664 SH       DEFINED 5    5962664         0         0
HOME DEPOT INC                     COMMON SHS      437076102      1305      36450 SH       DEFINED 4      36450         0         0
HOME DEPOT INC                     COMMON SHS      437076102        41       1148 SH       DEFINED 6       1148         0         0
HOME DEPOT INC                     COMMON SHS      437076102       824      23020 SH       DEFINED 8      23020         0         0
HOME DEPOT INC                     COMMON SHS      437076102     48568    1357030 SH       DEFINED 9    1335165       600     21265
HOME DEPOT INC                     COMMON SHS      437076102     51577    1441088 SH       DEFINED A    1220288         0    220800
HOME DEPOT INC                     COMMON SHS      437076102       834      23300 SH       DEFINED E          0         0     23300
HOME DEPOT INC                     COMMON SHS      437076102        31        860 SH       DEFINED L        860         0         0
HOME DEPOT INC                     COMMON SHS      437076102       268       7500 SH       DEFINED M       7500         0         0
HOMEBANC CORP                      COMMON SHS      43738R109         0          1 SH       DEFINED 5          1         0         0
HOMEBANC CORP                      COMMON SHS      43738R109      3698     465800 SH       DEFINED A     465800         0         0
HONDA MOTOR CO LTD                 AMERN SHS       438128308      2237      70310 SH       DEFINED 9      67310         0      3000
HONEYWELL INTERNATIONAL INC        COMMON SHS      438516106      3637      90257 SH       DEFINED 6      81983         0      8274
HONEYWELL INTERNATIONAL INC        COMMON SHS      438516106      1069      26529 SH       DEFINED 8      26529         0         0
HONEYWELL INTERNATIONAL INC        COMMON SHS      438516106     23375     580036 SH       DEFINED 9     569286         0     10750
HONEYWELL INTERNATIONAL INC        COMMON SHS      438516106     24600     610418 SH       DEFINED A     610418         0         0
HOOKER FURNITURE CORP              COMMON SHS      439038100     25212    1503400 SH       DEFINED 4    1497752         0      5648
HORIZON HEALTH CORP                COMMON SHS      44041Y104      6216     297700 SH       DEFINED 9     297700         0         0
HORNBECK OFFSHORE SERVICES INC     COMMON SHS      440543106      6223     175200 SH       DEFINED 9     175200         0         0
HORNBECK OFFSHORE SERVICES INC     COMMON SHS      440543106      3836     108000 SH       DEFINED A     108000         0         0
HOSPIRA INC                        COMMON SHS      441060100        15        340 SH       DEFINED 6        340         0         0
HOSPIRA INC                        COMMON SHS      441060100      1718      40000 SH       DEFINED 7      40000         0         0
HOSPIRA INC                        COMMON SHS      441060100      2369      55170 SH       DEFINED 9      54630         0       540
HOSPITALITY PROPERTIES TRUST       COM SH BEN INT  44106M102       892      20300 SH       DEFINED 9      19700       600         0
HOST HOTELS & RESORTS INC          COMMON SHS      44107P104       186       8495 SH       DEFINED 6       8495         0         0
HOST HOTELS & RESORTS INC          COMMON SHS      44107P104      6265     286463 SH       DEFINED 9     286366         0        97
HOST HOTELS & RESORTS INC          COMMON SHS      44107P104     53867    2463050 SH       DEFINED A    2463050         0         0
HOST HOTELS & RESORTS INC          COMMON SHS      44107P104       962      44000 SH       DEFINED D      44000         0         0
HOT TOPIC INC                      COMMON SHS      441339108     18182    1579700 SH       DEFINED 4    1572700         0      7000
HOT TOPIC INC                      COMMON SHS      441339108      9342     811650 SH       DEFINED A     791150         0     20500
HOVNANIAN ENTERPRISES INC          COMMON SHS      442487203     51121    1699500 SH       DEFINED A    1699500         0         0
HSBC HOLDINGS PLC                  SPON ADR NEW    404280406      1789      20245 SH       DEFINED 2      20245         0         0
HSBC HOLDINGS PLC                  SPON ADR NEW    404280406     30962     350449 SH       DEFINED 6     350449         0         0
HSBC HOLDINGS PLC                  SPON ADR NEW    404280406     18340     207588 SH       DEFINED 9     206588         0      1000
HSBC HOLDINGS PLC                  SPON ADR NEW    404280406       265       3000 SH       DEFINED M       3000         0         0
HUANENG POWER INTERNATIONAL INC    SPON ADR H SHS  443304100      1760      66500 SH       DEFINED 9      66500         0         0
HUB GROUP INC                      COMMON SHS      443320106      8065     328800 SH       DEFINED 9     328800         0         0
HUBBELL INC                        COMMON SHS      443510201      1549      32502 SH       DEFINED 6      32502         0         0
HUBBELL INC                        COMMON SHS      443510201      1584      33232 SH       DEFINED 8      33232         0         0
HUBBELL INC                        COMMON SHS      443510201       930      19522 SH       DEFINED 9      19522         0         0
HUBBELL INC                        COMMON SHS      443510201       118       2480 SH       DEFINED         2480         0         0
HUDSON CITY BANCORP INC            COMMON SHS      443683107     11997     900000 SH       DEFINED 4     900000         0         0
HUDSON CITY BANCORP INC            COMMON SHS      443683107    258949   19426013 SH       DEFINED 5   19426013         0         0
HUDSON CITY BANCORP INC            COMMON SHS      443683107       683      51258 SH       DEFINED 9      48694      2564         0
HUMAN GENOME SCIENCES INC          COMMON SHS      444903108        86       8000 SH       DEFINED 9       8000         0         0
HUMAN GENOME SCIENCES INC          COMMON SHS      444903108      5631     526300 SH       DEFINED A     526300         0         0
HUNT (JB) TRANSPORT SERVICES INC   COMMON SHS      445658107      9157     367600 SH       DEFINED 4     367600         0         0
HUNT (JB) TRANSPORT SERVICES INC   COMMON SHS      445658107      1155      46360 SH       DEFINED 6      41850         0      4510
HUNT (JB) TRANSPORT SERVICES INC   COMMON SHS      445658107    123695    4965672 SH       DEFINED A    4965672         0         0
HUNT (JB) TRANSPORT SERVICES INC   COMMON SHS      445658107      2588     103900 SH       DEFINED C     103900         0         0
HUNTSMAN CORP                      PFD MND CV 5%   447011206     20110     514000 SH       DEFINED A     514000         0         0
HUTCHINSON TECHNOLOGY INC          COMMON SHS      448407106       288      13300 SH       DEFINED 9      13300         0         0
HYPERCOM CORP                      COMMON SHS      44913M105      3915     418700 SH       DEFINED 9     418700         0         0
HYPERION SOLUTIONS CORP            COMMON SHS      44914M104       173       6277 SH       DEFINED 6       6277         0         0
HYPERION SOLUTIONS CORP            COMMON SHS      44914M104       378      13700 SH       DEFINED 9      13700         0         0
HYPERION SOLUTIONS CORP            COMMON SHS      44914M104     61612    2232330 SH       DEFINED A    2232330         0         0
HYPERION SOLUTIONS CORP            COMMON SHS      44914M104      1362      49350 SH       DEFINED C      49350         0         0
IAC/INTERACTIVECORP                COMMON SHS      44919P300      7950     300100 SH       DEFINED 7     300100         0         0
IAC/INTERACTIVECORP                COMMON SHS      44919P300       146       5500 SH       DEFINED 9       5500         0         0
IAC/INTERACTIVECORP                COMMON SHS      44919P300        16        597 SH       DEFINED A        597         0         0
IAMGOLD CORP                       COMMON SHS      450913108      5746     579200 SH       DEFINED 8     579200         0         0
IAMGOLD CORP                       COMMON SHS      450913108      3843     387400 SH       DEFINED A     387400         0         0
IBERIABANK CORP                    COMMON SHS      450828108         1         10 SH       DEFINED 6         10         0         0
IBERIABANK CORP                    COMMON SHS      450828108       346       6010 SH       DEFINED A       6010         0         0
ICICI BANK LTD                     ADR             45104G104      1003      42400 SH       DEFINED 1      42400         0         0
ICICI BANK LTD                     ADR             45104G104     20166     852666 SH       DEFINED 2     764591         0     88075
ICICI BANK LTD                     ADR             45104G104      4016     169810 SH       DEFINED 9     169010         0       800
ICICI BANK LTD                     ADR             45104G104       359      15200 SH       DEFINED C      15200         0         0
ICICI BANK LTD                     ADR             45104G104        21        909 SH       DEFINED L        909         0         0
ICICI BANK LTD                     ADR             45104G104       237      10000 SH       DEFINED M      10000         0         0
ILLINOIS TOOL WORKS INC            COMMON SHS      452308109      7353     154800 SH       DEFINED 4     154800         0         0
ILLINOIS TOOL WORKS INC            COMMON SHS      452308109     47500    1000000 SH       DEFINED 7    1000000         0         0
ILLINOIS TOOL WORKS INC            COMMON SHS      452308109     11704     246401 SH       DEFINED 9     246137         0       264
IMPERIAL OIL LTD                   COMMON SHS      453038408     25726     630843 SH       DEFINED 8     630843         0         0
IMPERIAL OIL LTD                   COMMON SHS      453038408       581      15900 SH       DEFINED 9      15900         0         0
IMS HEALTH INC                     COMMON SHS      449934108     13425     500000 SH       DEFINED 7     500000         0         0
IMS HEALTH INC                     COMMON SHS      449934108      2100      78214 SH       DEFINED 9      74214         0      4000
IMS HEALTH INC                     COMMON SHS      449934108     16808     626000 SH       DEFINED A     626000         0         0
INCO LTD                           COMMON SHS      453258402       607       8260 SH       DEFINED 8       8260         0         0
INCO LTD                           COMMON SHS      453258402       105       1600 SH       DEFINED 9       1600         0         0
INDEVUS PHARMACEUTICALS INC        COMMON SHS      454072109       897     164000 SH       DEFINED 6     164000         0         0
INDEVUS PHARMACEUTICALS INC        COMMON SHS      454072109      5153     942000 SH       DEFINED A     906100         0     35900
INDIA FUND INC                     COMMON SHS      454089103       307       6636 SH       DEFINED 9       2860       776      3000
INDYMAC BANCORP INC                COMMON SHS      456607100       672      14650 SH       DEFINED 9      14650         0         0
INFINEON TECHNOLOGIES AG           SPONSORED ADR   45662N103      4467     400290 SH       DEFINED 2     400290         0         0
INFINEON TECHNOLOGIES AG           SPONSORED ADR   45662N103     29866    2676127 SH       DEFINED 6    2676127         0         0
INFOSYS TECHNOLOGIES LTD           SPONSORED ADR   456788108      3327      43540 SH       DEFINED 9      43465        75         0
INFOSYS TECHNOLOGIES LTD           SPONSORED ADR   456788108      7228      94600 SH       DEFINED A      94600         0         0
INFOSYS TECHNOLOGIES LTD           SPONSORED ADR   456788108       290       3800 SH       DEFINED C       3800         0         0
ING GROEP NV                       SPONSORED ADR   456837103      1371      34865 SH       DEFINED 2      34865         0         0
ING GROEP NV                       SPONSORED ADR   456837103     30943     786965 SH       DEFINED 6     786965         0         0
ING GROEP NV                       SPONSORED ADR   456837103      4053     103074 SH       DEFINED 8     103074         0         0
ING GROEP NV                       SPONSORED ADR   456837103      1061      26987 SH       DEFINED 9      26987         0         0
INGERSOLL RAND CO                  COMMON SHS      G4776G101       338       7900 SH       DEFINED 6       7900         0         0
INGERSOLL RAND CO                  COMMON SHS      G4776G101     42866    1002000 SH       DEFINED 7    1002000         0         0
INGERSOLL RAND CO                  COMMON SHS      G4776G101      2045      47799 SH       DEFINED 9      46799         0      1000
INNKEEPERS USA TRUST               COMMON SHS      4576J0104       121       7000 SH       DEFINED 9       7000         0         0
INNKEEPERS USA TRUST               COMMON SHS      4576J0104     15853     917400 SH       DEFINED A     893300         0     24100
INPUT/OUTPUT INC                   COMMON SHS      457652105      3672     388570 SH       DEFINED 1     388570         0         0
INPUT/OUTPUT INC                   COMMON SHS      457652105     10619    1123680 SH       DEFINED 2    1123680         0         0
INPUT/OUTPUT INC                   COMMON SHS      457652105      3761     398040 SH       DEFINED A     398040         0         0
INPUT/OUTPUT INC                   COMMON SHS      457652105       102      10780 SH       DEFINED D      10780         0         0
INPUT/OUTPUT INC                   COMMON SHS      457652105      3069     324730 SH       DEFINED E     324730         0         0
INSPIRE PHARMACEUTICALS INC        COMMON SHS      457733103       465     100000 SH       DEFINED 6     100000         0         0
INSPIRE PHARMACEUTICALS INC        COMMON SHS      457733103      3934     846061 SH       DEFINED A     846061         0         0
INSTEEL INDUSTRIES INC             COMMON SHS      45774W108      3014     124560 SH       DEFINED 4     124560         0         0
INSURED MUNICIPAL INCOME FUND      COMMON SHS      45809F104       162      13000 SH       DEFINED 9      13000         0         0
INTEGRATED ALARM SERVICES          COMMON SHS      45890M109     10321    2619600 SH       DEFINED 5    2619600         0         0
INTEGRATED DEVICE TECHNOLOGY INC   COMMON SHS      458118106       248      17487 SH       DEFINED 6      17487         0         0
INTEGRATED DEVICE TECHNOLOGY INC   COMMON SHS      458118106     92662    6534710 SH       DEFINED A    6534710         0         0
INTEGRATED DEVICE TECHNOLOGY INC   COMMON SHS      458118106      2089     147300 SH       DEFINED C     147300         0         0
INTEL CORP                         COMMON SHS      458140100      1516      80000 SH       DEFINED 4      80000         0         0
INTEL CORP                         COMMON SHS      458140100      3792     200085 SH       DEFINED 6     175640         0     24445
INTEL CORP                         COMMON SHS      458140100     15160     800000 SH       DEFINED 7     800000         0         0
INTEL CORP                         COMMON SHS      458140100      1350      71235 SH       DEFINED 8      71235         0         0
INTEL CORP                         COMMON SHS      458140100     83485    4405551 SH       DEFINED 9    4299745      5700    100106
INTEL CORP                         COMMON SHS      458140100    114082    6020171 SH       DEFINED A    5493171         0    527000
INTEL CORP                         COMMON SHS      458140100       923      48700 SH       DEFINED E          0         0     48700
INTEL CORP                         COMMON SHS      458140100        34       1770 SH       DEFINED L       1770         0         0
INTEL CORP                         COMMON SHS      458140100       284      15000 SH       DEFINED M      15000         0         0
INTEL CORP                         SDCV2.950%12/1  458140AD2      1693    2000000 PRN      DEFINED A    2000000         0         0
INTERCONTINENTALEXCHANGE INC       COMMON SHS      45865V100      3401      58700 SH       DEFINED 9      58700         0         0
INTERCONTINENTALEXCHANGE INC       COMMON SHS      45865V100      2086      36010 SH       DEFINED A      36010         0         0
INTERCONTINENTALEXCHANGE INC       COMMON SHS      45865V100       290       5000 SH       DEFINED C       5000         0         0
INTERGRAPH CORP                    COMMON SHS      458683109     23303     740000 SH       DEFINED 4     740000         0         0
INTERGRAPH CORP                    COMMON SHS      458683109        11        345 SH       DEFINED 6        345         0         0
INTERMEC INC.                      COMMON SHS      458786100     13607     593163 SH       DEFINED 6     593163         0         0
INTERMUNE INC                      COMMON SHS      45884X103      7503     456100 SH       DEFINED A     456100         0         0
INTERNAP NETWORK SERVICES CORP     COMMON SHS      45885A102      1406    1339020 SH       DEFINED A    1339020         0         0
INTERNATIONAL BUSINESS MACHINES CO COMMON SHS      459200101     11797     153570 SH       DEFINED 4     153570         0         0
INTERNATIONAL BUSINESS MACHINES CO COMMON SHS      459200101    289587    3769683 SH       DEFINED 5    3769683         0         0
INTERNATIONAL BUSINESS MACHINES CO COMMON SHS      459200101         6         73 SH       DEFINED 6         73         0         0
INTERNATIONAL BUSINESS MACHINES CO COMMON SHS      459200101     43019     560000 SH       DEFINED 7     560000         0         0
INTERNATIONAL BUSINESS MACHINES CO COMMON SHS      459200101      5127      66740 SH       DEFINED 8      66740         0         0
INTERNATIONAL BUSINESS MACHINES CO COMMON SHS      459200101    130696    1701327 SH       DEFINED 9    1548250      1100    151977
INTERNATIONAL BUSINESS MACHINES CO COMMON SHS      459200101     30495     396961 SH       DEFINED A     298861         0     98100
INTERNATIONAL BUSINESS MACHINES CO COMMON SHS      459200101       745       9700 SH       DEFINED E          0         0      9700
INTERNATIONAL BUSINESS MACHINES CO COMMON SHS      459200101        28        370 SH       DEFINED L        370         0         0
INTERNATIONAL BUSINESS MACHINES CO COMMON SHS      459200101       230       3000 SH       DEFINED M       3000         0         0
INTERNATIONAL GAME TECHNOLOGY      COMMON SHS      459902102     11060     291506 SH       DEFINED 9     291506         0         0
INTERNATIONAL GAME TECHNOLOGY      COMMON SHS      459902102     49355    1300880 SH       DEFINED A    1300880         0         0
INTERNATIONAL GAME TECHNOLOGY      COMMON SHS      459902102       159       4200 SH       DEFINED         4200         0         0
INTERNATIONAL GAME TECHNOLOGY      COMMON SHS      459902102       683      18000 SH       DEFINED M      18000         0         0
INTERNATIONAL PAPER CO             COMMON SHS      460146103    550814   17053077 SH       DEFINED 1   16933077         0    120000
INTERNATIONAL PAPER CO             COMMON SHS      460146103      5877     181960 SH       DEFINED 2      59000         0    122960
INTERNATIONAL PAPER CO             COMMON SHS      460146103    398478   12336770 SH       DEFINED 5   12336770         0         0
INTERNATIONAL PAPER CO             COMMON SHS      460146103      2870      88847 SH       DEFINED 6      88847         0         0
INTERNATIONAL PAPER CO             COMMON SHS      460146103      1265      39170 SH       DEFINED 9      30620         0      8550
INTERNATIONAL PAPER CO             COMMON SHS      460146103      1555      48129 SH       DEFINED C      48129         0         0
INTERNATIONAL PAPER CO             COMMON SHS      460146103      2045      63312 SH       DEFINED D      63312         0         0
INTERNATIONAL PAPER CO             COMMON SHS      460146103     11154     345323 SH       DEFINED E     143707         0    201616
INTERNATIONAL PAPER CO             COMMON SHS      460146103        91       2810 SH       DEFINED         2810         0         0
INTERNATIONAL SHIPHOLDING CORP     COMMON SHS      460321201      6358     474800 SH       DEFINED 4     474800         0         0
INTERPUBLIC GROUP OF COMPANIES INC COMMON SHS      460690100    415457   49755387 SH       DEFINED 1   49155387         0    600000
INTERPUBLIC GROUP OF COMPANIES INC COMMON SHS      460690100     12217    1463068 SH       DEFINED 2    1463068         0         0
INTERPUBLIC GROUP OF COMPANIES INC COMMON SHS      460690100      1254     150145 SH       DEFINED 6     150145         0         0
INTERPUBLIC GROUP OF COMPANIES INC COMMON SHS      460690100       251      30100 SH       DEFINED 8      30100         0         0
INTERPUBLIC GROUP OF COMPANIES INC COMMON SHS      460690100       292      34938 SH       DEFINED 9      34938         0         0
INTERPUBLIC GROUP OF COMPANIES INC COMMON SHS      460690100       873     104510 SH       DEFINED C     104510         0         0
INTERPUBLIC GROUP OF COMPANIES INC COMMON SHS      460690100      3864     462800 SH       DEFINED D     462800         0         0
INTERPUBLIC GROUP OF COMPANIES INC COMMON SHS      460690100     27355    3276063 SH       DEFINED E     578876         0   2697187
INTERPUBLIC GROUP OF COMPANIES INC PFD CONV SER A  460690308      2080      65000 SH       DEFINED A      65000         0         0
INTERSIL CORP                      COMMON SHS      46069S109       415      17864 SH       DEFINED 6      17864         0         0
INTERSIL CORP                      COMMON SHS      46069S109    128527    5528060 SH       DEFINED A    5443560         0     84500
INTERSIL CORP                      COMMON SHS      46069S109      1907      82000 SH       DEFINED C      82000         0         0
INTERTAPE POLYMER GROUP INC        COMMON SHS      460919103      9163    1208782 SH       DEFINED 8    1208782         0         0
INTERVOICE-BRITE INC               COMMON SHS      461142101     15637    2196178 SH       DEFINED 6    2196178         0         0
INTL RECTIFIER CORP                COMMON SHS      460254105       313       8000 SH       DEFINED 9       8000         0         0
INTRALASE CORP                     COMMON SHS      461169104       603      36000 SH       DEFINED A      30800         0      5200
INTRAWEST CORP                     COMMON SHS      460915200     19100     599500 SH       DEFINED 4     596700         0      2800
INTRAWEST CORP                     COMMON SHS      460915200      3419      96900 SH       DEFINED 8      96900         0         0
INTRAWEST CORP                     COMMON SHS      460915200         7        230 SH       DEFINED A        230         0         0
INTUIT INC                         COMMON SHS      461202103         9        157 SH       DEFINED 6        157         0         0
INTUIT INC                         COMMON SHS      461202103      2505      41475 SH       DEFINED 9      40775         0       700
INTUIT INC                         COMMON SHS      461202103     10181     168583 SH       DEFINED A     168583         0         0
INTUITIVE SURGICAL INC             COMMON SHS      46120E602      5479      46440 SH       DEFINED A      46440         0         0
INVERSIONES Y REPRESENTACION SA    GLBL DEP RECPT  450047204      5379     479024 SH       DEFINED 1     476714         0      2310
INVESTMENT TECHNOLOGY GROUP INC    COMMON SHS      46145F105       687      13500 SH       DEFINED 9      13500         0         0
INVESTMENT TECHNOLOGY GROUP INC    COMMON SHS      46145F105        46        900 SH       DEFINED A        900         0         0
INVESTORS FINANCIAL SERVICES CORP  COMMON SHS      461915100      1983      44168 SH       DEFINED 9      44168         0         0
INVESTORS FINANCIAL SERVICES CORP  COMMON SHS      461915100         9        196 SH       DEFINED A        196         0         0
INVITROGEN CORP                    COMMON SHS      46185R100       825      12480 SH       DEFINED 2      12480         0         0
INVITROGEN CORP                    COMMON SHS      46185R100        52        790 SH       DEFINED 6        790         0         0
INVITROGEN CORP                    COMMON SHS      46185R100       267       4040 SH       DEFINED 8       4040         0         0
INVITROGEN CORP                    COMMON SHS      46185R100     27223     412034 SH       DEFINED 9     407684       650      3700
INVITROGEN CORP                    COMMON SHS      46185R100    101478    1535909 SH       DEFINED A    1501109         0     34800
INVITROGEN CORP                    COMMON SHS      46185R100      1341      20300 SH       DEFINED C      20300         0         0
INVITROGEN CORP                    COMMON SHS      46185R100       238       3600 SH       DEFINED E          0         0      3600
INVITROGEN CORP                    COMMON SHS      46185R100         9        130 SH       DEFINED L        130         0         0
INVITROGEN CORP                    NOTE 3.250% 6/1 46185RAM2       292     310000 PRN      DEFINED 9     310000         0         0
IOMAI CORP                         COMMON SHS      46202P103       207      50000 SH       DEFINED 6      50000         0         0
IOMAI CORP                         COMMON SHS      46202P103       621     150000 SH       DEFINED A     150000         0         0
IOWA TELECOMMUNICATIONS SERVICES I COMMON SHS      462594201      1167      61700 SH       DEFINED 9      60500      1200         0
IPC HOLDINGS LTD                   COMMON SHS      G4933P101     76614    3106800 SH       DEFINED 4    3106800         0         0
IPC HOLDINGS LTD                   COMMON SHS      G4933P101     17250     699531 SH       DEFINED 5     699531         0         0
IPC HOLDINGS LTD                   COMMON SHS      G4933P101     14240     577447 SH       DEFINED 6     577447         0         0
IPSCO INC                          COMMON SHS      462622101      6980      65315 SH       DEFINED 8      65315         0         0
IRON MOUNTAIN INC                  COMMON SHS      462846106      8686     232380 SH       DEFINED 9     231882         0       498
IRON MOUNTAIN INC                  COMMON SHS      462846106       224       6000 SH       DEFINED M       6000         0         0
IRWIN FINANCIAL CORP               COMMON SHS      464119106     18279     942680 SH       DEFINED 2     942680         0         0
IRWIN FINANCIAL CORP               COMMON SHS      464119106       242      12470 SH       DEFINED D      12470         0         0
IRWIN FINANCIAL CORP               COMMON SHS      464119106      1379      71120 SH       DEFINED E      71120         0         0
ISHARES                            COHEN&ST RLTY   464287564        10        122 SH       DEFINED 6        122         0         0
ISHARES                            COHEN&ST RLTY   464287564       703       8392 SH       DEFINED 9       8392         0         0
ISHARES                            FTSE XNHUA IDX  464287184      1139      14835 SH       DEFINED 9      14835         0         0
ISHARES                            1-3 YR TRS BD   464287457        41        510 SH       DEFINED 6        510         0         0
ISHARES                            1-3 YR TRS BD   464287457       488       6124 SH       DEFINED 9       6124         0         0
ISHARES                            LEHMAN AGG BND  464287226       688       7063 SH       DEFINED 9       7063         0         0
ISHARES                            7-10 YR TRS BD  464287440       493       6135 SH       DEFINED 9       6135         0         0
ISHARES                            MSCI AUSTRALIA  464286103      2486     119794 SH       DEFINED 9     119794         0         0
ISHARES                            MSCI EAFE IDX   464287465        30        459 SH       DEFINED 6        459         0         0
ISHARES                            MSCI EAFE IDX   464287465     12556     192021 SH       DEFINED 9     187521         0      4500
ISHARES                            MSCI EMERG MKT  464287234         1         14 SH       DEFINED 6         14         0         0
ISHARES                            MSCI EMERG MKT  464287234     30098     320530 SH       DEFINED 9     315630      2400      2500
ISHARES                            MSCI JAPAN      464286848        56       4100 SH       DEFINED 8       4100         0         0
ISHARES                            MSCI JAPAN      464286848      2782     203354 SH       DEFINED 9     199354      4000         0
ISHARES                            MSCI MALAYSIA   464286830       315      43131 SH       DEFINED 9      43131         0         0
ISHARES                            MSCI SINGAPORE  464286673       477      54247 SH       DEFINED 9      54247         0         0
ISHARES                            MSCI S KOREA    464286772        14        300 SH       DEFINED 8        300         0         0
ISHARES                            MSCI S KOREA    464286772      1141      25281 SH       DEFINED 9      25281         0         0
ISHARES                            MSCI TAIWAN     464286731       904      70596 SH       DEFINED 9      70596         0         0
ISHARES                            RUSL 2000 GROW  464287648       795      10821 SH       DEFINED 6      10821         0         0
ISHARES                            S&P500 GRW      464287309      1760      30130 SH       DEFINED 9      30130         0         0
ISHARES                            S&P 500 INDEX   464287200     10411      81781 SH       DEFINED 9      78781         0      3000
ISHARES                            S&P MIDCAP 400  464287507       203       2660 SH       DEFINED 9       2660         0         0
ISHARES                            DJ SEL DIV INX  464287168      5894      93460 SH       DEFINED 9      78760         0     14700
ISHARES                            RUSSELL 2000    464287655       386       5368 SH       DEFINED 9       5368         0         0
ISHARES                            RUSSELL 3000    464287689       811      11000 SH       DEFINED 9      11000         0         0
ISHARES                            DJ US UTILS     464287697       597       7550 SH       DEFINED 9       7550         0         0
ISHARES                            US TIPS BD FD   464287176      2767      27790 SH       DEFINED 9      27790         0         0
ISTA PHARMACEUTICALS INC           COMMON SHS      45031X204      2894     400900 SH       DEFINED A     400900         0         0
ISTAR FINANCIAL INC                COMMON SHS      45031U101    114896    3043614 SH       DEFINED 5    3043614         0         0
ISTAR FINANCIAL INC                COMMON SHS      45031U101      1498      39677 SH       DEFINED 6      34986         0      4691
ISTAR FINANCIAL INC                COMMON SHS      45031U101       544      14400 SH       DEFINED 9      14400         0         0
ISTAR FINANCIAL INC                COMMON SHS      45031U101     84956    2250500 SH       DEFINED A    2250500         0         0
ISTAR FINANCIAL INC                COMMON SHS      45031U101       529      14000 SH       DEFINED D      14000         0         0
ITC HOLDINGS CORPORATION           COMMON SHS      465685105     15443     581000 SH       DEFINED A     581000         0         0
ITLA CAPITAL CORP                  COMMON SHS      450565106     23440     445796 SH       DEFINED 5     445796         0         0
ITT INDUSTRIES INC                 COMMON SHS      450911102      2486      50229 SH       DEFINED 9      49830         0       399
IVANHOE MINES LTD                  COMMON SHS      46579N103      6124     810000 SH       DEFINED A     810000         0         0
IXIA                               COMMON SHS      45071R109     11160    1239993 SH       DEFINED 6    1239993         0         0
IXIA                               COMMON SHS      45071R109     17831    1981200 SH       DEFINED A    1637400         0    343800
JABIL CIRCUIT INC                  COMMON SHS      466313103       186       7254 SH       DEFINED 6       7254         0         0
JABIL CIRCUIT INC                  COMMON SHS      466313103        64       2500 SH       DEFINED 9          0         0      2500
JABIL CIRCUIT INC                  COMMON SHS      466313103     40065    1565050 SH       DEFINED A    1565050         0         0
JABIL CIRCUIT INC                  COMMON SHS      466313103       947      37000 SH       DEFINED C      37000         0         0
JACK HENRY & ASSOCIATES INC        COMMON SHS      426281101       393      20000 SH       DEFINED 9      20000         0         0
JACKSON HEWITT TAX SERVICE, INC    COMMON SHS      468202106     12681     404500 SH       DEFINED A     394300         0     10200
JACOBS ENGINEERING GROUP           COMMON SHS      469814107        40        505 SH       DEFINED 6        505         0         0
JACOBS ENGINEERING GROUP           COMMON SHS      469814107      4026      50550 SH       DEFINED 9      50550         0         0
JACOBS ENGINEERING GROUP           COMMON SHS      469814107     16219     203654 SH       DEFINED A     203654         0         0
JARDEN CORP                        COMMON SHS      471109108      7961     261450 SH       DEFINED 9     261450         0         0
JDS UNIPHASE CORP                  COMMON SHS      46612J101       166      65594 SH       DEFINED 9      65594         0         0
JER INVESTORS TRUST                COMMON SHS      46614H301      4665     300000 SH       DEFINED 5     300000         0         0
JETBLUE AIRWAYS CORP               COMMON SHS      477143101       276      22764 SH       DEFINED 6      22764         0         0
JETBLUE AIRWAYS CORP               COMMON SHS      477143101       439      36130 SH       DEFINED 8      36130         0         0
JETBLUE AIRWAYS CORP               COMMON SHS      477143101        15       1212 SH       DEFINED 9       1212         0         0
JETBLUE AIRWAYS CORP               COMMON SHS      477143101    106507    8773240 SH       DEFINED A    8431840         0    341400
JETBLUE AIRWAYS CORP               COMMON SHS      477143101      1707     140584 SH       DEFINED C     140584         0         0
JETBLUE AIRWAYS CORP               COMMON SHS      477143101       333      27400 SH       DEFINED E          0         0     27400
JETBLUE AIRWAYS CORP               COMMON SHS      477143101        14       1150 SH       DEFINED L       1150         0         0
JETBLUE AIRWAYS CORP               DBCV 3.750% 3/1 477143AC5     14663   15000000 PRN      DEFINED A   15000000         0         0
JLG INDUSTRIES INC                 COMMON SHS      466210101      8712     387200 SH       DEFINED 4     385800         0      1400
JOHN B SANFILIPPO & SON INC        COMMON SHS      800422107      2319     175000 SH       DEFINED 4     175000         0         0
JOHN HANCOCK BANK & THRIFT OPPORTU SH BEN INT      409735107     15543    1650000 SH       DEFINED 4    1650000         0         0
JOHNSON & JOHNSON                  COMMON SHS      478160104     56355     940500 SH       DEFINED 3     940500         0         0
JOHNSON & JOHNSON                  COMMON SHS      478160104      3166      52830 SH       DEFINED 4      52830         0         0
JOHNSON & JOHNSON                  COMMON SHS      478160104      1690      28208 SH       DEFINED 6      24588         0      3620
JOHNSON & JOHNSON                  COMMON SHS      478160104     59680     996000 SH       DEFINED 7     996000         0         0
JOHNSON & JOHNSON                  COMMON SHS      478160104      7482     124863 SH       DEFINED 8     124863         0         0
JOHNSON & JOHNSON                  COMMON SHS      478160104    152077    2538000 SH       DEFINED 9    2495115      3600     39285
JOHNSON & JOHNSON                  COMMON SHS      478160104    461448    7701071 SH       DEFINED A    7444371         0    256700
JOHNSON & JOHNSON                  COMMON SHS      478160104      1252      20900 SH       DEFINED E          0         0     20900
JOHNSON & JOHNSON                  COMMON SHS      478160104        54        900 SH       DEFINED L        900         0         0
JOHNSON CONTROLS INC               COMMON SHS      478366107      2481      30180 SH       DEFINED 4      30180         0         0
JOHNSON CONTROLS INC               COMMON SHS      478366107         2         26 SH       DEFINED 6         26         0         0
JOHNSON CONTROLS INC               COMMON SHS      478366107     32888     400000 SH       DEFINED 7     400000         0         0
JOHNSON CONTROLS INC               COMMON SHS      478366107       469       5705 SH       DEFINED 8       5705         0         0
JOHNSON CONTROLS INC               COMMON SHS      478366107       338       4110 SH       DEFINED 9       4110         0         0
JOHNSON CONTROLS INC               COMMON SHS      478366107     20970     255050 SH       DEFINED A     192450         0     62600
JOHNSON CONTROLS INC               COMMON SHS      478366107       510       6200 SH       DEFINED E          0         0      6200
JOHNSON CONTROLS INC               COMMON SHS      478366107        19        230 SH       DEFINED L        230         0         0
JONES LANG LASALLE INC             COMMON SHS      48020Q107       136       1548 SH       DEFINED 6       1548         0         0
JONES LANG LASALLE INC             COMMON SHS      48020Q107     19852     226750 SH       DEFINED A     226750         0         0
JONES LANG LASALLE INC             COMMON SHS      48020Q107       254       2900 SH       DEFINED C       2900         0         0
JOY GLOBAL INC                     COMMON SHS      481165108       296       5685 SH       DEFINED 9       5685         0         0
JOY GLOBAL INC                     COMMON SHS      481165108        15        283 SH       DEFINED A        283         0         0
JPMORGAN CHASE & CO                COMMON SHS      46625H100    265010    6309756 SH       DEFINED 1    6309756         0         0
JPMORGAN CHASE & CO                COMMON SHS      46625H100     15278     363762 SH       DEFINED 2     208600         0    155162
JPMORGAN CHASE & CO                COMMON SHS      46625H100      7249     172589 SH       DEFINED 6     160851         0     11738
JPMORGAN CHASE & CO                COMMON SHS      46625H100     21004     500087 SH       DEFINED 8     500087         0         0
JPMORGAN CHASE & CO                COMMON SHS      46625H100     49187    1171121 SH       DEFINED 9    1139724         0     31397
JPMORGAN CHASE & CO                COMMON SHS      46625H100    609944   14522476 SH       DEFINED A   14392476         0    130000
JPMORGAN CHASE & CO                COMMON SHS      46625H100      1287      30652 SH       DEFINED C      30652         0         0
JPMORGAN CHASE & CO                COMMON SHS      46625H100     44836    1067532 SH       DEFINED E     254290         0    813242
JPMORGAN CHASE & CO                COMMON SHS      46625H100       162       3860 SH       DEFINED         3860         0         0
JPMORGAN CHASE & CO                COMMON SHS      46625H100        29        690 SH       DEFINED L        690         0         0
JUNIPER NETWORKS INC               COMMON SHS      48203R104         2        110 SH       DEFINED 6        110         0         0
JUNIPER NETWORKS INC               COMMON SHS      48203R104       526      32900 SH       DEFINED 8      32900         0         0
JUNIPER NETWORKS INC               COMMON SHS      48203R104      6201     387788 SH       DEFINED 9     387288         0       500
JUNIPER NETWORKS INC               COMMON SHS      48203R104     29412    1839430 SH       DEFINED A    1463130         0    376300
JUNIPER NETWORKS INC               COMMON SHS      48203R104       574      35900 SH       DEFINED E          0         0     35900
JUNIPER NETWORKS INC               COMMON SHS      48203R104        22       1390 SH       DEFINED L       1390         0         0
JUNIPER NETWORKS INC               NOTE   6/1      48203RAC8   1706375   17000000 PRN      DEFINED A   17000000         0         0
K&F INDUSTRIES HOLDINGS INC        COMMON SHS      482241106      5821     328300 SH       DEFINED A     319600         0      8700
K2 INC                             COMMON SHS      482732104      8470     774200 SH       DEFINED 2     774200         0         0
KANBAY INTERNATIONAL INC           COMMON SHS      48369P207     12357     849877 SH       DEFINED 6     849877         0         0
KANSAS CITY LIFE INSURANCE CO      COMMON SHS      484836101     10260     243303 SH       DEFINED 4     243303         0         0
KANSAS CITY LIFE INSURANCE CO      COMMON SHS      484836101        84       2000 SH       DEFINED 9       2000         0         0
KANSAS CITY SOUTHERN               COMMON SHS      485170302     30406    1097700 SH       DEFINED 4    1096200         0      1500
KANSAS CITY SOUTHERN               COMMON SHS      485170302        16        560 SH       DEFINED 9        200         0       360
KAYDON CORP                        COMMON SHS      486587108      4772     127900 SH       DEFINED 9     127900         0         0
KB HOME                            COMMON SHS      48666K109       305       6655 SH       DEFINED 6       6655         0         0
KB HOME                            COMMON SHS      48666K109       344       7500 SH       DEFINED 9       7500         0         0
KB HOME                            COMMON SHS      48666K109     59192    1291000 SH       DEFINED A    1291000         0         0
KCS ENERGY INC                     COMMON SHS      482434206      7097     238972 SH       DEFINED 9     238972         0         0
KCS ENERGY INC                     COMMON SHS      482434206      3742     126000 SH       DEFINED A     126000         0         0
KELLOGG CO                         COMMON SHS      487836108      1246      25732 SH       DEFINED 9      25732         0         0
KELLWOOD CO                        COMMON SHS      488044108     23006     786000 SH       DEFINED 4     786000         0         0
KELLWOOD CO                        COMMON SHS      488044108     28943     988820 SH       DEFINED 8     988820         0         0
KELLWOOD CO                        COMMON SHS      488044108        61       2100 SH       DEFINED 9       2100         0         0
KELLY SERVICES INC                 COMMON SHS      488152208     40940    1506800 SH       DEFINED 4    1506800         0         0
KENNAMETAL INC                     COMMON SHS      489170100     35545     571000 SH       DEFINED 4     567900         0      3100
KENNAMETAL INC                     COMMON SHS      489170100     14492     232804 SH       DEFINED 6     232804         0         0
KENNAMETAL INC                     COMMON SHS      489170100     11414     183350 SH       DEFINED 9     183350         0         0
KENNAMETAL INC                     COMMON SHS      489170100    115774    1859830 SH       DEFINED A    1859830         0         0
KENNAMETAL INC                     COMMON SHS      489170100      2512      40350 SH       DEFINED C      40350         0         0
KENNAMETAL INC                     COMMON SHS      489170100       311       5000 SH       DEFINED M       5000         0         0
KERR-MCGEE CORP                    COMMON SHS      492386107    229405    3307924 SH       DEFINED 5    3307924         0         0
KERR-MCGEE CORP                    COMMON SHS      492386107       498       7174 SH       DEFINED 9       7174         0         0
KERR-MCGEE CORP                    COMMON SHS      492386107      4710      67922 SH       DEFINED A      67922         0         0
KERYX BIOPHAMACEUTICALS INC        COMMON SHS      492515101      1169      82320 SH       DEFINED 6      82320         0         0
KERYX BIOPHAMACEUTICALS INC        COMMON SHS      492515101     44722    3149460 SH       DEFINED A    3115560         0     33900
KERYX BIOPHAMACEUTICALS INC        COMMON SHS      492515101      1710     120400 SH       DEFINED C     120400         0         0
KEYCORP                            COMMON SHS      493267108      1141      31980 SH       DEFINED 9      27667         0      4313
KEYSPAN CORP                       COMMON SHS      49337W100       422      10448 SH       DEFINED 9      10448         0         0
KEYSPAN CORP                       COMMON SHS      49337W100     25315     626600 SH       DEFINED A     626600         0         0
KILROY REALTY CORP                 COMMON SHS      49427F108      1727      23900 SH       DEFINED 9      23900         0         0
KIMBERLY-CLARK CORP                COMMON SHS      494368103      9341     151400 SH       DEFINED 4     151400         0         0
KIMBERLY-CLARK CORP                COMMON SHS      494368103      5425      87927 SH       DEFINED 9      84417       800      2710
KIMCO REALTY CORP                  COMMON SHS      49446R109       176       4815 SH       DEFINED 6       4815         0         0
KIMCO REALTY CORP                  COMMON SHS      49446R109      1624      44500 SH       DEFINED 9      44500         0         0
KIMCO REALTY CORP                  COMMON SHS      49446R109     33210     910100 SH       DEFINED A     910100         0         0
KINDER MORGAN ENERGY PARTNERS LP   UT LTD PARTNER  494550106      8485     184618 SH       DEFINED 9     179918      1500      3200
KINDER MORGAN INC                  COMMON SHS      49455P101     32284     323200 SH       DEFINED 3     323200         0         0
KINDER MORGAN INC                  COMMON SHS      49455P101        10         98 SH       DEFINED 8         98         0         0
KINDER MORGAN INC                  COMMON SHS      49455P101      2406      24083 SH       DEFINED 9      24083         0         0
KINDER MORGAN INC                  COMMON SHS      49455P101     19978     200000 SH       DEFINED A     200000         0         0
KINDRED HEALTHCARE INC             COMMON SHS      494580103     18359     706127 SH       DEFINED 6     706127         0         0
KINDRED HEALTHCARE INC             COMMON SHS      494580103      1205      46363 SH       DEFINED A      41563         0      4800
KINDRED HEALTHCARE INC             COMMON SHS      494580103       860      34750 SH CALL  DEFINED 5
KINETIC CONCEPTS INC               COMMON SHS      49460W208       132       3000 SH       DEFINED 9       3000         0         0
KINETIC CONCEPTS INC               COMMON SHS      49460W208       945      21400 SH       DEFINED A      18700         0      2700
KINGSWAY FINANCIAL SERVICES INC    COMMON SHS      496904103    108479    5378228 SH       DEFINED 8    5378228         0         0
KINROSS GOLD CORP                  COMMON SHS      496902404        27       2500 SH       DEFINED 9       2500         0         0
KINROSS GOLD CORP                  COMMON SHS      496902404     42753    3513012 SH       DEFINED A    3513012         0         0
KITE REALTY GROUP TRUST            COMMON SHS      49803T102       123       7900 SH       DEFINED 6       7900         0         0
KITE REALTY GROUP TRUST            COMMON SHS      49803T102     38100    2443900 SH       DEFINED A    2443900         0         0
KLA-TENCOR CORP                    COMMON SHS      482480100         1         24 SH       DEFINED 6         24         0         0
KLA-TENCOR CORP                    COMMON SHS      482480100       244       5860 SH       DEFINED 8       5860         0         0
KLA-TENCOR CORP                    COMMON SHS      482480100        46       1105 SH       DEFINED 9        938         0       167
KLA-TENCOR CORP                    COMMON SHS      482480100     42955    1033321 SH       DEFINED A     914621         0    118700
KLA-TENCOR CORP                    COMMON SHS      482480100       337       8100 SH       DEFINED E          0         0      8100
KLA-TENCOR CORP                    COMMON SHS      482480100        14        340 SH       DEFINED L        340         0         0
KNIGHT TRANSPORTATION INC          COMMON SHS      499064103     34138    1689980 SH       DEFINED A    1653380         0     36600
KNIGHT TRANSPORTATION INC          COMMON SHS      499064103      2959     146500 SH       DEFINED C     146500         0         0
KNOT INC                           COMMON SHS      499184109       813      38847 SH       DEFINED 6      38847         0         0
KOHL'S CORP                        COMMON SHS      500255104      2783      47079 SH       DEFINED 9      47079         0         0
KOHL'S CORP                        COMMON SHS      500255104     10310     174395 SH       DEFINED A     174395         0         0
KONINKLIJKE PHILIPS ELECTRONICS NV NY REG SH NEW   500472303      1695      54436 SH       DEFINED 1      54436         0         0
KONINKLIJKE PHILIPS ELECTRONICS NV NY REG SH NEW   500472303     14019     450194 SH       DEFINED 2     211828         0    238366
KONINKLIJKE PHILIPS ELECTRONICS NV NY REG SH NEW   500472303     30103     966683 SH       DEFINED 6     966683         0         0
KONINKLIJKE PHILIPS ELECTRONICS NV NY REG SH NEW   500472303       540      17355 SH       DEFINED 9      17355         0         0
KONINKLIJKE PHILIPS ELECTRONICS NV NY REG SH NEW   500472303      5007     160784 SH       DEFINED E          0         0    160784
KOOKMIN BANK                       SPONSORED ADR   50049M109     38545     464065 SH       DEFINED 1     464065         0         0
KOOKMIN BANK                       SPONSORED ADR   50049M109    208345    2508366 SH       DEFINED 2    2201417         0    306949
KOOKMIN BANK                       SPONSORED ADR   50049M109     23307     280605 SH       DEFINED 6     280605         0         0
KOOKMIN BANK                       SPONSORED ADR   50049M109     14367     172970 SH       DEFINED 8     172970         0         0
KOOKMIN BANK                       SPONSORED ADR   50049M109      2650      31900 SH       DEFINED 9      31900         0         0
KOOKMIN BANK                       SPONSORED ADR   50049M109      1114      13412 SH       DEFINED C      13412         0         0
KOOKMIN BANK                       SPONSORED ADR   50049M109      1580      19027 SH       DEFINED D      19027         0         0
KOOKMIN BANK                       SPONSORED ADR   50049M109      4063      48920 SH       DEFINED E      48920         0         0
KOOKMIN BANK                       SPONSORED ADR   50049M109        61        730 SH       DEFINED          730         0         0
KOOKMIN BANK                       SPONSORED ADR   50049M109       298       3589 SH       DEFINED L       3589         0         0
KOOKMIN BANK                       SPONSORED ADR   50049M109      1402      16877 SH       DEFINED M      16877         0         0
KOREA ELECTRIC POWER CORP          SPONSORED ADR   500631106      3631     191500 SH       DEFINED 1     191500         0         0
KOREA ELECTRIC POWER CORP          SPONSORED ADR   500631106     21846    1152191 SH       DEFINED 2     907011         0    245180
KOREA ELECTRIC POWER CORP          SPONSORED ADR   500631106     18541     977900 SH       DEFINED 3     977900         0         0
KOREA ELECTRIC POWER CORP          SPONSORED ADR   500631106       341      18000 SH CALL  DEFINED 3
KOREA ELECTRIC POWER CORP          SPONSORED ADR   500631106      9277     489289 SH       DEFINED 6     489289         0         0
KOREA ELECTRIC POWER CORP          SPONSORED ADR   500631106        14        735 SH       DEFINED 9        735         0         0
KORN/FERRY INTERNATIONAL           COMMON SHS      500643200      5659     288866 SH       DEFINED 9     288866         0         0
KOSAN BIOSCIENCES INC              COMMON SHS      50064W107      4144    1036091 SH       DEFINED A    1036091         0         0
KRAFT FOODS INC                    COMMON SHS      50075N104      3183     103000 SH       DEFINED 2     103000         0         0
KRAFT FOODS INC                    COMMON SHS      50075N104     17177     555900 SH       DEFINED 3     555900         0         0
KRAFT FOODS INC                    COMMON SHS      50075N104      1489      48186 SH       DEFINED 6      48186         0         0
KRAFT FOODS INC                    COMMON SHS      50075N104      1477      47789 SH       DEFINED 8      47789         0         0
KRAFT FOODS INC                    COMMON SHS      50075N104       759      24550 SH       DEFINED 9      19150         0      5400
KROGER CO                          COMMON SHS      501044101     54970    2514650 SH       DEFINED 1    2514650         0         0
KROGER CO                          COMMON SHS      501044101      4324     197800 SH       DEFINED 2     197800         0         0
KROGER CO                          COMMON SHS      501044101    181070    8283164 SH       DEFINED 5    8283164         0         0
KROGER CO                          COMMON SHS      501044101     20857     954097 SH       DEFINED 8     954097         0         0
KROGER CO                          COMMON SHS      501044101       450      20600 SH       DEFINED 9      14600         0      6000
KROGER CO                          COMMON SHS      501044101      3306     151230 SH       DEFINED E     151230         0         0
KT CORP                            SPONSORED ADR   48268K101    616328   28733244 SH       DEFINED 1   28556767         0    176477
KT CORP                            SPONSORED ADR   48268K101    138244    6444919 SH       DEFINED 2    5976849         0    468070
KT CORP                            SPONSORED ADR   48268K101      7430     346372 SH       DEFINED 6     346372         0         0
KT CORP                            SPONSORED ADR   48268K101     52532    2449039 SH       DEFINED 8    2449039         0         0
KT CORP                            SPONSORED ADR   48268K101      2890     134732 SH       DEFINED D     134732         0         0
KT CORP                            SPONSORED ADR   48268K101     12780     595819 SH       DEFINED E     582861         0     12958
KT CORP                            SPONSORED ADR   48268K101       663      30926 SH       DEFINED        30926         0         0
L-3 COMMUNICATIONS CORP            COMMON SHS      502424104         9        120 SH       DEFINED 6        120         0         0
L-3 COMMUNICATIONS CORP            COMMON SHS      502424104      8478     112410 SH       DEFINED 9     112160         0       250
LA-Z-BOY INC                       COMMON SHS      505336107     21014    1501000 SH       DEFINED 4    1494100         0      6900
LABOPHARM INC                      COMMON SHS      504905100       196      22400 SH       DEFINED 8      22400         0         0
LABOPHARM INC                      COMMON SHS      504905100      3588     409600 SH       DEFINED A     399100         0     10500
LABORATORY CORP OF AMERICA HOLDING COMMON SHS      50540R409        44        700 SH       DEFINED 8        700         0         0
LABORATORY CORP OF AMERICA HOLDING COMMON SHS      50540R409       918      14750 SH       DEFINED 9      14750         0         0
LABRANCHE & CO INC                 COMMON SHS      505447102       155      12800 SH       DEFINED 9      12800         0         0
LADISH CO INC                      COMMON SHS      505754200      2361      63000 SH       DEFINED 4      63000         0         0
LAM RESEARCH CORP                  COMMON SHS      512807108        40        852 SH       DEFINED 6        852         0         0
LAM RESEARCH CORP                  COMMON SHS      512807108        98       2100 SH       DEFINED 9       2100         0         0
LAM RESEARCH CORP                  COMMON SHS      512807108    134276    2880217 SH       DEFINED A    2880217         0         0
LAM RESEARCH CORP                  COMMON SHS      512807108      2345      50300 SH       DEFINED C      50300         0         0
LAMAR ADVERTISING CO               COMMON SHS      512815101      1070      19865 SH       DEFINED 9      19865         0         0
LANCASTER COLONY CORP              COMMON SHS      513847103      7922     200700 SH       DEFINED 4     200700         0         0
LANCASTER COLONY CORP              COMMON SHS      513847103        16        400 SH       DEFINED 6        400         0         0
LANDSTAR SYSTEM INC                COMMON SHS      515098101     11118     235400 SH       DEFINED A     235400         0         0
LASALLE HOTEL PROPERTIES           COM SH BEN INT  517942108       218       4700 SH       DEFINED 9       4700         0         0
LASALLE HOTEL PROPERTIES           COM SH BEN INT  517942108     47610    1028300 SH       DEFINED A    1018900         0      9400
LASALLE HOTEL PROPERTIES           COM SH BEN INT  517942108       685      14800 SH       DEFINED D      14800         0         0
LATIN AMERICA EQUITY FUND INC      COMMON SHS      51827Q106      8048     222015 SH       DEFINED 4     222015         0         0
LATIN AMERICA EQUITY FUND INC      COMMON SHS      51827Q106        46       1279 SH       DEFINED 9       1279         0         0
LAUREATE EDUCATION INC             COMMON SHS      518613104       170       3982 SH       DEFINED 6       3982         0         0
LAUREATE EDUCATION INC             COMMON SHS      518613104     76977    1805690 SH       DEFINED A    1805690         0         0
LAUREATE EDUCATION INC             COMMON SHS      518613104      1607      37700 SH       DEFINED C      37700         0         0
LAYNE CHRISTENSEN COMPANY          COMMON SHS      521050104     12191     430000 SH       DEFINED 4     430000         0         0
LAYNE CHRISTENSEN COMPANY          COMMON SHS      521050104        85       3000 SH       DEFINED 9       3000         0         0
LEAP WIRELESS INTERNATIONAL INC    COMMON SHS      521863308         9        195 SH       DEFINED 6        195         0         0
LEAP WIRELESS INTERNATIONAL INC    COMMON SHS      521863308      4959     104500 SH       DEFINED A     104500         0         0
LEAPFROG ENTERPRISES INC           COMMON SHS      52186N106     12804    1267760 SH       DEFINED 2    1267760         0         0
LEAPFROG ENTERPRISES INC           COMMON SHS      52186N106       507      50200 SH       DEFINED 9      50200         0         0
LEAPFROG ENTERPRISES INC           COMMON SHS      52186N106       171      16900 SH       DEFINED D      16900         0         0
LEAR CORP                          COMMON SHS      521865105     37943    1708388 SH       DEFINED 1    1708388         0         0
LEAR CORP                          COMMON SHS      521865105       688      30960 SH       DEFINED 2      30960         0         0
LEAR CORP                          COMMON SHS      521865105       242      10900 SH       DEFINED 8      10900         0         0
LEAR CORP                          COMMON SHS      521865105        36       1600 SH       DEFINED 9       1600         0         0
LEAR CORP                          COMMON SHS      521865105      4225     190220 SH       DEFINED E     190220         0         0
LECG CORP                          COMMON SHS      523234102     18894    1022949 SH       DEFINED 6    1022949         0         0
LECG CORP                          COMMON SHS      523234102      9318     504500 SH       DEFINED A     496200         0      8300
LEGG MASON INC                     COMMON SHS      524901105     10419     104695 SH       DEFINED 9     104445         0       250
LEGG MASON INC                     COMMON SHS      524901105       682       6850 SH       DEFINED A       6850         0         0
LEGG MASON INC                     COMMON SHS      524901105       119       1200 SH       DEFINED         1200         0         0
LEGG MASON INC                     COMMON SHS      524901105       348       3500 SH       DEFINED M       3500         0         0
LEGGETT & PLATT INC                COMMON SHS      524660107    105516    4224000 SH       DEFINED 4    4224000         0         0
LEGGETT & PLATT INC                COMMON SHS      524660107        45       1800 SH       DEFINED 6       1800         0         0
LEGGETT & PLATT INC                COMMON SHS      524660107        75       3000 SH       DEFINED 9       3000         0         0
LEHMAN BROTHERS HOLDINGS INC       COMMON SHS      524908100      4209      64600 SH       DEFINED 4      64600         0         0
LEHMAN BROTHERS HOLDINGS INC       COMMON SHS      524908100         9        142 SH       DEFINED 6        142         0         0
LEHMAN BROTHERS HOLDINGS INC       COMMON SHS      524908100      4840      74283 SH       DEFINED 9      72663         0      1620
LEHMAN BROTHERS HOLDINGS INC       COMMON SHS      524908100        60        926 SH       DEFINED A        926         0         0
LENNAR CORP                        COMMON SHS      526057104     21577     486300 SH       DEFINED 4     486300         0         0
LENNAR CORP                        COMMON SHS      526057104       313       7060 SH       DEFINED 6       7060         0         0
LENNAR CORP                        COMMON SHS      526057104        39        882 SH       DEFINED 9        882         0         0
LENNAR CORP                        COMMON SHS      526057104     71183    1604300 SH       DEFINED A    1604300         0         0
LENNAR CORP                        COMMON SHS      526057302      1958      48000 SH       DEFINED 4      48000         0         0
LENNAR CORP                        COMMON SHS      526057302         9        230 SH       DEFINED 9        230         0         0
LENNOX INTERNATIONAL INC           COMMON SHS      526107107     23064     871000 SH       DEFINED 4     871000         0         0
LEUCADIA NATIONAL CORP             COMMON SHS      527288104    123108    4217462 SH       DEFINED 5    4217462         0         0
LEUCADIA NATIONAL CORP             COMMON SHS      527288104       514      17600 SH       DEFINED 9      17600         0         0
LEUCADIA NATIONAL CORP             NOTE 3.750% 4/1 527288AX2      5171    3600000 PRN      DEFINED A    3600000         0         0
LEXINGTON CORP PROPERTIES TRUST CV COMMON SHS      529043101        70       3235 SH       DEFINED 6       3235         0         0
LEXINGTON CORP PROPERTIES TRUST CV COMMON SHS      529043101     16630     769900 SH       DEFINED A     769900         0         0
LEXINGTON CORP PROPERTIES TRUST CV PFD CONV SER C  529043309     69225    1500000 SH       DEFINED A    1500000         0         0
LEXMARK INTERNATIONAL INC          COMMON SHS      529771107    382658    6853990 SH       DEFINED 5    6853990         0         0
LEXMARK INTERNATIONAL INC          COMMON SHS      529771107       125       2230 SH       DEFINED 8       2230         0         0
LEXMARK INTERNATIONAL INC          COMMON SHS      529771107       229       4100 SH       DEFINED 9       4100         0         0
LEXMARK INTERNATIONAL INC          COMMON SHS      529771107      8521     152630 SH       DEFINED A      93930         0     58700
LEXMARK INTERNATIONAL INC          COMMON SHS      529771107       296       5300 SH       DEFINED E          0         0      5300
LEXMARK INTERNATIONAL INC          COMMON SHS      529771107        12        220 SH       DEFINED L        220         0         0
LHC GROUP INC                      COMMON SHS      50187A107       781      39200 SH       DEFINED A      35000         0      4200
LIBERTY GLOBAL INC                 COMMON SHS      530555101       284      13208 SH       DEFINED 9      13208         0         0
LIBERTY GLOBAL INC                 COMMON SHS      530555309       289      14042 SH       DEFINED 9      14042         0         0
LIBERTY MEDIA CORP                 DEB 3.250% 3/1  530715AR2      7625   10000000 PRN      DEFINED A   10000000         0         0
LIBERTY MEDIA HLDG CORP            COMMON SHS      53071M104    109929    6368998 SH       DEFINED 5    6368998         0         0
LIBERTY MEDIA HLDG CORP            COMMON SHS      53071M104      1574      91170 SH       DEFINED 9      90795         0       375
LIBERTY MEDIA HLDG CORP            COMMON SHS      53071M104        86       5000 SH       DEFINED M       5000         0         0
LIBERTY MEDIA HLDG CORP            COMMON SHS      53071M302    203706    2431729 SH       DEFINED 5    2431729         0         0
LIBERTY MEDIA HLDG CORP            COMMON SHS      53071M302      1461      17436 SH       DEFINED 9      17361         0        75
LIBERTY MEDIA HLDG CORP            COMMON SHS      53071M302        84       1000 SH       DEFINED M       1000         0         0
LIBERTY MEDIA INTO MOTOROLA        DEB 3.500% 1/1  530715AN1     12446   13050000 PRN      DEFINED A   13050000         0         0
LIBERTY PROPERTY TRUST             SH BEN INT      531172104       130       2950 SH       DEFINED 6       2950         0         0
LIBERTY PROPERTY TRUST             SH BEN INT      531172104     10607     239982 SH       DEFINED 9     231132         0      8850
LIBERTY PROPERTY TRUST             SH BEN INT      531172104     35625     806000 SH       DEFINED A     806000         0         0
LIFECELL CORP                      COMMON SHS      531927101      6067     196200 SH       DEFINED A     196200         0         0
LIFEPOINT HOSPITALS INC            COMMON SHS      53219L109       398      12400 SH       DEFINED 4      12400         0         0
LIFEPOINT HOSPITALS INC            COMMON SHS      53219L109         2         60 SH       DEFINED 6         60         0         0
LIFEPOINT HOSPITALS INC            COMMON SHS      53219L109       455      14170 SH       DEFINED 8      14170         0         0
LIFEPOINT HOSPITALS INC            COMMON SHS      53219L109         0         15 SH       DEFINED 9         15         0         0
LIFEPOINT HOSPITALS INC            COMMON SHS      53219L109     19100     594460 SH       DEFINED A     428760         0    165700
LIFEPOINT HOSPITALS INC            COMMON SHS      53219L109       488      15200 SH       DEFINED E          0         0     15200
LIFEPOINT HOSPITALS INC            COMMON SHS      53219L109        19        600 SH       DEFINED L        600         0         0
LIMITED BRANDS INC                 COMMON SHS      532716107         8        315 SH       DEFINED 6        315         0         0
LIMITED BRANDS INC                 COMMON SHS      532716107       230       9000 SH       DEFINED 9       9000         0         0
LIMITED BRANDS INC                 COMMON SHS      532716107         6        253 SH       DEFINED A        253         0         0
LINCARE HOLDINGS INC               COMMON SHS      532791100        38       1000 SH       DEFINED 8       1000         0         0
LINCARE HOLDINGS INC               COMMON SHS      532791100       454      12000 SH       DEFINED 9      12000         0         0
LINCOLN EDUCATIONAL SERVICES       COMMON SHS      533535100      6066     354950 SH       DEFINED A     346250         0      8700
LINCOLN NATIONAL CORP              COMMON SHS      534187109     20944     371083 SH       DEFINED 9     358308         0     12775
LINEAR TECHNOLOGY CORP             COMMON SHS      535678106      1474      44000 SH       DEFINED 4      44000         0         0
LINEAR TECHNOLOGY CORP             COMMON SHS      535678106       203       6070 SH       DEFINED 8       6070         0         0
LINEAR TECHNOLOGY CORP             COMMON SHS      535678106      6208     185381 SH       DEFINED 9     185381         0         0
LINEAR TECHNOLOGY CORP             COMMON SHS      535678106     14925     445655 SH       DEFINED A     445655         0         0
LIONBRIDGE TECHNOLOGIES INC        COMMON SHS      536252109      7294    1318958 SH       DEFINED 6    1318958         0         0
LIONS GATE ENTMT CORP              COMMON SHS      535919203      6039     706361 SH       DEFINED 9     706361         0         0
LIONS GATE ENTMT CORP              COMMON SHS      535919203      2480     290000 SH       DEFINED A     290000         0         0
LIVE NATION                        COMMON SHS      538034109         1         55 SH       DEFINED 6         55         0         0
LIVE NATION                        COMMON SHS      538034109      1273      62500 SH       DEFINED 7      62500         0         0
LIVE NATION                        COMMON SHS      538034109         1         72 SH       DEFINED 8         72         0         0
LIVE NATION                        COMMON SHS      538034109         3        124 SH       DEFINED 9        124         0         0
LIVEPERSON INC                     COMMON SHS      538146101       731     150800 SH       DEFINED A     150800         0         0
LIZ CLAIBORNE INC                  COMMON SHS      539320101      1674      45160 SH       DEFINED 1      45160         0         0
LIZ CLAIBORNE INC                  COMMON SHS      539320101      2159      58250 SH       DEFINED 2      58250         0         0
LIZ CLAIBORNE INC                  COMMON SHS      539320101         8        225 SH       DEFINED 6        225         0         0
LIZ CLAIBORNE INC                  COMMON SHS      539320101       569      15340 SH       DEFINED 8      15340         0         0
LIZ CLAIBORNE INC                  COMMON SHS      539320101       551      14858 SH       DEFINED 9      14858         0         0
LIZ CLAIBORNE INC                  COMMON SHS      539320101      1406      37950 SH       DEFINED A      37950         0         0
LLOYDS TSB GROUP PLC               SPONSORED ADR   539439109      6228     157785 SH       DEFINED 9     154035      2000      1750
LLOYDS TSB GROUP PLC               SPONSORED ADR   539439109       316       8000 SH       DEFINED M       8000         0         0
LOCKHEED MARTIN CORP               COMMON SHS      539830109        10        136 SH       DEFINED 6        136         0         0
LOCKHEED MARTIN CORP               COMMON SHS      539830109     35870     500000 SH       DEFINED 7     500000         0         0
LOCKHEED MARTIN CORP               COMMON SHS      539830109      7252     101090 SH       DEFINED 9     101090         0         0
LOCKHEED MARTIN CORP               COMMON SHS      539830109        21        289 SH       DEFINED A        289         0         0
LOCKHEED MARTIN CORP               COMMON SHS      539830109      7184     100140 SH       DEFINED E       5700         0     94440
LOEWS CORP                         COMMON SHS      540424108       383      10800 SH       DEFINED 9      10800         0         0
LOGITECH INTERNATIONAL SA          SPONSORED ADR   541419107       188       4851 SH       DEFINED 6       4851         0         0
LOGITECH INTERNATIONAL SA          SPONSORED ADR   541419107       958      24700 SH       DEFINED 9      24700         0         0
LOGITECH INTERNATIONAL SA          SPONSORED ADR   541419107     57080    1471890 SH       DEFINED A    1471890         0         0
LOGITECH INTERNATIONAL SA          SPONSORED ADR   541419107      1039      26800 SH       DEFINED C      26800         0         0
LONE STAR TECHNOLOGIES INC         COMMON SHS      542312103     26940     498700 SH       DEFINED 4     496300         0      2400
LONE STAR TECHNOLOGIES INC         COMMON SHS      542312103        65       1200 SH       DEFINED 9       1200         0         0
LOUISIANA PACIFIC CORP             COMMON SHS      546347105       212       9698 SH       DEFINED 9       9698         0         0
LOUISIANA PACIFIC CORP             COMMON SHS      546347105         2         70 SH       DEFINED A         70         0         0
LOWE'S COMPANIES INC               COMMON SHS      548661107         2         32 SH       DEFINED 6         32         0         0
LOWE'S COMPANIES INC               COMMON SHS      548661107       249       4100 SH       DEFINED 8       4100         0         0
LOWE'S COMPANIES INC               COMMON SHS      548661107      5804      95667 SH       DEFINED 9      94567         0      1100
LOWE'S COMPANIES INC               COMMON SHS      548661107     97926    1614082 SH       DEFINED A    1567382         0     46700
LOWE'S COMPANIES INC               COMMON SHS      548661107       358       5900 SH       DEFINED E          0         0      5900
LOWE'S COMPANIES INC               COMMON SHS      548661107        10        170 SH       DEFINED L        170         0         0
LOWE'S COMPANIES INC               NOTE   2/1      548661CF2   1296458   13000000 PRN      DEFINED A   13000000         0         0
LUCENT TECHNOLOGIES INC            COMMON SHS      549463107       621     256466 SH       DEFINED 9     256297         0       169
LUXOTTICA GROUP SPA                SPONSORED ADR   55068R202       678      25000 SH       DEFINED 2      25000         0         0
LUXOTTICA GROUP SPA                SPONSORED ADR   55068R202     17926     660750 SH       DEFINED 9     660750         0         0
LUXOTTICA GROUP SPA                SPONSORED ADR   55068R202      1267      46700 SH       DEFINED        46700         0         0
LYONDELL CHEMICAL CO               COMMON SHS      552078107         1         42 SH       DEFINED 6         42         0         0
LYONDELL CHEMICAL CO               COMMON SHS      552078107       464      20460 SH       DEFINED 8      20460         0         0
LYONDELL CHEMICAL CO               COMMON SHS      552078107       143       6300 SH       DEFINED 9       6300         0         0
LYONDELL CHEMICAL CO               COMMON SHS      552078107    187238    8262934 SH       DEFINED A    8035434         0    227500
LYONDELL CHEMICAL CO               COMMON SHS      552078107       426      18800 SH       DEFINED E          0         0     18800
LYONDELL CHEMICAL CO               COMMON SHS      552078107        19        860 SH       DEFINED L        860         0         0
M & T BANK CORP                    COMMON SHS      55261F104      2945      24975 SH       DEFINED 9      23475         0      1500
M & T BANK CORP                    COMMON SHS      55261F104        11         91 SH       DEFINED A         91         0         0
M/I HOMES INC                      COMMON SHS      55305B101     33989     968900 SH       DEFINED 4     963900         0      5000
MACERICH CO                        COMMON SHS      554382101       325       4633 SH       DEFINED 6       4633         0         0
MACERICH CO                        COMMON SHS      554382101      1179      16800 SH       DEFINED 9      16800         0         0
MACERICH CO                        COMMON SHS      554382101    102197    1455800 SH       DEFINED A    1455800         0         0
MACQUARIE INFRASTRUCTURE CO TR     COMMON SHS      55607X108       582      21100 SH       DEFINED 9      17100         0      4000
MAGNA INTERNATIONAL INC            COMMON SHS      559222401    213797    2684540 SH       DEFINED 8    2684540         0         0
MAINE & MARITIMES CORP             COMMON SHS      560377103       423      27100 SH       DEFINED 4      27100         0         0
MANITOWOC CO INC                   COMMON SHS      563571108        10        220 SH       DEFINED 9        220         0         0
MANITOWOC CO INC                   COMMON SHS      563571108     19874     446600 SH       DEFINED A     434400         0     12200
MANPOWER INC                       COMMON SHS      56418H100         8        130 SH       DEFINED 6        130         0         0
MANPOWER INC                       COMMON SHS      56418H100      2700      41798 SH       DEFINED 9      41798         0         0
MANULIFE FINANCIAL CORP            COMMON SHS      56501R106     31770    1000000 SH       DEFINED 4    1000000         0         0
MANULIFE FINANCIAL CORP            COMMON SHS      56501R106    328188    9278717 SH       DEFINED 8    9278717         0         0
MANULIFE FINANCIAL CORP            COMMON SHS      56501R106       672      21150 SH       DEFINED 9      21150         0         0
MARATHON OIL CORP                  COMMON SHS      565849106        10        125 SH       DEFINED 6        125         0         0
MARATHON OIL CORP                  COMMON SHS      565849106         2         30 SH       DEFINED 8         30         0         0
MARATHON OIL CORP                  COMMON SHS      565849106      2368      28429 SH       DEFINED 9      28429         0         0
MARATHON OIL CORP                  COMMON SHS      565849106      4831      58000 SH       DEFINED A      58000         0         0
MARCHEX INC                        COMMON SHS      56624R108     43632    2655630 SH       DEFINED A    2627030         0     28600
MARCHEX INC                        COMMON SHS      56624R108       432      26300 SH       DEFINED C      26300         0         0
MARINEMAX INC                      COMMON SHS      567908108      4643     177000 SH       DEFINED 9     177000         0         0
MARINER ENERGY INC                 COMMON SHS      56845T305         1         80 SH       DEFINED 9         80         0         0
MARINER ENERGY INC                 COMMON SHS      56845T305     23137    1259503 SH       DEFINED A    1243503         0     16000
MARINER ENERGY INC                 COMMON SHS      56845T305       206      11200 SH       DEFINED C      11200         0         0
MARKETAXESS HOLDINGS INC           COMMON SHS      57060D108      4100     372400 SH       DEFINED 9     372400         0         0
MARRIOTT INTERNATIONAL INC         COMMON SHS      571903202      2159      56640 SH       DEFINED 9      56640         0         0
MARSH & MCLENNAN COS INC           COMMON SHS      571748102      2034      75645 SH       DEFINED 6      65439         0     10206
MARSH & MCLENNAN COS INC           COMMON SHS      571748102       328      12210 SH       DEFINED 8      12210         0         0
MARSH & MCLENNAN COS INC           COMMON SHS      571748102       946      35178 SH       DEFINED 9      34178      1000         0
MARSH & MCLENNAN COS INC           COMMON SHS      571748102     52641    1957635 SH       DEFINED A    1806735         0    150900
MARSH & MCLENNAN COS INC           COMMON SHS      571748102       339      12600 SH       DEFINED E          0         0     12600
MARSH & MCLENNAN COS INC           COMMON SHS      571748102        12        450 SH       DEFINED L        450         0         0
MARSHALL & ILSLEY CORP             COMMON SHS      571834100      2249      49161 SH       DEFINED 9      49161         0         0
MARTHA STEWART LIVING OMNIME       CL A            573083102         3        200 SH       DEFINED 9        200         0         0
MARTHA STEWART LIVING OMNIME       CL A            573083102     17963    1075000 SH PUT   DEFINED 3          0         0         0
MARTIN MARIETTA MATERIALS INC      COMMON SHS      573284106        10        115 SH       DEFINED 6        115         0         0
MARTIN MARIETTA MATERIALS INC      COMMON SHS      573284106      1802      19769 SH       DEFINED 9      19769         0         0
MARVEL ENTERTAINMENT INC           COMMON SHS      57383T103      4489     224450 SH       DEFINED 9     224450         0         0
MARVEL ENTERTAINMENT INC           COMMON SHS      57383T103         7        362 SH       DEFINED A        362         0         0
MARVELL TECHNOLOGY GROUP LTD       COMMON SHS      G5876H105        68       1527 SH       DEFINED 6       1527         0         0
MARVELL TECHNOLOGY GROUP LTD       COMMON SHS      G5876H105       200       4520 SH       DEFINED 8       4520         0         0
MARVELL TECHNOLOGY GROUP LTD       COMMON SHS      G5876H105      5301     119570 SH       DEFINED 9     119070       500         0
MARVELL TECHNOLOGY GROUP LTD       COMMON SHS      G5876H105     86497    1951201 SH       DEFINED A    1911101         0     40100
MARVELL TECHNOLOGY GROUP LTD       COMMON SHS      G5876H105       133       3000 SH       DEFINED         3000         0         0
MARVELL TECHNOLOGY GROUP LTD       COMMON SHS      G5876H105       355       8000 SH       DEFINED M       8000         0         0
MASCO CORP                         COMMON SHS      574599106      6918     233400 SH       DEFINED 4     233400         0         0
MASCO CORP                         COMMON SHS      574599106         8        275 SH       DEFINED 6        275         0         0
MASCO CORP                         COMMON SHS      574599106      3243     109413 SH       DEFINED 9     105413         0      4000
MASCO CORP                         COMMON SHS      574599106      6100     205800 SH       DEFINED A     132900         0     72900
MASCO CORP                         COMMON SHS      574599106         8        280 SH       DEFINED L        280         0         0
MASSEY ENERGY CO                   COMMON SHS      576206106    178378    4954942 SH       DEFINED 5    4954942         0         0
MASSEY ENERGY CO                   COMMON SHS      576206106       173       4800 SH       DEFINED 9       4800         0         0
MATRIA HEALTHCARE INC              COMMON SHS      576817209      4361     203600 SH       DEFINED 9     203600         0         0
MATTEL INC                         COMMON SHS      577081102      1401      84860 SH       DEFINED 1      84860         0         0
MATTEL INC                         COMMON SHS      577081102      2180     132060 SH       DEFINED 2     132060         0         0
MATTEL INC                         COMMON SHS      577081102    215595   13058472 SH       DEFINED 5   13058472         0         0
MATTEL INC                         COMMON SHS      577081102         9        540 SH       DEFINED 6        540         0         0
MATTEL INC                         COMMON SHS      577081102     16405     993657 SH       DEFINED 8     993657         0         0
MATTEL INC                         COMMON SHS      577081102        53       3187 SH       DEFINED 9       3187         0         0
MATTEL INC                         COMMON SHS      577081102       536      32490 SH       DEFINED C      32490         0         0
MATTEL INC                         COMMON SHS      577081102      3304     200126 SH       DEFINED D     200126         0         0
MATTEL INC                         COMMON SHS      577081102       102       6160 SH       DEFINED E       6160         0         0
MAVERICK TUBE CORP                 COMMON SHS      577914104     18306     289700 SH       DEFINED 3     289700         0         0
MAVERICK TUBE CORP                 COMMON SHS      577914104      1012      16010 SH       DEFINED 9      16010         0         0
MAVERICK TUBE CORP                 COMMON SHS      577914104        29        454 SH       DEFINED A        454         0         0
MAX RE CAPITAL LTD                 COMMON SHS      G6052F103      5241     239960 SH       DEFINED 9     239960         0         0
MAX RE CAPITAL LTD                 COMMON SHS      G6052F103      8878     406500 SH       DEFINED A     395800         0     10700
MAXIM INTEGRATED PRODUCTS INC      COMMON SHS      57772K101        48       1500 SH       DEFINED 9       1500         0         0
MAXIM INTEGRATED PRODUCTS INC      COMMON SHS      57772K101      2952      91940 SH       DEFINED A      91940         0         0
MAXIM INTEGRATED PRODUCTS INC      COMMON SHS      57772K101       135       4200 SH       DEFINED E          0         0      4200
MAXIM INTEGRATED PRODUCTS INC      COMMON SHS      57772K101         6        190 SH       DEFINED L        190         0         0
MAXIMUS INC                        COMMON SHS      577933104      5077     219304 SH       DEFINED 6     219304         0         0
MAXIMUS INC                        COMMON SHS      577933104       232      10000 SH       DEFINED 9      10000         0         0
MBIA INC                           COMMON SHS      55262C100     11710     200000 SH       DEFINED 4     200000         0         0
MBIA INC                           COMMON SHS      55262C100       972      16600 SH       DEFINED 9      16600         0         0
MCCLATCHY COMPANY                  COMMON SHS      579489105     28260     704395 SH       DEFINED 5     704395         0         0
MCCLATCHY COMPANY                  COMMON SHS      579489105       284       7087 SH       DEFINED 9       7087         0         0
MCCORMICK & CO INC                 COMMON SHS      579780206     85636    2552495 SH       DEFINED 4    2552495         0         0
MCCORMICK & CO INC                 COMMON SHS      579780206       265       7909 SH       DEFINED 9       7909         0         0
MCDERMOTT INTERNATIONAL INC        COMMON SHS      580037109       209       4589 SH       DEFINED 9       4589         0         0
MCDONALD'S CORP                    COMMON SHS      580135101      6408     190700 SH       DEFINED 4     190700         0         0
MCDONALD'S CORP                    COMMON SHS      580135101     14748     438923 SH       DEFINED 9     435423         0      3500
MCG CAPITAL CORP                   COMMON SHS      58047P107     14920     938382 SH       DEFINED 5     938382         0         0
MCGRAW-HILL COMPANIES INC          COMMON SHS      580645109         3         50 SH       DEFINED 8         50         0         0
MCGRAW-HILL COMPANIES INC          COMMON SHS      580645109     22619     450314 SH       DEFINED 9     442314         0      8000
MCKESSON CORP                      COMMON SHS      58155Q103        24        505 SH       DEFINED 6        505         0         0
MCKESSON CORP                      COMMON SHS      58155Q103       253       5360 SH       DEFINED 8       5360         0         0
MCKESSON CORP                      COMMON SHS      58155Q103       177       3750 SH       DEFINED 9       3750         0         0
MCKESSON CORP                      COMMON SHS      58155Q103      7215     152601 SH       DEFINED A     106001         0     46600
MCKESSON CORP                      COMMON SHS      58155Q103       284       6000 SH       DEFINED E          0         0      6000
MCKESSON CORP                      COMMON SHS      58155Q103         8        170 SH       DEFINED L        170         0         0
MDC HOLDINGS INC                   COMMON SHS      552676108     39732     765100 SH       DEFINED 4     764100         0      1000
MDC HOLDINGS INC                   COMMON SHS      552676108       359       6910 SH       DEFINED 6       6910         0         0
MDC HOLDINGS INC                   COMMON SHS      552676108       379       7300 SH       DEFINED 8       7300         0         0
MDC HOLDINGS INC                   COMMON SHS      552676108    140120    2698240 SH       DEFINED A    2615040         0     83200
MDC HOLDINGS INC                   COMMON SHS      552676108       395       7600 SH       DEFINED E          0         0      7600
MDC HOLDINGS INC                   COMMON SHS      552676108        16        310 SH       DEFINED L        310         0         0
MDS INC                            COMMON SHS      55269P302     39425    1937351 SH       DEFINED 2    1937351         0         0
MDS INC                            COMMON SHS      55269P302     43309    2128200 SH       DEFINED 5    2128200         0         0
MDS INC                            COMMON SHS      55269P302     16953     833080 SH       DEFINED 8     833080         0         0
MDS INC                            COMMON SHS      55269P302      6559     322319 SH       DEFINED A     322319         0         0
MDS INC                            COMMON SHS      55269P302      9609     472195 SH       DEFINED E     171900         0    300295
MDU RESOURCES GROUP INC            COMMON SHS      552690109       690      18853 SH       DEFINED 9      18853         0         0
MEADWESTVACO CORP                  COMMON SHS      583334107     43870    1570700 SH       DEFINED 4    1570700         0         0
MEADWESTVACO CORP                  COMMON SHS      583334107        52       1855 SH       DEFINED 9       1015         0       840
MEDAREX INC                        COMMON SHS      583916101      3744     389600 SH       DEFINED 9     389600         0         0
MEDAREX INC                        COMMON SHS      583916101      3032     315500 SH       DEFINED A     315500         0         0
MEDCO HEALTH SOLUTIONS INC         COMMON SHS      58405U102      2763      48240 SH       DEFINED 7      48240         0         0
MEDCO HEALTH SOLUTIONS INC         COMMON SHS      58405U102     12163     212340 SH       DEFINED 9     210262       352      1726
MEDCO HEALTH SOLUTIONS INC         COMMON SHS      58405U102      1361      23765 SH       DEFINED A      21365         0      2400
MEDICAL PROPERTIES TRUST INC       COMMON SHS      58463J304     13753    1245700 SH       DEFINED 5    1245700         0         0
MEDICINES CO                       COMMON SHS      584688105      1989     101750 SH       DEFINED 6     101750         0         0
MEDICINES CO                       COMMON SHS      584688105     62616    3202874 SH       DEFINED A    3175074         0     27800
MEDICINES CO                       COMMON SHS      584688105       631      32300 SH       DEFINED C      32300         0         0
MEDIMMUNE INC                      COMMON SHS      584699102       954      35216 SH       DEFINED 9      34716         0       500
MEDIMMUNE INC                      COMMON SHS      584699102     25845     953682 SH       DEFINED A     953682         0         0
MEDTRONIC INC                      COMMON SHS      585055106      1396      29750 SH       DEFINED 4      29750         0         0
MEDTRONIC INC                      COMMON SHS      585055106       211       4491 SH       DEFINED 6       4491         0         0
MEDTRONIC INC                      COMMON SHS      585055106      4151      88475 SH       DEFINED 8      88475         0         0
MEDTRONIC INC                      COMMON SHS      585055106     49026    1044881 SH       DEFINED 9    1031251       400     13230
MEDTRONIC INC                      COMMON SHS      585055106     39848     849283 SH       DEFINED A     771383         0     77900
MEDTRONIC INC                      COMMON SHS      585055106       601      12800 SH       DEFINED E          0         0     12800
MEDTRONIC INC                      COMMON SHS      585055106        12        250 SH       DEFINED L        250         0         0
MEDTRONIC INC                      COMMON SHS      585055106       282       6000 SH       DEFINED M       6000         0         0
MELLON FINANCIAL CORP              COMMON SHS      58551A108      5557     161400 SH       DEFINED 4     161400         0         0
MELLON FINANCIAL CORP              COMMON SHS      58551A108      1024      29738 SH       DEFINED 9      29738         0         0
MEMC ELECTRONIC MATERIALS INC      COMMON SHS      552715104         9        250 SH       DEFINED 6        250         0         0
MEMC ELECTRONIC MATERIALS INC      COMMON SHS      552715104       735      19600 SH       DEFINED 9      19600         0         0
MENS WEARHOUSE INC                 COMMON SHS      587118100     15327     505850 SH       DEFINED 4     503700         0      2150
MENTOR CORP                        COMMON SHS      587188103       948      21800 SH       DEFINED A      19600         0      2200
MERCANTILE BANKSHARES CORP         COMMON SHS      587405101     41622    1166862 SH       DEFINED 4    1166862         0         0
MERCANTILE BANKSHARES CORP         COMMON SHS      587405101        72       2025 SH       DEFINED 6       2025         0         0
MERCANTILE BANKSHARES CORP         COMMON SHS      587405101       875      24525 SH       DEFINED 9      24525         0         0
MERCER INS GROUP INC               COMMON SHS      587902107       468      25000 SH       DEFINED 4      25000         0         0
MERCER INTERNATIONAL INC           COMMON SHS      588056101     17798    2050500 SH       DEFINED 4    2045100         0      5400
MERCHANTS GROUP INC                COMMON SHS      588539106      5009     164000 SH       DEFINED 4     164000         0         0
MERCK & CO INC                     COMMON SHS      589331107   1006272   27622065 SH       DEFINED 1   27402065         0    220000
MERCK & CO INC                     COMMON SHS      589331107     40438    1110022 SH       DEFINED 2     912213         0    197809
MERCK & CO INC                     COMMON SHS      589331107     26162     718140 SH       DEFINED 5     718140         0         0
MERCK & CO INC                     COMMON SHS      589331107        31        844 SH       DEFINED 6        844         0         0
MERCK & CO INC                     COMMON SHS      589331107     18215     500000 SH       DEFINED 7     500000         0         0
MERCK & CO INC                     COMMON SHS      589331107     20268     556365 SH       DEFINED 8     556365         0         0
MERCK & CO INC                     COMMON SHS      589331107    110526    3033915 SH       DEFINED 9    2952791      2422     78702
MERCK & CO INC                     COMMON SHS      589331107   1319225   36212601 SH       DEFINED A   36116801         0     95800
MERCK & CO INC                     COMMON SHS      589331107      2659      72985 SH       DEFINED C      72985         0         0
MERCK & CO INC                     COMMON SHS      589331107      5423     148860 SH       DEFINED D     148860         0         0
MERCK & CO INC                     COMMON SHS      589331107    100823    2767595 SH       DEFINED E    1339851         0   1427744
MERCK & CO INC                     COMMON SHS      589331107      2782      76374 SH       DEFINED L      76374         0         0
MERCK & CO INC                     COMMON SHS      589331107      1096      30089 SH       DEFINED M      30089         0         0
MERCURY GENERAL CORP               COMMON SHS      589400100     31968     567119 SH       DEFINED 4     567119         0         0
MERCURY GENERAL CORP               COMMON SHS      589400100       130       2300 SH       DEFINED 6       2300         0         0
MEREDITH CORP                      COMMON SHS      589433101        35        700 SH       DEFINED 9        700         0         0
MEREDITH CORP                      COMMON SHS      589433101       256       5167 SH       DEFINED A       5167         0         0
MERIDIAN GOLD INC                  COMMON SHS      589975101        16        500 SH       DEFINED 9        500         0         0
MERIDIAN GOLD INC                  COMMON SHS      589975101     57299    1751260 SH       DEFINED A    1751260         0         0
MERITAGE HOMES CORP                COMMON SHS      59001A102       218       4615 SH       DEFINED 6       4615         0         0
MERITAGE HOMES CORP                COMMON SHS      59001A102       488      10325 SH       DEFINED 9      10325         0         0
MERITAGE HOMES CORP                COMMON SHS      59001A102     64631    1367850 SH       DEFINED A    1367850         0         0
MERRILL LYNCH & CO INC             COMMON SHS      590188108    242142    3481047 SH       DEFINED 1    3481047         0         0
MERRILL LYNCH & CO INC             COMMON SHS      590188108      1304      18741 SH       DEFINED 2      18741         0         0
MERRILL LYNCH & CO INC             COMMON SHS      590188108       211       3035 SH       DEFINED 8       3035         0         0
MERRILL LYNCH & CO INC             COMMON SHS      590188108     12265     176322 SH       DEFINED 9     174822       400      1100
MERRILL LYNCH & CO INC             COMMON SHS      590188108      2732      39280 SH       DEFINED A      39280         0         0
MERRILL LYNCH & CO INC             COMMON SHS      590188108     29913     430028 SH       DEFINED E      14550         0    415478
MERRILL LYNCH & CO INC             COMMON SHS      590188108      2388      34331 SH       DEFINED L      34331         0         0
MERRILL LYNCH & CO INC             COMMON SHS      590188108       956      13747 SH       DEFINED M      13747         0         0
MESA AIR GROUP INC                 COMMON SHS      590479101      4433     450000 SH       DEFINED 4     450000         0         0
MESA AIR GROUP INC                 COMMON SHS      590479101       659      66900 SH       DEFINED 9      66900         0         0
METAL MANAGEMENT INC               COMMON SHS      591097209      4388     143300 SH       DEFINED 9     143300         0         0
METAL MANAGEMENT INC               COMMON SHS      591097209         9        280 SH       DEFINED A        280         0         0
METALLICA RESOURCES INC            COMMON SHS      59125J104      1705     500000 SH       DEFINED A     500000         0         0
METHANEX CORP                      COMMON SHS      59151K108    102534    4357591 SH       DEFINED 8    4357591         0         0
METHODE ELECTRONICS INC            COMMON SHS      591520200     16482    1568194 SH       DEFINED 6    1568194         0         0
METLIFE INC                        COMMON SHS      59156R108     24012     468900 SH       DEFINED 4     468900         0         0
METLIFE INC                        COMMON SHS      59156R108         7        133 SH       DEFINED 6        133         0         0
METLIFE INC                        COMMON SHS      59156R108      2388      46640 SH       DEFINED 9      46640         0         0
METLIFE INC                        COMMON SHS      59156R108         3         57 SH       DEFINED A         57         0         0
METTLER-TOLEDO INTERNATIONAL INC   COMMON SHS      592688105     25815     426200 SH       DEFINED 4     423600         0      2600
METTLER-TOLEDO INTERNATIONAL INC   COMMON SHS      592688105     40958     676203 SH       DEFINED 6     676203         0         0
METTLER-TOLEDO INTERNATIONAL INC   COMMON SHS      592688105     84441    1394109 SH       DEFINED A    1394109         0         0
METTLER-TOLEDO INTERNATIONAL INC   COMMON SHS      592688105      1696      28000 SH       DEFINED C      28000         0         0
MEXICO FUND INC                    COMMON SHS      592835102     19059     620800 SH       DEFINED 4     620800         0         0
MGI PHARMA INC                     COMMON SHS      552880106      1075      50000 SH       DEFINED 6      50000         0         0
MGI PHARMA INC                     COMMON SHS      552880106     10759     500400 SH       DEFINED A     495900         0      4500
MGIC INVESTMENT CORP               COMMON SHS      552848103     29133     448200 SH       DEFINED 4     448200         0         0
MGIC INVESTMENT CORP               COMMON SHS      552848103       208       3200 SH       DEFINED 9       3200         0         0
MGIC INVESTMENT CORP               COMMON SHS      552848103         2         38 SH       DEFINED A         38         0         0
MICREL INC                         COMMON SHS      594793101       250      25000 SH       DEFINED 7      25000         0         0
MICREL INC                         COMMON SHS      594793101      3592     358800 SH       DEFINED 9     358800         0         0
MICROCHIP TECHNOLOGY INC           COMMON SHS      595017104      2986      88989 SH       DEFINED 6      79555         0      9434
MICROCHIP TECHNOLOGY INC           COMMON SHS      595017104       864      25750 SH       DEFINED 8      25750         0         0
MICROCHIP TECHNOLOGY INC           COMMON SHS      595017104       443      13200 SH       DEFINED 9      13200         0         0
MICROCHIP TECHNOLOGY INC           COMMON SHS      595017104    228459    6809520 SH       DEFINED A    6753320         0     56200
MICROCHIP TECHNOLOGY INC           COMMON SHS      595017104      2187      65200 SH       DEFINED C      65200         0         0
MICRON TECHNOLOGY INC              COMMON SHS      595112103         9        585 SH       DEFINED 6        585         0         0
MICRON TECHNOLOGY INC              COMMON SHS      595112103     11000     730390 SH       DEFINED A     730390         0         0
MICROS SYSTEMS INC                 COMMON SHS      594901100     16869     386200 SH       DEFINED A     376000         0     10200
MICROS SYSTEMS INC                 COMMON SHS      594901100      2852      65300 SH       DEFINED C      65300         0         0
MICROSEMI CORP                     COMMON SHS      595137100       421      17262 SH       DEFINED 6      17262         0         0
MICROSEMI CORP                     COMMON SHS      595137100    144651    5933170 SH       DEFINED A    5804470         0    128700
MICROSEMI CORP                     COMMON SHS      595137100      2121      87000 SH       DEFINED C      87000         0         0
MICROSEMI CORP                     COMMON SHS      595137100       132       5400 SH       DEFINED E          0         0      5400
MICROSEMI CORP                     COMMON SHS      595137100         9        360 SH       DEFINED L        360         0         0
MICROSOFT CORP                     COMMON SHS      594918104   1155491   49591899 SH       DEFINED 1   49251899         0    340000
MICROSOFT CORP                     COMMON SHS      594918104     23749    1019250 SH       DEFINED 2    1019250         0         0
MICROSOFT CORP                     COMMON SHS      594918104     27673    1187700 SH       DEFINED 3    1187700         0         0
MICROSOFT CORP                     COMMON SHS      594918104     11653     500150 SH       DEFINED 4     500150         0         0
MICROSOFT CORP                     COMMON SHS      594918104    404594   17364559 SH       DEFINED 5   17364559         0         0
MICROSOFT CORP                     COMMON SHS      594918104      5972     256324 SH       DEFINED 6     238383         0     17941
MICROSOFT CORP                     COMMON SHS      594918104     23300    1000000 SH       DEFINED 7    1000000         0         0
MICROSOFT CORP                     COMMON SHS      594918104      9802     420680 SH       DEFINED 8     420680         0         0
MICROSOFT CORP                     COMMON SHS      594918104     92902    3987230 SH       DEFINED 9    3925166      4050     58014
MICROSOFT CORP                     COMMON SHS      594918104    142028    6095614 SH       DEFINED A    5580014         0    515600
MICROSOFT CORP                     COMMON SHS      594918104      1924      82560 SH       DEFINED C      82560         0         0
MICROSOFT CORP                     COMMON SHS      594918104      7871     337820 SH       DEFINED D     337820         0         0
MICROSOFT CORP                     COMMON SHS      594918104     85948    3688760 SH       DEFINED E    1834960         0   1853800
MICROSOFT CORP                     COMMON SHS      594918104      3821     163970 SH       DEFINED L     163970         0         0
MICROSOFT CORP                     COMMON SHS      594918104      1719      73790 SH       DEFINED M      73790         0         0
MICROTUNE INC                      COMMON SHS      59514P109      3857     616100 SH       DEFINED 9     616100         0         0
MICROTUNE INC                      COMMON SHS      59514P109     12270    1960000 SH       DEFINED A    1915000         0     45000
MIDCAP SPDR TRUST                  UNIT SER 1      595635103      4529      32540 SH       DEFINED 9      32540         0         0
MIDLAND CO                         COMMON SHS      597486109     14622     385000 SH       DEFINED 4     385000         0         0
MILACRON INC                       COMMON SHS      598709103        21      21200 SH       DEFINED 9      21200         0         0
MILLIPORE CORP                     COMMON SHS      601073109     13525     214716 SH       DEFINED 2     105650         0    109066
MILLIPORE CORP                     COMMON SHS      601073109     25196     400000 SH       DEFINED 7     400000         0         0
MILLIPORE CORP                     COMMON SHS      601073109     11593     184040 SH       DEFINED 8     184040         0         0
MILLIPORE CORP                     COMMON SHS      601073109       407       6461 SH       DEFINED 9       6461         0         0
MILLIPORE CORP                     COMMON SHS      601073109     11649     184936 SH       DEFINED E      41976         0    142960
MILLIPORE CORP                     COMMON SHS      601073109        97       1540 SH       DEFINED         1540         0         0
MILLS CORP                         COMMON SHS      601148109     61314    2292100 SH       DEFINED 5    2292100         0         0
MILLS CORP                         COMMON SHS      601148109       118       4400 SH       DEFINED 6       4400         0         0
MILLS CORP                         COMMON SHS      601148109       134       5000 SH       DEFINED 9       5000         0         0
MINDSPEED TECHNOLOGIES INC         COMMON SHS      602682106       241     100000 SH       DEFINED 7     100000         0         0
MINE SAFETY APPLIANCES CO          COMMON SHS      602720104     43062    1071200 SH       DEFINED 4    1066100         0      5100
MINERALS TECHNOLOGIES INC          COMMON SHS      603158106     14289     274789 SH       DEFINED 6     274789         0         0
MINERALS TECHNOLOGIES INC          COMMON SHS      603158106        26        500 SH       DEFINED 9        500         0         0
MINERALS TECHNOLOGIES INC          COMMON SHS      603158106     15096     290300 SH       DEFINED A     283300         0      7000
MIRAMAR MNG CORP (CAD)             COMMON SHS      60466E100      1265     310700 SH       DEFINED 8     310700         0         0
MIRAMAR MNG CORP (CAD)             COMMON SHS      60466E100      5413    1330000 SH       DEFINED A    1330000         0         0
MITTAL STEEL COMPANY N.V           NY REG SH CL A  60684P101       684      22430 SH       DEFINED 9      22430         0         0
MITTAL STEEL COMPANY N.V           NY REG SH CL A  60684P101         7        223 SH       DEFINED A        223         0         0
MOBILE TELESYSTEMS OJSC            SPONSORED ADR   607409109    126867    4309340 SH       DEFINED 1    4150308         0    159032
MOBILE TELESYSTEMS OJSC            SPONSORED ADR   607409109     10842     368280 SH       DEFINED 2     368280         0         0
MOBILE TELESYSTEMS OJSC            SPONSORED ADR   607409109       143       4860 SH       DEFINED 8       4860         0         0
MOBILE TELESYSTEMS OJSC            SPONSORED ADR   607409109        29       1000 SH       DEFINED 9       1000         0         0
MOBILE TELESYSTEMS OJSC            SPONSORED ADR   607409109    242518    8237700 SH       DEFINED C    8106100         0    131600
MOLECULAR DEVICES CORP             COMMON SHS      60851C107     15660     512442 SH       DEFINED 6     512442         0         0
MOLECULAR DEVICES CORP             COMMON SHS      60851C107     20518     671400 SH       DEFINED A     652000         0     19400
MOLEX INC                          COMMON SHS      608554101      4917     146483 SH       DEFINED 7     146483         0         0
MOLEX INC                          COMMON SHS      608554101       405      12072 SH       DEFINED 9      12072         0         0
MOLEX INC                          COMMON SHS      608554200      4208     146483 SH       DEFINED 7     146483         0         0
MOLEX INC                          COMMON SHS      608554200       164       5718 SH       DEFINED 9       5718         0         0
MOLINA HEALTHCARE INC              COMMON SHS      60855R100     12274     322576 SH       DEFINED 6     322576         0         0
MOLINA HEALTHCARE INC              COMMON SHS      60855R100       709      18626 SH       DEFINED A      16726         0      1900
MONACO COACH CORP                  COMMON SHS      60886R103     25354    1996400 SH       DEFINED 4    1988700         0      7700
MONSANTO CO                        COMMON SHS      61166W101     63227     751000 SH       DEFINED 4     751000         0         0
MONSANTO CO                        COMMON SHS      61166W101       820       9734 SH       DEFINED 9       9734         0         0
MONTPELIER RE HOLDINGS LTD         COMMON SHS      G62185106     38493    2226300 SH       DEFINED 4    2217600         0      8700
MONTPELIER RE HOLDINGS LTD         COMMON SHS      G62185106     43485    2515038 SH       DEFINED 5    2515038         0         0
MONTPELIER RE HOLDINGS LTD         COMMON SHS      G62185106      8543     494091 SH       DEFINED 6     494091         0         0
MONTPELIER RE HOLDINGS LTD         COMMON SHS      G62185106        80       4600 SH       DEFINED 9       4600         0         0
MONTPELIER RE HOLDINGS LTD         COMMON SHS      G62185106      3391     196100 SH       DEFINED A     196100         0         0
MONTPELIER RE HOLDINGS LTD         COMMON SHS      G62185106        10        580 SH       DEFINED L        580         0         0
MOODY'S CORP                       COMMON SHS      615369105        21        391 SH       DEFINED 6        391         0         0
MOODY'S CORP                       COMMON SHS      615369105     26576     488000 SH       DEFINED 7     488000         0         0
MOODY'S CORP                       COMMON SHS      615369105      2004      36794 SH       DEFINED 9      36794         0         0
MOODY'S CORP                       COMMON SHS      615369105     32528     597282 SH       DEFINED A     597282         0         0
MORGAN STANLEY                     COMMON SHS      617446448      2637      41719 SH       DEFINED 1      41719         0         0
MORGAN STANLEY                     COMMON SHS      617446448     10721     169604 SH       DEFINED 2      87555         0     82049
MORGAN STANLEY                     COMMON SHS      617446448      4608      72900 SH       DEFINED 4      72900         0         0
MORGAN STANLEY                     COMMON SHS      617446448      7890     124823 SH       DEFINED 6     118877         0      5946
MORGAN STANLEY                     COMMON SHS      617446448       650      10280 SH       DEFINED 8      10280         0         0
MORGAN STANLEY                     COMMON SHS      617446448     14081     222773 SH       DEFINED 9     221418       300      1055
MORGAN STANLEY                     COMMON SHS      617446448     37965     600621 SH       DEFINED A     557621         0     43000
MORGAN STANLEY                     COMMON SHS      617446448      1359      21494 SH       DEFINED C      21494         0         0
MORGAN STANLEY                     COMMON SHS      617446448      5430      85907 SH       DEFINED D      85907         0         0
MORGAN STANLEY                     COMMON SHS      617446448     40376     638761 SH       DEFINED E     153181         0    485580
MORGAN STANLEY                     COMMON SHS      617446448      2169      34319 SH       DEFINED L      34319         0         0
MORGAN STANLEY                     COMMON SHS      617446448       869      13749 SH       DEFINED M      13749         0         0
MORTGAGEIT HOLDINGS INC            COMMON SHS      61915Q108       134      11090 SH       DEFINED 6      11090         0         0
MORTGAGEIT HOLDINGS INC            COMMON SHS      61915Q108     30172    2501800 SH       DEFINED A    2501800         0         0
MOSYS INC.                         COMMON SHS      619718109        78      10000 SH       DEFINED 9      10000         0         0
MOTOROLA INC                       COMMON SHS      620076109         8        395 SH       DEFINED 6        395         0         0
MOTOROLA INC                       COMMON SHS      620076109      6732     334105 SH       DEFINED 9     331005         0      3100
MOTOROLA INC                       COMMON SHS      620076109     13719     680840 SH       DEFINED A     680840         0         0
MUELLER INDUSTRIES INC             COMMON SHS      624756102     63847    1933000 SH       DEFINED 4    1927000         0      6000
MUELLER INDUSTRIES INC             COMMON SHS      624756102       334      10125 SH       DEFINED 9      10125         0         0
MUELLER INDUSTRIES INC             COMMON SHS      624756102        27        823 SH       DEFINED A        823         0         0
MULTI FINELINE ELECTRONIX INC      COMMON SHS      62541B101      4657     140300 SH       DEFINED 9     140300         0         0
MUNIHOLDINGS INSURED FUND INC      COMMON SHS      625930102       160      13000 SH       DEFINED 9      13000         0         0
MUNIYIELD NEW YORK INSURED FUND    COMMON SHS      626301105       192      14492 SH       DEFINED 9       7392         0      7100
MURPHY OIL CORP                    COMMON SHS      626717102       223       3998 SH       DEFINED 6       3998         0         0
MURPHY OIL CORP                    COMMON SHS      626717102       844      15108 SH       DEFINED 9      15108         0         0
MURPHY OIL CORP                    COMMON SHS      626717102     71311    1276600 SH       DEFINED A    1276600         0         0
MURPHY OIL CORP                    COMMON SHS      626717102      1704      30500 SH       DEFINED C      30500         0         0
MWI VETERINARY SUPPLY INC          COMMON SHS      55402X105      7042     193295 SH       DEFINED A     189895         0      3400
MYLAN LABORATORIES INC             COMMON SHS      628530107       633      31642 SH       DEFINED 6      31642         0         0
MYLAN LABORATORIES INC             COMMON SHS      628530107      8068     403387 SH       DEFINED 8     403387         0         0
MYLAN LABORATORIES INC             COMMON SHS      628530107       356      17795 SH       DEFINED 9      17795         0         0
MYLAN LABORATORIES INC             COMMON SHS      628530107         3        174 SH       DEFINED A        174         0         0
MYLAN LABORATORIES INC             COMMON SHS      628530107      1324      66200 SH       DEFINED E      66200         0         0
MYOGEN INC                         COMMON SHS      62856E104       273       9400 SH       DEFINED 9       9400         0         0
MYOGEN INC                         COMMON SHS      62856E104     17177     592300 SH       DEFINED A     580000         0     12300
MYRIAD GENETICS INC                COMMON SHS      62855J104     37632    1490370 SH       DEFINED A    1398970         0     91400
MYRIAD GENETICS INC                COMMON SHS      62855J104      1613      63900 SH       DEFINED C      63900         0         0
NABORS INDUSTRIES LTD              COMMON SHS      G6359F103      5716     169160 SH       DEFINED 9     169160         0         0
NABORS INDUSTRIES LTD              COMMON SHS      G6359F103      6728     199100 SH       DEFINED A     199100         0         0
NACCO INDUSTRIES INC               COMMON SHS      629579103     65048     473384 SH       DEFINED 5     473384         0         0
NASDAQ 100 INDEX                   UNIT SER 1      631100104        19        500 SH       DEFINED 8        500         0         0
NASDAQ 100 INDEX                   UNIT SER 1      631100104      2342      60490 SH       DEFINED 9      60290         0       200
NASDAQ STOCK MARKET INC            COMMON SHS      631103108      1196      40000 SH       DEFINED A      40000         0         0
NASHUA CORP                        COMMON SHS      631226107      3202     477930 SH       DEFINED 4     477930         0         0
NATIONAL AUSTRALIA BANK LTD        CAP UTS EXCHBL  632525309      1478      34775 SH       DEFINED 9      34775         0         0
NATIONAL AUSTRALIA BANK LTD        SPONSORED ADR   632525408     25534     195966 SH       DEFINED 6     195966         0         0
NATIONAL AUSTRALIA BANK LTD        SPONSORED ADR   632525408       147       1125 SH       DEFINED 9       1125         0         0
NATIONAL BANK OF GREECE SA         SPONSORED ADR   633643408      3914     489251 SH       DEFINED 9     487851         0      1400
NATIONAL CITY CORP                 COMMON SHS      635405103         4        106 SH       DEFINED 6        106         0         0
NATIONAL CITY CORP                 COMMON SHS      635405103        76       2100 SH       DEFINED 8       2100         0         0
NATIONAL CITY CORP                 COMMON SHS      635405103       729      20134 SH       DEFINED 9      20134         0         0
NATIONAL FINANCIAL PARTNERS CORP   COMMON SHS      63607P208     15902     358872 SH       DEFINED 6     358872         0         0
NATIONAL FINANCIAL PARTNERS CORP   COMMON SHS      63607P208       163       3680 SH       DEFINED 8       3680         0         0
NATIONAL FINANCIAL PARTNERS CORP   COMMON SHS      63607P208      6558     148000 SH       DEFINED 9     148000         0         0
NATIONAL FINANCIAL PARTNERS CORP   COMMON SHS      63607P208     30333     684560 SH       DEFINED A     626760         0     57800
NATIONAL FINANCIAL PARTNERS CORP   COMMON SHS      63607P208      1600      36100 SH       DEFINED C      36100         0         0
NATIONAL FINANCIAL PARTNERS CORP   COMMON SHS      63607P208       168       3800 SH       DEFINED E          0         0      3800
NATIONAL FINANCIAL PARTNERS CORP   COMMON SHS      63607P208         7        160 SH       DEFINED L        160         0         0
NATIONAL FUEL GAS CO               COMMON SHS      636180101       268       7628 SH       DEFINED 9       3628         0      4000
NATIONAL INSTRUMENTS CORP          COMMON SHS      636518102     10733     391705 SH       DEFINED 6     391705         0         0
NATIONAL INSTRUMENTS CORP          COMMON SHS      636518102       153       5600 SH       DEFINED 9       5600         0         0
NATIONAL INSTRUMENTS CORP          COMMON SHS      636518102     17096     623952 SH       DEFINED A     606952         0     17000
NATIONAL OILWELL VARCO INC         COMMON SHS      637071101     46448     733551 SH       DEFINED 1     733551         0         0
NATIONAL OILWELL VARCO INC         COMMON SHS      637071101        63       1000 SH       DEFINED 8       1000         0         0
NATIONAL OILWELL VARCO INC         COMMON SHS      637071101      5016      79222 SH       DEFINED 9      79222         0         0
NATIONAL OILWELL VARCO INC         COMMON SHS      637071101    130637    2063123 SH       DEFINED A    2063123         0         0
NATIONAL RV HOLDINGS INC           COMMON SHS      637277104      1596     295000 SH       DEFINED 4     295000         0         0
NATIONAL WESTERN LIFE INSURANCE CO COMMON SHS      638522102     35948     150000 SH       DEFINED 4     150000         0         0
NATIONWIDE FINANCIAL SERVICES INC  COMMON SHS      638612101    120944    2743730 SH       DEFINED 5    2743730         0         0
NATIONWIDE FINANCIAL SERVICES INC  COMMON SHS      638612101         9        215 SH       DEFINED 6        215         0         0
NATIONWIDE FINANCIAL SERVICES INC  COMMON SHS      638612101        64       1452 SH       DEFINED 9       1452         0         0
NATIONWIDE FINANCIAL SERVICES INC  COMMON SHS      638612101        10        235 SH       DEFINED A        235         0         0
NATIONWIDE HEALTH PROPERTIES INC   COMMON SHS      638620104      2337     103800 SH       DEFINED 9      96300         0      7500
NATIONWIDE HEALTH PROPERTIES INC   COMMON SHS      638620104      1132      50300 SH       DEFINED A      50300         0         0
NATIONWIDE HEALTH PROPERTIES INC   COMMON SHS      638620104       669      29700 SH       DEFINED D      29700         0         0
NATIONWIDE HEALTH PROPERTIES INC   COMMON SHS      638620104       241      10700 SH       DEFINED M      10700         0         0
NAVTEQ CORP                        COMMON SHS      63936L100     14309     320251 SH       DEFINED 9     319551       700         0
NAVTEQ CORP                        COMMON SHS      63936L100     21003     470080 SH       DEFINED A     470080         0         0
NAVTEQ CORP                        COMMON SHS      63936L100       121       2700 SH       DEFINED         2700         0         0
NAVTEQ CORP                        COMMON SHS      63936L100       536      12000 SH       DEFINED M      12000         0         0
NBTY INC                           COMMON SHS      628782104     26294    1099700 SH       DEFINED 4    1096400         0      3300
NBTY INC                           COMMON SHS      628782104        57       2400 SH       DEFINED 9       2400         0         0
NEC CORP                           ADR             629050204        79      14815 SH       DEFINED 2      14815         0         0
NEKTAR THERAPEUTIC                 COMMON SHS      640268108      5159     281300 SH       DEFINED A     281300         0         0
NETFLIX COM INC                    COMMON SHS      64110L106      1478      54300 SH       DEFINED 9      54300         0         0
NETGEAR INC                        COMMON SHS      64111Q104     12315     568800 SH       DEFINED A     557900         0     10900
NETLOGIC MICROSYSTEMS INC          COMMON SHS      64118B100      6247     193700 SH       DEFINED 9     193700         0         0
NETLOGIC MICROSYSTEMS INC          COMMON SHS      64118B100     28107     871530 SH       DEFINED A     855430         0     16100
NETWORK APPLIANCE INC              COMMON SHS      64120L104        44       1240 SH       DEFINED 6       1240         0         0
NETWORK APPLIANCE INC              COMMON SHS      64120L104       415      11750 SH       DEFINED 9      11750         0         0
NETWORK APPLIANCE INC              COMMON SHS      64120L104     64908    1838753 SH       DEFINED A    1838753         0         0
NEUROCRINE BIOSCIENCES INC         COMMON SHS      64125C109      1502     141700 SH       DEFINED A     141700         0         0
NEUSTAR INC                        COMMON SHS      64126X201       299       8846 SH       DEFINED 6       8846         0         0
NEUSTAR INC                        COMMON SHS      64126X201     77147    2285850 SH       DEFINED A    2285850         0         0
NEUSTAR INC                        COMMON SHS      64126X201      2501      74100 SH       DEFINED C      74100         0         0
NEVSUN RESOURCES LTD               COMMON SHS      64156L101      2815     877000 SH       DEFINED A     877000         0         0
NEW AMER HIGH INCOME FD INC        COMMON SHS      641876107        22      10044 SH       DEFINED 9      10044         0         0
NEW IRELAND FUND INC               COMMON SHS      645673104      3301     135000 SH       DEFINED 4     135000         0         0
NEW YORK COMMUNITY BANCORP INC     COMMON SHS      649445103       174      10520 SH       DEFINED 9      10520         0         0
NEW YORK TIMES CO                  COMMON SHS      650111107      4291     174853 SH       DEFINED 9     174853         0         0
NEW YORK TIMES CO                  COMMON SHS      650111107      2429      99000 SH       DEFINED A       8000         0     91000
NEWCASTLE INVESTMENT CORP          COMMON SHS      65105M108       139       5490 SH       DEFINED 6       5490         0         0
NEWCASTLE INVESTMENT CORP          COMMON SHS      65105M108     44313    1750100 SH       DEFINED A    1750100         0         0
NEWELL RUBBERMAID INC              COMMON SHS      651229106       213       8250 SH       DEFINED 8       8250         0         0
NEWELL RUBBERMAID INC              COMMON SHS      651229106       265      10270 SH       DEFINED 9      10270         0         0
NEWFIELD EXPLORATION COMPANY       COMMON SHS      651290108       614      12550 SH       DEFINED 6      12550         0         0
NEWFIELD EXPLORATION COMPANY       COMMON SHS      651290108       328       6700 SH       DEFINED 9       6700         0         0
NEWFIELD EXPLORATION COMPANY       COMMON SHS      651290108    168561    3444247 SH       DEFINED A    3444247         0         0
NEWFIELD EXPLORATION COMPANY       COMMON SHS      651290108      2878      58800 SH       DEFINED C      58800         0         0
NEWMONT MINING CORP                COMMON SHS      651639106     40577     766620 SH       DEFINED 5     766620         0         0
NEWMONT MINING CORP                COMMON SHS      651639106      2280      43076 SH       DEFINED 9      42576       500         0
NEWMONT MINING CORP                COMMON SHS      651639106     39365     743714 SH       DEFINED A     743714         0         0
NEWPARK RESOURCES INC              COMMON SHS      651718504      1384     225000 SH       DEFINED A     225000         0         0
NEWS CORP INC                      COMMON SHS      65248E104   1343030   70022423 SH       DEFINED 1   69522423         0    500000
NEWS CORP INC                      COMMON SHS      65248E104     92566    4826189 SH       DEFINED 2    4134656         0    691533
NEWS CORP INC                      COMMON SHS      65248E104    695898   36282502 SH       DEFINED 5   36282502         0         0
NEWS CORP INC                      COMMON SHS      65248E104     18935     987230 SH       DEFINED 8     987230         0         0
NEWS CORP INC                      COMMON SHS      65248E104      9512     495929 SH       DEFINED 9     484329         0     11600
NEWS CORP INC                      COMMON SHS      65248E104      1703      88810 SH       DEFINED A      88810         0         0
NEWS CORP INC                      COMMON SHS      65248E104      2705     141055 SH       DEFINED C     141055         0         0
NEWS CORP INC                      COMMON SHS      65248E104     78917    4114548 SH       DEFINED E    2646370         0   1468178
NEWS CORP INC                      COMMON SHS      65248E104        90       4690 SH       DEFINED         4690         0         0
NEWS CORP INC                      COMMON SHS      65248E104      3141     163756 SH       DEFINED L     163756         0         0
NEWS CORP INC                      COMMON SHS      65248E104      1258      65594 SH       DEFINED M      65594         0         0
NEWS CORP INC                      COMMON SHS      65248E203      3701     183386 SH       DEFINED 1     183386         0         0
NEWS CORP INC                      COMMON SHS      65248E203       261      12925 SH       DEFINED 2      12925         0         0
NEWS CORP INC                      COMMON SHS      65248E203      2029     100529 SH       DEFINED 6     100529         0         0
NEWS CORP INC                      COMMON SHS      65248E203      8735     432867 SH       DEFINED 9     421067         0     11800
NEWS CORP INC                      COMMON SHS      65248E203      7202     356900 SH       DEFINED D     356900         0         0
NEXEN INC                          COMMON SHS      65334H102    273119    4342118 SH       DEFINED 8    4342118         0         0
NIGHTHAWK RADIOLOGY HOLDINGS INC   COMMON SHS      65411N105      3733     208100 SH       DEFINED 9     208100         0         0
NIGHTHAWK RADIOLOGY HOLDINGS INC   COMMON SHS      65411N105       768      42800 SH       DEFINED A      38300         0      4500
NII HOLDINGS INC                   COMMON SHS      62913F201       420       7450 SH       DEFINED 6       7450         0         0
NII HOLDINGS INC                   COMMON SHS      62913F201       902      16000 SH       DEFINED 9      16000         0         0
NII HOLDINGS INC                   COMMON SHS      62913F201    232331    4120810 SH       DEFINED A    4120810         0         0
NII HOLDINGS INC                   COMMON SHS      62913F201      3281      58200 SH       DEFINED C      58200         0         0
NIKE INC                           COMMON SHS      654106103      2066      25500 SH       DEFINED 4      25500         0         0
NIKE INC                           COMMON SHS      654106103      4289      52950 SH       DEFINED 8      52950         0         0
NIKE INC                           COMMON SHS      654106103     15018     185405 SH       DEFINED 9     185305         0       100
NIKE INC                           COMMON SHS      654106103       243       3000 SH       DEFINED M       3000         0         0
NIPPON TELEGRAPH & TELEPHONE CORP  SPONSORED ADR   654624105       811      33150 SH       DEFINED 1      33150         0         0
NIPPON TELEGRAPH & TELEPHONE CORP  SPONSORED ADR   654624105       167       6815 SH       DEFINED 2       6815         0         0
NIPPON TELEGRAPH & TELEPHONE CORP  SPONSORED ADR   654624105     23108     944329 SH       DEFINED 6     944329         0         0
NIPPON TELEGRAPH & TELEPHONE CORP  SPONSORED ADR   654624105       291      11883 SH       DEFINED 8      11883         0         0
NIPPON TELEGRAPH & TELEPHONE CORP  SPONSORED ADR   654624105       367      15000 SH       DEFINED 9      15000         0         0
NIPPON TELEGRAPH & TELEPHONE CORP  SPONSORED ADR   654624105       853      34845 SH       DEFINED D      34845         0         0
NIPPON TELEGRAPH & TELEPHONE CORP  SPONSORED ADR   654624105       167       6814 SH       DEFINED L       6814         0         0
NISOURCE INC                       COMMON SHS      65473P105       327      14953 SH       DEFINED 9      14953         0         0
NISOURCE INC                       COMMON SHS      65473P105    174283    7980000 SH       DEFINED A    7980000         0         0
NOBLE CORP                         COMMON SHS      G65422100     92956    1249070 SH       DEFINED 1    1249070         0         0
NOBLE CORP                         COMMON SHS      G65422100        11        150 SH       DEFINED 6        150         0         0
NOBLE CORP                         COMMON SHS      G65422100        43        576 SH       DEFINED 8        576         0         0
NOBLE CORP                         COMMON SHS      G65422100       915      12297 SH       DEFINED 9       9797         0      2500
NOBLE CORP                         COMMON SHS      G65422100      4287      57600 SH       DEFINED A      57600         0         0
NOBLE ENERGY INC                   COMMON SHS      655044105       389       8300 SH       DEFINED 9       8300         0         0
NOBLE ENERGY INC                   COMMON SHS      655044105      8669     185000 SH       DEFINED A     185000         0         0
NOKIA CORP                         SPONSORED ADR   654902204      2133     105257 SH       DEFINED 6      91637         0     13620
NOKIA CORP                         SPONSORED ADR   654902204         1         35 SH       DEFINED 8         35         0         0
NOKIA CORP                         SPONSORED ADR   654902204     15128     746673 SH       DEFINED 9     675823         0     70850
NOKIA CORP                         SPONSORED ADR   654902204     62951    3107163 SH       DEFINED A    3107163         0         0
NOMURA HOLDINGS INC                SPONSORED ADR   65535H208     21686    1153498 SH       DEFINED 6    1153498         0         0
NOMURA HOLDINGS INC                SPONSORED ADR   65535H208       329      17514 SH       DEFINED 9      15915         0      1599
NORDSON CORP                       COMMON SHS      655663102     22574     459000 SH       DEFINED 4     458200         0       800
NORDSTROM INC                      COMMON SHS      655664100        19        512 SH       DEFINED 6        512         0         0
NORDSTROM INC                      COMMON SHS      655664100      2606      71392 SH       DEFINED 9      71392         0         0
NORFOLK SOUTHERN CORP              COMMON SHS      655844108     72305    1358600 SH       DEFINED 4    1358600         0         0
NORFOLK SOUTHERN CORP              COMMON SHS      655844108      8758     164564 SH       DEFINED 9     162463       400      1701
NORFOLK SOUTHERN CORP              COMMON SHS      655844108        61       1150 SH       DEFINED A       1150         0         0
NORTEL NETWORKS CORP               COMMON SHS      656568102        24       9628 SH       DEFINED 8       9628         0         0
NORTEL NETWORKS CORP               COMMON SHS      656568102        97      43121 SH       DEFINED 9      43121         0         0
NORTEL NETWORKS CORP               NOTE 4.250% 9/0 656568AB8    528277  560766000 PRN      DEFINED A  560166000         0    600000
NORTH EUROPEAN OIL ROYALTY TRUST   COMMON SHS      659310106       221       6000 SH       DEFINED 9       5000         0      1000
NORTH FORK BANCORP INC             COMMON SHS      659424105    106802    3540021 SH       DEFINED 5    3540021         0         0
NORTH FORK BANCORP INC             COMMON SHS      659424105      3669     121600 SH       DEFINED 9     121200         0       400
NORTH FORK BANCORP INC             COMMON SHS      659424105    348433   11549000 SH       DEFINED A   11536300         0     12700
NORTHEAST UTILITIES                COMMON SHS      664397106     35387    1712000 SH       DEFINED 4    1712000         0         0
NORTHEAST UTILITIES                COMMON SHS      664397106        70       3400 SH       DEFINED 9       3400         0         0
NORTHEAST UTILITIES                COMMON SHS      664397106     40751    1971500 SH       DEFINED A    1971500         0         0
NORTHERN TRUST CORP                COMMON SHS      665859104       237       4281 SH       DEFINED 9       4281         0         0
NORTHERN TRUST CORP                COMMON SHS      665859104         4         77 SH       DEFINED A         77         0         0
NORTHGATE MINERALS CORP            COMMON SHS      666416102      4692    1150000 SH       DEFINED A    1150000         0         0
NORTHROP GRUMMAN CORP              COMMON SHS      666807102     66945    1045041 SH       DEFINED 5    1045041         0         0
NORTHROP GRUMMAN CORP              COMMON SHS      666807102     64060    1000000 SH       DEFINED 7    1000000         0         0
NORTHROP GRUMMAN CORP              COMMON SHS      666807102      9724     151790 SH       DEFINED 9     143606         0      8184
NORTHSTAR NEUROSCIENCE INC         COMMON SHS      66704V101       583      56200 SH       DEFINED A      50400         0      5800
NORTHSTAR NEUROSCIENCE INC         COMMON SHS      66704V101       566      54500 SH       DEFINED C      54500         0         0
NORTHWEST PIPE COMPANY             COMMON SHS      667746101      8425     333000 SH       DEFINED 4     333000         0         0
NORTHWESTERN CORP                  *W EXP99/99/999 668074115      1033     106864 SH       DEFINED 5     106864         0         0
NORTHWESTERN CORP                  COMMON SHS      668074305     68323    1989028 SH       DEFINED 5    1989028         0         0
NOVAGOLD RES INC                   COMMON SHS      66987E206      5769     450000 SH       DEFINED A     450000         0         0
NOVARTIS AG                        SPONSORED ADR   66987V109      5145      95420 SH       DEFINED 2      95420         0         0
NOVARTIS AG                        SPONSORED ADR   66987V109      4827      89514 SH       DEFINED 8      89514         0         0
NOVARTIS AG                        SPONSORED ADR   66987V109      2902      53820 SH       DEFINED 9      52920       900         0
NOVELIS INC                        COMMON SHS      67000X106       584      24466 SH       DEFINED 2      24466         0         0
NOVELIS INC                        COMMON SHS      67000X106     13388     561118 SH       DEFINED 8     561118         0         0
NOVELIS INC                        COMMON SHS      67000X106        52       2277 SH       DEFINED 9       2277         0         0
NRG ENERGY INC                     COMMON SHS      629377508       297       6159 SH       DEFINED 5       6159         0         0
NRG ENERGY INC                     COMMON SHS      629377508       125       2600 SH       DEFINED 9       2600         0         0
NRG ENERGY INC                     COMMON SHS      629377508        10        209 SH       DEFINED A        209         0         0
NSTAR                              COMMON SHS      67019E107       386      13480 SH       DEFINED 9      13480         0         0
NTL INC                            COMMON SHS      62941W101    572021   22972732 SH       DEFINED 5   22972732         0         0
NTL INC                            COMMON SHS      62941W101      1267      50873 SH       DEFINED A      50873         0         0
NUANCE COMMUNICATIONS INC          COMMON SHS      67020Y100       289      28766 SH       DEFINED 6      28766         0         0
NUANCE COMMUNICATIONS INC          COMMON SHS      67020Y100      5498     546479 SH       DEFINED 9     546479         0         0
NUANCE COMMUNICATIONS INC          COMMON SHS      67020Y100     83424    8292614 SH       DEFINED A    8240316         0     52298
NUANCE COMMUNICATIONS INC          COMMON SHS      67020Y100      1275     126724 SH       DEFINED C     126724         0         0
NUCOR CORP                         COMMON SHS      670346105    214288    3950002 SH       DEFINED 4    3950002         0         0
NUCOR CORP                         COMMON SHS      670346105       114       2107 SH       DEFINED 6       2107         0         0
NUCOR CORP                         COMMON SHS      670346105     12877     237364 SH       DEFINED 9     237364         0         0
NUCOR CORP                         COMMON SHS      670346105        15        268 SH       DEFINED A        268         0         0
NUVEEN INSURED N Y TAX FREE ADVANT COMMON SHS      670656107       507      38600 SH       DEFINED 9      38600         0         0
NUVEEN INVESTMENTS INC             COMMON SHS      67090F106       314       7301 SH       DEFINED 6       7301         0         0
NUVEEN INVESTMENTS INC             COMMON SHS      67090F106     93386    2169236 SH       DEFINED A    2169236         0         0
NUVEEN INVESTMENTS INC             COMMON SHS      67090F106      2092      48600 SH       DEFINED C      48600         0         0
NUVEEN NEW JERSEY PREMIUM INCOME M COMMON SHS      67101N106       178      12598 SH       DEFINED 9      12598         0         0
NUVEEN PREMIUM INCOME MUNICIPAL FU COMMON SHS      6706K4105       298      25000 SH       DEFINED 9      25000         0         0
NUVELO INC                         COMMON SHS      67072M301     14209     853365 SH       DEFINED A     853365         0         0
NVIDIA CORP                        COMMON SHS      67066G104         7        320 SH       DEFINED 6        320         0         0
NVIDIA CORP                        COMMON SHS      67066G104      2589     121600 SH       DEFINED A     121600         0         0
NVR INC                            COMMON SHS      62944T105       296        603 SH       DEFINED 6        603         0         0
NVR INC                            COMMON SHS      62944T105       147        300 SH       DEFINED 9        300         0         0
NVR INC                            COMMON SHS      62944T105     79493     161817 SH       DEFINED A     161817         0         0
NVR INC                            COMMON SHS      62944T105      1523       3100 SH       DEFINED C       3100         0         0
NYSE GROUP INC                     COMMON SHS      62949W103      5572      81372 SH       DEFINED 9      80972         0       400
NYSE GROUP INC                     COMMON SHS      62949W103      5478      80000 SH       DEFINED A      80000         0         0
O'REILLY AUTOMOTIVE INC            COMMON SHS      686091109      9260     296900 SH       DEFINED A     296900         0         0
OAKLEY INC                         COMMON SHS      673662102       233      13833 SH       DEFINED 9      13833         0         0
OCCIDENTAL PETROLEUM CORP          COMMON SHS      674599105      5538      54000 SH       DEFINED 4      54000         0         0
OCCIDENTAL PETROLEUM CORP          COMMON SHS      674599105         9         86 SH       DEFINED 6         86         0         0
OCCIDENTAL PETROLEUM CORP          COMMON SHS      674599105       975       9512 SH       DEFINED 9       8212         0      1300
OCCIDENTAL PETROLEUM CORP          COMMON SHS      674599105     13198     128700 SH       DEFINED A     128700         0         0
OFFICE DEPOT INC                   COMMON SHS      676220106       337       8880 SH       DEFINED 1       8880         0         0
OFFICE DEPOT INC                   COMMON SHS      676220106         8        203 SH       DEFINED 6        203         0         0
OFFICE DEPOT INC                   COMMON SHS      676220106       267       7015 SH       DEFINED 9       7015         0         0
OFFICE DEPOT INC                   COMMON SHS      676220106      6983     183759 SH       DEFINED E          0         0    183759
OFFICEMAX INCORPRATED              COMMON SHS      67622P101      5179     127100 SH       DEFINED 2     127100         0         0
OFFICEMAX INCORPRATED              COMMON SHS      67622P101      1577      38700 SH       DEFINED 6      38700         0         0
OFFICEMAX INCORPRATED              COMMON SHS      67622P101       257       6300 SH       DEFINED 8       6300         0         0
OFFICEMAX INCORPRATED              COMMON SHS      67622P101       452      11100 SH       DEFINED 9       6100         0      5000
OFFICEMAX INCORPRATED              COMMON SHS      67622P101      9204     225863 SH       DEFINED E          0         0    225863
OGE ENERGY CORP                    COMMON SHS      670837103       210       6000 SH       DEFINED 9       6000         0         0
OIL STATES INTERNATIONAL INC       COMMON SHS      678026105      8666     252800 SH       DEFINED 3     252800         0         0
OIL STATES INTERNATIONAL INC       COMMON SHS      678026105     22697     662100 SH       DEFINED 4     659500         0      2600
OIL STATES INTERNATIONAL INC       COMMON SHS      678026105     31394     915800 SH       DEFINED A     907900         0      7900
OLD REPUBLIC INTERNATIONAL CORP    COMMON SHS      680223104    245609   11493183 SH       DEFINED 4   11493183         0         0
OLD REPUBLIC INTERNATIONAL CORP    COMMON SHS      680223104    356993   16705332 SH       DEFINED 5   16705332         0         0
OLD REPUBLIC INTERNATIONAL CORP    COMMON SHS      680223104      1890      88455 SH       DEFINED 6      78474         0      9981
OLD REPUBLIC INTERNATIONAL CORP    COMMON SHS      680223104     19653     919638 SH       DEFINED A     919638         0         0
OLD REPUBLIC INTERNATIONAL CORP    COMMON SHS      680223104         7        312 SH       DEFINED L        312         0         0
OMEGA HEALTHCARE INVESTORS INC     COMMON SHS      681936100       401      30300 SH       DEFINED 9      30300         0         0
OMEGA HEALTHCARE INVESTORS INC     COMMON SHS      681936100      1683     127300 SH       DEFINED A     127300         0         0
OMEGA HEALTHCARE INVESTORS INC     COMMON SHS      681936100      1066      80600 SH       DEFINED D      80600         0         0
OMI CORP                           COMMON SHS      Y6476W104     19333     893000 SH       DEFINED 4     889600         0      3400
OMI CORP                           COMMON SHS      Y6476W104       422      19500 SH       DEFINED 9      19500         0         0
OMNICARE INC                       COMMON SHS      681904108       291       6127 SH       DEFINED 6       6127         0         0
OMNICARE INC                       COMMON SHS      681904108       283       5960 SH       DEFINED 8       5960         0         0
OMNICARE INC                       COMMON SHS      681904108    120027    2531140 SH       DEFINED A    2439440         0     91700
OMNICARE INC                       COMMON SHS      681904108      2162      45600 SH       DEFINED C      45600         0         0
OMNICARE INC                       COMMON SHS      681904108       503      10600 SH       DEFINED E          0         0     10600
OMNICARE INC                       COMMON SHS      681904108        15        320 SH       DEFINED L        320         0         0
OMNICARE INC                       DBCV 3.250%12/1 681904AL2     14580   16000000 PRN      DEFINED A   16000000         0         0
OMNICOM GROUP INC                  COMMON SHS      681919106      3100      34791 SH       DEFINED 9      34491         0       300
ONEOK INC                          COMMON SHS      682680103       102       3000 SH       DEFINED 9       3000         0         0
ONEOK INC                          COMMON SHS      682680103    158943    4669300 SH       DEFINED A    4669300         0         0
ONYX PHARMACEUTICALS INC           COMMON SHS      683399109      2299     136600 SH       DEFINED A     136600         0         0
OPEN TEXT CORP                     COMMON SHS      683715106     27945    1745455 SH       DEFINED 2    1745455         0         0
OPEN TEXT CORP                     COMMON SHS      683715106     20371    1272388 SH       DEFINED 8    1272388         0         0
OPEN TEXT CORP                     COMMON SHS      683715106      4679     292256 SH       DEFINED A     292256         0         0
OPEN TEXT CORP                     COMMON SHS      683715106       157       9800 SH       DEFINED D       9800         0         0
OPEN TEXT CORP                     COMMON SHS      683715106      4196     262100 SH       DEFINED E     262100         0         0
OPTIONSXPRESS HOLDINGS INC         COMMON SHS      684010101        63       2703 SH       DEFINED 9       2703         0         0
OPTIONSXPRESS HOLDINGS INC         COMMON SHS      684010101      5009     214900 SH       DEFINED A     214900         0         0
OPTIONSXPRESS HOLDINGS INC         COMMON SHS      684010101       119       5100 SH       DEFINED C       5100         0         0
ORACLE CORP                        COMMON SHS      68389X105    530867   36636780 SH       DEFINED 1   36386780         0    250000
ORACLE CORP                        COMMON SHS      68389X105      4651     320960 SH       DEFINED 2     320960         0         0
ORACLE CORP                        COMMON SHS      68389X105         6        445 SH       DEFINED 6        445         0         0
ORACLE CORP                        COMMON SHS      68389X105      7245     500000 SH       DEFINED 7     500000         0         0
ORACLE CORP                        COMMON SHS      68389X105        29       2000 SH       DEFINED 8       2000         0         0
ORACLE CORP                        COMMON SHS      68389X105      8636     596018 SH       DEFINED 9     564512      3900     27606
ORACLE CORP                        COMMON SHS      68389X105         7        459 SH       DEFINED A        459         0         0
ORACLE CORP                        COMMON SHS      68389X105      2416     166710 SH       DEFINED D     166710         0         0
ORACLE CORP                        COMMON SHS      68389X105      2912     201000 SH       DEFINED E     201000         0         0
ORACLE CORP                        COMMON SHS      68389X105      1588     109580 SH       DEFINED L     109580         0         0
ORACLE CORP                        COMMON SHS      68389X105       625      43100 SH       DEFINED M      43100         0         0
ORBITAL SCIENCES CORP              COMMON SHS      685564106        64       3961 SH       DEFINED 9       3961         0         0
ORBITAL SCIENCES CORP              COMMON SHS      685564106     10841     671700 SH       DEFINED A     671700         0         0
ORBOTECH LTD                       COMMON SHS      M75253100     16167     705050 SH       DEFINED 2     705050         0         0
ORIENT EXPRESS HOTELS LTD          COMMON SHS      G67743107     92015    2369090 SH       DEFINED A    2347490         0     21600
ORIENT EXPRESS HOTELS LTD          COMMON SHS      G67743107      1204      31000 SH       DEFINED C      31000         0         0
ORIENTAL FINANCIAL GROUP INC       COMMON SHS      68618W100      4538     355664 SH       DEFINED 6     355664         0         0
OSHKOSH TRUCK CORP                 COMMON SHS      688239201     46684     982400 SH       DEFINED 4     982400         0         0
OSHKOSH TRUCK CORP                 COMMON SHS      688239201        36        767 SH       DEFINED 6        767         0         0
OSHKOSH TRUCK CORP                 COMMON SHS      688239201       428       9000 SH       DEFINED 9       9000         0         0
OSHKOSH TRUCK CORP                 COMMON SHS      688239201     98551    2073880 SH       DEFINED A    2032780         0     41100
OSHKOSH TRUCK CORP                 COMMON SHS      688239201      1402      29500 SH       DEFINED C      29500         0         0
OSHKOSH TRUCK CORP                COMMON SHS      688239201         7        140 SH       DEFINED L        140         0         0
OSI PHARMACEUTICALS INC            COMMON SHS      671040103      4751     144150 SH       DEFINED A     144150         0         0
OVERSEAS SHIPHOLDING GROUP INC     COMMON SHS      690368105     75115    1269900 SH       DEFINED 4    1267400         0      2500
OVERSEAS SHIPHOLDING GROUP INC     COMMON SHS      690368105        13        218 SH       DEFINED A        218         0         0
OWENS & MINOR INC                  COMMON SHS      690732102     13858     484554 SH       DEFINED 6     484554         0         0
PACER INTERNATIONAL INC            COMMON SHS      69373H106     26973     827886 SH       DEFINED 6     827886         0         0
PACIFIC CAPITAL BANCORP            COMMON SHS      69404P101       279       8959 SH       DEFINED 9       8959         0         0
PACIFICARE HEALTH SYSTEMS INC      DBCV 3.000%10/1 695112AG7      6759    2000000 PRN      DEFINED A    2000000         0         0
PACTIV CORP                        COMMON SHS      695257105     45834    1851879 SH       DEFINED 1    1851879         0         0
PACTIV CORP                        COMMON SHS      695257105       795      32120 SH       DEFINED 2      32120         0         0
PACTIV CORP                        COMMON SHS      695257105        74       3004 SH       DEFINED 8       3004         0         0
PACTIV CORP                        COMMON SHS      695257105        11        464 SH       DEFINED 9          0         0       464
PACTIV CORP                        COMMON SHS      695257105       626      25290 SH       DEFINED C      25290         0         0
PACTIV CORP                        COMMON SHS      695257105      2190      88488 SH       DEFINED D      88488         0         0
PACTIV CORP                        COMMON SHS      695257105     10658     430620 SH       DEFINED E      84100         0    346520
PACTIV CORP                        COMMON SHS      695257105       731      29522 SH       DEFINED M      29522         0         0
PALL CORP                          COMMON SHS      696429307     14000     500000 SH       DEFINED 7     500000         0         0
PALL CORP                          COMMON SHS      696429307       572      20415 SH       DEFINED 9      20415         0         0
PANACOS PHARMACEUTICALS INC        COMMON SHS      69811Q106         0          9 SH       DEFINED 9          9         0         0
PANACOS PHARMACEUTICALS INC        COMMON SHS      69811Q106      4470     809700 SH       DEFINED A     798100         0     11600
PANERA BREAD CO                    COMMON SHS      69840W108       114       1700 SH       DEFINED 9       1700         0         0
PANERA BREAD CO                    COMMON SHS      69840W108     13972     207800 SH       DEFINED A     202200         0      5600
PAR PHARMACEUTICAL COMPANIES INC   COMMON SHS      69888P106     11459     620760 SH       DEFINED 6     620760         0         0
PARALLEL PETROLEUM CORP            COMMON SHS      699157103      3089     125000 SH       DEFINED A     125000         0         0
PARAMETRIC TECHNOLOGY CORP         COMMON SHS      699173209      9415     740751 SH       DEFINED 6     740751         0         0
PARAMETRIC TECHNOLOGY CORP         COMMON SHS      699173209        12        960 SH       DEFINED 9        960         0         0
PAREXEL INTERNATIONAL CORP         COMMON SHS      699462107     19194     665300 SH       DEFINED A     646100         0     19200
PARKER HANNIFIN CORP               COMMON SHS      701094104        10        135 SH       DEFINED 6        135         0         0
PARKER HANNIFIN CORP               COMMON SHS      701094104       198       2550 SH       DEFINED 9       2550         0         0
PARKWAY PROPERTIES INC             COMMON SHS      70159Q104        55       1210 SH       DEFINED 6       1210         0         0
PARKWAY PROPERTIES INC             COMMON SHS      70159Q104     18428     405000 SH       DEFINED A     405000         0         0
PARTNERRE LTD                      COMMON SHS      G6852T105       456       7125 SH       DEFINED 9       4525         0      2600
PATHMARK STORES INC                *WEXP 09/10/201 70322A119        10      30000 SH       DEFINED 9      30000         0         0
PATRIOT CAPITAL FUNDING INC        COMMON SHS      70335Y104      4884     440000 SH       DEFINED 5     440000         0         0
PATTERSON COS INC                  COMMON SHS      703395103      3534     101175 SH       DEFINED 9     101075         0       100
PATTERSON UTI ENERGY INC           COMMON SHS      703481101       119       4200 SH       DEFINED 9       4200         0         0
PATTERSON UTI ENERGY INC           COMMON SHS      703481101       212       7500 SH       DEFINED A       7500         0         0
PAYCHEX INC                        COMMON SHS      704326107        43       1104 SH       DEFINED 6       1104         0         0
PAYCHEX INC                        COMMON SHS      704326107       238       6110 SH       DEFINED 8       6110         0         0
PAYCHEX INC                        COMMON SHS      704326107     20619     528953 SH       DEFINED 9     525879         0      3074
PAYCHEX INC                        COMMON SHS      704326107     88634    2273824 SH       DEFINED A    2198924         0     74900
PAYCHEX INC                        COMMON SHS      704326107       253       6500 SH       DEFINED E          0         0      6500
PAYCHEX INC                        COMMON SHS      704326107        11        280 SH       DEFINED L        280         0         0
PAYCHEX INC                        COMMON SHS      704326107       312       8000 SH       DEFINED M       8000         0         0
PDL BIOPHARMA INC.                 COMMON SHS      69329Y104      1289      70000 SH       DEFINED 6      70000         0         0
PDL BIOPHARMA INC.                 COMMON SHS      69329Y104       264      14340 SH       DEFINED 8      14340         0         0
PDL BIOPHARMA INC.                 COMMON SHS      69329Y104     17046     925900 SH       DEFINED A     802900         0    123000
PDL BIOPHARMA INC.                 COMMON SHS      69329Y104       230      12500 SH       DEFINED E          0         0     12500
PDL BIOPHARMA INC.                 COMMON SHS      69329Y104         8        460 SH       DEFINED L        460         0         0
PDL BIOPHARMA INC.                 COMMON SHS      74369LAD5     13664   12550000 PRN      DEFINED A   12550000         0         0
PEABODY ENERGY CORP                COMMON SHS      704549104    109303    1960600 SH       DEFINED 4    1957900         0      2700
PEABODY ENERGY CORP                COMMON SHS      704549104        44        797 SH       DEFINED 6        797         0         0
PEABODY ENERGY CORP                COMMON SHS      704549104     16285     292110 SH       DEFINED 9     290060         0      2050
PEABODY ENERGY CORP                COMMON SHS      704549104     52808     947222 SH       DEFINED A     917122         0     30100
PEABODY ENERGY CORP                COMMON SHS      704549104       151       2700 SH       DEFINED E          0         0      2700
PEABODY ENERGY CORP                COMMON SHS      704549104         7        120 SH       DEFINED L        120         0         0
PEABODY ENERGY CORP                COMMON SHS      704549104       223       4000 SH       DEFINED M       4000         0         0
PEDIATRIX MEDICAL GROUP INC        COMMON SHS      705324101       815      18000 SH       DEFINED 9      18000         0         0
PEDIATRIX MEDICAL GROUP INC        COMMON SHS      705324101         1         21 SH       DEFINED A         21         0         0
PENGROWTH ENERGY TRUST             TRUST UNIT A    706902301        77       2897 SH       DEFINED 8       2897         0         0
PENGROWTH ENERGY TRUST             TRUST UNIT A    706902301       253      10500 SH       DEFINED 9      10500         0         0
PENN NATIONAL GAMING INC           COMMON SHS      707569109     29275     754900 SH       DEFINED A     734300         0     20600
PENN VIRGINIA CORP                 COMMON SHS      707882106       210       3000 SH       DEFINED 9       3000         0         0
PENN VIRGINIA RESOURCES PARTNERS L COMMON SHS      707884102       231       8600 SH       DEFINED 9       6200      2400         0
PENNEY JC CO INC                   COMMON SHS      708160106        27        402 SH       DEFINED 6        402         0         0
PENNEY JC CO INC                   COMMON SHS      708160106      2361      34971 SH       DEFINED 9      34971         0         0
PENNEY JC CO INC                   COMMON SHS      708160106        10        152 SH       DEFINED A        152         0         0
PENNSYLVANIA REAL ESTATE INVESTMEN SH BEN INT      709102107        44       1085 SH       DEFINED 6       1085         0         0
PENNSYLVANIA REAL ESTATE INVESTMEN SH BEN INT      709102107        42       1050 SH       DEFINED 9       1050         0         0
PENNSYLVANIA REAL ESTATE INVESTMEN SH BEN INT      709102107     10347     256300 SH       DEFINED A     256300         0         0
PENWEST PHARMACEUTICALS CO         COMMON SHS      709754105     17611     806736 SH       DEFINED A     788036         0     18700
PEOPLES BANCORP INC                COMMON SHS      709789101     26323     882147 SH       DEFINED 4     879047         0      3100
PEOPLES BANCORP INC                COMMON SHS      709789101        36       1200 SH       DEFINED 6       1200         0         0
PEPCO HOLDINGS INC                 COMMON SHS      713291102      1666      70668 SH       DEFINED 6      70668         0         0
PEPCO HOLDINGS INC                 COMMON SHS      713291102        72       3056 SH       DEFINED 9       3056         0         0
PEPCO HOLDINGS INC                 COMMON SHS      713291102    127332    5400000 SH       DEFINED A    5400000         0         0
PEPSIAMERICAS INC                  COMMON SHS      71343P200       500      22600 SH       DEFINED 9      22600         0         0
PEPSICO INC                        COMMON SHS      713448108      1921      32000 SH       DEFINED 4      32000         0         0
PEPSICO INC                        COMMON SHS      713448108        66       1107 SH       DEFINED 6       1107         0         0
PEPSICO INC                        COMMON SHS      713448108      6068     101066 SH       DEFINED 8     101066         0         0
PEPSICO INC                        COMMON SHS      713448108     86124    1434442 SH       DEFINED 9    1385576       500     48366
PEPSICO INC                        COMMON SHS      713448108     59710     994496 SH       DEFINED A     960496         0     34000
PEPSICO INC                        COMMON SHS      713448108       408       6800 SH       DEFINED E          0         0      6800
PERKINELMER INC                    COMMON SHS      714046109       451      21568 SH       DEFINED 9      21568         0         0
PETRO-CANADA                       COMMON SHS      71644E102    316795    5981785 SH       DEFINED 8    5981785         0         0
PETROCHINA CO LTD                  SPONSORED ADR   71646E100      8388      77688 SH       DEFINED 9      77688         0         0
PETROCHINA CO LTD                  SPONSORED ADR   71646E100       432       4000 SH       DEFINED M       4000         0         0
PETROLEO BRASILEIRO SA (PETROBRAS) SPONSORED ADR   71654V101      1779      22280 SH       DEFINED 2      22280         0         0
PETROLEO BRASILEIRO SA (PETROBRAS) SPONSORED ADR   71654V101        22        270 SH       DEFINED 9        270         0         0
PETROLEO BRASILEIRO SA (PETROBRAS) SPONSORED ADR   71654V101      1597      20000 SH       DEFINED A      20000         0         0
PETROLEO BRASILEIRO SA (PETROBRAS) SPONSORED ADR   71654V101    705870    8841054 SH       DEFINED C    8724933         0    116121
PETROLEO BRASILEIRO SA (PETROBRAS) SPONSORED ADR   71654V408      1599      17900 SH       DEFINED 1      17900         0         0
PETROLEO BRASILEIRO SA (PETROBRAS) SPONSORED ADR   71654V408       161       1800 SH       DEFINED 9       1800         0         0
PETROLEO BRASILEIRO SA (PETROBRAS) SPONSORED ADR   71654V408      3840      43000 SH       DEFINED A      43000         0         0
PETROLEUM & RESOURCES CORP         COMMON SHS      716549100      5099     150000 SH       DEFINED 4     150000         0         0
PETSMART INC                       COMMON SHS      716768106     20620     805482 SH       DEFINED 9     798582       400      6500
PFIZER INC                         COMMON SHS      717081103    831941   35446985 SH       DEFINED 1   35176985         0    270000
PFIZER INC                         COMMON SHS      717081103     55661    2371571 SH       DEFINED 2    1810847         0    560724
PFIZER INC                         COMMON SHS      717081103     72637    3094900 SH       DEFINED 3    3094900         0         0
PFIZER INC                         COMMON SHS      717081103       117       5000 SH CALL  DEFINED 9
PFIZER INC                         COMMON SHS      717081103    168942    7198230 SH       DEFINED 4    7198230         0         0
PFIZER INC                         COMMON SHS      717081103    549933   23431333 SH       DEFINED 5   23431333         0         0
PFIZER INC                         COMMON SHS      717081103      7508     319885 SH       DEFINED 6     301759         0     18126
PFIZER INC                         COMMON SHS      717081103     46940    2000000 SH       DEFINED 7    2000000         0         0
PFIZER INC                         COMMON SHS      717081103     40927    1743821 SH       DEFINED 8    1743821         0         0
PFIZER INC                         COMMON SHS      717081103     76934    3277987 SH       DEFINED 9    3176227      2000     99760
PFIZER INC                         COMMON SHS      717081103   1290386   54980228 SH       DEFINED A   54602648         0    377580
PFIZER INC                         COMMON SHS      717081103      2870     122286 SH       DEFINED C     122286         0         0
PFIZER INC                         COMMON SHS      717081103      8201     349446 SH       DEFINED D     349446         0         0
PFIZER INC                         COMMON SHS      717081103     87843    3742762 SH       DEFINED E    1825747         0   1917015
PFIZER INC                         COMMON SHS      717081103       189       8060 SH       DEFINED         8060         0         0
PFIZER INC                         COMMON SHS      717081103      3853     164169 SH       DEFINED L     164169         0         0
PFIZER INC                         COMMON SHS      717081103       459      19561 SH       DEFINED M      19561         0         0
PG&E CORP                          COMMON SHS      69331C108        45       1144 SH       DEFINED 9        430         0       714
PG&E CORP                          COMMON SHS      69331C108    587908   14967111 SH       DEFINED A   14955611         0     11500
PHARMACEUTICAL PRODUCT DEVELOPMENT COMMON SHS      717124101     11955     340400 SH       DEFINED 4     338900         0      1500
PHARMACEUTICAL PRODUCT DEVELOPMENT COMMON SHS      717124101     15524     442016 SH       DEFINED 6     442016         0         0
PHARMACEUTICAL PRODUCT DEVELOPMENT COMMON SHS      717124101       162       4600 SH       DEFINED 9       4600         0         0
PHARMACEUTICAL PRODUCT DEVELOPMENT COMMON SHS      717124101    171035    4870030 SH       DEFINED A    4856130         0     13900
PHARMACEUTICAL PRODUCT DEVELOPMENT COMMON SHS      717124101      2648      75400 SH       DEFINED C      75400         0         0
PHARMION CORP                      COMMON SHS      71715B409       852      50000 SH       DEFINED 6      50000         0         0
PHARMION CORP                      COMMON SHS      71715B409      5104     299700 SH       DEFINED A     299700         0         0
PHELPS DODGE CORP                  COMMON SHS      717265102      1248      15188 SH       DEFINED 9      12530         0      2658
PHELPS DODGE CORP                  COMMON SHS      717265102       156       1900 SH       DEFINED A       1900         0         0
PHI INC.                           COMMON SHS      69336T106      2966      95100 SH       DEFINED 4      95100         0         0
PHI INC.                           COMMON SHS      69336T205     18144     546499 SH       DEFINED 4     546499         0         0
PHI INC.                           COMMON SHS      69336T205      5000     150600 SH       DEFINED 9     150600         0         0
PHI INC.                           COMMON SHS      69336T205      2324      70000 SH       DEFINED A      70000         0         0
PHILIPPINE LONG DISTANCE TELEPHONE SPONSORED ADR   718252604       426      12351 SH       DEFINED 1      11909         0       442
PHILIPPINE LONG DISTANCE TELEPHONE SPONSORED ADR   718252604      6172     178801 SH       DEFINED 2     178801         0         0
PHILIPPINE LONG DISTANCE TELEPHONE SPONSORED ADR   718252604      8812     255259 SH       DEFINED 8     255259         0         0
PHILLIPS VAN HEUSEN CORP           COMMON SHS      718592108       635      16632 SH       DEFINED A      16632         0         0
PIER 1 IMPORTS INC                 COMMON SHS      720279108       550      78760 SH       DEFINED 1      78760         0         0
PIER 1 IMPORTS INC                 COMMON SHS      720279108     11640    1667680 SH       DEFINED 2    1667680         0         0
PIER 1 IMPORTS INC                 COMMON SHS      720279108     10652    1526100 SH       DEFINED 4    1518600         0      7500
PIER 1 IMPORTS INC                 COMMON SHS      720279108     15249    2184680 SH       DEFINED 8    2184680         0         0
PIER 1 IMPORTS INC                 COMMON SHS      720279108       183      26160 SH       DEFINED D      26160         0         0
PIER 1 IMPORTS INC                 COMMON SHS      720279108      3129     448210 SH       DEFINED E     448210         0         0
PINNACLE WEST CAPITAL CORP         COMMON SHS      723484101         1         25 SH       DEFINED 6         25         0         0
PINNACLE WEST CAPITAL CORP         COMMON SHS      723484101        84       2100 SH       DEFINED 9       2100         0         0
PINNACLE WEST CAPITAL CORP         COMMON SHS      723484101    277087    6942800 SH       DEFINED A    6931100         0     11700
PIONEER DRILLING CO                COMMON SHS      723655106      3551     230000 SH       DEFINED A     230000         0         0
PIONEER NATURAL RESOURCES CO       COMMON SHS      723787107      4506      97100 SH       DEFINED 4      97100         0         0
PIONEER NATURAL RESOURCES CO       COMMON SHS      723787107        93       2000 SH       DEFINED 9       2000         0         0
PITNEY BOWES INC                   COMMON SHS      724479100      2518      60979 SH       DEFINED 6      53507         0      7472
PITNEY BOWES INC                   COMMON SHS      724479100      1794      43430 SH       DEFINED 9      43430         0         0
PITNEY BOWES INC                   COMMON SHS      724479100     24454     592100 SH       DEFINED A     592100         0         0
PLATINUM UNDERWRITER HLDGS LTD     COMMON SHS      G7127P100      3423     122340 SH       DEFINED E     122340         0         0
PLUM CREEK TIMBER CO INC           COMMON SHS      729251108      9215     259569 SH       DEFINED 3     259569         0         0
PLUM CREEK TIMBER CO INC           COMMON SHS      729251108     12890     363085 SH       DEFINED 9     358148         0      4937
PLUM CREEK TIMBER CO INC           COMMON SHS      729251108       178       5000 SH       DEFINED M       5000         0         0
PMC-SIERRA INC                     COMMON SHS      69344F106       283      30126 SH       DEFINED 9      30126         0         0
PMI GROUP INC                      COMMON SHS      69344M101     61507    1379700 SH       DEFINED 4    1378200         0      1500
PNC FINANCIAL SERVICES GROUP       COMMON SHS      693475105      5238      74647 SH       DEFINED 9      74047         0       600
PNM RESOURCES INC                  COMMON SHS      69349H107     46508    1863300 SH       DEFINED 4    1863300         0         0
PNM RESOURCES INC                  COMMON SHS      69349H107       206       8250 SH       DEFINED 9       8250         0         0
POGO PRODUCING CO                  COMMON SHS      730448107    115130    2497390 SH       DEFINED 5    2497390         0         0
POGO PRODUCING CO                  COMMON SHS      730448107       710      15400 SH       DEFINED 9      15400         0         0
POGO PRODUCING CO                  COMMON SHS      730448107         2         37 SH       DEFINED A         37         0         0
POLYONE CORP                       COMMON SHS      73179P106     12292    1400000 SH       DEFINED 4    1400000         0         0
POLYONE CORP                       COMMON SHS      73179P106         1         75 SH       DEFINED A         75         0         0
PORTALPLAYER INC                   COMMON SHS      736187204      5877     599065 SH       DEFINED 6     599065         0         0
PORTUGAL TELECOM SGPS SA           SPONSORED ADR   737273102        86       7162 SH       DEFINED 2       7162         0         0
PORTUGAL TELECOM SGPS SA           SPONSORED ADR   737273102     22933    1903153 SH       DEFINED 6    1903153         0         0
POSCO                              SPONSORED ADR   693483109     30611     457557 SH       DEFINED 2     312527         0    145030
POSCO                              SPONSORED ADR   693483109         9        133 SH       DEFINED 6        133         0         0
POSCO                              SPONSORED ADR   693483109       707      10575 SH       DEFINED 9      10575         0         0
POSCO                              SPONSORED ADR   693483109      1216      18169 SH       DEFINED C      18169         0         0
POSCO                              SPONSORED ADR   693483109      1586      23704 SH       DEFINED D      23704         0         0
POSCO                              SPONSORED ADR   693483109      1194      17844 SH       DEFINED M      17844         0         0
POTLATCH CORP                      COMMON SHS      737630103    213866    5665329 SH       DEFINED 5    5665329         0         0
POWELL INDUSTRIES INC              COMMON SHS      739128106      5595     233800 SH       DEFINED 4     232600         0      1200
POWER INTEGRATIONS INC             COMMON SHS      739276103     10083     576844 SH       DEFINED 6     576844         0         0
POWER INTEGRATIONS INC             COMMON SHS      739276103     23449    1341500 SH       DEFINED A    1199200         0    142300
POWER INTEGRATIONS INC             COMMON SHS      739276103         9        530 SH       DEFINED L        530         0         0
POZEN INC                          COMMON SHS      73941U102       704     100000 SH       DEFINED 6     100000         0         0
POZEN INC                          COMMON SHS      73941U102      2824     401100 SH       DEFINED 9     401100         0         0
POZEN INC                          COMMON SHS      73941U102      7467    1060638 SH       DEFINED A    1051638         0      9000
PPG INDUSTRIES INC                 COMMON SHS      693506107        10        150 SH       DEFINED 8        150         0         0
PPG INDUSTRIES INC                 COMMON SHS      693506107      3041      46082 SH       DEFINED 9      46082         0         0
PPG INDUSTRIES INC                 COMMON SHS      693506107       198       3000 SH       DEFINED M       3000         0         0
PPL CORP                           COMMON SHS      69351T106       395      12217 SH       DEFINED 9      12197         0        20
PPL CORP                           COMMON SHS      69351T106    216423    6700400 SH       DEFINED A    6700400         0         0
PRAXAIR INC                        COMMON SHS      74005P104    189706    3513078 SH       DEFINED 4    3513078         0         0
PRAXAIR INC                        COMMON SHS      74005P104       150       2770 SH       DEFINED 6       2770         0         0
PRAXAIR INC                        COMMON SHS      74005P104     14845     274913 SH       DEFINED 9     271768      1500      1645
PRAXAIR INC                        COMMON SHS      74005P104     30348     562000 SH       DEFINED A     562000         0         0
PRAXAIR INC                        COMMON SHS      74005P104       270       5000 SH       DEFINED M       5000         0         0
PRECISION CASTPARTS CORP           COMMON SHS      740189105       450       7523 SH       DEFINED 6       7523         0         0
PRECISION CASTPARTS CORP           COMMON SHS      740189105     93665    1567360 SH       DEFINED A    1567360         0         0
PRECISION CASTPARTS CORP           COMMON SHS      740189105      1894      31700 SH       DEFINED C      31700         0         0
PRECISION DRILLING TRUST           COMMON SHS      740215108      1912      51532 SH       DEFINED 2      51532         0         0
PRECISION DRILLING TRUST           COMMON SHS      740215108      4425     119268 SH       DEFINED 8     119268         0         0
PRECISION DRILLING TRUST           COMMON SHS      740215108         7        200 SH       DEFINED 9        200         0         0
PREMIUM STANDARD FARMS INC         COMMON SHS      74060C105     31649    1950000 SH       DEFINED 4    1950000         0         0
PREPAID LEGAL SERVICES INC         COMMON SHS      740065107       286       8300 SH       DEFINED 9       8300         0         0
PRESIDENTIAL LIFE CORP             COMMON SHS      740884101     12467     507200 SH       DEFINED 4     507200         0         0
PRESSTEK INC                       COMMON SHS      741113104      3925     421600 SH       DEFINED 9     421600         0         0
PRINCIPAL FINANCIAL GROUP          COMMON SHS      74251V102     12521     225000 SH       DEFINED 4     225000         0         0
PRINCIPAL FINANCIAL GROUP          COMMON SHS      74251V102        53        950 SH       DEFINED 9        950         0         0
PRINTRONIX INC                     COMMON SHS      742578107      1742     130000 SH       DEFINED 4     130000         0         0
PROCTER & GAMBLE CO                COMMON SHS      742718109    167228    3007700 SH       DEFINED 4    3007700         0         0
PROCTER & GAMBLE CO                COMMON SHS      742718109       431       7748 SH       DEFINED 6       7748         0         0
PROCTER & GAMBLE CO                COMMON SHS      742718109     23130     416012 SH       DEFINED 8     416012         0         0
PROCTER & GAMBLE CO                COMMON SHS      742718109     88459    1590987 SH       DEFINED 9    1549853      2908     38226
PROCTER & GAMBLE CO                COMMON SHS      742718109     89326    1606580 SH       DEFINED A    1463980         0    142600
PROCTER & GAMBLE CO                COMMON SHS      742718109       878      15800 SH       DEFINED E          0         0     15800
PROCTER & GAMBLE CO                COMMON SHS      742718109        34        610 SH       DEFINED L        610         0         0
PROGRESS ENERGY INC                COMMON SHS      743263105      3146      73387 SH       DEFINED 9      72414         0       973
PROGRESS ENERGY INC                COMMON SHS      743263105    485331   11321000 SH       DEFINED A   11304800         0     16200
PROGRESSIVE CORP                   COMMON SHS      743315103       645      25088 SH       DEFINED 9      25088         0         0
PROLIANCE INTERNATIONAL INC        COMMON SHS      74340R104      3806     823800 SH       DEFINED 4     823800         0         0
PROLOGIS                           SH BEN INT      743410102       254       4869 SH       DEFINED 6       4869         0         0
PROLOGIS                           SH BEN INT      743410102      1687      32371 SH       DEFINED 9      32281         0        90
PROLOGIS                           SH BEN INT      743410102     80418    1542934 SH       DEFINED A    1542934         0         0
PROSPERITY BANCSHARES INC          COMMON SHS      743606105      5027     152837 SH       DEFINED 5     152837         0         0
PROTECTIVE LIFE CORP               COMMON SHS      743674103     12336     264600 SH       DEFINED 4     262800         0      1800
PROTECTIVE LIFE CORP               COMMON SHS      743674103        51       1100 SH       DEFINED 9       1100         0         0
PROTECTIVE LIFE CORP               COMMON SHS      743674103         5        101 SH       DEFINED A        101         0         0
PROVIDENCE & WORCHESTER RAILROAD C COMMON SHS      743737108      4182     205000 SH       DEFINED 4     205000         0         0
PROVIDENCE SERVICE CORP            COMMON SHS      743815102       204       7500 SH       DEFINED 9       7500         0         0
PROVIDENT ENERGY TRUST             TR UNIT         74386K104       401      32395 SH       DEFINED 9      30000      2395         0
PROVIDIAN FINANCIAL CORP           NOTE 4.000% 5/1 74406AAC6     13894    9000000 PRN      DEFINED A    9000000         0         0
PRUDENTIAL FINANCIAL INC           COMMON SHS      744320102    112665    1450000 SH       DEFINED 4    1450000         0         0
PRUDENTIAL FINANCIAL INC           COMMON SHS      744320102    223598    2877706 SH       DEFINED 5    2877706         0         0
PRUDENTIAL FINANCIAL INC           COMMON SHS      744320102        12        158 SH       DEFINED 6         74         0        84
PRUDENTIAL FINANCIAL INC           COMMON SHS      744320102      1025      13192 SH       DEFINED 9      13192         0         0
PRUDENTIAL FINANCIAL INC           COMMON SHS      744320102        20        255 SH       DEFINED A        255         0         0
PS BUSINESS PARKS INC              COMMON SHS      69360J107       202       3420 SH       DEFINED 6       3420         0         0
PS BUSINESS PARKS INC              COMMON SHS      69360J107     63090    1069325 SH       DEFINED A    1069325         0         0
PSYCHIATRIC SOLUTIONS INC          COMMON SHS      74439H108     21918     764770 SH       DEFINED A     749370         0     15400
PUBLIC SERVICE ENTERPRISE GROUP IN COMMON SHS      744573106      9434     142685 SH       DEFINED 9     125843         0     16842
PUBLIC SERVICE ENTERPRISE GROUP IN COMMON SHS      744573106    479404    7250511 SH       DEFINED A    7250511         0         0
PUBLIC STORAGE INC                 COMMON SHS      74460D109       178       2348 SH       DEFINED 6       2348         0         0
PUBLIC STORAGE INC                 COMMON SHS      74460D109      1568      20662 SH       DEFINED 9      20662         0         0
PUBLIC STORAGE INC                 COMMON SHS      74460D109     50906     670700 SH       DEFINED A     670700         0         0
PUGET ENERGY INC                   COMMON SHS      745310102        21       1000 SH       DEFINED 9       1000         0         0
PUGET ENERGY INC                   COMMON SHS      745310102    238241   11091300 SH       DEFINED A   11091300         0         0
PULTE HOMES INC                    COMMON SHS      745867101     75110    2608900 SH       DEFINED 4    2608900         0         0
PULTE HOMES INC                    COMMON SHS      745867101       157       5470 SH       DEFINED 6       5470         0         0
PULTE HOMES INC                    COMMON SHS      745867101     12400     430700 SH       DEFINED A     430700         0         0
PUTNAM MUNICIPAL OPPORTUNITIES TRU SH BEN INT      746922103       332      30000 SH       DEFINED 9      30000         0         0
QUALCOMM INC                       COMMON SHS      747525103        56       1405 SH       DEFINED 6       1405         0         0
QUALCOMM INC                       COMMON SHS      747525103       264       6580 SH       DEFINED 8       6580         0         0
QUALCOMM INC                       COMMON SHS      747525103     56943    1421077 SH       DEFINED 9    1390704      1300     29073
QUALCOMM INC                       COMMON SHS      747525103    117319    2927849 SH       DEFINED A    2866749         0     61100
QUALCOMM INC                       COMMON SHS      747525103       248       6200 SH       DEFINED E          0         0      6200
QUALCOMM INC                       COMMON SHS      747525103       100       2500 SH       DEFINED         2500         0         0
QUALCOMM INC                       COMMON SHS      747525103        16        390 SH       DEFINED L        390         0         0
QUALCOMM INC                       COMMON SHS      747525103       681      17000 SH       DEFINED M      17000         0         0
QUANTA SERVICES INC                COMMON SHS      74762E102     22529    1300000 SH       DEFINED 4    1300000         0         0
QUEBECOR WORLD INC                 COMMON SHS      748203106     53381    4304933 SH       DEFINED 1    4154933         0    150000
QUEBECOR WORLD INC                 COMMON SHS      748203106     51016    4114214 SH       DEFINED 2    4114214         0         0
QUEBECOR WORLD INC                 COMMON SHS      748203106      9957     802950 SH       DEFINED 6     802950         0         0
QUEBECOR WORLD INC                 COMMON SHS      748203106     39786    3208566 SH       DEFINED 8    3208566         0         0
QUEBECOR WORLD INC                 COMMON SHS      748203106      4081     329124 SH       DEFINED A     329124         0         0
QUEBECOR WORLD INC                 COMMON SHS      748203106      4395     354473 SH       DEFINED D     354473         0         0
QUEBECOR WORLD INC                 COMMON SHS      748203106      8528     687732 SH       DEFINED E     472300         0    215432
QUEENSTAKE RES LTD YUKON           COMMON SHS      748314101        23      59916 SH       DEFINED 9      59916         0         0
QUEENSTAKE RES LTD YUKON           COMMON SHS      748314101      3188    7500000 SH       DEFINED A    7500000         0         0
QUEST CAPITAL CORP                 COMMON SHS      74835U109       249      92500 SH       DEFINED 8      92500         0         0
QUEST DIAGNOSTICS INC              COMMON SHS      74834L100        46        764 SH       DEFINED 6        764         0         0
QUEST DIAGNOSTICS INC              COMMON SHS      74834L100     29960     500000 SH       DEFINED 7     500000         0         0
QUEST DIAGNOSTICS INC              COMMON SHS      74834L100         2         40 SH       DEFINED 8         40         0         0
QUEST DIAGNOSTICS INC              COMMON SHS      74834L100     33263     555119 SH       DEFINED 9     546619       800      7700
QUEST DIAGNOSTICS INC              COMMON SHS      74834L100     39816     664490 SH       DEFINED A     664490         0         0
QUEST SOFTWARE INC                 COMMON SHS      74834T103     15861    1129732 SH       DEFINED 6    1129732         0         0
QUEST SOFTWARE INC                 COMMON SHS      74834T103     19751    1406738 SH       DEFINED A    1374838         0     31900
QUESTAR CORP                       COMMON SHS      748356102      2424      30113 SH       DEFINED 9      26463         0      3650
QWEST COMMUNICATIONS INTERNATIONAL COMMON SHS      749121109         8       1018 SH       DEFINED 6       1018         0         0
QWEST COMMUNICATIONS INTERNATIONAL COMMON SHS      749121109       361      44645 SH       DEFINED 9      44073         0       572
R & G FINANCIAL CORP               COMMON SHS      749136107       455      52990 SH       DEFINED A      52990         0         0
R R DONNELLEY & SONS CO            COMMON SHS      257867101    142519    4460700 SH       DEFINED 1    4460700         0         0
R R DONNELLEY & SONS CO            COMMON SHS      257867101      3336     104410 SH       DEFINED 2     104410         0         0
R R DONNELLEY & SONS CO            COMMON SHS      257867101      3288     102900 SH       DEFINED 4     102900         0         0
R R DONNELLEY & SONS CO            COMMON SHS      257867101       700      21920 SH       DEFINED 6      21875         0        45
R R DONNELLEY & SONS CO            COMMON SHS      257867101      8376     262145 SH       DEFINED 8     262145         0         0
R R DONNELLEY & SONS CO            COMMON SHS      257867101       362      11337 SH       DEFINED 9      11337         0         0
R R DONNELLEY & SONS CO            COMMON SHS      257867101     23975     750400 SH       DEFINED A     750400         0         0
R R DONNELLEY & SONS CO            COMMON SHS      257867101     21337     667821 SH       DEFINED E     419225         0    248596
R.H. DONNELLEY CORP                COMMON SHS      74955W307       421       7786 SH       DEFINED 9       7786         0         0
RACKABLE SYSTEMS INC               COMMON SHS      750077109      6867     173900 SH       DEFINED 9     173900         0         0
RADIAN GROUP INC                   COMMON SHS      750236101     49949     808500 SH       DEFINED 4     808500         0         0
RADIAN GROUP INC                   COMMON SHS      750236101      4448      72000 SH       DEFINED 8      72000         0         0
RADIAN GROUP INC                   COMMON SHS      750236101       513       8300 SH       DEFINED 9       8300         0         0
RADIOSHACK CORP                    COMMON SHS      750438103         2        110 SH       DEFINED 6        110         0         0
RADIOSHACK CORP                    COMMON SHS      750438103       300      21440 SH       DEFINED 8      21440         0         0
RADIOSHACK CORP                    COMMON SHS      750438103      1699     121350 SH       DEFINED 9     121350         0         0
RADIOSHACK CORP                    COMMON SHS      750438103     14529    1037750 SH       DEFINED A     774250         0    263500
RADIOSHACK CORP                    COMMON SHS      750438103       384      27400 SH       DEFINED E          0         0     27400
RADIOSHACK CORP                    COMMON SHS      750438103        14        990 SH       DEFINED L        990         0         0
RADIOSHACK CORP                    COMMON SHS      750438103       140      10000 SH       DEFINED M      10000         0         0
RAMCO-GERSHENSON PPTYS TR          COM SH BEN INT  751452202        85       3165 SH       DEFINED 6       3165         0         0
RAMCO-GERSHENSON PPTYS TR          COM SH BEN INT  751452202        20        759 SH       DEFINED 9        759         0         0
RAMCO-GERSHENSON PPTYS TR          COM SH BEN INT  751452202     11731     435600 SH       DEFINED A     435600         0         0
RANDGOLD RESOURCES LTD             ADR             752344309     44680    2127600 SH       DEFINED A    2127600         0         0
RAYTHEON CO                        COMMON SHS      755111507    478281   10731005 SH       DEFINED 1   10611005         0    120000
RAYTHEON CO                        COMMON SHS      755111507      5476     122870 SH       DEFINED 2     122870         0         0
RAYTHEON CO                        COMMON SHS      755111507      8354     187426 SH       DEFINED 6     177927         0      9499
RAYTHEON CO                        COMMON SHS      755111507     26742     600000 SH       DEFINED 7     600000         0         0
RAYTHEON CO                        COMMON SHS      755111507      1732      38871 SH       DEFINED 8      38871         0         0
RAYTHEON CO                        COMMON SHS      755111507      6514     146161 SH       DEFINED 9     141204         0      4957
RAYTHEON CO                        COMMON SHS      755111507     33539     752500 SH       DEFINED A     752500         0         0
RAYTHEON CO                        COMMON SHS      755111507     16014     359304 SH       DEFINED E     131620         0    227684
RAYTHEON CO                        COMMON SHS      755111507       267       6000 SH       DEFINED M       6000         0         0
RC2 CORP                           COMMON SHS      749388104      8884     229810 SH       DEFINED 2     229810         0         0
RC2 CORP                           COMMON SHS      749388104       748      19358 SH       DEFINED 6      19358         0         0
RC2 CORP                           COMMON SHS      749388104       121       3120 SH       DEFINED D       3120         0         0
REALNETWORKS INC                   COMMON SHS      75605L104       153      14262 SH       DEFINED 9      14262         0         0
REALNETWORKS INC                   COMMON SHS      75605L104         2        191 SH       DEFINED A        191         0         0
RED HAT INC                        COMMON SHS      756577102         7        310 SH       DEFINED 6        310         0         0
RED HAT INC                        COMMON SHS      756577102      1380      58970 SH       DEFINED A      58970         0         0
RED LION HOTELS CORP               COMMON SHS      756764106      6123     559200 SH       DEFINED A     544000         0     15200
REDBACK NETWORKS INC               COMMON SHS      757209507      9968     543500 SH       DEFINED A     530800         0     12700
REDWOOD TRUST INC                  COMMON SHS      758075402        44        905 SH       DEFINED 6        905         0         0
REDWOOD TRUST INC                  COMMON SHS      758075402     17808     364700 SH       DEFINED A     364700         0         0
REED ELSEVIER NV                   SPONSORED ADR   758204101     23295     776511 SH       DEFINED 6     776511         0         0
REGAL ENTERTAINMENT GROUP          COMMON SHS      758766109      6539     321800 SH       DEFINED 9     321800         0         0
REGENCY CENTERS CORP               COMMON SHS      758849103       128       2060 SH       DEFINED 6       2060         0         0
REGENCY CENTERS CORP               COMMON SHS      758849103      1199      19300 SH       DEFINED 9      19300         0         0
REGENCY CENTERS CORP               COMMON SHS      758849103     32722     526500 SH       DEFINED A     526500         0         0
REGIONS FINANCIAL CORP             COMMON SHS      7591EP100       821      24776 SH       DEFINED 9      24776         0         0
REGIS CORP                         COMMON SHS      758932107     46895    1316900 SH       DEFINED 4    1310900         0      6000
REGIS CORP                         COMMON SHS      758932107       356      10000 SH       DEFINED 9      10000         0         0
REHABCARE GROUP INC                COMMON SHS      759148109     13124     755107 SH       DEFINED 6     755107         0         0
REHABCARE GROUP INC                COMMON SHS      759148109      9088     522900 SH       DEFINED A     509500         0     13400
RELIANCE STEEL & ALUMINUM CO       COMMON SHS      759509102    123040    1483300 SH       DEFINED 4    1480800         0      2500
RELIANT ENERGY INC                 COMMON SHS      75952B105     57206    4775140 SH       DEFINED 1    4775140         0         0
RELIANT ENERGY INC                 COMMON SHS      75952B105         9        788 SH       DEFINED 9        788         0         0
RELIANT ENERGY INC                 NOTE 5.000% 8/1 75952BAD7      8288    6000000 PRN      DEFINED A    6000000         0         0
RENAISSANCE HOLDINGS LTD           COMMON SHS      G7496G103       999      20625 SH       DEFINED 9      19625         0      1000
RENT-A-CENTER INC                  COMMON SHS      76009N100      5980     240560 SH       DEFINED A     127360         0    113200
RENT-A-CENTER INC                  COMMON SHS      76009N100       256      10300 SH       DEFINED E          0         0     10300
RENT-A-CENTER INC                  COMMON SHS      76009N100        10        420 SH       DEFINED L        420         0         0
REPSOL YPF SA                      SPONSORED ADR   76026T205     30570    1089434 SH       DEFINED 2     785664         0    303770
REPSOL YPF SA                      SPONSORED ADR   76026T205     20257     721913 SH       DEFINED 6     721913         0         0
REPSOL YPF SA                      SPONSORED ADR   76026T205       215       7675 SH       DEFINED 9       7675         0         0
REPUBLIC AIRWAYS HOLDINGS INC      COMMON SHS      760276105     17578    1032762 SH       DEFINED A    1005762         0     27000
REPUBLIC SERVICES INC              COMMON SHS      760759100    129163    3201855 SH       DEFINED 5    3201855         0         0
REPUBLIC SERVICES INC              COMMON SHS      760759100       292       7250 SH       DEFINED 9       7250         0         0
RESEARCH IN MOTION LTD             COMMON SHS      760975102    134879    1733660 SH       DEFINED 8    1733660         0         0
RESEARCH IN MOTION LTD             COMMON SHS      760975102        46        655 SH       DEFINED 9        185         0       470
RESMED INC                         COMMON SHS      761152107        45        963 SH       DEFINED 6        963         0         0
RESMED INC                         COMMON SHS      761152107     27273     580900 SH       DEFINED A     580900         0         0
RESOURCES CONNECTION INC           COMMON SHS      76122Q105     11752     469700 SH       DEFINED A     457100         0     12600
REUTERS GROUP PLC                  SPONSORED ADR   76132M102       789      18570 SH       DEFINED 9      17537         0      1033
REYNOLDS & REYNOLDS CO             COMMON SHS      761695105    116429    3796200 SH       DEFINED 4    3790700         0      5500
REYNOLDS & REYNOLDS CO             COMMON SHS      761695105        46       1500 SH       DEFINED 6       1500         0         0
REYNOLDS & REYNOLDS CO             COMMON SHS      761695105      1208      39388 SH       DEFINED 9      39388         0         0
REYNOLDS AMERICAN INC              COMMON SHS      761713106    668764    5800208 SH       DEFINED 5    5800208         0         0
REYNOLDS AMERICAN INC              COMMON SHS      761713106       404       3500 SH       DEFINED 9       3500         0         0
REYNOLDS AMERICAN INC              COMMON SHS      761713106         3         24 SH       DEFINED A         24         0         0
RIGHTNOW TECHNOLOGIES INC          COMMON SHS      76657R106      6883     412656 SH       DEFINED 6     412656         0         0
RIGHTNOW TECHNOLOGIES INC          COMMON SHS      76657R106     14368     861400 SH       DEFINED A     837200         0     24200
RIO NARCEA GOLD MINES LTD          COMMON SHS      766909105     17891    8169400 SH       DEFINED 5    8169400         0         0
RIO NARCEA GOLD MINES LTD          COMMON SHS      766909105      7227    3300000 SH       DEFINED A    3300000         0         0
RIO TINTO PLC                      SPONSORED ADR   767204100     10841      51695 SH       DEFINED 9      51695         0         0
RIO TINTO PLC                      SPONSORED ADR   767204100       419       2000 SH       DEFINED M       2000         0         0
RLI CORPORATION                    COMMON SHS      749607107     89477    1857136 SH       DEFINED 4    1855436         0      1700
RLI CORPORATION                    COMMON SHS      749607107        82       1700 SH       DEFINED 6       1700         0         0
RLI CORPORATION                    COMMON SHS      749607107         7        137 SH       DEFINED A        137         0         0
ROBERT HALF INTL INC               COMMON SHS      770323103       471      11206 SH       DEFINED 6      11206         0         0
ROBERT HALF INTL INC               COMMON SHS      770323103     12600     300000 SH       DEFINED 7     300000         0         0
ROBERT HALF INTL INC               COMMON SHS      770323103      1430      34050 SH       DEFINED 9      34050         0         0
ROBERT HALF INTL INC               COMMON SHS      770323103    159649    3801164 SH       DEFINED A    3801164         0         0
ROBERT HALF INTL INC               COMMON SHS      770323103      2432      57900 SH       DEFINED C      57900         0         0
ROCKFORD CORP                      COMMON SHS      77316P101      2409     575000 SH       DEFINED 4     575000         0         0
ROCKWELL AUTOMATION INC            COMMON SHS      773903109        65        896 SH       DEFINED 6        896         0         0
ROCKWELL AUTOMATION INC            COMMON SHS      773903109        31        425 SH       DEFINED 8        425         0         0
ROCKWELL AUTOMATION INC            COMMON SHS      773903109       535       7435 SH       DEFINED 9       7435         0         0
ROCKWELL AUTOMATION INC            COMMON SHS      773903109     54815     761214 SH       DEFINED A     761214         0         0
ROCKWELL COLLINS INC               COMMON SHS      774341101       473       8474 SH       DEFINED 6       8474         0         0
ROCKWELL COLLINS INC               COMMON SHS      774341101      5587     100000 SH       DEFINED 7     100000         0         0
ROCKWELL COLLINS INC               COMMON SHS      774341101       566      10135 SH       DEFINED 9      10135         0         0
ROCKWELL COLLINS INC               COMMON SHS      774341101    167530    2998560 SH       DEFINED A    2998560         0         0
ROCKWELL COLLINS INC               COMMON SHS      774341101      2699      48300 SH       DEFINED C      48300         0         0
ROGERS COMMUNICATIONS INC          COMMON SHS      775109200       352       7835 SH       DEFINED 8       7835         0         0
ROGERS COMMUNICATIONS INC          COMMON SHS      775109200       171       4225 SH       DEFINED 9       4225         0         0
ROGERS COMMUNICATIONS INC          COMMON SHS      775109200     29976     667950 SH       DEFINED A     667950         0         0
ROHM & HAAS CO                     COMMON SHS      775371107      1428      28495 SH       DEFINED 9      27595       900         0
ROPER INDUSTRIES INC               COMMON SHS      776696106    246228    5266900 SH       DEFINED 4    5263900         0      3000
ROPER INDUSTRIES INC               COMMON SHS      776696106       122       2600 SH       DEFINED 6       2600         0         0
ROPER INDUSTRIES INC               COMMON SHS      776696106         4         76 SH       DEFINED 9         76         0         0
ROSS STORES INC                    COMMON SHS      778296103       194       6920 SH       DEFINED 8       6920         0         0
ROSS STORES INC                    COMMON SHS      778296103       705      25150 SH       DEFINED 9      23150         0      2000
ROSS STORES INC                    COMMON SHS      778296103     51917    1850869 SH       DEFINED A    1749369         0    101500
ROSS STORES INC                    COMMON SHS      778296103      1052      37500 SH       DEFINED C      37500         0         0
ROSS STORES INC                    COMMON SHS      778296103        11        380 SH       DEFINED L        380         0         0
ROWAN COMPANIES INC                COMMON SHS      779382100     17016     478100 SH       DEFINED 4     474900         0      3200
ROWAN COMPANIES INC                COMMON SHS      779382100       181       5073 SH       DEFINED 6       5073         0         0
ROWAN COMPANIES INC                COMMON SHS      779382100       202       5678 SH       DEFINED 9       5678         0         0
ROWAN COMPANIES INC                COMMON SHS      779382100     81296    2284241 SH       DEFINED A    2284241         0         0
ROWAN COMPANIES INC                COMMON SHS      779382100      1726      48500 SH       DEFINED C      48500         0         0
ROYAL BANK OF CANADA               COMMON SHS      780087102    421732    9305639 SH       DEFINED 8    9305639         0         0
ROYAL BANK OF CANADA               COMMON SHS      780087102       352       8640 SH       DEFINED 9       8640         0         0
ROYAL CARIBBEAN CRUISES LTD        COMMON SHS      V7780T103      2272      59392 SH       DEFINED 9      59392         0         0
ROYAL DUTCH SHELL                  SPON ADR B      780259107     18068     258599 SH       DEFINED 1     258599         0         0
ROYAL DUTCH SHELL                  SPON ADR B      780259107    159018    2275914 SH       DEFINED 2    2075005         0    200909
ROYAL DUTCH SHELL                  SPON ADR B      780259107     26607     380802 SH       DEFINED 6     380802         0         0
ROYAL DUTCH SHELL                  SPON ADR B      780259107      8008     114607 SH       DEFINED 8     114607         0         0
ROYAL DUTCH SHELL                  SPON ADR B      780259107       360       5152 SH       DEFINED 9       5152         0         0
ROYAL DUTCH SHELL                  SPONS ADR A     780259206     13769     205570 SH       DEFINED 1     205570         0         0
ROYAL DUTCH SHELL                  SPONS ADR A     780259206      6774     101130 SH       DEFINED 2       6990         0     94140
ROYAL DUTCH SHELL                  SPONS ADR A     780259206       268       4000 SH       DEFINED 6       4000         0         0
ROYAL DUTCH SHELL                  SPONS ADR A     780259206     18754     280000 SH       DEFINED 7     280000         0         0
ROYAL DUTCH SHELL                  SPONS ADR A     780259206       308       4600 SH       DEFINED 8       4600         0         0
ROYAL DUTCH SHELL                  SPONS ADR A     780259206     38899     580761 SH       DEFINED 9     567243         0     13518
ROYAL DUTCH SHELL                  SPONS ADR A     780259206    295639    4413843 SH       DEFINED A    4413843         0         0
ROYAL DUTCH SHELL                  SPONS ADR A     780259206         9        140 SH       DEFINED L        140         0         0
ROYAL GROUP TECHNOLOGIES LTD       COMMON SHS      779915107     51208    4096600 SH       DEFINED 8    4096600         0         0
ROYAL GROUP TECHNOLOGIES LTD       COMMON SHS      779915107      6410     512800 SH       DEFINED E     512800         0         0
RPM INTERNATIONAL INC              COMMON SHS      749685103     31667    1759300 SH       DEFINED 4    1750300         0      9000
RPM INTERNATIONAL INC              COMMON SHS      749685103     10446     580307 SH       DEFINED 9     533907         0     46400
RSA SECURITY INC                   COMMON SHS      749719100     13800     507528 SH       DEFINED 6     507528         0         0
RSA SECURITY INC                   COMMON SHS      749719100        41       1500 SH       DEFINED 9       1500         0         0
RTI INTERNATIONAL METALS INC       COMMON SHS      74973W107     13234     237000 SH       DEFINED 4     237000         0         0
RTI INTERNATIONAL METALS INC       COMMON SHS      74973W107     47357     848090 SH       DEFINED A     840290         0      7800
RTI INTERNATIONAL METALS INC       COMMON SHS      74973W107      2060      36900 SH       DEFINED C      36900         0         0
RUDOLPH TECHNOLOGIES INC           COMMON SHS      781270103      4190     288966 SH       DEFINED 6     288966         0         0
RUSS BERRIE & CO INC               COMMON SHS      782233100     28455    2321000 SH       DEFINED 4    2315000         0      6000
RUSSELL CORP                       COMMON SHS      782352108     42464    2338318 SH       DEFINED 4    2334418         0      3900
RUSSELL CORP                       COMMON SHS      782352108         7        385 SH       DEFINED 9        385         0         0
RUTH'S CHRIS STEAK HOUSE INC       COMMON SHS      783332109      6559     321200 SH       DEFINED 9     321200         0         0
RYLAND GROUP INC                   COMMON SHS      783764103     45694    1048743 SH       DEFINED A    1048743         0         0
S & P 500 DEPOSITORY RECEIPT       UNIT SER 1      78462F103      5158      40528 SH       DEFINED 9      40528         0         0
SABRE HOLDINGS CORP                COMMON SHS      785905100       110       5000 SH       DEFINED 9       5000         0         0
SABRE HOLDINGS CORP                COMMON SHS      785905100        97       4400 SH       DEFINED E       4400         0         0
SAFECO CORP                        COMMON SHS      786429100       352       6250 SH       DEFINED 9       6250         0         0
SAFECO CORP                        COMMON SHS      786429100        18        314 SH       DEFINED A        314         0         0
SAFETY INSURANCE GROUP INC         COMMON SHS      78648T100      3329      70000 SH       DEFINED 4      70000         0         0
SAFEWAY INC                        COMMON SHS      786514208       464      17855 SH       DEFINED 9      17855         0         0
SAKS INC                           COMMON SHS      79377W108     28298    1750000 SH       DEFINED 4    1750000         0         0
SALESFORCE.COM INC                 COMMON SHS      79466L302        19        720 SH       DEFINED 6        720         0         0
SALESFORCE.COM INC                 COMMON SHS      79466L302     33959    1273794 SH       DEFINED A    1273794         0         0
SALISBURY BANCORP INC              COMMON SHS      795226109       297       7550 SH       DEFINED 9       7550         0         0
SANDISK CORP                       COMMON SHS      80004C101       516      10130 SH       DEFINED 9      10130         0         0
SANOFI-AVENTIS                     SPONSORED ADR   80105N105       332       6813 SH       DEFINED 2       6813         0         0
SANOFI-AVENTIS                     SPONSORED ADR   80105N105     26824     550797 SH       DEFINED 6     550797         0         0
SANOFI-AVENTIS                     SPONSORED ADR   80105N105      2465      50612 SH       DEFINED 9      49895         0       717
SAP AG                             SPONSORED ADR   803054204        51        971 SH       DEFINED 6        971         0         0
SAP AG                             SPONSORED ADR   803054204       243       4620 SH       DEFINED 8       4620         0         0
SAP AG                             SPONSORED ADR   803054204     25963     494342 SH       DEFINED 9     488192      1000      5150
SAP AG                             SPONSORED ADR   803054204     75001    1428043 SH       DEFINED A    1428043         0         0
SAPIENT CORP                       COMMON SHS      803062108     25072    4730540 SH       DEFINED A    4614940         0    115600
SAPPI LTD                          SPON ADR NEW    803069202       667      53420 SH       DEFINED 1      53420         0         0
SAPPI LTD                          SPON ADR NEW    803069202     64725    5182110 SH       DEFINED 2    5023120         0    158990
SAPPI LTD                          SPON ADR NEW    803069202        17       1350 SH       DEFINED 6       1350         0         0
SAPPI LTD                          SPON ADR NEW    803069202     13343    1068270 SH       DEFINED 8    1068270         0         0
SARA LEE CORP                      COMMON SHS      803111103        13        800 SH       DEFINED 8        800         0         0
SARA LEE CORP                      COMMON SHS      803111103      2711     169221 SH       DEFINED 9     151613         0     17608
SARA LEE CORP                      COMMON SHS      803111103      3362     209860 SH       DEFINED A      85560         0    124300
SARA LEE CORP                      COMMON SHS      803111103       210      13100 SH       DEFINED E          0         0     13100
SARA LEE CORP                      COMMON SHS      803111103        12        770 SH       DEFINED L        770         0         0
SATYAM COMPUTERS SERVICES LTD      ADR             804098101      1835      55372 SH       DEFINED 1      55372         0         0
SATYAM COMPUTERS SERVICES LTD      ADR             804098101      8945     269910 SH       DEFINED 2     267310         0      2600
SATYAM COMPUTERS SERVICES LTD      ADR             804098101         5        160 SH       DEFINED 6        160         0         0
SATYAM COMPUTERS SERVICES LTD      ADR             804098101       143       4300 SH       DEFINED C       4300         0         0
SATYAM COMPUTERS SERVICES LTD      ADR             804098101        10        316 SH       DEFINED L        316         0         0
SAUL CENTERS INC                   COMMON SHS      804395101       408      10000 SH       DEFINED 9      10000         0         0
SBA COMMUNICATIONS CORP            COMMON SHS      78388J106       312      11942 SH       DEFINED 6      11942         0         0
SBA COMMUNICATIONS CORP            COMMON SHS      78388J106     70208    2685850 SH       DEFINED A    2685850         0         0
SBA COMMUNICATIONS CORP            COMMON SHS      78388J106      1968      75300 SH       DEFINED C      75300         0         0
SCANA CORP                         COMMON SHS      80589M102       797      20662 SH       DEFINED 9      20662         0         0
SCHERING-PLOUGH CORP               COMMON SHS      806605101       763      40118 SH       DEFINED 6      40118         0         0
SCHERING-PLOUGH CORP               COMMON SHS      806605101       320      16840 SH       DEFINED 8      16840         0         0
SCHERING-PLOUGH CORP               COMMON SHS      806605101      3831     201291 SH       DEFINED 9     142591         0     58700
SCHERING-PLOUGH CORP               COMMON SHS      806605101     68631    3606483 SH       DEFINED A    3453983         0    152500
SCHERING-PLOUGH CORP               COMMON SHS      806605101       255      13400 SH       DEFINED E          0         0     13400
SCHERING-PLOUGH CORP               COMMON SHS      806605101         9        470 SH       DEFINED L        470         0         0
SCHERING-PLOUGH CORP               PFD CONV MAND   806605606      1154      22926 SH       DEFINED 6      19887         0      3039
SCHERING-PLOUGH CORP               PFD CONV MAND   806605606      3449      68525 SH       DEFINED 9      64525         0      4000
SCHERING-PLOUGH CORP               PFD CONV MAND   806605606    442899    8799900 SH       DEFINED A    8779900         0     20000
SCHLUMBERGER LTD                   COMMON SHS      806857108        80       1226 SH       DEFINED 6       1226         0         0
SCHLUMBERGER LTD                   COMMON SHS      806857108       278       4265 SH       DEFINED 8       4265         0         0
SCHLUMBERGER LTD                   COMMON SHS      806857108     76528    1175359 SH       DEFINED 9    1148913         0     26446
SCHLUMBERGER LTD                   COMMON SHS      806857108     25758     395610 SH       DEFINED A     352010         0     43600
SCHLUMBERGER LTD                   COMMON SHS      806857108       208       3200 SH       DEFINED         3200         0         0
SCHLUMBERGER LTD                   COMMON SHS      806857108       716      11000 SH       DEFINED M      11000         0         0
SCHLUMBERGER LTD                   DBCV 1.500% 6/0 806857AC2     23660   13000000 PRN      DEFINED A   13000000         0         0
SCHNITZER STEEL INDUSTRIES INC     COMMON SHS      806882106      1109      31250 SH       DEFINED 9      31250         0         0
SCHNITZER STEEL INDUSTRIES INC     COMMON SHS      806882106      1004      28300 SH       DEFINED C      28300         0         0
SCHOLASTIC CORP                    COMMON SHS      807066105      9446     363740 SH       DEFINED 2     363740         0         0
SCHOLASTIC CORP                    COMMON SHS      807066105       313      12050 SH       DEFINED 9      10050         0      2000
SCHOLASTIC CORP                    COMMON SHS      807066105         3        123 SH       DEFINED A        123         0         0
SCHOLASTIC CORP                    COMMON SHS      807066105       132       5070 SH       DEFINED D       5070         0         0
SCI SYSTEMS INC                    NOTE3.000% 3/1  783890AF3     64185   66000000 PRN      DEFINED A   66000000         0         0
SCIENTIFIC GAMES CORP              COMMON SHS      80874P109       253       7098 SH       DEFINED 6       7098         0         0
SCIENTIFIC GAMES CORP              COMMON SHS      80874P109       717      20117 SH       DEFINED 9      20117         0         0
SCIENTIFIC GAMES CORP              COMMON SHS      80874P109     70069    1967131 SH       DEFINED A    1967131         0         0
SCIENTIFIC GAMES CORP              COMMON SHS      80874P109      1289      36200 SH       DEFINED C      36200         0         0
SCOTTS MIRACLE-GRO HOLDING CO      COMMON SHS      810186106       152       3600 SH       DEFINED 9       3600         0         0
SCOTTS MIRACLE-GRO HOLDING CO      COMMON SHS      810186106      3809      90000 SH       DEFINED A      90000         0         0
SEAGATE TECHNOLOGY                 COMMON SHS      G7945J104    691620   30548596 SH       DEFINED 1   30348596         0    200000
SEAGATE TECHNOLOGY                 COMMON SHS      G7945J104      4756     210072 SH       DEFINED 2     210072         0         0
SEAGATE TECHNOLOGY                 COMMON SHS      G7945J104     14970     661200 SH       DEFINED 8     661200         0         0
SEAGATE TECHNOLOGY                 COMMON SHS      G7945J104      4701     207644 SH       DEFINED 9     205646         0      1998
SEAGATE TECHNOLOGY                 COMMON SHS      G7945J104      2568     113440 SH       DEFINED A     113440         0         0
SEAGATE TECHNOLOGY                 COMMON SHS      G7945J104       999      44130 SH       DEFINED C      44130         0         0
SEAGATE TECHNOLOGY                 COMMON SHS      G7945J104      3009     132926 SH       DEFINED D     132926         0         0
SEAGATE TECHNOLOGY                 COMMON SHS      G7945J104     29829    1317545 SH       DEFINED E     819546         0    497999
SEAGATE TECHNOLOGY                 COMMON SHS      G7945J104      1043      46085 SH       DEFINED L      46085         0         0
SEAGATE TECHNOLOGY                 COMMON SHS      G7945J104       652      28777 SH       DEFINED M      28777         0         0
SEARS HOLDING CORP                 COMMON SHS      812350106       395       2550 SH       DEFINED 9       2550         0         0
SEI INVESTMENT CO                  COMMON SHS      784117103        25        510 SH       DEFINED 9        510         0         0
SEI INVESTMENT CO                  COMMON SHS      784117103     15422     315501 SH       DEFINED A     315501         0         0
SEI INVESTMENT CO                  COMMON SHS      784117103       220       4500 SH       DEFINED C       4500         0         0
SELECTIVE INSURANCE GROUP INC      COMMON SHS      816300107     36316     650000 SH       DEFINED 4     650000         0         0
SELECTIVE INSURANCE GROUP INC      COMMON SHS      816300107        25        452 SH       DEFINED A        452         0         0
SEMCO ENERGY INC                   COMMON SHS      78412D109       723     130000 SH       DEFINED 4     130000         0         0
SEMPRA ENERGY                      COMMON SHS      816851109         1         21 SH       DEFINED 6         21         0         0
SEMPRA ENERGY                      COMMON SHS      816851109       315       6928 SH       DEFINED 9       6928         0         0
SEMPRA ENERGY                      COMMON SHS      816851109    292391    6429000 SH       DEFINED A    6419200         0      9800
SEMTECH CORP                       COMMON SHS      816850101     17877    1237148 SH       DEFINED 6    1237148         0         0
SENECA FOODS CORP                  COMMON SHS      817070105      2819     121500 SH       DEFINED 4     121500         0         0
SENECA FOODS CORP                  COMMON SHS      817070501      5894     256600 SH       DEFINED 4     256600         0         0
SEPRACOR INC                       COMMON SHS      817315104     75685    1324560 SH       DEFINED A    1324560         0         0
SEPRACOR INC                       COMMON SHS      817315104      1251      21900 SH       DEFINED C      21900         0         0
SERVICE CORP INTERNATIONAL         COMMON SHS      817565104       751      92210 SH       DEFINED 2      92210         0         0
SERVICE CORP INTERNATIONAL         COMMON SHS      817565104     17871    2195470 SH       DEFINED 8    2195470         0         0
SERVICE CORP INTERNATIONAL         COMMON SHS      817565104       954     117250 SH       DEFINED 9     115750         0      1500
SERVICE CORP INTERNATIONAL         COMMON SHS      817565104     10730    1318196 SH       DEFINED E     767340         0    550856
SERVICEMASTER CO                   COMMON SHS      81760N109       135      13087 SH       DEFINED 9      13087         0         0
SHARPER IMAGE CORP                 COMMON SHS      820013100     10415     937400 SH       DEFINED 2     937400         0         0
SHARPER IMAGE CORP                 COMMON SHS      820013100     10001     900219 SH       DEFINED 8     900219         0         0
SHARPER IMAGE CORP                 COMMON SHS      820013100      2320     208800 SH       DEFINED E     208800         0         0
SHERWIN-WILLIAMS CO                COMMON SHS      824348106       424       8933 SH       DEFINED 9       5933         0      3000
SHERWIN-WILLIAMS CO                COMMON SHS      824348106         6        116 SH       DEFINED A        116         0         0
SHINHAN FINANCIAL GROUP CO LTD     SPN ADR RESTRD  824596100     17857     188963 SH       DEFINED 6     188963         0         0
SHINHAN FINANCIAL GROUP CO LTD     SPN ADR RESTRD  824596100       312       3297 SH       DEFINED C       3297         0         0
SHIRE PLC                          SPONSORED ADR   82481R106       380       8590 SH       DEFINED 2       8590         0         0
SHIRE PLC                          SPONSORED ADR   82481R106     18060     408314 SH       DEFINED 6     408314         0         0
SHIRE PLC                          SPONSORED ADR   82481R106        97       2200 SH       DEFINED 9       2200         0         0
SHIRE PLC                          SPONSORED ADR   82481R106     11672     263890 SH       DEFINED A     256590         0      7300
SHUFFLE MASTER INC                 COMMON SHS      825549108      6069     185150 SH       DEFINED 9     185150         0         0
SIEMENS AG                         SPONSORED ADR   826197501     41274     475400 SH       DEFINED 2     475400         0         0
SIEMENS AG                         SPONSORED ADR   826197501     28664     330156 SH       DEFINED 6     330156         0         0
SIEMENS AG                         SPONSORED ADR   826197501       365       4200 SH       DEFINED 9       4200         0         0
SIERRA HEALTH SERVICES INC         COMMON SHS      826322109        14        300 SH       DEFINED 6        300         0         0
SIERRA HEALTH SERVICES INC         COMMON SHS      826322109     18588     412800 SH       DEFINED A     406300         0      6500
SIERRA HEALTH SERVICES INC         DBCV 2.250% 3/1 826322AB5      9868    2000000 PRN      DEFINED A    2000000         0         0
SIERRA PACIFIC RESOURCES CO        COMMON SHS      826428104     87345    6238900 SH       DEFINED 4    6232400         0      6500
SIERRA PACIFIC RESOURCES CO        COMMON SHS      826428104     48615    3472473 SH       DEFINED A    3472473         0         0
SIGMA-ALDRICH CORP                 COMMON SHS      826552101       683       9400 SH       DEFINED 4       9400         0         0
SIGMA-ALDRICH CORP                 COMMON SHS      826552101     14528     200000 SH       DEFINED 7     200000         0         0
SIGMA-ALDRICH CORP                 COMMON SHS      826552101      2302      31696 SH       DEFINED 9      30896         0       800
SIGMA-ALDRICH CORP                 COMMON SHS      826552101      9080     125000 SH       DEFINED A     125000         0         0
SIGMATEL INC                       COMMON SHS      82661W107      5634    1370840 SH       DEFINED 2    1370840         0         0
SIGMATEL INC                       COMMON SHS      82661W107        78      18900 SH       DEFINED 8      18900         0         0
SIGMATEL INC                       COMMON SHS      82661W107        74      18010 SH       DEFINED D      18010         0         0
SIGMATEL INC                       COMMON SHS      82661W107      1315     319890 SH       DEFINED E     319890         0         0
SIGNATURE BANK                     COMMON SHS      82669G104      4352     134400 SH       DEFINED 9     134400         0         0
SIGNATURE BANK                     COMMON SHS      82669G104      7653     236347 SH       DEFINED A     229747         0      6600
SIGNET GROUP PLC                   SP ADR REP 10   82668L872      1395      78500 SH       DEFINED 8      78500         0         0
SILICON LABORATORIES INC           COMMON SHS      826919102     93259    2653164 SH       DEFINED A    2556764         0     96400
SILICON LABORATORIES INC           COMMON SHS      826919102      1350      38400 SH       DEFINED C      38400         0         0
SIMON PROPERTY GROUP INC           COMMON SHS      828806109       432       5212 SH       DEFINED 6       5212         0         0
SIMON PROPERTY GROUP INC           COMMON SHS      828806109      9290     112013 SH       DEFINED 9     112013         0         0
SIMON PROPERTY GROUP INC           COMMON SHS      828806109     58166     701308 SH       DEFINED A     701308         0         0
SIMON PROPERTY GROUP INC           COMMON SHS      828806109      1493      18000 SH       DEFINED D      18000         0         0
SIMON PROPERTY GROUP INC           PFD CONV I 6%   828806802       484       7069 SH       DEFINED 9       7069         0         0
SIMON PROPERTY GROUP INC           PFD CONV I 6%   828806802     13700     200000 SH       DEFINED A     200000         0         0
SIMPSON MANUFACTURING CO INC       COMMON SHS      829073105         8        230 SH       DEFINED A        230         0         0
SIMPSON MANUFACTURING CO INC       COMMON SHS      829073105       505      14000 SH       DEFINED C      14000         0         0
SIRF TECHNOLOGY HOLDINGS INC       COMMON SHS      82967H101        40       1250 SH       DEFINED 6       1250         0         0
SIRF TECHNOLOGY HOLDINGS INC       COMMON SHS      82967H101       535      16600 SH       DEFINED 9      16600         0         0
SIRF TECHNOLOGY HOLDINGS INC       COMMON SHS      82967H101     72193    2240630 SH       DEFINED A    2226730         0     13900
SIRF TECHNOLOGY HOLDINGS INC       COMMON SHS      82967H101       586      18200 SH       DEFINED C      18200         0         0
SIX FLAGS INC                      NOTE 4.500% 5/1 83001PAJ8     10612   10000000 PRN      DEFINED A   10000000         0         0
SK TELECOM CO LTD                  SPONSORED ADR   78440P108    219952    9391611 SH       DEFINED 1    9391611         0         0
SK TELECOM CO LTD                  SPONSORED ADR   78440P108    114607    4893572 SH       DEFINED 2    4527145         0    366427
SK TELECOM CO LTD                  SPONSORED ADR   78440P108     14229     607562 SH       DEFINED 6     607562         0         0
SK TELECOM CO LTD                  SPONSORED ADR   78440P108     26199    1118680 SH       DEFINED 8    1118680         0         0
SK TELECOM CO LTD                  SPONSORED ADR   78440P108      1976      84352 SH       DEFINED C      51952         0     32400
SK TELECOM CO LTD                  SPONSORED ADR   78440P108      4575     195329 SH       DEFINED D     195329         0         0
SK TELECOM CO LTD                  SPONSORED ADR   78440P108      3575     152630 SH       DEFINED E     152630         0         0
SK TELECOM CO LTD                  SPONSORED ADR   78440P108        62       2660 SH       DEFINED         2660         0         0
SK TELECOM CO LTD                  SPONSORED ADR   78440P108      2186      93344 SH       DEFINED L      93344         0         0
SKYWEST INC                        COMMON SHS      830879102     25755    1038500 SH       DEFINED 4    1033200         0      5300
SKYWEST INC                        COMMON SHS      830879102        20        800 SH       DEFINED 9        800         0         0
SKYWEST INC                        COMMON SHS      830879102        40       1600 SH       DEFINED A       1600         0         0
SLM CORP                           COMMON SHS      78442P106      3703      69969 SH       DEFINED 9      69969         0         0
SMITH & NEPHEW PLC                 SPDN ADR NEW    83175M205       925      24018 SH       DEFINED 9      23418         0       600
SMITH INTERNATIONAL INC            COMMON SHS      832110100        58       1304 SH       DEFINED 6       1304         0         0
SMITH INTERNATIONAL INC            COMMON SHS      832110100       462      10400 SH       DEFINED 9      10400         0         0
SMITH INTERNATIONAL INC            COMMON SHS      832110100     38624     868541 SH       DEFINED A     868541         0         0
SMITHTOWN BANCORP INC              COMMON SHS      832449102      1738      71952 SH       DEFINED 9      71952         0         0
SMUCKER J M CO (THE)               COMMON SHS      832696405      1646      36816 SH       DEFINED 9      36759         0        57
SOCIEDAD QUIMICA Y MINERA DE CHILE SPON ADR SER B  833635105      8998      86400 SH       DEFINED 8      86400         0         0
SOLECTRON CORP                     COMMON SHS      834182107       192      56000 SH       DEFINED 8      56000         0         0
SOLECTRON CORP                     COMMON SHS      834182107       148      43309 SH       DEFINED 9      43309         0         0
SOMAXON PHARMACEUTICALS INC        COMMON SHS      834453102      2342     150000 SH       DEFINED A     150000         0         0
SONUS NETWORKS INC                 COMMON SHS      835916107      5623    1135900 SH       DEFINED 9    1135900         0         0
SONY CORP                          ADR NEW         835699307     28643     650375 SH       DEFINED 2     650375         0         0
SONY CORP                          ADR NEW         835699307     29177     662501 SH       DEFINED 6     662501         0         0
SONY CORP                          ADR NEW         835699307        72       1643 SH       DEFINED 8       1643         0         0
SONY CORP                          ADR NEW         835699307       927      21055 SH       DEFINED 9      21055         0         0
SONY CORP                          ADR NEW         835699307      2642      60000 SH       DEFINED A      60000         0         0
SOUTH JERSEY INDUSTRIES INC        COMMON SHS      838518108       450      16415 SH       DEFINED 9      16415         0         0
SOUTHERN CO                        COMMON SHS      842587107       645      20118 SH       DEFINED 9      18234         0      1884
SOUTHERN CO                        COMMON SHS      842587107    768902   23990700 SH       DEFINED A   23961400         0     29300
SOUTHERN COPPER CORPORATION        COMMON SHS      84265V105       229       2565 SH       DEFINED 9       2565         0         0
SOUTHERN COPPER CORPORATION        COMMON SHS      84265V105      3034      34037 SH       DEFINED A      34037         0         0
SOUTHERN UNION CO                  COMMON SHS      844030106       202       7450 SH       DEFINED 9       7450         0         0
SOUTHWEST AIRLINES CO              COMMON SHS      844741108         1         57 SH       DEFINED 6         57         0         0
SOUTHWEST AIRLINES CO              COMMON SHS      844741108      1067      65200 SH       DEFINED 7      65200         0         0
SOUTHWEST AIRLINES CO              COMMON SHS      844741108       368      22460 SH       DEFINED 8      22460         0         0
SOUTHWEST AIRLINES CO              COMMON SHS      844741108      2829     172833 SH       DEFINED 9     172033         0       800
SOUTHWEST AIRLINES CO              COMMON SHS      844741108     33961    2074587 SH       DEFINED A    1694587         0    380000
SOUTHWEST AIRLINES CO              COMMON SHS      844741108       473      28900 SH       DEFINED E          0         0     28900
SOUTHWEST AIRLINES CO              COMMON SHS      844741108        23       1380 SH       DEFINED L       1380         0         0
SOUTHWESTERN ENERGY CO             COMMON SHS      845467109       374      12008 SH       DEFINED 6      12008         0         0
SOUTHWESTERN ENERGY CO             COMMON SHS      845467109    132107    4239650 SH       DEFINED A    4239650         0         0
SOUTHWESTERN ENERGY CO             COMMON SHS      845467109      2247      72100 SH       DEFINED C      72100         0         0
SOVEREIGN BANCORP INC              COMMON SHS      845905108    356399   17547968 SH       DEFINED 5   17547968         0         0
SOVEREIGN BANCORP INC              COMMON SHS      845905108       249      12254 SH       DEFINED 9      12254         0         0
SOVRAN SELF STORAGE INC            COMMON SHS      84610H108       442       8700 SH       DEFINED 9       8700         0         0
SOVRAN SELF STORAGE INC            COMMON SHS      84610H108       109       2150 SH       DEFINED D       2150         0         0
SOVRAN SELF STORAGE INC            COMMON SHS      84610H108       290       5700 SH       DEFINED M       5700         0         0
SPANSION INC                       COMMON SHS      84649R101     22571    1415987 SH       DEFINED 4    1415987         0         0
SPARTON CORP                       COMMON SHS      847235108      2047     242252 SH       DEFINED 4     242252         0         0
SPIRIT FINANCE CORP                COMMON SHS      848568309       698      62000 SH       DEFINED 9      62000         0         0
SPIRIT FINANCE CORP                COMMON SHS      848568309      1612     143200 SH       DEFINED A     143200         0         0
SPIRIT FINANCE CORP                COMMON SHS      848568309      1203     106800 SH       DEFINED D     106800         0         0
SPIRIT FINANCE CORP                COMMON SHS      848568309       191      17000 SH       DEFINED M      17000         0         0
SPRINT NEXTEL CORP                 COMMON SHS      852061100    306087   15312029 SH       DEFINED 5   15312029         0         0
SPRINT NEXTEL CORP                 COMMON SHS      852061100         2         99 SH       DEFINED 6         99         0         0
SPRINT NEXTEL CORP                 COMMON SHS      852061100       475      23785 SH       DEFINED 8      23785         0         0
SPRINT NEXTEL CORP                 COMMON SHS      852061100      4808     240532 SH       DEFINED 9     228534         0     11998
SPRINT NEXTEL CORP                 COMMON SHS      852061100     19809     990967 SH       DEFINED A     893623         0     97344
SPRINT NEXTEL CORP                 COMMON SHS      852061100       380      19000 SH       DEFINED E          0         0     19000
SPRINT NEXTEL CORP                 COMMON SHS      852061100        10        523 SH       DEFINED L        523         0         0
SPSS INC                           COMMON SHS      78462K102     10338     321661 SH       DEFINED 6     321661         0         0
SPX CORP                           COMMON SHS      784635104       214       3820 SH       DEFINED 9       3820         0         0
ST JOE COMPANY                     COMMON SHS      790148100     65887    1415700 SH       DEFINED 1    1415700         0         0
ST JOE COMPANY                     COMMON SHS      790148100     99017    2127573 SH       DEFINED 5    2127573         0         0
ST JOE COMPANY                     COMMON SHS      790148100        93       2000 SH       DEFINED 9       2000         0         0
ST JOE COMPANY                     COMMON SHS      790148100      2723      58500 SH       DEFINED A      58500         0         0
ST JUDE MEDICAL INC                COMMON SHS      790849103       692      21350 SH       DEFINED 9      21350         0         0
ST PAUL TRAVELERS COMPANIES INC    COMMON SHS      792860108     25634     575000 SH       DEFINED 4     575000         0         0
ST PAUL TRAVELERS COMPANIES INC    COMMON SHS      792860108    161493    3622549 SH       DEFINED 5    3622549         0         0
ST PAUL TRAVELERS COMPANIES INC    COMMON SHS      792860108      1861      41745 SH       DEFINED 6      36541         0      5204
ST PAUL TRAVELERS COMPANIES INC    COMMON SHS      792860108      2417      54219 SH       DEFINED 9      54052        22       145
ST PAUL TRAVELERS COMPANIES INC    COMMON SHS      792860108     24046     539400 SH       DEFINED A     539400         0         0
STANCORP FINANCIAL GROUP INC       COMMON SHS      852891100     71447    1403400 SH       DEFINED 4    1402800         0       600
STANCORP FINANCIAL GROUP INC       COMMON SHS      852891100         3         64 SH       DEFINED A         64         0         0
STANDARD MICROSYSTEMS CORP         COMMON SHS      853626109      8223     376700 SH       DEFINED 4     376700         0         0
STANDARD PACIFIC CORP              COMMON SHS      85375C101     25014     973300 SH       DEFINED A     973300         0         0
STANLEY WORKS                      COMMON SHS      854616109      1261      26700 SH       DEFINED 4      26700         0         0
STANLEY WORKS                      COMMON SHS      854616109       287       6080 SH       DEFINED 9       6080         0         0
STANTEC INC                        COMMON SHS      85472N109     20947     992741 SH       DEFINED 8     992741         0         0
STAPLES INC                        COMMON SHS      855030102         5        209 SH       DEFINED 6        209         0         0
STAPLES INC                        COMMON SHS      855030102        36       1500 SH       DEFINED 8       1500         0         0
STAPLES INC                        COMMON SHS      855030102      9627     395841 SH       DEFINED 9     391341         0      4500
STARBUCKS CORP                     COMMON SHS      855244109        63       1661 SH       DEFINED 6       1661         0         0
STARBUCKS CORP                     COMMON SHS      855244109      5334     141259 SH       DEFINED 9     141109         0       150
STARBUCKS CORP                     COMMON SHS      855244109     60413    1599910 SH       DEFINED A    1599910         0         0
STARWOOD HOTELS & RESORTS WORLDWID COMMON SHS      85590A401      1355      22460 SH       DEFINED 9      22300         0       160
STARWOOD HOTELS & RESORTS WORLDWID COMMON SHS      85590A401     42217     699660 SH       DEFINED A     699660         0         0
STATE NATIONAL BANCSHARES INC      COMMON SHS      857124101     68171    1882936 SH       DEFINED 5    1882936         0         0
STATE STREET CORP                  COMMON SHS      857477103    153334    2639600 SH       DEFINED 4    2639600         0         0
STATE STREET CORP                  COMMON SHS      857477103        23        400 SH       DEFINED 6        400         0         0
STATE STREET CORP                  COMMON SHS      857477103     22275     383462 SH       DEFINED 9     377128       471      5863
STATION CASINOS INC                COMMON SHS      857689103       424       6221 SH       DEFINED 6       6221         0         0
STATION CASINOS INC                COMMON SHS      857689103    118386    1738920 SH       DEFINED A    1738920         0         0
STATION CASINOS INC                COMMON SHS      857689103      2642      38800 SH       DEFINED C      38800         0         0
STEEL DYNAMICS INC                 COMMON SHS      858119100     65569     997400 SH       DEFINED 4     993000         0      4400
STEEL DYNAMICS INC                 COMMON SHS      858119100      1292      19650 SH       DEFINED 9      19650         0         0
STEEL DYNAMICS INC                 COMMON SHS      858119100        25        385 SH       DEFINED A        385         0         0
STEINER LEISURE LTD                COMMON SHS      P8744Y102     20733     524479 SH       DEFINED 2     524479         0         0
STEINER LEISURE LTD                COMMON SHS      P8744Y102       725      18337 SH       DEFINED 6      18337         0         0
STEINER LEISURE LTD                COMMON SHS      P8744Y102     17120     433100 SH       DEFINED 8     433100         0         0
STEINER LEISURE LTD                COMMON SHS      P8744Y102      2428      61420 SH       DEFINED A      61420         0         0
STEINER LEISURE LTD                COMMON SHS      P8744Y102       103       2600 SH       DEFINED D       2600         0         0
STEINER LEISURE LTD                COMMON SHS      P8744Y102      1380      34910 SH       DEFINED E      34910         0         0
STEREOTAXIS INC                    COMMON SHS      85916J102     16076    1489870 SH       DEFINED A    1489870         0         0
STEREOTAXIS INC                    COMMON SHS      85916J102       345      32000 SH       DEFINED C      32000         0         0
STERICYCLE INC                     COMMON SHS      858912108        43        663 SH       DEFINED 6        663         0         0
STERICYCLE INC                     COMMON SHS      858912108     43184     663350 SH       DEFINED A     663350         0         0
STERIS CORP                        COMMON SHS      859152100     24510    1072200 SH       DEFINED 4    1067300         0      4900
STERIS CORP                        COMMON SHS      859152100       249      10900 SH       DEFINED 9       6900         0      4000
STILLWATER MINING CO               COMMON SHS      86074Q102      3211     253246 SH       DEFINED A     253246         0         0
STORA ENSO OYJ                     SPON ADR REP R  86210M106        30       2120 SH       DEFINED 2       2120         0         0
STORA ENSO OYJ                     SPON ADR REP R  86210M106     22589    1615829 SH       DEFINED 6    1615829         0         0
STORA ENSO OYJ                     SPON ADR REP R  86210M106       111       7966 SH       DEFINED 9       7966         0         0
STRATEGIC HOTELS & RESORTS INC     COMMON SHS      86272T106       361      17400 SH       DEFINED 9      17400         0         0
STRATEGIC HOTELS & RESORTS INC     COMMON SHS      86272T106     30550    1473000 SH       DEFINED A    1473000         0         0
STRATEGIC HOTELS & RESORTS INC     COMMON SHS      86272T106      1043      50300 SH       DEFINED D      50300         0         0
STRAYER EDUCATION INC              COMMON SHS      863236105     12577     129500 SH       DEFINED A     126000         0      3500
STREETRACKS GOLD TRUST             GOLD SHS        863307104      2824      46125 SH       DEFINED 9      46125         0         0
STRYKER CORP                       COMMON SHS      863667101        21        500 SH       DEFINED 8        500         0         0
STRYKER CORP                       COMMON SHS      863667101      9480     225129 SH       DEFINED 9     221625         0      3504
STRYKER CORP                       COMMON SHS      863667101      8422     200000 SH       DEFINED A     200000         0         0
SUEZ SA                            SPONSORED ADR   864686100      4403     105470 SH       DEFINED 2     105470         0         0
SUEZ SA                            SPONSORED ADR   864686100     18240     436878 SH       DEFINED 6     436878         0         0
SUMMA INDUSTRIES                   COMMON SHS      86562T105       135      13698 SH       DEFINED 4      13698         0         0
SUN LIFE FINANCIAL INC             COMMON SHS      866796105    245534    5536282 SH       DEFINED 8    5536282         0         0
SUN LIFE FINANCIAL INC             COMMON SHS      866796105       188       4720 SH       DEFINED 9       4720         0         0
SUN MICROSYSTEMS INC               COMMON SHS      866810104      6640    1600000 SH       DEFINED 7    1600000         0         0
SUN MICROSYSTEMS INC               COMMON SHS      866810104       618     148860 SH       DEFINED 9     136860         0     12000
SUNCOR ENERGY INC                  COMMON SHS      867229106    203910    2257135 SH       DEFINED 8    2257135         0         0
SUNCOR ENERGY INC                  COMMON SHS      867229106       474       5850 SH       DEFINED 9       5850         0         0
SUNOCO INC                         COMMON SHS      86764P109      1851      26718 SH       DEFINED 6      22800         0      3918
SUNOCO INC                         COMMON SHS      86764P109       641       9246 SH       DEFINED 9       9246         0         0
SUNOCO INC                         COMMON SHS      86764P109     21159     305372 SH       DEFINED A     305372         0         0
SUNOPTA INC                        COMMON SHS      8676EP108     24319    2620565 SH       DEFINED 6    2620565         0         0
SUNPOWER CORP                      COMMON SHS      867652109        26        918 SH       DEFINED 6        918         0         0
SUNPOWER CORP                      COMMON SHS      867652109         4        150 SH       DEFINED 9        150         0         0
SUNPOWER CORP                      COMMON SHS      867652109     22420     800133 SH       DEFINED A     800133         0         0
SUNRISE SENIOR LIVING INC          COMMON SHS      86768K106      4551     164600 SH       DEFINED 9     164600         0         0
SUNSTONE HOTEL INVESTORS INC       COMMON SHS      867892101      1808      62200 SH       DEFINED 9      62200         0         0
SUNSTONE HOTEL INVESTORS INC       COMMON SHS      867892101     18093     622600 SH       DEFINED A     622600         0         0
SUNSTONE HOTEL INVESTORS INC       COMMON SHS      867892101       994      34200 SH       DEFINED D      34200         0         0
SUNTRUST BANKS INC                 COMMON SHS      867914103    101823    1335209 SH       DEFINED 4    1335209         0         0
SUNTRUST BANKS INC                 COMMON SHS      867914103       102       1336 SH       DEFINED 6       1336         0         0
SUNTRUST BANKS INC                 COMMON SHS      867914103      3202      41986 SH       DEFINED 9      38086         0      3900
SUPERGEN INC                       COMMON SHS      868059106      1584     436500 SH       DEFINED A     436500         0         0
SUPERIOR ENERGY SERVICES INC       COMMON SHS      868157108     28732     847542 SH       DEFINED 6     847542         0         0
SUPERIOR ENERGY SERVICES INC       COMMON SHS      868157108     65187    1922911 SH       DEFINED A    1899811         0     23100
SUPERIOR ENERGY SERVICES INC       COMMON SHS      868157108      6221     183500 SH       DEFINED C     183500         0         0
SUPERIOR INDUSTRIES INTL INC       COMMON SHS      868168105     34716    1898076 SH       DEFINED 4    1893800         0      4276
SUPERIOR INDUSTRIES INTL INC       COMMON SHS      868168105        18       1000 SH       DEFINED 6       1000         0         0
SUPERIOR UNIFORM GROUP INC         COMMON SHS      868358102      6043     461300 SH       DEFINED 4     461300         0         0
SYMANTEC CORP                      COMMON SHS      871503108      1756     112981 SH       DEFINED 9      92181         0     20800
SYMANTEC CORP                      COMMON SHS      871503108         4        243 SH       DEFINED A        243         0         0
SYMS CORP                          COMMON SHS      871551107     26312    1430000 SH       DEFINED 4    1430000         0         0
SYNGENTA AG                        SPONSORED ADR   87160A100      2068      77846 SH       DEFINED 9      77846         0         0
SYNOPSYS INC                       COMMON SHS      871607107       458      24400 SH       DEFINED 1      24400         0         0
SYNOPSYS INC                       COMMON SHS      871607107      2422     129020 SH       DEFINED 2     129020         0         0
SYNOPSYS INC                       COMMON SHS      871607107      5444     290024 SH       DEFINED 8     290024         0         0
SYNOPSYS INC                       COMMON SHS      871607107        30       1590 SH       DEFINED         1590         0         0
SYSCO CORP                         COMMON SHS      871829107      1925      63000 SH       DEFINED 4      63000         0         0
SYSCO CORP                         COMMON SHS      871829107         2         66 SH       DEFINED 6         66         0         0
SYSCO CORP                         COMMON SHS      871829107       538      17620 SH       DEFINED 8      17620         0         0
SYSCO CORP                         COMMON SHS      871829107     25506     834628 SH       DEFINED 9     822333       900     11395
SYSCO CORP                         COMMON SHS      871829107     16408     536912 SH       DEFINED A     386912         0    150000
SYSCO CORP                         COMMON SHS      871829107       507      16600 SH       DEFINED E          0         0     16600
SYSCO CORP                         COMMON SHS      871829107        20        650 SH       DEFINED L        650         0         0
T ROWE PRICE GROUP INC             COMMON SHS      74144T108        38        998 SH       DEFINED 6        998         0         0
T ROWE PRICE GROUP INC             COMMON SHS      74144T108       442      11682 SH       DEFINED 9      11682         0         0
T ROWE PRICE GROUP INC             COMMON SHS      74144T108     27057     715600 SH       DEFINED A     715600         0         0
TAIWAN SEMICONDUCTOR MANUFACTURING SPONSORED ADR   874039100      2364     257498 SH       DEFINED 1          0         0    257498
TAIWAN SEMICONDUCTOR MANUFACTURING SPONSORED ADR   874039100       473      51500 SH       DEFINED 2      51500         0         0
TAIWAN SEMICONDUCTOR MANUFACTURING SPONSORED ADR   874039100     31253    3404424 SH       DEFINED 9    3387435      4000     12989
TAIWAN SEMICONDUCTOR MANUFACTURING SPONSORED ADR   874039100        22       2367 SH       DEFINED         2367         0         0
TAIWAN SEMICONDUCTOR MANUFACTURING SPONSORED ADR   874039100       288      31384 SH       DEFINED M      31384         0         0
TALISMAN ENERGY INC                COMMON SHS      87425E103     30533    1567427 SH       DEFINED 8    1567427         0         0
TALISMAN ENERGY INC                COMMON SHS      87425E103      4764     272550 SH       DEFINED A     272550         0         0
TANDY BRANDS ACCESSORIES INC       COMMON SHS      875378101      5594     540000 SH       DEFINED 4     540000         0         0
TANGER FACTORY OUTLET CENTERS INC  COMMON SHS      875465106        92       2840 SH       DEFINED 6       2840         0         0
TANGER FACTORY OUTLET CENTERS INC  COMMON SHS      875465106       136       4200 SH       DEFINED 9       4200         0         0
TANGER FACTORY OUTLET CENTERS INC  COMMON SHS      875465106     14508     448200 SH       DEFINED A     448200         0         0
TARGET CORP                        COMMON SHS      87612E106       389       7950 SH       DEFINED 1       7950         0         0
TARGET CORP                        COMMON SHS      87612E106     25380     519341 SH       DEFINED 2     312670         0    206671
TARGET CORP                        COMMON SHS      87612E106      1696      34700 SH       DEFINED 4      34700         0         0
TARGET CORP                        COMMON SHS      87612E106      4377      89571 SH       DEFINED 6      89571         0         0
TARGET CORP                        COMMON SHS      87612E106      1466      29995 SH       DEFINED 8      29995         0         0
TARGET CORP                        COMMON SHS      87612E106     15789     323080 SH       DEFINED 9     317213       300      5567
TARGET CORP                        COMMON SHS      87612E106     55549    1136669 SH       DEFINED A    1032869         0    103800
TARGET CORP                        COMMON SHS      87612E106       837      17119 SH       DEFINED C      17119         0         0
TARGET CORP                        COMMON SHS      87612E106     17801     364255 SH       DEFINED E     140139         0    224116
TARGET CORP                        COMMON SHS      87612E106       157       3210 SH       DEFINED         3210         0         0
TARGET CORP                        COMMON SHS      87612E106        17        350 SH       DEFINED L        350         0         0
TARO PHARMACEUTICAL INDUSTRIES LTD COMMON SHS      M8737E108     11946    1125956 SH       DEFINED 6    1125956         0         0
TARO PHARMACEUTICAL INDUSTRIES LTD COMMON SHS      M8737E108        48       4500 SH       DEFINED A       4500         0         0
TARO PHARMACEUTICAL INDUSTRIES LTD COMMON SHS      M8737E108     25558    2408902 SH       DEFINED C    2408902         0         0
TASER INTERNATIONAL INC            COMMON SHS      87651B104      4372     552748 SH       DEFINED A     552748         0         0
TATA MOTORS LTD                    SPONSORED ADR   876568502      1688      97828 SH       DEFINED 2      97828         0         0
TCF FINANCIAL CORP                 COMMON SHS      872275102       466      17600 SH       DEFINED 9      17600         0         0
TD AMERITRADE HOLDING CORP         COMMON SHS      87236Y108         6        415 SH       DEFINED 6        415         0         0
TD AMERITRADE HOLDING CORP         COMMON SHS      87236Y108        43       2909 SH       DEFINED 9       2909         0         0
TD AMERITRADE HOLDING CORP         COMMON SHS      87236Y108     13903     938780 SH       DEFINED A     938780         0         0
TDK CORP                           AMERN DEP SH    872351408       220       2900 SH       DEFINED 9       2900         0         0
TECHNIP SA                         SPONSORED ADR   878546209      3638      66000 SH       DEFINED A      66000         0         0
TECO ENERGY INC                    COMMON SHS      872375100     92798    6211390 SH       DEFINED 1    6211390         0         0
TECO ENERGY INC                    COMMON SHS      872375100       285      19100 SH       DEFINED 9      16500         0      2600
TECO ENERGY INC                    COMMON SHS      872375100    140361    9395000 SH       DEFINED A    9365000         0     30000
TECO ENERGY INC                    COMMON SHS      872375100       448      30000 SH       DEFINED D      30000         0         0
TECO ENERGY INC                    COMMON SHS      872375100      4194     280737 SH       DEFINED E       5120         0    275617
TECUMSEH PRODUCTS CO               COMMON SHS      878895101      5123     322799 SH       DEFINED 4     322799         0         0
TECUMSEH PRODUCTS CO               COMMON SHS      878895200     24672    1285000 SH       DEFINED 4    1285000         0         0
TEEKAY SHIPPING CORP               COMMON SHS      Y8564W103     76668    1832400 SH       DEFINED 4    1828800         0      3600
TEEKAY SHIPPING CORP               COMMON SHS      Y8564W103        28        681 SH       DEFINED 9        681         0         0
TEKTRONIX INC                      COMMON SHS      879131100     33997    1155563 SH       DEFINED 6    1155563         0         0
TEKTRONIX INC                      COMMON SHS      879131100       150       5098 SH       DEFINED 9       3098         0      2000
TEKTRONIX INC                      COMMON SHS      879131100    191144    6497070 SH       DEFINED A    6477970         0     19100
TEKTRONIX INC                      COMMON SHS      879131100      3298     112100 SH       DEFINED C     112100         0         0
TELE NORTE LESTE PARTICIPACOES SA  SPON ADR PFD    879246106    135954   10663091 SH       DEFINED 1   10292140         0    370951
TELE NORTE LESTE PARTICIPACOES SA  SPON ADR PFD    879246106    119437    9367600 SH       DEFINED 2    8978890         0    388710
TELE NORTE LESTE PARTICIPACOES SA  SPON ADR PFD    879246106        15       1192 SH       DEFINED 6       1192         0         0
TELE NORTE LESTE PARTICIPACOES SA  SPON ADR PFD    879246106     12924    1013620 SH       DEFINED 8     868930         0    144690
TELE NORTE LESTE PARTICIPACOES SA  SPON ADR PFD    879246106       116       9100 SH       DEFINED 9       9100         0         0
TELE NORTE LESTE PARTICIPACOES SA  SPON ADR PFD    879246106     14632    1147600 SH       DEFINED E    1114800         0     32800
TELE NORTE LESTE PARTICIPACOES SA  SPON ADR PFD    879246106       373      29290 SH       DEFINED        29290         0         0
TELE NORTE LESTE PARTICIPACOES SA  SPON ADR PFD    879246106      1388     108890 SH       DEFINED L     108890         0         0
TELE NORTE LESTE PARTICIPACOES SA  SPON ADR PFD    879246106       564      44210 SH       DEFINED M      44210         0         0
TELEDYNE TECHNOLOGIES INC          COMMON SHS      879360105      6895     210480 SH       DEFINED 9     210480         0         0
TELEFLEX INC                       COMMON SHS      879369106    106173    1965441 SH       DEFINED 4    1963241         0      2200
TELEFLEX INC                       COMMON SHS      879369106        80       1475 SH       DEFINED 6       1475         0         0
TELEFLEX INC                       COMMON SHS      879369106     27010     500000 SH       DEFINED 7     500000         0         0
TELEFLEX INC                       COMMON SHS      879369106       162       3000 SH       DEFINED 9       3000         0         0
TELEFONICA MOVILES SA              SPONSORED ADR   87938V105       259      18500 SH       DEFINED 9      18500         0         0
TELEFONICA SA                      SPONSORED ADR   879382208      1673      33644 SH       DEFINED 1      33365         0       279
TELEFONICA SA                      SPONSORED ADR   879382208    209882    4219589 SH       DEFINED 2    3868927         0    350662
TELEFONICA SA                      SPONSORED ADR   879382208     23087     464161 SH       DEFINED 6     464161         0         0
TELEFONICA SA                      SPONSORED ADR   879382208     97301    1956196 SH       DEFINED 8    1668983         0    287213
TELEFONICA SA                      SPONSORED ADR   879382208      4506      90591 SH       DEFINED 9      90291         0       300
TELEFONICA SA                      SPONSORED ADR   879382208        30        612 SH       DEFINED D        612         0         0
TELEFONICA SA                      SPONSORED ADR   879382208      3517      70714 SH       DEFINED E      70714         0         0
TELEFONICA SA                      SPONSORED ADR   879382208       249       5000 SH       DEFINED M       5000         0         0
TELEFONOS DE MEXICO SA (TELMEX)    SPON ADR ORD L  879403780    450100   21608250 SH       DEFINED 1   21187272         0    420978
TELEFONOS DE MEXICO SA (TELMEX)    SPON ADR ORD L  879403780    265724   12756782 SH       DEFINED 2   11815557         0    941225
TELEFONOS DE MEXICO SA (TELMEX)    SPON ADR ORD L  879403780     14886     714628 SH       DEFINED 6     714628         0         0
TELEFONOS DE MEXICO SA (TELMEX)    SPON ADR ORD L  879403780     83629    4014838 SH       DEFINED 8    3813548         0    201290
TELEFONOS DE MEXICO SA (TELMEX)    SPON ADR ORD L  879403780      1479      71004 SH       DEFINED 9      66004         0      5000
TELEFONOS DE MEXICO SA (TELMEX)    SPON ADR ORD L  879403780        11        533 SH       DEFINED A        533         0         0
TELEFONOS DE MEXICO SA (TELMEX)    SPON ADR ORD L  879403780    112946    5422276 SH       DEFINED C    5346346         0     75930
TELEFONOS DE MEXICO SA (TELMEX)    SPON ADR ORD L  879403780      3502     168100 SH       DEFINED D     168100         0         0
TELEFONOS DE MEXICO SA (TELMEX)    SPON ADR ORD L  879403780     11643     558933 SH       DEFINED E     389092         0    169841
TELEFONOS DE MEXICO SA (TELMEX)    SPON ADR ORD L  879403780       697      33474 SH       DEFINED        33474         0         0
TELENOR ASA                        SPON ADR ORD L  87944W105        32        866 SH       DEFINED 2        866         0         0
TELENOR ASA                        SPON ADR ORD L  87944W105     26588     728647 SH       DEFINED 6     728647         0         0
TELENOR ASA                        SPON ADR ORD L  87944W105      2611      71545 SH       DEFINED 9      71045         0       500
TELEPHONE & DATA SYSTEMS INC       COMMON SHS      879433100       298       7200 SH       DEFINED 9       7200         0         0
TELEPHONE & DATA SYSTEMS INC       COMMON SHS      879433860       202       5200 SH       DEFINED 9       5200         0         0
TELETECH HOLDINGS INC              COMMON SHS      879939106      6270     495300 SH       DEFINED 9     495300         0         0
TELIK INC                          COMMON SHS      87959M109     51209    3103590 SH       DEFINED A    3075990         0     27600
TELIK INC                          COMMON SHS      87959M109       690      41800 SH       DEFINED C      41800         0         0
TELUS CORP                         COMMON SHS      87971M202    205770    4567601 SH       DEFINED 8    4567601         0         0
TELUS CORP                         COMMON SHS      87971M202      8415     208400 SH       DEFINED A     208400         0         0
TEMPLE INLAND INC                  COMMON SHS      879868107    428055    9984961 SH       DEFINED 5    9984961         0         0
TEMPLE INLAND INC                  COMMON SHS      879868107         9        200 SH       DEFINED 6        200         0         0
TEMPLE INLAND INC                  COMMON SHS      879868107      2255      52600 SH       DEFINED 8      52600         0         0
TEMPLE INLAND INC                  COMMON SHS      879868107      5402     126002 SH       DEFINED 9     125790         0       212
TEMPLE INLAND INC                  COMMON SHS      879868107       257       6000 SH       DEFINED M       6000         0         0
TEMPLETON DRAGON FUND INC          COMMON SHS      88018T101       226      10935 SH       SOLE           10935         0         0
TEMPLETON DRAGON FUND INC          COMMON SHS      88018T101        17        800 SH       DEFINED 9        800         0         0
TEMPLETON EMERGING MARKETS FUND    COMMON SHS      880191101      1144      62908 SH       DEFINED 9      62908         0         0
TEMPLETON EMERGING MARKETS INCOME  COMMON SHS      880192109       171      14279 SH       SOLE           14279         0         0
TEMPLETON EMERGING MARKETS INCOME  COMMON SHS      880192109        34       2800 SH       DEFINED 9       2800         0         0
TEMPLETON GLOBAL INCOME FUND       COMMON SHS      880198106       278      32380 SH       DEFINED 9      32380         0         0
TEMPLETON RUSSIA & EAST EUROPEAN   COMMON SHS      88022F105       768      11042 SH       SOLE           11042         0         0
TEMPUR PEDIC INTL INC              COMMON SHS      88023U101       204      15100 SH       DEFINED 9      12100      3000         0
TENET HEALTHCARE CORP              COMMON SHS      88033G100    503294   72105156 SH       DEFINED 1   71655156         0    450000
TENET HEALTHCARE CORP              COMMON SHS      88033G100     25748    3688870 SH       DEFINED 2    2860700         0    828170
TENET HEALTHCARE CORP              COMMON SHS      88033G100      3444     493474 SH       DEFINED 6     493474         0         0
TENET HEALTHCARE CORP              COMMON SHS      88033G100     16440    2355290 SH       DEFINED 8    2355290         0         0
TENET HEALTHCARE CORP              COMMON SHS      88033G100       463      66300 SH       DEFINED 9      49300         0     17000
TENET HEALTHCARE CORP              COMMON SHS      88033G100      1214     173970 SH       DEFINED A     173970         0         0
TENET HEALTHCARE CORP              COMMON SHS      88033G100      1809     259102 SH       DEFINED C     259102         0         0
TENET HEALTHCARE CORP              COMMON SHS      88033G100      2909     416729 SH       DEFINED D     416729         0         0
TENET HEALTHCARE CORP              COMMON SHS      88033G100     28231    4044600 SH       DEFINED E    2500523         0   1544077
TENET HEALTHCARE CORP              COMMON SHS      88033G100       108      15440 SH       DEFINED        15440         0         0
TENET HEALTHCARE CORP              COMMON SHS      88033G100      1395     199859 SH       DEFINED L     199859         0         0
TENET HEALTHCARE CORP              COMMON SHS      88033G100       559      80039 SH       DEFINED M      80039         0         0
TENNECO INC                        COMMON SHS      880349105     57723    2220110 SH       DEFINED A    2205510         0     14600
TENNECO INC                        COMMON SHS      880349105       996      38300 SH       DEFINED C      38300         0         0
TEPPCO PARTNERS L.P.               UT LTD PARTNER  872384102       582      16500 SH       DEFINED 9      14900         0      1600
TERADYNE INC                       COMMON SHS      880770102       152      10900 SH       DEFINED 9      10900         0         0
TEREX CORP                         COMMON SHS      880779103       597       6049 SH       DEFINED 6       6049         0         0
TEREX CORP                         COMMON SHS      880779103         6         65 SH       DEFINED 9         65         0         0
TEREX CORP                         COMMON SHS      880779103    127235    1289105 SH       DEFINED A    1289105         0         0
TEREX CORP                         COMMON SHS      880779103      2922      29600 SH       DEFINED C      29600         0         0
TERNIUM SA                         SPON ADR        880890108     26435    1093700 SH       DEFINED C    1005700         0     88000
TEVA PHARMACEUTICAL INDUSTRIES LTD ADR             881624209      1422      45000 SH       DEFINED 2      45000         0         0
TEVA PHARMACEUTICAL INDUSTRIES LTD ADR             881624209     75885    2402169 SH       DEFINED 9    2393439      1600      7130
TEVA PHARMACEUTICAL INDUSTRIES LTD ADR             881624209     10677     338000 SH       DEFINED A     338000         0         0
TEVA PHARMACEUTICAL INDUSTRIES LTD ADR             881624209       422      13370 SH       DEFINED C      13370         0         0
TEVA PHARMACEUTICAL INDUSTRIES LTD ADR             881624209       951      30100 SH       DEFINED        30100         0         0
TEVA PHARMACEUTICAL INDUSTRIES LTD ADR             881624209       790      25000 SH       DEFINED M      25000         0         0
TEXAS CAPITAL BANCSHARES INC       COMMON SHS      88224Q107      6571     282000 SH       DEFINED 5     282000         0         0
TEXAS INDUSTRIES INC               COMMON SHS      882491103     42480     800000 SH       DEFINED 4     800000         0         0
TEXAS INDUSTRIES INC               COMMON SHS      882491103         1         12 SH       DEFINED 9         12         0         0
TEXAS INDUSTRIES INC               COMMON SHS      882491103        10        184 SH       DEFINED A        184         0         0
TEXAS INSTRUMENTS INC              COMMON SHS      882508104         8        270 SH       DEFINED 6        270         0         0
TEXAS INSTRUMENTS INC              COMMON SHS      882508104     15599     515000 SH       DEFINED 7     515000         0         0
TEXAS INSTRUMENTS INC              COMMON SHS      882508104     30074     992867 SH       DEFINED 9     977495         0     15372
TEXAS INSTRUMENTS INC              COMMON SHS      882508104         5        149 SH       DEFINED A        149         0         0
TEXAS INSTRUMENTS INC              COMMON SHS      882508104       303      10000 SH       DEFINED M      10000         0         0
TEXTRON INC                        COMMON SHS      883203101     48395     525000 SH       DEFINED 7     525000         0         0
TEXTRON INC                        COMMON SHS      883203101       650       7051 SH       DEFINED 9       7051         0         0
TEXTRON INC                        COMMON SHS      883203101         7         72 SH       DEFINED A         72         0         0
THE HERSHEY CO                     COMMON SHS      427866108     28438     516400 SH       DEFINED 7     516400         0         0
THE HERSHEY CO                     COMMON SHS      427866108      2639      47926 SH       DEFINED 9      47176         0       750
THERAVANCE INC                     COMMON SHS      88338T104       686      30000 SH       DEFINED 6      30000         0         0
THERAVANCE INC                     COMMON SHS      88338T104      4933     215600 SH       DEFINED A     215600         0         0
THERMO ELECTRON CORP               COMMON SHS      883556102       461      12724 SH       DEFINED 9       8724         0      4000
THERMO ELECTRON CORP               COMMON SHS      883556102     52721    1454760 SH       DEFINED A    1449060         0      5700
THOMAS & BETTS CORP                COMMON SHS      884315102        12        230 SH       DEFINED 6        230         0         0
THOMAS & BETTS CORP                COMMON SHS      884315102     25650     500000 SH       DEFINED 7     500000         0         0
THOMAS WEISEL PARTNERS GROUP       COMMON SHS      884481102      4315     227000 SH       DEFINED 9     227000         0         0
THOMSON CORP                       COMMON SHS      884903105     48491    1127446 SH       DEFINED 8    1127446         0         0
THOMSON CORP                       COMMON SHS      884903105        82       2124 SH       DEFINED 9       2124         0         0
THOR INDUSTRIES INC                COMMON SHS      885160101     53809    1110600 SH       DEFINED 4    1106000         0      4600
THQ INC                            COMMON SHS      872443403       286      13250 SH       DEFINED 9      13250         0         0
THQ INC                            COMMON SHS      872443403     12581     582450 SH       DEFINED A     566950         0     15500
TIBCO SOFTWARE INC                 COMMON SHS      88632Q103      2996     425000 SH       DEFINED 9     425000         0         0
TIDEWATER INC                      COMMON SHS      886423102     12315     250300 SH       DEFINED 4     248800         0      1500
TIDEWATER INC                      COMMON SHS      886423102        10        200 SH       DEFINED 9        200         0         0
TIDEWATER INC                      COMMON SHS      886423102        42        850 SH       DEFINED A        850         0         0
TIFFANY & CO                       COMMON SHS      886547108      2649      80222 SH       DEFINED 9      79422       800         0
TIM HORTONS INC                    COMMON SHS      88706M103      5745     200331 SH       DEFINED 8     200331         0         0
TIMBERLAND COMPANY                 COMMON SHS      887100105     14378     550900 SH       DEFINED 4     548100         0      2800
TIMBERLAND COMPANY                 COMMON SHS      887100105        19        740 SH       DEFINED 9        740         0         0
TIMBERLAND COMPANY                 COMMON SHS      887100105         1         47 SH       DEFINED A         47         0         0
TIME WARNER INC                    COMMON SHS      887317105    461512   26676982 SH       DEFINED 1   26446982         0    230000
TIME WARNER INC                    COMMON SHS      887317105     28141    1626660 SH       DEFINED 2    1146120         0    480540
TIME WARNER INC                    COMMON SHS      887317105     25197    1456500 SH       DEFINED 3    1456500         0         0
TIME WARNER INC                    COMMON SHS      887317105    585100   33820785 SH       DEFINED 5   33820785         0         0
TIME WARNER INC                    COMMON SHS      887317105     23355    1350000 SH       DEFINED 7    1350000         0         0
TIME WARNER INC                    COMMON SHS      887317105      1393      80535 SH       DEFINED 8      80535         0         0
TIME WARNER INC                    COMMON SHS      887317105     10938     632276 SH       DEFINED 9     617016         0     15260
TIME WARNER INC                    COMMON SHS      887317105         2        128 SH       DEFINED A        128         0         0
TIME WARNER INC                    COMMON SHS      887317105      1658      95840 SH       DEFINED C      95840         0         0
TIME WARNER INC                    COMMON SHS      887317105     38138    2204500 SH       DEFINED E     786500         0   1418000
TIME WARNER INC                    COMMON SHS      887317105       110       6360 SH       DEFINED         6360         0         0
TIMKEN CO                          COMMON SHS      887389104     45017    1343400 SH       DEFINED 4    1342600         0       800
TITAN PHARMACEUTICALS INC          COMMON SHS      888314101      1048     489700 SH       DEFINED A     489700         0         0
TJX COMPANIES INC                  COMMON SHS      872540109       156       6825 SH       DEFINED 8       6825         0         0
TJX COMPANIES INC                  COMMON SHS      872540109       803      35130 SH       DEFINED 9      35130         0         0
TNT NV                             SPONSORED ADR   87260W101      1461      40800 SH       DEFINED 8      40800         0         0
TOLL BROTHERS INC                  COMMON SHS      889478103      2103      82244 SH       DEFINED 9      79245         0      2999
TOLL BROTHERS INC                  COMMON SHS      889478103     24767     968604 SH       DEFINED A     968604         0         0
TOOTSIE ROLL INDUSTRIES INC        COMMON SHS      890516107       675      23161 SH       DEFINED 7      23161         0         0
TOOTSIE ROLL INDUSTRIES INC        COMMON SHS      890516107       583      20000 SH       DEFINED 9      20000         0         0
TORCHMARK CORP                     COMMON SHS      891027104    395959    6521064 SH       DEFINED 1    6436064         0     85000
TORCHMARK CORP                     COMMON SHS      891027104     13436     221280 SH       DEFINED 2     221280         0         0
TORCHMARK CORP                     COMMON SHS      891027104      1609      26502 SH       DEFINED 6      26502         0         0
TORCHMARK CORP                     COMMON SHS      891027104      1137      18730 SH       DEFINED 8      18730         0         0
TORCHMARK CORP                     COMMON SHS      891027104       884      14561 SH       DEFINED 9      14561         0         0
TORCHMARK CORP                     COMMON SHS      891027104      3163      52090 SH       DEFINED A      52090         0         0
TORCHMARK CORP                     COMMON SHS      891027104       934      15380 SH       DEFINED C      15380         0         0
TORCHMARK CORP                     COMMON SHS      891027104      4815      79300 SH       DEFINED D      79300         0         0
TORCHMARK CORP                     COMMON SHS      891027104     50632     833853 SH       DEFINED E     530764         0    303089
TORCHMARK CORP                     COMMON SHS      891027104      3826      63010 SH       DEFINED L      63010         0         0
TORCHMARK CORP                     COMMON SHS      891027104      1505      24780 SH       DEFINED M      24780         0         0
TORONTO DOMINION BANK              COMMON SHS      891160509    160748    2836063 SH       DEFINED 8    2836063         0         0
TORONTO DOMINION BANK              COMMON SHS      891160509       467       9208 SH       DEFINED 9       8503         0       705
TOTAL SA                           SPONSORED ADR   89151E109     28608     436636 SH       DEFINED 5     436636         0         0
TOTAL SA                           SPONSORED ADR   89151E109      4979      75992 SH       DEFINED 8      75992         0         0
TOTAL SA                           SPONSORED ADR   89151E109      8422     128544 SH       DEFINED 9     126778         0      1766
TOTAL SA                           SPONSORED ADR   89151E109     10077     153798 SH       DEFINED A     153798         0         0
TOYOTA MOTOR CORP                  SP ADR REP2COM  892331307      1402      13400 SH       DEFINED 8      13400         0         0
TOYOTA MOTOR CORP                  SP ADR REP2COM  892331307      1202      11490 SH       DEFINED 9      10730         0       760
TRACTOR SUPPLY CO                  COMMON SHS      892356106        44        800 SH       DEFINED 9        800         0         0
TRACTOR SUPPLY CO                  COMMON SHS      892356106     17084     309100 SH       DEFINED A     301400         0      7700
TRADESTATION GROUP INC             COMMON SHS      89267P105       437      34497 SH       DEFINED 9      34497         0         0
TRAMMELL CROW CO                   COMMON SHS      89288R106      6978     198400 SH       DEFINED 9     198400         0         0
TRANSATLANTIC HOLDINGS INC         COMMON SHS      893521104      1019      18227 SH       DEFINED 9      18227         0         0
TRANSCANADA CORP                   COMMON SHS      89353D107     46811    1469743 SH       DEFINED 8    1469743         0         0
TRANSCANADA CORP                   COMMON SHS      89353D107       539      18800 SH       DEFINED 9      18800         0         0
TRANSGLOBE ENERGY CORP             COMMON SHS      893662106        60      11150 SH       DEFINED 8      11150         0         0
TRANSOCEAN INC                     COMMON SHS      G90078109         6         77 SH       DEFINED 6         77         0         0
TRANSOCEAN INC                     COMMON SHS      G90078109     28812     358710 SH       DEFINED 9     355983         0      2727
TRANSOCEAN INC                     COMMON SHS      G90078109      3614      45000 SH       DEFINED A      45000         0         0
TRAVELERS PROPERTY CASUALTY CORP   NT CV JR 2032   89420G307       208       8500 SH       DEFINED 9       8500         0         0
TRAVELERS PROPERTY CASUALTY CORP   NT CV JR 2032   89420G307      7356     300000 SH       DEFINED A     300000         0         0
TREDEGAR CORP                      COMMON SHS      894650100     17571    1110680 SH       DEFINED 2    1110680         0         0
TREDEGAR CORP                      COMMON SHS      894650100      7376     466214 SH       DEFINED E     349864         0    116350
TRIAD GUARANTY INC                 COMMON SHS      895925105      4419      90403 SH       DEFINED 6      90403         0         0
TRIBUNE CO                         COMMON SHS      896047107     29599     912700 SH       DEFINED 3     912700         0         0
TRIBUNE CO                         COMMON SHS      896047107      1379      42522 SH       DEFINED 9      29722         0     12800
TRIBUNE CO                         COMMON SHS      896047107      2205      68000 SH       DEFINED A          0         0     68000
TRIDENT MICROSYSTEMS INC           COMMON SHS      895919108      4282     225613 SH       DEFINED 9     225613         0         0
TRIDENT MICROSYSTEMS INC           COMMON SHS      895919108      6842     360481 SH       DEFINED A     350881         0      9600
TRIMBLE NAVIGATION LTD             COMMON SHS      896239100       572      12823 SH       DEFINED 6      12823         0         0
TRIMBLE NAVIGATION LTD             COMMON SHS      896239100       897      20100 SH       DEFINED 9      20100         0         0
TRIMBLE NAVIGATION LTD             COMMON SHS      896239100    148528    3327230 SH       DEFINED A    3311730         0     15500
TRIMBLE NAVIGATION LTD             COMMON SHS      896239100      2490      55790 SH       DEFINED C      55790         0         0
TRIMERIS INC                       COMMON SHS      896263100      1149     100000 SH       DEFINED 6     100000         0         0
TRIMERIS INC                       COMMON SHS      896263100     17381    1512735 SH       DEFINED A    1478035         0     34700
TRINITY INDUSTRIES INC             COMMON SHS      896522109     92112    2280000 SH       DEFINED 4    2280000         0         0
TRINITY INDUSTRIES INC             COMMON SHS      896522109       224       5547 SH       DEFINED 9       5547         0         0
TRIZEC PROPERTIES INC              COMMON SHS      89687P107      1710      59700 SH       DEFINED 9      59700         0         0
TRIZETTO GROUP INC                 COMMON SHS      896882107     12610     852600 SH       DEFINED A     830000         0     22600
TRIZETTO GROUP INC                 COMMON SHS      896882107      1026      69400 SH       DEFINED C      69400         0         0
TRUMP ENTERTAIMENT RESORTS INC     COMMON SHS      89816T103    103608    5141843 SH       DEFINED 5    5141843         0         0
TRUSTCO BANK CORP NY               COMMON SHS      898349105     11094    1006709 SH       DEFINED 4    1006709         0         0
TRUSTCO BANK CORP NY               COMMON SHS      898349105        67       6085 SH       DEFINED 6       6085         0         0
TRUSTREET PROPERTIES INC           COMMON SHS      898404108       356      27025 SH       DEFINED 9      27025         0         0
TRUSTREET PROPERTIES INC           COMMON SHS      898404108       663      50300 SH       DEFINED A      50300         0         0
TRUSTREET PROPERTIES INC           COMMON SHS      898404108       458      34700 SH       DEFINED D      34700         0         0
TRUSTREET PROPERTIES INC           COMMON SHS      898404108       277      21006 SH       DEFINED M      21006         0         0
TUESDAY MORNING CORP               COMMON SHS      899035505     27858    2118500 SH       DEFINED 4    2110000         0      8500
TUESDAY MORNING CORP               COMMON SHS      899035505      7969     606004 SH       DEFINED 6     606004         0         0
TUESDAY MORNING CORP               COMMON SHS      899035505       156      11850 SH       DEFINED 8      11850         0         0
TUESDAY MORNING CORP               COMMON SHS      899035505      1532     116470 SH       DEFINED A      23370         0     93100
TUMBLEWEED COMMUNICATIONS CORP     COMMON SHS      899690101      3972    1393800 SH       DEFINED 9    1393800         0         0
TURKCELL ILETISIM HIZMETLERI AS    SPON ADR NEW    900111204      1127      95003 SH       DEFINED 1      95003         0         0
TXU CORP                           COMMON SHS      873168108       322       5380 SH       DEFINED 8       5380         0         0
TXU CORP                           COMMON SHS      873168108      5791      96856 SH       DEFINED 9      96656       200         0
TXU CORP                           COMMON SHS      873168108     57385     959774 SH       DEFINED A     932774         0     27000
TXU CORP                           COMMON SHS      873168108       221       3700 SH       DEFINED E          0         0      3700
TXU CORP                           COMMON SHS      873168108        10        160 SH       DEFINED L        160         0         0
TYCO INTERNATIONAL LTD             COMMON SHS      902124106   1061902   38614620 SH       DEFINED 1   38299620         0    315000
TYCO INTERNATIONAL LTD             COMMON SHS      902124106     37062    1347719 SH       DEFINED 2    1049710         0    298009
TYCO INTERNATIONAL LTD             COMMON SHS      902124106      1596      58020 SH       DEFINED 4      58020         0         0
TYCO INTERNATIONAL LTD             COMMON SHS      902124106    674246   24518050 SH       DEFINED 5   24518050         0         0
TYCO INTERNATIONAL LTD             COMMON SHS      902124106      5103     185551 SH       DEFINED 6     185551         0         0
TYCO INTERNATIONAL LTD             COMMON SHS      902124106     42626    1550052 SH       DEFINED 7    1550052         0         0
TYCO INTERNATIONAL LTD             COMMON SHS      902124106     22655     823826 SH       DEFINED 8     823826         0         0
TYCO INTERNATIONAL LTD             COMMON SHS      902124106      2315      84167 SH       DEFINED 9      78897         0      5270
TYCO INTERNATIONAL LTD             COMMON SHS      902124106     67151    2441858 SH       DEFINED A    2119958         0    321900
TYCO INTERNATIONAL LTD             COMMON SHS      902124106      2496      90760 SH       DEFINED C      90760         0         0
TYCO INTERNATIONAL LTD             COMMON SHS      902124106      7207     262080 SH       DEFINED D     262080         0         0
TYCO INTERNATIONAL LTD             COMMON SHS      902124106     82361    2994929 SH       DEFINED E    1556984         0   1437945
TYCO INTERNATIONAL LTD             COMMON SHS      902124106        92       3360 SH       DEFINED         3360         0         0
TYCO INTERNATIONAL LTD             COMMON SHS      902124106      3845     139816 SH       DEFINED L     139816         0         0
TYCO INTERNATIONAL LTD             COMMON SHS      902124106      1498      54475 SH       DEFINED M      54475         0         0
U-STORE-IT TRUST                   COMMON SHS      91274F104       153       8135 SH       DEFINED 6       8135         0         0
U-STORE-IT TRUST                   COMMON SHS      91274F104       473      25100 SH       DEFINED 9      25100         0         0
U-STORE-IT TRUST                   COMMON SHS      91274F104     46224    2450900 SH       DEFINED A    2450900         0         0
U-STORE-IT TRUST                   COMMON SHS      91274F104      1435      76100 SH       DEFINED D      76100         0         0
UBS AG                             COMMON SHS      H8920M855      2740      24975 SH       DEFINED 2      24975         0         0
UBS AG                             COMMON SHS      H8920M855     34147     311273 SH       DEFINED 6     311273         0         0
UBS AG                             COMMON SHS      H8920M855      2640      24068 SH       DEFINED 9      24068         0         0
UCBH HOLDINGS INC                  COMMON SHS      90262T308     12023     726906 SH       DEFINED 6     726906         0         0
UCBH HOLDINGS INC                  COMMON SHS      90262T308     34949    2112971 SH       DEFINED A    2091871         0     21100
UCBH HOLDINGS INC                  COMMON SHS      90262T308      2074     125400 SH       DEFINED C     125400         0         0
ULTIMATE SOFTWARE GROUP INC        COMMON SHS      90385D107      4934     257540 SH       DEFINED A     257540         0         0
UMB FINANCIAL CORP                 COMMON SHS      902788108      6228     186800 SH       DEFINED 4     186800         0         0
UMB FINANCIAL CORP                 COMMON SHS      902788108       187       5594 SH       DEFINED 9       5594         0         0
UMB FINANCIAL CORP                 COMMON SHS      902788108      4771     143100 SH       DEFINED A     139100         0      4000
UNIBANCO UNIAO DE BANCOS BRASILEIR GDR REP PFD UT  90458E107      1672      25180 SH       DEFINED 2      25180         0         0
UNIBANCO UNIAO DE BANCOS BRASILEIR GDR REP PFD UT  90458E107    289168    4355600 SH       DEFINED C    4325400         0     30200
UNILEVER NV                        N Y SHS NEW     904784709       429      19020 SH       DEFINED 2      19020         0         0
UNILEVER NV                        N Y SHS NEW     904784709     32590    1445237 SH       DEFINED 6    1433005         0     12232
UNILEVER NV                        N Y SHS NEW     904784709      1416      62786 SH       DEFINED 8      62786         0         0
UNILEVER NV                        N Y SHS NEW     904784709      1375      60957 SH       DEFINED 9      53457         0      7500
UNILEVER NV                        N Y SHS NEW     904784709     19578     868200 SH       DEFINED A     868200         0         0
UNION PACIFIC CORP                 COMMON SHS      907818108     27888     300000 SH       DEFINED 7     300000         0         0
UNION PACIFIC CORP                 COMMON SHS      907818108     14644     157525 SH       DEFINED 9     147125       804      9596
UNITED AMERICA INDEMNITY LTD       COMMON SHS      90933T109      4526     217168 SH       DEFINED 4     217168         0         0
UNITED NATURAL FOODS INC           COMMON SHS      911163103     18614     563704 SH       DEFINED 9     558704       700      4300
UNITED PARCEL SERVICE INC          COMMON SHS      911312106      2231      27103 SH       DEFINED 6      24372         0      2731
UNITED PARCEL SERVICE INC          COMMON SHS      911312106      1135      13785 SH       DEFINED 8      13785         0         0
UNITED PARCEL SERVICE INC          COMMON SHS      911312106     58870     715051 SH       DEFINED 9     696625       400     18026
UNITED PARCEL SERVICE INC          COMMON SHS      911312106     29625     359827 SH       DEFINED A     359827         0         0
UNITED PARCEL SERVICE INC          COMMON SHS      911312106       123       1500 SH       DEFINED         1500         0         0
UNITED PARCEL SERVICE INC          COMMON SHS      911312106       906      11000 SH       DEFINED M      11000         0         0
UNITED STATES STEEL CORP           COMMON SHS      912909108    103841    1480900 SH       DEFINED 4    1479900         0      1000
UNITED STATES STEEL CORP           COMMON SHS      912909108     39669     565730 SH       DEFINED 5     565730         0         0
UNITED STATES STEEL CORP           COMMON SHS      912909108       638       9100 SH       DEFINED 9       9100         0         0
UNITED STATES STEEL CORP           COMMON SHS      912909108      2565      36580 SH       DEFINED A      36580         0         0
UNITED STATES STEEL CORP           COMMON SHS      912909108       547       7800 SH       DEFINED C       7800         0         0
UNITED SURGICAL PARTNERS INTERNATI COMMON SHS      913016309      5181     172289 SH       DEFINED 9     172289         0         0
UNITED SURGICAL PARTNERS INTERNATI COMMON SHS      913016309     21602     718400 SH       DEFINED A     701800         0     16600
UNITED TECHNOLOGIES CORP           COMMON SHS      913017109    215360    3395780 SH       DEFINED 4    3395780         0         0
UNITED TECHNOLOGIES CORP           COMMON SHS      913017109        91       1435 SH       DEFINED 6       1435         0         0
UNITED TECHNOLOGIES CORP           COMMON SHS      913017109     50736     800000 SH       DEFINED 7     800000         0         0
UNITED TECHNOLOGIES CORP           COMMON SHS      913017109      4211      66400 SH       DEFINED 8      66400         0         0
UNITED TECHNOLOGIES CORP           COMMON SHS      913017109     58723     925937 SH       DEFINED 9     906579      1500     17858
UNITED TECHNOLOGIES CORP           COMMON SHS      913017109     57973     914106 SH       DEFINED A     865306         0     48800
UNITED TECHNOLOGIES CORP           COMMON SHS      913017109       558       8800 SH       DEFINED E          0         0      8800
UNITED TECHNOLOGIES CORP           COMMON SHS      913017109        20        320 SH       DEFINED L        320         0         0
UNITED THERAPEUTICS CORP           COMMON SHS      91307C102      2455      42500 SH       DEFINED A      42500         0         0
UNITEDHEALTH GROUP INC             COMMON SHS      91324P102         2         43 SH       DEFINED 6         43         0         0
UNITEDHEALTH GROUP INC             COMMON SHS      91324P102       356       7960 SH       DEFINED 8       7960         0         0
UNITEDHEALTH GROUP INC             COMMON SHS      91324P102     20987     468665 SH       DEFINED 9     464645       500      3520
UNITEDHEALTH GROUP INC             COMMON SHS      91324P102     17521     391258 SH       DEFINED A     291068         0    100190
UNITEDHEALTH GROUP INC             COMMON SHS      91324P102       399       8900 SH       DEFINED E          0         0      8900
UNITEDHEALTH GROUP INC             COMMON SHS      91324P102        14        320 SH       DEFINED L        320         0         0
UNITRIN INC                        COMMON SHS      913275103       489      11220 SH       DEFINED 9      11220         0         0
UNIVERSAL COMPRESSION HOLDINGS INC COMMON SHS      913431102     53525     850000 SH       DEFINED 4     850000         0         0
UNIVERSAL CORP                     COMMON SHS      913456109     23285     625600 SH       DEFINED 4     625600         0         0
UNIVERSAL HEALTH SERVICES INC      COMMON SHS      913903100       201       4000 SH       DEFINED 9       4000         0         0
UNIVERSAL HEALTH SERVICES INC      COMMON SHS      913903100      8729     173674 SH       DEFINED A     173674         0         0
UNIVISION COMMUNICATIONS INC       COMMON SHS      914906102    133553    3986669 SH       DEFINED 5    3986669         0         0
UNIVISION COMMUNICATIONS INC       COMMON SHS      914906102       137       4100 SH       DEFINED 9       4100         0         0
UNIVISION COMMUNICATIONS INC       COMMON SHS      914906102     24872     742447 SH       DEFINED A     742447         0         0
UNUMPROVIDENT CORP                 COMMON SHS      91529Y106      1702      93900 SH       DEFINED 9      82900         0     11000
UPM-KYMMENE CORP                   SPONSORED ADR   915436109     11618     540636 SH       DEFINED 6     540636         0         0
URBAN OUTFITTERS INC               COMMON SHS      917047102       685      39150 SH       DEFINED 9      39150         0         0
URBAN OUTFITTERS INC               COMMON SHS      917047102      3717     212508 SH       DEFINED A     212508         0         0
URBAN OUTFITTERS INC               COMMON SHS      917047102        33       1910 SH       DEFINED C       1910         0         0
US BANCORP                         COMMON SHS      902973304      4712     152592 SH       DEFINED 1     152592         0         0
US BANCORP                         COMMON SHS      902973304    152378    4934524 SH       DEFINED 4    4934524         0         0
US BANCORP                         COMMON SHS      902973304    110864    3590150 SH       DEFINED 5    3590150         0         0
US BANCORP                         COMMON SHS      902973304      2933      94978 SH       DEFINED 6      83169         0     11809
US BANCORP                         COMMON SHS      902973304       372      12050 SH       DEFINED 8      12050         0         0
US BANCORP                         COMMON SHS      902973304      8710     282057 SH       DEFINED 9     278629         0      3428
US BANCORP                         COMMON SHS      902973304     28425     920500 SH       DEFINED A     920500         0         0
UST INC                            COMMON SHS      902911106       249       5506 SH       DEFINED 9       5506         0         0
V F CORP                           COMMON SHS      918204108     33960     500000 SH       DEFINED 7     500000         0         0
V F CORP                           COMMON SHS      918204108       795      11700 SH       DEFINED 9      11700         0         0
V F CORP                           COMMON SHS      918204108       457       6724 SH       DEFINED A       6724         0         0
VAIL RESORTS INC                   COMMON SHS      91879Q109     56578    1525000 SH       DEFINED 4    1525000         0         0
VAIL RESORTS INC                   COMMON SHS      91879Q109      8324     224364 SH       DEFINED 9     224364         0         0
VAIL RESORTS INC                   COMMON SHS      91879Q109         7        179 SH       DEFINED A        179         0         0
VALEANT PHARMACEUTICALS INTERNATIO COMMON SHS      91911X104    117998    6973863 SH       DEFINED 5    6973863         0         0
VALEANT PHARMACEUTICALS INTERNATIO COMMON SHS      91911X104      3477     205500 SH       DEFINED 8     205500         0         0
VALEANT PHARMACEUTICALS INTERNATIO COMMON SHS      91911X104       144       8530 SH       DEFINED D       8530         0         0
VALERO ENERGY CORP                 COMMON SHS      91913Y100        11        164 SH       DEFINED 6        164         0         0
VALERO ENERGY CORP                 COMMON SHS      91913Y100      1785      26841 SH       DEFINED 9      26841         0         0
VALERO ENERGY CORP                 COMMON SHS      91913Y100     10854     163172 SH       DEFINED A     163172         0         0
VALLEY NATIONAL BANCORP            COMMON SHS      919794107       364      14174 SH       DEFINED 9      14174         0         0
VALUECLICK INC                     COMMON SHS      92046N102     12576     819300 SH       DEFINED A     797500         0     21800
VANDA PHARMACEUTICALS INC          COMMON SHS      921659108       625      75000 SH       DEFINED 6      75000         0         0
VANDA PHARMACEUTICALS INC          COMMON SHS      921659108      8386    1006695 SH       DEFINED A     986395         0     20300
VARIAN INC                         COMMON SHS      922206107     23984     577777 SH       DEFINED 6     577777         0         0
VARIAN INC                         COMMON SHS      922206107     47669    1148372 SH       DEFINED A    1136672         0     11700
VARIAN INC                         COMMON SHS      922206107       535      12900 SH       DEFINED C      12900         0         0
VARIAN MEDICAL SYSTEMS INC         COMMON SHS      92220P105       290       6115 SH       DEFINED 6       6115         0         0
VARIAN MEDICAL SYSTEMS INC         COMMON SHS      92220P105       180       3800 SH       DEFINED 9       3800         0         0
VARIAN MEDICAL SYSTEMS INC         COMMON SHS      92220P105    176807    3734051 SH       DEFINED A    3734051         0         0
VARIAN MEDICAL SYSTEMS INC         COMMON SHS      92220P105      2476      52300 SH       DEFINED C      52300         0         0
VARIAN SEMICONDUCTOR EQUIPMENT ASS COMMON SHS      922207105      9619     294978 SH       DEFINED 6     294978         0         0
VARIAN SEMICONDUCTOR EQUIPMENT ASS COMMON SHS      922207105     49459    1516685 SH       DEFINED A    1485235         0     31450
VCA ANTECH INC                     COMMON SHS      918194101       642      20092 SH       DEFINED 6      20092         0         0
VCA ANTECH INC                     COMMON SHS      918194101       319      10000 SH       DEFINED 9      10000         0         0
VCA ANTECH INC                     COMMON SHS      918194101    178923    5603610 SH       DEFINED A    5589710         0     13900
VCA ANTECH INC                     COMMON SHS      918194101      2631      82400 SH       DEFINED C      82400         0         0
VECTREN CORP                       COMMON SHS      92240G101       272       9979 SH       DEFINED 9       9979         0         0
VECTREN CORP                       COMMON SHS      92240G101     21800     800000 SH       DEFINED A     800000         0         0
VENTAS INC                         COMMON SHS      92276F100    100814    2975630 SH       DEFINED 5    2975630         0         0
VENTAS INC                         COMMON SHS      92276F100       247       7300 SH       DEFINED 9       7300         0         0
VENTAS INC                         COMMON SHS      92276F100     51888    1531530 SH       DEFINED A    1531530         0         0
VENTAS INC                         COMMON SHS      92276F100       840      24800 SH       DEFINED D      24800         0         0
VERISIGN INC                       COMMON SHS      92343E102       201       8681 SH       DEFINED 6       8681         0         0
VERISIGN INC                       COMMON SHS      92343E102       126       5450 SH       DEFINED 9       5450         0         0
VERISIGN INC                       COMMON SHS      92343E102     57523    2482644 SH       DEFINED A    2482644         0         0
VERISIGN INC                       COMMON SHS      92343E102      1525      65800 SH       DEFINED C      65800         0         0
VERIZON COMMUNICATIONS             COMMON SHS      92343V104      1607      47997 SH       DEFINED 4      47997         0         0
VERIZON COMMUNICATIONS             COMMON SHS      92343V104    645084   19261982 SH       DEFINED 5   19261982         0         0
VERIZON COMMUNICATIONS             COMMON SHS      92343V104      2729      81499 SH       DEFINED 6      72244         0      9255
VERIZON COMMUNICATIONS             COMMON SHS      92343V104      1288      38455 SH       DEFINED 8      38455         0         0
VERIZON COMMUNICATIONS             COMMON SHS      92343V104     49072    1465271 SH       DEFINED 9    1434710         0     30561
VERIZON COMMUNICATIONS             COMMON SHS      92343V104    453752   13548878 SH       DEFINED A   13451078         0     97800
VERIZON COMMUNICATIONS             COMMON SHS      92343V104       445      13300 SH       DEFINED E          0         0     13300
VERIZON COMMUNICATIONS             COMMON SHS      92343V104        18        550 SH       DEFINED L        550         0         0
VERIZON COMMUNICATIONS             COMMON SHS      92343V104       268       8000 SH       DEFINED M       8000         0         0
VERTEX PHARMACEUTICALS INC         COMMON SHS      92532F100      1204      32800 SH       DEFINED 9      30100         0      2700
VERTEX PHARMACEUTICALS INC         COMMON SHS      92532F100      1255      34200 SH       DEFINED A      34200         0         0
VIACOM INC                         COMMON SHS      92553P102      3595     100000 SH       DEFINED 7     100000         0         0
VIACOM INC                         COMMON SHS      92553P102      1194      33222 SH       DEFINED 9      30935         0      2287
VIACOM INC                         COMMON SHS      92553P201    582647   16256888 SH       DEFINED 1   16136888         0    120000
VIACOM INC                         COMMON SHS      92553P201     28712     801130 SH       DEFINED 2     584310         0    216820
VIACOM INC                         COMMON SHS      92553P201    194023    5413588 SH       DEFINED 5    5413588         0         0
VIACOM INC                         COMMON SHS      92553P201      1792      50000 SH       DEFINED 7      50000         0         0
VIACOM INC                         COMMON SHS      92553P201      1513      42220 SH       DEFINED 8      42220         0         0
VIACOM INC                         COMMON SHS      92553P201      3137      87537 SH       DEFINED 9      80642         0      6895
VIACOM INC                         COMMON SHS      92553P201        17        486 SH       DEFINED A        486         0         0
VIACOM INC                         COMMON SHS      92553P201      2070      57770 SH       DEFINED C      57770         0         0
VIACOM INC                         COMMON SHS      92553P201     51660    1441400 SH       DEFINED E     830200         0    611200
VIACOM INC                         COMMON SHS      92553P201        98       2730 SH       DEFINED         2730         0         0
VIASAT INC                         COMMON SHS      92552V100     15895     618957 SH       DEFINED 6     618957         0         0
VIASAT INC                         COMMON SHS      92552V100     26962    1049903 SH       DEFINED A    1025503         0     24400
VICEROY EXPLORATION LTD            COMMON SHS      925621104       222      26400 SH       DEFINED 8      26400         0         0
VILLAGE SUPER MARKET INC           COMMON SHS      927107409      7529     115175 SH       DEFINED 4     115175         0         0
VIMPEL COMMUNICATIONS              SPONSORED ADR   68370R109      1046      22825 SH       DEFINED 9      22525         0       300
VIROPHARMA INC                     COMMON SHS      928241108      1293     150000 SH       DEFINED 6     150000         0         0
VIROPHARMA INC                     COMMON SHS      928241108        52       6000 SH       DEFINED 9       6000         0         0
VIROPHARMA INC                     COMMON SHS      928241108      7251     841236 SH       DEFINED A     832136         0      9100
VISICU INC                         COMMON SHS      92831L204      1620      91800 SH       DEFINED A      86900         0      4900
VIVUS INC                          COMMON SHS      928551100       385     100000 SH       DEFINED 6     100000         0         0
VODAFONE GROUP PLC                 SPONSORED ADR   92857W100     73404    3446180 SH       DEFINED 2    3446180         0         0
VODAFONE GROUP PLC                 SPONSORED ADR   92857W100     16337     767008 SH       DEFINED 6     766928         0        80
VODAFONE GROUP PLC                 SPONSORED ADR   92857W100       700      32849 SH       DEFINED 8      32849         0         0
VODAFONE GROUP PLC                 SPONSORED ADR   92857W100     15955     749045 SH       DEFINED 9     716298         0     32747
VODAFONE GROUP PLC                 SPONSORED ADR   92857W100       277      13000 SH       DEFINED M      13000         0         0
VOLCOM INC                         COMMON SHS      92864N101      4543     142000 SH       DEFINED 9     142000         0         0
VOLVO AB                           ADR B           928856400      1067      21773 SH       DEFINED 2      21773         0         0
VOLVO AB                           ADR B           928856400        98       2000 SH       DEFINED 9       2000         0         0
VORNADO REALTY TRUST               SH BEN INT      929042109       273       2794 SH       DEFINED 6       2794         0         0
VORNADO REALTY TRUST               SH BEN INT      929042109      1785      18300 SH       DEFINED 9      18300         0         0
VORNADO REALTY TRUST               SH BEN INT      929042109     61096     626300 SH       DEFINED A     626300         0         0
VOTORANTIM CELULOSE E PAPEL SA     SPONSORED ADR   92906P106     19827    1272600 SH       DEFINED 3    1272600         0         0
VOTORANTIM CELULOSE E PAPEL SA     AMER DEP RECPT  92906P106      2540     163000 SH       DEFINED C     163000         0         0
WABASH NATIONAL CORP               COMMON SHS      929566107     37850    2464200 SH       DEFINED 4    2452200         0     12000
WACHOVIA CORP                      COMMON SHS      929903102      8875     164100 SH       DEFINED 4     164100         0         0
WACHOVIA CORP                      COMMON SHS      929903102    196370    3631100 SH       DEFINED 5    3631100         0         0
WACHOVIA CORP                      COMMON SHS      929903102      4130      76360 SH       DEFINED 6      68402         0      7958
WACHOVIA CORP                      COMMON SHS      929903102      1342      24820 SH       DEFINED 8      24820         0         0
WACHOVIA CORP                      COMMON SHS      929903102     27525     508970 SH       DEFINED 9     499436         0      9534
WACHOVIA CORP                      COMMON SHS      929903102     42576     787275 SH       DEFINED A     734675         0     52600
WACHOVIA CORP                      COMMON SHS      929903102       281       5200 SH       DEFINED E          0         0      5200
WACHOVIA CORP                      COMMON SHS      929903102         9        170 SH       DEFINED L        170         0         0
WAL-MART STORES INC                COMMON SHS      931142103      3707      76960 SH       DEFINED 4      76960         0         0
WAL-MART STORES INC                COMMON SHS      931142103      1993      41371 SH       DEFINED 6      37028         0      4343
WAL-MART STORES INC                COMMON SHS      931142103      5328     110601 SH       DEFINED 8     110601         0         0
WAL-MART STORES INC                COMMON SHS      931142103     36545     758673 SH       DEFINED 9     755298         0      3375
WAL-MART STORES INC                COMMON SHS      931142103     70835    1470529 SH       DEFINED A    1382229         0     88300
WAL-MART STORES INC                COMMON SHS      931142103       501      10400 SH       DEFINED E          0         0     10400
WAL-MART STORES INC                COMMON SHS      931142103        22        450 SH       DEFINED L        450         0         0
WALGREEN CO                        COMMON SHS      931422109       251       5600 SH       DEFINED 8       5600         0         0
WALGREEN CO                        COMMON SHS      931422109     19075     425404 SH       DEFINED 9     409005         0     16399
WALGREEN CO                        COMMON SHS      931422109      6148     137099 SH       DEFINED A      89099         0     48000
WALGREEN CO                        COMMON SHS      931422109       224       5000 SH       DEFINED E          0         0      5000
WALGREEN CO                        COMMON SHS      931422109         9        190 SH       DEFINED L        190         0         0
WALT DISNEY CO                     COMMON SHS      254687106        35       1162 SH       DEFINED 6       1162         0         0
WALT DISNEY CO                     COMMON SHS      254687106     30000    1000000 SH       DEFINED 7    1000000         0         0
WALT DISNEY CO                     COMMON SHS      254687106       220       7322 SH       DEFINED 8       7322         0         0
WALT DISNEY CO                     COMMON SHS      254687106     56728    1890930 SH       DEFINED 9    1869757      1200     19973
WALT DISNEY CO                     COMMON SHS      254687106     69730    2324336 SH       DEFINED A    2234136         0     90200
WALT DISNEY CO                     COMMON SHS      254687106       288       9600 SH       DEFINED E          0         0      9600
WALT DISNEY CO                     COMMON SHS      254687106        13        420 SH       DEFINED L        420         0         0
WALT DISNEY CO                     COMMON SHS      254687106       450      15000 SH       DEFINED M      15000         0         0
WALT DISNEY CO                     NOTE 2.125% 4/1 254687AU0     17700   16000000 PRN      DEFINED A   16000000         0         0
WARNACO GROUP INC                  COMMON SHS      934390402     25456    1362744 SH       DEFINED 4    1357244         0      5500
WARNACO GROUP INC                  COMMON SHS      934390402       326      17440 SH       DEFINED 8      17440         0         0
WARNACO GROUP INC                  COMMON SHS      934390402      4937     264300 SH       DEFINED 9     264300         0         0
WARNACO GROUP INC                  COMMON SHS      934390402     13842     740988 SH       DEFINED A     506753         0    234235
WARNACO GROUP INC                  COMMON SHS      934390402       379      20300 SH       DEFINED E          0         0     20300
WARNACO GROUP INC                  COMMON SHS      934390402        15        820 SH       DEFINED L        820         0         0
WARRIOR ENERGY SVC CRP             COMMON SHS      936258102       112       4600 SH       DEFINED 9       4600         0         0
WARRIOR ENERGY SVC CRP             COMMON SHS      936258102       976      40100 SH       DEFINED A      40100         0         0
WASHINGTON MUTUAL INC              COMMON SHS      939322103    126661    2778870 SH       DEFINED 4    2778870         0         0
WASHINGTON MUTUAL INC              COMMON SHS      939322103    367373    8059958 SH       DEFINED 5    8059958         0         0
WASHINGTON MUTUAL INC              COMMON SHS      939322103      4432      97227 SH       DEFINED 6      87166         0     10061
WASHINGTON MUTUAL INC              COMMON SHS      939322103      2295      50359 SH       DEFINED 8      50359         0         0
WASHINGTON MUTUAL INC              COMMON SHS      939322103      9780     214558 SH       DEFINED 9     205989      2735      5834
WASHINGTON MUTUAL INC              COMMON SHS      939322103     27025     592921 SH       DEFINED A     592921         0         0
WASHINGTON POST CO                 COMMON SHS      939640108    383220     491301 SH       DEFINED 5     491301         0         0
WASHINGTON POST CO                 COMMON SHS      939640108      1610       2064 SH       DEFINED 9       2064         0         0
WASTE MANAGEMENT INC               COMMON SHS      94106L109      2227      62070 SH       DEFINED 6      55304         0      6766
WASTE MANAGEMENT INC               COMMON SHS      94106L109       678      18901 SH       DEFINED 8      18901         0         0
WASTE MANAGEMENT INC               COMMON SHS      94106L109       705      19660 SH       DEFINED 9      19660         0         0
WASTE MANAGEMENT INC               COMMON SHS      94106L109     20301     565800 SH       DEFINED A     565800         0         0
WATERS CORP                        COMMON SHS      941848103       501      11285 SH       DEFINED 6      11285         0         0
WATERS CORP                        COMMON SHS      941848103     22200     500000 SH       DEFINED 7     500000         0         0
WATERS CORP                        COMMON SHS      941848103       273       6140 SH       DEFINED 8       6140         0         0
WATERS CORP                        COMMON SHS      941848103      1130      25460 SH       DEFINED 9      25460         0         0
WATERS CORP                        COMMON SHS      941848103    149269    3361910 SH       DEFINED A    3282810         0     79100
WATERS CORP                        COMMON SHS      941848103      2957      66600 SH       DEFINED C      66600         0         0
WATERS CORP                        COMMON SHS      941848103       231       5200 SH       DEFINED E          0         0      5200
WATERS CORP                        COMMON SHS      941848103        12        280 SH       DEFINED L        280         0         0
WATSON PHARMACEUTICALS INC         COMMON SHS      942683103      8960     384870 SH       DEFINED 2     384870         0         0
WATSON PHARMACEUTICALS INC         COMMON SHS      942683103     37246    1599900 SH       DEFINED 4    1599900         0         0
WATSON PHARMACEUTICALS INC         COMMON SHS      942683103      8222     353200 SH       DEFINED 8     353200         0         0
WATSON PHARMACEUTICALS INC         COMMON SHS      942683103         2        100 SH       DEFINED 9        100         0         0
WATSON PHARMACEUTICALS INC         COMMON SHS      942683103       626      26870 SH       DEFINED C      26870         0         0
WATSON PHARMACEUTICALS INC         COMMON SHS      942683103     18105     777700 SH       DEFINED E      60100         0    717600
WATTS WATER TECHNOLOGIES INC       COMMON SHS      942749102     17936     534600 SH       DEFINED 4     532200         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      1069      21534 SH       DEFINED 2      21534         0         0
WEATHERFORD INTERNATIONAL LTD      COMMON SHS      G95089101     22939     462300 SH       DEFINED 3     462300         0         0
WEATHERFORD INTERNATIONAL LTD      COMMON SHS      G95089101         5        102 SH       DEFINED 8        102         0         0
WEATHERFORD INTERNATIONAL LTD      COMMON SHS      G95089101       382       7705 SH       DEFINED 9       7705         0         0
WEATHERFORD INTERNATIONAL LTD      COMMON SHS      G95089101      3843      77450 SH       DEFINED A      77450         0         0
WEBEX COMMUNICATIONS INC           COMMON SHS      94767L109       590      16600 SH       DEFINED 9      16600         0         0
WEBEX COMMUNICATIONS INC           COMMON SHS      94767L109      2559      72000 SH       DEFINED A      72000         0         0
WEBMD HEALTH CORP                  COMMON SHS      94770V102      4418      93400 SH       DEFINED A      92300         0      1100
WEBMETHODS INC                     COMMON SHS      94768C108     13023    1319440 SH       DEFINED 6    1319440         0         0
WEBMETHODS INC                     COMMON SHS      94768C108      6181     626200 SH       DEFINED 9     626200         0         0
WELLCARE HEALTH PLANS INC          COMMON SHS      94946T106      9797     199730 SH       DEFINED A     199730         0         0
WELLPOINT INC                      COMMON SHS      94973V107         2         21 SH       DEFINED 6         21         0         0
WELLPOINT INC                      COMMON SHS      94973V107       335       4600 SH       DEFINED 8       4600         0         0
WELLPOINT INC                      COMMON SHS      94973V107      2146      29495 SH       DEFINED 9      29495         0         0
WELLPOINT INC                      COMMON SHS      94973V107     31143     427970 SH       DEFINED A     357570         0     70400
WELLPOINT INC                      COMMON SHS      94973V107       451       6200 SH       DEFINED E          0         0      6200
WELLPOINT INC                      COMMON SHS      94973V107        15        200 SH       DEFINED L        200         0         0
WELLS FARGO & CO                   COMMON SHS      949746101      3062      45650 SH       DEFINED 4      45650         0         0
WELLS FARGO & CO                   COMMON SHS      949746101        55        815 SH       DEFINED 6        815         0         0
WELLS FARGO & CO                   COMMON SHS      949746101     11169     166501 SH       DEFINED 8     166501         0         0
WELLS FARGO & CO                   COMMON SHS      949746101     34399     512813 SH       DEFINED 9     492483      1300     19030
WELLS FARGO & CO                   COMMON SHS      949746101     72846    1085962 SH       DEFINED A    1025962         0     60000
WELLS FARGO & CO                   COMMON SHS      949746101        13        200 SH       DEFINED L        200         0         0
WENDYS INTERNATIONAL INC           COMMON SHS      950590109       443       7592 SH       DEFINED 9       7592         0         0
WESCO INTERNATIONAL INC            COMMON SHS      95082P105       296       4283 SH       DEFINED 6       4283         0         0
WESCO INTERNATIONAL INC            COMMON SHS      95082P105    123033    1783086 SH       DEFINED A    1783086         0         0
WESCO INTERNATIONAL INC            COMMON SHS      95082P105      1918      27800 SH       DEFINED C      27800         0         0
WEST MARINE INC                    COMMON SHS      954235107     26844    1991430 SH       DEFINED 2    1991430         0         0
WEST MARINE INC                    COMMON SHS      954235107     27701    2055000 SH       DEFINED 4    2045000         0     10000
WEST MARINE INC                    COMMON SHS      954235107       155      11500 SH       DEFINED 9      11500         0         0
WEST MARINE INC                    COMMON SHS      954235107       302      22380 SH       DEFINED D      22380         0         0
WEST MARINE INC                    COMMON SHS      954235107      3155     234070 SH       DEFINED E     234070         0         0
WEST PHARMACEUTICAL SERVICES INC   COMMON SHS      955306105    131445    3623073 SH       DEFINED 4    3619073         0      4000
WESTAR ENERGY INC                  COMMON SHS      95709T100     18945     900000 SH       DEFINED A     900000         0         0
WESTERN REFINING INC               COMMON SHS      959319104      5762     267000 SH       DEFINED 9     267000         0         0
WESTERN REFINING INC               COMMON SHS      959319104     20954     971000 SH       DEFINED A     950100         0     20900
WESTLAKE CHEMICAL CORP             COMMON SHS      960413102     55440    1860400 SH       DEFINED 4    1857400         0      3000
WESTLAKE CHEMICAL CORP             COMMON SHS      960413102        19        625 SH       DEFINED A        625         0         0
WESTWOOD ONE INC                   COMMON SHS      961815107     19732    2630970 SH       DEFINED 8    2630970         0         0
WEYERHAEUSER CO                    COMMON SHS      962166104   1116216   17931176 SH       DEFINED 5   17931176         0         0
WEYERHAEUSER CO                    COMMON SHS      962166104      3186      51173 SH       DEFINED 6      46776         0      4397
WEYERHAEUSER CO                    COMMON SHS      962166104      1096      17600 SH       DEFINED 8      17600         0         0
WEYERHAEUSER CO                    COMMON SHS      962166104      2166      34798 SH       DEFINED 9      34098         0       700
WHITE MOUNTAINS INSURANCE GROUP IN COMMON SHS      G9618E107     11264      23130 SH       DEFINED 3      23130         0         0
WHITE MOUNTAINS INSURANCE GROUP IN COMMON SHS      G9618E107    970573    1992963 SH       DEFINED 5    1992963         0         0
WHITE MOUNTAINS INSURANCE GROUP IN COMMON SHS      G9618E107       365        750 SH       DEFINED 9        750         0         0
WHITNEY HOLDING CORP               COMMON SHS      966612103       241       6806 SH       DEFINED 6       6806         0         0
WHITNEY HOLDING CORP               COMMON SHS      966612103       236       6664 SH       DEFINED 9       6664         0         0
WHITNEY HOLDING CORP               COMMON SHS      966612103     19144     541254 SH       DEFINED A     529254         0     12000
WHITNEY HOLDING CORP               COMMON SHS      966612103      1012      28600 SH       DEFINED C      28600         0         0
WHOLE FOODS MARKET INC             COMMON SHS      966837106       130       2005 SH       DEFINED 6       2005         0         0
WHOLE FOODS MARKET INC             COMMON SHS      966837106     14182     219403 SH       DEFINED 9     212603       100      6700
WHOLE FOODS MARKET INC             COMMON SHS      966837106     40803     631240 SH       DEFINED A     631240         0         0
WHOLE FOODS MARKET INC             COMMON SHS      966837106       814      12600 SH       DEFINED C      12600         0         0
WILD OATS MARKETS INC              COMMON SHS      96808B107       235      12000 SH       DEFINED 9      12000         0         0
WILLIAMS COS INC                   COMMON SHS      969457100         1         45 SH       DEFINED 6         45         0         0
WILLIAMS COS INC                   COMMON SHS      969457100       144       6150 SH       DEFINED 8       6150         0         0
WILLIAMS COS INC                   COMMON SHS      969457100      3326     142400 SH       DEFINED 9     140900       600       900
WILLIAMS COS INC                   COMMON SHS      969457100     41971    1796706 SH       DEFINED A    1723806         0     72900
WILLIAMS COS INC                   COMMON SHS      969457100       213       9100 SH       DEFINED E          0         0      9100
WILLIAMS COS INC                   COMMON SHS      969457100         7        280 SH       DEFINED L        280         0         0
WILLIAMS COS INC                   COMMON SHS      969457100       210       9000 SH       DEFINED M       9000         0         0
WILLIAMS-SONOMA INC                COMMON SHS      969904101       232       6800 SH       DEFINED 9       6800         0         0
WILLIAMS-SONOMA INC                COMMON SHS      969904101         2         54 SH       DEFINED A         54         0         0
WILLIS GROUP HOLDINGS LTD          COMMON SHS      G96655108    503108   15673140 SH       DEFINED 1   15533140         0    140000
WILLIS GROUP HOLDINGS LTD          COMMON SHS      G96655108     11694     364300 SH       DEFINED 2     364300         0         0
WILLIS GROUP HOLDINGS LTD          COMMON SHS      G96655108      2669      83150 SH       DEFINED 9      70850         0     12300
WILLIS GROUP HOLDINGS LTD          COMMON SHS      G96655108     26084     812601 SH       DEFINED E     688900         0    123701
WILMINGTON TRUST CORP              COMMON SHS      971807102        76       1800 SH       DEFINED 6       1800         0         0
WILMINGTON TRUST CORP              COMMON SHS      971807102       886      21010 SH       DEFINED 9      21010         0         0
WINDROSE MEDICAL PROPERTIES        COMMON SHS      973491103         0          5 SH       DEFINED 6          5         0         0
WINDROSE MEDICAL PROPERTIES        COMMON SHS      973491103       155      10600 SH       DEFINED 9      10600         0         0
WINDROSE MEDICAL PROPERTIES        COMMON SHS      973491103       518      35500 SH       DEFINED A      35500         0         0
WINDROSE MEDICAL PROPERTIES        COMMON SHS      973491103       682      46700 SH       DEFINED D      46700         0         0
WINNEBAGO INDUSTRIES INC           COMMON SHS      974637100     38204    1230800 SH       DEFINED 4    1224800         0      6000
WIPRO LTD                          SPON ADR 1 SH   97651M109      5185     404100 SH       DEFINED 9     403700       400         0
WISCONSIN ENERGY CORP              COMMON SHS      976657106       617      15300 SH       DEFINED 9      15300         0         0
WISCONSIN ENERGY CORP              COMMON SHS      976657106     40300    1000000 SH       DEFINED A    1000000         0         0
WITNESS SYSTEMS INC                COMMON SHS      977424100      5244     260000 SH       DEFINED 9     260000         0         0
WITNESS SYSTEMS INC                COMMON SHS      977424100     13478     668200 SH       DEFINED A     650300         0     17900
WM WRIGLEY JR CO                   COMMON SHS      982526105       555      12240 SH       DEFINED 9      12240         0         0
WM WRIGLEY JR CO                   COMMON SHS      982526105     15763     347503 SH       DEFINED A     347503         0         0
WOLVERINE WORLD WIDE INC           COMMON SHS      978097103     73704    3159184 SH       DEFINED A    3159184         0         0
WOLVERINE WORLD WIDE INC           COMMON SHS      978097103      1701      72900 SH       DEFINED C      72900         0         0
WPP GROUP PLC                      SPON ADR 0905   929309409      1394      23125 SH       DEFINED 8      23125         0         0
WPP GROUP PLC                      SPON ADR 0905   929309409        21        350 SH       DEFINED 9        350         0         0
WRIGHT MEDICAL GROUP INC           COMMON SHS      98235T107     21057    1006060 SH       DEFINED A    1006060         0         0
WRIGHT MEDICAL GROUP INC           COMMON SHS      98235T107       569      27200 SH       DEFINED C      27200         0         0
WYETH                              COMMON SHS      983024100     29417     662400 SH       DEFINED 3     662400         0         0
WYETH                              COMMON SHS      983024100      2588      58280 SH       DEFINED 4      58280         0         0
WYETH                              COMMON SHS      983024100     77364    1742030 SH       DEFINED 5    1742030         0         0
WYETH                              COMMON SHS      983024100       328       7384 SH       DEFINED 6       7384         0         0
WYETH                              COMMON SHS      983024100     26646     600000 SH       DEFINED 7     600000         0         0
WYETH                              COMMON SHS      983024100       232       5220 SH       DEFINED 8       5220         0         0
WYETH                              COMMON SHS      983024100     24040     541322 SH       DEFINED 9     513324       800     27198
WYETH                              COMMON SHS      983024100     32884     740465 SH       DEFINED A     679165         0     61300
WYETH                              COMMON SHS      983024100       266       6000 SH       DEFINED M       6000         0         0
X-RITE INC                         COMMON SHS      983857103      4981     453211 SH       DEFINED 6     453211         0         0
XANSER CORP                        COMMON SHS      98389J103     14140    2800000 SH       DEFINED 4    2800000         0         0
XCEL ENERGY INC                    COMMON SHS      98389B100     16840     878000 SH       DEFINED 4     878000         0         0
XCEL ENERGY INC                    COMMON SHS      98389B100         7        351 SH       DEFINED 6          0         0       351
XCEL ENERGY INC                    COMMON SHS      98389B100       287      14955 SH       DEFINED 9      14955         0         0
XCEL ENERGY INC                    COMMON SHS      98389B100    131233    6842200 SH       DEFINED A    6842200         0         0
XENOPORT INC                       COMMON SHS      98411C100      1811     100000 SH       DEFINED A     100000         0         0
XEROX CORP                         COMMON SHS      984121103         5        371 SH       DEFINED 6        371         0         0
XEROX CORP                         COMMON SHS      984121103       578      41563 SH       DEFINED 9      39731         0      1832
XILINX INC                         COMMON SHS      983919101       178       7840 SH       DEFINED 8       7840         0         0
XILINX INC                         COMMON SHS      983919101       301      13291 SH       DEFINED 9      13291         0         0
XILINX INC                         COMMON SHS      983919101      3515     155199 SH       DEFINED A     155199         0         0
XL CAPITAL LTD                     COMMON SHS      G98255105    676579   11037178 SH       DEFINED 1   10875029         0    162149
XL CAPITAL LTD                     COMMON SHS      G98255105    180174    2939218 SH       DEFINED 2    2713261         0    225957
XL CAPITAL LTD                     COMMON SHS      G98255105     19710     321539 SH       DEFINED 6     321539         0         0
XL CAPITAL LTD                     COMMON SHS      G98255105     41530     677480 SH       DEFINED 8     677480         0         0
XL CAPITAL LTD                     COMMON SHS      G98255105       684      11163 SH       DEFINED 9      11163         0         0
XL CAPITAL LTD                     COMMON SHS      G98255105      3595      58649 SH       DEFINED A      58649         0         0
XL CAPITAL LTD                     COMMON SHS      G98255105      2048      33408 SH       DEFINED C      33408         0         0
XL CAPITAL LTD                     COMMON SHS      G98255105      4577      74671 SH       DEFINED D      74671         0         0
XL CAPITAL LTD                     COMMON SHS      G98255105     39868     650372 SH       DEFINED E     346828         0    303544
XL CAPITAL LTD                     COMMON SHS      G98255105       514       8389 SH       DEFINED         8389         0         0
XL CAPITAL LTD                     COMMON SHS      G98255105         7        120 SH       DEFINED L        120         0         0
XL CAPITAL LTD                     COMMON SHS      G98255105       644      10501 SH       DEFINED M      10501         0         0
XM SATELLITE RADIO HOLDINGS INC    COMMON SHS      983759101       701      47880 SH       DEFINED 1      47880         0         0
XM SATELLITE RADIO HOLDINGS INC    COMMON SHS      983759101       528      36037 SH       DEFINED 6      36037         0         0
XM SATELLITE RADIO HOLDINGS INC    COMMON SHS      983759101      5510     376143 SH       DEFINED 9     376143         0         0
XM SATELLITE RADIO HOLDINGS INC    COMMON SHS      983759101    130107    8881050 SH       DEFINED A    8881050         0         0
XM SATELLITE RADIO HOLDINGS INC    COMMON SHS      983759101      2735     186700 SH       DEFINED C     186700         0         0
XTO ENERGY INC                     COMMON SHS      98385X106       136       3066 SH       DEFINED 9       3066         0         0
XTO ENERGY INC                     COMMON SHS      98385X106      3674      83000 SH       DEFINED A      83000         0         0
XYRATEX (BM) LTD                   COMMON SHS      G98268108      8686     328400 SH       DEFINED A     319400         0      9000
YAHOO INC                          COMMON SHS      984332106        33        995 SH       DEFINED 6        995         0         0
YAHOO INC                          COMMON SHS      984332106     52800    1600000 SH       DEFINED 7    1600000         0         0
YAHOO INC                          COMMON SHS      984332106     11240     340612 SH       DEFINED 9     339512       800       300
YAHOO INC                          COMMON SHS      984332106    100719    3052091 SH       DEFINED A    3012091         0     40000
YAHOO INC                          FRNT   4/0      984332AB2   1798500   11000000 PRN      DEFINED A   11000000         0         0
YAMANA GOLD INC                    COMMON SHS      98462Y100      6713     612477 SH       DEFINED 8     612477         0         0
YAMANA GOLD INC                    COMMON SHS      98462Y100     16779    1530940 SH       DEFINED A    1530940         0         0
YUM! BRANDS INC                    COMMON SHS      988498101      1409      28032 SH       DEFINED 9      27032         0      1000
ZALE CORP                          COMMON SHS      988858106     37361    1550900 SH       DEFINED 4    1549600         0      1300
ZILOG INC                          COMMON SHS      989524301       527     155790 SH       DEFINED A     155790         0         0
ZIMMER HOLDINGS INC                COMMON SHS      98956P102         2         39 SH       DEFINED 6         39         0         0
ZIMMER HOLDINGS INC                COMMON SHS      98956P102      3630      64000 SH       DEFINED 7      64000         0         0
ZIMMER HOLDINGS INC                COMMON SHS      98956P102       281       4960 SH       DEFINED 8       4960         0         0
ZIMMER HOLDINGS INC                COMMON SHS      98956P102     52437     924484 SH       DEFINED 9     915058      2000      7426
ZIMMER HOLDINGS INC                COMMON SHS      98956P102     19333     340842 SH       DEFINED A     280442         0     60400
ZIMMER HOLDINGS INC                COMMON SHS      98956P102       318       5600 SH       DEFINED E          0         0      5600
ZIMMER HOLDINGS INC                COMMON SHS      98956P102       170       3000 SH       DEFINED         3000         0         0
ZIMMER HOLDINGS INC                COMMON SHS      98956P102        11        190 SH       DEFINED L        190         0         0
ZIMMER HOLDINGS INC                COMMON SHS      98956P102       681      12000 SH       DEFINED M      12000         0         0
ZOLTEK COMPANIES INC               COMMON SHS      98975W104       418      14000 SH       DEFINED 9      14000         0         0
ZUMIEZ INC                         COMMON SHS      989817101     77528    2063560 SH       DEFINED A    2063560         0         0
ZUMIEZ INC                         COMMON SHS      989817101      3051      81200 SH       DEFINED C      81200         0         0
                                                                 ---------

         GRAND TOTAL                                             145500591