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

Form 13F

FORM 13F COVER PAGE

Report for the Calendar Year or Quarter Ended:  September 30, 2006

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

Institutional Investment Manager Filing this Report:

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

Form 13F File Number: 28-734

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

Person Signing this Report on Behalf of Reporting Manager:

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

Signature, Place, and Date of Signing:




/s/ BARBARA J. GREEN         San Mateo, California           November 13, 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:  4,426

Form 13F Information Table Value Total:  $ 156,055,461
                                            (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 09/30/2006
                                                                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                          COM             885535104       115      26000 SH       DEFINED 9      26000         0         0
3M CO                              COM             88579Y101     29396     395000 SH       DEFINED 3     395000         0         0
3M CO                              COM             88579Y101     10158     136500 SH       DEFINED 4     136500         0         0
3M CO                              COM             88579Y101      2266      30444 SH       DEFINED 6      26774         0      3670
3M CO                              COM             88579Y101     59536     800000 SH       DEFINED 7     800000         0         0
3M CO                              COM             88579Y101     24014     322687 SH       DEFINED 8     322687         0         0
3M CO                              COM             88579Y101     34050     457538 SH       DEFINED 9     438055         0     19483
3M CO                              COM             88579Y101    587609    7895845 SH       DEFINED A    7865845         0     30000
3M CO                              COM             88579Y101       290       3900 SH       DEFINED E          0         0      3900
3M CO                              COM             88579Y101        47        630 SH       DEFINED L        630         0         0
A.O. SMITH CORP                    COM             831865209     47415    1202500 SH       DEFINED 4    1199800         0      2700
A.O. SMITH CORP                    COM             831865209         5        116 SH       DEFINED A        116         0         0
ABBOTT LABORATORIES                COM             002824100    391875    8069914 SH       DEFINED 1    7949914         0    120000
ABBOTT LABORATORIES                COM             002824100     30435     626751 SH       DEFINED 2     387040         0    239711
ABBOTT LABORATORIES                COM             002824100     10737     221110 SH       DEFINED 4     221110         0         0
ABBOTT LABORATORIES                COM             002824100      2755      56743 SH       DEFINED 6      56743         0         0
ABBOTT LABORATORIES                COM             002824100     19424     400000 SH       DEFINED 7     400000         0         0
ABBOTT LABORATORIES                COM             002824100     22309     459415 SH       DEFINED 8     459415         0         0
ABBOTT LABORATORIES                COM             002824100     44908     924798 SH       DEFINED 9     899823         0     24975
ABBOTT LABORATORIES                COM             002824100      9329     192120 SH       DEFINED A     187620         0      4500
ABBOTT LABORATORIES                COM             002824100      2194      45183 SH       DEFINED C      45183         0         0
ABBOTT LABORATORIES                COM             002824100      2055      42313 SH       DEFINED D      42313         0         0
ABBOTT LABORATORIES                COM             002824100     18974     390728 SH       DEFINED E     165115         0    225613
ABBOTT LABORATORIES                COM             002824100       129       2650 SH       DEFINED         2650         0         0
ABBOTT LABORATORIES                COM             002824100        12        240 SH       DEFINED L        240         0         0
ABERCROMBIE & FITCH CO             COM             002896207       208       3000 SH       DEFINED 9       2400         0       600
ABERCROMBIE & FITCH CO             COM             002896207         4         55 SH       DEFINED A         55         0         0
ABITIBI-CONSOLIDATED INC           COM             003924107     26416    9536490 SH       DEFINED 1    9536490         0         0
ABITIBI-CONSOLIDATED INC           COM             003924107      5325    1922370 SH       DEFINED 2    1922370         0         0
ABITIBI-CONSOLIDATED INC           COM             003924107     23213    8380167 SH       DEFINED 8    8380167         0         0
ABM INDUSTRIES INC                 COM             000957100     65680    3501087 SH       DEFINED 4    3492087         0      9000
ABN AMRO HOLDING NV                SPONSORED ADR   000937102       443      15150 SH       DEFINED 9      15150         0         0
ABX AIR INC                        COM             00080S101     10257    1825000 SH       DEFINED 4    1825000         0         0
ABX AIR INC                        COM             00080S101        39       7000 SH       DEFINED 9       7000         0         0
ACCENTURE LTD                      COM             G1150G111    622374   19627057 SH       DEFINED 1   19481607         0    145450
ACCENTURE LTD                      COM             G1150G111      4221     133124 SH       DEFINED 2      67280         0     65844
ACCENTURE LTD                      COM             G1150G111      6722     211985 SH       DEFINED 9     209485         0      2500
ACCENTURE LTD                      COM             G1150G111        16        520 SH       DEFINED A        520         0         0
ACCENTURE LTD                      COM             G1150G111       858      27050 SH       DEFINED C      27050         0         0
ACCENTURE LTD                      COM             G1150G111     48515    1529954 SH       DEFINED E     651653         0    878301
ACCENTURE LTD                      COM             G1150G111      4556     143680 SH       DEFINED L      94330         0     49350
ACCENTURE LTD                      COM             G1150G111       978      30840 SH       DEFINED M      30840         0         0
ACE LTD                            ORD             G0070K103    899633   16437661 SH       DEFINED 1   16132128         0    305533
ACE LTD                            ORD             G0070K103    313181    5722285 SH       DEFINED 2    5316011         0    406274
ACE LTD                            ORD             G0070K103      1271      23231 SH       DEFINED 6      23231         0         0
ACE LTD                            ORD             G0070K103      1932      35300 SH       DEFINED 8      35300         0         0
ACE LTD                            ORD             G0070K103       759      13859 SH       DEFINED 9      13859         0         0
ACE LTD                            ORD             G0070K103      1850      33802 SH       DEFINED C      33802         0         0
ACE LTD                            ORD             G0070K103      7290     133192 SH       DEFINED D     133192         0         0
ACE LTD                            ORD             G0070K103     49630     906810 SH       DEFINED E     464024         0    442786
ACE LTD                            ORD             G0070K103       118       2160 SH       DEFINED         2160         0         0
ACE LTD                            ORD             G0070K103      1087      19870 SH       DEFINED L       3750         0     16120
ACE LTD                            ORD             G0070K103       142       2590 SH       DEFINED M       2590         0         0
ACM INCOME FUND INC                COM             000912105        97      11950 SH       DEFINED 9      11950         0         0
ACTEL CORP                         COM             004934105     20461    1315804 SH       DEFINED 6    1315804         0         0
ACTIVISION INC                     COM             004930202      1107      73289 SH       DEFINED 6      73289         0         0
ACTIVISION INC                     COM             004930202       326      21570 SH       DEFINED 8      21570         0         0
ACTIVISION INC                     COM             004930202     95257    6308382 SH       DEFINED A    6308382         0         0
ACTIVISION INC                     COM             004930202        63       4200 SH       DEFINED E          0         0      4200
ACTIVISION INC                     COM             004930202        10        660 SH       DEFINED L        660         0         0
ADAMS RESPIRATORY THERAPEUTICS INC COM             00635P107       995      27200 SH       DEFINED 4      27200         0         0
ADAMS RESPIRATORY THERAPEUTICS INC COM             00635P107     55283    1510870 SH       DEFINED A    1497770         0     13100
ADAMS RESPIRATORY THERAPEUTICS INC COM             00635P107       878      24000 SH       DEFINED C      24000         0         0
ADC TELECOMMUNICATIONS INC         COM             000886309       660      43994 SH       DEFINED 9      43994         0         0
ADOBE SYSTEMS INC                  COM             00724F101        54       1431 SH       DEFINED 6       1431         0         0
ADOBE SYSTEMS INC                  COM             00724F101       285       7600 SH       DEFINED 8       7600         0         0
ADOBE SYSTEMS INC                  COM             00724F101     21243     567246 SH       DEFINED 9     564648      1000      1598
ADOBE SYSTEMS INC                  COM             00724F101     86402    2307121 SH       DEFINED A    2307121         0         0
ADOBE SYSTEMS INC                  COM             00724F101        90       2400 SH       DEFINED E          0         0      2400
ADOBE SYSTEMS INC                  COM             00724F101        14        370 SH       DEFINED L        370         0         0
ADOBE SYSTEMS INC                  COM             00724F101       375      10000 SH       DEFINED M      10000         0         0
ADOLOR CORP                        COM             00724X102       347      25000 SH       DEFINED 6      25000         0         0
ADOLOR CORP                        COM             00724X102      3834     276400 SH       DEFINED A     272600         0      3800
ADVANCE AUTO PARTS                 COM             00751Y106     54622    1658236 SH       DEFINED A    1658236         0         0
ADVANCE AUTO PARTS                 COM             00751Y106      1224      37150 SH       DEFINED C      37150         0         0
ADVANCED LIFE SCIENCES HOLDINGS IN COM             00765H107      2555     857300 SH       DEFINED A     857300         0         0
ADVANCED MAGNETICS INC             COM             00753P103       512      15000 SH       DEFINED 6      15000         0         0
ADVANCED MAGNETICS INC             COM             00753P103      6012     176300 SH       DEFINED A     176300         0         0
ADVANCED MEDICAL OPTICS INC        COM             00763M108      3516      88888 SH       DEFINED 7      88888         0         0
AEGON NV                           NEW YORK SHARES 007924103       507      27023 SH       DEFINED 9      27023         0         0
AES CORP                           COM             00130H105      2869     140730 SH       DEFINED 9     110830         0     29900
AETNA INC                          COM             00817Y108    254612    6437715 SH       DEFINED 5    6437715         0         0
AETNA INC                          COM             00817Y108       439      11110 SH       DEFINED 9      11110         0         0
AETNA INC                          COM             00817Y108         3         68 SH       DEFINED A         68         0         0
AFFILIATED COMPUTER SERVICES INC   COM             008190100      4880      94103 SH       DEFINED 9      94103         0         0
AFFILIATED MANAGERS GROUP INC      COM             008252108      2720      27173 SH       DEFINED 6      27173         0         0
AFFILIATED MANAGERS GROUP INC      COM             008252108      2165      21624 SH       DEFINED 9      21624         0         0
AFFILIATED MANAGERS GROUP INC      COM             008252108    138626    1384739 SH       DEFINED A    1384739         0         0
AFFILIATED MANAGERS GROUP INC      COM             008252108      3314      33100 SH       DEFINED C      33100         0         0
AFFORDABLE RESIDENTIAL CMTYS       COM             008273104      5753     593700 SH       DEFINED A     593700         0         0
AFFYMETRIX INC                     NOTE 0.750%12/1 00826TAF5      9875   10000000 PRN      DEFINED A   10000000         0         0
AFLAC INC                          COM             001055102    142369    3111200 SH       DEFINED 4    3111200         0         0
AFLAC INC                          COM             001055102        47       1018 SH       DEFINED 6       1018         0         0
AFLAC INC                          COM             001055102      3424      74830 SH       DEFINED 8      74830         0         0
AFLAC INC                          COM             001055102     23088     504556 SH       DEFINED 9     502900         0      1656
AFLAC INC                          COM             001055102     52784    1153490 SH       DEFINED A    1153490         0         0
AFLAC INC                          COM             001055102       124       2700 SH       DEFINED E          0         0      2700
AFLAC INC                          COM             001055102        20        430 SH       DEFINED L        430         0         0
AGCO CORP                          COM             001084102     98847    3899290 SH       DEFINED 5    3899290         0         0
AGILE SOFTWARE CORP                COM             00846X105     11488    1759250 SH       DEFINED 2    1759250         0         0
AGILE SOFTWARE CORP                COM             00846X105     18670    2859100 SH       DEFINED 8    2859100         0         0
AGILE SOFTWARE CORP                COM             00846X105        95      14495 SH       DEFINED D      14495         0         0
AGILENT TECHNOLOGIES INC           COM             00846U101     13076     400000 SH       DEFINED 7     400000         0         0
AGILENT TECHNOLOGIES INC           COM             00846U101      3083      94295 SH       DEFINED 9      92595       500      1200
AGILENT TECHNOLOGIES INC           COM             00846U101     28396     868652 SH       DEFINED A     868652         0         0
AGL RESOURCES INC                  COM             001204106      1580      43292 SH       DEFINED 6      38057         0      5235
AGL RESOURCES INC                  COM             001204106        22        600 SH       DEFINED 9        600         0         0
AGL RESOURCES INC                  COM             001204106     77234    2116000 SH       DEFINED A    2076000         0     40000
AGNICO EAGLE MINES LTD             COM             008474108     40469    1300000 SH       DEFINED A    1300000         0         0
AIR FRANCE-KLM                     SPONSORED ADR   009119108     16676     550000 SH       DEFINED 7     550000         0         0
AIR FRANCE-KLM                     *W EXP 11/05/20 009119116      2030     500000 SH       DEFINED 7     500000         0         0
AIR PRODUCTS & CHEMICALS INC       COM             009158106      1394      21000 SH       DEFINED 4      21000         0         0
AIR PRODUCTS & CHEMICALS INC       COM             009158106     33185     500000 SH       DEFINED 7     500000         0         0
AIR PRODUCTS & CHEMICALS INC       COM             009158106        10        150 SH       DEFINED 8        150         0         0
AIR PRODUCTS & CHEMICALS INC       COM             009158106      8779     132275 SH       DEFINED 9     129275         0      3000
AIR PRODUCTS & CHEMICALS INC       COM             009158106       153       2300 SH       DEFINED A       2300         0         0
AIRGAS INC                         COM             009363102     29869     825800 SH       DEFINED 4     818800         0      7000
AKAMAI TECHNOLOGIES INC            COM             00971T101      1639      32777 SH       DEFINED 6      32777         0         0
AKAMAI TECHNOLOGIES INC            COM             00971T101       102       2050 SH       DEFINED 9       2050         0         0
AKAMAI TECHNOLOGIES INC            COM             00971T101    153675    3074120 SH       DEFINED A    3074120         0         0
AKAMAI TECHNOLOGIES INC            COM             00971T101      2405      48100 SH       DEFINED C      48100         0         0
AKZO NOBEL NV                      SPONSORED ADR   010199305      2736      44488 SH       DEFINED 2      44488         0         0
AKZO NOBEL NV                      SPONSORED ADR   010199305     21940     356798 SH       DEFINED 6     356798         0         0
AKZO NOBEL NV                      SPONSORED ADR   010199305        54        875 SH       DEFINED 9        875         0         0
ALAMO GROUP INC                    COM             011311107      2388     105000 SH       DEFINED 4     105000         0         0
ALASKA AIR GROUP INC               COM             011659109     51377    1350600 SH       DEFINED 4    1350600         0         0
ALASKA AIR GROUP INC               COM             011659109     19020     500000 SH       DEFINED 7     500000         0         0
ALBERTO-CULVER CO                  COM             013068101    151350    2991700 SH       DEFINED 4    2991700         0         0
ALBERTO-CULVER CO                  COM             013068101       121       2400 SH       DEFINED 6       2400         0         0
ALBERTO-CULVER CO                  COM             013068101       652      12882 SH       DEFINED 9      12882         0         0
ALCAN INC                          COM             013716105     32484     729163 SH       DEFINED 1     729163         0         0
ALCAN INC                          COM             013716105     88210    2018128 SH       DEFINED 2    1960481         0     57647
ALCAN INC                          COM             013716105        19        601 SH       DEFINED 6        601         0         0
ALCAN INC                          COM             013716105     16454     369329 SH       DEFINED 8     369329         0         0
ALCAN INC                          COM             013716105      1792      44956 SH       DEFINED 9      44956         0         0
ALCAN INC                          COM             013716105     10958     245976 SH       DEFINED E      27766         0    218210
ALCAN INC                          COM             013716105        42        940 SH       DEFINED          940         0         0
ALCAN INC                          COM             013716105       782      19612 SH       DEFINED L      19612         0         0
ALCAN INC                          COM             013716105       318       7988 SH       DEFINED M       7988         0         0
ALCOA INC                          COM             013817101      1936      69035 SH       DEFINED 6      60043         0      8992
ALCOA INC                          COM             013817101      1059      37759 SH       DEFINED 8      37759         0         0
ALCOA INC                          COM             013817101      3073     109581 SH       DEFINED 9     106581         0      3000
ALCOA INC                          COM             013817101     95078    3390800 SH       DEFINED A    3344800         0     46000
ALCON INC                          COM SHS         H01301102     11450     100000 SH       DEFINED A     100000         0         0
ALERIS INTERNATIONAL INC           COM             014477103     12665     250603 SH       DEFINED 4     250603         0         0
ALEXANDER & BALDWIN INC            COM             014482103      5959     134295 SH       DEFINED 9     133896         0       399
ALEXANDER & BALDWIN INC            COM             014482103       355       8000 SH       DEFINED M       8000         0         0
ALEXANDER'S INC                    COM             014752109    150275     484368 SH       DEFINED 5     484368         0         0
ALEXANDRIA REAL ESTATE EQUITIES IN COM             015271109        43        455 SH       DEFINED 6        455         0         0
ALEXANDRIA REAL ESTATE EQUITIES IN COM             015271109        94       1000 SH       DEFINED 9       1000         0         0
ALEXANDRIA REAL ESTATE EQUITIES IN COM             015271109     24003     255900 SH       DEFINED A     255900         0         0
ALEXION PHARMACEUTICALS INC        COM             015351109      4835     142300 SH       DEFINED 9     142300         0         0
ALLEGHANY CORP (DEL)               COM             017175100    222656     770408 SH       DEFINED 5     770408         0         0
ALLEGHANY CORP (DEL)               COM             017175100       279        966 SH       DEFINED 9        102         0       864
ALLERGAN INC                       COM             018490102     45044     400000 SH       DEFINED 7     400000         0         0
ALLERGAN INC                       COM             018490102     12348     109650 SH       DEFINED 9     109650         0         0
ALLERGAN INC                       COM             018490102     10375      92130 SH       DEFINED A      90866         0      1264
ALLIANCE DATA SYSTEM CORP          COM             018581108      1357      24593 SH       DEFINED 6      24593         0         0
ALLIANCE DATA SYSTEM CORP          COM             018581108     86679    1570554 SH       DEFINED A    1570554         0         0
ALLIANCE DATA SYSTEM CORP          COM             018581108      1998      36200 SH       DEFINED C      36200         0         0
ALLIANCE ONE INTERNATIONAL INC     COM             018772103     21350    5207200 SH       DEFINED 4    5207200         0         0
ALLIANCEBERNSTEIN HOLDING LP       LTD PARTNERSHIP 01881G106         1         19 SH       DEFINED 6         19         0         0
ALLIANCEBERNSTEIN HOLDING LP       LTD PARTNERSHIP 01881G106     11579     167830 SH       DEFINED 9     163980       300      3550
ALLIANCEBERNSTEIN HOLDING LP       LTD PARTNERSHIP 01881G106       759      11000 SH       DEFINED A      11000         0         0
ALLIANCEBERNSTEIN HOLDING LP       LTD PARTNERSHIP 01881G106       207       3000 SH       DEFINED         3000         0         0
ALLIANCEBERNSTEIN HOLDING LP       LTD PARTNERSHIP 01881G106       414       6000 SH       DEFINED M       6000         0         0
ALLIANT ENERGY CORP                COM             018802108        57       1600 SH       DEFINED 9       1600         0         0
ALLIANT ENERGY CORP                COM             018802108    168110    4705000 SH       DEFINED A    4705000         0         0
ALLIED CAPITAL CORP                COM             01903Q108       511      16911 SH       DEFINED 9      16911         0         0
ALLIED IRISH BANKS PLC             SPONSORED ADR   019228402      5131      94918 SH       DEFINED 8      94918         0         0
ALLIED IRISH BANKS PLC             SPONSORED ADR   019228402      1455      26921 SH       DEFINED 9      26921         0         0
ALLIED WASTE INDUSTRIES INC        PFD CV D 6.25%  019589704     14958      48000 SH       DEFINED A      48000         0         0
ALLSCRIPTS HEALTHCARE SOLUTIONS IN COM             01988P108    142354    6340920 SH       DEFINED A    6309420         0     31500
ALLSCRIPTS HEALTHCARE SOLUTIONS IN COM             01988P108      3383     150700 SH       DEFINED C     150700         0         0
ALLSTATE CORP                      COM             020002101     11210     178700 SH       DEFINED 4     178700         0         0
ALLSTATE CORP                      COM             020002101       125       2000 SH       DEFINED 6       2000         0         0
ALLSTATE CORP                      COM             020002101     15604     248747 SH       DEFINED 8     248747         0         0
ALLSTATE CORP                      COM             020002101      9217     146931 SH       DEFINED 9     139535         0      7396
ALLSTATE CORP                      COM             020002101      4733      75455 SH       DEFINED A      75455         0         0
ALLSTATE CORP                      COM             020002101        69       1100 SH       DEFINED E          0         0      1100
ALLSTATE CORP                      COM             020002101        12        190 SH       DEFINED L        190         0         0
ALLTEL CORP                        COM             020039103      1959      35290 SH       DEFINED 4      35290         0         0
ALLTEL CORP                        COM             020039103       363       6545 SH       DEFINED 8       6545         0         0
ALLTEL CORP                        COM             020039103     16450     296405 SH       DEFINED 9     289105         0      7300
ALLTEL CORP                        COM             020039103     49526     892360 SH       DEFINED A     892360         0         0
ALLTEL CORP                        COM             020039103        56       1000 SH       DEFINED E          0         0      1000
ALLTEL CORP                        COM             020039103         7        120 SH       DEFINED L        120         0         0
ALPHA NATURAL RESOURCES INC        COM             02076X102     18940    1201800 SH       DEFINED A    1189400         0     12400
ALTERA CORP                        COM             021441100     51000    2774730 SH       DEFINED A    2774730         0         0
ALTRIA GROUP INC                   COM             02209S103    747966    9770949 SH       DEFINED 5    9770949         0         0
ALTRIA GROUP INC                   COM             02209S103         3         43 SH       DEFINED 6         43         0         0
ALTRIA GROUP INC                   COM             02209S103     14832     193753 SH       DEFINED 8     193753         0         0
ALTRIA GROUP INC                   COM             02209S103     21212     277098 SH       DEFINED 9     249322         0     27776
ALTRIA GROUP INC                   COM             02209S103     17476     228298 SH       DEFINED A     228298         0         0
ALTRIA GROUP INC                   COM             02209S103       130       1700 SH       DEFINED E          0         0      1700
ALTRIA GROUP INC                   COM             02209S103        22        290 SH       DEFINED L        290         0         0
ALZA CORP                          SDCV 7/2        02261WAB5   1344375   15000000 PRN      DEFINED A   15000000         0         0
AMBAC FINANCIAL GROUP INC          COM             023139108      7729      93400 SH       DEFINED 4      93400         0         0
AMBAC FINANCIAL GROUP INC          COM             023139108        54        650 SH       DEFINED A        650         0         0
AMDOCS LTD                         COM             G02602103      2630      66416 SH       DEFINED 6      66416         0         0
AMDOCS LTD                         COM             G02602103      2768      69900 SH       DEFINED 9      64900         0      5000
AMDOCS LTD                         COM             G02602103    217744    5498589 SH       DEFINED A    5498589         0         0
AMDOCS LTD                         COM             G02602103      3140      79300 SH       DEFINED C      79300         0         0
AMEDISYS INC                       COM             023436108       861      21700 SH       DEFINED A      19400         0      2300
AMEREN CORP                        COM             023608102      5260      99636 SH       DEFINED 9      90723         0      8913
AMEREN CORP                        COM             023608102    727401   13779141 SH       DEFINED A   13752541         0     26600
AMERICA MOVIL SA DE CV             SPONSORED ADR   02364W105      1378      35000 SH       DEFINED 2      35000         0         0
AMERICA MOVIL SA DE CV             SPONSORED ADR   02364W105        86       2196 SH       DEFINED 6       2196         0         0
AMERICA MOVIL SA DE CV             SPONSORED ADR   02364W105     75432    1915976 SH       DEFINED 9    1915876         0       100
AMERICA MOVIL SA DE CV             SPONSORED ADR   02364W105    119725    3041020 SH       DEFINED A    3041020         0         0
AMERICA MOVIL SA DE CV             SPONSORED ADR   02364W105     18264     463900 SH       DEFINED C     463900         0         0
AMERICA MOVIL SA DE CV             SPONSORED ADR   02364W105      1732      44000 SH       DEFINED        44000         0         0
AMERICA MOVIL SA DE CV             SPONSORED ADR   02364W105       669      17000 SH       DEFINED M      17000         0         0
AMERICAN AXLE & MFG HOLDINGS INC   COM             024061103     20445    1225000 SH       DEFINED 4    1225000         0         0
AMERICAN COMMERCIAL LINES          COM             025195207     14686     247035 SH       DEFINED A     240235         0      6800
AMERICAN EAGLE OUTFITTERS INC      COM             02553E106      7734     176446 SH       DEFINED A     176446         0         0
AMERICAN ELECTRIC POWER CO INC     COM             025537101        15        405 SH       DEFINED 6        405         0         0
AMERICAN ELECTRIC POWER CO INC     COM             025537101      1913      52602 SH       DEFINED 9      52602         0         0
AMERICAN ELECTRIC POWER CO INC     COM             025537101    400619   11015100 SH       DEFINED A   11015100         0         0
AMERICAN EXPRESS CO                COM             025816109     32848     585728 SH       DEFINED 9     573828       400     11500
AMERICAN EXPRESS CO                COM             025816109         4         64 SH       DEFINED A         64         0         0
AMERICAN INTERNATIONAL GROUP INC   COM             026874107   1069188   16136246 SH       DEFINED 1   16036246         0    100000
AMERICAN INTERNATIONAL GROUP INC   COM             026874107     43860     661943 SH       DEFINED 2     514056         0    147887
AMERICAN INTERNATIONAL GROUP INC   COM             026874107     39862     601600 SH       DEFINED 3     601600         0         0
AMERICAN INTERNATIONAL GROUP INC   COM             026874107    227018    3426177 SH       DEFINED 4    3426177         0         0
AMERICAN INTERNATIONAL GROUP INC   COM             026874107    265038    3999970 SH       DEFINED 5    3999970         0         0
AMERICAN INTERNATIONAL GROUP INC   COM             026874107      4928      74377 SH       DEFINED 6      72241         0      2136
AMERICAN INTERNATIONAL GROUP INC   COM             026874107     25513     385043 SH       DEFINED 8     385043         0         0
AMERICAN INTERNATIONAL GROUP INC   COM             026874107    131352    1982367 SH       DEFINED 9    1957916      2063     22388
AMERICAN INTERNATIONAL GROUP INC   COM             026874107     43076     650105 SH       DEFINED A     650105         0         0
AMERICAN INTERNATIONAL GROUP INC   COM             026874107      2243      33850 SH       DEFINED C      33850         0         0
AMERICAN INTERNATIONAL GROUP INC   COM             026874107      9292     140228 SH       DEFINED D     140228         0         0
AMERICAN INTERNATIONAL GROUP INC   COM             026874107     97982    1478745 SH       DEFINED E     708601         0    770144
AMERICAN INTERNATIONAL GROUP INC   COM             026874107       137       2070 SH       DEFINED         2070         0         0
AMERICAN INTERNATIONAL GROUP INC   COM             026874107      6993     105541 SH       DEFINED L      72991         0     32550
AMERICAN INTERNATIONAL GROUP INC   COM             026874107      1643      24796 SH       DEFINED M      24796         0         0
AMERICAN ITALIAN PASTA CO          COM             027070101      7586     975000 SH       DEFINED 8     975000         0         0
AMERICAN ITALIAN PASTA CO          COM             027070101        37       4787 SH       DEFINED D       4787         0         0
AMERICAN MEDICAL SYSTEMS HOLDINGS  COM             02744M108      6035     327470 SH       DEFINED 9     327470         0         0
AMERICAN MEDICAL SYSTEMS HOLDINGS  COM             02744M108     49956    2710570 SH       DEFINED A    2681670         0     28900
AMERICAN MEDICAL SYSTEMS HOLDINGS  COM             02744M108      2291     124300 SH       DEFINED C     124300         0         0
AMERICAN MEDICAL SYSTEMS HOLDINGS  NOTE 3.250% 7/0 02744MAA6     17588   15000000 PRN      DEFINED A   15000000         0         0
AMERICAN NATIONAL INSURANCE CO     COM             028591105     93253     804600 SH       DEFINED 4     803400         0      1200
AMERICAN PACIFIC CORP              COM             028740108      4667     610000 SH       DEFINED 4     610000         0         0
AMERICAN POWER CONVERSION CORP     COM             029066107     10980     500000 SH       DEFINED 7     500000         0         0
AMERICAN STANDARD COS INC          COM             029712106    259733    6188550 SH       DEFINED 1    6180750         0      7800
AMERICAN STANDARD COS INC          COM             029712106       787      18750 SH       DEFINED 9      18750         0         0
AMERICAN STANDARD COS INC          COM             029712106     12813     305300 SH       DEFINED E      85500         0    219800
AMERICAN STATES WATER CO           COM             029899101     11747     307100 SH       DEFINED A     307100         0         0
AMERICAN TOWER INC                 COM             029912201        70       1909 SH       DEFINED 6       1909         0         0
AMERICAN TOWER INC                 COM             029912201     13425     367810 SH       DEFINED 9     367510         0       300
AMERICAN TOWER INC                 COM             029912201    106804    2926144 SH       DEFINED A    2926144         0         0
AMERICAN TOWER INC                 COM             029912201       292       8000 SH       DEFINED         8000         0         0
AMERICAN TOWER INC                 COM             029912201       730      20000 SH       DEFINED M      20000         0         0
AMERICAN WOODMARK CORP             COM             030506109     27683     821690 SH       DEFINED 4     815190         0      6500
AMERIPRISE FINANCIAL INC           COM             03076C106      3537      75410 SH       DEFINED 9      75245         0       165
AMERIPRISE FINANCIAL INC           COM             03076C106         7        149 SH       DEFINED A        149         0         0
AMERISOURCEBERGEN CORP             COM             03073E105      4834     106940 SH       DEFINED 2          0         0    106940
AMERISOURCEBERGEN CORP             COM             03073E105      2327      51480 SH       DEFINED 8      51480         0         0
AMERISOURCEBERGEN CORP             COM             03073E105       303       6700 SH       DEFINED 9       3700         0      3000
AMERISOURCEBERGEN CORP             COM             03073E105       856      18937 SH       DEFINED A      18937         0         0
AMERISOURCEBERGEN CORP             COM             03073E105       627      13880 SH       DEFINED C      13880         0         0
AMERISOURCEBERGEN CORP             COM             03073E105        41        900 SH       DEFINED E          0         0       900
AMERISOURCEBERGEN CORP             COM             03073E105         6        140 SH       DEFINED L        140         0         0
AMERUS GROUP CO                    COM             03072M108     22103     325000 SH       DEFINED 4     325000         0         0
AMERUS GROUP CO                    COM             03072M108        27        400 SH       DEFINED 9        400         0         0
AMERUS GROUP CO                    COM             03072M108         0          4 SH       DEFINED A          4         0         0
AMETEK INC                         COM             031100100       527      12100 SH       DEFINED 9      12100         0         0
AMGEN INC                          COM             031162100        61        859 SH       DEFINED 6        859         0         0
AMGEN INC                          COM             031162100     66666     932000 SH       DEFINED 7     932000         0         0
AMGEN INC                          COM             031162100       722      10100 SH       DEFINED 8      10100         0         0
AMGEN INC                          COM             031162100     59949     838096 SH       DEFINED 9     820931      1765     15400
AMGEN INC                          COM             031162100    117126    1637442 SH       DEFINED A    1632342         0      5100
AMGEN INC                          COM             031162100       179       2500 SH       DEFINED E          0         0      2500
AMGEN INC                          COM             031162100        31        440 SH       DEFINED L        440         0         0
AMR CORP                           COM             001765106     24991    1080000 SH       DEFINED 7    1080000         0         0
AMR CORP                           COM             001765106        11        488 SH       DEFINED 9        488         0         0
AMR CORP                           COM             001765106         0          9 SH       DEFINED A          9         0         0
AMREP CORP                         COM             032159105       293       6000 SH       DEFINED 9       6000         0         0
AMSOUTH BANCORPORATION             COM             032165102     86202    2968400 SH       DEFINED 5    2968400         0         0
AMSOUTH BANCORPORATION             COM             032165102        42       1455 SH       DEFINED 9       1455         0         0
ANADARKO PETROLEUM CORP            COM             032511107        18        400 SH       DEFINED 8        400         0         0
ANADARKO PETROLEUM CORP            COM             032511107      4351      99262 SH       DEFINED 9      96570         0      2692
ANADARKO PETROLEUM CORP            COM             032511107         5        110 SH       DEFINED A        110         0         0
ANADIGICS INC                      COM             032515108      4451     621600 SH       DEFINED 9     621600         0         0
ANALOG DEVICES INC                 COM             032654105      7677     261206 SH       DEFINED 9     251706         0      9500
ANALOG DEVICES INC                 COM             032654105     11221     381800 SH       DEFINED A     345800         0     36000
ANGIOTECH PHARMACEUTICALS INC      COM             034918102     21655    2469220 SH       DEFINED 6    2469220         0         0
ANGIOTECH PHARMACEUTICALS INC      COM             034918102     23446    2673460 SH       DEFINED A    2648560         0     24900
ANGIOTECH PHARMACEUTICALS INC      COM             034918102      1396     159200 SH       DEFINED C     159200         0         0
ANGLO AMERICAN PLC                 SPONSORED ADR   03485P102        45       2155 SH       DEFINED 9       2155         0         0
ANGLO AMERICAN PLC                 SPONSORED ADR   03485P102     12047     570958 SH       DEFINED A     570958         0         0
ANGLOGOLD ASHANTI LTD              SPONSORED ADR   035128206       119       3150 SH       DEFINED 9       3150         0         0
ANGLOGOLD ASHANTI LTD              SPONSORED ADR   035128206    140811    3731073 SH       DEFINED A    3728673         0      2400
ANHEUSER BUSCH COS INC             COM             035229103     39904     839900 SH       DEFINED 3     839900         0         0
ANHEUSER BUSCH COS INC             COM             035229103      2274      47873 SH       DEFINED 6      41777         0      6096
ANHEUSER BUSCH COS INC             COM             035229103      5474     115224 SH       DEFINED 8     115224         0         0
ANHEUSER BUSCH COS INC             COM             035229103     45708     962070 SH       DEFINED 9     959006         0      3064
ANHEUSER BUSCH COS INC             COM             035229103     43598     917657 SH       DEFINED A     917657         0         0
ANHEUSER BUSCH COS INC             COM             035229103       233       4900 SH       DEFINED E          0         0      4900
ANHEUSER BUSCH COS INC             COM             035229103        30        640 SH       DEFINED L        640         0         0
ANNALY CAPITAL MANAGEMENT INC      COM             035710409       190      14425 SH       DEFINED 9      14425         0         0
ANSYS INC                          COM             03662Q105        27        600 SH       DEFINED 8        600         0         0
ANSYS INC                          COM             03662Q105      1935      43790 SH       DEFINED A      43790         0         0
AON CORP                           COM             037389103       932      27521 SH       DEFINED 1      27521         0         0
AON CORP                           COM             037389103     22639     668423 SH       DEFINED 2     591470         0     76953
AON CORP                           COM             037389103         8        235 SH       DEFINED 6        235         0         0
AON CORP                           COM             037389103     11651     343980 SH       DEFINED 8     343980         0         0
AON CORP                           COM             037389103        74       2199 SH       DEFINED 9       1200         0       999
AON CORP                           COM             037389103      1726      50970 SH       DEFINED C      50970         0         0
AON CORP                           COM             037389103      3067      90561 SH       DEFINED D      90561         0         0
AON CORP                           COM             037389103     30389     897230 SH       DEFINED E     262906         0    634324
APACHE CORP                        COM             037411105      2112      33420 SH       DEFINED 4      33420         0         0
APACHE CORP                        COM             037411105         1         13 SH       DEFINED 6         13         0         0
APACHE CORP                        COM             037411105        41        650 SH       DEFINED 8        650         0         0
APACHE CORP                        COM             037411105     29533     467289 SH       DEFINED 9     462449      2040      2800
APACHE CORP                        COM             037411105        14        220 SH       DEFINED A        220         0         0
APEX SILVER MINES LTD              COM             G04074103      3332     200000 SH       DEFINED A     200000         0         0
APOGEE ENTERPRISES INC             COM             037598109     31739    2086700 SH       DEFINED 4    2071200         0     15500
APOLLO GROUP INC                   COM             037604105         3         53 SH       DEFINED 6         53         0         0
APOLLO GROUP INC                   COM             037604105      5225     106123 SH       DEFINED 9     106123         0         0
APOLLO GROUP INC                   COM             037604105       719      14606 SH       DEFINED A      14606         0         0
APOLLO GROUP INC                   COM             037604105       148       3000 SH       DEFINED         3000         0         0
APOLLO GROUP INC                   COM             037604105       443       9000 SH       DEFINED M       9000         0         0
APOLLO INVESTMENT CORP             COM             03761U106      4102     200000 SH       DEFINED 4     200000         0         0
APOLLO INVESTMENT CORP             COM             03761U106        12        600 SH       DEFINED 9        600         0         0
APPLE COMPUTER INC                 COM             037833100        75        968 SH       DEFINED 6        968         0         0
APPLE COMPUTER INC                 COM             037833100     77030    1000000 SH       DEFINED 7    1000000         0         0
APPLE COMPUTER INC                 COM             037833100       136       1760 SH       DEFINED 8       1760         0         0
APPLE COMPUTER INC                 COM             037833100     27135     352269 SH       DEFINED 9     350069       500      1700
APPLE COMPUTER INC                 COM             037833100    114228    1482901 SH       DEFINED A    1482901         0         0
APPLE COMPUTER INC                 COM             037833100        39        500 SH       DEFINED E          0         0       500
APPLE COMPUTER INC                 COM             037833100         5         70 SH       DEFINED L         70         0         0
APPLE COMPUTER INC                 COM             037833100       231       3000 SH       DEFINED M       3000         0         0
APPLERA CORP-APPLIED BIOSYSTEMS GR COM             038020103      1742      52600 SH       DEFINED 2      52600         0         0
APPLERA CORP-APPLIED BIOSYSTEMS GR COM             038020103       106       3200 SH       DEFINED 8       3200         0         0
APPLERA CORP-APPLIED BIOSYSTEMS GR COM             038020103      1069      32300 SH       DEFINED 9      32200         0       100
APPLERA CORP-CELERA GENOMICS GROUP COM             038020202        21       1500 SH       DEFINED 9       1400         0       100
APPLERA CORP-CELERA GENOMICS GROUP COM             038020202      1746     125400 SH       DEFINED A     125400         0         0
APPLIED INDUSTRIAL TECHNOLOGIES IN COM             03820C105     34313    1406250 SH       DEFINED 4    1406250         0         0
APPLIED MATERIALS INC              COM             038222105         1         77 SH       DEFINED 6         77         0         0
APPLIED MATERIALS INC              COM             038222105       244      13770 SH       DEFINED 8      13770         0         0
APPLIED MATERIALS INC              COM             038222105      3242     182844 SH       DEFINED 9     181744         0      1100
APPLIED MATERIALS INC              COM             038222105     20442    1152982 SH       DEFINED A    1152982         0         0
APPLIED MATERIALS INC              COM             038222105       152       8600 SH       DEFINED E          0         0      8600
APPLIED MATERIALS INC              COM             038222105        17        960 SH       DEFINED L        960         0         0
APTARGROUP INC                     COM             038336103     21247     417600 SH       DEFINED 4     414500         0      3100
AQUA AMERICA INC                   COM             03836W103       238      10866 SH       DEFINED 9      10866         0         0
AQUANTIVE INC                      COM             03839G105     50482    2137240 SH       DEFINED A    2126440         0     10800
AQUANTIVE INC                      COM             03839G105      1009      42700 SH       DEFINED C      42700         0         0
AQUILA INC                         COM             03840P102       584     134800 SH       DEFINED 2     134800         0         0
AQUILA INC                         COM             03840P102       908     209710 SH       DEFINED 8     209710         0         0
AQUILA INC                         COM             03840P102        53      12140 SH       DEFINED 9      12140         0         0
ARACRUZ CELULOSE SA                SPON ADR PFD    038496204      1475      29644 SH       DEFINED 2      29644         0         0
ARACRUZ CELULOSE SA                SPON ADR PFD    038496204        12        243 SH       DEFINED 6        243         0         0
ARACRUZ CELULOSE SA                SPON ADR PFD    038496204      9277     186400 SH       DEFINED 9     186400         0         0
ARACRUZ CELULOSE SA                SPON ADR PFD    038496204        12        249 SH       DEFINED A        249         0         0
ARACRUZ CELULOSE SA                SPON ADR PFD    038496204       398       8000 SH       DEFINED M       8000         0         0
ARBOR REALTY TRUST INC             COM             038923108     16555     647700 SH       DEFINED 4     642700         0      5000
ARCH COAL INC                      COM             039380100     18734     648000 SH       DEFINED 4     645400         0      2600
ARCH COAL INC                      COM             039380100        12        400 SH       DEFINED 9        400         0         0
ARCHER DANIELS MIDLAND CO          COM             039483102      9592     253223 SH       DEFINED 9     253223         0         0
ARCHSTONE-SMITH TRUST              COM             039583109      2105      38675 SH       DEFINED 9      38675         0         0
ARCHSTONE-SMITH TRUST              COM             039583109      3141      57700 SH       DEFINED A      57700         0         0
ARCHSTONE-SMITH TRUST              COM             039583109      1813      33300 SH       DEFINED D      33300         0         0
ARCHSTONE-SMITH TRUST              COM             039583109       327       6000 SH       DEFINED M       6000         0         0
ARCHSTONE-SMITH TRUST              COM             039583109      1317      24200 SH       DEFINED        24200         0         0
ARES CAPITAL CORP                  COM             04010L103     12472     715957 SH       DEFINED 6     715957         0         0
ARES CAPITAL CORP                  COM             04010L103     13825     793622 SH       DEFINED A     775243         0     18379
ARGON ST INC                       COM             040149106     14118     589000 SH       DEFINED 6     589000         0         0
ARGON ST INC                       COM             040149106     26000    1084670 SH       DEFINED A    1060830         0     23840
ARGON ST INC                       COM             040149106        99       4150 SH       DEFINED C       4150         0         0
ARIBA INC                          COM             04033V203         0         22 SH       DEFINED 6         22         0         0
ARIBA INC                          COM             04033V203     12082    1613100 SH       DEFINED A    1572500         0     40600
ARIES MARITIME TRNSPRT LTD         COM             G0474B105      3802     365600 SH       DEFINED A     365600         0         0
ARLINGTON TANKERS LTD              COM             G04899103      2279     101000 SH       DEFINED A     101000         0         0
ARRIS GROUP INC                    COM             04269Q100      7023     612800 SH       DEFINED 9     612800         0         0
ARRIS GROUP INC                    COM             04269Q100     19521    1703423 SH       DEFINED A    1661423         0     42000
ARROW ELECTRONICS INC              COM             042735100       787      28700 SH       DEFINED 2      28700         0         0
ARTHUR J GALLAGHER & CO            COM             363576109     66289    2485530 SH       DEFINED 4    2478030         0      7500
ARTHUR J GALLAGHER & CO            COM             363576109        51       1930 SH       DEFINED 6       1930         0         0
ARTHUR J GALLAGHER & CO            COM             363576109        19        700 SH       DEFINED 8        700         0         0
ASHFORD HOSPITALITY TRUST          COM             044103109      1151      96500 SH       DEFINED 9      96500         0         0
ASHFORD HOSPITALITY TRUST          COM             044103109     23929    2005800 SH       DEFINED A    2005800         0         0
ASHFORD HOSPITALITY TRUST          COM             044103109       917      76900 SH       DEFINED D      76900         0         0
ASHFORD HOSPITALITY TRUST          COM             044103109       418      35000 SH       DEFINED M      35000         0         0
ASHFORD HOSPITALITY TRUST          COM             044103109      1185      99300 SH       DEFINED        99300         0         0
ASHLAND INC                        COM             044209104     15632     245094 SH       DEFINED 4     245094         0         0
ASHLAND INC                        COM             044209104       378       5925 SH       DEFINED A       5925         0         0
ASM INTERNATIONAL NV               COM             N07045102       362      25000 SH       DEFINED 9      25000         0         0
ASML HOLDING NV                    NEW YORK SHARES N07059111      9793     420660 SH       DEFINED A     420660         0         0
ASPEN INSURANCE HOLDINGS LTD       COM             G05384105     50880    1969800 SH       DEFINED 4    1954800         0     15000
ASPEN INSURANCE HOLDINGS LTD       COM             G05384105     12050     466496 SH       DEFINED 6     466496         0         0
ASPEN INSURANCE HOLDINGS LTD       COM             G05384105         7        289 SH       DEFINED A        289         0         0
ASSURANT INC                       COM             04621X108     45580     853400 SH       DEFINED 4     853400         0         0
ASSURANT INC                       COM             04621X108        35        659 SH       DEFINED A        659         0         0
ASTEC INDUSTRIES INC               COM             046224101      4644     183931 SH       DEFINED 4     182200         0      1731
ASTEC INDUSTRIES INC               COM             046224101      4227     167400 SH       DEFINED 9     167400         0         0
ASTRAZENECA PLC                    SPONSORED ADR   046353108     29182     466909 SH       DEFINED 6     466909         0         0
ASTRAZENECA PLC                    SPONSORED ADR   046353108      1047      16750 SH       DEFINED 9      16250         0       500
ASTRAZENECA PLC                    SPONSORED ADR   046353108     22388     358200 SH       DEFINED A     358200         0         0
AT&T INC                           COM             00206R102     10410     319730 SH       DEFINED 2     172530         0    147200
AT&T INC                           COM             00206R102      3278     100666 SH       DEFINED 6      87912         0     12754
AT&T INC                           COM             00206R102     18770     576484 SH       DEFINED 8     576484         0         0
AT&T INC                           COM             00206R102     27285     838004 SH       DEFINED 9     804737      1366     31901
AT&T INC                           COM             00206R102    862964   26503794 SH       DEFINED A   26483794         0     20000
AT&T INC                           COM             00206R102      1213      37255 SH       DEFINED C      37255         0         0
AT&T INC                           COM             00206R102     33519    1029439 SH       DEFINED E     318758         0    710681
AT&T INC                           COM             00206R102       155       4770 SH       DEFINED         4770         0         0
ATHEROS COMMUNICATIONS INC         COM             04743P108     30980    1708797 SH       DEFINED A    1679097         0     29700
ATHEROS COMMUNICATIONS INC         COM             04743P108       928      51200 SH       DEFINED C      51200         0         0
ATI TECHNOLOGIES INC               COM             001941103    241931   11278840 SH       DEFINED 5   11278840         0         0
ATI TECHNOLOGIES INC               COM             001941103        65       2705 SH       DEFINED 8       2705         0         0
ATLANTIC TELE-NETWORK INC          COM             049079205     10031     542800 SH       DEFINED 4     542800         0         0
ATMEL CORP                         COM             049513104        95      15700 SH       DEFINED 9       9700         0      6000
ATMI INC                           COM             00207R101      5887     202500 SH       DEFINED 9     202500         0         0
ATMOS ENERGY CORP                  COM             049560105     38084    1333948 SH       DEFINED 4    1330448         0      3500
ATMOS ENERGY CORP                  COM             049560105       304      10641 SH       DEFINED 9      10641         0         0
ATMOS ENERGY CORP                  COM             049560105    115057    4030000 SH       DEFINED A    4030000         0         0
ATWOOD OCEANICS INC                COM             050095108     11764     261600 SH       DEFINED 4     259600         0      2000
ATWOOD OCEANICS INC                COM             050095108        45       1000 SH       DEFINED 9       1000         0         0
AURIZON MINES LTD                  COM             05155P106      5346    1800000 SH       DEFINED A    1800000         0         0
AUSTRALIA & NEW ZEALAND BANKING GR SPONSORED ADR   052528304      2894      28950 SH       DEFINED 9      28950         0         0
AUTODESK INC                       COM             052769106      8942     257100 SH       DEFINED A     257100         0         0
AUTOLIV INC                        COM             052800109      1229      22293 SH       DEFINED 2      22293         0         0
AUTOLIV INC                        COM             052800109      1295      23500 SH       DEFINED 4      23500         0         0
AUTOLIV INC                        COM             052800109      1263      22913 SH       DEFINED 6      19133         0      3780
AUTOLIV INC                        COM             052800109     15067     273391 SH       DEFINED A     273391         0         0
AUTOMATIC DATA PROCESSING INC      COM             053015103      1159      24488 SH       DEFINED 6      21160         0      3328
AUTOMATIC DATA PROCESSING INC      COM             053015103     37872     800000 SH       DEFINED 7     800000         0         0
AUTOMATIC DATA PROCESSING INC      COM             053015103     11798     249216 SH       DEFINED 9     239986         0      9230
AUTOMATIC DATA PROCESSING INC      COM             053015103     17814     376300 SH       DEFINED A     376300         0         0
AVALONBAY COMMUNITIES INC          COM             053484101       313       2600 SH       DEFINED 9       2600         0         0
AVALONBAY COMMUNITIES INC          COM             053484101      3383      28100 SH       DEFINED A      28100         0         0
AVALONBAY COMMUNITIES INC          COM             053484101      1818      15100 SH       DEFINED D      15100         0         0
AVALONBAY COMMUNITIES INC          COM             053484101      1312      10900 SH       DEFINED        10900         0         0
AVANIR PHARMACEUTICALS             COM             05348P401      3065     442900 SH       DEFINED A     442900         0         0
AVAYA INC                          COM             053499109     98946    8649140 SH       DEFINED 1    8649140         0         0
AVAYA INC                          COM             053499109     18406    1608891 SH       DEFINED 2     832370         0    776521
AVAYA INC                          COM             053499109       193      16900 SH       DEFINED 8      16900         0         0
AVAYA INC                          COM             053499109        59       5169 SH       DEFINED 9       5155         0        14
AVAYA INC                          COM             053499109      1916     167500 SH       DEFINED C     167500         0         0
AVAYA INC                          COM             053499109     39524    3454856 SH       DEFINED E    2110550         0   1344306
AVENTINE RENEWABLE ENERGY HOLDINGS COM             05356X403      1968      92000 SH       DEFINED A      92000         0         0
AVERY DENNISON CORP                COM             053611109      1762      29290 SH       DEFINED 4      29290         0         0
AVERY DENNISON CORP                COM             053611109        42        700 SH       DEFINED 6        700         0         0
AVERY DENNISON CORP                COM             053611109     27799     462000 SH       DEFINED 7     462000         0         0
AVERY DENNISON CORP                COM             053611109        30        500 SH       DEFINED 8        500         0         0
AVERY DENNISON CORP                COM             053611109      1087      18070 SH       DEFINED 9      18070         0         0
AVIS BUDGET GROUP INC              COM             053774105     23726    1297207 SH       DEFINED 5    1297207         0         0
AVIS BUDGET GROUP INC              COM             053774105      1846     100918 SH       DEFINED A     100918         0         0
AVNET INC                          COM             053807103       602      30700 SH       DEFINED 2      30700         0         0
AVOCENT CORP                       COM             053893103     41084    1364000 SH       DEFINED 4    1351500         0     12500
AVOCENT CORP                       COM             053893103      6138     203800 SH       DEFINED 9     203800         0         0
AVON PRODUCTS INC                  COM             054303102       117       3800 SH       DEFINED 8       3800         0         0
AVON PRODUCTS INC                  COM             054303102     24504     799230 SH       DEFINED 9     575792         0    223438
AXA SA                             SPONSORED ADR   054536107     30653     830468 SH       DEFINED 6     830468         0         0
AXA SA                             SPONSORED ADR   054536107      1420      38480 SH       DEFINED 9      34480         0      4000
AXCAN PHARMA INC                   COM             054923107     87745    5776522 SH       DEFINED 8    5776522         0         0
AXIS CAPITAL HOLDINGS LTD          COM             G0692U109      1331      38380 SH       DEFINED 2      38380         0         0
AXIS CAPITAL HOLDINGS LTD          COM             G0692U109      8374     241400 SH       DEFINED 5     241400         0         0
AZTAR CORP                         COM             054802103     48584     916500 SH       DEFINED 4     915900         0       600
BAKER HUGHES INC                   COM             057224107      1402      20561 SH       DEFINED 9      20261       300         0
BAKER HUGHES INC                   COM             057224107      4232      62050 SH       DEFINED A      62050         0         0
BALDWIN & LYONS INC                COM             057755209      5529     228264 SH       DEFINED 4     228264         0         0
BALL CORPORATION                   COM             058498106       441      10900 SH       DEFINED 9      10900         0         0
BANCO BILBAO VIZCAYA ARGENTARIA SA SPONSORED ADR   05946K101      5620     242991 SH       DEFINED 9     238191         0      4800
BANCO BRADESCO SA                  SPON ADR PFD    059460303     11950     358318 SH       DEFINED 1     358318         0         0
BANCO BRADESCO SA                  SPON ADR PFD    059460303    379204   11370424 SH       DEFINED C   11243526         0    126898
BANCO LATINOAMERICANO DE EXPORTACI CL E            P16994132     33650    2154300 SH       DEFINED C    2152400         0      1900
BANCO SANTANDER CENTRAL HISPANO SA SPONSORED ADR   05964H105     24206    1533020 SH       DEFINED 6    1533020         0         0
BANCO SANTANDER CENTRAL HISPANO SA SPONSORED ADR   05964H105       514      32540 SH       DEFINED 9      32540         0         0
BANK MUTUAL CORP                   COM             063750103      7540     621590 SH       DEFINED 5     621590         0         0
BANK OF AMERICA CORP               COM             060505104     26316     491239 SH       DEFINED 1     491239         0         0
BANK OF AMERICA CORP               COM             060505104     31398     586109 SH       DEFINED 2     407675         0    178434
BANK OF AMERICA CORP               COM             060505104     16351     305227 SH       DEFINED 4     305227         0         0
BANK OF AMERICA CORP               COM             060505104      8450     157732 SH       DEFINED 6     141094         0     16638
BANK OF AMERICA CORP               COM             060505104     23000     429354 SH       DEFINED 8     429354         0         0
BANK OF AMERICA CORP               COM             060505104     70934    1324142 SH       DEFINED 9    1291765      1376     31001
BANK OF AMERICA CORP               COM             060505104   1314440   24536863 SH       DEFINED A   24516863         0     20000
BANK OF AMERICA CORP               COM             060505104      2130      39760 SH       DEFINED C      39760         0         0
BANK OF AMERICA CORP               COM             060505104      6426     119962 SH       DEFINED D     119962         0         0
BANK OF AMERICA CORP               COM             060505104     87168    1627181 SH       DEFINED E     684959         0    942222
BANK OF AMERICA CORP               COM             060505104      5125      95665 SH       DEFINED L      68145         0     27520
BANK OF AMERICA CORP               COM             060505104      1235      23050 SH       DEFINED M      23050         0         0
BANK OF HAWAII CORP                COM             062540109       635      13178 SH       DEFINED 9      13178         0         0
BANK OF IRELAND                    SPONSORED ADR   46267Q103       217       2750 SH       DEFINED 9       2750         0         0
BANK OF MONTREAL                   COM             063671101    319385    4724625 SH       DEFINED 8    4724625         0         0
BANK OF NEW YORK CO INC            COM             064057102    526263   14925210 SH       DEFINED 1   14765210         0    160000
BANK OF NEW YORK CO INC            COM             064057102     12783     362523 SH       DEFINED 2     362523         0         0
BANK OF NEW YORK CO INC            COM             064057102      1723      48871 SH       DEFINED 6      48871         0         0
BANK OF NEW YORK CO INC            COM             064057102     18536     525694 SH       DEFINED 8     525694         0         0
BANK OF NEW YORK CO INC            COM             064057102     18576     526838 SH       DEFINED 9     517538         0      9300
BANK OF NEW YORK CO INC            COM             064057102         9        263 SH       DEFINED A        263         0         0
BANK OF NEW YORK CO INC            COM             064057102       804      22810 SH       DEFINED C      22810         0         0
BANK OF NEW YORK CO INC            COM             064057102      5835     165483 SH       DEFINED D     165483         0         0
BANK OF NEW YORK CO INC            COM             064057102     68005    1928665 SH       DEFINED E     802480         0   1126185
BANK OF NEW YORK CO INC            COM             064057102      4133     117211 SH       DEFINED L      84181         0     33030
BANK OF NEW YORK CO INC            COM             064057102       972      27575 SH       DEFINED M      27575         0         0
BANK OF NOVA SCOTIA                COM             064149107    404461    8419263 SH       DEFINED 8    8419263         0         0
BANK OF NOVA SCOTIA                COM             064149107       583      13532 SH       DEFINED 9      13532         0         0
BANTA CORP                         COM             066821109         3         70 SH       DEFINED 6         70         0         0
BANTA CORP                         COM             066821109       200       4200 SH       DEFINED 9       4200         0         0
BARCLAYS PLC                       SPONSORED ADR   06738E204      3645      71786 SH       DEFINED 8      71786         0         0
BARCLAYS PLC                       SPONSORED ADR   06738E204        14        270 SH       DEFINED 9        270         0         0
BARNES & NOBLES INC                COM             067774109        42       1100 SH       DEFINED 8       1100         0         0
BARNES & NOBLES INC                COM             067774109       281       7400 SH       DEFINED 9       7400         0         0
BARRICK GOLD CORP                  COM             067901108     14548     423763 SH       DEFINED 1     423763         0         0
BARRICK GOLD CORP                  COM             067901108     33930     988341 SH       DEFINED 2     988341         0         0
BARRICK GOLD CORP                  COM             067901108     24829     723238 SH       DEFINED 8     723238         0         0
BARRICK GOLD CORP                  COM             067901108       192       6234 SH       DEFINED 9       6234         0         0
BARRICK GOLD CORP                  COM             067901108    220465    7176589 SH       DEFINED A    7163189         0     13400
BASF AG                            SPONSORED ADR   055262505      4707      58770 SH       DEFINED 2      58770         0         0
BASF AG                            SPONSORED ADR   055262505     14113     176191 SH       DEFINED 6     176191         0         0
BASF AG                            SPONSORED ADR   055262505       570       7120 SH       DEFINED 9       7120         0         0
BASSETT FURNITURE INDUSTRIES INC   COM             070203104     14197     874200 SH       DEFINED 4     868600         0      5600
BASSETT FURNITURE INDUSTRIES INC   COM             070203104        16       1000 SH       DEFINED 9       1000         0         0
BAUSCH & LOMB INC                  COM             071707103    222416    4436787 SH       DEFINED 5    4436787         0         0
BAUSCH & LOMB INC                  COM             071707103       160       3200 SH       DEFINED 9       3200         0         0
BAXTER INTERNATIONAL INC           COM             071813109     18184     400000 SH       DEFINED 7     400000         0         0
BAXTER INTERNATIONAL INC           COM             071813109      2482      54591 SH       DEFINED 9      47959         0      6632
BAXTER INTERNATIONAL INC           COM             071813109      1959      43100 SH       DEFINED A      38300         0      4800
BAYTEX ENERGY TR                   COM             073176109       518      22200 SH       DEFINED 8      22200         0         0
BB&T CORP                          COM             054937107       209       4774 SH       DEFINED 9       4774         0         0
BBVA BANCO FRANCES SA              SPONSORED ADR   07329M100     11333    1531450 SH       DEFINED C    1302125         0    229325
BCE INC                            COM             05534B760    692116   22827058 SH       DEFINED 1   22403799         0    423259
BCE INC                            COM             05534B760    263836    8720117 SH       DEFINED 2    7994700         0    725416
BCE INC                            COM             05534B760      9771     322263 SH       DEFINED 6     322263         0         0
BCE INC                            COM             05534B760     79319    2616078 SH       DEFINED 8    2616078         0         0
BCE INC                            COM             05534B760      1310      48365 SH       DEFINED 9      48365         0         0
BCE INC                            COM             05534B760      1801      63460 SH       DEFINED C      63460         0         0
BCE INC                            COM             05534B760     63079    2086449 SH       DEFINED E    1016664         0   1069785
BCE INC                            COM             05534B760       182       6011 SH       DEFINED         6011         0         0
BCE INC                            COM             05534B760      1867      61574 SH       DEFINED L      12674         0     48900
BEA SYSTEMS INC                    COM             073325102       228      15000 SH       DEFINED 9       5000         0     10000
BEACON ROOFING SUPPLY INC          COM             073685109        31       1532 SH       DEFINED 6       1532         0         0
BEACON ROOFING SUPPLY INC          COM             073685109     32579    1609650 SH       DEFINED A    1592900         0     16750
BEAR STEARNS & CO INC              COM             073902108    127148     907549 SH       DEFINED 5     907549         0         0
BEAR STEARNS & CO INC              COM             073902108       705       5032 SH       DEFINED 9       5032         0         0
BEARINGPOINT INC                   COM             074002106      8970    1141250 SH       DEFINED 2    1141250         0         0
BEARINGPOINT INC                   COM             074002106      2891     367763 SH       DEFINED 6     367763         0         0
BEARINGPOINT INC                   COM             074002106     23482    2987500 SH       DEFINED 8    2987500         0         0
BEARINGPOINT INC                   COM             074002106     14580    1855000 SH       DEFINED A    1803500         0     51500
BEARINGPOINT INC                   COM             074002106        99      12595 SH       DEFINED D      12595         0         0
BEARINGPOINT INC                   COM             074002106     10836    1378660 SH       DEFINED E     635030         0    743630
BECKMAN COULTER INC                COM             075811109       397       6900 SH       DEFINED 9       6900         0         0
BECKMAN COULTER INC                COM             075811109      1721      29900 SH       DEFINED A      26700         0      3200
BECTON DICKINSON & CO              COM             075887109     95391    1349812 SH       DEFINED 4    1349812         0         0
BECTON DICKINSON & CO              COM             075887109        92       1300 SH       DEFINED 6       1300         0         0
BECTON DICKINSON & CO              COM             075887109      1647      23300 SH       DEFINED 8      23300         0         0
BECTON DICKINSON & CO              COM             075887109      2026      28675 SH       DEFINED 9      18427         0     10248
BED BATH & BEYOND INC              COM             075896100      5084     132890 SH       DEFINED 9     130740         0      2150
BELLSOUTH CORP                     COM             079860102    503171   11770080 SH       DEFINED 5   11770080         0         0
BELLSOUTH CORP                     COM             079860102      2798      65452 SH       DEFINED 6      56696         0      8756
BELLSOUTH CORP                     COM             079860102       245       5730 SH       DEFINED 8       5730         0         0
BELLSOUTH CORP                     COM             079860102     31291     731961 SH       DEFINED 9     718901      1980     11080
BELLSOUTH CORP                     COM             079860102    525490   12292172 SH       DEFINED A   12292172         0         0
BELLSOUTH CORP                     COM             079860102        17        390 SH       DEFINED L        390         0         0
BEMIS COMPANY INC                  COM             081437105     77490    2358200 SH       DEFINED 4    2358200         0         0
BEMIS COMPANY INC                  COM             081437105     12379     376734 SH       DEFINED 9     376734         0         0
BERKLEY W R CORP                   COM             084423102      1446      40859 SH       DEFINED 9      40859         0         0
BERKLEY W R CORP                   COM             084423102        22        635 SH       DEFINED A        635         0         0
BERKSHIRE HATHAWAY INC             COM             084670108    410599       4286 SH       DEFINED 5       4286         0         0
BERKSHIRE HATHAWAY INC             COM             084670108      4024         42 SH       DEFINED 9         42         0         0
BERKSHIRE HATHAWAY INC             COM             084670108     22034        230 SH       DEFINED A        230         0         0
BERKSHIRE HATHAWAY INC             COM             084670207   1110503     349875 SH       DEFINED 5     349875         0         0
BERKSHIRE HATHAWAY INC             COM             084670207        16          5 SH       DEFINED 8          5         0         0
BERKSHIRE HATHAWAY INC             COM             084670207     19142       6031 SH       DEFINED 9       5957         4        70
BERKSHIRE HATHAWAY INC             COM             084670207      1320        416 SH       DEFINED A        416         0         0
BEST BUY COMPANY INC               COM             086516101     23140     432030 SH       DEFINED 9     422131         0      9899
BEST BUY COMPANY INC               COM             086516101     10382     193834 SH       DEFINED A     193834         0         0
BEST BUY COMPANY INC               COM             086516101       402       7500 SH       DEFINED M       7500         0         0
BEST BUY COMPANY INC               SDCV 2.250% 1/1 086516AF8     14580   12000000 PRN      DEFINED A   12000000         0         0
BEVERLY HILLS BANCORP INC          COM             087866109      5712     700000 SH       DEFINED 4     700000         0         0
BEVERLY HILLS BANCORP INC          COM             087866109         8       1000 SH       DEFINED 9       1000         0         0
BG GROUP PLC                       SPONSORED ADR   055434203      6770     111045 SH       DEFINED 9     111045         0         0
BHP BILLITON LTD                   SPONSORED ADR   088606108      4998     131940 SH       DEFINED 9     131440         0       500
BIG 5 SPORTING GOODS CORP          COM             08915P101     20571     902232 SH       DEFINED 6     902232         0         0
BIG LOTS INC                       COM             089302103     44573    2250000 SH       DEFINED 4    2250000         0         0
BILL BARRETT CORP                  COM             06846N104     14662     596970 SH       DEFINED A     584070         0     12900
BIOGEN IDEC INC                    COM             09062X103     17872     400000 SH       DEFINED 7     400000         0         0
BIOGEN IDEC INC                    COM             09062X103      6917     154820 SH       DEFINED 9     152520         0      2300
BIOGEN IDEC INC                    COM             09062X103     32046     717244 SH       DEFINED A     714144         0      3100
BIOGEN IDEC INC                    COM             09062X103       357       8000 SH       DEFINED M       8000         0         0
BIOGEN IDEC INC                    NOTE 2/1        449370AC9    633500    3500000 PRN      DEFINED A    3500000         0         0
BIOMED REALTY TRUST INC            COM             09063H107       188       6200 SH       DEFINED 9       6200         0         0
BIOMED REALTY TRUST INC            COM             09063H107     38068    1254700 SH       DEFINED A    1254700         0         0
BIOMED REALTY TRUST INC            COM             09063H107      1866      61500 SH       DEFINED D      61500         0         0
BIOMED REALTY TRUST INC            COM             09063H107      1153      38000 SH       DEFINED        38000         0         0
BIOMET INC                         COM             090613100      1125      34950 SH       DEFINED 9      34950         0         0
BIOMET INC                         COM             090613100      4284     133084 SH       DEFINED A     133084         0         0
BIOMET INC                         COM             090613100        77       2400 SH       DEFINED E          0         0      2400
BIOMET INC                         COM             090613100        10        320 SH       DEFINED L        320         0         0
BIOVAIL CORP                       COM             09067J109         6        371 SH       DEFINED 8        371         0         0
BIOVAIL CORP                       COM             09067J109       326      21400 SH       DEFINED 9      18400         0      3000
BIOVAIL CORP                       COM             09067J109         2        143 SH       DEFINED A        143         0         0
BISYS GROUP INC                    COM             055472104       255      23486 SH       DEFINED 9      23486         0         0
BJ SERVICES CO                     COM             055482103     11695     388153 SH       DEFINED 9     377703         0     10450
BJ SERVICES CO                     COM             055482103        13        438 SH       DEFINED A        438         0         0
BJ'S RESTAURANT INC                COM             09180C106     11912     541200 SH       DEFINED A     526300         0     14900
BLACK & DECKER CORP                COM             091797100      4675      58918 SH       DEFINED 9      56268         0      2650
BLACK & DECKER CORP                COM             091797100        18        221 SH       DEFINED A        221         0         0
BLACKBAUD INC                      COM             09227Q100        11        500 SH       DEFINED 9        500         0         0
BLACKBAUD INC                      COM             09227Q100      6335     288100 SH       DEFINED A     280000         0      8100
BLACKROCK GLOBAL OPP EQTY TR       COM             092501105       809      30675 SH       DEFINED 9      30675         0         0
BLACKROCK INC                      COM             09247X101        15        100 SH       DEFINED 9        100         0         0
BLACKROCK INC                      COM             09247X101     29732     199541 SH       DEFINED A     199541         0         0
BLACKROCK NEW YORK INSURED MUNICIP COM             09249U105       533      36750 SH       DEFINED 9      36750         0         0
BLOCKBUSTER INC                    COM             093679108      9257    2410730 SH       DEFINED 2    2410730         0         0
BLOCKBUSTER INC                    COM             093679108         2        485 SH       DEFINED 9        485         0         0
BLOCKBUSTER INC                    COM             093679108      3135     816440 SH       DEFINED E     816440         0         0
BMC SOFTWARE INC                   COM             055921100      9797     359922 SH       DEFINED 2     268190         0     91732
BMC SOFTWARE INC                   COM             055921100      2198      80749 SH       DEFINED 6      80749         0         0
BMC SOFTWARE INC                   COM             055921100     16846     618900 SH       DEFINED 8     618900         0         0
BMC SOFTWARE INC                   COM             055921100       325      11950 SH       DEFINED 9       9950         0      2000
BMC SOFTWARE INC                   COM             055921100       181       6640 SH       DEFINED E       6640         0         0
BOB EVANS FARMS INC                COM             096761101     14858     490700 SH       DEFINED 4     488900         0      1800
BOEING CO                          COM             097023105         1         10 SH       DEFINED 6         10         0         0
BOEING CO                          COM             097023105     78850    1000000 SH       DEFINED 7    1000000         0         0
BOEING CO                          COM             097023105       189       2400 SH       DEFINED 8       2400         0         0
BOEING CO                          COM             097023105      2479      31437 SH       DEFINED 9      30056       200      1181
BOEING CO                          COM             097023105     23792     301733 SH       DEFINED A     301733         0         0
BOEING CO                          COM             097023105        47        600 SH       DEFINED E          0         0       600
BOEING CO                          COM             097023105         8        100 SH       DEFINED L        100         0         0
BORG WARNER INC                    COM             099724106      2020      35340 SH       DEFINED 9      34140         0      1200
BOSTON PRIVATE FINANCIAL HOLDINGS  COM             101119105     13794     494760 SH       DEFINED A     494760         0         0
BOSTON PRIVATE FINANCIAL HOLDINGS  COM             101119105       538      19300 SH       DEFINED C      19300         0         0
BOSTON PROPERTIES INC              COM             101121101      2511      24300 SH       DEFINED 9      24300         0         0
BOSTON PROPERTIES INC              COM             101121101       282       2728 SH       DEFINED A       2728         0         0
BOSTON SCIENTIFIC CORP             COM             101137107    607376   41066700 SH       DEFINED 1   40716700         0    350000
BOSTON SCIENTIFIC CORP             COM             101137107     30721    2077146 SH       DEFINED 2    1762870         0    314276
BOSTON SCIENTIFIC CORP             COM             101137107    240761   16278601 SH       DEFINED 5   16278601         0         0
BOSTON SCIENTIFIC CORP             COM             101137107         0         28 SH       DEFINED 6         28         0         0
BOSTON SCIENTIFIC CORP             COM             101137107     10226     691440 SH       DEFINED 8     691440         0         0
BOSTON SCIENTIFIC CORP             COM             101137107      9551     645793 SH       DEFINED 9     639393         0      6400
BOSTON SCIENTIFIC CORP             COM             101137107      5193     351136 SH       DEFINED A     351136         0         0
BOSTON SCIENTIFIC CORP             COM             101137107       822      55550 SH       DEFINED C      55550         0         0
BOSTON SCIENTIFIC CORP             COM             101137107      3231     218480 SH       DEFINED D     218480         0         0
BOSTON SCIENTIFIC CORP             COM             101137107     32566    2201875 SH       DEFINED E    1287675         0    914200
BOSTON SCIENTIFIC CORP             COM             101137107        45       3060 SH       DEFINED         3060         0         0
BOSTON SCIENTIFIC CORP             COM             101137107      1908     128990 SH       DEFINED L      94240         0     34750
BOSTON SCIENTIFIC CORP             COM             101137107       481      32530 SH       DEFINED M      32530         0         0
BOTTOMLINE TECHNOLOGIES INC        COM             101388106      6825     699259 SH       DEFINED 6     699259         0         0
BOWATER INC                        COM             102183100     16341     794400 SH       DEFINED 1     794400         0         0
BOWATER INC                        COM             102183100      6241     303420 SH       DEFINED 2     303420         0         0
BOWATER INC                        COM             102183100     45873    2230100 SH       DEFINED 4    2221600         0      8500
BOWATER INC                        COM             102183100     11218     545378 SH       DEFINED 8     545378         0         0
BOWATER INC                        COM             102183100        77       3740 SH       DEFINED D       3740         0         0
BOWATER INC                        COM             102183100        88       4270 SH       DEFINED E       4270         0         0
BP PLC                             SPONSORED ADR   055622104        12        180 SH       DEFINED 1          0         0       180
BP PLC                             SPONSORED ADR   055622104     14426     219970 SH       DEFINED 2     219970         0         0
BP PLC                             SPONSORED ADR   055622104      2918      44500 SH       DEFINED 4      44500         0         0
BP PLC                             SPONSORED ADR   055622104     28935     441210 SH       DEFINED 5     441210         0         0
BP PLC                             SPONSORED ADR   055622104     28358     432412 SH       DEFINED 6     428870         0      3542
BP PLC                             SPONSORED ADR   055622104     19359     295200 SH       DEFINED 7     295200         0         0
BP PLC                             SPONSORED ADR   055622104      6335      96600 SH       DEFINED 8      96600         0         0
BP PLC                             SPONSORED ADR   055622104     84412    1287168 SH       DEFINED 9    1233717      2528     50923
BP PLC                             SPONSORED ADR   055622104    300901    4588300 SH       DEFINED A    4573300         0     15000
BP PRUDHOE BAY ROYALTY TR          COM             055630107      3616      49200 SH       DEFINED 9      49200         0         0
BRADY CORP                         COM             104674106    168273    4785923 SH       DEFINED 4    4777923         0      8000
BRADY CORP                         COM             104674106        70       2000 SH       DEFINED 6       2000         0         0
BRANDYWINE REALTY TRUST            COM             105368203        62       1900 SH       DEFINED 6       1900         0         0
BRANDYWINE REALTY TRUST            COM             105368203     37410    1149300 SH       DEFINED A    1149300         0         0
BRE PROPERTIES INC                 COM             05564E106      1214      20332 SH       DEFINED 9      20332         0         0
BRIGGS & STRATTON CORP             COM             109043109     26892     976100 SH       DEFINED 4     968600         0      7500
BRINKS COMPANY                     COM             109696104       220       4150 SH       DEFINED 9       4150         0         0
BRISTOL MYERS SQUIBB CO            COM             110122108    542156   21755860 SH       DEFINED 1   21580860         0    175000
BRISTOL MYERS SQUIBB CO            COM             110122108     36254    1454817 SH       DEFINED 2    1142230         0    312587
BRISTOL MYERS SQUIBB CO            COM             110122108      3133     125715 SH       DEFINED 6     125715         0         0
BRISTOL MYERS SQUIBB CO            COM             110122108     21317     855431 SH       DEFINED 8     855431         0         0
BRISTOL MYERS SQUIBB CO            COM             110122108     15567     624660 SH       DEFINED 9     586293         0     38367
BRISTOL MYERS SQUIBB CO            COM             110122108    457188   18346208 SH       DEFINED A   18346208         0         0
BRISTOL MYERS SQUIBB CO            COM             110122108      2413      96830 SH       DEFINED C      96830         0         0
BRISTOL MYERS SQUIBB CO            COM             110122108      3603     144581 SH       DEFINED D     144581         0         0
BRISTOL MYERS SQUIBB CO            COM             110122108     73047    2931275 SH       DEFINED E    1389668         0   1541607
BRISTOL MYERS SQUIBB CO            COM             110122108        96       3860 SH       DEFINED         3860         0         0
BRISTOL MYERS SQUIBB CO            COM             110122108      1691      67845 SH       DEFINED L      67845         0         0
BRISTOL MYERS SQUIBB CO            COM             110122108       101       4058 SH       DEFINED M       4058         0         0
BRISTOW GROUP INC                  COM             110394103      2116      61500 SH       DEFINED 1      61500         0         0
BRISTOW GROUP INC                  COM             110394103     10437     303390 SH       DEFINED 2     303390         0         0
BRISTOW GROUP INC                  COM             110394103     57304    1665800 SH       DEFINED 4    1658800         0      7000
BRISTOW GROUP INC                  COM             110394103       552      16055 SH       DEFINED 9      14355         0      1700
BRISTOW GROUP INC                  COM             110394103      3885     112940 SH       DEFINED A     112940         0         0
BRISTOW GROUP INC                  COM             110394103       121       3520 SH       DEFINED D       3520         0         0
BRITISH AIRWAYS PLC                SPONSORED ADR   110419306       658       8225 SH       DEFINED 2       8225         0         0
BRITISH AIRWAYS PLC                SPONSORED ADR   110419306     40010     500000 SH       DEFINED 7     500000         0         0
BRITISH AIRWAYS PLC                SPONSORED ADR   110419306         5         58 SH       DEFINED A         58         0         0
BRITISH AMERICAN TOBACCO PLC       SPONSORED ADR   110448107      6891     125950 SH       DEFINED 5     125950         0         0
BRITISH AMERICAN TOBACCO PLC       SPONSORED ADR   110448107        17        305 SH       DEFINED 9        305         0         0
BRITISH SKY BROADCASTING GROUP PLC SPONSORED ADR   111013108     18174     442517 SH       DEFINED 6     442517         0         0
BROADCOM CORP                      COM             111320107        49       1619 SH       DEFINED 6       1619         0         0
BROADCOM CORP                      COM             111320107      2097      69127 SH       DEFINED 9      69127         0         0
BROADCOM CORP                      COM             111320107     37697    1242475 SH       DEFINED A    1242475         0         0
BRONCO DRILLING COMPANY INC        COM             112211107      2461     140000 SH       DEFINED A     140000         0         0
BROOKDALE SENIOR LIVING INC        COM             112463104      1188      25600 SH       DEFINED A      22900         0      2700
BROOKFIELD ASSET MANAGEMENT        COM             112585104        62       1405 SH       DEFINED 6       1405         0         0
BROOKFIELD ASSET MANAGEMENT        COM             112585104    169485    3429490 SH       DEFINED 8    3429490         0         0
BROOKFIELD ASSET MANAGEMENT        COM             112585104        31        690 SH       DEFINED 9        690         0         0
BROOKFIELD ASSET MANAGEMENT        COM             112585104     39975     901550 SH       DEFINED A     901550         0         0
BROOKFIELD PROPERTIES CORP         COM             112900105        39       1117 SH       DEFINED 6       1117         0         0
BROOKFIELD PROPERTIES CORP         COM             112900105     27447     777100 SH       DEFINED A     777100         0         0
BROWN & BROWN INC                  COM             115236101     24430     799410 SH       DEFINED A     799410         0         0
BROWN SHOE CO INC                  COM             115736100     48223    1345500 SH       DEFINED 4    1337500         0      8000
BROWN-FORMAN CORP                  COM             115637100     51971     671720 SH       DEFINED 5     671720         0         0
BROWN-FORMAN CORP                  COM             115637209    117509    1533064 SH       DEFINED 5    1533064         0         0
BROWN-FORMAN CORP                  COM             115637209       233       3040 SH       DEFINED 9       3040         0         0
BUCKEYE PARTNERS LP                LTD PARTNERSHIP 118230101       273       6260 SH       DEFINED 9       6260         0         0
BUNGE LTD                          COM             G16962105    128156    2211500 SH       DEFINED 4    2208800         0      2700
BUNGE LTD                          COM             G16962105      2622      45240 SH       DEFINED 6      45240         0         0
BUNGE LTD                          COM             G16962105       327       5640 SH       DEFINED 8       5640         0         0
BUNGE LTD                          COM             G16962105     24598     424468 SH       DEFINED 9     419994         0      4474
BUNGE LTD                          COM             G16962105    182949    3157008 SH       DEFINED A    3157008         0         0
BUNGE LTD                          COM             G16962105      2712      46800 SH       DEFINED C      46800         0         0
BUNGE LTD                          COM             G16962105       116       2000 SH       DEFINED E          0         0      2000
BUNGE LTD                          COM             G16962105        19        320 SH       DEFINED L        320         0         0
BURLINGTON NORTHERN SANTA FE CORP  COM             12189T104     41861     570000 SH       DEFINED 4     570000         0         0
BURLINGTON NORTHERN SANTA FE CORP  COM             12189T104     42550     579383 SH       DEFINED 9     570072      1400      7911
BURLINGTON NORTHERN SANTA FE CORP  COM             12189T104       367       5000 SH       DEFINED M       5000         0         0
C H ROBINSON WORLDWIDE INC         COM             12541W209      1887      42332 SH       DEFINED 6      42332         0         0
C H ROBINSON WORLDWIDE INC         COM             12541W209    140400    3149398 SH       DEFINED A    3149398         0         0
C R BARD INC                       COM             067383109      1263      16843 SH       DEFINED 6      16843         0         0
C R BARD INC                       COM             067383109      1260      16800 SH       DEFINED 9      16800         0         0
C R BARD INC                       COM             067383109     94529    1260385 SH       DEFINED A    1260385         0         0
C R BARD INC                       COM             067383109      2190      29200 SH       DEFINED C      29200         0         0
CA, INC.                           COM             12673P105       609      25717 SH       DEFINED 9      20017         0      5700
CABLEVISION SYSTEMS CORP           COM             12686C109    137064    6035410 SH       DEFINED 5    6035410         0         0
CABLEVISION SYSTEMS CORP           COM             12686C109        40       1757 SH       DEFINED 9       1757         0         0
CABOT CORP                         COM             127055101     30385     816800 SH       DEFINED 4     810800         0      6000
CABOT CORP                         COM             127055101     33200     892466 SH       DEFINED 6     892466         0         0
CABOT CORP                         COM             127055101       464      12470 SH       DEFINED 9      10470         0      2000
CABOT CORP                         COM             127055101     13533     363783 SH       DEFINED A     356083         0      7700
CABOT OIL & GAS CORP               COM             127097103     14743     307600 SH       DEFINED 3     307600         0         0
CADBURY SCHWEPPES PLC              SPONSORED ADR   127209302        75       1750 SH       DEFINED 2       1750         0         0
CADBURY SCHWEPPES PLC              SPONSORED ADR   127209302     32222     753371 SH       DEFINED 6     753371         0         0
CADBURY SCHWEPPES PLC              SPONSORED ADR   127209302       402       9390 SH       DEFINED 9       9390         0         0
CADENCE DESIGN SYS INC             COM             127387108    452064   26654697 SH       DEFINED 1   26524697         0    130000
CADENCE DESIGN SYS INC             COM             127387108     21771    1283659 SH       DEFINED 2     942240         0    341419
CADENCE DESIGN SYS INC             COM             127387108      4029     237538 SH       DEFINED 6     237538         0         0
CADENCE DESIGN SYS INC             COM             127387108      1361      80260 SH       DEFINED 8      80260         0         0
CADENCE DESIGN SYS INC             COM             127387108        27       1600 SH       DEFINED 9       1600         0         0
CADENCE DESIGN SYS INC             COM             127387108      2169     127896 SH       DEFINED C     127896         0         0
CADENCE DESIGN SYS INC             COM             127387108      3957     233309 SH       DEFINED D     233309         0         0
CADENCE DESIGN SYS INC             COM             127387108     44343    2614590 SH       DEFINED E     831054         0   1783536
CADENCE DESIGN SYS INC             COM             127387108      2116     124760 SH       DEFINED L     124760         0         0
CADENCE DESIGN SYS INC             COM             127387108      1117      65852 SH       DEFINED M      65852         0         0
CAE INC                            COM             124765108      5369     563373 SH       DEFINED 2     563373         0         0
CAE INC                            COM             124765108     30632    3214304 SH       DEFINED 6    3214304         0         0
CAE INC                            COM             124765108     16155    1695145 SH       DEFINED 8    1695145         0         0
CAE INC                            COM             124765108       192      20096 SH       DEFINED D      20096         0         0
CALAMOS ASSET MANAGEMENT INC       COM             12811R104     22782     777027 SH       DEFINED A     777027         0         0
CALIFORNIA PIZZA KITCHEN INC       COM             13054D109     18808     628416 SH       DEFINED 6     628416         0         0
CALUMET SPECIALTY PRODS PTNRS      COM             131476103       207       6475 SH       DEFINED 9       6475         0         0
CAMBIOR INC                        COM             13201L103      8350    2130000 SH       DEFINED A    2130000         0         0
CAMDEN PROPERTY TRUST              COM             133131102       219       2883 SH       DEFINED 9       2883         0         0
CAMECO CORP                        COM             13321L108       896      22000 SH       DEFINED 2      22000         0         0
CAMECO CORP                        COM             13321L108       200       4900 SH       DEFINED 8       4900         0         0
CAMECO CORP                        COM             13321L108     46379    1197145 SH       DEFINED 9    1190045      1100      6000
CAMECO CORP                        COM             13321L108       658      18000 SH       DEFINED A      18000         0         0
CAMECO CORP                        COM             13321L108      1144      28500 SH       DEFINED        28500         0         0
CAMECO CORP                        COM             13321L108       512      14000 SH       DEFINED M      14000         0         0
CAMPBELL SOUP CO                   COM             134429109       979      26829 SH       DEFINED 9      26829         0         0
CANADIAN IMPERIAL BANK OF COMMERCE COM             136069101    259245    3077092 SH       DEFINED 8    3077092         0         0
CANADIAN IMPERIAL BANK OF COMMERCE COM             136069101       226       2982 SH       DEFINED 9       2982         0         0
CANADIAN NATIONAL RAILWAY CO       COM             136375102    326184    6977202 SH       DEFINED 8    6977202         0         0
CANADIAN NATIONAL RAILWAY CO       COM             136375102      7234     172480 SH       DEFINED 9     171880         0       600
CANADIAN NATURAL RESOURCES LTD     COM             136385101    226134    4439215 SH       DEFINED 8    4439215         0         0
CANADIAN NATURAL RESOURCES LTD     COM             136385101       150       3300 SH       DEFINED 9       3300         0         0
CANADIAN PACIFIC RAILWAY LTD       COM             13645T100    120619    2170965 SH       DEFINED 8    2170965         0         0
CANADIAN PACIFIC RAILWAY LTD       COM             13645T100       145       2918 SH       DEFINED 9       2918         0         0
CANON INC                          SPONSORED ADR   138006309      6038     115469 SH       DEFINED 8     115469         0         0
CANON INC                          SPONSORED ADR   138006309     19031     363958 SH       DEFINED 9     362758         0      1200
CAPITAL ONE FINANCIAL CORP         COM             14040H105    173591    2206850 SH       DEFINED 5    2206850         0         0
CAPITAL ONE FINANCIAL CORP         COM             14040H105        42        533 SH       DEFINED 6        533         0         0
CAPITAL ONE FINANCIAL CORP         COM             14040H105       455       5780 SH       DEFINED 8       5780         0         0
CAPITAL ONE FINANCIAL CORP         COM             14040H105      2071      26323 SH       DEFINED 9      24323       500      1500
CAPITAL ONE FINANCIAL CORP         COM             14040H105     66486     845237 SH       DEFINED A     845237         0         0
CAPITAL ONE FINANCIAL CORP         COM             14040H105       157       2000 SH       DEFINED E          0         0      2000
CAPITAL ONE FINANCIAL CORP         COM             14040H105        21        270 SH       DEFINED L        270         0         0
CAPITAL TRUST- CL A- REIT          COM             14052H506        95       2335 SH       DEFINED 6       2335         0         0
CAPITAL TRUST- CL A- REIT          COM             14052H506     24556     602900 SH       DEFINED A     602900         0         0
CAPITALSOURCE INC                  COM             14055X102      4245     164408 SH       DEFINED 6     153233         0     11175
CAPITALSOURCE INC                  COM             14055X102       678      26251 SH       DEFINED 8      26251         0         0
CAPITALSOURCE INC                  COM             14055X102       386      14934 SH       DEFINED 9      14934         0         0
CAPITALSOURCE INC                  COM             14055X102    219040    8483355 SH       DEFINED A    8437680         0     45675
CAPITALSOURCE INC                  COM             14055X102      2460      95290 SH       DEFINED C      95290         0         0
CAPITALSOURCE INC                  COM             14055X102       196       7587 SH       DEFINED E          0         0      7587
CAPITALSOURCE INC                  COM             14055X102        30       1172 SH       DEFINED L       1172         0         0
CAPITALSOURCE INC                  DBCV 3.500% 7/1 14055XAD4      8748    8000000 PRN      DEFINED A    8000000         0         0
CARDINAL HEALTH INC                COM             14149Y108       526       8000 SH       DEFINED 2       8000         0         0
CARDINAL HEALTH INC                COM             14149Y108      3650      55521 SH       DEFINED 6      55521         0         0
CARDINAL HEALTH INC                COM             14149Y108     19722     300000 SH       DEFINED 7     300000         0         0
CARDINAL HEALTH INC                COM             14149Y108      1515      23040 SH       DEFINED 8      23040         0         0
CARDINAL HEALTH INC                COM             14149Y108      2890      43967 SH       DEFINED 9      39475         0      4492
CARDINAL HEALTH INC                COM             14149Y108      5326      81013 SH       DEFINED A      78113         0      2900
CARDINAL HEALTH INC                COM             14149Y108       738      11220 SH       DEFINED C      11220         0         0
CARDINAL HEALTH INC                COM             14149Y108      4850      73777 SH       DEFINED E          0         0     73777
CARDIOME PHARMA CORP               COM             14159U202      1347     104700 SH       DEFINED 8     104700         0         0
CARDIOME PHARMA CORP               COM             14159U202      2167     187628 SH       DEFINED A     187628         0         0
CAREER EDUCATION CORP              COM             141665109       434      19300 SH       DEFINED 9      19300         0         0
CAREMARK RX INC                    COM             141705103       937      16537 SH       DEFINED 6      14522         0      2015
CAREMARK RX INC                    COM             141705103      4286      75625 SH       DEFINED 7      75625         0         0
CAREMARK RX INC                    COM             141705103       277       4880 SH       DEFINED 8       4880         0         0
CAREMARK RX INC                    COM             141705103       220       3878 SH       DEFINED 9       2875         0      1003
CAREMARK RX INC                    COM             141705103     32405     571815 SH       DEFINED A     571815         0         0
CARLISLE COMPANIES INC             COM             142339100    258442    3073037 SH       DEFINED 4    3071037         0      2000
CARNIVAL CORP                      COM             143658300     14898     316770 SH       DEFINED 1     316770         0         0
CARNIVAL CORP                      COM             143658300      3667      77963 SH       DEFINED 6      69055         0      8908
CARNIVAL CORP                      COM             143658300     23515     500000 SH       DEFINED 7     500000         0         0
CARNIVAL CORP                      COM             143658300      2300      48902 SH       DEFINED 8      48902         0         0
CARNIVAL CORP                      COM             143658300      9400     199882 SH       DEFINED 9     198682         0      1200
CARNIVAL CORP                      COM             143658300    115664    2459359 SH       DEFINED A    2459359         0         0
CARNIVAL CORP                      COM             143658300      3178      67570 SH       DEFINED D      67570         0         0
CARNIVAL CORP                      COM             143658300     64953    1381100 SH       DEFINED E     813200         0    567900
CARNIVAL CORP                      DBCV 2.000% 4/1 143658AN2     32472   26020000 PRN      DEFINED A   26020000         0         0
CASELLA WASTE SYSTEMS INC          COM             147448104     14823    1433593 SH       DEFINED 6    1433593         0         0
CASEYS GENERAL STORES INC          COM             147528103     37033    1662900 SH       DEFINED 4    1650400         0     12500
CATERPILLAR INC                    COM             149123101      6470      98327 SH       DEFINED 9      92887         0      5440
CATERPILLAR INC                    COM             149123101       132       2000 SH       DEFINED A       2000         0         0
CATO CORP                          COM             149205106      9860     450000 SH       DEFINED 4     450000         0         0
CAVALIER HOMES INC                 COM             149507105      1378     432000 SH       DEFINED 4     432000         0         0
CB RICHARD ELLIS GROUP INC         COM             12497T101       339      13800 SH       DEFINED 9      13800         0         0
CBL & ASSOCIATES PROPERTIES INC    COM             124830100     23281     555500 SH       DEFINED A     555500         0         0
CBS CORP                           COM             124857103      2822     100000 SH       DEFINED 7     100000         0         0
CBS CORP                           COM             124857103       263       9335 SH       DEFINED 9       9335         0         0
CBS CORP                           COM             124857202     84989    3017014 SH       DEFINED 5    3017014         0         0
CBS CORP                           COM             124857202      1409      50000 SH       DEFINED 7      50000         0         0
CBS CORP                           COM             124857202       306      10875 SH       DEFINED 8      10875         0         0
CBS CORP                           COM             124857202      2953     104815 SH       DEFINED 9      97882         0      6933
CBS CORP                           COM             124857202         6        219 SH       DEFINED A        219         0         0
CDI CORP                           COM             125071100      9228     445600 SH       DEFINED A     443300         0      2300
CDW CORP                           COM             12512N105       467       7575 SH       DEFINED 9       7575         0         0
CDW CORP                           COM             12512N105         8        122 SH       DEFINED A        122         0         0
CE FRANKLIN LTD                    COM             125151100       238      18900 SH       DEFINED 8      18900         0         0
CEDAR FAIR LP                      LTD PARTNERSHIP 150185106      1757      66775 SH       DEFINED 9      65775         0      1000
CEDAR SHOPPING CENTERS INC         COM             150602209        43       2650 SH       DEFINED 6       2650         0         0
CEDAR SHOPPING CENTERS INC         COM             150602209     35660    2205300 SH       DEFINED A    2205300         0         0
CELANESE CORP                      PFD 4.25% CONV  150870202     10313     375000 SH       DEFINED A     375000         0         0
CELESTICA INC                      COM             15101Q108      3693     343812 SH       DEFINED 1     343812         0         0
CELESTICA INC                      COM             15101Q108     19442    1622838 SH       DEFINED 8    1622838         0         0
CELESTICA INC                      COM             15101Q108       116       9685 SH       DEFINED E       9685         0         0
CELGENE CORP                       COM             151020104       941      21722 SH       DEFINED 6      21722         0         0
CELGENE CORP                       COM             151020104     29778     687711 SH       DEFINED 9     685111       200      2400
CELGENE CORP                       COM             151020104    137275    3170322 SH       DEFINED A    3164422         0      5900
CELGENE CORP                       COM             151020104       195       4500 SH       DEFINED         4500         0         0
CELGENE CORP                       COM             151020104       650      15000 SH       DEFINED M      15000         0         0
CELGENE CORP                       NOTE 1.750% 6/0 151020AC8     17938    5000000 PRN      DEFINED A    5000000         0         0
CELL GENESYS INC                   COM             150921104      3702     810000 SH       DEFINED 9     810000         0         0
CEMEX SAB                          SPONSORED ADR   151290889       195       6476 SH       DEFINED 1       6476         0         0
CEMEX SAB                          SPONSORED ADR   151290889       902      30000 SH       DEFINED 2      30000         0         0
CEMEX SAB                          SPONSORED ADR   151290889      5130     170561 SH       DEFINED 6     170561         0         0
CEMEX SAB                          SPONSORED ADR   151290889      1877      62400 SH       DEFINED 8      62400         0         0
CEMEX SAB                          SPONSORED ADR   151290889     35144    1168336 SH       DEFINED 9    1167336      1000         0
CEMEX SAB                          SPONSORED ADR   151290889       639      21240 SH       DEFINED A      21240         0         0
CEMEX SAB                          SPONSORED ADR   151290889      1263      42000 SH       DEFINED        42000         0         0
CEMEX SAB                          SPONSORED ADR   151290889       451      15000 SH       DEFINED M      15000         0         0
CENTENNIAL BANK HOLDINGS INC       COM             151345303     26234    2710110 SH       DEFINED 5    2710110         0         0
CENTERPOINT ENERGY INC             COM             15189T107        75       5250 SH       DEFINED 9       5250         0         0
CENTERPOINT ENERGY INC             COM             15189T107    119523    8346600 SH       DEFINED A    8296600         0     50000
CENTERPOINT ENERGY INC             NOTE 3.750% 5/1 15189TAM9     12800   10000000 PRN      DEFINED A   10000000         0         0
CENTEX CORP                        COM             152312104        42        800 SH       DEFINED 9        800         0         0
CENTEX CORP                        COM             152312104     28446     540600 SH       DEFINED A     540600         0         0
CENTRAL FUND CANADA- CLASS A       COM             153501101      8873    1055000 SH       DEFINED A    1055000         0         0
CENTRAL GARDEN & PET CO            COM             153527106      8774     181800 SH       DEFINED 9     181800         0         0
CENTRAL PARKING CORP               COM             154785109     13454     815400 SH       DEFINED 2     815400         0         0
CENTRAL PARKING CORP               COM             154785109       495      29987 SH       DEFINED 6      29987         0         0
CENTRAL PARKING CORP               COM             154785109      7725     468200 SH       DEFINED 8     468200         0         0
CENTRAL PARKING CORP               COM             154785109       201      12211 SH       DEFINED D      12211         0         0
CENTRAL PARKING CORP               COM             154785109      2758     167165 SH       DEFINED E     167165         0         0
CENTRAL VERMONT PUBLIC SERVICE COR COM             155771108       584      26400 SH       DEFINED 4      26400         0         0
CENTRAL VERMONT PUBLIC SERVICE COR COM             155771108        44       2000 SH       DEFINED 9       2000         0         0
CENTURYTEL INC                     COM             156700106       539      13593 SH       DEFINED 9      13593         0         0
CENTURYTEL INC                     COM             156700106         4         93 SH       DEFINED A         93         0         0
CENVEO INC                         COM             15670S105      2633     139900 SH       DEFINED A     139900         0         0
CEPHALON INC                       COM             156708109      6392     103508 SH       DEFINED A     101108         0      2400
CERIDIAN CORP                      COM             156779100      2450     109589 SH       DEFINED 1     109589         0         0
CERIDIAN CORP                      COM             156779100       473      21173 SH       DEFINED 6      21173         0         0
CERIDIAN CORP                      COM             156779100       163       7300 SH       DEFINED 9       5300         0      2000
CERNER CORP                        COM             156782104      1939      42700 SH       DEFINED A      42700         0         0
CGI GROUP INC                      COM             39945C109      6886     940700 SH       DEFINED 8     940700         0         0
CHAMPPS ENTERTAINMENT INC          COM             158787101      5594     920000 SH       DEFINED 4     920000         0         0
CHAPARRAL STEEL                    COM             159423102     30654     900000 SH       DEFINED 4     900000         0         0
CHAPARRAL STEEL                    COM             159423102        11        322 SH       DEFINED A        322         0         0
CHARLES RIVER LABORATORIES INTL IN COM             159864107         1         22 SH       DEFINED 6         22         0         0
CHARLES RIVER LABORATORIES INTL IN COM             159864107       380       8760 SH       DEFINED 8       8760         0         0
CHARLES RIVER LABORATORIES INTL IN COM             159864107       230       5295 SH       DEFINED 9       5295         0         0
CHARLES RIVER LABORATORIES INTL IN COM             159864107     13784     317525 SH       DEFINED A     315325         0      2200
CHARLES RIVER LABORATORIES INTL IN COM             159864107       139       3200 SH       DEFINED E          0         0      3200
CHARLES RIVER LABORATORIES INTL IN COM             159864107        24        550 SH       DEFINED L        550         0         0
CHARLES SCHWAB CORP                COM             808513105      1310      73166 SH       DEFINED 9      73166         0         0
CHARMING SHOPPES INC               COM             161133103     63189    4425000 SH       DEFINED 4    4425000         0         0
CHARMING SHOPPES INC               COM             161133103         8        557 SH       DEFINED A        557         0         0
CHARTERMAC                         LTD PARTNERSHIP 160908109        54       2700 SH       DEFINED 9       2700         0         0
CHARTERMAC                         LTD PARTNERSHIP 160908109     27457    1375600 SH       DEFINED A    1375600         0         0
CHECK POINT SOFTWARE TECHNOLOGIES  ORD             M22465104    296773   15578645 SH       DEFINED 1   15246635         0    332010
CHECK POINT SOFTWARE TECHNOLOGIES  ORD             M22465104    242293   12718770 SH       DEFINED 2   12012347         0    706423
CHECK POINT SOFTWARE TECHNOLOGIES  ORD             M22465104     17319     909143 SH       DEFINED 6     909143         0         0
CHECK POINT SOFTWARE TECHNOLOGIES  ORD             M22465104     27518    1444520 SH       DEFINED 8    1444520         0         0
CHECK POINT SOFTWARE TECHNOLOGIES  ORD             M22465104      1476      77496 SH       DEFINED A      77496         0         0
CHECK POINT SOFTWARE TECHNOLOGIES  ORD             M22465104      7406     388780 SH       DEFINED C     332580         0     56200
CHECK POINT SOFTWARE TECHNOLOGIES  ORD             M22465104      3243     170260 SH       DEFINED D     170260         0         0
CHECK POINT SOFTWARE TECHNOLOGIES  ORD             M22465104     26481    1390101 SH       DEFINED E    1342601         0     47500
CHECK POINT SOFTWARE TECHNOLOGIES  ORD             M22465104       134       7030 SH       DEFINED         7030         0         0
CHECK POINT SOFTWARE TECHNOLOGIES  ORD             M22465104      3381     177470 SH       DEFINED L     127330         0     50140
CHECK POINT SOFTWARE TECHNOLOGIES  ORD             M22465104       768      40310 SH       DEFINED M      40310         0         0
CHEMICAL FINL CORP                 COM             163731102     15090     508409 SH       DEFINED 4     504409         0      4000
CHESAPEAKE ENERGY CORP             COM             165167107     18086     624100 SH       DEFINED 3     624100         0         0
CHESAPEAKE ENERGY CORP             COM             165167107       178       6140 SH       DEFINED 8       6140         0         0
CHESAPEAKE ENERGY CORP             COM             165167107      2000      69000 SH       DEFINED 9      69000         0         0
CHESAPEAKE ENERGY CORP             COM             165167107      9586     330785 SH       DEFINED A     330785         0         0
CHESAPEAKE ENERGY CORP             COM             165167107        58       2000 SH       DEFINED E          0         0      2000
CHESAPEAKE ENERGY CORP             COM             165167107         8        280 SH       DEFINED L        280         0         0
CHEVRON CORPORATION                COM             166764100    171273    2640650 SH       DEFINED 1    2640650         0         0
CHEVRON CORPORATION                COM             166764100      3333      51380 SH       DEFINED 2      51380         0         0
CHEVRON CORPORATION                COM             166764100      7470     115172 SH       DEFINED 6     104563         0     10609
CHEVRON CORPORATION                COM             166764100     19278     297229 SH       DEFINED 8     297229         0         0
CHEVRON CORPORATION                COM             166764100     43269     667115 SH       DEFINED 9     650368         0     16747
CHEVRON CORPORATION                COM             166764100    620543    9567428 SH       DEFINED A    9547428         0     20000
CHEVRON CORPORATION                COM             166764100       672      10360 SH       DEFINED C      10360         0         0
CHEVRON CORPORATION                COM             166764100      6500     100220 SH       DEFINED D     100220         0         0
CHEVRON CORPORATION                COM             166764100     53003     817190 SH       DEFINED E     312890         0    504300
CHEVRON CORPORATION                COM             166764100      6039      93110 SH       DEFINED L      67900         0     25210
CHEVRON CORPORATION                COM             166764100      1574      24260 SH       DEFINED M      24260         0         0
CHICAGO MERCANTILE EXCHANGE HOLDIN COM             167760107        63        132 SH       DEFINED 6        132         0         0
CHICAGO MERCANTILE EXCHANGE HOLDIN COM             167760107       344        720 SH       DEFINED 9        720         0         0
CHICAGO MERCANTILE EXCHANGE HOLDIN COM             167760107     56266     117650 SH       DEFINED A     117650         0         0
CHICO'S FAS INC                    COM             168615102       842      39096 SH       DEFINED 9      38900       196         0
CHINA LIFE INSURANCE CO LTD        SPONSORED ADR   16939P106      2292      29330 SH       DEFINED 9      29330         0         0
CHIQUITA BRANDS INTERNATIONAL INC  COM             170032809     10838     810000 SH       DEFINED 8     810000         0         0
CHOICEPOINT INC                    COM             170388102      5728     160000 SH       DEFINED 7     160000         0         0
CHOICEPOINT INC                    COM             170388102        87       2430 SH       DEFINED 9       2430         0         0
CHRISTOPHER & BANKS CORP           COM             171046105     31423    1065900 SH       DEFINED 4    1057900         0      8000
CHRISTOPHER & BANKS CORP           COM             171046105     17070     579045 SH       DEFINED A     563645         0     15400
CHROMCRAFT REVINGTON INC           COM             171117104      1976     200000 SH       DEFINED 4     200000         0         0
CHUBB CORP                         COM             171232101      6246     120200 SH       DEFINED 4     120200         0         0
CHUBB CORP                         COM             171232101        52       1000 SH       DEFINED 6       1000         0         0
CHUBB CORP                         COM             171232101     21347     410831 SH       DEFINED 9     372633         0     38198
CHUBB CORP                         COM             171232101        25        480 SH       DEFINED A        480         0         0
CHUNGHWA TELECOM CO LTD            SPONSORED ADR   17133Q205    310832   17956793 SH       DEFINED 1   17531626         0    425167
CHUNGHWA TELECOM CO LTD            SPONSORED ADR   17133Q205    143535    8292022 SH       DEFINED 2    7960045         0    331977
CHUNGHWA TELECOM CO LTD            SPONSORED ADR   17133Q205    201030   11613535 SH       DEFINED 5   11613535         0         0
CHUNGHWA TELECOM CO LTD            SPONSORED ADR   17133Q205      4248     245401 SH       DEFINED 6     245401         0         0
CHUNGHWA TELECOM CO LTD            SPONSORED ADR   17133Q205     12703     733826 SH       DEFINED 8     651512         0     82314
CHUNGHWA TELECOM CO LTD            SPONSORED ADR   17133Q205      2608     150636 SH       DEFINED 9     150024         0       612
CHUNGHWA TELECOM CO LTD            SPONSORED ADR   17133Q205      3692     213270 SH       DEFINED D     213270         0         0
CHUNGHWA TELECOM CO LTD            SPONSORED ADR   17133Q205       243      14021 SH       DEFINED E      14021         0         0
CHUNGHWA TELECOM CO LTD            SPONSORED ADR   17133Q205        70       4029 SH       DEFINED         4029         0         0
CHUNGHWA TELECOM CO LTD            SPONSORED ADR   17133Q205       113       6503 SH       DEFINED L       6503         0         0
CHUNGHWA TELECOM CO LTD            SPONSORED ADR   17133Q205       177      10200 SH       DEFINED M      10200         0         0
CHURCH & DWIGHT CO INC             COM             171340102      1216      31090 SH       DEFINED 9      28090         0      3000
CIA ENERGETICA DE MINAS GERAIS (CE SPON ADR PFD    204409601      6270     159750 SH       DEFINED C     159750         0         0
CIA SANEAMENTO BASICO DO ESADO DE  SPONSORED ADR   20441A102     20289     674050 SH       DEFINED 2     674050         0         0
CIA VALE DO RIO DOCE               SPON ADR PFD    204412100    148317    8012824 SH       DEFINED 1    7772792         0    240032
CIA VALE DO RIO DOCE               SPON ADR PFD    204412100     52978    2862152 SH       DEFINED 2    2862152         0         0
CIA VALE DO RIO DOCE               SPON ADR PFD    204412100      7043     380491 SH       DEFINED 6     380491         0         0
CIA VALE DO RIO DOCE               SPON ADR PFD    204412100     89966    4860398 SH       DEFINED 8    4280098         0    580300
CIA VALE DO RIO DOCE               SPON ADR PFD    204412100        19       1000 SH       DEFINED 9       1000         0         0
CIA VALE DO RIO DOCE               SPON ADR PFD    204412100      6738     364000 SH       DEFINED A     364000         0         0
CIA VALE DO RIO DOCE               SPON ADR PFD    204412100    378387   20442324 SH       DEFINED C   20145424         0    296900
CIA VALE DO RIO DOCE               SPON ADR PFD    204412100      1402      75768 SH       DEFINED D      75768         0         0
CIA VALE DO RIO DOCE               SPON ADR PFD    204412100      1482      80090 SH       DEFINED E      80090         0         0
CIA VALE DO RIO DOCE               SPON ADR PFD    204412100      2060     111308 SH       DEFINED L      82668         0     28640
CIA VALE DO RIO DOCE               SPON ADR PFD    204412100       553      29886 SH       DEFINED M      29886         0         0
CIA VALE DO RIO DOCE               SPONSORED ADR   204412209     21582    1001024 SH       DEFINED 1    1001024         0         0
CIA VALE DO RIO DOCE               SPONSORED ADR   204412209      4114     190800 SH       DEFINED 2     190800         0         0
CIA VALE DO RIO DOCE               SPONSORED ADR   204412209      1953      90600 SH       DEFINED 8      90600         0         0
CIA VALE DO RIO DOCE               SPONSORED ADR   204412209         3        154 SH       DEFINED A        154         0         0
CIGNA CORP                         COM             125509109     93583     804534 SH       DEFINED 1     804534         0         0
CIGNA CORP                         COM             125509109      8487      72960 SH       DEFINED 2      31500         0     41460
CIGNA CORP                         COM             125509109      2651      22794 SH       DEFINED 6      22794         0         0
CIGNA CORP                         COM             125509109      2603      22380 SH       DEFINED 8      22380         0         0
CIGNA CORP                         COM             125509109      2393      20570 SH       DEFINED 9      20570         0         0
CIGNA CORP                         COM             125509109         3         30 SH       DEFINED A         30         0         0
CIGNA CORP                         COM             125509109      1072       9215 SH       DEFINED C       9215         0         0
CIGNA CORP                         COM             125509109      1537      13211 SH       DEFINED D      13211         0         0
CIMAREX ENERGY CO                  COM             171798101       522      14825 SH       DEFINED 9      14825         0         0
CINCINNATI FINANCIAL CORP          COM             172062101       481      10000 SH       DEFINED 4      10000         0         0
CINTAS CORP                        COM             172908105     74204    1817400 SH       DEFINED 4    1817400         0         0
CINTAS CORP                        COM             172908105       766      18750 SH       DEFINED 9      18750         0         0
CIRCOR INTERNATIONAL INC           COM             17273K109     27724     907500 SH       DEFINED 4     901500         0      6000
CIRCUIT CITY STORES INC            COM             172737108       241       9606 SH       DEFINED 9       9606         0         0
CISCO SYSTEMS INC                  COM             17275R102     10350     450000 SH       DEFINED 3     450000         0         0
CISCO SYSTEMS INC                  COM             17275R102        83       3628 SH       DEFINED 6       3628         0         0
CISCO SYSTEMS INC                  COM             17275R102     31050    1350000 SH       DEFINED 7    1350000         0         0
CISCO SYSTEMS INC                  COM             17275R102       743      32290 SH       DEFINED 8      32290         0         0
CISCO SYSTEMS INC                  COM             17275R102     71863    3124499 SH       DEFINED 9    3090353      2350     31796
CISCO SYSTEMS INC                  COM             17275R102    161123    7005362 SH       DEFINED A    7005362         0         0
CISCO SYSTEMS INC                  COM             17275R102       225       9800 SH       DEFINED E          0         0      9800
CISCO SYSTEMS INC                  COM             17275R102        39       1680 SH       DEFINED L       1680         0         0
CIT GROUP INC                      COM             125581108    108211    2225200 SH       DEFINED 4    2225200         0         0
CITIGROUP INC                      COM             172967101     14626     294469 SH       DEFINED 4     294469         0         0
CITIGROUP INC                      COM             172967101    350680    7060200 SH       DEFINED 5    7060200         0         0
CITIGROUP INC                      COM             172967101      6721     135314 SH       DEFINED 6     120209         0     15105
CITIGROUP INC                      COM             172967101     17789     358145 SH       DEFINED 8     358145         0         0
CITIGROUP INC                      COM             172967101    109717    2208911 SH       DEFINED 9    2184323      2966     21622
CITIGROUP INC                      COM             172967101       248       5000 SH CALL  DEFINED 9
CITIGROUP INC                      COM             172967101    272066    5477470 SH       DEFINED A    5457470         0     20000
CITIGROUP INC                      COM             172967101       333       6700 SH       DEFINED E          0         0      6700
CITIGROUP INC                      COM             172967101        45        910 SH       DEFINED L        910         0         0
CITIGROUP INC                      COM             172967101       298       6000 SH       DEFINED M       6000         0         0
CITIZENS COMMUNICATIONS CO         COM             17453B101      6347     452101 SH       DEFINED 9     449601      1500      1000
CITRIX SYSTEMS INC                 COM             177376100       801      22115 SH       DEFINED 9      16115         0      6000
CITRIX SYSTEMS INC                 COM             177376100      1985      54830 SH       DEFINED A      54830         0         0
CITY NATIONAL CORP                 COM             178566105      6052      90253 SH       DEFINED 5      90253         0         0
CITY NATIONAL CORP                 COM             178566105     34339     512060 SH       DEFINED A     512060         0         0
CLARCOR INC                        COM             179895107     12287     402976 SH       DEFINED 6     402976         0         0
CLAYTON HOLDINGS INC               COM             18418N107      9062     720899 SH       DEFINED 6     720899         0         0
CLAYTON HOLDINGS INC               COM             18418N107     10760     856035 SH       DEFINED A     832835         0     23200
CLEAN HARBORS INC                  COM             184496107      8571     196800 SH       DEFINED 9     196800         0         0
CLEAR CHANNEL COMMUNICATIONS INC   COM             184502102    355561   12324477 SH       DEFINED 5   12324477         0         0
CLEAR CHANNEL COMMUNICATIONS INC   COM             184502102      1517      52581 SH       DEFINED 6      46399         0      6182
CLEAR CHANNEL COMMUNICATIONS INC   COM             184502102     14425     500000 SH       DEFINED 7     500000         0         0
CLEAR CHANNEL COMMUNICATIONS INC   COM             184502102        32       1125 SH       DEFINED 8       1125         0         0
CLEAR CHANNEL COMMUNICATIONS INC   COM             184502102       381      13210 SH       DEFINED 9      13210         0         0
CLEAR CHANNEL COMMUNICATIONS INC   COM             184502102     16187     561075 SH       DEFINED A     561075         0         0
CLECO CORP                         COM             12561W105     25244    1000169 SH       DEFINED A    1000169         0         0
CLOROX CO                          COM             189054109      6152      97652 SH       DEFINED 9      97652         0         0
CLOROX CO                          COM             189054109         9        137 SH       DEFINED A        137         0         0
CMS ENERGY CORP                    COM             125896100       619      42900 SH       DEFINED 2      42900         0         0
CMS ENERGY CORP                    NOTE 2.875%12/0 125896AW0      6973    6000000 PRN      DEFINED A    6000000         0         0
CNA SURETY CORP                    COM             12612L108       283      14000 SH       DEFINED 9      14000         0         0
CNH GLOBAL NV                      COM             N20935206     45935    1979100 SH       DEFINED 4    1974600         0      4500
CNOOC LTD                          SPONSORED ADR   126132109       881      10580 SH       DEFINED 8      10580         0         0
CNOOC LTD                          SPONSORED ADR   126132109        15        185 SH       DEFINED 9        185         0         0
COACH INC                          COM             189754104         2         56 SH       DEFINED 6         56         0         0
COACH INC                          COM             189754104     29190     848549 SH       DEFINED 9     844274      2600      1675
COACH INC                          COM             189754104      1204      35000 SH       DEFINED A      35000         0         0
COACH INC                          COM             189754104       275       8000 SH       DEFINED         8000         0         0
COACH INC                          COM             189754104      1032      30000 SH       DEFINED M      30000         0         0
COAST DISTRIBUTION SYSTEM INC      COM             190345108       650      66800 SH       DEFINED 4      66800         0         0
COCA COLA FEMSA SA DE CV           SPONSORED ADR   191241108       266       8500 SH       DEFINED 9       7000         0      1500
COCA COLA FEMSA SA DE CV           SPONSORED ADR   191241108         1         47 SH       DEFINED A         47         0         0
COCA-COLA CO                       COM             191216100     26585     595000 SH       DEFINED 3     595000         0         0
COCA-COLA CO                       COM             191216100      2089      46758 SH       DEFINED 6      40489         0      6269
COCA-COLA CO                       COM             191216100      1598      35775 SH       DEFINED 8      35775         0         0
COCA-COLA CO                       COM             191216100     24157     540659 SH       DEFINED 9     531759       500      8400
COCA-COLA CO                       COM             191216100     37008     828288 SH       DEFINED A     828288         0         0
COCA-COLA CO                       COM             191216100       112       2500 SH       DEFINED E          0         0      2500
COCA-COLA CO                       COM             191216100        19        430 SH       DEFINED L        430         0         0
COCA-COLA ENTERPRISES INC          COM             191219104    239077   11477512 SH       DEFINED 5   11477512         0         0
COCA-COLA ENTERPRISES INC          COM             191219104         1         40 SH       DEFINED 9         40         0         0
COGENT COMM GROUP INC              COM             19239V302      2804     241901 SH       DEFINED 6     241901         0         0
COGNIZANT TECHNOLOGY SOLUTIONS COR COM             192446102      2124      28684 SH       DEFINED 6      28684         0         0
COGNIZANT TECHNOLOGY SOLUTIONS COR COM             192446102     11233     151675 SH       DEFINED 9     150475       200      1000
COGNIZANT TECHNOLOGY SOLUTIONS COR COM             192446102    244045    3295231 SH       DEFINED A    3295231         0         0
COGNOS INC                         COM             19244C109      1218      30000 SH       DEFINED 2      30000         0         0
COGNOS INC                         COM             19244C109         3         64 SH       DEFINED 6         64         0         0
COGNOS INC                         COM             19244C109       387       9540 SH       DEFINED 8       9540         0         0
COGNOS INC                         COM             19244C109     36637     930244 SH       DEFINED 9     924444         0      5800
COGNOS INC                         COM             19244C109      2462      67440 SH       DEFINED A      67440         0         0
COGNOS INC                         COM             19244C109      1419      35500 SH       DEFINED        35500         0         0
COGNOS INC                         COM             19244C109       548      15000 SH       DEFINED M      15000         0         0
COHERENT INC                       COM             192479103     16236     468437 SH       DEFINED 6     468437         0         0
COHERENT INC                       COM             192479103       107       3100 SH       DEFINED 9       3100         0         0
COHERENT INC                       COM             192479103     22843     659060 SH       DEFINED A     659060         0         0
COHERENT INC                       COM             192479103       534      15400 SH       DEFINED C      15400         0         0
COHU INC                           COM             192576106     31272    1753900 SH       DEFINED 4    1740400         0     13500
COINSTAR INC                       COM             19259P300     22891     795380 SH       DEFINED 2     795380         0         0
COINSTAR INC                       COM             19259P300     26152     908700 SH       DEFINED 8     908700         0         0
COINSTAR INC                       COM             19259P300       268       9307 SH       DEFINED D       9307         0         0
COINSTAR INC                       COM             19259P300      3565     123886 SH       DEFINED E     123886         0         0
COLEY PHARMACEUTICAL GROUP         COM             19388P106       685      60000 SH       DEFINED 6      60000         0         0
COLEY PHARMACEUTICAL GROUP         COM             19388P106     14738    1290500 SH       DEFINED A    1259400         0     31100
COLGATE-PALMOLIVE CO               COM             194162103       378       6089 SH       DEFINED 6       6089         0         0
COLGATE-PALMOLIVE CO               COM             194162103     18568     299008 SH       DEFINED 9     296048         0      2960
COLGATE-PALMOLIVE CO               COM             194162103        32        511 SH       DEFINED A        511         0         0
COMCAST CORP                       COM             20030N101      5528     150000 SH       DEFINED 1          0         0    150000
COMCAST CORP                       COM             20030N101      2548      69152 SH       DEFINED 9      66417       442      2293
COMCAST CORP                       COM             20030N101         7        181 SH       DEFINED A        181         0         0
COMCAST CORP                       COM             20030N200    828480   22506938 SH       DEFINED 1   22506938         0         0
COMCAST CORP                       COM             20030N200     33784     917800 SH       DEFINED 2     917800         0         0
COMCAST CORP                       COM             20030N200    360098    9782604 SH       DEFINED 5    9782604         0         0
COMCAST CORP                       COM             20030N200      1855      50388 SH       DEFINED 9      50388         0         0
COMCAST CORP                       COM             20030N200      5522     150000 SH       DEFINED A     150000         0         0
COMCAST CORP                       COM             20030N200      1916      52050 SH       DEFINED C      52050         0         0
COMCAST CORP                       COM             20030N200      3213      87280 SH       DEFINED E      87280         0         0
COMERICA INC                       COM             200340107       346       6083 SH       DEFINED 9       6083         0         0
COMFORT SYSTEMS USA INC            COM             199908104       115      10000 SH       DEFINED 9      10000         0         0
COMMERCE BANCORP INC               COM             200519106      3911     106548 SH       DEFINED 9     106548         0         0
COMMERCIAL VEHICLE GROUP INC       COM             202608105      5583     289850 SH       DEFINED 9     289850         0         0
COMMUNITY HEALTH SYSTEMS INC       COM             203668108      1826      48898 SH       DEFINED 6      48898         0         0
COMMUNITY HEALTH SYSTEMS INC       COM             203668108       494      13220 SH       DEFINED 9      13120         0       100
COMMUNITY HEALTH SYSTEMS INC       COM             203668108    132497    3547433 SH       DEFINED A    3536833         0     10600
COMMUNITY HEALTH SYSTEMS INC       COM             203668108      2917      78100 SH       DEFINED C      78100         0         0
COMPANHIA PARANAENSE DE ENERGIA-CO SPON ADR PFD    20441B407     85427    7580029 SH       DEFINED C    7580029         0         0
COMPANHIA SIDERURGICA NACIONAL SID SPONSORED ADR   20440W105       853      30000 SH       DEFINED 2      30000         0         0
COMPANHIA SIDERURGICA NACIONAL SID SPONSORED ADR   20440W105     22195     780700 SH       DEFINED 9     780700         0         0
COMPANIA DE MINAS BUENAVENTURA SA  SPONSORED ADR   204448104     34803    1288986 SH       DEFINED A    1288986         0         0
COMPANIA DE MINAS BUENAVENTURA SA  SPONSORED ADR   204448104     41815    1548700 SH       DEFINED C    1548700         0         0
COMPASS BANCSHARES INC             COM             20449H109       621      10900 SH       DEFINED 9      10900         0         0
COMPLETE  PRODUCTION SERVICES INC  COM             20453E109      2349     119000 SH       DEFINED A     119000         0         0
COMPUTER PROGRAMS & SYS INC        COM             205306103      5217     159206 SH       DEFINED 6     159206         0         0
COMPUTER SCIENCES CORP             COM             205363104     49120    1000000 SH       DEFINED 7    1000000         0         0
COMPUTER SCIENCES CORP             COM             205363104      7873     160282 SH       DEFINED 9     158483         0      1799
COMPUTER SCIENCES CORP             COM             205363104       221       4500 SH       DEFINED M       4500         0         0
COMVERSE TECHNOLOGY INC            COM             205862402         3        150 SH       DEFINED 9        150         0         0
COMVERSE TECHNOLOGY INC            COM             205862402      4242     197870 SH       DEFINED A     197870         0         0
COMVERSE TECHNOLOGY INC            DEBT 5/1        205862AL9       758       6000 PRN      DEFINED 9       6000         0         0
CON-WAY INC                        COM             205944101       188       4200 SH       DEFINED 8       4200         0         0
CON-WAY INC                        COM             205944101      4348      97019 SH       DEFINED 9      92044         0      4975
CON-WAY INC                        COM             205944101      3506      78220 SH       DEFINED A      78220         0         0
CON-WAY INC                        COM             205944101        49       1100 SH       DEFINED E          0         0      1100
CON-WAY INC                        COM             205944101         9        190 SH       DEFINED L        190         0         0
CONAGRA FOODS INC                  COM             205887102       394      16095 SH       DEFINED 9      16095         0         0
CONCUR TECHNOLOGIES INC            COM             206708109      1824     125371 SH       DEFINED 6     125371         0         0
CONCUR TECHNOLOGIES INC            COM             206708109      5305     364630 SH       DEFINED A     364630         0         0
CONEXANT SYSTEMS INC               NOTE 4.000% 2/0 207142AF7    263013  265000000 PRN      DEFINED A  265000000         0         0
CONOCOPHILLIPS                     COM             20825C104      4578      76900 SH       DEFINED 4      76900         0         0
CONOCOPHILLIPS                     COM             20825C104      2751      46216 SH       DEFINED 6      40714         0      5502
CONOCOPHILLIPS                     COM             20825C104     13632     228990 SH       DEFINED 8     228990         0         0
CONOCOPHILLIPS                     COM             20825C104     45641     766696 SH       DEFINED 9     755401       504     10791
CONOCOPHILLIPS                     COM             20825C104     78129    1312430 SH       DEFINED A    1282430         0     30000
CONOCOPHILLIPS                     COM             20825C104       125       2100 SH       DEFINED E          0         0      2100
CONOCOPHILLIPS                     COM             20825C104        21        350 SH       DEFINED L        350         0         0
CONSECO INC                        PFD B CV 5.50%  208464867     11700     450000 SH       DEFINED A     450000         0         0
CONSOL ENERGY INC                  COM             20854P109     22059     695200 SH       DEFINED 4     692000         0      3200
CONSOLIDATED EDISON INC            COM             209115104      1833      39672 SH       DEFINED 9      38172         0      1500
CONSOLIDATED EDISON INC            COM             209115104    271619    5879200 SH       DEFINED A    5864200         0     15000
CONSTELLATION BRANDS INC           COM             21036P108     18567     645137 SH       DEFINED 9     636588         0      8549
CONSTELLATION ENERGY GROUP         COM             210371100    358508    6055880 SH       DEFINED 5    6055880         0         0
CONSTELLATION ENERGY GROUP         COM             210371100      1226      20713 SH       DEFINED 6      20713         0         0
CONSTELLATION ENERGY GROUP         COM             210371100       475       8025 SH       DEFINED 9       8025         0         0
CONSTELLATION ENERGY GROUP         COM             210371100    302603    5111540 SH       DEFINED A    5096540         0     15000
CONSTELLATION ENERGY GROUP         COM             210371100      2125      35900 SH       DEFINED C      35900         0         0
CONTINENTAL AIRLINES INC           COM             210795308     14155     500000 SH       DEFINED 7     500000         0         0
CONTINENTAL AIRLINES INC           COM             210795308         7        264 SH       DEFINED A        264         0         0
CONTINENTAL MATERIAL CORP          COM             211615307      2607      99500 SH       DEFINED 4      99500         0         0
CONVERGYS CORP                     COM             212485106     82834    4011330 SH       DEFINED 1    4011330         0         0
CONVERGYS CORP                     COM             212485106     18864     913530 SH       DEFINED 2     913530         0         0
CONVERGYS CORP                     COM             212485106     25748    1246900 SH       DEFINED 8    1246900         0         0
CONVERGYS CORP                     COM             212485106       204       9900 SH       DEFINED D       9900         0         0
CONVERGYS CORP                     COM             212485106     13069     632888 SH       DEFINED E     161350         0    471538
CORINTHIAN COLLEGES INC            COM             218868107     19513    1805110 SH       DEFINED 8    1805110         0         0
CORINTHIAN COLLEGES INC            COM             218868107      3004     277860 SH       DEFINED E     277860         0         0
CORN PRODUCTS INTL INC             COM             219023108     91685    2817600 SH       DEFINED 4    2817600         0         0
CORN PRODUCTS INTL INC             COM             219023108      1078      33124 SH       DEFINED 9      32620         0       504
CORNING INC                        COM             219350105     37708    1544775 SH       DEFINED 9    1491975         0     52800
CORNING INC                        COM             219350105     11034     452040 SH       DEFINED A     452040         0         0
CORNING INC                        COM             219350105       244      10000 SH       DEFINED M      10000         0         0
CORPORATE EXECUTIVE BOARD CO       COM             21988R102        40        440 SH       DEFINED 6        440         0         0
CORPORATE EXECUTIVE BOARD CO       COM             21988R102     47123     524110 SH       DEFINED A     524110         0         0
CORPORATE OFFICE PROPERTIES TRUST  COM             22002T108       158       3538 SH       DEFINED 6       3538         0         0
CORPORATE OFFICE PROPERTIES TRUST  COM             22002T108     35710     797800 SH       DEFINED A     797800         0         0
COSI INC                           COM             22122P101      5081     948010 SH       DEFINED 9     948010         0         0
COST PLUS INC                      COM             221485105     22066    1843478 SH       DEFINED 6    1843478         0         0
COST PLUS INC                      COM             221485105      7340     613160 SH       DEFINED A     599300         0     13860
COSTAR GROUP INC                   COM             22160N109       620      15000 SH       DEFINED A      14400         0       600
COSTCO WHOLESALE CORP              COM             22160K105     28027     564160 SH       DEFINED 9     560760         0      3400
COSTCO WHOLESALE CORP              COM             22160K105       348       7000 SH       DEFINED M       7000         0         0
COTHERIX INC                       COM             22163T103       706     100000 SH       DEFINED 6     100000         0         0
COTHERIX INC                       COM             22163T103      4040     572200 SH       DEFINED A     572200         0         0
COUNTRYWIDE FINANCIAL CORP         COM             222372104    177366    5061826 SH       DEFINED 5    5061826         0         0
COUNTRYWIDE FINANCIAL CORP         COM             222372104         2         58 SH       DEFINED 6         58         0         0
COUNTRYWIDE FINANCIAL CORP         COM             222372104      8472     241771 SH       DEFINED 9     238371      1400      2000
COUNTRYWIDE FINANCIAL CORP         COM             222372104      9592     273746 SH       DEFINED A     273746         0         0
COUNTRYWIDE FINANCIAL CORP         COM             222372104       140       4000 SH       DEFINED         4000         0         0
COUNTRYWIDE FINANCIAL CORP         COM             222372104       561      16000 SH       DEFINED M      16000         0         0
COURIER CORP                       COM             222660102      7428     200000 SH       DEFINED 4     200000         0         0
COUSINS PROPERTIES INC             COM             222795106        33        970 SH       DEFINED 6        970         0         0
COUSINS PROPERTIES INC             COM             222795106       257       7500 SH       DEFINED 9       7500         0         0
COUSINS PROPERTIES INC             COM             222795106      5080     148500 SH       DEFINED A     148500         0         0
COVANCE INC                        COM             222816100       123       1850 SH       DEFINED 9       1850         0         0
COVANCE INC                        COM             222816100     11836     178310 SH       DEFINED A     178310         0         0
COVENTRY HEALTH CARE INC           COM             222862104      1813      35194 SH       DEFINED 6      35194         0         0
COVENTRY HEALTH CARE INC           COM             222862104        27        530 SH       DEFINED 9        530         0         0
COVENTRY HEALTH CARE INC           COM             222862104    102558    1990647 SH       DEFINED A    1990647         0         0
COVENTRY HEALTH CARE INC           COM             222862104      2913      56550 SH       DEFINED C      56550         0         0
CREDICORP LTD                      COM             G2519Y108     10247     244100 SH       DEFINED 8     244100         0         0
CREDICORP LTD                      COM             G2519Y108      5907     140700 SH       DEFINED C          0         0    140700
CREDIT SUISSE GROUP                SPONSORED ADR   225401108         2         34 SH       DEFINED 6         34         0         0
CREDIT SUISSE GROUP                SPONSORED ADR   225401108     10325     178164 SH       DEFINED 9     178164         0         0
CREE INC                           COM             225447101       730      36300 SH       DEFINED 9      36300         0         0
CRITICAL THERAPEUTICS INC          COM             22674T105       195      81322 SH       DEFINED 6      81322         0         0
CROCS INC                          COM             227046109      9832     289600 SH       DEFINED 9     289600         0         0
CROCS INC                          COM             227046109      7778     229098 SH       DEFINED A     223298         0      5800
CROWN CASTLE INTERNATIONAL CORP    COM             228227104      1304      36995 SH       DEFINED 6      36995         0         0
CROWN CASTLE INTERNATIONAL CORP    COM             228227104         6        172 SH       DEFINED 9        172         0         0
CROWN CASTLE INTERNATIONAL CORP    COM             228227104     90094    2556578 SH       DEFINED A    2556578         0         0
CROWN CASTLE INTERNATIONAL CORP    COM             228227104      2273      64500 SH       DEFINED C      64500         0         0
CROWN HOLDINGS INC                 COM             228368106       225      12075 SH       DEFINED 9      12075         0         0
CSX CORP                           COM             126408103       660      20106 SH       DEFINED 9      20106         0         0
CULLEN FROST BANKERS INC           COM             229899109       921      15936 SH       DEFINED 6      15936         0         0
CULLEN FROST BANKERS INC           COM             229899109       499       8632 SH       DEFINED 9       8632         0         0
CULLEN FROST BANKERS INC           COM             229899109     35674     616979 SH       DEFINED A     616979         0         0
CURTISS WRIGHT CORP                COM             231561101       253       8340 SH       DEFINED 9       8340         0         0
CVS CORP                           COM             126650100        85       2658 SH       DEFINED 6       2658         0         0
CVS CORP                           COM             126650100       202       6300 SH       DEFINED 8       6300         0         0
CVS CORP                           COM             126650100      5734     178511 SH       DEFINED 9     161191         0     17320
CVS CORP                           COM             126650100     94176    2931990 SH       DEFINED A    2926890         0      5100
CVS CORP                           COM             126650100        67       2100 SH       DEFINED E          0         0      2100
CVS CORP                           COM             126650100         9        280 SH       DEFINED L        280         0         0
CYNOSURE INC                       COM             232577205      1336      92110 SH       DEFINED A      86710         0      5400
CYNOSURE INC                       COM             232577205       650      44800 SH       DEFINED C      44800         0         0
CYPRESS BIOSCIENCE INC             COM             232674507       730     100000 SH       DEFINED 6     100000         0         0
CYPRESS BIOSCIENCE INC             COM             232674507        22       2953 SH       DEFINED 9       2953         0         0
CYPRESS BIOSCIENCE INC             COM             232674507      3818     523000 SH       DEFINED A     523000         0         0
CYTEC INDUSTRIES INC               COM             232820100      3409      61324 SH       DEFINED 2      32800         0     28524
CYTEC INDUSTRIES INC               COM             232820100        10        171 SH       DEFINED 9          0         0       171
CYTEC INDUSTRIES INC               COM             232820100       748      13450 SH       DEFINED C      13450         0         0
CYTEC INDUSTRIES INC               COM             232820100      1994      35870 SH       DEFINED E      35870         0         0
CYTEC INDUSTRIES INC               COM             232820100       586      10540 SH       DEFINED L          0         0     10540
CYTYC CORP                         COM             232946103      1584      64713 SH       DEFINED 6      64713         0         0
CYTYC CORP                         COM             232946103       372      15200 SH       DEFINED 9      15200         0         0
CYTYC CORP                         COM             232946103     68885    2813937 SH       DEFINED A    2809337         0      4600
CYTYC CORP                         COM             232946103      1865      76200 SH       DEFINED C      76200         0         0
D R HORTON INC                     COM             23331A109     37040    1546550 SH       DEFINED 1    1546550         0         0
D R HORTON INC                     COM             23331A109     59746    2494600 SH       DEFINED 4    2494600         0         0
D R HORTON INC                     COM             23331A109       238       9937 SH       DEFINED 6       9937         0         0
D R HORTON INC                     COM             23331A109      2222      92774 SH       DEFINED 9      89174      1000      2600
D R HORTON INC                     COM             23331A109     74576    3113800 SH       DEFINED A    3113800         0         0
DAIMLERCHRYSLER AG                 ORD             D1668R123      3499      70035 SH       DEFINED 9      69535         0       500
DANAHER CORP                       COM             235851102         2         24 SH       DEFINED 6         24         0         0
DANAHER CORP                       COM             235851102     37281     542895 SH       DEFINED 9     541095       700      1100
DANAHER CORP                       COM             235851102     11238     163650 SH       DEFINED A     163650         0         0
DANAHER CORP                       COM             235851102       288       4200 SH       DEFINED         4200         0         0
DANAHER CORP                       COM             235851102       824      12000 SH       DEFINED M      12000         0         0
DAVITA INC                         COM             23918K108      2726      47100 SH       DEFINED A      42100         0      5000
DEAN FOODS INC                     COM             242370104      1399      33300 SH       DEFINED 4      33300         0         0
DEAN FOODS INC                     COM             242370104       621      14777 SH       DEFINED 9      14777         0         0
DEAN FOODS INC                     COM             242370104      1025      24400 SH       DEFINED A      24400         0         0
DEERE & CO                         COM             244199105      2247      26781 SH       DEFINED 9      21381         0      5400
DEL MONTE FOODS CO                 COM             24522P103         4        357 SH       DEFINED 6        357         0         0
DEL MONTE FOODS CO                 COM             24522P103       709      67820 SH       DEFINED 9      66320         0      1500
DELL INC                           COM             24702R101    264788   11593168 SH       DEFINED 5   11593168         0         0
DELL INC                           COM             24702R101         4        169 SH       DEFINED 6        169         0         0
DELL INC                           COM             24702R101     11420     500000 SH       DEFINED 7     500000         0         0
DELL INC                           COM             24702R101       458      20040 SH       DEFINED 8      20040         0         0
DELL INC                           COM             24702R101      7650     334947 SH       DEFINED 9     328147      1700      5100
DELL INC                           COM             24702R101     22581     988668 SH       DEFINED A     988668         0         0
DELL INC                           COM             24702R101       103       4500 SH       DEFINED E          0         0      4500
DELL INC                           COM             24702R101        17        760 SH       DEFINED L        760         0         0
DELTA APPAREL INC                  COM             247368103     13267     680000 SH       DEFINED 4     680000         0         0
DENBURY RESOURCES INC              COM             247916208         1         50 SH       DEFINED 9         50         0         0
DENBURY RESOURCES INC              COM             247916208     30511    1055740 SH       DEFINED A    1036640         0     19100
DENDRITE INTERNATIONAL INC         COM             248239105      3192     326360 SH       DEFINED E     326360         0         0
DENTSPLY INTERNATIONAL INC         COM             249030107       122       4050 SH       DEFINED 9       4050         0         0
DENTSPLY INTERNATIONAL INC         COM             249030107      2981      99000 SH       DEFINED A      88800         0     10200
DEUTSCHE BANK AG                   ORD             D18190898      2015      21112 SH       DEFINED 8      21112         0         0
DEUTSCHE BANK AG                   ORD             D18190898       545       4550 SH       DEFINED 9       4550         0         0
DEUTSCHE BANK AG                   ORD             D18190898     16139     169115 SH       DEFINED E     169115         0         0
DEVON ENERGY CORP                  COM             25179M103         2         25 SH       DEFINED 6         25         0         0
DEVON ENERGY CORP                  COM             25179M103       369       5840 SH       DEFINED 8       5840         0         0
DEVON ENERGY CORP                  COM             25179M103     12698     201076 SH       DEFINED 9     199822       800       454
DEVON ENERGY CORP                  COM             25179M103     50541     800330 SH       DEFINED A     800330         0         0
DEVON ENERGY CORP                  COM             25179M103       133       2100 SH       DEFINED E          0         0      2100
DEVON ENERGY CORP                  COM             25179M103        23        360 SH       DEFINED L        360         0         0
DEVON ENERGY CORP                  DEB 4.900% 8/1  25179MAA1        71      56000 PRN      DEFINED 9      56000         0         0
DEXCOM INC                         COM             252131107     11774    1057900 SH       DEFINED A    1029900         0     28000
DEXCOM INC                         COM             252131107       854      76700 SH       DEFINED C      76700         0         0
DIAGEO PLC                         SPONSORED ADR   25243Q205      2595      36531 SH       DEFINED 6      32105         0      4426
DIAGEO PLC                         SPONSORED ADR   25243Q205      4205      59197 SH       DEFINED 8      59197         0         0
DIAGEO PLC                         SPONSORED ADR   25243Q205     14201     199898 SH       DEFINED 9     196548       150      3200
DIAGEO PLC                         SPONSORED ADR   25243Q205     14833     208800 SH       DEFINED A     208800         0         0
DIAMOND OFFSHORE DRILLING INC      COM             25271C102       384       5300 SH       DEFINED 9       5300         0         0
DIAMONDS TRUST                     COM             252787106       216       1850 SH       DEFINED 9       1850         0         0
DIEBOLD INC                        COM             253651103      7243     166400 SH       DEFINED 4     164400         0      2000
DIEBOLD INC                        COM             253651103        83       1900 SH       DEFINED 6       1900         0         0
DIEBOLD INC                        COM             253651103       422       9700 SH       DEFINED 9       8700         0      1000
DIGENE CORP                        COM             253752109     73286    1698390 SH       DEFINED A    1682090         0     16300
DIGENE CORP                        COM             253752109      2339      54200 SH       DEFINED C      54200         0         0
DIGITAL REALTY TRUST INC           COM             253868103       152       4845 SH       DEFINED 6       4845         0         0
DIGITAL REALTY TRUST INC           COM             253868103      1532      48900 SH       DEFINED 9      48300         0       600
DIGITAL REALTY TRUST INC           COM             253868103     43156    1377900 SH       DEFINED A    1377900         0         0
DIGITAL REALTY TRUST INC           COM             253868103      1998      63800 SH       DEFINED D      63800         0         0
DIGITAL REALTY TRUST INC           COM             253868103       216       6900 SH       DEFINED M       6900         0         0
DIGITAL REALTY TRUST INC           COM             253868103      1275      40700 SH       DEFINED        40700         0         0
DILLARDS INC                       COM             254067101     47547    1452700 SH       DEFINED 4    1450700         0      2000
DILLARDS INC                       COM             254067101       102       3109 SH       DEFINED 9       3109         0         0
DILLARDS INC                       COM             254067101         4        132 SH       DEFINED A        132         0         0
DIME BANCORP INC                   *W EXP 99/99/99 25429Q110         3      23510 SH       DEFINED 9      23510         0         0
DIODES INC                         COM             254543101      6519     151000 SH       DEFINED 9     151000         0         0
DIONEX CORP                        COM             254546104     12735     250000 SH       DEFINED 7     250000         0         0
DIONEX CORP                        COM             254546104       458       9000 SH       DEFINED 9       9000         0         0
DIRECTV GROUP INC                  COM             25459L106    956031   48578794 SH       DEFINED 1   48228794         0    350000
DIRECTV GROUP INC                  COM             25459L106     51295    2606467 SH       DEFINED 2    2098741         0    507726
DIRECTV GROUP INC                  COM             25459L106      5810     295224 SH       DEFINED 6     295224         0         0
DIRECTV GROUP INC                  COM             25459L106     14653     744540 SH       DEFINED 8     744540         0         0
DIRECTV GROUP INC                  COM             25459L106       922      46864 SH       DEFINED 9      41160         0      5704
DIRECTV GROUP INC                  COM             25459L106      2434     123660 SH       DEFINED A     123660         0         0
DIRECTV GROUP INC                  COM             25459L106      2278     115773 SH       DEFINED C     115773         0         0
DIRECTV GROUP INC                  COM             25459L106      4776     242670 SH       DEFINED D     242670         0         0
DIRECTV GROUP INC                  COM             25459L106     83036    4219295 SH       DEFINED E    2067395         0   2151900
DIRECTV GROUP INC                  COM             25459L106       133       6740 SH       DEFINED         6740         0         0
DIRECTV GROUP INC                  COM             25459L106      5368     272781 SH       DEFINED L     190071         0     82710
DIRECTV GROUP INC                  COM             25459L106      1336      67909 SH       DEFINED M      67909         0         0
DISCOVERY HOLDING CO               COM             25468Y107      1193      82528 SH       DEFINED 9      82528         0         0
DISCOVERY HOLDING CO               COM             25468Y107       145      10000 SH       DEFINED M      10000         0         0
DIXIE GROUP INC                    COM             255519100      6043     405000 SH       DEFINED 4     405000         0         0
DNP SELECT INCOME FUND INC         COM             23325P104       214      20000 SH       DEFINED 9      20000         0         0
DOBSON COMMUNICATIONS CORP         COM             256069105      5388     767500 SH       DEFINED A     767500         0         0
DOLBY LABORATORIES INC             COM             25659T107      1985     100000 SH       DEFINED A     100000         0         0
DOLLAR GENERAL CORP                COM             256669102       264      19400 SH       DEFINED 4      19400         0         0
DOLLAR GENERAL CORP                COM             256669102       278      20360 SH       DEFINED 8      20360         0         0
DOLLAR GENERAL CORP                COM             256669102     41052    3011875 SH       DEFINED A    3011875         0         0
DOLLAR THRIFTY AUTOMOTIVE GROUP IN COM             256743105     95984    2153567 SH       DEFINED 4    2150567         0      3000
DOMINION RESOURCES INC             COM             25746U109      3049      39858 SH       DEFINED 6      35005         0      4853
DOMINION RESOURCES INC             COM             25746U109      2599      33977 SH       DEFINED 8      33977         0         0
DOMINION RESOURCES INC             COM             25746U109      7505      98111 SH       DEFINED 9      97611       500         0
DOMINION RESOURCES INC             COM             25746U109    976101   12761160 SH       DEFINED A   12745060         0     16100
DOMINION RESOURCES INC             COM             25746U109       107       1400 SH       DEFINED E          0         0      1400
DOMINION RESOURCES INC             COM             25746U109        18        240 SH       DEFINED L        240         0         0
DOMTAR INC                         COM             257561100     61186    9327136 SH       DEFINED 2    8847936         0    479200
DOMTAR INC                         COM             257561100     32432    4943876 SH       DEFINED 8    4943876         0         0
DOMTAR INC                         COM             257561100      3382     515600 SH       DEFINED A     515600         0         0
DOMTAR INC                         COM             257561100       109      16600 SH       DEFINED D      16600         0         0
DOMTAR INC                         COM             257561100      5553     846500 SH       DEFINED E     692000         0    154500
DONALDSON CO INC                   COM             257651109     26232     710900 SH       DEFINED 4     710900         0         0
DORAL FINANCIAL CORP               COM             25811P100        31       4705 SH       DEFINED 6       4705         0         0
DORAL FINANCIAL CORP               COM             25811P100      9648    1464086 SH       DEFINED A    1422486         0     41600
DOREL INDUSTRIES INC               COM             25822C205     21847     767900 SH       DEFINED 2     767900         0         0
DOREL INDUSTRIES INC               COM             25822C205    164437    5779854 SH       DEFINED 8    5779854         0         0
DOREL INDUSTRIES INC               COM             25822C205      3639     127900 SH       DEFINED A     127900         0         0
DOREL INDUSTRIES INC               COM             25822C205       165       5800 SH       DEFINED D       5800         0         0
DOUBLE HULL TANKERS INC            COM             Y21110104      2373     172600 SH       DEFINED A     172600         0         0
DOVER CORP                         COM             260003108    148867    3138000 SH       DEFINED 4    3138000         0         0
DOVER CORP                         COM             260003108        38        800 SH       DEFINED 6        800         0         0
DOVER CORP                         COM             260003108     10153     214022 SH       DEFINED 9     209515         0      4507
DOW CHEMICAL CO                    COM             260543103      8081     207312 SH       DEFINED 1     207312         0         0
DOW CHEMICAL CO                    COM             260543103     20698     530989 SH       DEFINED 2     270230         0    260759
DOW CHEMICAL CO                    COM             260543103      4323     110900 SH       DEFINED 4     110900         0         0
DOW CHEMICAL CO                    COM             260543103      6418     164650 SH       DEFINED 6     153915         0     10735
DOW CHEMICAL CO                    COM             260543103     13081     335574 SH       DEFINED 8     335574         0         0
DOW CHEMICAL CO                    COM             260543103     15962     409499 SH       DEFINED 9     402411         0      7088
DOW CHEMICAL CO                    COM             260543103    196989    5053596 SH       DEFINED A    5033596         0     20000
DOW CHEMICAL CO                    COM             260543103      1973      50625 SH       DEFINED C      50625         0         0
DOW CHEMICAL CO                    COM             260543103      2820      72342 SH       DEFINED D      72342         0         0
DOW CHEMICAL CO                    COM             260543103     31301     803012 SH       DEFINED E     177930         0    625082
DOW CHEMICAL CO                    COM             260543103       104       2670 SH       DEFINED         2670         0         0
DOW CHEMICAL CO                    COM             260543103      2227      57130 SH       DEFINED L      57130         0         0
DOW CHEMICAL CO                    COM             260543103       856      21960 SH       DEFINED M      21960         0         0
DOW JONES & CO INC                 COM             260561105       213       6343 SH       DEFINED 9       6343         0         0
DRESSER-RAND GROUP INC             COM             261608103      2244     110000 SH       DEFINED A     110000         0         0
DREW INDS INC                      COM             26168L205     17255     683100 SH       DEFINED A     664700         0     18400
DRIL-QUIP INC                      COM             262037104       720      10640 SH       DEFINED 6      10640         0         0
DRIL-QUIP INC                      COM             262037104      4467      66000 SH       DEFINED A      66000         0         0
DSW INC                            COM             23334L102       599      19000 SH       DEFINED C      19000         0         0
DTE ENERGY COMPANY                 COM             233331107    415033    9998382 SH       DEFINED 1    9878382         0    120000
DTE ENERGY COMPANY                 COM             233331107       997      24014 SH       DEFINED 9      24014         0         0
DTE ENERGY COMPANY                 COM             233331107    254311    6126500 SH       DEFINED A    6126300         0       200
DTE ENERGY COMPANY                 COM             233331107       832      20043 SH       DEFINED C      20043         0         0
DTE ENERGY COMPANY                 COM             233331107      8838     212924 SH       DEFINED E      53684         0    159240
DTF TAX FREE INCOME INC            COM             23334J107       256      16860 SH       DEFINED 9      16860         0         0
DU PONT DE NEMOURS & CO            COM             263534109       848      19800 SH       DEFINED 2      19800         0         0
DU PONT DE NEMOURS & CO            COM             263534109     47263    1103256 SH       DEFINED 9    1080660       500     22096
DU PONT DE NEMOURS & CO            COM             263534109       780      18200 SH       DEFINED C      18200         0         0
DU PONT DE NEMOURS & CO            COM             263534109     16514     385470 SH       DEFINED E      36670         0    348800
DUCKWALL ALCO STORES INC           COM             264142100     11125     298900 SH       DEFINED 4     298900         0         0
DUKE ENERGY CORP                   COM             26441C105     19187     635316 SH       DEFINED 3     635316         0         0
DUKE ENERGY CORP                   COM             26441C105        18        600 SH       DEFINED 6        600         0         0
DUKE ENERGY CORP                   COM             26441C105      8023     265660 SH       DEFINED 9     261103         0      4557
DUKE ENERGY CORP                   COM             26441C105    844939   27978100 SH       DEFINED A   27969100         0      9000
DUN & BRADSTREET CORP              COM             26483E100      9149     122000 SH       DEFINED 7     122000         0         0
DUN & BRADSTREET CORP              COM             26483E100       573       7638 SH       DEFINED 9       7638         0         0
DUN & BRADSTREET CORP              COM             26483E100         7         90 SH       DEFINED A         90         0         0
DYAX CORP                          COM             26746E103      2468     741200 SH       DEFINED A     741200         0         0
DYNAMIC MATERIALS CORP             COM             267888105      1297      40000 SH       DEFINED A      40000         0         0
E*TRADE FINANCIAL CORP             COM             269246104        59       2452 SH       DEFINED 6       2452         0         0
E*TRADE FINANCIAL CORP             COM             269246104        10        400 SH       DEFINED 9        400         0         0
E*TRADE FINANCIAL CORP             COM             269246104    152166    6361458 SH       DEFINED A    6361458         0         0
E.ON AG                            SPONSORED ADR   268780103      5534     139490 SH       DEFINED 2     139490         0         0
E.ON AG                            SPONSORED ADR   268780103     25856     651767 SH       DEFINED 6     651767         0         0
E.ON AG                            SPONSORED ADR   268780103      3535      89100 SH       DEFINED 8      89100         0         0
E.ON AG                            SPONSORED ADR   268780103        95       2385 SH       DEFINED 9       2385         0         0
EAGLE HOSPITALITY PROPERTIES       COM             26959T102      9700    1043000 SH       DEFINED A    1043000         0         0
EAST WEST BANCORP INC              COM             27579R104     36110     911630 SH       DEFINED A     905830         0      5800
EASTMAN CHEMICAL CO                COM             277432100       493       9128 SH       DEFINED 9       8222         0       906
EASTMAN CHEMICAL CO                COM             277432100         1         13 SH       DEFINED A         13         0         0
EASTMAN KODAK CO                   COM             277461109    530682   23691149 SH       DEFINED 1   23491149         0    200000
EASTMAN KODAK CO                   COM             277461109     11666     520820 SH       DEFINED 2     520820         0         0
EASTMAN KODAK CO                   COM             277461109     10538     470430 SH       DEFINED 8     470430         0         0
EASTMAN KODAK CO                   COM             277461109      1266      56538 SH       DEFINED 9      50608         0      5930
EASTMAN KODAK CO                   COM             277461109         1         51 SH       DEFINED A         51         0         0
EASTMAN KODAK CO                   COM             277461109      2813     125600 SH       DEFINED E     125600         0         0
EATON CORP                         COM             278058102      5984      86908 SH       DEFINED 9      74708         0     12200
EBAY INC                           COM             278642103         0         14 SH       DEFINED 6         14         0         0
EBAY INC                           COM             278642103        79       2790 SH       DEFINED 8       2790         0         0
EBAY INC                           COM             278642103     13660     481650 SH       DEFINED 9     481050         0       600
EBAY INC                           COM             278642103      3500     123406 SH       DEFINED A     123406         0         0
EBAY INC                           COM             278642103        31       1100 SH       DEFINED E          0         0      1100
EBAY INC                           COM             278642103         3        120 SH       DEFINED L        120         0         0
EBAY INC                           COM             278642103       255       9000 SH       DEFINED M       9000         0         0
ECHOSTAR DBS CORP                  COM             278762109    152876    4669388 SH       DEFINED 1    4669388         0         0
ECHOSTAR DBS CORP                  COM             278762109     17621     538220 SH       DEFINED 5     538220         0         0
ECHOSTAR DBS CORP                  COM             278762109        79       2400 SH       DEFINED 9       2400         0         0
ECOLAB INC                         COM             278865100        66       1541 SH       DEFINED 6       1541         0         0
ECOLAB INC                         COM             278865100      1081      25250 SH       DEFINED 9      25250         0         0
ECOLAB INC                         COM             278865100     39437     921000 SH       DEFINED A     921000         0         0
ECOLOGY & ENVIRONMENT INC          COM             278878103      2095     205000 SH       DEFINED 4     205000         0         0
EDISON INTERNATIONAL               COM             281020107        33        786 SH       DEFINED 9        786         0         0
EDISON INTERNATIONAL               COM             281020107    173102    4157100 SH       DEFINED A    4157100         0         0
EDUCATION RLTY TR INC              COM             28140H104      5268     356900 SH       DEFINED A     356900         0         0
EDWARDS LIFESCIENCES CORP          COM             28176E108      2330      50000 SH       DEFINED 7      50000         0         0
EDWARDS LIFESCIENCES CORP          COM             28176E108       174       3736 SH       DEFINED 9       3073         0       663
EL PASO CORP                       COM             28336L109    647452   47467158 SH       DEFINED 1   47067158         0    400000
EL PASO CORP                       COM             28336L109     27507    2016648 SH       DEFINED 2    2016648         0         0
EL PASO CORP                       COM             28336L109      3769     276297 SH       DEFINED 6     276297         0         0
EL PASO CORP                       COM             28336L109     21050    1543240 SH       DEFINED 8    1543240         0         0
EL PASO CORP                       COM             28336L109       357      26186 SH       DEFINED 9      20102         0      6084
EL PASO CORP                       COM             28336L109      3784     277420 SH       DEFINED A     277420         0         0
EL PASO CORP                       COM             28336L109       744      54540 SH       DEFINED C      54540         0         0
EL PASO CORP                       COM             28336L109     52608    3856877 SH       DEFINED E    1559272         0   2297605
EL PASO CORP                       COM             28336L109      3856     282669 SH       DEFINED L     189269         0     93400
EL PASO CORP                       COM             28336L109       983      72083 SH       DEFINED M      72083         0         0
ELBIT SYSTEMS LTD                  ORD             M3760D101     16988     130176 SH       DEFINED C          0         0    130176
ELDORADO GOLD CORP                 COM             284902103     12828    2645000 SH       DEFINED A    2645000         0         0
ELECTRO SCIENTIFIC INDUSTRIES INC  COM             285229100     36633    1778280 SH       DEFINED 6    1778280         0         0
ELECTRONIC ARTS INC                COM             285512109         3         58 SH       DEFINED 6         58         0         0
ELECTRONIC ARTS INC                COM             285512109       232       4170 SH       DEFINED 8       4170         0         0
ELECTRONIC ARTS INC                COM             285512109      9278     166626 SH       DEFINED 9     165826         0       800
ELECTRONIC ARTS INC                COM             285512109     43827     787122 SH       DEFINED A     787122         0         0
ELECTRONIC ARTS INC                COM             285512109        61       1100 SH       DEFINED E          0         0      1100
ELECTRONIC ARTS INC                COM             285512109        11        190 SH       DEFINED L        190         0         0
ELECTRONIC ARTS INC                COM             285512109       390       7000 SH       DEFINED M       7000         0         0
ELECTRONIC DATA SYSTEMS CORP       COM             285661104    496895   20264870 SH       DEFINED 1   20064870         0    200000
ELECTRONIC DATA SYSTEMS CORP       COM             285661104     20809     848657 SH       DEFINED 2     568200         0    280457
ELECTRONIC DATA SYSTEMS CORP       COM             285661104     22372     912380 SH       DEFINED 8     912380         0         0
ELECTRONIC DATA SYSTEMS CORP       COM             285661104      2491     101594 SH       DEFINED 9      98694         0      2900
ELECTRONIC DATA SYSTEMS CORP       COM             285661104      1540      62811 SH       DEFINED C      62811         0         0
ELECTRONIC DATA SYSTEMS CORP       COM             285661104      2713     110628 SH       DEFINED D     110628         0         0
ELECTRONIC DATA SYSTEMS CORP       COM             285661104     34696    1414995 SH       DEFINED E     331058         0   1083937
ELI LILLY & CO                     COM             532457108      1631      28609 SH       DEFINED 6      25432         0      3177
ELI LILLY & CO                     COM             532457108     22800     400000 SH       DEFINED 7     400000         0         0
ELI LILLY & CO                     COM             532457108      1779      31219 SH       DEFINED 8      31219         0         0
ELI LILLY & CO                     COM             532457108     12873     225837 SH       DEFINED 9     217886         0      7951
ELI LILLY & CO                     COM             532457108     99443    1744616 SH       DEFINED A    1733316         0     11300
ELI LILLY & CO                     COM             532457108        11        190 SH       DEFINED L        190         0         0
EMAGEON INC                        COM             29076V109       850      54500 SH       DEFINED A      48900         0      5600
EMBARQ CORP                        COM             29078E105    102176    2112391 SH       DEFINED 5    2112391         0         0
EMBARQ CORP                        COM             29078E105       870      17986 SH       DEFINED 9      17387         0       599
EMBARQ CORP                        COM             29078E105        25        527 SH       DEFINED A        527         0         0
EMBRAER-EMPRESA BRAS DE AERONAUTIC SPONSORED ADR   29081M102     31238     795461 SH       DEFINED 1     690549         0    104912
EMBRAER-EMPRESA BRAS DE AERONAUTIC SPONSORED ADR   29081M102    150395    3829767 SH       DEFINED 2    3435217         0    394550
EMBRAER-EMPRESA BRAS DE AERONAUTIC SPONSORED ADR   29081M102      1202      30600 SH       DEFINED 4      30600         0         0
EMBRAER-EMPRESA BRAS DE AERONAUTIC SPONSORED ADR   29081M102     36345     925510 SH       DEFINED 6     919869         0      5641
EMBRAER-EMPRESA BRAS DE AERONAUTIC SPONSORED ADR   29081M102       595      15150 SH       DEFINED 9      15050       100         0
EMBRAER-EMPRESA BRAS DE AERONAUTIC SPONSORED ADR   29081M102    141516    3603659 SH       DEFINED A    3603659         0         0
EMBRAER-EMPRESA BRAS DE AERONAUTIC SPONSORED ADR   29081M102      2949      75100 SH       DEFINED C      75100         0         0
EMBRAER-EMPRESA BRAS DE AERONAUTIC SPONSORED ADR   29081M102      1312      33417 SH       DEFINED E      33417         0         0
EMBRAER-EMPRESA BRAS DE AERONAUTIC SPONSORED ADR   29081M102        82       2100 SH       DEFINED         2100         0         0
EMC CORP                           COM             268648102     11980    1000000 SH       DEFINED 7    1000000         0         0
EMC CORP                           COM             268648102     27192    2269797 SH       DEFINED 9    2233498         0     36299
EMC CORP                           COM             268648102      1854     154755 SH       DEFINED A     154755         0         0
EMC CORP                           COM             268648102       156      13000 SH       DEFINED M      13000         0         0
EMCOR GROUP INC                    COM             29084Q100     23455     427700 SH       DEFINED 4     425500         0      2200
EMERGING MARKETS TELECOMMUNICATION COM             290890102      3568     250000 SH       DEFINED 4     250000         0         0
EMERGING MARKETS TELECOMMUNICATION COM             290890102        43       2998 SH       DEFINED 9       2998         0         0
EMERSON ELECTRIC CO                COM             291011104      1767      21075 SH       DEFINED 6      21075         0         0
EMERSON ELECTRIC CO                COM             291011104     41930     500000 SH       DEFINED 7     500000         0         0
EMERSON ELECTRIC CO                COM             291011104     23394     278969 SH       DEFINED 9     275319         0      3650
EMULEX CORP                        COM             292475209       896      49300 SH       DEFINED 9      49300         0         0
ENBRIDGE INC                       COM             29250N105    102253    2834851 SH       DEFINED 8    2834851         0         0
ENCANA CORP                        COM             292505104      1686      32420 SH       DEFINED 1      32420         0         0
ENCANA CORP                        COM             292505104    224947    4325079 SH       DEFINED 8    4325079         0         0
ENCANA CORP                        COM             292505104      5680     121422 SH       DEFINED 9     120646         0       776
ENCANA CORP                        COM             292505104      1985      38160 SH       DEFINED A      38160         0         0
ENDESA SA                          SPONSORED ADR   29258N107     23618     554412 SH       DEFINED 2     416192         0    138220
ENDESA SA                          SPONSORED ADR   29258N107       721      16915 SH       DEFINED 9      16915         0         0
ENDO PHARMACEUTICALS HOLDINGS INC  COM             29264F205      1217      37400 SH       DEFINED 4      37400         0         0
ENDO PHARMACEUTICALS HOLDINGS INC  COM             29264F205      1269      39001 SH       DEFINED 6      39001         0         0
ENDO PHARMACEUTICALS HOLDINGS INC  COM             29264F205        76       2325 SH       DEFINED 9       2325         0         0
ENDO PHARMACEUTICALS HOLDINGS INC  COM             29264F205    138107    4242904 SH       DEFINED A    4239904         0      3000
ENDO PHARMACEUTICALS HOLDINGS INC  COM             29264F205      1999      61400 SH       DEFINED C      61400         0         0
ENDO PHARMACEUTICALS HOLDINGS INC  COM             29264F205        72       2200 SH       DEFINED E          0         0      2200
ENDO PHARMACEUTICALS HOLDINGS INC  COM             29264F205        10        320 SH       DEFINED L        320         0         0
ENERGEN CORP                       COM             29265N108     29757     710699 SH       DEFINED 4     706700         0      3999
ENERGEN CORP                       COM             29265N108       100       2400 SH       DEFINED 9       2400         0         0
ENERGIZER HOLDINGS INC             COM             29266R108      2402      33365 SH       DEFINED 9      33365         0         0
ENERGIZER HOLDINGS INC             COM             29266R108        26        360 SH       DEFINED A        360         0         0
ENERGY EAST CORP                   COM             29266M109       220       9291 SH       DEFINED 9       9291         0         0
ENERGY EAST CORP                   COM             29266M109    136082    5737000 SH       DEFINED A    5737000         0         0
ENERPLUS RESOURCES FUND            UNIT TR G NEW   29274D604       992      19720 SH       DEFINED 9      18230      1490         0
ENI SPA                            SPONSORED ADR   26874R108      6404     107610 SH       DEFINED 2     107610         0         0
ENI SPA                            SPONSORED ADR   26874R108     30057     505080 SH       DEFINED 6     505080         0         0
ENI SPA                            SPONSORED ADR   26874R108      9403     158014 SH       DEFINED 9     157516         0       498
ENI SPA                            SPONSORED ADR   26874R108     11472     192782 SH       DEFINED E          0         0    192782
ENI SPA                            SPONSORED ADR   26874R108       298       5000 SH       DEFINED M       5000         0         0
ENSCO INTERNATIONAL INC            COM             26874Q100      4155      94800 SH       DEFINED 4      94800         0         0
ENSCO INTERNATIONAL INC            COM             26874Q100      1317      30050 SH       DEFINED 9      28750         0      1300
ENSCO INTERNATIONAL INC            COM             26874Q100      2454      56000 SH       DEFINED A      56000         0         0
ENTEGRIS INC                       COM             29362U104      4106     376307 SH       DEFINED 7     376307         0         0
ENTEGRIS INC                       COM             29362U104        15       1400 SH       DEFINED 9       1400         0         0
ENTERGY CORP                       COM             29364G103     67145     858300 SH       DEFINED 4     858300         0         0
ENTERGY CORP                       COM             29364G103      2366      30238 SH       DEFINED 6      26364         0      3874
ENTERGY CORP                       COM             29364G103       280       3585 SH       DEFINED 8       3585         0         0
ENTERGY CORP                       COM             29364G103      2374      30346 SH       DEFINED 9      28646         0      1700
ENTERGY CORP                       COM             29364G103    578210    7391151 SH       DEFINED A    7382351         0      8800
ENTERPRISE PRODUCTS PARTNERS LP    LTD PARTNERSHIP 293792107      4131     154441 SH       DEFINED 9     153941         0       500
ENTERTAINMENT PROPERTIES TRUST     COM             29380T105        61       1245 SH       DEFINED 6       1245         0         0
ENTERTAINMENT PROPERTIES TRUST     COM             29380T105     27348     554500 SH       DEFINED A     554500         0         0
ENTRAVISION COMMUNICATIONS CORP    COM             29382R107     11215    1507458 SH       DEFINED 6    1507458         0         0
ENTRUST INC                        COM             293848107      6803    1966222 SH       DEFINED 6    1966222         0         0
ENTRUST INC                        COM             293848107      9769    2823400 SH       DEFINED A    2757000         0     66400
EOG RESOURCES INC                  COM             26875P101       646       9925 SH       DEFINED 9       9925         0         0
EQUIFAX INC                        COM             294429105     14684     400000 SH       DEFINED 7     400000         0         0
EQUIFAX INC                        COM             294429105       188       5116 SH       DEFINED 9       5116         0         0
EQUINIX INC                        COM             29444U502      6407     106600 SH       DEFINED 9     106600         0         0
EQUINIX INC                        COM             29444U502      4798      79830 SH       DEFINED A      79830         0         0
EQUITY INNS INC                    COM             294703103      2772     174100 SH       DEFINED 9     174100         0         0
EQUITY INNS INC                    COM             294703103      3746     235300 SH       DEFINED A     235300         0         0
EQUITY INNS INC                    COM             294703103      1256      78865 SH       DEFINED D      78865         0         0
EQUITY INNS INC                    COM             294703103      1119      70300 SH       DEFINED M      70300         0         0
EQUITY INNS INC                    COM             294703103      1337      84000 SH       DEFINED        84000         0         0
EQUITY OFFICE PROPERTIES TRUST     COM             294741103      1027      25823 SH       DEFINED 9      25823         0         0
EQUITY RESIDENTIAL                 COM             29476L107        94       1850 SH       DEFINED 6       1850         0         0
EQUITY RESIDENTIAL                 COM             29476L107      3503      69259 SH       DEFINED 9      69259         0         0
ERICSSON (LM) TELEPHONE CO         SPONSORED ADR   294821608      8837     256520 SH       DEFINED 9     253100         0      3420
ERICSSON (LM) TELEPHONE CO         SPONSORED ADR   294821608       276       8000 SH       DEFINED M       8000         0         0
ERIE INDTY CO                      COM             29530P102    177188    3383392 SH       DEFINED 4    3383392         0         0
ESCO TECHNOLOGIES INC              COM             296315104     56942    1236800 SH       DEFINED 4    1236800         0         0
ESPEY MANUFACTURING & ELECTRONICS  COM             296650104      2652     156000 SH       DEFINED 4     156000         0         0
ESTEE LAUDER COMPANIES INC         COM             518439104         1         36 SH       DEFINED 6         36         0         0
ESTEE LAUDER COMPANIES INC         COM             518439104     13028     323027 SH       DEFINED 9     320226         0      2801
ETHAN ALLEN INTERIORS INC          COM             297602104     23028     664400 SH       DEFINED 4     658800         0      5600
ETHAN ALLEN INTERIORS INC          COM             297602104         7        196 SH       DEFINED A        196         0         0
EUROBANCSHARES INC                 COM             298716101       395      41758 SH       DEFINED A      41758         0         0
EURONET WORLDWIDE INC              COM             298736109       891      36300 SH       DEFINED 9      36300         0         0
EUROZINC MINING CORP               COM             298804105      5227    1965000 SH       DEFINED 8    1965000         0         0
EVEREST RE GROUP LTD               COM             G3223R108      1761      18058 SH       DEFINED 9      18058         0         0
EXAR CORP                          COM             300645108     21816    1641565 SH       DEFINED 6    1641565         0         0
EXCO RESOURCES INC                 COM             269279402      5843     470800 SH       DEFINED 9     470800         0         0
EXELIXIS INC                       COM             30161Q104      2439     280000 SH       DEFINED A     280000         0         0
EXELON CORP                        COM             30161N101        45        750 SH       DEFINED 8        750         0         0
EXELON CORP                        COM             30161N101     10063     166217 SH       DEFINED 9     159667       600      5950
EXELON CORP                        COM             30161N101    163988    2708754 SH       DEFINED A    2708754         0         0
EXELON CORP                        COM             30161N101        54        900 SH       DEFINED E          0         0       900
EXELON CORP                        COM             30161N101        12        200 SH       DEFINED L        200         0         0
EXPEDIA INC                        COM             30212P105    231095   14738220 SH       DEFINED 1   14598220         0    140000
EXPEDIA INC                        COM             30212P105     14160     903060 SH       DEFINED 2     903060         0         0
EXPEDIA INC                        COM             30212P105      4706     300100 SH       DEFINED 7     300100         0         0
EXPEDIA INC                        COM             30212P105     13547     863940 SH       DEFINED 8     863940         0         0
EXPEDIA INC                        COM             30212P105         8        500 SH       DEFINED 9        500         0         0
EXPEDIA INC                        COM             30212P105      1240      79060 SH       DEFINED E      79060         0         0
EXPEDITORS INT'L WAS INC           COM             302130109        61       1376 SH       DEFINED 6       1376         0         0
EXPEDITORS INT'L WAS INC           COM             302130109    166875    3743280 SH       DEFINED A    3743280         0         0
EXPEDITORS INT'L WAS INC           COM             302130109      1654      37100 SH       DEFINED C      37100         0         0
EXPONENT INC                       COM             30214U102      2334     140000 SH       DEFINED 4     140000         0         0
EXPRESS SCRIPTS INC                COM             302182100       749       9926 SH       DEFINED 6       9926         0         0
EXPRESS SCRIPTS INC                COM             302182100       983      13015 SH       DEFINED 9      12815       200         0
EXPRESS SCRIPTS INC                COM             302182100    142932    1893390 SH       DEFINED A    1886190         0      7200
EXTRA SPACE STORAGE INC            COM             30225T102     37429    2162300 SH       DEFINED A    2162300         0         0
EXXON MOBIL CORP                   COM             30231G102     13259     197600 SH       DEFINED 4     197600         0         0
EXXON MOBIL CORP                   COM             30231G102      6086      90705 SH       DEFINED 6      80368         0     10337
EXXON MOBIL CORP                   COM             30231G102     18806     280266 SH       DEFINED 8     280266         0         0
EXXON MOBIL CORP                   COM             30231G102    364582    5433417 SH       DEFINED 9    5324272      3111    106034
EXXON MOBIL CORP                   COM             30231G102     67100    1000000 SH CALL  DEFINED 9
EXXON MOBIL CORP                   COM             30231G102     86247    1285349 SH       DEFINED A    1285349         0         0
EXXON MOBIL CORP                   COM             30231G102       382       5700 SH       DEFINED E          0         0      5700
EXXON MOBIL CORP                   COM             30231G102        51        760 SH       DEFINED L        760         0         0
EXXON MOBIL CORP                   COM             30231G102       336       5000 SH       DEFINED M       5000         0         0
F5 NETWORKS INC                    COM             315616102      2008      37381 SH       DEFINED 6      37381         0         0
F5 NETWORKS INC                    COM             315616102      4131      76900 SH       DEFINED 9      76900         0         0
F5 NETWORKS INC                    COM             315616102    102488    1907810 SH       DEFINED A    1901210         0      6600
F5 NETWORKS INC                    COM             315616102      2149      40000 SH       DEFINED C      40000         0         0
FAIRCHILD SEMICONDUCTOR CORP       NOTE 5.000%11/0 303727AJ0      3383    3400000 PRN      DEFINED A    3400000         0         0
FAMILY DOLLAR STORES INC           COM             307000109    215823    7381100 SH       DEFINED 4    7381100         0         0
FAMILY DOLLAR STORES INC           COM             307000109        88       3000 SH       DEFINED 6       3000         0         0
FAMILY DOLLAR STORES INC           COM             307000109       130       4460 SH       DEFINED 9       4460         0         0
FANNIE MAE                         COM             313586109    211910    3790205 SH       DEFINED 1    3790205         0         0
FANNIE MAE                         COM             313586109      2838      50760 SH       DEFINED 2      50760         0         0
FANNIE MAE                         COM             313586109     64884    1160500 SH       DEFINED 4    1160500         0         0
FANNIE MAE                         COM             313586109      1700      30414 SH       DEFINED 6      26243         0      4171
FANNIE MAE                         COM             313586109       193       3450 SH       DEFINED 8       3450         0         0
FANNIE MAE                         COM             313586109      6871     122885 SH       DEFINED 9     121735         0      1150
FANNIE MAE                         COM             313586109     34773     621938 SH       DEFINED A     621938         0         0
FANNIE MAE                         COM             313586109      5670     101414 SH       DEFINED D     101414         0         0
FANNIE MAE                         COM             313586109      7175     128337 SH       DEFINED E      12400         0    115937
FANNIE MAE                         COM             313586109         8        150 SH       DEFINED L        150         0         0
FARMER BROS CO                     COM             307675108     43001    2093533 SH       DEFINED 5    2093533         0         0
FARO TECHNOLOGIES INC              COM             311642102     20384    1067206 SH       DEFINED 6    1067206         0         0
FASTENAL CO                        COM             311900104       959      24854 SH       DEFINED 6      24854         0         0
FASTENAL CO                        COM             311900104      2557      66295 SH       DEFINED 9      58095         0      8200
FASTENAL CO                        COM             311900104     70348    1823910 SH       DEFINED A    1823910         0         0
FASTENAL CO                        COM             311900104      1427      37000 SH       DEFINED C      37000         0         0
FBL FINANCIAL GROUP INC            COM             30239F106     17572     525000 SH       DEFINED 4     525000         0         0
FBL FINANCIAL GROUP INC            COM             30239F106         4        111 SH       DEFINED A        111         0         0
FEDERAL AGRICULTURE MORTGAGE CORP  COM             313148306     11084     418720 SH       DEFINED 6     418720         0         0
FEDERAL SIGNAL CORP                COM             313855108     66111    4335160 SH       DEFINED 5    4335160         0         0
FEDERAL SIGNAL CORP                COM             313855108        15       1000 SH       DEFINED 9       1000         0         0
FEDERAL SIGNAL CORP                COM             313855108       170      11161 SH       DEFINED A      11161         0         0
FEDERATED DEPARTMENT STORES INC    COM             31410H101     13942     322660 SH       DEFINED 9     317688         0      4972
FEDERATED DEPARTMENT STORES INC    COM             31410H101       346       8000 SH       DEFINED M       8000         0         0
FEDERATED INVESTORS INC            COM             314211103      1285      38018 SH       DEFINED 6      38018         0         0
FEDERATED INVESTORS INC            COM             314211103       253       7480 SH       DEFINED 8       7480         0         0
FEDERATED INVESTORS INC            COM             314211103    100723    2979079 SH       DEFINED A    2979079         0         0
FEDERATED INVESTORS INC            COM             314211103      2259      66800 SH       DEFINED C      66800         0         0
FEDERATED INVESTORS INC            COM             314211103        98       2900 SH       DEFINED E          0         0      2900
FEDERATED INVESTORS INC            COM             314211103        16        470 SH       DEFINED L        470         0         0
FEDEX CORP                         COM             31428X106         1          8 SH       DEFINED 6          8         0         0
FEDEX CORP                         COM             31428X106       246       2260 SH       DEFINED 8       2260         0         0
FEDEX CORP                         COM             31428X106      5343      49163 SH       DEFINED 9      48663         0       500
FEDEX CORP                         COM             31428X106     30276     278583 SH       DEFINED A     278583         0         0
FEDEX CORP                         COM             31428X106       109       1000 SH       DEFINED E          0         0      1000
FEDEX CORP                         COM             31428X106        12        110 SH       DEFINED L        110         0         0
FELCOR LODGING TRUST INC           COM             31430F101       201      10000 SH       DEFINED 9      10000         0         0
FELCOR LODGING TRUST INC           COM             31430F101     18368     916099 SH       DEFINED A     893999         0     22100
FELCOR LODGING TRUST INC           COM             31430F101       343      17100 SH       DEFINED M      17100         0         0
FELCOR LODGING TRUST INC           COM             31430F101       934      46600 SH       DEFINED        46600         0         0
FELCOR LODGING TRUST INC           PFD CV A $1.95  31430F200     79712    3200000 SH       DEFINED A    3200000         0         0
FERRO CORP                         COM             315405100       198      11137 SH       DEFINED 9      11137         0         0
FIDELITY NATIONAL FINANCIAL INC    COM             316326107       813      19521 SH       DEFINED 9       7630         0     11891
FIDELITY NATIONAL FINANCIAL INC    COM             316326107         8        200 SH       DEFINED A        200         0         0
FIDELITY NATIONAL TITLE GROUP      COM             31620R105        76       3642 SH       DEFINED 9       1037         0      2605
FIDELITY NATIONAL TITLE GROUP      COM             31620R105      4842     231000 SH       DEFINED A     231000         0         0
FIFTH THIRD BANCORP                COM             316773100         1         14 SH       DEFINED 6         14         0         0
FIFTH THIRD BANCORP                COM             316773100       972      25531 SH       DEFINED 9      24031         0      1500
FIFTH THIRD BANCORP                COM             316773100    317892    8348000 SH       DEFINED A    8348000         0         0
FILENET CORP                       COM             316869106     15638     448975 SH       DEFINED 6     448975         0         0
FINANCIAL FEDERAL CORP             COM             317492106     11505     429300 SH       DEFINED 6     429300         0         0
FINANCIAL FEDERAL CORP             COM             317492106     12852     479550 SH       DEFINED A     467050         0     12500
FIRST COMMUNITY BANCORP            COM             31983B101     54221     969103 SH       DEFINED 5     969103         0         0
FIRST DATA CORP                    COM             319963104      1631      38840 SH       DEFINED 4      38840         0         0
FIRST DATA CORP                    COM             319963104         5        130 SH       DEFINED 8        130         0         0
FIRST DATA CORP                    COM             319963104     12206     290610 SH       DEFINED 9     290110         0       500
FIRST DATA CORP                    COM             319963104      2037      48497 SH       DEFINED A      48497         0         0
FIRST DEFIANCE FINANCIAL CORP      COM             32006W106      6705     235000 SH       DEFINED 4     235000         0         0
FIRST INDIANA CORP                 COM             32054R108      7301     280691 SH       DEFINED 4     277691         0      3000
FIRST NIAGARA FINANCIAL GROUP INC  COM             33582V108      1458     100000 SH       DEFINED 4     100000         0         0
FIRST NIAGARA FINANCIAL GROUP INC  COM             33582V108      9666     662993 SH       DEFINED 6     662993         0         0
FIRST POTOMAC REALTY TRUST         COM             33610F109     20069     664100 SH       DEFINED A     664100         0         0
FIRST SECURITY GROUP INC/TN        COM             336312103      4795     416200 SH       DEFINED 9     416200         0         0
FIRST ST BANCORPORATION            COM             336453105      8356     321741 SH       DEFINED A     313116         0      8625
FIRSTENERGY CORP                   COM             337932107      2446      43789 SH       DEFINED 6      38275         0      5514
FIRSTENERGY CORP                   COM             337932107      1470      26320 SH       DEFINED 8      26320         0         0
FIRSTENERGY CORP                   COM             337932107      3441      61609 SH       DEFINED 9      61609         0         0
FIRSTENERGY CORP                   COM             337932107   1045486   18716190 SH       DEFINED A   18705290         0     10900
FIRSTENERGY CORP                   COM             337932107       156       2800 SH       DEFINED E          0         0      2800
FIRSTENERGY CORP                   COM             337932107        20        360 SH       DEFINED L        360         0         0
FIRSTSERVICE CORP                  COM             33761N109       436      16400 SH       DEFINED 8      16400         0         0
FISERV INC                         COM             337738108      1299      27586 SH       DEFINED 9      27586         0         0
FISHER SCIENTIFIC INTERNATIONAL IN COM             338032204       147       1880 SH       DEFINED 9       1880         0         0
FISHER SCIENTIFIC INTERNATIONAL IN COM             338032204     66508     850052 SH       DEFINED A     845740         0      4312
FISHER SCIENTIFIC INTERNATIONAL IN COM             338032204      1549      19800 SH       DEFINED C      19800         0         0
FLEXSTEEL INDUSTRIES INC           COM             339382103      2818     216759 SH       DEFINED 4     216759         0         0
FLEXTRONICS INTERNATIONAL LTD      ORD             Y2573F102    182432   14432920 SH       DEFINED 1   14432920         0         0
FLEXTRONICS INTERNATIONAL LTD      ORD             Y2573F102     79041    6253230 SH       DEFINED 2    6253230         0         0
FLEXTRONICS INTERNATIONAL LTD      ORD             Y2573F102     19301    1527000 SH       DEFINED 3    1527000         0         0
FLEXTRONICS INTERNATIONAL LTD      ORD             Y2573F102     35143    2780272 SH       DEFINED 6    2780272         0         0
FLEXTRONICS INTERNATIONAL LTD      ORD             Y2573F102     81734    6466301 SH       DEFINED 8    5360080         0   1106221
FLEXTRONICS INTERNATIONAL LTD      ORD             Y2573F102       250      19800 SH       DEFINED 9      15800         0      4000
FLEXTRONICS INTERNATIONAL LTD      ORD             Y2573F102       304      24053 SH       DEFINED C      24053         0         0
FLEXTRONICS INTERNATIONAL LTD      ORD             Y2573F102     11378     900130 SH       DEFINED E      56230         0    843900
FLEXTRONICS INTERNATIONAL LTD      ORD             Y2573F102      2773     219400 SH       DEFINED L     165830         0     53570
FLEXTRONICS INTERNATIONAL LTD      ORD             Y2573F102       732      57930 SH       DEFINED M      57930         0         0
FLIR SYSTEMS INC                   COM             302445101     38084    1402219 SH       DEFINED 6    1402219         0         0
FLIR SYSTEMS INC                   COM             302445101       259       9540 SH       DEFINED 9       9540         0         0
FLIR SYSTEMS INC                   COM             302445101    152083    5599520 SH       DEFINED A    5574620         0     24900
FLIR SYSTEMS INC                   COM             302445101      2211      81400 SH       DEFINED C      81400         0         0
FLIR SYSTEMS INC                   COM             302445101        46       1700 SH       DEFINED E          0         0      1700
FLIR SYSTEMS INC                   COM             302445101        12        450 SH       DEFINED L        450         0         0
FLORIDA EAST COAST INDUSTRIES INC  COM             340632108     26859     470546 SH       DEFINED 1     470546         0         0
FLORIDA EAST COAST INDUSTRIES INC  COM             340632108    653424   12050020 SH       DEFINED 5   12050020         0         0
FLORIDA EAST COAST INDUSTRIES INC  COM             340632108       207       3634 SH       DEFINED 9       3634         0         0
FLOTEK INDUSTRIES INC              COM             343389102      3777     245100 SH       DEFINED A     245100         0         0
FLOWSERVE CORP                     COM             34354P105     15688     310097 SH       DEFINED 6     310097         0         0
FLOWSERVE CORP                     COM             34354P105     26104     516000 SH       DEFINED A     509000         0      7000
FLUOR CORP                         COM             343412102       672       8745 SH       DEFINED 9       8695         0        50
FMC CORP                           COM             302491303     15504     241988 SH       DEFINED 6     241988         0         0
FMC CORP                           COM             302491303     16933     264290 SH       DEFINED A     257090         0      7200
FMC TECHNOLOGIES INC               COM             30249U101       807      15026 SH       DEFINED 6      15026         0         0
FMC TECHNOLOGIES INC               COM             30249U101       134       2500 SH       DEFINED 9       2500         0         0
FMC TECHNOLOGIES INC               COM             30249U101     54063    1006766 SH       DEFINED A    1000266         0      6500
FMC TECHNOLOGIES INC               COM             30249U101       435       8100 SH       DEFINED C       8100         0         0
FOCUS MEDIA HOLDING LTD            SPONSORED ADR   34415V109      5051      87200 SH       DEFINED A      87200         0         0
FOMENTO ECONOMICO MEXICANO SA DE C SPONSORED ADR   344419106    111039    1145438 SH       DEFINED 5    1145438         0         0
FOMENTO ECONOMICO MEXICANO SA DE C SPONSORED ADR   344419106      1095      11300 SH       DEFINED 9      11300         0         0
FOMENTO ECONOMICO MEXICANO SA DE C SPONSORED ADR   344419106     34517     356067 SH       DEFINED C     323232         0     32835
FORD MOTOR CO                      COM             345370860      8899    1100000 SH       DEFINED 7    1100000         0         0
FORD MOTOR CO                      COM             345370860       231      28544 SH       DEFINED 9      24809         0      3735
FORD MOTOR CO                      COM             345370860         5        668 SH       DEFINED A        668         0         0
FORD MOTOR CO CAP TR II            PFD TR CV6.5%   345395206       372      11080 SH       DEFINED 9       8280         0      2800
FORD MOTOR CO CAP TR II            PFD TR CV6.5%   345395206     15116     450000 SH       DEFINED A     450000         0         0
FORDING CANADIAN COAL TR           COM             345425102      9697     365444 SH       DEFINED 9     363029      2415         0
FOREST CITY ENTERPRISES INC        COM             345550107       147       2705 SH       DEFINED 6       2705         0         0
FOREST CITY ENTERPRISES INC        COM             345550107    112108    2064600 SH       DEFINED A    2064600         0         0
FOREST LABORATORIES INC            COM             345838106       933      18440 SH       DEFINED 9      17440         0      1000
FOREST LABORATORIES INC            COM             345838106     10026     198094 SH       DEFINED A     198094         0         0
FOREST OIL CORP                    COM             346091705         3        100 SH       DEFINED 9        100         0         0
FOREST OIL CORP                    COM             346091705      6002     190000 SH       DEFINED A     190000         0         0
FORMFACTOR INC                     COM             346375108      1629      38655 SH       DEFINED 6      38655         0         0
FORMFACTOR INC                     COM             346375108     89769    2130763 SH       DEFINED A    2121863         0      8900
FORMFACTOR INC                     COM             346375108      1812      43000 SH       DEFINED C      43000         0         0
FORTUNE BRANDS INC                 COM             349631101      1344      17900 SH       DEFINED 4      17900         0         0
FORTUNE BRANDS INC                 COM             349631101       116       1544 SH       DEFINED 6       1544         0         0
FORTUNE BRANDS INC                 COM             349631101      1476      19656 SH       DEFINED 9      14200         0      5456
FORWARD AIR CORP                   COM             349853101     18726     565897 SH       DEFINED A     550297         0     15600
FOUNDATION COAL HOLDINGS INC       COM             35039W100      4402     136000 SH       DEFINED A     136000         0         0
FOUR SEASONS HOTELS INC            COM             35100E104     22935     359200 SH       DEFINED A     351700         0      7500
FPL GROUP INC                      COM             302571104     11316     251461 SH       DEFINED 9     244473      1400      5588
FPL GROUP INC                      COM             302571104    475466   10565900 SH       DEFINED A   10548900         0     17000
FRANCE TELECOM SA                  SPONSORED ADR   35177Q105      9349     401080 SH       DEFINED 2     401080         0         0
FRANCE TELECOM SA                  SPONSORED ADR   35177Q105     16078     689750 SH       DEFINED 6     689750         0         0
FRANKLIN BANK CORP/HOUSTON         COM             352451108     23856    1199979 SH       DEFINED 5    1199979         0         0
FRANKLIN BANK CORP/HOUSTON         COM             352451108      7804     392543 SH       DEFINED A     382543         0     10000
FRANKLIN RESOURCES INC             COM             354613101     59394     561642 SH       DEFINED 9     560442         0      1200
FRED'S INC                         COM             356108100      5048     400000 SH       DEFINED 4     400000         0         0
FREDDIE MAC                        COM             313400301    337017    5080920 SH       DEFINED 4    5080920         0         0
FREDDIE MAC                        COM             313400301      2257      34029 SH       DEFINED 6      29874         0      4155
FREDDIE MAC                        COM             313400301      2010      30300 SH       DEFINED 8      30300         0         0
FREDDIE MAC                        COM             313400301      5050      76130 SH       DEFINED 9      76130         0         0
FREDDIE MAC                        COM             313400301     34358     517980 SH       DEFINED A     517980         0         0
FREDDIE MAC                        COM             313400301        12        180 SH       DEFINED L        180         0         0
FREEPORT MCMORAN COPPER & GOLD INC COM             35671D857         1         15 SH       DEFINED 6         15         0         0
FREEPORT MCMORAN COPPER & GOLD INC COM             35671D857         2         30 SH       DEFINED 8         30         0         0
FREEPORT MCMORAN COPPER & GOLD INC COM             35671D857       258       4838 SH       DEFINED 9       4838         0         0
FREEPORT MCMORAN COPPER & GOLD INC COM             35671D857     41904     786782 SH       DEFINED A     786782         0         0
FREESCALE SEMICONDUCTOR INC        COM             35687M206       255       6701 SH       DEFINED 9       6701         0         0
FRESENIUS MEDICAL CARE AG & CO     SPONSORED ADR   358029106      1599      37000 SH       DEFINED 8      37000         0         0
FRESENIUS MEDICAL CARE AG & CO     SPONSORED ADR   358029106        20        455 SH       DEFINED 9        455         0         0
FSI INTERNATIONAL INC              COM             302633102      3450     600000 SH       DEFINED 4     600000         0         0
FUJIFILM HOLDINGS CORP             SPONSORED ADR   359586302     26432     724971 SH       DEFINED 6     724971         0         0
FURNITURE BRANDS INTERNATIONAL INC COM             360921100     50932    2675000 SH       DEFINED 4    2675000         0         0
FURNITURE BRANDS INTERNATIONAL INC COM             360921100         3        175 SH       DEFINED A        175         0         0
GAIAM INC                          COM             36268Q103      7584     587460 SH       DEFINED 9     587460         0         0
GALLAHER GROUP PLC                 SPONSORED ADR   363595109       546       8356 SH       DEFINED 9       2900         0      5456
GAMESTOP CORP                      COM             36467W109      2360      50995 SH       DEFINED 9      49595         0      1400
GAMESTOP CORP                      COM             36467W109      5572     120390 SH       DEFINED A     120390         0         0
GAMMON LAKE RESOURCES INC          COM             364915108     74392    5834700 SH       DEFINED 5    5834700         0         0
GAMMON LAKE RESOURCES INC          COM             364915108       316      24800 SH       DEFINED 8      24800         0         0
GAMMON LAKE RESOURCES INC          COM             364915108     25621    2009500 SH       DEFINED A    2009500         0         0
GANNETT CO INC                     COM             364730101     42682     751050 SH       DEFINED 3     751050         0         0
GANNETT CO INC                     COM             364730101      8189     144100 SH       DEFINED 4     144100         0         0
GANNETT CO INC                     COM             364730101         2         29 SH       DEFINED 6         29         0         0
GANNETT CO INC                     COM             364730101       710      12490 SH       DEFINED 8      12490         0         0
GANNETT CO INC                     COM             364730101      4805      84555 SH       DEFINED 9      82565       700      1290
GANNETT CO INC                     COM             364730101     22427     394626 SH       DEFINED A     394626         0         0
GANNETT CO INC                     COM             364730101       210       3700 SH       DEFINED E          0         0      3700
GANNETT CO INC                     COM             364730101        28        500 SH       DEFINED L        500         0         0
GAP INC                            COM             364760108     73574    3882550 SH       DEFINED 1    3882550         0         0
GAP INC                            COM             364760108      5286     278960 SH       DEFINED 2     278960         0         0
GAP INC                            COM             364760108      1589      83844 SH       DEFINED 6      72235         0     11609
GAP INC                            COM             364760108      1767      93260 SH       DEFINED 8      93260         0         0
GAP INC                            COM             364760108      1878      99117 SH       DEFINED 9      93117         0      6000
GAP INC                            COM             364760108     25428    1341840 SH       DEFINED A    1341840         0         0
GAP INC                            COM             364760108        83       4400 SH       DEFINED E          0         0      4400
GAP INC                            COM             364760108        16        820 SH       DEFINED L        820         0         0
GARDNER DENVER INC                 COM             365558105      7277     219970 SH       DEFINED A     219970         0         0
GARMIN LTD                         ORD             G37260109      4878     100000 SH       DEFINED 3     100000         0         0
GARMIN LTD                         ORD             G37260109      1287      26393 SH       DEFINED 6      26393         0         0
GARMIN LTD                         ORD             G37260109     83478    1711312 SH       DEFINED A    1711312         0         0
GARMIN LTD                         ORD             G37260109       507      10400 SH       DEFINED C      10400         0         0
GATEWAY INC                        COM             367626108       567     300000 SH       DEFINED 7     300000         0         0
GATEWAY INC                        COM             367626108        19      10000 SH       DEFINED 9      10000         0         0
GAYLORD ENTERTAINMENT CO           COM             367905106     14839     338400 SH       DEFINED A     329100         0      9300
GEHL CO                            COM             368483103      8034     300000 SH       DEFINED 4     300000         0         0
GENCORP INC                        COM             368682100     18369    1430640 SH       DEFINED 5    1430640         0         0
GENENTECH INC                      COM             368710406        47        573 SH       DEFINED 6        573         0         0
GENENTECH INC                      COM             368710406     82700    1000000 SH       DEFINED 7    1000000         0         0
GENENTECH INC                      COM             368710406       187       2260 SH       DEFINED 8       2260         0         0
GENENTECH INC                      COM             368710406     25194     304641 SH       DEFINED 9     299416       775      4450
GENENTECH INC                      COM             368710406     85655    1035726 SH       DEFINED A    1035726         0         0
GENENTECH INC                      COM             368710406         8        100 SH       DEFINED L        100         0         0
GENERAL DYNAMICS CORP              COM             369550108      2544      35500 SH       DEFINED 4      35500         0         0
GENERAL DYNAMICS CORP              COM             369550108     71670    1000000 SH       DEFINED 7    1000000         0         0
GENERAL DYNAMICS CORP              COM             369550108        97       1350 SH       DEFINED 8       1350         0         0
GENERAL DYNAMICS CORP              COM             369550108       741      10346 SH       DEFINED 9       7346       800      2200
GENERAL DYNAMICS CORP              COM             369550108        27        380 SH       DEFINED A        380         0         0
GENERAL ELECTRIC CO                COM             369604103    120337    3408970 SH       DEFINED 1    3248970         0    160000
GENERAL ELECTRIC CO                COM             369604103       429      12140 SH       DEFINED 2      12140         0         0
GENERAL ELECTRIC CO                COM             369604103     38562    1092400 SH       DEFINED 3    1092400         0         0
GENERAL ELECTRIC CO                COM             369604103    222736    6309800 SH       DEFINED 4    6309800         0         0
GENERAL ELECTRIC CO                COM             369604103      4832     136891 SH       DEFINED 6     122053         0     14838
GENERAL ELECTRIC CO                COM             369604103     35540    1006786 SH       DEFINED 8    1006786         0         0
GENERAL ELECTRIC CO                COM             369604103    311471    8823546 SH       DEFINED 9    8641643      3200    178703
GENERAL ELECTRIC CO                COM             369604103       177       5000 SH CALL  DEFINED 9
GENERAL ELECTRIC CO                COM             369604103    409361   11596636 SH       DEFINED A   11556636         0     40000
GENERAL ELECTRIC CO                COM             369604103     15461     438000 SH       DEFINED E      79400         0    358600
GENERAL ELECTRIC CO                COM             369604103        62       1750 SH       DEFINED L       1750         0         0
GENERAL ELECTRIC CO                COM             369604103       459      13000 SH       DEFINED M      13000         0         0
GENERAL GROWTH PROPERTIES          COM             370021107       146       3065 SH       DEFINED 6       3065         0         0
GENERAL GROWTH PROPERTIES          COM             370021107      3369      70712 SH       DEFINED 9      70712         0         0
GENERAL GROWTH PROPERTIES          COM             370021107     47206     990690 SH       DEFINED A     990690         0         0
GENERAL GROWTH PROPERTIES          COM             370021107      1939      40700 SH       DEFINED D      40700         0         0
GENERAL GROWTH PROPERTIES          COM             370021107       624      13100 SH       DEFINED M      13100         0         0
GENERAL GROWTH PROPERTIES          COM             370021107      1382      29000 SH       DEFINED        29000         0         0
GENERAL MILLS INC                  COM             370334104    103057    1820795 SH       DEFINED 5    1820795         0         0
GENERAL MILLS INC                  COM             370334104      1303      23028 SH       DEFINED 6      23028         0         0
GENERAL MILLS INC                  COM             370334104     17660     312006 SH       DEFINED 8     312006         0         0
GENERAL MILLS INC                  COM             370334104      2741      48433 SH       DEFINED 9      48083       350         0
GENERAL MILLS INC                  COM             370334104        20        354 SH       DEFINED A        354         0         0
GENERAL MOTORS CORP                COM             370442105     69585    2092152 SH       DEFINED 5    2092152         0         0
GENERAL MOTORS CORP                COM             370442105     13304     400000 SH       DEFINED 7     400000         0         0
GENERAL MOTORS CORP                COM             370442105       117       3511 SH       DEFINED 9       3411         0       100
GENERAL MOTORS CORP                DEB SR CV C 33  370442717      5398     235000 SH       DEFINED A     235000         0         0
GENESEE & WYOMING INC              COM             371559105     29335    1263341 SH       DEFINED 4    1252000         0     11341
GENESEE & WYOMING INC              COM             371559105         0         14 SH       DEFINED A         14         0         0
GENESIS HEALTHCARE CORP            COM             37184D101      1007      21150 SH       DEFINED A      18750         0      2400
GENLYTE GROUP INC                  COM             372302109     18889     265300 SH       DEFINED 4     262800         0      2500
GENTEX CORP                        COM             371901109      6463     454836 SH       DEFINED 4     450740         0      4096
GENTEX CORP                        COM             371901109      4786     336820 SH       DEFINED A     336820         0         0
GENTEX CORP                        COM             371901109        61       4300 SH       DEFINED E          0         0      4300
GENTEX CORP                        COM             371901109         8        580 SH       DEFINED L        580         0         0
GENUINE PARTS CO                   COM             372460105        45       1050 SH       DEFINED 6       1050         0         0
GENUINE PARTS CO                   COM             372460105     16191     375400 SH       DEFINED 7     375400         0         0
GENUINE PARTS CO                   COM             372460105     13903     322349 SH       DEFINED 8     322349         0         0
GENUINE PARTS CO                   COM             372460105       588      13626 SH       DEFINED 9      13626         0         0
GENUINE PARTS CO                   COM             372460105     11250     260841 SH       DEFINED E      61610         0    199231
GENWORTH FINANCIAL INC             COM             37247D106     56016    1600000 SH       DEFINED 4    1600000         0         0
GENWORTH FINANCIAL INC             COM             37247D106         2         70 SH       DEFINED 8         70         0         0
GENWORTH FINANCIAL INC             COM             37247D106       128       3650 SH       DEFINED 9       3650         0         0
GENWORTH FINANCIAL INC             COM             37247D106         8        219 SH       DEFINED A        219         0         0
GENZYME CORP-GENERAL DIVISION      COM             372917104      1408      20874 SH       DEFINED 6      20874         0         0
GENZYME CORP-GENERAL DIVISION      COM             372917104       813      12053 SH       DEFINED 9      12053         0         0
GENZYME CORP-GENERAL DIVISION      COM             372917104    106213    1574220 SH       DEFINED A    1571220         0      3000
GEOMET INC                         COM             37250U201      2538     270000 SH       DEFINED A     270000         0         0
GEORGIA GULF CORP                  COM             373200203      4116     150100 SH       DEFINED 9     150100         0         0
GEORGIA GULF CORP                  COM             373200203         2         85 SH       DEFINED A         85         0         0
GETTY IMAGES INC                   COM             374276103      1028      20700 SH       DEFINED 9      20700         0         0
GFI GROUP INC                      COM             361652209      7105     128500 SH       DEFINED 9     128500         0         0
GFI GROUP INC                      COM             361652209     24704     446800 SH       DEFINED A     439100         0      7700
GIBRALTAR INDUSTRIES INC           COM             374689107     33776    1522799 SH       DEFINED 4    1512799         0     10000
GILDAN ACTIVEWEAR INC              COM             375916103    178639    3287430 SH       DEFINED 8    3287430         0         0
GILEAD SCIENCES INC                COM             375558103        61        888 SH       DEFINED 6        888         0         0
GILEAD SCIENCES INC                COM             375558103     18056     262829 SH       DEFINED 9     260529         0      2300
GILEAD SCIENCES INC                COM             375558103        69       1000 SH CALL  DEFINED 9
GILEAD SCIENCES INC                COM             375558103    103303    1503680 SH       DEFINED A    1503680         0         0
GLAMIS GOLD LTD                    COM             376775102    170711    4329479 SH       DEFINED 5    4329479         0         0
GLAMIS GOLD LTD                    COM             376775102     49228    1248500 SH       DEFINED A    1248500         0         0
GLATFELTER                         COM             377316104     18895    1394500 SH       DEFINED 4    1382000         0     12500
GLAXOSMITHKLINE PLC                SPONSORED ADR   37733W105     30623     575300 SH       DEFINED 6     569857         0      5443
GLAXOSMITHKLINE PLC                SPONSORED ADR   37733W105      4129      77575 SH       DEFINED 8      77575         0         0
GLAXOSMITHKLINE PLC                SPONSORED ADR   37733W105      4733      88924 SH       DEFINED 9      88924         0         0
GLAXOSMITHKLINE PLC                SPONSORED ADR   37733W105     23389     439400 SH       DEFINED A     439400         0         0
GLENBOROUGH REALTY TRUST INC       COM             37803P105       596      23150 SH       DEFINED 9      23150         0         0
GLENBOROUGH REALTY TRUST INC       PFD CV SER A%   37803P204       222       8782 SH       DEFINED 9       8782         0         0
GLENBOROUGH REALTY TRUST INC       PFD CV SER A%   37803P204     36961    1463203 SH       DEFINED A    1463203         0         0
GLIMCHER REALTY TRUST              COM             379302102        33       1350 SH       DEFINED 6       1350         0         0
GLIMCHER REALTY TRUST              COM             379302102      5952     240200 SH       DEFINED A     240200         0         0
GLOBAL CASH ACCESS HOLDINGS INC    COM             378967103      1817     120400 SH       DEFINED A     116200         0      4200
GLOBAL CROSSING LTD                COM             G3921A175      2757     134500 SH       DEFINED A     134500         0         0
GLOBAL INDUSTRIES LTD              COM             379336100     12347     793500 SH       DEFINED 4     786500         0      7000
GLOBAL INDUSTRIES LTD              COM             379336100        31       2000 SH       DEFINED 9       2000         0         0
GLOBAL INDUSTRIES LTD              COM             379336100      3268     210000 SH       DEFINED A     210000         0         0
GLOBAL PAYMENTS INC                COM             37940X102      1442      32773 SH       DEFINED 6      32773         0         0
GLOBAL PAYMENTS INC                COM             37940X102        48       1082 SH       DEFINED 9       1082         0         0
GLOBAL PAYMENTS INC                COM             37940X102     63092    1433586 SH       DEFINED A    1433586         0         0
GLOBAL PAYMENTS INC                COM             37940X102      1232      28000 SH       DEFINED C      28000         0         0
GLOBALSANTAFE CORP                 COM             G3930E101       690      13805 SH       DEFINED 9      13655         0       150
GLOBALSANTAFE CORP                 COM             G3930E101    296206    5925300 SH       DEFINED A    5910300         0     15000
GMH COMMUNITIES TRUST              COM             36188G102        62       4947 SH       DEFINED 6       4947         0         0
GMH COMMUNITIES TRUST              COM             36188G102     37278    2953900 SH       DEFINED A    2953900         0         0
GOLD FIELDS LTD                    SPONSORED ADR   38059T106     15245     854528 SH       DEFINED A     854528         0         0
GOLDCORP INC                       COM             380956409     40806    1578125 SH       DEFINED A    1578125         0         0
GOLDCORP INC                       COM             380956409      1109      42080 SH       SOLE           42080         0         0
GOLDEN STAR RES LTD CDA            COM             38119T104      2265     750000 SH       DEFINED A     750000         0         0
GOLDEN WEST FINANCIAL CORP         COM             381317106    183993    2381780 SH       DEFINED 5    2381780         0         0
GOLDEN WEST FINANCIAL CORP         COM             381317106       343       4441 SH       DEFINED 9       4441         0         0
GOLDEN WEST FINANCIAL CORP         COM             381317106     26088     337709 SH       DEFINED A     337709         0         0
GOLDEN WEST FINANCIAL CORP         COM             381317106        46        600 SH       DEFINED E          0         0       600
GOLDMAN SACHS GROUP INC            COM             38141G104        62        368 SH       DEFINED 6        368         0         0
GOLDMAN SACHS GROUP INC            COM             38141G104       321       1900 SH       DEFINED 8       1900         0         0
GOLDMAN SACHS GROUP INC            COM             38141G104     32265     190723 SH       DEFINED 9     186448       300      3975
GOLDMAN SACHS GROUP INC            COM             38141G104       338       2000 SH CALL  DEFINED 9
GOLDMAN SACHS GROUP INC            COM             38141G104     65569     387595 SH       DEFINED A     387595         0         0
GOLDMAN SACHS GROUP INC            COM             38141G104        85        500 SH       DEFINED E          0         0       500
GOLDMAN SACHS GROUP INC            COM             38141G104        14         80 SH       DEFINED L         80         0         0
GOODMAN GLOBAL INC                 COM             38239A100     10894     816000 SH       DEFINED A     816000         0         0
GOODRICH CORP                      COM             382388106      3704      91400 SH       DEFINED 2          0         0     91400
GOODRICH CORP                      COM             382388106        77       1900 SH       DEFINED 8       1900         0         0
GOODRICH CORP                      COM             382388106     10456     258035 SH       DEFINED E      26040         0    231995
GOOGLE INC                         COM             38259P508        77        191 SH       DEFINED 6        191         0         0
GOOGLE INC                         COM             38259P508       730       1817 SH       DEFINED 9       1549        18       250
GOOGLE INC                         COM             38259P508     95919     238664 SH       DEFINED A     238664         0         0
GRACO INC                          COM             384109104     82900    2122383 SH       DEFINED 4    2114383         0      8000
GRACO INC                          COM             384109104       109       2800 SH       DEFINED 6       2800         0         0
GRACO INC                          COM             384109104       395      10125 SH       DEFINED 9      10125         0         0
GRAINGER W W INC                   COM             384802104       382       5700 SH       DEFINED 4       5700         0         0
GRAINGER W W INC                   COM             384802104     36861     550000 SH       DEFINED 7     550000         0         0
GRAINGER W W INC                   COM             384802104       796      11876 SH       DEFINED 9      11876         0         0
GRANT PRIDECO INC                  COM             38821G101     27712     728700 SH       DEFINED 3     728700         0         0
GRANT PRIDECO INC                  COM             38821G101       562      14780 SH       DEFINED 9      14780         0         0
GRANT PRIDECO INC                  COM             38821G101      3233      85000 SH       DEFINED A      85000         0         0
GREAT BASIN GOLD LTD               COM             390124105      3100    2000000 SH       DEFINED A    2000000         0         0
GREATBATCH INC                     COM             39153L106     24369    1077314 SH       DEFINED 6    1077314         0         0
GREATBATCH INC                     COM             39153L106      2859     126400 SH       DEFINED A     116300         0     10100
GREEN MOUNTAIN POWER CORP          COM             393154109      6731     201700 SH       DEFINED 4     201700         0         0
GREENBRIER COMPANIES INC           COM             393657101      4125     142200 SH       DEFINED 9     142200         0         0
GREENHILL & CO INC                 COM             395259104      5764      86000 SH       DEFINED 9      86000         0         0
GRIFFIN LAND & NURSERIES INC       COM             398231100      5237     173000 SH       DEFINED 4     173000         0         0
GRUPO AEROPORTUARIO DEL SURESTE SA SPONSORED ADR   40051E202      1509      40440 SH       DEFINED 2      40440         0         0
GRUPO TELEVISA S A                 SPONSORED ADR   40049J206        26       1200 SH       DEFINED 9       1200         0         0
GRUPO TELEVISA S A                 SPONSORED ADR   40049J206      9816     461700 SH       DEFINED A     461700         0         0
GSI GROUP INC                      COM             36229U102     22090    2362610 SH       DEFINED 2    2362610         0         0
GSI GROUP INC                      COM             36229U102      7981     853556 SH       DEFINED 8     853556         0         0
GSI GROUP INC                      COM             36229U102      3892     416230 SH       DEFINED A     416230         0         0
GSI GROUP INC                      COM             36229U102       136      14575 SH       DEFINED D      14575         0         0
GSI GROUP INC                      COM             36229U102      2512     268610 SH       DEFINED E     268610         0         0
GTSI CORP                          COM             36238K103      2511     298249 SH       DEFINED 4     298249         0         0
GUITAR CENTER INC                  COM             402040109      6644     148700 SH       DEFINED 9     148700         0         0
GYMBOREE CORP                      COM             403777105     20352     482500 SH       DEFINED 4     479000         0      3500
H & Q HEALTHCARE INVESTORS FUND    COM             404052102      2511     150000 SH       DEFINED 4     150000         0         0
H & R BLOCK INC                    COM             093671105    378780   17423183 SH       DEFINED 1   17223183         0    200000
H & R BLOCK INC                    COM             093671105     22841    1050621 SH       DEFINED 2     790510         0    260111
H & R BLOCK INC                    COM             093671105    182033    8373170 SH       DEFINED 5    8373170         0         0
H & R BLOCK INC                    COM             093671105      1405      64636 SH       DEFINED 9      60236         0      4400
H & R BLOCK INC                    COM             093671105       701      32240 SH       DEFINED C      32240         0         0
H & R BLOCK INC                    COM             093671105      2846     130902 SH       DEFINED D     130902         0         0
H & R BLOCK INC                    COM             093671105     43580    2004587 SH       DEFINED E    1229389         0    775198
H J HEINZ CO                       COM             423074103       801      19100 SH       DEFINED 4      19100         0         0
H J HEINZ CO                       COM             423074103     11559     275678 SH       DEFINED 9     263278         0     12400
HALLIBURTON CO                     COM             406216101        27        936 SH       DEFINED 6        936         0         0
HALLIBURTON CO                     COM             406216101      1604      56372 SH       DEFINED 9      56372         0         0
HALLIBURTON CO                     COM             406216101     42027    1477208 SH       DEFINED A    1477208         0         0
HANCOCK HOLDING CO                 COM             410120109      3791      70788 SH       DEFINED 9      70788         0         0
HANCOCK HOLDING CO                 COM             410120109      6074     113429 SH       DEFINED A     110129         0      3300
HANDLEMAN CO                       COM             410252100     10322    1360000 SH       DEFINED 4    1360000         0         0
HANESBRANDS INC                    COM             410345102         2        100 SH       DEFINED 8        100         0         0
HANESBRANDS INC                    COM             410345102       438      19436 SH       DEFINED 9      17235         0      2201
HANESBRANDS INC                    COM             410345102       241      10694 SH       DEFINED A      10694         0         0
HANESBRANDS INC                    COM             410345102        10        438 SH       DEFINED E          0         0       438
HANESBRANDS INC                    COM             410345102         2         96 SH       DEFINED L         96         0         0
HANOVER COMPRESSOR CO              COM             410768105     27330    1500000 SH       DEFINED 4    1500000         0         0
HANOVER COMPRESSOR CO              NOTE 4.750% 3/1 410768AC9    121271  124700000 PRN      DEFINED A  123700000         0   1000000
HANSEN NATURAL CORP                COM             411310105       390      12000 SH       DEFINED 9      12000         0         0
HANSON PLC                         SPONSORED ADR   411349103       620       8600 SH       DEFINED 9       8600         0         0
HARDINGE INC                       COM             412324303     11983     900991 SH       DEFINED 4     900991         0         0
HARLEY-DAVIDSON INC                COM             412822108    315857    5033580 SH       DEFINED 1    5033580         0         0
HARLEY-DAVIDSON INC                COM             412822108     31375     500000 SH       DEFINED 7     500000         0         0
HARLEY-DAVIDSON INC                COM             412822108        31        500 SH       DEFINED 8        500         0         0
HARLEY-DAVIDSON INC                COM             412822108      1240      19760 SH       DEFINED 9      17960       800      1000
HARLEY-DAVIDSON INC                COM             412822108     28275     450600 SH       DEFINED E     437200         0     13400
HARMAN INTERNATIONAL INDUSTRIES IN COM             413086109      1997      23931 SH       DEFINED 6      23931         0         0
HARMAN INTERNATIONAL INDUSTRIES IN COM             413086109        67        800 SH       DEFINED 9        800         0         0
HARMAN INTERNATIONAL INDUSTRIES IN COM             413086109    148130    1775283 SH       DEFINED A    1775283         0         0
HARMAN INTERNATIONAL INDUSTRIES IN COM             413086109      2545      30500 SH       DEFINED C      30500         0         0
HARMONY GOLD MINING CO LTD         SPONSORED ADR   413216300      7758     600000 SH       DEFINED A     600000         0         0
HARRIS CORP                        COM             413875105      2681      60270 SH       DEFINED 6      60270         0         0
HARRIS CORP                        COM             413875105       207       4648 SH       DEFINED 9       4648         0         0
HARRIS CORP                        COM             413875105    263615    5925273 SH       DEFINED A    5925273         0         0
HARRIS CORP                        COM             413875105      3635      81700 SH       DEFINED C      81700         0         0
HARTE HANKS INC                    COM             416196103      1298      49250 SH       DEFINED 9      49250         0         0
HARTFORD FINANCIAL SERVICES GROUP  COM             416515104    339516    3913733 SH       DEFINED 5    3913733         0         0
HARTFORD FINANCIAL SERVICES GROUP  COM             416515104     17387     200432 SH       DEFINED 9     198642         0      1790
HARTFORD FINANCIAL SERVICES GROUP  COM             416515104         4         41 SH       DEFINED A         41         0         0
HASBRO INC                         COM             418056107     41696    1832800 SH       DEFINED 4    1832800         0         0
HAVERTY FURNITURE COS INC          COM             419596101     17019    1067000 SH       DEFINED 4    1067000         0         0
HAWAIIAN ELECTRIC INC              COM             419870100     63320    2340000 SH       DEFINED A    2340000         0         0
HCA INC                            COM             404119109    483739    9696116 SH       DEFINED 1    9616116         0     80000
HCA INC                            COM             404119109     13470     270000 SH       DEFINED 2     270000         0         0
HCA INC                            COM             404119109        32        650 SH       DEFINED 8        650         0         0
HCA INC                            COM             404119109       750      15034 SH       DEFINED 9      15034         0         0
HCA INC                            COM             404119109         5        109 SH       DEFINED A        109         0         0
HCA INC                            COM             404119109      2440      48900 SH       DEFINED E      48900         0         0
HEADWATERS INC                     COM             42210P102       703      30100 SH       DEFINED 9      30100         0         0
HEADWATERS INC                     COM             42210P102     32874    1407895 SH       DEFINED A    1392895         0     15000
HEADWATERS INC                     NOTE 2.875% 6/0 42210PAB8     12623   12120000 PRN      DEFINED A   12120000         0         0
HEALTH MANAGEMENT ASSOCIATES INC   COM             421933102       106       5070 SH       DEFINED 8       5070         0         0
HEALTH MANAGEMENT ASSOCIATES INC   COM             421933102       430      20555 SH       DEFINED 9      20555         0         0
HEALTH NET INC                     COM             42222G108       319       7340 SH       DEFINED 8       7340         0         0
HEALTH NET INC                     COM             42222G108        22        500 SH       DEFINED 9        500         0         0
HEALTH NET INC                     COM             42222G108      6673     153342 SH       DEFINED A     153342         0         0
HEALTH NET INC                     COM             42222G108        16        370 SH       DEFINED L        370         0         0
HEALTHCARE SERVICES GROUP INC      COM             421906108      9827     390600 SH       DEFINED 4     390600         0         0
HEALTHCARE SERVICES GROUP INC      COM             421906108     11264     447695 SH       DEFINED 8     447695         0         0
HEALTHWAYS INC                     COM             422245100         1         24 SH       DEFINED 6         24         0         0
HEALTHWAYS INC                     COM             422245100      6603     148040 SH       DEFINED 9     148040         0         0
HEALTHWAYS INC                     COM             422245100      7122     159695 SH       DEFINED A     159695         0         0
HEARTLAND PAYMENT SYSTEMS INC      COM             42235N108      7049     271125 SH       DEFINED 6     271125         0         0
HEARTLAND PAYMENT SYSTEMS INC      COM             42235N108     13182     507000 SH       DEFINED A     493400         0     13600
HELIX ENERGY SOLUTIONS GROUP       NOTE 3.250%12/1 127914AB5     13425   10000000 PRN      DEFINED A   10000000         0         0
HELIX ENERGY SOLUTIONS GROUP       COM             42330P107     17725     530695 SH       DEFINED 4     528695         0      2000
HELIX ENERGY SOLUTIONS GROUP       COM             42330P107     13383     400693 SH       DEFINED 6     400693         0         0
HELIX ENERGY SOLUTIONS GROUP       COM             42330P107    180064    5391123 SH       DEFINED A    5368223         0     22900
HELIX ENERGY SOLUTIONS GROUP       COM             42330P107      2305      69000 SH       DEFINED C      69000         0         0
HENRY SCHEIN INC                   COM             806407102       253       5040 SH       DEFINED 9       5040         0         0
HENRY SCHEIN INC                   COM             806407102     42611     849850 SH       DEFINED A     849850         0         0
HENRY SCHEIN INC                   COM             806407102      1183      23600 SH       DEFINED C      23600         0         0
HERCULES OFFSHORE                  COM             427093109      7033     226500 SH       DEFINED 9     226500         0         0
HERMAN MILLER INC                  COM             600544100       749      21903 SH       DEFINED 6      21903         0         0
HERMAN MILLER INC                  COM             600544100        17        500 SH       DEFINED 9        500         0         0
HERMAN MILLER INC                  COM             600544100     45613    1333330 SH       DEFINED A    1333330         0         0
HERMAN MILLER INC                  COM             600544100       759      22200 SH       DEFINED C      22200         0         0
HERSHA HOSPITALITY TRUST           COM             427825104       286      29800 SH       DEFINED 9      29800         0         0
HERSHA HOSPITALITY TRUST           COM             427825104      1703     177400 SH       DEFINED A     177400         0         0
HERSHA HOSPITALITY TRUST           COM             427825104       839      87400 SH       DEFINED D      87400         0         0
HERSHA HOSPITALITY TRUST           COM             427825104       399      41600 SH       DEFINED M      41600         0         0
HERSHA HOSPITALITY TRUST           COM             427825104       752      78300 SH       DEFINED        78300         0         0
HESS CORP                          COM             42809H107     16166     390300 SH       DEFINED 3     390300         0         0
HESS CORP                          COM             42809H107      1436      34679 SH       DEFINED 9      32879         0      1800
HEWLETT PACKARD CO                 COM             428236103     45591    1242611 SH       DEFINED 1    1242611         0         0
HEWLETT PACKARD CO                 COM             428236103      2686      73200 SH       DEFINED 4      73200         0         0
HEWLETT PACKARD CO                 COM             428236103         1         35 SH       DEFINED 6         35         0         0
HEWLETT PACKARD CO                 COM             428236103     40955    1116250 SH       DEFINED 7    1116250         0         0
HEWLETT PACKARD CO                 COM             428236103     19981     544582 SH       DEFINED 9     519249       500     24833
HEWLETT PACKARD CO                 COM             428236103     13955     380343 SH       DEFINED A     380343         0         0
HIGHLAND HOSPITALITY CORP          COM             430141101       183      12800 SH       DEFINED 9      12800         0         0
HIGHLAND HOSPITALITY CORP          COM             430141101      1624     113300 SH       DEFINED A     113300         0         0
HIGHLAND HOSPITALITY CORP          COM             430141101      1055      73600 SH       DEFINED D      73600         0         0
HIGHLAND HOSPITALITY CORP          COM             430141101       413      28800 SH       DEFINED M      28800         0         0
HIGHLAND HOSPITALITY CORP          COM             430141101       555      38700 SH       DEFINED        38700         0         0
HILLENBRAND INDUSTRIES INC         COM             431573104    182149    3196714 SH       DEFINED 4    3196714         0         0
HILLENBRAND INDUSTRIES INC         COM             431573104    233702    4101475 SH       DEFINED 5    4101475         0         0
HILLENBRAND INDUSTRIES INC         COM             431573104        63       1100 SH       DEFINED 6       1100         0         0
HILLENBRAND INDUSTRIES INC         COM             431573104      1510      26500 SH       DEFINED A      23400         0      3100
HILTON HOTELS CORP                 COM             432848109      2062      74035 SH       DEFINED 6      74035         0         0
HILTON HOTELS CORP                 COM             432848109     70395    2527661 SH       DEFINED A    2527661         0         0
HILTON HOTELS CORP                 NOTE 3.375% 4/1 432848AZ2     13781   10500000 PRN      DEFINED A   10500000         0         0
HOME DEPOT INC                     COM             437076102      1322      36450 SH       DEFINED 4      36450         0         0
HOME DEPOT INC                     COM             437076102        45       1237 SH       DEFINED 6       1237         0         0
HOME DEPOT INC                     COM             437076102       749      20660 SH       DEFINED 8      20660         0         0
HOME DEPOT INC                     COM             437076102     39306    1083706 SH       DEFINED 9    1062339       600     20767
HOME DEPOT INC                     COM             437076102     45382    1251218 SH       DEFINED A    1251218         0         0
HOME DEPOT INC                     COM             437076102       229       6300 SH       DEFINED E          0         0      6300
HOME DEPOT INC                     COM             437076102        34        930 SH       DEFINED L        930         0         0
HOMEBANC CORP                      COM             43738R109      2676     435200 SH       DEFINED A     435200         0         0
HONDA MOTOR CO LTD                 SPONSORED ADR   438128308      2365      70310 SH       DEFINED 9      67310         0      3000
HONEYWELL INTERNATIONAL INC        COM             438516106      2386      58336 SH       DEFINED 6      51376         0      6960
HONEYWELL INTERNATIONAL INC        COM             438516106      1395      34097 SH       DEFINED 8      34097         0         0
HONEYWELL INTERNATIONAL INC        COM             438516106     23787     581601 SH       DEFINED 9     570851         0     10750
HONEYWELL INTERNATIONAL INC        COM             438516106     24815     606718 SH       DEFINED A     606718         0         0
HOOKER FURNITURE CORP              COM             439038100     24252    1654306 SH       DEFINED 4    1642306         0     12000
HORIZON HEALTH CORP                COM             44041Y104      5082     332800 SH       DEFINED 9     332800         0         0
HORNBECK OFFSHORE SERVICES INC     COM             440543106      7373     220100 SH       DEFINED 9     220100         0         0
HORNBECK OFFSHORE SERVICES INC     COM             440543106      3283      98000 SH       DEFINED A      98000         0         0
HOSPIRA INC                        COM             441060100      1531      40000 SH       DEFINED 7      40000         0         0
HOSPIRA INC                        COM             441060100      1646      43017 SH       DEFINED 9      43017         0         0
HOSPITALITY PROPERTIES TRUST       COM             44106M102       951      20150 SH       DEFINED 9      19550       600         0
HOST HOTELS & RESORTS INC          COM             44107P104       101       4425 SH       DEFINED 6       4425         0         0
HOST HOTELS & RESORTS INC          COM             44107P104      5805     253163 SH       DEFINED 9     253066         0        97
HOST HOTELS & RESORTS INC          COM             44107P104     47031    2051050 SH       DEFINED A    2051050         0         0
HOST HOTELS & RESORTS INC          COM             44107P104       498      21700 SH       DEFINED D      21700         0         0
HOST HOTELS & RESORTS INC          COM             44107P104       204       8900 SH       DEFINED M       8900         0         0
HOST HOTELS & RESORTS INC          COM             44107P104       367      16000 SH       DEFINED        16000         0         0
HOT TOPIC INC                      COM             441339108     18127    1627200 SH       DEFINED 4    1612200         0     15000
HOT TOPIC INC                      COM             441339108     10222     917550 SH       DEFINED A     894250         0     23300
HOVNANIAN ENTERPRISES INC          COM             442487203     50597    1724500 SH       DEFINED A    1724500         0         0
HSBC HOLDINGS PLC                  SPONSORED ADR   404280406      1853      20245 SH       DEFINED 2      20245         0         0
HSBC HOLDINGS PLC                  SPONSORED ADR   404280406     31744     346816 SH       DEFINED 6     346816         0         0
HSBC HOLDINGS PLC                  SPONSORED ADR   404280406     20671     225839 SH       DEFINED 9     224839         0      1000
HSBC HOLDINGS PLC                  SPONSORED ADR   404280406       275       3000 SH       DEFINED M       3000         0         0
HUANENG POWER INTERNATIONAL INC    SPONSORED ADR   443304100      1622      56100 SH       DEFINED 9      56100         0         0
HUB GROUP INC                      COM             443320106      8385     368100 SH       DEFINED 9     368100         0         0
HUBBELL INC                        COM             443510201      1171      24451 SH       DEFINED 6      24451         0         0
HUBBELL INC                        COM             443510201      1592      33232 SH       DEFINED 8      33232         0         0
HUBBELL INC                        COM             443510201       935      19522 SH       DEFINED 9      19522         0         0
HUBBELL INC                        COM             443510201       119       2480 SH       DEFINED         2480         0         0
HUDSON CITY BANCORP INC            COM             443683107     11925     900000 SH       DEFINED 4     900000         0         0
HUDSON CITY BANCORP INC            COM             443683107    257524   19435773 SH       DEFINED 5   19435773         0         0
HUDSON CITY BANCORP INC            COM             443683107       688      51933 SH       DEFINED 9      49369      2564         0
HUMAN GENOME SCIENCES INC          COM             444903108        92       8000 SH       DEFINED 9       8000         0         0
HUMAN GENOME SCIENCES INC          COM             444903108      5327     461600 SH       DEFINED A     461600         0         0
HUNT (JB) TRANSPORT SERVICES INC   COM             445658107      7685     370000 SH       DEFINED 4     370000         0         0
HUNT (JB) TRANSPORT SERVICES INC   COM             445658107      1603      77189 SH       DEFINED 6      77189         0         0
HUNT (JB) TRANSPORT SERVICES INC   COM             445658107    110004    5296279 SH       DEFINED A    5296279         0         0
HUNT (JB) TRANSPORT SERVICES INC   COM             445658107      2158     103900 SH       DEFINED C     103900         0         0
HUNTSMAN CORP                      PFD MND CV 5%   447011206     23215     573200 SH       DEFINED A     573200         0         0
HYPERCOM CORP                      COM             44913M105      1025     151200 SH       DEFINED 9     151200         0         0
HYPERION SOLUTIONS CORP            COM             44914M104      2630      76273 SH       DEFINED 6      76273         0         0
HYPERION SOLUTIONS CORP            COM             44914M104    105152    3049638 SH       DEFINED A    3049638         0         0
HYPERION SOLUTIONS CORP            COM             44914M104      2246      65150 SH       DEFINED C      65150         0         0
IAC/INTERACTIVECORP                COM             44919P300      8631     300100 SH       DEFINED 7     300100         0         0
IAC/INTERACTIVECORP                COM             44919P300       101       3500 SH       DEFINED 9       3500         0         0
IAMGOLD CORP                       COM             450913108      5747     608200 SH       DEFINED 8     608200         0         0
IAMGOLD CORP                       COM             450913108      3661     387400 SH       DEFINED A     387400         0         0
IBERIABANK CORP                    COM             450828108       271       4438 SH       DEFINED A       4438         0         0
ICICI BANK LTD                     SPONSORED ADR   45104G104     26122     850616 SH       DEFINED 2     764591         0     86025
ICICI BANK LTD                     SPONSORED ADR   45104G104      5609     182660 SH       DEFINED 9     181860         0       800
ICICI BANK LTD                     SPONSORED ADR   45104G104       817      26600 SH       DEFINED C      26600         0         0
ICICI BANK LTD                     SPONSORED ADR   45104G104        28        909 SH       DEFINED L        909         0         0
ICICI BANK LTD                     SPONSORED ADR   45104G104       307      10000 SH       DEFINED M      10000         0         0
IDEXX LABORATORIES INC             COM             45168D104      9268     101690 SH       DEFINED A     101690         0         0
ILLINOIS TOOL WORKS INC            COM             452308109      8019     178600 SH       DEFINED 4     178600         0         0
ILLINOIS TOOL WORKS INC            COM             452308109     44900    1000000 SH       DEFINED 7    1000000         0         0
ILLINOIS TOOL WORKS INC            COM             452308109      8638     192380 SH       DEFINED 9     192116         0       264
IMPERIAL OIL LTD                   COM             453038408     24178     645259 SH       DEFINED 8     645259         0         0
IMPERIAL OIL LTD                   COM             453038408       533      15900 SH       DEFINED 9      15900         0         0
IMS HEALTH INC                     COM             449934108     13320     500000 SH       DEFINED 7     500000         0         0
IMS HEALTH INC                     COM             449934108      2041      76612 SH       DEFINED 9      72612         0      4000
IMS HEALTH INC                     COM             449934108     16677     626000 SH       DEFINED A     626000         0         0
INCO LTD                           COM             453258402       726       8525 SH       DEFINED 8       8525         0         0
INCO LTD                           COM             453258402       122       1600 SH       DEFINED 9       1600         0         0
INDEVUS PHARMACEUTICALS INC        COM             454072109      1036     175000 SH       DEFINED 6     175000         0         0
INDEVUS PHARMACEUTICALS INC        COM             454072109      6945    1173100 SH       DEFINED A    1143100         0     30000
INDIA FUND INC                     COM             454089103       972      22011 SH       DEFINED 9      18235       776      3000
INFINEON TECHNOLOGIES AG           SPONSORED ADR   45662N103     10555     892240 SH       DEFINED 2     892240         0         0
INFINEON TECHNOLOGIES AG           SPONSORED ADR   45662N103     31636    2674181 SH       DEFINED 6    2674181         0         0
INFINEON TECHNOLOGIES AG           SPONSORED ADR   45662N103        20       1700 SH       DEFINED 9       1700         0         0
INFOSYS TECHNOLOGIES LTD           SPONSORED ADR   456788108      4816     100900 SH       DEFINED 9     100750       150         0
INFOSYS TECHNOLOGIES LTD           SPONSORED ADR   456788108      9031     189200 SH       DEFINED A     189200         0         0
INFOSYS TECHNOLOGIES LTD           SPONSORED ADR   456788108       563      11800 SH       DEFINED C      11800         0         0
ING GROEP NV                       SPONSORED ADR   456837103      1533      34865 SH       DEFINED 2      34865         0         0
ING GROEP NV                       SPONSORED ADR   456837103     34017     773456 SH       DEFINED 6     773456         0         0
ING GROEP NV                       SPONSORED ADR   456837103      4401     100074 SH       DEFINED 8     100074         0         0
ING GROEP NV                       SPONSORED ADR   456837103      1723      39187 SH       DEFINED 9      39187         0         0
INGERSOLL RAND CO                  COM             G4776G101       300       7900 SH       DEFINED 6       7900         0         0
INGERSOLL RAND CO                  COM             G4776G101     38056    1002000 SH       DEFINED 7    1002000         0         0
INGERSOLL RAND CO                  COM             G4776G101      1913      50381 SH       DEFINED 9      49381         0      1000
INNKEEPERS USA TRUST               COM             4576J0104       114       7000 SH       DEFINED 9       7000         0         0
INNKEEPERS USA TRUST               COM             4576J0104     15080     925700 SH       DEFINED A     901300         0     24400
INPUT/OUTPUT INC                   COM             457652105      2939     296000 SH       DEFINED 1     296000         0         0
INPUT/OUTPUT INC                   COM             457652105     11158    1123680 SH       DEFINED 2    1123680         0         0
INPUT/OUTPUT INC                   COM             457652105      3443     346690 SH       DEFINED A     346690         0         0
INPUT/OUTPUT INC                   COM             457652105       107      10780 SH       DEFINED D      10780         0         0
INPUT/OUTPUT INC                   COM             457652105      3225     324730 SH       DEFINED E     324730         0         0
INSPIRE PHARMACEUTICALS INC        COM             457733103      1018     200000 SH       DEFINED 6     200000         0         0
INSPIRE PHARMACEUTICALS INC        COM             457733103      5903    1159761 SH       DEFINED A    1159761         0         0
INSTEEL INDUSTRIES INC             COM             45774W108      2475     124560 SH       DEFINED 4     124560         0         0
INSURED MUNICIPAL INCOME FUND      COM             45809F104       169      13000 SH       DEFINED 9      13000         0         0
INTEGRATED ALARM SERVICES          COM             45890M109     10216    2619600 SH       DEFINED 5    2619600         0         0
INTEGRATED DEVICE TECHNOLOGY INC   COM             458118106       604      37637 SH       DEFINED 6      37637         0         0
INTEGRATED DEVICE TECHNOLOGY INC   COM             458118106     83100    5174360 SH       DEFINED A    5174360         0         0
INTEGRATED DEVICE TECHNOLOGY INC   COM             458118106      1062      66100 SH       DEFINED C      66100         0         0
INTEL CORP                         COM             458140100      1646      80000 SH       DEFINED 4      80000         0         0
INTEL CORP                         COM             458140100      3811     185271 SH       DEFINED 6     164615         0     20656
INTEL CORP                         COM             458140100     16456     800000 SH       DEFINED 7     800000         0         0
INTEL CORP                         COM             458140100      2232     108485 SH       DEFINED 8     108485         0         0
INTEL CORP                         COM             458140100     88560    4305306 SH       DEFINED 9    4198901      5700    100705
INTEL CORP                         COM             458140100    112341    5461414 SH       DEFINED A    5461414         0         0
INTEL CORP                         COM             458140100       257      12500 SH       DEFINED E          0         0     12500
INTEL CORP                         COM             458140100        36       1770 SH       DEFINED L       1770         0         0
INTEL CORP                         COM             458140100       309      15000 SH       DEFINED M      15000         0         0
INTEL CORP                         SDCV 2.950%12/1 458140AD2     11183   12400000 PRN      DEFINED A   12400000         0         0
INTERCONTINENTALEXCHANGE INC       COM             45865V100      4910      65400 SH       DEFINED 9      65400         0         0
INTERCONTINENTALEXCHANGE INC       COM             45865V100      2703      36010 SH       DEFINED A      36010         0         0
INTERGRAPH CORP                    COM             458683109     31731     740000 SH       DEFINED 4     740000         0         0
INTERGRAPH CORP                    COM             458683109      1647      38410 SH       DEFINED A      38410         0         0
INTERMEC INC.                      COM             458786100     14643     555503 SH       DEFINED 6     555503         0         0
INTERMUNE INC                      COM             45884X103      7648     465800 SH       DEFINED A     465800         0         0
INTERNAP NETWORK SERVICES CORP     COM             45885A300      1520      99900 SH       DEFINED A      99900         0         0
INTERNATIONAL BUSINESS MACHINES CO COM             459200101     11584     141370 SH       DEFINED 4     141370         0         0
INTERNATIONAL BUSINESS MACHINES CO COM             459200101    309259    3774213 SH       DEFINED 5    3774213         0         0
INTERNATIONAL BUSINESS MACHINES CO COM             459200101         2         23 SH       DEFINED 6         23         0         0
INTERNATIONAL BUSINESS MACHINES CO COM             459200101     45886     560000 SH       DEFINED 7     560000         0         0
INTERNATIONAL BUSINESS MACHINES CO COM             459200101      5294      64610 SH       DEFINED 8      64610         0         0
INTERNATIONAL BUSINESS MACHINES CO COM             459200101    137276    1675322 SH       DEFINED 9    1522493      1100    151729
INTERNATIONAL BUSINESS MACHINES CO COM             459200101     26282     320751 SH       DEFINED A     320751         0         0
INTERNATIONAL BUSINESS MACHINES CO COM             459200101       213       2600 SH       DEFINED E          0         0      2600
INTERNATIONAL BUSINESS MACHINES CO COM             459200101        36        440 SH       DEFINED L        440         0         0
INTERNATIONAL BUSINESS MACHINES CO COM             459200101       246       3000 SH       DEFINED M       3000         0         0
INTERNATIONAL GAME TECHNOLOGY      COM             459902102         2         40 SH       DEFINED 6         40         0         0
INTERNATIONAL GAME TECHNOLOGY      COM             459902102      8078     194652 SH       DEFINED 9     194652         0         0
INTERNATIONAL GAME TECHNOLOGY      COM             459902102     51851    1249410 SH       DEFINED A    1249410         0         0
INTERNATIONAL GAME TECHNOLOGY      COM             459902102       174       4200 SH       DEFINED         4200         0         0
INTERNATIONAL GAME TECHNOLOGY      COM             459902102       623      15000 SH       DEFINED M      15000         0         0
INTERNATIONAL PAPER CO             COM             460146103    589885   17033937 SH       DEFINED 1   16913937         0    120000
INTERNATIONAL PAPER CO             COM             460146103      6301     181960 SH       DEFINED 2      59000         0    122960
INTERNATIONAL PAPER CO             COM             460146103    485645   14023830 SH       DEFINED 5   14023830         0         0
INTERNATIONAL PAPER CO             COM             460146103      2774      80099 SH       DEFINED 6      80099         0         0
INTERNATIONAL PAPER CO             COM             460146103      1389      40113 SH       DEFINED 9      31563         0      8550
INTERNATIONAL PAPER CO             COM             460146103      1667      48129 SH       DEFINED C      48129         0         0
INTERNATIONAL PAPER CO             COM             460146103      2192      63312 SH       DEFINED D      63312         0         0
INTERNATIONAL PAPER CO             COM             460146103     11959     345323 SH       DEFINED E     143707         0    201616
INTERNATIONAL PAPER CO             COM             460146103        97       2810 SH       DEFINED         2810         0         0
INTERNATIONAL SHIPHOLDING CORP     COM             460321201      5944     474800 SH       DEFINED 4     474800         0         0
INTERPUBLIC GROUP OF COMPANIES INC COM             460690100    492702   49767887 SH       DEFINED 1   49167887         0    600000
INTERPUBLIC GROUP OF COMPANIES INC COM             460690100     16144    1630744 SH       DEFINED 2    1630744         0         0
INTERPUBLIC GROUP OF COMPANIES INC COM             460690100      1118     112909 SH       DEFINED 6     112909         0         0
INTERPUBLIC GROUP OF COMPANIES INC COM             460690100       298      30100 SH       DEFINED 8      30100         0         0
INTERPUBLIC GROUP OF COMPANIES INC COM             460690100       560      56572 SH       DEFINED 9      56572         0         0
INTERPUBLIC GROUP OF COMPANIES INC COM             460690100      1035     104510 SH       DEFINED C     104510         0         0
INTERPUBLIC GROUP OF COMPANIES INC COM             460690100      4582     462800 SH       DEFINED D     462800         0         0
INTERPUBLIC GROUP OF COMPANIES INC COM             460690100     35313    3566963 SH       DEFINED E     601476         0   2965487
INTERPUBLIC GROUP OF COMPANIES INC PFD CONV SER A  460690308      2417      65000 SH       DEFINED A      65000         0         0
INTERSIL CORP                      COM             46069S109      2134      86939 SH       DEFINED 6      86939         0         0
INTERSIL CORP                      COM             46069S109    132066    5379454 SH       DEFINED A    5379454         0         0
INTERSIL CORP                      COM             46069S109      2860     116500 SH       DEFINED C     116500         0         0
INTERTAPE POLYMER GROUP INC        COM             460919103      1465     190200 SH       DEFINED 4     190200         0         0
INTERTAPE POLYMER GROUP INC        COM             460919103      8727    1012382 SH       DEFINED 8    1012382         0         0
INTERVOICE-BRITE INC               COM             461142101     15074    2377531 SH       DEFINED 6    2377531         0         0
INTL FLAVORS & FRAGRANCES INC      COM             459506101       485      12256 SH       DEFINED 9      12256         0         0
INTRALASE CORP                     COM             461169104       710      36000 SH       DEFINED A      30800         0      5200
INTRAWEST CORP                     COM             460915200     20783     601700 SH       DEFINED 4     596700         0      5000
INTRAWEST CORP                     COM             460915200      3735      96900 SH       DEFINED 8      96900         0         0
INTRAWEST CORP                     COM             460915200         8        230 SH       DEFINED A        230         0         0
INTUIT INC                         COM             461202103      2596      80900 SH       DEFINED 9      79900         0      1000
INTUIT INC                         COM             461202103     10493     326976 SH       DEFINED A     326976         0         0
INTUITIVE SURGICAL INC             COM             46120E602      1389      13176 SH       DEFINED 6      13176         0         0
INTUITIVE SURGICAL INC             COM             46120E602     49601     470370 SH       DEFINED A     470370         0         0
INTUITIVE SURGICAL INC             COM             46120E602      1181      11200 SH       DEFINED C      11200         0         0
INVERSIONES Y REPRESENTACION SA    GLBL DEP RECPT  450047204     30406    2401707 SH       DEFINED 1    2399397         0      2310
INVESTMENT TECHNOLOGY GROUP INC    COM             46145F105       919      20530 SH       DEFINED A      20530         0         0
INVESTORS FINANCIAL SERVICES CORP  COM             461915100      1558      36167 SH       DEFINED 9      36167         0         0
INVITROGEN CORP                    COM             46185R100       791      12480 SH       DEFINED 2      12480         0         0
INVITROGEN CORP                    COM             46185R100       256       4040 SH       DEFINED 8       4040         0         0
INVITROGEN CORP                    COM             46185R100     20897     329549 SH       DEFINED 9     326699       150      2700
INVITROGEN CORP                    COM             46185R100     26495     417838 SH       DEFINED A     415038         0      2800
INVITROGEN CORP                    COM             46185R100        57        900 SH       DEFINED E          0         0       900
INVITROGEN CORP                    COM             46185R100         8        130 SH       DEFINED L        130         0         0
INVITROGEN CORP                    NOTE 3.250% 6/1 46185RAM2       301     310000 PRN      DEFINED 9     310000         0         0
IOMAI CORP                         COM             46202P103       237      50000 SH       DEFINED 6      50000         0         0
IOMAI CORP                         COM             46202P103       913     193100 SH       DEFINED A     193100         0         0
IOWA TELECOMMUNICATIONS SERVICES I COM             462594201      1221      61700 SH       DEFINED 9      60500      1200         0
IPC HOLDINGS LTD                   COM             G4933P101     95683    3145400 SH       DEFINED 4    3145400         0         0
IPC HOLDINGS LTD                   COM             G4933P101     18050     593361 SH       DEFINED 6     593361         0         0
IPSCO INC                          COM             462622101      6433      66400 SH       DEFINED 8      66400         0         0
IRON MOUNTAIN INC                  COM             462846106     10163     236678 SH       DEFINED 9     236180         0       498
IRON MOUNTAIN INC                  COM             462846106       258       6000 SH       DEFINED M       6000         0         0
IRWIN FINANCIAL CORP               COM             464119106     18439     942680 SH       DEFINED 2     942680         0         0
IRWIN FINANCIAL CORP               COM             464119106       244      12470 SH       DEFINED D      12470         0         0
IRWIN FINANCIAL CORP               COM             464119106      1391      71120 SH       DEFINED E      71120         0         0
ISHARES COHEN & STEERS REALTY MAJO COHEN&ST RLTY   464287564        11        122 SH       DEFINED 6        122         0         0
ISHARES COHEN & STEERS REALTY MAJO COHEN&ST RLTY   464287564       770       8392 SH       DEFINED 9       8392         0         0
ISHARES FTSE/XINHUA CHINA 25       FTSE XNHUA IDX  464287184      1221      15010 SH       DEFINED 9      15010         0         0
ISHARES LEHMAN                     1-3 YR TRS BD   464287457        41        510 SH       DEFINED 6        510         0         0
ISHARES LEHMAN                     1-3 YR TRS BD   464287457       468       5824 SH       DEFINED 9       5824         0         0
ISHARES LEHMAN 20+YEAR TREASURY BO 20+YR TRS BD    464287432       202       2261 SH       DEFINED 9       2261         0         0
ISHARES LEHMAN AGG BOND FUND       LEHMAN AGG BOND 464287226       707       7063 SH       DEFINED 9       7063         0         0
ISHARES LEHMAN TREASURY BOND FUND  7-10 YR TRS BD  464287440       510       6135 SH       DEFINED 9       6135         0         0
ISHARES MSCI AUSTRALIA INDEX FUND  MSCI AUSTRALIA  464286103      2538     119794 SH       DEFINED 9     119794         0         0
ISHARES MSCI EAFE INDEX FUND       MSCI EAFE IDX   464287465         4         52 SH       DEFINED 6         52         0         0
ISHARES MSCI EAFE INDEX FUND       MSCI EAFE IDX   464287465     15957     235526 SH       DEFINED 9     229026         0      6500
ISHARES MSCI EMERGING MARKETS INDE MSCI EMERG MKT  464287234         1         14 SH       DEFINED 6         14         0         0
ISHARES MSCI EMERGING MARKETS INDE MSCI EMERG MKT  464287234     31996     330635 SH       DEFINED 9     325735      2400      2500
ISHARES MSCI HONG KONG INDEX FUND  MSCI HOND KONG  464286871      1064      74900 SH       DEFINED 9      74900         0         0
ISHARES MSCI JAPAN INDEX FUND      MSCI JAPAN      464286848        37       2700 SH       DEFINED 8       2700         0         0
ISHARES MSCI JAPAN INDEX FUND      MSCI JAPAN      464286848      2777     204954 SH       DEFINED 9     200954      4000         0
ISHARES MSCI MALAYSIA INDEX FUND   MSCI MALAYSIA   464286830       330      43131 SH       DEFINED 9      43131         0         0
ISHARES MSCI SINGAPORE INDEX FUND  MSCI SINGAPORE  464286673       506      54247 SH       DEFINED 9      54247         0         0
ISHARES MSCI SOUTH KOREA           MSCI S KOREA    464286772      1187      25281 SH       DEFINED 9      25281         0         0
ISHARES MSCI TAIWAN INDEX FUND     MSCI TAIWAN     464286731       914      70596 SH       DEFINED 9      70596         0         0
ISHARES RUSSELL MIDCAP GROWTH INDE RUSSELL MCP GR  464287481       288       2987 SH       DEFINED 6       2987         0         0
ISHARES S&P 500 GROWTH INDEX FUND  S&P500 GRW      464287309       426       6905 SH       DEFINED 9       6905         0         0
ISHARES S&P INDEX 500 FUND         S&P500 INDEX    464287200     12127      90693 SH       DEFINED 9      87693         0      3000
ISHARES S&P MIDCAP 400             S&P MIDCAP 400  464287507       201       2660 SH       DEFINED 9       2660         0         0
ISHARES TR DOW JONES SELECT DIVIDE DJ SEL DIV INX  464287168      6194      93235 SH       DEFINED 9      78535         0     14700
ISHARES TR RUSSELL 2000 INDEX FUND RUSSELL 2000    464287655       395       5493 SH       DEFINED 9       5493         0         0
ISHARES TR RUSSELL 3000 INDEX FUND RUSSELL 3000    464287689       846      11000 SH       DEFINED 9      11000         0         0
ISHARES TRUST DJ UTILITIES SECTOR  DJ US UTILS     464287697       609       7350 SH       DEFINED 9       7350         0         0
ISHARES TRUST LEHMAN TIPS BOND FUN US TIPS BD FD   464287176      3212      31755 SH       DEFINED 9      31755         0         0
ISTA PHARMACEUTICALS INC           COM             45031X204      1858     313300 SH       DEFINED A     313300         0         0
ISTAR FINANCIAL INC                COM             45031U101    126919    3043614 SH       DEFINED 5    3043614         0         0
ISTAR FINANCIAL INC                COM             45031U101      1441      34567 SH       DEFINED 6      30617         0      3950
ISTAR FINANCIAL INC                COM             45031U101       229       5500 SH       DEFINED 9       5500         0         0
ISTAR FINANCIAL INC                COM             45031U101     94046    2255300 SH       DEFINED A    2255300         0         0
ISTAR FINANCIAL INC                COM             45031U101       592      14200 SH       DEFINED D      14200         0         0
ISTAR FINANCIAL INC                COM             45031U101       200       4800 SH       DEFINED M       4800         0         0
ISTAR FINANCIAL INC                COM             45031U101       984      23600 SH       DEFINED        23600         0         0
ITC HOLDINGS CORPORATION           COM             465685105     18127     581000 SH       DEFINED A     581000         0         0
ITLA CAPITAL CORP                  COM             450565106     23966     445796 SH       DEFINED 5     445796         0         0
ITRON INC                          COM             465741106      5044      90400 SH       DEFINED 9      90400         0         0
ITT CORP                           COM             450911102      3828      74654 SH       DEFINED 9      74255         0       399
ITT CORP                           COM             450911102       256       5000 SH       DEFINED M       5000         0         0
IVANHOE MINES LTD                  COM             46579N103     12049    1728600 SH       DEFINED A    1728600         0         0
IXIA                               COM             45071R109     14674    1646962 SH       DEFINED 6    1646962         0         0
IXIA                               COM             45071R109     19645    2204790 SH       DEFINED A    2154790         0     50000
J CREW GROUP INC                   COM             46612H402     17558     583900 SH       DEFINED A     566900         0     17000
JABIL CIRCUIT INC                  COM             466313103      1369      47927 SH       DEFINED 6      47927         0         0
JABIL CIRCUIT INC                  COM             466313103        71       2500 SH       DEFINED 9          0         0      2500
JABIL CIRCUIT INC                  COM             466313103     64983    2274513 SH       DEFINED A    2274513         0         0
JABIL CIRCUIT INC                  COM             466313103      1566      54800 SH       DEFINED C      54800         0         0
JACKSON HEWITT TAX SERVICE, INC    COM             468202106     12262     408600 SH       DEFINED A     398300         0     10300
JACOBS ENGINEERING GROUP           COM             469814107      1403      18774 SH       DEFINED 9      18774         0         0
JACOBS ENGINEERING GROUP           COM             469814107     14943     199954 SH       DEFINED A     199954         0         0
JARDEN CORP                        COM             471109108      9131     276950 SH       DEFINED 9     276950         0         0
JDS UNIPHASE CORP                  COM             46612J101       138      63194 SH       DEFINED 9      63194         0         0
JER INVESTORS TRUST                COM             46614H301     18876    1100000 SH       DEFINED 5    1100000         0         0
JETBLUE AIRWAYS CORP               COM             477143101      1101     118788 SH       DEFINED 6     118788         0         0
JETBLUE AIRWAYS CORP               COM             477143101       284      30680 SH       DEFINED 8      30680         0         0
JETBLUE AIRWAYS CORP               COM             477143101         9        987 SH       DEFINED 9        987         0         0
JETBLUE AIRWAYS CORP               COM             477143101     77403    8349869 SH       DEFINED A    8315469         0     34400
JETBLUE AIRWAYS CORP               COM             477143101      1303     140584 SH       DEFINED C     140584         0         0
JETBLUE AIRWAYS CORP               COM             477143101        53       5700 SH       DEFINED E          0         0      5700
JETBLUE AIRWAYS CORP               COM             477143101         9        940 SH       DEFINED L        940         0         0
JETBLUE AIRWAYS CORP               DBCV 3.750% 3/1 477143AC5     13406   15000000 PRN      DEFINED A   15000000         0         0
JLG INDUSTRIES INC                 COM             466210101      7948     401200 SH       DEFINED 4     398200         0      3000
JOHN B SANFILIPPO & SON INC        COM             800422107      1989     195000 SH       DEFINED 4     195000         0         0
JOHN HANCOCK BANK & THRIFT OPPORTU COM             409735107     16038    1650000 SH       DEFINED 4    1650000         0         0
JOHNSON & JOHNSON                  COM             478160104     67732    1043000 SH       DEFINED 3    1043000         0         0
JOHNSON & JOHNSON                  COM             478160104      3431      52830 SH       DEFINED 4      52830         0         0
JOHNSON & JOHNSON                  COM             478160104      1717      26438 SH       DEFINED 6      23382         0      3056
JOHNSON & JOHNSON                  COM             478160104     64680     996000 SH       DEFINED 7     996000         0         0
JOHNSON & JOHNSON                  COM             478160104     12313     189612 SH       DEFINED 8     189612         0         0
JOHNSON & JOHNSON                  COM             478160104    156806    2414628 SH       DEFINED 9    2371743      3600     39285
JOHNSON & JOHNSON                  COM             478160104    551787    8496871 SH       DEFINED A    8464371         0     32500
JOHNSON & JOHNSON                  COM             478160104       351       5400 SH       DEFINED E          0         0      5400
JOHNSON & JOHNSON                  COM             478160104        58        900 SH       DEFINED L        900         0         0
JOHNSON CONTROLS INC               COM             478366107      2165      30180 SH       DEFINED 4      30180         0         0
JOHNSON CONTROLS INC               COM             478366107         1         17 SH       DEFINED 6         17         0         0
JOHNSON CONTROLS INC               COM             478366107     28696     400000 SH       DEFINED 7     400000         0         0
JOHNSON CONTROLS INC               COM             478366107       462       6435 SH       DEFINED 8       6435         0         0
JOHNSON CONTROLS INC               COM             478366107        72       1000 SH       DEFINED 9       1000         0         0
JOHNSON CONTROLS INC               COM             478366107     16723     233110 SH       DEFINED A     233110         0         0
JOHNSON CONTROLS INC               COM             478366107       115       1600 SH       DEFINED E          0         0      1600
JOHNSON CONTROLS INC               COM             478366107        17        230 SH       DEFINED L        230         0         0
JONES LANG LASALLE INC             COM             48020Q107       647       7571 SH       DEFINED 6       7571         0         0
JONES LANG LASALLE INC             COM             48020Q107     19453     227578 SH       DEFINED A     227578         0         0
JONES LANG LASALLE INC             COM             48020Q107       248       2900 SH       DEFINED C       2900         0         0
JPMORGAN CHASE & CO                COM             46625H100    296290    6309406 SH       DEFINED 1    6309406         0         0
JPMORGAN CHASE & CO                COM             46625H100     13067     278262 SH       DEFINED 2     226200         0     52062
JPMORGAN CHASE & CO                COM             46625H100      5937     126423 SH       DEFINED 6     116528         0      9895
JPMORGAN CHASE & CO                COM             46625H100     21192     451282 SH       DEFINED 8     451282         0         0
JPMORGAN CHASE & CO                COM             46625H100     54061    1151211 SH       DEFINED 9    1119814         0     31397
JPMORGAN CHASE & CO                COM             46625H100    582621   12406747 SH       DEFINED A   12386747         0     20000
JPMORGAN CHASE & CO                COM             46625H100      1439      30652 SH       DEFINED C      30652         0         0
JPMORGAN CHASE & CO                COM             46625H100     47699    1015732 SH       DEFINED E     210490         0    805242
JPMORGAN CHASE & CO                COM             46625H100        32        690 SH       DEFINED L        690         0         0
JUNIPER NETWORKS INC               COM             48203R104         1         57 SH       DEFINED 6         57         0         0
JUNIPER NETWORKS INC               COM             48203R104       569      32900 SH       DEFINED 8      32900         0         0
JUNIPER NETWORKS INC               COM             48203R104      3766     217964 SH       DEFINED 9     217464         0       500
JUNIPER NETWORKS INC               COM             48203R104     23364    1352100 SH       DEFINED A    1352100         0         0
JUNIPER NETWORKS INC               COM             48203R104       161       9300 SH       DEFINED E          0         0      9300
JUNIPER NETWORKS INC               COM             48203R104        24       1390 SH       DEFINED L       1390         0         0
JUNIPER NETWORKS INC               NOTE 6/1        48203RAC8   1772250   17000000 PRN      DEFINED A   17000000         0         0
K&F INDUSTRIES HOLDINGS INC        COM             482241106      5690     303000 SH       DEFINED A     295200         0      7800
K2 INC                             COM             482732104      9081     774200 SH       DEFINED 2     774200         0         0
KANBAY INTERNATIONAL INC           COM             48369P207     12702     617782 SH       DEFINED 6     617782         0         0
KANSAS CITY LIFE INSURANCE CO      COM             484836101     11395     250220 SH       DEFINED 4     250220         0         0
KANSAS CITY LIFE INSURANCE CO      COM             484836101        91       2000 SH       DEFINED 9       2000         0         0
KANSAS CITY SOUTHERN               COM             485170302     30333    1110700 SH       DEFINED 4    1107700         0      3000
KANSAS CITY SOUTHERN               COM             485170302        26        960 SH       DEFINED 9        600         0       360
KAYDON CORP                        COM             486587108      5301     143200 SH       DEFINED 9     143200         0         0
KB HOME                            COM             48666K109       150       3425 SH       DEFINED 6       3425         0         0
KB HOME                            COM             48666K109       329       7500 SH       DEFINED 9       7500         0         0
KB HOME                            COM             48666K109     61206    1397400 SH       DEFINED A    1397400         0         0
KELLOGG CO                         COM             487836108      1219      24617 SH       DEFINED 9      24617         0         0
KELLWOOD CO                        COM             488044108     22660     786000 SH       DEFINED 4     786000         0         0
KELLWOOD CO                        COM             488044108     28508     988820 SH       DEFINED 8     988820         0         0
KELLY SERVICES INC                 COM             488152208     41301    1506800 SH       DEFINED 4    1506800         0         0
KENNAMETAL INC                     COM             489170100     33412     589800 SH       DEFINED 4     585300         0      4500
KENNAMETAL INC                     COM             489170100     14739     260178 SH       DEFINED 6     260178         0         0
KENNAMETAL INC                     COM             489170100     11338     200150 SH       DEFINED 9     200150         0         0
KENNAMETAL INC                     COM             489170100    105539    1863003 SH       DEFINED A    1863003         0         0
KENNAMETAL INC                     COM             489170100      2456      43350 SH       DEFINED C      43350         0         0
KENNAMETAL INC                     COM             489170100       283       5000 SH       DEFINED M       5000         0         0
KERYX BIOPHAMACEUTICALS INC        COM             492515101       990      83690 SH       DEFINED 6      83690         0         0
KERYX BIOPHAMACEUTICALS INC        COM             492515101     38238    3232290 SH       DEFINED A    3195990         0     36300
KERYX BIOPHAMACEUTICALS INC        COM             492515101      1424     120400 SH       DEFINED C     120400         0         0
KEYCORP                            COM             493267108       814      21752 SH       DEFINED 9      18252         0      3500
KEYSPAN CORP                       COM             49337W100       431      10488 SH       DEFINED 9      10488         0         0
KEYSPAN CORP                       COM             49337W100     13436     326600 SH       DEFINED A     326600         0         0
KILROY REALTY CORP                 COM             49427F108      1801      23900 SH       DEFINED 9      23900         0         0
KIMBERLY-CLARK CORP                COM             494368103      8118     124200 SH       DEFINED 4     124200         0         0
KIMBERLY-CLARK CORP                COM             494368103      5723      87554 SH       DEFINED 9      84044       800      2710
KIMCO REALTY CORP                  COM             49446R109       105       2455 SH       DEFINED 6       2455         0         0
KIMCO REALTY CORP                  COM             49446R109      1908      44500 SH       DEFINED 9      44500         0         0
KIMCO REALTY CORP                  COM             49446R109     39016     910100 SH       DEFINED A     910100         0         0
KINDER MORGAN ENERGY PARTNERS LP   LTD PARTNERSHIP 494550106      8356     190418 SH       DEFINED 9     185718      1500      3200
KINDER MORGAN INC                  COM             49455P101     33888     323200 SH       DEFINED 3     323200         0         0
KINDER MORGAN INC                  COM             49455P101        10         98 SH       DEFINED 8         98         0         0
KINDER MORGAN INC                  COM             49455P101      2525      24083 SH       DEFINED 9      24083         0         0
KINDER MORGAN INC                  COM             49455P101     20970     200000 SH       DEFINED A     200000         0         0
KINDRED HEALTHCARE INC             COM             494580103    213502    7559334 SH       DEFINED 5    7559334         0         0
KINDRED HEALTHCARE INC             COM             494580103       983      34750 SH CALL  DEFINED 5
KINDRED HEALTHCARE INC             COM             494580103     16546     556556 SH       DEFINED 6     556556         0         0
KINDRED HEALTHCARE INC             COM             494580103       831      27963 SH       DEFINED A      25063         0      2900
KINGSWAY FINANCIAL SERVICES INC    COM             496904103    138230    5442140 SH       DEFINED 8    5442140         0         0
KINROSS GOLD CORP                  COM             496902404        69       5500 SH       DEFINED 9       2500         0      3000
KINROSS GOLD CORP                  COM             496902404     49147    3513012 SH       DEFINED A    3513012         0         0
KITE REALTY GROUP TRUST            COM             49803T102        62       3615 SH       DEFINED 6       3615         0         0
KITE REALTY GROUP TRUST            COM             49803T102     33550    1968900 SH       DEFINED A    1968900         0         0
KKR FINANCIAL CORP                 COM             482476306     72737    2964000 SH       DEFINED 5    2964000         0         0
KLA-TENCOR CORP                    COM             482480100         1         13 SH       DEFINED 6         13         0         0
KLA-TENCOR CORP                    COM             482480100       261       5860 SH       DEFINED 8       5860         0         0
KLA-TENCOR CORP                    COM             482480100        42        938 SH       DEFINED 9        938         0         0
KLA-TENCOR CORP                    COM             482480100     42631     958641 SH       DEFINED A     958641         0         0
KLA-TENCOR CORP                    COM             482480100        93       2100 SH       DEFINED E          0         0      2100
KLA-TENCOR CORP                    COM             482480100        15        340 SH       DEFINED L        340         0         0
KNIGHT TRANSPORTATION INC          COM             499064103     30833    1819050 SH       DEFINED A    1781950         0     37100
KNIGHT TRANSPORTATION INC          COM             499064103      3066     180900 SH       DEFINED C     180900         0         0
KOHL'S CORP                        COM             500255104      2576      39679 SH       DEFINED 9      39679         0         0
KOHL'S CORP                        COM             500255104     11192     172391 SH       DEFINED A     172391         0         0
KONINKLIJKE PHILIPS ELECTRONICS NV NEW YORK SHARES 500472303      1906      54436 SH       DEFINED 1      54436         0         0
KONINKLIJKE PHILIPS ELECTRONICS NV NEW YORK SHARES 500472303     15886     453744 SH       DEFINED 2     218538         0    235206
KONINKLIJKE PHILIPS ELECTRONICS NV NEW YORK SHARES 500472303     33206     948472 SH       DEFINED 6     948472         0         0
KONINKLIJKE PHILIPS ELECTRONICS NV NEW YORK SHARES 500472303       629      17955 SH       DEFINED 9      17955         0         0
KONINKLIJKE PHILIPS ELECTRONICS NV NEW YORK SHARES 500472303      5629     160784 SH       DEFINED E          0         0    160784
KOOKMIN BANK                       SPONSORED ADR   50049M109     36211     464065 SH       DEFINED 1     464065         0         0
KOOKMIN BANK                       SPONSORED ADR   50049M109    187978    2409046 SH       DEFINED 2    2100657         0    308389
KOOKMIN BANK                       SPONSORED ADR   50049M109     21722     278382 SH       DEFINED 6     278382         0         0
KOOKMIN BANK                       SPONSORED ADR   50049M109     13528     173370 SH       DEFINED 8     173370         0         0
KOOKMIN BANK                       SPONSORED ADR   50049M109      1592      20400 SH       DEFINED 9      20400         0         0
KOOKMIN BANK                       SPONSORED ADR   50049M109      1047      13412 SH       DEFINED C      13412         0         0
KOOKMIN BANK                       SPONSORED ADR   50049M109      1485      19027 SH       DEFINED D      19027         0         0
KOOKMIN BANK                       SPONSORED ADR   50049M109      3404      43620 SH       DEFINED E      43620         0         0
KOOKMIN BANK                       SPONSORED ADR   50049M109       535       6859 SH       DEFINED L       6859         0         0
KOOKMIN BANK                       SPONSORED ADR   50049M109      1317      16877 SH       DEFINED M      16877         0         0
KOREA ELECTRIC POWER CORP          SPONSORED ADR   500631106      3744     191500 SH       DEFINED 1     191500         0         0
KOREA ELECTRIC POWER CORP          SPONSORED ADR   500631106     21595    1104581 SH       DEFINED 2     859401         0    245180
KOREA ELECTRIC POWER CORP          SPONSORED ADR   500631106     19411     992900 SH       DEFINED 3     992900         0         0
KOREA ELECTRIC POWER CORP          SPONSORED ADR   500631106       352      18000 SH CALL  DEFINED 3
KOREA ELECTRIC POWER CORP          SPONSORED ADR   500631106      9558     488920 SH       DEFINED 6     488920         0         0
KOREA ELECTRIC POWER CORP          SPONSORED ADR   500631106        53       2695 SH       DEFINED 9       2695         0         0
KORN/FERRY INTERNATIONAL           COM             500643200      6780     323766 SH       DEFINED 9     323766         0         0
KOS PHARMACEUTICALS INC            COM             500648100       647      13092 SH       DEFINED 6      13092         0         0
KOS PHARMACEUTICALS INC            COM             500648100     58528    1184300 SH       DEFINED A    1184300         0         0
KOS PHARMACEUTICALS INC            COM             500648100      2076      42000 SH       DEFINED C      42000         0         0
KOSAN BIOSCIENCES INC              COM             50064W107      5004    1036091 SH       DEFINED A    1036091         0         0
KRAFT FOODS INC                    COM             50075N104      3673     103000 SH       DEFINED 2     103000         0         0
KRAFT FOODS INC                    COM             50075N104      1292      36223 SH       DEFINED 6      36223         0         0
KRAFT FOODS INC                    COM             50075N104      1725      48369 SH       DEFINED 8      48369         0         0
KRAFT FOODS INC                    COM             50075N104       867      24325 SH       DEFINED 9      18925         0      5400
KROGER CO                          COM             501044101     42832    1851010 SH       DEFINED 1    1851010         0         0
KROGER CO                          COM             501044101      4577     197800 SH       DEFINED 2     197800         0         0
KROGER CO                          COM             501044101    187682    8110714 SH       DEFINED 5    8110714         0         0
KROGER CO                          COM             501044101     22078     954097 SH       DEFINED 8     954097         0         0
KROGER CO                          COM             501044101       477      20600 SH       DEFINED 9      14600         0      6000
KROGER CO                          COM             501044101      3499     151230 SH       DEFINED E     151230         0         0
KT CORP                            SPONSORED ADR   48268K101    616903   28733244 SH       DEFINED 1   28556767         0    176477
KT CORP                            SPONSORED ADR   48268K101    133634    6224214 SH       DEFINED 2    5757874         0    466340
KT CORP                            SPONSORED ADR   48268K101      7222     336379 SH       DEFINED 6     336379         0         0
KT CORP                            SPONSORED ADR   48268K101     52581    2449039 SH       DEFINED 8    2449039         0         0
KT CORP                            SPONSORED ADR   48268K101      2893     134732 SH       DEFINED D     134732         0         0
KT CORP                            SPONSORED ADR   48268K101      6159     286861 SH       DEFINED E     286861         0         0
KT CORP                            SPONSORED ADR   48268K101        29       1360 SH       DEFINED         1360         0         0
L-3 COMMUNICATIONS CORP            COM             502424104      8599     109785 SH       DEFINED 9     109785         0         0
LA-Z-BOY INC                       COM             505336107     27800    1991400 SH       DEFINED 4    1973400         0     18000
LABOPHARM INC                      COM             504905100       479      75400 SH       DEFINED 8      75400         0         0
LABOPHARM INC                      COM             504905100      2601     409600 SH       DEFINED A     399100         0     10500
LABORATORY CORP OF AMERICA HOLDING COM             50540R409        46        700 SH       DEFINED 8        700         0         0
LABORATORY CORP OF AMERICA HOLDING COM             50540R409       975      14864 SH       DEFINED 9      14864         0         0
LABRANCHE & CO INC                 COM             505447102       133      12800 SH       DEFINED 9      12800         0         0
LADISH CO INC                      COM             505754200      1531      53000 SH       DEFINED 4      53000         0         0
LAM RESEARCH CORP                  COM             512807108        44        966 SH       DEFINED 6        966         0         0
LAM RESEARCH CORP                  COM             512807108        50       1100 SH       DEFINED 9       1100         0         0
LAM RESEARCH CORP                  COM             512807108    135165    2981804 SH       DEFINED A    2981804         0         0
LAM RESEARCH CORP                  COM             512807108      2280      50300 SH       DEFINED C      50300         0         0
LAMAR ADVERTISING CO               COM             512815101       666      12465 SH       DEFINED 9      12465         0         0
LANCASTER COLONY CORP              COM             513847103      5277     117900 SH       DEFINED 4     117900         0         0
LANCASTER COLONY CORP              COM             513847103        18        400 SH       DEFINED 6        400         0         0
LANDSTAR SYSTEM INC                COM             515098101     10052     235400 SH       DEFINED A     235400         0         0
LASALLE HOTEL PROPERTIES           COM             517942108       100       2300 SH       DEFINED 9       2300         0         0
LASALLE HOTEL PROPERTIES           COM             517942108     44723    1031900 SH       DEFINED A    1021700         0     10200
LASALLE HOTEL PROPERTIES           COM             517942108       650      15000 SH       DEFINED D      15000         0         0
LASALLE HOTEL PROPERTIES           COM             517942108       403       9300 SH       DEFINED M       9300         0         0
LASALLE HOTEL PROPERTIES           COM             517942108       810      18700 SH       DEFINED        18700         0         0
LATIN AMERICA EQUITY FUND INC      COM             51827Q106      8326     222015 SH       DEFINED 4     222015         0         0
LATIN AMERICA EQUITY FUND INC      COM             51827Q106        48       1279 SH       DEFINED 9       1279         0         0
LAUREATE EDUCATION INC             COM             518613104       941      19659 SH       DEFINED 6      19659         0         0
LAUREATE EDUCATION INC             COM             518613104     86481    1806955 SH       DEFINED A    1806955         0         0
LAUREATE EDUCATION INC             COM             518613104      1804      37700 SH       DEFINED C      37700         0         0
LAYNE CHRISTENSEN COMPANY          COM             521050104     10762     376686 SH       DEFINED 4     376686         0         0
LAYNE CHRISTENSEN COMPANY          COM             521050104        86       3000 SH       DEFINED 9       3000         0         0
LEAP WIRELESS INTERNATIONAL INC    COM             521863308      2798      57700 SH       DEFINED A      57700         0         0
LEAPFROG ENTERPRISES INC           COM             52186N106     11742    1480690 SH       DEFINED 2    1480690         0         0
LEAPFROG ENTERPRISES INC           COM             52186N106       398      50200 SH       DEFINED 9      50200         0         0
LEAPFROG ENTERPRISES INC           COM             52186N106       188      23720 SH       DEFINED D      23720         0         0
LEAR CORP                          COM             521865105     35364    1708388 SH       DEFINED 1    1708388         0         0
LEAR CORP                          COM             521865105       641      30960 SH       DEFINED 2      30960         0         0
LEAR CORP                          COM             521865105       226      10900 SH       DEFINED 8      10900         0         0
LEAR CORP                          COM             521865105        33       1600 SH       DEFINED 9       1600         0         0
LEAR CORP                          COM             521865105      3938     190220 SH       DEFINED E     190220         0         0
LECG CORP                          COM             523234102     18453     983656 SH       DEFINED 6     983656         0         0
LECG CORP                          COM             523234102     14350     764900 SH       DEFINED A     752300         0     12600
LEGG MASON INC                     COM             524901105      6644      65875 SH       DEFINED 9      65625         0       250
LEGGETT & PLATT INC                COM             524660107    105727    4224000 SH       DEFINED 4    4224000         0         0
LEGGETT & PLATT INC                COM             524660107        45       1800 SH       DEFINED 6       1800         0         0
LEHMAN BROTHERS HOLDINGS INC       COM             524908100      4823      65300 SH       DEFINED 4      65300         0         0
LEHMAN BROTHERS HOLDINGS INC       COM             524908100      5505      74533 SH       DEFINED 9      72913         0      1620
LEHMAN BROTHERS HOLDINGS INC       COM             524908100        68        926 SH       DEFINED A        926         0         0
LENNAR CORP                        COM             526057104     22005     486300 SH       DEFINED 4     486300         0         0
LENNAR CORP                        COM             526057104       160       3535 SH       DEFINED 6       3535         0         0
LENNAR CORP                        COM             526057104        40        882 SH       DEFINED 9        882         0         0
LENNAR CORP                        COM             526057104     73726    1629300 SH       DEFINED A    1629300         0         0
LENNAR CORP                        COM             526057302      2017      48000 SH       DEFINED 4      48000         0         0
LENNAR CORP                        COM             526057302        10        230 SH       DEFINED 9        230         0         0
LENNOX INTERNATIONAL INC           COM             526107107     19946     871000 SH       DEFINED 4     871000         0         0
LEUCADIA NATIONAL CORP             COM             527288104     97013    3707023 SH       DEFINED 5    3707023         0         0
LEUCADIA NATIONAL CORP             COM             527288104       511      19544 SH       DEFINED 9      19544         0         0
LEUCADIA NATIONAL CORP             NOTE 3.750% 4/1 527288AX2      4676    3600000 PRN      DEFINED A    3600000         0         0
LEVEL 3 COMMUNICATIONS INC         COM             52729N100        43       8100 SH       DEFINED 9       8100         0         0
LEVEL 3 COMMUNICATIONS INC         COM             52729N100      5475    1023400 SH       DEFINED A    1023400         0         0
LEXINGTON CORP PROPERTIES TRUST CV COM             529043101        31       1475 SH       DEFINED 6       1475         0         0
LEXINGTON CORP PROPERTIES TRUST CV COM             529043101     16306     769900 SH       DEFINED A     769900         0         0
LEXINGTON CORP PROPERTIES TRUST CV PFD CONV SER C  529043309     68005    1450000 SH       DEFINED A    1450000         0         0
LEXMARK INTERNATIONAL INC          COM             529771107    308952    5358170 SH       DEFINED 5    5358170         0         0
LEXMARK INTERNATIONAL INC          COM             529771107       236       4100 SH       DEFINED 9       4100         0         0
LEXMARK INTERNATIONAL INC          COM             529771107      5099      88439 SH       DEFINED A      88439         0         0
LEXMARK INTERNATIONAL INC          COM             529771107        81       1400 SH       DEFINED E          0         0      1400
LEXMARK INTERNATIONAL INC          COM             529771107        13        220 SH       DEFINED L        220         0         0
LIBERTY GLOBAL INC                 COM             530555309       205       8180 SH       DEFINED 9       8180         0         0
LIBERTY MEDIA CORP                 DEB 3.250% 3/1  530715AR2      8054   10000000 PRN      DEFINED A   10000000         0         0
LIBERTY MEDIA HLDG CORP- INTERACTI COM             53071M104      1354      66459 SH       DEFINED 9      66459         0         0
LIBERTY MEDIA HLDG CORP- INTERACTI COM             53071M104       102       5000 SH       DEFINED M       5000         0         0
LIBERTY MEDIA HLDG CORP-CAPITAL    COM             53071M302    234026    2800359 SH       DEFINED 5    2800359         0         0
LIBERTY MEDIA HLDG CORP-CAPITAL    COM             53071M302      1043      12484 SH       DEFINED 9      12484         0         0
LIBERTY MEDIA HLDG CORP-CAPITAL    COM             53071M302         8         96 SH       DEFINED A         96         0         0
LIBERTY MEDIA HLDG CORP-CAPITAL    COM             53071M302        84       1000 SH       DEFINED M       1000         0         0
LIBERTY MEDIA INTO MOTOROLA        DEB 3.500% 1/1  530715AN1      8756    8000000 PRN      DEFINED A    8000000         0         0
LIBERTY PROPERTY TRUST             COM             531172104        67       1400 SH       DEFINED 6       1400         0         0
LIBERTY PROPERTY TRUST             COM             531172104     11128     232857 SH       DEFINED 9     224007         0      8850
LIBERTY PROPERTY TRUST             COM             531172104     36961     773400 SH       DEFINED A     773400         0         0
LIFECELL CORP                      COM             531927101      7980     247660 SH       DEFINED A     247660         0         0
LIFEPOINT HOSPITALS INC            COM             53219L109       724      20500 SH       DEFINED 4      20500         0         0
LIFEPOINT HOSPITALS INC            COM             53219L109         1         31 SH       DEFINED 6         31         0         0
LIFEPOINT HOSPITALS INC            COM             53219L109       500      14170 SH       DEFINED 8      14170         0         0
LIFEPOINT HOSPITALS INC            COM             53219L109         1         15 SH       DEFINED 9         15         0         0
LIFEPOINT HOSPITALS INC            COM             53219L109     15320     433760 SH       DEFINED A     426360         0      7400
LIFEPOINT HOSPITALS INC            COM             53219L109       138       3900 SH       DEFINED E          0         0      3900
LIFEPOINT HOSPITALS INC            COM             53219L109        21        600 SH       DEFINED L        600         0         0
LIMITED BRANDS INC                 COM             532716107       547      20658 SH       DEFINED 9      20658         0         0
LIMITED BRANDS INC                 COM             532716107         7        253 SH       DEFINED A        253         0         0
LINCOLN NATIONAL CORP              COM             534187109     23231     374214 SH       DEFINED 9     361439         0     12775
LINEAR TECHNOLOGY CORP             COM             535678106      1369      44000 SH       DEFINED 4      44000         0         0
LINEAR TECHNOLOGY CORP             COM             535678106         2         70 SH       DEFINED 6         70         0         0
LINEAR TECHNOLOGY CORP             COM             535678106         6        200 SH       DEFINED 8        200         0         0
LINEAR TECHNOLOGY CORP             COM             535678106      3277     105301 SH       DEFINED 9     105301         0         0
LINEAR TECHNOLOGY CORP             COM             535678106     13869     445655 SH       DEFINED A     445655         0         0
LIONBRIDGE TECHNOLOGIES INC        COM             536252109     12373    1621645 SH       DEFINED 6    1621645         0         0
LIONS GATE ENTMT CORP              COM             535919203         1        108 SH       DEFINED 6        108         0         0
LIONS GATE ENTMT CORP              COM             535919203      7021     701352 SH       DEFINED 9     701352         0         0
LIVE NATION                        COM             538034109         1         55 SH       DEFINED 6         55         0         0
LIVE NATION                        COM             538034109      1276      62500 SH       DEFINED 7      62500         0         0
LIVE NATION                        COM             538034109         1         72 SH       DEFINED 8         72         0         0
LIVE NATION                        COM             538034109         3        124 SH       DEFINED 9        124         0         0
LIZ CLAIBORNE INC                  COM             539320101       280       7090 SH       DEFINED 1       7090         0         0
LIZ CLAIBORNE INC                  COM             539320101      2301      58250 SH       DEFINED 2      58250         0         0
LIZ CLAIBORNE INC                  COM             539320101      1225      31000 SH       DEFINED 8      31000         0         0
LIZ CLAIBORNE INC                  COM             539320101       587      14858 SH       DEFINED 9      14858         0         0
LIZ CLAIBORNE INC                  COM             539320101      1499      37950 SH       DEFINED A      37950         0         0
LLOYDS TSB GROUP PLC               SPONSORED ADR   539439109      6211     153355 SH       DEFINED 9     149605      2000      1750
LOCKHEED MARTIN CORP               COM             539830109     43030     500000 SH       DEFINED 7     500000         0         0
LOCKHEED MARTIN CORP               COM             539830109      8658     100606 SH       DEFINED 9     100606         0         0
LOCKHEED MARTIN CORP               COM             539830109        25        289 SH       DEFINED A        289         0         0
LOCKHEED MARTIN CORP               COM             539830109      8618     100140 SH       DEFINED E       5700         0     94440
LOEWS CORP                         COM             540424108       409      10800 SH       DEFINED 9      10800         0         0
LOGITECH INTERNATIONAL SA          SPONSORED ADR   541419107      1905      87531 SH       DEFINED 6      87531         0         0
LOGITECH INTERNATIONAL SA          SPONSORED ADR   541419107      1075      49400 SH       DEFINED 9      49400         0         0
LOGITECH INTERNATIONAL SA          SPONSORED ADR   541419107     83517    3838077 SH       DEFINED A    3838077         0         0
LOGITECH INTERNATIONAL SA          SPONSORED ADR   541419107      3360     154400 SH       DEFINED C     154400         0         0
LONE STAR TECHNOLOGIES INC         COM             542312103     25995     537300 SH       DEFINED 4     532800         0      4500
LONE STAR TECHNOLOGIES INC         COM             542312103        58       1200 SH       DEFINED 9       1200         0         0
LOWE'S COMPANIES INC               COM             548661107         0         17 SH       DEFINED 6         17         0         0
LOWE'S COMPANIES INC               COM             548661107       284      10130 SH       DEFINED 8      10130         0         0
LOWE'S COMPANIES INC               COM             548661107      5260     187440 SH       DEFINED 9     185240         0      2200
LOWE'S COMPANIES INC               COM             548661107     32591    1161467 SH       DEFINED A    1161467         0         0
LOWE'S COMPANIES INC               COM             548661107       107       3800 SH       DEFINED E          0         0      3800
LOWE'S COMPANIES INC               COM             548661107        12        420 SH       DEFINED L        420         0         0
LOWE'S COMPANIES INC               NOTE 2/1        548661CF2   1202418   13000000 PRN      DEFINED A   13000000         0         0
LSI LOGIC CORP                     COM             502161102       241      29292 SH       DEFINED 9      29292         0         0
LUCENT TECHNOLOGIES INC            COM             549463107     67822   28983600 SH       DEFINED 5   28983600         0         0
LUCENT TECHNOLOGIES INC            COM             549463107       593     253242 SH       DEFINED 9     253073         0       169
LUXOTTICA GROUP SPA                SPONSORED ADR   55068R202       736      25000 SH       DEFINED 2      25000         0         0
LUXOTTICA GROUP SPA                SPONSORED ADR   55068R202     19416     659750 SH       DEFINED 9     659750         0         0
LUXOTTICA GROUP SPA                SPONSORED ADR   55068R202      1118      38000 SH       DEFINED        38000         0         0
LYONDELL CHEMICAL CO               COM             552078107         1         22 SH       DEFINED 6         22         0         0
LYONDELL CHEMICAL CO               COM             552078107       229       9040 SH       DEFINED 8       9040         0         0
LYONDELL CHEMICAL CO               COM             552078107        76       3000 SH       DEFINED 9       3000         0         0
LYONDELL CHEMICAL CO               COM             552078107    201376    7937563 SH       DEFINED A    7907563         0     30000
LYONDELL CHEMICAL CO               COM             552078107        91       3600 SH       DEFINED E          0         0      3600
LYONDELL CHEMICAL CO               COM             552078107        11        430 SH       DEFINED L        430         0         0
M & T BANK CORP                    COM             55261F104      2940      24510 SH       DEFINED 9      23010         0      1500
M & T BANK CORP                    COM             55261F104        11         91 SH       DEFINED A         91         0         0
M/I HOMES INC                      COM             55305B101     43876    1241176 SH       DEFINED 4    1231176         0     10000
MACERICH CO                        COM             554382101       181       2365 SH       DEFINED 6       2365         0         0
MACERICH CO                        COM             554382101      1283      16800 SH       DEFINED 9      16800         0         0
MACERICH CO                        COM             554382101     88639    1160800 SH       DEFINED A    1160800         0         0
MACQUARIE INFRASTRUCTURE CO TR     COM             55607X108       751      24100 SH       DEFINED 9      20100         0      4000
MAGNA INTERNATIONAL INC            COM             559222401    213805    2634688 SH       DEFINED 8    2634688         0         0
MAINE & MARITIMES CORP             COM             560377103       454      27100 SH       DEFINED 4      27100         0         0
MANITOWOC CO INC                   COM             563571108        10        220 SH       DEFINED 9        220         0         0
MANITOWOC CO INC                   COM             563571108     20003     446600 SH       DEFINED A     434400         0     12200
MANPOWER INC                       COM             56418H100      2585      42198 SH       DEFINED 9      42198         0         0
MANULIFE FINANCIAL CORP            COM             56501R106     32260    1000000 SH       DEFINED 4    1000000         0         0
MANULIFE FINANCIAL CORP            COM             56501R106    317715    8825422 SH       DEFINED 8    8825422         0         0
MANULIFE FINANCIAL CORP            COM             56501R106       294       9102 SH       DEFINED 9       9102         0         0
MARATHON OIL CORP                  COM             565849106         2         30 SH       DEFINED 8         30         0         0
MARATHON OIL CORP                  COM             565849106      2007      26098 SH       DEFINED 9      26098         0         0
MARATHON OIL CORP                  COM             565849106      8935     116184 SH       DEFINED A     116184         0         0
MARCHEX INC                        COM             56624R108     37797    2463960 SH       DEFINED A    2438760         0     25200
MARCHEX INC                        COM             56624R108       403      26300 SH       DEFINED C      26300         0         0
MARINEMAX INC                      COM             567908108      5729     225100 SH       DEFINED 9     225100         0         0
MARINER ENERGY INC                 COM             56845T305         1         80 SH       DEFINED 9         80         0         0
MARINER ENERGY INC                 COM             56845T305     53895    2933853 SH       DEFINED A    2914453         0     19400
MARINER ENERGY INC                 COM             56845T305      1668      90800 SH       DEFINED C      90800         0         0
MARKETAXESS HOLDINGS INC           COM             57060D108      4317     412300 SH       DEFINED 9     412300         0         0
MARRIOTT INTERNATIONAL INC         COM             571903202      2073      53640 SH       DEFINED 9      53640         0         0
MARSH & MCLENNAN COS INC           COM             571748102      2091      74297 SH       DEFINED 6      64148         0     10149
MARSH & MCLENNAN COS INC           COM             571748102      1345      47775 SH       DEFINED 8      47775         0         0
MARSH & MCLENNAN COS INC           COM             571748102       718      25495 SH       DEFINED 9      24495      1000         0
MARSH & MCLENNAN COS INC           COM             571748102     50954    1810095 SH       DEFINED A    1810095         0         0
MARSH & MCLENNAN COS INC           COM             571748102        99       3500 SH       DEFINED E          0         0      3500
MARSH & MCLENNAN COS INC           COM             571748102        14        490 SH       DEFINED L        490         0         0
MARSHALL & ILSLEY CORP             COM             571834100      2324      48232 SH       DEFINED 9      48232         0         0
MARTIN MARIETTA MATERIALS INC      COM             573284106      1673      19769 SH       DEFINED 9      19769         0         0
MARVELL TECHNOLOGY GROUP LTD       ORD             G5876H105        69       3551 SH       DEFINED 6       3551         0         0
MARVELL TECHNOLOGY GROUP LTD       ORD             G5876H105       175       9040 SH       DEFINED 8       9040         0         0
MARVELL TECHNOLOGY GROUP LTD       ORD             G5876H105     11352     586082 SH       DEFINED 9     584482      1600         0
MARVELL TECHNOLOGY GROUP LTD       ORD             G5876H105     44223    2283061 SH       DEFINED A    2283061         0         0
MARVELL TECHNOLOGY GROUP LTD       ORD             G5876H105       194      10000 SH       DEFINED        10000         0         0
MARVELL TECHNOLOGY GROUP LTD       ORD             G5876H105       542      28000 SH       DEFINED M      28000         0         0
MASCO CORP                         COM             574599106      7464     272200 SH       DEFINED 4     272200         0         0
MASCO CORP                         COM             574599106         1         27 SH       DEFINED 6         27         0         0
MASCO CORP                         COM             574599106      2821     102888 SH       DEFINED 9     100888         0      2000
MASCO CORP                         COM             574599106      6558     239172 SH       DEFINED A     239172         0         0
MASCO CORP                         COM             574599106        11        390 SH       DEFINED L        390         0         0
MASSEY ENERGY CO                   COM             576206106    103930    4963232 SH       DEFINED 5    4963232         0         0
MASSEY ENERGY CO                   COM             576206106       101       4800 SH       DEFINED 9       4800         0         0
MATRIA HEALTHCARE INC              COM             576817209      6625     238410 SH       DEFINED 9     238410         0         0
MATTEL INC                         COM             577081102      1399      71010 SH       DEFINED 1      71010         0         0
MATTEL INC                         COM             577081102      2602     132060 SH       DEFINED 2     132060         0         0
MATTEL INC                         COM             577081102    257497   13070932 SH       DEFINED 5   13070932         0         0
MATTEL INC                         COM             577081102     19610     995407 SH       DEFINED 8     995407         0         0
MATTEL INC                         COM             577081102        37       1865 SH       DEFINED 9       1865         0         0
MATTEL INC                         COM             577081102      2964     150436 SH       DEFINED D     150436         0         0
MATTEL INC                         COM             577081102       121       6160 SH       DEFINED E       6160         0         0
MAVERICK TUBE CORP                 COM             577914104     23449     361700 SH       DEFINED 3     361700         0         0
MAVERICK TUBE CORP                 COM             577914104         1         18 SH       DEFINED 6         18         0         0
MAVERICK TUBE CORP                 COM             577914104       166       2563 SH       DEFINED 9       2563         0         0
MAX RE CAPITAL LTD                 COM             G6052F103      6148     267760 SH       DEFINED 9     267760         0         0
MAX RE CAPITAL LTD                 COM             G6052F103      9425     410500 SH       DEFINED A     399700         0     10800
MAXIM INTEGRATED PRODUCTS INC      COM             57772K101        42       1500 SH       DEFINED 9       1500         0         0
MAXIM INTEGRATED PRODUCTS INC      COM             57772K101      2581      91940 SH       DEFINED A      91940         0         0
MAXIM INTEGRATED PRODUCTS INC      COM             57772K101        31       1100 SH       DEFINED E          0         0      1100
MAXIM INTEGRATED PRODUCTS INC      COM             57772K101         5        190 SH       DEFINED L        190         0         0
MBIA INC                           COM             55262C100     12288     200000 SH       DEFINED 4     200000         0         0
MBIA INC                           COM             55262C100      1020      16600 SH       DEFINED 9      16600         0         0
MCCLATCHY COMPANY                  COM             579489105       227       5372 SH       DEFINED 9       5372         0         0
MCCORMICK & CO INC                 COM             579780206     96944    2552495 SH       DEFINED 4    2552495         0         0
MCCORMICK & CO INC                 COM             579780206       300       7909 SH       DEFINED 9       7909         0         0
MCDONALD'S CORP                    COM             580135101      7535     192600 SH       DEFINED 4     192600         0         0
MCDONALD'S CORP                    COM             580135101     17419     445261 SH       DEFINED 9     441761         0      3500
MCGRAW-HILL COMPANIES INC          COM             580645109         3         50 SH       DEFINED 8         50         0         0
MCGRAW-HILL COMPANIES INC          COM             580645109     24832     427920 SH       DEFINED 9     419920         0      8000
MCKESSON CORP                      COM             58155Q103         1         10 SH       DEFINED 6         10         0         0
MCKESSON CORP                      COM             58155Q103       283       5360 SH       DEFINED 8       5360         0         0
MCKESSON CORP                      COM             58155Q103       198       3750 SH       DEFINED 9       3750         0         0
MCKESSON CORP                      COM             58155Q103      5307     100671 SH       DEFINED A     100671         0         0
MCKESSON CORP                      COM             58155Q103        79       1500 SH       DEFINED E          0         0      1500
MCKESSON CORP                      COM             58155Q103         9        170 SH       DEFINED L        170         0         0
MDC HOLDINGS INC                   COM             552676108     42335     911400 SH       DEFINED 4     908600         0      2800
MDC HOLDINGS INC                   COM             552676108       170       3651 SH       DEFINED 6       3651         0         0
MDC HOLDINGS INC                   COM             552676108       339       7300 SH       DEFINED 8       7300         0         0
MDC HOLDINGS INC                   COM             552676108    125333    2698240 SH       DEFINED A    2698240         0         0
MDC HOLDINGS INC                   COM             552676108        93       2000 SH       DEFINED E          0         0      2000
MDC HOLDINGS INC                   COM             552676108        14        310 SH       DEFINED L        310         0         0
MDS INC                            COM             55269P302     38085    1988751 SH       DEFINED 2    1988751         0         0
MDS INC                            COM             55269P302     40753    2128100 SH       DEFINED 5    2128100         0         0
MDS INC                            COM             55269P302     15420     805226 SH       DEFINED 8     805226         0         0
MDS INC                            COM             55269P302      6172     322319 SH       DEFINED A     322319         0         0
MDS INC                            COM             55269P302      9043     472195 SH       DEFINED E     171900         0    300295
MDU RESOURCES GROUP INC            COM             552690109       632      28279 SH       DEFINED 9      28279         0         0
MEADWESTVACO CORP                  COM             583334107     42567    1605700 SH       DEFINED 4    1605700         0         0
MEADWESTVACO CORP                  COM             583334107        22        840 SH       DEFINED 9          0         0       840
MEDAREX INC                        COM             583916101      4640     432000 SH       DEFINED 9     432000         0         0
MEDAREX INC                        COM             583916101      3388     315500 SH       DEFINED A     315500         0         0
MEDCO HEALTH SOLUTIONS INC         COM             58405U102      2900      48240 SH       DEFINED 7      48240         0         0
MEDCO HEALTH SOLUTIONS INC         COM             58405U102     11654     193884 SH       DEFINED 9     191806       352      1726
MEDCO HEALTH SOLUTIONS INC         COM             58405U102      1386      23065 SH       DEFINED A      20665         0      2400
MEDICAL PROPERTIES TRUST INC       COM             58463J304      7488     559196 SH       DEFINED 5     559196         0         0
MEDICINES CO                       COM             584688105      1746      77410 SH       DEFINED 6      77410         0         0
MEDICINES CO                       COM             584688105     70309    3116546 SH       DEFINED A    3086546         0     30000
MEDICINES CO                       COM             584688105      1112      49300 SH       DEFINED C      49300         0         0
MEDIMMUNE INC                      COM             584699102      1029      35216 SH       DEFINED 9      34716         0       500
MEDIMMUNE INC                      COM             584699102     28424     973082 SH       DEFINED A     973082         0         0
MEDTRONIC INC                      COM             585055106      1382      29750 SH       DEFINED 4      29750         0         0
MEDTRONIC INC                      COM             585055106       209       4493 SH       DEFINED 6       4493         0         0
MEDTRONIC INC                      COM             585055106      4154      89450 SH       DEFINED 8      89450         0         0
MEDTRONIC INC                      COM             585055106     47301    1018543 SH       DEFINED 9    1004913       400     13230
MEDTRONIC INC                      COM             585055106     29113     626902 SH       DEFINED A     625102         0      1800
MEDTRONIC INC                      COM             585055106       153       3300 SH       DEFINED E          0         0      3300
MEDTRONIC INC                      COM             585055106        12        250 SH       DEFINED L        250         0         0
MEDTRONIC INC                      COM             585055106       279       6000 SH       DEFINED M       6000         0         0
MELLON FINANCIAL CORP              COM             58551A108      6389     163400 SH       DEFINED 4     163400         0         0
MELLON FINANCIAL CORP              COM             58551A108      1247      31899 SH       DEFINED 9      31899         0         0
MEMC ELECTRONIC MATERIALS INC      COM             552715104        22        600 SH       DEFINED 9        600         0         0
MEMC ELECTRONIC MATERIALS INC      COM             552715104      8971     244910 SH       DEFINED A     244910         0         0
MENS WEARHOUSE INC                 COM             587118100     19293     518500 SH       DEFINED 4     515000         0      3500
MENTOR CORP                        COM             587188103      1043      20700 SH       DEFINED A      18500         0      2200
MERCANTILE BANKSHARES CORP         COM             587405101     42652    1175962 SH       DEFINED 4    1175962         0         0
MERCANTILE BANKSHARES CORP         COM             587405101        73       2025 SH       DEFINED 6       2025         0         0
MERCANTILE BANKSHARES CORP         COM             587405101       890      24525 SH       DEFINED 9      24525         0         0
MERCER INS GROUP INC               COM             587902107       646      25000 SH       DEFINED 4      25000         0         0
MERCER INTERNATIONAL INC           COM             588056101     20251    2145200 SH       DEFINED 4    2134200         0     11000
MERCHANTS GROUP INC                COM             588539106      4918     164000 SH       DEFINED 4     164000         0         0
MERCK & CO INC                     COM             589331107   1160633   27700075 SH       DEFINED 1   27480075         0    220000
MERCK & CO INC                     COM             589331107     47323    1129422 SH       DEFINED 2     931613         0    197809
MERCK & CO INC                     COM             589331107     30090     718140 SH       DEFINED 5     718140         0         0
MERCK & CO INC                     COM             589331107        35        835 SH       DEFINED 6        835         0         0
MERCK & CO INC                     COM             589331107     20950     500000 SH       DEFINED 7     500000         0         0
MERCK & CO INC                     COM             589331107     23437     559365 SH       DEFINED 8     559365         0         0
MERCK & CO INC                     COM             589331107    124272    2965926 SH       DEFINED 9    2885802      2422     77702
MERCK & CO INC                     COM             589331107   1316125   31411103 SH       DEFINED A   31399603         0     11500
MERCK & CO INC                     COM             589331107      3058      72985 SH       DEFINED C      72985         0         0
MERCK & CO INC                     COM             589331107      6237     148860 SH       DEFINED D     148860         0         0
MERCK & CO INC                     COM             589331107    103034    2459045 SH       DEFINED E    1277301         0   1181744
MERCK & CO INC                     COM             589331107      5611     133914 SH       DEFINED L      91044         0     42870
MERCK & CO INC                     COM             589331107      1261      30089 SH       DEFINED M      30089         0         0
MERCURY GENERAL CORP               COM             589400100     28135     567119 SH       DEFINED 4     567119         0         0
MERCURY GENERAL CORP               COM             589400100       114       2300 SH       DEFINED 6       2300         0         0
MEREDITH CORP                      COM             589433101       257       5208 SH       DEFINED 9       5208         0         0
MEREDITH CORP                      COM             589433101         9        180 SH       DEFINED A        180         0         0
MERIDIAN GOLD INC                  COM             589975101        12        500 SH       DEFINED 9        500         0         0
MERIDIAN GOLD INC                  COM             589975101     39253    1520260 SH       DEFINED A    1520260         0         0
MERITAGE HOMES CORP                COM             59001A102       106       2550 SH       DEFINED 6       2550         0         0
MERITAGE HOMES CORP                COM             59001A102       179       4300 SH       DEFINED 9       4300         0         0
MERITAGE HOMES CORP                COM             59001A102     61860    1486654 SH       DEFINED A    1486654         0         0
MERRILL LYNCH & CO INC             COM             590188108    272159    3479407 SH       DEFINED 1    3479407         0         0
MERRILL LYNCH & CO INC             COM             590188108      1466      18741 SH       DEFINED 2      18741         0         0
MERRILL LYNCH & CO INC             COM             590188108         1          7 SH       DEFINED 6          7         0         0
MERRILL LYNCH & CO INC             COM             590188108       664       8495 SH       DEFINED 8       8495         0         0
MERRILL LYNCH & CO INC             COM             590188108     13804     176477 SH       DEFINED 9     174977       400      1100
MERRILL LYNCH & CO INC             COM             590188108     11875     151820 SH       DEFINED A     151820         0         0
MERRILL LYNCH & CO INC             COM             590188108     33684     430628 SH       DEFINED E      14550         0    416078
MERRILL LYNCH & CO INC             COM             590188108      3765      48131 SH       DEFINED L      36381         0     11750
MERRILL LYNCH & CO INC             COM             590188108      1075      13747 SH       DEFINED M      13747         0         0
MESA AIR GROUP INC                 COM             590479101      3492     450000 SH       DEFINED 4     450000         0         0
MESA AIR GROUP INC                 COM             590479101       869     112000 SH       DEFINED 9     112000         0         0
METAL MANAGEMENT INC               COM             591097209      4474     160700 SH       DEFINED 9     160700         0         0
METALLICA RESOURCES INC            COM             59125J104      1700     500000 SH       DEFINED A     500000         0         0
METHANEX CORP                      COM             59151K108     61300    2262822 SH       DEFINED 8    2262822         0         0
METHODE ELECTRONICS INC            COM             591520200     14626    1538005 SH       DEFINED 6    1538005         0         0
METLIFE INC                        COM             59156R108     26611     469500 SH       DEFINED 4     469500         0         0
METLIFE INC                        COM             59156R108      2826      49859 SH       DEFINED 9      49859         0         0
METLIFE INC                        COM             59156R108         3         57 SH       DEFINED A         57         0         0
METTLER-TOLEDO INTERNATIONAL INC   COM             592688105     28941     437500 SH       DEFINED 4     434000         0      3500
METTLER-TOLEDO INTERNATIONAL INC   COM             592688105     42344     640126 SH       DEFINED 6     640126         0         0
METTLER-TOLEDO INTERNATIONAL INC   COM             592688105     91468    1382733 SH       DEFINED A    1382733         0         0
METTLER-TOLEDO INTERNATIONAL INC   COM             592688105      1852      28000 SH       DEFINED C      28000         0         0
MEXICO FUND INC                    COM             592835102     21362     620800 SH       DEFINED 4     620800         0         0
MGI PHARMA INC                     COM             552880106       861      50000 SH       DEFINED 6      50000         0         0
MGI PHARMA INC                     COM             552880106      6158     357800 SH       DEFINED A     353300         0      4500
MGIC INVESTMENT CORP               COM             552848103     32311     538785 SH       DEFINED 4     538785         0         0
MGIC INVESTMENT CORP               COM             552848103       192       3200 SH       DEFINED 9       3200         0         0
MGIC INVESTMENT CORP               COM             552848103         2         38 SH       DEFINED A         38         0         0
MICHAELS STORES INC                COM             594087108     29477     677020 SH       DEFINED 5     677020         0         0
MICREL INC                         COM             594793101       240      25000 SH       DEFINED 7      25000         0         0
MICROCHIP TECHNOLOGY INC           COM             595017104      4775     147293 SH       DEFINED 6     137061         0     10232
MICROCHIP TECHNOLOGY INC           COM             595017104      1120      34550 SH       DEFINED 8      34550         0         0
MICROCHIP TECHNOLOGY INC           COM             595017104      4754     146650 SH       DEFINED 9     146350       300         0
MICROCHIP TECHNOLOGY INC           COM             595017104    228888    7060091 SH       DEFINED A    7060091         0         0
MICROCHIP TECHNOLOGY INC           COM             595017104      2114      65200 SH       DEFINED C      65200         0         0
MICROS SYSTEMS INC                 COM             594901100     16784     343100 SH       DEFINED A     334000         0      9100
MICROS SYSTEMS INC                 COM             594901100      3194      65300 SH       DEFINED C      65300         0         0
MICROSEMI CORP                     COM             595137100      1391      73784 SH       DEFINED 6      73784         0         0
MICROSEMI CORP                     COM             595137100    128001    6790530 SH       DEFINED A    6760730         0     29800
MICROSEMI CORP                     COM             595137100      2121     112500 SH       DEFINED C     112500         0         0
MICROSEMI CORP                     COM             595137100        26       1400 SH       DEFINED E          0         0      1400
MICROSEMI CORP                     COM             595137100         7        360 SH       DEFINED L        360         0         0
MICROSOFT CORP                     COM             594918104   1474685   53958459 SH       DEFINED 1   53618459         0    340000
MICROSOFT CORP                     COM             594918104     32244    1179790 SH       DEFINED 2    1179790         0         0
MICROSOFT CORP                     COM             594918104     39399    1441600 SH       DEFINED 3    1441600         0         0
MICROSOFT CORP                     COM             594918104     13737     502650 SH       DEFINED 4     502650         0         0
MICROSOFT CORP                     COM             594918104    492006   18002419 SH       DEFINED 5   18002419         0         0
MICROSOFT CORP                     COM             594918104      6577     240648 SH       DEFINED 6     225543         0     15105
MICROSOFT CORP                     COM             594918104     27330    1000000 SH       DEFINED 7    1000000         0         0
MICROSOFT CORP                     COM             594918104     17078     624889 SH       DEFINED 8     624889         0         0
MICROSOFT CORP                     COM             594918104    103252    3777970 SH       DEFINED 9    3715106      3050     59814
MICROSOFT CORP                     COM             594918104    151077    5527864 SH       DEFINED A    5527864         0         0
MICROSOFT CORP                     COM             594918104      2723      99650 SH       DEFINED C      99650         0         0
MICROSOFT CORP                     COM             594918104      9515     348150 SH       DEFINED D     348150         0         0
MICROSOFT CORP                     COM             594918104    111337    4073810 SH       DEFINED E    2113110         0   1960700
MICROSOFT CORP                     COM             594918104      7318     267760 SH       DEFINED L     186580         0     81180
MICROSOFT CORP                     COM             594918104      2017      73790 SH       DEFINED M      73790         0         0
MICROTUNE INC                      COM             59514P109      3359     691100 SH       DEFINED 9     691100         0         0
MICROTUNE INC                      COM             59514P109      6398    1316420 SH       DEFINED A    1281700         0     34720
MIDCAP SPDR TRUST                  UNIT SER 1      595635103      4279      31030 SH       DEFINED 9      31030         0         0
MIDLAND CO                         COM             597486109     16678     385000 SH       DEFINED 4     385000         0         0
MILLIPORE CORP                     COM             601073109     13162     214716 SH       DEFINED 2     105650         0    109066
MILLIPORE CORP                     COM             601073109     24520     400000 SH       DEFINED 7     400000         0         0
MILLIPORE CORP                     COM             601073109     11306     184430 SH       DEFINED 8     184430         0         0
MILLIPORE CORP                     COM             601073109       664      10834 SH       DEFINED 9      10834         0         0
MILLIPORE CORP                     COM             601073109     11337     184936 SH       DEFINED E      41976         0    142960
MILLIPORE CORP                     COM             601073109        94       1540 SH       DEFINED         1540         0         0
MILLS CORP                         COM             601148109     26400    1579880 SH       DEFINED 5    1579880         0         0
MILLS CORP                         COM             601148109        42       2535 SH       DEFINED 6       2535         0         0
MILLS CORP                         COM             601148109        84       5000 SH       DEFINED 9       5000         0         0
MINDSPEED TECHNOLOGIES INC         COM             602682106       173     100000 SH       DEFINED 7     100000         0         0
MINE SAFETY APPLIANCES CO          COM             602720104     39813    1117100 SH       DEFINED 4    1107100         0     10000
MINERALS TECHNOLOGIES INC          COM             603158106     14106     264154 SH       DEFINED 6     264154         0         0
MINERALS TECHNOLOGIES INC          COM             603158106        27        500 SH       DEFINED 9        500         0         0
MINERALS TECHNOLOGIES INC          COM             603158106     13489     252600 SH       DEFINED A     246300         0      6300
MIRAMAR MNG CORP (CAD)             COM             60466E100      1181     255000 SH       DEFINED 8     255000         0         0
MIRAMAR MNG CORP (CAD)             COM             60466E100      6158    1330000 SH       DEFINED A    1330000         0         0
MITTAL STEEL COMPANY N.V           NEW YORK SHARES 60684P101      1142      32880 SH       DEFINED 9      32380         0       500
MITTAL STEEL COMPANY N.V           NEW YORK SHARES 60684P101         8        223 SH       DEFINED A        223         0         0
MOBILE TELESYSTEMS OJSC            SPONSORED ADR   607409109    230320    6097950 SH       DEFINED 1    5938918         0    159032
MOBILE TELESYSTEMS OJSC            SPONSORED ADR   607409109     25357     671350 SH       DEFINED 2     671350         0         0
MOBILE TELESYSTEMS OJSC            SPONSORED ADR   607409109       184       4860 SH       DEFINED 8       4860         0         0
MOBILE TELESYSTEMS OJSC            SPONSORED ADR   607409109        38       1000 SH       DEFINED 9       1000         0         0
MOBILE TELESYSTEMS OJSC            SPONSORED ADR   607409109    216786    5739630 SH       DEFINED C    5652310         0     87320
MOLECULAR DEVICES CORP             COM             60851C107     11518     622917 SH       DEFINED 6     622917         0         0
MOLECULAR DEVICES CORP             COM             60851C107     15162     820000 SH       DEFINED A     800400         0     19600
MOLEX INC                          COM             608554101      5708     146483 SH       DEFINED 7     146483         0         0
MOLEX INC                          COM             608554101       470      12072 SH       DEFINED 9      12072         0         0
MOLEX INC                          COM             608554200      4821     146483 SH       DEFINED 7     146483         0         0
MOLEX INC                          COM             608554200       188       5718 SH       DEFINED 9       5718         0         0
MOLINA HEALTHCARE INC              COM             60855R100     10916     308697 SH       DEFINED 6     308697         0         0
MOLINA HEALTHCARE INC              COM             60855R100       669      18922 SH       DEFINED A      17022         0      1900
MONACO COACH CORP                  COM             60886R103     22966    2061600 SH       DEFINED 4    2041600         0     20000
MONSANTO CO                        COM             61166W101     67694    1440000 SH       DEFINED 4    1440000         0         0
MONSANTO CO                        COM             61166W101      1101      23420 SH       DEFINED 9      23420         0         0
MONTPELIER RE HOLDINGS LTD         COM             G62185106     44384    2289000 SH       DEFINED 4    2269000         0     20000
MONTPELIER RE HOLDINGS LTD         COM             G62185106     48835    2518568 SH       DEFINED 5    2518568         0         0
MONTPELIER RE HOLDINGS LTD         COM             G62185106      9160     472422 SH       DEFINED 6     472422         0         0
MONTPELIER RE HOLDINGS LTD         COM             G62185106       118       6100 SH       DEFINED 9       6100         0         0
MONTPELIER RE HOLDINGS LTD         COM             G62185106      1611      83090 SH       DEFINED A      83090         0         0
MONTPELIER RE HOLDINGS LTD         COM             G62185106         7        360 SH       DEFINED L        360         0         0
MOODY'S CORP                       COM             615369105        46        709 SH       DEFINED 6        709         0         0
MOODY'S CORP                       COM             615369105     31905     488000 SH       DEFINED 7     488000         0         0
MOODY'S CORP                       COM             615369105      2401      36723 SH       DEFINED 9      36723         0         0
MOODY'S CORP                       COM             615369105     39098     598004 SH       DEFINED A     598004         0         0
MORGAN STANLEY                     COM             617446448      2725      37369 SH       DEFINED 1      37369         0         0
MORGAN STANLEY                     COM             617446448     12366     169604 SH       DEFINED 2      87555         0     82049
MORGAN STANLEY                     COM             617446448      4455      61100 SH       DEFINED 4      61100         0         0
MORGAN STANLEY                     COM             617446448      8277     113521 SH       DEFINED 6     108524         0      4997
MORGAN STANLEY                     COM             617446448      1829      25080 SH       DEFINED 8      25080         0         0
MORGAN STANLEY                     COM             617446448     28598     392238 SH       DEFINED 9     390883       300      1055
MORGAN STANLEY                     COM             617446448     40634     557321 SH       DEFINED A     557321         0         0
MORGAN STANLEY                     COM             617446448      1567      21494 SH       DEFINED C      21494         0         0
MORGAN STANLEY                     COM             617446448      5749      78847 SH       DEFINED D      78847         0         0
MORGAN STANLEY                     COM             617446448     46572     638761 SH       DEFINED E     153181         0    485580
MORGAN STANLEY                     COM             617446448      3462      47479 SH       DEFINED L      34469         0     13010
MORGAN STANLEY                     COM             617446448      1294      17749 SH       DEFINED M      17749         0         0
MORTGAGEIT HOLDINGS INC            COM             61915Q108        72       5140 SH       DEFINED 6       5140         0         0
MORTGAGEIT HOLDINGS INC            COM             61915Q108     35225    2501800 SH       DEFINED A    2501800         0         0
MOSYS INC.                         COM             619718109        67      10000 SH       DEFINED 9      10000         0         0
MOTOROLA INC                       COM             620076109      8335     333418 SH       DEFINED 9     330318         0      3100
MOTOROLA INC                       COM             620076109     17021     680840 SH       DEFINED A     680840         0         0
MOVE INC                           COM             62458M108      4038     822400 SH       DEFINED 9     822400         0         0
MUELLER INDUSTRIES INC             COM             624756102     67853    1929300 SH       DEFINED 4    1917300         0     12000
MUELLER INDUSTRIES INC             COM             624756102       356      10125 SH       DEFINED 9      10125         0         0
MUELLER INDUSTRIES INC             COM             624756102         8        229 SH       DEFINED A        229         0         0
MUNIHOLDINGS INSURED FUND INC      COM             625930102       169      13000 SH       DEFINED 9      13000         0         0
MUNIYIELD NEW YORK INSURED FUND    COM             626301105       204      14492 SH       DEFINED 9       7392         0      7100
MURPHY OIL CORP                    COM             626717102       904      19022 SH       DEFINED 6      19022         0         0
MURPHY OIL CORP                    COM             626717102       718      15108 SH       DEFINED 9      15108         0         0
MURPHY OIL CORP                    COM             626717102     60782    1278281 SH       DEFINED A    1278281         0         0
MWI VETERINARY SUPPLY INC          COM             55402X105      8082     241025 SH       DEFINED A     237625         0      3400
MYLAN LABORATORIES INC             COM             628530107       467      23214 SH       DEFINED 6      23214         0         0
MYLAN LABORATORIES INC             COM             628530107      8120     403387 SH       DEFINED 8     403387         0         0
MYLAN LABORATORIES INC             COM             628530107       358      17795 SH       DEFINED 9      17795         0         0
MYLAN LABORATORIES INC             COM             628530107         4        174 SH       DEFINED A        174         0         0
MYLAN LABORATORIES INC             COM             628530107        62       3103 SH       DEFINED E       3103         0         0
MYOGEN INC                         COM             62856E104       330       9400 SH       DEFINED 9       9400         0         0
MYOGEN INC                         COM             62856E104     22834     650900 SH       DEFINED A     637600         0     13300
MYRIAD GENETICS INC                COM             62855J104       616      25000 SH       DEFINED 6      25000         0         0
MYRIAD GENETICS INC                COM             62855J104     36013    1460960 SH       DEFINED A    1432360         0     28600
MYRIAD GENETICS INC                COM             62855J104      1575      63900 SH       DEFINED C      63900         0         0
NABORS INDUSTRIES LTD              COM             G6359F103      5017     168640 SH       DEFINED 9     168640         0         0
NABORS INDUSTRIES LTD              COM             G6359F103      4733     159100 SH       DEFINED A     159100         0         0
NACCO INDUSTRIES INC               COM             629579103     64338     473384 SH       DEFINED 5     473384         0         0
NASDAQ 100 INDEX                   UNIT SER 1      631100104        20        500 SH       DEFINED 8        500         0         0
NASDAQ 100 INDEX                   UNIT SER 1      631100104      3186      78040 SH       DEFINED 9      77840         0       200
NASDAQ STOCK MARKET INC            COM             631103108      1210      40000 SH       DEFINED A      40000         0         0
NASHUA CORP                        COM             631226107      3341     477930 SH       DEFINED 4     477930         0         0
NATIONAL AUSTRALIA BANK LTD        CAP UTS EXCHBL  632525309      1484      33715 SH       DEFINED 9      33715         0         0
NATIONAL AUSTRALIA BANK LTD        SPONSORED ADR   632525408     26283     192674 SH       DEFINED 6     192674         0         0
NATIONAL AUSTRALIA BANK LTD        SPONSORED ADR   632525408       150       1100 SH       DEFINED 9       1100         0         0
NATIONAL BANK OF GREECE SA         SPONSORED ADR   633643408         2        251 SH       DEFINED 6        251         0         0
NATIONAL BANK OF GREECE SA         SPONSORED ADR   633643408      1899     218049 SH       DEFINED 9     216649         0      1400
NATIONAL CITY CORP                 COM             635405103      1396      38134 SH       DEFINED 9      33134         0      5000
NATIONAL FINANCIAL PARTNERS CORP   COM             63607P208     14200     346096 SH       DEFINED 6     346096         0         0
NATIONAL FINANCIAL PARTNERS CORP   COM             63607P208       151       3680 SH       DEFINED 8       3680         0         0
NATIONAL FINANCIAL PARTNERS CORP   COM             63607P208      6331     154300 SH       DEFINED 9     154300         0         0
NATIONAL FINANCIAL PARTNERS CORP   COM             63607P208     13637     332360 SH       DEFINED A     324460         0      7900
NATIONAL FINANCIAL PARTNERS CORP   COM             63607P208      1481      36100 SH       DEFINED C      36100         0         0
NATIONAL FINANCIAL PARTNERS CORP   COM             63607P208        62       1500 SH       DEFINED E          0         0      1500
NATIONAL FINANCIAL PARTNERS CORP   COM             63607P208         7        160 SH       DEFINED L        160         0         0
NATIONAL FUEL GAS CO               COM             636180101       277       7628 SH       DEFINED 9       3628         0      4000
NATIONAL INSTRUMENTS CORP          COM             636518102     10317     377357 SH       DEFINED 6     377357         0         0
NATIONAL INSTRUMENTS CORP          COM             636518102     17220     629852 SH       DEFINED A     612652         0     17200
NATIONAL OILWELL VARCO INC         COM             637071101     42949     733551 SH       DEFINED 1     733551         0         0
NATIONAL OILWELL VARCO INC         COM             637071101        59       1000 SH       DEFINED 8       1000         0         0
NATIONAL OILWELL VARCO INC         COM             637071101      4190      71560 SH       DEFINED 9      71560         0         0
NATIONAL OILWELL VARCO INC         COM             637071101    112839    1927233 SH       DEFINED A    1927233         0         0
NATIONAL RV HOLDINGS INC           COM             637277104      1024     295000 SH       DEFINED 4     295000         0         0
NATIONAL SEMICONDUCTOR CORP        COM             637640103       259      11004 SH       DEFINED 9      11004         0         0
NATIONAL SEMICONDUCTOR CORP        COM             637640103      1989      84520 SH       DEFINED A      84520         0         0
NATIONAL WESTERN LIFE INSURANCE CO COM             638522102     34484     150000 SH       DEFINED 4     150000         0         0
NATIONWIDE FINANCIAL SERVICES INC  COM             638612101    132409    2752780 SH       DEFINED 5    2752780         0         0
NATIONWIDE FINANCIAL SERVICES INC  COM             638612101        65       1352 SH       DEFINED 9       1352         0         0
NATIONWIDE FINANCIAL SERVICES INC  COM             638612101        11        235 SH       DEFINED A        235         0         0
NATIONWIDE HEALTH PROPERTIES INC   COM             638620104      3110     116300 SH       DEFINED 9     106800         0      9500
NATIONWIDE HEALTH PROPERTIES INC   COM             638620104      3292     123100 SH       DEFINED A     123100         0         0
NATIONWIDE HEALTH PROPERTIES INC   COM             638620104      1899      71000 SH       DEFINED D      71000         0         0
NATIONWIDE HEALTH PROPERTIES INC   COM             638620104       618      23100 SH       DEFINED M      23100         0         0
NATIONWIDE HEALTH PROPERTIES INC   COM             638620104      1270      47500 SH       DEFINED        47500         0         0
NAVTEQ CORP                        COM             63936L100     20874     799460 SH       DEFINED 1     799460         0         0
NAVTEQ CORP                        COM             63936L100         3        108 SH       DEFINED 6        108         0         0
NAVTEQ CORP                        COM             63936L100      8620     330156 SH       DEFINED 9     329456       700         0
NAVTEQ CORP                        COM             63936L100       757      29000 SH       DEFINED A      29000         0         0
NAVTEQ CORP                        COM             63936L100      3423     131100 SH       DEFINED E          0         0    131100
NAVTEQ CORP                        COM             63936L100       131       5000 SH       DEFINED         5000         0         0
NAVTEQ CORP                        COM             63936L100       470      18000 SH       DEFINED M      18000         0         0
NBTY INC                           COM             628782104     22620     772800 SH       DEFINED 4     769500         0      3300
NBTY INC                           COM             628782104        70       2400 SH       DEFINED 9       2400         0         0
NEC CORP                           SPONSORED ADR   629050204        81      14815 SH       DEFINED 2      14815         0         0
NEKTAR THERAPEUTIC                 COM             640268108      3317     230200 SH       DEFINED A     230200         0         0
NETFLIX COM INC                    COM             64110L106      1367      60000 SH       DEFINED 9      60000         0         0
NETGEAR INC                        COM             64111Q104      8392     407600 SH       DEFINED A     396500         0     11100
NETLOGIC MICROSYSTEMS INC          COM             64118B100      5495     216600 SH       DEFINED 9     216600         0         0
NETLOGIC MICROSYSTEMS INC          COM             64118B100     24108     950240 SH       DEFINED A     930740         0     19500
NETWORK APPLIANCE INC              COM             64120L104      1454      39296 SH       DEFINED 6      39296         0         0
NETWORK APPLIANCE INC              COM             64120L104        41       1100 SH       DEFINED 9       1100         0         0
NETWORK APPLIANCE INC              COM             64120L104    139492    3769035 SH       DEFINED A    3769035         0         0
NEUSTAR INC                        COM             64126X201      1189      42842 SH       DEFINED 6      42842         0         0
NEUSTAR INC                        COM             64126X201     72017    2595214 SH       DEFINED A    2595214         0         0
NEUSTAR INC                        COM             64126X201      2056      74100 SH       DEFINED C      74100         0         0
NEUSTAR INC                        COM             64126X201        36       1300 SH       DEFINED E          0         0      1300
NEUSTAR INC                        COM             64126X201         6        220 SH       DEFINED L        220         0         0
NEVSUN RESOURCES LTD               COM             64156L101      2701     877000 SH       DEFINED A     877000         0         0
NEW AMER HIGH INCOME FD INC        COM             641876107        22      10126 SH       DEFINED 9      10126         0         0
NEW IRELAND FUND INC               COM             645673104      3910     135000 SH       DEFINED 4     135000         0         0
NEW YORK COMMUNITY BANCORP INC     COM             649445103       172      10520 SH       DEFINED 9      10520         0         0
NEW YORK TIMES CO                  COM             650111107      3979     173168 SH       DEFINED 9     173168         0         0
NEW YORK TIMES CO                  COM             650111107       184       8000 SH       DEFINED A       8000         0         0
NEWCASTLE INVESTMENT CORP          COM             65105M108        66       2425 SH       DEFINED 6       2425         0         0
NEWCASTLE INVESTMENT CORP          COM             65105M108     47970    1750100 SH       DEFINED A    1750100         0         0
NEWELL RUBBERMAID INC              COM             651229106       185       6520 SH       DEFINED 8       6520         0         0
NEWELL RUBBERMAID INC              COM             651229106       291      10270 SH       DEFINED 9      10270         0         0
NEWFIELD EXPLORATION COMPANY       COM             651290108      2262      58681 SH       DEFINED 6      58681         0         0
NEWFIELD EXPLORATION COMPANY       COM             651290108       289       7500 SH       DEFINED 9       7500         0         0
NEWFIELD EXPLORATION COMPANY       COM             651290108    145936    3786614 SH       DEFINED A    3786614         0         0
NEWFIELD EXPLORATION COMPANY       COM             651290108      2266      58800 SH       DEFINED C      58800         0         0
NEWMONT MINING CORP                COM             651639106     28333     662750 SH       DEFINED 5     662750         0         0
NEWMONT MINING CORP                COM             651639106      1867      43676 SH       DEFINED 9      43176       500         0
NEWMONT MINING CORP                COM             651639106     30811     720714 SH       DEFINED A     720714         0         0
NEWS CORP INC                      COM             65248E104   1376182   70034693 SH       DEFINED 1   69534693         0    500000
NEWS CORP INC                      COM             65248E104     99216    5049149 SH       DEFINED 2    4357616         0    691533
NEWS CORP INC                      COM             65248E104    679252   34567515 SH       DEFINED 5   34567515         0         0
NEWS CORP INC                      COM             65248E104     19466     990620 SH       DEFINED 8     990620         0         0
NEWS CORP INC                      COM             65248E104      9454     481102 SH       DEFINED 9     469502         0     11600
NEWS CORP INC                      COM             65248E104      1745      88810 SH       DEFINED A      88810         0         0
NEWS CORP INC                      COM             65248E104      2772     141055 SH       DEFINED C     141055         0         0
NEWS CORP INC                      COM             65248E104     83552    4251998 SH       DEFINED E    2757720         0   1494278
NEWS CORP INC                      COM             65248E104        92       4690 SH       DEFINED         4690         0         0
NEWS CORP INC                      COM             65248E104      5896     300036 SH       DEFINED L     195436         0    104600
NEWS CORP INC                      COM             65248E104      1289      65594 SH       DEFINED M      65594         0         0
NEWS CORP INC                      COM             65248E203      3785     183386 SH       DEFINED 1     183386         0         0
NEWS CORP INC                      COM             65248E203       267      12925 SH       DEFINED 2      12925         0         0
NEWS CORP INC                      COM             65248E203      1564      75763 SH       DEFINED 6      75763         0         0
NEWS CORP INC                      COM             65248E203     11232     544187 SH       DEFINED 9     532387         0     11800
NEWS CORP INC                      COM             65248E203      7366     356900 SH       DEFINED D     356900         0         0
NEXEN INC                          COM             65334H102    256367    4290656 SH       DEFINED 8    4290656         0         0
NIGHTHAWK RADIOLOGY HOLDINGS INC   COM             65411N105      4479     234156 SH       DEFINED 9     234156         0         0
NIGHTHAWK RADIOLOGY HOLDINGS INC   COM             65411N105       819      42800 SH       DEFINED A      38300         0      4500
NII HOLDINGS INC                   COM             62913F201      1918      30862 SH       DEFINED 6      30862         0         0
NII HOLDINGS INC                   COM             62913F201       995      16000 SH       DEFINED 9      16000         0         0
NII HOLDINGS INC                   COM             62913F201    259264    4170920 SH       DEFINED A    4170920         0         0
NII HOLDINGS INC                   COM             62913F201      3618      58200 SH       DEFINED C      58200         0         0
NIKE INC                           COM             654106103      3584      40900 SH       DEFINED 4      40900         0         0
NIKE INC                           COM             654106103      4482      51150 SH       DEFINED 8      51150         0         0
NIKE INC                           COM             654106103     14831     169260 SH       DEFINED 9     169260         0         0
NIKE INC                           COM             654106103       263       3000 SH       DEFINED M       3000         0         0
NIPPON TELEGRAPH & TELEPHONE CORP  SPONSORED ADR   654624105       730      29740 SH       DEFINED 1      29740         0         0
NIPPON TELEGRAPH & TELEPHONE CORP  SPONSORED ADR   654624105     23118     942438 SH       DEFINED 6     942438         0         0
NIPPON TELEGRAPH & TELEPHONE CORP  SPONSORED ADR   654624105       304      12383 SH       DEFINED 8      12383         0         0
NIPPON TELEGRAPH & TELEPHONE CORP  SPONSORED ADR   654624105       368      15000 SH       DEFINED 9      15000         0         0
NIPPON TELEGRAPH & TELEPHONE CORP  SPONSORED ADR   654624105       855      34845 SH       DEFINED D      34845         0         0
NISOURCE INC                       COM             65473P105       325      14953 SH       DEFINED 9      14953         0         0
NISOURCE INC                       COM             65473P105    169137    7780000 SH       DEFINED A    7780000         0         0
NOBLE CORP                         COM             G65422100     28335     441490 SH       DEFINED 1     441490         0         0
NOBLE CORP                         COM             G65422100        37        576 SH       DEFINED 8        576         0         0
NOBLE CORP                         COM             G65422100       978      15244 SH       DEFINED 9      12744         0      2500
NOBLE CORP                         COM             G65422100      3376      52600 SH       DEFINED A      52600         0         0
NOBLE ENERGY INC                   COM             655044105       378       8300 SH       DEFINED 9       8300         0         0
NOBLE ENERGY INC                   COM             655044105      7066     155000 SH       DEFINED A     155000         0         0
NOKIA CORP                         SPONSORED ADR   654902204      1916      97330 SH       DEFINED 6      85847         0     11483
NOKIA CORP                         SPONSORED ADR   654902204     14118     717018 SH       DEFINED 9     646168         0     70850
NOKIA CORP                         SPONSORED ADR   654902204     60916    3093776 SH       DEFINED A    3093776         0         0
NOMURA HOLDINGS INC                SPONSORED ADR   65535H208     19993    1137231 SH       DEFINED 6    1137231         0         0
NOMURA HOLDINGS INC                SPONSORED ADR   65535H208       308      17514 SH       DEFINED 9      15915         0      1599
NORDSON CORP                       COM             655663102     44470    1115649 SH       DEFINED 4    1112049         0      3600
NORDSON CORP                       COM             655663102        16        389 SH       DEFINED A        389         0         0
NORDSTROM INC                      COM             655664100      3229      76342 SH       DEFINED 9      76342         0         0
NORFOLK SOUTHERN CORP              COM             655844108     59846    1358600 SH       DEFINED 4    1358600         0         0
NORFOLK SOUTHERN CORP              COM             655844108      6680     151647 SH       DEFINED 9     147646       400      3601
NORSK HYDRO ASA                    SPONSORED ADR   656531605      1835      81500 SH       DEFINED 9      81500         0         0
NORTEL NETWORKS CORP               COM             656568102        25       9628 SH       DEFINED 8       9628         0         0
NORTEL NETWORKS CORP               COM             656568102        99      43121 SH       DEFINED 9      43121         0         0
NORTEL NETWORKS CORP               NOTE 4.250% 9/0 656568AB8    546260  570766000 PRN      DEFINED A  569266000         0   1500000
NORTH EUROPEAN OIL ROYALTY TRUST   COM             659310106       222       6000 SH       DEFINED 9       5000         0      1000
NORTH FORK BANCORP INC             COM             659424105    103677    3620001 SH       DEFINED 5    3620001         0         0
NORTH FORK BANCORP INC             COM             659424105      3551     124000 SH       DEFINED 9     123600         0       400
NORTH FORK BANCORP INC             COM             659424105    330205   11529500 SH       DEFINED A   11516800         0     12700
NORTHEAST UTILITIES                COM             664397106     39899    1714600 SH       DEFINED 4    1714600         0         0
NORTHEAST UTILITIES                COM             664397106        79       3400 SH       DEFINED 9       3400         0         0
NORTHEAST UTILITIES                COM             664397106     45877    1971500 SH       DEFINED A    1971500         0         0
NORTHERN ORION RES INC             COM             665575106      1950     500000 SH       DEFINED A     500000         0         0
NORTHERN TRUST CORP                COM             665859104       250       4281 SH       DEFINED 9       4281         0         0
NORTHERN TRUST CORP                COM             665859104         4         77 SH       DEFINED A         77         0         0
NORTHGATE MINERALS CORP            COM             666416102      4129    1150000 SH       DEFINED A    1150000         0         0
NORTHROP GRUMMAN CORP              COM             666807102     68070    1000000 SH       DEFINED 7    1000000         0         0
NORTHROP GRUMMAN CORP              COM             666807102     10205     149923 SH       DEFINED 9     141739         0      8184
NORTHSTAR NEUROSCIENCE INC         COM             66704V101       742      56200 SH       DEFINED A      50400         0      5800
NORTHSTAR NEUROSCIENCE INC         COM             66704V101       719      54500 SH       DEFINED C      54500         0         0
NORTHWEST PIPE COMPANY             COM             667746101      9990     333000 SH       DEFINED 4     333000         0         0
NORTHWESTERN CORP                  *W EXP 99/99/99 668074115      1111     106864 SH       DEFINED 5     106864         0         0
NORTHWESTERN CORP                  COM             668074305     69749    1993968 SH       DEFINED 5    1993968         0         0
NOVAGOLD RES INC                   COM             66987E206      6276     400000 SH       DEFINED A     400000         0         0
NOVARTIS AG                        SPONSORED ADR   66987V109      5576      95420 SH       DEFINED 2      95420         0         0
NOVARTIS AG                        SPONSORED ADR   66987V109      5185      88724 SH       DEFINED 8      88724         0         0
NOVARTIS AG                        SPONSORED ADR   66987V109      3454      59105 SH       DEFINED 9      58205       900         0
NOVELIS INC                        COM             67000X106     15988     558618 SH       DEFINED 8     558618         0         0
NOVELIS INC                        COM             67000X106        59       2177 SH       DEFINED 9       2177         0         0
NSTAR                              COM             67019E107       450      13480 SH       DEFINED 9      13480         0         0
NSTAR                              COM             67019E107     17941     537800 SH       DEFINED A     537800         0         0
NTL INC                            COM             62941W101    595410   23413671 SH       DEFINED 5   23413671         0         0
NTL INC                            COM             62941W101      1294      50873 SH       DEFINED A      50873         0         0
NUANCE COMMUNICATIONS INC          COM             67020Y100      1256     153696 SH       DEFINED 6     153696         0         0
NUANCE COMMUNICATIONS INC          COM             67020Y100      4327     529615 SH       DEFINED 9     529615         0         0
NUANCE COMMUNICATIONS INC          COM             67020Y100     67171    8221644 SH       DEFINED A    8168646         0     52998
NUANCE COMMUNICATIONS INC          COM             67020Y100      1374     168224 SH       DEFINED C     168224         0         0
NUCOR CORP                         COM             670346105    203503    4112002 SH       DEFINED 4    4112002         0         0
NUCOR CORP                         COM             670346105        89       1800 SH       DEFINED 6       1800         0         0
NUCOR CORP                         COM             670346105     11757     237564 SH       DEFINED 9     237564         0         0
NUCOR CORP                         COM             670346105        13        265 SH       DEFINED A        265         0         0
NUVEEN INSURED N Y TAX FREE ADVANT COM             670656107       543      38600 SH       DEFINED 9      38600         0         0
NUVEEN INVESTMENTS INC             COM             67090F106      1447      28252 SH       DEFINED 6      28252         0         0
NUVEEN INVESTMENTS INC             COM             67090F106    133320    2602377 SH       DEFINED A    2602377         0         0
NUVEEN INVESTMENTS INC             COM             67090F106      2490      48600 SH       DEFINED C      48600         0         0
NUVEEN PREMIUM INCOME MUNICIPAL FU COM             6706K4105       319      25000 SH       DEFINED 9      25000         0         0
NUVELO INC                         COM             67072M301     19272    1056565 SH       DEFINED A    1056565         0         0
NVIDIA CORP                        COM             67066G104        46       1558 SH       DEFINED 6       1558         0         0
NVIDIA CORP                        COM             67066G104     40920    1382900 SH       DEFINED A    1382900         0         0
NVR INC                            COM             62944T105      1031       1927 SH       DEFINED 6       1927         0         0
NVR INC                            COM             62944T105       161        300 SH       DEFINED 9        300         0         0
NVR INC                            COM             62944T105     90313     168810 SH       DEFINED A     168810         0         0
NVR INC                            COM             62944T105      1659       3100 SH       DEFINED C       3100         0         0
NYSE GROUP INC                     COM             62949W103      6149      82263 SH       DEFINED 9      81863         0       400
OAKLEY INC                         COM             673662102       236      13833 SH       DEFINED 9      13833         0         0
OCCIDENTAL PETROLEUM CORP          COM             674599105      3209      66700 SH       DEFINED 4      66700         0         0
OCCIDENTAL PETROLEUM CORP          COM             674599105       720      14960 SH       DEFINED 9      12560         0      2400
OCCIDENTAL PETROLEUM CORP          COM             674599105     13538     281400 SH       DEFINED A     281400         0         0
OFFICE DEPOT INC                   COM             676220106       353       8880 SH       DEFINED 1       8880         0         0
OFFICE DEPOT INC                   COM             676220106        12        297 SH       DEFINED A        297         0         0
OFFICE DEPOT INC                   COM             676220106      7295     183759 SH       DEFINED E          0         0    183759
OFFICEMAX INCORPRATED              COM             67622P101      5178     127100 SH       DEFINED 2     127100         0         0
OFFICEMAX INCORPRATED              COM             67622P101      1155      28340 SH       DEFINED 6      28340         0         0
OFFICEMAX INCORPRATED              COM             67622P101       102       2500 SH       DEFINED 8       2500         0         0
OFFICEMAX INCORPRATED              COM             67622P101       452      11100 SH       DEFINED 9       6100         0      5000
OFFICEMAX INCORPRATED              COM             67622P101         6        145 SH       DEFINED A        145         0         0
OFFICEMAX INCORPRATED              COM             67622P101      9202     225863 SH       DEFINED E          0         0    225863
OGE ENERGY CORP                    COM             670837103       217       6000 SH       DEFINED 9       6000         0         0
OIL STATES INTERNATIONAL INC       COM             678026105     11391     414200 SH       DEFINED 3     414200         0         0
OIL STATES INTERNATIONAL INC       COM             678026105     18796     683500 SH       DEFINED 4     677000         0      6500
OIL STATES INTERNATIONAL INC       COM             678026105      2750     100000 SH       DEFINED A     100000         0         0
OLD REPUBLIC INTERNATIONAL CORP    COM             680223104    254574   11493183 SH       DEFINED 4   11493183         0         0
OLD REPUBLIC INTERNATIONAL CORP    COM             680223104    370507   16727177 SH       DEFINED 5   16727177         0         0
OLD REPUBLIC INTERNATIONAL CORP    COM             680223104      1826      82430 SH       DEFINED 6      74023         0      8407
OLD REPUBLIC INTERNATIONAL CORP    COM             680223104     20281     915638 SH       DEFINED A     915638         0         0
OMEGA HEALTHCARE INVESTORS INC     COM             681936100       135       9000 SH       DEFINED 9       9000         0         0
OMEGA HEALTHCARE INVESTORS INC     COM             681936100      2203     146800 SH       DEFINED A     146800         0         0
OMEGA HEALTHCARE INVESTORS INC     COM             681936100       976      65000 SH       DEFINED D      65000         0         0
OMEGA HEALTHCARE INVESTORS INC     COM             681936100       534      35600 SH       DEFINED        35600         0         0
OMI CORP                           COM             Y6476W104     19891     916200 SH       DEFINED 4     910200         0      6000
OMNICARE INC                       COM             681904108      1191      27636 SH       DEFINED 6      27636         0         0
OMNICARE INC                       COM             681904108       473      10980 SH       DEFINED 8      10980         0         0
OMNICARE INC                       COM             681904108     86266    2001988 SH       DEFINED A    1994888         0      7100
OMNICARE INC                       COM             681904108      1633      37900 SH       DEFINED C      37900         0         0
OMNICARE INC                       COM             681904108       164       3800 SH       DEFINED E          0         0      3800
OMNICARE INC                       COM             681904108        21        490 SH       DEFINED L        490         0         0
OMNICARE INC                       DBCV 3.250%12/1 681904AL2     14320   16000000 PRN      DEFINED A   16000000         0         0
OMNICOM GROUP INC                  COM             681919106      3012      32183 SH       DEFINED 9      31883         0       300
OMNICOM GROUP INC                  COM             681919106         1         12 SH       DEFINED A         12         0         0
ON ASSIGNMENT INC                  COM             682159108      1060     108019 SH       DEFINED 6     108019         0         0
ONEOK INC                          COM             682680103       113       3000 SH       DEFINED 9       3000         0         0
ONEOK INC                          COM             682680103    169020    4472600 SH       DEFINED A    4472600         0         0
ONYX PHARMACEUTICALS INC           COM             683399109      4445     257100 SH       DEFINED A     257100         0         0
OPEN TEXT CORP                     COM             683715106     34909    1745455 SH       DEFINED 2    1745455         0         0
OPEN TEXT CORP                     COM             683715106     25664    1283188 SH       DEFINED 8    1283188         0         0
OPEN TEXT CORP                     COM             683715106      5845     292256 SH       DEFINED A     292256         0         0
OPEN TEXT CORP                     COM             683715106       196       9800 SH       DEFINED D       9800         0         0
OPEN TEXT CORP                     COM             683715106      5242     262100 SH       DEFINED E     262100         0         0
OPTIONSXPRESS HOLDINGS INC         COM             684010101      1546      55441 SH       DEFINED 6      55441         0         0
OPTIONSXPRESS HOLDINGS INC         COM             684010101        75       2703 SH       DEFINED 9       2703         0         0
OPTIONSXPRESS HOLDINGS INC         COM             684010101     49846    1787880 SH       DEFINED A    1787880         0         0
OPTIONSXPRESS HOLDINGS INC         COM             684010101      2180      78200 SH       DEFINED C      78200         0         0
ORACLE CORP                        COM             68389X105    852046   48029630 SH       DEFINED 1   47666800         0    362830
ORACLE CORP                        COM             68389X105     20116    1133950 SH       DEFINED 2    1133950         0         0
ORACLE CORP                        COM             68389X105        70       3966 SH       DEFINED 6       3966         0         0
ORACLE CORP                        COM             68389X105      8870     500000 SH       DEFINED 7     500000         0         0
ORACLE CORP                        COM             68389X105       279      15700 SH       DEFINED 8      15700         0         0
ORACLE CORP                        COM             68389X105     10668     601366 SH       DEFINED 9     569860      3900     27606
ORACLE CORP                        COM             68389X105     38135    2149659 SH       DEFINED A    2149659         0         0
ORACLE CORP                        COM             68389X105      5654     318710 SH       DEFINED D     318710         0         0
ORACLE CORP                        COM             68389X105      8964     505290 SH       DEFINED E     292190         0    213100
ORACLE CORP                        COM             68389X105      3743     210980 SH       DEFINED L     118200         0     92780
ORACLE CORP                        COM             68389X105       765      43100 SH       DEFINED M      43100         0         0
ORBOTECH LTD                       COM             M75253100     16710     705050 SH       DEFINED 2     705050         0         0
ORIENT EXPRESS HOTELS LTD          COM             G67743107     88271    2361460 SH       DEFINED A    2339560         0     21900
ORIENT EXPRESS HOTELS LTD          COM             G67743107      2325      62200 SH       DEFINED C      62200         0         0
ORIENTAL FINANCIAL GROUP INC       COM             68618W100      7724     647977 SH       DEFINED 6     647977         0         0
OSHKOSH TRUCK CORP                 COM             688239201     49844     987600 SH       DEFINED 4     987600         0         0
OSHKOSH TRUCK CORP                 COM             688239201        44        867 SH       DEFINED 6        867         0         0
OSHKOSH TRUCK CORP                 COM             688239201       454       9000 SH       DEFINED 9       9000         0         0
OSHKOSH TRUCK CORP                 COM             688239201    103521    2051130 SH       DEFINED A    2051130         0         0
OSHKOSH TRUCK CORP                 COM             688239201      2640      52300 SH       DEFINED C      52300         0         0
OSI PHARMACEUTICALS INC            COM             671040103      6543     174350 SH       DEFINED A     174350         0         0
OUTDOOR CHANNEL HOLDINGS INC       COM             690027206      1969     180800 SH       DEFINED A     180800         0         0
OVERSEAS SHIPHOLDING GROUP INC     COM             690368105     79368    1284900 SH       DEFINED 4    1280400         0      4500
OVERSEAS SHIPHOLDING GROUP INC     COM             690368105        13        218 SH       DEFINED A        218         0         0
OWENS & MINOR INC                  COM             690732102     15226     462945 SH       DEFINED 6     462945         0         0
PACER INTERNATIONAL INC            COM             69373H106     23622     850920 SH       DEFINED 6     850920         0         0
PACIFICARE HEALTH SYSTEMS INC      DBCV 3.000%10/1 695112AG7      7207    2000000 PRN      DEFINED A    2000000         0         0
PACTIV CORP                        COM             695257105     51222    1802321 SH       DEFINED 1    1802321         0         0
PACTIV CORP                        COM             695257105        85       3004 SH       DEFINED 8       3004         0         0
PACTIV CORP                        COM             695257105        13        464 SH       DEFINED 9          0         0       464
PACTIV CORP                        COM             695257105     12238     430620 SH       DEFINED E      84100         0    346520
PALL CORP                          COM             696429307     15405     500000 SH       DEFINED 7     500000         0         0
PALL CORP                          COM             696429307       629      20415 SH       DEFINED 9      20415         0         0
PAN AMERICAN SILVER CORP           COM             697900108      5476     252000 SH       DEFINED 8     252000         0         0
PANACOS PHARMACEUTICALS INC        COM             69811Q106         0          9 SH       DEFINED 9          9         0         0
PANACOS PHARMACEUTICALS INC        COM             69811Q106      4024     811200 SH       DEFINED A     799600         0     11600
PANERA BREAD CO                    COM             69840W108       128       2200 SH       DEFINED 9       2200         0         0
PANERA BREAD CO                    COM             69840W108     22651     388850 SH       DEFINED A     380950         0      7900
PAR PHARMACEUTICAL COMPANIES INC   COM             69888P106     10888     596907 SH       DEFINED 6     596907         0         0
PARALLEL PETROLEUM CORP            COM             699157103      3450     172000 SH       DEFINED A     172000         0         0
PARAMETRIC TECHNOLOGY CORP         COM             699173209     12429     711860 SH       DEFINED 6     711860         0         0
PAREXEL INTERNATIONAL CORP         COM             699462107     22227     671700 SH       DEFINED A     652200         0     19500
PARKWAY PROPERTIES INC             COM             70159Q104        26        570 SH       DEFINED 6        570         0         0
PARKWAY PROPERTIES INC             COM             70159Q104     18828     405000 SH       DEFINED A     405000         0         0
PARTNERRE LTD                      COM             G6852T105       481       7125 SH       DEFINED 9       4525         0      2600
PATHMARK STORES INC                *W EXP 09/19/20 70322A119        10      30000 SH       DEFINED 9      30000         0         0
PATRIOT CAPITAL FUNDING INC        COM             70335Y104      5861     440000 SH       DEFINED 5     440000         0         0
PATTERSON COS INC                  COM             703395103      3664     109027 SH       DEFINED 9     108927         0       100
PATTERSON UTI ENERGY INC           COM             703481101       239      10040 SH       DEFINED 9       9040         0      1000
PATTERSON UTI ENERGY INC           COM             703481101       178       7500 SH       DEFINED A       7500         0         0
PAYCHEX INC                        COM             704326107        73       1985 SH       DEFINED 6       1985         0         0
PAYCHEX INC                        COM             704326107       225       6110 SH       DEFINED 8       6110         0         0
PAYCHEX INC                        COM             704326107     19067     517428 SH       DEFINED 9     514354         0      3074
PAYCHEX INC                        COM             704326107     86534    2348284 SH       DEFINED A    2348284         0         0
PAYCHEX INC                        COM             704326107        63       1700 SH       DEFINED E          0         0      1700
PAYCHEX INC                        COM             704326107        10        280 SH       DEFINED L        280         0         0
PAYCHEX INC                        COM             704326107       295       8000 SH       DEFINED M       8000         0         0
PDL BIOPHARMA INC                  COM             69329Y104      1152      60000 SH       DEFINED 6      60000         0         0
PDL BIOPHARMA INC                  COM             69329Y104     15494     807000 SH       DEFINED A     801400         0      5600
PDL BIOPHARMA INC                  COM             69329Y104        61       3200 SH       DEFINED E          0         0      3200
PDL BIOPHARMA INC                  COM             69329Y104         9        460 SH       DEFINED L        460         0         0
PDL BIOPHARMA INC                  NOTE 2.750% 8/1 74369LAD5     14133   12550000 PRN      DEFINED A   12550000         0         0
PEABODY ENERGY CORP                COM             704549104     71953    1956300 SH       DEFINED 4    1953600         0      2700
PEABODY ENERGY CORP                COM             704549104         1         22 SH       DEFINED 6         22         0         0
PEABODY ENERGY CORP                COM             704549104       394      10720 SH       DEFINED 8      10720         0         0
PEABODY ENERGY CORP                COM             704549104     13407     364510 SH       DEFINED 9     362460         0      2050
PEABODY ENERGY CORP                COM             704549104     20602     560132 SH       DEFINED A     560132         0         0
PEABODY ENERGY CORP                COM             704549104        99       2700 SH       DEFINED E          0         0      2700
PEABODY ENERGY CORP                COM             704549104        17        460 SH       DEFINED L        460         0         0
PEDIATRIX MEDICAL GROUP INC        COM             705324101       219       4800 SH       DEFINED 9       4800         0         0
PENGROWTH ENERGY TRUST             TR UNIT NEW     706902509        64       2897 SH       DEFINED 8       2897         0         0
PENGROWTH ENERGY TRUST             TR UNIT NEW     706902509       206      10500 SH       DEFINED 9      10500         0         0
PENN NATIONAL GAMING INC           COM             707569109     27605     755900 SH       DEFINED A     735300         0     20600
PENN VIRGINIA RESOURCES PARTNERS L LTD PARTNERSHIP 707884102       212       8810 SH       DEFINED 9       6410      2400         0
PENN WEST ENERGY TRUST             TR UNIT         707885109     53895    1317725 SH       DEFINED 8    1317725         0         0
PENN WEST ENERGY TRUST             COM             707885109        66       1800 SH       DEFINED 9       1800         0         0
PENNEY JC CO INC                   COM             708160106      2392      34971 SH       DEFINED 9      34971         0         0
PENNEY JC CO INC                   COM             708160106         6         83 SH       DEFINED A         83         0         0
PENTAIR INC                        COM             709631105       306      11700 SH       DEFINED 9      11700         0         0
PENWEST PHARMACEUTICALS CO         COM             709754105       833      50000 SH       DEFINED 6      50000         0         0
PENWEST PHARMACEUTICALS CO         COM             709754105     19048    1144036 SH       DEFINED A    1120836         0     23200
PEOPLES BANCORP INC                COM             709789101     26231     897404 SH       DEFINED 4     893904         0      3500
PEOPLES BANCORP INC                COM             709789101        35       1200 SH       DEFINED 6       1200         0         0
PEPCO HOLDINGS INC                 COM             713291102      1291      53428 SH       DEFINED 6      53428         0         0
PEPCO HOLDINGS INC                 COM             713291102        74       3056 SH       DEFINED 9       3056         0         0
PEPCO HOLDINGS INC                 COM             713291102     87012    3600000 SH       DEFINED A    3600000         0         0
PEPSIAMERICAS INC                  COM             71343P200       482      22600 SH       DEFINED 9      22600         0         0
PEPSICO INC                        COM             713448108      2088      32000 SH       DEFINED 4      32000         0         0
PEPSICO INC                        COM             713448108        79       1215 SH       DEFINED 6       1215         0         0
PEPSICO INC                        COM             713448108      6204      95060 SH       DEFINED 8      95060         0         0
PEPSICO INC                        COM             713448108     88615    1357877 SH       DEFINED 9    1309011       500     48366
PEPSICO INC                        COM             713448108     71075    1089105 SH       DEFINED A    1089105         0         0
PEPSICO INC                        COM             713448108       117       1800 SH       DEFINED E          0         0      1800
PERKINELMER INC                    COM             714046109       340      17968 SH       DEFINED 9      17968         0         0
PETCO ANIMAL SUPPLIES INC          COM             716016209     59982    2094350 SH       DEFINED 5    2094350         0         0
PETRO-CANADA                       COM             71644E102    267234    5937207 SH       DEFINED 8    5937207         0         0
PETROCHINA CO LTD                  SPONSORED ADR   71646E100      6255      58104 SH       DEFINED 9      58104         0         0
PETROHAWK ENERGY CORP              COM             716495106      3747     360943 SH       DEFINED 9     360943         0         0
PETROLEO BRASILEIRO SA (PETROBRAS) SPON ADR PFD    71654V101      1667      22280 SH       DEFINED 2      22280         0         0
PETROLEO BRASILEIRO SA (PETROBRAS) SPON ADR PFD    71654V101        20        270 SH       DEFINED 9        270         0         0
PETROLEO BRASILEIRO SA (PETROBRAS) SPON ADR PFD    71654V101      1497      20000 SH       DEFINED A      20000         0         0
PETROLEO BRASILEIRO SA (PETROBRAS) SPON ADR PFD    71654V101    670473    8958754 SH       DEFINED C    8780833         0    177921
PETROLEO BRASILEIRO SA (PETROBRAS) SPONSORED ADR   71654V408       151       1800 SH       DEFINED 9       1800         0         0
PETROLEO BRASILEIRO SA (PETROBRAS) SPONSORED ADR   71654V408      3605      43000 SH       DEFINED A      43000         0         0
PETROLEUM & RESOURCES CORP         COM             716549100      4902     150000 SH       DEFINED 4     150000         0         0
PETSMART INC                       COM             716768106     17597     634143 SH       DEFINED 9     627243       400      6500
PFIZER INC                         COM             717081103   1006808   35500995 SH       DEFINED 1   35230995         0    270000
PFIZER INC                         COM             717081103     68741    2423871 SH       DEFINED 2    1863147         0    560724
PFIZER INC                         COM             717081103     70061    2470400 SH       DEFINED 3    2470400         0         0
PFIZER INC                         COM             717081103    204060    7195330 SH       DEFINED 4    7195330         0         0
PFIZER INC                         COM             717081103    693928   24468533 SH       DEFINED 5   24468533         0         0
PFIZER INC                         COM             717081103      9657     340526 SH       DEFINED 6     318722         0     21804
PFIZER INC                         COM             717081103     56720    2000000 SH       DEFINED 7    2000000         0         0
PFIZER INC                         COM             717081103     54345    1916254 SH       DEFINED 8    1916254         0         0
PFIZER INC                         COM             717081103     91685    3232909 SH       DEFINED 9    3131149      2000     99760
PFIZER INC                         COM             717081103       142       5000 SH CALL  DEFINED 9
PFIZER INC                         COM             717081103   1550920   54686898 SH       DEFINED A   54594118         0     92780
PFIZER INC                         COM             717081103      3468     122286 SH       DEFINED C     122286         0         0
PFIZER INC                         COM             717081103      9910     349446 SH       DEFINED D     349446         0         0
PFIZER INC                         COM             717081103    108360    3820892 SH       DEFINED E    1906177         0   1914715
PFIZER INC                         COM             717081103       229       8060 SH       DEFINED         8060         0         0
PFIZER INC                         COM             717081103      7505     264629 SH       DEFINED L     186019         0     78610
PFIZER INC                         COM             717081103       697      24561 SH       DEFINED M      24561         0         0
PG&E CORP                          COM             69331C108        48       1144 SH       DEFINED 9        430         0       714
PG&E CORP                          COM             69331C108    633483   15209682 SH       DEFINED A   15198182         0     11500
PHARMACEUTICAL PRODUCT DEVELOPMENT COM             717124101     12149     340400 SH       DEFINED 4     338900         0      1500
PHARMACEUTICAL PRODUCT DEVELOPMENT COM             717124101     15777     442051 SH       DEFINED 6     442051         0         0
PHARMACEUTICAL PRODUCT DEVELOPMENT COM             717124101       146       4100 SH       DEFINED 9       4100         0         0
PHARMACEUTICAL PRODUCT DEVELOPMENT COM             717124101    125153    3506662 SH       DEFINED A    3493562         0     13100
PHARMACEUTICAL PRODUCT DEVELOPMENT COM             717124101      1770      49600 SH       DEFINED C      49600         0         0
PHARMION CORP                      COM             71715B409      1078      50000 SH       DEFINED 6      50000         0         0
PHARMION CORP                      COM             71715B409      6459     299700 SH       DEFINED A     299700         0         0
PHELPS DODGE CORP                  COM             717265102      1256      14828 SH       DEFINED 9      12170         0      2658
PHELPS DODGE CORP                  COM             717265102       166       1965 SH       DEFINED A       1965         0         0
PHI INC.                           COM             69336T106      2858      95100 SH       DEFINED 4      95100         0         0
PHI INC.                           COM             69336T205     16652     546499 SH       DEFINED 4     546499         0         0
PHI INC.                           COM             69336T205      5134     168500 SH       DEFINED 9     168500         0         0
PHI INC.                           COM             69336T205      2438      80000 SH       DEFINED A      80000         0         0
PHILIPPINE LONG DISTANCE TELEPHONE SPONSORED ADR   718252604       538      12351 SH       DEFINED 1      11909         0       442
PHILIPPINE LONG DISTANCE TELEPHONE SPONSORED ADR   718252604      7536     173001 SH       DEFINED 2     173001         0         0
PHILIPPINE LONG DISTANCE TELEPHONE SPONSORED ADR   718252604     11142     255779 SH       DEFINED 8     255779         0         0
PHILLIPS VAN HEUSEN CORP           COM             718592108       603      14439 SH       DEFINED A      14439         0         0
PIER 1 IMPORTS INC                 COM             720279108       584      78760 SH       DEFINED 1      78760         0         0
PIER 1 IMPORTS INC                 COM             720279108     12374    1667680 SH       DEFINED 2    1667680         0         0
PIER 1 IMPORTS INC                 COM             720279108     11631    1567500 SH       DEFINED 4    1555500         0     12000
PIER 1 IMPORTS INC                 COM             720279108     16307    2197680 SH       DEFINED 8    2197680         0         0
PIER 1 IMPORTS INC                 COM             720279108       194      26160 SH       DEFINED D      26160         0         0
PIER 1 IMPORTS INC                 COM             720279108      3326     448210 SH       DEFINED E     448210         0         0
PINNACLE WEST CAPITAL CORP         COM             723484101         1         25 SH       DEFINED 6         25         0         0
PINNACLE WEST CAPITAL CORP         COM             723484101        95       2100 SH       DEFINED 9       2100         0         0
PINNACLE WEST CAPITAL CORP         COM             723484101    312773    6942800 SH       DEFINED A    6931100         0     11700
PIONEER DRILLING CO                COM             723655106      2054     160000 SH       DEFINED A     160000         0         0
PIONEER NATURAL RESOURCES CO       COM             723787107      3799      97100 SH       DEFINED 4      97100         0         0
PIONEER NATURAL RESOURCES CO       COM             723787107        78       2000 SH       DEFINED 9       2000         0         0
PITNEY BOWES INC                   COM             724479100     20793     468620 SH       DEFINED 1     468620         0         0
PITNEY BOWES INC                   COM             724479100      2093      47180 SH       DEFINED 6      40872         0      6308
PITNEY BOWES INC                   COM             724479100      1885      42480 SH       DEFINED 9      42480         0         0
PITNEY BOWES INC                   COM             724479100     26059     587300 SH       DEFINED A     587300         0         0
PITNEY BOWES INC                   COM             724479100     34952     787750 SH       DEFINED E     252050         0    535700
PLATINUM UNDERWRITER HLDGS LTD     COM             G7127P100      3772     122340 SH       DEFINED E     122340         0         0
PLUM CREEK TIMBER CO INC           COM             729251108     18775     551569 SH       DEFINED 3     551569         0         0
PLUM CREEK TIMBER CO INC           COM             729251108     12091     355200 SH       DEFINED 9     354263         0       937
PLUM CREEK TIMBER CO INC           COM             729251108       170       5000 SH       DEFINED M       5000         0         0
PMC-SIERRA INC                     COM             69344F106      3923     660510 SH       DEFINED A     660510         0         0
PMC-SIERRA INC                     COM             69344F106       941     158400 SH       DEFINED C     158400         0         0
PMC-SIERRA INC                     NOTE 2.250%10/1 69344FAD8      9714    9500000 PRN      DEFINED A    9500000         0         0
PMI GROUP INC                      COM             69344M101     60445    1379700 SH       DEFINED 4    1378200         0      1500
PNC FINANCIAL SERVICES GROUP       COM             693475105      6733      92939 SH       DEFINED 9      92339         0       600
PNM RESOURCES INC                  COM             69349H107     51371    1863300 SH       DEFINED 4    1863300         0         0
PNM RESOURCES INC                  COM             69349H107       227       8250 SH       DEFINED 9       8250         0         0
POGO PRODUCING CO                  COM             730448107    102540    2504020 SH       DEFINED 5    2504020         0         0
POGO PRODUCING CO                  COM             730448107       688      16800 SH       DEFINED 9      16800         0         0
POGO PRODUCING CO                  COM             730448107         2         38 SH       DEFINED A         38         0         0
POLYONE CORP                       COM             73179P106     11454    1375000 SH       DEFINED 4    1375000         0         0
POLYONE CORP                       COM             73179P106         1         75 SH       DEFINED A         75         0         0
PORTALPLAYER INC                   COM             736187204      6441     570981 SH       DEFINED 6     570981         0         0
PORTUGAL TELECOM SGPS SA           SPONSORED ADR   737273102        89       7162 SH       DEFINED 2       7162         0         0
PORTUGAL TELECOM SGPS SA           SPONSORED ADR   737273102     23758    1903677 SH       DEFINED 6    1903677         0         0
POSCO                              SPONSORED ADR   693483109     36121     556311 SH       DEFINED 2     411281         0    145030
POSCO                              SPONSORED ADR   693483109         9        133 SH       DEFINED 6        133         0         0
POSCO                              SPONSORED ADR   693483109      1402      21600 SH       DEFINED 9      21600         0         0
POSCO                              SPONSORED ADR   693483109      1180      18169 SH       DEFINED C      18169         0         0
POSCO                              SPONSORED ADR   693483109      1539      23704 SH       DEFINED D      23704         0         0
POSCO                              SPONSORED ADR   693483109       431       6644 SH       DEFINED M       6644         0         0
POTASH CORP OF SASKATCHEWAN INC    COM             73755L107       208       2000 SH       DEFINED 9       2000         0         0
POTLATCH CORP                      COM             737630103    210202    5665829 SH       DEFINED 5    5665829         0         0
POWELL INDUSTRIES INC              COM             739128106      5433     245500 SH       DEFINED 4     242500         0      3000
POZEN INC                          COM             73941U102      1286     100000 SH       DEFINED 6     100000         0         0
POZEN INC                          COM             73941U102      4950     384900 SH       DEFINED 9     384900         0         0
POZEN INC                          COM             73941U102     13111    1019503 SH       DEFINED A    1010503         0      9000
PPG INDUSTRIES INC                 COM             693506107        10        150 SH       DEFINED 8        150         0         0
PPG INDUSTRIES INC                 COM             693506107      2665      39728 SH       DEFINED 9      39728         0         0
PPL CORP                           COM             69351T106       481      14617 SH       DEFINED 9      14597         0        20
PPL CORP                           COM             69351T106    210560    6400000 SH       DEFINED A    6400000         0         0
PRAXAIR INC                        COM             74005P104    207869    3513678 SH       DEFINED 4    3513678         0         0
PRAXAIR INC                        COM             74005P104       170       2873 SH       DEFINED 6       2873         0         0
PRAXAIR INC                        COM             74005P104     15866     268188 SH       DEFINED 9     265043      1500      1645
PRAXAIR INC                        COM             74005P104     36324     614000 SH       DEFINED A     614000         0         0
PRECISION CASTPARTS CORP           COM             740189105      2715      42986 SH       DEFINED 6      42986         0         0
PRECISION CASTPARTS CORP           COM             740189105    171862    2721065 SH       DEFINED A    2721065         0         0
PRECISION CASTPARTS CORP           COM             740189105      2886      45700 SH       DEFINED C      45700         0         0
PRECISION DRILLING TRUST           COM             740215108      1769      51532 SH       DEFINED 2      51532         0         0
PRECISION DRILLING TRUST           COM             740215108      3542     103168 SH       DEFINED 8     103168         0         0
PRECISION DRILLING TRUST           COM             740215108         6        200 SH       DEFINED 9        200         0         0
PREMIUM STANDARD FARMS INC         COM             74060C105     37770    1982700 SH       DEFINED 4    1982700         0         0
PRESIDENTIAL LIFE CORP             COM             740884101     11346     507200 SH       DEFINED 4     507200         0         0
PRINCIPAL FINANCIAL GROUP          COM             74251V102     12213     225000 SH       DEFINED 4     225000         0         0
PRINCIPAL FINANCIAL GROUP          COM             74251V102       270       4970 SH       DEFINED 9       4970         0         0
PRINTRONIX INC                     COM             742578107      1736     130000 SH       DEFINED 4     130000         0         0
PROCTER & GAMBLE CO                COM             742718109    187415    3023800 SH       DEFINED 4    3023800         0         0
PROCTER & GAMBLE CO                COM             742718109       463       7467 SH       DEFINED 6       7467         0         0
PROCTER & GAMBLE CO                COM             742718109     25896     417819 SH       DEFINED 8     417819         0         0
PROCTER & GAMBLE CO                COM             742718109     96940    1564049 SH       DEFINED 9    1521915      2908     39226
PROCTER & GAMBLE CO                COM             742718109     92894    1498780 SH       DEFINED A    1498780         0         0
PROCTER & GAMBLE CO                COM             742718109       254       4100 SH       DEFINED E          0         0      4100
PROCTER & GAMBLE CO                COM             742718109        38        610 SH       DEFINED L        610         0         0
PROGRESS ENERGY INC                COM             743263105      3387      74637 SH       DEFINED 9      73664         0       973
PROGRESS ENERGY INC                COM             743263105    512059   11283800 SH       DEFINED A   11258800         0     25000
PROGRESSIVE CORP                   COM             743315103       439      17888 SH       DEFINED 9      17888         0         0
PROLIANCE INTERNATIONAL INC        COM             74340R104      3765     823800 SH       DEFINED 4     823800         0         0
PROLOGIS                           COM             743410102       137       2394 SH       DEFINED 6       2394         0         0
PROLOGIS                           COM             743410102      1847      32371 SH       DEFINED 9      32281         0        90
PROLOGIS                           COM             743410102     80907    1417934 SH       DEFINED A    1417934         0         0
PROSPERITY BANCSHARES INC          COM             743606105      5203     152837 SH       DEFINED 5     152837         0         0
PROTECTIVE LIFE CORP               COM             743674103     12398     271000 SH       DEFINED 4     269200         0      1800
PROTECTIVE LIFE CORP               COM             743674103        41        900 SH       DEFINED 9        900         0         0
PROTECTIVE LIFE CORP               COM             743674103         5        101 SH       DEFINED A        101         0         0
PROVIDENCE & WORCESTER RAILROAD CO COM             743737108      4121     205000 SH       DEFINED 4     205000         0         0
PROVIDENCE SERVICE CORP            COM             743815102       232       8400 SH       DEFINED 9       8400         0         0
PROVIDENT ENERGY TRUST             TR UNIT         74386K104       388      33005 SH       DEFINED 9      30610      2395         0
PROVIDIAN FINANCIAL CORP           NOTE 4.000% 5/1 74406AAC6     13286    9000000 PRN      DEFINED A    9000000         0         0
PRUDENTIAL FINANCIAL INC           COM             744320102    110563    1450000 SH       DEFINED 4    1450000         0         0
PRUDENTIAL FINANCIAL INC           COM             744320102    219884    2883726 SH       DEFINED 5    2883726         0         0
PRUDENTIAL FINANCIAL INC           COM             744320102         6         84 SH       DEFINED 6          0         0        84
PRUDENTIAL FINANCIAL INC           COM             744320102      2217      29076 SH       DEFINED 9      29076         0         0
PRUDENTIAL FINANCIAL INC           COM             744320102        19        255 SH       DEFINED A        255         0         0
PS BUSINESS PARKS INC              COM             69360J107       102       1685 SH       DEFINED 6       1685         0         0
PS BUSINESS PARKS INC              COM             69360J107     54133     897725 SH       DEFINED A     897725         0         0
PSYCHIATRIC SOLUTIONS INC          COM             74439H108      5001     146700 SH       DEFINED 9     146700         0         0
PSYCHIATRIC SOLUTIONS INC          COM             74439H108     23811     698480 SH       DEFINED A     682880         0     15600
PUBLIC SERVICE ENTERPRISE GROUP IN COM             744573106         0          8 SH       DEFINED 6          8         0         0
PUBLIC SERVICE ENTERPRISE GROUP IN COM             744573106       279       4560 SH       DEFINED 8       4560         0         0
PUBLIC SERVICE ENTERPRISE GROUP IN COM             744573106      8384     137009 SH       DEFINED 9     120167         0     16842
PUBLIC SERVICE ENTERPRISE GROUP IN COM             744573106   1216123   19874541 SH       DEFINED A   19849541         0     25000
PUBLIC SERVICE ENTERPRISE GROUP IN COM             744573106       239       3900 SH       DEFINED E          0         0      3900
PUBLIC SERVICE ENTERPRISE GROUP IN COM             744573106        12        200 SH       DEFINED L        200         0         0
PUBLIC STORAGE INC                 COM             74460D109       105       1222 SH       DEFINED 6       1222         0         0
PUBLIC STORAGE INC                 COM             74460D109      1777      20662 SH       DEFINED 9      20662         0         0
PUBLIC STORAGE INC                 COM             74460D109     55524     645700 SH       DEFINED A     645700         0         0
PUGET ENERGY INC                   COM             745310102        23       1000 SH       DEFINED 9       1000         0         0
PUGET ENERGY INC                   COM             745310102    252105   11091300 SH       DEFINED A   11091300         0         0
PULTE HOMES INC                    COM             745867101     83120    2608900 SH       DEFINED 4    2608900         0         0
PULTE HOMES INC                    COM             745867101        88       2760 SH       DEFINED 6       2760         0         0
PULTE HOMES INC                    COM             745867101     13722     430700 SH       DEFINED A     430700         0         0
PUTNAM MUNICIPAL OPPORTUNITIES TRU COM             746922103       350      30000 SH       DEFINED 9      30000         0         0
QLOGIC CORP                        COM             747277101      1134      60004 SH       DEFINED 9      59204         0       800
QLOGIC CORP                        COM             747277101      2523     133480 SH       DEFINED A     133480         0         0
QUALCOMM INC                       COM             747525103        59       1613 SH       DEFINED 6       1613         0         0
QUALCOMM INC                       COM             747525103       475      13080 SH       DEFINED 8      13080         0         0
QUALCOMM INC                       COM             747525103     53839    1481130 SH       DEFINED 9    1450557      1500     29073
QUALCOMM INC                       COM             747525103    103209    2839319 SH       DEFINED A    2839319         0         0
QUALCOMM INC                       COM             747525103       116       3200 SH       DEFINED E          0         0      3200
QUALCOMM INC                       COM             747525103       182       5000 SH       DEFINED         5000         0         0
QUALCOMM INC                       COM             747525103        20        550 SH       DEFINED L        550         0         0
QUALCOMM INC                       COM             747525103       436      12000 SH       DEFINED M      12000         0         0
QUANTA SERVICES INC                COM             74762E102     20232    1200000 SH       DEFINED 4    1200000         0         0
QUEBECOR WORLD INC                 COM             748203106     50152    4304933 SH       DEFINED 1    4154933         0    150000
QUEBECOR WORLD INC                 COM             748203106     47116    4044314 SH       DEFINED 2    4044314         0         0
QUEBECOR WORLD INC                 COM             748203106      9248     793812 SH       DEFINED 6     793812         0         0
QUEBECOR WORLD INC                 COM             748203106     37380    3208620 SH       DEFINED 8    3208620         0         0
QUEBECOR WORLD INC                 COM             748203106      3834     329124 SH       DEFINED A     329124         0         0
QUEBECOR WORLD INC                 COM             748203106      4130     354473 SH       DEFINED D     354473         0         0
QUEBECOR WORLD INC                 COM             748203106      8012     687732 SH       DEFINED E     472300         0    215432
QUEENSTAKE RES LTD YUKON           COM             748314101        17      59916 SH       DEFINED 9      59916         0         0
QUEENSTAKE RES LTD YUKON           COM             748314101      2250    7500000 SH       DEFINED A    7500000         0         0
QUEST CAPITAL CORP                 COM             74835U109       259      92500 SH       DEFINED 8      92500         0         0
QUEST DIAGNOSTICS INC              COM             74834L100        67       1103 SH       DEFINED 6       1103         0         0
QUEST DIAGNOSTICS INC              COM             74834L100     30580     500000 SH       DEFINED 7     500000         0         0
QUEST DIAGNOSTICS INC              COM             74834L100         2         40 SH       DEFINED 8         40         0         0
QUEST DIAGNOSTICS INC              COM             74834L100     33869     553782 SH       DEFINED 9     545282       800      7700
QUEST DIAGNOSTICS INC              COM             74834L100     43814     716390 SH       DEFINED A     716390         0         0
QUEST SOFTWARE INC                 COM             74834T103     19239    1347261 SH       DEFINED 6    1347261         0         0
QUEST SOFTWARE INC                 COM             74834T103     20383    1427389 SH       DEFINED A    1395089         0     32300
QUESTAR CORP                       COM             748356102      2462      30113 SH       DEFINED 9      26463         0      3650
R & G FINANCIAL CORP               COM             749136107       314      42151 SH       DEFINED A      42151         0         0
R R DONNELLEY & SONS CO            COM             257867101    169434    5140600 SH       DEFINED 1    5140600         0         0
R R DONNELLEY & SONS CO            COM             257867101      3441     104410 SH       DEFINED 2     104410         0         0
R R DONNELLEY & SONS CO            COM             257867101      5036     152800 SH       DEFINED 4     152800         0         0
R R DONNELLEY & SONS CO            COM             257867101         1         45 SH       DEFINED 6         45         0         0
R R DONNELLEY & SONS CO            COM             257867101      8052     244295 SH       DEFINED 8     244295         0         0
R R DONNELLEY & SONS CO            COM             257867101       344      10437 SH       DEFINED 9      10437         0         0
R R DONNELLEY & SONS CO            COM             257867101     24529     744200 SH       DEFINED A     744200         0         0
R R DONNELLEY & SONS CO            COM             257867101     11138     337921 SH       DEFINED E      99325         0    238596
R.H. DONNELLEY CORP                COM             74955W307       412       7786 SH       DEFINED 9       7786         0         0
RACKABLE SYSTEMS INC               COM             750077109      5332     194800 SH       DEFINED 9     194800         0         0
RACKABLE SYSTEMS INC               COM             750077109     24683     901840 SH       DEFINED A     886840         0     15000
RADIAN GROUP INC                   COM             750236101     48510     808500 SH       DEFINED 4     808500         0         0
RADIAN GROUP INC                   COM             750236101      4320      72000 SH       DEFINED 8      72000         0         0
RADIAN GROUP INC                   COM             750236101        23        390 SH       DEFINED A        390         0         0
RADIOSHACK CORP                    COM             750438103         1         57 SH       DEFINED 6         57         0         0
RADIOSHACK CORP                    COM             750438103       331      17130 SH       DEFINED 8      17130         0         0
RADIOSHACK CORP                    COM             750438103      2280     118150 SH       DEFINED 9     118150         0         0
RADIOSHACK CORP                    COM             750438103     13005     673810 SH       DEFINED A     673810         0         0
RADIOSHACK CORP                    COM             750438103       137       7100 SH       DEFINED E          0         0      7100
RADIOSHACK CORP                    COM             750438103        19        990 SH       DEFINED L        990         0         0
RADIOSHACK CORP                    COM             750438103       193      10000 SH       DEFINED M      10000         0         0
RAIT INVESTMENT TRUST              COM             749227104       234       8100 SH       DEFINED 9       4100         0      4000
RAMCO-GERSHENSON PPTYS TR          COM             751452202        49       1520 SH       DEFINED 6       1520         0         0
RAMCO-GERSHENSON PPTYS TR          COM             751452202        51       1585 SH       DEFINED 9       1585         0         0
RAMCO-GERSHENSON PPTYS TR          COM             751452202     12320     385600 SH       DEFINED A     385600         0         0
RANDGOLD RESOURCES LTD             SPONSORED ADR   752344309     43318    2127600 SH       DEFINED A    2127600         0         0
RAYTHEON CO                        *W EXP 06/16/20 755111119       793      55585 SH       DEFINED 1      55585         0         0
RAYTHEON CO                        *W EXP 06/16/20 755111119         4        314 SH       DEFINED 2        314         0         0
RAYTHEON CO                        COM             755111507    438940    9142687 SH       DEFINED 1    9052687         0     90000
RAYTHEON CO                        COM             755111507      5899     122870 SH       DEFINED 2     122870         0         0
RAYTHEON CO                        COM             755111507      7430     154759 SH       DEFINED 6     146731         0      8028
RAYTHEON CO                        COM             755111507     28806     600000 SH       DEFINED 7     600000         0         0
RAYTHEON CO                        COM             755111507      2302      47951 SH       DEFINED 8      47951         0         0
RAYTHEON CO                        COM             755111507      6615     137782 SH       DEFINED 9     132825         0      4957
RAYTHEON CO                        COM             755111507     25248     525900 SH       DEFINED A     525900         0         0
RAYTHEON CO                        COM             755111507     16702     347884 SH       DEFINED E     120200         0    227684
RC2 CORP                           COM             749388104      9804     292400 SH       DEFINED 2     292400         0         0
RC2 CORP                           COM             749388104       475      14178 SH       DEFINED 6      14178         0         0
RC2 CORP                           COM             749388104       105       3120 SH       DEFINED D       3120         0         0
REALNETWORKS INC                   COM             75605L104       151      14262 SH       DEFINED 9      14262         0         0
REALNETWORKS INC                   COM             75605L104        12       1107 SH       DEFINED A       1107         0         0
REALOGY CORP                       COM             75605E100     73575    3244026 SH       DEFINED 5    3244026         0         0
REALOGY CORP                       COM             75605E100         0         16 SH       DEFINED 6         16         0         0
REALOGY CORP                       COM             75605E100        64       2800 SH       DEFINED 8       2800         0         0
REALOGY CORP                       COM             75605E100     14613     644306 SH       DEFINED A     644306         0         0
REALOGY CORP                       COM             75605E100        16        700 SH       DEFINED E          0         0       700
REALOGY CORP                       COM             75605E100         3        130 SH       DEFINED L        130         0         0
RECKSON ASSOCIATES REALTY CORP     COM             75621K106    177445    4145900 SH       DEFINED 5    4145900         0         0
RECKSON ASSOCIATES REALTY CORP     COM             75621K106        86       2000 SH       DEFINED 9       2000         0         0
RED HAT INC                        COM             756577102      1243      58970 SH       DEFINED A      58970         0         0
RED LION HOTELS CORP               COM             756764106      6076     564700 SH       DEFINED A     549200         0     15500
REDBACK NETWORKS INC               COM             757209507      6686     481700 SH       DEFINED A     468800         0     12900
REDWOOD TRUST INC                  COM             758075402        22        430 SH       DEFINED 6        430         0         0
REDWOOD TRUST INC                  COM             758075402     18370     364700 SH       DEFINED A     364700         0         0
REED ELSEVIER NV                   SPONSORED ADR   758204101     25981     777186 SH       DEFINED 6     777186         0         0
REED ELSEVIER NV                   SPONSORED ADR   758204101        20        600 SH       DEFINED 9        600         0         0
REGAL ENTERTAINMENT GROUP          COM             758766109      6271     316400 SH       DEFINED 9     316400         0         0
REGENCY CENTERS CORP               COM             758849103        73       1055 SH       DEFINED 6       1055         0         0
REGENCY CENTERS CORP               COM             758849103      1327      19300 SH       DEFINED 9      19300         0         0
REGENCY CENTERS CORP               COM             758849103     32317     470000 SH       DEFINED A     470000         0         0
REGIONS FINANCIAL CORP             COM             7591EP100       990      26901 SH       DEFINED 9      26901         0         0
REGIS CORP                         COM             758932107     48652    1357100 SH       DEFINED 4    1347100         0     10000
REHABCARE GROUP INC                COM             759148109      9602     732967 SH       DEFINED 6     732967         0         0
REHABCARE GROUP INC                COM             759148109      6915     527900 SH       DEFINED A     514300         0     13600
RELIANCE STEEL & ALUMINUM CO       COM             759509102     97066    3020100 SH       DEFINED 4    3012100         0      8000
RELIANT ENERGY INC                 COM             75952B105     58782    4775140 SH       DEFINED 1    4775140         0         0
RELIANT ENERGY INC                 COM             75952B105        48       3871 SH       DEFINED 9       3871         0         0
RENAISSANCE HOLDINGS LTD           COM             G7496G103       541       9725 SH       DEFINED 9       8725         0      1000
REPSOL YPF SA                      SPONSORED ADR   76026T205     27685     928089 SH       DEFINED 2     624319         0    303770
REPSOL YPF SA                      SPONSORED ADR   76026T205     21141     708713 SH       DEFINED 6     708713         0         0
REPSOL YPF SA                      SPONSORED ADR   76026T205       229       7675 SH       DEFINED 9       7675         0         0
REPUBLIC AIRWAYS HOLDINGS INC      COM             760276105     14175     913359 SH       DEFINED A     888659         0     24700
REPUBLIC SERVICES INC              COM             760759100    128642    3199245 SH       DEFINED 5    3199245         0         0
REPUBLIC SERVICES INC              COM             760759100       259       6450 SH       DEFINED 9       6450         0         0
RESEARCH IN MOTION LTD             COM             760975102    196427    1714168 SH       DEFINED 8    1714168         0         0
RESEARCH IN MOTION LTD             COM             760975102        67        655 SH       DEFINED 9        185         0       470
RESEARCH IN MOTION LTD             COM             760975102      1199      11680 SH       DEFINED A      11680         0         0
RESMED INC                         COM             761152107        43       1068 SH       DEFINED 6       1068         0         0
RESMED INC                         COM             761152107     24281     603260 SH       DEFINED A     603260         0         0
REUTERS GROUP PLC                  SPONSORED ADR   76132M102       903      18570 SH       DEFINED 9      17537         0      1033
REYNOLDS & REYNOLDS CO             COM             761695105    149988    3796200 SH       DEFINED 4    3790700         0      5500
REYNOLDS & REYNOLDS CO             COM             761695105        59       1500 SH       DEFINED 6       1500         0         0
REYNOLDS & REYNOLDS CO             COM             761695105       158       4000 SH       DEFINED 9       4000         0         0
REYNOLDS AMERICAN INC              COM             761713106    594661    9595946 SH       DEFINED 5    9595946         0         0
REYNOLDS AMERICAN INC              COM             761713106       437       7050 SH       DEFINED 9       7050         0         0
REYNOLDS AMERICAN INC              COM             761713106         3         54 SH       DEFINED A         54         0         0
RF MICRO DEVICES INC               COM             749941100      1586     209200 SH       DEFINED A     209200         0         0
RIGHTNOW TECHNOLOGIES INC          COM             76657R106     11007     705154 SH       DEFINED 6     705154         0         0
RIGHTNOW TECHNOLOGIES INC          COM             76657R106     14687     940900 SH       DEFINED A     913200         0     27700
RIO NARCEA GOLD MINES LTD          COM             766909105      8250    3300000 SH       DEFINED A    3300000         0         0
RIO TINTO PLC                      SPONSORED ADR   767204100      9917      52297 SH       DEFINED 9      52297         0         0
RIO TINTO PLC                      SPONSORED ADR   767204100       379       2000 SH       DEFINED M       2000         0         0
RLI CORPORATION                    COM             749607107     96350    1897036 SH       DEFINED 4    1893036         0      4000
RLI CORPORATION                    COM             749607107        86       1700 SH       DEFINED 6       1700         0         0
RLI CORPORATION                    COM             749607107         7        137 SH       DEFINED A        137         0         0
ROBERT HALF INTL INC               COM             770323103      1339      39419 SH       DEFINED 6      39419         0         0
ROBERT HALF INTL INC               COM             770323103     10191     300000 SH       DEFINED 7     300000         0         0
ROBERT HALF INTL INC               COM             770323103       698      20550 SH       DEFINED 9      20550         0         0
ROBERT HALF INTL INC               COM             770323103    104968    3090034 SH       DEFINED A    3090034         0         0
ROBERT HALF INTL INC               COM             770323103      1967      57900 SH       DEFINED C      57900         0         0
ROCKFORD CORP                      COM             77316P101      2013     575000 SH       DEFINED 4     575000         0         0
ROCKWELL AUTOMATION INC            COM             773903109        46        787 SH       DEFINED 6        787         0         0
ROCKWELL AUTOMATION INC            COM             773903109       432       7435 SH       DEFINED 9       7435         0         0
ROCKWELL AUTOMATION INC            COM             773903109     31056     534524 SH       DEFINED A     534524         0         0
ROCKWELL COLLINS INC               COM             774341101      1348      24581 SH       DEFINED 6      24581         0         0
ROCKWELL COLLINS INC               COM             774341101      5484     100000 SH       DEFINED 7     100000         0         0
ROCKWELL COLLINS INC               COM             774341101       556      10135 SH       DEFINED 9      10135         0         0
ROCKWELL COLLINS INC               COM             774341101    112310    2047950 SH       DEFINED A    2047950         0         0
ROCKWELL COLLINS INC               COM             774341101      2161      39400 SH       DEFINED C      39400         0         0
ROGERS COMMUNICATIONS INC          COM             775109200     28595     467237 SH       DEFINED 8     467237         0         0
ROGERS COMMUNICATIONS INC          COM             775109200        27        500 SH       DEFINED 9        500         0         0
ROGERS COMMUNICATIONS INC          COM             775109200     40788     666850 SH       DEFINED A     666850         0         0
ROHM & HAAS CO                     COM             775371107      1268      26783 SH       DEFINED 9      25883       900         0
ROPER INDUSTRIES INC               COM             776696106    239559    5354474 SH       DEFINED 4    5351474         0      3000
ROPER INDUSTRIES INC               COM             776696106       116       2600 SH       DEFINED 6       2600         0         0
ROPER INDUSTRIES INC               COM             776696106        21        476 SH       DEFINED 9        476         0         0
ROSS STORES INC                    COM             778296103       436      17150 SH       DEFINED 9      15150         0      2000
ROSS STORES INC                    COM             778296103     44477    1750367 SH       DEFINED A    1750367         0         0
ROSS STORES INC                    COM             778296103        10        380 SH       DEFINED L        380         0         0
ROWAN COMPANIES INC                COM             779382100     18418     582300 SH       DEFINED 4     579100         0      3200
ROWAN COMPANIES INC                COM             779382100      1135      35873 SH       DEFINED 6      35873         0         0
ROWAN COMPANIES INC                COM             779382100     84453    2670030 SH       DEFINED A    2670030         0         0
ROWAN COMPANIES INC                COM             779382100      1844      58300 SH       DEFINED C      58300         0         0
ROYAL BANK OF CANADA               COM             780087102    432185    8729246 SH       DEFINED 8    8729246         0         0
ROYAL BANK OF CANADA               COM             780087102       384       8640 SH       DEFINED 9       8640         0         0
ROYAL CARIBBEAN CRUISES LTD        COM             V7780T103      2204      56792 SH       DEFINED 9      56792         0         0
ROYAL DUTCH SHELL                  SPONSORED ADR   780259107    155838    2278994 SH       DEFINED 2    2078085         0    200909
ROYAL DUTCH SHELL                  SPONSORED ADR   780259107     25998     380205 SH       DEFINED 6     380205         0         0
ROYAL DUTCH SHELL                  SPONSORED ADR   780259107      7837     114607 SH       DEFINED 8     114607         0         0
ROYAL DUTCH SHELL                  SPONSORED ADR   780259107       375       5488 SH       DEFINED 9       5488         0         0
ROYAL DUTCH SHELL                  SPONSORED ADR   780259206     13588     205570 SH       DEFINED 1     205570         0         0
ROYAL DUTCH SHELL                  SPONSORED ADR   780259206      6839     103470 SH       DEFINED 2       6990         0     96480
ROYAL DUTCH SHELL                  SPONSORED ADR   780259206       264       4000 SH       DEFINED 6       4000         0         0
ROYAL DUTCH SHELL                  SPONSORED ADR   780259206     18508     280000 SH       DEFINED 7     280000         0         0
ROYAL DUTCH SHELL                  SPONSORED ADR   780259206     37171     562341 SH       DEFINED 9     549123         0     13218
ROYAL DUTCH SHELL                  SPONSORED ADR   780259206    289637    4381803 SH       DEFINED A    4381803         0         0
ROYAL DUTCH SHELL                  SPONSORED ADR   780259206         5         80 SH       DEFINED L         80         0         0
ROYAL GROUP TECHNOLOGIES LTD       COM             779915107     15919    1229300 SH       DEFINED 8    1229300         0         0
ROYAL GROUP TECHNOLOGIES LTD       COM             779915107      3364     259800 SH       DEFINED E     259800         0         0
RPM INTERNATIONAL INC              COM             749685103     34338    1808200 SH       DEFINED 4    1792200         0     16000
RPM INTERNATIONAL INC              COM             749685103     10629     559732 SH       DEFINED 9     512832         0     46900
RTI INTERNATIONAL METALS INC       COM             74973W107     10328     237000 SH       DEFINED 4     237000         0         0
RTI INTERNATIONAL METALS INC       COM             74973W107     45601    1046380 SH       DEFINED A    1037480         0      8900
RTI INTERNATIONAL METALS INC       COM             74973W107      2144      49200 SH       DEFINED C      49200         0         0
RUSS BERRIE & CO INC               COM             782233100     39930    2620100 SH       DEFINED 4    2609100         0     11000
RUTH'S CHRIS STEAK HOUSE INC       COM             783332109      6781     360300 SH       DEFINED 9     360300         0         0
RYLAND GROUP INC                   COM             783764103     50772    1175000 SH       DEFINED A    1175000         0         0
SPDR TR                            UNIT SER 1      78462F103      2812      21048 SH       DEFINED 9      21048         0         0
SABRE HOLDINGS CORP                COM             785905100       674      28830 SH       DEFINED 1      28830         0         0
SABRE HOLDINGS CORP                COM             785905100       510      21790 SH       DEFINED 2      21790         0         0
SABRE HOLDINGS CORP                COM             785905100      2232      95410 SH       DEFINED D      95410         0         0
SABRE HOLDINGS CORP                COM             785905100       778      33280 SH       DEFINED E      33280         0         0
SABRE HOLDINGS CORP                COM             785905100       629      26885 SH       DEFINED L       6915         0     19970
SABRE HOLDINGS CORP                COM             785905100         9        400 SH       DEFINED M        400         0         0
SAFECO CORP                        COM             786429100       368       6250 SH       DEFINED 9       6250         0         0
SAFECO CORP                        COM             786429100        25        419 SH       DEFINED A        419         0         0
SAFETY INSURANCE GROUP INC         COM             78648T100      2482      51000 SH       DEFINED 4      51000         0         0
SAFEWAY INC                        COM             786514208       481      15855 SH       DEFINED 9      15855         0         0
SAKS INC                           COM             79377W108     30240    1750000 SH       DEFINED 4    1750000         0         0
SALESFORCE.COM INC                 COM             79466L302        35        983 SH       DEFINED 6        983         0         0
SALESFORCE.COM INC                 COM             79466L302     62349    1737720 SH       DEFINED A    1737720         0         0
SALISBURY BANCORP INC              COM             795226109       246       6250 SH       DEFINED 9       6250         0         0
SANDISK CORP                       COM             80004C101      1506      28130 SH       DEFINED 9      28130         0         0
SANDISK CORP                       COM             80004C101      2525      47160 SH       DEFINED A      47160         0         0
SANOFI-AVENTIS                     SPONSORED ADR   80105N105       303       6813 SH       DEFINED 2       6813         0         0
SANOFI-AVENTIS                     SPONSORED ADR   80105N105     24457     549968 SH       DEFINED 6     549968         0         0
SANOFI-AVENTIS                     SPONSORED ADR   80105N105      2063      46392 SH       DEFINED 9      45675         0       717
SAP AG                             SPONSORED ADR   803054204         1         24 SH       DEFINED 6         24         0         0
SAP AG                             SPONSORED ADR   803054204       229       4620 SH       DEFINED 8       4620         0         0
SAP AG                             SPONSORED ADR   803054204     21884     442101 SH       DEFINED 9     435951      1000      5150
SAP AG                             SPONSORED ADR   803054204     39191     791733 SH       DEFINED A     791733         0         0
SAPIENT CORP                       COM             803062108     29470    5407400 SH       DEFINED A    5273900         0    133500
SAPPI LTD                          SPONSORED ADR   803069202       223      17550 SH       DEFINED 1      17550         0         0
SAPPI LTD                          SPONSORED ADR   803069202     63162    4961690 SH       DEFINED 2    4806410         0    155280
SAPPI LTD                          SPONSORED ADR   803069202        17       1350 SH       DEFINED 6       1350         0         0
SAPPI LTD                          SPONSORED ADR   803069202     11589     910330 SH       DEFINED 8     910330         0         0
SARA LEE CORP                      COM             803111103        13        800 SH       DEFINED 8        800         0         0
SARA LEE CORP                      COM             803111103      2615     162722 SH       DEFINED 9     145114         0     17608
SARA LEE CORP                      COM             803111103      1375      85560 SH       DEFINED A      85560         0         0
SARA LEE CORP                      COM             803111103        12        770 SH       DEFINED L        770         0         0
SASOL LTD                          SPONSORED ADR   803866300       286       8700 SH       DEFINED 9       8700         0         0
SATYAM COMPUTERS SERVICES LTD      SPONSORED ADR   804098101      2067      53422 SH       DEFINED 1      53422         0         0
SATYAM COMPUTERS SERVICES LTD      SPONSORED ADR   804098101     10342     267310 SH       DEFINED 2     267310         0         0
SATYAM COMPUTERS SERVICES LTD      SPONSORED ADR   804098101         6        160 SH       DEFINED 6        160         0         0
SATYAM COMPUTERS SERVICES LTD      SPONSORED ADR   804098101       201       5200 SH       DEFINED C       5200         0         0
SAUL CENTERS INC                   COM             804395101       450      10000 SH       DEFINED 9      10000         0         0
SBA COMMUNICATIONS CORP            COM             78388J106      1252      51477 SH       DEFINED 6      51477         0         0
SBA COMMUNICATIONS CORP            COM             78388J106     90183    3706640 SH       DEFINED A    3706640         0         0
SBA COMMUNICATIONS CORP            COM             78388J106      2061      84700 SH       DEFINED C      84700         0         0
SCANA CORP                         COM             80589M102       832      20662 SH       DEFINED 9      20662         0         0
SCANSOURCE INC                     COM             806037107      1282      42284 SH       DEFINED 6      42284         0         0
SCHERING-PLOUGH CORP               COM             806605101        82       3715 SH       DEFINED 6       3715         0         0
SCHERING-PLOUGH CORP               COM             806605101       372      16840 SH       DEFINED 8      16840         0         0
SCHERING-PLOUGH CORP               COM             806605101      6357     287795 SH       DEFINED 9     229095         0     58700
SCHERING-PLOUGH CORP               COM             806605101     85472    3869250 SH       DEFINED A    3832950         0     36300
SCHERING-PLOUGH CORP               COM             806605101        77       3500 SH       DEFINED E          0         0      3500
SCHERING-PLOUGH CORP               COM             806605101        10        470 SH       DEFINED L        470         0         0
SCHERING-PLOUGH CORP               PFD CONV MAND   806605606      1179      21210 SH       DEFINED 6      18646         0      2564
SCHERING-PLOUGH CORP               PFD CONV MAND   806605606      3598      64725 SH       DEFINED 9      60725         0      4000
SCHERING-PLOUGH CORP               PFD CONV MAND   806605606    491260    8837200 SH       DEFINED A    8817200         0     20000
SCHLUMBERGER LTD                   COM             806857108        75       1214 SH       DEFINED 6       1214         0         0
SCHLUMBERGER LTD                   COM             806857108       265       4265 SH       DEFINED 8       4265         0         0
SCHLUMBERGER LTD                   COM             806857108     75395    1215462 SH       DEFINED 9    1188016         0     27446
SCHLUMBERGER LTD                   COM             806857108     26016     419410 SH       DEFINED A     419410         0         0
SCHLUMBERGER LTD                   COM             806857108       198       3200 SH       DEFINED         3200         0         0
SCHLUMBERGER LTD                   COM             806857108       682      11000 SH       DEFINED M      11000         0         0
SCHLUMBERGER LTD                   DBCV 1.500% 6/0 806857AC2     22539   13000000 PRN      DEFINED A   13000000         0         0
SCHNITZER STEEL INDUSTRIES INC     COM             806882106       970      30750 SH       DEFINED 9      30750         0         0
SCHNITZER STEEL INDUSTRIES INC     COM             806882106       893      28300 SH       DEFINED C      28300         0         0
SCHOLASTIC CORP                    COM             807066105     11331     363740 SH       DEFINED 2     363740         0         0
SCHOLASTIC CORP                    COM             807066105       438      14050 SH       DEFINED 9      12050         0      2000
SCHOLASTIC CORP                    COM             807066105         4        123 SH       DEFINED A        123         0         0
SCHOLASTIC CORP                    COM             807066105       158       5070 SH       DEFINED D       5070         0         0
SCHWEITZER MAUDUIT INTERNATIONAL I COM             808541106       539      28424 SH       DEFINED 4      28424         0         0
SCHWEITZER MAUDUIT INTERNATIONAL I COM             808541106         3        134 SH       DEFINED 9        134         0         0
SCIENTIFIC GAMES CORP              COM             80874P109      1314      41329 SH       DEFINED 6      41329         0         0
SCIENTIFIC GAMES CORP              COM             80874P109        64       2004 SH       DEFINED 9       2004         0         0
SCIENTIFIC GAMES CORP              COM             80874P109     68934    2167733 SH       DEFINED A    2167733         0         0
SCIENTIFIC GAMES CORP              COM             80874P109      1428      44900 SH       DEFINED C      44900         0         0
SCOTTISH POWER PLC                 SPONSORED ADR   81013T804       303       6238 SH       DEFINED 9       6238         0         0
SCOTTS MIRACLE-GRO HOLDING CO      COM             810186106       160       3600 SH       DEFINED 9       3600         0         0
SCOTTS MIRACLE-GRO HOLDING CO      COM             810186106      4227      95000 SH       DEFINED A      95000         0         0
SEAGATE TECHNOLOGY                 COM             G7945J104    761177   32965676 SH       DEFINED 1   32745676         0    220000
SEAGATE TECHNOLOGY                 COM             G7945J104     23133    1001842 SH       DEFINED 2     797162         0    204680
SEAGATE TECHNOLOGY                 COM             G7945J104     15125     655030 SH       DEFINED 8     655030         0         0
SEAGATE TECHNOLOGY                 COM             G7945J104      5396     233674 SH       DEFINED 9     231676         0      1998
SEAGATE TECHNOLOGY                 COM             G7945J104      2511     108740 SH       DEFINED A     108740         0         0
SEAGATE TECHNOLOGY                 COM             G7945J104      2949     127730 SH       DEFINED C     127730         0         0
SEAGATE TECHNOLOGY                 COM             G7945J104      4285     185576 SH       DEFINED D     185576         0         0
SEAGATE TECHNOLOGY                 COM             G7945J104     60226    2608325 SH       DEFINED E    1277376         0   1330949
SEAGATE TECHNOLOGY                 COM             G7945J104        89       3850 SH       DEFINED         3850         0         0
SEAGATE TECHNOLOGY                 COM             G7945J104      2071      89685 SH       DEFINED L      52865         0     36820
SEAGATE TECHNOLOGY                 COM             G7945J104       664      28777 SH       DEFINED M      28777         0         0
SEARS HOLDING CORP                 COM             812350106       402       2543 SH       DEFINED 9       2543         0         0
SEI INVESTMENT CO                  COM             784117103      1430      25454 SH       DEFINED 6      25454         0         0
SEI INVESTMENT CO                  COM             784117103        29        510 SH       DEFINED 9        510         0         0
SEI INVESTMENT CO                  COM             784117103     97426    1733875 SH       DEFINED A    1733875         0         0
SEI INVESTMENT CO                  COM             784117103      3068      54600 SH       DEFINED C      54600         0         0
SELECT COMFORT CORP                COM             81616X103     23115    1056450 SH       DEFINED A    1033350         0     23100
SELECT COMFORT CORP                COM             81616X103       591      27000 SH       DEFINED C      27000         0         0
SELECTIVE INSURANCE GROUP INC      COM             816300107     34197     650000 SH       DEFINED 4     650000         0         0
SELECTIVE INSURANCE GROUP INC      COM             816300107        24        452 SH       DEFINED A        452         0         0
SEMCO ENERGY INC                   COM             78412D109       733     130000 SH       DEFINED 4     130000         0         0
SEMPRA ENERGY                      COM             816851109         1         21 SH       DEFINED 6         21         0         0
SEMPRA ENERGY                      COM             816851109       348       6928 SH       DEFINED 9       6928         0         0
SEMPRA ENERGY                      COM             816851109    362720    7218300 SH       DEFINED A    7208500         0      9800
SEMTECH CORP                       COM             816850101     18495    1449459 SH       DEFINED 6    1449459         0         0
SENECA FOODS CORP                  COM             817070105      3397     121500 SH       DEFINED 4     121500         0         0
SENECA FOODS CORP                  COM             817070501      6954     256600 SH       DEFINED 4     256600         0         0
SEPRACOR INC                       COM             817315104     18528     382500 SH       DEFINED A     382500         0         0
SERVICE CORP INTERNATIONAL         COM             817565104       861      92210 SH       DEFINED 2      92210         0         0
SERVICE CORP INTERNATIONAL         COM             817565104     23739    2541630 SH       DEFINED 8    2541630         0         0
SERVICE CORP INTERNATIONAL         COM             817565104      1095     117250 SH       DEFINED 9     115750         0      1500
SERVICE CORP INTERNATIONAL         COM             817565104     12190    1305086 SH       DEFINED E     749830         0    555256
SERVICEMASTER CO                   COM             81760N109       158      14087 SH       DEFINED 9      14087         0         0
SHARPER IMAGE CORP                 COM             820013100      9655     937400 SH       DEFINED 2     937400         0         0
SHARPER IMAGE CORP                 COM             820013100      9272     900219 SH       DEFINED 8     900219         0         0
SHARPER IMAGE CORP                 COM             820013100      2151     208800 SH       DEFINED E     208800         0         0
SHERWIN-WILLIAMS CO                COM             824348106       498       8933 SH       DEFINED 9       5933         0      3000
SHERWIN-WILLIAMS CO                COM             824348106         6        116 SH       DEFINED A        116         0         0
SHINHAN FINANCIAL GROUP CO LTD     SPONSORED ADR   824596100     17103     190454 SH       DEFINED 6     190454         0         0
SHINHAN FINANCIAL GROUP CO LTD     SPONSORED ADR   824596100       458       5103 SH       DEFINED C       5103         0         0
SHIRE PLC                          SPONSORED ADR   82481R106       424       8590 SH       DEFINED 2       8590         0         0
SHIRE PLC                          SPONSORED ADR   82481R106     20167     408325 SH       DEFINED 6     408325         0         0
SHIRE PLC                          SPONSORED ADR   82481R106        12        250 SH       DEFINED 9        250         0         0
SHIRE PLC                          SPONSORED ADR   82481R106      3546      71800 SH       DEFINED A      64100         0      7700
SHUFFLE MASTER INC                 COM             825549108      7440     275450 SH       DEFINED 9     275450         0         0
SIEMENS AG                         SPONSORED ADR   826197501     47638     546930 SH       DEFINED 2     546930         0         0
SIEMENS AG                         SPONSORED ADR   826197501     28710     329624 SH       DEFINED 6     329624         0         0
SIEMENS AG                         SPONSORED ADR   826197501       327       3750 SH       DEFINED 9       3750         0         0
SIERRA HEALTH SERVICES INC         COM             826322109     15346     405546 SH       DEFINED A     399046         0      6500
SIERRA HEALTH SERVICES INC         DBCV 2.250% 3/1 826322AB5      8295    2000000 PRN      DEFINED A    2000000         0         0
SIERRA PACIFIC RESOURCES CO        COM             826428104     90668    6322700 SH       DEFINED 4    6316200         0      6500
SIERRA PACIFIC RESOURCES CO        COM             826428104        35       2440 SH       DEFINED 9       2440         0         0
SIERRA PACIFIC RESOURCES CO        COM             826428104     49795    3472473 SH       DEFINED A    3472473         0         0
SIERRA WIRELESS INC                COM             826516106       355      27700 SH       DEFINED 8      27700         0         0
SIGMA-ALDRICH CORP                 COM             826552101       749       9900 SH       DEFINED 4       9900         0         0
SIGMA-ALDRICH CORP                 COM             826552101     15134     200000 SH       DEFINED 7     200000         0         0
SIGMA-ALDRICH CORP                 COM             826552101      2391      31596 SH       DEFINED 9      30796         0       800
SIGMA-ALDRICH CORP                 COM             826552101      9459     125000 SH       DEFINED A     125000         0         0
SIGMATEL INC                       COM             82661W107      6416    1370840 SH       DEFINED 2    1370840         0         0
SIGMATEL INC                       COM             82661W107        84      18010 SH       DEFINED D      18010         0         0
SIGNATURE BANK                     COM             82669G104      4661     150700 SH       DEFINED 9     150700         0         0
SIGNATURE BANK                     COM             82669G104      7381     238647 SH       DEFINED A     231947         0      6700
SILICON LABORATORIES INC           COM             826919102     87380    2816884 SH       DEFINED A    2800284         0     16600
SILICON LABORATORIES INC           COM             826919102      2454      79100 SH       DEFINED C      79100         0         0
SIMON PROPERTY GROUP INC           COM             828806109       248       2740 SH       DEFINED 6       2740         0         0
SIMON PROPERTY GROUP INC           COM             828806109      9584     105763 SH       DEFINED 9     105763         0         0
SIMON PROPERTY GROUP INC           COM             828806109     63670     702608 SH       DEFINED A     702608         0         0
SIMON PROPERTY GROUP INC           COM             828806109      1531      16900 SH       DEFINED D      16900         0         0
SIMON PROPERTY GROUP INC           COM             828806109      1078      11900 SH       DEFINED        11900         0         0
SIMON PROPERTY GROUP INC           PFD CONV I 6%   828806802       523       7075 SH       DEFINED 9       7075         0         0
SIMON PROPERTY GROUP INC           PFD CONV I 6%   828806802     14782     200000 SH       DEFINED A     200000         0         0
SIMPSON MANUFACTURING CO INC       COM             829073105      8193     303100 SH       DEFINED 4     299800         0      3300
SIMPSON MANUFACTURING CO INC       COM             829073105         6        230 SH       DEFINED A        230         0         0
SIMPSON MANUFACTURING CO INC       COM             829073105       378      14000 SH       DEFINED C      14000         0         0
SIRF TECHNOLOGY HOLDINGS INC       COM             82967H101        35       1462 SH       DEFINED 6       1462         0         0
SIRF TECHNOLOGY HOLDINGS INC       COM             82967H101      1403      58500 SH       DEFINED 9      58500         0         0
SIRF TECHNOLOGY HOLDINGS INC       COM             82967H101     63892    2663280 SH       DEFINED A    2650980         0     12300
SIRF TECHNOLOGY HOLDINGS INC       COM             82967H101       981      40900 SH       DEFINED C      40900         0         0
SIRIUS SATELLITE RADIO INC         COM             82966U103        42      10710 SH       DEFINED 9      10710         0         0
SIX FLAGS INC                      NOTE 4.500% 5/1 83001PAJ8     10497   10000000 PRN      DEFINED A   10000000         0         0
SK TELECOM CO LTD                  SPONSORED ADR   78440P108    216528    9163269 SH       DEFINED 1    9163269         0         0
SK TELECOM CO LTD                  SPONSORED ADR   78440P108    114191    4832462 SH       DEFINED 2    4464825         0    367637
SK TELECOM CO LTD                  SPONSORED ADR   78440P108     14350     607264 SH       DEFINED 6     607264         0         0
SK TELECOM CO LTD                  SPONSORED ADR   78440P108     26517    1122160 SH       DEFINED 8    1122160         0         0
SK TELECOM CO LTD                  SPONSORED ADR   78440P108     11579     490009 SH       DEFINED C     457609         0     32400
SK TELECOM CO LTD                  SPONSORED ADR   78440P108      4616     195329 SH       DEFINED D     195329         0         0
SK TELECOM CO LTD                  SPONSORED ADR   78440P108      2956     125093 SH       DEFINED E     125093         0         0
SK TELECOM CO LTD                  SPONSORED ADR   78440P108        63       2660 SH       DEFINED         2660         0         0
SK TELECOM CO LTD                  SPONSORED ADR   78440P108      2206      93340 SH       DEFINED L      93340         0         0
SKYWEST INC                        COM             830879102     26168    1067200 SH       DEFINED 4    1059200         0      8000
SKYWEST INC                        COM             830879102        20        800 SH       DEFINED 9        800         0         0
SLM CORP                           COM             78442P106      2652      51019 SH       DEFINED 9      51019         0         0
SLM CORP                           COM             78442P106     64306    1237130 SH       DEFINED A    1217130         0     20000
SMITH & NEPHEW PLC                 SPONSORED ADR   83175M205       883      19273 SH       DEFINED 9      19273         0         0
SMITH INTERNATIONAL INC            COM             832110100        56       1443 SH       DEFINED 6       1443         0         0
SMITH INTERNATIONAL INC            COM             832110100       357       9200 SH       DEFINED 9       9200         0         0
SMITH INTERNATIONAL INC            COM             832110100     31787     819241 SH       DEFINED A     819241         0         0
SMITHTOWN BANCORP INC              COM             832449102      1942      71952 SH       DEFINED 9      71952         0         0
SMUCKER J M CO                     COM             832696405      1598      33334 SH       DEFINED 9      33277         0        57
SOCIEDAD QUIMICA Y MINERA DE CHILE SPON ADR PFD    833635105      9945      86400 SH       DEFINED 8      86400         0         0
SOLECTRON CORP                     COM             834182107       183      56000 SH       DEFINED 8      56000         0         0
SOLECTRON CORP                     COM             834182107       139      42709 SH       DEFINED 9      42709         0         0
SOMAXON PHARMACEUTICALS INC        COM             834453102      2224     180700 SH       DEFINED A     180700         0         0
SONUS NETWORKS INC                 COM             835916107      5150     979100 SH       DEFINED 9     979100         0         0
SONY CORP                          SPONSORED ADR   835699307     24342     603115 SH       DEFINED 2     603115         0         0
SONY CORP                          SPONSORED ADR   835699307     26384     653708 SH       DEFINED 6     653708         0         0
SONY CORP                          SPONSORED ADR   835699307        68       1680 SH       DEFINED 8       1680         0         0
SONY CORP                          SPONSORED ADR   835699307       844      20905 SH       DEFINED 9      20905         0         0
SONY CORP                          SPONSORED ADR   835699307      2422      60000 SH       DEFINED A      60000         0         0
SOUTH JERSEY INDUSTRIES INC        COM             838518108       491      16415 SH       DEFINED 9      16415         0         0
SOUTHERN CO                        COM             842587107       571      16563 SH       DEFINED 9      14679         0      1884
SOUTHERN CO                        COM             842587107    827374   24009700 SH       DEFINED A   23975400         0     34300
SOUTHERN COPPER CORPORATION        COM             84265V105       219       2365 SH       DEFINED 9       2365         0         0
SOUTHERN COPPER CORPORATION        COM             84265V105      2316      25037 SH       DEFINED A      25037         0         0
SOUTHWEST AIRLINES CO              COM             844741108         0         30 SH       DEFINED 6         30         0         0
SOUTHWEST AIRLINES CO              COM             844741108      1086      65200 SH       DEFINED 7      65200         0         0
SOUTHWEST AIRLINES CO              COM             844741108       247      14810 SH       DEFINED 8      14810         0         0
SOUTHWEST AIRLINES CO              COM             844741108      2683     161068 SH       DEFINED 9     158268         0      2800
SOUTHWEST AIRLINES CO              COM             844741108     25186    1511787 SH       DEFINED A    1511787         0         0
SOUTHWEST AIRLINES CO              COM             844741108        92       5500 SH       DEFINED E          0         0      5500
SOUTHWEST AIRLINES CO              COM             844741108        16        950 SH       DEFINED L        950         0         0
SOUTHWESTERN ENERGY CO             COM             845467109      1393      46643 SH       DEFINED 6      46643         0         0
SOUTHWESTERN ENERGY CO             COM             845467109    131618    4406363 SH       DEFINED A    4406363         0         0
SOUTHWESTERN ENERGY CO             COM             845467109      2154      72100 SH       DEFINED C      72100         0         0
SOVEREIGN BANCORP INC              COM             845905108    355007   16504295 SH       DEFINED 5   16504295         0         0
SOVEREIGN BANCORP INC              COM             845905108       248      11544 SH       DEFINED 9      11544         0         0
SOVRAN SELF STORAGE INC            COM             84610H108       483       8700 SH       DEFINED 9       8700         0         0
SOVRAN SELF STORAGE INC            COM             84610H108       317       5700 SH       DEFINED M       5700         0         0
SPANSION INC                       COM             84649R101     23605    1415987 SH       DEFINED 4    1415987         0         0
SPARTON CORP                       COM             847235108      2023     242252 SH       DEFINED 4     242252         0         0
SPIRIT FINANCE CORP                COM             848568309      1683     145000 SH       DEFINED A     145000         0         0
SPIRIT FINANCE CORP                COM             848568309      1634     140700 SH       DEFINED D     140700         0         0
SPIRIT FINANCE CORP                COM             848568309       197      17000 SH       DEFINED M      17000         0         0
SPIRIT FINANCE CORP                COM             848568309       543      46800 SH       DEFINED        46800         0         0
SPRINT NEXTEL CORP                 COM             852061100    277880   16202889 SH       DEFINED 5   16202889         0         0
SPRINT NEXTEL CORP                 COM             852061100         1         51 SH       DEFINED 6         51         0         0
SPRINT NEXTEL CORP                 COM             852061100       568      33125 SH       DEFINED 8      33125         0         0
SPRINT NEXTEL CORP                 COM             852061100      2915     169945 SH       DEFINED 9     157947         0     11998
SPRINT NEXTEL CORP                 COM             852061100     18816    1097143 SH       DEFINED A    1097143         0         0
SPRINT NEXTEL CORP                 COM             852061100       141       8200 SH       DEFINED E          0         0      8200
SPRINT NEXTEL CORP                 COM             852061100        19       1113 SH       DEFINED L       1113         0         0
SPSS INC                           COM             78462K102     10504     421344 SH       DEFINED 6     421344         0         0
SPX CORP                           COM             784635104       204       3820 SH       DEFINED 9       3820         0         0
ST JOE COMPANY                     COM             790148100     77679    1415700 SH       DEFINED 1    1415700         0         0
ST JOE COMPANY                     COM             790148100    116871    2129963 SH       DEFINED 5    2129963         0         0
ST JOE COMPANY                     COM             790148100       115       2100 SH       DEFINED 9       2100         0         0
ST JUDE MEDICAL INC                COM             790849103       485      13735 SH       DEFINED 9      13735         0         0
ST PAUL TRAVELERS COMPANIES INC    COM             792860108     26962     575000 SH       DEFINED 4     575000         0         0
ST PAUL TRAVELERS COMPANIES INC    COM             792860108    334948    7143269 SH       DEFINED 5    7143269         0         0
ST PAUL TRAVELERS COMPANIES INC    COM             792860108      1793      38239 SH       DEFINED 6      33862         0      4377
ST PAUL TRAVELERS COMPANIES INC    COM             792860108      2125      45322 SH       DEFINED 9      45155        22       145
ST PAUL TRAVELERS COMPANIES INC    COM             792860108     25086     535000 SH       DEFINED A     535000         0         0
STANCORP FINANCIAL GROUP INC       COM             852891100     67945    1522400 SH       DEFINED 4    1518400         0      4000
STANCORP FINANCIAL GROUP INC       COM             852891100         1         24 SH       DEFINED A         24         0         0
STANDARD MICROSYSTEMS CORP         COM             853626109     10706     376700 SH       DEFINED 4     376700         0         0
STANDARD PACIFIC CORP              COM             85375C101     25223    1073300 SH       DEFINED A    1073300         0         0
STANLEY WORKS                      COM             854616109      1331      26700 SH       DEFINED 4      26700         0         0
STANLEY WORKS                      COM             854616109       305       6125 SH       DEFINED 9       6125         0         0
STANTEC INC                        COM             85472N109     20345     994881 SH       DEFINED 8     994881         0         0
STAPLES INC                        COM             855030102        36       1500 SH       DEFINED 8       1500         0         0
STAPLES INC                        COM             855030102      9582     393816 SH       DEFINED 9     389316         0      4500
STARBUCKS CORP                     COM             855244109        64       1865 SH       DEFINED 6       1865         0         0
STARBUCKS CORP                     COM             855244109      4025     118208 SH       DEFINED 9     118058         0       150
STARBUCKS CORP                     COM             855244109     50216    1474770 SH       DEFINED A    1474770         0         0
STARWOOD HOTELS & RESORTS WORLDWID COM             85590A401      1150      20110 SH       DEFINED 9      19950         0       160
STARWOOD HOTELS & RESORTS WORLDWID COM             85590A401     51117     893810 SH       DEFINED A     893810         0         0
STATE NATIONAL BANCSHARES INC      COM             857124101     67956    1882936 SH       DEFINED 5    1882936         0         0
STATE STREET CORP                  COM             857477103    164711    2639600 SH       DEFINED 4    2639600         0         0
STATE STREET CORP                  COM             857477103        25        400 SH       DEFINED 6        400         0         0
STATE STREET CORP                  COM             857477103     23792     381285 SH       DEFINED 9     375151       471      5663
STEEL DYNAMICS INC                 COM             858119100     51943    1029600 SH       DEFINED 4    1020600         0      9000
STEEL DYNAMICS INC                 COM             858119100      1188      23550 SH       DEFINED 9      23550         0         0
STEEL DYNAMICS INC                 COM             858119100        22        442 SH       DEFINED A        442         0         0
STEINER LEISURE LTD                ORD             P8744Y102     22958     545963 SH       DEFINED 2     545963         0         0
STEINER LEISURE LTD                ORD             P8744Y102       565      13435 SH       DEFINED 6      13435         0         0
STEINER LEISURE LTD                ORD             P8744Y102     18212     433100 SH       DEFINED 8     433100         0         0
STEINER LEISURE LTD                ORD             P8744Y102      2583      61420 SH       DEFINED A      61420         0         0
STEINER LEISURE LTD                ORD             P8744Y102       109       2600 SH       DEFINED D       2600         0         0
STEINER LEISURE LTD                ORD             P8744Y102      1468      34910 SH       DEFINED E      34910         0         0
STEREOTAXIS INC                    COM             85916J102     15414    1489270 SH       DEFINED A    1489270         0         0
STEREOTAXIS INC                    COM             85916J102       331      32000 SH       DEFINED C      32000         0         0
STERICYCLE INC                     COM             858912108        58        826 SH       DEFINED 6        826         0         0
STERICYCLE INC                     COM             858912108        31        450 SH       DEFINED 9        450         0         0
STERICYCLE INC                     COM             858912108     47057     674260 SH       DEFINED A     674260         0         0
STERIS CORP                        COM             859152100     26538    1103000 SH       DEFINED 4    1093000         0     10000
STERIS CORP                        COM             859152100       262      10900 SH       DEFINED 9       6900         0      4000
STILLWATER MINING CO               COM             86074Q102      2127     253246 SH       DEFINED A     253246         0         0
STORA ENSO OYJ                     SPONSORED ADR   86210M106        32       2120 SH       DEFINED 2       2120         0         0
STORA ENSO OYJ                     SPONSORED ADR   86210M106     27720    1833361 SH       DEFINED 6    1833361         0         0
STORA ENSO OYJ                     SPONSORED ADR   86210M106       143       9468 SH       DEFINED 9       9468         0         0
STRATEGIC HOTELS & RESORTS INC     COM             86272T106       107       5400 SH       DEFINED 9       5400         0         0
STRATEGIC HOTELS & RESORTS INC     COM             86272T106     25051    1260100 SH       DEFINED A    1260100         0         0
STRATEGIC HOTELS & RESORTS INC     COM             86272T106      1258      63300 SH       DEFINED D      63300         0         0
STRATEGIC HOTELS & RESORTS INC     COM             86272T106      1244      62600 SH       DEFINED        62600         0         0
STRAYER EDUCATION INC              COM             863236105     14143     130700 SH       DEFINED A     127200         0      3500
STREETRACKS GOLD TRUST             GOLD SHS        863307104      2466      41470 SH       DEFINED 9      41470         0         0
STRYKER CORP                       COM             863667101        25        500 SH       DEFINED 8        500         0         0
STRYKER CORP                       COM             863667101     11014     222092 SH       DEFINED 9     218588         0      3504
STRYKER CORP                       COM             863667101      9918     200000 SH       DEFINED A     200000         0         0
SUEZ SA                            SPONSORED ADR   864686100      4667     105470 SH       DEFINED 2     105470         0         0
SUEZ SA                            SPONSORED ADR   864686100     19296     436064 SH       DEFINED 6     436064         0         0
SUEZ SA                            SPONSORED ADR   864686100         9        200 SH       DEFINED 9        200         0         0
SUMMA INDUSTRIES                   COM             86562T105       203      13698 SH       DEFINED 4      13698         0         0
SUN LIFE FINANCIAL INC             COM             866796105    252774    5513057 SH       DEFINED 8    5513057         0         0
SUN LIFE FINANCIAL INC             COM             866796105       188       4570 SH       DEFINED 9       4570         0         0
SUN MICROSYSTEMS INC               COM             866810104      7952    1600000 SH       DEFINED 7    1600000         0         0
SUN MICROSYSTEMS INC               COM             866810104       708     142460 SH       DEFINED 9     130460         0     12000
SUN-TIME MEDIA GROUP INC           COM             309962        39234    5962664 SH       DEFINED 5    5962664         0         0
SUNCOR ENERGY INC                  COM             867229106    179654    2240354 SH       DEFINED 8    2240354         0         0
SUNCOR ENERGY INC                  COM             867229106       450       6241 SH       DEFINED 9       6241         0         0
SUNOCO INC                         COM             86764P109       881      14161 SH       DEFINED 6      12424         0      1737
SUNOCO INC                         COM             86764P109       575       9246 SH       DEFINED 9       9246         0         0
SUNOCO INC                         COM             86764P109     19033     306044 SH       DEFINED A     306044         0         0
SUNOPTA INC                        COM             8676EP108     24870    2352897 SH       DEFINED 6    2352897         0         0
SUNPOWER CORP                      COM             867652109        29       1037 SH       DEFINED 6       1037         0         0
SUNPOWER CORP                      COM             867652109     19730     711231 SH       DEFINED A     711231         0         0
SUNRISE SENIOR LIVING INC          COM             86768K106      5487     183700 SH       DEFINED 9     183700         0         0
SUNSTONE HOTEL INVESTORS INC       COM             867892101      1459      49100 SH       DEFINED 9      49100         0         0
SUNSTONE HOTEL INVESTORS INC       COM             867892101      8964     301600 SH       DEFINED A     301600         0         0
SUNSTONE HOTEL INVESTORS INC       COM             867892101      1031      34700 SH       DEFINED D      34700         0         0
SUNSTONE HOTEL INVESTORS INC       COM             867892101       942      31700 SH       DEFINED        31700         0         0
SUNTRUST BANKS INC                 COM             867914103     95843    1240209 SH       DEFINED 4    1240209         0         0
SUNTRUST BANKS INC                 COM             867914103       103       1336 SH       DEFINED 6       1336         0         0
SUNTRUST BANKS INC                 COM             867914103      3158      40859 SH       DEFINED 9      36959         0      3900
SUPERIOR ENERGY SERVICES INC       COM             868157108     21245     809017 SH       DEFINED 6     809017         0         0
SUPERIOR ENERGY SERVICES INC       COM             868157108     33217    1264911 SH       DEFINED A    1248411         0     16500
SUPERIOR ENERGY SERVICES INC       COM             868157108      1717      65400 SH       DEFINED C      65400         0         0
SUPERIOR INDUSTRIES INTL INC       COM             868168105     26859    1599693 SH       DEFINED 4    1595417         0      4276
SUPERIOR INDUSTRIES INTL INC       COM             868168105        17       1000 SH       DEFINED 6       1000         0         0
SUPERIOR UNIFORM GROUP INC         COM             868358102      5725     461300 SH       DEFINED 4     461300         0         0
SYMANTEC CORP                      COM             871503108      2061      96860 SH       DEFINED 9      76060         0     20800
SYMANTEC CORP                      COM             871503108         5        243 SH       DEFINED A        243         0         0
SYMBOL TECHNOLOGIES INC            COM             871508107     24216    1629580 SH       DEFINED 5    1629580         0         0
SYMS CORP                          COM             871551107     29115    1430000 SH       DEFINED 4    1430000         0         0
SYNGENTA AG                        SPONSORED ADR   87160A100       850      28169 SH       DEFINED 9      28169         0         0
SYNOPSYS INC                       COM             871607107      5351     271324 SH       DEFINED 8     271324         0         0
SYNOPSYS INC                       COM             871607107        31       1590 SH       DEFINED         1590         0         0
SYSCO CORP                         COM             871829107      2107      63000 SH       DEFINED 4      63000         0         0
SYSCO CORP                         COM             871829107         4        131 SH       DEFINED 6        131         0         0
SYSCO CORP                         COM             871829107       531      15870 SH       DEFINED 8      15870         0         0
SYSCO CORP                         COM             871829107     27269     815218 SH       DEFINED 9     801423       900     12895
SYSCO CORP                         COM             871829107     11863     354647 SH       DEFINED A     354647         0         0
SYSCO CORP                         COM             871829107       117       3500 SH       DEFINED E          0         0      3500
SYSCO CORP                         COM             871829107        22        650 SH       DEFINED L        650         0         0
T ROWE PRICE GROUP INC             COM             74144T108        63       1324 SH       DEFINED 6       1324         0         0
T ROWE PRICE GROUP INC             COM             74144T108       907      18956 SH       DEFINED 9      18956         0         0
T ROWE PRICE GROUP INC             COM             74144T108     36725     767500 SH       DEFINED A     767500         0         0
TAIWAN SEMICONDUCTOR MANUFACTURING SPONSORED ADR   874039100      2472     257493 SH       DEFINED 1          0         0    257493
TAIWAN SEMICONDUCTOR MANUFACTURING SPONSORED ADR   874039100        12       1241 SH       DEFINED 6       1241         0         0
TAIWAN SEMICONDUCTOR MANUFACTURING SPONSORED ADR   874039100     14603    1521115 SH       DEFINED 9    1503623      4119     13373
TAIWAN SEMICONDUCTOR MANUFACTURING SPONSORED ADR   874039100       310      32325 SH       DEFINED M      32325         0         0
TALISMAN ENERGY INC                COM             87425E103     28381    1556002 SH       DEFINED 8    1556002         0         0
TALISMAN ENERGY INC                COM             87425E103      4586     280000 SH       DEFINED A     280000         0         0
TANDY BRANDS ACCESSORIES INC       COM             875378101      5740     540000 SH       DEFINED 4     540000         0         0
TANGER FACTORY OUTLET CENTERS INC  COM             875465106        48       1335 SH       DEFINED 6       1335         0         0
TANGER FACTORY OUTLET CENTERS INC  COM             875465106       150       4200 SH       DEFINED 9       4200         0         0
TANGER FACTORY OUTLET CENTERS INC  COM             875465106     15965     448200 SH       DEFINED A     448200         0         0
TARGET CORP                        COM             87612E106       439       7950 SH       DEFINED 1       7950         0         0
TARGET CORP                        COM             87612E106     29589     535541 SH       DEFINED 2     328870         0    206671
TARGET CORP                        COM             87612E106      1917      34700 SH       DEFINED 4      34700         0         0
TARGET CORP                        COM             87612E106      4521      81833 SH       DEFINED 6      81833         0         0
TARGET CORP                        COM             87612E106      1951      35320 SH       DEFINED 8      35320         0         0
TARGET CORP                        COM             87612E106     17964     325135 SH       DEFINED 9     319268       300      5567
TARGET CORP                        COM             87612E106     52951     958382 SH       DEFINED A     958382         0         0
TARGET CORP                        COM             87612E106       946      17119 SH       DEFINED C      17119         0         0
TARGET CORP                        COM             87612E106     32982     596955 SH       DEFINED E     140139         0    456816
TARGET CORP                        COM             87612E106       177       3210 SH       DEFINED         3210         0         0
TARGET CORP                        COM             87612E106        16        290 SH       DEFINED L        290         0         0
TARO PHARMACEUTICAL INDUSTRIES LTD COM             M8737E108     14349    1078854 SH       DEFINED 6    1078854         0         0
TARO PHARMACEUTICAL INDUSTRIES LTD COM             M8737E108        60       4500 SH       DEFINED A       4500         0         0
TARO PHARMACEUTICAL INDUSTRIES LTD COM             M8737E108     50159    3771382 SH       DEFINED C    3771382         0         0
TASER INTERNATIONAL INC            COM             87651B104       365      47595 SH       DEFINED A      47595         0         0
TATA MOTORS LTD                    SPONSORED ADR   876568502      1818      97828 SH       DEFINED 2      97828         0         0
TATA MOTORS LTD                    SPONSORED ADR   876568502       191      10300 SH       DEFINED 9      10300         0         0
TDK CORP                           SPONSORED ADR   872351408       248       3100 SH       DEFINED 9       3100         0         0
TECHNIP SA                         SPONSORED ADR   878546209      2905      51000 SH       DEFINED A      51000         0         0
TECK COMINCO LTD                   COM             878742204     27425     391782 SH       DEFINED 8     391782         0         0
TECO ENERGY INC                    COM             872375100     97208    6211390 SH       DEFINED 1    6211390         0         0
TECO ENERGY INC                    COM             872375100       236      15067 SH       DEFINED 9      12467         0      2600
TECO ENERGY INC                    COM             872375100    154622    9880000 SH       DEFINED A    9795000         0     85000
TECO ENERGY INC                    COM             872375100      4394     280737 SH       DEFINED E       5120         0    275617
TECUMSEH PRODUCTS CO               COM             878895101      4842     322799 SH       DEFINED 4     322799         0         0
TECUMSEH PRODUCTS CO               COM             878895200     20001    1315000 SH       DEFINED 4    1315000         0         0
TEEKAY SHIPPING CORP               COM             Y8564W103     75840    1844800 SH       DEFINED 4    1841200         0      3600
TEEKAY SHIPPING CORP               COM             Y8564W103        28        681 SH       DEFINED 9        681         0         0
TEKTRONIX INC                      COM             879131100     33985    1174739 SH       DEFINED 6    1174739         0         0
TEKTRONIX INC                      COM             879131100       147       5098 SH       DEFINED 9       3098         0      2000
TEKTRONIX INC                      COM             879131100    191835    6631000 SH       DEFINED A    6611400         0     19600
TEKTRONIX INC                      COM             879131100      3362     116200 SH       DEFINED C     116200         0         0
TELE NORTE LESTE PARTICIPACOES SA  SPON ADR PFD    879246106    148676   10844331 SH       DEFINED 1   10466580         0    377751
TELE NORTE LESTE PARTICIPACOES SA  SPON ADR PFD    879246106    158277   11544640 SH       DEFINED 2   10460310         0   1084330
TELE NORTE LESTE PARTICIPACOES SA  SPON ADR PFD    879246106        16       1192 SH       DEFINED 6       1192         0         0
TELE NORTE LESTE PARTICIPACOES SA  SPON ADR PFD    879246106     31841    2322500 SH       DEFINED 8    1681550         0    640950
TELE NORTE LESTE PARTICIPACOES SA  SPON ADR PFD    879246106       125       9100 SH       DEFINED 9       9100         0         0
TELE NORTE LESTE PARTICIPACOES SA  SPON ADR PFD    879246106     20557    1499400 SH       DEFINED E    1431400         0     68000
TELE NORTE LESTE PARTICIPACOES SA  SPON ADR PFD    879246106        67       4890 SH       DEFINED         4890         0         0
TELE NORTE LESTE PARTICIPACOES SA  SPON ADR PFD    879246106      2543     185520 SH       DEFINED L     121570         0     63950
TELE NORTE LESTE PARTICIPACOES SA  SPON ADR PFD    879246106       606      44210 SH       DEFINED M      44210         0         0
TELEDYNE TECHNOLOGIES INC          COM             879360105      9670     244180 SH       DEFINED 9     244180         0         0
TELEFLEX INC                       COM             879369106    110503    1986041 SH       DEFINED 4    1982541         0      3500
TELEFLEX INC                       COM             879369106        72       1300 SH       DEFINED 6       1300         0         0
TELEFLEX INC                       COM             879369106     27820     500000 SH       DEFINED 7     500000         0         0
TELEFLEX INC                       COM             879369106       167       3000 SH       DEFINED 9       3000         0         0
TELEFONICA SA                      SPONSORED ADR   879382208      1353      26121 SH       DEFINED 1      25842         0       279
TELEFONICA SA                      SPONSORED ADR   879382208    215610    4161561 SH       DEFINED 2    3813189         0    348372
TELEFONICA SA                      SPONSORED ADR   879382208     24018     463584 SH       DEFINED 6     463584         0         0
TELEFONICA SA                      SPONSORED ADR   879382208    101423    1957586 SH       DEFINED 8    1670373         0    287213
TELEFONICA SA                      SPONSORED ADR   879382208      4980      96124 SH       DEFINED 9      95824         0       300
TELEFONICA SA                      SPONSORED ADR   879382208        32        612 SH       DEFINED D        612         0         0
TELEFONICA SA                      SPONSORED ADR   879382208      3664      70714 SH       DEFINED E      70714         0         0
TELEFONICA SA                      SPONSORED ADR   879382208       259       5000 SH       DEFINED M       5000         0         0
TELEFONOS DE MEXICO SA (TELMEX)    SPONSORED ADR   879403780    389424   15223780 SH       DEFINED 1   14892802         0    330978
TELEFONOS DE MEXICO SA (TELMEX)    SPONSORED ADR   879403780    281887   11019833 SH       DEFINED 2   10267798         0    752035
TELEFONOS DE MEXICO SA (TELMEX)    SPONSORED ADR   879403780     17914     700305 SH       DEFINED 6     700305         0         0
TELEFONOS DE MEXICO SA (TELMEX)    SPONSORED ADR   879403780     94279    3685648 SH       DEFINED 8    3561028         0    124620
TELEFONOS DE MEXICO SA (TELMEX)    SPONSORED ADR   879403780      1924      75204 SH       DEFINED 9      70204         0      5000
TELEFONOS DE MEXICO SA (TELMEX)    SPONSORED ADR   879403780        14        533 SH       DEFINED A        533         0         0
TELEFONOS DE MEXICO SA (TELMEX)    SPONSORED ADR   879403780    144529    5650096 SH       DEFINED C    5574166         0     75930
TELEFONOS DE MEXICO SA (TELMEX)    SPONSORED ADR   879403780      3560     139170 SH       DEFINED D     139170         0         0
TELEFONOS DE MEXICO SA (TELMEX)    SPONSORED ADR   879403780     11551     451578 SH       DEFINED E     352532         0     99046
TELEFONOS DE MEXICO SA (TELMEX)    SPONSORED ADR   879403780       189       7400 SH       DEFINED         7400         0         0
TELENOR ASA                        SPONSORED ADR   87944W105     27885     716109 SH       DEFINED 6     716109         0         0
TELENOR ASA                        SPONSORED ADR   87944W105      3141      80660 SH       DEFINED 9      80160         0       500
TELEPHONE & DATA SYSTEMS INC       COM             879433100       303       7200 SH       DEFINED 9       7200         0         0
TELEPHONE & DATA SYSTEMS INC       COM             879433860       212       5200 SH       DEFINED 9       5200         0         0
TELETECH HOLDINGS INC              COM             879939106      9028     577600 SH       DEFINED 9     577600         0         0
TELIK INC                          COM             87959M109     52697    2962190 SH       DEFINED A    2932990         0     29200
TELIK INC                          COM             87959M109       744      41800 SH       DEFINED C      41800         0         0
TELLABS INC                        COM             879664100     74569    6803720 SH       DEFINED 1    6803720         0         0
TELLABS INC                        COM             879664100       237      21600 SH       DEFINED 8      21600         0         0
TELLABS INC                        COM             879664100         2        160 SH       DEFINED 9        160         0         0
TELUS CORP                         COM             87971M202    291506    4656650 SH       DEFINED 8    4656650         0         0
TELUS CORP                         COM             87971M202     13119     234400 SH       DEFINED A     234400         0         0
TEMPLE INLAND INC                  COM             879868107    400640    9991031 SH       DEFINED 5    9991031         0         0
TEMPLE INLAND INC                  COM             879868107      2109      52600 SH       DEFINED 8      52600         0         0
TEMPLE INLAND INC                  COM             879868107      3609      90002 SH       DEFINED 9      89790         0       212
TEMPLETON DRAGON FUND INC          COM             88018T101        18        800 SH       DEFINED 9        800         0         0
TEMPLETON DRAGON FUND INC          COM             88018T101       239      10935 SH       SOLE           10935         0         0
TEMPLETON EMERGING MARKETS FUND    COM             880191101      1207      62908 SH       DEFINED 9      62908         0         0
TEMPLETON EMERGING MARKETS INCOME  COM             880192109        37       2800 SH       DEFINED 9       2800         0         0
TEMPLETON EMERGING MARKETS INCOME  COM             880192109       191      14279 SH       SOLE           14279         0         0
TEMPLETON GLOBAL INCOME FUND       COM             880198106       297      32380 SH       DEFINED 9      32380         0         0
TEMPLETON RUS AND EAST EUR FUND    COM             88022F105       750      11042 SH       SOLE           11042         0         0
TEMPUR PEDIC INTL INC              COM             88023U101       248      14450 SH       DEFINED 9      11450      3000         0
TENARIS SA                         SPONSORED ADR   88031M109     13535     382556 SH       DEFINED C     382556         0         0
TENET HEALTHCARE CORP              COM             88033G100    600885   73818816 SH       DEFINED 1   73368816         0    450000
TENET HEALTHCARE CORP              COM             88033G100     33196    4078150 SH       DEFINED 2    3249980         0    828170
TENET HEALTHCARE CORP              COM             88033G100      3688     453094 SH       DEFINED 6     453094         0         0
TENET HEALTHCARE CORP              COM             88033G100     19546    2401170 SH       DEFINED 8    2401170         0         0
TENET HEALTHCARE CORP              COM             88033G100       585      71900 SH       DEFINED 9      54900         0     17000
TENET HEALTHCARE CORP              COM             88033G100      2109     259102 SH       DEFINED C     259102         0         0
TENET HEALTHCARE CORP              COM             88033G100      3392     416729 SH       DEFINED D     416729         0         0
TENET HEALTHCARE CORP              COM             88033G100     20592    2529745 SH       DEFINED E    1029553         0   1500192
TENET HEALTHCARE CORP              COM             88033G100       126      15440 SH       DEFINED        15440         0         0
TENET HEALTHCARE CORP              COM             88033G100      1627     199859 SH       DEFINED L     199859         0         0
TENET HEALTHCARE CORP              COM             88033G100       652      80039 SH       DEFINED M      80039         0         0
TENNECO INC                        COM             880349105     54329    2322727 SH       DEFINED A    2307927         0     14800
TENNECO INC                        COM             880349105       966      41300 SH       DEFINED C      41300         0         0
TEPPCO PARTNERS L.P.               LTD PARTNERSHIP 872384102       431      11600 SH       DEFINED 9      10000         0      1600
TERADYNE INC                       COM             880770102       143      10900 SH       DEFINED 9      10900         0         0
TEREX CORP                         COM             880779103      2531      55980 SH       DEFINED 6      55980         0         0
TEREX CORP                         COM             880779103         6        130 SH       DEFINED 9        130         0         0
TEREX CORP                         COM             880779103    117458    2597469 SH       DEFINED A    2597469         0         0
TEREX CORP                         COM             880779103      2677      59200 SH       DEFINED C      59200         0         0
TERNIUM SA                         SPONSORED ADR   880890108     16379     707200 SH       DEFINED C     619200         0     88000
TEVA PHARMACEUTICAL INDUSTRIES LTD SPONSORED ADR   881624209      1091      32000 SH       DEFINED 2      32000         0         0
TEVA PHARMACEUTICAL INDUSTRIES LTD SPONSORED ADR   881624209         3         74 SH       DEFINED 6         74         0         0
TEVA PHARMACEUTICAL INDUSTRIES LTD SPONSORED ADR   881624209     62933    1846086 SH       DEFINED 9    1840356      1600      4130
TEVA PHARMACEUTICAL INDUSTRIES LTD SPONSORED ADR   881624209     11212     328890 SH       DEFINED A     328890         0         0
TEVA PHARMACEUTICAL INDUSTRIES LTD SPONSORED ADR   881624209       456      13370 SH       DEFINED C      13370         0         0
TEVA PHARMACEUTICAL INDUSTRIES LTD SPONSORED ADR   881624209       852      25000 SH       DEFINED        25000         0         0
TEVA PHARMACEUTICAL INDUSTRIES LTD SPONSORED ADR   881624209       614      18000 SH       DEFINED M      18000         0         0
TEXAS CAPITAL BANCSHARES INC       COM             88224Q107      5279     282000 SH       DEFINED 5     282000         0         0
TEXAS INDUSTRIES INC               COM             882491103     41648     800000 SH       DEFINED 4     800000         0         0
TEXAS INDUSTRIES INC               COM             882491103         9        169 SH       DEFINED A        169         0         0
TEXAS INSTRUMENTS INC              COM             882508104     17124     515000 SH       DEFINED 7     515000         0         0
TEXAS INSTRUMENTS INC              COM             882508104     33317    1002021 SH       DEFINED 9     987149         0     14872
TEXAS INSTRUMENTS INC              COM             882508104         5        149 SH       DEFINED A        149         0         0
TEXAS INSTRUMENTS INC              COM             882508104       333      10000 SH       DEFINED M      10000         0         0
TEXTRON INC                        COM             883203101     45938     525000 SH       DEFINED 7     525000         0         0
TEXTRON INC                        COM             883203101       576       6585 SH       DEFINED 9       6585         0         0
TEXTRON INC                        COM             883203101        15        167 SH       DEFINED A        167         0         0
THE HERSHEY CO                     COM             427866108     27602     516400 SH       DEFINED 7     516400         0         0
THE HERSHEY CO                     COM             427866108      2540      47521 SH       DEFINED 9      46771         0       750
THERAVANCE INC                     COM             88338T104       541      20000 SH       DEFINED 6      20000         0         0
THERAVANCE INC                     COM             88338T104      4897     181100 SH       DEFINED A     181100         0         0
THERMO ELECTRON CORP               COM             883556102       500      12724 SH       DEFINED 9       8724         0      4000
THOMAS & BETTS CORP                COM             884315102     23855     500000 SH       DEFINED 7     500000         0         0
THOMAS WEISEL PARTNERS GROUP       COM             884481102      4482     279270 SH       DEFINED 9     279270         0         0
THOMSON CORP                       COM             884903105     50442    1120940 SH       DEFINED 8    1120940         0         0
THOMSON CORP                       COM             884903105        80       1994 SH       DEFINED 9       1994         0         0
THOMSON SA                         SPONSORED ADR   885118109      1397      88900 SH       DEFINED 2      88900         0         0
THOR INDUSTRIES INC                COM             885160101     48091    1168100 SH       DEFINED 4    1158100         0     10000
THQ INC                            COM             872443403     13598     466150 SH       DEFINED A     453650         0     12500
TIDEWATER INC                      COM             886423102     11388     257700 SH       DEFINED 4     255700         0      2000
TIDEWATER INC                      COM             886423102         9        200 SH       DEFINED 9        200         0         0
TIFFANY & CO                       COM             886547108      2212      66618 SH       DEFINED 9      65818       800         0
TIM HORTONS INC                    COM             88706M103     48519    1658782 SH       DEFINED 8    1658782         0         0
TIMBERLAND COMPANY                 COM             887100105     22584     785000 SH       DEFINED 4     779000         0      6000
TIME WARNER INC                    COM             887317105    860704   47213610 SH       DEFINED 1   46878710         0    334900
TIME WARNER INC                    COM             887317105     40816    2238930 SH       DEFINED 2    1758390         0    480540
TIME WARNER INC                    COM             887317105     26552    1456500 SH       DEFINED 3    1456500         0         0
TIME WARNER INC                    COM             887317105    685450   37600135 SH       DEFINED 5   37600135         0         0
TIME WARNER INC                    COM             887317105     24611    1350000 SH       DEFINED 7    1350000         0         0
TIME WARNER INC                    COM             887317105      8447     463335 SH       DEFINED 8     463335         0         0
TIME WARNER INC                    COM             887317105     10887     597201 SH       DEFINED 9     581941         0     15260
TIME WARNER INC                    COM             887317105         2        128 SH       DEFINED A        128         0         0
TIME WARNER INC                    COM             887317105      1747      95840 SH       DEFINED C      95840         0         0
TIME WARNER INC                    COM             887317105      1586      87000 SH       DEFINED D      87000         0         0
TIME WARNER INC                    COM             887317105     52762    2894235 SH       DEFINED E     960335         0   1933900
TIME WARNER INC                    COM             887317105       116       6360 SH       DEFINED         6360         0         0
TIME WARNER INC                    COM             887317105      4883     267840 SH       DEFINED L     190190         0     77650
TIME WARNER INC                    COM             887317105      1186      65060 SH       DEFINED M      65060         0         0
TIME WARNER TELECOM INC            COM             887319101      2517     132400 SH       DEFINED A     132400         0         0
TIMKEN CO                          COM             887389104     40197    1349800 SH       DEFINED 4    1349000         0       800
TITAN PHARMACEUTICALS INC          COM             888314101      1077     489700 SH       DEFINED A     489700         0         0
TJX COMPANIES INC                  COM             872540109        50       1775 SH       DEFINED 8       1775         0         0
TJX COMPANIES INC                  COM             872540109      1294      46182 SH       DEFINED 9      46182         0         0
TNT NV                             SPONSORED ADR   87260W101      1589      41800 SH       DEFINED 8      41800         0         0
TNT NV                             SPONSORED ADR   87260W101         8        211 SH       DEFINED 9        211         0         0
TOLL BROTHERS INC                  COM             889478103      1619      57669 SH       DEFINED 9      54670         0      2999
TOLL BROTHERS INC                  COM             889478103     27198     968604 SH       DEFINED A     968604         0         0
TOOTSIE ROLL INDUSTRIES INC        COM             890516107       679      23161 SH       DEFINED 7      23161         0         0
TORCHMARK CORP                     COM             891027104    419132    6641294 SH       DEFINED 1    6556294         0     85000
TORCHMARK CORP                     COM             891027104     13965     221280 SH       DEFINED 2     221280         0         0
TORCHMARK CORP                     COM             891027104      1258      19935 SH       DEFINED 6      19935         0         0
TORCHMARK CORP                     COM             891027104      1182      18730 SH       DEFINED 8      18730         0         0
TORCHMARK CORP                     COM             891027104       915      14506 SH       DEFINED 9      14506         0         0
TORCHMARK CORP                     COM             891027104      3696      58570 SH       DEFINED A      58570         0         0
TORCHMARK CORP                     COM             891027104       971      15380 SH       DEFINED C      15380         0         0
TORCHMARK CORP                     COM             891027104      5005      79300 SH       DEFINED D      79300         0         0
TORCHMARK CORP                     COM             891027104     60963     965973 SH       DEFINED E     564384         0    401589
TORCHMARK CORP                     COM             891027104      6301      99840 SH       DEFINED L      72810         0     27030
TORCHMARK CORP                     COM             891027104      1564      24780 SH       DEFINED M      24780         0         0
TORONTO DOMINION BANK              COM             891160509    210952    3176035 SH       DEFINED 8    3176035         0         0
TORONTO DOMINION BANK              COM             891160509       545       9208 SH       DEFINED 9       8503         0       705
TOTAL SA                           SPONSORED ADR   89151E109      1798      27270 SH       DEFINED 2      27270         0         0
TOTAL SA                           SPONSORED ADR   89151E109     28792     436636 SH       DEFINED 5     436636         0         0
TOTAL SA                           SPONSORED ADR   89151E109      5042      76457 SH       DEFINED 8      76457         0         0
TOTAL SA                           SPONSORED ADR   89151E109      8148     123569 SH       DEFINED 9     121803         0      1766
TOTAL SA                           SPONSORED ADR   89151E109      8300     125866 SH       DEFINED A     125866         0         0
TOYOTA MOTOR CORP                  SPONSORED ADR   892331307      1459      13400 SH       DEFINED 8      13400         0         0
TOYOTA MOTOR CORP                  SPONSORED ADR   892331307      1447      13290 SH       DEFINED 9      12530         0       760
TRACTOR SUPPLY CO                  COM             892356106        39        800 SH       DEFINED 9        800         0         0
TRACTOR SUPPLY CO                  COM             892356106     15062     312100 SH       DEFINED A     304300         0      7800
TRAMMELL CROW CO                   COM             89288R106      5882     161100 SH       DEFINED 9     161100         0         0
TRANSATLANTIC HOLDINGS INC         COM             893521104      1037      17159 SH       DEFINED 9      17159         0         0
TRANSCANADA CORP                   COM             89353D107     52742    1500472 SH       DEFINED 8    1500472         0         0
TRANSCANADA CORP                   COM             89353D107       465      14800 SH       DEFINED 9      14800         0         0
TRANSGLOBE ENERGY CORP             COM             893662106        59      11150 SH       DEFINED 8      11150         0         0
TRANSOCEAN INC                     COM             G90078109         6         77 SH       DEFINED 6         77         0         0
TRANSOCEAN INC                     COM             G90078109     25263     344976 SH       DEFINED 9     342249         0      2727
TRANSOCEAN INC                     COM             G90078109      5126      70000 SH       DEFINED A      70000         0         0
TRAVELERS PROPERTY CASUALTY CORP   NT CV JR 2032   89420G307       209       8500 SH       DEFINED 9       8500         0         0
TRAVELERS PROPERTY CASUALTY CORP   NT CV JR 2032   89420G307      7386     300000 SH       DEFINED A     300000         0         0
TREDEGAR CORP                      COM             894650100     18593    1110680 SH       DEFINED 2    1110680         0         0
TREDEGAR CORP                      COM             894650100      7804     466214 SH       DEFINED E     349864         0    116350
TRIBUNE CO                         COM             896047107      1149      35122 SH       DEFINED 9      22922         0     12200
TRIDENT MICROSYSTEMS INC           COM             895919108         1         24 SH       DEFINED 6         24         0         0
TRIDENT MICROSYSTEMS INC           COM             895919108      5439     233843 SH       DEFINED 9     233843         0         0
TRIDENT MICROSYSTEMS INC           COM             895919108     17027     732040 SH       DEFINED A     717640         0     14400
TRIMBLE NAVIGATION LTD             COM             896239100      2433      51680 SH       DEFINED 6      51680         0         0
TRIMBLE NAVIGATION LTD             COM             896239100       499      10600 SH       DEFINED 9      10600         0         0
TRIMBLE NAVIGATION LTD             COM             896239100    161405    3428321 SH       DEFINED A    3415021         0     13300
TRIMBLE NAVIGATION LTD             COM             896239100      3050      64790 SH       DEFINED C      64790         0         0
TRIMERIS INC                       COM             896263100       880     100000 SH       DEFINED 6     100000         0         0
TRIMERIS INC                       COM             896263100     13753    1562835 SH       DEFINED A    1525935         0     36900
TRINITY INDUSTRIES INC             COM             896522109     70774    2200000 SH       DEFINED 4    2200000         0         0
TRINITY INDUSTRIES INC             COM             896522109       240       7467 SH       DEFINED 9       7467         0         0
TRIZEC PROPERTIES INC              COM             89687P107      1726      59700 SH       DEFINED 9      59700         0         0
TRIZETTO GROUP INC                 COM             896882107     15948    1053400 SH       DEFINED A    1025500         0     27900
TRIZETTO GROUP INC                 COM             896882107      1051      69400 SH       DEFINED C      69400         0         0
TRUMP ENTERTAIMENT RESORTS INC     COM             89816T103     87206    5141843 SH       DEFINED 5    5141843         0         0
TRUSTCO BANK CORP NY               COM             898349105     10913    1006709 SH       DEFINED 4    1006709         0         0
TRUSTCO BANK CORP NY               COM             898349105        66       6085 SH       DEFINED 6       6085         0         0
TUESDAY MORNING CORP               COM             899035505     30282    2181700 SH       DEFINED 4    2161700         0     20000
TUESDAY MORNING CORP               COM             899035505      7410     533876 SH       DEFINED 6     533876         0         0
TUESDAY MORNING CORP               COM             899035505       164      11850 SH       DEFINED 8      11850         0         0
TUESDAY MORNING CORP               COM             899035505       324      23370 SH       DEFINED A      23370         0         0
TUMBLEWEED COMMUNICATIONS CORP     COM             899690101      4420    1567300 SH       DEFINED 9    1567300         0         0
TXU CORP                           COM             873168108      5903      94416 SH       DEFINED 9      94216       200         0
TXU CORP                           COM             873168108     31391     502094 SH       DEFINED A     502094         0         0
TXU CORP                           COM             873168108         7        110 SH       DEFINED L        110         0         0
TYCO INTERNATIONAL GROUP SA        DBCV 3.125% 1/1 902118BG2     14503   11000000 PRN      DEFINED A   11000000         0         0
TYCO INTERNATIONAL LTD             COM             902124106   1031354   36847220 SH       DEFINED 1   36532220         0    315000
TYCO INTERNATIONAL LTD             COM             902124106     39410    1407989 SH       DEFINED 2    1109980         0    298009
TYCO INTERNATIONAL LTD             COM             902124106      1624      58020 SH       DEFINED 4      58020         0         0
TYCO INTERNATIONAL LTD             COM             902124106    723643   25853640 SH       DEFINED 5   25853640         0         0
TYCO INTERNATIONAL LTD             COM             902124106      4730     168989 SH       DEFINED 6     168989         0         0
TYCO INTERNATIONAL LTD             COM             902124106     43386    1550052 SH       DEFINED 7    1550052         0         0
TYCO INTERNATIONAL LTD             COM             902124106     23088     824866 SH       DEFINED 8     824866         0         0
TYCO INTERNATIONAL LTD             COM             902124106      2356      84167 SH       DEFINED 9      78897         0      5270
TYCO INTERNATIONAL LTD             COM             902124106    145953    5214480 SH       DEFINED A    5214480         0         0
TYCO INTERNATIONAL LTD             COM             902124106      2540      90760 SH       DEFINED C      90760         0         0
TYCO INTERNATIONAL LTD             COM             902124106      8911     318350 SH       DEFINED D     318350         0         0
TYCO INTERNATIONAL LTD             COM             902124106     89018    3180349 SH       DEFINED E    1602604         0   1577745
TYCO INTERNATIONAL LTD             COM             902124106        94       3360 SH       DEFINED         3360         0         0
TYCO INTERNATIONAL LTD             COM             902124106      6373     227706 SH       DEFINED L     162316         0     65390
TYCO INTERNATIONAL LTD             COM             902124106      1525      54475 SH       DEFINED M      54475         0         0
U-STORE-IT TRUST                   COM             91274F104        91       4223 SH       DEFINED 6       4223         0         0
U-STORE-IT TRUST                   COM             91274F104     44369    2067500 SH       DEFINED A    2067500         0         0
UBS AG                             COM             H89231338    577282    7717674 SH       DEFINED 1    7637674         0     80000
UBS AG                             COM             H89231338    258581    3467308 SH       DEFINED 2    3101130         0    366178
UBS AG                             COM             H89231338     45764     611813 SH       DEFINED 6     611813         0         0
UBS AG                             COM             H89231338     62676     837918 SH       DEFINED 8     837918         0         0
UBS AG                             COM             H89231338     44954     604618 SH       DEFINED 9     604618         0         0
UBS AG                             COM             H89231338      1029      13750 SH       DEFINED A      13750         0         0
UBS AG                             COM             H89231338      1646      22004 SH       DEFINED C      22004         0         0
UBS AG                             COM             H89231338      7251      96936 SH       DEFINED D      96936         0         0
UBS AG                             COM             H89231338     98313    1314344 SH       DEFINED E     655192         0    659152
UBS AG                             COM             H89231338      2468      33000 SH       DEFINED        33000         0         0
UBS AG                             COM             H89231338      5283      70630 SH       DEFINED L      49200         0     21430
UBS AG                             COM             H89231338      2247      30036 SH       DEFINED M      30036         0         0
UCBH HOLDINGS INC                  COM             90262T308     14843     850102 SH       DEFINED 6     850102         0         0
UCBH HOLDINGS INC                  COM             90262T308     32706    1873171 SH       DEFINED A    1851771         0     21400
UCBH HOLDINGS INC                  COM             90262T308      2698     154500 SH       DEFINED C     154500         0         0
UMB FINANCIAL CORP                 COM             902788108      6831     186800 SH       DEFINED 4     186800         0         0
UMB FINANCIAL CORP                 COM             902788108       205       5594 SH       DEFINED 9       5594         0         0
UMB FINANCIAL CORP                 COM             902788108      5284     144500 SH       DEFINED A     140400         0      4100
UNIBANCO UNIAO DE BANCOS BRASILEIR GLBL DEP RECPT  90458E107      1863      25180 SH       DEFINED 2      25180         0         0
UNIBANCO UNIAO DE BANCOS BRASILEIR GLBL DEP RECPT  90458E107    358293    4841800 SH       DEFINED C    4811600         0     30200
UNILEVER NV                        NEW YORK SHARES 904784709       467      19020 SH       DEFINED 2      19020         0         0
UNILEVER NV                        NEW YORK SHARES 904784709     34356    1399987 SH       DEFINED 6    1389667         0     10320
UNILEVER NV                        NEW YORK SHARES 904784709      1665      67836 SH       DEFINED 8      67836         0         0
UNILEVER NV                        NEW YORK SHARES 904784709      1604      65371 SH       DEFINED 9      57871         0      7500
UNILEVER NV                        NEW YORK SHARES 904784709     21026     856800 SH       DEFINED A     856800         0         0
UNION PACIFIC CORP                 COM             907818108     26400     300000 SH       DEFINED 7     300000         0         0
UNION PACIFIC CORP                 COM             907818108     13652     155141 SH       DEFINED 9     145145       400      9596
UNITED AMERICA INDEMNITY LTD       COM             90933T109      4880     217168 SH       DEFINED 4     217168         0         0
UNITED NATURAL FOODS INC           COM             911163103         1         34 SH       DEFINED 6         34         0         0
UNITED NATURAL FOODS INC           COM             911163103     16845     543567 SH       DEFINED 9     539567       700      3300
UNITED PARCEL SERVICE INC          COM             911312106      1442      20051 SH       DEFINED 6      17739         0      2312
UNITED PARCEL SERVICE INC          COM             911312106      1649      22926 SH       DEFINED 8      22926         0         0
UNITED PARCEL SERVICE INC          COM             911312106     48954     680481 SH       DEFINED 9     662655       400     17426
UNITED PARCEL SERVICE INC          COM             911312106     35143     488500 SH       DEFINED A     474500         0     14000
UNITED PARCEL SERVICE INC          COM             911312106        79       1100 SH       DEFINED E          0         0      1100
UNITED PARCEL SERVICE INC          COM             911312106       108       1500 SH       DEFINED         1500         0         0
UNITED PARCEL SERVICE INC          COM             911312106        13        180 SH       DEFINED L        180         0         0
UNITED PARCEL SERVICE INC          COM             911312106       791      11000 SH       DEFINED M      11000         0         0
UNITED STATES STEEL CORP           COM             912909108     83400    1445900 SH       DEFINED 4    1444900         0      1000
UNITED STATES STEEL CORP           COM             912909108    191458    3319318 SH       DEFINED 5    3319318         0         0
UNITED STATES STEEL CORP           COM             912909108       525       9100 SH       DEFINED 9       9100         0         0
UNITED STATES STEEL CORP           COM             912909108        98       1706 SH       DEFINED A       1706         0         0
UNITED SURGICAL PARTNERS INTERNATI COM             913016309         1         28 SH       DEFINED 6         28         0         0
UNITED SURGICAL PARTNERS INTERNATI COM             913016309      3398     136865 SH       DEFINED 9     136865         0         0
UNITED SURGICAL PARTNERS INTERNATI COM             913016309       772      31100 SH       DEFINED A      28100         0      3000
UNITED TECHNOLOGIES CORP           COM             913017109    216561    3418480 SH       DEFINED 4    3418480         0         0
UNITED TECHNOLOGIES CORP           COM             913017109        90       1418 SH       DEFINED 6       1418         0         0
UNITED TECHNOLOGIES CORP           COM             913017109     50680     800000 SH       DEFINED 7     800000         0         0
UNITED TECHNOLOGIES CORP           COM             913017109      4140      65350 SH       DEFINED 8      65350         0         0
UNITED TECHNOLOGIES CORP           COM             913017109     59940     946172 SH       DEFINED 9     926814      1500     17858
UNITED TECHNOLOGIES CORP           COM             913017109     51979     820506 SH       DEFINED A     820506         0         0
UNITED TECHNOLOGIES CORP           COM             913017109       146       2300 SH       DEFINED E          0         0      2300
UNITED TECHNOLOGIES CORP           COM             913017109        20        320 SH       DEFINED L        320         0         0
UNITEDHEALTH GROUP INC             COM             91324P102         4         74 SH       DEFINED 6         74         0         0
UNITEDHEALTH GROUP INC             COM             91324P102       392       7960 SH       DEFINED 8       7960         0         0
UNITEDHEALTH GROUP INC             COM             91324P102     17702     359803 SH       DEFINED 9     355783       500      3520
UNITEDHEALTH GROUP INC             COM             91324P102     14674     298258 SH       DEFINED A     293768         0      4490
UNITEDHEALTH GROUP INC             COM             91324P102       113       2300 SH       DEFINED E          0         0      2300
UNITEDHEALTH GROUP INC             COM             91324P102        16        320 SH       DEFINED L        320         0         0
UNITRIN INC                        COM             913275103       496      11220 SH       DEFINED 9      11220         0         0
UNIVERSAL COMPRESSION HOLDINGS INC COM             913431102     45433     850000 SH       DEFINED 4     850000         0         0
UNIVERSAL CORP                     COM             913456109     26667     730000 SH       DEFINED 4     730000         0         0
UNIVERSAL FOREST PRODUCTS INC      COM             913543104     34198     697200 SH       DEFINED 4     690700         0      6500
UNIVERSAL HEALTH SERVICES INC      COM             913903100       240       4000 SH       DEFINED 9       4000         0         0
UNUMPROVIDENT CORP                 COM             91529Y106      1763      90900 SH       DEFINED 9      79900         0     11000
UPM-KYMMENE CORP                   SPONSORED ADR   915436109     15888     671232 SH       DEFINED 6     671232         0         0
UPM-KYMMENE CORP                   SPONSORED ADR   915436109         9        400 SH       DEFINED 9        400         0         0
URBAN OUTFITTERS INC               COM             917047102       539      30450 SH       DEFINED 9      30450         0         0
US BANCORP                         COM             902973304      5069     152592 SH       DEFINED 1     152592         0         0
US BANCORP                         COM             902973304    164058    4938524 SH       DEFINED 4    4938524         0         0
US BANCORP                         COM             902973304    194743    5862210 SH       DEFINED 5    5862210         0         0
US BANCORP                         COM             902973304      2905      87439 SH       DEFINED 6      77498         0      9941
US BANCORP                         COM             902973304      9446     284342 SH       DEFINED 9     280914         0      3428
US BANCORP                         COM             902973304     30330     913000 SH       DEFINED A     913000         0         0
V F CORP                           COM             918204108     36475     500000 SH       DEFINED 7     500000         0         0
V F CORP                           COM             918204108       929      12740 SH       DEFINED 9      12740         0         0
V F CORP                           COM             918204108       491       6724 SH       DEFINED A       6724         0         0
VAIL RESORTS INC                   COM             91879Q109     61031    1525000 SH       DEFINED 4    1525000         0         0
VAIL RESORTS INC                   COM             91879Q109         1         26 SH       DEFINED 6         26         0         0
VAIL RESORTS INC                   COM             91879Q109      7085     177024 SH       DEFINED 9     177024         0         0
VAIL RESORTS INC                   COM             91879Q109         7        179 SH       DEFINED A        179         0         0
VALEANT PHARMACEUTICALS INTERNATIO COM             91911X104    138111    6982343 SH       DEFINED 5    6982343         0         0
VALEANT PHARMACEUTICALS INTERNATIO COM             91911X104      4065     205500 SH       DEFINED 8     205500         0         0
VALEANT PHARMACEUTICALS INTERNATIO COM             91911X104       169       8530 SH       DEFINED D       8530         0         0
VALERO ENERGY CORP                 COM             91913Y100      1449      28143 SH       DEFINED 9      28143         0         0
VALERO ENERGY CORP                 COM             91913Y100      7125     138438 SH       DEFINED A     138438         0         0
VALLEY NATIONAL BANCORP            COM             919794107       782      30574 SH       DEFINED 9      30574         0         0
VALUECLICK INC                     COM             92046N102     14608     787900 SH       DEFINED A     766800         0     21100
VANDA PHARMACEUTICALS INC          COM             921659108       697      75000 SH       DEFINED 6      75000         0         0
VANDA PHARMACEUTICALS INC          COM             921659108      9370    1008595 SH       DEFINED A     988295         0     20300
VARIAN INC                         COM             922206107     22408     488514 SH       DEFINED 6     488514         0         0
VARIAN INC                         COM             922206107     50414    1099072 SH       DEFINED A    1088672         0     10400
VARIAN INC                         COM             922206107       592      12900 SH       DEFINED C      12900         0         0
VARIAN MEDICAL SYSTEMS INC         COM             92220P105      1711      32041 SH       DEFINED 6      32041         0         0
VARIAN MEDICAL SYSTEMS INC         COM             92220P105       160       3000 SH       DEFINED 9       3000         0         0
VARIAN MEDICAL SYSTEMS INC         COM             92220P105    199481    3736308 SH       DEFINED A    3736308         0         0
VARIAN MEDICAL SYSTEMS INC         COM             92220P105      2792      52300 SH       DEFINED C      52300         0         0
VARIAN SEMICONDUCTOR EQUIPMENT ASS COM             922207105     46712    1272800 SH       DEFINED A    1244850         0     27950
VCA ANTECH INC                     COM             918194101      2698      74817 SH       DEFINED 6      74817         0         0
VCA ANTECH INC                     COM             918194101       361      10000 SH       DEFINED 9      10000         0         0
VCA ANTECH INC                     COM             918194101    206070    5714636 SH       DEFINED A    5700736         0     13900
VCA ANTECH INC                     COM             918194101      2971      82400 SH       DEFINED C      82400         0         0
VECTREN CORP                       COM             92240G101       268       9979 SH       DEFINED 9       9979         0         0
VECTREN CORP                       COM             92240G101     21480     800000 SH       DEFINED A     800000         0         0
VENTAS INC                         COM             92276F100    114904    2981430 SH       DEFINED 5    2981430         0         0
VENTAS INC                         COM             92276F100     45779    1187830 SH       DEFINED A    1187830         0         0
VENTAS INC                         COM             92276F100       894      23200 SH       DEFINED D      23200         0         0
VENTAS INC                         COM             92276F100       540      14000 SH       DEFINED        14000         0         0
VERISIGN INC                       COM             92343E102       923      45691 SH       DEFINED 6      45691         0         0
VERISIGN INC                       COM             92343E102       110       5450 SH       DEFINED 9       5450         0         0
VERISIGN INC                       COM             92343E102     50441    2497097 SH       DEFINED A    2497097         0         0
VERIZON COMMUNICATIONS             COM             92343V104    741964   19982862 SH       DEFINED 5   19982862         0         0
VERIZON COMMUNICATIONS             COM             92343V104      2290      61669 SH       DEFINED 6      53855         0      7814
VERIZON COMMUNICATIONS             COM             92343V104      1437      38696 SH       DEFINED 8      38696         0         0
VERIZON COMMUNICATIONS             COM             92343V104     54236    1460712 SH       DEFINED 9    1431651         0     29061
VERIZON COMMUNICATIONS             COM             92343V104    500391   13476728 SH       DEFINED A   13461728         0     15000
VERIZON COMMUNICATIONS             COM             92343V104       137       3700 SH       DEFINED E          0         0      3700
VERIZON COMMUNICATIONS             COM             92343V104        22        590 SH       DEFINED L        590         0         0
VERIZON COMMUNICATIONS             COM             92343V104       297       8000 SH       DEFINED M       8000         0         0
VERTEX PHARMACEUTICALS INC         COM             92532F100      1104      32800 SH       DEFINED 9      30100         0      2700
VERTEX PHARMACEUTICALS INC         COM             92532F100      8907     264700 SH       DEFINED A     264700         0         0
VIACOM INC                         COM             92553P102      3730     100000 SH       DEFINED 7     100000         0         0
VIACOM INC                         COM             92553P102      1276      34201 SH       DEFINED 9      31914         0      2287
VIACOM INC                         COM             92553P201    811586   21828558 SH       DEFINED 1   21648558         0    180000
VIACOM INC                         COM             92553P201     40959    1101630 SH       DEFINED 2     884810         0    216820
VIACOM INC                         COM             92553P201    342304    9206668 SH       DEFINED 5    9206668         0         0
VIACOM INC                         COM             92553P201      1859      50000 SH       DEFINED 7      50000         0         0
VIACOM INC                         COM             92553P201      9898     266210 SH       DEFINED 8     266210         0         0
VIACOM INC                         COM             92553P201      2969      79865 SH       DEFINED 9      72970         0      6895
VIACOM INC                         COM             92553P201      5577     150006 SH       DEFINED A     150006         0         0
VIACOM INC                         COM             92553P201      2148      57770 SH       DEFINED C      57770         0         0
VIACOM INC                         COM             92553P201      1153      31000 SH       DEFINED D      31000         0         0
VIACOM INC                         COM             92553P201     80021    2152257 SH       DEFINED E    1201557         0    950700
VIACOM INC                         COM             92553P201       102       2730 SH       DEFINED         2730         0         0
VIACOM INC                         COM             92553P201      2781      74785 SH       DEFINED L      41425         0     33360
VIACOM INC                         COM             92553P201       436      11740 SH       DEFINED M      11740         0         0
VIASAT INC                         COM             92552V100     14647     584010 SH       DEFINED 6     584010         0         0
VIASAT INC                         COM             92552V100     23550     939004 SH       DEFINED A     914304         0     24700
VIASAT INC                         COM             92552V100       529      21100 SH       DEFINED C      21100         0         0
VILLAGE SUPER MARKET INC           COM             927107409      7705     115175 SH       DEFINED 4     115175         0         0
VIMPEL COMMUNICATIONS              SPONSORED ADR   68370R109      1399      23085 SH       DEFINED 9      22785         0       300
VION PHARMACEUTICALS INC           COM             927624106       709     650400 SH       DEFINED A     650400         0         0
VIROPHARMA INC                     COM             928241108      1521     125000 SH       DEFINED 6     125000         0         0
VIROPHARMA INC                     COM             928241108        73       6000 SH       DEFINED 9       6000         0         0
VIROPHARMA INC                     COM             928241108      8562     703502 SH       DEFINED A     694402         0      9100
VISICU INC                         COM             92831L204       420      46800 SH       DEFINED A      41900         0      4900
VIVUS INC                          COM             928551100       555     150000 SH       DEFINED 6     150000         0         0
VIVUS INC                          COM             928551100         1        300 SH       DEFINED A        300         0         0
VODAFONE GROUP PLC                 SPONSORED ADR   92857W209     64453    2819449 SH       DEFINED 2    2819449         0         0
VODAFONE GROUP PLC                 SPONSORED ADR   92857W209     15120     661425 SH       DEFINED 6     661240         0       185
VODAFONE GROUP PLC                 SPONSORED ADR   92857W209      1003      43886 SH       DEFINED 8      43886         0         0
VODAFONE GROUP PLC                 SPONSORED ADR   92857W209     15769     689822 SH       DEFINED 9     660383         0     29439
VODAFONE GROUP PLC                 SPONSORED ADR   92857W209       260      11375 SH       DEFINED M      11375         0         0
VOLCOM INC                         COM             92864N101      4440     197000 SH       DEFINED 9     197000         0         0
VORNADO REALTY TRUST               COM             929042109       158       1449 SH       DEFINED 6       1449         0         0
VORNADO REALTY TRUST               COM             929042109      1995      18300 SH       DEFINED 9      18300         0         0
VORNADO REALTY TRUST               COM             929042109     62817     576300 SH       DEFINED A     576300         0         0
WABASH NATIONAL CORP               COM             929566107     40570    2963459 SH       DEFINED 4    2936459         0     27000
WACHOVIA CORP                      COM             929903102      9525     170700 SH       DEFINED 4     170700         0         0
WACHOVIA CORP                      COM             929903102    208089    3729190 SH       DEFINED 5    3729190         0         0
WACHOVIA CORP                      COM             929903102      4680      83879 SH       DEFINED 6      73540         0     10339
WACHOVIA CORP                      COM             929903102      3085      55285 SH       DEFINED 8      55285         0         0
WACHOVIA CORP                      COM             929903102     27972     501283 SH       DEFINED 9     493349         0      7934
WACHOVIA CORP                      COM             929903102    257047    4606575 SH       DEFINED A    4593575         0     13000
WACHOVIA CORP                      COM             929903102        73       1300 SH       DEFINED E          0         0      1300
WACHOVIA CORP                      COM             929903102         9        170 SH       DEFINED L        170         0         0
WAL-MART STORES INC                COM             931142103      3796      76960 SH       DEFINED 4      76960         0         0
WAL-MART STORES INC                COM             931142103      1505      30513 SH       DEFINED 6      26832         0      3681
WAL-MART STORES INC                COM             931142103      5500     111526 SH       DEFINED 8     111526         0         0
WAL-MART STORES INC                COM             931142103     32890     666879 SH       DEFINED 9     663504         0      3375
WAL-MART STORES INC                COM             931142103     71655    1452867 SH       DEFINED A    1452867         0         0
WAL-MART STORES INC                COM             931142103       133       2700 SH       DEFINED E          0         0      2700
WAL-MART STORES INC                COM             931142103        22        450 SH       DEFINED L        450         0         0
WALGREEN CO                        COM             931422109       249       5600 SH       DEFINED 8       5600         0         0
WALGREEN CO                        COM             931422109     17072     384594 SH       DEFINED 9     368195         0     16399
WALGREEN CO                        COM             931422109      3966      89349 SH       DEFINED A      89349         0         0
WALGREEN CO                        COM             931422109        58       1300 SH       DEFINED E          0         0      1300
WALGREEN CO                        COM             931422109         8        190 SH       DEFINED L        190         0         0
WALT DISNEY CO                     COM             254687106        48       1538 SH       DEFINED 6       1538         0         0
WALT DISNEY CO                     COM             254687106     30910    1000000 SH       DEFINED 7    1000000         0         0
WALT DISNEY CO                     COM             254687106       227       7332 SH       DEFINED 8       7332         0         0
WALT DISNEY CO                     COM             254687106     56450    1826277 SH       DEFINED 9    1805104      1200     19973
WALT DISNEY CO                     COM             254687106     66816    2161636 SH       DEFINED A    2161636         0         0
WALT DISNEY CO                     COM             254687106        77       2500 SH       DEFINED E          0         0      2500
WALT DISNEY CO                     COM             254687106        13        420 SH       DEFINED L        420         0         0
WALT DISNEY CO                     COM             254687106       464      15000 SH       DEFINED M      15000         0         0
WALT DISNEY CO                     NOTE 2.125% 4/1 254687AU0        10       9000 PRN      DEFINED 9       9000         0         0
WALT DISNEY CO                     NOTE 2.125% 4/1 254687AU0     18080   16000000 PRN      DEFINED A   16000000         0         0
WARNACO GROUP INC                  COM             934390402     27110    1401744 SH       DEFINED 4    1390744         0     11000
WARNACO GROUP INC                  COM             934390402      5348     276500 SH       DEFINED 9     276500         0         0
WARNACO GROUP INC                  COM             934390402      9550     493816 SH       DEFINED A     493816         0         0
WARNACO GROUP INC                  COM             934390402       110       5700 SH       DEFINED E          0         0      5700
WARNACO GROUP INC                  COM             934390402        16        820 SH       DEFINED L        820         0         0
WARRIOR ENERGY SVC CRP             COM             936258102      1290      50100 SH       DEFINED A      50100         0         0
WASHINGTON MUTUAL INC              COM             939322103    120241    2766070 SH       DEFINED 4    2766070         0         0
WASHINGTON MUTUAL INC              COM             939322103    392527    9029847 SH       DEFINED 5    9029847         0         0
WASHINGTON MUTUAL INC              COM             939322103       107       2470 SH       DEFINED 6       2470         0         0
WASHINGTON MUTUAL INC              COM             939322103       554      12749 SH       DEFINED 8      12749         0         0
WASHINGTON MUTUAL INC              COM             939322103      8813     202740 SH       DEFINED 9     195171      1735      5834
WASHINGTON MUTUAL INC              COM             939322103     25565     588117 SH       DEFINED A     588117         0         0
WASHINGTON POST CO                 COM             939640108    362877     492371 SH       DEFINED 5     492371         0         0
WASHINGTON POST CO                 COM             939640108      1385       1879 SH       DEFINED 9       1879         0         0
WASTE MANAGEMENT INC               COM             94106L109      1646      44887 SH       DEFINED 6      39161         0      5726
WASTE MANAGEMENT INC               COM             94106L109       778      21201 SH       DEFINED 8      21201         0         0
WASTE MANAGEMENT INC               COM             94106L109       736      20060 SH       DEFINED 9      20060         0         0
WASTE MANAGEMENT INC               COM             94106L109     20585     561200 SH       DEFINED A     561200         0         0
WATERS CORP                        COM             941848103      2018      44569 SH       DEFINED 6      44569         0         0
WATERS CORP                        COM             941848103     22640     500000 SH       DEFINED 7     500000         0         0
WATERS CORP                        COM             941848103       278       6140 SH       DEFINED 8       6140         0         0
WATERS CORP                        COM             941848103       591      13060 SH       DEFINED 9      13060         0         0
WATERS CORP                        COM             941848103    129144    2852112 SH       DEFINED A    2848412         0      3700
WATERS CORP                        COM             941848103      2721      60100 SH       DEFINED C      60100         0         0
WATERS CORP                        COM             941848103        59       1300 SH       DEFINED E          0         0      1300
WATERS CORP                        COM             941848103        13        280 SH       DEFINED L        280         0         0
WATSON PHARMACEUTICALS INC         COM             942683103     13391     511710 SH       DEFINED 2     511710         0         0
WATSON PHARMACEUTICALS INC         COM             942683103     41869    1599900 SH       DEFINED 4    1599900         0         0
WATSON PHARMACEUTICALS INC         COM             942683103     12283     469370 SH       DEFINED 8     469370         0         0
WATSON PHARMACEUTICALS INC         COM             942683103         3        100 SH       DEFINED 9        100         0         0
WATSON PHARMACEUTICALS INC         COM             942683103       703      26870 SH       DEFINED C      26870         0         0
WATSON PHARMACEUTICALS INC         COM             942683103     20493     783070 SH       DEFINED E      65470         0    717600
WATTS WATER TECHNOLOGIES INC       COM             942749102     21292     670400 SH       DEFINED 4     665400         0      5000
WATTS WATER TECHNOLOGIES INC       COM             942749102        51       1600 SH       DEFINED 6       1600         0         0
WATTS WATER TECHNOLOGIES INC       COM             942749102         3         90 SH       DEFINED 9         90         0         0
WEATHERFORD INTERNATIONAL LTD      COM             G95089101       898      21534 SH       DEFINED 2      21534         0         0
WEATHERFORD INTERNATIONAL LTD      COM             G95089101     29980     718600 SH       DEFINED 3     718600         0         0
WEATHERFORD INTERNATIONAL LTD      COM             G95089101         4        102 SH       DEFINED 8        102         0         0
WEATHERFORD INTERNATIONAL LTD      COM             G95089101       372       8905 SH       DEFINED 9       8905         0         0
WEATHERFORD INTERNATIONAL LTD      COM             G95089101      3440      82450 SH       DEFINED A      82450         0         0
WEBEX COMMUNICATIONS INC           COM             94767L109      2074      53140 SH       DEFINED A      53140         0         0
WEBMD HEALTH CORP                  COM             94770V102      3207      93400 SH       DEFINED A      92300         0      1100
WEBMETHODS INC                     COM             94768C108     13326    1741949 SH       DEFINED 6    1741949         0         0
WEBMETHODS INC                     COM             94768C108      5396     705300 SH       DEFINED 9     705300         0         0
WELLCARE HEALTH PLANS INC          COM             94946T106     11593     204717 SH       DEFINED A     204717         0         0
WELLPOINT INC                      COM             94973V107         1         11 SH       DEFINED 6         11         0         0
WELLPOINT INC                      COM             94973V107       354       4600 SH       DEFINED 8       4600         0         0
WELLPOINT INC                      COM             94973V107      2231      28961 SH       DEFINED 9      28961         0         0
WELLPOINT INC                      COM             94973V107     34377     446160 SH       DEFINED A     435560         0     10600
WELLPOINT INC                      COM             94973V107       123       1600 SH       DEFINED E          0         0      1600
WELLPOINT INC                      COM             94973V107        15        200 SH       DEFINED L        200         0         0
WELLS FARGO & CO                   COM             949746101      3303      91300 SH       DEFINED 4      91300         0         0
WELLS FARGO & CO                   COM             949746101        64       1778 SH       DEFINED 6       1778         0         0
WELLS FARGO & CO                   COM             949746101     11138     307859 SH       DEFINED 8     307859         0         0
WELLS FARGO & CO                   COM             949746101     36740    1015478 SH       DEFINED 9     974818      2600     38060
WELLS FARGO & CO                   COM             949746101     70678    1953504 SH       DEFINED A    1953504         0         0
WELLS FARGO & CO                   COM             949746101         9        260 SH       DEFINED L        260         0         0
WENDYS INTERNATIONAL INC           COM             950590109       509       7592 SH       DEFINED 9       7592         0         0
WESCO INTERNATIONAL INC            COM             95082P105      1833      31589 SH       DEFINED 6      31589         0         0
WESCO INTERNATIONAL INC            COM             95082P105    132469    2282773 SH       DEFINED A    2282773         0         0
WESCO INTERNATIONAL INC            COM             95082P105      2559      44100 SH       DEFINED C      44100         0         0
WEST MARINE INC                    COM             954235107     27880    1991430 SH       DEFINED 2    1991430         0         0
WEST MARINE INC                    COM             954235107     29582    2113000 SH       DEFINED 4    2095000         0     18000
WEST MARINE INC                    COM             954235107       133       9500 SH       DEFINED 9       9500         0         0
WEST MARINE INC                    COM             954235107       313      22380 SH       DEFINED D      22380         0         0
WEST MARINE INC                    COM             954235107      3277     234070 SH       DEFINED E     234070         0         0
WEST PHARMACEUTICAL SERVICES INC   COM             955306105    142895    3638773 SH       DEFINED 4    3633773         0      5000
WESTAR ENERGY INC                  COM             95709T100     21159     900000 SH       DEFINED A     900000         0         0
WESTERN REFINING INC               COM             959319104      6919     297700 SH       DEFINED 9     297700         0         0
WESTERN REFINING INC               COM             959319104      4221     181632 SH       DEFINED A     179532         0      2100
WESTLAKE CHEMICAL CORP             COM             960413102     60259    1882500 SH       DEFINED 4    1876500         0      6000
WESTLAKE CHEMICAL CORP             COM             960413102        17        541 SH       DEFINED A        541         0         0
WESTWOOD ONE INC                   COM             961815107     18683    2638900 SH       DEFINED 8    2638900         0         0
WEYERHAEUSER CO                    COM             962166104   1106412   17981661 SH       DEFINED 5   17981661         0         0
WEYERHAEUSER CO                    COM             962166104      2685      43634 SH       DEFINED 6      39913         0      3721
WEYERHAEUSER CO                    COM             962166104      1349      21925 SH       DEFINED 8      21925         0         0
WEYERHAEUSER CO                    COM             962166104      1753      28498 SH       DEFINED 9      27798         0       700
WHITE MOUNTAINS INSURANCE GROUP IN COM             G9618E107    991352    1994833 SH       DEFINED 5    1994833         0         0
WHITE MOUNTAINS INSURANCE GROUP IN COM             G9618E107       373        750 SH       DEFINED 9        750         0         0
WHITNEY HOLDING CORP               COM             966612103      1263      35320 SH       DEFINED 6      35320         0         0
WHITNEY HOLDING CORP               COM             966612103       238       6664 SH       DEFINED 9       6664         0         0
WHITNEY HOLDING CORP               COM             966612103     15101     422173 SH       DEFINED A     411173         0     11000
WHITNEY HOLDING CORP               COM             966612103      1524      42600 SH       DEFINED C      42600         0         0
WHOLE FOODS MARKET INC             COM             966837106     11361     191173 SH       DEFINED 9     184373       100      6700
WHOLE FOODS MARKET INC             COM             966837106      2377      40000 SH       DEFINED A      40000         0         0
WILD OATS MARKETS INC              COM             96808B107       194      12000 SH       DEFINED 9      12000         0         0
WILLIAMS COS INC                   COM             969457100         1         23 SH       DEFINED 6         23         0         0
WILLIAMS COS INC                   COM             969457100       147       6150 SH       DEFINED 8       6150         0         0
WILLIAMS COS INC                   COM             969457100      5330     223300 SH       DEFINED 9     221800       600       900
WILLIAMS COS INC                   COM             969457100     35755    1497906 SH       DEFINED A    1497906         0         0
WILLIAMS COS INC                   COM             969457100        55       2300 SH       DEFINED E          0         0      2300
WILLIAMS COS INC                   COM             969457100         7        280 SH       DEFINED L        280         0         0
WILLIAMS COS INC                   COM             969457100       215       9000 SH       DEFINED M       9000         0         0
WILLIS GROUP HOLDINGS LTD          COM             G96655108    594268   15638620 SH       DEFINED 1   15498620         0    140000
WILLIS GROUP HOLDINGS LTD          COM             G96655108     13843     364300 SH       DEFINED 2     364300         0         0
WILLIS GROUP HOLDINGS LTD          COM             G96655108      2738      72050 SH       DEFINED 9      59750         0     12300
WILLIS GROUP HOLDINGS LTD          COM             G96655108     31160     820001 SH       DEFINED E     688900         0    131101
WILMINGTON TRUST CORP              COM             971807102        80       1800 SH       DEFINED 6       1800         0         0
WILMINGTON TRUST CORP              COM             971807102       570      12787 SH       DEFINED 9      12787         0         0
WINDROSE MEDICAL PROPERTIES        COM             973491103       154       8700 SH       DEFINED 9       8700         0         0
WINDROSE MEDICAL PROPERTIES        COM             973491103       260      14700 SH       DEFINED A      14700         0         0
WINDROSE MEDICAL PROPERTIES        COM             973491103      1116      63100 SH       DEFINED D      63100         0         0
WINDROSE MEDICAL PROPERTIES        COM             973491103       150       8500 SH       DEFINED         8500         0         0
WINDSTREAM CORP                    COM             97381W104        93       7049 SH       DEFINED 8       7049         0         0
WINDSTREAM CORP                    COM             97381W104      4954     375557 SH       DEFINED 9     368011         0      7546
WINDSTREAM CORP                    COM             97381W104      4818     365271 SH       DEFINED A     365271         0         0
WINDSTREAM CORP                    COM             97381W104        14       1035 SH       DEFINED E          0         0      1035
WINDSTREAM CORP                    COM             97381W104         2        124 SH       DEFINED L        124         0         0
WINNEBAGO INDUSTRIES INC           COM             974637100     39096    1245900 SH       DEFINED 4    1237400         0      8500
WIPRO LTD                          SPONSORED ADR   97651M109      5464     412400 SH       DEFINED 9     412000       400         0
WISCONSIN ENERGY CORP              COM             976657106       656      15200 SH       DEFINED 9      15200         0         0
WISCONSIN ENERGY CORP              COM             976657106     43140    1000000 SH       DEFINED A    1000000         0         0
WITNESS SYSTEMS INC                COM             977424100      5112     291600 SH       DEFINED 9     291600         0         0
WITNESS SYSTEMS INC                COM             977424100     13693     781100 SH       DEFINED A     760100         0     21000
WM WRIGLEY JR CO                   COM             982526105       505      10955 SH       DEFINED 9      10955         0         0
WM WRIGLEY JR CO                   COM             982526105     16006     347503 SH       DEFINED A     347503         0         0
WOLVERINE WORLD WIDE INC           COM             978097103      1414      49961 SH       DEFINED 6      49961         0         0
WOLVERINE WORLD WIDE INC           COM             978097103     98397    3475703 SH       DEFINED A    3475703         0         0
WOLVERINE WORLD WIDE INC           COM             978097103      2344      82800 SH       DEFINED C      82800         0         0
WPP GROUP PLC                      SPONSORED ADR   929309409      1428      23125 SH       DEFINED 8      23125         0         0
WPP GROUP PLC                      SPONSORED ADR   929309409        22        350 SH       DEFINED 9        350         0         0
WRIGHT MEDICAL GROUP INC           COM             98235T107     24373    1005090 SH       DEFINED A    1005090         0         0
WRIGHT MEDICAL GROUP INC           COM             98235T107       660      27200 SH       DEFINED C      27200         0         0
WYETH                              COM             983024100     33981     668400 SH       DEFINED 3     668400         0         0
WYETH                              COM             983024100      2963      58280 SH       DEFINED 4      58280         0         0
WYETH                              COM             983024100       375       7384 SH       DEFINED 6       7384         0         0
WYETH                              COM             983024100     30504     600000 SH       DEFINED 7     600000         0         0
WYETH                              COM             983024100       156       3070 SH       DEFINED 8       3070         0         0
WYETH                              COM             983024100     28226     555185 SH       DEFINED 9     527187       800     27198
WYETH                              COM             983024100    111215    2187545 SH       DEFINED A    2174545         0     13000
WYETH                              COM             983024100       305       6000 SH       DEFINED M       6000         0         0
WYNDHAM WORLDWIDE CORP             COM             98310W108     72599    2595608 SH       DEFINED 5    2595608         0         0
WYNDHAM WORLDWIDE CORP             COM             98310W108         0         13 SH       DEFINED 6         13         0         0
WYNDHAM WORLDWIDE CORP             COM             98310W108        63       2240 SH       DEFINED 8       2240         0         0
WYNDHAM WORLDWIDE CORP             COM             98310W108     25191     900635 SH       DEFINED A     900635         0         0
WYNDHAM WORLDWIDE CORP             COM             98310W108        17        620 SH       DEFINED E          0         0       620
WYNDHAM WORLDWIDE CORP             COM             98310W108         3        104 SH       DEFINED L        104         0         0
X-RITE INC                         COM             983857103      2531     235658 SH       DEFINED 6     235658         0         0
XANSER CORP                        COM             98389J103     16380    2800000 SH       DEFINED 4    2800000         0         0
XCEL ENERGY INC                    COM             98389B100     18131     878000 SH       DEFINED 4     878000         0         0
XCEL ENERGY INC                    COM             98389B100         5        248 SH       DEFINED 6          0         0       248
XCEL ENERGY INC                    COM             98389B100       309      14955 SH       DEFINED 9      14955         0         0
XCEL ENERGY INC                    COM             98389B100     65712    3182200 SH       DEFINED A    3182200         0         0
XENOPORT INC                       COM             98411C100      2037     100000 SH       DEFINED A     100000         0         0
XEROX CORP                         COM             984121103       553      35562 SH       DEFINED 9      33731         0      1831
XL CAPITAL LTD                     COM             G98255105    774544   11274298 SH       DEFINED 1   11112149         0    162149
XL CAPITAL LTD                     COM             G98255105    210231    3060128 SH       DEFINED 2    2833401         0    226727
XL CAPITAL LTD                     COM             G98255105     21435     312008 SH       DEFINED 6     312008         0         0
XL CAPITAL LTD                     COM             G98255105     46715     679980 SH       DEFINED 8     679980         0         0
XL CAPITAL LTD                     COM             G98255105       743      10813 SH       DEFINED 9      10813         0         0
XL CAPITAL LTD                     COM             G98255105      3679      53549 SH       DEFINED A      53549         0         0
XL CAPITAL LTD                     COM             G98255105      1921      27958 SH       DEFINED C      27958         0         0
XL CAPITAL LTD                     COM             G98255105      5130      74671 SH       DEFINED D      74671         0         0
XL CAPITAL LTD                     COM             G98255105     28172     410077 SH       DEFINED E     164528         0    245549
XL CAPITAL LTD                     COM             G98255105       745      10850 SH       DEFINED L       2120         0      8730
XL CAPITAL LTD                     COM             G98255105       721      10501 SH       DEFINED M      10501         0         0
XM SATELLITE RADIO HOLDINGS INC    COM             983759101       597      46310 SH       DEFINED 1      46310         0         0
XM SATELLITE RADIO HOLDINGS INC    COM             983759101      2041     158307 SH       DEFINED 6     158307         0         0
XM SATELLITE RADIO HOLDINGS INC    COM             983759101      1704     132180 SH       DEFINED 9     132180         0         0
XM SATELLITE RADIO HOLDINGS INC    COM             983759101    124399    9650810 SH       DEFINED A    9650810         0         0
XM SATELLITE RADIO HOLDINGS INC    COM             983759101      2407     186700 SH       DEFINED C     186700         0         0
XTO ENERGY INC                     COM             98385X106       133       3166 SH       DEFINED 9       3166         0         0
XTO ENERGY INC                     COM             98385X106      3497      83000 SH       DEFINED A      83000         0         0
XYRATEX (BM) LTD                   COM             G98268108     10079     528800 SH       DEFINED A     514200         0     14600
YAHOO INC                          COM             984332106        31       1230 SH       DEFINED 6       1230         0         0
YAHOO INC                          COM             984332106     40448    1600000 SH       DEFINED 7    1600000         0         0
YAHOO INC                          COM             984332106      7120     281630 SH       DEFINED 9     280530       800       300
YAHOO INC                          COM             984332106     55750    2205311 SH       DEFINED A    2205311         0         0
YAHOO INC                          FRNT 4/0        984332AB2   1431375   11000000 PRN      DEFINED A   11000000         0         0
YAMANA GOLD INC                    COM             98462Y100      6215     603400 SH       DEFINED 8     603400         0         0
YAMANA GOLD INC                    COM             98462Y100     16799    1630940 SH       DEFINED A    1630940         0         0
YUM! BRANDS INC                    COM             988498101      1459      28032 SH       DEFINED 9      27032         0      1000
ZALE CORP                          COM             988858106     43177    1556500 SH       DEFINED 4    1555200         0      1300
ZIMMER HOLDINGS INC                COM             98956P102         4         64 SH       DEFINED 6         64         0         0
ZIMMER HOLDINGS INC                COM             98956P102      4320      64000 SH       DEFINED 7      64000         0         0
ZIMMER HOLDINGS INC                COM             98956P102       335       4960 SH       DEFINED 8       4960         0         0
ZIMMER HOLDINGS INC                COM             98956P102     57425     850742 SH       DEFINED 9     840976      2000      7766
ZIMMER HOLDINGS INC                COM             98956P102     17553     260042 SH       DEFINED A     258642         0      1400
ZIMMER HOLDINGS INC                COM             98956P102        95       1400 SH       DEFINED E          0         0      1400
ZIMMER HOLDINGS INC                COM             98956P102       203       3000 SH       DEFINED         3000         0         0
ZIMMER HOLDINGS INC                COM             98956P102        13        190 SH       DEFINED L        190         0         0
ZIMMER HOLDINGS INC                COM             98956P102       810      12000 SH       DEFINED M      12000         0         0
ZOLTEK COMPANIES INC               COM             98975W104       432      16900 SH       DEFINED 9      16900         0         0
ZUMIEZ INC                         COM             989817101     15308     566960 SH       DEFINED A     560460         0      6500
                                                                 ---------

         GRAND TOTAL                                             156055461