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

Form 13F

FORM 13F COVER PAGE

Report for the Calendar Year or Quarter Ended:  December 31, 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           February 12, 2007


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:  16

Form 13F Information Table Entry Total:  4,269

Form 13F Information Table Value Total:  $ 165,714,166
                                            (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
N                              FRANKLIN TEMPLETON INSTITUTIONAL, LLC
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 12/31/2006
                                                                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       107      26000 SH       DEFINED 9      26000         0         0
3M CO                              COM             88579Y101     39276     504000 SH       DEFINED 3     504000         0         0
3M CO                              COM             88579Y101     10100     129600 SH       DEFINED 4     129600         0         0
3M CO                              COM             88579Y101      2360      30281 SH       DEFINED 6      26961         0      3320
3M CO                              COM             88579Y101     62344     800000 SH       DEFINED 7     800000         0         0
3M CO                              COM             88579Y101     25731     330183 SH       DEFINED 8     330183         0         0
3M CO                              COM             88579Y101     32622     418609 SH       DEFINED 9     418584         0        25
3M CO                              COM             88579Y101    613394    7871089 SH       DEFINED A    7841089         0     30000
3M CO                              COM             88579Y101       304       3900 SH       DEFINED E          0         0      3900
3M CO                              COM             88579Y101        49        630 SH       DEFINED L        630         0         0
A.O. SMITH CORP                    COM             831865209     45891    1221800 SH       DEFINED 4    1215300         0      6500
A.O. SMITH CORP                    COM             831865209         4        116 SH       DEFINED A        116         0         0
ABBOTT LABORATORIES                COM             002824100    393086    8069914 SH       DEFINED 1    7949914         0    120000
ABBOTT LABORATORIES                COM             002824100     30529     626751 SH       DEFINED 2     320141         0    306610
ABBOTT LABORATORIES                COM             002824100     11667     239510 SH       DEFINED 4     239510         0         0
ABBOTT LABORATORIES                COM             002824100      2850      58513 SH       DEFINED 6      58513         0         0
ABBOTT LABORATORIES                COM             002824100     19484     400000 SH       DEFINED 7     400000         0         0
ABBOTT LABORATORIES                COM             002824100     22859     469291 SH       DEFINED 8     469291         0         0
ABBOTT LABORATORIES                COM             002824100     40678     835108 SH       DEFINED 9     835108         0         0
ABBOTT LABORATORIES                COM             002824100      7239     148620 SH       DEFINED A     144120         0      4500
ABBOTT LABORATORIES                COM             002824100      2304      47293 SH       DEFINED C      21480         0     25813
ABBOTT LABORATORIES                COM             002824100      2061      42313 SH       DEFINED D      42313         0         0
ABBOTT LABORATORIES                COM             002824100     18664     383167 SH       DEFINED E     157554         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
ABITIBI-CONSOLIDATED INC           COM             003924107     24983    8355470 SH       DEFINED 2    8355470         0         0
ABITIBI-CONSOLIDATED INC           COM             003924107     29827    9975567 SH       DEFINED 8    9975567         0         0
ABITIBI-CONSOLIDATED INC           COM             003924107      4659    1558100 SH       DEFINED A    1558100         0         0
ABITIBI-CONSOLIDATED INC           COM             003924107       184      61500 SH       DEFINED D      61500         0         0
ABM INDUSTRIES INC                 COM             000957100     81318    3580735 SH       DEFINED 4    3567735         0     13000
ABN AMRO HOLDING NV                SPONSORED ADR   000937102       534      16650 SH       DEFINED 9      16650         0         0
ABX AIR INC                        COM             00080S101     12647    1825000 SH       DEFINED 4    1825000         0         0
ACCENTURE LTD                      COM             G1150G111    725769   19652557 SH       DEFINED 1   19507107         0    145450
ACCENTURE LTD                      COM             G1150G111      4916     133124 SH       DEFINED 2      67280         0     65844
ACCENTURE LTD                      COM             G1150G111      7583     205335 SH       DEFINED 9     205335         0         0
ACCENTURE LTD                      COM             G1150G111        19        520 SH       DEFINED A        520         0         0
ACCENTURE LTD                      COM             G1150G111      1096      29670 SH       DEFINED C      29670         0         0
ACCENTURE LTD                      COM             G1150G111     87642    2373201 SH       DEFINED E     636160         0   1737041
ACCENTURE LTD                      COM             G1150G111      5888     159440 SH       DEFINED L     110090         0     49350
ACCENTURE LTD                      COM             G1150G111      1139      30840 SH       DEFINED M      30840         0         0
ACE LTD                            COM             G0070K103    996626   16454111 SH       DEFINED 1   16148578         0    305533
ACE LTD                            COM             G0070K103    364371    6015715 SH       DEFINED 2    5542470         0    473245
ACE LTD                            COM             G0070K103      1916      31634 SH       DEFINED 6      31634         0         0
ACE LTD                            COM             G0070K103      2138      35300 SH       DEFINED 8      35300         0         0
ACE LTD                            COM             G0070K103       912      15059 SH       DEFINED 9      15059         0         0
ACE LTD                            COM             G0070K103      2132      35202 SH       DEFINED C      14380         0     20822
ACE LTD                            COM             G0070K103      9158     151192 SH       DEFINED D     151192         0         0
ACE LTD                            COM             G0070K103     78191    1290922 SH       DEFINED E     453386         0    837536
ACE LTD                            COM             G0070K103       131       2160 SH       DEFINED         2160         0         0
ACE LTD                            COM             G0070K103      3167      52280 SH       DEFINED L      36160         0     16120
ACE LTD                            COM             G0070K103       157       2590 SH       DEFINED M       2590         0         0
ACM INCOME FUND INC                COM             000912105       109      13386 SH       DEFINED 9      13386         0         0
ACTEL CORP                         COM             004934105     22397    1233302 SH       DEFINED 6    1233302         0         0
ACTIVISION INC                     COM             004930202      1669      96813 SH       DEFINED 6      96813         0         0
ACTIVISION INC                     COM             004930202        47       2700 SH       DEFINED 9       2700         0         0
ACTIVISION INC                     COM             004930202    116670    6767389 SH       DEFINED A    6767389         0         0
ADAMS RESPIRATORY THERAPEUTICS INC COM             00635P107      1110      27200 SH       DEFINED 4      27200         0         0
ADAMS RESPIRATORY THERAPEUTICS INC COM             00635P107      5958     145991 SH       DEFINED 6     145991         0         0
ADAMS RESPIRATORY THERAPEUTICS INC COM             00635P107     65047    1593910 SH       DEFINED A    1580810         0     13100
ADC TELECOMMUNICATIONS INC         COM             000886309      6420     441873 SH       DEFINED 9     441873         0         0
ADOBE SYSTEMS INC                  COM             00724F101        86       2095 SH       DEFINED 6       2095         0         0
ADOBE SYSTEMS INC                  COM             00724F101       348       8454 SH       DEFINED 8       8454         0         0
ADOBE SYSTEMS INC                  COM             00724F101     23252     565476 SH       DEFINED 9     563678      1000       798
ADOBE SYSTEMS INC                  COM             00724F101    102423    2490831 SH       DEFINED A    2490831         0         0
ADOBE SYSTEMS INC                  COM             00724F101        99       2400 SH       DEFINED E          0         0      2400
ADOBE SYSTEMS INC                  COM             00724F101         6        140 SH       DEFINED L        140         0         0
ADOLOR CORP                        COM             00724X102       752     100000 SH       DEFINED 6     100000         0         0
ADOLOR CORP                        COM             00724X102     21904    2912770 SH       DEFINED A    2912770         0         0
ADVANCE AUTO PARTS                 COM             00751Y106     58855    1655080 SH       DEFINED A    1655080         0         0
ADVANCED LIFE SCIENCES HOLDINGS IN COM             00765H107      2332     857300 SH       DEFINED A     857300         0         0
ADVANCED MAGNETICS INC             COM             00753P103      5034      84300 SH       DEFINED 9      84300         0         0
ADVANCED MAGNETICS INC             COM             00753P103      8289     138800 SH       DEFINED A     138800         0         0
ADVANCED MEDICAL OPTICS INC        COM             00763M108      3129      88888 SH       DEFINED 7      88888         0         0
AEGEAN MARINE PETROLEUM NETWORK IN COM             Y0017S102      2460     150000 SH       DEFINED A     150000         0         0
AEGON NV                           ORD AMER REG    007924103       389      20523 SH       DEFINED 9      20523         0         0
AERCAP HOLDINGS NV                 COM             N00985106      1194      51500 SH       DEFINED 9      51500         0         0
AES CORP                           COM             00130H105      2170      98460 SH       DEFINED 9      98460         0         0
AES CORP                           COM             00130H105         1         39 SH       DEFINED A         39         0         0
AETERNA ZENTARIS INC               COM             007975204      1133     279700 SH       DEFINED A     279700         0         0
AETNA INC                          COM             00817Y108    163148    3778325 SH       DEFINED 5    3778325         0         0
AETNA INC                          COM             00817Y108       768      17791 SH       DEFINED 9      17791         0         0
AFFILIATED COMPUTER SERVICES INC   COM             008190100      3631      74348 SH       DEFINED 9      74348         0         0
AFFILIATED MANAGERS GROUP INC      COM             008252108      2718      25850 SH       DEFINED 6      25850         0         0
AFFILIATED MANAGERS GROUP INC      COM             008252108      2904      27624 SH       DEFINED 9      27624         0         0
AFFILIATED MANAGERS GROUP INC      COM             008252108    145486    1383863 SH       DEFINED A    1383863         0         0
AFFILIATED MANAGERS GROUP INC      COM             008252108       189       1800 SH       DEFINED N       1800         0         0
AFFYMAX INC                        COM             00826A109      6985     205200 SH       DEFINED A     200900         0      4300
AFFYMETRIX INC                     NOTE 0.750%12/1 00826TAF5     10075   10000000 PRN      DEFINED A   10000000         0         0
AFLAC INC                          COM             001055102    156920    3411300 SH       DEFINED 4    3411300         0         0
AFLAC INC                          COM             001055102      1566      34045 SH       DEFINED 6      30086         0      3959
AFLAC INC                          COM             001055102      3822      83090 SH       DEFINED 8      83090         0         0
AFLAC INC                          COM             001055102     24730     537605 SH       DEFINED 9     537605         0         0
AFLAC INC                          COM             001055102     59531    1294150 SH       DEFINED A    1294150         0         0
AFLAC INC                          COM             001055102       189       4100 SH       DEFINED E          0         0      4100
AFLAC INC                          COM             001055102        29        620 SH       DEFINED L        620         0         0
AGCO CORP                          COM             001084102     92511    2990010 SH       DEFINED 5    2990010         0         0
AGERE SYSTEMS INC                  COM             00845V308     10636     554800 SH       DEFINED 5     554800         0         0
AGERE SYSTEMS INC                  COM             00845V308         3        175 SH       DEFINED 9        175         0         0
AGILE SOFTWARE CORP                COM             00846X105     10819    1759250 SH       DEFINED 2    1759250         0         0
AGILE SOFTWARE CORP                COM             00846X105     17583    2859100 SH       DEFINED 8    2859100         0         0
AGILE SOFTWARE CORP                COM             00846X105        89      14495 SH       DEFINED D      14495         0         0
AGILENT TECHNOLOGIES INC           COM             00846U101     13940     400000 SH       DEFINED 7     400000         0         0
AGILENT TECHNOLOGIES INC           COM             00846U101      2917      83708 SH       DEFINED 9      83208       500         0
AGILENT TECHNOLOGIES INC           COM             00846U101     29691     851972 SH       DEFINED A     851972         0         0
AGL RESOURCES INC                  COM             001204106      1668      42869 SH       DEFINED 6      38126         0      4743
AGL RESOURCES INC                  COM             001204106        23        600 SH       DEFINED 9        600         0         0
AGL RESOURCES INC                  COM             001204106     82684    2125000 SH       DEFINED A    2085000         0     40000
AGNICO EAGLE MINES LTD             COM             008474108     53612    1300000 SH       DEFINED A    1300000         0         0
AIR FRANCE-KLM                     SPONSORED ADR   009119108     23023     550000 SH       DEFINED 7     550000         0         0
AIR FRANCE-KLM                     *W EXP 11/05/200009119116      5315     500000 SH       DEFINED 7     500000         0         0
AIR PRODUCTS & CHEMICALS INC       COM             009158106      1476      21000 SH       DEFINED 4      21000         0         0
AIR PRODUCTS & CHEMICALS INC       COM             009158106     35140     500000 SH       DEFINED 7     500000         0         0
AIR PRODUCTS & CHEMICALS INC       COM             009158106        11        150 SH       DEFINED 8        150         0         0
AIR PRODUCTS & CHEMICALS INC       COM             009158106      9662     137475 SH       DEFINED 9     137475         0         0
AIRGAS INC                         COM             009363102     35370     872900 SH       DEFINED 4     863900         0      9000
AKAMAI TECHNOLOGIES INC            COM             00971T101      1632      30722 SH       DEFINED 6      30722         0         0
AKAMAI TECHNOLOGIES INC            COM             00971T101        23        428 SH       DEFINED 8        428         0         0
AKAMAI TECHNOLOGIES INC            COM             00971T101        72       1350 SH       DEFINED 9       1350         0         0
AKAMAI TECHNOLOGIES INC            COM             00971T101    149915    2822190 SH       DEFINED A    2822190         0         0
AKZO NOBEL NV                      SPONSORED ADR   010199305        52        858 SH       DEFINED 2          0         0       858
AKZO NOBEL NV                      SPONSORED ADR   010199305     20964     344408 SH       DEFINED 6     344408         0         0
AKZO NOBEL NV                      SPONSORED ADR   010199305        41        675 SH       DEFINED 9        675         0         0
ALAMO GROUP INC                    COM             011311107      2463     105000 SH       DEFINED 4     105000         0         0
ALASKA AIR GROUP INC               COM             011659109     53349    1350600 SH       DEFINED 4    1350600         0         0
ALASKA AIR GROUP INC               COM             011659109     19750     500000 SH       DEFINED 7     500000         0         0
ALBERTO-CULVER CO                  COM             013078100     64172    2991700 SH       DEFINED 4    2991700         0         0
ALBERTO-CULVER CO                  COM             013078100        51       2400 SH       DEFINED 6       2400         0         0
ALCAN INC                          COM             013716105     41402     729163 SH       DEFINED 1     729163         0         0
ALCAN INC                          COM             013716105    100303    1814466 SH       DEFINED 2    1753130         0     61336
ALCAN INC                          COM             013716105     20902     368122 SH       DEFINED 8     368122         0         0
ALCAN INC                          COM             013716105      2191      44956 SH       DEFINED 9      44956         0         0
ALCAN INC                          COM             013716105      2437      50000 SH       DEFINED A      50000         0         0
ALCAN INC                          COM             013716105        53        940 SH       DEFINED          940         0         0
ALCATEL-LUCENT                     SPONSORED ADR   013904305       718      50485 SH       DEFINED 9      50485         0         0
ALCATEL-LUCENT                     SPONSORED ADR   013904305      3118     219300 SH       DEFINED A     219300         0         0
ALCOA INC                          COM             013817101      4195     139800 SH       DEFINED 4     139800         0         0
ALCOA INC                          COM             013817101      2089      69604 SH       DEFINED 6      61422         0      8182
ALCOA INC                          COM             013817101      1393      46418 SH       DEFINED 8      46418         0         0
ALCOA INC                          COM             013817101      2276      75831 SH       DEFINED 9      75831         0         0
ALCOA INC                          COM             013817101     31468    1048600 SH       DEFINED A    1048600         0         0
ALCON INC                          COM             H01301102     11177     100000 SH       DEFINED A     100000         0         0
ALEXANDER & BALDWIN INC            COM             014482103      3939      88845 SH       DEFINED 9      88446         0       399
ALEXANDER & BALDWIN INC            COM             014482103       355       8000 SH       DEFINED M       8000         0         0
ALEXANDER'S INC                    COM             014752109    203977     486065 SH       DEFINED 5     486065         0         0
ALEXANDRIA REAL ESTATE EQUITIES IN COM             015271109        52        515 SH       DEFINED 6        515         0         0
ALEXANDRIA REAL ESTATE EQUITIES IN COM             015271109        21        208 SH       DEFINED 8        208         0         0
ALEXANDRIA REAL ESTATE EQUITIES IN COM             015271109       100       1000 SH       DEFINED 9       1000         0         0
ALEXANDRIA REAL ESTATE EQUITIES IN COM             015271109     25692     255900 SH       DEFINED A     255900         0         0
ALEXION PHARMACEUTICALS INC        COM             015351109      5546     137300 SH       DEFINED 9     137300         0         0
ALLEGHANY CORP (DEL)               COM             017175100    284150     781492 SH       DEFINED 5     781492         0         0
ALLEGHANY CORP (DEL)               COM             017175100        37        102 SH       DEFINED 9        102         0         0
ALLERGAN INC                       COM             018490102     47896     400000 SH       DEFINED 7     400000         0         0
ALLERGAN INC                       COM             018490102     11312      94475 SH       DEFINED 9      94475         0         0
ALLERGAN INC                       COM             018490102     18168     151730 SH       DEFINED A     150466         0      1264
ALLIANCE DATA SYSTEM CORP          COM             018581108      1449      23192 SH       DEFINED 6      23192         0         0
ALLIANCE DATA SYSTEM CORP          COM             018581108     98035    1569314 SH       DEFINED A    1569314         0         0
ALLIANCE ONE INTERNATIONAL INC     COM             018772103     33787    4785700 SH       DEFINED 4    4785700         0         0
ALLIANCEBERNSTEIN HOLDING LP       UNIT LT PARTN   01881G106     17949     223250 SH       DEFINED 9     223250         0         0
ALLIANCEBERNSTEIN HOLDING LP       UNIT LT PARTN   01881G106      1206      15000 SH       DEFINED A      15000         0         0
ALLIANCEBERNSTEIN HOLDING LP       UNIT LT PARTN   01881G106       322       4000 SH       DEFINED         4000         0         0
ALLIANCEBERNSTEIN HOLDING LP       UNIT LT PARTN   01881G106       563       7000 SH       DEFINED M       7000         0         0
ALLIANT ENERGY CORP                COM             018802108        60       1600 SH       DEFINED 9       1600         0         0
ALLIANT ENERGY CORP                COM             018802108    177708    4705000 SH       DEFINED A    4705000         0         0
ALLIED CAPITAL CORP                COM             01903Q108       586      17931 SH       DEFINED 9      17931         0         0
ALLIED IRISH BANKS PLC             SPONSORED ADR   019228402      5684      93510 SH       DEFINED 8      93510         0         0
ALLIED IRISH BANKS PLC             SPONSORED ADR   019228402      1694      27871 SH       DEFINED 9      27871         0         0
ALLIED WASTE INDUSTRIES INC        PFD CV D 6.25%  019589704     16003      48000 SH       DEFINED A      48000         0         0
ALLSCRIPTS HEALTHCARE SOLUTIONS IN COM             01988P108        75       2783 SH       DEFINED 6       2783         0         0
ALLSCRIPTS HEALTHCARE SOLUTIONS IN COM             01988P108    167987    6224050 SH       DEFINED A    6192550         0     31500
ALLSTATE CORP                      COM             020002101     12286     188700 SH       DEFINED 4     188700         0         0
ALLSTATE CORP                      COM             020002101       130       2000 SH       DEFINED 6       2000         0         0
ALLSTATE CORP                      COM             020002101     16730     256943 SH       DEFINED 8     256943         0         0
ALLSTATE CORP                      COM             020002101      8641     132713 SH       DEFINED 9     132215         0       498
ALLSTATE CORP                      COM             020002101         9        134 SH       DEFINED A        134         0         0
ALLTEL CORP                        COM             020039103      2134      35290 SH       DEFINED 4      35290         0         0
ALLTEL CORP                        COM             020039103       530       8765 SH       DEFINED 8       8765         0         0
ALLTEL CORP                        COM             020039103     17362     287062 SH       DEFINED 9     287037         0        25
ALLTEL CORP                        COM             020039103     55316     914620 SH       DEFINED A     914620         0         0
ALLTEL CORP                        COM             020039103       151       2500 SH       DEFINED E          0         0      2500
ALLTEL CORP                        COM             020039103        25        410 SH       DEFINED L        410         0         0
ALPHA NATURAL RESOURCES INC        COM             02076X102      2846     200000 SH       DEFINED A     200000         0         0
ALTERA CORP                        COM             021441100      1589      80750 SH       DEFINED A      80750         0         0
ALTRIA GROUP INC                   COM             02209S103    874770   10193079 SH       DEFINED 5   10193079         0         0
ALTRIA GROUP INC                   COM             02209S103         4         43 SH       DEFINED 6         43         0         0
ALTRIA GROUP INC                   COM             02209S103     17085     199085 SH       DEFINED 8     199085         0         0
ALTRIA GROUP INC                   COM             02209S103     19751     230148 SH       DEFINED 9     230148         0         0
ALTRIA GROUP INC                   COM             02209S103     19593     228298 SH       DEFINED A     228298         0         0
ALTRIA GROUP INC                   COM             02209S103       146       1700 SH       DEFINED E          0         0      1700
ALTRIA GROUP INC                   COM             02209S103        25        290 SH       DEFINED L        290         0         0
ALZA CORP                          SDCV 7/2        02261WAB5   1368750   15000000 PRN      DEFINED A   15000000         0         0
AMBAC FINANCIAL GROUP INC          COM             023139108      8560      96100 SH       DEFINED 4      96100         0         0
AMDOCS LTD                         COM             G02602103      2063      53232 SH       DEFINED 6      53232         0         0
AMDOCS LTD                         COM             G02602103        29        758 SH       DEFINED 8        758         0         0
AMDOCS LTD                         COM             G02602103      2562      66125 SH       DEFINED 9      66125         0         0
AMDOCS LTD                         COM             G02602103    206504    5329129 SH       DEFINED A    5329129         0         0
AMEDISYS INC                       COM             023436108       951      28935 SH       DEFINED A      25868         0      3067
AMEREN CORP                        COM             023608102      4551      84698 SH       DEFINED 9      84698         0         0
AMEREN CORP                        COM             023608102    783875   14589141 SH       DEFINED A   14559141         0     30000
AMERICA MOVIL SA DE CV             SPONSORED ADR   02364W105      1583      35000 SH       DEFINED 2      35000         0         0
AMERICA MOVIL SA DE CV             SPONSORED ADR   02364W105       138       3055 SH       DEFINED 6       3055         0         0
AMERICA MOVIL SA DE CV             SPONSORED ADR   02364W105        53       1161 SH       DEFINED 8       1161         0         0
AMERICA MOVIL SA DE CV             SPONSORED ADR   02364W105     49324    1090766 SH       DEFINED 9    1090766         0         0
AMERICA MOVIL SA DE CV             SPONSORED ADR   02364W105    128864    2849720 SH       DEFINED A    2849720         0         0
AMERICA MOVIL SA DE CV             SPONSORED ADR   02364W105     42941     949600 SH       DEFINED C     949600         0         0
AMERICA MOVIL SA DE CV             SPONSORED ADR   02364W105      2035      45000 SH       DEFINED        45000         0         0
AMERICA MOVIL SA DE CV             SPONSORED ADR   02364W105       769      17000 SH       DEFINED M      17000         0         0
AMERICA MOVIL SA DE CV             SPONSORED ADR   02364W105     33915     750000 SH       DEFINED N     750000         0         0
AMERICAN AXLE & MFG HOLDINGS INC   COM             024061103     23263    1225000 SH       DEFINED 4    1225000         0         0
AMERICAN COMMERCIAL LINES          COM             025195207      8274     126300 SH       DEFINED A     122700         0      3600
AMERICAN EAGLE OUTFITTERS INC      COM             02553E106      8741     280080 SH       DEFINED A     280080         0         0
AMERICAN ELECTRIC POWER CO INC     COM             025537101        15        350 SH       DEFINED 6        350         0         0
AMERICAN ELECTRIC POWER CO INC     COM             025537101      1939      45527 SH       DEFINED 9      45527         0         0
AMERICAN ELECTRIC POWER CO INC     COM             025537101    456917   10730800 SH       DEFINED A   10730800         0         0
AMERICAN EXPRESS CO                COM             025816109         4         65 SH       DEFINED 8         65         0         0
AMERICAN EXPRESS CO                COM             025816109     33588     553611 SH       DEFINED 9     553161       400        50
AMERICAN EXPRESS CO                COM             025816109         4         64 SH       DEFINED A         64         0         0
AMERICAN INTERNATIONAL GROUP INC   COM             026874107   1167235   16288512 SH       DEFINED 1   16163512         0    125000
AMERICAN INTERNATIONAL GROUP INC   COM             026874107     53325     744143 SH       DEFINED 2     596256         0    147887
AMERICAN INTERNATIONAL GROUP INC   COM             026874107     43111     601600 SH       DEFINED 3     601600         0         0
AMERICAN INTERNATIONAL GROUP INC   COM             026874107    247935    3459877 SH       DEFINED 4    3459877         0         0
AMERICAN INTERNATIONAL GROUP INC   COM             026874107    287470    4011580 SH       DEFINED 5    4011580         0         0
AMERICAN INTERNATIONAL GROUP INC   COM             026874107      5428      75745 SH       DEFINED 6      73805         0      1940
AMERICAN INTERNATIONAL GROUP INC   COM             026874107     27583     384916 SH       DEFINED 8     384916         0         0
AMERICAN INTERNATIONAL GROUP INC   COM             026874107    134734    1880189 SH       DEFINED 9    1879589       600         0
AMERICAN INTERNATIONAL GROUP INC   COM             026874107       143       2000 SH CALL  DEFINED 9
AMERICAN INTERNATIONAL GROUP INC   COM             026874107     45774     638765 SH       DEFINED A     638765         0         0
AMERICAN INTERNATIONAL GROUP INC   COM             026874107      2534      35360 SH       DEFINED C      16200         0     19160
AMERICAN INTERNATIONAL GROUP INC   COM             026874107     12397     172998 SH       DEFINED D     172998         0         0
AMERICAN INTERNATIONAL GROUP INC   COM             026874107    121984    1702255 SH       DEFINED E     610315         0   1091940
AMERICAN INTERNATIONAL GROUP INC   COM             026874107       148       2070 SH       DEFINED         2070         0         0
AMERICAN INTERNATIONAL GROUP INC   COM             026874107     10134     141411 SH       DEFINED L     107331         0     34080
AMERICAN INTERNATIONAL GROUP INC   COM             026874107      2047      28566 SH       DEFINED M      28566         0         0
AMERICAN ITALIAN PASTA CO          COM             027070101      8678     975000 SH       DEFINED 8     975000         0         0
AMERICAN MEDICAL SYSTEMS HOLDINGS  COM             02744M108      6623     357590 SH       DEFINED 9     357590         0         0
AMERICAN MEDICAL SYSTEMS HOLDINGS  COM             02744M108     91337    4931800 SH       DEFINED A    4902900         0     28900
AMERICAN MEDICAL SYSTEMS HOLDINGS  NOTE 3.250% 7/0 02744MAA6     17569   15000000 PRN      DEFINED A   15000000         0         0
AMERICAN NATIONAL INSURANCE CO     COM             028591105     92692     812300 SH       DEFINED 4     810300         0      2000
AMERICAN PACIFIC CORP              COM             028740108      5404     676300 SH       DEFINED 4     676300         0         0
AMERICAN POWER CONVERSION CORP     COM             029066107    138495    4527447 SH       DEFINED 5    4527447         0         0
AMERICAN POWER CONVERSION CORP     COM             029066107     12236     400000 SH       DEFINED 7     400000         0         0
AMERICAN POWER CONVERSION CORP     COM             029066107       545      17800 SH       DEFINED 9      17800         0         0
AMERICAN STANDARD COS INC          COM             029712106    286244    6243050 SH       DEFINED 1    6193050         0     50000
AMERICAN STANDARD COS INC          COM             029712106       906      19750 SH       DEFINED 9      19750         0         0
AMERICAN STANDARD COS INC          COM             029712106     13998     305300 SH       DEFINED E      85500         0    219800
AMERICAN STATES WATER CO           COM             029899101     11860     307100 SH       DEFINED A     307100         0         0
AMERICAN TOWER INC                 COM             029912201       107       2865 SH       DEFINED 6       2865         0         0
AMERICAN TOWER INC                 COM             029912201        44       1177 SH       DEFINED 8       1177         0         0
AMERICAN TOWER INC                 COM             029912201     15724     421770 SH       DEFINED 9     421770         0         0
AMERICAN TOWER INC                 COM             029912201    110473    2963344 SH       DEFINED A    2963344         0         0
AMERICAN TOWER INC                 COM             029912201       559      15000 SH       DEFINED        15000         0         0
AMERICAN TOWER INC                 COM             029912201      1044      28000 SH       DEFINED M      28000         0         0
AMERICAN WOODMARK CORP             COM             030506109     36455     871085 SH       DEFINED 4     862585         0      8500
AMERIPRISE FINANCIAL INC           COM             03076C106      4029      73923 SH       DEFINED 9      73923         0         0
AMERIPRISE FINANCIAL INC           COM             03076C106         8        149 SH       DEFINED A        149         0         0
AMERISOURCEBERGEN CORP             COM             03073E105      4808     106940 SH       DEFINED 2          0         0    106940
AMERISOURCEBERGEN CORP             COM             03073E105       156       3480 SH       DEFINED 8       3480         0         0
AMERISOURCEBERGEN CORP             COM             03073E105       162       3600 SH       DEFINED 9       3600         0         0
AMERISOURCEBERGEN CORP             COM             03073E105         6        127 SH       DEFINED A        127         0         0
AMETEK INC                         COM             031100100       578      18150 SH       DEFINED 9      18150         0         0
AMGEN INC                          COM             031162100        71       1039 SH       DEFINED 6       1039         0         0
AMGEN INC                          COM             031162100     63665     932000 SH       DEFINED 7     932000         0         0
AMGEN INC                          COM             031162100       482       7053 SH       DEFINED 8       7053         0         0
AMGEN INC                          COM             031162100     49221     720558 SH       DEFINED 9     719658       900         0
AMGEN INC                          COM             031162100     87442    1280082 SH       DEFINED A    1274982         0      5100
AMGEN INC                          COM             031162100       137       2000 SH       DEFINED E          0         0      2000
AMGEN INC                          COM             031162100        22        320 SH       DEFINED L        320         0         0
AMR CORP                           COM             001765106     32648    1080000 SH       DEFINED 7    1080000         0         0
AMR CORP                           COM             001765106        15        488 SH       DEFINED 9        488         0         0
AMREP CORP                         COM             032159105       735       6000 SH       DEFINED 9       6000         0         0
ANADARKO PETROLEUM CORP            COM             032511107      4374     100497 SH       DEFINED 9     100497         0         0
ANADARKO PETROLEUM CORP            COM             032511107         7        161 SH       DEFINED A        161         0         0
ANADIGICS INC                      COM             032515108      5356     604500 SH       DEFINED 9     604500         0         0
ANALOG DEVICES INC                 COM             032654105      6196     188511 SH       DEFINED 9     186811         0      1700
ANALOG DEVICES INC                 COM             032654105     10019     304800 SH       DEFINED A     268800         0     36000
ANGIOTECH PHARMACEUTICALS INC      COM             034918102     20465    2491132 SH       DEFINED 6    2491132         0         0
ANGIOTECH PHARMACEUTICALS INC      COM             034918102      2858     347900 SH       DEFINED A     323000         0     24900
ANGLO AMERICAN PLC                 SPONSORED ADR   03485P102        53       2155 SH       DEFINED 9       2155         0         0
ANGLO AMERICAN PLC                 SPONSORED ADR   03485P102     15768     645958 SH       DEFINED A     645958         0         0
ANGLOGOLD ASHANTI LTD              SPONSORED ADR   035128206       148       3150 SH       DEFINED 9       3150         0         0
ANGLOGOLD ASHANTI LTD              SPONSORED ADR   035128206    171604    3644173 SH       DEFINED A    3641773         0      2400
ANHEUSER BUSCH COS INC             COM             035229103     41923     852100 SH       DEFINED 3     852100         0         0
ANHEUSER BUSCH COS INC             COM             035229103      2332      47407 SH       DEFINED 6      41892         0      5515
ANHEUSER BUSCH COS INC             COM             035229103      6097     123917 SH       DEFINED 8     123917         0         0
ANHEUSER BUSCH COS INC             COM             035229103     38938     791430 SH       DEFINED 9     791430         0         0
ANHEUSER BUSCH COS INC             COM             035229103     44775     910057 SH       DEFINED A     910057         0         0
ANHEUSER BUSCH COS INC             COM             035229103       241       4900 SH       DEFINED E          0         0      4900
ANHEUSER BUSCH COS INC             COM             035229103        31        640 SH       DEFINED L        640         0         0
ANNALY CAPITAL MANAGEMENT INC      COM             035710409       201      14425 SH       DEFINED 9      14425         0         0
ANSOFT CORP                        COM             036384105      2391      86000 SH       DEFINED 9      86000         0         0
ANSYS INC                          COM             03662Q105      2175      50010 SH       DEFINED A      50010         0         0
AON CORP                           COM             037389103       973      27521 SH       DEFINED 1      27521         0         0
AON CORP                           COM             037389103     23949     677673 SH       DEFINED 2     600720         0     76953
AON CORP                           COM             037389103     12156     343980 SH       DEFINED 8     343980         0         0
AON CORP                           COM             037389103        78       2199 SH       DEFINED 9       1200         0       999
AON CORP                           COM             037389103      2092      59190 SH       DEFINED C      27430         0     31760
AON CORP                           COM             037389103      3511      99361 SH       DEFINED D      99361         0         0
AON CORP                           COM             037389103     56330    1593946 SH       DEFINED E     258882         0   1335064
APACHE CORP                        COM             037411105      4923      74020 SH       DEFINED 4      74020         0         0
APACHE CORP                        COM             037411105     30117     452813 SH       DEFINED 9     451336      1440        37
APEX SILVER MINES LTD              COM             G04074103      3178     200000 SH       DEFINED A     200000         0         0
APOGEE ENTERPRISES INC             COM             037598109     42144    2182500 SH       DEFINED 4    2160500         0     22000
APOLLO GROUP INC                   COM             037604105       297       7623 SH       DEFINED 9       7623         0         0
APOLLO GROUP INC                   COM             037604105        61       1555 SH       DEFINED A       1555         0         0
APOLLO INVESTMENT CORP             COM             03761U106      4480     200000 SH       DEFINED 4     200000         0         0
APPLE COMPUTER INC                 COM             037833100     19496     229800 SH PUT   DEFINED 3          0         0         0
APPLE COMPUTER INC                 COM             037833100       133       1563 SH       DEFINED 6       1563         0         0
APPLE COMPUTER INC                 COM             037833100     84840    1000000 SH       DEFINED 7    1000000         0         0
APPLE COMPUTER INC                 COM             037833100       200       2362 SH       DEFINED 8       2362         0         0
APPLE COMPUTER INC                 COM             037833100     29444     347054 SH       DEFINED 9     346554       500         0
APPLE COMPUTER INC                 COM             037833100    102083    1203245 SH       DEFINED A    1203245         0         0
APPLE COMPUTER INC                 COM             037833100        42        500 SH       DEFINED E          0         0       500
APPLE COMPUTER INC                 COM             037833100         6         70 SH       DEFINED L         70         0         0
APPLERA CORP-APPLIED BIOSYSTEMS GR COM             038020103      1930      52600 SH       DEFINED 2      52600         0         0
APPLERA CORP-APPLIED BIOSYSTEMS GR COM             038020103       117       3200 SH       DEFINED 8       3200         0         0
APPLERA CORP-APPLIED BIOSYSTEMS GR COM             038020103      1181      32200 SH       DEFINED 9      32200         0         0
APPLERA CORP-CELERA GENOMICS GROUP COM             038020202        20       1400 SH       DEFINED 9       1400         0         0
APPLERA CORP-CELERA GENOMICS GROUP COM             038020202      1869     133600 SH       DEFINED A     133600         0         0
APPLIED INDUSTRIAL TECHNOLOGIES IN COM             03820C105     36998    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       254      13770 SH       DEFINED 8      13770         0         0
APPLIED MATERIALS INC              COM             038222105      3522     190911 SH       DEFINED 9     190911         0         0
APPLIED MATERIALS INC              COM             038222105     19428    1052982 SH       DEFINED A    1052982         0         0
APPLIED MATERIALS INC              COM             038222105       159       8600 SH       DEFINED E          0         0      8600
APPLIED MATERIALS INC              COM             038222105        18        960 SH       DEFINED L        960         0         0
APTARGROUP INC                     COM             038336103     26273     445000 SH       DEFINED 4     440500         0      4500
AQUA AMERICA INC                   COM             03836W103       248      10866 SH       DEFINED 9      10866         0         0
AQUILA INC                         COM             03840P102       634     134800 SH       DEFINED 2     134800         0         0
AQUILA INC                         COM             03840P102       986     209710 SH       DEFINED 8     209710         0         0
AQUILA INC                         COM             03840P102        57      12140 SH       DEFINED 9      12140         0         0
ARACRUZ CELULOSE SA                SPON ADR PFD B  038496204     11078     180900 SH       DEFINED 9     180900         0         0
ARACRUZ CELULOSE SA                SPON ADR PFD B  038496204        15        249 SH       DEFINED A        249         0         0
ARAMARK CORP                       COM             038521100      6394     191160 SH       DEFINED 5     191160         0         0
ARBOR REALTY TRUST INC             COM             038923108     21289     707500 SH       DEFINED 4     699000         0      8500
ARCH COAL INC                      COM             039380100     19459     648000 SH       DEFINED 4     645400         0      2600
ARCHER DANIELS MIDLAND CO          COM             039483102      7174     224467 SH       DEFINED 9     224467         0         0
ARCHSTONE-SMITH TRUST              COM             039583109      2315      39775 SH       DEFINED 9      39775         0         0
ARCHSTONE-SMITH TRUST              COM             039583109      2293      39400 SH       DEFINED D      39400         0         0
ARCHSTONE-SMITH TRUST              COM             039583109       407       7000 SH       DEFINED M       7000         0         0
ARCHSTONE-SMITH TRUST              COM             039583109      7148     122800 SH       DEFINED N     122800         0         0
ARES CAPITAL CORP                  COM             04010L103     13008     680699 SH       DEFINED 6     680699         0         0
ARES CAPITAL CORP                  COM             04010L103       143       7500 SH       DEFINED 9       7500         0         0
ARES CAPITAL CORP                  COM             04010L103     10006     523596 SH       DEFINED A     510117         0     13479
ARGON ST INC                       COM             040149106      9524     442137 SH       DEFINED 6     442137         0         0
ARGON ST INC                       COM             040149106     18788     872220 SH       DEFINED A     848380         0     23840
ARIAD PHARMACEUTICALS INC          COM             04033A100      1562     303900 SH       DEFINED A     303900         0         0
ARIBA INC                          COM             04033V203     14286    1845800 SH       DEFINED A    1800200         0     45600
ARIES MARITIME TRNSPRT LTD         COM             G0474B105      3266     356200 SH       DEFINED A     356200         0         0
ARLINGTON TANKERS LTD              COM             G04899103      2360     101000 SH       DEFINED A     101000         0         0
ARMSTRONG WORLD INDUSTRIES INC     COM             04247X102      2120      50000 SH       DEFINED 4      50000         0         0
ARMSTRONG WORLD INDUSTRIES INC     COM             04247X102     68171    1608186 SH       DEFINED 5    1608186         0         0
ARRIS GROUP INC                    COM             04269Q100      7278     581800 SH       DEFINED 9     581800         0         0
ARRIS GROUP INC                    COM             04269Q100     20772    1660426 SH       DEFINED A    1618426         0     42000
ARRIS GROUP INC                    COM             04269Q100       158      12600 SH       DEFINED N      12600         0         0
ARROW ELECTRONICS INC              COM             042735100       905      28700 SH       DEFINED 2      28700         0         0
ARROW ELECTRONICS INC              COM             042735100       388      12300 SH       DEFINED 8      12300         0         0
ARTHUR J GALLAGHER & CO            COM             363576109     74768    2530230 SH       DEFINED 4    2521730         0      8500
ARTHUR J GALLAGHER & CO            COM             363576109        56       1900 SH       DEFINED 6       1900         0         0
ASHFORD HOSPITALITY TRUST          COM             044103109       249      20000 SH       DEFINED 9      20000         0         0
ASHFORD HOSPITALITY TRUST          COM             044103109     21824    1752900 SH       DEFINED A    1752900         0         0
ASHFORD HOSPITALITY TRUST          COM             044103109       957      76900 SH       DEFINED D      76900         0         0
ASHFORD HOSPITALITY TRUST          COM             044103109       436      35000 SH       DEFINED M      35000         0         0
ASHFORD HOSPITALITY TRUST          COM             044103109      3964     318400 SH       DEFINED N     318400         0         0
ASHLAND INC                        COM             044209104     17011     245894 SH       DEFINED 4     245894         0         0
ASHLAND INC                        COM             044209104       392       5669 SH       DEFINED A       5669         0         0
ASM INTERNATIONAL NV               COM             N07045102       229      14300 SH       DEFINED N      14300         0         0
ASML HOLDING NV                    N Y SHS         N07059111     10913     443090 SH       DEFINED A     443090         0         0
ASPEN INSURANCE HOLDINGS LTD       COM             G05384105     54354    2062000 SH       DEFINED 4    2043000         0     19000
ASPEN INSURANCE HOLDINGS LTD       COM             G05384105     11582     439364 SH       DEFINED 6     439364         0         0
ASPEN INSURANCE HOLDINGS LTD       COM             G05384105         8        289 SH       DEFINED A        289         0         0
ASSISTED LIVING CONCEPTS INC       COM             04544X102      1731     175000 SH       DEFINED 5     175000         0         0
ASSURANT INC                       COM             04621X108     47150     853400 SH       DEFINED 4     853400         0         0
ASSURANT INC                       COM             04621X108        53        958 SH       DEFINED 6        958         0         0
ASSURANT INC                       COM             04621X108        22        397 SH       DEFINED 8        397         0         0
ASSURANT INC                       COM             04621X108     22652     409982 SH       DEFINED A     409982         0         0
ASTEC INDUSTRIES INC               COM             046224101      6463     184131 SH       DEFINED 4     182400         0      1731
ASTRAZENECA PLC                    SPONSORED ADR   046353108     12995     242666 SH       DEFINED 6     242666         0         0
ASTRAZENECA PLC                    SPONSORED ADR   046353108       779      14550 SH       DEFINED 9      14550         0         0
AT&T INC                           COM             00206R102     11430     319730 SH       DEFINED 2     172530         0    147200
AT&T INC                           COM             00206R102      3658     102326 SH       DEFINED 6      90910         0     11416
AT&T INC                           COM             00206R102     20442     571809 SH       DEFINED 8     571809         0         0
AT&T INC                           COM             00206R102     26701     746886 SH       DEFINED 9     745536         0      1350
AT&T INC                           COM             00206R102    985205   27558194 SH       DEFINED A   27538194         0     20000
AT&T INC                           COM             00206R102      1332      37255 SH       DEFINED C          0         0     37255
AT&T INC                           COM             00206R102     35271     986607 SH       DEFINED E     275926         0    710681
AT&T INC                           COM             00206R102       171       4770 SH       DEFINED         4770         0         0
ATHEROGENICS INC                   COM             047439104       971      98000 SH       DEFINED A      98000         0         0
ATHEROS COMMUNICATIONS INC         COM             04743P108     17964     842600 SH       DEFINED A     818600         0     24000
ATLANTIC TELE-NETWORK INC          COM             049079205     15904     542800 SH       DEFINED 4     542800         0         0
ATMI INC                           COM             00207R101      6008     196800 SH       DEFINED 9     196800         0         0
ATMOS ENERGY CORP                  COM             049560105     43862    1374548 SH       DEFINED 4    1369048         0      5500
ATMOS ENERGY CORP                  COM             049560105       340      10641 SH       DEFINED 9      10641         0         0
ATMOS ENERGY CORP                  COM             049560105    179653    5630000 SH       DEFINED A    5530000         0    100000
ATWOOD OCEANICS INC                COM             050095108     14799     302200 SH       DEFINED 4     298200         0      4000
AUSTRALIA & NEW ZEALAND BANKING GR SPONSORED ADR   052528304      2772      24850 SH       DEFINED 9      24450         0       400
AUTODESK INC                       COM             052769106        53       1310 SH       DEFINED 6       1310         0         0
AUTODESK INC                       COM             052769106        21        516 SH       DEFINED 8        516         0         0
AUTODESK INC                       COM             052769106       121       3000 SH       DEFINED 9       3000         0         0
AUTODESK INC                       COM             052769106     39217     969270 SH       DEFINED A     969270         0         0
AUTOLIV INC                        COM             052800109      1362      22593 SH       DEFINED 2      20237         0      2356
AUTOLIV INC                        COM             052800109      1435      23800 SH       DEFINED 4      23800         0         0
AUTOLIV INC                        COM             052800109      1348      22357 SH       DEFINED 6      18935         0      3422
AUTOLIV INC                        COM             052800109        54        900 SH       DEFINED 9        900         0         0
AUTOLIV INC                        COM             052800109     16214     268891 SH       DEFINED A     268891         0         0
AUTOMATIC DATA PROCESSING INC      COM             053015103        68       1380 SH       DEFINED 6       1380         0         0
AUTOMATIC DATA PROCESSING INC      COM             053015103     39400     800000 SH       DEFINED 7     800000         0         0
AUTOMATIC DATA PROCESSING INC      COM             053015103     11620     235932 SH       DEFINED 9     235932         0         0
AVALONBAY COMMUNITIES INC          COM             053484101       416       3200 SH       DEFINED 9       3200         0         0
AVALONBAY COMMUNITIES INC          COM             053484101       299       2300 SH       DEFINED A       2300         0         0
AVALONBAY COMMUNITIES INC          COM             053484101      2302      17700 SH       DEFINED D      17700         0         0
AVALONBAY COMMUNITIES INC          COM             053484101       637       4900 SH       DEFINED M       4900         0         0
AVALONBAY COMMUNITIES INC          COM             053484101      7166      55100 SH       DEFINED N      55100         0         0
AVAYA INC                          COM             053499109    161722   11568070 SH       DEFINED 1   11568070         0         0
AVAYA INC                          COM             053499109     21933    1568891 SH       DEFINED 2     585739         0    983152
AVAYA INC                          COM             053499109       318      22720 SH       DEFINED 8      22720         0         0
AVAYA INC                          COM             053499109        84       6024 SH       DEFINED 9       6024         0         0
AVAYA INC                          COM             053499109      2433     174070 SH       DEFINED C      75790         0     98280
AVAYA INC                          COM             053499109     43941    3143110 SH       DEFINED E    1807042         0   1336068
AVENTINE RENEWABLE ENERGY HOLDINGS COM             05356X403      1077      45700 SH       DEFINED A      45700         0         0
AVERY DENNISON CORP                COM             053611109      1990      29290 SH       DEFINED 4      29290         0         0
AVERY DENNISON CORP                COM             053611109        48        700 SH       DEFINED 6        700         0         0
AVERY DENNISON CORP                COM             053611109     31384     462000 SH       DEFINED 7     462000         0         0
AVERY DENNISON CORP                COM             053611109      1329      19570 SH       DEFINED 9      19570         0         0
AVIS BUDGET GROUP INC              COM             053774105     28241    1302027 SH       DEFINED 5    1302027         0         0
AVIS BUDGET GROUP INC              COM             053774105         0          8 SH       DEFINED A          8         0         0
AVOCENT CORP                       COM             053893103     48974    1446800 SH       DEFINED 4    1432300         0     14500
AVOCENT CORP                       COM             053893103      6729     198800 SH       DEFINED 9     198800         0         0
AVON PRODUCTS INC                  COM             054303102       202       6100 SH       DEFINED 8       6100         0         0
AVON PRODUCTS INC                  COM             054303102     18468     558950 SH       DEFINED 9     558950         0         0
AXA SA                             SPONSORED ADR   054536107     32301     800909 SH       DEFINED 6     800909         0         0
AXA SA                             SPONSORED ADR   054536107       431      10680 SH       DEFINED 8      10680         0         0
AXA SA                             SPONSORED ADR   054536107       826      20480 SH       DEFINED 9      20480         0         0
AXCAN PHARMA INC                   COM             054923107     71937    4338775 SH       DEFINED 8    4149075         0    189700
AXIS CAPITAL HOLDINGS LTD          COM             G0692U109      1281      38380 SH       DEFINED 2      30080         0      8300
AZTAR CORP                         COM             054802103     49876     916500 SH       DEFINED 4     915900         0       600
BAKER HUGHES INC                   COM             057224107      1544      20675 SH       DEFINED 9      20375       300         0
BAKER HUGHES INC                   COM             057224107      5006      67050 SH       DEFINED A      67050         0         0
BALDOR ELECTRIC CO                 COM             057741100       334      10000 SH       DEFINED 4       9900         0       100
BALDWIN & LYONS INC                COM             057755209      5830     228264 SH       DEFINED 4     228264         0         0
BALL CORPORATION                   COM             058498106       475      10900 SH       DEFINED 9      10900         0         0
BANCO BILBAO VIZCAYA ARGENTARIA SA SPONSORED ADR   05946K101      6160     256021 SH       DEFINED 9     256021         0         0
BANCO BRADESCO SA                  SP ADR PFD NEW  059460303     14458     358318 SH       DEFINED 1     358318         0         0
BANCO BRADESCO SA                  SP ADR PFD NEW  059460303    456125   11304224 SH       DEFINED C   10828440         0    475784
BANCO LATINOAMERICANO DE EXPORTACI COM             P16994132     44523    2625200 SH       DEFINED C    2536300         0     88900
BANCO SANTANDER CENTRAL HISPANO SA ADR             05964H105     25888    1387359 SH       DEFINED 6    1387359         0         0
BANCO SANTANDER CENTRAL HISPANO SA ADR             05964H105       607      32540 SH       DEFINED 9      32540         0         0
BANK OF AMERICA CORP               COM             060505104     27362     512489 SH       DEFINED 1     512489         0         0
BANK OF AMERICA CORP               COM             060505104     32526     609219 SH       DEFINED 2     430785         0    178434
BANK OF AMERICA CORP               COM             060505104     16579     310527 SH       DEFINED 4     310527         0         0
BANK OF AMERICA CORP               COM             060505104      6380     119497 SH       DEFINED 6     104399         0     15098
BANK OF AMERICA CORP               COM             060505104     23302     436450 SH       DEFINED 8     436450         0         0
BANK OF AMERICA CORP               COM             060505104     67554    1265290 SH       DEFINED 9    1262965       600      1725
BANK OF AMERICA CORP               COM             060505104    985273   18454263 SH       DEFINED A   18434263         0     20000
BANK OF AMERICA CORP               COM             060505104      2224      41650 SH       DEFINED C      19320         0     22330
BANK OF AMERICA CORP               COM             060505104      7098     132952 SH       DEFINED D     132952         0         0
BANK OF AMERICA CORP               COM             060505104    111152    2081889 SH       DEFINED E     733087         0   1348802
BANK OF AMERICA CORP               COM             060505104      7035     131775 SH       DEFINED L     104255         0     27520
BANK OF AMERICA CORP               COM             060505104      1231      23050 SH       DEFINED M      23050         0         0
BANK OF HAWAII CORP                COM             062540109       711      13178 SH       DEFINED 9      13178         0         0
BANK OF IRELAND                    SPONSORED ADR   46267Q103       253       2750 SH       DEFINED 9       2750         0         0
BANK OF MONTREAL                   COM             063671101    319900    4636229 SH       DEFINED 8    4378629         0    257600
BANK OF NEW YORK CO INC            COM             064057102    588489   14947640 SH       DEFINED 1   14787640         0    160000
BANK OF NEW YORK CO INC            COM             064057102     13618     345893 SH       DEFINED 2     345893         0         0
BANK OF NEW YORK CO INC            COM             064057102     20375     517534 SH       DEFINED 8     517534         0         0
BANK OF NEW YORK CO INC            COM             064057102     19299     490194 SH       DEFINED 9     490194         0         0
BANK OF NEW YORK CO INC            COM             064057102        10        242 SH       DEFINED A        242         0         0
BANK OF NEW YORK CO INC            COM             064057102       995      25280 SH       DEFINED C      25280         0         0
BANK OF NEW YORK CO INC            COM             064057102      8707     221153 SH       DEFINED D     221153         0         0
BANK OF NEW YORK CO INC            COM             064057102     93863    2384135 SH       DEFINED E     802480         0   1581655
BANK OF NEW YORK CO INC            COM             064057102      5943     150951 SH       DEFINED L     117921         0     33030
BANK OF NEW YORK CO INC            COM             064057102      1086      27575 SH       DEFINED M      27575         0         0
BANK OF NOVA SCOTIA                COM             064149107    430220    8257576 SH       DEFINED 8    7778076         0    479500
BANK OF NOVA SCOTIA                COM             064149107       606      13532 SH       DEFINED 9      13532         0         0
BARCLAYS PLC                       SPONSORED ADR   06738E204      4084      70245 SH       DEFINED 8      70245         0         0
BARCLAYS PLC                       SPONSORED ADR   06738E204        52        900 SH       DEFINED 9        900         0         0
BARNES & NOBLES INC                COM             067774109       314       7900 SH       DEFINED 9       7900         0         0
BARRICK GOLD CORP                  COM             067901108     15192     423763 SH       DEFINED 1     423763         0         0
BARRICK GOLD CORP                  COM             067901108     35432     988341 SH       DEFINED 2     988341         0         0
BARRICK GOLD CORP                  COM             067901108     25928     723238 SH       DEFINED 8     723238         0         0
BARRICK GOLD CORP                  COM             067901108       187       6084 SH       DEFINED 9       6084         0         0
BARRICK GOLD CORP                  COM             067901108    216115    7039589 SH       DEFINED A    7026189         0     13400
BASF AG                            SPONSORED ADR   055262505      3395      34920 SH       DEFINED 2      34920         0         0
BASF AG                            SPONSORED ADR   055262505     16527     170009 SH       DEFINED 6     170009         0         0
BASF AG                            SPONSORED ADR   055262505       656       6745 SH       DEFINED 9       6745         0         0
BASIC ENERGY SERVICES INC          COM             06985P100      1662      67411 SH       DEFINED 5      67411         0         0
BASSETT FURNITURE INDUSTRIES INC   COM             070203104     14621     894800 SH       DEFINED 4     885800         0      9000
BASSETT FURNITURE INDUSTRIES INC   COM             070203104        16       1000 SH       DEFINED 9       1000         0         0
BAUSCH & LOMB INC                  COM             071707103    227656    4372960 SH       DEFINED 5    4372960         0         0
BAUSCH & LOMB INC                  COM             071707103       167       3200 SH       DEFINED 9       3200         0         0
BAXTER INTERNATIONAL INC           COM             071813109     18556     400000 SH       DEFINED 7     400000         0         0
BAXTER INTERNATIONAL INC           COM             071813109      2222      47892 SH       DEFINED 9      47892         0         0
BAXTER INTERNATIONAL INC           COM             071813109      1999      43100 SH       DEFINED A      38300         0      4800
BAYTEX ENERGY TR                   COM             073176109       495      22200 SH       DEFINED 8      22200         0         0
BB&T CORP                          COM             054937107       210       4774 SH       DEFINED 9       4774         0         0
BBVA BANCO FRANCES SA              SPONSORED ADR   07329M100     14549    1531450 SH       DEFINED C    1302125         0    229325
BCE INC                            COM             05534B760      4660     172583 SH       DEFINED 2     172583         0         0
BCE INC                            COM             05534B760      1229      45512 SH       DEFINED 9      43712         0      1800
BCE INC                            COM             05534B760      1030      38138 SH       DEFINED C          0         0     38138
BCE INC                            COM             05534B760      1062      39327 SH       DEFINED E      39327         0         0
BEACON ROOFING SUPPLY INC          COM             073685109        62       3293 SH       DEFINED 6       3293         0         0
BEACON ROOFING SUPPLY INC          COM             073685109        26       1403 SH       DEFINED 8       1403         0         0
BEACON ROOFING SUPPLY INC          COM             073685109     34660    1841650 SH       DEFINED A    1824900         0     16750
BEAR STEARNS & CO INC              COM             073902108    148293     911000 SH       DEFINED 5     911000         0         0
BEAR STEARNS & CO INC              COM             073902108       865       5312 SH       DEFINED 9       5312         0         0
BEARINGPOINT INC                   COM             074002106      8982    1141250 SH       DEFINED 2    1141250         0         0
BEARINGPOINT INC                   COM             074002106      2332     296287 SH       DEFINED 6     296287         0         0
BEARINGPOINT INC                   COM             074002106     23688    3009900 SH       DEFINED 8    3009900         0         0
BEARINGPOINT INC                   COM             074002106     13849    1759700 SH       DEFINED A    1708200         0     51500
BEARINGPOINT INC                   COM             074002106        99      12595 SH       DEFINED D      12595         0         0
BEARINGPOINT INC                   COM             074002106     11521    1463970 SH       DEFINED E     720340         0    743630
BECKMAN COULTER INC                COM             075811109       401       6700 SH       DEFINED 9       6700         0         0
BECKMAN COULTER INC                COM             075811109      1776      29700 SH       DEFINED A      26500         0      3200
BECTON DICKINSON & CO              COM             075887109     94710    1350112 SH       DEFINED 4    1350112         0         0
BECTON DICKINSON & CO              COM             075887109        91       1300 SH       DEFINED 6       1300         0         0
BECTON DICKINSON & CO              COM             075887109      1634      23300 SH       DEFINED 8      23300         0         0
BECTON DICKINSON & CO              COM             075887109      1051      14977 SH       DEFINED 9      14977         0         0
BED BATH & BEYOND INC              COM             075896100      4948     129875 SH       DEFINED 9     129875         0         0
BELLSOUTH CORP                     COM             079860102    789066   16749434 SH       DEFINED 5   16749434         0         0
BELLSOUTH CORP                     COM             079860102      1429      30332 SH       DEFINED 6      26473         0      3859
BELLSOUTH CORP                     COM             079860102       268       5680 SH       DEFINED 8       5680         0         0
BELLSOUTH CORP                     COM             079860102     31385     666210 SH       DEFINED 9     665412         0       798
BELLSOUTH CORP                     COM             079860102    578698   12283972 SH       DEFINED A   12283972         0         0
BELLSOUTH CORP                     COM             079860102        18        390 SH       DEFINED L        390         0         0
BEMIS COMPANY INC                  COM             081437105     80132    2358200 SH       DEFINED 4    2358200         0         0
BEMIS COMPANY INC                  COM             081437105     12732     374687 SH       DEFINED 9     374687         0         0
BERKLEY W R CORP                   COM             084423102      1425      41297 SH       DEFINED 9      41297         0         0
BERKLEY W R CORP                   COM             084423102        22        635 SH       DEFINED A        635         0         0
BERKSHIRE HATHAWAY INC             COM             084670108    449089       4083 SH       DEFINED 5       4083         0         0
BERKSHIRE HATHAWAY INC             COM             084670108      4620         42 SH       DEFINED 9         42         0         0
BERKSHIRE HATHAWAY INC             COM             084670108     25298        230 SH       DEFINED A        230         0         0
BERKSHIRE HATHAWAY INC             COM             084670207   1285567     350673 SH       DEFINED 5     350673         0         0
BERKSHIRE HATHAWAY INC             COM             084670207        18          5 SH       DEFINED 8          5         0         0
BERKSHIRE HATHAWAY INC             COM             084670207     21798       5946 SH       DEFINED 9       5946         0         0
BERKSHIRE HATHAWAY INC             COM             084670207      1525        416 SH       DEFINED A        416         0         0
BEST BUY COMPANY INC               COM             086516101     19769     401885 SH       DEFINED 9     401486         0       399
BEST BUY COMPANY INC               COM             086516101     39563     804298 SH       DEFINED A     804298         0         0
BEST BUY COMPANY INC               SDCV 2.250% 1/1 086516AF8     33376   29900000 PRN      DEFINED A   29900000         0         0
BEVERLY HILLS BANCORP INC          COM             087866109      5803     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      7426     108505 SH       DEFINED 9     108505         0         0
BHP BILLITON LTD                   SPONSORED ADR   088606108         5        115 SH       DEFINED 8        115         0         0
BHP BILLITON LTD                   SPONSORED ADR   088606108      5130     129065 SH       DEFINED 9     129065         0         0
BIG 5 SPORTING GOODS CORP          COM             08915P101     21188     867643 SH       DEFINED 6     867643         0         0
BIG LOTS INC                       COM             089302103     43777    1910000 SH       DEFINED 4    1910000         0         0
BILL BARRETT CORP                  COM             06846N104      4996     183610 SH       DEFINED 6     183610         0         0
BILL BARRETT CORP                  COM             06846N104     16647     611800 SH       DEFINED A     598900         0     12900
BIOGEN IDEC INC                    COM             09062X103     19676     400000 SH       DEFINED 7     400000         0         0
BIOGEN IDEC INC                    COM             09062X103      6813     138495 SH       DEFINED 9     138495         0         0
BIOGEN IDEC INC                    COM             09062X103     30564     621344 SH       DEFINED A     618244         0      3100
BIOGEN IDEC INC                    NOTE 2/1        449370AC9    697375    3500000 PRN      DEFINED A    3500000         0         0
BIOMED REALTY TRUST INC            COM             09063H107       177       6200 SH       DEFINED 9       6200         0         0
BIOMED REALTY TRUST INC            COM             09063H107     31205    1091100 SH       DEFINED A    1091100         0         0
BIOMED REALTY TRUST INC            COM             09063H107      1759      61500 SH       DEFINED D      61500         0         0
BIOMED REALTY TRUST INC            COM             09063H107       449      15700 SH       DEFINED M      15700         0         0
BIOMED REALTY TRUST INC            COM             09063H107      5457     190800 SH       DEFINED N     190800         0         0
BIOMET INC                         COM             090613100      1409      34150 SH       DEFINED 9      34150         0         0
BIOMET INC                         COM             090613100         6        134 SH       DEFINED A        134         0         0
BIOVAIL CORP                       COM             09067J109       111       4500 SH       DEFINED 8       4500         0         0
BIOVAIL CORP                       COM             09067J109       438      20700 SH       DEFINED 9      20700         0         0
BIOVAIL CORP                       COM             09067J109         3        143 SH       DEFINED A        143         0         0
BISYS GROUP INC                    COM             055472104       147      11400 SH       DEFINED 9      11400         0         0
BJ SERVICES CO                     COM             055482103     10688     364537 SH       DEFINED 9     364537         0         0
BJ SERVICES CO                     COM             055482103        15        504 SH       DEFINED A        504         0         0
BJ'S RESTAURANT INC                COM             09180C106     11063     547400 SH       DEFINED A     531000         0     16400
BLACK & DECKER CORP                COM             091797100      4700      58772 SH       DEFINED 9      58772         0         0
BLACK & DECKER CORP                COM             091797100        31        386 SH       DEFINED A        386         0         0
BLACKROCK GLOBAL OPP EQTY TR       COM             092501105       890      30075 SH       DEFINED 9      30075         0         0
BLACKROCK INC                      COM             09247X101        15        100 SH       DEFINED 9        100         0         0
BLACKROCK INC                      COM             09247X101     31551     207711 SH       DEFINED A     207711         0         0
BLACKROCK MUNIHOLDINGS INSURED FUN COM             09254A101       169      13000 SH       DEFINED 9      13000         0         0
BLACKROCK NEW YORK INSURED MUNICIP COM             09249U105       538      36750 SH       DEFINED 9      36750         0         0
BLOCKBUSTER INC                    COM             093679108     12753    2410730 SH       DEFINED 2    2410730         0         0
BLOCKBUSTER INC                    COM             093679108         2        308 SH       DEFINED 9        308         0         0
BLOCKBUSTER INC                    COM             093679108      4319     816440 SH       DEFINED E     816440         0         0
BMC SOFTWARE INC                   COM             055921100     11589     359922 SH       DEFINED 2     268190         0     91732
BMC SOFTWARE INC                   COM             055921100      1077      33439 SH       DEFINED 6      33439         0         0
BMC SOFTWARE INC                   COM             055921100     17303     537370 SH       DEFINED 8     537370         0         0
BMC SOFTWARE INC                   COM             055921100       320       9950 SH       DEFINED 9       9950         0         0
BOB EVANS FARMS INC                COM             096761101     17415     508900 SH       DEFINED 4     507100         0      1800
BOEING CO                          COM             097023105         1         10 SH       DEFINED 6         10         0         0
BOEING CO                          COM             097023105     88840    1000000 SH       DEFINED 7    1000000         0         0
BOEING CO                          COM             097023105       213       2400 SH       DEFINED 8       2400         0         0
BOEING CO                          COM             097023105      4437      49939 SH       DEFINED 9      49939         0         0
BOEING CO                          COM             097023105     26817     301858 SH       DEFINED A     301858         0         0
BOEING CO                          COM             097023105        53        600 SH       DEFINED E          0         0       600
BOEING CO                          COM             097023105         9        100 SH       DEFINED L        100         0         0
BORG WARNER INC                    COM             099724106      1668      28264 SH       DEFINED 9      28264         0         0
BOSTON PROPERTIES INC              COM             101121101      2719      24300 SH       DEFINED 9      24300         0         0
BOSTON PROPERTIES INC              COM             101121101       305       2728 SH       DEFINED A       2728         0         0
BOSTON SCIENTIFIC CORP             COM             101137107    793915   46211597 SH       DEFINED 1   45801597         0    410000
BOSTON SCIENTIFIC CORP             COM             101137107     41732    2429086 SH       DEFINED 2    1931849         0    497237
BOSTON SCIENTIFIC CORP             COM             101137107    280311   16316137 SH       DEFINED 5   16316137         0         0
BOSTON SCIENTIFIC CORP             COM             101137107         0         28 SH       DEFINED 6         28         0         0
BOSTON SCIENTIFIC CORP             COM             101137107     22729    1322980 SH       DEFINED 8    1322980         0         0
BOSTON SCIENTIFIC CORP             COM             101137107      5937     345556 SH       DEFINED 9     345556         0         0
BOSTON SCIENTIFIC CORP             COM             101137107      4658     271136 SH       DEFINED A     271136         0         0
BOSTON SCIENTIFIC CORP             COM             101137107      1365      79470 SH       DEFINED C      41700         0     37770
BOSTON SCIENTIFIC CORP             COM             101137107      6574     382670 SH       DEFINED D     382670         0         0
BOSTON SCIENTIFIC CORP             COM             101137107     67128    3907319 SH       DEFINED E    1824097         0   2083222
BOSTON SCIENTIFIC CORP             COM             101137107        53       3060 SH       DEFINED         3060         0         0
BOSTON SCIENTIFIC CORP             COM             101137107      2475     144090 SH       DEFINED L     109340         0     34750
BOSTON SCIENTIFIC CORP             COM             101137107       559      32530 SH       DEFINED M      32530         0         0
BOTTOMLINE TECHNOLOGIES INC        COM             101388106      8205     716631 SH       DEFINED 6     716631         0         0
BOWATER INC                        COM             102183100     17874     794400 SH       DEFINED 1     794400         0         0
BOWATER INC                        COM             102183100      6492     288550 SH       DEFINED 2     288550         0         0
BOWATER INC                        COM             102183100     55139    2450600 SH       DEFINED 4    2434500         0     16100
BOWATER INC                        COM             102183100     23429    1041268 SH       DEFINED 8    1041268         0         0
BOWATER INC                        COM             102183100        84       3740 SH       DEFINED D       3740         0         0
BOWATER INC                        COM             102183100      1744      77500 SH       DEFINED E      77500         0         0
BP PLC                             SPONSORED ADR   055622104        12        180 SH       DEFINED 1          0         0       180
BP PLC                             SPONSORED ADR   055622104     14760     219970 SH       DEFINED 2     219970         0         0
BP PLC                             SPONSORED ADR   055622104      3033      45200 SH       DEFINED 4      45200         0         0
BP PLC                             SPONSORED ADR   055622104     29605     441210 SH       DEFINED 5     441210         0         0
BP PLC                             SPONSORED ADR   055622104     28109     418916 SH       DEFINED 6     415697         0      3219
BP PLC                             SPONSORED ADR   055622104     19808     295200 SH       DEFINED 7     295200         0         0
BP PLC                             SPONSORED ADR   055622104      7499     111756 SH       DEFINED 8     111756         0         0
BP PLC                             SPONSORED ADR   055622104     78340    1167516 SH       DEFINED 9    1165616       300      1600
BP PLC                             SPONSORED ADR   055622104    305278    4549600 SH       DEFINED A    4534600         0     15000
BP PRUDHOE BAY ROYALTY TR          COM             055630107      3832      49775 SH       DEFINED 9      49075         0       700
BRADY CORP                         COM             104674106    216829    5816222 SH       DEFINED 4    5805722         0     10500
BRADY CORP                         COM             104674106        75       2000 SH       DEFINED 6       2000         0         0
BRANDYWINE REALTY TRUST            COM             105368203        42       1275 SH       DEFINED 6       1275         0         0
BRANDYWINE REALTY TRUST            COM             105368203     40462    1216900 SH       DEFINED A    1216900         0         0
BRE PROPERTIES INC                 COM             05564E106      1381      21232 SH       DEFINED 9      21232         0         0
BRIGGS & STRATTON CORP             COM             109043109     27626    1025100 SH       DEFINED 4    1015100         0     10000
BRINKS COMPANY                     COM             109696104       265       4150 SH       DEFINED 9       4150         0         0
BRISTOL MYERS SQUIBB CO            COM             110122108    686606   26086862 SH       DEFINED 1   25911862         0    175000
BRISTOL MYERS SQUIBB CO            COM             110122108     36319    1379887 SH       DEFINED 2     944030         0    435857
BRISTOL MYERS SQUIBB CO            COM             110122108      2122      80628 SH       DEFINED 6      80628         0         0
BRISTOL MYERS SQUIBB CO            COM             110122108     22651     860601 SH       DEFINED 8     860601         0         0
BRISTOL MYERS SQUIBB CO            COM             110122108     13006     494153 SH       DEFINED 9     492579         0      1574
BRISTOL MYERS SQUIBB CO            COM             110122108    483071   18353771 SH       DEFINED A   18353771         0         0
BRISTOL MYERS SQUIBB CO            COM             110122108      2645     100490 SH       DEFINED C      41000         0     59490
BRISTOL MYERS SQUIBB CO            COM             110122108      3805     144581 SH       DEFINED D     144581         0         0
BRISTOL MYERS SQUIBB CO            COM             110122108    108520    4123096 SH       DEFINED E    1426689         0   2696407
BRISTOL MYERS SQUIBB CO            COM             110122108       102       3860 SH       DEFINED         3860         0         0
BRISTOW GROUP INC                  COM             110394103      2173      60200 SH       DEFINED 1      60200         0         0
BRISTOW GROUP INC                  COM             110394103     10949     303390 SH       DEFINED 2     303390         0         0
BRISTOW GROUP INC                  COM             110394103     61234    1696700 SH       DEFINED 4    1689300         0      7400
BRISTOW GROUP INC                  COM             110394103       518      14355 SH       DEFINED 9      14355         0         0
BRISTOW GROUP INC                  COM             110394103      4076     112940 SH       DEFINED A     112940         0         0
BRISTOW GROUP INC                  COM             110394103       127       3520 SH       DEFINED D       3520         0         0
BRITISH AIRWAYS PLC                SPONSORED ADR   110419306       849       8225 SH       DEFINED 2       8225         0         0
BRITISH AIRWAYS PLC                SPONSORED ADR   110419306     51635     500000 SH       DEFINED 7     500000         0         0
BRITISH AIRWAYS PLC                SPONSORED ADR   110419306         6         58 SH       DEFINED A         58         0         0
BRITISH AMERICAN TOBACCO PLC       SPONSORED ADR   110448107      7136     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     17611     427445 SH       DEFINED 6     427445         0         0
BROADCOM CORP                      COM             111320107      1645      50927 SH       DEFINED 9      50927         0         0
BROADCOM CORP                      COM             111320107     17897     553925 SH       DEFINED A     553925         0         0
BROOKDALE SENIOR LIVING INC        COM             112463104       197       4100 SH       DEFINED 9       4100         0         0
BROOKDALE SENIOR LIVING INC        COM             112463104      1229      25600 SH       DEFINED A      22900         0      2700
BROOKFIELD ASSET MANAGEMENT        COM             112585104        48       1005 SH       DEFINED 6       1005         0         0
BROOKFIELD ASSET MANAGEMENT        COM             112585104    166619    2956326 SH       DEFINED 8    2789051         0    167275
BROOKFIELD ASSET MANAGEMENT        COM             112585104        33        690 SH       DEFINED 9        690         0         0
BROOKFIELD ASSET MANAGEMENT        COM             112585104     22782     472850 SH       DEFINED A     472850         0         0
BROOKFIELD PROPERTIES CORP         COM             112900105        32        805 SH       DEFINED 6        805         0         0
BROOKFIELD PROPERTIES CORP         COM             112900105      2029      51600 SH       DEFINED 9      51600         0         0
BROOKFIELD PROPERTIES CORP         COM             112900105     26630     677100 SH       DEFINED A     677100         0         0
BROWN & BROWN INC                  COM             115236101     18839     667800 SH       DEFINED A     667800         0         0
BROWN SHOE CO INC                  COM             115736100     67103    1405600 SH       DEFINED 4    1394600         0     11000
BROWN-FORMAN CORP                  COM             115637100     45294     671720 SH       DEFINED 5     671720         0         0
BROWN-FORMAN CORP                  COM             115637209    101775    1536462 SH       DEFINED 5    1536462         0         0
BROWN-FORMAN CORP                  COM             115637209       201       3040 SH       DEFINED 9       3040         0         0
BRUNSWICK CORP                     COM             117043109       335      10500 SH       DEFINED 4      10400         0       100
BUCKEYE PARTNERS LP                UNIT LTD PARTN  118230101       277       5960 SH       DEFINED 9       5960         0         0
BUNGE LTD                          COM             G16962105    160443    2212700 SH       DEFINED 4    2210000         0      2700
BUNGE LTD                          COM             G16962105      3073      42379 SH       DEFINED 6      42379         0         0
BUNGE LTD                          COM             G16962105       409       5640 SH       DEFINED 8       5640         0         0
BUNGE LTD                          COM             G16962105     22118     305033 SH       DEFINED 9     304983         0        50
BUNGE LTD                          COM             G16962105    213711    2947336 SH       DEFINED A    2947336         0         0
BUNGE LTD                          COM             G16962105       145       2000 SH       DEFINED E          0         0      2000
BUNGE LTD                          COM             G16962105        23        320 SH       DEFINED L        320         0         0
BURLINGTON NORTHERN SANTA FE CORP  COM             12189T104     42072     570000 SH       DEFINED 4     570000         0         0
BURLINGTON NORTHERN SANTA FE CORP  COM             12189T104     39292     532346 SH       DEFINED 9     531947         0       399
C H ROBINSON WORLDWIDE INC         COM             12541W209      1680      41083 SH       DEFINED 6      41083         0         0
C H ROBINSON WORLDWIDE INC         COM             12541W209        35        861 SH       DEFINED 8        861         0         0
C H ROBINSON WORLDWIDE INC         COM             12541W209    149152    3647638 SH       DEFINED A    3647638         0         0
C R BARD INC                       COM             067383109      1333      16070 SH       DEFINED 6      16070         0         0
C R BARD INC                       COM             067383109      1394      16800 SH       DEFINED 9      16800         0         0
C R BARD INC                       COM             067383109    104507    1259575 SH       DEFINED A    1259575         0         0
CA, INC.                           COM             12673P105       295      13017 SH       DEFINED 9      13017         0         0
CABLEVISION SYSTEMS CORP           COM             12686C109    201997    7092598 SH       DEFINED 5    7092598         0         0
CABLEVISION SYSTEMS CORP           COM             12686C109        50       1757 SH       DEFINED 9       1757         0         0
CABOT CORP                         COM             127055101     36982     848800 SH       DEFINED 4     840800         0      8000
CABOT CORP                         COM             127055101     36145     829582 SH       DEFINED 6     829582         0         0
CABOT CORP                         COM             127055101       456      10470 SH       DEFINED 9      10470         0         0
CABOT CORP                         COM             127055101     13022     298883 SH       DEFINED A     291183         0      7700
CACI INTERNATIONAL INC             COM             127190304       226       4000 SH       DEFINED 9       4000         0         0
CADBURY SCHWEPPES PLC              SPONSORED ADR   127209302        75       1750 SH       DEFINED 2       1750         0         0
CADBURY SCHWEPPES PLC              SPONSORED ADR   127209302     30909     719990 SH       DEFINED 6     719990         0         0
CADBURY SCHWEPPES PLC              SPONSORED ADR   127209302       324       7540 SH       DEFINED 9       7540         0         0
CADENCE DESIGN SYS INC             COM             127387108    478009   26689497 SH       DEFINED 1   26559497         0    130000
CADENCE DESIGN SYS INC             COM             127387108     22418    1251709 SH       DEFINED 2     910290         0    341419
CADENCE DESIGN SYS INC             COM             127387108      3147     175697 SH       DEFINED 6     175697         0         0
CADENCE DESIGN SYS INC             COM             127387108      1240      69230 SH       DEFINED 8      69230         0         0
CADENCE DESIGN SYS INC             COM             127387108        18       1000 SH       DEFINED 9       1000         0         0
CADENCE DESIGN SYS INC             COM             127387108      2391     133526 SH       DEFINED C      57240         0     76286
CADENCE DESIGN SYS INC             COM             127387108      4535     253209 SH       DEFINED D     253209         0         0
CADENCE DESIGN SYS INC             COM             127387108     66773    3728269 SH       DEFINED E     786153         0   2942116
CADENCE DESIGN SYS INC             COM             127387108      2234     124760 SH       DEFINED L     124760         0         0
CADENCE DESIGN SYS INC             COM             127387108      1179      65852 SH       DEFINED M      65852         0         0
CADENCE PHARMACEUTICALS INC        COM             12738T100       294      23900 SH       DEFINED 6      23900         0         0
CADENCE PHARMACEUTICALS INC        COM             12738T100      8516     691200 SH       DEFINED A     675994         0     15206
CAE INC                            COM             124765108      3926     365173 SH       DEFINED 2     325073         0     40100
CAE INC                            COM             124765108     30992    2882943 SH       DEFINED 6    2882943         0         0
CAE INC                            COM             124765108     16202    1507145 SH       DEFINED 8    1507145         0         0
CAE INC                            COM             124765108       216      20096 SH       DEFINED D      20096         0         0
CALAMOS ASSET MANAGEMENT INC       COM             12811R104     17337     646168 SH       DEFINED A     646168         0         0
CALIFORNIA PIZZA KITCHEN INC       COM             13054D109     20118     603952 SH       DEFINED 6     603952         0         0
CALIFORNIA WATER SERVICE GROUP     COM             130788102       218       5400 SH       DEFINED 9       5400         0         0
CALIFORNIA WATER SERVICE GROUP     COM             130788102     16160     400000 SH       DEFINED A     400000         0         0
CALUMET SPECIALTY PRODS PTNRS      COM             131476103       259       6475 SH       DEFINED 9       6475         0         0
CAMECO CORP                        COM             13321L108      1227      26000 SH       DEFINED 2      26000         0         0
CAMECO CORP                        COM             13321L108       231       4900 SH       DEFINED 8       4900         0         0
CAMECO CORP                        COM             13321L108     21399     524280 SH       DEFINED 9     521880       600      1800
CAMECO CORP                        COM             13321L108       930      23000 SH       DEFINED A      23000         0         0
CAMECO CORP                        COM             13321L108      1659      36000 SH       DEFINED        36000         0         0
CAMECO CORP                        COM             13321L108       728      18000 SH       DEFINED M      18000         0         0
CAMECO CORP                        COM             13321L108     28320     600000 SH       DEFINED N     600000         0         0
CAMPBELL SOUP CO                   COM             134429109      1037      26677 SH       DEFINED 9      26677         0         0
CANADIAN IMPERIAL BANK OF COMMERCE COM             136069101    288606    2935976 SH       DEFINED 8    2763926         0    172050
CANADIAN IMPERIAL BANK OF COMMERCE COM             136069101       251       2982 SH       DEFINED 9       2982         0         0
CANADIAN NATIONAL RAILWAY CO       COM             136375102        84       1957 SH       DEFINED 6       1957         0         0
CANADIAN NATIONAL RAILWAY CO       COM             136375102    339045    6771527 SH       DEFINED 8    6281127         0    490400
CANADIAN NATIONAL RAILWAY CO       COM             136375102      6868     159605 SH       DEFINED 9     159605         0         0
CANADIAN NATIONAL RAILWAY CO       COM             136375102     24596     571600 SH       DEFINED A     571600         0         0
CANADIAN NATURAL RESOURCES LTD     COM             136385101    269416    4334939 SH       DEFINED 8    4052239         0    282700
CANADIAN NATURAL RESOURCES LTD     COM             136385101        16        300 SH       DEFINED 9        300         0         0
CANADIAN PACIFIC RAILWAY LTD       COM             13645T100    128499    2092821 SH       DEFINED 8    1946321         0    146500
CANADIAN PACIFIC RAILWAY LTD       COM             13645T100        70       1318 SH       DEFINED 9       1318         0         0
CANON INC                          SPONSORED ADR   138006309      6494     114757 SH       DEFINED 8     114757         0         0
CANON INC                          SPONSORED ADR   138006309     17667     312186 SH       DEFINED 9     312186         0         0
CAPITAL ONE FINANCIAL CORP         COM             14040H105     28880     375940 SH       DEFINED 5     375940         0         0
CAPITAL ONE FINANCIAL CORP         COM             14040H105        67        870 SH       DEFINED 6        870         0         0
CAPITAL ONE FINANCIAL CORP         COM             14040H105       473       6155 SH       DEFINED 8       6155         0         0
CAPITAL ONE FINANCIAL CORP         COM             14040H105      7333      95459 SH       DEFINED 9      95459         0         0
CAPITAL ONE FINANCIAL CORP         COM             14040H105     80520    1048159 SH       DEFINED A    1048159         0         0
CAPITAL ONE FINANCIAL CORP         COM             14040H105       169       2200 SH       DEFINED E          0         0      2200
CAPITAL ONE FINANCIAL CORP         COM             14040H105        21        270 SH       DEFINED L        270         0         0
CAPITAL TRUST- CL A- REIT          COM             14052H506        80       1610 SH       DEFINED 6       1610         0         0
CAPITAL TRUST- CL A- REIT          COM             14052H506     24266     485900 SH       DEFINED A     485900         0         0
CAPITALSOURCE INC                  COM             14055X102      4375     160187 SH       DEFINED 6     150072         0     10115
CAPITALSOURCE INC                  COM             14055X102       717      26251 SH       DEFINED 8      26251         0         0
CAPITALSOURCE INC                  COM             14055X102       393      14407 SH       DEFINED 9      14407         0         0
CAPITALSOURCE INC                  COM             14055X102    221777    8120736 SH       DEFINED A    8082061         0     38675
CAPITALSOURCE INC                  COM             14055X102       207       7587 SH       DEFINED E          0         0      7587
CAPITALSOURCE INC                  COM             14055X102        32       1172 SH       DEFINED L       1172         0         0
CAPITALSOURCE INC                  DBCV 3.500% 7/1 14055XAD4      9269    8000000 PRN      DEFINED A    8000000         0         0
CARBO CERAMICS INC                 COM             140781105     10613     284000 SH       DEFINED 3     284000         0         0
CARDINAL HEALTH INC                COM             14149Y108       515       8000 SH       DEFINED 2       8000         0         0
CARDINAL HEALTH INC                COM             14149Y108      2653      41170 SH       DEFINED 6      41170         0         0
CARDINAL HEALTH INC                COM             14149Y108     19329     300000 SH       DEFINED 7     300000         0         0
CARDINAL HEALTH INC                COM             14149Y108      1466      22760 SH       DEFINED 8      22760         0         0
CARDINAL HEALTH INC                COM             14149Y108      1994      30944 SH       DEFINED 9      30944         0         0
CARDINAL HEALTH INC                COM             14149Y108      2911      45183 SH       DEFINED A      45183         0         0
CARDINAL HEALTH INC                COM             14149Y108       801      12430 SH       DEFINED C      12430         0         0
CARDINAL HEALTH INC                COM             14149Y108      4753      73777 SH       DEFINED E          0         0     73777
CARDIOME PHARMA CORP               COM             14159U202      1363     104700 SH       DEFINED 8     104700         0         0
CARDIOME PHARMA CORP               COM             14159U202      2624     235328 SH       DEFINED A     235328         0         0
CAREER EDUCATION CORP              COM             141665109       498      20100 SH       DEFINED 9      20100         0         0
CAREMARK RX INC                    COM             141705103    281089    4921890 SH       DEFINED 5    4921890         0         0
CAREMARK RX INC                    COM             141705103         1         19 SH       DEFINED 6         19         0         0
CAREMARK RX INC                    COM             141705103      4319      75625 SH       DEFINED 7      75625         0         0
CAREMARK RX INC                    COM             141705103       101       1775 SH       DEFINED 9       1775         0         0
CAREMARK RX INC                    COM             141705103     27707     485144 SH       DEFINED A     468644         0     16500
CARLISLE COMPANIES INC             COM             142339100    257467    3279837 SH       DEFINED 4    3276837         0      3000
CARNIVAL CORP                      COM             143658300     15538     316770 SH       DEFINED 1     316770         0         0
CARNIVAL CORP                      COM             143658300      3767      76789 SH       DEFINED 6      68811         0      7978
CARNIVAL CORP                      COM             143658300     24525     500000 SH       DEFINED 7     500000         0         0
CARNIVAL CORP                      COM             143658300      2526      51489 SH       DEFINED 8      51489         0         0
CARNIVAL CORP                      COM             143658300      7924     161547 SH       DEFINED 9     161547         0         0
CARNIVAL CORP                      COM             143658300    119880    2444036 SH       DEFINED A    2444036         0         0
CARNIVAL CORP                      COM             143658300      3692      75270 SH       DEFINED D      75270         0         0
CARNIVAL CORP                      COM             143658300     85545    1744033 SH       DEFINED E     689057         0   1054976
CARNIVAL CORP                      DBCV 2.000% 4/1 143658AN2     36006   28020000 PRN      DEFINED A   28020000         0         0
CASELLA WASTE SYSTEMS INC          COM             147448104     15737    1286738 SH       DEFINED 6    1286738         0         0
CASEYS GENERAL STORES INC          COM             147528103     40880    1735900 SH       DEFINED 4    1718400         0     17500
CATERPILLAR INC                    COM             149123101         4         60 SH       DEFINED 8         60         0         0
CATERPILLAR INC                    COM             149123101      5654      92187 SH       DEFINED 9      92187         0         0
CATERPILLAR INC                    COM             149123101      2147      35000 SH       DEFINED A      35000         0         0
CATO CORP                          COM             149205106     10310     450000 SH       DEFINED 4     450000         0         0
CAVALIER HOMES INC                 COM             149507105      1814     432000 SH       DEFINED 4     432000         0         0
CB RICHARD ELLIS GROUP INC         COM             12497T101       397      11950 SH       DEFINED 9      11950         0         0
CBL & ASSOCIATES PROPERTIES INC    COM             124830100     24081     555500 SH       DEFINED A     555500         0         0
CBS CORP                           COM             124857103      3122     100000 SH       DEFINED 7     100000         0         0
CBS CORP                           COM             124857103       287       9190 SH       DEFINED 9       9190         0         0
CBS CORP                           COM             124857202      1559      50000 SH       DEFINED 7      50000         0         0
CBS CORP                           COM             124857202        38       1207 SH       DEFINED 8       1207         0         0
CBS CORP                           COM             124857202      2927      93886 SH       DEFINED 9      93886         0         0
CBS CORP                           COM             124857202         7        219 SH       DEFINED A        219         0         0
CDI CORP                           COM             125071100      5234     210200 SH       DEFINED A     210200         0         0
CDW CORP                           COM             12512N105       499       7100 SH       DEFINED 9       7100         0         0
CE FRANKLIN LTD                    COM             125151100       412      35100 SH       DEFINED 8      35100         0         0
CEDAR FAIR LP                      DEPOSITRY UNIT  150185106      1774      63775 SH       DEFINED 9      63775         0         0
CEDAR SHOPPING CENTERS INC         COM             150602209        29       1835 SH       DEFINED 6       1835         0         0
CEDAR SHOPPING CENTERS INC         COM             150602209     33495    2105300 SH       DEFINED A    2105300         0         0
CELANESE CORP                      COM             150870103      1178      45500 SH       DEFINED 4      45500         0         0
CELANESE CORP                      COM             150870103         3        116 SH       DEFINED A        116         0         0
CELANESE CORP                      PFD 4.25% CONV  150870202     13594     375000 SH       DEFINED A     375000         0         0
CELESTICA INC                      COM             15101Q108      2685     343812 SH       DEFINED 1     343812         0         0
CELESTICA INC                      COM             15101Q108     11866    1306777 SH       DEFINED 8    1306777         0         0
CELESTICA INC                      COM             15101Q108        88       9685 SH       DEFINED E       9685         0         0
CELGENE CORP                       COM             151020104       993      17257 SH       DEFINED 6      17257         0         0
CELGENE CORP                       COM             151020104        52        897 SH       DEFINED 8        897         0         0
CELGENE CORP                       COM             151020104     37326     648801 SH       DEFINED 9     648601       200         0
CELGENE CORP                       COM             151020104    148743    2585492 SH       DEFINED A    2580792         0      4700
CELGENE CORP                       COM             151020104       316       5500 SH       DEFINED         5500         0         0
CELGENE CORP                       COM             151020104       690      12000 SH       DEFINED M      12000         0         0
CELGENE CORP                       NOTE 1.750% 6/0 151020AC8     14265    3000000 PRN      DEFINED A    3000000         0         0
CEMEX SAB                          SPONSORED ADR   151290889       219       6476 SH       DEFINED 1       6476         0         0
CEMEX SAB                          SPONSORED ADR   151290889      1016      30000 SH       DEFINED 2      30000         0         0
CEMEX SAB                          SPONSORED ADR   151290889         6        178 SH       DEFINED 6        178         0         0
CEMEX SAB                          SPONSORED ADR   151290889      2148      63400 SH       DEFINED 8      63400         0         0
CEMEX SAB                          SPONSORED ADR   151290889     11045     326006 SH       DEFINED 9     325006      1000         0
CEMEX SAB                          SPONSORED ADR   151290889       787      23240 SH       DEFINED A      23240         0         0
CEMEX SAB                          SPONSORED ADR   151290889      1491      44000 SH       DEFINED        44000         0         0
CEMEX SAB                          SPONSORED ADR   151290889       508      15000 SH       DEFINED M      15000         0         0
CEMEX SAB                          SPONSORED ADR   151290889     27104     800000 SH       DEFINED N     800000         0         0
CENTENNIAL BANK HOLDINGS INC       COM             151345303     69822    7380737 SH       DEFINED 5    7380737         0         0
CENTERPOINT ENERGY INC             COM             15189T107        87       5250 SH       DEFINED 9       5250         0         0
CENTERPOINT ENERGY INC             COM             15189T107    138387    8346600 SH       DEFINED A    8296600         0     50000
CENTERPOINT ENERGY INC             NOTE 3.750% 5/1 15189TAM9     14575   10000000 PRN      DEFINED A   10000000         0         0
CENTEX CORP                        COM             152312104       599      10650 SH       DEFINED 9      10650         0         0
CENTEX CORP                        COM             152312104     27887     495600 SH       DEFINED A     495600         0         0
CENTRAL FUND CANADA- CLASS A       COM             153501101      9854    1055000 SH       DEFINED A    1055000         0         0
CENTRAL GARDEN & PET CO            COM             153527106      8328     172000 SH       DEFINED 9     172000         0         0
CENTRAL GARDEN & PET CO            COM             153527106       194       4000 SH       DEFINED N       4000         0         0
CENTRAL PARKING CORP               COM             154785109     14677     815400 SH       DEFINED 2     815400         0         0
CENTRAL PARKING CORP               COM             154785109       220      12211 SH       DEFINED D      12211         0         0
CENTRAL PARKING CORP               COM             154785109      3009     167165 SH       DEFINED E     167165         0         0
CENTRAL VERMONT PUBLIC SERVICE COR COM             155771108       622      26400 SH       DEFINED 4      26400         0         0
CENTRAL VERMONT PUBLIC SERVICE COR COM             155771108        47       2000 SH       DEFINED 9       2000         0         0
CENTURYTEL INC                     COM             156700106       650      14893 SH       DEFINED 9      14831         0        62
CENTURYTEL INC                     COM             156700106         4         93 SH       DEFINED A         93         0         0
CENVEO INC                         COM             15670S105      1459      68800 SH       DEFINED A      68800         0         0
CEPHALON INC                       COM             156708109      7284     103448 SH       DEFINED A     101048         0      2400
CERIDIAN CORP                      COM             156779100      3066     109589 SH       DEFINED 1     109589         0         0
CERIDIAN CORP                      COM             156779100       148       5300 SH       DEFINED 9       5300         0         0
CERNER CORP                        COM             156782104      1484      32624 SH       DEFINED 6      32624         0         0
CERNER CORP                        COM             156782104     38030     835830 SH       DEFINED A     835830         0         0
CGI GROUP INC                      COM             39945C109      9839    1210200 SH       DEFINED 8    1210200         0         0
CHAMPPS ENTERTAINMENT INC          COM             158787101      6394     920000 SH       DEFINED 4     920000         0         0
CHAPARRAL STEEL                    COM             159423102     39843     900000 SH       DEFINED 4     900000         0         0
CHAPARRAL STEEL                    COM             159423102         2         48 SH       DEFINED A         48         0         0
CHARLES RIVER LABORATORIES INTL IN COM             159864107       200       4625 SH       DEFINED 9       4625         0         0
CHARLES RIVER LABORATORIES INTL IN COM             159864107       178       4114 SH       DEFINED A       4114         0         0
CHARLES SCHWAB CORP                COM             808513105      1097      56716 SH       DEFINED 9      56716         0         0
CHARMING SHOPPES INC               COM             161133103     59870    4425000 SH       DEFINED 4    4425000         0         0
CHARMING SHOPPES INC               COM             161133103         8        557 SH       DEFINED A        557         0         0
CHARTERMAC                         SH BEN INT      160908109        58       2700 SH       DEFINED 9       2700         0         0
CHARTERMAC                         SH BEN INT      160908109     25573    1191100 SH       DEFINED A    1191100         0         0
CHECK POINT SOFTWARE TECHNOLOGIES  COM             M22465104    379302   17303915 SH       DEFINED 1   16933525         0    370390
CHECK POINT SOFTWARE TECHNOLOGIES  COM             M22465104    279259   12739940 SH       DEFINED 2   11904218         0    835722
CHECK POINT SOFTWARE TECHNOLOGIES  COM             M22465104     21626     986576 SH       DEFINED 6     986576         0         0
CHECK POINT SOFTWARE TECHNOLOGIES  COM             M22465104     32456    1480670 SH       DEFINED 8    1480670         0         0
CHECK POINT SOFTWARE TECHNOLOGIES  COM             M22465104      1699      77496 SH       DEFINED A      77496         0         0
CHECK POINT SOFTWARE TECHNOLOGIES  COM             M22465104      6626     302260 SH       DEFINED C      72130         0    230130
CHECK POINT SOFTWARE TECHNOLOGIES  COM             M22465104      3732     170260 SH       DEFINED D     170260         0         0
CHECK POINT SOFTWARE TECHNOLOGIES  COM             M22465104     30188    1377203 SH       DEFINED E    1327103         0     50100
CHECK POINT SOFTWARE TECHNOLOGIES  COM             M22465104       154       7030 SH       DEFINED         7030         0         0
CHECK POINT SOFTWARE TECHNOLOGIES  COM             M22465104      3997     182350 SH       DEFINED L     132210         0     50140
CHECK POINT SOFTWARE TECHNOLOGIES  COM             M22465104       884      40310 SH       DEFINED M      40310         0         0
CHECKPOINT SYSTEMS INC             COM             162825103       283      14000 SH       DEFINED 9      14000         0         0
CHEMICAL FINL CORP                 COM             163731102     17806     534709 SH       DEFINED 4     529209         0      5500
CHEROKEE INC                       COM             16444H102       215       5000 SH       DEFINED 9       5000         0         0
CHESAPEAKE ENERGY CORP             COM             165167107     21746     748600 SH       DEFINED 3     748600         0         0
CHESAPEAKE ENERGY CORP             COM             165167107       668      23000 SH       DEFINED 4      23000         0         0
CHESAPEAKE ENERGY CORP             COM             165167107       981      33783 SH       DEFINED 6      29796         0      3987
CHESAPEAKE ENERGY CORP             COM             165167107       253       8710 SH       DEFINED 8       8710         0         0
CHESAPEAKE ENERGY CORP             COM             165167107      1699      58484 SH       DEFINED 9      58484         0         0
CHESAPEAKE ENERGY CORP             COM             165167107     16640     572805 SH       DEFINED A     537805         0     35000
CHESAPEAKE ENERGY CORP             COM             165167107        84       2900 SH       DEFINED E          0         0      2900
CHESAPEAKE ENERGY CORP             COM             165167107        12        430 SH       DEFINED L        430         0         0
CHESAPEAKE ENERGY CORP             6.25% PFD CONV  165167818    235151     937450 SH       DEFINED A     930250         0      7200
CHEVRON CORPORATION                COM             166764100    194634    2647000 SH       DEFINED 1    2647000         0         0
CHEVRON CORPORATION                COM             166764100      4874      66280 SH       DEFINED 2      66280         0         0
CHEVRON CORPORATION                COM             166764100      6437      87546 SH       DEFINED 6      78048         0      9498
CHEVRON CORPORATION                COM             166764100     22818     310322 SH       DEFINED 8     310322         0         0
CHEVRON CORPORATION                COM             166764100     46954     638574 SH       DEFINED 9     638574         0         0
CHEVRON CORPORATION                COM             166764100    701743    9543628 SH       DEFINED A    9523628         0     20000
CHEVRON CORPORATION                COM             166764100       735      10000 SH       DEFINED C      10000         0         0
CHEVRON CORPORATION                COM             166764100      8878     120740 SH       DEFINED D     120740         0         0
CHEVRON CORPORATION                COM             166764100     90341    1228623 SH       DEFINED E     358863         0    869760
CHEVRON CORPORATION                COM             166764100      7615     103560 SH       DEFINED L      78350         0     25210
CHEVRON CORPORATION                COM             166764100      1784      24260 SH       DEFINED M      24260         0         0
CHICAGO MERCANTILE EXCHANGE HOLDIN COM             167760107       101        199 SH       DEFINED 6        199         0         0
CHICAGO MERCANTILE EXCHANGE HOLDIN COM             167760107        43         84 SH       DEFINED 8         84         0         0
CHICAGO MERCANTILE EXCHANGE HOLDIN COM             167760107       652       1280 SH       DEFINED 9       1280         0         0
CHICAGO MERCANTILE EXCHANGE HOLDIN COM             167760107     56970     111760 SH       DEFINED A     111760         0         0
CHICO'S FAS INC                    COM             168615102    415894   20101216 SH       DEFINED 1   19951216         0    150000
CHICO'S FAS INC                    COM             168615102     19152     925680 SH       DEFINED 2     808480         0    117200
CHICO'S FAS INC                    COM             168615102       734      35500 SH       DEFINED 9      35500         0         0
CHICO'S FAS INC                    COM             168615102      2560     123730 SH       DEFINED A     123730         0         0
CHICO'S FAS INC                    COM             168615102      2405     116233 SH       DEFINED E     116233         0         0
CHICO'S FAS INC                    COM             168615102      3657     176740 SH       DEFINED L     138740         0     38000
CHICO'S FAS INC                    COM             168615102       659      31860 SH       DEFINED M      31860         0         0
CHINA LIFE INSURANCE CO LTD        SPONSORED ADR   16939P106      1969      38986 SH       DEFINED 9      38986         0         0
CHINA MOBILE LTD                   SPONSORED ADR   16941M109      3145      72775 SH       DEFINED 9      72775         0         0
CHINA MOBILE LTD                   SPONSORED ADR   16941M109     12482     288800 SH       DEFINED A     288800         0         0
CHINA SOUTHERN AIRLINES CO LTD     SPONSORED ADR   169409109       595      29100 SH       DEFINED 9      29100         0         0
CHIPOTLE MEXICAN GRILL             COM             169656105      3007      52750 SH       DEFINED 9      52600       150         0
CHIQUITA BRANDS INTERNATIONAL INC  COM             170032809     12936     810000 SH       DEFINED 8     810000         0         0
CHOICEPOINT INC                    COM             170388102      6301     160000 SH       DEFINED 7     160000         0         0
CHOICEPOINT INC                    COM             170388102       134       3397 SH       DEFINED 9       3397         0         0
CHRISTOPHER & BANKS CORP           COM             171046105     21252    1138900 SH       DEFINED 4    1123900         0     15000
CHRISTOPHER & BANKS CORP           COM             171046105     11922     638900 SH       DEFINED A     621900         0     17000
CHROMCRAFT REVINGTON INC           COM             171117104      1718     200000 SH       DEFINED 4     200000         0         0
CHUBB CORP                         COM             171232101      7095     134100 SH       DEFINED 4     134100         0         0
CHUBB CORP                         COM             171232101        53       1000 SH       DEFINED 6       1000         0         0
CHUBB CORP                         COM             171232101     18393     347632 SH       DEFINED 9     347532         0       100
CHUBB CORP                         COM             171232101        25        480 SH       DEFINED A        480         0         0
CHUNGHWA TELECOM CO LTD            SPONSORED ADR   17133Q205    355393   18012830 SH       DEFINED 1   17587664         0    425166
CHUNGHWA TELECOM CO LTD            SPONSORED ADR   17133Q205    184514    9351935 SH       DEFINED 2    8741899         0    610036
CHUNGHWA TELECOM CO LTD            SPONSORED ADR   17133Q205    239838   12155995 SH       DEFINED 5   12155995         0         0
CHUNGHWA TELECOM CO LTD            SPONSORED ADR   17133Q205      4987     252781 SH       DEFINED 6     252781         0         0
CHUNGHWA TELECOM CO LTD            SPONSORED ADR   17133Q205     29891    1514996 SH       DEFINED 8    1432682         0     82314
CHUNGHWA TELECOM CO LTD            SPONSORED ADR   17133Q205      1176      59598 SH       DEFINED 9      59598         0         0
CHUNGHWA TELECOM CO LTD            SPONSORED ADR   17133Q205      5275     267369 SH       DEFINED D     267369         0         0
CHUNGHWA TELECOM CO LTD            SPONSORED ADR   17133Q205       277      14020 SH       DEFINED E      14020         0         0
CHUNGHWA TELECOM CO LTD            SPONSORED ADR   17133Q205        79       4029 SH       DEFINED         4029         0         0
CHUNGHWA TELECOM CO LTD            SPONSORED ADR   17133Q205       128       6502 SH       DEFINED L       6502         0         0
CHUNGHWA TELECOM CO LTD            SPONSORED ADR   17133Q205       201      10200 SH       DEFINED M      10200         0         0
CHURCH & DWIGHT CO INC             COM             171340102      1198      28090 SH       DEFINED 9      28090         0         0
CIA ENERGETICA DE MINA             SP ADR N-V PFD  204409601      7700     159750 SH       DEFINED C     159750         0         0
CIA SANEAMENTO BASICO DO ESADO DE  SPONSORED ADR   20441A102     22823     674050 SH       DEFINED 2     674050         0         0
CIA VALE DO RIO DOCE               SPON ADR PFD    204412100    210927    8035304 SH       DEFINED 1    7795272         0    240032
CIA VALE DO RIO DOCE               SPON ADR PFD    204412100     71748    2733242 SH       DEFINED 2    2651022         0     82220
CIA VALE DO RIO DOCE               SPON ADR PFD    204412100         8        306 SH       DEFINED 6        306         0         0
CIA VALE DO RIO DOCE               SPON ADR PFD    204412100    105381    4014498 SH       DEFINED 8    3550618         0    463880
CIA VALE DO RIO DOCE               SPON ADR PFD    204412100        26       1000 SH       DEFINED 9       1000         0         0
CIA VALE DO RIO DOCE               SPON ADR PFD    204412100      6300     240000 SH       DEFINED A     240000         0         0
CIA VALE DO RIO DOCE               SPON ADR PFD    204412100    519979   19808724 SH       DEFINED C   18897890         0    910834
CIA VALE DO RIO DOCE               SPON ADR PFD    204412100      2259      86068 SH       DEFINED D      86068         0         0
CIA VALE DO RIO DOCE               SPON ADR PFD    204412100      2102      80090 SH       DEFINED E      80090         0         0
CIA VALE DO RIO DOCE               SPON ADR PFD    204412100      4131     157368 SH       DEFINED L     118548         0     38820
CIA VALE DO RIO DOCE               SPON ADR PFD    204412100       843      32126 SH       DEFINED M      32126         0         0
CIA VALE DO RIO DOCE               SPONSORED ADR   204412209     29770    1001024 SH       DEFINED 1    1001024         0         0
CIA VALE DO RIO DOCE               SPONSORED ADR   204412209      5536     186130 SH       DEFINED 2     186130         0         0
CIA VALE DO RIO DOCE               SPONSORED ADR   204412209      2070      69600 SH       DEFINED 8      69600         0         0
CIA VALE DO RIO DOCE               SPONSORED ADR   204412209         5        154 SH       DEFINED A        154         0         0
CIGNA CORP                         COM             125509109    105691     803310 SH       DEFINED 1     803310         0         0
CIGNA CORP                         COM             125509109      9599      72960 SH       DEFINED 2      31500         0     41460
CIGNA CORP                         COM             125509109      2263      17200 SH       DEFINED 6      17200         0         0
CIGNA CORP                         COM             125509109       953       7240 SH       DEFINED 8       7240         0         0
CIGNA CORP                         COM             125509109      2688      20428 SH       DEFINED 9      20428         0         0
CIGNA CORP                         COM             125509109        15        116 SH       DEFINED A        116         0         0
CIGNA CORP                         COM             125509109      1212       9215 SH       DEFINED C          0         0      9215
CIGNA CORP                         COM             125509109      1988      15111 SH       DEFINED D      15111         0         0
CIMAREX ENERGY CO                  COM             171798101       245       6715 SH       DEFINED 9       6715         0         0
CINCINNATI FINANCIAL CORP          COM             172062101       480      10600 SH       DEFINED 4      10600         0         0
CINCINNATI FINANCIAL CORP          COM             172062101        32        700 SH       DEFINED 9        700         0         0
CINTAS CORP                        COM             172908105     93263    2348600 SH       DEFINED 4    2348600         0         0
CINTAS CORP                        COM             172908105       745      18750 SH       DEFINED 9      18750         0         0
CIRCOR INTERNATIONAL INC           COM             17273K109     34881     948100 SH       DEFINED 4     941100         0      7000
CISCO SYSTEMS INC                  COM             17275R102       158       5768 SH       DEFINED 6       5768         0         0
CISCO SYSTEMS INC                  COM             17275R102     36896    1350000 SH       DEFINED 7    1350000         0         0
CISCO SYSTEMS INC                  COM             17275R102       938      34324 SH       DEFINED 8      34324         0         0
CISCO SYSTEMS INC                  COM             17275R102     81396    2978266 SH       DEFINED 9    2977166       600       500
CISCO SYSTEMS INC                  COM             17275R102    191230    6997062 SH       DEFINED A    6997062         0         0
CISCO SYSTEMS INC                  COM             17275R102       268       9800 SH       DEFINED E          0         0      9800
CISCO SYSTEMS INC                  COM             17275R102       219       8000 SH       DEFINED         8000         0         0
CISCO SYSTEMS INC                  COM             17275R102        46       1680 SH       DEFINED L       1680         0         0
CISCO SYSTEMS INC                  COM             17275R102       273      10000 SH       DEFINED M      10000         0         0
CIT GROUP INC                      COM             125581108    124099    2225200 SH       DEFINED 4    2225200         0         0
CIT GROUP INC                      COM             125581108      4300      77100 SH       DEFINED 9      77100         0         0
CITIGROUP INC                      COM             172967101     16870     302869 SH       DEFINED 4     302869         0         0
CITIGROUP INC                      COM             172967101    437844    7860756 SH       DEFINED 5    7860756         0         0
CITIGROUP INC                      COM             172967101      7487     134414 SH       DEFINED 6     120774         0     13640
CITIGROUP INC                      COM             172967101     18835     338154 SH       DEFINED 8     338154         0         0
CITIGROUP INC                      COM             172967101    117566    2110699 SH       DEFINED 9    2108439       900      1360
CITIGROUP INC                      COM             172967101    305808    5490270 SH       DEFINED A    5470270         0     20000
CITIGROUP INC                      COM             172967101       373       6700 SH       DEFINED E          0         0      6700
CITIGROUP INC                      COM             172967101        51        910 SH       DEFINED L        910         0         0
CITIZENS COMMUNICATIONS CO         COM             17453B101      6349     441801 SH       DEFINED 9     438801         0      3000
CITRIX SYSTEMS INC                 COM             177376100       436      16115 SH       DEFINED 9      16115         0         0
CITY NATIONAL CORP                 COM             178566105      6426      90253 SH       DEFINED 5      90253         0         0
CITY NATIONAL CORP                 COM             178566105     36459     512060 SH       DEFINED A     512060         0         0
CLARCOR INC                        COM             179895107     12919     382117 SH       DEFINED 6     382117         0         0
CLAYTON HOLDINGS INC               COM             18418N107     13582     725904 SH       DEFINED 6     725904         0         0
CLAYTON HOLDINGS INC               COM             18418N107     16324     872461 SH       DEFINED A     848861         0     23600
CLEAN HARBORS INC                  COM             184496107      8815     182100 SH       DEFINED 9     182100         0         0
CLEAN HARBORS INC                  COM             184496107       242       5000 SH       DEFINED N       5000         0         0
CLEAR CHANNEL COMMUNICATIONS INC   COM             184502102    417844   11756999 SH       DEFINED 5   11756999         0         0
CLEAR CHANNEL COMMUNICATIONS INC   COM             184502102      1730      48684 SH       DEFINED 6      43114         0      5570
CLEAR CHANNEL COMMUNICATIONS INC   COM             184502102     17770     500000 SH       DEFINED 7     500000         0         0
CLEAR CHANNEL COMMUNICATIONS INC   COM             184502102         6        175 SH       DEFINED 8        175         0         0
CLEAR CHANNEL COMMUNICATIONS INC   COM             184502102       266       7487 SH       DEFINED 9       7487         0         0
CLEAR CHANNEL COMMUNICATIONS INC   COM             184502102     19509     548928 SH       DEFINED A     548928         0         0
CLECO CORP                         COM             12561W105     25242    1000492 SH       DEFINED A    1000492         0         0
CLOROX CO                          COM             189054109      5905      92052 SH       DEFINED 9      92052         0         0
CLOROX CO                          COM             189054109         9        137 SH       DEFINED A        137         0         0
CMS ENERGY CORP                    COM             125896100       716      42900 SH       DEFINED 2      42900         0         0
CMS ENERGY CORP                    NOTE 2.875%12/0 125896AW0      7673    6000000 PRN      DEFINED A    6000000         0         0
CNA SURETY CORP                    COM             12612L108       301      14000 SH       DEFINED 9      14000         0         0
CNH GLOBAL NV                      COM             N20935206     54029    1979100 SH       DEFINED 4    1974600         0      4500
CNOOC LTD                          SPONSORED ADR   126132109      1260      13310 SH       DEFINED 8      13310         0         0
CNOOC LTD                          SPONSORED ADR   126132109        18        185 SH       DEFINED 9        185         0         0
COACH INC                          COM             189754104     29466     685890 SH       DEFINED 9     684890      1000         0
COACH INC                          COM             189754104      9439     219710 SH       DEFINED A     219710         0         0
COACH INC                          COM             189754104       279       6500 SH       DEFINED         6500         0         0
COACH INC                          COM             189754104       687      16000 SH       DEFINED M      16000         0         0
COAST DISTRIBUTION SYSTEM INC      COM             190345108       578      66800 SH       DEFINED 4      66800         0         0
COBRA ELECTRS CORP                 COM             191042100      1163     121601 SH       DEFINED 4     121601         0         0
COCA-COLA CO                       COM             191216100     29674     615000 SH       DEFINED 3     615000         0         0
COCA-COLA CO                       COM             191216100      2240      46435 SH       DEFINED 6      40779         0      5656
COCA-COLA CO                       COM             191216100      1872      38797 SH       DEFINED 8      38797         0         0
COCA-COLA CO                       COM             191216100     24748     512909 SH       DEFINED 9     512909         0         0
COCA-COLA CO                       COM             191216100     39478     818188 SH       DEFINED A     818188         0         0
COCA-COLA CO                       COM             191216100       121       2500 SH       DEFINED E          0         0      2500
COCA-COLA CO                       COM             191216100        21        430 SH       DEFINED L        430         0         0
COCA-COLA ENTERPRISES INC          COM             191219104    248453   12167160 SH       DEFINED 5   12167160         0         0
COCA-COLA ENTERPRISES INC          COM             191219104         1         40 SH       DEFINED 9         40         0         0
COGNIZANT TECHNOLOGY SOLUTIONS COR COM             192446102      2090      27082 SH       DEFINED 6      27082         0         0
COGNIZANT TECHNOLOGY SOLUTIONS COR COM             192446102        63        816 SH       DEFINED 8        816         0         0
COGNIZANT TECHNOLOGY SOLUTIONS COR COM             192446102     12138     157310 SH       DEFINED 9     157110       200         0
COGNIZANT TECHNOLOGY SOLUTIONS COR COM             192446102    229984    2980611 SH       DEFINED A    2980611         0         0
COGNOS INC                         COM             19244C109       991      20000 SH       DEFINED 2      20000         0         0
COGNOS INC                         COM             19244C109       377       7615 SH       DEFINED 8       7615         0         0
COGNOS INC                         COM             19244C109     10243     227383 SH       DEFINED 9     227383         0         0
COGNOS INC                         COM             19244C109       594      14000 SH       DEFINED A      14000         0         0
COGNOS INC                         COM             19244C109      1161      24000 SH       DEFINED        24000         0         0
COGNOS INC                         COM             19244C109       425      10000 SH       DEFINED M      10000         0         0
COGNOS INC                         COM             19244C109     17343     350000 SH       DEFINED N     350000         0         0
COHERENT INC                       COM             192479103     14048     444986 SH       DEFINED 6     444986         0         0
COHERENT INC                       COM             192479103        98       3100 SH       DEFINED 9       3100         0         0
COHERENT INC                       COM             192479103     12622     399800 SH       DEFINED A     399800         0         0
COHU INC                           COM             192576106     37397    1855000 SH       DEFINED 4    1837500         0     17500
COINSTAR INC                       COM             19259P300      5670     185470 SH       DEFINED 2     185470         0         0
COINSTAR INC                       COM             19259P300     14193     464280 SH       DEFINED 8     464280         0         0
COINSTAR INC                       COM             19259P300       126       4127 SH       DEFINED D       4127         0         0
COINSTAR INC                       COM             19259P300      2273      74346 SH       DEFINED E      74346         0         0
COLEY PHARMACEUTICAL GROUP         COM             19388P106       581      60000 SH       DEFINED 6      60000         0         0
COLEY PHARMACEUTICAL GROUP         COM             19388P106     12667    1307200 SH       DEFINED A    1276100         0     31100
COLGATE-PALMOLIVE CO               COM             194162103       396       6064 SH       DEFINED 6       6064         0         0
COLGATE-PALMOLIVE CO               COM             194162103         4         65 SH       DEFINED 8         65         0         0
COLGATE-PALMOLIVE CO               COM             194162103     19707     302072 SH       DEFINED 9     301673         0       399
COLGATE-PALMOLIVE CO               COM             194162103        33        511 SH       DEFINED A        511         0         0
COMCAST CORP                       COM             20030N101      6350     150000 SH       DEFINED 1          0         0    150000
COMCAST CORP                       COM             20030N101      2547      60179 SH       DEFINED 9      60179         0         0
COMCAST CORP                       COM             20030N101         8        181 SH       DEFINED A        181         0         0
COMCAST CORP                       COM             20030N200    791321   18894968 SH       DEFINED 1   18894968         0         0
COMCAST CORP                       COM             20030N200     34704     828660 SH       DEFINED 2     714583         0    114077
COMCAST CORP                       COM             20030N200    362280    8650432 SH       DEFINED 5    8650432         0         0
COMCAST CORP                       COM             20030N200         4         90 SH       DEFINED 8         90         0         0
COMCAST CORP                       COM             20030N200      1955      46688 SH       DEFINED 9      46688         0         0
COMCAST CORP                       COM             20030N200      8376     200000 SH       DEFINED A     200000         0         0
COMCAST CORP                       COM             20030N200      2276      54350 SH       DEFINED C      24410         0     29940
COMCAST CORP                       COM             20030N200      3032      72397 SH       DEFINED E      72397         0         0
COMERICA INC                       COM             200340107       490       8358 SH       DEFINED 9       8358         0         0
COMFORT SYSTEMS USA INC            COM             199908104       126      10000 SH       DEFINED 9      10000         0         0
COMMERCE BANCORP INC               COM             200519106      3595     101922 SH       DEFINED 9     101922         0         0
COMMERCIAL VEHICLE GROUP INC       COM             202608105      4643     212980 SH       DEFINED 9     212980         0         0
COMMUNITY HEALTH SYSTEMS INC       COM             203668108      1344      36793 SH       DEFINED 6      36793         0         0
COMMUNITY HEALTH SYSTEMS INC       COM             203668108       257       7050 SH       DEFINED 9       7050         0         0
COMMUNITY HEALTH SYSTEMS INC       COM             203668108    100216    2744153 SH       DEFINED A    2733553         0     10600
COMPANHIA PARANAENSE DE ENERGIA-CO SPON ADR PFD    20441B407     63705    5801929 SH       DEFINED C    5801929         0         0
COMPANHIA SIDERURGICA NACIONAL SID SPONSORED ADR   20440W105       899      30000 SH       DEFINED 2      30000         0         0
COMPANHIA SIDERURGICA NACIONAL SID SPONSORED ADR   20440W105      4728     157700 SH       DEFINED 9     157700         0         0
COMPANHIA SIDERURGICA NACIONAL SID SPONSORED ADR   20440W105     17988     600000 SH       DEFINED N     600000         0         0
COMPANIA DE MINAS BUENAVENTURA SA  SPONSORED ADR   204448104     36169    1288986 SH       DEFINED A    1288986         0         0
COMPANIA DE MINAS BUENAVENTURA SA  SPONSORED ADR   204448104     22726     809900 SH       DEFINED C     809900         0         0
COMPASS BANCSHARES INC             COM             20449H109       579       9700 SH       DEFINED 9       9700         0         0
COMPUTER PROGRAMS & SYS INC        COM             205306103      5204     153105 SH       DEFINED 6     153105         0         0
COMPUTER SCIENCES CORP             COM             205363104     53370    1000000 SH       DEFINED 7    1000000         0         0
COMPUTER SCIENCES CORP             COM             205363104      4265      79908 SH       DEFINED 9      79908         0         0
COMVERSE TECHNOLOGY INC            COM             205862402      5064     239900 SH       DEFINED A     239900         0         0
COMVERSE TECHNOLOGY INC            DEBT 5/1        205862AL9       757       6000 PRN      DEFINED 9       6000         0         0
CON-WAY INC                        COM             205944101       185       4200 SH       DEFINED 8       4200         0         0
CON-WAY INC                        COM             205944101      3644      82744 SH       DEFINED 9      82744         0         0
CON-WAY INC                        COM             205944101      3445      78220 SH       DEFINED A      78220         0         0
CON-WAY INC                        COM             205944101        48       1100 SH       DEFINED E          0         0      1100
CON-WAY INC                        COM             205944101         8        190 SH       DEFINED L        190         0         0
CONAGRA FOODS INC                  COM             205887102       390      14445 SH       DEFINED 9      14445         0         0
CONCUR TECHNOLOGIES INC            COM             206708109      2027     126343 SH       DEFINED 6     126343         0         0
CONCUR TECHNOLOGIES INC            COM             206708109      6014     374940 SH       DEFINED A     374940         0         0
CONEXANT SYSTEMS INC               NOTE 4.000% 2/0 207142AF7    265331  265000000 PRN      DEFINED A  265000000         0         0
CONOCOPHILLIPS                     COM             20825C104      5591      77700 SH       DEFINED 4      77700         0         0
CONOCOPHILLIPS                     COM             20825C104      3313      46040 SH       DEFINED 6      41066         0      4974
CONOCOPHILLIPS                     COM             20825C104     16072     223383 SH       DEFINED 8     223383         0         0
CONOCOPHILLIPS                     COM             20825C104     52458     729085 SH       DEFINED 9     728985         0       100
CONOCOPHILLIPS                     COM             20825C104     94098    1307830 SH       DEFINED A    1272830         0     35000
CONOCOPHILLIPS                     COM             20825C104       151       2100 SH       DEFINED E          0         0      2100
CONOCOPHILLIPS                     COM             20825C104        25        350 SH       DEFINED L        350         0         0
CONSECO INC                        PFD B CV 5.50%  208464867     11363     450000 SH       DEFINED A     450000         0         0
CONSECO INC                        COM NEW         208464883    187130    9365879 SH       DEFINED 5    9365879         0         0
CONSECO INC                        COM NEW         208464883         1         38 SH       DEFINED 9         38         0         0
CONSOL ENERGY INC                  COM             20854P109     22337     695200 SH       DEFINED 4     692000         0      3200
CONSOLIDATED EDISON INC            COM             209115104      1845      38372 SH       DEFINED 9      38372         0         0
CONSOLIDATED EDISON INC            COM             209115104    283863    5905200 SH       DEFINED A    5885200         0     20000
CONSTELLATION BRANDS INC           COM             21036P108     13235     456063 SH       DEFINED 9     456063         0         0
CONSTELLATION ENERGY GROUP         COM             210371100    456976    6635339 SH       DEFINED 5    6635339         0         0
CONSTELLATION ENERGY GROUP         COM             210371100         2         33 SH       DEFINED 6         33         0         0
CONSTELLATION ENERGY GROUP         COM             210371100       553       8025 SH       DEFINED 9       8025         0         0
CONSTELLATION ENERGY GROUP         COM             210371100    259364    3766000 SH       DEFINED A    3751000         0     15000
CONTINENTAL AIRLINES INC           COM             210795308     20625     500000 SH       DEFINED 7     500000         0         0
CONTINENTAL AIRLINES INC           COM             210795308        11        264 SH       DEFINED A        264         0         0
CONTINENTAL MATERIAL CORP          COM             211615307      2884     109000 SH       DEFINED 4     109000         0         0
CONVERGYS CORP                     COM             212485106     95389    4011330 SH       DEFINED 1    4011330         0         0
CONVERGYS CORP                     COM             212485106     21724     913530 SH       DEFINED 2     913530         0         0
CONVERGYS CORP                     COM             212485106     26914    1131780 SH       DEFINED 8    1131780         0         0
CONVERGYS CORP                     COM             212485106       235       9900 SH       DEFINED D       9900         0         0
CONVERGYS CORP                     COM             212485106     13262     557708 SH       DEFINED E      97870         0    459838
COOPER COMPANIES INC               COM             216648402     17745     398760 SH       DEFINED 5     398760         0         0
CORINTHIAN COLLEGES INC            COM             218868107     24604    1805110 SH       DEFINED 8    1805110         0         0
CORINTHIAN COLLEGES INC            COM             218868107      3787     277860 SH       DEFINED E     277860         0         0
CORN PRODUCTS INTL INC             COM             219023108     97320    2817600 SH       DEFINED 4    2817600         0         0
CORN PRODUCTS INTL INC             COM             219023108      1127      32620 SH       DEFINED 9      32620         0         0
CORNING INC                        COM             219350105     32676    1746452 SH       DEFINED 9    1744352      1200       900
CORNING INC                        COM             219350105      4906     262210 SH       DEFINED A     262210         0         0
CORPORATE EXECUTIVE BOARD CO       COM             21988R102        63        723 SH       DEFINED 6        723         0         0
CORPORATE EXECUTIVE BOARD CO       COM             21988R102        28        314 SH       DEFINED 8        314         0         0
CORPORATE EXECUTIVE BOARD CO       COM             21988R102     38576     439860 SH       DEFINED A     439860         0         0
CORPORATE OFFICE PROPERTIES TRUST  COM             22002T108       128       2543 SH       DEFINED 6       2543         0         0
CORPORATE OFFICE PROPERTIES TRUST  COM             22002T108     40265     797800 SH       DEFINED A     797800         0         0
COSI INC                           COM             22122P101      4959     974350 SH       DEFINED 9     974350         0         0
COST PLUS INC                      COM             221485105     17367    1686107 SH       DEFINED 6    1686107         0         0
COST PLUS INC                      COM             221485105      5496     533560 SH       DEFINED A     519700         0     13860
COSTAR GROUP INC                   COM             22160N109     11007     205500 SH       DEFINED A     200000         0      5500
COSTCO WHOLESALE CORP              COM             22160K105     27514     520408 SH       DEFINED 9     519958         0       450
COUNTRYWIDE FINANCIAL CORP         COM             222372104    173441    4085766 SH       DEFINED 5    4085766         0         0
COUNTRYWIDE FINANCIAL CORP         COM             222372104      8886     209333 SH       DEFINED 9     209333         0         0
COUNTRYWIDE FINANCIAL CORP         COM             222372104       722      17000 SH       DEFINED A      17000         0         0
COUNTRYWIDE FINANCIAL CORP         COM             222372104       191       4500 SH       DEFINED         4500         0         0
COUNTRYWIDE FINANCIAL CORP         COM             222372104       679      16000 SH       DEFINED M      16000         0         0
COURIER CORP                       COM             222660102      7794     200000 SH       DEFINED 4     200000         0         0
COUSINS PROPERTIES INC             COM             222795106        22        620 SH       DEFINED 6        620         0         0
COUSINS PROPERTIES INC             COM             222795106       265       7500 SH       DEFINED 9       7500         0         0
COUSINS PROPERTIES INC             COM             222795106      5238     148500 SH       DEFINED A     148500         0         0
COVANCE INC                        COM             222816100       276       4685 SH       DEFINED 9       4685         0         0
COVANCE INC                        COM             222816100      6718     114030 SH       DEFINED A     111130         0      2900
COVENTRY HEALTH CARE INC           COM             222862104      1008      20147 SH       DEFINED 6      20147         0         0
COVENTRY HEALTH CARE INC           COM             222862104       906      18108 SH       DEFINED 9      18108         0         0
COVENTRY HEALTH CARE INC           COM             222862104     73633    1471187 SH       DEFINED A    1471187         0         0
CREDICORP LTD                      COM             G2519Y108      9993     244100 SH       DEFINED 8     244100         0         0
CREDICORP LTD                      COM             G2519Y108      3271      79900 SH       DEFINED C          0         0     79900
CREDIT SUISSE GROUP                SPONSORED ADR   225401108     11715     167710 SH       DEFINED 9     167710         0         0
CREE INC                           COM             225447101       509      29400 SH       DEFINED 9      29400         0         0
CRITICAL THERAPEUTICS INC          COM             22674T105       268     131322 SH       DEFINED 6     131322         0         0
CRITICAL THERAPEUTICS INC          COM             22674T105      1509     739880 SH       DEFINED A     739880         0         0
CROCS INC                          COM             227046109      9096     210560 SH       DEFINED 9     210560         0         0
CROCS INC                          COM             227046109       450      10427 SH       DEFINED A      10427         0         0
CROWN CASTLE INTERNATIONAL CORP    COM             228227104      1150      35594 SH       DEFINED 6      35594         0         0
CROWN CASTLE INTERNATIONAL CORP    COM             228227104         6        172 SH       DEFINED 9        172         0         0
CROWN CASTLE INTERNATIONAL CORP    COM             228227104     82461    2552958 SH       DEFINED A    2552958         0         0
CROWN HOLDINGS INC                 COM             228368106       253      12075 SH       DEFINED 9      12075         0         0
CSX CORP                           COM             126408103       733      21286 SH       DEFINED 9      21286         0         0
CULLEN FROST BANKERS INC           COM             229899109         1         26 SH       DEFINED 6         26         0         0
CULLEN FROST BANKERS INC           COM             229899109       482       8632 SH       DEFINED 9       8632         0         0
CURRENCYSHARES EURO TRUST          COM             23130C108       447       3375 SH       DEFINED 9       3375         0         0
CURTISS WRIGHT CORP                COM             231561101       309       8340 SH       DEFINED 9       8340         0         0
CVS CORP                           COM             126650100        93       3003 SH       DEFINED 6       3003         0         0
CVS CORP                           COM             126650100       610      19746 SH       DEFINED 8      19746         0         0
CVS CORP                           COM             126650100     15037     486468 SH       DEFINED 9     486168       300         0
CVS CORP                           COM             126650100     73445    2376100 SH       DEFINED A    2376100         0         0
CVS CORP                           COM             126650100       176       5700 SH       DEFINED E          0         0      5700
CVS CORP                           COM             126650100        29        950 SH       DEFINED L        950         0         0
CYPRESS BIOSCIENCE INC             COM             232674507       775     100000 SH       DEFINED 6     100000         0         0
CYPRESS BIOSCIENCE INC             COM             232674507        23       2953 SH       DEFINED 9       2953         0         0
CYPRESS BIOSCIENCE INC             COM             232674507      4121     531800 SH       DEFINED A     531800         0         0
CYTEC INDUSTRIES INC               COM             232820100      4691      83004 SH       DEFINED 2      54480         0     28524
CYTEC INDUSTRIES INC               COM             232820100       843      14910 SH       DEFINED C      14910         0         0
CYTEC INDUSTRIES INC               COM             232820100      2027      35870 SH       DEFINED E      35870         0         0
CYTEC INDUSTRIES INC               COM             232820100       596      10540 SH       DEFINED L          0         0     10540
CYTOGEN CORP                       COM             232824300       171      73500 SH       DEFINED A      73500         0         0
CYTYC CORP                         COM             232946103      1744      61631 SH       DEFINED 6      61631         0         0
CYTYC CORP                         COM             232946103       600      21200 SH       DEFINED 9      21200         0         0
CYTYC CORP                         COM             232946103     79574    2811787 SH       DEFINED A    2807187         0      4600
D R HORTON INC                     COM             23331A109     40968    1546550 SH       DEFINED 1    1546550         0         0
D R HORTON INC                     COM             23331A109     65261    2463600 SH       DEFINED 4    2463600         0         0
D R HORTON INC                     COM             23331A109      2801     105739 SH       DEFINED 6     105739         0         0
D R HORTON INC                     COM             23331A109      3141     118558 SH       DEFINED 9     117558      1000         0
D R HORTON INC                     COM             23331A109     80363    3033700 SH       DEFINED A    3033700         0         0
DAIMLERCHRYSLER AG                 COM             D1668R123      3721      60585 SH       DEFINED 9      60585         0         0
DANAHER CORP                       COM             235851102     36006     497040 SH       DEFINED 9     496590       400        50
DANAHER CORP                       COM             235851102     20156     278240 SH       DEFINED A     278240         0         0
DANAHER CORP                       COM             235851102       362       5000 SH       DEFINED         5000         0         0
DANAHER CORP                       COM             235851102       869      12000 SH       DEFINED M      12000         0         0
DAVITA INC                         COM             23918K108      2668      46900 SH       DEFINED A      41900         0      5000
DEALERTRACK HOLDINGS INC           COM             242309102      7676     260900 SH       DEFINED A     260900         0         0
DEAN FOODS INC                     COM             242370104      1738      41100 SH       DEFINED 4      41100         0         0
DEAN FOODS INC                     COM             242370104       572      13527 SH       DEFINED 9      13527         0         0
DEERE & CO                         COM             244199105      2071      21781 SH       DEFINED 9      21781         0         0
DEL MONTE FOODS CO                 COM             24522P103         4        357 SH       DEFINED 6        357         0         0
DEL MONTE FOODS CO                 COM             24522P103       732      66320 SH       DEFINED 9      66320         0         0
DELL INC                           COM             24702R101    317097   12638385 SH       DEFINED 5   12638385         0         0
DELL INC                           COM             24702R101         1         36 SH       DEFINED 6         36         0         0
DELL INC                           COM             24702R101     12545     500000 SH       DEFINED 7     500000         0         0
DELL INC                           COM             24702R101       503      20040 SH       DEFINED 8      20040         0         0
DELL INC                           COM             24702R101      6189     246688 SH       DEFINED 9     246388         0       300
DELL INC                           COM             24702R101     29972    1194568 SH       DEFINED A    1194568         0         0
DELL INC                           COM             24702R101       138       5500 SH       DEFINED E          0         0      5500
DELL INC                           COM             24702R101        24        960 SH       DEFINED L        960         0         0
DELTA APPAREL INC                  COM             247368103     11621     680000 SH       DEFINED 4     680000         0         0
DENBURY RESOURCES INC              COM             247916208        23        830 SH       DEFINED 8        830         0         0
DENBURY RESOURCES INC              COM             247916208         1         50 SH       DEFINED 9         50         0         0
DENBURY RESOURCES INC              COM             247916208     22026     792600 SH       DEFINED A     773500         0     19100
DENDRITE INTERNATIONAL INC         COM             248239105      4222     394220 SH       DEFINED E     394220         0         0
DENTSPLY INTERNATIONAL INC         COM             249030107       121       4050 SH       DEFINED 9       4050         0         0
DENTSPLY INTERNATIONAL INC         COM             249030107      1636      54800 SH       DEFINED A      49100         0      5700
DEUTSCHE BANK AG                   COM             D18190898       991       9752 SH       DEFINED 8       9752         0         0
DEUTSCHE BANK AG                   COM             D18190898       601       4550 SH       DEFINED 9       4550         0         0
DEUTSCHE BANK AG                   COM             D18190898     17199     169315 SH       DEFINED E     169315         0         0
DEVON ENERGY CORP                  COM             25179M103         2         25 SH       DEFINED 6         25         0         0
DEVON ENERGY CORP                  COM             25179M103       392       5840 SH       DEFINED 8       5840         0         0
DEVON ENERGY CORP                  COM             25179M103     15503     231115 SH       DEFINED 9     230015       800       300
DEVON ENERGY CORP                  COM             25179M103     49276     734580 SH       DEFINED A     734580         0         0
DEVON ENERGY CORP                  COM             25179M103       141       2100 SH       DEFINED E          0         0      2100
DEVON ENERGY CORP                  COM             25179M103        24        360 SH       DEFINED L        360         0         0
DEVON ENERGY CORP                  DEB 4.900% 8/1  25179MAA1        78      56000 PRN      DEFINED 9      56000         0         0
DEXCOM INC                         COM             252131107      1083     109879 SH       DEFINED 6     109879         0         0
DEXCOM INC                         COM             252131107     12602    1278100 SH       DEFINED A    1244900         0     33200
DIAGEO PLC                         SPONSORED ADR   25243Q205      2831      35697 SH       DEFINED 6      31705         0      3992
DIAGEO PLC                         SPONSORED ADR   25243Q205      4849      61140 SH       DEFINED 8      61140         0         0
DIAGEO PLC                         SPONSORED ADR   25243Q205     15422     194448 SH       DEFINED 9     194298       150         0
DIAGEO PLC                         SPONSORED ADR   25243Q205     16346     206100 SH       DEFINED A     206100         0         0
DIAMOND OFFSHORE DRILLING INC      COM             25271C102       424       5300 SH       DEFINED 9       5300         0         0
DIAMONDS TRUST                     COM             252787106       230       1850 SH       DEFINED 9       1850         0         0
DICKS SPORTING GOODS INC           COM             253393102      5173     105600 SH       DEFINED A     105600         0         0
DIEBOLD INC                        COM             253651103      8393     180100 SH       DEFINED 4     177100         0      3000
DIEBOLD INC                        COM             253651103        89       1900 SH       DEFINED 6       1900         0         0
DIEBOLD INC                        COM             253651103       405       8700 SH       DEFINED 9       8700         0         0
DIGENE CORP                        COM             253752109     34753     725230 SH       DEFINED A     712030         0     13200
DIGITAL REALTY TRUST INC           COM             253868103       123       3595 SH       DEFINED 6       3595         0         0
DIGITAL REALTY TRUST INC           COM             253868103      1746      51000 SH       DEFINED 9      49700         0      1300
DIGITAL REALTY TRUST INC           COM             253868103     43551    1272300 SH       DEFINED A    1272300         0         0
DIGITAL REALTY TRUST INC           COM             253868103      2386      69700 SH       DEFINED D      69700         0         0
DIGITAL REALTY TRUST INC           COM             253868103       370      10800 SH       DEFINED M      10800         0         0
DIGITAL REALTY TRUST INC           COM             253868103      7089     207100 SH       DEFINED N     207100         0         0
DILLARDS INC                       COM             254067101     34987    1000500 SH       DEFINED 4     999400         0      1100
DILLARDS INC                       COM             254067101       109       3109 SH       DEFINED 9       3109         0         0
DILLARDS INC                       COM             254067101         5        132 SH       DEFINED A        132         0         0
DIME BANCORP INC                   *W EXP 99/99/99925429Q110         3      23510 SH       DEFINED 9      23510         0         0
DIODES INC                         COM             254543101      5208     146800 SH       DEFINED 9     146800         0         0
DIONEX CORP                        COM             254546104     14178     250000 SH       DEFINED 7     250000         0         0
DIONEX CORP                        COM             254546104       284       5000 SH       DEFINED 9       5000         0         0
DIRECTV GROUP INC                  COM             25459L106    910511   36508064 SH       DEFINED 1   36258064         0    250000
DIRECTV GROUP INC                  COM             25459L106     57870    2320357 SH       DEFINED 2    1619605         0    700752
DIRECTV GROUP INC                  COM             25459L106      5564     223106 SH       DEFINED 6     223106         0         0
DIRECTV GROUP INC                  COM             25459L106     17925     718730 SH       DEFINED 8     718730         0         0
DIRECTV GROUP INC                  COM             25459L106       857      34360 SH       DEFINED 9      34360         0         0
DIRECTV GROUP INC                  COM             25459L106      2815     112863 SH       DEFINED C      51480         0     61383
DIRECTV GROUP INC                  COM             25459L106      6252     250670 SH       DEFINED D     250670         0         0
DIRECTV GROUP INC                  COM             25459L106    123332    4945134 SH       DEFINED E    1650526         0   3294608
DIRECTV GROUP INC                  COM             25459L106       168       6740 SH       DEFINED         6740         0         0
DIRECTV GROUP INC                  COM             25459L106      7386     296161 SH       DEFINED L     213451         0     82710
DIRECTV GROUP INC                  COM             25459L106      1694      67909 SH       DEFINED M      67909         0         0
DISCOVERY HOLDING CO               COM             25468Y107       980      60938 SH       DEFINED 9      60938         0         0
DIXIE GROUP INC                    COM             255519100      5119     405000 SH       DEFINED 4     405000         0         0
DNP SELECT INCOME FUND INC         COM             23325P104       216      20000 SH       DEFINED 9      20000         0         0
DOBSON COMMUNICATIONS CORP         COM             256069105      4638     532500 SH       DEFINED A     532500         0         0
DOLBY LABORATORIES INC             COM             25659T107      3102     100000 SH       DEFINED A     100000         0         0
DOLLAR GENERAL CORP                COM             256669102       440      27400 SH       DEFINED 4      27400         0         0
DOLLAR THRIFTY AUTOMOTIVE GROUP IN COM             256743105     99510    2181767 SH       DEFINED 4    2177267         0      4500
DOMINION RESOURCES INC             COM             25746U109      3300      39356 SH       DEFINED 6      34948         0      4408
DOMINION RESOURCES INC             COM             25746U109      2578      30748 SH       DEFINED 8      30748         0         0
DOMINION RESOURCES INC             COM             25746U109      8198      97781 SH       DEFINED 9      97781         0         0
DOMINION RESOURCES INC             COM             25746U109   1070005   12762460 SH       DEFINED A   12746360         0     16100
DOMINION RESOURCES INC             COM             25746U109       117       1400 SH       DEFINED E          0         0      1400
DOMINION RESOURCES INC             COM             25746U109        20        240 SH       DEFINED L        240         0         0
DOMTAR INC                         COM             257561100     84503    8578986 SH       DEFINED 2    8536186         0     42800
DOMTAR INC                         COM             257561100     46525    4723376 SH       DEFINED 8    4723376         0         0
DOMTAR INC                         COM             257561100      5079     515600 SH       DEFINED A     515600         0         0
DOMTAR INC                         COM             257561100       164      16600 SH       DEFINED D      16600         0         0
DOMTAR INC                         COM             257561100      8338     846500 SH       DEFINED E     692000         0    154500
DONALDSON CO INC                   COM             257651109     24675     710900 SH       DEFINED 4     710900         0         0
DOREL INDUSTRIES INC               COM             25822C205     26711     846900 SH       DEFINED 2     836900         0     10000
DOREL INDUSTRIES INC               COM             25822C205    162873    5164014 SH       DEFINED 8    4884814         0    279200
DOREL INDUSTRIES INC               COM             25822C205      4034     127900 SH       DEFINED A     127900         0         0
DOREL INDUSTRIES INC               COM             25822C205       183       5800 SH       DEFINED D       5800         0         0
DOUBLE HULL TANKERS INC            COM             Y21110104        24       1500 SH       DEFINED 9       1500         0         0
DOUBLE HULL TANKERS INC            COM             Y21110104      1619     100000 SH       DEFINED A     100000         0         0
DOUGLAS EMMETT INC                 COM             25960P109     39991    1504000 SH       DEFINED A    1504000         0         0
DOVER CORP                         COM             260003108    229139    4674405 SH       DEFINED 4    4674405         0         0
DOVER CORP                         COM             260003108        39        800 SH       DEFINED 6        800         0         0
DOVER CORP                         COM             260003108     10187     207811 SH       DEFINED 9     207811         0         0
DOW CHEMICAL CO                    COM             260543103      8280     207312 SH       DEFINED 1     207312         0         0
DOW CHEMICAL CO                    COM             260543103     20529     513989 SH       DEFINED 2     187012         0    326977
DOW CHEMICAL CO                    COM             260543103      5308     132900 SH       DEFINED 4     132900         0         0
DOW CHEMICAL CO                    COM             260543103      5890     147460 SH       DEFINED 6     137790         0      9670
DOW CHEMICAL CO                    COM             260543103     13674     342355 SH       DEFINED 8     342355         0         0
DOW CHEMICAL CO                    COM             260543103     15655     391964 SH       DEFINED 9     390964         0      1000
DOW CHEMICAL CO                    COM             260543103    299885    7508396 SH       DEFINED A    7470296         0     38100
DOW CHEMICAL CO                    COM             260543103      2140      53575 SH       DEFINED C      29810         0     23765
DOW CHEMICAL CO                    COM             260543103      3581      89662 SH       DEFINED D      89662         0         0
DOW CHEMICAL CO                    COM             260543103     52014    1302300 SH       DEFINED E     169558         0   1132742
DOW CHEMICAL CO                    COM             260543103       107       2670 SH       DEFINED         2670         0         0
DOW CHEMICAL CO                    COM             260543103      2282      57130 SH       DEFINED L      57130         0         0
DOW CHEMICAL CO                    COM             260543103       877      21960 SH       DEFINED M      21960         0         0
DOW JONES & CO INC                 COM             260561105       389      10243 SH       DEFINED 9      10243         0         0
DRESSER-RAND GROUP INC             COM             261608103      2692     110000 SH       DEFINED A     110000         0         0
DREW INDS INC                      COM             26168L205     18108     696200 SH       DEFINED A     677800         0     18400
DRIL-QUIP INC                      COM             262037104       833      21280 SH       DEFINED 6      21280         0         0
DRIL-QUIP INC                      COM             262037104      5169     132000 SH       DEFINED A     132000         0         0
DTE ENERGY COMPANY                 COM             233331107    416677    8607252 SH       DEFINED 1    8507252         0    100000
DTE ENERGY COMPANY                 COM             233331107      1815      37500 SH       DEFINED 4      37500         0         0
DTE ENERGY COMPANY                 COM             233331107      1162      24012 SH       DEFINED 9      24012         0         0
DTE ENERGY COMPANY                 COM             233331107    296555    6125900 SH       DEFINED A    6125900         0         0
DTE ENERGY COMPANY                 COM             233331107       970      20043 SH       DEFINED C          0         0     20043
DTE ENERGY COMPANY                 COM             233331107      9430     194790 SH       DEFINED E      35550         0    159240
DTF TAX FREE INCOME INC            COM             23334J107       256      16860 SH       DEFINED 9      16860         0         0
DU PONT DE NEMOURS & CO            COM             263534109      3545      72770 SH       DEFINED 2      44640         0     28130
DU PONT DE NEMOURS & CO            COM             263534109     51926    1066030 SH       DEFINED 9    1065030         0      1000
DU PONT DE NEMOURS & CO            COM             263534109       981      20140 SH       DEFINED C      20140         0         0
DU PONT DE NEMOURS & CO            COM             263534109     49710    1020530 SH       DEFINED E      36670         0    983860
DUCKWALL ALCO STORES INC           COM             264142100      8873     227500 SH       DEFINED 4     227500         0         0
DUKE ENERGY CORP                   COM             26441C105     21099     635316 SH       DEFINED 3     635316         0         0
DUKE ENERGY CORP                   COM             26441C105        20        600 SH       DEFINED 6        600         0         0
DUKE ENERGY CORP                   COM             26441C105      8671     261082 SH       DEFINED 9     261082         0         0
DUKE ENERGY CORP                   COM             26441C105    932540   28080100 SH       DEFINED A   28020100         0     60000
DUN & BRADSTREET CORP              COM             26483E100     10100     122000 SH       DEFINED 7     122000         0         0
DUN & BRADSTREET CORP              COM             26483E100       632       7638 SH       DEFINED 9       7638         0         0
DUN & BRADSTREET CORP              COM             26483E100         7         90 SH       DEFINED A         90         0         0
DYAX CORP                          COM             26746E103      2251     742800 SH       DEFINED A     742800         0         0
DYNAMIC MATERIALS CORP             COM             267888105      1124      40000 SH       DEFINED A      40000         0         0
E*TRADE FINANCIAL CORP             COM             269246104         1         32 SH       DEFINED 6         32         0         0
E*TRADE FINANCIAL CORP             COM             269246104         1         32 SH       DEFINED 8         32         0         0
E*TRADE FINANCIAL CORP             COM             269246104         9        400 SH       DEFINED 9        400         0         0
E*TRADE FINANCIAL CORP             COM             269246104    112792    5030858 SH       DEFINED A    5030858         0         0
E.ON AG                            SPONSORED ADR   268780103      6304     139490 SH       DEFINED 2     139490         0         0
E.ON AG                            SPONSORED ADR   268780103     28233     624764 SH       DEFINED 6     624764         0         0
E.ON AG                            SPONSORED ADR   268780103      4252      94100 SH       DEFINED 8      94100         0         0
E.ON AG                            SPONSORED ADR   268780103       108       2385 SH       DEFINED 9       2385         0         0
EAGLE HOSPITALITY PROPERTIES       COM             26959T102      8657     943000 SH       DEFINED A     943000         0         0
EAST WEST BANCORP INC              COM             27579R104     36402    1027730 SH       DEFINED A    1019130         0      8600
EASTMAN CHEMICAL CO                COM             277432100       494       8322 SH       DEFINED 9       8322         0         0
EASTMAN CHEMICAL CO                COM             277432100         1         13 SH       DEFINED A         13         0         0
EASTMAN KODAK CO                   COM             277461109    611977   23720049 SH       DEFINED 1   23520049         0    200000
EASTMAN KODAK CO                   COM             277461109     11492     445420 SH       DEFINED 2     445420         0         0
EASTMAN KODAK CO                   COM             277461109     13029     505010 SH       DEFINED 8     505010         0         0
EASTMAN KODAK CO                   COM             277461109      1390      53863 SH       DEFINED 9      53863         0         0
EASTMAN KODAK CO                   COM             277461109      3240     125600 SH       DEFINED E     125600         0         0
EATON CORP                         COM             278058102      5063      67382 SH       DEFINED 9      67382         0         0
EBAY INC                           COM             278642103         0         14 SH       DEFINED 6         14         0         0
EBAY INC                           COM             278642103     13454     447432 SH       DEFINED 9     446832         0       600
EBAY INC                           COM             278642103      5862     194956 SH       DEFINED A     194956         0         0
EBAY INC                           COM             278642103        33       1100 SH       DEFINED E          0         0      1100
EBAY INC                           COM             278642103         4        120 SH       DEFINED L        120         0         0
EBAY INC                           COM             278642103       271       9000 SH       DEFINED M       9000         0         0
ECHOSTAR DBS CORP                  COM             278762109    177577    4669388 SH       DEFINED 1    4669388         0         0
ECHOSTAR DBS CORP                  COM             278762109     22072     580374 SH       DEFINED 5     580374         0         0
ECHOSTAR DBS CORP                  COM             278762109        30        800 SH       DEFINED 9        800         0         0
ECHOSTAR DBS CORP                  COM             278762109      6187     162700 SH       DEFINED A     162700         0         0
ECOLAB INC                         COM             278865100        88       1957 SH       DEFINED 6       1957         0         0
ECOLAB INC                         COM             278865100        36        802 SH       DEFINED 8        802         0         0
ECOLAB INC                         COM             278865100      1156      25579 SH       DEFINED 9      25579         0         0
ECOLAB INC                         COM             278865100     37001     818600 SH       DEFINED A     818600         0         0
ECOLOGY & ENVIRONMENT INC          COM             278878103      2202     202000 SH       DEFINED 4     202000         0         0
EDISON INTERNATIONAL               COM             281020107        64       1400 SH       DEFINED 9       1400         0         0
EDISON INTERNATIONAL               COM             281020107    243250    5348500 SH       DEFINED A    5348500         0         0
EDUCATION RLTY TR INC              COM             28140H104       827      56000 SH       DEFINED A      56000         0         0
EDWARDS LIFESCIENCES CORP          COM             28176E108      2352      50000 SH       DEFINED 7      50000         0         0
EDWARDS LIFESCIENCES CORP          COM             28176E108       145       3073 SH       DEFINED 9       3073         0         0
EHEALTH INC                        COM             28238P109       937      46600 SH       DEFINED A      41800         0      4800
EL PASO CORP                       COM             28336L109    715875   46850438 SH       DEFINED 1   46450438         0    400000
EL PASO CORP                       COM             28336L109     29711    1944408 SH       DEFINED 2    1599792         0    344616
EL PASO CORP                       COM             28336L109      3736     244473 SH       DEFINED 6     244473         0         0
EL PASO CORP                       COM             28336L109     23743    1553840 SH       DEFINED 8    1553840         0         0
EL PASO CORP                       COM             28336L109       307      20102 SH       DEFINED 9      20102         0         0
EL PASO CORP                       COM             28336L109      5049     330410 SH       DEFINED A     330410         0         0
EL PASO CORP                       COM             28336L109       920      60210 SH       DEFINED C      60210         0         0
EL PASO CORP                       COM             28336L109     62822    4111370 SH       DEFINED E     533110         0   3578260
EL PASO CORP                       COM             28336L109      5298     346739 SH       DEFINED L     253339         0     93400
EL PASO CORP                       COM             28336L109      1101      72083 SH       DEFINED M      72083         0         0
ELBIT SYSTEMS LTD                  COM             M3760D101     17743     130176 SH       DEFINED C          0         0    130176
ELDORADO GOLD CORP                 COM             284902103     16690    2645000 SH       DEFINED A    2645000         0         0
ELECTRO SCIENTIFIC INDUSTRIES INC  COM             285229100     32759    1626555 SH       DEFINED 6    1626555         0         0
ELECTRONIC ARTS INC                COM             285512109         1         10 SH       DEFINED 6         10         0         0
ELECTRONIC ARTS INC                COM             285512109       210       4170 SH       DEFINED 8       4170         0         0
ELECTRONIC ARTS INC                COM             285512109      5217     103601 SH       DEFINED 9     103601         0         0
ELECTRONIC ARTS INC                COM             285512109     42663     847152 SH       DEFINED A     847152         0         0
ELECTRONIC ARTS INC                COM             285512109        55       1100 SH       DEFINED E          0         0      1100
ELECTRONIC ARTS INC                COM             285512109        10        190 SH       DEFINED L        190         0         0
ELECTRONIC DATA SYSTEMS CORP       COM             285661104    557883   20249850 SH       DEFINED 1   20049850         0    200000
ELECTRONIC DATA SYSTEMS CORP       COM             285661104     22234     807027 SH       DEFINED 2     526570         0    280457
ELECTRONIC DATA SYSTEMS CORP       COM             285661104     25136     912380 SH       DEFINED 8     912380         0         0
ELECTRONIC DATA SYSTEMS CORP       COM             285661104      2550      92552 SH       DEFINED 9      92552         0         0
ELECTRONIC DATA SYSTEMS CORP       COM             285661104      1802      65401 SH       DEFINED C      26680         0     38721
ELECTRONIC DATA SYSTEMS CORP       COM             285661104      3048     110628 SH       DEFINED D     110628         0         0
ELECTRONIC DATA SYSTEMS CORP       COM             285661104     60608    2199930 SH       DEFINED E     314873         0   1885057
ELI LILLY & CO                     COM             532457108      1471      28243 SH       DEFINED 6      25340         0      2903
ELI LILLY & CO                     COM             532457108     20840     400000 SH       DEFINED 7     400000         0         0
ELI LILLY & CO                     COM             532457108      1844      35396 SH       DEFINED 8      35396         0         0
ELI LILLY & CO                     COM             532457108      6633     127320 SH       DEFINED 9     127320         0         0
ELI LILLY & CO                     COM             532457108     25406     487636 SH       DEFINED A     483336         0      4300
EMAGEON INC                        COM             29076V109       837      54500 SH       DEFINED A      48900         0      5600
EMBARQ CORP                        COM             29078E105    111438    2120201 SH       DEFINED 5    2120201         0         0
EMBARQ CORP                        COM             29078E105      1894      36030 SH       DEFINED 9      35230         0       800
EMBARQ CORP                        COM             29078E105         7        127 SH       DEFINED A        127         0         0
EMBRAER-EMPRESA BRAS DE AERONAUTIC SPONSORED ADR   29081M102      6202     149702 SH       DEFINED 1      44790         0    104912
EMBRAER-EMPRESA BRAS DE AERONAUTIC SPONSORED ADR   29081M102    156191    3769997 SH       DEFINED 2    3363787         0    406210
EMBRAER-EMPRESA BRAS DE AERONAUTIC SPONSORED ADR   29081M102      1483      35800 SH       DEFINED 4      35800         0         0
EMBRAER-EMPRESA BRAS DE AERONAUTIC SPONSORED ADR   29081M102     34960     843829 SH       DEFINED 6     838720         0      5109
EMBRAER-EMPRESA BRAS DE AERONAUTIC SPONSORED ADR   29081M102       665      16050 SH       DEFINED 9      15950       100         0
EMBRAER-EMPRESA BRAS DE AERONAUTIC SPONSORED ADR   29081M102    148881    3593548 SH       DEFINED A    3593548         0         0
EMBRAER-EMPRESA BRAS DE AERONAUTIC SPONSORED ADR   29081M102      1384      33417 SH       DEFINED E      33417         0         0
EMBRAER-EMPRESA BRAS DE AERONAUTIC SPONSORED ADR   29081M102        87       2100 SH       DEFINED         2100         0         0
EMC CORP                           COM             268648102     13200    1000000 SH       DEFINED 7    1000000         0         0
EMC CORP                           COM             268648102     28300    2143922 SH       DEFINED 9    2142923         0       999
EMC CORP                           COM             268648102         8        635 SH       DEFINED A        635         0         0
EMCOR GROUP INC                    COM             29084Q100     20165     354700 SH       DEFINED 4     352500         0      2200
EMERGING MARKETS TELECOMMUNICATION COM             290890102      4573     250000 SH       DEFINED 4     250000         0         0
EMERGING MARKETS TELECOMMUNICATION COM             290890102        55       2998 SH       DEFINED 9       2998         0         0
EMERSON ELECTRIC CO                COM             291011104     44090    1000000 SH       DEFINED 7    1000000         0         0
EMERSON ELECTRIC CO                COM             291011104         1         25 SH       DEFINED 8         25         0         0
EMERSON ELECTRIC CO                COM             291011104     24025     544908 SH       DEFINED 9     544846         0        62
EMULEX CORP                        COM             292475209      4579     234700 SH       DEFINED 9     234700         0         0
ENBRIDGE INC                       COM             29250N105     78439    1947820 SH       DEFINED 8    1871440         0     76380
ENCANA CORP                        COM             292505104    234792    4375551 SH       DEFINED 8    4073629         0    301922
ENCANA CORP                        COM             292505104      5659     122821 SH       DEFINED 9     122821         0         0
ENDESA SA                          SPONSORED ADR   29258N107     25791     554412 SH       DEFINED 2     416192         0    138220
ENDESA SA                          SPONSORED ADR   29258N107       787      16915 SH       DEFINED 9      16915         0         0
ENDO PHARMACEUTICALS HOLDINGS INC  COM             29264F205      1147      41600 SH       DEFINED 4      41600         0         0
ENDO PHARMACEUTICALS HOLDINGS INC  COM             29264F205      1011      36639 SH       DEFINED 6      36639         0         0
ENDO PHARMACEUTICALS HOLDINGS INC  COM             29264F205     90673    3287651 SH       DEFINED A    3284651         0      3000
ENDO PHARMACEUTICALS HOLDINGS INC  COM             29264F205        61       2200 SH       DEFINED E          0         0      2200
ENDO PHARMACEUTICALS HOLDINGS INC  COM             29264F205         9        320 SH       DEFINED L        320         0         0
ENERGEN CORP                       COM             29265N108     34862     742700 SH       DEFINED 4     735200         0      7500
ENERGEN CORP                       COM             29265N108       113       2400 SH       DEFINED 9       2400         0         0
ENERGIZER HOLDINGS INC             COM             29266R108      2297      32358 SH       DEFINED 9      32358         0         0
ENERGIZER HOLDINGS INC             COM             29266R108        39        548 SH       DEFINED A        548         0         0
ENERGY EAST CORP                   COM             29266M109       230       9286 SH       DEFINED 9       9286         0         0
ENERGY EAST CORP                   COM             29266M109    142278    5737000 SH       DEFINED A    5737000         0         0
ENERPLUS RESOURCES FUND            UNIT TR G NEW   29274D604       855      19595 SH       DEFINED 9      19595         0         0
ENI SPA                            SPONSORED ADR   26874R108      7240     107610 SH       DEFINED 2     107610         0         0
ENI SPA                            SPONSORED ADR   26874R108     30796     457736 SH       DEFINED 6     457736         0         0
ENI SPA                            SPONSORED ADR   26874R108     10002     148655 SH       DEFINED 9     147557         0      1098
ENI SPA                            SPONSORED ADR   26874R108     35607     529232 SH       DEFINED E          0         0    529232
ENSCO INTERNATIONAL INC            COM             26874Q100      4746      94800 SH       DEFINED 4      94800         0         0
ENSCO INTERNATIONAL INC            COM             26874Q100      1439      28750 SH       DEFINED 9      28750         0         0
ENSCO INTERNATIONAL INC            COM             26874Q100      3805      76000 SH       DEFINED A      76000         0         0
ENTEGRIS INC                       COM             29362U104      4072     376307 SH       DEFINED 7     376307         0         0
ENTEGRIS INC                       COM             29362U104        10        900 SH       DEFINED 9        900         0         0
ENTERGY CORP                       COM             29364G103     78269     847800 SH       DEFINED 4     847800         0         0
ENTERGY CORP                       COM             29364G103      2712      29374 SH       DEFINED 6      25899         0      3475
ENTERGY CORP                       COM             29364G103        25        275 SH       DEFINED 8        275         0         0
ENTERGY CORP                       COM             29364G103      2617      28346 SH       DEFINED 9      28346         0         0
ENTERGY CORP                       COM             29364G103    644811    6984524 SH       DEFINED A    6981024         0      3500
ENTERPRISE PRODUCTS PARTNERS LP    COM             293792107      3359     115893 SH       DEFINED 9     114393         0      1500
ENTERTAINMENT PROPERTIES TRUST     COM             29380T105        50        855 SH       DEFINED 6        855         0         0
ENTERTAINMENT PROPERTIES TRUST     COM             29380T105       713      12200 SH       DEFINED 9      12200         0         0
ENTERTAINMENT PROPERTIES TRUST     COM             29380T105     32405     554500 SH       DEFINED A     554500         0         0
ENTRAVISION COMMUNICATIONS CORP    COM             29382R107     10824    1316816 SH       DEFINED 6    1316816         0         0
ENTRUST INC                        COM             293848107      7751    1815289 SH       DEFINED 6    1815289         0         0
ENTRUST INC                        COM             293848107     12268    2873000 SH       DEFINED A    2806600         0     66400
EOG RESOURCES INC                  COM             26875P101       713      11425 SH       DEFINED 9      11425         0         0
EQUIFAX INC                        COM             294429105     16240     400000 SH       DEFINED 7     400000         0         0
EQUIFAX INC                        COM             294429105       208       5116 SH       DEFINED 9       5116         0         0
EQUINIX INC                        COM             29444U502      1265      16731 SH       DEFINED 6      16731         0         0
EQUINIX INC                        COM             29444U502      7842     103700 SH       DEFINED 9     103700         0         0
EQUINIX INC                        COM             29444U502     29647     392050 SH       DEFINED A     392050         0         0
EQUITY INNS INC                    COM             294703103       849      53200 SH       DEFINED 9      53200         0         0
EQUITY INNS INC                    COM             294703103      1259      78865 SH       DEFINED D      78865         0         0
EQUITY INNS INC                    COM             294703103       656      41100 SH       DEFINED M      41100         0         0
EQUITY INNS INC                    COM             294703103      4250     266300 SH       DEFINED N     266300         0         0
EQUITY OFFICE PROPERTIES TRUST     COM             294741103      3585      74423 SH       DEFINED 9      74423         0         0
EQUITY RESIDENTIAL                 COM             29476L107        66       1300 SH       DEFINED 6       1300         0         0
EQUITY RESIDENTIAL                 COM             29476L107      3271      64459 SH       DEFINED 9      64459         0         0
ERICSSON (LM) TELEPHONE CO         SPONSORED ADR   294821608     10143     252120 SH       DEFINED 9     250620         0      1500
ERIE INDTY CO                      COM             29530P102    198387    3421646 SH       DEFINED 4    3421446         0       200
ERIE INDTY CO                      COM             29530P102        29        500 SH       DEFINED 6        500         0         0
ESCO TECHNOLOGIES INC              COM             296315104     56200    1236800 SH       DEFINED 4    1236800         0         0
ESCO TECHNOLOGIES INC              COM             296315104      1814      39930 SH       DEFINED A      39930         0         0
ESPEY MANUFACTURING & ELECTRONICS  COM             296650104      2898     156000 SH       DEFINED 4     156000         0         0
ESTEE LAUDER COMPANIES INC         COM             518439104      9754     238947 SH       DEFINED 9     238947         0         0
ETHAN ALLEN INTERIORS INC          COM             297602104     25497     706100 SH       DEFINED 4     698100         0      8000
ETHAN ALLEN INTERIORS INC          COM             297602104         7        196 SH       DEFINED A        196         0         0
EUROBANCSHARES INC                 COM             298716101       340      38218 SH       DEFINED A      38218         0         0
EURONET WORLDWIDE INC              COM             298736109       365      12300 SH       DEFINED 9      12300         0         0
EVEREST RE GROUP LTD               COM             G3223R108      1674      17058 SH       DEFINED 9      17058         0         0
EXAR CORP                          COM             300645108     19442    1495516 SH       DEFINED 6    1495516         0         0
EXCO RESOURCES INC                 COM             269279402      7538     445800 SH       DEFINED 9     445800         0         0
EXCO RESOURCES INC                 COM             269279402       196      11600 SH       DEFINED N      11600         0         0
EXELIXIS INC                       COM             30161Q104      2520     280000 SH       DEFINED A     280000         0         0
EXELON CORP                        COM             30161N101         3         56 SH       DEFINED 8         56         0         0
EXELON CORP                        COM             30161N101      9765     157781 SH       DEFINED 9     157181       600         0
EXELON CORP                        COM             30161N101    172924    2794054 SH       DEFINED A    2777754         0     16300
EXELON CORP                        COM             30161N101        56        900 SH       DEFINED E          0         0       900
EXELON CORP                        COM             30161N101        12        200 SH       DEFINED L        200         0         0
EXPEDIA INC                        COM             30212P105    309814   14767120 SH       DEFINED 1   14627120         0    140000
EXPEDIA INC                        COM             30212P105     18946     903060 SH       DEFINED 2     903060         0         0
EXPEDIA INC                        COM             30212P105      6296     300100 SH       DEFINED 7     300100         0         0
EXPEDIA INC                        COM             30212P105     18275     871070 SH       DEFINED 8     871070         0         0
EXPEDIA INC                        COM             30212P105        10        500 SH       DEFINED 9        500         0         0
EXPEDIA INC                        COM             30212P105      1659      79060 SH       DEFINED E      79060         0         0
EXPEDITORS INT'L WAS INC           COM             302130109        81       1991 SH       DEFINED 6       1991         0         0
EXPEDITORS INT'L WAS INC           COM             302130109        33        817 SH       DEFINED 8        817         0         0
EXPEDITORS INT'L WAS INC           COM             302130109     98389    2429350 SH       DEFINED A    2429350         0         0
EXPONENT INC                       COM             30214U102      2612     140000 SH       DEFINED 4     140000         0         0
EXPRESS SCRIPTS INC                COM             302182100    177804    2483290 SH       DEFINED 5    2483290         0         0
EXPRESS SCRIPTS INC                COM             302182100      2043      28539 SH       DEFINED 6      28539         0         0
EXPRESS SCRIPTS INC                COM             302182100       644       8990 SH       DEFINED 8       8990         0         0
EXPRESS SCRIPTS INC                COM             302182100       814      11375 SH       DEFINED 9      11175       200         0
EXPRESS SCRIPTS INC                COM             302182100    123414    1723653 SH       DEFINED A    1723653         0         0
EXPRESS SCRIPTS INC                COM             302182100       193       2700 SH       DEFINED E          0         0      2700
EXPRESS SCRIPTS INC                COM             302182100        30        420 SH       DEFINED L        420         0         0
EXTRA SPACE STORAGE INC            COM             30225T102     39484    2162300 SH       DEFINED A    2162300         0         0
EXXON MOBIL CORP                   COM             30231G102     15257     199100 SH       DEFINED 4     199100         0         0
EXXON MOBIL CORP                   COM             30231G102      5435      70923 SH       DEFINED 6      63680         0      7243
EXXON MOBIL CORP                   COM             30231G102     20855     272148 SH       DEFINED 8     272148         0         0
EXXON MOBIL CORP                   COM             30231G102    385565    5031511 SH       DEFINED 9    5029299       500      1712
EXXON MOBIL CORP                   COM             30231G102     93998    1226646 SH       DEFINED A    1226646         0         0
EXXON MOBIL CORP                   COM             30231G102       437       5700 SH       DEFINED E          0         0      5700
EXXON MOBIL CORP                   COM             30231G102        58        760 SH       DEFINED L        760         0         0
F5 NETWORKS INC                    COM             315616102      1647      22197 SH       DEFINED 6      22197         0         0
F5 NETWORKS INC                    COM             315616102    109728    1478620 SH       DEFINED A    1475520         0      3100
FACTSET RESEARCH SYSTEMS INC       COM             303075105        58       1032 SH       DEFINED 6       1032         0         0
FACTSET RESEARCH SYSTEMS INC       COM             303075105        27        478 SH       DEFINED 8        478         0         0
FACTSET RESEARCH SYSTEMS INC       COM             303075105       141       2500 SH       DEFINED 9       2500         0         0
FACTSET RESEARCH SYSTEMS INC       COM             303075105     32747     579800 SH       DEFINED A     579800         0         0
FAIRCHILD SEMICONDUCTOR CORP       NOTE 5.000%11/0 303727AJ0      3478    3500000 PRN      DEFINED A    3500000         0         0
FAMILY DOLLAR STORES INC           COM             307000109    224847    7666100 SH       DEFINED 4    7666100         0         0
FAMILY DOLLAR STORES INC           COM             307000109        88       3000 SH       DEFINED 6       3000         0         0
FAMILY DOLLAR STORES INC           COM             307000109       131       4460 SH       DEFINED 9       4460         0         0
FAMILY DOLLAR STORES INC           COM             307000109         4        143 SH       DEFINED A        143         0         0
FANNIE MAE                         COM             313586109    171845    2893505 SH       DEFINED 1    2893505         0         0
FANNIE MAE                         COM             313586109      3015      50760 SH       DEFINED 2      22194         0     28566
FANNIE MAE                         COM             313586109     64171    1080500 SH       DEFINED 4    1080500         0         0
FANNIE MAE                         COM             313586109      1771      29826 SH       DEFINED 6      26057         0      3769
FANNIE MAE                         COM             313586109       205       3450 SH       DEFINED 8       3450         0         0
FANNIE MAE                         COM             313586109     13002     218929 SH       DEFINED 9     218329         0       600
FANNIE MAE                         COM             313586109     36545     615338 SH       DEFINED A     615338         0         0
FANNIE MAE                         COM             313586109      6462     108814 SH       DEFINED D     108814         0         0
FANNIE MAE                         COM             313586109      7622     128337 SH       DEFINED E      12400         0    115937
FANNIE MAE                         COM             313586109         9        150 SH       DEFINED L        150         0         0
FARMER BROS CO                     COM             307675108     44697    2093533 SH       DEFINED 5    2093533         0         0
FARO TECHNOLOGIES INC              COM             311642102     23700     985842 SH       DEFINED 6     985842         0         0
FASTENAL CO                        COM             311900104       852      23758 SH       DEFINED 6      23758         0         0
FASTENAL CO                        COM             311900104      1603      44670 SH       DEFINED 9      44670         0         0
FASTENAL CO                        COM             311900104     67011    1867630 SH       DEFINED A    1867630         0         0
FBL FINANCIAL GROUP INC            COM             30239F106     20517     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     10923     402633 SH       DEFINED 6     402633         0         0
FEDERAL SIGNAL CORP                COM             313855108     69802    4351725 SH       DEFINED 5    4351725         0         0
FEDERAL SIGNAL CORP                COM             313855108        16       1000 SH       DEFINED 9       1000         0         0
FEDERAL SIGNAL CORP                COM             313855108       171      10678 SH       DEFINED A      10678         0         0
FEDERATED DEPARTMENT STORES INC    COM             31410H101     11267     295482 SH       DEFINED 9     294882         0       600
FEDERATED INVESTORS INC            COM             314211103      1229      36374 SH       DEFINED 6      36374         0         0
FEDERATED INVESTORS INC            COM             314211103     96957    2870249 SH       DEFINED A    2870249         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       245       2260 SH       DEFINED 8       2260         0         0
FEDEX CORP                         COM             31428X106      6122      56363 SH       DEFINED 9      56363         0         0
FEDEX CORP                         COM             31428X106     30732     282934 SH       DEFINED A     282934         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         5        250 SH       DEFINED 9        250         0         0
FELCOR LODGING TRUST INC           COM             31430F101     17786     814399 SH       DEFINED A     792299         0     22100
FELCOR LODGING TRUST INC           PFD CV A $1.95  31430F200     79968    3200000 SH       DEFINED A    3200000         0         0
FERRO ALLOYS CORP LTD              COM             315405100       230      11137 SH       DEFINED 9      11137         0         0
FIDELITY NATIONAL FINANCIAL INC    COM             31620R105      3161     132361 SH       DEFINED 9     130361         0      2000
FIDELITY NATIONAL FINANCIAL INC    COM             31620R105      5521     231203 SH       DEFINED A     231203         0         0
FIDELITY NATIONAL INFORMATION SVCS COM             31620M106       271       6756 SH       DEFINED 9       6756         0         0
FIDELITY NATIONAL INFORMATION SVCS COM             31620M106         4        104 SH       DEFINED A        104         0         0
FIFTH THIRD BANCORP                COM             316773100         1         14 SH       DEFINED 6         14         0         0
FIFTH THIRD BANCORP                COM             316773100       975      23831 SH       DEFINED 9      23831         0         0
FIFTH THIRD BANCORP                COM             316773100    341356    8340000 SH       DEFINED A    8340000         0         0
FINANCIAL FEDERAL CORP             COM             317492106      9292     315933 SH       DEFINED 6     315933         0         0
FINANCIAL FEDERAL CORP             COM             317492106      9536     324250 SH       DEFINED A     315450         0      8800
FIRST AMERICAN CORP                COM             318522307       243       5975 SH       DEFINED 9       5975         0         0
FIRST AMERICAN CORP                COM             318522307         7        174 SH       DEFINED A        174         0         0
FIRST COMMUNITY BANCORP            COM             31983B101     50655     969103 SH       DEFINED 5     969103         0         0
FIRST DATA CORP                    COM             319963104       991      38840 SH       DEFINED 4      38840         0         0
FIRST DATA CORP                    COM             319963104      7820     306436 SH       DEFINED 9     306436         0         0
FIRST DATA CORP                    COM             319963104      4335     169857 SH       DEFINED A     169857         0         0
FIRST DEFIANCE FINANCIAL CORP      COM             32006W106      7121     235000 SH       DEFINED 4     235000         0         0
FIRST HORIZON NATIONAL CORP        COM             320517105       205       4900 SH       DEFINED 9       4900         0         0
FIRST INDIANA CORP                 COM             32054R108      8207     323616 SH       DEFINED 4     319116         0      4500
FIRST NIAGARA FINANCIAL GROUP INC  COM             33582V108      1486     100000 SH       DEFINED 4     100000         0         0
FIRST NIAGARA FINANCIAL GROUP INC  COM             33582V108      9402     632704 SH       DEFINED 6     632704         0         0
FIRST POTOMAC REALTY TRUST         COM             33610F109     17876     614100 SH       DEFINED A     614100         0         0
FIRST SECURITY GROUP INC/TN        COM             336312103      4482     388700 SH       DEFINED 9     388700         0         0
FIRST SECURITY GROUP INC/TN        COM             336312103       146      12700 SH       DEFINED N      12700         0         0
FIRST SOLAR INC                    COM             336433107      1490      50000 SH       DEFINED A      50000         0         0
FIRST ST BANCORPORATION            COM             336453105      8114     327841 SH       DEFINED A     319216         0      8625
FIRSTENERGY CORP                   COM             337932107         1         20 SH       DEFINED 6         20         0         0
FIRSTENERGY CORP                   COM             337932107       505       8370 SH       DEFINED 8       8370         0         0
FIRSTENERGY CORP                   COM             337932107      3460      57380 SH       DEFINED 9      57380         0         0
FIRSTENERGY CORP                   COM             337932107   1074189   17814074 SH       DEFINED A   17803174         0     10900
FIRSTENERGY CORP                   COM             337932107       169       2800 SH       DEFINED E          0         0      2800
FIRSTENERGY CORP                   COM             337932107        22        360 SH       DEFINED L        360         0         0
FIRSTSERVICE CORP                  COM             33761N109       545      20200 SH       DEFINED 8      20200         0         0
FISERV INC                         COM             337738108      1437      27411 SH       DEFINED 9      27411         0         0
FLEXSTEEL INDUSTRIES INC           COM             339382103      2831     225000 SH       DEFINED 4     225000         0         0
FLEXTRONICS INTERNATIONAL LTD      COM             Y2573F102    187442   16327697 SH       DEFINED 1   16019987         0    307710
FLEXTRONICS INTERNATIONAL LTD      COM             Y2573F102     78521    6839770 SH       DEFINED 2    6839770         0         0
FLEXTRONICS INTERNATIONAL LTD      COM             Y2573F102     20492    1785000 SH       DEFINED 3    1785000         0         0
FLEXTRONICS INTERNATIONAL LTD      COM             Y2573F102     29257    2548536 SH       DEFINED 6    2548536         0         0
FLEXTRONICS INTERNATIONAL LTD      COM             Y2573F102     73907    6437920 SH       DEFINED 8    5448850         0    989070
FLEXTRONICS INTERNATIONAL LTD      COM             Y2573F102       158      13800 SH       DEFINED 9      13800         0         0
FLEXTRONICS INTERNATIONAL LTD      COM             Y2573F102       394      34283 SH       DEFINED C      34283         0         0
FLEXTRONICS INTERNATIONAL LTD      COM             Y2573F102     27244    2373150 SH       DEFINED E          0         0   2373150
FLEXTRONICS INTERNATIONAL LTD      COM             Y2573F102      2519     219400 SH       DEFINED L     165830         0     53570
FLEXTRONICS INTERNATIONAL LTD      COM             Y2573F102       665      57930 SH       DEFINED M      57930         0         0
FLIR SYSTEMS INC                   COM             302445101     36087    1133734 SH       DEFINED 6    1133734         0         0
FLIR SYSTEMS INC                   COM             302445101       304       9540 SH       DEFINED 9       9540         0         0
FLIR SYSTEMS INC                   COM             302445101    171306    5381900 SH       DEFINED A    5357000         0     24900
FLIR SYSTEMS INC                   COM             302445101        54       1700 SH       DEFINED E          0         0      1700
FLIR SYSTEMS INC                   COM             302445101        14        450 SH       DEFINED L        450         0         0
FLORIDA EAST COAST INDUSTRIES INC  COM             340632108     28045     470546 SH       DEFINED 1     470546         0         0
FLORIDA EAST COAST INDUSTRIES INC  COM             340632108    682517   12054340 SH       DEFINED 5   12054340         0         0
FLORIDA EAST COAST INDUSTRIES INC  COM             340632108       208       3484 SH       DEFINED 9       3484         0         0
FLOTEK INDUSTRIES INC              COM             343389102      5049     180000 SH       DEFINED A     180000         0         0
FLOWSERVE CORP                     COM             34354P105     13083     259221 SH       DEFINED 6     259221         0         0
FLOWSERVE CORP                     COM             34354P105     25427     503800 SH       DEFINED A     496800         0      7000
FLUOR CORP                         COM             343412102       702       8595 SH       DEFINED 9       8595         0         0
FMC CORP                           COM             302491303     12106     158143 SH       DEFINED 6     158143         0         0
FMC CORP                           COM             302491303        31        400 SH       DEFINED 9        400         0         0
FMC CORP                           COM             302491303     17605     229986 SH       DEFINED A     223886         0      6100
FMC TECHNOLOGIES INC               COM             30249U101       898      14569 SH       DEFINED 6      14569         0         0
FMC TECHNOLOGIES INC               COM             30249U101     63902    1036866 SH       DEFINED A    1030366         0      6500
FOCUS MEDIA HOLDING LTD            SPONSORED ADR   34415V109      5835      87891 SH       DEFINED A      87891         0         0
FOMENTO ECONOMICO MEXICANO SA DE C SPONSORED ADR   344419106    135321    1168978 SH       DEFINED 5    1168978         0         0
FOMENTO ECONOMICO MEXICANO SA DE C SPONSORED ADR   344419106      1019       8800 SH       DEFINED 9       8800         0         0
FOMENTO ECONOMICO MEXICANO SA DE C SPONSORED ADR   344419106     20337     175686 SH       DEFINED C     175686         0         0
FORD MOTOR CO                      COM             345370860      8261    1100000 SH       DEFINED 7    1100000         0         0
FORD MOTOR CO                      COM             345370860       115      15264 SH       DEFINED 9      15264         0         0
FORD MOTOR CO                      COM             345370860         5        668 SH       DEFINED A        668         0         0
FORD MOTOR CO                      NOTE 4.250%12/1 345370CF5     38655   36000000 PRN      DEFINED A   34500000         0   1500000
FORD MOTOR CO CAP TR II            PFD TR CV6.5%   345395206       211       6180 SH       DEFINED 9       6180         0         0
FORD MOTOR CO CAP TR II            PFD TR CV6.5%   345395206     15390     450000 SH       DEFINED A     450000         0         0
FORDING CANADIAN COAL TR           COM             345425102      4405     212201 SH       DEFINED 9     209301       900      2000
FOREST CITY ENTERPRISES INC        COM             345550107       116       1985 SH       DEFINED 6       1985         0         0
FOREST CITY ENTERPRISES INC        COM             345550107    120573    2064600 SH       DEFINED A    2064600         0         0
FOREST LABORATORIES INC            COM             345838106       888      17540 SH       DEFINED 9      17540         0         0
FOREST LABORATORIES INC            COM             345838106        12        245 SH       DEFINED A        245         0         0
FOREST OIL CORP                    COM             346091705         3        100 SH       DEFINED 9        100         0         0
FOREST OIL CORP                    COM             346091705      4575     140000 SH       DEFINED A     140000         0         0
FORMFACTOR INC                     COM             346375108      1775      47662 SH       DEFINED 6      47662         0         0
FORMFACTOR INC                     COM             346375108    104073    2793909 SH       DEFINED A    2782809         0     11100
FORTUNE BRANDS INC                 COM             349631101      1528      17900 SH       DEFINED 4      17900         0         0
FORTUNE BRANDS INC                 COM             349631101       132       1544 SH       DEFINED 6       1544         0         0
FORTUNE BRANDS INC                 COM             349631101      1178      13800 SH       DEFINED 9      13800         0         0
FORWARD AIR CORP                   COM             349853101     10308     356297 SH       DEFINED A     346697         0      9600
FOUNDATION COAL HOLDINGS INC       COM             35039W100      4002     126000 SH       DEFINED A     126000         0         0
FPL GROUP INC                      COM             302571104     12634     232164 SH       DEFINED 9     231564       600         0
FPL GROUP INC                      COM             302571104    563296   10350900 SH       DEFINED A   10333900         0     17000
FRANCE TELECOM SA                  SPONSORED ADR   35177Q105     11679     421610 SH       DEFINED 2     268368         0    153242
FRANCE TELECOM SA                  SPONSORED ADR   35177Q105     26939     972525 SH       DEFINED 6     972525         0         0
FRANCE TELECOM SA                  SPONSORED ADR   35177Q105      1305      47100 SH       DEFINED 8      47100         0         0
FRANKLIN BANK CORP/HOUSTON         COM             352451108     24648    1199979 SH       DEFINED 5    1199979         0         0
FRANKLIN RESOURCES INC             COM             354613101    151709    1377042 SH       DEFINED 9    1375190         0      1852
FRED'S INC                         COM             356108100      4816     400000 SH       DEFINED 4     400000         0         0
FREDDIE MAC                        COM             313400301    345266    5084920 SH       DEFINED 4    5084920         0         0
FREDDIE MAC                        COM             313400301      2294      33789 SH       DEFINED 6      30024         0      3765
FREDDIE MAC                        COM             313400301      2195      32320 SH       DEFINED 8      32320         0         0
FREDDIE MAC                        COM             313400301      4775      70330 SH       DEFINED 9      69830         0       500
FREDDIE MAC                        COM             313400301     35144     517580 SH       DEFINED A     517580         0         0
FREDDIE MAC                        COM             313400301        12        180 SH       DEFINED L        180         0         0
FREEPORT MCMORAN COPPER & GOLD INC COM             35671D857         2         30 SH       DEFINED 8         30         0         0
FREEPORT MCMORAN COPPER & GOLD INC COM             35671D857       319       5721 SH       DEFINED 9       5721         0         0
FREEPORT MCMORAN COPPER & GOLD INC COM             35671D857     24850     445906 SH       DEFINED A     445906         0         0
FRESENIUS MEDICAL CARE AG & CO     SPONSORED ADR   358029106      1644      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      3162     600000 SH       DEFINED 4     600000         0         0
FUJIFILM HOLDINGS CORP             SPONSORED ADR   35958N107     28656     693350 SH       DEFINED 6     693350         0         0
FURNITURE BRANDS INTERNATIONAL INC COM             360921100     46661    2875000 SH       DEFINED 4    2875000         0         0
FURNITURE BRANDS INTERNATIONAL INC COM             360921100        19       1200 SH       DEFINED 9       1200         0         0
FURNITURE BRANDS INTERNATIONAL INC COM             360921100         3        175 SH       DEFINED A        175         0         0
GAIAM INC                          COM             36268Q103      8689     635170 SH       DEFINED 9     635170         0         0
GALLAHER GROUP PLC                 SPONSORED ADR   363595109       261       2900 SH       DEFINED 9       2900         0         0
GAMESTOP CORP                      COM             36467W109      2465      44720 SH       DEFINED 9      44720         0         0
GAMMON LAKE RESOURCES INC          COM             364915108    110801    5834700 SH       DEFINED 5    5834700         0         0
GAMMON LAKE RESOURCES INC          COM             364915108     38160    2009500 SH       DEFINED A    2009500         0         0
GANNETT CO INC                     COM             364730101     46231     764650 SH       DEFINED 3     764650         0         0
GANNETT CO INC                     COM             364730101      2848      47100 SH       DEFINED 4      47100         0         0
GANNETT CO INC                     COM             364730101         2         29 SH       DEFINED 6         29         0         0
GANNETT CO INC                     COM             364730101       599       9900 SH       DEFINED 8       9900         0         0
GANNETT CO INC                     COM             364730101      4030      66655 SH       DEFINED 9      66655         0         0
GANNETT CO INC                     COM             364730101     18903     312646 SH       DEFINED A     312646         0         0
GANNETT CO INC                     COM             364730101       169       2800 SH       DEFINED E          0         0      2800
GANNETT CO INC                     COM             364730101        30        500 SH       DEFINED L        500         0         0
GAP INC                            COM             364760108     75710    3882550 SH       DEFINED 1    3882550         0         0
GAP INC                            COM             364760108      5440     278960 SH       DEFINED 2     162010         0    116950
GAP INC                            COM             364760108      1604      82251 SH       DEFINED 6      71722         0     10529
GAP INC                            COM             364760108      1550      79500 SH       DEFINED 8      79500         0         0
GAP INC                            COM             364760108      1296      66443 SH       DEFINED 9      66443         0         0
GAP INC                            COM             364760108     24171    1239550 SH       DEFINED A    1239550         0         0
GAP INC                            COM             364760108        86       4400 SH       DEFINED E          0         0      4400
GARDNER DENVER INC                 COM             365558105        35        933 SH       DEFINED 6        933         0         0
GARDNER DENVER INC                 COM             365558105        14        373 SH       DEFINED 8        373         0         0
GARDNER DENVER INC                 COM             365558105     17883     479300 SH       DEFINED A     479300         0         0
GARMIN LTD                         COM             G37260109      1468      26373 SH       DEFINED 6      26373         0         0
GARMIN LTD                         COM             G37260109        23        419 SH       DEFINED 8        419         0         0
GARMIN LTD                         COM             G37260109      2830      50850 SH       DEFINED 9      50850         0         0
GARMIN LTD                         COM             G37260109    134913    2423872 SH       DEFINED A    2423872         0         0
GATEWAY INC                        COM             367626108       603     300000 SH       DEFINED 7     300000         0         0
GATEWAY INC                        COM             367626108        20      10000 SH       DEFINED 9      10000         0         0
GAYLORD ENTERTAINMENT CO           COM             367905106     15529     304900 SH       DEFINED A     296400         0      8500
GEHL CO                            COM             368483103      8259     300000 SH       DEFINED 4     300000         0         0
GENCORP INC                        COM             368682100     36680    2616281 SH       DEFINED 5    2616281         0         0
GENENTECH INC                      COM             368710406        70        857 SH       DEFINED 6        857         0         0
GENENTECH INC                      COM             368710406     81130    1000000 SH       DEFINED 7    1000000         0         0
GENENTECH INC                      COM             368710406       307       3782 SH       DEFINED 8       3782         0         0
GENENTECH INC                      COM             368710406     24015     296011 SH       DEFINED 9     293711       700      1600
GENENTECH INC                      COM             368710406    113292    1396426 SH       DEFINED A    1396426         0         0
GENENTECH INC                      COM             368710406        14        170 SH       DEFINED L        170         0         0
GENERAL DYNAMICS CORP              COM             369550108      2639      35500 SH       DEFINED 4      35500         0         0
GENERAL DYNAMICS CORP              COM             369550108     74350    1000000 SH       DEFINED 7    1000000         0         0
GENERAL DYNAMICS CORP              COM             369550108        26        350 SH       DEFINED 8        350         0         0
GENERAL DYNAMICS CORP              COM             369550108       606       8146 SH       DEFINED 9       8146         0         0
GENERAL DYNAMICS CORP              COM             369550108        28        380 SH       DEFINED A        380         0         0
GENERAL ELECTRIC CO                COM             369604103    204792    5503680 SH       DEFINED 1    5343680         0    160000
GENERAL ELECTRIC CO                COM             369604103       452      12140 SH       DEFINED 2      12140         0         0
GENERAL ELECTRIC CO                COM             369604103     41002    1101900 SH       DEFINED 3    1101900         0         0
GENERAL ELECTRIC CO                COM             369604103    255402    6863800 SH       DEFINED 4    6863800         0         0
GENERAL ELECTRIC CO                COM             369604103      4998     134310 SH       DEFINED 6     120893         0     13417
GENERAL ELECTRIC CO                COM             369604103     38145    1025135 SH       DEFINED 8    1025135         0         0
GENERAL ELECTRIC CO                COM             369604103    308961    8303163 SH       DEFINED 9    8298413       500      4250
GENERAL ELECTRIC CO                COM             369604103    412578   11087826 SH       DEFINED A   10987826         0    100000
GENERAL ELECTRIC CO                COM             369604103     49502    1330337 SH       DEFINED E     551754         0    778583
GENERAL ELECTRIC CO                COM             369604103        45       1220 SH       DEFINED L       1220         0         0
GENERAL GROWTH PROPERTIES          COM             370021107       114       2185 SH       DEFINED 6       2185         0         0
GENERAL GROWTH PROPERTIES          COM             370021107      3693      70712 SH       DEFINED 9      70712         0         0
GENERAL GROWTH PROPERTIES          COM             370021107     46944     898790 SH       DEFINED A     898790         0         0
GENERAL GROWTH PROPERTIES          COM             370021107      2126      40700 SH       DEFINED D      40700         0         0
GENERAL GROWTH PROPERTIES          COM             370021107       684      13100 SH       DEFINED M      13100         0         0
GENERAL GROWTH PROPERTIES          COM             370021107      6142     117600 SH       DEFINED N     117600         0         0
GENERAL MILLS INC                  COM             370334104    105160    1825703 SH       DEFINED 5    1825703         0         0
GENERAL MILLS INC                  COM             370334104     18535     321790 SH       DEFINED 8     321790         0         0
GENERAL MILLS INC                  COM             370334104      2801      48625 SH       DEFINED 9      48625         0         0
GENERAL MILLS INC                  COM             370334104        20        354 SH       DEFINED A        354         0         0
GENERAL MOTORS CORP                COM             370442105     64649    2104471 SH       DEFINED 5    2104471         0         0
GENERAL MOTORS CORP                COM             370442105     12288     400000 SH       DEFINED 7     400000         0         0
GENERAL MOTORS CORP                COM             370442105        81       2622 SH       DEFINED 9       2622         0         0
GENERAL MOTORS CORP                COM             370442105        13        420 SH       DEFINED A        420         0         0
GENERAL MOTORS CORP                DEB SR CV C 33  370442717      5339     235000 SH       DEFINED A     235000         0         0
GENESEE & WYOMING INC              COM             371559105     35034    1335141 SH       DEFINED 4    1320500         0     14641
GENESIS HEALTHCARE CORP            COM             37184D101       999      21150 SH       DEFINED A      18750         0      2400
GENLYTE GROUP INC                  COM             372302109     22699     290600 SH       DEFINED 4     286600         0      4000
GENTEX CORP                        COM             371901109      8369     537843 SH       DEFINED 4     532183         0      5660
GENTEX CORP                        COM             371901109        25       1625 SH       DEFINED 9       1625         0         0
GENTIUM SPA                        SPONSORED ADR   37250B104      1221      60000 SH       DEFINED 6      60000         0         0
GENTIUM SPA                        SPONSORED ADR   37250B104      4257     209200 SH       DEFINED A     209200         0         0
GENUINE PARTS CO                   COM             372460105        50       1050 SH       DEFINED 6       1050         0         0
GENUINE PARTS CO                   COM             372460105     17805     375400 SH       DEFINED 7     375400         0         0
GENUINE PARTS CO                   COM             372460105     15887     334962 SH       DEFINED 8     334962         0         0
GENUINE PARTS CO                   COM             372460105       646      13626 SH       DEFINED 9      13626         0         0
GENUINE PARTS CO                   COM             372460105     12372     260841 SH       DEFINED E      61610         0    199231
GENWORTH FINANCIAL INC             COM             37247D106     54736    1600000 SH       DEFINED 4    1600000         0         0
GENWORTH FINANCIAL INC             COM             37247D106       125       3650 SH       DEFINED 9       3650         0         0
GENWORTH FINANCIAL INC             COM             37247D106         7        219 SH       DEFINED A        219         0         0
GENZYME CORP-GENERAL DIVISION      COM             372917104       776      12603 SH       DEFINED 9      12603         0         0
GENZYME CORP-GENERAL DIVISION      COM             372917104     27582     447900 SH       DEFINED A     444900         0      3000
GEOMET INC                         COM             37250U201      3016     290000 SH       DEFINED A     290000         0         0
GERDAU AMERISTEEL CORP             COM             37373P105     22288    2498700 SH       DEFINED 4    2472100         0     26600
GFI GROUP INC                      COM             361652209      5508      88460 SH       DEFINED 9      88460         0         0
GFI GROUP INC                      COM             361652209     21909     351900 SH       DEFINED A     345400         0      6500
GFI GROUP INC                      COM             361652209       187       3000 SH       DEFINED N       3000         0         0
GIBRALTAR INDUSTRIES INC           COM             374689107     51647    2196799 SH       DEFINED 4    2173299         0     23500
GILEAD SCIENCES INC                COM             375558103        86       1332 SH       DEFINED 6       1332         0         0
GILEAD SCIENCES INC                COM             375558103     16428     253009 SH       DEFINED 9     253009         0         0
GILEAD SCIENCES INC                COM             375558103        65       1000 SH CALL  DEFINED 9
GILEAD SCIENCES INC                COM             375558103    100086    1541440 SH       DEFINED A    1541440         0         0
GLATFELTER                         COM             377316104     22763    1468600 SH       DEFINED 4    1451600         0     17000
GLAXOSMITHKLINE PLC                SPONSORED ADR   37733W105     33865     641861 SH       DEFINED 6     636903         0      4958
GLAXOSMITHKLINE PLC                SPONSORED ADR   37733W105      5813     110175 SH       DEFINED 8     110175         0         0
GLAXOSMITHKLINE PLC                SPONSORED ADR   37733W105      3385      64167 SH       DEFINED 9      63167         0      1000
GLAXOSMITHKLINE PLC                SPONSORED ADR   37733W105     22877     433600 SH       DEFINED A     433600         0         0
GLIMCHER REALTY TRUST              COM             379302102        23        870 SH       DEFINED 6        870         0         0
GLIMCHER REALTY TRUST              COM             379302102      6416     240200 SH       DEFINED A     240200         0         0
GLOBAL INDUSTRIES LTD              COM             379336100     11015     844700 SH       DEFINED 4     833700         0     11000
GLOBAL INDUSTRIES LTD              COM             379336100        26       2000 SH       DEFINED 9       2000         0         0
GLOBAL INDUSTRIES LTD              COM             379336100      3847     295000 SH       DEFINED A     295000         0         0
GLOBAL PAYMENTS INC                COM             37940X102      2052      44316 SH       DEFINED 6      44316         0         0
GLOBAL PAYMENTS INC                COM             37940X102        50       1082 SH       DEFINED 9       1082         0         0
GLOBAL PAYMENTS INC                COM             37940X102    109723    2369820 SH       DEFINED A    2369820         0         0
GLOBALSANTAFE CORP                 COM             G3930E101       634      10784 SH       DEFINED 9      10784         0         0
GLOBALSANTAFE CORP                 COM             G3930E101      7171     122000 SH       DEFINED A     122000         0         0
GMH COMMUNITIES TRUST              COM             36188G102        35       3455 SH       DEFINED 6       3455         0         0
GMH COMMUNITIES TRUST              COM             36188G102     29982    2953900 SH       DEFINED A    2953900         0         0
GOLD FIELDS LTD                    SPONSORED ADR   38059T106     16133     854528 SH       DEFINED A     854528         0         0
GOLDCORP INC                       COM             380956409      1393      42080 SH       SOLE           42080         0         0
GOLDCORP INC                       COM             380956409        26        785 SH       DEFINED 8        785         0         0
GOLDCORP INC                       COM             380956409    108994    3620490 SH       DEFINED A    3620490         0         0
GOLDEN STAR RES LTD CDA            COM             38119T104      2558     750000 SH       DEFINED A     750000         0         0
GOLDMAN SACHS GROUP INC            COM             38141G104        99        498 SH       DEFINED 6        498         0         0
GOLDMAN SACHS GROUP INC            COM             38141G104       416       2087 SH       DEFINED 8       2087         0         0
GOLDMAN SACHS GROUP INC            COM             38141G104     35876     179965 SH       DEFINED 9     179965         0         0
GOLDMAN SACHS GROUP INC            COM             38141G104     82306     412870 SH       DEFINED A     412870         0         0
GOLDMAN SACHS GROUP INC            COM             38141G104       100        500 SH       DEFINED E          0         0       500
GOLDMAN SACHS GROUP INC            COM             38141G104        16         80 SH       DEFINED L         80         0         0
GOODMAN GLOBAL INC                 COM             38239A100      4773     277496 SH       DEFINED 6     277496         0         0
GOODMAN GLOBAL INC                 COM             38239A100        15        864 SH       DEFINED 8        864         0         0
GOODMAN GLOBAL INC                 COM             38239A100     10552     613500 SH       DEFINED A     613500         0         0
GOODRICH CORP                      COM             382388106        87       1900 SH       DEFINED 8       1900         0         0
GOODRICH CORP                      COM             382388106       931      20445 SH       DEFINED 9      20445         0         0
GOODRICH CORP                      COM             382388106     11753     258035 SH       DEFINED E      26040         0    231995
GOOGLE INC                         COM             38259P508       128        278 SH       DEFINED 6        278         0         0
GOOGLE INC                         COM             38259P508      1842       4000 SH       DEFINED 7       4000         0         0
GOOGLE INC                         COM             38259P508        50        108 SH       DEFINED 8        108         0         0
GOOGLE INC                         COM             38259P508       742       1612 SH       DEFINED 9       1612         0         0
GOOGLE INC                         COM             38259P508    127458     276794 SH       DEFINED A     276794         0         0
GRACO INC                          COM             384109104     86937    2194283 SH       DEFINED 4    2183283         0     11000
GRACO INC                          COM             384109104       111       2800 SH       DEFINED 6       2800         0         0
GRACO INC                          COM             384109104       401      10125 SH       DEFINED 9      10125         0         0
GRAINGER W W INC                   COM             384802104       399       5700 SH       DEFINED 4       5700         0         0
GRAINGER W W INC                   COM             384802104     38467     550000 SH       DEFINED 7     550000         0         0
GRAINGER W W INC                   COM             384802104       730      10440 SH       DEFINED 9      10440         0         0
GRANT PRIDECO INC                  COM             38821G101     29060     730700 SH       DEFINED 3     730700         0         0
GRANT PRIDECO INC                  COM             38821G101       519      13040 SH       DEFINED 9      13040         0         0
GRANT PRIDECO INC                  COM             38821G101      3778      95000 SH       DEFINED A      95000         0         0
GREAT BASIN GOLD LTD               COM             390124105      3900    2000000 SH       DEFINED A    2000000         0         0
GREATBATCH INC                     COM             39153L106     27292    1013835 SH       DEFINED 6    1013835         0         0
GREATBATCH INC                     COM             39153L106      1206      44800 SH       DEFINED A      40100         0      4700
GREEN MOUNTAIN POWER CORP          COM             393154109      6836     201700 SH       DEFINED 4     201700         0         0
GREENHILL & CO INC                 COM             395259104      5897      79900 SH       DEFINED 9      79900         0         0
GREENHILL & CO INC                 COM             395259104       177       2400 SH       DEFINED N       2400         0         0
GRIFFIN LAND & NURSERIES INC       COM             398231100      5614     173000 SH       DEFINED 4     173000         0         0
GRUPO AEROPORTUARIO DEL SURESTE SA SPONSORED ADR   40051E202      1717      40440 SH       DEFINED 2      31810         0      8630
GRUPO TELEVISA S A                 SPONSORED ADR   40049J206        32       1200 SH       DEFINED 9       1200         0         0
GRUPO TELEVISA S A                 SPONSORED ADR   40049J206      9991     369900 SH       DEFINED A     369900         0         0
GSI GROUP INC                      COM             36229U102     22894    2362610 SH       DEFINED 2    2329010         0     33600
GSI GROUP INC                      COM             36229U102      7981     823596 SH       DEFINED 8     823596         0         0
GSI GROUP INC                      COM             36229U102      4033     416230 SH       DEFINED A     416230         0         0
GSI GROUP INC                      COM             36229U102       141      14575 SH       DEFINED D      14575         0         0
GSI GROUP INC                      COM             36229U102      2603     268610 SH       DEFINED E     268610         0         0
GTSI CORP                          COM             36238K103      2762     298249 SH       DEFINED 4     298249         0         0
GUANGSHEN RAILWAY COMPANY LIMITED  SPONSORED ADR   40065W107       542      16000 SH       DEFINED 9      16000         0         0
GUITAR CENTER INC                  COM             402040109      7790     171360 SH       DEFINED 9     171360         0         0
GUITAR CENTER INC                  COM             402040109     16575     364600 SH       DEFINED A     355000         0      9600
GYMBOREE CORP                      COM             403777105     14600     382600 SH       DEFINED 4     379500         0      3100
GYMBOREE CORP                      COM             403777105         4        104 SH       DEFINED A        104         0         0
H & Q HEALTHCARE INVESTORS FUND    COM             404052102      2471     150000 SH       DEFINED 4     150000         0         0
H & R BLOCK INC                    COM             093671105    401992   17447583 SH       DEFINED 1   17247583         0    200000
H & R BLOCK INC                    COM             093671105     22964     996681 SH       DEFINED 2     632355         0    364326
H & R BLOCK INC                    COM             093671105    208045    9029733 SH       DEFINED 5    9029733         0         0
H & R BLOCK INC                    COM             093671105      1164      50500 SH       DEFINED 9      50500         0         0
H & R BLOCK INC                    COM             093671105       743      32240 SH       DEFINED C          0         0     32240
H & R BLOCK INC                    COM             093671105      3016     130902 SH       DEFINED D     130902         0         0
H & R BLOCK INC                    COM             093671105     50273    2181971 SH       DEFINED E    1002384         0   1179587
H J HEINZ CO                       COM             423074103      1103      24500 SH       DEFINED 4      24500         0         0
H J HEINZ CO                       COM             423074103     11447     254326 SH       DEFINED 9     254326         0         0
H J HEINZ CO                       COM             423074103       225       5000 SH CALL  DEFINED 9
HALLIBURTON CO                     COM             406216101      1946      62679 SH       DEFINED 9      62679         0         0
HALLIBURTON CO                     COM             406216101     21389     688865 SH       DEFINED A     688865         0         0
HANCOCK HOLDING CO                 COM             410120109      3740      70788 SH       DEFINED 9      70788         0         0
HANDLEMAN CO                       COM             410252100     11644    1720000 SH       DEFINED 4    1720000         0         0
HANESBRANDS INC                    COM             410345102         2        100 SH       DEFINED 8        100         0         0
HANESBRANDS INC                    COM             410345102       252      10669 SH       DEFINED 9      10669         0         0
HANOVER COMPRESSOR CO              COM             410768105     28335    1500000 SH       DEFINED 4    1500000         0         0
HANOVER COMPRESSOR CO              NOTE 4.750% 3/1 410768AC9    117066  119000000 PRN      DEFINED A  118000000         0   1000000
HANSEN NATURAL CORP                COM             411310105       303       9000 SH       DEFINED 9       9000         0         0
HANSON PLC                         SPONSORED ADR   411349103       606       8000 SH       DEFINED 9       8000         0         0
HARDINGE INC                       COM             412324303     13569     900991 SH       DEFINED 4     900991         0         0
HARLEY-DAVIDSON INC                COM             412822108    355351    5042580 SH       DEFINED 1    5042580         0         0
HARLEY-DAVIDSON INC                COM             412822108     35235     500000 SH       DEFINED 7     500000         0         0
HARLEY-DAVIDSON INC                COM             412822108        35        500 SH       DEFINED 8        500         0         0
HARLEY-DAVIDSON INC                COM             412822108      1295      18383 SH       DEFINED 9      18383         0         0
HARLEY-DAVIDSON INC                COM             412822108     27195     385912 SH       DEFINED E     374232         0     11680
HARMAN INTERNATIONAL INDUSTRIES IN COM             413086109      1791      17931 SH       DEFINED 6      17931         0         0
HARMAN INTERNATIONAL INDUSTRIES IN COM             413086109        80        800 SH       DEFINED 9        800         0         0
HARMAN INTERNATIONAL INDUSTRIES IN COM             413086109    149450    1495842 SH       DEFINED A    1495842         0         0
HARMONY GOLD MINING CO LTD         SPONSORED ADR   413216300      9450     600000 SH       DEFINED A     600000         0         0
HARRIS CORP                        COM             413875105      2657      57940 SH       DEFINED 6      57940         0         0
HARRIS CORP                        COM             413875105        39        843 SH       DEFINED 8        843         0         0
HARRIS CORP                        COM             413875105      7361     160515 SH       DEFINED 9     160515         0         0
HARRIS CORP                        COM             413875105    253573    5529275 SH       DEFINED A    5529275         0         0
HARTE HANKS INC                    COM             416196103      1351      48750 SH       DEFINED 9      48750         0         0
HARTFORD FINANCIAL SERVICES GROUP  COM             416515104    366363    3926301 SH       DEFINED 5    3926301         0         0
HARTFORD FINANCIAL SERVICES GROUP  COM             416515104     17634     188979 SH       DEFINED 9     188979         0         0
HARTFORD FINANCIAL SERVICES GROUP  COM             416515104      6086      65228 SH       DEFINED A      65228         0         0
HASBRO INC                         COM             418056107     45856    1682800 SH       DEFINED 4    1682800         0         0
HAVERTY FURNITURE COS INC          COM             419596101     15792    1067000 SH       DEFINED 4    1067000         0         0
HAWAIIAN ELECTRIC INC              COM             419870100     63531    2340000 SH       DEFINED A    2340000         0         0
HEADWATERS INC                     COM             42210P102        24       1000 SH       DEFINED 9       1000         0         0
HEADWATERS INC                     COM             42210P102     15011     626521 SH       DEFINED A     611521         0     15000
HEADWATERS INC                     NOTE 2.875% 6/0 42210PAB8     12423   12120000 PRN      DEFINED A   12120000         0         0
HEALTH MANAGEMENT ASSOCIATES INC   COM             421933102       468      22150 SH       DEFINED 8      22150         0         0
HEALTH MANAGEMENT ASSOCIATES INC   COM             421933102       393      18630 SH       DEFINED 9      18630         0         0
HEALTH NET INC                     COM             42222G108       357       7340 SH       DEFINED 8       7340         0         0
HEALTH NET INC                     COM             42222G108        24        500 SH       DEFINED 9        500         0         0
HEALTH NET INC                     COM             42222G108      7462     153342 SH       DEFINED A     153342         0         0
HEALTH NET INC                     COM             42222G108        18        370 SH       DEFINED L        370         0         0
HEALTHCARE SERVICES GROUP INC      COM             421906108     11312     390600 SH       DEFINED 4     390600         0         0
HEALTHCARE SERVICES GROUP INC      COM             421906108     12965     447695 SH       DEFINED 8     447695         0         0
HEALTHWAYS INC                     COM             422245100      6679     140000 SH       DEFINED 9     140000         0         0
HEALTHWAYS INC                     COM             422245100     13416     281200 SH       DEFINED A     272200         0      9000
HEALTHWAYS INC                     COM             422245100       134       2800 SH       DEFINED N       2800         0         0
HEARTLAND PAYMENT SYSTEMS INC      COM             42235N108      7274     257473 SH       DEFINED 6     257473         0         0
HEARTLAND PAYMENT SYSTEMS INC      COM             42235N108     14605     517000 SH       DEFINED A     503400         0     13600
HELEN OF TROY LTD                  COM             G4388N106       218       9000 SH       DEFINED 9       9000         0         0
HELIX ENERGY SOLUTIONS GROUP       NOTE 3.250%12/1 127914AB5     12675   10000000 PRN      DEFINED A   10000000         0         0
HELIX ENERGY SOLUTIONS GROUP       COM             42330P107     25425     810495 SH       DEFINED 4     801995         0      8500
HELIX ENERGY SOLUTIONS GROUP       COM             42330P107     11988     382154 SH       DEFINED 6     382154         0         0
HELIX ENERGY SOLUTIONS GROUP       COM             42330P107         1         27 SH       DEFINED 8         27         0         0
HELIX ENERGY SOLUTIONS GROUP       COM             42330P107    105324    3357490 SH       DEFINED A    3334590         0     22900
HENRY SCHEIN INC                   COM             806407102       247       5040 SH       DEFINED 9       5040         0         0
HENRY SCHEIN INC                   COM             806407102     43296     883950 SH       DEFINED A     880350         0      3600
HERCULES OFFSHORE                  COM             427093109      6381     220800 SH       DEFINED 9     220800         0         0
HERMAN MILLER INC                  COM             600544100       757      20824 SH       DEFINED 6      20824         0         0
HERMAN MILLER INC                  COM             600544100        18        500 SH       DEFINED 9        500         0         0
HERMAN MILLER INC                  COM             600544100     48443    1332310 SH       DEFINED A    1332310         0         0
HERSHA HOSPITALITY TRUST           COM             427825104       338      29800 SH       DEFINED 9      29800         0         0
HERSHA HOSPITALITY TRUST           COM             427825104      1381     121800 SH       DEFINED D     121800         0         0
HERSHA HOSPITALITY TRUST           COM             427825104       472      41600 SH       DEFINED M      41600         0         0
HERSHA HOSPITALITY TRUST           COM             427825104      4272     376700 SH       DEFINED N     376700         0         0
HESS CORP                          COM             42809H107     29826     601700 SH       DEFINED 3     601700         0         0
HESS CORP                          COM             42809H107      1210      24401 SH       DEFINED 9      24401         0         0
HEWLETT PACKARD CO                 COM             428236103     22933     556771 SH       DEFINED 1     556771         0         0
HEWLETT PACKARD CO                 COM             428236103      3662      88900 SH       DEFINED 4      88900         0         0
HEWLETT PACKARD CO                 COM             428236103        93       2248 SH       DEFINED 6       2248         0         0
HEWLETT PACKARD CO                 COM             428236103     45978    1116250 SH       DEFINED 7    1116250         0         0
HEWLETT PACKARD CO                 COM             428236103        37        902 SH       DEFINED 8        902         0         0
HEWLETT PACKARD CO                 COM             428236103     22620     549164 SH       DEFINED 9     549164         0         0
HEWLETT PACKARD CO                 COM             428236103     54518    1323574 SH       DEFINED A    1323574         0         0
HIGHLAND HOSPITALITY CORP          COM             430141101        80       5600 SH       DEFINED 9       5600         0         0
HIGHLAND HOSPITALITY CORP          COM             430141101       596      41800 SH       DEFINED D      41800         0         0
HIGHLAND HOSPITALITY CORP          COM             430141101       215      15100 SH       DEFINED M      15100         0         0
HIGHLAND HOSPITALITY CORP          COM             430141101      1644     115400 SH       DEFINED N     115400         0         0
HILLENBRAND INDUSTRIES INC         COM             431573104    181989    3196714 SH       DEFINED 4    3196714         0         0
HILLENBRAND INDUSTRIES INC         COM             431573104    177656    3120599 SH       DEFINED 5    3120599         0         0
HILLENBRAND INDUSTRIES INC         COM             431573104        63       1100 SH       DEFINED 6       1100         0         0
HILLENBRAND INDUSTRIES INC         COM             431573104      1509      26500 SH       DEFINED A      23400         0      3100
HILTON HOTELS CORP                 COM             432848109      2349      67304 SH       DEFINED 6      67304         0         0
HILTON HOTELS CORP                 COM             432848109       108       3100 SH       DEFINED 9       3100         0         0
HILTON HOTELS CORP                 COM             432848109     84395    2418193 SH       DEFINED A    2418193         0         0
HILTON HOTELS CORP                 NOTE 3.375% 4/1 432848AZ2     16616   10500000 PRN      DEFINED A   10500000         0         0
HITTITE MICROWAVE                  COM             43365Y104        18        555 SH       DEFINED 9        555         0         0
HITTITE MICROWAVE                  COM             43365Y104     13055     403940 SH       DEFINED A     396840         0      7100
HOME DEPOT INC                     COM             437076102      1464      36450 SH       DEFINED 4      36450         0         0
HOME DEPOT INC                     COM             437076102     70325    1751121 SH       DEFINED 5    1751121         0         0
HOME DEPOT INC                     COM             437076102        58       1449 SH       DEFINED 6       1449         0         0
HOME DEPOT INC                     COM             437076102       753      18756 SH       DEFINED 8      18756         0         0
HOME DEPOT INC                     COM             437076102     38486     958319 SH       DEFINED 9     957719       600         0
HOME DEPOT INC                     COM             437076102     45373    1129818 SH       DEFINED A    1129818         0         0
HOME DEPOT INC                     COM             437076102       197       4900 SH       DEFINED E          0         0      4900
HOME DEPOT INC                     COM             437076102        37        930 SH       DEFINED L        930         0         0
HONDA MOTOR CO LTD                 SPONSORED ADR   438128308         2         60 SH       DEFINED 8         60         0         0
HONDA MOTOR CO LTD                 SPONSORED ADR   438128308      2752      69610 SH       DEFINED 9      69610         0         0
HONEYWELL INTERNATIONAL INC        COM             438516106      2617      57841 SH       DEFINED 6      51519         0      6322
HONEYWELL INTERNATIONAL INC        COM             438516106      1719      38008 SH       DEFINED 8      38008         0         0
HONEYWELL INTERNATIONAL INC        COM             438516106     25397     561380 SH       DEFINED 9     559580         0      1800
HONEYWELL INTERNATIONAL INC        COM             438516106     27068     598318 SH       DEFINED A     598318         0         0
HOOKER FURNITURE CORP              COM             439038100     27628    1762006 SH       DEFINED 4    1742006         0     20000
HORIZON HEALTH CORP                COM             44041Y104      6159     314700 SH       DEFINED 9     314700         0         0
HORIZON HEALTH CORP                COM             44041Y104       159       8100 SH       DEFINED N       8100         0         0
HORNBECK OFFSHORE SERVICES INC     COM             440543106      7661     214600 SH       DEFINED 9     214600         0         0
HORNBECK OFFSHORE SERVICES INC     COM             440543106      3499      98000 SH       DEFINED A      98000         0         0
HOSPIRA INC                        COM             441060100      1343      40000 SH       DEFINED 7      40000         0         0
HOSPIRA INC                        COM             441060100      1137      33857 SH       DEFINED 9      33857         0         0
HOSPITALITY PROPERTIES TRUST       COM             44106M102       958      20150 SH       DEFINED 9      19550       600         0
HOST HOTELS & RESORTS INC          COM             44107P104        76       3110 SH       DEFINED 6       3110         0         0
HOST HOTELS & RESORTS INC          COM             44107P104      5093     207466 SH       DEFINED 9     207466         0         0
HOST HOTELS & RESORTS INC          COM             44107P104     49204    2004250 SH       DEFINED A    2004250         0         0
HOT TOPIC INC                      COM             441339108     22742    1704800 SH       DEFINED 4    1685800         0     19000
HOVNANIAN ENTERPRISES INC          COM             442487203     52321    1543400 SH       DEFINED A    1543400         0         0
HSBC HOLDINGS PLC                  SPONSORED ADR   404280406      1855      20245 SH       DEFINED 2      19880         0       365
HSBC HOLDINGS PLC                  SPONSORED ADR   404280406     29529     322196 SH       DEFINED 6     322196         0         0
HSBC HOLDINGS PLC                  SPONSORED ADR   404280406      1041      11355 SH       DEFINED 8      11355         0         0
HSBC HOLDINGS PLC                  SPONSORED ADR   404280406     20443     223060 SH       DEFINED 9     222260         0       800
HUANENG POWER INTERNATIONAL INC    SPONSORED ADR   443304100      1272      35400 SH       DEFINED 9      35400         0         0
HUB GROUP INC                      COM             443320106      9651     350300 SH       DEFINED 9     350300         0         0
HUB GROUP INC                      COM             443320106       231       8400 SH       DEFINED N       8400         0         0
HUBBELL INC                        COM             443510201      1349      29832 SH       DEFINED 8      29832         0         0
HUBBELL INC                        COM             443510201       883      19522 SH       DEFINED 9      19522         0         0
HUDSON CITY BANCORP INC            COM             443683107     12492     900000 SH       DEFINED 4     900000         0         0
HUDSON CITY BANCORP INC            COM             443683107    270032   19454738 SH       DEFINED 5   19454738         0         0
HUDSON CITY BANCORP INC            COM             443683107       717      51624 SH       DEFINED 9      51624         0         0
HUMAN GENOME SCIENCES INC          COM             444903108       100       8000 SH       DEFINED 9       8000         0         0
HUMAN GENOME SCIENCES INC          COM             444903108      5742     461600 SH       DEFINED A     461600         0         0
HUNT (JB) TRANSPORT SERVICES INC   COM             445658107      7733     372300 SH       DEFINED 4     372300         0         0
HUNT (JB) TRANSPORT SERVICES INC   COM             445658107      1224      58945 SH       DEFINED 6      58945         0         0
HUNT (JB) TRANSPORT SERVICES INC   COM             445658107     74487    3586279 SH       DEFINED A    3586279         0         0
HUNTSMAN CORP                      PFD MND CV 5%   447011206     33349     796400 SH       DEFINED A     766400         0     30000
HURON CONSULTING GROUP INC         COM             447462102      6039     133200 SH       DEFINED A     129600         0      3600
HYPERION SOLUTIONS CORP            COM             44914M104      1194      33215 SH       DEFINED 6      33215         0         0
HYPERION SOLUTIONS CORP            COM             44914M104     74405    2070248 SH       DEFINED A    2070248         0         0
IAC/INTERACTIVECORP                COM             44919P300     11152     300100 SH       DEFINED 7     300100         0         0
IAC/INTERACTIVECORP                COM             44919P300       130       3500 SH       DEFINED 9       3500         0         0
IAMGOLD CORP                       COM             450913108      6388     619000 SH       DEFINED 8     619000         0         0
IAMGOLD CORP                       COM             450913108     13230    1282000 SH       DEFINED A    1282000         0         0
IBERIABANK CORP                    COM             450828108       251       4243 SH       DEFINED A       4243         0         0
ICICI BANK LTD                     SPONSORED ADR   45104G104     35505     850616 SH       DEFINED 2     764591         0     86025
ICICI BANK LTD                     SPONSORED ADR   45104G104     11250     269535 SH       DEFINED 9     269535         0         0
ICICI BANK LTD                     SPONSORED ADR   45104G104      1448      34700 SH       DEFINED C      34700         0         0
ICICI BANK LTD                     SPONSORED ADR   45104G104        38        909 SH       DEFINED L        909         0         0
IDEARC INC                         COM             451663108         1         26 SH       DEFINED 6         26         0         0
IDEARC INC                         COM             451663108         1         23 SH       DEFINED 8         23         0         0
IDEARC INC                         COM             451663108      1476      51534 SH       DEFINED 9      51504         0        30
IDEARC INC                         COM             451663108         1         46 SH       DEFINED A         46         0         0
IDEXX LABORATORIES INC             COM             45168D104      7000      88270 SH       DEFINED A      88270         0         0
ILLINOIS TOOL WORKS INC            COM             452308109      9284     201000 SH       DEFINED 4     201000         0         0
ILLINOIS TOOL WORKS INC            COM             452308109     46190    1000000 SH       DEFINED 7    1000000         0         0
ILLINOIS TOOL WORKS INC            COM             452308109      5358     116007 SH       DEFINED 9     116007         0         0
IMMUCOR INC                        COM             452526106      5334     182500 SH       DEFINED A     182500         0         0
IMPERIAL OIL LTD                   COM             453038408     28538     664762 SH       DEFINED 8     664762         0         0
IMPERIAL OIL LTD                   COM             453038408       586      15900 SH       DEFINED 9      15900         0         0
IMS HEALTH INC                     COM             449934108     13740     500000 SH       DEFINED 7     500000         0         0
IMS HEALTH INC                     COM             449934108      1995      72612 SH       DEFINED 9      72612         0         0
IMS HEALTH INC                     COM             449934108     17202     626000 SH       DEFINED A     626000         0         0
INDEVUS PHARMACEUTICALS INC        COM             454072109      1065     150000 SH       DEFINED 6     150000         0         0
INDEVUS PHARMACEUTICALS INC        COM             454072109      5923     834200 SH       DEFINED 9     834200         0         0
INDEVUS PHARMACEUTICALS INC        COM             454072109      9170    1291600 SH       DEFINED A    1261600         0     30000
INDIA FUND INC                     COM             454089103      1505      32786 SH       DEFINED 9      32120       666         0
INFINEON TECHNOLOGIES AG           SPONSORED ADR   45662N103     12518     892240 SH       DEFINED 2     726570         0    165670
INFINEON TECHNOLOGIES AG           SPONSORED ADR   45662N103     35804    2551953 SH       DEFINED 6    2551953         0         0
INFOSYS TECHNOLOGIES LTD           SPONSORED ADR   456788108      5737     105145 SH       DEFINED 9     104995       150         0
INFOSYS TECHNOLOGIES LTD           SPONSORED ADR   456788108      9777     179200 SH       DEFINED A     179200         0         0
ING GROEP NV                       SPONSORED ADR   456837103      1859      42095 SH       DEFINED 2      42095         0         0
ING GROEP NV                       SPONSORED ADR   456837103     32093     726575 SH       DEFINED 6     726575         0         0
ING GROEP NV                       SPONSORED ADR   456837103      5130     116144 SH       DEFINED 8     116144         0         0
ING GROEP NV                       SPONSORED ADR   456837103      1788      40487 SH       DEFINED 9      39487         0      1000
INGERSOLL RAND CO                  COM             G4776G101       309       7900 SH       DEFINED 6       7900         0         0
INGERSOLL RAND CO                  COM             G4776G101     39208    1002000 SH       DEFINED 7    1002000         0         0
INGERSOLL RAND CO                  COM             G4776G101      1646      42067 SH       DEFINED 9      42067         0         0
INNKEEPERS USA TRUST               COM             4576J0104       109       7000 SH       DEFINED 9       7000         0         0
INNKEEPERS USA TRUST               COM             4576J0104      7624     491900 SH       DEFINED A     476900         0     15000
INPUT/OUTPUT INC                   COM             457652105      3668     269090 SH       DEFINED 1     269090         0         0
INPUT/OUTPUT INC                   COM             457652105     15316    1123680 SH       DEFINED 2    1123680         0         0
INPUT/OUTPUT INC                   COM             457652105        14       1000 SH       DEFINED 9       1000         0         0
INPUT/OUTPUT INC                   COM             457652105      4725     346690 SH       DEFINED A     346690         0         0
INPUT/OUTPUT INC                   COM             457652105       147      10780 SH       DEFINED D      10780         0         0
INPUT/OUTPUT INC                   COM             457652105      4426     324730 SH       DEFINED E     324730         0         0
INSPIRE PHARMACEUTICALS INC        COM             457733103      1270     200000 SH       DEFINED 6     200000         0         0
INSPIRE PHARMACEUTICALS INC        COM             457733103      7364    1159761 SH       DEFINED A    1159761         0         0
INSTEEL INDUSTRIES INC             COM             45774W108      2216     124560 SH       DEFINED 4     124560         0         0
INSURED MUNICIPAL INCOME FUND      com             45809F104       173      13000 SH       DEFINED 9      13000         0         0
INTEGRATED ALARM SERVICES          COM             45890M109      8514    2619600 SH       DEFINED 5    2619600         0         0
INTEGRATED DEVICE TECHNOLOGY INC   COM             458118106       567      36603 SH       DEFINED 6      36603         0         0
INTEGRATED DEVICE TECHNOLOGY INC   COM             458118106     63410    4096230 SH       DEFINED A    4096230         0         0
INTEL CORP                         COM             458140100      1620      80000 SH       DEFINED 4      80000         0         0
INTEL CORP                         COM             458140100      3706     183001 SH       DEFINED 6     164387         0     18614
INTEL CORP                         COM             458140100     16200     800000 SH       DEFINED 7     800000         0         0
INTEL CORP                         COM             458140100      2612     129010 SH       DEFINED 8     129010         0         0
INTEL CORP                         COM             458140100     76773    3791257 SH       DEFINED 9    3790157         0      1100
INTEL CORP                         COM             458140100    187011    9235124 SH       DEFINED A    9110124         0    125000
INTEL CORP                         COM             458140100       253      12500 SH       DEFINED E          0         0     12500
INTEL CORP                         COM             458140100        36       1770 SH       DEFINED L       1770         0         0
INTEL CORP                         SDCV 2.950%12/1 458140AD2     19756   21600000 PRN      DEFINED A   21600000         0         0
INTERCONTINENTALEXCHANGE INC       COM             45865V100      6463      59900 SH       DEFINED 9      59900         0         0
INTERCONTINENTALEXCHANGE INC       COM             45865V100       281       2600 SH       DEFINED N       2600         0         0
INTERMEC INC.                      COM             458786100     12699     523250 SH       DEFINED 6     523250         0         0
INTERMEC INC.                      COM             458786100        25       1041 SH       DEFINED 9       1041         0         0
INTERMUNE INC                      COM             45884X103      4007     130300 SH       DEFINED A     130300         0         0
INTERNAP NETWORK SERVICES CORP     COM             45885A300        39       1947 SH       DEFINED 6       1947         0         0
INTERNAP NETWORK SERVICES CORP     COM             45885A300       916      46100 SH       DEFINED 9      46100         0         0
INTERNAP NETWORK SERVICES CORP     COM             45885A300     68474    3446100 SH       DEFINED A    3440100         0      6000
INTERNATIONAL BUSINESS MACHINES CO COM             459200101     12996     133770 SH       DEFINED 4     133770         0         0
INTERNATIONAL BUSINESS MACHINES CO COM             459200101    367659    3784449 SH       DEFINED 5    3784449         0         0
INTERNATIONAL BUSINESS MACHINES CO COM             459200101         2         23 SH       DEFINED 6         23         0         0
INTERNATIONAL BUSINESS MACHINES CO COM             459200101     54404     560000 SH       DEFINED 7     560000         0         0
INTERNATIONAL BUSINESS MACHINES CO COM             459200101      5880      60520 SH       DEFINED 8      60520         0         0
INTERNATIONAL BUSINESS MACHINES CO COM             459200101    141693    1458493 SH       DEFINED 9    1457893       600         0
INTERNATIONAL BUSINESS MACHINES CO COM             459200101     30622     315208 SH       DEFINED A     315208         0         0
INTERNATIONAL BUSINESS MACHINES CO COM             459200101       253       2600 SH       DEFINED E          0         0      2600
INTERNATIONAL BUSINESS MACHINES CO COM             459200101        43        440 SH       DEFINED L        440         0         0
INTERNATIONAL GAME TECHNOLOGY      COM             459902102      7459     161442 SH       DEFINED 9     161442         0         0
INTERNATIONAL GAME TECHNOLOGY      COM             459902102     55367    1198420 SH       DEFINED A    1198420         0         0
INTERNATIONAL GAME TECHNOLOGY      COM             459902102       231       5000 SH       DEFINED         5000         0         0
INTERNATIONAL GAME TECHNOLOGY      COM             459902102       693      15000 SH       DEFINED M      15000         0         0
INTERNATIONAL PAPER CO             COM             460146103    581434   17050837 SH       DEFINED 1   16930837         0    120000
INTERNATIONAL PAPER CO             COM             460146103      6205     181960 SH       DEFINED 2      59000         0    122960
INTERNATIONAL PAPER CO             COM             460146103    542355   15904834 SH       DEFINED 5   15904834         0         0
INTERNATIONAL PAPER CO             COM             460146103      1768      51833 SH       DEFINED 6      51833         0         0
INTERNATIONAL PAPER CO             COM             460146103      1155      33861 SH       DEFINED 9      33361       500         0
INTERNATIONAL PAPER CO             COM             460146103      1641      48129 SH       DEFINED C      19500         0     28629
INTERNATIONAL PAPER CO             COM             460146103      2159      63312 SH       DEFINED D      63312         0         0
INTERNATIONAL PAPER CO             COM             460146103     11297     331296 SH       DEFINED E     129680         0    201616
INTERNATIONAL PAPER CO             COM             460146103        96       2810 SH       DEFINED         2810         0         0
INTERNATIONAL ROYALTY CORP         COM             460277106     14714    2477100 SH       DEFINED 5    2477100         0         0
INTERNATIONAL SHIPHOLDING CORP     COM             460321201      6405     474800 SH       DEFINED 4     474800         0         0
INTERPUBLIC GROUP OF COMPANIES INC COM             460690100    609990   49835817 SH       DEFINED 1   49235817         0    600000
INTERPUBLIC GROUP OF COMPANIES INC COM             460690100     21955    1793744 SH       DEFINED 2    1793744         0         0
INTERPUBLIC GROUP OF COMPANIES INC COM             460690100       449      36680 SH       DEFINED 8      36680         0         0
INTERPUBLIC GROUP OF COMPANIES INC COM             460690100       716      58492 SH       DEFINED 9      58492         0         0
INTERPUBLIC GROUP OF COMPANIES INC COM             460690100      2947     240740 SH       DEFINED A     240740         0         0
INTERPUBLIC GROUP OF COMPANIES INC COM             460690100      1419     115950 SH       DEFINED C     115950         0         0
INTERPUBLIC GROUP OF COMPANIES INC COM             460690100      6036     493100 SH       DEFINED D     493100         0         0
INTERPUBLIC GROUP OF COMPANIES INC COM             460690100     63683    5202891 SH       DEFINED E     556884         0   4646007
INTERSIL CORP                      COM             46069S109       928      38805 SH       DEFINED 6      38805         0         0
INTERSIL CORP                      COM             46069S109     66345    2773605 SH       DEFINED A    2773605         0         0
INTERTAPE POLYMER GROUP INC        COM             460919103      1320     250000 SH       DEFINED 4     250000         0         0
INTERTAPE POLYMER GROUP INC        COM             460919103      5776     933182 SH       DEFINED 8     933182         0         0
INTERVOICE INC                     COM             461142101     17663    2305913 SH       DEFINED 6    2305913         0         0
INTRALASE CORP                     COM             461169104       806      36000 SH       DEFINED A      30800         0      5200
INTUIT INC                         COM             461202103      2564      84050 SH       DEFINED 9      84050         0         0
INTUIT INC                         COM             461202103        11        366 SH       DEFINED A        366         0         0
INTUITIVE SURGICAL INC             COM             46120E602      1208      12601 SH       DEFINED 6      12601         0         0
INTUITIVE SURGICAL INC             COM             46120E602     64615     673770 SH       DEFINED A     673770         0         0
INVESTMENT TECHNOLOGY GROUP INC    COM             46145F105      6948     162040 SH       DEFINED 9     162040         0         0
INVESTMENT TECHNOLOGY GROUP INC    COM             46145F105        13        297 SH       DEFINED A        297         0         0
INVESTMENT TECHNOLOGY GROUP INC    COM             46145F105        77       1800 SH       DEFINED N       1800         0         0
INVESTOOLS INC                     COM             46145P103      4442     322100 SH       DEFINED 9     322100         0         0
INVESTORS FINANCIAL SERVICES CORP  COM             461915100      2074      48600 SH       DEFINED 9      48600         0         0
INVITROGEN CORP                    COM             46185R100       706      12480 SH       DEFINED 2      12480         0         0
INVITROGEN CORP                    COM             46185R100      5972     105529 SH       DEFINED 9     105529         0         0
INVITROGEN CORP                    COM             46185R100     12633     223238 SH       DEFINED A     220438         0      2800
INVITROGEN CORP                    NOTE 3.250% 6/1 46185RAM2       293     310000 PRN      DEFINED 9     310000         0         0
IOMAI CORP                         COM             46202P103       498     100000 SH       DEFINED 6     100000         0         0
IOMAI CORP                         COM             46202P103      1720     345400 SH       DEFINED A     345400         0         0
IOWA TELECOMMUNICATIONS SERVICES I COM             462594201      1196      60700 SH       DEFINED 9      59500      1200         0
IPC HOLDINGS LTD                   COM             G4933P101    101411    3224500 SH       DEFINED 4    3209500         0     15000
IPC HOLDINGS LTD                   COM             G4933P101     17119     544335 SH       DEFINED 6     544335         0         0
IPSCO INC                          COM             462622101      7440      67900 SH       DEFINED 8      67900         0         0
IRON MOUNTAIN INC                  COM             462846106     14199     343470 SH       DEFINED 9     342723         0       747
IRWIN FINANCIAL CORP               COM             464119106     21333     942680 SH       DEFINED 2     942680         0         0
IRWIN FINANCIAL CORP               COM             464119106       282      12470 SH       DEFINED D      12470         0         0
IRWIN FINANCIAL CORP               COM             464119106      1609      71120 SH       DEFINED E      71120         0         0
ISHARES TR                         COHEN&ST RLTY   464287564       842       8392 SH       DEFINED 9       8392         0         0
ISHARES TR                         FTSE XNHUA IDX  464287184      2771      24861 SH       DEFINED 9      24861         0         0
ISHARES TR                         1-3 YR TRS BD   464287457       360       4499 SH       DEFINED 9       4499         0         0
ISHARES TR                         LEHMAN AGG BND  464287226       637       6388 SH       DEFINED 9       6388         0         0
ISHARES TR                         7-10 YR TRS BD  464287440       506       6135 SH       DEFINED 9       6135         0         0
ISHARES TR                         MSCI EAFE IDX   464287465     22217     303428 SH       DEFINED 9     263428         0     40000
ISHARES TR                         MSCI VAL IDX    464288877       398       5526 SH       DEFINED 6       5526         0         0
ISHARES TR                         MSCI EMERG MKT  464287234     35770     313303 SH       DEFINED 9     283203      2100     28000
ISHARES INC                        MSCI HONG KONG  464286871      1220      76300 SH       DEFINED 9      76300         0         0
ISHARES INC                        MSCI JAPAN      464286848      3061     215104 SH       DEFINED 9     211104      4000         0
ISHARES TR                         RUSSELL1000GRW  464287614      1375      25000 SH       DEFINED 9      25000         0         0
ISHARES TR                         RUSL 2000 GROW  464287648     18140     230852 SH       DEFINED 6     230852         0         0
ISHARES TR                         RUSSELL MCP GR  464287481       855       8285 SH       DEFINED 6       8285         0         0
ISHARES TR                         RUSSELL MCP GR  464287481      1032      10000 SH       DEFINED 9      10000         0         0
ISHARES TR                         S&P EURO PLUS   464287861       220       2100 SH       DEFINED 8       2100         0         0
ISHARES TR                         S&P 500 INDEX   464287200     11933      84118 SH       DEFINED 9      24118         0     60000
ISHARES TR                         S&P MIDCAP 400  464287507       213       2660 SH       DEFINED 9       2660         0         0
ISHARES TR                         S&P SMLCAP 600  464287804       526       7983 SH       DEFINED 9       7983         0         0
ISHARES TR                         S&P/TOPIX 150   464287382       225       1800 SH       DEFINED 8       1800         0         0
ISHARES TR                         RUSL 2000 VALU  464287630      2457      30700 SH       DEFINED 9      30700         0         0
ISHARES TR                         DJ SEL DIV INX  464287168      5586      78960 SH       DEFINED 9      78960         0         0
ISHARES TR                         RUSL 2000 VALU  464287655       442       5668 SH       DEFINED 9       5668         0         0
ISHARES TR                         RUSSELL 3000    464287689       903      11024 SH       DEFINED 9      11024         0         0
ISHARES TR                         DJ US UTILS     464287697       644       7175 SH       DEFINED 9       7175         0         0
ISHARES TR                         US TIPS BD FD   464287176      2873      29074 SH       DEFINED 9      29074         0         0
ISILON SYSTEMS INC                 COM             46432L104      9062     328350 SH       DEFINED A     328350         0         0
ISTA PHARMACEUTICALS INC           COM             45031X204      2221     313300 SH       DEFINED A     313300         0         0
ISTAR FINANCIAL INC                COM             45031U101     92208    1928228 SH       DEFINED 5    1928228         0         0
ISTAR FINANCIAL INC                COM             45031U101      1555      32522 SH       DEFINED 6      28979         0      3543
ISTAR FINANCIAL INC                COM             45031U101       263       5500 SH       DEFINED 9       5500         0         0
ISTAR FINANCIAL INC                COM             45031U101    101378    2120000 SH       DEFINED A    2120000         0         0
ISTAR FINANCIAL INC                COM             45031U101      1999      41800 SH       DEFINED D      41800         0         0
ISTAR FINANCIAL INC                COM             45031U101       564      11800 SH       DEFINED M      11800         0         0
ISTAR FINANCIAL INC                COM             45031U101      5810     121500 SH       DEFINED N     121500         0         0
ITC HOLDINGS CORPORATION           COM             465685105     33719     845100 SH       DEFINED A     837400         0      7700
ITLA CAPITAL CORP                  COM             450565106     25816     445796 SH       DEFINED 5     445796         0         0
ITRON INC                          COM             465741106      7443     143580 SH       DEFINED 9     143580         0         0
ITT CORP                           COM             450911102      2548      44849 SH       DEFINED 9      44450         0       399
IVAX CORP                          NOTE 4.500% 5/1 465823AG7      4956    5000000 PRN      DEFINED A    5000000         0         0
IXIA                               COM             45071R109     14080    1466625 SH       DEFINED 6    1466625         0         0
IXIA                               COM             45071R109     25909    2698810 SH       DEFINED A    2637810         0     61000
J CREW GROUP INC                   COM             46612H402      6469     167800 SH       DEFINED A     163200         0      4600
JABIL CIRCUIT INC                  COM             466313103      1119      45567 SH       DEFINED 6      45567         0         0
JABIL CIRCUIT INC                  COM             466313103     55785    2272303 SH       DEFINED A    2272303         0         0
JACKSON HEWITT TAX SERVICE, INC    COM             468202106     14169     417100 SH       DEFINED A     406800         0     10300
JACOBS ENGINEERING GROUP           COM             469814107      1588      19475 SH       DEFINED 9      19475         0         0
JACOBS ENGINEERING GROUP           COM             469814107         4         54 SH       DEFINED A         54         0         0
JARDEN CORP                        COM             471109108      9183     263950 SH       DEFINED 9     263950         0         0
JARDEN CORP                        COM             471109108       205       5900 SH       DEFINED N       5900         0         0
JER INVESTORS TRUST                COM             46614H301     14574     705080 SH       DEFINED 5     705080         0         0
JER INVESTORS TRUST                COM             46614H301       184       8900 SH       DEFINED 9       8900         0         0
JER INVESTORS TRUST                COM             46614H301      1730      83700 SH       DEFINED D      83700         0         0
JER INVESTORS TRUST                COM             46614H301       577      27900 SH       DEFINED M      27900         0         0
JER INVESTORS TRUST                COM             46614H301      5428     262600 SH       DEFINED N     262600         0         0
JETBLUE AIRWAYS CORP               COM             477143101      1592     112106 SH       DEFINED 6     112106         0         0
JETBLUE AIRWAYS CORP               COM             477143101        14        987 SH       DEFINED 9        987         0         0
JETBLUE AIRWAYS CORP               COM             477143101     31276    2202519 SH       DEFINED A    2170219         0     32300
JETBLUE AIRWAYS CORP               NOTE 3.500% 7/1 477143AC5     16238   15000000 PRN      DEFINED A   15000000         0         0
JOHN B SANFILIPPO & SON INC        COM             800422107      2391     195000 SH       DEFINED 4     195000         0         0
JOHN HANCOCK BANK & THRIFT OPPORTU COM             409735107     16616    1650000 SH       DEFINED 4    1650000         0         0
JOHNSON & JOHNSON                  COM             478160104     34832     527600 SH       DEFINED 3     527600         0         0
JOHNSON & JOHNSON                  COM             478160104      3488      52830 SH       DEFINED 4      52830         0         0
JOHNSON & JOHNSON                  COM             478160104      1739      26337 SH       DEFINED 6      23568         0      2769
JOHNSON & JOHNSON                  COM             478160104     65756     996000 SH       DEFINED 7     996000         0         0
JOHNSON & JOHNSON                  COM             478160104     21151     320375 SH       DEFINED 8     320375         0         0
JOHNSON & JOHNSON                  COM             478160104    153379    2323219 SH       DEFINED 9    2322119       800       300
JOHNSON & JOHNSON                  COM             478160104    551582    8354771 SH       DEFINED A    8322271         0     32500
JOHNSON & JOHNSON                  COM             478160104       310       4700 SH       DEFINED E          0         0      4700
JOHNSON & JOHNSON                  COM             478160104        53        800 SH       DEFINED L        800         0         0
JOHNSON CONTROLS INC               COM             478366107      2593      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     34368     400000 SH       DEFINED 7     400000         0         0
JOHNSON CONTROLS INC               COM             478366107       553       6435 SH       DEFINED 8       6435         0         0
JOHNSON CONTROLS INC               COM             478366107       249       2900 SH       DEFINED 9       2900         0         0
JOHNSON CONTROLS INC               COM             478366107     18310     213110 SH       DEFINED A     213110         0         0
JOHNSON CONTROLS INC               COM             478366107       137       1600 SH       DEFINED E          0         0      1600
JOHNSON CONTROLS INC               COM             478366107        20        230 SH       DEFINED L        230         0         0
JONES LANG LASALLE INC             COM             48020Q107       669       7258 SH       DEFINED 6       7258         0         0
JONES LANG LASALLE INC             COM             48020Q107     20956     227358 SH       DEFINED A     227358         0         0
JPMORGAN CHASE & CO                COM             46625H100    210292    4353866 SH       DEFINED 1    4353866         0         0
JPMORGAN CHASE & CO                COM             46625H100     13440     278262 SH       DEFINED 2     138396         0    139866
JPMORGAN CHASE & CO                COM             46625H100      3956      81897 SH       DEFINED 6      72936         0      8961
JPMORGAN CHASE & CO                COM             46625H100     22323     462172 SH       DEFINED 8     462172         0         0
JPMORGAN CHASE & CO                COM             46625H100     53214    1101737 SH       DEFINED 9    1100690         0      1047
JPMORGAN CHASE & CO                COM             46625H100    498497   10320847 SH       DEFINED A   10300847         0     20000
JPMORGAN CHASE & CO                COM             46625H100      1583      32772 SH       DEFINED C      21590         0     11182
JPMORGAN CHASE & CO                COM             46625H100     69234    1433419 SH       DEFINED E     269317         0   1164102
JPMORGAN CHASE & CO                COM             46625H100        27        560 SH       DEFINED L        560         0         0
JUNIPER NETWORKS INC               COM             48203R104      1937     102279 SH       DEFINED 6     102279         0         0
JUNIPER NETWORKS INC               COM             48203R104       644      34023 SH       DEFINED 8      34023         0         0
JUNIPER NETWORKS INC               COM             48203R104      3597     189915 SH       DEFINED 9     189915         0         0
JUNIPER NETWORKS INC               COM             48203R104    144159    7611360 SH       DEFINED A    7611360         0         0
JUNIPER NETWORKS INC               COM             48203R104       176       9300 SH       DEFINED E          0         0      9300
JUNIPER NETWORKS INC               COM             48203R104        26       1390 SH       DEFINED L       1390         0         0
JUNIPER NETWORKS INC               CONVERT ZERO CP 48203RAC8   1846625   17000000 PRN      DEFINED A   17000000         0         0
K2 INC                             COM             482732104     10212     774200 SH       DEFINED 2     774200         0         0
KANSAS CITY LIFE INSURANCE CO      COM             484836101     12531     250220 SH       DEFINED 4     250220         0         0
KANSAS CITY LIFE INSURANCE CO      COM             484836101       100       2000 SH       DEFINED 9       2000         0         0
KANSAS CITY SOUTHERN               COM             485170302     33159    1144200 SH       DEFINED 4    1139200         0      5000
KANSAS CITY SOUTHERN               COM             485170302        17        600 SH       DEFINED 9        600         0         0
KAYDON CORP                        COM             486587108      5524     139000 SH       DEFINED 9     139000         0         0
KB HOME                            COM             48666K109       121       2350 SH       DEFINED 6       2350         0         0
KB HOME                            COM             48666K109       333       6500 SH       DEFINED 9       6500         0         0
KB HOME                            COM             48666K109     68972    1345000 SH       DEFINED A    1345000         0         0
KBW INC                            COM             482423100       441      15000 SH       DEFINED 9      15000         0         0
KELLOGG CO                         COM             487836108       951      19000 SH       DEFINED 9      19000         0         0
KELLWOOD CO                        COM             488044108     25561     786000 SH       DEFINED 4     786000         0         0
KELLWOOD CO                        COM             488044108     32238     991320 SH       DEFINED 8     991320         0         0
KELLY SERVICES INC                 COM             488152208     43607    1506800 SH       DEFINED 4    1506800         0         0
KENNAMETAL INC                     COM             489170100     37340     634500 SH       DEFINED 4     628500         0      6000
KENNAMETAL INC                     COM             489170100      3238      55024 SH       DEFINED 6      55024         0         0
KENNAMETAL INC                     COM             489170100      7183     122050 SH       DEFINED 9     122050         0         0
KENNAMETAL INC                     COM             489170100     51490     874933 SH       DEFINED A     874933         0         0
KENNAMETAL INC                     COM             489170100       294       5000 SH       DEFINED M       5000         0         0
KERYX BIOPHAMACEUTICALS INC        COM             492515101      1113      83690 SH       DEFINED 6      83690         0         0
KERYX BIOPHAMACEUTICALS INC        COM             492515101     47143    3544570 SH       DEFINED A    3508270         0     36300
KEYCORP                            COM             493267108       450      11822 SH       DEFINED 9      11822         0         0
KEYSPAN CORP                       COM             49337W100       432      10489 SH       DEFINED 9      10489         0         0
KEYSTONE AUTOMOTIVE INDUSTRIES INC COM             49338N109      9406     276719 SH       DEFINED 6     276719         0         0
KIMBERLY-CLARK CORP                COM             494368103      7733     113800 SH       DEFINED 4     113800         0         0
KIMBERLY-CLARK CORP                COM             494368103      4644      68344 SH       DEFINED 9      68344         0         0
KIMCO REALTY CORP                  COM             49446R109        79       1755 SH       DEFINED 6       1755         0         0
KIMCO REALTY CORP                  COM             49446R109      2000      44500 SH       DEFINED 9      44500         0         0
KIMCO REALTY CORP                  COM             49446R109     40909     910100 SH       DEFINED A     910100         0         0
KINDER MORGAN ENERGY PARTNERS LP   UT LTD PARTNER  494550106      8412     175618 SH       DEFINED 9     174818       800         0
KINDER MORGAN INC                  COM             49455P101      1945      18396 SH       DEFINED 3      18396         0         0
KINDER MORGAN INC                  COM             49455P101        10         98 SH       DEFINED 8         98         0         0
KINDER MORGAN INC                  COM             49455P101      2003      18939 SH       DEFINED 9      18939         0         0
KINDER MORGAN INC                  COM             49455P101     21150     200000 SH       DEFINED A     200000         0         0
KINDRED HEALTHCARE INC             COM             494580103    181330    7559334 SH       DEFINED 5    7559334         0         0
KINDRED HEALTHCARE INC             COM             494580103       834      34750 SH CALL  DEFINED 5
KINDRED HEALTHCARE INC             COM             494580103         7        263 SH       DEFINED A        263         0         0
KINGSWAY FINANCIAL SERVICES INC    COM             496904103    130714    5376947 SH       DEFINED 8    5037157         0    339790
KINROSS GOLD CORP                  COM             496902404       119      10000 SH       DEFINED 9      10000         0         0
KINROSS GOLD CORP                  COM             496902404     48550    3513012 SH       DEFINED A    3513012         0         0
KITE REALTY GROUP TRUST            COM             49803T102        45       2425 SH       DEFINED 6       2425         0         0
KITE REALTY GROUP TRUST            COM             49803T102     32991    1771800 SH       DEFINED A    1771800         0         0
KKR FINANCIAL CORP                 COM             482476306     45650    1704000 SH       DEFINED 5    1704000         0         0
KLA-TENCOR CORP                    COM             482480100         1         13 SH       DEFINED 6         13         0         0
KLA-TENCOR CORP                    COM             482480100       292       5860 SH       DEFINED 8       5860         0         0
KLA-TENCOR CORP                    COM             482480100        47        938 SH       DEFINED 9        938         0         0
KLA-TENCOR CORP                    COM             482480100     47808     960971 SH       DEFINED A     960971         0         0
KLA-TENCOR CORP                    COM             482480100       104       2100 SH       DEFINED E          0         0      2100
KLA-TENCOR CORP                    COM             482480100        17        340 SH       DEFINED L        340         0         0
KNIGHT TRANSPORTATION INC          COM             499064103     22627    1327075 SH       DEFINED A    1289975         0     37100
KOHL'S CORP                        COM             500255104      2921      42679 SH       DEFINED 9      42679         0         0
KOHL'S CORP                        COM             500255104      8893     129960 SH       DEFINED A     129960         0         0
KOHLBERG CAPITAL CORP              COM             500233101      6920     400000 SH       DEFINED 4     400000         0         0
KOHLBERG CAPITAL CORP              COM             500233101      6764     391007 SH       DEFINED 6     391007         0         0
KOHLBERG CAPITAL CORP              COM             500233101     14961     864800 SH       DEFINED A     841600         0     23200
KONGZHONG CORP                     SPONSORED ADR   50047P104       652      66800 SH       DEFINED C      66800         0         0
KONINKLIJKE PHILIPS ELECTRONICS NV SPON ADR NEW    500472303      2046      54436 SH       DEFINED 1      54436         0         0
KONINKLIJKE PHILIPS ELECTRONICS NV SPON ADR NEW    500472303     16752     445774 SH       DEFINED 2     207329         0    238445
KONINKLIJKE PHILIPS ELECTRONICS NV SPON ADR NEW    500472303     32196     856726 SH       DEFINED 6     856726         0         0
KONINKLIJKE PHILIPS ELECTRONICS NV SPON ADR NEW    500472303       652      17355 SH       DEFINED 9      17355         0         0
KONINKLIJKE PHILIPS ELECTRONICS NV SPON ADR NEW    500472303      6042     160784 SH       DEFINED E          0         0    160784
KOOKMIN BANK                       SPONSORED ADR   50049M109     37422     464065 SH       DEFINED 1     464065         0         0
KOOKMIN BANK                       SPONSORED ADR   50049M109    197497    2449116 SH       DEFINED 2    2098669         0    350447
KOOKMIN BANK                       SPONSORED ADR   50049M109     20895     259112 SH       DEFINED 6     259112         0         0
KOOKMIN BANK                       SPONSORED ADR   50049M109     14581     180810 SH       DEFINED 8     180810         0         0
KOOKMIN BANK                       SPONSORED ADR   50049M109       484       6000 SH       DEFINED 9       6000         0         0
KOOKMIN BANK                       SPONSORED ADR   50049M109      1385      17172 SH       DEFINED C      17172         0         0
KOOKMIN BANK                       SPONSORED ADR   50049M109      1534      19027 SH       DEFINED D      19027         0         0
KOOKMIN BANK                       SPONSORED ADR   50049M109      3518      43620 SH       DEFINED E      43620         0         0
KOOKMIN BANK                       SPONSORED ADR   50049M109      1413      17519 SH       DEFINED L      17519         0         0
KOOKMIN BANK                       SPONSORED ADR   50049M109      1361      16877 SH       DEFINED M      16877         0         0
KOREA ELECTRIC POWER CORP          SPONSORED ADR   500631106      4349     191500 SH       DEFINED 1     191500         0         0
KOREA ELECTRIC POWER CORP          SPONSORED ADR   500631106     13679     602323 SH       DEFINED 2     578506         0     23817
KOREA ELECTRIC POWER CORP          SPONSORED ADR   500631106       221       9735 SH       DEFINED 3       9735         0         0
KOREA ELECTRIC POWER CORP          SPONSORED ADR   500631106     11134     490263 SH       DEFINED 6     490263         0         0
KOREA ELECTRIC POWER CORP          SPONSORED ADR   500631106        61       2695 SH       DEFINED 9       2695         0         0
KORN/FERRY INTERNATIONAL           COM             500643200      7218     314366 SH       DEFINED 9     314366         0         0
KOSAN BIOSCIENCES INC              COM             50064W107       694     125000 SH       DEFINED 6     125000         0         0
KOSAN BIOSCIENCES INC              COM             50064W107      6448    1161791 SH       DEFINED A    1161791         0         0
KRAFT FOODS INC                    COM             50075N104      3677     103000 SH       DEFINED 2     103000         0         0
KRAFT FOODS INC                    COM             50075N104      1727      48369 SH       DEFINED 8      48369         0         0
KRAFT FOODS INC                    COM             50075N104       711      19925 SH       DEFINED 9      19925         0         0
KROGER CO                          COM             501044101     42703    1851010 SH       DEFINED 1    1851010         0         0
KROGER CO                          COM             501044101      4563     197800 SH       DEFINED 2     197800         0         0
KROGER CO                          COM             501044101    187738    8137734 SH       DEFINED 5    8137734         0         0
KROGER CO                          COM             501044101     22316     967297 SH       DEFINED 8     967297         0         0
KROGER CO                          COM             501044101       337      14600 SH       DEFINED 9      14600         0         0
KROGER CO                          COM             501044101      3489     151230 SH       DEFINED E     151230         0         0
KT CORP                            SPONSORED ADR   48268K101    728388   28733244 SH       DEFINED 1   28556767         0    176477
KT CORP                            SPONSORED ADR   48268K101    156314    6166224 SH       DEFINED 2    5697609         0    468615
KT CORP                            SPONSORED ADR   48268K101      7603     299933 SH       DEFINED 6     299933         0         0
KT CORP                            SPONSORED ADR   48268K101     36690    1447342 SH       DEFINED 8    1447342         0         0
KT CORP                            SPONSORED ADR   48268K101      3415     134732 SH       DEFINED D     134732         0         0
KT CORP                            SPONSORED ADR   48268K101      7272     286861 SH       DEFINED E     286861         0         0
KT CORP                            SPONSORED ADR   48268K101        34       1360 SH       DEFINED         1360         0         0
L-3 COMMUNICATIONS CORP            COM             502424104      8784     107410 SH       DEFINED 9     107410         0         0
LA-Z-BOY INC                       COM             505336107     25344    2135100 SH       DEFINED 4    2105100         0     30000
LABOPHARM INC                      COM             504905100       368      53900 SH       DEFINED 8      53900         0         0
LABOPHARM INC                      COM             504905100      2793     409600 SH       DEFINED A     399100         0     10500
LABORATORY CORP OF AMERICA HOLDING COM             50540R409       109       1489 SH       DEFINED 6       1489         0         0
LABORATORY CORP OF AMERICA HOLDING COM             50540R409        95       1297 SH       DEFINED 8       1297         0         0
LABORATORY CORP OF AMERICA HOLDING COM             50540R409      1065      14491 SH       DEFINED 9      14491         0         0
LABORATORY CORP OF AMERICA HOLDING COM             50540R409     37580     511500 SH       DEFINED A     511500         0         0
LABRANCHE & CO INC                 COM             505447102       126      12800 SH       DEFINED 9      12800         0         0
LADISH CO INC                      COM             505754200      1965      53000 SH       DEFINED 4      53000         0         0
LAM RESEARCH CORP                  COM             512807108        73       1449 SH       DEFINED 6       1449         0         0
LAM RESEARCH CORP                  COM             512807108        28        557 SH       DEFINED 8        557         0         0
LAM RESEARCH CORP                  COM             512807108        56       1100 SH       DEFINED 9       1100         0         0
LAM RESEARCH CORP                  COM             512807108     99409    1963830 SH       DEFINED A    1963830         0         0
LAMAR ADVERTISING CO               COM             512815101       844      12900 SH       DEFINED 9      12900         0         0
LANCASTER COLONY CORP              COM             513847103      5224     117900 SH       DEFINED 4     117900         0         0
LANCASTER COLONY CORP              COM             513847103        18        400 SH       DEFINED 6        400         0         0
LASALLE HOTEL PROPERTIES           COM             517942108       105       2300 SH       DEFINED 9       2300         0         0
LASALLE HOTEL PROPERTIES           COM             517942108     42842     934400 SH       DEFINED A     925600         0      8800
LASALLE HOTEL PROPERTIES           COM             517942108       573      12500 SH       DEFINED D      12500         0         0
LASALLE HOTEL PROPERTIES           COM             517942108       426       9300 SH       DEFINED M       9300         0         0
LASALLE HOTEL PROPERTIES           COM             517942108      2710      59100 SH       DEFINED N      59100         0         0
LATIN AMERICA EQUITY FUND INC      COM             51827Q106      9642     222015 SH       DEFINED 4     222015         0         0
LATIN AMERICA EQUITY FUND INC      COM             51827Q106        56       1279 SH       DEFINED 9       1279         0         0
LAUREATE EDUCATION INC             COM             518613104       916      18842 SH       DEFINED 6      18842         0         0
LAUREATE EDUCATION INC             COM             518613104     65277    1342315 SH       DEFINED A    1342315         0         0
LAYNE CHRISTENSEN COMPANY          COM             521050104     12367     376686 SH       DEFINED 4     376686         0         0
LAYNE CHRISTENSEN COMPANY          COM             521050104        98       3000 SH       DEFINED 9       3000         0         0
LEAP WIRELESS INTERNATIONAL INC    COM             521863308      2397      40300 SH       DEFINED A      40300         0         0
LEAPFROG ENTERPRISES INC           COM             52186N106      1668     175930 SH       DEFINED 1     175930         0         0
LEAPFROG ENTERPRISES INC           COM             52186N106     14037    1480690 SH       DEFINED 2    1480690         0         0
LEAPFROG ENTERPRISES INC           COM             52186N106     14468    1526160 SH       DEFINED 8    1526160         0         0
LEAPFROG ENTERPRISES INC           COM             52186N106         7        700 SH       DEFINED 9        700         0         0
LEAPFROG ENTERPRISES INC           COM             52186N106      3009     317360 SH       DEFINED A     317360         0         0
LEAPFROG ENTERPRISES INC           COM             52186N106       225      23720 SH       DEFINED D      23720         0         0
LEAR CORP                          COM             521865105     50449    1708388 SH       DEFINED 1    1708388         0         0
LEAR CORP                          COM             521865105       914      30960 SH       DEFINED 2      30960         0         0
LEAR CORP                          COM             521865105       322      10900 SH       DEFINED 8      10900         0         0
LEAR CORP                          COM             521865105         9        300 SH       DEFINED 9        300         0         0
LEAR CORP                          COM             521865105      5617     190220 SH       DEFINED E     190220         0         0
LECG CORP                          COM             523234102     17244     933107 SH       DEFINED 6     933107         0         0
LECG CORP                          COM             523234102     12622     683000 SH       DEFINED A     670400         0     12600
LEGG MASON INC                     COM             524901105    384710    4047448 SH       DEFINED 5    4047448         0         0
LEGG MASON INC                     COM             524901105      6492      68306 SH       DEFINED 9      68306         0         0
LEGGETT & PLATT INC                COM             524660107    104706    4381000 SH       DEFINED 4    4381000         0         0
LEGGETT & PLATT INC                COM             524660107        43       1800 SH       DEFINED 6       1800         0         0
LEHMAN BROTHERS HOLDINGS INC       COM             524908100      5586      71500 SH       DEFINED 4      71500         0         0
LEHMAN BROTHERS HOLDINGS INC       COM             524908100      5947      76127 SH       DEFINED 9      76127         0         0
LEHMAN BROTHERS HOLDINGS INC       COM             524908100        65        830 SH       DEFINED A        830         0         0
LENNAR CORP                        COM             526057104     25511     486300 SH       DEFINED 4     486300         0         0
LENNAR CORP                        COM             526057104       130       2470 SH       DEFINED 6       2470         0         0
LENNAR CORP                        COM             526057104        36        682 SH       DEFINED 9        682         0         0
LENNAR CORP                        COM             526057104     76906    1466000 SH       DEFINED A    1466000         0         0
LENNAR CORP                        COM             526057302      2358      48000 SH       DEFINED 4      48000         0         0
LENNAR CORP                        COM             526057302        11        230 SH       DEFINED 9        230         0         0
LENNOX INTERNATIONAL INC           COM             526107107     26661     871000 SH       DEFINED 4     871000         0         0
LEUCADIA NATIONAL CORP             COM             527288104     66044    2342003 SH       DEFINED 5    2342003         0         0
LEUCADIA NATIONAL CORP             COM             527288104       551      19544 SH       DEFINED 9      19544         0         0
LEUCADIA NATIONAL CORP             NOTE 3.750% 4/1 527288AX2      5004    3600000 PRN      DEFINED A    3600000         0         0
LEVEL 3 COMMUNICATIONS INC         COM             52729N100        45       8100 SH       DEFINED 9       8100         0         0
LEVEL 3 COMMUNICATIONS INC         COM             52729N100      3008     537200 SH       DEFINED A     537200         0         0
LEXINGTON CORP PROPERTIES TRUST CV COM             529043101        21        945 SH       DEFINED 6        945         0         0
LEXINGTON CORP PROPERTIES TRUST CV COM             529043101     17261     769900 SH       DEFINED A     769900         0         0
LEXINGTON CORP PROPERTIES TRUST CV PFD CONV SER C  529043309     69020    1450000 SH       DEFINED A    1450000         0         0
LEXMARK INTERNATIONAL INC          COM             529771107       285       3900 SH       DEFINED 9       3900         0         0
LEXMARK INTERNATIONAL INC          COM             529771107      1195      16329 SH       DEFINED A      16329         0         0
LEXMARK INTERNATIONAL INC          COM             529771107       102       1400 SH       DEFINED E          0         0      1400
LEXMARK INTERNATIONAL INC          COM             529771107        16        220 SH       DEFINED L        220         0         0
LIBERTY GLOBAL INC                 COM             530555101      2557      87733 SH       DEFINED 9      87733         0         0
LIBERTY GLOBAL INC                 COM             530555309       207       7406 SH       DEFINED 9       7406         0         0
LIBERTY MEDIA CORP                 DEB 3.250% 3/1  530715AR2      8423   10000000 PRN      DEFINED A   10000000         0         0
LIBERTY MEDIA HLDG CORP- INTERACTI COM             53071M104      1136      52684 SH       DEFINED 9      52684         0         0
LIBERTY MEDIA HLDG CORP-CAPITAL    COM             53071M302    275049    2807198 SH       DEFINED 5    2807198         0         0
LIBERTY MEDIA HLDG CORP-CAPITAL    COM             53071M302       952       9714 SH       DEFINED 9       9714         0         0
LIBERTY MEDIA HLDG CORP-CAPITAL    COM             53071M302        41        422 SH       DEFINED A        422         0         0
LIBERTY MEDIA INTO MOTOROLA        DEB 3.500% 1/1  530715AN1      8088    8000000 PRN      DEFINED A    8000000         0         0
LIBERTY PROPERTY TRUST             COM             531172104        82       1665 SH       DEFINED 6       1665         0         0
LIBERTY PROPERTY TRUST             COM             531172104      9647     196307 SH       DEFINED 9     196307         0         0
LIBERTY PROPERTY TRUST             COM             531172104     38005     773400 SH       DEFINED A     773400         0         0
LIFEPOINT HOSPITALS INC            COM             53219L109       880      26100 SH       DEFINED 4      26100         0         0
LIFEPOINT HOSPITALS INC            COM             53219L109         1         31 SH       DEFINED 6         31         0         0
LIFEPOINT HOSPITALS INC            COM             53219L109       346      10280 SH       DEFINED 8      10280         0         0
LIFEPOINT HOSPITALS INC            COM             53219L109         1         15 SH       DEFINED 9         15         0         0
LIFEPOINT HOSPITALS INC            COM             53219L109     13580     402960 SH       DEFINED A     395560         0      7400
LIFEPOINT HOSPITALS INC            COM             53219L109       131       3900 SH       DEFINED E          0         0      3900
LIFEPOINT HOSPITALS INC            COM             53219L109        20        600 SH       DEFINED L        600         0         0
LIMITED BRANDS INC                 COM             532716107       325      11245 SH       DEFINED 9      11245         0         0
LINCOLN NATIONAL CORP              COM             534187109     23150     348651 SH       DEFINED 9     348651         0         0
LINEAR TECHNOLOGY CORP             COM             535678106      1334      44000 SH       DEFINED 4      44000         0         0
LINEAR TECHNOLOGY CORP             COM             535678106         6        200 SH       DEFINED 8        200         0         0
LINEAR TECHNOLOGY CORP             COM             535678106      4273     140927 SH       DEFINED 9     140927         0         0
LINEAR TECHNOLOGY CORP             COM             535678106     10480     345655 SH       DEFINED A     345655         0         0
LIONBRIDGE TECHNOLOGIES INC        COM             536252109     14467    2246414 SH       DEFINED 6    2246414         0         0
LIONS GATE ENTMT CORP              COM             535919203      7066     658500 SH       DEFINED 9     658500         0         0
LIONS GATE ENTMT CORP              COM             535919203       218      20300 SH       DEFINED N      20300         0         0
LIVE NATION                        COM             538034109         1         55 SH       DEFINED 6         55         0         0
LIVE NATION                        COM             538034109      1400      62500 SH       DEFINED 7      62500         0         0
LIVE NATION                        COM             538034109         1         65 SH       DEFINED 8         65         0         0
LIVE NATION                        COM             538034109         3        124 SH       DEFINED 9        124         0         0
LIZ CLAIBORNE INC                  COM             539320101       308       7090 SH       DEFINED 1       7090         0         0
LIZ CLAIBORNE INC                  COM             539320101      2532      58250 SH       DEFINED 2      58250         0         0
LIZ CLAIBORNE INC                  COM             539320101      1347      31000 SH       DEFINED 8      31000         0         0
LIZ CLAIBORNE INC                  COM             539320101       646      14858 SH       DEFINED 9      14858         0         0
LIZ CLAIBORNE INC                  COM             539320101      1649      37950 SH       DEFINED A      37950         0         0
LLOYDS TSB GROUP PLC               SPONSORED ADR   539439109      8032     177180 SH       DEFINED 9     175130      1000      1050
LOCKHEED MARTIN CORP               COM             539830109     46035     500000 SH       DEFINED 7     500000         0         0
LOCKHEED MARTIN CORP               COM             539830109      9344     101492 SH       DEFINED 9     101492         0         0
LOCKHEED MARTIN CORP               COM             539830109        27        289 SH       DEFINED A        289         0         0
LOCKHEED MARTIN CORP               COM             539830109      8695      94440 SH       DEFINED E          0         0     94440
LOEWS CORP                         COM             540424108       448      10800 SH       DEFINED 9      10800         0         0
LOGITECH INTERNATIONAL SA          COM             H50430232      1864      65184 SH       DEFINED 6      65184         0         0
LOGITECH INTERNATIONAL SA          COM             H50430232      1402      49025 SH       DEFINED 9      49025         0         0
LOGITECH INTERNATIONAL SA          COM             H50430232    124292    4347387 SH       DEFINED A    4347387         0         0
LONE STAR TECHNOLOGIES INC         COM             542312103     27652     571200 SH       DEFINED 4     565700         0      5500
LONE STAR TECHNOLOGIES INC         COM             542312103        69       1420 SH       DEFINED 9       1420         0         0
LOWE'S COMPANIES INC               COM             548661107         1         17 SH       DEFINED 6         17         0         0
LOWE'S COMPANIES INC               COM             548661107       316      10130 SH       DEFINED 8      10130         0         0
LOWE'S COMPANIES INC               COM             548661107      6602     211940 SH       DEFINED 9     211940         0         0
LOWE'S COMPANIES INC               COM             548661107     32251    1035346 SH       DEFINED A    1035346         0         0
LOWE'S COMPANIES INC               COM             548661107        97       3100 SH       DEFINED E          0         0      3100
LOWE'S COMPANIES INC               COM             548661107        13        420 SH       DEFINED L        420         0         0
LOWE'S COMPANIES INC               NOTE 2/1        548661CF2   1333743   13000000 PRN      DEFINED A   13000000         0         0
LUNDIN MINING CORP                 COM             550372106      8688     202048 SH       DEFINED 8     202048         0         0
LUXOTTICA GROUP SPA                SPONSORED ADR   55068R202       767      25000 SH       DEFINED 2      25000         0         0
LUXOTTICA GROUP SPA                SPONSORED ADR   55068R202      4900     159750 SH       DEFINED 9     159750         0         0
LUXOTTICA GROUP SPA                SPONSORED ADR   55068R202      1165      38000 SH       DEFINED        38000         0         0
LUXOTTICA GROUP SPA                SPONSORED ADR   55068R202     15335     500000 SH       DEFINED N     500000         0         0
LYONDELL CHEMICAL CO               COM             552078107         1         22 SH       DEFINED 6         22         0         0
LYONDELL CHEMICAL CO               COM             552078107       231       9040 SH       DEFINED 8       9040         0         0
LYONDELL CHEMICAL CO               COM             552078107        97       3800 SH       DEFINED 9       2000         0      1800
LYONDELL CHEMICAL CO               COM             552078107    205367    8031559 SH       DEFINED A    7961559         0     70000
LYONDELL CHEMICAL CO               COM             552078107        92       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      2760      22595 SH       DEFINED 9      22595         0         0
M & T BANK CORP                    COM             55261F104        19        156 SH       DEFINED A        156         0         0
M/I HOMES INC                      COM             55305B101     50606    1325100 SH       DEFINED 4    1311600         0     13500
MACERICH CO                        COM             554382101       143       1650 SH       DEFINED 6       1650         0         0
MACERICH CO                        COM             554382101      1454      16800 SH       DEFINED 9      16800         0         0
MACERICH CO                        COM             554382101    100490    1160800 SH       DEFINED A    1160800         0         0
MACQUARIE INFRASTRUCTURE CO TR     COM             55607X108       727      20500 SH       DEFINED 9      20500         0         0
MAGNA INTERNATIONAL INC            COM             559222401    147227    1568409 SH       DEFINED 8    1498739         0     69670
MAGUIRE PROPERTIES INC             COM             559775101        80       2000 SH       DEFINED 9       2000         0         0
MAGUIRE PROPERTIES INC             COM             559775101      1820      45500 SH       DEFINED D      45500         0         0
MAGUIRE PROPERTIES INC             COM             559775101       220       5500 SH       DEFINED M       5500         0         0
MAGUIRE PROPERTIES INC             COM             559775101      5104     127600 SH       DEFINED N     127600         0         0
MAINE & MARITIMES CORP             COM             560377103       412      27100 SH       DEFINED 4      27100         0         0
MANITOWOC CO INC                   COM             563571108        13        220 SH       DEFINED 9        220         0         0
MANITOWOC CO INC                   COM             563571108     19862     334200 SH       DEFINED A     325000         0      9200
MANNKIND CORP                      COM             56400P201       825      50000 SH       DEFINED 6      50000         0         0
MANNKIND CORP                      COM             56400P201      3371     204400 SH       DEFINED A     204400         0         0
MANNKIND CORP                      NOTE 3.750%12/1 56400PAA0      1579    1500000 PRN      DEFINED A    1500000         0         0
MANPOWER INC                       COM             56418H100      2917      38923 SH       DEFINED 9      38923         0         0
MANULIFE FINANCIAL CORP            COM             56501R106     33790    1000000 SH       DEFINED 4    1000000         0         0
MANULIFE FINANCIAL CORP            COM             56501R106    337764    8583584 SH       DEFINED 8    7960684         0    622900
MANULIFE FINANCIAL CORP            COM             56501R106       306       9054 SH       DEFINED 9       9054         0         0
MAPINFO CORP                       COM             565105103      2957     226571 SH       DEFINED 6     226571         0         0
MARATHON OIL CORP                  COM             565849106         3         30 SH       DEFINED 8         30         0         0
MARATHON OIL CORP                  COM             565849106      2155      23293 SH       DEFINED 9      23293         0         0
MARATHON OIL CORP                  COM             565849106      7053      76252 SH       DEFINED A      76252         0         0
MARCHEX INC                        COM             56624R108     13158     983400 SH       DEFINED A     958200         0     25200
MARINEMAX INC                      COM             567908108      4101     158140 SH       DEFINED 9     158140         0         0
MARINEMAX INC                      COM             567908108       140       5400 SH       DEFINED N       5400         0         0
MARINER ENERGY INC                 COM             56845T305      5454     278244 SH       DEFINED 6     278244         0         0
MARINER ENERGY INC                 COM             56845T305         2         80 SH       DEFINED 9         80         0         0
MARINER ENERGY INC                 COM             56845T305     67906    3464593 SH       DEFINED A    3439893         0     24700
MARKETAXESS HOLDINGS INC           COM             57060D108      5205     383600 SH       DEFINED 9     383600         0         0
MARKETAXESS HOLDINGS INC           COM             57060D108       204      15000 SH       DEFINED N      15000         0         0
MARRIOTT INTERNATIONAL INC         COM             571903202      1873      39240 SH       DEFINED 9      39240         0         0
MARSH & MCLENNAN COS INC           COM             571748102      2265      73863 SH       DEFINED 6      64734         0      9129
MARSH & MCLENNAN COS INC           COM             571748102      1829      59650 SH       DEFINED 8      59650         0         0
MARSH & MCLENNAN COS INC           COM             571748102       414      13495 SH       DEFINED 9      12495      1000         0
MARSH & MCLENNAN COS INC           COM             571748102     36673    1196125 SH       DEFINED A    1196125         0         0
MARSH & MCLENNAN COS INC           COM             571748102       107       3500 SH       DEFINED E          0         0      3500
MARSH & MCLENNAN COS INC           COM             571748102        15        490 SH       DEFINED L        490         0         0
MARSHALL & ILSLEY CORP             COM             571834100      1704      35414 SH       DEFINED 9      35414         0         0
MARTIN MARIETTA MATERIALS INC      COM             573284106      2189      21069 SH       DEFINED 9      21069         0         0
MARVELL TECHNOLOGY GROUP LTD       COM             G5876H105      6261     326252 SH       DEFINED 9     325252      1000         0
MARVELL TECHNOLOGY GROUP LTD       COM             G5876H105      6203     323260 SH       DEFINED A     323260         0         0
MASCO CORP                         COM             574599106      7623     255200 SH       DEFINED 4     255200         0         0
MASCO CORP                         COM             574599106         1         27 SH       DEFINED 6         27         0         0
MASCO CORP                         COM             574599106      1238      41446 SH       DEFINED 9      41446         0         0
MASCO CORP                         COM             574599106      7209     241332 SH       DEFINED A     241332         0         0
MASCO CORP                         COM             574599106        12        390 SH       DEFINED L        390         0         0
MASSEY ENERGY CO                   COM             576206106    115749    4982750 SH       DEFINED 5    4982750         0         0
MASSEY ENERGY CO                   COM             576206106        98       4200 SH       DEFINED 9       4200         0         0
MATRIA HEALTHCARE INC              COM             576817209      6243     217310 SH       DEFINED 9     217310         0         0
MATTEL INC                         COM             577081102      1609      71010 SH       DEFINED 1      71010         0         0
MATTEL INC                         COM             577081102    271903   11999242 SH       DEFINED 5   11999242         0         0
MATTEL INC                         COM             577081102     22556     995407 SH       DEFINED 8     995407         0         0
MATTEL INC                         COM             577081102        42       1865 SH       DEFINED 9       1865         0         0
MATTEL INC                         COM             577081102      3409     150436 SH       DEFINED D     150436         0         0
MATTEL INC                         COM             577081102       140       6160 SH       DEFINED E       6160         0         0
MAX RE CAPITAL LTD                 COM             G6052F103      6381     257100 SH       DEFINED 9     257100         0         0
MAX RE CAPITAL LTD                 COM             G6052F103       127       5100 SH       DEFINED N       5100         0         0
MB FINANCIAL INC                   COM             55264U108     18864     501570 SH       DEFINED 5     501570         0         0
MBIA INC                           COM             55262C100     14612     200000 SH       DEFINED 4     200000         0         0
MBIA INC                           COM             55262C100      1213      16600 SH       DEFINED 9      16600         0         0
MCCLATCHY COMPANY                  COM             579489105       209       4822 SH       DEFINED 9       4822         0         0
MCCORMICK & CO INC                 COM             579780206     98424    2552495 SH       DEFINED 4    2552495         0         0
MCCORMICK & CO INC                 COM             579780206       305       7909 SH       DEFINED 9       7909         0         0
MCDATA CORP                        COM             580031201      5305     955850 SH       DEFINED 5     955850         0         0
MCDATA CORP                        COM             580031201         0          5 SH       DEFINED 6          5         0         0
MCDATA CORP                        COM             580031201         2        363 SH       DEFINED 9        363         0         0
MCDERMOTT INTERNATIONAL INC        COM             580037109       230       4527 SH       DEFINED 9       4527         0         0
MCDONALD'S CORP                    COM             580135101      7403     167000 SH       DEFINED 4     167000         0         0
MCDONALD'S CORP                    COM             580135101      3129      70590 SH       DEFINED 8      70590         0         0
MCDONALD'S CORP                    COM             580135101     20025     451717 SH       DEFINED 9     449317         0      2400
MCGRAW-HILL COMPANIES INC          COM             580645109         3         50 SH       DEFINED 8         50         0         0
MCGRAW-HILL COMPANIES INC          COM             580645109     27462     403735 SH       DEFINED 9     403735         0         0
MDC HOLDINGS INC                   COM             552676108     53359     935300 SH       DEFINED 4     931300         0      4000
MDC HOLDINGS INC                   COM             552676108       138       2421 SH       DEFINED 6       2421         0         0
MDC HOLDINGS INC                   COM             552676108       416       7300 SH       DEFINED 8       7300         0         0
MDC HOLDINGS INC                   COM             552676108    150489    2637840 SH       DEFINED A    2637840         0         0
MDC HOLDINGS INC                   COM             552676108       114       2000 SH       DEFINED E          0         0      2000
MDC HOLDINGS INC                   COM             552676108        18        310 SH       DEFINED L        310         0         0
MDS INC                            COM             55269P302     42301    1988751 SH       DEFINED 2    1963151         0     25600
MDS INC                            COM             55269P302     95270    4479068 SH       DEFINED 5    4479068         0         0
MDS INC                            COM             55269P302     16615     781129 SH       DEFINED 8     781129         0         0
MDS INC                            COM             55269P302      6856     322319 SH       DEFINED A     322319         0         0
MDS INC                            COM             55269P302     10044     472195 SH       DEFINED E     171900         0    300295
MDU RESOURCES GROUP INC            COM             552690109       716      27928 SH       DEFINED 9      27928         0         0
MEADWESTVACO CORP                  COM             583334107     48267    1605700 SH       DEFINED 4    1605700         0         0
MEDAREX INC                        COM             583916101      6025     407400 SH       DEFINED 9     407400         0         0
MEDAREX INC                        COM             583916101      5474     370100 SH       DEFINED A     370100         0         0
MEDAREX INC                        COM             583916101       139       9400 SH       DEFINED N       9400         0         0
MEDCO HEALTH SOLUTIONS INC         COM             58405U102      2578      48240 SH       DEFINED 7      48240         0         0
MEDCO HEALTH SOLUTIONS INC         COM             58405U102      9619     179997 SH       DEFINED 9     179997         0         0
MEDICINES CO                       COM             584688105      1028      32410 SH       DEFINED 6      32410         0         0
MEDICINES CO                       COM             584688105        98       3100 SH       DEFINED 9       3100         0         0
MEDICINES CO                       COM             584688105     70240    2214363 SH       DEFINED A    2191063         0     23300
MEDICURE INC                       COM             58469E101       897     636400 SH       DEFINED A     636400         0         0
MEDIMMUNE INC                      COM             584699102      1166      36016 SH       DEFINED 9      36016         0         0
MEDIMMUNE INC                      COM             584699102     31499     973082 SH       DEFINED A     973082         0         0
MEDTRONIC INC                      COM             585055106      1592      29750 SH       DEFINED 4      29750         0         0
MEDTRONIC INC                      COM             585055106       239       4467 SH       DEFINED 6       4467         0         0
MEDTRONIC INC                      COM             585055106      5161      96450 SH       DEFINED 8      96450         0         0
MEDTRONIC INC                      COM             585055106     52041     972542 SH       DEFINED 9     971692       400       450
MEDTRONIC INC                      COM             585055106     42129     787302 SH       DEFINED A     785502         0      1800
MEDTRONIC INC                      COM             585055106       177       3300 SH       DEFINED E          0         0      3300
MEDTRONIC INC                      COM             585055106        13        250 SH       DEFINED L        250         0         0
MELLON FINANCIAL CORP              COM             58551A108      7241     171800 SH       DEFINED 4     171800         0         0
MELLON FINANCIAL CORP              COM             58551A108      1316      31214 SH       DEFINED 9      31214         0         0
MENS WEARHOUSE INC                 COM             587118100     20997     548800 SH       DEFINED 4     543800         0      5000
MENS WEARHOUSE INC                 COM             587118100      5842     152691 SH       DEFINED A     152691         0         0
MENTOR CORP                        COM             587188103      1024      20950 SH       DEFINED A      18750         0      2200
MERCANTILE BANKSHARES CORP         COM             587405101     48987    1046962 SH       DEFINED 4    1046962         0         0
MERCANTILE BANKSHARES CORP         COM             587405101        95       2025 SH       DEFINED 6       2025         0         0
MERCANTILE BANKSHARES CORP         COM             587405101      1148      24525 SH       DEFINED 9      24525         0         0
MERCER INS GROUP INC               COM             587902107       504      25000 SH       DEFINED 4      25000         0         0
MERCER INTERNATIONAL INC           COM             588056101     26247    2211200 SH       DEFINED 4    2194700         0     16500
MERCHANTS GROUP INC                COM             588539106      5040     155800 SH       DEFINED 4     155800         0         0
MERCK & CO INC                     COM             589331107   1210341   27760105 SH       DEFINED 1   27540105         0    220000
MERCK & CO INC                     COM             589331107     46129    1058002 SH       DEFINED 2     860193         0    197809
MERCK & CO INC                     COM             589331107     31311     718140 SH       DEFINED 5     718140         0         0
MERCK & CO INC                     COM             589331107        35        800 SH       DEFINED 6        800         0         0
MERCK & CO INC                     COM             589331107     21800     500000 SH       DEFINED 7     500000         0         0
MERCK & CO INC                     COM             589331107     24498     561885 SH       DEFINED 8     561885         0         0
MERCK & CO INC                     COM             589331107    119846    2748760 SH       DEFINED 9    2747160       600      1000
MERCK & CO INC                     COM             589331107    996075   22845767 SH       DEFINED A   22834267         0     11500
MERCK & CO INC                     COM             589331107      3346      76745 SH       DEFINED C      40250         0     36495
MERCK & CO INC                     COM             589331107      7048     161660 SH       DEFINED D     161660         0         0
MERCK & CO INC                     COM             589331107    143314    3287009 SH       DEFINED E    1257005         0   2030004
MERCK & CO INC                     COM             589331107      8221     188564 SH       DEFINED L     138574         0     49990
MERCK & CO INC                     COM             589331107      1827      41899 SH       DEFINED M      41899         0         0
MERCURY GENERAL CORP               COM             589400100     29904     567119 SH       DEFINED 4     567119         0         0
MERCURY GENERAL CORP               COM             589400100       121       2300 SH       DEFINED 6       2300         0         0
MERIDIAN GOLD INC                  COM             589975101        14        500 SH       DEFINED 9        500         0         0
MERIDIAN GOLD INC                  COM             589975101     44632    1520260 SH       DEFINED A    1520260         0         0
MERITAGE HOMES CORP                COM             59001A102        82       1715 SH       DEFINED 6       1715         0         0
MERITAGE HOMES CORP                COM             59001A102       124       2600 SH       DEFINED 9       2600         0         0
MERITAGE HOMES CORP                COM             59001A102     69086    1447732 SH       DEFINED A    1447732         0         0
MERRILL LYNCH & CO INC             COM             590188108    127590    1370467 SH       DEFINED 1    1370467         0         0
MERRILL LYNCH & CO INC             COM             590188108      1745      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       902       9690 SH       DEFINED 8       9690         0         0
MERRILL LYNCH & CO INC             COM             590188108     15757     169246 SH       DEFINED 9     168846       400         0
MERRILL LYNCH & CO INC             COM             590188108     13189     141670 SH       DEFINED A     141670         0         0
MERRILL LYNCH & CO INC             COM             590188108     60148     646058 SH       DEFINED E      15160         0    630898
MERRILL LYNCH & CO INC             COM             590188108      4881      52431 SH       DEFINED L      40681         0     11750
MERRILL LYNCH & CO INC             COM             590188108      1280      13747 SH       DEFINED M      13747         0         0
MESA AIR GROUP INC                 COM             590479101      3857     450000 SH       DEFINED 4     450000         0         0
MESA AIR GROUP INC                 COM             590479101       593      69250 SH       DEFINED 9      69250         0         0
METAL MANAGEMENT INC               COM             591097209      4668     123320 SH       DEFINED 9     123320         0         0
METALLICA RESOURCES INC            COM             59125J104      2300     500000 SH       DEFINED A     500000         0         0
METHANEX CORP                      COM             59151K108     68270    2140134 SH       DEFINED 8    2034234         0    105900
METHODE ELECTRONICS INC            COM             591520200     15139    1397854 SH       DEFINED 6    1397854         0         0
METLIFE INC                        COM             59156R108     27357     463600 SH       DEFINED 4     463600         0         0
METLIFE INC                        COM             59156R108      2322      39357 SH       DEFINED 9      39357         0         0
METLIFE INC                        COM             59156R108         3         57 SH       DEFINED A         57         0         0
METTLER-TOLEDO INTERNATIONAL INC   COM             592688105     36058     457300 SH       DEFINED 4     452300         0      5000
METTLER-TOLEDO INTERNATIONAL INC   COM             592688105     36457     462353 SH       DEFINED 6     462353         0         0
METTLER-TOLEDO INTERNATIONAL INC   COM             592688105    107428    1362433 SH       DEFINED A    1362433         0         0
MEXICO FUND INC                    COM             592835102     24546     620800 SH       DEFINED 4     620800         0         0
MGIC INVESTMENT CORP               COM             552848103     33696     538785 SH       DEFINED 4     538785         0         0
MGIC INVESTMENT CORP               COM             552848103       238       3800 SH       DEFINED 9       3800         0         0
MGIC INVESTMENT CORP               COM             552848103         2         38 SH       DEFINED A         38         0         0
MICREL INC                         COM             594793101       270      25000 SH       DEFINED 7      25000         0         0
MICROCHIP TECHNOLOGY INC           COM             595017104      4759     145538 SH       DEFINED 6     136353         0      9185
MICROCHIP TECHNOLOGY INC           COM             595017104      1408      43062 SH       DEFINED 8      43062         0         0
MICROCHIP TECHNOLOGY INC           COM             595017104      5486     167770 SH       DEFINED 9     165970       300      1500
MICROCHIP TECHNOLOGY INC           COM             595017104    210096    6424961 SH       DEFINED A    6424961         0         0
MICROS SYSTEMS INC                 COM             594901100     18445     350000 SH       DEFINED A     340900         0      9100
MICROSEMI CORP                     COM             595137100     13999     712404 SH       DEFINED 6     712404         0         0
MICROSEMI CORP                     COM             595137100       501      25500 SH       DEFINED 9      25500         0         0
MICROSEMI CORP                     COM             595137100    168172    8558382 SH       DEFINED A    8523682         0     34700
MICROSEMI CORP                     COM             595137100       177       9000 SH       DEFINED E          0         0      9000
MICROSEMI CORP                     COM             595137100        21       1070 SH       DEFINED L       1070         0         0
MICROSOFT CORP                     COM             594918104   1621888   54316409 SH       DEFINED 1   53976409         0    340000
MICROSOFT CORP                     COM             594918104     37863    1268030 SH       DEFINED 2    1141906         0    126124
MICROSOFT CORP                     COM             594918104      1696      56800 SH       DEFINED 3      56800         0         0
MICROSOFT CORP                     COM             594918104     13322     446150 SH       DEFINED 4     446150         0         0
MICROSOFT CORP                     COM             594918104    511359   17125220 SH       DEFINED 5   17125220         0         0
MICROSOFT CORP                     COM             594918104      7129     238732 SH       DEFINED 6     225163         0     13569
MICROSOFT CORP                     COM             594918104     29860    1000000 SH       DEFINED 7    1000000         0         0
MICROSOFT CORP                     COM             594918104     19509     653355 SH       DEFINED 8     653355         0         0
MICROSOFT CORP                     COM             594918104    109259    3659058 SH       DEFINED 9    3653658      1300      4100
MICROSOFT CORP                     COM             594918104    138230    4629284 SH       DEFINED A    4629284         0         0
MICROSOFT CORP                     COM             594918104      3108     104080 SH       DEFINED C      48700         0     55380
MICROSOFT CORP                     COM             594918104     11836     396370 SH       DEFINED D     396370         0         0
MICROSOFT CORP                     COM             594918104    158524    5308904 SH       DEFINED E    1852618         0   3456286
MICROSOFT CORP                     COM             594918104     10043     336350 SH       DEFINED L     254870         0     81480
MICROSOFT CORP                     COM             594918104      2039      68300 SH       DEFINED M      68300         0         0
MICROTUNE INC                      COM             59514P109      3664     779660 SH       DEFINED 9     779660         0         0
MICROTUNE INC                      COM             59514P109      6231    1325720 SH       DEFINED A    1291000         0     34720
MIDCAP SPDR TRUST                  UNIT SER 1      595635103      4884      33314 SH       DEFINED 9      33314         0         0
MIDLAND CO                         COM             597486109     16151     385000 SH       DEFINED 4     385000         0         0
MILLIPORE CORP                     COM             601073109     14300     214716 SH       DEFINED 2     105650         0    109066
MILLIPORE CORP                     COM             601073109     26640     400000 SH       DEFINED 7     400000         0         0
MILLIPORE CORP                     COM             601073109     11963     179630 SH       DEFINED 8     179630         0         0
MILLIPORE CORP                     COM             601073109       395       5929 SH       DEFINED 9       5929         0         0
MILLIPORE CORP                     COM             601073109     11766     176660 SH       DEFINED E      33700         0    142960
MILLIPORE CORP                     COM             601073109       103       1540 SH       DEFINED         1540         0         0
MINDRAY MEDICAL INTL LTD           SPONSORED ADR   602675100       529      22100 SH       DEFINED A      19700         0      2400
MINDSPEED TECHNOLOGIES INC         COM             602682106       191     100000 SH       DEFINED 7     100000         0         0
MINE SAFETY APPLIANCES CO          COM             602720104     43665    1191400 SH       DEFINED 4    1177400         0     14000
MINERALS TECHNOLOGIES INC          COM             603158106     14677     249645 SH       DEFINED 6     249645         0         0
MINERALS TECHNOLOGIES INC          COM             603158106     15080     256500 SH       DEFINED A     250700         0      5800
MIRAMAR MNG CORP (CAD)             COM             60466E100      1354     255000 SH       DEFINED 8     255000         0         0
MIRAMAR MNG CORP (CAD)             COM             60466E100      7062    1330000 SH       DEFINED A    1330000         0         0
MITSUBISHI UFJ FINANCIAL GROUP INC SPONSORED ADR   606822104      8232     661220 SH       DEFINED 2     661220         0         0
MITSUBISHI UFJ FINANCIAL GROUP INC SPONSORED ADR   606822104     15515    1246166 SH       DEFINED 6    1246166         0         0
MITSUBISHI UFJ FINANCIAL GROUP INC SPONSORED ADR   606822104        50       4000 SH       DEFINED 9       4000         0         0
MITTAL STEEL COMPANY N.V           NY REG SH CL A  60684P101      1420      33677 SH       DEFINED 9      33677         0         0
MITTAL STEEL COMPANY N.V           NY REG SH CL A  60684P101         9        223 SH       DEFINED A        223         0         0
MOBILE TELESYSTEMS OJSC            SPONSORED ADR   607409109    272330    5425980 SH       DEFINED 1    5218388         0    207592
MOBILE TELESYSTEMS OJSC            SPONSORED ADR   607409109     33695     671350 SH       DEFINED 2     671350         0         0
MOBILE TELESYSTEMS OJSC            SPONSORED ADR   607409109       293       5840 SH       DEFINED 8       5840         0         0
MOBILE TELESYSTEMS OJSC            SPONSORED ADR   607409109        50       1000 SH       DEFINED 9       1000         0         0
MOBILE TELESYSTEMS OJSC            SPONSORED ADR   607409109    145326    2895510 SH       DEFINED C    2833710         0     61800
MOLECULAR DEVICES CORP             COM             60851C107     12872     610893 SH       DEFINED 6     610893         0         0
MOLECULAR DEVICES CORP             COM             60851C107     20065     952300 SH       DEFINED A     929600         0     22700
MOLEX INC                          COM             608554101      4633     146483 SH       DEFINED 7     146483         0         0
MOLEX INC                          COM             608554101       382      12072 SH       DEFINED 9      12072         0         0
MOLEX INC                          COM             608554200      4058     146483 SH       DEFINED 7     146483         0         0
MOLEX INC                          COM             608554200       158       5718 SH       DEFINED 9       5718         0         0
MOLINA HEALTHCARE INC              COM             60855R100      9694     298190 SH       DEFINED 6     298190         0         0
MOLINA HEALTHCARE INC              COM             60855R100       616      18935 SH       DEFINED A      17035         0      1900
MOMENTA PHARMACEUTICALS INC        COM             60877T100      1312      83400 SH       DEFINED A      83400         0         0
MONACO COACH CORP                  COM             60886R103     30921    2183700 SH       DEFINED 4    2160200         0     23500
MONSANTO CO                        COM             61166W101     70916    1350000 SH       DEFINED 4    1350000         0         0
MONSANTO CO                        COM             61166W101      1101      20960 SH       DEFINED 9      20960         0         0
MONTPELIER RE HOLDINGS LTD         COM             G62185106     44932    2414400 SH       DEFINED 4    2383400         0     31000
MONTPELIER RE HOLDINGS LTD         COM             G62185106     46912    2520783 SH       DEFINED 5    2520783         0         0
MONTPELIER RE HOLDINGS LTD         COM             G62185106       114       6100 SH       DEFINED 9       6100         0         0
MOODY'S CORP                       COM             615369105        72       1049 SH       DEFINED 6       1049         0         0
MOODY'S CORP                       COM             615369105     33701     488000 SH       DEFINED 7     488000         0         0
MOODY'S CORP                       COM             615369105        29        426 SH       DEFINED 8        426         0         0
MOODY'S CORP                       COM             615369105      2750      39823 SH       DEFINED 9      39823         0         0
MOODY'S CORP                       COM             615369105     41402     599504 SH       DEFINED A     599504         0         0
MORGAN STANLEY                     COM             617446448      2952      36249 SH       DEFINED 1      36249         0         0
MORGAN STANLEY                     COM             617446448     13811     169604 SH       DEFINED 2      70042         0     99562
MORGAN STANLEY                     COM             617446448      5057      62100 SH       DEFINED 4      62100         0         0
MORGAN STANLEY                     COM             617446448      7325      89953 SH       DEFINED 6      85466         0      4487
MORGAN STANLEY                     COM             617446448      2168      26625 SH       DEFINED 8      26625         0         0
MORGAN STANLEY                     COM             617446448     30432     373723 SH       DEFINED 9     373148         0       575
MORGAN STANLEY                     COM             617446448     44837     550621 SH       DEFINED A     550621         0         0
MORGAN STANLEY                     COM             617446448      1860      22844 SH       DEFINED C      13760         0      9084
MORGAN STANLEY                     COM             617446448      7078      86917 SH       DEFINED D      86917         0         0
MORGAN STANLEY                     COM             617446448     72253     887308 SH       DEFINED E     147558         0    739750
MORGAN STANLEY                     COM             617446448      3866      47479 SH       DEFINED L      34469         0     13010
MORGAN STANLEY                     COM             617446448      1120      13749 SH       DEFINED M      13749         0         0
MORTGAGEIT HLDGS INC               COM             61915Q108     36902    2501800 SH       DEFINED A    2501800         0         0
MORTGAGEIT HLDGS INC               COM             61915Q108        54       3689 SH       DEFINED 6       3689         0         0
MOSYS INC.                         COM             619718109        93      10000 SH       DEFINED 9      10000         0         0
MOTOROLA INC                       COM             620076109      6502     316228 SH       DEFINED 9     316228         0         0
MOTOROLA INC                       COM             620076109      9771     475265 SH       DEFINED A     475265         0         0
MOVE INC                           COM             62458M108      5379     976230 SH       DEFINED 9     976230         0         0
MUELLER INDUSTRIES INC             COM             624756102     63584    2005800 SH       DEFINED 4    1989800         0     16000
MUELLER INDUSTRIES INC             COM             624756102       321      10125 SH       DEFINED 9      10125         0         0
MUELLER INDUSTRIES INC             COM             624756102         7        229 SH       DEFINED A        229         0         0
MURPHY OIL CORP                    COM             626717102       925      18190 SH       DEFINED 6      18190         0         0
MURPHY OIL CORP                    COM             626717102       768      15108 SH       DEFINED 9      15108         0         0
MURPHY OIL CORP                    COM             626717102     13842     272211 SH       DEFINED A     272211         0         0
MWI VETERINARY SUPPLY INC          COM             55402X105      6447     199595 SH       DEFINED A     196195         0      3400
MYLAN LABORATORIES INC             COM             628530107       661      33125 SH       DEFINED 8      33125         0         0
MYLAN LABORATORIES INC             COM             628530107       355      17795 SH       DEFINED 9      17795         0         0
MYLAN LABORATORIES INC             COM             628530107         3        174 SH       DEFINED A        174         0         0
MYLAN LABORATORIES INC             COM             628530107        62       3103 SH       DEFINED E       3103         0         0
MYRIAD GENETICS INC                COM             62855J104       783      25000 SH       DEFINED 6      25000         0         0
MYRIAD GENETICS INC                COM             62855J104     42843    1368800 SH       DEFINED A    1341700         0     27100
NABORS INDUSTRIES LTD              COM             G6359F103         0         16 SH       DEFINED 6         16         0         0
NABORS INDUSTRIES LTD              COM             G6359F103       235       7890 SH       DEFINED 8       7890         0         0
NABORS INDUSTRIES LTD              COM             G6359F103      4578     153740 SH       DEFINED 9     153740         0         0
NABORS INDUSTRIES LTD              COM             G6359F103     14478     486170 SH       DEFINED A     486170         0         0
NABORS INDUSTRIES LTD              COM             G6359F103        68       2300 SH       DEFINED E          0         0      2300
NABORS INDUSTRIES LTD              COM             G6359F103        11        380 SH       DEFINED L        380         0         0
NACCO INDUSTRIES INC               COM             629579103     44639     326784 SH       DEFINED 5     326784         0         0
NASDAQ 100 INDEX                   UNIT SER 1      631100104      3321      76890 SH       DEFINED 9      36890         0     40000
NASDAQ STOCK MARKET INC            COM             631103108       688      22341 SH       SOLE           22341         0         0
NASHUA CORP                        COM             631226107      4000     477930 SH       DEFINED 4     477930         0         0
NATIONAL AUSTRALIA BANK LTD        CAP UTS EXCHBL  632525309      1736      33715 SH       DEFINED 9      33715         0         0
NATIONAL AUSTRALIA BANK LTD        SPONSORED ADR   632525408     25189     158172 SH       DEFINED 6     158172         0         0
NATIONAL AUSTRALIA BANK LTD        SPONSORED ADR   632525408        32        200 SH       DEFINED 9        200         0         0
NATIONAL BANK OF GREECE SA         SPONSORED ADR   633643408      1953     210020 SH       DEFINED 9     210020         0         0
NATIONAL CITY CORP                 COM             635405103      1260      34470 SH       DEFINED 9      34470         0         0
NATIONAL FINANCIAL PARTNERS CORP   COM             63607P208     16105     366276 SH       DEFINED 6     366276         0         0
NATIONAL FINANCIAL PARTNERS CORP   COM             63607P208      6446     146600 SH       DEFINED 9     146600         0         0
NATIONAL FINANCIAL PARTNERS CORP   COM             63607P208     12993     295500 SH       DEFINED A     287600         0      7900
NATIONAL FINANCIAL PARTNERS CORP   COM             63607P208       132       3000 SH       DEFINED N       3000         0         0
NATIONAL GRID PLC                  SPONSORED ADR   636274300      1054      14516 SH       DEFINED 8      14516         0         0
NATIONAL INSTRUMENTS CORP          COM             636518102      9882     362791 SH       DEFINED 6     362791         0         0
NATIONAL INSTRUMENTS CORP          COM             636518102     17484     641852 SH       DEFINED A     624652         0     17200
NATIONAL OILWELL VARCO INC         COM             637071101     44879     733551 SH       DEFINED 1     733551         0         0
NATIONAL OILWELL VARCO INC         COM             637071101      4202      68685 SH       DEFINED 9      68685         0         0
NATIONAL OILWELL VARCO INC         COM             637071101    116348    1901733 SH       DEFINED A    1901733         0         0
NATIONAL RV HOLDINGS INC           COM             637277104      1089     295000 SH       DEFINED 4     295000         0         0
NATIONAL WESTERN LIFE INSURANCE CO COM             638522102     34521     150000 SH       DEFINED 4     150000         0         0
NATIONWIDE FINANCIAL SERVICES INC  COM             638612101    149723    2762419 SH       DEFINED 5    2762419         0         0
NATIONWIDE FINANCIAL SERVICES INC  COM             638612101        62       1152 SH       DEFINED 9       1152         0         0
NATIONWIDE FINANCIAL SERVICES INC  COM             638612101        13        235 SH       DEFINED A        235         0         0
NATIONWIDE HEALTH PROPERTIES INC   COM             638620104      3016      99800 SH       DEFINED 9      99800         0         0
NATIONWIDE HEALTH PROPERTIES INC   COM             638620104      2146      71000 SH       DEFINED D      71000         0         0
NATIONWIDE HEALTH PROPERTIES INC   COM             638620104       698      23100 SH       DEFINED M      23100         0         0
NATIONWIDE HEALTH PROPERTIES INC   COM             638620104      5219     172700 SH       DEFINED N     172700         0         0
NAVTEQ CORP                        COM             63936L100     27957     799460 SH       DEFINED 1     799460         0         0
NAVTEQ CORP                        COM             63936L100      8987     256990 SH       DEFINED 9     256290       700         0
NAVTEQ CORP                        COM             63936L100      2284      65300 SH       DEFINED A      65300         0         0
NAVTEQ CORP                        COM             63936L100      4585     131100 SH       DEFINED E          0         0    131100
NAVTEQ CORP                        COM             63936L100       210       6000 SH       DEFINED         6000         0         0
NAVTEQ CORP                        COM             63936L100       629      18000 SH       DEFINED M      18000         0         0
NBTY INC                           COM             628782104      2109      50725 SH       DEFINED 4      50300         0       425
NBTY INC                           COM             628782104       100       2400 SH       DEFINED 9       2400         0         0
NEC CORP                           SPONSORED ADR   629050204        71      14815 SH       DEFINED 2      14815         0         0
NEKTAR THERAPEUTIC                 COM             640268108      3343     219800 SH       DEFINED A     219800         0         0
NETFLIX COM INC                    COM             64110L106      1544      59700 SH       DEFINED 9      59700         0         0
NETGEAR INC                        COM             64111Q104        36       1362 SH       DEFINED 6       1362         0         0
NETGEAR INC                        COM             64111Q104        14        547 SH       DEFINED 8        547         0         0
NETGEAR INC                        COM             64111Q104     28610    1089900 SH       DEFINED A    1080600         0      9300
NETLIST INC                        COM             64118P109      4760     489700 SH       DEFINED 9     489700         0         0
NETLOGIC MICROSYSTEMS INC          COM             64118B100     29046    1339120 SH       DEFINED A    1310420         0     28700
NETWORK APPLIANCE INC              COM             64120L104      1463      37238 SH       DEFINED 6      37238         0         0
NETWORK APPLIANCE INC              COM             64120L104        42       1058 SH       DEFINED 8       1058         0         0
NETWORK APPLIANCE INC              COM             64120L104        24        600 SH       DEFINED 9        600         0         0
NETWORK APPLIANCE INC              COM             64120L104    143387    3650377 SH       DEFINED A    3650377         0         0
NEUSTAR INC                        COM             64126X201      1337      41227 SH       DEFINED 6      41227         0         0
NEUSTAR INC                        COM             64126X201     82256    2535634 SH       DEFINED A    2535634         0         0
NEVSUN RESOURCES LTD               COM             64156L101      2236     877000 SH       DEFINED A     877000         0         0
NEW AMER HIGH INCOME FD INC        COM             641876107        23      10126 SH       DEFINED 9      10126         0         0
NEW IRELAND FUND INC               COM             645673104      4968     135000 SH       DEFINED 4     135000         0         0
NEW JERSEY RESOURCES CORP          COM             646025106       294       6050 SH       DEFINED 9       6050         0         0
NEW YORK TIMES CO                  COM             650111107      4217     173100 SH       DEFINED 9     173100         0         0
NEWCASTLE INVESTMENT CORP          COM             65105M108        49       1580 SH       DEFINED 6       1580         0         0
NEWCASTLE INVESTMENT CORP          COM             65105M108     54813    1750100 SH       DEFINED A    1750100         0         0
NEWELL RUBBERMAID INC              COM             651229106       297      10270 SH       DEFINED 9      10270         0         0
NEWFIELD EXPLORATION COMPANY       COM             651290108      1842      40092 SH       DEFINED 6      40092         0         0
NEWFIELD EXPLORATION COMPANY       COM             651290108        28        614 SH       DEFINED 8        614         0         0
NEWFIELD EXPLORATION COMPANY       COM             651290108       308       6700 SH       DEFINED 9       6700         0         0
NEWFIELD EXPLORATION COMPANY       COM             651290108    171598    3734448 SH       DEFINED A    3734448         0         0
NEWMONT MINING CORP                COM             651639106     29923     662750 SH       DEFINED 5     662750         0         0
NEWMONT MINING CORP                COM             651639106         2         35 SH       DEFINED 8         35         0         0
NEWMONT MINING CORP                COM             651639106      1877      41576 SH       DEFINED 9      41076       500         0
NEWMONT MINING CORP                COM             651639106     32540     720714 SH       DEFINED A     720714         0         0
NEWS CORP INC                      COM             65248E104   1506548   70137243 SH       DEFINED 1   69637243         0    500000
NEWS CORP INC                      COM             65248E104    112748    5248980 SH       DEFINED 2    4351010         0    897970
NEWS CORP INC                      COM             65248E104    727423   33865138 SH       DEFINED 5   33865138         0         0
NEWS CORP INC                      COM             65248E104     21349     993880 SH       DEFINED 8     993880         0         0
NEWS CORP INC                      COM             65248E104      9783     455462 SH       DEFINED 9     455462         0         0
NEWS CORP INC                      COM             65248E104      3662     170470 SH       DEFINED A     170470         0         0
NEWS CORP INC                      COM             65248E104      3153     146785 SH       DEFINED C      61330         0     85455
NEWS CORP INC                      COM             65248E104    108978    5073481 SH       DEFINED E    2344358         0   2729123
NEWS CORP INC                      COM             65248E104       101       4690 SH       DEFINED         4690         0         0
NEWS CORP INC                      COM             65248E104      9707     451896 SH       DEFINED L     342526         0    109370
NEWS CORP INC                      COM             65248E104      1969      91674 SH       DEFINED M      91674         0         0
NEWS CORP INC                      COM             65248E203      4082     183386 SH       DEFINED 1     183386         0         0
NEWS CORP INC                      COM             65248E203       288      12925 SH       DEFINED 2      12925         0         0
NEWS CORP INC                      COM             65248E203     11976     538027 SH       DEFINED 9     538027         0         0
NEWS CORP INC                      COM             65248E203      9116     409530 SH       DEFINED D     409530         0         0
NEWSTAR FINANCIAL INC              COM             65251F105     10203     553000 SH       DEFINED A     537900         0     15100
NEXEN INC                          COM             65334H102    267957    4173782 SH       DEFINED 8    3875982         0    297800
NIGHTHAWK RADIOLOGY HOLDINGS INC   COM             65411N105      5805     227656 SH       DEFINED 9     227656         0         0
NIGHTHAWK RADIOLOGY HOLDINGS INC   COM             65411N105      1091      42800 SH       DEFINED A      38300         0      4500
NII HOLDINGS INC                   COM             62913F201      1962      30444 SH       DEFINED 6      30444         0         0
NII HOLDINGS INC                   COM             62913F201        57        880 SH       DEFINED 8        880         0         0
NII HOLDINGS INC                   COM             62913F201      2332      36185 SH       DEFINED 9      36185         0         0
NII HOLDINGS INC                   COM             62913F201    289600    4494110 SH       DEFINED A    4494110         0         0
NIKE INC                           COM             654106103      4120      41600 SH       DEFINED 4      41600         0         0
NIKE INC                           COM             654106103      5065      51150 SH       DEFINED 8      51150         0         0
NIKE INC                           COM             654106103     13046     131737 SH       DEFINED 9     131737         0         0
NIPPON TELEGRAPH & TELEPHONE CORP  SPONSORED ADR   654624105       483      19490 SH       DEFINED 1      19490         0         0
NIPPON TELEGRAPH & TELEPHONE CORP  SPONSORED ADR   654624105      5172     208645 SH       DEFINED 6     208645         0         0
NIPPON TELEGRAPH & TELEPHONE CORP  SPONSORED ADR   654624105       307      12383 SH       DEFINED 8      12383         0         0
NIPPON TELEGRAPH & TELEPHONE CORP  SPONSORED ADR   654624105       347      14000 SH       DEFINED 9      14000         0         0
NIPPON TELEGRAPH & TELEPHONE CORP  SPONSORED ADR   654624105       515      20770 SH       DEFINED D      20770         0         0
NISOURCE INC                       COM             65473P105       360      14953 SH       DEFINED 9      14953         0         0
NISOURCE INC                       COM             65473P105    151348    6280000 SH       DEFINED A    6280000         0         0
NOBLE CORP                         COM             G65422100     33607     441320 SH       DEFINED 1     441320         0         0
NOBLE CORP                         COM             G65422100       166       2176 SH       DEFINED 8       2176         0         0
NOBLE CORP                         COM             G65422100       712       9344 SH       DEFINED 9       9344         0         0
NOBLE CORP                         COM             G65422100      4005      52600 SH       DEFINED A      52600         0         0
NOBLE ENERGY INC                   COM             655044105       407       8300 SH       DEFINED 9       8300         0         0
NOBLE ENERGY INC                   COM             655044105      6870     140000 SH       DEFINED A     140000         0         0
NOKIA CORP                         SPONSORED ADR   654902204      1967      96778 SH       DEFINED 6      86345         0     10433
NOKIA CORP                         SPONSORED ADR   654902204       669      32925 SH       DEFINED 8      32925         0         0
NOKIA CORP                         SPONSORED ADR   654902204     11942     587678 SH       DEFINED 9     587678         0         0
NOKIA CORP                         SPONSORED ADR   654902204     80147    3944262 SH       DEFINED A    3944262         0         0
NOKIA CORP                         SPONSORED ADR   654902204       191       9400 SH       DEFINED E          0         0      9400
NOKIA CORP                         SPONSORED ADR   654902204        32       1560 SH       DEFINED L       1560         0         0
NOMURA HOLDINGS INC                SPONSORED ADR   65535H208     19268    1017317 SH       DEFINED 6    1017317         0         0
NOMURA HOLDINGS INC                SPONSORED ADR   65535H208       532      28109 SH       DEFINED 9      26510         0      1599
NORDSON CORP                       COM             655663102     58413    1172240 SH       DEFINED 4    1167240         0      5000
NORDSON CORP                       COM             655663102       161       3228 SH       DEFINED 6       3228         0         0
NORDSON CORP                       COM             655663102        13        267 SH       DEFINED A        267         0         0
NORDSTROM INC                      COM             655664100      3668      74342 SH       DEFINED 9      74342         0         0
NORFOLK SOUTHERN CORP              COM             655844108     68324    1358600 SH       DEFINED 4    1358600         0         0
NORFOLK SOUTHERN CORP              COM             655844108      7336     145871 SH       DEFINED 9     145871         0         0
NORFOLK SOUTHERN CORP              COM             655844108         1         15 SH       DEFINED A         15         0         0
NORSK HYDRO ASA                    SPONSORED ADR   656531605      1527      49800 SH       DEFINED 9      49800         0         0
NORTEL NETWORKS CORP               NOTE 4.250% 9/0 656568AB8    556337  574266000 PRN      DEFINED A  571566000         0   2700000
NORTH AMERICAN ENERGY PARTNERS     COM             656844107      3093     190000 SH       DEFINED A     190000         0         0
NORTH EUROPEAN OIL ROYALTY TRUST   COM             659310106       224       6000 SH       DEFINED 9       6000         0         0
NORTHEAST UTILITIES                COM             664397106     48283    1714600 SH       DEFINED 4    1714600         0         0
NORTHEAST UTILITIES                COM             664397106        96       3400 SH       DEFINED 9       3400         0         0
NORTHEAST UTILITIES                COM             664397106     50688    1800000 SH       DEFINED A    1800000         0         0
NORTHERN ORION RES INC             COM             665575106      2379     650000 SH       DEFINED A     650000         0         0
NORTHERN TRUST CORP                COM             665859104       260       4281 SH       DEFINED 9       4281         0         0
NORTHERN TRUST CORP                COM             665859104         5         77 SH       DEFINED A         77         0         0
NORTHROP GRUMMAN CORP              COM             666807102     67700    1000000 SH       DEFINED 7    1000000         0         0
NORTHROP GRUMMAN CORP              COM             666807102      9387     138650 SH       DEFINED 9     138650         0         0
NORTHSTAR NEUROSCIENCE INC         COM             66704V101       808      56200 SH       DEFINED A      50400         0      5800
NORTHWEST PIPE COMPANY             COM             667746101     11195     333000 SH       DEFINED 4     333000         0         0
NORTHWESTERN CORP                  *W EXP 99/99/999668074115      1217     106864 SH       DEFINED 5     106864         0         0
NORTHWESTERN CORP                  COM             668074305     74036    2092606 SH       DEFINED 5    2092606         0         0
NOVAGOLD RES INC                   COM             66987E206      3432     200000 SH       DEFINED A     200000         0         0
NOVARTIS AG                        SPONSORED ADR   66987V109      5481      95420 SH       DEFINED 2      95420         0         0
NOVARTIS AG                        SPONSORED ADR   66987V109      5537      96395 SH       DEFINED 8      96395         0         0
NOVARTIS AG                        SPONSORED ADR   66987V109      3830      66680 SH       DEFINED 9      66680         0         0
NOVELIS INC                        COM             67000X106     17088     524318 SH       DEFINED 8     524318         0         0
NOVELIS INC                        COM             67000X106        69       2257 SH       DEFINED 9       2257         0         0
NSTAR                              COM             67019E107       463      13480 SH       DEFINED 9      13480         0         0
NSTAR                              COM             67019E107      1299      37800 SH       DEFINED A      37800         0         0
NTL INC                            COM             62941W101    754719   29901710 SH       DEFINED 5   29901710         0         0
NTL INC                            COM             62941W101      1284      50873 SH       DEFINED A      50873         0         0
NUANCE COMMUNICATIONS INC          COM             67020Y100      1647     143700 SH       DEFINED 6     143700         0         0
NUANCE COMMUNICATIONS INC          COM             67020Y100      6657     580850 SH       DEFINED 9     580850         0         0
NUANCE COMMUNICATIONS INC          COM             67020Y100     91467    7981385 SH       DEFINED A    7928387         0     52998
NUANCE COMMUNICATIONS INC          COM             67020Y100       214      18700 SH       DEFINED N      18700         0         0
NUCOR CORP                         COM             670346105    242553    4437482 SH       DEFINED 4    4437482         0         0
NUCOR CORP                         COM             670346105        98       1800 SH       DEFINED 6       1800         0         0
NUCOR CORP                         COM             670346105     12960     237104 SH       DEFINED 9     237104         0         0
NUCOR CORP                         COM             670346105        14        247 SH       DEFINED A        247         0         0
NUVEEN INSURED N Y TAX FREE ADVANT COM             670656107       553      38600 SH       DEFINED 9      38600         0         0
NUVEEN INVESTMENTS INC             COM             67090F106      1431      27579 SH       DEFINED 6      27579         0         0
NUVEEN INVESTMENTS INC             COM             67090F106        41        788 SH       DEFINED 8        788         0         0
NUVEEN INVESTMENTS INC             COM             67090F106    134946    2601127 SH       DEFINED A    2601127         0         0
NUVEEN PREMIUM INCOME MUNICIPAL FU COM             6706K4105       320      25000 SH       DEFINED 9      25000         0         0
NVIDIA CORP                        COM             67066G104        79       2142 SH       DEFINED 6       2142         0         0
NVIDIA CORP                        COM             67066G104        30        813 SH       DEFINED 8        813         0         0
NVIDIA CORP                        COM             67066G104     52297    1413040 SH       DEFINED A    1413040         0         0
NVR INC                            COM             62944T105      1166       1808 SH       DEFINED 6       1808         0         0
NVR INC                            COM             62944T105    105232     163150 SH       DEFINED A     163150         0         0
NYMEX HOLDINGS INC                 COM             62948N104      1017       8200 SH       DEFINED A       8200         0         0
NYSE GROUP INC                     COM             62949W103      7967      81963 SH       DEFINED 9      81963         0         0
O'REILLY AUTOMOTIVE INC            COM             686091109       500      15600 SH       DEFINED 9      15600         0         0
OAKLEY INC                         COM             673662102       277      13833 SH       DEFINED 9      13833         0         0
OCCIDENTAL PETROLEUM CORP          COM             674599105      6084     124600 SH       DEFINED 4     124600         0         0
OCCIDENTAL PETROLEUM CORP          COM             674599105       645      13206 SH       DEFINED 9      13206         0         0
OCCIDENTAL PETROLEUM CORP          COM             674599105     13741     281400 SH       DEFINED A     281400         0         0
OFFICE DEPOT INC                   COM             676220106        20        520 SH       DEFINED A        520         0         0
OFFICE DEPOT INC                   COM             676220106      7014     183759 SH       DEFINED E          0         0    183759
OFFICEMAX INCORPRATED              COM             67622P101      6311     127100 SH       DEFINED 2     127100         0         0
OFFICEMAX INCORPRATED              COM             67622P101       124       2500 SH       DEFINED 8       2500         0         0
OFFICEMAX INCORPRATED              COM             67622P101       303       6100 SH       DEFINED 9       6100         0         0
OFFICEMAX INCORPRATED              COM             67622P101     11214     225863 SH       DEFINED E          0         0    225863
OGE ENERGY CORP                    COM             670837103       240       6000 SH       DEFINED 9       6000         0         0
OIL STATES INTERNATIONAL INC       COM             678026105     21368     663000 SH       DEFINED 3     663000         0         0
OIL STATES INTERNATIONAL INC       COM             678026105     23554     730800 SH       DEFINED 4     721800         0      9000
OIL STATES INTERNATIONAL INC       COM             678026105      3223     100000 SH       DEFINED A     100000         0         0
OLD REPUBLIC INTERNATIONAL CORP    COM             680223104    267561   11493183 SH       DEFINED 4   11493183         0         0
OLD REPUBLIC INTERNATIONAL CORP    COM             680223104    380562   16347149 SH       DEFINED 5   16347149         0         0
OLD REPUBLIC INTERNATIONAL CORP    COM             680223104      1855      79698 SH       DEFINED 6      72054         0      7644
OLD REPUBLIC INTERNATIONAL CORP    COM             680223104        26       1100 SH       DEFINED 9       1100         0         0
OLD REPUBLIC INTERNATIONAL CORP    COM             680223104     21067     904938 SH       DEFINED A     904938         0         0
OMEGA HEALTHCARE INVESTORS INC     COM             681936100       159       9000 SH       DEFINED 9       9000         0         0
OMEGA HEALTHCARE INVESTORS INC     COM             681936100      1866     105300 SH       DEFINED D     105300         0         0
OMEGA HEALTHCARE INVESTORS INC     COM             681936100      3259     183900 SH       DEFINED N     183900         0         0
OMEGA PROTEIN CORP                 COM             68210P107      7730    1000000 SH       DEFINED 5    1000000         0         0
OMI CORP                           COM             Y6476W104     20613     973700 SH       DEFINED 4     963700         0     10000
OMNICARE INC                       COM             681904108         3         80 SH       DEFINED 6         80         0         0
OMNICARE INC                       COM             681904108       424      10980 SH       DEFINED 8      10980         0         0
OMNICARE INC                       COM             681904108     16508     427328 SH       DEFINED A     420228         0      7100
OMNICARE INC                       COM             681904108       147       3800 SH       DEFINED E          0         0      3800
OMNICARE INC                       COM             681904108        19        490 SH       DEFINED L        490         0         0
OMNICARE INC                       DBCV 3.250%12/1 681904AL2     13960   16000000 PRN      DEFINED A   16000000         0         0
OMNICOM GROUP INC                  COM             681919106      3329      31847 SH       DEFINED 9      31847         0         0
OMNICOM GROUP INC                  COM             681919106         1         12 SH       DEFINED A         12         0         0
ONEBEACON INSURANCE GROUP LTD      COM             G67742109        28       1000 SH       DEFINED 9       1000         0         0
ONEBEACON INSURANCE GROUP LTD      COM             G67742109     24721     882900 SH       DEFINED A     882900         0         0
ONEOK INC                          COM             682680103       129       3000 SH       DEFINED 9       3000         0         0
ONEOK INC                          COM             682680103     85033    1972000 SH       DEFINED A    1972000         0         0
ONYX PHARMACEUTICALS INC           COM             683399109        40       3750 SH       DEFINED 9       3750         0         0
ONYX PHARMACEUTICALS INC           COM             683399109     20013    1891550 SH       DEFINED A    1891550         0         0
OPEN TEXT CORP                     COM             683715106     41751    1745455 SH       DEFINED 2    1725755         0     19700
OPEN TEXT CORP                     COM             683715106     29854    1248088 SH       DEFINED 8    1248088         0         0
OPEN TEXT CORP                     COM             683715106      6991     292256 SH       DEFINED A     292256         0         0
OPEN TEXT CORP                     COM             683715106       234       9800 SH       DEFINED D       9800         0         0
OPEN TEXT CORP                     COM             683715106      6269     262100 SH       DEFINED E     262100         0         0
OPTION CARE INC                    COM             683948103      8935     627012 SH       DEFINED 6     627012         0         0
OPTIONSXPRESS HOLDINGS INC         COM             684010101      1170      51581 SH       DEFINED 6      51581         0         0
OPTIONSXPRESS HOLDINGS INC         COM             684010101      6590     290423 SH       DEFINED 9     290423         0         0
OPTIONSXPRESS HOLDINGS INC         COM             684010101     66831    2945381 SH       DEFINED A    2928481         0     16900
ORACLE CORP                        COM             68389X105    824510   48104430 SH       DEFINED 1   47741600         0    362830
ORACLE CORP                        COM             68389X105     18805    1097150 SH       DEFINED 2     964270         0    132880
ORACLE CORP                        COM             68389X105      1258      73391 SH       DEFINED 6      73391         0         0
ORACLE CORP                        COM             68389X105      8570     500000 SH       DEFINED 7     500000         0         0
ORACLE CORP                        COM             68389X105       478      27888 SH       DEFINED 8      27888         0         0
ORACLE CORP                        COM             68389X105      8188     477684 SH       DEFINED 9     477684         0         0
ORACLE CORP                        COM             68389X105     43503    2538089 SH       DEFINED A    2538089         0         0
ORACLE CORP                        COM             68389X105      5901     344310 SH       DEFINED D     344310         0         0
ORACLE CORP                        COM             68389X105     20659    1205311 SH       DEFINED E     264211         0    941100
ORACLE CORP                        COM             68389X105      4942     288340 SH       DEFINED L     195560         0     92780
ORACLE CORP                        COM             68389X105       739      43100 SH       DEFINED M      43100         0         0
ORBOTECH LTD                       COM             M75253100     17936     705050 SH       DEFINED 2     692850         0     12200
ORIENT EXPRESS HOTELS LTD          COM             G67743107     96678    2043060 SH       DEFINED A    2023660         0     19400
ORIENTAL FINANCIAL GROUP INC       COM             68618W100      8766     676918 SH       DEFINED 6     676918         0         0
OSHKOSH TRUCK CORP                 COM             688239201     47926     989800 SH       DEFINED 4     989800         0         0
OSHKOSH TRUCK CORP                 COM             688239201       468       9660 SH       DEFINED 9       9660         0         0
OSHKOSH TRUCK CORP                 COM             688239201     18017     372090 SH       DEFINED A     372090         0         0
OUTDOOR CHANNEL HOLDINGS INC       COM             690027206      3302     257400 SH       DEFINED A     257400         0         0
OVERSEAS SHIPHOLDING GROUP INC     COM             690368105     73787    1310600 SH       DEFINED 4    1305100         0      5500
OVERSEAS SHIPHOLDING GROUP INC     COM             690368105        17        302 SH       DEFINED A        302         0         0
OWENS CORNING INC                  COM             690742101     87233    2917491 SH       DEFINED 5    2917491         0         0
OWENS CORNING INC                  COM             690742101     69398    2320988 SH CALL  DEFINED 5
OWENS CORNING INC                  COM             690742101       608      20334 SH PUT   DEFINED 5          0         0         0
OWENS & MINOR INC                  COM             690732102     13898     444453 SH       DEFINED 6     444453         0         0
PACER INTERNATIONAL INC            COM             69373H106     24110     809873 SH       DEFINED 6     809873         0         0
PACIFIC CAPITAL BANCORP            COM             69404P101       239       7124 SH       DEFINED 9       7124         0         0
PACIFICARE HEALTH SYSTEMS INC      DBCV 3.000%10/1 695112AG7      7701    2000000 PRN      DEFINED A    2000000         0         0
PALL CORP                          COM             696429307     17275     500000 SH       DEFINED 7     500000         0         0
PALL CORP                          COM             696429307       705      20415 SH       DEFINED 9      20415         0         0
PAN AMERICAN SILVER CORP           COM             697900108      7647     260100 SH       DEFINED 8     260100         0         0
PANACOS PHARMACEUTICALS INC        COM             69811Q106         0          9 SH       DEFINED 9          9         0         0
PANACOS PHARMACEUTICALS INC        COM             69811Q106      3257     812100 SH       DEFINED A     800500         0     11600
PANERA BREAD CO                    COM             69840W108      1249      22343 SH       DEFINED 6      22343         0         0
PANERA BREAD CO                    COM             69840W108        95       1700 SH       DEFINED 9       1700         0         0
PANERA BREAD CO                    COM             69840W108     75979    1358950 SH       DEFINED A    1350150         0      8800
PAR PHARMACEUTICAL COMPANIES INC   COM             69888P106     11516     514818 SH       DEFINED 6     514818         0         0
PARALLEL PETROLEUM CORP            COM             699157103      2108     120000 SH       DEFINED A     120000         0         0
PARAMETRIC TECHNOLOGY CORP         COM             699173209        30       1654 SH       DEFINED 6       1654         0         0
PARAMETRIC TECHNOLOGY CORP         COM             699173209      1725      95700 SH       DEFINED 9      94800         0       900
PAREXEL INTERNATIONAL CORP         COM             699462107     18938     653700 SH       DEFINED A     634200         0     19500
PARKWAY PROPERTIES INC             COM             70159Q104        20        390 SH       DEFINED 6        390         0         0
PARKWAY PROPERTIES INC             COM             70159Q104     24485     480000 SH       DEFINED A     480000         0         0
PARTNERRE LTD                      COM             G6852T105       321       4525 SH       DEFINED 9       4525         0         0
PATHMARK STORES INC                *W EXP 09/19/20170322A119         8      30000 SH       DEFINED 9      30000         0         0
PATRIOT CAPITAL FUNDING INC        COM             70335Y104      1808     124800 SH       DEFINED 5     124800         0         0
PATTERSON COS INC                  COM             703395103      2875      80950 SH       DEFINED 9      80950         0         0
PATTERSON UTI ENERGY INC           COM             703481101       270      11607 SH       DEFINED 9      11607         0         0
PAYCHEX INC                        COM             704326107      1726      43641 SH       DEFINED 6      39109         0      4532
PAYCHEX INC                        COM             704326107        44       1103 SH       DEFINED 8       1103         0         0
PAYCHEX INC                        COM             704326107     18554     469246 SH       DEFINED 9     468547         0       699
PAYCHEX INC                        COM             704326107    123094    3113144 SH       DEFINED A    3113144         0         0
PAYCHEX INC                        COM             704326107        67       1700 SH       DEFINED E          0         0      1700
PAYCHEX INC                        COM             704326107        11        280 SH       DEFINED L        280         0         0
PDL BIOPHARMA INC                  COM             69329Y104      2729     135513 SH       DEFINED 6     135513         0         0
PDL BIOPHARMA INC                  COM             69329Y104     59195    2939180 SH       DEFINED A    2933580         0      5600
PDL BIOPHARMA INC                  COM             69329Y104        64       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     14368   12550000 PRN      DEFINED A   12550000         0         0
PEABODY ENERGY CORP                COM             704549104     79094    1957300 SH       DEFINED 4    1954600         0      2700
PEABODY ENERGY CORP                COM             704549104         2         40 SH       DEFINED 6         40         0         0
PEABODY ENERGY CORP                COM             704549104       500      12380 SH       DEFINED 8      12380         0         0
PEABODY ENERGY CORP                COM             704549104     12897     319160 SH       DEFINED 9     318110         0      1050
PEABODY ENERGY CORP                COM             704549104     55490    1373165 SH       DEFINED A    1373165         0         0
PEABODY ENERGY CORP                COM             704549104       170       4200 SH       DEFINED E          0         0      4200
PEABODY ENERGY CORP                COM             704549104        32        790 SH       DEFINED L        790         0         0
PENGROWTH ENERGY TRUST             TR UNIT NEW     706902509       240      12030 SH       DEFINED 8      12030         0         0
PENGROWTH ENERGY TRUST             TR UNIT NEW     706902509         9        500 SH       DEFINED 9        500         0         0
PENN NATIONAL GAMING INC           COM             707569109     30408     730600 SH       DEFINED A     710000         0     20600
PENN VIRGINIA CORP                 COM             707882106       210       3000 SH       DEFINED 9       3000         0         0
PENN VIRGINIA RESOURCES PARTNERS L COM             707884102       224       8600 SH       DEFINED 9       8600         0         0
PENN WEST ENERGY TRUST             TR UNIT         707885109     44773    1258725 SH       DEFINED 8    1258725         0         0
PENN WEST ENERGY TRUST             COM             707885109        55       1800 SH       DEFINED 9       1800         0         0
PENNEY JC CO INC                   COM             708160106      2729      35271 SH       DEFINED 9      34271      1000         0
PENNEY JC CO INC                   COM             708160106         6         83 SH       DEFINED A         83         0         0
PENTAIR INC                        COM             709631105       367      11700 SH       DEFINED 9      11700         0         0
PENWEST PHARMACEUTICALS CO         COM             709754105       831      50000 SH       DEFINED 6      50000         0         0
PENWEST PHARMACEUTICALS CO         COM             709754105     19777    1189936 SH       DEFINED A    1166736         0     23200
PEOPLES BANCORP INC                COM             709789101     28502     959647 SH       DEFINED 4     953647         0      6000
PEOPLES BANCORP INC                COM             709789101        36       1200 SH       DEFINED 6       1200         0         0
PEPCO HOLDINGS INC                 COM             713291102       100       3856 SH       DEFINED 9       3856         0         0
PEPCO HOLDINGS INC                 COM             713291102     74800    2875800 SH       DEFINED A    2875800         0         0
PEPSIAMERICAS INC                  COM             71343P200       474      22600 SH       DEFINED 9      22600         0         0
PEPSICO INC                        COM             713448108      2002      32000 SH       DEFINED 4      32000         0         0
PEPSICO INC                        COM             713448108        91       1458 SH       DEFINED 6       1458         0         0
PEPSICO INC                        COM             713448108      6750     107913 SH       DEFINED 8     107913         0         0
PEPSICO INC                        COM             713448108     78724    1258581 SH       DEFINED 9    1257481       500       600
PEPSICO INC                        COM             713448108     63404    1013657 SH       DEFINED A    1013657         0         0
PEPSICO INC                        COM             713448108       113       1800 SH       DEFINED E          0         0      1800
PERFORMANCE FOOD GROUP CO          COM             713755106      5652     204482 SH       DEFINED 6     204482         0         0
PERFORMANCE FOOD GROUP CO          COM             713755106        11        399 SH       DEFINED A        399         0         0
PERKINELMER INC                    COM             714046109       399      17968 SH       DEFINED 9      17968         0         0
PETRO-CANADA                       COM             71644E102    275697    5773760 SH       DEFINED 8    5352500         0    421260
PETROCHINA CO LTD                  SPONSORED ADR   71646E100      8615      61194 SH       DEFINED 9      61194         0         0
PETROHAWK ENERGY CORP              COM             716495106      3883     337663 SH       DEFINED 9     337663         0         0
PETROHAWK ENERGY CORP              COM             716495106       124      10780 SH       DEFINED N      10780         0         0
PETROLEO BRASILEIRO SA (PETROBRAS) SPONSORED ADR   71654V101      2067      22280 SH       DEFINED 2      22280         0         0
PETROLEO BRASILEIRO SA (PETROBRAS) SPONSORED ADR   71654V101        25        270 SH       DEFINED 9        270         0         0
PETROLEO BRASILEIRO SA (PETROBRAS) SPONSORED ADR   71654V101      1855      20000 SH       DEFINED A      20000         0         0
PETROLEO BRASILEIRO SA (PETROBRAS) SPONSORED ADR   71654V101    833185    8982154 SH       DEFINED C    8573641         0    408513
PETROLEO BRASILEIRO SA (PETROBRAS) SPONSORED ADR   71654V408       185       1800 SH       DEFINED 9       1800         0         0
PETROLEO BRASILEIRO SA (PETROBRAS) SPONSORED ADR   71654V408      4429      43000 SH       DEFINED A      43000         0         0
PETROLEUM & RESOURCES CORP         COM             716549100      5019     150000 SH       DEFINED 4     150000         0         0
PETSMART INC                       COM             716768106      1005      34834 SH       DEFINED 6      34834         0         0
PETSMART INC                       COM             716768106        20        694 SH       DEFINED 8        694         0         0
PETSMART INC                       COM             716768106     17176     595158 SH       DEFINED 9     594758       400         0
PETSMART INC                       COM             716768106     69514    2408670 SH       DEFINED A    2408670         0         0
PFIZER INC                         COM             717081103   1022274   39470035 SH       DEFINED 1   39200035         0    270000
PFIZER INC                         COM             717081103     65853    2542591 SH       DEFINED 2    1821608         0    720983
PFIZER INC                         COM             717081103     28187    1088300 SH       DEFINED 3    1088300         0         0
PFIZER INC                         COM             717081103    186375    7195930 SH       DEFINED 4    7195930         0         0
PFIZER INC                         COM             717081103    642246   24797145 SH       DEFINED 5   24797145         0         0
PFIZER INC                         COM             717081103      6908     266718 SH       DEFINED 6     249901         0     16817
PFIZER INC                         COM             717081103     51800    2000000 SH       DEFINED 7    2000000         0         0
PFIZER INC                         COM             717081103     52949    2044356 SH       DEFINED 8    2044356         0         0
PFIZER INC                         COM             717081103     76115    2938788 SH       DEFINED 9    2936388         0      2400
PFIZER INC                         COM             717081103       130       5000 SH CALL  DEFINED 9
PFIZER INC                         COM             717081103   1559991   60231327 SH       DEFINED A   60004147         0    227180
PFIZER INC                         COM             717081103      3311     127826 SH       DEFINED C      61630         0     66196
PFIZER INC                         COM             717081103     10274     396676 SH       DEFINED D     396676         0         0
PFIZER INC                         COM             717081103    133620    5159078 SH       DEFINED E    1971993         0   3187085
PFIZER INC                         COM             717081103       209       8060 SH       DEFINED         8060         0         0
PFIZER INC                         COM             717081103      9355     361209 SH       DEFINED L     276529         0     84680
PFIZER INC                         COM             717081103       663      25611 SH       DEFINED M      25611         0         0
PG&E CORP                          COM             69331C108        17        362 SH       DEFINED 9        362         0         0
PG&E CORP                          COM             69331C108    719867   15209522 SH       DEFINED A   15198022         0     11500
PHARMACEUTICAL PRODUCT DEVELOPMENT COM             717124101     11709     363400 SH       DEFINED 4     361900         0      1500
PHARMACEUTICAL PRODUCT DEVELOPMENT COM             717124101     13608     422331 SH       DEFINED 6     422331         0         0
PHARMACEUTICAL PRODUCT DEVELOPMENT COM             717124101       132       4100 SH       DEFINED 9       4100         0         0
PHARMACEUTICAL PRODUCT DEVELOPMENT COM             717124101     89042    2763562 SH       DEFINED A    2750462         0     13100
PHARMION CORP                      COM             71715B409       772      30000 SH       DEFINED 6      30000         0         0
PHARMION CORP                      COM             71715B409      5521     214500 SH       DEFINED A     214500         0         0
PHELPS DODGE CORP                  COM             717265102    229265    1915010 SH       DEFINED 5    1915010         0         0
PHELPS DODGE CORP                  COM             717265102      1373      11470 SH       DEFINED 9      11470         0         0
PHELPS DODGE CORP                  COM             717265102       239       1993 SH       DEFINED A       1993         0         0
PHI INC.                           COM             69336T106      3075      95100 SH       DEFINED 4      95100         0         0
PHI INC.                           COM             69336T205     17887     546499 SH       DEFINED 4     546499         0         0
PHI INC.                           COM             69336T205      5364     163900 SH       DEFINED 9     163900         0         0
PHI INC.                           COM             69336T205      2618      80000 SH       DEFINED A      80000         0         0
PHILIPPINE LONG DISTANCE TELEPHONE SPONSORED ADR   718252604       632      12351 SH       DEFINED 1      11909         0       442
PHILIPPINE LONG DISTANCE TELEPHONE SPONSORED ADR   718252604      8367     163651 SH       DEFINED 2     163651         0         0
PHILIPPINE LONG DISTANCE TELEPHONE SPONSORED ADR   718252604     13155     257289 SH       DEFINED 8     257289         0         0
PHILLIPS VAN HEUSEN CORP           COM             718592108       622      12403 SH       DEFINED A      12403         0         0
PIER 1 IMPORTS INC                 COM             720279108     12507    2102070 SH       DEFINED 2    2102070         0         0
PIER 1 IMPORTS INC                 COM             720279108      9327    1567500 SH       DEFINED 4    1555500         0     12000
PIER 1 IMPORTS INC                 COM             720279108     21064    3540250 SH       DEFINED 8    3540250         0         0
PIER 1 IMPORTS INC                 COM             720279108       156      26160 SH       DEFINED D      26160         0         0
PIER 1 IMPORTS INC                 COM             720279108      3083     518130 SH       DEFINED E     518130         0         0
PINNACLE WEST CAPITAL CORP         COM             723484101       106       2100 SH       DEFINED 9       2100         0         0
PINNACLE WEST CAPITAL CORP         COM             723484101    336724    6642800 SH       DEFINED A    6631100         0     11700
PIONEER DRILLING CO                COM             723655106      2125     160000 SH       DEFINED A     160000         0         0
PIONEER NATURAL RESOURCES CO       COM             723787107      3854      97100 SH       DEFINED 4      97100         0         0
PIONEER NATURAL RESOURCES CO       COM             723787107        79       2000 SH       DEFINED 9       2000         0         0
PITNEY BOWES INC                   COM             724479100     82657    1789490 SH       DEFINED 1    1789490         0         0
PITNEY BOWES INC                   COM             724479100      1764      38180 SH       DEFINED 2      38180         0         0
PITNEY BOWES INC                   COM             724479100      2168      46941 SH       DEFINED 6      41225         0      5716
PITNEY BOWES INC                   COM             724479100      1916      41485 SH       DEFINED 9      41485         0         0
PITNEY BOWES INC                   COM             724479100     26767     579500 SH       DEFINED A     579500         0         0
PITNEY BOWES INC                   COM             724479100     62955    1362958 SH       DEFINED E     343588         0   1019370
PITNEY BOWES INC                   COM             724479100      3990      86380 SH       DEFINED L      67150         0     19230
PITNEY BOWES INC                   COM             724479100       745      16120 SH       DEFINED M      16120         0         0
PLACER SIERRA BANCSHARES           COM             726079106      2481     104380 SH       DEFINED 5     104380         0         0
PLATINUM UNDERWRITER HLDGS LTD     COM             G7127P100      4184     135230 SH       DEFINED E     135230         0         0
PLUM CREEK TIMBER CO INC           COM             729251108     62129    1559069 SH       DEFINED 3    1559069         0         0
PLUM CREEK TIMBER CO INC           COM             729251108     10121     253967 SH       DEFINED 9     253967         0         0
PMC-SIERRA INC                     NOTE 2.250%10/1 69344FAD8     10141    9500000 PRN      DEFINED A    9500000         0         0
PMI GROUP INC                      COM             69344M101     68618    1454700 SH       DEFINED 4    1453200         0      1500
PMI GROUP INC                      COM             69344M101      7361     156060 SH       DEFINED A     156060         0         0
PNC FINANCIAL SERVICES GROUP       COM             693475105      6632      89576 SH       DEFINED 9      89576         0         0
PNM RESOURCES INC                  COM             69349H107     57949    1863300 SH       DEFINED 4    1863300         0         0
PNM RESOURCES INC                  COM             69349H107       257       8250 SH       DEFINED 9       8250         0         0
POGO PRODUCING CO                  COM             730448107    121782    2514087 SH       DEFINED 5    2514087         0         0
POGO PRODUCING CO                  COM             730448107       814      16800 SH       DEFINED 9      16800         0         0
POGO PRODUCING CO                  COM             730448107         2         37 SH       DEFINED A         37         0         0
POLYONE CORP                       COM             73179P106     10313    1375000 SH       DEFINED 4    1375000         0         0
POLYONE CORP                       COM             73179P106         1         75 SH       DEFINED A         75         0         0
PORTUGAL TELECOM SGPS SA           SPONSORED ADR   737273102        93       7162 SH       DEFINED 2          0         0      7162
PORTUGAL TELECOM SGPS SA           SPONSORED ADR   737273102     23501    1816176 SH       DEFINED 6    1816176         0         0
POSCO                              SPONSORED ADR   693483109     39834     481841 SH       DEFINED 2     364631         0    117210
POSCO                              SPONSORED ADR   693483109      2100      25400 SH       DEFINED 9      25400         0         0
POSCO                              SPONSORED ADR   693483109       412       4979 SH       DEFINED C       4979         0         0
POTASH CORP OF SASKATCHEWAN INC    COM             73755L107       114        680 SH       DEFINED 8        680         0         0
POTASH CORP OF SASKATCHEWAN INC    COM             73755L107       287       2000 SH       DEFINED 9       2000         0         0
POTLATCH CORP                      COM             737630103    248316    5666731 SH       DEFINED 5    5666731         0         0
POWELL INDUSTRIES INC              COM             739128106      8495     269100 SH       DEFINED 4     266100         0      3000
POWER INTEGRATIONS INC             COM             739276103     22318     951719 SH       DEFINED 6     951719         0         0
POWER INTEGRATIONS INC             COM             739276103     37140    1583800 SH       DEFINED A    1545400         0     38400
POWER INTEGRATIONS INC             COM             739276103        12        530 SH       DEFINED L        530         0         0
POZEN INC                          COM             73941U102      1274      75000 SH       DEFINED 6      75000         0         0
POZEN INC                          COM             73941U102      4213     247990 SH       DEFINED 9     247990         0         0
POZEN INC                          COM             73941U102      9762     574599 SH       DEFINED A     565599         0      9000
PPG INDUSTRIES INC                 COM             693506107        10        150 SH       DEFINED 8        150         0         0
PPG INDUSTRIES INC                 COM             693506107      2369      36895 SH       DEFINED 9      36895         0         0
PPL CORP                           COM             69351T106       437      12197 SH       DEFINED 9      12197         0         0
PPL CORP                           COM             69351T106    229376    6400000 SH       DEFINED A    6400000         0         0
PRAXAIR INC                        COM             74005P104    208983    3522378 SH       DEFINED 4    3522378         0         0
PRAXAIR INC                        COM             74005P104       197       3322 SH       DEFINED 6       3322         0         0
PRAXAIR INC                        COM             74005P104        35        593 SH       DEFINED 8        593         0         0
PRAXAIR INC                        COM             74005P104     14700     247768 SH       DEFINED 9     247243         0       525
PRAXAIR INC                        COM             74005P104     36429     614000 SH       DEFINED A     614000         0         0
PRECISION CASTPARTS CORP           COM             740189105      3196      40832 SH       DEFINED 6      40832         0         0
PRECISION CASTPARTS CORP           COM             740189105        46        586 SH       DEFINED 8        586         0         0
PRECISION CASTPARTS CORP           COM             740189105    197868    2527695 SH       DEFINED A    2527695         0         0
PRECISION DRILLING TRUST           COM             740215108      1391      51532 SH       DEFINED 2      45272         0      6260
PRECISION DRILLING TRUST           COM             740215108      1548      57348 SH       DEFINED 8      57348         0         0
PRECISION DRILLING TRUST           COM             740215108         5        200 SH       DEFINED 9        200         0         0
PREMIUM STANDARD FARMS INC         COM             74060C105     36819    1982700 SH       DEFINED 4    1982700         0         0
PRESIDENTIAL LIFE CORP             COM             740884101     11133     507200 SH       DEFINED 4     507200         0         0
PRINCIPAL FINANCIAL GROUP          COM             74251V102     13208     225000 SH       DEFINED 4     225000         0         0
PRINCIPAL FINANCIAL GROUP          COM             74251V102        32        550 SH       DEFINED 9        550         0         0
PRINTRONIX INC                     COM             742578107      1612     130000 SH       DEFINED 4     130000         0         0
PROCTER & GAMBLE CO                COM             742718109    198935    3095300 SH       DEFINED 4    3095300         0         0
PROCTER & GAMBLE CO                COM             742718109       493       7664 SH       DEFINED 6       7664         0         0
PROCTER & GAMBLE CO                COM             742718109     27781     432250 SH       DEFINED 8     432250         0         0
PROCTER & GAMBLE CO                COM             742718109     96041    1494329 SH       DEFINED 9    1493539         0       790
PROCTER & GAMBLE CO                COM             742718109     88595    1378480 SH       DEFINED A    1378480         0         0
PROCTER & GAMBLE CO                COM             742718109       264       4100 SH       DEFINED E          0         0      4100
PROCTER & GAMBLE CO                COM             742718109        39        610 SH       DEFINED L        610         0         0
PROGRESS ENERGY INC                COM             743263105      3558      72486 SH       DEFINED 9      72486         0         0
PROGRESS ENERGY INC                COM             743263105    554594   11299800 SH       DEFINED A   11274800         0     25000
PROGRESSIVE CORP                   COM             743315103       433      17888 SH       DEFINED 9      17888         0         0
PROLIANCE INTERNATIONAL INC        COM             74340R104      3789     823800 SH       DEFINED 4     823800         0         0
PROLOGIS                           COM             743410102       102       1683 SH       DEFINED 6       1683         0         0
PROLOGIS                           COM             743410102      1962      32281 SH       DEFINED 9      32281         0         0
PROLOGIS                           COM             743410102     86168    1417934 SH       DEFINED A    1417934         0         0
PROSPERITY BANCSHARES INC          COM             743606105      5274     152837 SH       DEFINED 5     152837         0         0
PROTECTIVE LIFE CORP               COM             743674103     13476     283700 SH       DEFINED 4     280700         0      3000
PROTECTIVE LIFE CORP               COM             743674103        43        900 SH       DEFINED 9        900         0         0
PROVIDENCE & WORCESTER RAILROAD CO COM             743737108      3998     205000 SH       DEFINED 4     205000         0         0
PROVIDENCE SERVICE CORP            COM             743815102       206       8200 SH       DEFINED 9       8200         0         0
PROVIDIAN FINANCIAL CORP           NOTE 4.000% 5/1 74406AAC6     13826    9000000 PRN      DEFINED A    9000000         0         0
PRUDENTIAL FINANCIAL INC           COM             744320102    124497    1450000 SH       DEFINED 4    1450000         0         0
PRUDENTIAL FINANCIAL INC           COM             744320102    248031    2888779 SH       DEFINED 5    2888779         0         0
PRUDENTIAL FINANCIAL INC           COM             744320102      2599      30273 SH       DEFINED 9      30273         0         0
PRUDENTIAL FINANCIAL INC           COM             744320102         4         49 SH       DEFINED A         49         0         0
PS BUSINESS PARKS INC              COM             69360J107        85       1205 SH       DEFINED 6       1205         0         0
PS BUSINESS PARKS INC              COM             69360J107     56073     793000 SH       DEFINED A     793000         0         0
PSS WORLD MEDICAL INC              COM             69366A100      1615      82700 SH       DEFINED A      74200         0      8500
PSYCHIATRIC SOLUTIONS INC          COM             74439H108      6634     176800 SH       DEFINED 9     176800         0         0
PSYCHIATRIC SOLUTIONS INC          COM             74439H108     25025     666990 SH       DEFINED A     651390         0     15600
PUBLIC SERVICE ENTERPRISE GROUP IN COM             744573106      2482      37398 SH       DEFINED 6      33057         0      4341
PUBLIC SERVICE ENTERPRISE GROUP IN COM             744573106      2260      34050 SH       DEFINED 8      34050         0         0
PUBLIC SERVICE ENTERPRISE GROUP IN COM             744573106      8069     121552 SH       DEFINED 9     121506         0        46
PUBLIC SERVICE ENTERPRISE GROUP IN COM             744573106   1489669   22441533 SH       DEFINED A   22387833         0     53700
PUBLIC SERVICE ENTERPRISE GROUP IN COM             744573106       259       3900 SH       DEFINED E          0         0      3900
PUBLIC SERVICE ENTERPRISE GROUP IN COM             744573106        25        370 SH       DEFINED L        370         0         0
PUBLIC STORAGE INC                 COM             74460D109        86        887 SH       DEFINED 6        887         0         0
PUBLIC STORAGE INC                 COM             74460D109      2015      20662 SH       DEFINED 9      20662         0         0
PUBLIC STORAGE INC                 COM             74460D109     62956     645700 SH       DEFINED A     645700         0         0
PUGET ENERGY INC                   COM             745310102        25       1000 SH       DEFINED 9       1000         0         0
PUGET ENERGY INC                   COM             745310102    281275   11091300 SH       DEFINED A   11091300         0         0
PULTE HOMES INC                    COM             745867101     86407    2608900 SH       DEFINED 4    2608900         0         0
PULTE HOMES INC                    COM             745867101        63       1915 SH       DEFINED 6       1915         0         0
PUTNAM MUNICIPAL OPPORTUNITIES TRU COM             746922103       362      30000 SH       DEFINED 9      30000         0         0
QLOGIC CORP                        COM             747277101      3310     151004 SH       DEFINED 9     151004         0         0
QLOGIC CORP                        COM             747277101      3473     158440 SH       DEFINED A     158440         0         0
QUALCOMM INC                       COM             747525103        87       2314 SH       DEFINED 6       2314         0         0
QUALCOMM INC                       COM             747525103       531      14047 SH       DEFINED 8      14047         0         0
QUALCOMM INC                       COM             747525103     52133    1379539 SH       DEFINED 9    1377491      1500       548
QUALCOMM INC                       COM             747525103    105203    2783879 SH       DEFINED A    2783879         0         0
QUALCOMM INC                       COM             747525103       121       3200 SH       DEFINED E          0         0      3200
QUALCOMM INC                       COM             747525103       227       6000 SH       DEFINED         6000         0         0
QUALCOMM INC                       COM             747525103        21        550 SH       DEFINED L        550         0         0
QUALCOMM INC                       COM             747525103       567      15000 SH       DEFINED M      15000         0         0
QUANTA SERVICES INC                COM             74762E102     23604    1200000 SH       DEFINED 4    1200000         0         0
QUEBECOR WORLD INC                 COM             748203106     58117    4304933 SH       DEFINED 1    4154933         0    150000
QUEBECOR WORLD INC                 COM             748203106     52747    3907191 SH       DEFINED 2    3907191         0         0
QUEBECOR WORLD INC                 COM             748203106      9460     700766 SH       DEFINED 6     700766         0         0
QUEBECOR WORLD INC                 COM             748203106     41018    3038396 SH       DEFINED 8    3038396         0         0
QUEBECOR WORLD INC                 COM             748203106      4443     329124 SH       DEFINED A     329124         0         0
QUEBECOR WORLD INC                 COM             748203106      4785     354473 SH       DEFINED D     354473         0         0
QUEBECOR WORLD INC                 COM             748203106      9284     687732 SH       DEFINED E     472300         0    215432
QUEENSTAKE RES LTD YUKON           COM             748314101        11      59916 SH       DEFINED 9      59916         0         0
QUEENSTAKE RES LTD YUKON           COM             748314101      1398    6500000 SH       DEFINED A    6500000         0         0
QUEST CAPITAL CORP                 COM             74835U109       278      92500 SH       DEFINED 8      92500         0         0
QUEST DIAGNOSTICS INC              COM             74834L100     26500     500000 SH       DEFINED 7     500000         0         0
QUEST DIAGNOSTICS INC              COM             74834L100     18445     348016 SH       DEFINED 9     347166       800        50
QUEST DIAGNOSTICS INC              COM             74834L100         5         90 SH       DEFINED A         90         0         0
QUEST SOFTWARE INC                 COM             74834T103     18685    1275452 SH       DEFINED 6    1275452         0         0
QUEST SOFTWARE INC                 COM             74834T103     23763    1622046 SH       DEFINED A    1578646         0     43400
QUESTAR CORP                       COM             748356102      2198      26463 SH       DEFINED 9      26463         0         0
R & G FINANCIAL CORP               COM             749136107       163      21255 SH       DEFINED A      21255         0         0
R R DONNELLEY & SONS CO            COM             257867101    182697    5140600 SH       DEFINED 1    5140600         0         0
R R DONNELLEY & SONS CO            COM             257867101      3711     104410 SH       DEFINED 2      45646         0     58764
R R DONNELLEY & SONS CO            COM             257867101      6404     180200 SH       DEFINED 4     180200         0         0
R R DONNELLEY & SONS CO            COM             257867101      8657     243595 SH       DEFINED 8     243595         0         0
R R DONNELLEY & SONS CO            COM             257867101       371      10437 SH       DEFINED 9      10437         0         0
R R DONNELLEY & SONS CO            COM             257867101     26097     734300 SH       DEFINED A     734300         0         0
R R DONNELLEY & SONS CO            COM             257867101     11558     325216 SH       DEFINED E      86620         0    238596
R.H. DONNELLEY CORP                COM             74955W307       496       7911 SH       DEFINED 9       7911         0         0
RACKABLE SYSTEMS INC               COM             750077109        50       1628 SH       DEFINED 6       1628         0         0
RACKABLE SYSTEMS INC               COM             750077109      4670     150780 SH       DEFINED 9     150780         0         0
RACKABLE SYSTEMS INC               COM             750077109     61258    1977990 SH       DEFINED A    1956190         0     21800
RADIAN GROUP INC                   COM             750236101     46282     858500 SH       DEFINED 4     858500         0         0
RADIAN GROUP INC                   COM             750236101        17        321 SH       DEFINED A        321         0         0
RADIOSHACK CORP                    COM             750438103         1         49 SH       DEFINED 6         49         0         0
RADIOSHACK CORP                    COM             750438103       287      17130 SH       DEFINED 8      17130         0         0
RADIOSHACK CORP                    COM             750438103      1031      61450 SH       DEFINED 9      61450         0         0
RADIOSHACK CORP                    COM             750438103      7364     438880 SH       DEFINED A     438880         0         0
RADIOSHACK CORP                    COM             750438103       168      10000 SH       DEFINED M      10000         0         0
RAIT FINANCIAL TRUST               COM             749227104        14        400 SH       DEFINED 9        400         0         0
RAIT FINANCIAL TRUST               COM             749227104     37163    1077799 SH       DEFINED A    1077799         0         0
RAMCO-GERSHENSON PPTYS TR          COM             751452202        40       1060 SH       DEFINED 6       1060         0         0
RAMCO-GERSHENSON PPTYS TR          COM             751452202        46       1200 SH       DEFINED 9       1200         0         0
RAMCO-GERSHENSON PPTYS TR          COM             751452202     14070     368900 SH       DEFINED A     368900         0         0
RANDGOLD RESOURCES LTD             SPONSORED ADR   752344309     49913    2127600 SH       DEFINED A    2127600         0         0
RAYTHEON CO                        *W EXP 06/16/201755111119       996      55585 SH       DEFINED 1      55585         0         0
RAYTHEON CO                        *W EXP 06/16/201755111119        18        977 SH       DEFINED 2        977         0         0
RAYTHEON CO                        *W EXP 06/16/201755111119        10        542 SH       DEFINED 9        542         0         0
RAYTHEON CO                        COM             755111507    472174    8942687 SH       DEFINED 1    8852687         0     90000
RAYTHEON CO                        COM             755111507      5783     109520 SH       DEFINED 2     109520         0         0
RAYTHEON CO                        COM             755111507      6378     120787 SH       DEFINED 6     113512         0      7275
RAYTHEON CO                        COM             755111507     31680     600000 SH       DEFINED 7     600000         0         0
RAYTHEON CO                        COM             755111507      2686      50877 SH       DEFINED 8      50877         0         0
RAYTHEON CO                        COM             755111507      5783     109527 SH       DEFINED 9     109029         0       498
RAYTHEON CO                        COM             755111507     27356     518100 SH       DEFINED A     518100         0         0
RAYTHEON CO                        COM             755111507     17209     325934 SH       DEFINED E     102850         0    223084
RC2 CORP                           COM             749388104     12866     292400 SH       DEFINED 2     292400         0         0
RC2 CORP                           COM             749388104       137       3120 SH       DEFINED D       3120         0         0
REALNETWORKS INC                   COM             75605L104       156      14262 SH       DEFINED 9      14262         0         0
REALNETWORKS INC                   COM             75605L104        12       1107 SH       DEFINED A       1107         0         0
REALOGY CORP                       COM             75605E100    108815    3588872 SH       DEFINED 5    3588872         0         0
REALOGY CORP                       COM             75605E100     12935     426610 SH       DEFINED A     426610         0         0
RECKSON ASSOCIATES REALTY CORP     COM             75621K106     87680    1922800 SH       DEFINED 5    1922800         0         0
RECKSON ASSOCIATES REALTY CORP     COM             75621K106        91       2000 SH       DEFINED 9       2000         0         0
RED LION HOTELS CORP               COM             756764106      7244     568600 SH       DEFINED A     553100         0     15500
REDWOOD TRUST INC                  COM             758075402        18        310 SH       DEFINED 6        310         0         0
REDWOOD TRUST INC                  COM             758075402     21182     364700 SH       DEFINED A     364700         0         0
REED ELSEVIER NV                   SPONSORED ADR   758204101     25540     748961 SH       DEFINED 6     748961         0         0
REED ELSEVIER NV                   SPONSORED ADR   758204101       745      21860 SH       DEFINED 8      21860         0         0
REGAL ENTERTAINMENT GROUP          COM             758766109      6694     314000 SH       DEFINED 9     312000         0      2000
REGENCY CENTERS CORP               COM             758849103        58        740 SH       DEFINED 6        740         0         0
REGENCY CENTERS CORP               COM             758849103      1509      19300 SH       DEFINED 9      19300         0         0
REGENCY CENTERS CORP               COM             758849103     36740     470000 SH       DEFINED A     470000         0         0
REGIONS FINANCIAL CORP             COM             7591EP100      1369      36593 SH       DEFINED 9      35293         0      1300
REGIS CORP                         COM             758932107     57167    1445800 SH       DEFINED 4    1431300         0     14500
REHABCARE GROUP INC                COM             759148109      9115     613796 SH       DEFINED 6     613796         0         0
REHABCARE GROUP INC                COM             759148109      5486     369400 SH       DEFINED A     360100         0      9300
RELIANCE STEEL & ALUMINUM CO       COM             759509102    121235    3078600 SH       DEFINED 4    3067600         0     11000
RELIANT ENERGY INC                 COM             75952B105     68077    4790770 SH       DEFINED 1    4790770         0         0
RELIANT ENERGY INC                 COM             75952B105        55       3871 SH       DEFINED 9       3871         0         0
RENAISSANCE HOLDINGS LTD           COM             G7496G103       404       6725 SH       DEFINED 9       6725         0         0
REPSOL YPF SA                      SPONSORED ADR   76026T205     31191     904089 SH       DEFINED 2     622819         0    281270
REPSOL YPF SA                      SPONSORED ADR   76026T205     20747     601366 SH       DEFINED 6     601366         0         0
REPSOL YPF SA                      SPONSORED ADR   76026T205       265       7675 SH       DEFINED 9       7675         0         0
REPUBLIC AIRWAYS HOLDINGS INC      COM             760276105     12719     758002 SH       DEFINED A     737202         0     20800
REPUBLIC SERVICES INC              COM             760759100    130438    3207232 SH       DEFINED 5    3207232         0         0
REPUBLIC SERVICES INC              COM             760759100       262       6450 SH       DEFINED 9       6450         0         0
RESEARCH IN MOTION LTD             COM             760975102    148028     993478 SH       DEFINED 8     924978         0     68500
RESEARCH IN MOTION LTD             COM             760975102        24        185 SH       DEFINED 9        185         0         0
RESEARCH IN MOTION LTD             COM             760975102      5578      43650 SH       DEFINED A      43650         0         0
RESMED INC                         COM             761152107        76       1542 SH       DEFINED 6       1542         0         0
RESMED INC                         COM             761152107        30        606 SH       DEFINED 8        606         0         0
RESMED INC                         COM             761152107     22666     460500 SH       DEFINED A     460500         0         0
REUTERS GROUP PLC                  SPONSORED ADR   76132M102       758      14504 SH       DEFINED 9      14504         0         0
REVLON INC                         COM             761525500        21      16666 SH       DEFINED 9      16666         0         0
REYNOLDS AMERICAN INC              COM             761713106    586182    8953443 SH       DEFINED 5    8953443         0         0
REYNOLDS AMERICAN INC              COM             761713106       501       7650 SH       DEFINED 9       7650         0         0
REYNOLDS AMERICAN INC              COM             761713106         4         54 SH       DEFINED A         54         0         0
RIGHTNOW TECHNOLOGIES INC          COM             76657R106     11653     676729 SH       DEFINED 6     676729         0         0
RIGHTNOW TECHNOLOGIES INC          COM             76657R106     14906     865600 SH       DEFINED A     837900         0     27700
RIO NARCEA GOLD MINES LTD          COM             766909105      9471    3300000 SH       DEFINED A    3300000         0         0
RIO TINTO PLC                      SPONSORED ADR   767204100     11140      52427 SH       DEFINED 9      52427         0         0
RLI CORPORATION                    COM             749607107    108103    1916036 SH       DEFINED 4    1911036         0      5000
RLI CORPORATION                    COM             749607107        96       1700 SH       DEFINED 6       1700         0         0
RLI CORPORATION                    COM             749607107         8        137 SH       DEFINED A        137         0         0
ROBERT HALF INTL INC               COM             770323103      1416      38136 SH       DEFINED 6      38136         0         0
ROBERT HALF INTL INC               COM             770323103     11136     300000 SH       DEFINED 7     300000         0         0
ROBERT HALF INTL INC               COM             770323103        22        583 SH       DEFINED 8        583         0         0
ROBERT HALF INTL INC               COM             770323103       748      20150 SH       DEFINED 9      20150         0         0
ROBERT HALF INTL INC               COM             770323103    111676    3008504 SH       DEFINED A    3008504         0         0
ROCKFORD CORP                      COM             77316P101      1432     575000 SH       DEFINED 4     575000         0         0
ROCKWELL AUTOMATION INC            COM             773903109       454       7435 SH       DEFINED 9       7435         0         0
ROCKWELL AUTOMATION INC            COM             773903109      9256     151544 SH       DEFINED A     151544         0         0
ROCKWELL COLLINS INC               COM             774341101      1480      23392 SH       DEFINED 6      23392         0         0
ROCKWELL COLLINS INC               COM             774341101      6329     100000 SH       DEFINED 7     100000         0         0
ROCKWELL COLLINS INC               COM             774341101        23        364 SH       DEFINED 8        364         0         0
ROCKWELL COLLINS INC               COM             774341101       641      10135 SH       DEFINED 9      10135         0         0
ROCKWELL COLLINS INC               COM             774341101    101527    1604160 SH       DEFINED A    1604160         0         0
ROGERS COMMUNICATIONS INC          COM             775109200     88176    2541090 SH       DEFINED 8    2362490         0    178600
ROGERS COMMUNICATIONS INC          COM             775109200        30        500 SH       DEFINED 9        500         0         0
ROGERS COMMUNICATIONS INC          COM             775109200     46244    1330100 SH       DEFINED A    1330100         0         0
ROHM & HAAS CO                     COM             775371107      1267      24783 SH       DEFINED 9      24783         0         0
ROPER INDUSTRIES INC               COM             776696106    271270    5399474 SH       DEFINED 4    5396474         0      3000
ROPER INDUSTRIES INC               COM             776696106       131       2600 SH       DEFINED 6       2600         0         0
ROPER INDUSTRIES INC               COM             776696106         4         76 SH       DEFINED 9         76         0         0
ROSS STORES INC                    COM             778296103       444      15150 SH       DEFINED 9      15150         0         0
ROSS STORES INC                    COM             778296103     50399    1720086 SH       DEFINED A    1720086         0         0
ROWAN COMPANIES INC                COM             779382100     19711     593700 SH       DEFINED 4     588200         0      5500
ROWAN COMPANIES INC                COM             779382100      1144      34454 SH       DEFINED 6      34454         0         0
ROWAN COMPANIES INC                COM             779382100        17        500 SH       DEFINED 9        500         0         0
ROWAN COMPANIES INC                COM             779382100     18653     561843 SH       DEFINED A     561843         0         0
ROYAL BANK OF CANADA               COM             780087102    474960    8557834 SH       DEFINED 8    8060894         0    496940
ROYAL BANK OF CANADA               COM             780087102       412       8640 SH       DEFINED 9       8640         0         0
ROYAL CARIBBEAN CRUISES LTD        COM             V7780T103      1145      27672 SH       DEFINED 9      27672         0         0
ROYAL DUTCH SHELL                  SPONSORED ADR   780259107    162020    2277163 SH       DEFINED 2    2067275         0    209888
ROYAL DUTCH SHELL                  SPONSORED ADR   780259107     25847     363275 SH       DEFINED 6     363275         0         0
ROYAL DUTCH SHELL                  SPONSORED ADR   780259107      8137     114357 SH       DEFINED 8     114357         0         0
ROYAL DUTCH SHELL                  SPONSORED ADR   780259107       371       5213 SH       DEFINED 9       5213         0         0
ROYAL DUTCH SHELL                  SPONSORED ADR   780259206     14552     205570 SH       DEFINED 1     205570         0         0
ROYAL DUTCH SHELL                  SPONSORED ADR   780259206      7325     103470 SH       DEFINED 2       6990         0     96480
ROYAL DUTCH SHELL                  SPONSORED ADR   780259206       283       4000 SH       DEFINED 6       4000         0         0
ROYAL DUTCH SHELL                  SPONSORED ADR   780259206     19821     280000 SH       DEFINED 7     280000         0         0
ROYAL DUTCH SHELL                  SPONSORED ADR   780259206     37409     528450 SH       DEFINED 9     528450         0         0
ROYAL DUTCH SHELL                  SPONSORED ADR   780259206    309574    4373133 SH       DEFINED A    4373133         0         0
RPM INTERNATIONAL INC              COM             749685103     40325    1930366 SH       DEFINED 4    1910366         0     20000
RPM INTERNATIONAL INC              COM             749685103      9968     477147 SH       DEFINED 9     477147         0         0
RRSAT GLOBAL COMMUNICATIONS NETWOR COM             M8183P102      1843     142000 SH       DEFINED A     142000         0         0
RTI INTERNATIONAL METALS INC       COM             74973W107     17600     225000 SH       DEFINED 4     225000         0         0
RTI INTERNATIONAL METALS INC       COM             74973W107        23        300 SH       DEFINED 9        300         0         0
RTI INTERNATIONAL METALS INC       COM             74973W107     69692     890980 SH       DEFINED A     882080         0      8900
RUSS BERRIE & CO INC               COM             782233100     39204    2537500 SH       DEFINED 4    2525300         0     12200
RUTH'S CHRIS STEAK HOUSE INC       COM             783332109      6318     345600 SH       DEFINED 9     345600         0         0
RUTH'S CHRIS STEAK HOUSE INC       COM             783332109       154       8400 SH       DEFINED N       8400         0         0
RYLAND GROUP INC                   COM             783764103     57062    1044700 SH       DEFINED A    1044700         0         0
S & P 500 DEPOSITORY RECEIPT       UNIT SER 1      78462F103        17        123 SH       DEFINED 6        123         0         0
S & P 500 DEPOSITORY RECEIPT       UNIT SER 1      78462F103      4985      35185 SH       DEFINED 9      35185         0         0
SABRE HOLDINGS CORP                COM             785905100       919      28830 SH       DEFINED 1      28830         0         0
SABRE HOLDINGS CORP                COM             785905100      1380      43280 SH       DEFINED 2      43280         0         0
SABRE HOLDINGS CORP                COM             785905100        32       1000 SH       DEFINED 9       1000         0         0
SABRE HOLDINGS CORP                COM             785905100      3674     115210 SH       DEFINED D     115210         0         0
SABRE HOLDINGS CORP                COM             785905100      1061      33280 SH       DEFINED E      33280         0         0
SABRE HOLDINGS CORP                COM             785905100      1303      40865 SH       DEFINED L      20895         0     19970
SABRE HOLDINGS CORP                COM             785905100        13        400 SH       DEFINED M        400         0         0
SAFECO CORP                        COM             786429100       294       4700 SH       DEFINED 9       4700         0         0
SAFECO CORP                        COM             786429100        26        419 SH       DEFINED A        419         0         0
SAFETY INSURANCE GROUP INC         COM             78648T100      2586      51000 SH       DEFINED 4      51000         0         0
SAFEWAY INC                        COM             786514208       544      15755 SH       DEFINED 9      15755         0         0
SAIC INC                           COM             78390X101      1453      81700 SH       DEFINED 4      81700         0         0
SAIC INC                           COM             78390X101        19       1045 SH       DEFINED 9       1045         0         0
SAIC INC                           COM             78390X101        11        641 SH       DEFINED A        641         0         0
SAKS INC                           COM             79377W108     31185    1750000 SH       DEFINED 4    1750000         0         0
SALESFORCE.COM INC                 COM             79466L302        51       1407 SH       DEFINED 6       1407         0         0
SALESFORCE.COM INC                 COM             79466L302        20        548 SH       DEFINED 8        548         0         0
SALESFORCE.COM INC                 COM             79466L302        80       2200 SH       DEFINED 9       2200         0         0
SALESFORCE.COM INC                 COM             79466L302     33747     925850 SH       DEFINED A     925850         0         0
SALLY BEAUTY HOLDINGS INC          COM             79546E104     23335    2991700 SH       DEFINED 4    2991700         0         0
SALLY BEAUTY HOLDINGS INC          COM             79546E104        19       2400 SH       DEFINED 6       2400         0         0
SANDISK CORP                       COM             80004C101      4768     110805 SH       DEFINED 9     110805         0         0
SANOFI-AVENTIS                     SPONSORED ADR   80105N105       315       6813 SH       DEFINED 2       6813         0         0
SANOFI-AVENTIS                     SPONSORED ADR   80105N105     28814     624081 SH       DEFINED 6     624081         0         0
SANOFI-AVENTIS                     SPONSORED ADR   80105N105       726      15733 SH       DEFINED 8      15733         0         0
SANOFI-AVENTIS                     SPONSORED ADR   80105N105      1965      42558 SH       DEFINED 9      42558         0         0
SAP AG                             SPONSORED ADR   803054204     22444     422666 SH       DEFINED 9     419741      1000      1925
SAP AG                             SPONSORED ADR   803054204     43204     813633 SH       DEFINED A     813633         0         0
SAPIENT CORP                       COM             803062108        99      18000 SH       DEFINED 9      18000         0         0
SAPIENT CORP                       COM             803062108     28279    5151000 SH       DEFINED A    5017500         0    133500
SAPPI LTD                          SPONSORED ADR   803069202       294      17550 SH       DEFINED 1      17550         0         0
SAPPI LTD                          SPONSORED ADR   803069202      5259     313614 SH       DEFINED 2     295254         0     18360
SAPPI LTD                          SPONSORED ADR   803069202        26       1525 SH       DEFINED 6       1525         0         0
SARA LEE CORP                      COM             803111103        14        800 SH       DEFINED 8        800         0         0
SARA LEE CORP                      COM             803111103      1524      89501 SH       DEFINED 9      89501         0         0
SATYAM COMPUTERS SERVICES LTD      SPONSORED ADR   804098101      2249      93654 SH       DEFINED 1      93654         0         0
SATYAM COMPUTERS SERVICES LTD      SPONSORED ADR   804098101     11971     498580 SH       DEFINED 2     498580         0         0
SATYAM COMPUTERS SERVICES LTD      SPONSORED ADR   804098101         8        320 SH       DEFINED 6        320         0         0
SATYAM COMPUTERS SERVICES LTD      SPONSORED ADR   804098101       250      10400 SH       DEFINED C      10400         0         0
SAUL CENTERS INC                   COM             804395101       552      10000 SH       DEFINED 9      10000         0         0
SBA COMMUNICATIONS CORP            COM             78388J106      1337      48608 SH       DEFINED 6      48608         0         0
SBA COMMUNICATIONS CORP            COM             78388J106    101743    3699750 SH       DEFINED A    3699750         0         0
SCANA CORP                         COM             80589M102       960      23637 SH       DEFINED 9      23637         0         0
SCANA CORP                         COM             80589M102     35339     870000 SH       DEFINED A     870000         0         0
SCANSOURCE INC                     COM             806037107      5596     184068 SH       DEFINED 6     184068         0         0
SCHERING-PLOUGH CORP               COM             806605101       115       4882 SH       DEFINED 6       4882         0         0
SCHERING-PLOUGH CORP               COM             806605101       522      22074 SH       DEFINED 8      22074         0         0
SCHERING-PLOUGH CORP               COM             806605101      5804     245523 SH       DEFINED 9     245523         0         0
SCHERING-PLOUGH CORP               COM             806605101     93082    3937465 SH       DEFINED A    3901165         0     36300
SCHERING-PLOUGH CORP               COM             806605101       144       6100 SH       DEFINED E          0         0      6100
SCHERING-PLOUGH CORP               COM             806605101        19        790 SH       DEFINED L        790         0         0
SCHERING-PLOUGH CORP               PFD CONV MAND   806605606      1190      20915 SH       DEFINED 6      18602         0      2313
SCHERING-PLOUGH CORP               PFD CONV MAND   806605606      3398      59725 SH       DEFINED 9      59725         0         0
SCHERING-PLOUGH CORP               PFD CONV MAND   806605606    509626    8958100 SH       DEFINED A    8938100         0     20000
SCHLUMBERGER LTD                   COM             806857108        77       1214 SH       DEFINED 6       1214         0         0
SCHLUMBERGER LTD                   COM             806857108       271       4295 SH       DEFINED 8       4295         0         0
SCHLUMBERGER LTD                   COM             806857108     80045    1267334 SH       DEFINED 9    1267334         0         0
SCHLUMBERGER LTD                   COM             806857108     34635     548370 SH       DEFINED A     548370         0         0
SCHLUMBERGER LTD                   COM             806857108       253       4000 SH       DEFINED         4000         0         0
SCHLUMBERGER LTD                   COM             806857108       695      11000 SH       DEFINED M      11000         0         0
SCHLUMBERGER LTD                   DBCV 1.500% 6/0 806857AC2     22994   13000000 PRN      DEFINED A   13000000         0         0
SCHNITZER STEEL INDUSTRIES INC     COM             806882106      1088      27400 SH       DEFINED 9      27400         0         0
SCHOLASTIC CORP                    COM             807066105     13036     363740 SH       DEFINED 2     363740         0         0
SCHOLASTIC CORP                    COM             807066105       468      13050 SH       DEFINED 9      13050         0         0
SCHOLASTIC CORP                    COM             807066105         4        123 SH       DEFINED A        123         0         0
SCHOLASTIC CORP                    COM             807066105       182       5070 SH       DEFINED D       5070         0         0
SCHOOL SPECIALTY INC               COM             807863105      5642     150484 SH       DEFINED 6     150484         0         0
SCHWEITZER MAUDUIT INTERNATIONAL I COM             808541106       905      34724 SH       DEFINED 4      34724         0         0
SCHWEITZER MAUDUIT INTERNATIONAL I COM             808541106         3        134 SH       DEFINED 9        134         0         0
SCIENTIFIC GAMES CORP              COM             80874P109      2001      66176 SH       DEFINED 6      66176         0         0
SCIENTIFIC GAMES CORP              COM             80874P109        56       1850 SH       DEFINED 9       1850         0         0
SCIENTIFIC GAMES CORP              COM             80874P109     99730    3299056 SH       DEFINED A    3299056         0         0
SCOTTISH POWER PLC                 SPONSORED ADR   81013T804       385       6589 SH       DEFINED 9       6589         0         0
SCOTTS MIRACLE-GRO HOLDING CO      COM             810186106       108       2100 SH       DEFINED 9       2100         0         0
SCOTTS MIRACLE-GRO HOLDING CO      COM             810186106      4390      85000 SH       DEFINED A      85000         0         0
SEAGATE TECHNOLOGY                 COM             G7945J104    874583   33003114 SH       DEFINED 1   32783114         0    220000
SEAGATE TECHNOLOGY                 COM             G7945J104     36547    1379142 SH       DEFINED 2     901756         0    477386
SEAGATE TECHNOLOGY                 COM             G7945J104     17358     655030 SH       DEFINED 8     655030         0         0
SEAGATE TECHNOLOGY                 COM             G7945J104      6484     244674 SH       DEFINED 9     242676         0      1998
SEAGATE TECHNOLOGY                 COM             G7945J104      3471     130970 SH       DEFINED A     130970         0         0
SEAGATE TECHNOLOGY                 COM             G7945J104      4185     157920 SH       DEFINED C      73190         0     84730
SEAGATE TECHNOLOGY                 COM             G7945J104      5995     226236 SH       DEFINED D     226236         0         0
SEAGATE TECHNOLOGY                 COM             G7945J104     87401    3298135 SH       DEFINED E    1262376         0   2035759
SEAGATE TECHNOLOGY                 COM             G7945J104       162       6110 SH       DEFINED         6110         0         0
SEAGATE TECHNOLOGY                 COM             G7945J104      2692     101575 SH       DEFINED L      64755         0     36820
SEAGATE TECHNOLOGY                 COM             G7945J104       498      18777 SH       DEFINED M      18777         0         0
SEARS HOLDING CORP                 COM             812350106       707       4213 SH       DEFINED 9       4213         0         0
SEI INVESTMENT CO                  COM             784117103      1493      25067 SH       DEFINED 6      25067         0         0
SEI INVESTMENT CO                  COM             784117103        43        727 SH       DEFINED 8        727         0         0
SEI INVESTMENT CO                  COM             784117103        30        510 SH       DEFINED 9        510         0         0
SEI INVESTMENT CO                  COM             784117103    114416    1921023 SH       DEFINED A    1921023         0         0
SELECT COMFORT CORP                COM             81616X103     20361    1170826 SH       DEFINED A    1137726         0     33100
SELECTIVE INSURANCE GROUP INC      COM             816300107     37239     650000 SH       DEFINED 4     650000         0         0
SELECTIVE INSURANCE GROUP INC      COM             816300107        26        452 SH       DEFINED A        452         0         0
SEMCO ENERGY INC                   COM             78412D109       793     130000 SH       DEFINED 4     130000         0         0
SEMPRA ENERGY                      COM             816851109         1         21 SH       DEFINED 6         21         0         0
SEMPRA ENERGY                      COM             816851109       408       7278 SH       DEFINED 9       7278         0         0
SEMPRA ENERGY                      COM             816851109    402009    7173600 SH       DEFINED A    7173600         0         0
SEMTECH CORP                       COM             816850101     14235    1089135 SH       DEFINED 6    1089135         0         0
SENECA FOODS CORP                  COM             817070105      3004     121500 SH       DEFINED 4     121500         0         0
SENECA FOODS CORP                  COM             817070501      6235     256600 SH       DEFINED 4     256600         0         0
SEPRACOR INC                       COM             817315104         6        100 SH       DEFINED 9        100         0         0
SEPRACOR INC                       COM             817315104     24472     397400 SH       DEFINED A     397400         0         0
SERVICE CORP INTERNATIONAL         COM             817565104       945      92210 SH       DEFINED 2      92210         0         0
SERVICE CORP INTERNATIONAL         COM             817565104     24741    2413730 SH       DEFINED 8    2413730         0         0
SERVICE CORP INTERNATIONAL         COM             817565104      1186     115750 SH       DEFINED 9     115750         0         0
SERVICE CORP INTERNATIONAL         COM             817565104     13377    1305086 SH       DEFINED E     749830         0    555256
SERVICEMASTER CO                   COM             81760N109       172      13087 SH       DEFINED 9      13087         0         0
SHARPER IMAGE CORP                 COM             820013100      8671     937400 SH       DEFINED 2     937400         0         0
SHARPER IMAGE CORP                 COM             820013100      8327     900219 SH       DEFINED 8     900219         0         0
SHARPER IMAGE CORP                 COM             820013100      1931     208800 SH       DEFINED E     208800         0         0
SHERWIN-WILLIAMS CO                COM             824348106       377       5933 SH       DEFINED 9       5933         0         0
SHERWIN-WILLIAMS CO                COM             824348106         7        116 SH       DEFINED A        116         0         0
SHINHAN FINANCIAL GROUP CO LTD     SPONSORED ADR   824596100     18946     183335 SH       DEFINED 6     183335         0         0
SHINHAN FINANCIAL GROUP CO LTD     SPONSORED ADR   824596100       527       5103 SH       DEFINED C       5103         0         0
SHIRE PLC                          SPONSORED ADR   82481R106       531       8590 SH       DEFINED 2       8590         0         0
SHIRE PLC                          SPONSORED ADR   82481R106     23862     386362 SH       DEFINED 6     386362         0         0
SHIRE PLC                          SPONSORED ADR   82481R106        14        220 SH       DEFINED 9        220         0         0
SHIRE PLC                          SPONSORED ADR   82481R106      2149      34800 SH       DEFINED A      31200         0      3600
SHUFFLE MASTER INC                 COM             825549108      6878     262500 SH       DEFINED 9     262500         0         0
SHUFFLE MASTER INC                 COM             825549108       130       4950 SH       DEFINED N       4950         0         0
SIEMENS AG                         SPONSORED ADR   826197501     53935     547290 SH       DEFINED 2     504320         0     42970
SIEMENS AG                         SPONSORED ADR   826197501     31022     314789 SH       DEFINED 6     314789         0         0
SIEMENS AG                         SPONSORED ADR   826197501       370       3750 SH       DEFINED 9       3750         0         0
SIERRA HEALTH SERVICES INC         COM             826322109      1629      45200 SH       DEFINED A      40500         0      4700
SIERRA HEALTH SERVICES INC         DBCV 2.250% 3/1 826322AB5      7903    2000000 PRN      DEFINED A    2000000         0         0
SIERRA PACIFIC RESOURCES CO        COM             826428104    107672    6397600 SH       DEFINED 4    6382600         0     15000
SIERRA PACIFIC RESOURCES CO        COM             826428104        41       2440 SH       DEFINED 9       2440         0         0
SIERRA PACIFIC RESOURCES CO        COM             826428104     55906    3321800 SH       DEFINED A    3321800         0         0
SIERRA WIRELESS INC                COM             826516106       503      30700 SH       DEFINED 8      30700         0         0
SIGMA-ALDRICH CORP                 COM             826552101      1756      22600 SH       DEFINED 4      22600         0         0
SIGMA-ALDRICH CORP                 COM             826552101     31088     400000 SH       DEFINED 7     400000         0         0
SIGMA-ALDRICH CORP                 COM             826552101      2399      30871 SH       DEFINED 9      30871         0         0
SIGMA-ALDRICH CORP                 COM             826552101     19430     250000 SH       DEFINED A     250000         0         0
SIGMATEL INC                       COM             82661W107      6004    1370840 SH       DEFINED 2    1370840         0         0
SIGMATEL INC                       COM             82661W107        79      18010 SH       DEFINED D      18010         0         0
SIGNATURE BANK                     COM             82669G104      4517     145800 SH       DEFINED 9     145800         0         0
SIGNATURE BANK                     COM             82669G104     11433     369047 SH       DEFINED A     358847         0     10200
SILICON LABORATORIES INC           COM             826919102      1296      37403 SH       DEFINED 6      37403         0         0
SILICON LABORATORIES INC           COM             826919102    140048    4041784 SH       DEFINED A    4022784         0     19000
SIMON PROPERTY GROUP INC           COM             828806109       198       1950 SH       DEFINED 6       1950         0         0
SIMON PROPERTY GROUP INC           COM             828806109     10828     106897 SH       DEFINED 9     106897         0         0
SIMON PROPERTY GROUP INC           COM             828806109     67997     671308 SH       DEFINED A     671308         0         0
SIMON PROPERTY GROUP INC           COM             828806109      2320      22900 SH       DEFINED D      22900         0         0
SIMON PROPERTY GROUP INC           COM             828806109       669       6600 SH       DEFINED M       6600         0         0
SIMON PROPERTY GROUP INC           COM             828806109      7232      71400 SH       DEFINED N      71400         0         0
SIMON PROPERTY GROUP INC           PFD CONV I 6%   828806802       576       7075 SH       DEFINED 9       7075         0         0
SIMON PROPERTY GROUP INC           PFD CONV I 6%   828806802     16280     200000 SH       DEFINED A     200000         0         0
SIMPSON MANUFACTURING CO INC       COM             829073105     10457     330400 SH       DEFINED 4     325900         0      4500
SIRF TECHNOLOGY HOLDINGS INC       COM             82967H101        49       1927 SH       DEFINED 6       1927         0         0
SIRF TECHNOLOGY HOLDINGS INC       COM             82967H101        20        772 SH       DEFINED 8        772         0         0
SIRF TECHNOLOGY HOLDINGS INC       COM             82967H101      1968      77100 SH       DEFINED 9      77100         0         0
SIRF TECHNOLOGY HOLDINGS INC       COM             82967H101     22368     876500 SH       DEFINED A     876500         0         0
SIX FLAGS INC                      NOTE 4.500% 5/1 83001PAJ8     10475   10000000 PRN      DEFINED A   10000000         0         0
SK TELECOM CO LTD                  SPONSORED ADR   78440P108    242643    9163269 SH       DEFINED 1    9163269         0         0
SK TELECOM CO LTD                  SPONSORED ADR   78440P108    122574    4628922 SH       DEFINED 2    4190555         0    438367
SK TELECOM CO LTD                  SPONSORED ADR   78440P108     15715     593478 SH       DEFINED 6     593478         0         0
SK TELECOM CO LTD                  SPONSORED ADR   78440P108     29375    1109340 SH       DEFINED 8    1109340         0         0
SK TELECOM CO LTD                  SPONSORED ADR   78440P108     13085     494129 SH       DEFINED C     135442         0    358687
SK TELECOM CO LTD                  SPONSORED ADR   78440P108      5498     207629 SH       DEFINED D     207629         0         0
SK TELECOM CO LTD                  SPONSORED ADR   78440P108      3312     125093 SH       DEFINED E     125093         0         0
SK TELECOM CO LTD                  SPONSORED ADR   78440P108        70       2660 SH       DEFINED         2660         0         0
SK TELECOM CO LTD                  SPONSORED ADR   78440P108       609      23000 SH       DEFINED L      23000         0         0
SKYWEST INC                        COM             830879102     28821    1129800 SH       DEFINED 4    1117800         0     12000
SKYWEST INC                        COM             830879102        20        800 SH       DEFINED 9        800         0         0
SL GREEN REALTY CORP               COM             78440X101       969       7300 SH       DEFINED D       7300         0         0
SL GREEN REALTY CORP               COM             78440X101       212       1600 SH       DEFINED M       1600         0         0
SL GREEN REALTY CORP               COM             78440X101      3014      22700 SH       DEFINED N      22700         0         0
SLM CORP                           COM             78442P106         1         12 SH       DEFINED 6         12         0         0
SLM CORP                           COM             78442P106       146       3000 SH       DEFINED 8       3000         0         0
SLM CORP                           COM             78442P106      1625      33325 SH       DEFINED 9      33325         0         0
SLM CORP                           COM             78442P106     72286    1482180 SH       DEFINED A    1462180         0     20000
SLM CORP                           COM             78442P106        68       1400 SH       DEFINED E          0         0      1400
SLM CORP                           COM             78442P106        12        250 SH       DEFINED L        250         0         0
SMITH & NEPHEW PLC                 SPONSORED ADR   83175M205       929      17748 SH       DEFINED 9      17748         0         0
SMITH INTERNATIONAL INC            COM             832110100        89       2164 SH       DEFINED 6       2164         0         0
SMITH INTERNATIONAL INC            COM             832110100        36        882 SH       DEFINED 8        882         0         0
SMITH INTERNATIONAL INC            COM             832110100       378       9200 SH       DEFINED 9       9200         0         0
SMITH INTERNATIONAL INC            COM             832110100     34053     829141 SH       DEFINED A     829141         0         0
SMITHTOWN BANCORP INC              COM             832449102      1951      71952 SH       DEFINED 9      71952         0         0
SMUCKER J M CO (THE)               COM             832696405      1563      32255 SH       DEFINED 9      32255         0         0
SOCIEDAD QUIMICA Y MINERA DE CHILE SPON ADR SER B  833635105     11713      86400 SH       DEFINED 8      86400         0         0
SOLECTRON CORP                     COM             834182107       282      87520 SH       DEFINED 8      87520         0         0
SOLECTRON CORP                     COM             834182107       141      43909 SH       DEFINED 9      43909         0         0
SOMAXON PHARMACEUTICALS INC        COM             834453102      2597     183000 SH       DEFINED A     183000         0         0
SONUS NETWORKS INC                 COM             835916107      6266     950900 SH       DEFINED 9     950900         0         0
SONY CORP                          SPONSORED ADR   835699307     22325     521255 SH       DEFINED 2     481908         0     39347
SONY CORP                          SPONSORED ADR   835699307     25712     600320 SH       DEFINED 6     600320         0         0
SONY CORP                          SPONSORED ADR   835699307        72       1680 SH       DEFINED 8       1680         0         0
SONY CORP                          SPONSORED ADR   835699307       977      22805 SH       DEFINED 9      22805         0         0
SONY CORP                          SPONSORED ADR   835699307      2570      60000 SH       DEFINED A      60000         0         0
SOUTH JERSEY INDUSTRIES INC        COM             838518108       397      11884 SH       DEFINED 9      11884         0         0
SOUTHERN CO                        COM             842587107       541      14679 SH       DEFINED 9      14679         0         0
SOUTHERN CO                        COM             842587107    884798   24004300 SH       DEFINED A   23970000         0     34300
SOUTHERN COPPER CORPORATION        COM             84265V105       250       4630 SH       DEFINED 9       4630         0         0
SOUTHERN COPPER CORPORATION        COM             84265V105      2698      50074 SH       DEFINED A      50074         0         0
SOUTHERN NATL BANCORP OF VA IN     COM             843395104      4389     264400 SH       DEFINED 5     264400         0         0
SOUTHERN UNION CO                  COM             844030106       208       7450 SH       DEFINED 9       7450         0         0
SOUTHWEST AIRLINES CO              COM             844741108         1         73 SH       DEFINED 6         73         0         0
SOUTHWEST AIRLINES CO              COM             844741108       999      65200 SH       DEFINED 7      65200         0         0
SOUTHWEST AIRLINES CO              COM             844741108       384      25080 SH       DEFINED 8      25080         0         0
SOUTHWEST AIRLINES CO              COM             844741108      2291     149568 SH       DEFINED 9     149568         0         0
SOUTHWEST AIRLINES CO              COM             844741108     31235    2038817 SH       DEFINED A    2038817         0         0
SOUTHWEST AIRLINES CO              COM             844741108       136       8900 SH       DEFINED E          0         0      8900
SOUTHWEST AIRLINES CO              COM             844741108        23       1480 SH       DEFINED L       1480         0         0
SOUTHWESTERN ENERGY CO             COM             845467109       938      26748 SH       DEFINED 6      26748         0         0
SOUTHWESTERN ENERGY CO             COM             845467109        25        726 SH       DEFINED 8        726         0         0
SOUTHWESTERN ENERGY CO             COM             845467109       123       3500 SH       DEFINED 9       3500         0         0
SOUTHWESTERN ENERGY CO             COM             845467109     80184    2287703 SH       DEFINED A    2287703         0         0
SOVEREIGN BANCORP INC              COM             845905108    378509   14907808 SH       DEFINED 5   14907808         0         0
SOVEREIGN BANCORP INC              COM             845905108       194       7638 SH       DEFINED 9       7638         0         0
SOVRAN SELF STORAGE INC            COM             84610H108       498       8700 SH       DEFINED 9       8700         0         0
SOVRAN SELF STORAGE INC            COM             84610H108       326       5700 SH       DEFINED M       5700         0         0
SPANSION INC                       COM             84649R101     21042    1415987 SH       DEFINED 4    1415987         0         0
SPARTON CORP                       COM             847235108      2132     254365 SH       DEFINED 4     254365         0         0
SPECTRA ENERGY CORPORATION         COM             847560109    387946   13980050 SH       DEFINED A   13980050         0         0
SPIRIT AEROSYSTEMS HOLDINGS INC    COM             848574109       887      26500 SH       DEFINED 9      26500         0         0
SPIRIT AEROSYSTEMS HOLDINGS INC    COM             848574109     40726    1216800 SH       DEFINED A    1216800         0         0
SPRINT NEXTEL CORP                 COM             852061100    306947   16249158 SH       DEFINED 5   16249158         0         0
SPRINT NEXTEL CORP                 COM             852061100         1         73 SH       DEFINED 6         73         0         0
SPRINT NEXTEL CORP                 COM             852061100       524      27755 SH       DEFINED 8      27755         0         0
SPRINT NEXTEL CORP                 COM             852061100      1925     101913 SH       DEFINED 9     101813         0       100
SPRINT NEXTEL CORP                 COM             852061100     17666     935183 SH       DEFINED A     935183         0         0
SPRINT NEXTEL CORP                 COM             852061100       155       8200 SH       DEFINED E          0         0      8200
SPRINT NEXTEL CORP                 COM             852061100        21       1113 SH       DEFINED L       1113         0         0
SPSS INC                           COM             78462K102     13572     451350 SH       DEFINED 6     451350         0         0
SPX CORP                           COM             784635104       234       3820 SH       DEFINED 9       3820         0         0
ST JOE COMPANY                     COM             790148100     75839    1415700 SH       DEFINED 1    1415700         0         0
ST JOE COMPANY                     COM             790148100    114373    2135025 SH       DEFINED 5    2135025         0         0
ST JOE COMPANY                     COM             790148100       107       2000 SH       DEFINED 9       2000         0         0
ST JUDE MEDICAL INC                COM             790849103       467      12775 SH       DEFINED 9      12775         0         0
ST PAUL TRAVELERS COMPANIES INC    COM             792860108     30872     575000 SH       DEFINED 4     575000         0         0
ST PAUL TRAVELERS COMPANIES INC    COM             792860108    385337    7177076 SH       DEFINED 5    7177076         0         0
ST PAUL TRAVELERS COMPANIES INC    COM             792860108      2022      37654 SH       DEFINED 6      33711         0      3943
ST PAUL TRAVELERS COMPANIES INC    COM             792860108      3024      56318 SH       DEFINED 9      56318         0         0
ST PAUL TRAVELERS COMPANIES INC    COM             792860108     28338     527800 SH       DEFINED A     527800         0         0
STANCORP FINANCIAL GROUP INC       COM             852891100     69643    1545900 SH       DEFINED 4    1541400         0      4500
STANCORP FINANCIAL GROUP INC       COM             852891100        23        500 SH       DEFINED 9        500         0         0
STANCORP FINANCIAL GROUP INC       COM             852891100         1         24 SH       DEFINED A         24         0         0
STANDARD MICROSYSTEMS CORP         COM             853626109     10540     376700 SH       DEFINED 4     376700         0         0
STANDARD PACIFIC CORP              COM             85375C101     28754    1073300 SH       DEFINED A    1073300         0         0
STANLEY WORKS                      COM             854616109      1343      26700 SH       DEFINED 4      26700         0         0
STANLEY WORKS                      COM             854616109       283       5625 SH       DEFINED 9       5625         0         0
STANTEC INC                        COM             85472N109     23114     915394 SH       DEFINED 8     915394         0         0
STAPLES INC                        COM             855030102        40       1500 SH       DEFINED 8       1500         0         0
STAPLES INC                        COM             855030102     10342     387350 SH       DEFINED 9     387238         0       112
STAPLES INC                        COM             855030102      5668     212270 SH       DEFINED A     212270         0         0
STARBUCKS CORP                     COM             855244109        93       2636 SH       DEFINED 6       2636         0         0
STARBUCKS CORP                     COM             855244109        35        992 SH       DEFINED 8        992         0         0
STARBUCKS CORP                     COM             855244109      5141     145149 SH       DEFINED 9     145149         0         0
STARBUCKS CORP                     COM             855244109     44072    1244270 SH       DEFINED A    1244270         0         0
STARWOOD HOTELS & RESORTS WORLDWID COM             85590A401      1206      19300 SH       DEFINED 9      19300         0         0
STARWOOD HOTELS & RESORTS WORLDWID COM             85590A401     53726     859620 SH       DEFINED A     859620         0         0
STATE NATIONAL BANCSHARES INC      COM             857124101     68850    1882936 SH       DEFINED 5    1882936         0         0
STATE STREET CORP                  COM             857477103    184624    2737600 SH       DEFINED 4    2737600         0         0
STATE STREET CORP                  COM             857477103        27        400 SH       DEFINED 6        400         0         0
STATE STREET CORP                  COM             857477103     22747     337298 SH       DEFINED 9     336827       471         0
STEEL DYNAMICS INC                 COM             858119100     71364    2199200 SH       DEFINED 4    2177700         0     21500
STEEL DYNAMICS INC                 COM             858119100       883      27200 SH       DEFINED 9      27200         0         0
STEEL DYNAMICS INC                 COM             858119100        11        338 SH       DEFINED A        338         0         0
STEINER LEISURE LTD                COM             P8744Y102     25711     565079 SH       DEFINED 2     556319         0      8760
STEINER LEISURE LTD                COM             P8744Y102     19706     433100 SH       DEFINED 8     433100         0         0
STEINER LEISURE LTD                COM             P8744Y102      2795      61420 SH       DEFINED A      61420         0         0
STEINER LEISURE LTD                COM             P8744Y102       118       2600 SH       DEFINED D       2600         0         0
STEINER LEISURE LTD                COM             P8744Y102      1588      34910 SH       DEFINED E      34910         0         0
STEREOTAXIS INC                    COM             85916J102     15369    1489270 SH       DEFINED A    1489270         0         0
STERICYCLE INC                     COM             858912108        93       1237 SH       DEFINED 6       1237         0         0
STERICYCLE INC                     COM             858912108        39        510 SH       DEFINED 8        510         0         0
STERICYCLE INC                     COM             858912108     45910     608080 SH       DEFINED A     608080         0         0
STERIS CORP                        COM             859152100     29182    1159400 SH       DEFINED 4    1146900         0     12500
STERIS CORP                        COM             859152100       143       5700 SH       DEFINED 9       5700         0         0
STEVEN MADDEN LTD                  COM             556269108       216       6168 SH       DEFINED A       6168         0         0
STILLWATER MINING CO               COM             86074Q102      3163     253246 SH       DEFINED A     253246         0         0
STORA ENSO OYJ                     SPONSORED ADR   86210M106     27670    1752388 SH       DEFINED 6    1752388         0         0
STORA ENSO OYJ                     SPONSORED ADR   86210M106       126       7966 SH       DEFINED 9       7966         0         0
STRATEGIC HOTELS & RESORTS INC     COM             86272T106     24671    1132200 SH       DEFINED A    1132200         0         0
STRAYER EDUCATION INC              COM             863236105      9651      91000 SH       DEFINED A      88600         0      2400
STREETRACKS GOLD TRUST             GOLD SHS        863307104      2680      42405 SH       DEFINED 9      42405         0         0
STRYKER CORP                       COM             863667101     12225     221826 SH       DEFINED 9     221826         0         0
STRYKER CORP                       COM             863667101     11022     200000 SH       DEFINED A     200000         0         0
SUEZ SA                            SPONSORED ADR   864686100      5480     105470 SH       DEFINED 2     105470         0         0
SUEZ SA                            SPONSORED ADR   864686100     21704     417707 SH       DEFINED 6     417707         0         0
SUN LIFE FINANCIAL INC             COM             866796105    267427    5422278 SH       DEFINED 8    5119778         0    302500
SUN LIFE FINANCIAL INC             COM             866796105       194       4570 SH       DEFINED 9       4570         0         0
SUN MICROSYSTEMS INC               COM             866810104      8672    1600000 SH       DEFINED 7    1600000         0         0
SUN MICROSYSTEMS INC               COM             866810104       669     123460 SH       DEFINED 9     123460         0         0
SUN-TIME MEDIA GROUP INC           COM             86688Q100     29336    5974604 SH       DEFINED 5    5974604         0         0
SUNCOR ENERGY INC                  COM             867229106    200243    2181535 SH       DEFINED 8    2028835         0    152700
SUNCOR ENERGY INC                  COM             867229106       439       5561 SH       DEFINED 9       5561         0         0
SUNOCO INC                         COM             86764P109       880      14111 SH       DEFINED 6      12535         0      1576
SUNOCO INC                         COM             86764P109       577       9246 SH       DEFINED 9       9246         0         0
SUNOCO INC                         COM             86764P109     20400     327129 SH       DEFINED A     327129         0         0
SUNOPTA INC                        COM             8676EP108     19744    2243671 SH       DEFINED 6    2243671         0         0
SUNPOWER CORP                      COM             867652109        35        936 SH       DEFINED 6        936         0         0
SUNPOWER CORP                      COM             867652109     24440     657523 SH       DEFINED A     657523         0         0
SUNRISE SENIOR LIVING INC          COM             86768K106      5361     174500 SH       DEFINED 9     174500         0         0
SUNRISE SENIOR LIVING INC          COM             86768K106       117       3800 SH       DEFINED N       3800         0         0
SUNTRUST BANKS INC                 COM             867914103    104736    1240209 SH       DEFINED 4    1240209         0         0
SUNTRUST BANKS INC                 COM             867914103       113       1336 SH       DEFINED 6       1336         0         0
SUNTRUST BANKS INC                 COM             867914103      2131      25235 SH       DEFINED 9      25235         0         0
SUPERIOR ENERGY SERVICES INC       COM             868157108     21682     663460 SH       DEFINED 6     663460         0         0
SUPERIOR ENERGY SERVICES INC       COM             868157108     39862    1219756 SH       DEFINED A    1203256         0     16500
SUPERIOR INDUSTRIES INTL INC       COM             868168105     23228    1205376 SH       DEFINED 4    1201100         0      4276
SUPERIOR INDUSTRIES INTL INC       COM             868168105        19       1000 SH       DEFINED 6       1000         0         0
SUPERIOR UNIFORM GROUP INC         COM             868358102      5932     461300 SH       DEFINED 4     461300         0         0
SYMANTEC CORP                      COM             871503108      1440      69060 SH       DEFINED 9      69060         0         0
SYMANTEC CORP                      COM             871503108         5        243 SH       DEFINED A        243         0         0
SYMBOL TECHNOLOGIES INC            COM             871508107     11858     793723 SH       DEFINED 5     793723         0         0
SYMS CORP                          COM             871551107     28471    1430000 SH       DEFINED 4    1430000         0         0
SYNGENTA AG                        SPONSORED ADR   87160A100      1955      52644 SH       DEFINED 9      52644         0         0
SYNOPSYS INC                       COM             871607107      6739     252124 SH       DEFINED 8     252124         0         0
SYNOPSYS INC                       COM             871607107        43       1590 SH       DEFINED         1590         0         0
SYSCO CORP                         COM             871829107      2316      63000 SH       DEFINED 4      63000         0         0
SYSCO CORP                         COM             871829107         1         33 SH       DEFINED 6         33         0         0
SYSCO CORP                         COM             871829107       473      12880 SH       DEFINED 8      12880         0         0
SYSCO CORP                         COM             871829107     28958     787767 SH       DEFINED 9     787567         0       200
SYSCO CORP                         COM             871829107      7944     216117 SH       DEFINED A     216117         0         0
SYSCO CORP                         COM             871829107       129       3500 SH       DEFINED E          0         0      3500
T ROWE PRICE GROUP INC             COM             74144T108        87       1984 SH       DEFINED 6       1984         0         0
T ROWE PRICE GROUP INC             COM             74144T108        36        814 SH       DEFINED 8        814         0         0
T ROWE PRICE GROUP INC             COM             74144T108       804      18358 SH       DEFINED 9      18358         0         0
T ROWE PRICE GROUP INC             COM             74144T108     33593     767500 SH       DEFINED A     767500         0         0
T-3 ENERGY SERVICES INC            COM             87306E107      2756     125000 SH       DEFINED A     125000         0         0
TAIWAN SEMICONDUCTOR MANUFACTURING SPONSORED ADR   874039100      3279     300000 SH       DEFINED 1          0         0    300000
TAIWAN SEMICONDUCTOR MANUFACTURING SPONSORED ADR   874039100         0          3 SH       DEFINED 6          3         0         0
TAIWAN SEMICONDUCTOR MANUFACTURING SPONSORED ADR   874039100     14788    1352962 SH       DEFINED 9    1346907         0      6055
TAIWAN SEMICONDUCTOR MANUFACTURING SPONSORED ADR   874039100       209      19089 SH       DEFINED A      19089         0         0
TALISMAN ENERGY INC                COM             87425E103     30938    1562502 SH       DEFINED 8    1562502         0         0
TALISMAN ENERGY INC                COM             87425E103      4757     280000 SH       DEFINED A     280000         0         0
TANDY BRANDS ACCESSORIES INC       COM             875378101      6329     540000 SH       DEFINED 4     540000         0         0
TANGER FACTORY OUTLET CENTERS INC  COM             875465106        37        955 SH       DEFINED 6        955         0         0
TANGER FACTORY OUTLET CENTERS INC  COM             875465106     17516     448200 SH       DEFINED A     448200         0         0
TARGET CORP                        COM             87612E106       454       7950 SH       DEFINED 1       7950         0         0
TARGET CORP                        COM             87612E106     30553     535541 SH       DEFINED 2     268217         0    267324
TARGET CORP                        COM             87612E106      1980      34700 SH       DEFINED 4      34700         0         0
TARGET CORP                        COM             87612E106      3317      58144 SH       DEFINED 6      58144         0         0
TARGET CORP                        COM             87612E106      1974      34595 SH       DEFINED 8      34595         0         0
TARGET CORP                        COM             87612E106     18315     321040 SH       DEFINED 9     320740       300         0
TARGET CORP                        COM             87612E106     54647     957874 SH       DEFINED A     957874         0         0
TARGET CORP                        COM             87612E106       977      17119 SH       DEFINED C          0         0     17119
TARGET CORP                        COM             87612E106     55775     977648 SH       DEFINED E     134032         0    843616
TARGET CORP                        COM             87612E106       183       3210 SH       DEFINED         3210         0         0
TARGET CORP                        COM             87612E106        17        290 SH       DEFINED L        290         0         0
TASER INTERNATIONAL INC            COM             87651B104       345      45346 SH       DEFINED A      45346         0         0
TATA MOTORS LTD                    SPONSORED ADR   876568502      1999      97828 SH       DEFINED 2      97828         0         0
TATA MOTORS LTD                    SPONSORED ADR   876568502      1606      78590 SH       DEFINED 9      78590         0         0
TAUBMAN CENTERS INC                COM             876664103      1460      28700 SH       DEFINED 9      28700         0         0
TAUBMAN CENTERS INC                COM             876664103       712      14000 SH       DEFINED D      14000         0         0
TAUBMAN CENTERS INC                COM             876664103       229       4500 SH       DEFINED M       4500         0         0
TAUBMAN CENTERS INC                COM             876664103      3113      61200 SH       DEFINED N      61200         0         0
TDK CORP                           SPONSORED ADR   872351408       233       2900 SH       DEFINED 9       2900         0         0
TECHNIP SA                         SPONSORED ADR   878546209      2127      31000 SH       DEFINED A      31000         0         0
TECK COMINCO LTD                   COM             878742204     35159     399990 SH       DEFINED 8     399990         0         0
TECO ENERGY INC                    COM             872375100    107022    6211390 SH       DEFINED 1    6211390         0         0
TECO ENERGY INC                    COM             872375100       214      12433 SH       DEFINED 9      12433         0         0
TECO ENERGY INC                    COM             872375100    170663    9905000 SH       DEFINED A    9820000         0     85000
TECO ENERGY INC                    COM             872375100      4837     280737 SH       DEFINED E       5120         0    275617
TECUMSEH PRODUCTS CO               COM             878895101      5358     322799 SH       DEFINED 4     322799         0         0
TECUMSEH PRODUCTS CO               COM             878895200     22224    1315000 SH       DEFINED 4    1315000         0         0
TEEKAY SHIPPING CORP               COM             Y8564W103     85513    1960399 SH       DEFINED 4    1953900         0      6499
TEEKAY SHIPPING CORP               COM             Y8564W103        30        681 SH       DEFINED 9        681         0         0
TEKTRONIX INC                      COM             879131100     37289    1278347 SH       DEFINED 6    1278347         0         0
TEKTRONIX INC                      COM             879131100       120       4098 SH       DEFINED 9       4098         0         0
TEKTRONIX INC                      COM             879131100    190193    6520168 SH       DEFINED A    6500568         0     19600
TELE NORTE LESTE PARTICIPACOES SA  SPON ADR PFD    879246106    162951   10921681 SH       DEFINED 1   10543930         0    377751
TELE NORTE LESTE PARTICIPACOES SA  SPON ADR PFD    879246106    182622   12240050 SH       DEFINED 2   11137310         0   1102740
TELE NORTE LESTE PARTICIPACOES SA  SPON ADR PFD    879246106        22       1455 SH       DEFINED 6       1455         0         0
TELE NORTE LESTE PARTICIPACOES SA  SPON ADR PFD    879246106     30485    2043220 SH       DEFINED 8    1600290         0    442930
TELE NORTE LESTE PARTICIPACOES SA  SPON ADR PFD    879246106        60       4000 SH       DEFINED 9       4000         0         0
TELE NORTE LESTE PARTICIPACOES SA  SPON ADR PFD    879246106     22371    1499400 SH       DEFINED E    1431400         0     68000
TELE NORTE LESTE PARTICIPACOES SA  SPON ADR PFD    879246106        73       4890 SH       DEFINED         4890         0         0
TELE NORTE LESTE PARTICIPACOES SA  SPON ADR PFD    879246106      3159     211740 SH       DEFINED L     147790         0     63950
TELE NORTE LESTE PARTICIPACOES SA  SPON ADR PFD    879246106       660      44210 SH       DEFINED M      44210         0         0
TELEDYNE TECHNOLOGIES INC          COM             879360105      9398     234180 SH       DEFINED 9     234180         0         0
TELEDYNE TECHNOLOGIES INC          COM             879360105       169       4200 SH       DEFINED N       4200         0         0
TELEFLEX INC                       COM             879369106    130104    2015241 SH       DEFINED 4    2010241         0      5000
TELEFLEX INC                       COM             879369106        84       1300 SH       DEFINED 6       1300         0         0
TELEFLEX INC                       COM             879369106     32280     500000 SH       DEFINED 7     500000         0         0
TELEFLEX INC                       COM             879369106       491       7600 SH       DEFINED 9       7600         0         0
TELEFONICA SA                      SPONSORED ADR   879382208      1665      26121 SH       DEFINED 1      25842         0       279
TELEFONICA SA                      SPONSORED ADR   879382208    278084    4362097 SH       DEFINED 2    3955071         0    407026
TELEFONICA SA                      SPONSORED ADR   879382208     32177     504734 SH       DEFINED 6     504734         0         0
TELEFONICA SA                      SPONSORED ADR   879382208    123743    1941061 SH       DEFINED 8    1662490         0    278571
TELEFONICA SA                      SPONSORED ADR   879382208      4640      72783 SH       DEFINED 9      72783         0         0
TELEFONICA SA                      SPONSORED ADR   879382208        39        612 SH       DEFINED D        612         0         0
TELEFONICA SA                      SPONSORED ADR   879382208      4508      70714 SH       DEFINED E      70714         0         0
TELEFONOS DE MEXICO SA DE CV (TELM SPONSORED ADR   879403780    429512   15198598 SH       DEFINED 1   14867620         0    330978
TELEFONOS DE MEXICO SA DE CV (TELM SPONSORED ADR   879403780    302148   10691713 SH       DEFINED 2    9864385         0    827328
TELEFONOS DE MEXICO SA DE CV (TELM SPONSORED ADR   879403780     11157     394796 SH       DEFINED 6     394796         0         0
TELEFONOS DE MEXICO SA DE CV (TELM SPONSORED ADR   879403780    103202    3651868 SH       DEFINED 8    3514638         0    137230
TELEFONOS DE MEXICO SA DE CV (TELM SPONSORED ADR   879403780      1970      69704 SH       DEFINED 9      69704         0         0
TELEFONOS DE MEXICO SA DE CV (TELM SPONSORED ADR   879403780        15        533 SH       DEFINED A        533         0         0
TELEFONOS DE MEXICO SA DE CV (TELM SPONSORED ADR   879403780    158303    5601646 SH       DEFINED C    5200354         0    401292
TELEFONOS DE MEXICO SA DE CV (TELM SPONSORED ADR   879403780      2982     105510 SH       DEFINED D     105510         0         0
TELEFONOS DE MEXICO SA DE CV (TELM SPONSORED ADR   879403780     11780     416841 SH       DEFINED E     317795         0     99046
TELEFONOS DE MEXICO SA DE CV (TELM SPONSORED ADR   879403780       209       7400 SH       DEFINED         7400         0         0
TELENOR ASA                        SPONSORED ADR   87944W105     36592     648447 SH       DEFINED 6     648447         0         0
TELENOR ASA                        SPONSORED ADR   87944W105       694      12300 SH       DEFINED 8      12300         0         0
TELENOR ASA                        SPONSORED ADR   87944W105      5272      93425 SH       DEFINED 9      93425         0         0
TELEPHONE & DATA SYSTEMS INC       COM             879433100       391       7200 SH       DEFINED 9       7200         0         0
TELEPHONE & DATA SYSTEMS INC       COM             879433860       258       5200 SH       DEFINED 9       5200         0         0
TELETECH HOLDINGS INC              COM             879939106      8317     348280 SH       DEFINED 9     348280         0         0
TELIK INC                          COM             87959M109      1528     345000 SH       DEFINED A     345000         0         0
TELLABS INC                        COM             879664100     81944    7986780 SH       DEFINED 1    7986780         0         0
TELLABS INC                        COM             879664100       294      28700 SH       DEFINED 8      28700         0         0
TELLABS INC                        COM             879664100         2        160 SH       DEFINED 9        160         0         0
TELUS CORP                         COM             87971M202    283628    5451241 SH       DEFINED 8    5126741         0    324500
TELUS CORP                         COM             87971M202      2720      60900 SH       DEFINED A      60900         0         0
TEMPLE INLAND INC                  COM             879868107    460761   10010013 SH       DEFINED 5   10010013         0         0
TEMPLE INLAND INC                  COM             879868107      3420      74290 SH       DEFINED 9      74290         0         0
TEMPLE INLAND INC                  COM             879868107         9        194 SH       DEFINED A        194         0         0
TEMPLETON DRAGON FUND INC          COM             88018T101       287      10935 SH       SOLE           10935         0         0
TEMPLETON DRAGON FUND INC          COM             88018T101        21        800 SH       DEFINED 9        800         0         0
TEMPLETON EMERGING MARKETS FUND    COM             880191101      1093      59608 SH       DEFINED 9      59608         0         0
TEMPLETON EMERGING MARKETS INCOME  COM             880192109       195      14279 SH       SOLE           14279         0         0
TEMPLETON EMERGING MARKETS INCOME  COM             880192109        38       2800 SH       DEFINED 9       2800         0         0
TEMPLETON GLOBAL INCOME FUND       COM             880198106       317      33401 SH       DEFINED 9      33401         0         0
TEMPLETON RUSSIA & EAST EUROPEAN   COM             88022F105       964      11042 SH       SOLE           11042         0         0
TEMPUR PEDIC INTL INC              COM             88023U101       248      12124 SH       DEFINED 9      12124         0         0
TENARIS SA                         SPONSORED ADR   88031M109     19086     382556 SH       DEFINED C     382556         0         0
TENET HEALTHCARE CORP              COM             88033G100    514685   73842856 SH       DEFINED 1   73392856         0    450000
TENET HEALTHCARE CORP              COM             88033G100     27822    3991630 SH       DEFINED 2    2831033         0   1160597
TENET HEALTHCARE CORP              COM             88033G100      2226     319381 SH       DEFINED 6     319381         0         0
TENET HEALTHCARE CORP              COM             88033G100     16918    2427270 SH       DEFINED 8    2427270         0         0
TENET HEALTHCARE CORP              COM             88033G100       377      54150 SH       DEFINED 9      54150         0         0
TENET HEALTHCARE CORP              COM             88033G100      1895     271822 SH       DEFINED C     130330         0    141492
TENET HEALTHCARE CORP              COM             88033G100      2905     416729 SH       DEFINED D     416729         0         0
TENET HEALTHCARE CORP              COM             88033G100     19027    2729902 SH       DEFINED E     993410         0   1736492
TENET HEALTHCARE CORP              COM             88033G100       108      15440 SH       DEFINED        15440         0         0
TENET HEALTHCARE CORP              COM             88033G100      1393     199859 SH       DEFINED L     199859         0         0
TENET HEALTHCARE CORP              COM             88033G100       558      80039 SH       DEFINED M      80039         0         0
TENNECO INC                        COM             880349105     57678    2333270 SH       DEFINED A    2318470         0     14800
TEPPCO PARTNERS L.P.               UT LTD PARTNER  872384102       285       7070 SH       DEFINED 9       7070         0         0
TERADYNE INC                       COM             880770102       190      12700 SH       DEFINED 9      12700         0         0
TEREX CORP                         COM             880779103      3303      51145 SH       DEFINED 6      51145         0         0
TEREX CORP                         COM             880779103         8        130 SH       DEFINED 9        130         0         0
TEREX CORP                         COM             880779103    150533    2330959 SH       DEFINED A    2330959         0         0
TERNIUM SA                         SPONSORED ADR   880890108     25117     849400 SH       DEFINED C     671800         0    177600
TESSERA TECHNOLOGIES INC           COM             88164L100      7798     193300 SH       DEFINED 9     193300         0         0
TEVA PHARMACEUTICAL INDUSTRIES LTD SPONSORED ADR   881624209       559      18000 SH       DEFINED 2      18000         0         0
TEVA PHARMACEUTICAL INDUSTRIES LTD SPONSORED ADR   881624209         1         35 SH       DEFINED 6         35         0         0
TEVA PHARMACEUTICAL INDUSTRIES LTD SPONSORED ADR   881624209     33309    1071710 SH       DEFINED 9    1070660      1000        50
TEVA PHARMACEUTICAL INDUSTRIES LTD SPONSORED ADR   881624209     30228     972580 SH       DEFINED A     972580         0         0
TEVA PHARMACEUTICAL INDUSTRIES LTD SPONSORED ADR   881624209     55272    1778377 SH       DEFINED C    1697577         0     80800
TEVA PHARMACEUTICAL INDUSTRIES LTD SPONSORED ADR   881624209       746      24000 SH       DEFINED        24000         0         0
TEVA PHARMACEUTICAL INDUSTRIES LTD SPONSORED ADR   881624209       311      10000 SH       DEFINED M      10000         0         0
TEVA PHARMACEUTICAL INDUSTRIES LTD SPONSORED ADR   881624209     12432     400000 SH       DEFINED N     400000         0         0
TEXAS CAPITAL BANCSHARES INC       COM             88224Q107      5606     282000 SH       DEFINED 5     282000         0         0
TEXAS INDUSTRIES INC               COM             882491103     51384     800000 SH       DEFINED 4     800000         0         0
TEXAS INDUSTRIES INC               COM             882491103        11        169 SH       DEFINED A        169         0         0
TEXAS INSTRUMENTS INC              COM             882508104        67       2316 SH       DEFINED 6       2316         0         0
TEXAS INSTRUMENTS INC              COM             882508104     14832     515000 SH       DEFINED 7     515000         0         0
TEXAS INSTRUMENTS INC              COM             882508104       588      20426 SH       DEFINED 8      20426         0         0
TEXAS INSTRUMENTS INC              COM             882508104     28856    1001947 SH       DEFINED 9    1001347         0       600
TEXAS INSTRUMENTS INC              COM             882508104     49512    1719174 SH       DEFINED A    1719174         0         0
TEXAS INSTRUMENTS INC              COM             882508104       216       7500 SH       DEFINED E          0         0      7500
TEXAS INSTRUMENTS INC              COM             882508104        28        970 SH       DEFINED L        970         0         0
TEXTRON INC                        COM             883203101     49229     525000 SH       DEFINED 7     525000         0         0
TEXTRON INC                        COM             883203101       356       3800 SH       DEFINED 9       3800         0         0
TEXTRON INC                        COM             883203101        16        167 SH       DEFINED A        167         0         0
THE HERSHEY CO                     COM             427866108      1145      23000 SH       DEFINED 4      23000         0         0
THE HERSHEY CO                     COM             427866108     25717     516400 SH       DEFINED 7     516400         0         0
THE HERSHEY CO                     COM             427866108      1580      31721 SH       DEFINED 9      31721         0         0
THE HERSHEY CO                     COM             427866108      2241      45000 SH       DEFINED A      45000         0         0
THERAVANCE INC                     COM             88338T104       618      20000 SH       DEFINED 6      20000         0         0
THERAVANCE INC                     COM             88338T104      5603     181400 SH       DEFINED A     181400         0         0
THERMO FISHER SCIENTIFIC INC       COM             883556102       565      12484 SH       DEFINED 9      12484         0         0
THERMO FISHER SCIENTIFIC INC       COM             883556102      5802     128114 SH       DEFINED A     120090         0      8024
THOMAS & BETTS CORP                COM             884315102     23640     500000 SH       DEFINED 7     500000         0         0
THOMAS WEISEL PARTNERS GROUP       COM             884481102      5694     269870 SH       DEFINED 9     269870         0         0
THOMSON CORP                       COM             884903105     55476    1146679 SH       DEFINED 8    1146679         0         0
THOMSON CORP                       COM             884903105        83       1994 SH       DEFINED 9       1994         0         0
THOMSON SA                         SPONSORED ADR   885118109      2677     137120 SH       DEFINED 2     137120         0         0
THOR INDUSTRIES INC                COM             885160101     54182    1231700 SH       DEFINED 4    1219500         0     12200
THQ INC                            COM             872443403     16519     507950 SH       DEFINED A     494550         0     13400
TIDEWATER INC                      COM             886423102     13081     270500 SH       DEFINED 4     267500         0      3000
TIDEWATER INC                      COM             886423102        10        200 SH       DEFINED 9        200         0         0
TIFFANY & CO                       COM             886547108      2559      65218 SH       DEFINED 9      65218         0         0
TIM HORTONS INC                    COM             88706M103     91520    2716530 SH       DEFINED 8    2527330         0    189200
TIM HORTONS INC                    COM             88706M103       384      13255 SH       DEFINED 9      13255         0         0
TIMBERLAND COMPANY                 COM             887100105     25892     819900 SH       DEFINED 4     810900         0      9000
TIME WARNER INC                    COM             887317105   1029634   47274270 SH       DEFINED 1   46939370         0    334900
TIME WARNER INC                    COM             887317105     50478    2317610 SH       DEFINED 2    1642154         0    675456
TIME WARNER INC                    COM             887317105     45952    2109800 SH       DEFINED 3    2109800         0         0
TIME WARNER INC                    COM             887317105    793828   36447585 SH       DEFINED 5   36447585         0         0
TIME WARNER INC                    COM             887317105     29403    1350000 SH       DEFINED 7    1350000         0         0
TIME WARNER INC                    COM             887317105     10088     463200 SH       DEFINED 8     463200         0         0
TIME WARNER INC                    COM             887317105     15914     730649 SH       DEFINED 9     726949         0      3700
TIME WARNER INC                    COM             887317105         3        128 SH       DEFINED A        128         0         0
TIME WARNER INC                    COM             887317105      2379     109240 SH       DEFINED C      45200         0     64040
TIME WARNER INC                    COM             887317105      3517     161500 SH       DEFINED D     161500         0         0
TIME WARNER INC                    COM             887317105     88808    4077515 SH       DEFINED E     933635         0   3143880
TIME WARNER INC                    COM             887317105       139       6360 SH       DEFINED         6360         0         0
TIME WARNER INC                    COM             887317105      7626     350160 SH       DEFINED L     272510         0     77650
TIME WARNER INC                    COM             887317105      1417      65060 SH       DEFINED M      65060         0         0
TIME WARNER TELECOM INC            COM             887319101      2603     130600 SH       DEFINED A     130600         0         0
TIMKEN CO                          COM             887389104     40846    1399800 SH       DEFINED 4    1396800         0      3000
TIMKEN CO                          COM             887389104        20        700 SH       DEFINED 9        700         0         0
TJX COMPANIES INC                  COM             872540109        51       1775 SH       DEFINED 8       1775         0         0
TJX COMPANIES INC                  COM             872540109      1263      44286 SH       DEFINED 9      44286         0         0
TJX COMPANIES INC                  COM             872540109        14        478 SH       DEFINED A        478         0         0
TNT NV                             SPONSORED ADR   87260W101      1715      39800 SH       DEFINED 8      39800         0         0
TOLL BROTHERS INC                  COM             889478103      1247      38694 SH       DEFINED 9      37695         0       999
TOLL BROTHERS INC                  COM             889478103     28060     870604 SH       DEFINED A     870604         0         0
TOOTSIE ROLL INDUSTRIES INC        COM             890516107       757      23161 SH       DEFINED 7      23161         0         0
TORCHMARK CORP                     COM             891027104    424249    6653844 SH       DEFINED 1    6568844         0     85000
TORCHMARK CORP                     COM             891027104     14901     233710 SH       DEFINED 2     233710         0         0
TORCHMARK CORP                     COM             891027104      1194      18730 SH       DEFINED 8      18730         0         0
TORCHMARK CORP                     COM             891027104       663      10400 SH       DEFINED 9      10400         0         0
TORCHMARK CORP                     COM             891027104      3734      58570 SH       DEFINED A      58570         0         0
TORCHMARK CORP                     COM             891027104      1843      28900 SH       DEFINED C      17050         0     11850
TORCHMARK CORP                     COM             891027104      7649     119960 SH       DEFINED D     119960         0         0
TORCHMARK CORP                     COM             891027104     77302    1212391 SH       DEFINED E     552952         0    659439
TORCHMARK CORP                     COM             891027104      9713     152340 SH       DEFINED L     115600         0     36740
TORCHMARK CORP                     COM             891027104      1963      30790 SH       DEFINED M      30790         0         0
TORONTO DOMINION BANK              COM             891160509    219687    3150996 SH       DEFINED 8    3012696         0    138300
TORONTO DOMINION BANK              COM             891160509       473       7903 SH       DEFINED 9       7903         0         0
TOTAL SA                           SPONSORED ADR   89151E109      2705      37610 SH       DEFINED 2      37610         0         0
TOTAL SA                           SPONSORED ADR   89151E109     31403     436636 SH       DEFINED 5     436636         0         0
TOTAL SA                           SPONSORED ADR   89151E109      7100      98725 SH       DEFINED 8      98725         0         0
TOTAL SA                           SPONSORED ADR   89151E109      7494     104198 SH       DEFINED 9     103598         0       600
TOTAL SA                           SPONSORED ADR   89151E109      9002     125163 SH       DEFINED A     125163         0         0
TOYOTA MOTOR CORP                  SPONSORED ADR   892331307      1800      13400 SH       DEFINED 8      13400         0         0
TOYOTA MOTOR CORP                  SPONSORED ADR   892331307      1752      13047 SH       DEFINED 9      13047         0         0
TRACTOR SUPPLY CO                  COM             892356106       517      11553 SH       DEFINED 6      11553         0         0
TRACTOR SUPPLY CO                  COM             892356106        36        800 SH       DEFINED 9        800         0         0
TRACTOR SUPPLY CO                  COM             892356106     49143    1099140 SH       DEFINED A    1090040         0      9100
TRANSALTA CORP                     COM             89346D107       202       7569 SH       DEFINED 8       7569         0         0
TRANSATLANTIC HOLDINGS INC         COM             893521104       939      15128 SH       DEFINED 9      15128         0         0
TRANSCANADA CORP                   COM             89353D107     65767    1619482 SH       DEFINED 8    1619482         0         0
TRANSCANADA CORP                   COM             89353D107       517      14800 SH       DEFINED 9      14800         0         0
TRANSGLOBE ENERGY CORP             COM             893662106        65      11150 SH       DEFINED 8      11150         0         0
TRANSOCEAN INC                     COM             G90078109         6         77 SH       DEFINED 6         77         0         0
TRANSOCEAN INC                     COM             G90078109     24446     302208 SH       DEFINED 9     302208         0         0
TRANSOCEAN INC                     COM             G90078109        81       1000 SH CALL  DEFINED 9
TRANSOCEAN INC                     COM             G90078109      6067      75000 SH       DEFINED A      75000         0         0
TRAVELERS PROPERTY CASUALTY CORP   NT CV JR 2032   89420G307       222       8500 SH       DEFINED 9       8500         0         0
TRAVELERS PROPERTY CASUALTY CORP   NT CV JR 2032   89420G307      7842     300000 SH       DEFINED A     300000         0         0
TREDEGAR CORP                      COM             894650100     25112    1110680 SH       DEFINED 2    1110680         0         0
TREDEGAR CORP                      COM             894650100     10541     466214 SH       DEFINED E     349864         0    116350
TRIBUNE CO                         COM             896047107       715      23222 SH       DEFINED 9      23222         0         0
TRIDENT MICROSYSTEMS INC           COM             895919108      5261     289400 SH       DEFINED 9     289400         0         0
TRIDENT MICROSYSTEMS INC           COM             895919108      7724     424840 SH       DEFINED A     413540         0     11300
TRIDENT MICROSYSTEMS INC           COM             895919108       173       9500 SH       DEFINED N       9500         0         0
TRIMBLE NAVIGATION LTD             COM             896239100      2590      51047 SH       DEFINED 6      51047         0         0
TRIMBLE NAVIGATION LTD             COM             896239100      3305      65150 SH       DEFINED 9      65150         0         0
TRIMBLE NAVIGATION LTD             COM             896239100    207221    4084791 SH       DEFINED A    4070291         0     14500
TRIMERIS INC                       COM             896263100       953      75000 SH       DEFINED 6      75000         0         0
TRIMERIS INC                       COM             896263100     15395    1211235 SH       DEFINED A    1181735         0     29500
TRINITY INDUSTRIES INC             COM             896522109     77440    2200000 SH       DEFINED 4    2200000         0         0
TRINITY INDUSTRIES INC             COM             896522109      1880      53418 SH       DEFINED 6      53418         0         0
TRINITY INDUSTRIES INC             COM             896522109      3670     104267 SH       DEFINED 9     104267         0         0
TRINITY INDUSTRIES INC             COM             896522109    105179    2988040 SH       DEFINED A    2988040         0         0
TRIZETTO GROUP INC                 COM             896882107     19167    1043400 SH       DEFINED A    1015500         0     27900
TRUMP ENTERTAINMENT RESORTS INC    COM             89816T103     93787    5141843 SH       DEFINED 5    5141843         0         0
TRUSTCO BANK CORP NY               COM             898349105     11195    1006709 SH       DEFINED 4    1006709         0         0
TRUSTCO BANK CORP NY               COM             898349105        68       6085 SH       DEFINED 6       6085         0         0
TSAKOS ENERGY NAVIGATION LTD       COM             G9108L108      3893      84825 SH       DEFINED 9      83825         0      1000
TUESDAY MORNING CORP               COM             899035505     35832    2304300 SH       DEFINED 4    2279300         0     25000
TUESDAY MORNING CORP               COM             899035505         3        179 SH       DEFINED 6        179         0         0
TUMBLEWEED COMMUNICATIONS CORP     COM             899690101      4004    1522400 SH       DEFINED 9    1522400         0         0
TXU CORP                           COM             873168108      1501      27684 SH       DEFINED 6      24529         0      3155
TXU CORP                           COM             873168108      1041      19200 SH       DEFINED 8      19200         0         0
TXU CORP                           COM             873168108      5127      94584 SH       DEFINED 9      94584         0         0
TXU CORP                           COM             873168108    503593    9289664 SH       DEFINED A    9229664         0     60000
TXU CORP                           COM             873168108       336       6200 SH       DEFINED E          0         0      6200
TXU CORP                           COM             873168108        51        950 SH       DEFINED L        950         0         0
TYCO INTERNATIONAL GROUP SA        DBCV 3.125% 1/1 902118BG2     15761   11000000 PRN      DEFINED A   11000000         0         0
TYCO INTERNATIONAL LTD             COM             902124106   1120977   36874230 SH       DEFINED 1   36559230         0    315000
TYCO INTERNATIONAL LTD             COM             902124106     44847    1475229 SH       DEFINED 2    1076055         0    399174
TYCO INTERNATIONAL LTD             COM             902124106      1764      58020 SH       DEFINED 4      58020         0         0
TYCO INTERNATIONAL LTD             COM             902124106    848716   27918300 SH       DEFINED 5   27918300         0         0
TYCO INTERNATIONAL LTD             COM             902124106      3587     118000 SH       DEFINED 6     118000         0         0
TYCO INTERNATIONAL LTD             COM             902124106     47122    1550052 SH       DEFINED 7    1550052         0         0
TYCO INTERNATIONAL LTD             COM             902124106     25046     823896 SH       DEFINED 8     823896         0         0
TYCO INTERNATIONAL LTD             COM             902124106      2700      88827 SH       DEFINED 9      88827         0         0
TYCO INTERNATIONAL LTD             COM             902124106     48069    1581210 SH       DEFINED A    1581210         0         0
TYCO INTERNATIONAL LTD             COM             902124106      2909      95690 SH       DEFINED C      47450         0     48240
TYCO INTERNATIONAL LTD             COM             902124106     10538     346650 SH       DEFINED D     346650         0         0
TYCO INTERNATIONAL LTD             COM             902124106    117986    3881121 SH       DEFINED E    1409901         0   2471220
TYCO INTERNATIONAL LTD             COM             902124106       102       3360 SH       DEFINED         3360         0         0
TYCO INTERNATIONAL LTD             COM             902124106      8990     295736 SH       DEFINED L     226586         0     69150
TYCO INTERNATIONAL LTD             COM             902124106      1762      57965 SH       DEFINED M      57965         0         0
U-STORE-IT TRUST                   COM             91274F104        60       2930 SH       DEFINED 6       2930         0         0
U-STORE-IT TRUST                   COM             91274F104     35716    1738000 SH       DEFINED A    1738000         0         0
UBS AG                             COM             H89231338    572405    7729974 SH       DEFINED 1    7649974         0     80000
UBS AG                             COM             H89231338    249961    3384832 SH       DEFINED 2    3011624         0    373208
UBS AG                             COM             H89231338     41096     554971 SH       DEFINED 6     554971         0         0
UBS AG                             COM             H89231338     62232     840408 SH       DEFINED 8     831678         0      8730
UBS AG                             COM             H89231338     10505     145100 SH       DEFINED 9     145100         0         0
UBS AG                             COM             H89231338      1018      13750 SH       DEFINED A      13750         0         0
UBS AG                             COM             H89231338      1629      22004 SH       DEFINED C          0         0     22004
UBS AG                             COM             H89231338      7702     104008 SH       DEFINED D     104008         0         0
UBS AG                             COM             H89231338     95179    1285333 SH       DEFINED E     358530         0    926803
UBS AG                             COM             H89231338      2518      34000 SH       DEFINED        34000         0         0
UBS AG                             COM             H89231338      3852      52020 SH       DEFINED L      38180         0     13840
UBS AG                             COM             H89231338      1303      17596 SH       DEFINED M      17596         0         0
UBS AG                             COM             H89231338     33241     448900 SH       DEFINED N     448900         0         0
UCBH HOLDINGS INC                  COM             90262T308     13730     781907 SH       DEFINED 6     781907         0         0
UCBH HOLDINGS INC                  COM             90262T308     14563     829300 SH       DEFINED A     807900         0     21400
UMB FINANCIAL CORP                 COM             902788108      6820     186800 SH       DEFINED 4     186800         0         0
UMB FINANCIAL CORP                 COM             902788108       204       5594 SH       DEFINED 9       5594         0         0
UMB FINANCIAL CORP                 COM             902788108      5374     147200 SH       DEFINED A     143100         0      4100
UNDER ARMOUR INC                   COM             904311107      1075      21300 SH       DEFINED 9      21300         0         0
UNIBANCO UNIAO DE BANCOS BRASILEIR GDR REP PFD UT  90458E107      2341      25180 SH       DEFINED 2      25180         0         0
UNIBANCO UNIAO DE BANCOS BRASILEIR GDR REP PFD UT  90458E107    461667    4966300 SH       DEFINED C    4885200         0     81100
UNILEVER NV                        N Y SHS NEW     904784709       518      19020 SH       DEFINED 2      19020         0         0
UNILEVER NV                        N Y SHS NEW     904784709     36538    1340839 SH       DEFINED 6    1331411         0      9428
UNILEVER NV                        N Y SHS NEW     904784709      2181      80036 SH       DEFINED 8      80036         0         0
UNILEVER NV                        N Y SHS NEW     904784709      1577      57871 SH       DEFINED 9      57871         0         0
UNILEVER NV                        N Y SHS NEW     904784709     23070     846600 SH       DEFINED A     846600         0         0
UNION PACIFIC CORP                 COM             907818108     27606     300000 SH       DEFINED 7     300000         0         0
UNION PACIFIC CORP                 COM             907818108     12945     140674 SH       DEFINED 9     140674         0         0
UNIONBANCAL CORP                   COM             908906100     88579    1446192 SH       DEFINED 5    1446192         0         0
UNIONBANCAL CORP                   COM             908906100        55        900 SH       DEFINED 9        900         0         0
UNIT CORP                          COM             909218109     10417     215000 SH       DEFINED 4     212500         0      2500
UNITED AMERICA INDEMNITY LTD       COM             90933T109      5501     217168 SH       DEFINED 4     217168         0         0
UNITED NATURAL FOODS INC           COM             911163103     17908     498565 SH       DEFINED 9     497865       700         0
UNITED NATURAL FOODS INC           COM             911163103       216       6000 SH       DEFINED N       6000         0         0
UNITED PARCEL SERVICE INC          COM             911312106      1485      19802 SH       DEFINED 6      17698         0      2104
UNITED PARCEL SERVICE INC          COM             911312106      1901      25353 SH       DEFINED 8      25353         0         0
UNITED PARCEL SERVICE INC          COM             911312106     45696     609437 SH       DEFINED 9     608737       400       300
UNITED PARCEL SERVICE INC          COM             911312106     37018     493700 SH       DEFINED A     479700         0     14000
UNITED PARCEL SERVICE INC          COM             911312106        82       1100 SH       DEFINED E          0         0      1100
UNITED PARCEL SERVICE INC          COM             911312106       135       1800 SH       DEFINED         1800         0         0
UNITED PARCEL SERVICE INC          COM             911312106        13        180 SH       DEFINED L        180         0         0
UNITED PARCEL SERVICE INC          COM             911312106       600       8000 SH       DEFINED M       8000         0         0
UNITED STATES STEEL CORP           COM             912909108    105753    1445900 SH       DEFINED 4    1444900         0      1000
UNITED STATES STEEL CORP           COM             912909108    105375    1440734 SH       DEFINED 5    1440734         0         0
UNITED STATES STEEL CORP           COM             912909108       666       9100 SH       DEFINED 9       9100         0         0
UNITED STATES STEEL CORP           COM             912909108       118       1619 SH       DEFINED A       1619         0         0
UNITED SURGICAL PARTNERS INTERNATI COM             913016309      2101      74100 SH       DEFINED 9      74100         0         0
UNITED SURGICAL PARTNERS INTERNATI COM             913016309       882      31100 SH       DEFINED A      28100         0      3000
UNITED TECHNOLOGIES CORP           COM             913017109    239994    3838680 SH       DEFINED 4    3838680         0         0
UNITED TECHNOLOGIES CORP           COM             913017109       157       2510 SH       DEFINED 6       2510         0         0
UNITED TECHNOLOGIES CORP           COM             913017109     50016     800000 SH       DEFINED 7     800000         0         0
UNITED TECHNOLOGIES CORP           COM             913017109      4615      73817 SH       DEFINED 8      73817         0         0
UNITED TECHNOLOGIES CORP           COM             913017109     57513     919919 SH       DEFINED 9     917219      1200      1500
UNITED TECHNOLOGIES CORP           COM             913017109     77547    1240356 SH       DEFINED A    1240356         0         0
UNITED TECHNOLOGIES CORP           COM             913017109       144       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     18409     342616 SH       DEFINED 9     342616         0         0
UNITEDHEALTH GROUP INC             COM             91324P102      2380      44298 SH       DEFINED A      39808         0      4490
UNITRIN INC                        COM             913275103       562      11220 SH       DEFINED 9      11220         0         0
UNIVERSAL COMPRESSION HOLDINGS INC COM             913431102     52794     850000 SH       DEFINED 4     850000         0         0
UNIVERSAL CORP                     COM             913456109     36302     740700 SH       DEFINED 4     740700         0         0
UNIVERSAL FOREST PRODUCTS INC      COM             913543104     46030     987342 SH       DEFINED 4     977342         0     10000
UNIVERSAL HEALTH SERVICES INC      COM             913903100       222       4000 SH       DEFINED 9       4000         0         0
UNUMPROVIDENT CORP                 COM             91529Y106      1182      56900 SH       DEFINED 9      56900         0         0
UPM-KYMMENE CORP                   SPONSORED ADR   915436109     16021     634231 SH       DEFINED 6     634231         0         0
UPM-KYMMENE CORP                   SPONSORED ADR   915436109       336      13300 SH       DEFINED 8      13300         0         0
URBAN OUTFITTERS INC               COM             917047102       985      42777 SH       DEFINED 9      42777         0         0
US BANCORP                         COM             902973304      5522     152592 SH       DEFINED 1     152592         0         0
US BANCORP                         COM             902973304    180506    4987724 SH       DEFINED 4    4987724         0         0
US BANCORP                         COM             902973304    290821    8035957 SH       DEFINED 5    8035957         0         0
US BANCORP                         COM             902973304      3092      85442 SH       DEFINED 6      76491         0      8951
US BANCORP                         COM             902973304     10125     279784 SH       DEFINED 9     279784         0         0
US BANCORP                         COM             902973304     32600     900800 SH       DEFINED A     900800         0         0
US BIOENERGY CORP                  COM             90342V109     24091    1417100 SH       DEFINED A    1417100         0         0
V F CORP                           COM             918204108     41040     500000 SH       DEFINED 7     500000         0         0
V F CORP                           COM             918204108      1046      12740 SH       DEFINED 9      12740         0         0
V F CORP                           COM             918204108       417       5082 SH       DEFINED A       5082         0         0
VA SOFTWARE CORP                   COM             91819B105      5949    1182606 SH       DEFINED 6    1182606         0         0
VA SOFTWARE CORP                   COM             91819B105      5909    1174700 SH       DEFINED A    1142600         0     32100
VAIL RESORTS INC                   COM             91879Q109     68351    1525000 SH       DEFINED 4    1525000         0         0
VAIL RESORTS INC                   COM             91879Q109      7470     166670 SH       DEFINED 9     166670         0         0
VAIL RESORTS INC                   COM             91879Q109         8        179 SH       DEFINED A        179         0         0
VAIL RESORTS INC                   COM             91879Q109       247       5500 SH       DEFINED N       5500         0         0
VALEANT PHARMACEUTICALS INTERNATIO COM             91911X104    124809    7239522 SH       DEFINED 5    7239522         0         0
VALEANT PHARMACEUTICALS INTERNATIO COM             91911X104         5        300 SH       DEFINED 9        300         0         0
VALEANT PHARMACEUTICALS INTERNATIO COM             91911X104       147       8530 SH       DEFINED D       8530         0         0
VALERA PHARMACEUTICALS INC         COM             91914F100       404      50000 SH       DEFINED 6      50000         0         0
VALERO ENERGY CORP                 COM             91913Y100      1143      22332 SH       DEFINED 9      22332         0         0
VALERO ENERGY CORP                 COM             91913Y100      7325     143172 SH       DEFINED A     143172         0         0
VALLEY NATIONAL BANCORP            COM             919794107       911      34374 SH       DEFINED 9      34374         0         0
VALUECLICK INC                     COM             92046N102     15849     670700 SH       DEFINED A     652500         0     18200
VARIAN INC                         COM             922206107     20873     466015 SH       DEFINED 6     466015         0         0
VARIAN INC                         COM             922206107     39816     888942 SH       DEFINED A     875742         0     13200
VARIAN MEDICAL SYSTEMS INC         COM             92220P105      1441      30282 SH       DEFINED 6      30282         0         0
VARIAN MEDICAL SYSTEMS INC         COM             92220P105        34        725 SH       DEFINED 8        725         0         0
VARIAN MEDICAL SYSTEMS INC         COM             92220P105       143       3000 SH       DEFINED 9       3000         0         0
VARIAN MEDICAL SYSTEMS INC         COM             92220P105    174569    3669723 SH       DEFINED A    3669723         0         0
VARIAN SEMICONDUCTOR EQUIPMENT ASS COM             922207105     49303    1083100 SH       DEFINED A    1057750         0     25350
VCA ANTECH INC                     COM             918194101      1924      59758 SH       DEFINED 6      59758         0         0
VCA ANTECH INC                     COM             918194101    158468    4922886 SH       DEFINED A    4908986         0     13900
VECTREN CORP                       COM             92240G101       282       9979 SH       DEFINED 9       9979         0         0
VECTREN CORP                       COM             92240G101     22624     800000 SH       DEFINED A     800000         0         0
VENTAS INC                         COM             92276F100    126410    2986993 SH       DEFINED 5    2986993         0         0
VENTAS INC                         COM             92276F100        85       2000 SH       DEFINED 9       2000         0         0
VENTAS INC                         COM             92276F100     43798    1034930 SH       DEFINED A    1034930         0         0
VENTAS INC                         COM             92276F100      1422      33600 SH       DEFINED D      33600         0         0
VENTAS INC                         COM             92276F100       453      10700 SH       DEFINED M      10700         0         0
VENTAS INC                         COM             92276F100      4406     104100 SH       DEFINED N     104100         0         0
VERIGY LTD                         COM             Y93691106       869      48974 SH       DEFINED 7      48974         0         0
VERIGY LTD                         COM             Y93691106         0          5 SH       DEFINED 8          5         0         0
VERIGY LTD                         COM             Y93691106       141       7942 SH       DEFINED 9       7942         0         0
VERIGY LTD                         COM             Y93691106         1         56 SH       DEFINED A         56         0         0
VERISIGN INC                       COM             92343E102         2         75 SH       DEFINED 6         75         0         0
VERISIGN INC                       COM             92343E102       203       8425 SH       DEFINED 9       8425         0         0
VERISIGN INC                       COM             92343E102      4815     200226 SH       DEFINED A     200226         0         0
VERIZON COMMUNICATIONS             COM             92343V104    801669   21527082 SH       DEFINED 5   21527082         0         0
VERIZON COMMUNICATIONS             COM             92343V104      2307      61961 SH       DEFINED 6      54869         0      7092
VERIZON COMMUNICATIONS             COM             92343V104      1477      39656 SH       DEFINED 8      39656         0         0
VERIZON COMMUNICATIONS             COM             92343V104     51449    1381550 SH       DEFINED 9    1379388         0      2162
VERIZON COMMUNICATIONS             COM             92343V104    500942   13451728 SH       DEFINED A   13421728         0     30000
VERIZON COMMUNICATIONS             COM             92343V104        93       2500 SH       DEFINED E          0         0      2500
VERIZON COMMUNICATIONS             COM             92343V104        16        420 SH       DEFINED L        420         0         0
VERTEX PHARMACEUTICALS INC         COM             92532F100      1104      29500 SH       DEFINED 9      29500         0         0
VERTEX PHARMACEUTICALS INC         COM             92532F100      9916     265000 SH       DEFINED A     265000         0         0
VIACOM INC                         COM             92553P102      4101     100000 SH       DEFINED 7     100000         0         0
VIACOM INC                         COM             92553P102      1267      30889 SH       DEFINED 9      30889         0         0
VIACOM INC                         COM             92553P201    963876   23491988 SH       DEFINED 1   23311988         0    180000
VIACOM INC                         COM             92553P201     50493    1230630 SH       DEFINED 2     922830         0    307800
VIACOM INC                         COM             92553P201    382951    9333439 SH       DEFINED 5    9333439         0         0
VIACOM INC                         COM             92553P201      2052      50000 SH       DEFINED 7      50000         0         0
VIACOM INC                         COM             92553P201     11326     276050 SH       DEFINED 8     276050         0         0
VIACOM INC                         COM             92553P201      2726      66434 SH       DEFINED 9      66434         0         0
VIACOM INC                         COM             92553P201      6155     150006 SH       DEFINED A     150006         0         0
VIACOM INC                         COM             92553P201      2680      65310 SH       DEFINED C      30280         0     35030
VIACOM INC                         COM             92553P201      4293     104640 SH       DEFINED D     104640         0         0
VIACOM INC                         COM             92553P201    116366    2836108 SH       DEFINED E    1219048         0   1617060
VIACOM INC                         COM             92553P201       112       2730 SH       DEFINED         2730         0         0
VIACOM INC                         COM             92553P201      9030     220090 SH       DEFINED L     168860         0     51230
VIACOM INC                         COM             92553P201      1762      42950 SH       DEFINED M      42950         0         0
VIASAT INC                         COM             92552V100     16573     555947 SH       DEFINED 6     555947         0         0
VIASAT INC                         COM             92552V100     35057    1176017 SH       DEFINED A    1145517         0     30500
VILLAGE SUPER MARKET INC           COM             927107409      9489     111000 SH       DEFINED 4     111000         0         0
VIMPEL COMMUNICATIONS              SPONSORED ADR   68370R109      1548      19609 SH       DEFINED 9      19609         0         0
VION PHARMACEUTICALS INC           COM             927624106      2041    1512200 SH       DEFINED A    1512200         0         0
VIROPHARMA INC                     COM             928241108       586      40000 SH       DEFINED 6      40000         0         0
VIROPHARMA INC                     COM             928241108        73       5000 SH       DEFINED 9       5000         0         0
VIROPHARMA INC                     COM             928241108      6670     455602 SH       DEFINED A     446502         0      9100
VIVUS INC                          COM             928551100       724     200000 SH       DEFINED 6     200000         0         0
VIVUS INC                          COM             928551100      4597    1270000 SH       DEFINED A    1270000         0         0
VODAFONE GROUP PLC                 SPONSORED ADR   92857W209     78815    2837118 SH       DEFINED 2    2673571         0    163547
VODAFONE GROUP PLC                 SPONSORED ADR   92857W209     26274     945774 SH       DEFINED 6     938143         0      7631
VODAFONE GROUP PLC                 SPONSORED ADR   92857W209      1936      69700 SH       DEFINED 8      69700         0         0
VODAFONE GROUP PLC                 SPONSORED ADR   92857W209     24637     886863 SH       DEFINED 9     885063         0      1800
VODAFONE GROUP PLC                 SPONSORED ADR   92857W209      1695      61000 SH       DEFINED A      27000         0     34000
VOLCOM INC                         COM             92864N101      5683     192200 SH       DEFINED 9     192200         0         0
VORNADO REALTY TRUST               COM             929042109       126       1034 SH       DEFINED 6       1034         0         0
VORNADO REALTY TRUST               COM             929042109      2223      18300 SH       DEFINED 9      18300         0         0
VORNADO REALTY TRUST               COM             929042109     73058     601300 SH       DEFINED A     601300         0         0
WABASH NATIONAL CORP               COM             929566107     48075    3183759 SH       DEFINED 4    3148759         0     35000
WACHOVIA CORP                      COM             929903102     10541     185100 SH       DEFINED 4     185100         0         0
WACHOVIA CORP                      COM             929903102    384201    6746283 SH       DEFINED 5    6746283         0         0
WACHOVIA CORP                      COM             929903102      4787      84058 SH       DEFINED 6      74661         0      9397
WACHOVIA CORP                      COM             929903102      3573      62740 SH       DEFINED 8      62740         0         0
WACHOVIA CORP                      COM             929903102     26742     469569 SH       DEFINED 9     469569         0         0
WACHOVIA CORP                      COM             929903102    282969    4968721 SH       DEFINED A    4955721         0     13000
WACHOVIA CORP                      COM             929903102       110       1930 SH       DEFINED E          0         0      1930
WACHOVIA CORP                      COM             929903102        10        170 SH       DEFINED L        170         0         0
WAL-MART STORES INC                COM             931142103    183656    3976960 SH       DEFINED 4    3976960         0         0
WAL-MART STORES INC                COM             931142103      1393      30159 SH       DEFINED 6      26813         0      3346
WAL-MART STORES INC                COM             931142103      5110     110650 SH       DEFINED 8     110650         0         0
WAL-MART STORES INC                COM             931142103     27661     598975 SH       DEFINED 9     598975         0         0
WAL-MART STORES INC                COM             931142103     59458    1287535 SH       DEFINED A    1287535         0         0
WAL-MART STORES INC                COM             931142103       125       2700 SH       DEFINED E          0         0      2700
WAL-MART STORES INC                COM             931142103        21        450 SH       DEFINED L        450         0         0
WALGREEN CO                        COM             931422109         1         19 SH       DEFINED 6         19         0         0
WALGREEN CO                        COM             931422109       371       8080 SH       DEFINED 8       8080         0         0
WALGREEN CO                        COM             931422109     16556     360777 SH       DEFINED 9     360727         0        50
WALGREEN CO                        COM             931422109     13139     286313 SH       DEFINED A     286313         0         0
WALGREEN CO                        COM             931422109       124       2700 SH       DEFINED E          0         0      2700
WALGREEN CO                        COM             931422109        20        430 SH       DEFINED L        430         0         0
WALT DISNEY CO                     COM             254687106        76       2214 SH       DEFINED 6       2214         0         0
WALT DISNEY CO                     COM             254687106     34270    1000000 SH       DEFINED 7    1000000         0         0
WALT DISNEY CO                     COM             254687106       281       8203 SH       DEFINED 8       8203         0         0
WALT DISNEY CO                     COM             254687106     52297    1526038 SH       DEFINED 9    1525240         0       798
WALT DISNEY CO                     COM             254687106     65902    1923036 SH       DEFINED A    1923036         0         0
WALT DISNEY CO                     COM             254687106        86       2500 SH       DEFINED E          0         0      2500
WALT DISNEY CO                     COM             254687106        14        420 SH       DEFINED L        420         0         0
WALT DISNEY CO                     NOTE 2.125% 4/1 254687AU0        11       9000 PRN      DEFINED 9       9000         0         0
WALT DISNEY CO                     NOTE 2.125% 4/1 254687AU0     19520   16000000 PRN      DEFINED A   16000000         0         0
WARNACO GROUP INC                  COM             934390402     37756    1487644 SH       DEFINED 4    1471644         0     16000
WARNACO GROUP INC                  COM             934390402      7731     304620 SH       DEFINED 9     304620         0         0
WARNACO GROUP INC                  COM             934390402      2583     101771 SH       DEFINED A     101771         0         0
WARNACO GROUP INC                  COM             934390402       112       4400 SH       DEFINED E          0         0      4400
WARNACO GROUP INC                  COM             934390402        21        820 SH       DEFINED L        820         0         0
WARNACO GROUP INC                  COM             934390402       168       6600 SH       DEFINED N       6600         0         0
WASHINGTON MUTUAL INC              COM             939322103    128189    2817970 SH       DEFINED 4    2817970         0         0
WASHINGTON MUTUAL INC              COM             939322103    440941    9693137 SH       DEFINED 5    9693137         0         0
WASHINGTON MUTUAL INC              COM             939322103       111       2450 SH       DEFINED 6       2450         0         0
WASHINGTON MUTUAL INC              COM             939322103       640      14080 SH       DEFINED 8      14080         0         0
WASHINGTON MUTUAL INC              COM             939322103      8866     194910 SH       DEFINED 9     194910         0         0
WASHINGTON MUTUAL INC              COM             939322103    286616    6300642 SH       DEFINED A    6250642         0     50000
WASHINGTON MUTUAL INC              COM             939322103       121       2670 SH       DEFINED E          0         0      2670
WASHINGTON MUTUAL INC              COM             939322103        21        470 SH       DEFINED L        470         0         0
WASHINGTON POST CO                 COM             939640108    242856     325719 SH       DEFINED 5     325719         0         0
WASHINGTON POST CO                 COM             939640108      1347       1807 SH       DEFINED 9       1807         0         0
WASTE MANAGEMENT INC               COM             94106L109      1634      44438 SH       DEFINED 6      39236         0      5202
WASTE MANAGEMENT INC               COM             94106L109       889      24176 SH       DEFINED 8      24176         0         0
WASTE MANAGEMENT INC               COM             94106L109       738      20060 SH       DEFINED 9      20060         0         0
WASTE MANAGEMENT INC               COM             94106L109     20360     553700 SH       DEFINED A     553700         0         0
WATERS CORP                        COM             941848103      2064      42143 SH       DEFINED 6      42143         0         0
WATERS CORP                        COM             941848103     24485     500000 SH       DEFINED 7     500000         0         0
WATERS CORP                        COM             941848103       301       6140 SH       DEFINED 8       6140         0         0
WATERS CORP                        COM             941848103       968      19760 SH       DEFINED 9      19760         0         0
WATERS CORP                        COM             941848103    139559    2849892 SH       DEFINED A    2846192         0      3700
WATERS CORP                        COM             941848103        64       1300 SH       DEFINED E          0         0      1300
WATERS CORP                        COM             941848103        14        280 SH       DEFINED L        280         0         0
WATSON PHARMACEUTICALS INC         COM             942683103     13320     511710 SH       DEFINED 2     511710         0         0
WATSON PHARMACEUTICALS INC         COM             942683103     46916    1802400 SH       DEFINED 4    1802400         0         0
WATSON PHARMACEUTICALS INC         COM             942683103     21328     819380 SH       DEFINED 8     819380         0         0
WATSON PHARMACEUTICALS INC         COM             942683103         3        100 SH       DEFINED 9        100         0         0
WATSON PHARMACEUTICALS INC         COM             942683103      1744      66990 SH       DEFINED C      37990         0     29000
WATSON PHARMACEUTICALS INC         COM             942683103     69694    2677434 SH       DEFINED E     738040         0   1939394
WATTS WATER TECHNOLOGIES INC       COM             942749102     29250     711500 SH       DEFINED 4     703500         0      8000
WATTS WATER TECHNOLOGIES INC       COM             942749102        66       1600 SH       DEFINED 6       1600         0         0
WATTS WATER TECHNOLOGIES INC       COM             942749102         4         90 SH       DEFINED 9         90         0         0
WEATHERFORD INTERNATIONAL LTD      COM             G95089101       900      21534 SH       DEFINED 2      18920         0      2614
WEATHERFORD INTERNATIONAL LTD      COM             G95089101     50424    1206600 SH       DEFINED 3    1206600         0         0
WEATHERFORD INTERNATIONAL LTD      COM             G95089101       208       4975 SH       DEFINED 9       4975         0         0
WEATHERFORD INTERNATIONAL LTD      COM             G95089101      4992     119450 SH       DEFINED A     119450         0         0
WEBEX COMMUNICATIONS INC           COM             94767L109      2716      77850 SH       DEFINED A      77850         0         0
WEBMD HEALTH CORP                  COM             94770V102      3738      93400 SH       DEFINED A      92300         0      1100
WEBMETHODS INC                     COM             94768C108     12008    1631541 SH       DEFINED 6    1631541         0         0
WEBMETHODS INC                     COM             94768C108      2890     392700 SH       DEFINED 9     392700         0         0
WEBSIDESTORY INC                   COM             947685103       622      49100 SH       DEFINED A      49100         0         0
WELLCARE HEALTH PLANS INC          COM             94946T106      4154      60297 SH       DEFINED A      60297         0         0
WELLPOINT INC                      COM             94973V107         1         11 SH       DEFINED 6         11         0         0
WELLPOINT INC                      COM             94973V107       456       5800 SH       DEFINED 8       5800         0         0
WELLPOINT INC                      COM             94973V107      2989      37990 SH       DEFINED 9      37990         0         0
WELLPOINT INC                      COM             94973V107     42825     544220 SH       DEFINED A     533620         0     10600
WELLPOINT INC                      COM             94973V107       150       1900 SH       DEFINED E          0         0      1900
WELLPOINT INC                      COM             94973V107        24        300 SH       DEFINED L        300         0         0
WELLS FARGO & CO                   COM             949746101      3247      91300 SH       DEFINED 4      91300         0         0
WELLS FARGO & CO                   COM             949746101        91       2565 SH       DEFINED 6       2565         0         0
WELLS FARGO & CO                   COM             949746101     11241     316101 SH       DEFINED 8     316101         0         0
WELLS FARGO & CO                   COM             949746101     33237     934665 SH       DEFINED 9     934665         0         0
WELLS FARGO & CO                   COM             949746101     62700    1763204 SH       DEFINED A    1763204         0         0
WELLS FARGO & CO                   COM             949746101         9        260 SH       DEFINED L        260         0         0
WENDYS INTERNATIONAL INC           COM             950590109       340      10267 SH       DEFINED 9      10267         0         0
WESCO INTERNATIONAL INC            COM             95082P105      1058      17986 SH       DEFINED 6      17986         0         0
WESCO INTERNATIONAL INC            COM             95082P105        33        565 SH       DEFINED 8        565         0         0
WESCO INTERNATIONAL INC            COM             95082P105    120740    2053049 SH       DEFINED A    2053049         0         0
WEST MARINE INC                    COM             954235107     34392    1991430 SH       DEFINED 2    1991430         0         0
WEST MARINE INC                    COM             954235107     38168    2210100 SH       DEFINED 4    2187600         0     22500
WEST MARINE INC                    COM             954235107       155       9000 SH       DEFINED 9       9000         0         0
WEST MARINE INC                    COM             954235107       387      22380 SH       DEFINED D      22380         0         0
WEST MARINE INC                    COM             954235107      4042     234070 SH       DEFINED E     234070         0         0
WEST PHARMACEUTICAL SERVICES INC   COM             955306105    188192    3673473 SH       DEFINED 4    3666973         0      6500
WESTAR ENERGY INC                  COM             95709T100     20768     800000 SH       DEFINED A     800000         0         0
WESTERN REFINING INC               COM             959319104      7116     279500 SH       DEFINED 9     279500         0         0
WESTERN REFINING INC               COM             959319104      2291      90000 SH       DEFINED A      90000         0         0
WESTERN REFINING INC               COM             959319104       234       9200 SH       DEFINED N       9200         0         0
WESTERN UNION CO                   COM             959802109         1         55 SH       DEFINED 8         55         0         0
WESTERN UNION CO                   COM             959802109      4729     210916 SH       DEFINED 9     210916         0         0
WESTERN UNION CO                   COM             959802109        14        607 SH       DEFINED A        607         0         0
WESTLAKE CHEMICAL CORP             COM             960413102     60573    1930300 SH       DEFINED 4    1921800         0      8500
WESTLAKE CHEMICAL CORP             COM             960413102        17        541 SH       DEFINED A        541         0         0
WESTWOOD ONE INC                   COM             961815107         3        444 SH       DEFINED 6        444         0         0
WESTWOOD ONE INC                   COM             961815107     22781    3226740 SH       DEFINED 8    3226740         0         0
WESTWOOD ONE INC                   COM             961815107      4549     644300 SH       DEFINED E     644300         0         0
WEYERHAEUSER CO                    COM             962166104   1272808   18015689 SH       DEFINED 5   18015689         0         0
WEYERHAEUSER CO                    COM             962166104      1897      26857 SH       DEFINED 6      23487         0      3370
WEYERHAEUSER CO                    COM             962166104      1641      23225 SH       DEFINED 8      23225         0         0
WEYERHAEUSER CO                    COM             962166104      1363      19298 SH       DEFINED 9      19298         0         0
WHITE MOUNTAINS INSURANCE GROUP IN COM             G9618E107   1139775    1967062 SH       DEFINED 5    1967062         0         0
WHITE MOUNTAINS INSURANCE GROUP IN COM             G9618E107       435        750 SH       DEFINED 9        750         0         0
WHITNEY HOLDING CORP               COM             966612103      1069      32758 SH       DEFINED 6      32758         0         0
WHITNEY HOLDING CORP               COM             966612103       217       6664 SH       DEFINED 9       6664         0         0
WHITNEY HOLDING CORP               COM             966612103     17778     545013 SH       DEFINED A     531013         0     14000
WHOLE FOODS MARKET INC             COM             966837106      7233     154129 SH       DEFINED 9     154129         0         0
WILD OATS MARKETS INC              COM             96808B107       173      12000 SH       DEFINED 9      12000         0         0
WILLIAMS COS INC                   COM             969457100      6318     241900 SH       DEFINED 9     240400       600       900
WILLIAMS COS INC                   COM             969457100     33594    1286146 SH       DEFINED A    1286146         0         0
WILLIAMS-SONOMA INC                COM             969904101     19304     614000 SH       DEFINED 3     614000         0         0
WILLIAMS-SONOMA INC                COM             969904101       151       4800 SH       DEFINED 9       4800         0         0
WILLIS GROUP HOLDINGS LTD          COM             G96655108    622022   15664120 SH       DEFINED 1   15524120         0    140000
WILLIS GROUP HOLDINGS LTD          COM             G96655108     12278     309190 SH       DEFINED 2     309190         0         0
WILLIS GROUP HOLDINGS LTD          COM             G96655108      2365      59550 SH       DEFINED 9      59550         0         0
WILLIS GROUP HOLDINGS LTD          COM             G96655108     31965     804965 SH       DEFINED E     672764         0    132201
WILMINGTON TRUST CORP              COM             971807102        76       1800 SH       DEFINED 6       1800         0         0
WILMINGTON TRUST CORP              COM             971807102       497      11787 SH       DEFINED 9      11787         0         0
WINDSTREAM CORP                    COM             97381W104         2        128 SH       DEFINED 8        128         0         0
WINDSTREAM CORP                    COM             97381W104      5398     379636 SH       DEFINED 9     376636         0      3000
WINDSTREAM CORP                    COM             97381W104         0          1 SH       DEFINED A          1         0         0
WINNEBAGO INDUSTRIES INC           COM             974637100     43296    1315600 SH       DEFINED 4    1302100         0     13500
WIPRO LTD                          SPONSORED ADR   97651M109      6734     416950 SH       DEFINED 9     416550       400         0
WISCONSIN ENERGY CORP              COM             976657106       721      15200 SH       DEFINED 9      15200         0         0
WISCONSIN ENERGY CORP              COM             976657106     47460    1000000 SH       DEFINED A    1000000         0         0
WITNESS SYSTEMS INC                COM             977424100      2104     120000 SH       DEFINED 9     120000         0         0
WITNESS SYSTEMS INC                COM             977424100     13949     795700 SH       DEFINED A     774700         0     21000
WM WRIGLEY JR CO                   COM             982526105       567      10955 SH       DEFINED 9      10955         0         0
WM WRIGLEY JR CO                   COM             982526105     17840     344927 SH       DEFINED A     344927         0         0
WOLVERINE WORLD WIDE INC           COM             978097103      1356      47542 SH       DEFINED 6      47542         0         0
WOLVERINE WORLD WIDE INC           COM             978097103     99056    3473220 SH       DEFINED A    3473220         0         0
WPP GROUP PLC                      SPONSORED ADR   929309409      1634      24125 SH       DEFINED 8      24125         0         0
WPP GROUP PLC                      SPONSORED ADR   929309409      1732      25575 SH       DEFINED 9      25575         0         0
WRIGHT MEDICAL GROUP INC           COM             98235T107     23392    1004790 SH       DEFINED A    1004790         0         0
WYETH                              COM             983024100     39713     779900 SH       DEFINED 3     779900         0         0
WYETH                              COM             983024100      2968      58280 SH       DEFINED 4      58280         0         0
WYETH                              COM             983024100       376       7384 SH       DEFINED 6       7384         0         0
WYETH                              COM             983024100     30552     600000 SH       DEFINED 7     600000         0         0
WYETH                              COM             983024100     27869     547306 SH       DEFINED 9     546808         0       498
WYETH                              COM             983024100     32147     631325 SH       DEFINED A     618325         0     13000
WYNDHAM WORLDWIDE CORP             COM             98310W108     83394    2604429 SH       DEFINED 5    2604429         0         0
WYNDHAM WORLDWIDE CORP             COM             98310W108     26341     822657 SH       DEFINED A     822657         0         0
XANSER CORP                        COM             98389J103     13608    2800000 SH       DEFINED 4    2800000         0         0
XCEL ENERGY INC                    COM             98389B100     20247     878000 SH       DEFINED 4     878000         0         0
XCEL ENERGY INC                    COM             98389B100       359      15555 SH       DEFINED 9      15555         0         0
XCEL ENERGY INC                    COM             98389B100     46120    2000000 SH       DEFINED A    2000000         0         0
XENOPORT INC                       COM             98411C100      2455     100000 SH       DEFINED A     100000         0         0
XEROX CORP                         COM             984121103       473      27911 SH       DEFINED 9      27911         0         0
XL CAPITAL LTD                     COM             G98255105    812083   11275798 SH       DEFINED 1   11113649         0    162149
XL CAPITAL LTD                     COM             G98255105    220144    3056708 SH       DEFINED 2    2786461         0    270247
XL CAPITAL LTD                     COM             G98255105     19500     270765 SH       DEFINED 6     270765         0         0
XL CAPITAL LTD                     COM             G98255105     49081     681490 SH       DEFINED 8     681490         0         0
XL CAPITAL LTD                     COM             G98255105       720      10003 SH       DEFINED 9      10003         0         0
XL CAPITAL LTD                     COM             G98255105         1         19 SH       DEFINED A         19         0         0
XL CAPITAL LTD                     COM             G98255105      2101      29168 SH       DEFINED C      12420         0     16748
XL CAPITAL LTD                     COM             G98255105      5824      80871 SH       DEFINED D      80871         0         0
XL CAPITAL LTD                     COM             G98255105     30210     419466 SH       DEFINED E     173917         0    245549
XL CAPITAL LTD                     COM             G98255105      1256      17440 SH       DEFINED L       8710         0      8730
XL CAPITAL LTD                     COM             G98255105       756      10501 SH       DEFINED M      10501         0         0
XM SATELLITE RADIO HOLDINGS INC    COM             983759101        85       5850 SH       DEFINED 1       5850         0         0
XM SATELLITE RADIO HOLDINGS INC    COM             983759101      2155     149167 SH       DEFINED 6     149167         0         0
XM SATELLITE RADIO HOLDINGS INC    COM             983759101      2032     140600 SH       DEFINED 9     140600         0         0
XM SATELLITE RADIO HOLDINGS INC    COM             983759101     96073    6648650 SH       DEFINED A    6648650         0         0
XTO ENERGY INC                     COM             98385X106       144       3066 SH       DEFINED 9       3066         0         0
XTO ENERGY INC                     COM             98385X106      5787     123000 SH       DEFINED A     123000         0         0
XYRATEX (BM) LTD                   COM             G98268108     13867     642600 SH       DEFINED A     625200         0     17400
YAHOO INC                          COM             984332106     40864    1600000 SH       DEFINED 7    1600000         0         0
YAHOO INC                          COM             984332106      6429     251735 SH       DEFINED 9     251735         0         0
YAHOO INC                          COM             984332106     10428     408311 SH       DEFINED A     408311         0         0
YAHOO INC                          FRNT 4/0        984332AB2   1430000   11000000 PRN      DEFINED A   11000000         0         0
YANKEE CANDLE CO                   COM             984757104     33673     982280 SH       DEFINED 5     982280         0         0
YANKEE CANDLE CO                   COM             984757104         6        184 SH       DEFINED A        184         0         0
YUM! BRANDS INC                    COM             988498101      1589      27032 SH       DEFINED 9      27032         0         0
ZALE CORP                          COM             988858106     44487    1577000 SH       DEFINED 4    1575700         0      1300
ZIMMER HOLDINGS INC                COM             98956P102         1         15 SH       DEFINED 6         15         0         0
ZIMMER HOLDINGS INC                COM             98956P102      5016      64000 SH       DEFINED 7      64000         0         0
ZIMMER HOLDINGS INC                COM             98956P102       389       4960 SH       DEFINED 8       4960         0         0
ZIMMER HOLDINGS INC                COM             98956P102     58057     740706 SH       DEFINED 9     739826       800        80
ZIMMER HOLDINGS INC                COM             98956P102     20460     261042 SH       DEFINED A     259642         0      1400
ZIMMER HOLDINGS INC                COM             98956P102       110       1400 SH       DEFINED E          0         0      1400
ZIMMER HOLDINGS INC                COM             98956P102       274       3500 SH       DEFINED         3500         0         0
ZIMMER HOLDINGS INC                COM             98956P102        15        190 SH       DEFINED L        190         0         0
ZIMMER HOLDINGS INC                COM             98956P102       941      12000 SH       DEFINED M      12000         0         0
ZOLTEK COMPANIES INC               COM             98975W104       279      14200 SH       DEFINED 9      14200         0         0
ZUMIEZ INC                         COM             989817101      6811     230566 SH       DEFINED A     230566         0         0
                                                                 ---------

         GRAND TOTAL                                             165714166