<DOCUMENT>
<TYPE>13F-HR
<SEQUENCE>1
<FILENAME>form13f093002.txt
<TEXT>
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C.  20549

Form 13F

Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: September 30, 2002

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:            Leslie M. Kratter
Title:              Senior Vice President and Secretary

Signature, Place, and Date of Signing:

/S/ LESLIE M. KRATTER



By: Leslie M. Kratter
San Mateo, California
November 12, 2002

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:           10

Form 13F Information Table Entry Total:     4,058

Form 13F Information Table Value Total:   $ 62,166,921
                                           (thousands)


List of Other Included Managers:

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


No.      Form 13F File Number            Name
--              -------------------                 ------

A             28-3578             FRANKLIN ADVISERS, INC.
1              28-5454             TEMPLETON GLOBAL ADVISORS LIMITED
2              28-1074             TEMPLETON INVESTMENT COUNSEL, LLC.
3              28-3984             TEMPLETON/FRANKLIN INVESTMENT SERVICES, INC.
4              28-5930             FRANKLIN ADVISORY SERVICES, LLC.
5              28-6154             FRANKLIN MUTUAL ADVISERS, LLC.
6              28-6174             FRANKLIN PRIVATE CLIENT GROUP, INC.
7              28-5825             FRANKLIN INVESTMENT ADVISORY SERVICES, INC.
8              28-6143             FRANKLIN TEMPLETON INVESTMENTS CORP.
9              28-2157             FIDUCIARY TRUST COMPANY INTERNATIONAL


<TABLE>

                                                                    FORM 13F FOR PERIOD ENDING 09/30/2002
11/04/2002 6:19 pm                                              REPORTING MANAGER:   FRANKLIN RESOURCES, INC.        Page:    1
(lg13frt.p)   L5R   ----------------------------------------------------------------------------------------------------------------
            ITEM 1                        ITEM 2         ITEM 3    ITEM 4    ITEM 5      ITEM 6    ITEM 7         ITEM 8

      NAME OF ISSUER                      TITLE          CUSIP     FAIR     SHARES OR  INVESTMENT  MANA-      VOTING AUTHORITY
                                            OF           NUMBER    MARKET   PRINCIPAL  DISCRETION  GERS
                                          CLASS                    VALUE     AMOUNT                        SOLE   SHARED      NONE
                                                                  (X1000)                                   (A)     (B)        (C)
------------------------------------------------------------------------------------------------------------------------------------
<S>                                   <C>             <C>       <C>       <C>         <C>       <C> <C>       <C>       <C>
AB WATLEY GROUP INC                    COMMON SHS      000788109        45     447350    SHARED   5     447350         0         0
ADC TELECOMMUNICATIONS INC             COMMON SHS      000886101       371     322591    SHARED   9     322591         0         0
ADC TELECOMMUNICATIONS INC             COMMON SHS      000886101         3       3000    SHARED   A       3000         0         0
ABM INDUSTRIES INC                     COMMON SHS      000957100     10228     725400    SHARED   4     725400         0         0
AFLAC INC                              COMMON SHS      001055102     28425     926200    SHARED   4     926200         0         0
AFLAC INC                              COMMON SHS      001055102       200       6520    SHARED   6          0         0      6520
AFLAC INC                              COMMON SHS      001055102      5455     177760    SHARED   8     177760         0         0
AFLAC INC                              COMMON SHS      001055102      3577     116549    SHARED   9     116549         0         0
AFLAC INC                              COMMON SHS      001055102     10557     343992    SHARED   A     343992         0         0
AGCO CORP                              COMMON SHS      001084102      6960     300000    SHARED   4     300000         0         0
AGCO CORP                              COMMON SHS      001084102         1         58    SHARED   6          0         0        58
AES CORP                               COMMON SHS      00130H105         3       1360    SHARED   6          0         0      1360
AES CORP                               COMMON SHS      00130H105       418     166398    SHARED   9     166398         0         0
AES CORP                               COMMON SHS      00130H105         5       2100    SHARED   A       2100         0         0
AK STEEL HOLDING CORP                  COMMON SHS      001547108      2007     274500    SHARED         274500         0         0
AK STEEL HOLDING CORP                  COMMON SHS      001547108     77789   10641500    SHARED   1   10641500         0         0
AK STEEL HOLDING CORP                  COMMON SHS      001547108      2602     356000    SHARED   2     356000         0         0
AK STEEL HOLDING CORP                  COMMON SHS      001547108        44       5996    SHARED   3       5996         0         0
AK STEEL HOLDING CORP                  COMMON SHS      001547108      3886     531564    SHARED   8     531564         0         0
AK STEEL HOLDING CORP                  COMMON SHS      001547108       658      90000    SHARED   A      90000         0         0
AMB PROPERTY CORP                      REAL EST INV TR 00163T109      2068      71545    SHARED   6          0         0     71545
AMB PROPERTY CORP                      REAL EST INV TR 00163T109     47942    1658900    SHARED   A    1658900         0         0
AMN HEALTHCARE SERVICES INC            COMMON SHS      001744101        19       1000    SHARED   9       1000         0         0
AMN HEALTHCARE SERVICES INC            COMMON SHS      001744101       688      37200    SHARED   A      33100         0      4100
AMR CORP                               COMMON SHS      001765106      4514    1080000    SHARED   7    1080000         0         0
AMR CORP                               COMMON SHS      001765106         2        488    SHARED   9        488         0         0
AMR CORP                               COMMON SHS      001765106         3        600    SHARED   A        600         0         0
AOL TIME WARNER INC                    COMMON SHS      00184A105     38720    3309400    SHARED   1    3308100         0      1300
AOL TIME WARNER INC                    COMMON SHS      00184A105      1891     161600    SHARED   2     161600         0         0
AOL TIME WARNER INC                    COMMON SHS      00184A105        76       6510    SHARED   6          0         0      6510
AOL TIME WARNER INC                    COMMON SHS      00184A105     15795    1350000    SHARED   7    1350000         0         0
AOL TIME WARNER INC                    COMMON SHS      00184A105      1498     128025    SHARED   8     128025         0         0
AOL TIME WARNER INC                    COMMON SHS      00184A105      4099     350375    SHARED   9     350375         0         0
AOL TIME WARNER INC                    COMMON SHS      00184A105      6227     532218    SHARED   A     347218         0    185000
ATI TECHNOLOGIES INC                   ORDINARY SHS    001941103      1196     153000    SHARED         153000         0         0
ATI TECHNOLOGIES INC                   ORDINARY SHS    001941103     11307    1445890    SHARED   2    1436610         0      9280
ATI TECHNOLOGIES INC                   ORDINARY SHS    001941103      8125    1038970    SHARED   8    1038970         0         0
AT&T CORP                              COMMON SHS      001957109     21925    1825600    SHARED        1825600         0         0
AT&T CORP                              COMMON SHS      001957109      1866     155383    SHARED   1     155383         0         0
AT&T CORP                              COMMON SHS      001957109      2551     212420    SHARED   2     212420         0         0
AT&T CORP                              COMMON SHS      001957109      1125      93708    SHARED   6          0         0     93708
AT&T CORP                              COMMON SHS      001957109      4143     344991    SHARED   8     344991         0         0
AT&T CORP                              COMMON SHS      001957109      5913     492357    SHARED   9     492357         0         0
AT&T CORP                              COMMON SHS      001957109     25462    2120065    SHARED   A    1845065         0    275000
AT&T CANADA INC                        COMMON SHS      00207Q202      8723     272000    SHARED         272000         0         0
AT&T CANADA INC                        COMMON SHS      00207Q202        61       1900    SHARED   9       1900         0         0
ATP OIL AND GAS CORP                   COMMON SHS      00208J108        60      20000    SHARED   9      20000         0         0
AT&T WIRELESS SERVICES INC             COMMON SHS      00209A106      5131    1245300    SHARED        1245300         0         0
AT&T WIRELESS SERVICES INC             COMMON SHS      00209A106    313854   76178194    SHARED   1   76169934         0      8260
AT&T WIRELESS SERVICES INC             COMMON SHS      00209A106      4300    1043780    SHARED   2    1043780         0         0
AT&T WIRELESS SERVICES INC             COMMON SHS      00209A106     13697    3324422    SHARED   5    3324422         0         0
AT&T WIRELESS SERVICES INC             COMMON SHS      00209A106         4       1066    SHARED   6          0         0      1066
AT&T WIRELESS SERVICES INC             COMMON SHS      00209A106      2060     500000    SHARED   7     500000         0         0
AT&T WIRELESS SERVICES INC             COMMON SHS      00209A106       576     139878    SHARED   9     139878         0         0
AT&T WIRELESS SERVICES INC             COMMON SHS      00209A106     33181    8053723    SHARED   A    8053723         0         0
AXT INC                                COMMON SHS      00246W103         0         58    SHARED   6          0         0        58
AXT INC                                COMMON SHS      00246W103       293     140800    SHARED   9     140800         0         0
AARON RENTS INC                        COMMON SHS      002535201      6894     299752    SHARED   9     299752         0         0
AARON RENTS INC                        COMMON SHS      002535201        12        500    SHARED   A        500         0         0
ABBOTT LABORATORIES                    COMMON SHS      002824100     20846     515998    SHARED         515998         0         0
ABBOTT LABORATORIES                    COMMON SHS      002824100    322994    7994902    SHARED   1    7993502         0      1400
ABBOTT LABORATORIES                    COMMON SHS      002824100     21612     534945    SHARED   2     534945         0         0
ABBOTT LABORATORIES                    COMMON SHS      002824100      1585      39235    SHARED   3      39235         0         0
ABBOTT LABORATORIES                    COMMON SHS      002824100      1224      30295    SHARED   6          0         0     30295
ABBOTT LABORATORIES                    COMMON SHS      002824100     16160     400000    SHARED   7     400000         0         0
ABBOTT LABORATORIES                    COMMON SHS      002824100     14314     354312    SHARED   8     354312         0         0
ABBOTT LABORATORIES                    COMMON SHS      002824100     73469    1818545    SHARED   9    1818545         0         0
ABBOTT LABORATORIES                    COMMON SHS      002824100     58239    1441556    SHARED   A    1110356         0    331200
ABERCROMBIE & FITCH CO                 COMMON SHS      002896207      4567     232200    SHARED   9     232200         0         0
ABERCROMBIE & FITCH CO                 COMMON SHS      002896207     14520     738200    SHARED   A     738200         0         0
ABGENIX INC                            COMMON SHS      00339B107     16415    2529250    SHARED   A    2514250         0     15000
ABITIBI-CONSOLIDATED INC               ORDINARY SHS    003924107      1242     116500    SHARED   2     116500         0         0
ABITIBI-CONSOLIDATED INC               ORDINARY SHS    003924107    202960   19039434    SHARED   5   19039434         0         0
ABITIBI-CONSOLIDATED INC               ORDINARY SHS    003924107     48329    4533705    SHARED   8    4162072         0    371633
ABITIBI-CONSOLIDATED INC               ORDINARY SHS    003924107      1535     144000    SHARED   9     144000         0         0
ACMAT CORP                             COMMON SHS      004616207      4091     443500    SHARED   4     443500         0         0
ACLARA BIOSCIENCES INC                 COMMON SHS      00461P106        23      15000    SHARED   A      15000         0         0
ACME COMMUNICATIONS INC                COMMON SHS      004631107      3960     507694    SHARED   6          0         0    507694
ACME COMMUNICATIONS INC                COMMON SHS      004631107      8243    1056800    SHARED   A    1056800         0         0
ACTIVISION INC                         COMMON SHS      004930202         5        202    SHARED   9        202         0         0
ACTIVISION INC                         COMMON SHS      004930202     16110     673200    SHARED   A     673200         0         0
ACTION PERFORMANCE COS INC             COMMON SHS      004933107      2038      79300    SHARED   4      79300         0         0
ACTION PERFORMANCE COS INC             COMMON SHS      004933107       771      30000    SHARED   A      30000         0         0
ACTUATE CORP                           COMMON SHS      00508B102         7       7200    SHARED   9       7200         0         0
ACTUATE CORP                           COMMON SHS      00508B102      2774    2859400    SHARED   A    2859400         0         0
ACUITY BRANDS INC                      COMMON SHS      00508Y102      6130     500000    SHARED   7     500000         0         0
ACUITY BRANDS INC                      COMMON SHS      00508Y102        11        900    SHARED   9        900         0         0
ADAPTEC INC                            COMMON SHS      00651F108         1        169    SHARED   6          0         0       169
ADAPTEC INC                            COMMON SHS      00651F108      7749    1757100    SHARED   A    1757100         0         0
ADAPTEC INC                            CONVERTIBLE BD  00651FAC2        57      58000    SHARED   9      58000         0         0
ADECCO SA                              AMER DEP RECPT  006754105       172      21000    SHARED   9      21000         0         0
ADMINISTAFF INC                        COMMON SHS      007094105        83      21674    SHARED   6          0         0     21674
ADOBE SYSTEMS INC                      COMMON SHS      00724F101      4225     221225    SHARED   8     221225         0         0
ADOBE SYSTEMS INC                      COMMON SHS      00724F101      2607     136500    SHARED   9     136500         0         0
ADOBE SYSTEMS INC                      COMMON SHS      00724F101     29721    1556050    SHARED   A    1486050         0     70000
ADTRAN INC                             COMMON SHS      00738A106      2572     164900    SHARED   A     164900         0         0
ADVANCED DIGITAL INFORMATION CORP      COMMON SHS      007525108      8424    1755061    SHARED   6          0         0   1755061
ADVANCED DIGITAL INFORMATION CORP      COMMON SHS      007525108      4920    1025000    SHARED   A    1025000         0         0
ADVANCED FIBRE COMMUNICATIONS          COMMON SHS      00754A105      7693     579749    SHARED   6          0         0    579749
ADVANCED FIBRE COMMUNICATIONS          COMMON SHS      00754A105     47432    3574408    SHARED   A    3574408         0         0
ADVANCED SEMICONDUCTOR ENGINEERING INC AMER DEP RECPT  00756M404        45      18610    SHARED   9      18610         0         0
ADVANCED NEUROMODULATION SYSTEMS INC   COMMON SHS      00757T101     13801     414701    SHARED   9     414701         0         0
ADVANCED NEUROMODULATION SYSTEMS INC   COMMON SHS      00757T101        23        700    SHARED   A        700         0         0
ADVANCED MEDICAL OPTICS INC            COMMON SHS      00763M108       845      88888    SHARED   7      88888         0         0
ADVANCED MEDICAL OPTICS INC            COMMON SHS      00763M108        39       4080    SHARED   9       4080         0         0
ADVANCED MEDICAL OPTICS INC            COMMON SHS      00763M108         0          2    SHARED   A          2         0         0
ADVANCED MICRO DEVICES INC             CONV FLT RATE   007903AE7    589050    9900000    SHARED   A    9900000         0         0
ADVANCEPCS                             COMMON SHS      00790K109       258      11434    SHARED   6          0         0     11434
ADVANCEPCS                             COMMON SHS      00790K109     15703     697000    SHARED   A     697000         0         0
AEGON NV                               AMER DEP RECPT  007924103       363      38468    SHARED   6          0         0     38468
AEGON NV                               AMER DEP RECPT  007924103       241      25607    SHARED   9      25607         0         0
AEGON NV                               AMER DEP RECPT  007924103      7355     780000    SHARED   A     780000         0         0
ADVANCED ENERGY INDUSTRIES INC         COMMON SHS      007973100      4526     508557    SHARED   6          0         0    508557
ADVANCED ENERGY INDUSTRIES INC         COMMON SHS      007973100        62       7000    SHARED   9       7000         0         0
ADVANCED ENERGY INDUSTRIES INC         COMMON SHS      007973100     27745    3117460    SHARED   A    3117460         0         0
ADVANCED ENERGY INDUSTRIES INC         CONVERTIBLE BD  007973AB6      1353    2000000    SHARED   A    2000000         0         0
AETNA INC                              COMMON SHS      00817Y108       244       6800    SHARED           6800         0         0
AETNA INC                              COMMON SHS      00817Y108     41031    1145800    SHARED   1    1145340         0       460
AETNA INC                              COMMON SHS      00817Y108       390      10890    SHARED   2      10890         0         0
AETNA INC                              COMMON SHS      00817Y108       642      17930    SHARED   9      17930         0         0
AETNA INC                              COMMON SHS      00817Y108        18        500    SHARED   A        500         0         0
AFFILIATED COMPUTER SERVICES INC       COMMON SHS      008190100     17516     411665    SHARED   9     411665         0         0
AFFILIATED COMPUTER SERVICES INC       COMMON SHS      008190100    167281    3931400    SHARED   A    3931400         0         0
AFFYMETRIX INC                         COMMON SHS      00826T108       214      10300    SHARED   9      10300         0         0
AFFYMETRIX INC                         COMMON SHS      00826T108       462      22200    SHARED   A      22200         0         0
AGERE SYSTEMS INC                      COMMON SHS      00845V100      3242    2947120    SHARED        2947120         0         0
AGERE SYSTEMS INC                      COMMON SHS      00845V100     64371   58518884    SHARED   1   58502439         0     16445
AGERE SYSTEMS INC                      COMMON SHS      00845V100      3327    3024145    SHARED   2    3024145         0         0
AGERE SYSTEMS INC                      COMMON SHS      00845V100      4828    4388895    SHARED   5    4388895         0         0
AGERE SYSTEMS INC                      COMMON SHS      00845V100      4486    4077973    SHARED   8    4077973         0         0
AGERE SYSTEMS INC                      COMMON SHS      00845V100         5       4459    SHARED   9       4459         0         0
AGERE SYSTEMS INC                      COMMON SHS      00845V100       550     500000    SHARED   A     500000         0         0
AGERE SYSTEMS INC                      COMMON SHS      00845V209      8168    8250000    SHARED   1    8245700         0      4300
AGERE SYSTEMS INC                      COMMON SHS      00845V209       111     111958    SHARED   9     111958         0         0
AGILENT TECHNOLOGIES INC               COMMON SHS      00846U101         0         15    SHARED   6          0         0        15
AGILENT TECHNOLOGIES INC               COMMON SHS      00846U101      5224     400000    SHARED   7     400000         0         0
AGILENT TECHNOLOGIES INC               COMMON SHS      00846U101      2232     170928    SHARED   9     170928         0         0
AGILENT TECHNOLOGIES INC               COMMON SHS      00846U101     44381    3398202    SHARED   A    3398202         0         0
AGILENT TECHNOLOGIES INC               CONVERTIBLE BD  00846UAB7      1620    2000000    SHARED   A    2000000         0         0
AGILE SOFTWARE CORP                    COMMON SHS      00846X105      2884     449850    SHARED   2     449850         0         0
AGNICO EAGLE MINES LTD                 COMMON SHS      008474108      8806     550000    SHARED   A     550000         0         0
AGRIUM INC                             ORDINARY SHS    008916108     20316    1767300    SHARED   5    1767300         0         0
AGRIUM INC                             ORDINARY SHS    008916108      1040      72800    SHARED   8      72800         0         0
AIR PRODUCTS & CHEMICALS INC           COMMON SHS      009158106     21005     500000    SHARED   7     500000         0         0
AIR PRODUCTS & CHEMICALS INC           COMMON SHS      009158106      5650     134481    SHARED   9     134481         0         0
AIR PRODUCTS & CHEMICALS INC           COMMON SHS      009158106        34        800    SHARED   A        800         0         0
AIRBORNE INC                           COMMON SHS      009269101        48       4264    SHARED   3       4264         0         0
AIRBORNE INC                           COMMON SHS      009269101      1247     110000    SHARED   4     110000         0         0
AIRBORNE INC                           COMMON SHS      009269101         1         96    SHARED   6          0         0        96
AIRBORNE INC                           COMMON SHS      009269101      2681     236400    SHARED   8     236400         0         0
AIRBORNE INC                           COMMON SHS      009269101       119      10500    SHARED   9      10500         0         0
AIRBORNE INC                           COMMON SHS      009269101     16619    1465500    SHARED   A    1465500         0         0
AIRNET SYSTEM INC                      COMMON SHS      009417106      3160     687000    SHARED   4     687000         0         0
AIRTRAN HOLDINGS INC                   COMMON SHS      00949P108       243      78200    SHARED   A      78200         0         0
AKZO NOBEL NV                          AMER DEP RECPT  010199305        75       2328    SHARED   2          0         0      2328
AKZO NOBEL NV                          AMER DEP RECPT  010199305     15660     484820    SHARED   3     484820         0         0
AKZO NOBEL NV                          AMER DEP RECPT  010199305        71       2200    SHARED   5       2200         0         0
AKZO NOBEL NV                          AMER DEP RECPT  010199305        29        913    SHARED   6          0         0       913
AKZO NOBEL NV                          AMER DEP RECPT  010199305        32        980    SHARED   9        980         0         0
ALASKA AIR GROUP INC                   COMMON SHS      011659109     23010    1300000    SHARED   4    1300000         0         0
ALASKA AIR GROUP INC                   COMMON SHS      011659109      6331     357684    SHARED   6          0         0    357684
ALASKA AIR GROUP INC                   COMMON SHS      011659109      8850     500000    SHARED   7     500000         0         0
ALASKA AIR GROUP INC                   COMMON SHS      011659109        18       1000    SHARED   9       1000         0         0
ALASKA AIR GROUP INC                   COMMON SHS      011659109     15417     871000    SHARED   A     871000         0         0
ALASKA COMMUNICATIONS SYSTEMS HOLDINGS COMMON SHS      01167P101       366     217680    SHARED   6          0         0    217680
ALASKA COMMUNICATIONS SYSTEMS HOLDINGS COMMON SHS      01167P101      4794    2853800    SHARED   A    2853800         0         0
ALBERTO-CULVER CO                      EXCHGBLE EQUITY 013068101        58       1182    SHARED   3       1182         0         0
ALBERTO-CULVER CO                      EXCHGBLE EQUITY 013068101        20        400    SHARED   9        400         0         0
ALBERTO-CULVER CO                      EXCHGBLE EQUITY 013068101     11042     225200    SHARED   A     225200         0         0
ALBERTO-CULVER CO                      COMMON SHS      013068200      1567      34000    SHARED          34000         0         0
ALBERTO-CULVER CO                      COMMON SHS      013068200     15699     340550    SHARED   2     340550         0         0
ALBERTO-CULVER CO                      COMMON SHS      013068200     45335     983400    SHARED   4     983400         0         0
ALBERTO-CULVER CO                      COMMON SHS      013068200       221       4800    SHARED   6          0         0      4800
ALBERTO-CULVER CO                      COMMON SHS      013068200      5334     115700    SHARED   8     115700         0         0
ALBERTSONS INC                         COMMON SHS      013104104      6779     280600    SHARED         280600         0         0
ALBERTSONS INC                         COMMON SHS      013104104    256145   10602018    SHARED   1   10602018         0         0
ALBERTSONS INC                         COMMON SHS      013104104      3818     158030    SHARED   2     158030         0         0
ALBERTSONS INC                         COMMON SHS      013104104       322      13345    SHARED   6          0         0     13345
ALBERTSONS INC                         COMMON SHS      013104104      8456     350000    SHARED   7     350000         0         0
ALBERTSONS INC                         COMMON SHS      013104104     10596     438561    SHARED   8     438561         0         0
ALBERTSONS INC                         COMMON SHS      013104104       713      29524    SHARED   9      29524         0         0
ALBERTSONS INC                         COMMON SHS      013104104      5229     216415    SHARED   A     216415         0         0
ALCAN INC                              ORDINARY SHS    013716105       752      19158    SHARED          19158         0         0
ALCAN INC                              ORDINARY SHS    013716105     74476    1897475    SHARED   1    1897475         0         0
ALCAN INC                              ORDINARY SHS    013716105    114817    3261647    SHARED   2    3027447         0    234200
ALCAN INC                              ORDINARY SHS    013716105     61281    1561295    SHARED   8    1456030         0    105265
ALCAN INC                              COMMON SHS      013716105      1160      30787    SHARED   9      30787         0         0
ALCAN INC                              ORDINARY SHS    013716105        88       2250    SHARED   A       2250         0         0
ALCOA INC                              COMMON SHS      013817101       151       7800    SHARED   6          0         0      7800
ALCOA INC                              COMMON SHS      013817101      3880     201040    SHARED   9     201040         0         0
ALCOA INC                              COMMON SHS      013817101       886      45924    SHARED   A      45924         0         0
ALCATEL SA                             AMER DEP RECPT  013904305         2        648    SHARED   1          0         0       648
ALCATEL SA                             AMER DEP RECPT  013904305      1722     738849    SHARED   2     736404         0      2445
ALCATEL SA                             AMER DEP RECPT  013904305       369     158176    SHARED   3     158176         0         0
ALCATEL SA                             AMER DEP RECPT  013904305         2        648    SHARED   6          0         0       648
ALCATEL SA                             AMER DEP RECPT  013904305        29      12274    SHARED   8      12274         0         0
ALCATEL SA                             AMER DEP RECPT  013904305         3       1296    SHARED   9       1296         0         0
ALDERWOODS GROUP INC                   COMMON SHS      014383103     18588    2859701    SHARED   5    2859701         0         0
ALEXANDER & BALDWIN INC                COMMON SHS      014482103       325      14600    SHARED   9      14600         0         0
ALEXANDER'S INC                        REAL EST INV TR 014752109     34794     570390    SHARED   5     570390         0         0
ALEXANDER'S INC                        REAL EST INV TR 014752109        61       1000    SHARED   9       1000         0         0
ALEXANDRIA REAL ESTATE EQUITIES INC    REAL EST INV TR 015271109     12757     300300    SHARED   A     300300         0         0
ALKERMES INC                           COMMON SHS      01642T108       118      15000    SHARED   9      15000         0         0
ALKERMES INC                           COMMON SHS      01642T108      4652     589650    SHARED   A     589650         0         0
ALLEGHANY CORP (DEL)                   COMMON SHS      017175100    135146     713169    SHARED   5     713169         0         0
ALLEGHANY CORP (DEL)                   COMMON SHS      017175100       437       2306    SHARED   9       2306         0         0
ALLEGHENY ENERGY INC                   COMMON SHS      017361106       290      22118    SHARED   9      22118         0         0
ALLEGHENY ENERGY INC                   COMMON SHS      017361106       400      30500    SHARED   A      30500         0         0
ALLEN ORGAN CO                         COMMON SHS      017753104      4267     112000    SHARED   4     112000         0         0
ALLERGAN INC                           COMMON SHS      018490102     21760     400000    SHARED   7     400000         0         0
ALLERGAN INC                           COMMON SHS      018490102      3626      66650    SHARED   9      66650         0         0
ALLERGAN INC                           COMMON SHS      018490102    116182    2135700    SHARED   A    2060800         0     74900
ALLETE INC                             COMMON SHS      018522102        33       1532    SHARED   9       1532         0         0
ALLETE INC                             COMMON SHS      018522102      8640     400000    SHARED   A     400000         0         0
ALLIANCE ATLANTIS COMMUNICATIONS CORP  ORDINARY SHS    01853E204      2019     129230    SHARED   2     129230         0         0
ALLIANCE ATLANTIS COMMUNICATIONS CORP  ORDINARY SHS    01853E204     14758     944790    SHARED   8     944790         0         0
ALLIANCE CAPITAL MANAGEMENT HOLDING LP LTD PARTNERSHIP 01855A101      1311      47279    SHARED   8      37900         0      9379
ALLIANCE CAPITAL MANAGEMENT HOLDING LP LTD PARTNERSHIP 01855A101       139       5011    SHARED   9       5011         0         0
ALLIANCE IMAGING INC                   COMMON SHS      018606202      8423     704300    SHARED   A     704300         0         0
ALLIANT TECHSYSTEMS INC                COMMON SHS      018804104      2225      32137    SHARED   9      32137         0         0
ALLIANT TECHSYSTEMS INC                COMMON SHS      018804104        10        150    SHARED   A        150         0         0
ALLIED CAPITAL CORP                    COMMON SHS      01903Q108       434      19829    SHARED   9      19829         0         0
ALLIED CAPITAL CORP                    COMMON SHS      01903Q108     43382    1981800    SHARED   A    1851800         0    130000
ALLIED IRISH BANKS PLC                 AMER DEP RECPT  019228402      3598     149900    SHARED   8     149900         0         0
ALLIED IRISH BANKS PLC                 AMER DEP RECPT  019228402      1085      45200    SHARED   9      45200         0         0
ALLIED WASTE INDUSTRIES INC            COMMON SHS      019589308      6467     879911    SHARED   6          0         0    879911
ALLIED WASTE INDUSTRIES INC            COMMON SHS      019589308        51       7000    SHARED   9       7000         0         0
ALLIED WASTE INDUSTRIES INC            COMMON SHS      019589308     73972   10064200    SHARED   A   10064200         0         0
ALLOY INC                              COMMON SHS      019855105        83      10000    SHARED   9      10000         0         0
ALLSTATE CORP                          COMMON SHS      020002101     14382     404550    SHARED         404550         0         0
ALLSTATE CORP                          COMMON SHS      020002101    116768    3284620    SHARED   1    3284620         0         0
ALLSTATE CORP                          COMMON SHS      020002101       785      22070    SHARED   2      22070         0         0
ALLSTATE CORP                          COMMON SHS      020002101      1493      42000    SHARED   4      42000         0         0
ALLSTATE CORP                          COMMON SHS      020002101        78       2194    SHARED   6          0         0      2194
ALLSTATE CORP                          COMMON SHS      020002101     16093     452691    SHARED   9     452691         0         0
ALLSTATE CORP                          COMMON SHS      020002101      1641      46162    SHARED   A      46162         0         0
ALLTEL CORP                            COMMON SHS      020039103      1570      39124    SHARED   9      39124         0         0
ALLTEL CORP                            COMMON SHS      020039103     11200     279100    SHARED   A     279100         0         0
ALPHARMA INC                           COMMON SHS      020813101       826      86000    SHARED          86000         0         0
ALPHARMA INC                           COMMON SHS      020813101      5030     524000    SHARED   2     524000         0         0
ALPHARMA INC                           COMMON SHS      020813101        45       4739    SHARED   3       4739         0         0
ALPHARMA INC                           COMMON SHS      020813101     11352    1182500    SHARED   A    1182500         0         0
ALPHARMA INC                           CONVERTIBLE BD  020813AD3      3029    4000000    SHARED   A    4000000         0         0
ALSTOM SA                              AMER DEP RECPT  021244108      2110     540980    SHARED   3     540980         0         0
ALSTOM SA                              AMER DEP RECPT  021244108        10       2625    SHARED   6          0         0      2625
ALTERA CORP                            COMMON SHS      021441100       126      14500    SHARED   9      14500         0         0
ALTERA CORP                            COMMON SHS      021441100     12006    1384821    SHARED   A    1384821         0         0
ALTEON INC                             COMMON SHS      02144G107      3810    2176900    SHARED   9    2176900         0         0
ALTEON INC                             COMMON SHS      02144G107         6       3500    SHARED   A       3500         0         0
AMAZON.COM INC                         COMMON SHS      023135106     59957    3763800    SHARED   A    3763800         0         0
AMBAC FINANCIAL GROUP INC              COMMON SHS      023139108       423       7850    SHARED   9       7850         0         0
AMBAC FINANCIAL GROUP INC              COMMON SHS      023139108        21        394    SHARED   A        394         0         0
AMERADA HESS CORP                      COMMON SHS      023551104     85547    1260265    SHARED   5    1260265         0         0
AMERADA HESS CORP                      COMMON SHS      023551104      1195      17602    SHARED   9      17602         0         0
AMERADA HESS CORP                      COMMON SHS      023551104        20        300    SHARED   A        300         0         0
AMEREN CORP                            COMMON SHS      023608102       246       5900    SHARED   9       5900         0         0
AMEREN CORP                            COMMON SHS      023608102     52104    1251000    SHARED   A    1251000         0         0
AMERICA MOVIL SA DE CV                 AMER DEP RECPT  02364W105      1655     136962    SHARED         133000         0      3962
AMERICA MOVIL SA DE CV                 AMER DEP RECPT  02364W105       547      45290    SHARED   2      45290         0         0
AMERICA MOVIL SA DE CV                 AMER DEP RECPT  02364W105       809      67000    SHARED   8      67000         0         0
AMERICA MOVIL SA DE CV                 AMER DEP RECPT  02364W105     12864    1064931    SHARED   9    1064931         0         0
AMERICA MOVIL SA DE CV                 AMER DEP RECPT  02364W105        88       7300    SHARED   A       7300         0         0
AMERICAN AXLE & MFG HOLDINGS INC       COMMON SHS      024061103      3837     153607    SHARED   6          0         0    153607
AMERICAN AXLE & MFG HOLDINGS INC       COMMON SHS      024061103     10279     411500    SHARED   9     411500         0         0
AMERICAN AXLE & MFG HOLDINGS INC       COMMON SHS      024061103        12        500    SHARED   A        500         0         0
AMERICAN CAPITAL STRATEGIES LTD        COMMON SHS      024937104      5652     300000    SHARED   A     300000         0         0
AMERICAN ELECTRIC POWER CO INC         COMMON SHS      025537101      2100      73671    SHARED   9      73671         0         0
AMERICAN ELECTRIC POWER CO INC         COMMON SHS      025537101    103310    3623640    SHARED   A    3623640         0         0
AMERICAN EAGLE OUTFITTERS INC          COMMON SHS      02553E106      3046     252600    SHARED   4     252600         0         0
AMERICAN EXPRESS CO                    COMMON SHS      025816109       103       3291    SHARED              0         0      3291
AMERICAN EXPRESS CO                    COMMON SHS      025816109      1744      55925    SHARED   8      55925         0         0
AMERICAN EXPRESS CO                    COMMON SHS      025816109     32969    1057373    SHARED   9    1057373         0         0
AMERICAN EXPRESS CO                    COMMON SHS      025816109       157       5023    SHARED   A       5023         0         0
AMERICAN GREETINGS CORP                COMMON SHS      026375105     14490     900000    SHARED   7     900000         0         0
AMERICAN GREETINGS CORP                COMMON SHS      026375105         5        300    SHARED   A        300         0         0
AMERICAN INTERNATIONAL GROUP I         COMMON SHS      026874107        89       1622    SHARED              0         0      1622
AMERICAN INTERNATIONAL GROUP I         COMMON SHS      026874107     55174    1008672    SHARED   1    1008672         0         0
AMERICAN INTERNATIONAL GROUP I         COMMON SHS      026874107      7179     131247    SHARED   2     131247         0         0
AMERICAN INTERNATIONAL GROUP I         COMMON SHS      026874107        70       1271    SHARED   3       1271         0         0
AMERICAN INTERNATIONAL GROUP I         COMMON SHS      026874107     44960     821932    SHARED   4     821932         0         0
AMERICAN INTERNATIONAL GROUP I         COMMON SHS      026874107       670      12250    SHARED   6          0         0     12250
AMERICAN INTERNATIONAL GROUP I         COMMON SHS      026874107     11726     214375    SHARED   8     214375         0         0
AMERICAN INTERNATIONAL GROUP I         COMMON SHS      026874107    280143    5121439    SHARED   9    5121439         0         0
AMERICAN INTERNATIONAL GROUP I         COMMON SHS      026874107     47002     859262    SHARED   A     709262         0    150000
AMERICAN MEDICAL SYSTEMS HOLDINGS LTD  COMMON SHS      02744M108      9435     454700    SHARED   A     454700         0         0
AMERICAN NATIONAL INSURANCE CO         COMMON SHS      028591105     48956     709400    SHARED   4     709400         0         0
AMERICAN NATIONAL INSURANCE CO         COMMON SHS      028591105      2595      37600    SHARED   A      37600         0         0
AMERICAN PACIFIC CORP                  COMMON SHS      028740108      5655     685500    SHARED   4     685500         0         0
AMERICAN POWER CONVERSION CORP         COMMON SHS      029066107      4780     500000    SHARED   7     500000         0         0
AMERICAN POWER CONVERSION CORP         COMMON SHS      029066107         8        800    SHARED   9        800         0         0
AMERICAN POWER CONVERSION CORP         COMMON SHS      029066107         7        700    SHARED   A        700         0         0
AMERICAN STANDARD COS INC              COMMON SHS      029712106      2421      38050    SHARED   9      38050         0         0
AMERICAN STANDARD COS INC              COMMON SHS      029712106     25461     400200    SHARED   A     400200         0         0
AMERICAN STATES WATER CO               COMMON SHS      029899101      6489     247500    SHARED   A     247500         0         0
AMERICAN TOWER CORP                    COMMON SHS      029912201      5624    3537100    SHARED   1    3534300         0      2800
AMERICAN TOWER CORP                    COMMON SHS      029912201         1        450    SHARED   9        450         0         0
AMERICAN WATER WORKS INC               COMMON SHS      030411102      1153      25828    SHARED   8      20300         0      5528
AMERICAN WATER WORKS INC               COMMON SHS      030411102       400       8952    SHARED   9       8952         0         0
AMERICREDIT CORP                       COMMON SHS      03060R101       121      15000    SHARED   9      15000         0         0
AMERICREDIT CORP                       COMMON SHS      03060R101      4196     520000    SHARED   A     520000         0         0
AMERSHAM PLC                           AMER DEP RECPT  030719108     21499     511759    SHARED   3     511759         0         0
AMERSHAM PLC                           AMER DEP RECPT  030719108        88       2085    SHARED   6          0         0      2085
AMERISOURCE HEALTH CORP                CONVERTIBLE BD  03071PAD4     14975    9685000    SHARED   A    9685000         0         0
AMERUS GROUP CO                        COMMON SHS      03072M108      7090     250000    SHARED   4     250000         0         0
AMERUS GROUP CO                        COMMON SHS      03072M108      7741     272955    SHARED   6          0         0    272955
AMERUS GROUP CO                        COMMON SHS      03072M108     17609     620900    SHARED   A     620900         0         0
AMERISOURCEBERGEN CORP                 COMMON SHS      03073E105        88       1229    SHARED              0         0      1229
AMERISOURCEBERGEN CORP                 COMMON SHS      03073E105     19849     277920    SHARED   9     277920         0         0
AMERISOURCEBERGEN CORP                 COMMON SHS      03073E105     88572    1240159    SHARED   A    1188059         0     52100
AMETEK INC                             COMMON SHS      031100100      6550     224926    SHARED   6          0         0    224926
AMETEK INC                             COMMON SHS      031100100        73       2500    SHARED   9       2500         0         0
AMGEN INC                              COMMON SHS      031162100        48       1141    SHARED              0         0      1141
AMGEN INC                              COMMON SHS      031162100         6        150    SHARED   6          0         0       150
AMGEN INC                              COMMON SHS      031162100     38864     932000    SHARED   7     932000         0         0
AMGEN INC                              COMMON SHS      031162100         8        200    SHARED   8        200         0         0
AMGEN INC                              COMMON SHS      031162100     43508    1043349    SHARED   9    1043349         0         0
AMGEN INC                              COMMON SHS      031162100    133353    3197912    SHARED   A    3077912         0    120000
AMKOR TECHNOLOGY INC                   CONVERTIBLE BD  031652AH3     15210   52000000    SHARED   A   52000000         0         0
AMVESCAP PLC                           AMER DEP RECPT  03235E100      1082     111775    SHARED   9     111775         0         0
ANADARKO PETROLEUM CORP                COMMON SHS      032511107      1715      38500    SHARED   4      38500         0         0
ANADARKO PETROLEUM CORP                COMMON SHS      032511107        98       2200    SHARED   6          0         0      2200
ANADARKO PETROLEUM CORP                COMMON SHS      032511107      2060      46243    SHARED   7      46243         0         0
ANADARKO PETROLEUM CORP                COMMON SHS      032511107     31925     716778    SHARED   9     716778         0         0
ANADARKO PETROLEUM CORP                COMMON SHS      032511107      7866     176600    SHARED   A     176600         0         0
ANALOG DEVICES INC                     COMMON SHS      032654105     12384     628646    SHARED   9     628646         0         0
ANALOG DEVICES INC                     COMMON SHS      032654105      3816     193682    SHARED   A     193682         0         0
ANALOG DEVICES INC                     CONVERTIBLE BD  032654AC9        10      10000    SHARED   9      10000         0         0
ANALOG DEVICES                         CONVERTIBLE BD  032654AD7        98     100000    SHARED   9     100000         0         0
ANAREN MICROWAVE INC                   COMMON SHS      032744104         2        200    SHARED   9        200         0         0
ANAREN MICROWAVE INC                   COMMON SHS      032744104     12759    1552204    SHARED   A    1552204         0         0
ANDRX GROUP                            COMMON SHS      034553107         2        100    SHARED   9        100         0         0
ANDRX GROUP                            COMMON SHS      034553107     16440     742200    SHARED   A     732200         0     10000
ANGLO AMERICAN PLC                     AMER DEP RECPT  03485P102        76       6000    SHARED   5       6000         0         0
ANGLO AMERICAN PLC                     AMER DEP RECPT  03485P102       496      39400    SHARED   9      39400         0         0
ANGLO AMERICAN PLC                     AMER DEP RECPT  03485P102      5298     420479    SHARED   A     420479         0         0
ANGLOGOLD LTD                          AMER DEP RECPT  035128206      7807     292960    SHARED   2     292960         0         0
ANGLOGOLD LTD                          AMER DEP RECPT  035128206     12107     454285    SHARED   8     454285         0         0
ANGLOGOLD LTD                          AMER DEP RECPT  035128206       121       4540    SHARED   9       4540         0         0
ANGLOGOLD LTD                          AMER DEP RECPT  035128206     87285    3275245    SHARED   A    3275245         0         0
ANHEUSER BUSCH COS INC                 COMMON SHS      035229103     59723    1180301    SHARED   9    1180301         0         0
ANHEUSER BUSCH COS INC                 COMMON SHS      035229103     13470     266200    SHARED   A     266200         0         0
ANTHEM INC                             COMMON SHS      03674B104       248       3809    SHARED   9       3809         0         0
ANTHEM INC                             COMMON SHS      03674B104     14073     216500    SHARED   A     216500         0         0
ANSWERTHINK INC                        COMMON SHS      036916104       518     357400    SHARED   A     357400         0         0
TATNEFT                                AMER DEP RECPT  03737P306      2546     163300    SHARED         160300         0      3000
AON CORP                               COMMON SHS      037389103      1934      94400    SHARED          94400         0         0
AON CORP                               COMMON SHS      037389103     18843     919619    SHARED   1     918619         0      1000
AON CORP                               COMMON SHS      037389103      5457     266340    SHARED   2     266340         0         0
AON CORP                               COMMON SHS      037389103        37       1801    SHARED   3       1801         0         0
AON CORP                               COMMON SHS      037389103       131       6400    SHARED   6          0         0      6400
AON CORP                               COMMON SHS      037389103        75       3650    SHARED   9       3650         0         0
AON CORP                               COMMON SHS      037389103        20       1000    SHARED   A       1000         0         0
APACHE CORP                            COMMON SHS      037411105       445       7484    SHARED   9       7484         0         0
APACHE CORP                            COMMON SHS      037411105        28        470    SHARED   A        470         0         0
APARTMENT INVESTMENT & MANAGEMENT CO   REAL EST INV TR 03748R101       889      22888    SHARED   6          0         0     22888
APARTMENT INVESTMENT & MANAGEMENT CO   REAL EST INV TR 03748R101     61594    1585431    SHARED   A    1585431         0         0
APOLLO GROUP INC                       COMMON SHS      037604105      3738      86061    SHARED   9      86061         0         0
APOLLO GROUP INC                       COMMON SHS      037604105        26        600    SHARED   A        600         0         0
APPLE COMPUTER INC                     COMMON SHS      037833100      7250     500000    SHARED   7     500000         0         0
APPLE COMPUTER INC                     COMMON SHS      037833100       609      42000    SHARED   9      42000         0         0
APPLE COMPUTER INC                     COMMON SHS      037833100      7789     537166    SHARED   A     537166         0         0
APPLERA CORP-APPLIED BIOSYSTEMS GROUP  COMMON SHS      038020103        20       1100    SHARED   6          0         0      1100
APPLERA CORP-APPLIED BIOSYSTEMS GROUP  COMMON SHS      038020103       979      53484    SHARED   9      53484         0         0
APPLERA CORP-APPLIED BIOSYSTEMS GROUP  COMMON SHS      038020103        15        800    SHARED   A        800         0         0
APPLERA CORP-CELERA GENOMICS GROUP     COMMON SHS      038020202        84      10625    SHARED   9      10625         0         0
APPLIED INDUSTRIAL TECHNOLOGIES INC    COMMON SHS      03820C105      7373     435000    SHARED   4     435000         0         0
APPLIED MATERIALS INC                  COMMON SHS      038222105        39       3400    SHARED   6          0         0      3400
APPLIED MATERIALS INC                  COMMON SHS      038222105     40737    3527004    SHARED   9    3527004         0         0
APPLIED MATERIALS INC                  COMMON SHS      038222105     40530    3509120    SHARED   A    2979120         0    530000
APTARGROUP INC                         COMMON SHS      038336103      4197     156200    SHARED   4     156200         0         0
APTARGROUP INC                         COMMON SHS      038336103       497      18500    SHARED   9      18500         0         0
ARACRUZ CELULOSE SA                    DEP RCPT PFD    038496204       797      54355    SHARED   2      52765         0      1590
ARACRUZ CELULOSE SA                    DEP RCPT PFD    038496204       491      33500    SHARED   A      33500         0         0
ARCH COAL INC                          COMMON SHS      039380100      6132     370500    SHARED   4     370500         0         0
ARCH COAL INC                          COMMON SHS      039380100      5447     329100    SHARED   A     159100         0    170000
ARCH WIRELESS INC                      COMMON SHS      039392600       891    1619719    SHARED   A    1619719         0         0
ARCHER DANIELS MIDLAND CO              COMMON SHS      039483102     17218    1376322    SHARED   9    1376322         0         0
ARCHER DANIELS MIDLAND CO              COMMON SHS      039483102        29       2281    SHARED   A       2281         0         0
ARCHSTONE-SMITH TRUST                  REAL EST INV TR 039583109      1749      73261    SHARED   6          0         0     73261
ARCHSTONE-SMITH TRUST                  REAL EST INV TR 039583109       618      25900    SHARED   9      25900         0         0
ARCHSTONE-SMITH TRUST                  REAL EST INV TR 039583109     26165    1095685    SHARED   A    1095685         0         0
ARCHSTONE-SMITH TRUST                  CONVERT PREF    039583208       649      20000    SHARED   9      20000         0         0
ARCHSTONE-SMITH TRUST                  CONVERT PREF    039583208     37285    1149000    SHARED   A    1149000         0         0
ARDEN REALTY INC                       REAL EST INV TR 039793104      1428      60400    SHARED   6          0         0     60400
ARDEN REALTY INC                       REAL EST INV TR 039793104       102       4300    SHARED   9       4300         0         0
ARDEN REALTY INC                       REAL EST INV TR 039793104     32968    1394000    SHARED   A    1394000         0         0
ARENA PHARMACEUTICALS INC              COMMON SHS      040047102      1120     200000    SHARED   A     200000         0         0
ARM HOLDINGS PLC                       AMER DEP RECPT  042068106     23899    4050700    SHARED   A    4050700         0         0
ARROW ELECTRONICS INC                  CONVERT ZERO CP 042735AY6     45513    1100000    SHARED   9    1100000         0         0
ARTS WAY MANUFACTURING CO INC          COMMON SHS      043168103       457     134500    SHARED   4     134500         0         0
ARVINMERITOR INC                       COMMON SHS      043353101       234      12499    SHARED   7      12499         0         0
ASCENTIAL SOFTWARE CORP                COMMON SHS      04362P108       162      86933    SHARED   6          0         0     86933
ASCENTIAL SOFTWARE CORP                COMMON SHS      04362P108         7       3792    SHARED   9       3792         0         0
ASCENTIAL SOFTWARE CORP                COMMON SHS      04362P108      3014    1622300    SHARED   A    1622300         0         0
ASHANTI GOLDFIELDS CO LTD              GLBL DEP RECPT  043743202      6652    1171150    SHARED   A    1171150         0         0
ASPEN TECHNOLOGY INC                   COMMON SHS      045327103      2744     914735    SHARED   6          0         0    914735
ASPEN TECHNOLOGY INC                   COMMON SHS      045327103      9289    3096312    SHARED   A    3096312         0         0
ASTORIA FINANCIAL CORP                 COMMON SHS      046265104     18341     751695    SHARED   5     751695         0         0
ASTRAZENECA PLC                        AMER DEP RECPT  046353108        70       2300    SHARED   6          0         0      2300
ASTRAZENECA PLC                        AMER DEP RECPT  046353108      3277     107200    SHARED   8     107200         0         0
ASTRAZENECA PLC                        AMER DEP RECPT  046353108      1187      38832    SHARED   9      38832         0         0
ATHEY PRODUCTS CORP                    COMMON SHS      047465109         0     186000    SHARED   4     186000         0         0
ATLANTIC COAST AIRLINES HOLDINGS INC   COMMON SHS      048396105      3923     424100    SHARED   4     424100         0         0
ATLANTIC COAST AIRLINES HOLDINGS INC   COMMON SHS      048396105     35229    3808500    SHARED   A    3808500         0         0
ATLANTIC TELE-NETWORK INC              COMMON SHS      049079205      3546     248000    SHARED   4     248000         0         0
ATMEL CORP                             COMMON SHS      049513104        14      12890    SHARED   9      12890         0         0
ATMEL CORP                             COMMON SHS      049513104      3158    3001500    SHARED   A    3001500         0         0
ATMOS ENERGY CORP                      COMMON SHS      049560105     22506    1046800    SHARED   A    1046800         0         0
ATRIX LABORATORIES INC                 COMMON SHS      04962L101      3866     261200    SHARED   9     261200         0         0
ATRIX LABORATORIES INC                 COMMON SHS      04962L101         6        400    SHARED   A        400         0         0
ATWOOD OCEANICS INC                    COMMON SHS      050095108      4113     140600    SHARED   4     140600         0         0
ATWOOD OCEANICS INC                    COMMON SHS      050095108     42541    1454400    SHARED   A    1379400         0     75000
AUTODESK INC                           COMMON SHS      052769106      3778     298200    SHARED   A     298200         0         0
AUTOLIV INC                            ORDINARY SHS    052800109     13680     648955    SHARED         648955         0         0
AUTOLIV INC                            ORDINARY SHS    052800109        70       3300    SHARED   1       3300         0         0
AUTOLIV INC                            ORDINARY SHS    052800109     47848    2269845    SHARED   2    2268845         0      1000
AUTOLIV INC                            ORDINARY SHS    052800109     14326     679593    SHARED   3     679593         0         0
AUTOLIV INC                            ORDINARY SHS    052800109        53       2528    SHARED   6          0         0      2528
AUTOLIV INC                            ORDINARY SHS    052800109       529      25100    SHARED   8      25100         0         0
AUTOLIV INC                            ORDINARY SHS    052800109        59       2818    SHARED   9       2818         0         0
AUTOMATIC DATA PROCESSING INC          COMMON SHS      053015103      1373      39484    SHARED   6          0         0     39484
AUTOMATIC DATA PROCESSING INC          COMMON SHS      053015103     27816     800000    SHARED   7     800000         0         0
AUTOMATIC DATA PROCESSING INC          COMMON SHS      053015103     15600     448675    SHARED   9     448675         0         0
AUTOMATIC DATA PROCESSING INC          COMMON SHS      053015103     22294     641178    SHARED   A     561178         0     80000
AUTOZONE INC                           COMMON SHS      053332102       323       4100    SHARED   9       4100         0         0
AUTOZONE INC                           COMMON SHS      053332102     41078     520900    SHARED   A     520900         0         0
AVALONBAY COMMUNITIES INC              REAL EST INV TR 053484101      2065      49391    SHARED   6          0         0     49391
AVALONBAY COMMUNITIES INC              REAL EST INV TR 053484101        42       1000    SHARED   9       1000         0         0
AVALONBAY COMMUNITIES INC              REAL EST INV TR 053484101     27588     660000    SHARED   A     660000         0         0
AVAYA INC                              COMMON SHS      053499109         0         16    SHARED   6          0         0        16
AVAYA INC                              COMMON SHS      053499109        40      27779    SHARED   9      27779         0         0
AVAYA INC                              COMMON SHS      053499109         2       1694    SHARED   A       1694         0         0
AVENTIS SA                             AMER DEP RECPT  053561106     18116     344741    SHARED   3     344741         0         0
AVENTIS SA                             AMER DEP RECPT  053561106        68       1299    SHARED   6          0         0      1299
AVENTIS SA                             AMER DEP RECPT  053561106       111       2103    SHARED   9       2103         0         0
AVERY DENNISON CORP                    COMMON SHS      053611109       666      11685    SHARED   6          0         0     11685
AVERY DENNISON CORP                    COMMON SHS      053611109     26325     462000    SHARED   7     462000         0         0
AVERY DENNISON CORP                    COMMON SHS      053611109       539       9461    SHARED   9       9461         0         0
AVERY DENNISON CORP                    COMMON SHS      053611109        23        400    SHARED   A        400         0         0
AVID TECHNOLOGY INC                    COMMON SHS      05367P100      7807     758000    SHARED   9     758000         0         0
AVID TECHNOLOGY INC                    COMMON SHS      05367P100        13       1300    SHARED   A       1300         0         0
AVOCENT CORP                           COMMON SHS      053893103      8167     610400    SHARED   4     610400         0         0
AVOCENT CORP                           COMMON SHS      053893103      6965     520559    SHARED   6          0         0    520559
AVOCENT CORP                           COMMON SHS      053893103         4        300    SHARED   9        300         0         0
AVOCENT CORP                           COMMON SHS      053893103     41540    3104631    SHARED   A    3104631         0         0
AVON PRODUCTS INC                      COMMON SHS      054303102     24643     534564    SHARED   9     534564         0         0
AVON PRODUCTS INC                      COMMON SHS      054303102        37        800    SHARED   A        800         0         0
AXA SA                                 AMER DEP RECPT  054536107      3000     300000    SHARED   1     300000         0         0
AXA SA                                 AMER DEP RECPT  054536107     14386    1438637    SHARED   3    1438637         0         0
AXA SA                                 AMER DEP RECPT  054536107        36       3550    SHARED   6          0         0      3550
AXA SA                                 AMER DEP RECPT  054536107      1445     144544    SHARED   9     144544         0         0
AXCELIS TECHNOLOGIES INC               COMMON SHS      054540109       152      31221    SHARED   9      31221         0         0
AZTAR CORP                             COMMON SHS      054802103     45397    3436600    SHARED   4    3436600         0         0
BB&T CORP                              COMMON SHS      054937107       327       9340    SHARED   9       9340         0         0
BB&T CORP                              COMMON SHS      054937107        56       1600    SHARED   A       1600         0         0
BASF AG                                AMER DEP RECPT  055262505     18309     515739    SHARED   3     515739         0         0
BASF AG                                AMER DEP RECPT  055262505        78       2185    SHARED   6          0         0      2185
BCE INC                                ORDINARY SHS    05534B109     23549     838060    SHARED         838060         0         0
BCE INC                                ORDINARY SHS    05534B109    286801   10206425    SHARED   1   10206425         0         0
BCE INC                                ORDINARY SHS    05534B109    284444   10122549    SHARED   2    9577770         0    544779
BCE INC                                COMMON SHS      05534B109        80       4545    SHARED   3       4545         0         0
BCE INC                                ORDINARY SHS    05534B109    183178    6518800    SHARED   5    6518800         0         0
BCE INC                                ORDINARY SHS    05534B109     90624    3225057    SHARED   8    3034564         0    190493
BCE INC                                COMMON SHS      05534B109      6446     322684    SHARED   9     322684         0         0
BCE INC                                ORDINARY SHS    05534B109        93       3320    SHARED   A       3320         0         0
BEI TECHNOLOGIES INC                   COMMON SHS      05538P104       495      45000    SHARED   9      45000         0         0
BISYS GROUP INC                        COMMON SHS      055472104      3907     233828    SHARED   9     233828         0         0
BISYS GROUP INC                        COMMON SHS      055472104     25875    1548500    SHARED   A    1548500         0         0
BISYS GROUP INC                        CONVERTIBLE BD  055472AB0      3685    4000000    SHARED   A    4000000         0         0
BJ SERVICES CO                         COMMON SHS      055482103      1546      59446    SHARED   9      59446         0         0
BJ SERVICES CO                         COMMON SHS      055482103        13        500    SHARED   A        500         0         0
BJ'S WHOLESALE CLUB INC                COMMON SHS      05548J106      2502     131600    SHARED   A     131600         0         0
BP PLC                                 AMER DEP RECPT  055622104        62       1566    SHARED              0         0      1566
BP PLC                                 AMER DEP RECPT  055622104     13614     341200    SHARED   5     341200         0         0
BP PLC                                 AMER DEP RECPT  055622104      2146      53790    SHARED   6          0         0     53790
BP PLC                                 AMER DEP RECPT  055622104     11778     295200    SHARED   7     295200         0         0
BP PLC                                 AMER DEP RECPT  055622104      4976     124700    SHARED   8     124700         0         0
BP PLC                                 AMER DEP RECPT  055622104     86774    2174797    SHARED   9    2174797         0         0
BP PLC                                 AMER DEP RECPT  055622104     14978     375400    SHARED   A     375400         0         0
BMC SOFTWARE INC                       COMMON SHS      055921100       653      49940    SHARED          49940         0         0
BMC SOFTWARE INC                       COMMON SHS      055921100     48103    3680380    SHARED   1    3678480         0      1900
BMC SOFTWARE INC                       COMMON SHS      055921100       781      59725    SHARED   2      59725         0         0
BMC SOFTWARE INC                       COMMON SHS      055921100     84744    6483873    SHARED   5    6483873         0         0
BMC SOFTWARE INC                       COMMON SHS      055921100       201      15400    SHARED   9      15400         0         0
BMC SOFTWARE INC                       COMMON SHS      055921100       698      53370    SHARED   A      53370         0         0
BAKER HUGHES INC                       COMMON SHS      057224107        20        700    SHARED   6          0         0       700
BAKER HUGHES INC                       COMMON SHS      057224107      1724      59397    SHARED   9      59397         0         0
BAKER HUGHES INC                       COMMON SHS      057224107       755      26000    SHARED   A      26000         0         0
BALDOR ELECTRIC CO                     COMMON SHS      057741100      9571     501099    SHARED   4     501099         0         0
BALDWIN & LYONS INC                    COMMON SHS      057755209      2914     133300    SHARED   4     133300         0         0
BALDWIN PIANO & ORGAN CO               COMMON SHS      058246109         0     373600    SHARED   4     373600         0         0
BALL CORPORATION                       COMMON SHS      058498106       222       4400    SHARED   9       4400         0         0
BALL CORPORATION                       COMMON SHS      058498106        10        200    SHARED   A        200         0         0
BANCO BRADESCO SA                      DEP RCPT PFD    059460204     36406    3437802    SHARED        3094285         0    343517
BANCO BRADESCO SA                      DEP RCPT PFD    059460204      7729     729836    SHARED   2     729836         0         0
BANCO BRADESCO SA                      DEP RCPT PFD    059460204       640      60424    SHARED   3      60424         0         0
BANK OF AMERICA CORP                   COMMON SHS      060505104     12739     199670    SHARED         198000         0      1670
BANK OF AMERICA CORP                   COMMON SHS      060505104     29531     462870    SHARED   1     462870         0         0
BANK OF AMERICA CORP                   COMMON SHS      060505104      5047      79100    SHARED   2      79100         0         0
BANK OF AMERICA CORP                   COMMON SHS      060505104       989      15500    SHARED   4      15500         0         0
BANK OF AMERICA CORP                   COMMON SHS      060505104    134156    2102763    SHARED   5    2102763         0         0
BANK OF AMERICA CORP                   COMMON SHS      060505104      1937      30366    SHARED   6          0         0     30366
BANK OF AMERICA CORP                   COMMON SHS      060505104      7415     116221    SHARED   8     116221         0         0
BANK OF AMERICA CORP                   COMMON SHS      060505104     39292     615864    SHARED   9     615864         0         0
BANK OF AMERICA CORP                   COMMON SHS      060505104     16924     265266    SHARED   A     265266         0         0
BANK OF HAWAII CORP                    COMMON SHS      062540109       401      14366    SHARED   9      14366         0         0
BANK OF MONTREAL                       ORDINARY SHS    063671101      3539      95942    SHARED   2      95942         0         0
BANK OF MONTREAL                       ORDINARY SHS    063671101     89743    2432712    SHARED   8    2269224         0    163488
BANK OF MONTREAL                       COMMON SHS      063671101       463      20000    SHARED   9      20000         0         0
BANK OF NEW YORK CO INC                COMMON SHS      064057102       175       6100    SHARED   2       6100         0         0
BANK OF NEW YORK CO INC                COMMON SHS      064057102      3250     113100    SHARED   8     113100         0         0
BANK OF NEW YORK CO INC                COMMON SHS      064057102     37728    1312749    SHARED   9    1312749         0         0
BANK OF NEW YORK CO INC                COMMON SHS      064057102     36871    1282909    SHARED   A    1207909         0     75000
BANK OF NOVA SCOTIA                    ORDINARY SHS    064149107      1534      34242    SHARED   2      34242         0         0
BANK OF NOVA SCOTIA                    ORDINARY SHS    064149107    127019    2835256    SHARED   8    2613113         0    222143
BANK OF NOVA SCOTIA                    ORDINARY SHS    064149107       303       6766    SHARED   9       6766         0         0
BANK ONE CORP                          COMMON SHS      06423A103        56       1500    SHARED   6          0         0      1500
BANK ONE CORP                          COMMON SHS      06423A103      3513      93939    SHARED   9      93939         0         0
BANK ONE CORP                          COMMON SHS      06423A103      1738      46482    SHARED   A      46482         0         0
BANK UNITED CORP                       COMMON SHS      065416117         0       3000    SHARED   9       3000         0         0
BANK UNITED CORP                       COMMON SHS      065416117        60    1000000    SHARED   A    1000000         0         0
BANKNORTH GROUP INC                    COMMON SHS      06646R107       214       9009    SHARED   9       9009         0         0
C R BARD INC                           COMMON SHS      067383109       292       5350    SHARED   9       5350         0         0
C R BARD INC                           COMMON SHS      067383109     23229     425200    SHARED   A     425200         0         0
BARNES & NOBLES INC                    COMMON SHS      067774109       210       9940    SHARED   5       9940         0         0
BARNES & NOBLES INC                    COMMON SHS      067774109      2844     134425    SHARED   9     134425         0         0
BARNES & NOBLES INC                    COMMON SHS      067774109     51528    2435170    SHARED   A    2225170         0    210000
BARNES & NOBLES INC                    CONVERTIBLE BD  067774AD1       313     315000    SHARED   9     315000         0         0
BARRICK GOLD CORP                      ORDINARY SHS    067901108    429610   17487623    SHARED   1   17487623         0         0
BARRICK GOLD CORP                      ORDINARY SHS    067901108     31489    1272282    SHARED   2    1113982         0    158300
BARRICK GOLD CORP                      ORDINARY SHS    067901108       847      34234    SHARED   8      34234         0         0
BARRICK GOLD CORP                      COMMON SHS      067901108       130       8390    SHARED   9       8390         0         0
BARRICK GOLD CORP                      COMMON SHS      067901108     36635    2355965    SHARED   A    2355965         0         0
BARR LABORATORIES INC                  COMMON SHS      068306109       448       7200    SHARED   A       7200         0         0
BAXTER INTERNATIONAL INC               COMMON SHS      071813109     15275     500000    SHARED   7     500000         0         0
BAXTER INTERNATIONAL INC               COMMON SHS      071813109      4634     151700    SHARED   8     151700         0         0
BAXTER INTERNATIONAL INC               COMMON SHS      071813109      1832      59981    SHARED   9      59981         0         0
BAXTER INTERNATIONAL INC               COMMON SHS      071813109     28491     932600    SHARED   A     735600         0    197000
BEA SYSTEMS INC                        COMMON SHS      073325102       136      26175    SHARED   9      26175         0         0
BEAR STEARNS COMPANIES INC             COMMON SHS      073902108     60698    1076202    SHARED   5    1076202         0         0
BEAR STEARNS COMPANIES INC             COMMON SHS      073902108       187       3308    SHARED   9       3308         0         0
BEAR STEARNS COMPANIES INC             COMMON SHS      073902108        17        300    SHARED   A        300         0         0
BEARINGPOINT INC                       COMMON SHS      074002106       879     136000    SHARED         136000         0         0
BEARINGPOINT INC                       COMMON SHS      074002106     10382    1607095    SHARED   1    1606117         0       978
BEARINGPOINT INC                       COMMON SHS      074002106      1938     300000    SHARED   2     300000         0         0
BEARINGPOINT INC                       COMMON SHS      074002106       729     112851    SHARED   3     112851         0         0
BEARINGPOINT INC                       COMMON SHS      074002106        68      10500    SHARED   9      10500         0         0
BEAZER HOMES USA INC                   COMMON SHS      07556Q105      2739      44867    SHARED   A      44867         0         0
BECKMAN COULTER INC                    COMMON SHS      075811109       395      10200    SHARED   9      10200         0         0
BECKMAN COULTER INC                    COMMON SHS      075811109     28067     725250    SHARED   A     725250         0         0
BECTON DICKINSON & CO                  COMMON SHS      075887109     13930     490500    SHARED   4     490500         0         0
BECTON DICKINSON & CO                  COMMON SHS      075887109        82       2900    SHARED   6          0         0      2900
BECTON DICKINSON & CO                  COMMON SHS      075887109       441      15518    SHARED   9      15518         0         0
BECTON DICKINSON & CO                  COMMON SHS      075887109        26        900    SHARED   A        900         0         0
BED BATH & BEYOND INC                  COMMON SHS      075896100      1462      44900    SHARED   9      44900         0         0
BED BATH & BEYOND INC                  COMMON SHS      075896100     22933     704100    SHARED   A     704100         0         0
BEDFORD PROPERTY INVESTORS INC         REAL EST INV TR 076446301       497      20064    SHARED   6          0         0     20064
BEDFORD PROPERTY INVESTORS INC         REAL EST INV TR 076446301     12316     497400    SHARED   A     497400         0         0
BELLSOUTH CORP                         COMMON SHS      079860102       594      32372    SHARED   6          0         0     32372
BELLSOUTH CORP                         COMMON SHS      079860102      8630     470032    SHARED   9     470032         0         0
BELLSOUTH CORP                         COMMON SHS      079860102     27218    1482451    SHARED   A    1242451         0    240000
BEMIS COMPANY INC                      COMMON SHS      081437105     13481     272900    SHARED   4     272900         0         0
BEMIS COMPANY INC                      COMMON SHS      081437105     10116     204779    SHARED   9     204779         0         0
BEMIS COMPANY INC                      COMMON SHS      081437105        10        200    SHARED   A        200         0         0
BERKLEY W R CORP                       COMMON SHS      084423102    112086    3296650    SHARED   1    3296650         0         0
BERKLEY W R CORP                       COMMON SHS      084423102       383      11251    SHARED   9      11251         0         0
BERKSHIRE HATHAWAY INC                 COMMON SHS      084670108    285550       3864    SHARED   5       3864         0         0
BERKSHIRE HATHAWAY INC                 COMMON SHS      084670108      5912         80    SHARED   9         80         0         0
BERKSHIRE HATHAWAY INC                 COMMON SHS      084670207    250922     101794    SHARED   5     101794         0         0
BERKSHIRE HATHAWAY INC                 COMMON SHS      084670207        74         30    SHARED   8         30         0         0
BERKSHIRE HATHAWAY INC                 COMMON SHS      084670207     25138      10198    SHARED   9      10198         0         0
BEST BUY COMPANY INC                   COMMON SHS      086516101      4680     209775    SHARED   9     209775         0         0
BEST BUY COMPANY INC                   COMMON SHS      086516101     43446    1947400    SHARED   A    1662400         0    285000
BEVERLY ENTERPRISES INC                COMMON SHS      087851309      3777    1560600    SHARED   A    1560600         0         0
BHP BILLITON LTD                       AMER DEP RECPT  088606108     10808    1108525    SHARED   3    1108525         0         0
BHP BILLITON LTD                       AMER DEP RECPT  088606108      1317     135062    SHARED   9     135062         0         0
BIG 5 SPORTING GOODS CORP              COMMON SHS      08915P101         3        300    SHARED   9        300         0         0
BIG 5 SPORTING GOODS CORP              COMMON SHS      08915P101      6668     650500    SHARED   A     650500         0         0
BIG LOTS INC                           COMMON SHS      089302103     22558    1425000    SHARED   4    1425000         0         0
BIG LOTS INC                           COMMON SHS      089302103         9        600    SHARED   6          0         0       600
BIG LOTS INC                           COMMON SHS      089302103         6        400    SHARED   A        400         0         0
BIOGEN INC                             COMMON SHS      090597105      1070      36565    SHARED   9      36565         0         0
BIOGEN INC                             COMMON SHS      090597105     13913     475350    SHARED   A     470850         0      4500
BIOMET INC                             COMMON SHS      090613100       659      24750    SHARED   9      24750         0         0
BIOMET INC                             COMMON SHS      090613100        25        925    SHARED   A        925         0         0
BIOMARIN PHARMACEUTICAL INC            COMMON SHS      09061G101     11969    2067202    SHARED   A    2047202         0     20000
BIOVAIL CORP                           ORDINARY SHS    09067J109     28751     731581    SHARED   8     659328         0     72253
BIOVAIL CORP                           COMMON SHS      09067J109       392      15886    SHARED   9      15886         0         0
BLACK & DECKER CORP                    COMMON SHS      091797100       685      16341    SHARED   6          0         0     16341
BLACK & DECKER CORP                    COMMON SHS      091797100       268       6400    SHARED   9       6400         0         0
BLACK & DECKER CORP                    COMMON SHS      091797100      1786      42600    SHARED   A      42600         0         0
BLACKROCK INC                          COMMON SHS      09247X101      6218     150120    SHARED   A     150120         0         0
H & R BLOCK INC                        COMMON SHS      093671105      3613      86008    SHARED   9      86008         0         0
H & R BLOCK INC                        COMMON SHS      093671105        25        600    SHARED   A        600         0         0
BLOCKBUSTER INC                        COMMON SHS      093679108      1029      41500    SHARED   9      41500         0         0
BOARDWALK EQUITIES INC                 ORDINARY SHS    096613104      2291     153270    SHARED   6          0         0    153270
BOARDWALK EQUITIES INC                 ORDINARY SHS    096613104      7321     489731    SHARED   8     474700         0     15031
BOARDWALK EQUITIES INC                 ORDINARY SHS    096613104       254      17000    SHARED   9      17000         0         0
BOARDWALK EQUITIES INC                 COMMON SHS      096613104     18588    1977400    SHARED   A    1977400         0         0
BOEING CO                              COMMON SHS      097023105       730      21400    SHARED          21400         0         0
BOEING CO                              COMMON SHS      097023105        68       1997    SHARED   3       1997         0         0
BOEING CO                              COMMON SHS      097023105      1553      45507    SHARED   6          0         0     45507
BOEING CO                              COMMON SHS      097023105     34130    1000000    SHARED   7    1000000         0         0
BOEING CO                              COMMON SHS      097023105      5067     148475    SHARED   8     148475         0         0
BOEING CO                              COMMON SHS      097023105      1582      46348    SHARED   9      46348         0         0
BOEING CO                              COMMON SHS      097023105     27823     815220    SHARED   A     652220         0    163000
BOISE CASCADE CORP                     COMMON SHS      097383103      4560     200000    SHARED   2     200000         0         0
BOISE CASCADE CORP                     COMMON SHS      097383103        61       2689    SHARED   3       2689         0         0
BOISE CASCADE CORP                     COMMON SHS      097383103       105       4600    SHARED   9       4600         0         0
BOISE CASCADE CORP                     COMMON SHS      097383103         5        200    SHARED   A        200         0         0
BORG WARNER INC                        COMMON SHS      099724106       834      16800    SHARED   9      16800         0         0
BORG WARNER INC                        COMMON SHS      099724106     41286     831700    SHARED   A     831700         0         0
BORLAND SOFTWARE CORP                  COMMON SHS      099849101      3638     466960    SHARED   6          0         0    466960
BORLAND SOFTWARE CORP                  COMMON SHS      099849101     11557    1483600    SHARED   9    1483600         0         0
BORLAND SOFTWARE CORP                  COMMON SHS      099849101     18885    2424200    SHARED   A    2424200         0         0
BOSTON CHICKEN INC                     CONVERTIBLE BD  100578AB9         0      20000    SHARED   9      20000         0         0
BOSTON PROPERTIES INC                  REAL EST INV TR 101121101     10453     281000    SHARED         281000         0         0
BOSTON PROPERTIES INC                  REAL EST INV TR 101121101     53795    1446100    SHARED   1    1446100         0         0
BOSTON PROPERTIES INC                  REAL EST INV TR 101121101      1405      37758    SHARED   3      37758         0         0
BOSTON PROPERTIES INC                  REAL EST INV TR 101121101      1197      32180    SHARED   6          0         0     32180
BOSTON PROPERTIES INC                  REAL EST INV TR 101121101      1055      28350    SHARED   9      28350         0         0
BOSTON PROPERTIES INC                  REAL EST INV TR 101121101     12138     326300    SHARED   A     326300         0         0
BOWATER INC                            COMMON SHS      102183100    128058    3627700    SHARED   1    3627700         0         0
BOWATER INC                            COMMON SHS      102183100       150       4252    SHARED   2       4252         0         0
BOWATER INC                            COMMON SHS      102183100      2729      77315    SHARED   8      77315         0         0
BOWATER INC                            COMMON SHS      102183100      2718      77000    SHARED   A      77000         0         0
BRACKNELL CORP                         ORDINARY SHS    10382K102         0    1239000    SHARED   8    1239000         0         0
BRADY CORP                             COMMON SHS      104674106     10787     335000    SHARED   4     335000         0         0
BRADY CORP                             COMMON SHS      104674106        23        700    SHARED   6          0         0       700
BRANDYWINE REALTY TRUST                REAL EST INV TR 105368203      1805      80058    SHARED   6          0         0     80058
BRANDYWINE REALTY TRUST                REAL EST INV TR 105368203      8057     357300    SHARED   A     357300         0         0
BRASCAN CORP                           ORDINARY SHS    10549P606    109579    3455649    SHARED   5    3455649         0         0
BRASCAN CORP                           ORDINARY SHS    10549P606      2036      64213    SHARED   8      40000         0     24213
BRIGGS & STRATTON CORP                 COMMON SHS      109043109      4448     118500    SHARED   4     118500         0         0
BRINKER INTERNATIONAL INC              COMMON SHS      109641100     25979    1003050    SHARED   A    1003050         0         0
BRISTOL MYERS SQUIBB CO                COMMON SHS      110122108     14751     619810    SHARED         619810         0         0
BRISTOL MYERS SQUIBB CO                COMMON SHS      110122108    472812   19866056    SHARED   1   19864566         0      1490
BRISTOL MYERS SQUIBB CO                COMMON SHS      110122108     14447     607025    SHARED   2     607025         0         0
BRISTOL MYERS SQUIBB CO                COMMON SHS      110122108      1424      59840    SHARED   3      59840         0         0
BRISTOL MYERS SQUIBB CO                COMMON SHS      110122108      1607      67500    SHARED   4      67500         0         0
BRISTOL MYERS SQUIBB CO                COMMON SHS      110122108     64746    2720400    SHARED   5    2720400         0         0
BRISTOL MYERS SQUIBB CO                COMMON SHS      110122108      1811      76077    SHARED   6          0         0     76077
BRISTOL MYERS SQUIBB CO                COMMON SHS      110122108     15232     640000    SHARED   7     640000         0         0
BRISTOL MYERS SQUIBB CO                COMMON SHS      110122108     13233     556028    SHARED   8     556028         0         0
BRISTOL MYERS SQUIBB CO                COMMON SHS      110122108     27492    1155124    SHARED   9    1155124         0         0
BRISTOL MYERS SQUIBB CO                COMMON SHS      110122108    142994    6008148    SHARED   A    5740748         0    267400
BRITISH AIRWAYS PLC                    AMER DEP RECPT  110419306      8303     546611    SHARED   3     546611         0         0
BRITISH AIRWAYS PLC                    AMER DEP RECPT  110419306        39       2571    SHARED   6          0         0      2571
BRITISH AIRWAYS PLC                    AMER DEP RECPT  110419306      6529     429800    SHARED   7     429800         0         0
BRITISH AIRWAYS PLC                    AMER DEP RECPT  110419306        33       2199    SHARED   9       2199         0         0
BRITISH AMERICAN TOBACCO PLC           AMER DEP RECPT  110448107      3838     185950    SHARED   5     185950         0         0
BRITISH AMERICAN TOBACCO PLC           AMER DEP RECPT  110448107         2         73    SHARED   9         73         0         0
BROADCOM CORP                          COMMON SHS      111320107        76       7125    SHARED   9       7125         0         0
BROADCOM CORP                          COMMON SHS      111320107       196      18338    SHARED   A      18338         0         0
BROCADE COMMUNICATIONS SYSTEMS INC     COMMON SHS      111621108        40       5300    SHARED   9       5300         0         0
BROCADE COMMUNICATIONS SYSTEMS INC     COMMON SHS      111621108      1543     204900    SHARED   A     204900         0         0
BROOKFIELD PROPERTIES CORP             ORDINARY SHS    112900105       163       5335    SHARED   8       5335         0         0
BROOKFIELD PROPERTIES CORP             ORDINARY SHS    112900105        89       2900    SHARED   9       2900         0         0
BROOKLINE BANCORP INC                  COMMON SHS      11373M107      3455     294000    SHARED   5     294000         0         0
BROOKLINE BANCORP INC                  COMMON SHS      11373M107        26       2186    SHARED   9       2186         0         0
BROWN-FORMAN CORP                      COMMON SHS      115637100     24163     354560    SHARED   5     354560         0         0
BROWN-FORMAN CORP                      COMMON SHS      115637209    191154    2855170    SHARED   5    2855170         0         0
BROWN-FORMAN CORP                      COMMON SHS      115637209        13        200    SHARED   A        200         0         0
TOM BROWN INC                          COMMON SHS      115660201      5281     230600    SHARED   A     230600         0         0
BROWN SHOE CO INC                      COMMON SHS      115736100      9143     510800    SHARED   4     510800         0         0
BRUNSWICK CORP                         COMMON SHS      117043109       390      18525    SHARED   9      18525         0         0
BRUNSWICK CORP                         COMMON SHS      117043109         6        300    SHARED   A        300         0         0
BUCA INC                               COMMON SHS      117769109        96      12000    SHARED   9      12000         0         0
BUCKEYE PARTNERS LP                    LTD PARTNERSHIP 118230101       321       8760    SHARED   9       8760         0         0
BURLINGTON NORTHERN SANTA FE CORP      COMMON SHS      12189T104      2703     113000    SHARED   2     113000         0         0
BURLINGTON NORTHERN SANTA FE CORP      COMMON SHS      12189T104      8420     352000    SHARED   4     352000         0         0
BURLINGTON NORTHERN SANTA FE CORP      COMMON SHS      12189T104     46929    1961895    SHARED   5    1961895         0         0
BURLINGTON NORTHERN SANTA FE CORP      COMMON SHS      12189T104     11043     461651    SHARED   9     461651         0         0
BURLINGTON NORTHERN SANTA FE CORP      COMMON SHS      12189T104        30       1275    SHARED   A       1275         0         0
BURLINGTON RESOURCES INC               COMMON SHS      122014103     30888     805213    SHARED         805213         0         0
BURLINGTON RESOURCES INC               COMMON SHS      122014103    285795    7450340    SHARED   1    7450140         0       200
BURLINGTON RESOURCES INC               COMMON SHS      122014103      8168     212920    SHARED   2     212920         0         0
BURLINGTON RESOURCES INC               COMMON SHS      122014103        82       2129    SHARED   3       2129         0         0
BURLINGTON RESOURCES INC               COMMON SHS      122014103    111972    2918984    SHARED   5    2918984         0         0
BURLINGTON RESOURCES INC               COMMON SHS      122014103      3423      89245    SHARED   9      89245         0         0
BURLINGTON RESOURCES INC               COMMON SHS      122014103        67       1740    SHARED   A       1740         0         0
C&D TECHNOLOGIES INC                   COMMON SHS      124661109      9020     615275    SHARED   6          0         0    615275
C&D TECHNOLOGIES INC                   COMMON SHS      124661109     10832     738900    SHARED   A     738900         0         0
CAE INC                                ORDINARY SHS    124765108     37288    8177226    SHARED   8    7632372         0    544854
CBL & ASSOCIATES PROPERTIES INC        REAL EST INV TR 124830100       333       8600    SHARED   9       8600         0         0
CDI CORP                               COMMON SHS      125071100     11613     444100    SHARED   A     444100         0         0
CDW COMPUTER CENTERS INC               COMMON SHS      125129106       104       2465    SHARED              0         0      2465
CDW COMPUTER CENTERS INC               COMMON SHS      125129106     18835     444645    SHARED   9     444645         0         0
CDW COMPUTER CENTERS INC               COMMON SHS      125129106         8        200    SHARED   A        200         0         0
CEC ENTERTAINMENT INC                  COMMON SHS      125137109      3244      95100    SHARED   A      95100         0         0
C H ROBINSON WORLDWIDE INC             COMMON SHS      12541W100     11230     417328    SHARED   6          0         0    417328
C H ROBINSON WORLDWIDE INC             COMMON SHS      12541W100        40       1500    SHARED   9       1500         0         0
C H ROBINSON WORLDWIDE INC             COMMON SHS      12541W100    104771    3893400    SHARED   A    3893400         0         0
CIGNA CORP                             COMMON SHS      125509109     14526     205314    SHARED         205314         0         0
CIGNA CORP                             COMMON SHS      125509109    204830    2895120    SHARED   1    2894440         0       680
CIGNA CORP                             COMMON SHS      125509109      4570      64590    SHARED   2      64590         0         0
CIGNA CORP                             COMMON SHS      125509109      1126      15920    SHARED   3      15920         0         0
CIGNA CORP                             COMMON SHS      125509109    107454    1518785    SHARED   5    1518785         0         0
CIGNA CORP                             COMMON SHS      125509109      4980      70395    SHARED   9      70395         0         0
CIGNA CORP                             COMMON SHS      125509109      2898      40967    SHARED   A      40967         0         0
CIT GROUP INC                          COMMON SHS      125581108     35960    2000000    SHARED   4    2000000         0         0
CIT GROUP INC                          COMMON SHS      125581108       171       9500    SHARED   9       9500         0         0
CIT GROUP INC                          COMMON SHS      125581108     18633    1036300    SHARED   A     756300         0    280000
CMS ENERGY CORP                        COMMON SHS      125896100     44004    5459600    SHARED   A    5295900         0    163700
CNA SURETY CORP                        COMMON SHS      12612L108       238      18000    SHARED   9      18000         0         0
CNF INC                                COMMON SHS      12612W104      4903     156200    SHARED   9     156200         0         0
CNOOC LTD                              AMER DEP RECPT  126132109     58107    2062000    SHARED   1    2057800         0      4200
CNOOC LTD                              AMER DEP RECPT  126132109     12553     445442    SHARED   2     444010         0      1432
CNOOC LTD                              AMER DEP RECPT  126132109     11787     418268    SHARED   8     418268         0         0
CSX CORP                               COMMON SHS      126408103       409      15498    SHARED   9      15498         0         0
CSX CORP                               COMMON SHS      126408103        18        700    SHARED   A        700         0         0
CUNO INC                               COMMON SHS      126583103     10091     327100    SHARED   A     327100         0         0
CVS CORP                               COMMON SHS      126650100         4        160    SHARED   6          0         0       160
CVS CORP                               COMMON SHS      126650100      9128     360073    SHARED   9     360073         0         0
CVS CORP                               COMMON SHS      126650100        34       1340    SHARED   A       1340         0         0
CV THERAPEUTICS INC                    COMMON SHS      126667104      3302     157900    SHARED   9     157900         0         0
CV THERAPEUTICS INC                    COMMON SHS      126667104      5606     268100    SHARED   A     268100         0         0
CV THERAPEUTICS INC                    CONVERTIBLE BD  126667AB0      7150   10000000    SHARED   A   10000000         0         0
CABLE & WIRELESS PLC                   AMER DEP RECPT  126830207     12874    2384036    SHARED   3    2384036         0         0
CABLE & WIRELESS PLC                   AMER DEP RECPT  126830207        49       9079    SHARED   6          0         0      9079
CABLE & WIRELESS PLC                   AMER DEP RECPT  126830207        22       3999    SHARED   9       3999         0         0
CABLEVISION SYSTEMS CORP               COMMON SHS      12686C109         6        638    SHARED   6          0         0       638
CABLEVISION SYSTEMS CORP               COMMON SHS      12686C109       155      17074    SHARED   9      17074         0         0
CABLE DESIGN TECHNOLOGIES CORP         COMMON SHS      126924109      1286     210100    SHARED   4     210100         0         0
CABLE DESIGN TECHNOLOGIES CORP         COMMON SHS      126924109      1228     200654    SHARED   6          0         0    200654
CABLE DESIGN TECHNOLOGIES CORP         COMMON SHS      126924109         6       1000    SHARED   9       1000         0         0
CABOT CORP                             COMMON SHS      127055101      7557     359857    SHARED   6          0         0    359857
CABOT CORP                             COMMON SHS      127055101       509      24250    SHARED   9      24250         0         0
CABOT CORP                             COMMON SHS      127055101     73308    3490868    SHARED   A    3291068         0    199800
CABOT OIL & GAS CORP                   COMMON SHS      127097103      6880     320000    SHARED   A     320000         0         0
CACI INTERNATIONAL INC                 COMMON SHS      127190304        39       1091    SHARED              0         0      1091
CACI INTERNATIONAL INC                 COMMON SHS      127190304     13304     375300    SHARED   9     375300         0         0
CACI INTERNATIONAL INC                 COMMON SHS      127190304        21        600    SHARED   A        600         0         0
CADENCE DESIGN SYS INC                 COMMON SHS      127387108         1         85    SHARED              0         0        85
CADENCE DESIGN SYS INC                 COMMON SHS      127387108     19440    1911500    SHARED   1    1911500         0         0
CADENCE DESIGN SYS INC                 COMMON SHS      127387108      1353     133000    SHARED   2     133000         0         0
CADENCE DESIGN SYS INC                 COMMON SHS      127387108      4291     421950    SHARED   9     421950         0         0
CADENCE DESIGN SYS INC                 COMMON SHS      127387108     28775    2829390    SHARED   A    2829390         0         0
CAL DIVE INTERNATIONAL INC             COMMON SHS      127914109      7742     384021    SHARED   6          0         0    384021
CAL DIVE INTERNATIONAL INC             COMMON SHS      127914109       202      10000    SHARED   9      10000         0         0
CAL DIVE INTERNATIONAL INC             COMMON SHS      127914109     18993     942100    SHARED   A     942100         0         0
CALGON CARBON CORP                     COMMON SHS      129603106       162      28000    SHARED   9      28000         0         0
CALIFORNIA WATER SERVICE GROUP         COMMON SHS      130788102       189       7400    SHARED   9       7400         0         0
CALIFORNIA WATER SERVICE GROUP         COMMON SHS      130788102      4595     180000    SHARED   A     180000         0         0
CAMDEN PROPERTY TRUST                  REAL EST INV TR 133131102      1203      36280    SHARED   6          0         0     36280
CAMDEN PROPERTY TRUST                  REAL EST INV TR 133131102       156       4703    SHARED   9       4703         0         0
CAMDEN PROPERTY TRUST                  REAL EST INV TR 133131102     15581     470000    SHARED   A     470000         0         0
CAMPBELL SOUP CO                       COMMON SHS      134429109       759      34393    SHARED   9      34393         0         0
CAMPBELL SOUP CO                       COMMON SHS      134429109        32       1449    SHARED   A       1449         0         0
CANADIAN 88 ENERGY CORP                ORDINARY SHS    13566G509      4789    1954800    SHARED   8    1954800         0         0
CANADIAN IMPERIAL BANK OF COMMERCE CIB ORDINARY SHS    136069101      1823      45058    SHARED   2      45058         0         0
CANADIAN IMPERIAL BANK OF COMMERCE CIB ORDINARY SHS    136069101     67631    1671151    SHARED   8    1590162         0     80989
CANADIAN IMPERIAL BANK OF COMMERCE CIB COMMON SHS      136069101       487      19025    SHARED   9      19025         0         0
CANADIAN NATIONAL RAILWAY CO           ORDINARY SHS    136375102     12022     202730    SHARED   2     202730         0         0
CANADIAN NATIONAL RAILWAY CO           ORDINARY SHS    136375102    117373    1981600    SHARED   5    1981600         0         0
CANADIAN NATIONAL RAILWAY CO           COMMON SHS      136375102       198       5300    SHARED   6          0         0      5300
CANADIAN NATIONAL RAILWAY CO           ORDINARY SHS    136375102     84690    1428157    SHARED   8    1315412         0    112745
CANADIAN NATIONAL RAILWAY CO           COMMON SHS      136375102      5448     145898    SHARED   9     145898         0         0
CANADIAN NATURAL RESOURCES LTD         ORDINARY SHS    136385101       479       9519    SHARED           9519         0         0
CANADIAN NATURAL RESOURCES LTD         COMMON SHS      136385101      6139     148970    SHARED   2     148970         0         0
CANADIAN NATURAL RESOURCES LTD         ORDINARY SHS    136385101     11147     221381    SHARED   8     221381         0         0
CANADIAN PACIFIC RAILWAY LTD           ORDINARY SHS    13645T100      1105      38637    SHARED   2      38637         0         0
CANADIAN PACIFIC RAILWAY LTD           COMMON SHS      13645T100      4563     250000    SHARED   7     250000         0         0
CANADIAN PACIFIC RAILWAY LTD           ORDINARY SHS    13645T100      8911     311685    SHARED   8     311685         0         0
CANADIAN PACIFIC RAILWAY LTD           COMMON SHS      13645T100       252      13800    SHARED   9      13800         0         0
CANDLEWOOD HOTEL CO INC                COMMON SHS      13741M108       802    1035000    SHARED   A    1035000         0         0
CANON INC                              AMER DEP RECPT  138006309      2998      94075    SHARED   9      94075         0         0
CANON INC                              AMER DEP RECPT  138006309        13        400    SHARED   A        400         0         0
CAPITAL AUTOMOTIVE                     REAL EST INV TR 139733109       637      25500    SHARED   9      25500         0         0
CAPITAL ONE FINANCIAL CORP             COMMON SHS      14040H105       625      17900    SHARED   9      17900         0         0
CAPITAL ONE FINANCIAL CORP             COMMON SHS      14040H105      9079     260000    SHARED   A     260000         0         0
CAPSTAR HOTEL/MERISTAR HOSP            CONVERTIBLE BD  140918AC7     67444   75780000    SHARED   A   75780000         0         0
CARDINAL HEALTH INC                    COMMON SHS      14149Y108        87       1401    SHARED              0         0      1401
CARDINAL HEALTH INC                    COMMON SHS      14149Y108        28        450    SHARED   6          0         0       450
CARDINAL HEALTH INC                    COMMON SHS      14149Y108     14695     236250    SHARED   7     236250         0         0
CARDINAL HEALTH INC                    COMMON SHS      14149Y108      5270      84725    SHARED   8      84725         0         0
CARDINAL HEALTH INC                    COMMON SHS      14149Y108     79683    1281074    SHARED   9    1281074         0         0
CARDINAL HEALTH INC                    COMMON SHS      14149Y108      7312     117550    SHARED   A     117550         0         0
CAREMARK RX INC                        COMMON SHS      141705103      1286      75625    SHARED   7      75625         0         0
CAREMARK RX INC                        COMMON SHS      141705103     58668    3451075    SHARED   A    3441075         0     10000
CARLISLE COMPANIES INC                 COMMON SHS      142339100     15673     427300    SHARED   4     427300         0         0
CARNIVAL CORP                          COMMON SHS      143658102     17125     682260    SHARED   1     682260         0         0
CARNIVAL CORP                          COMMON SHS      143658102     12550     500000    SHARED   7     500000         0         0
CARNIVAL CORP                          COMMON SHS      143658102      9976     397434    SHARED   9     397434         0         0
CARNIVAL CORP                          COMMON SHS      143658102        51       2024    SHARED   A       2024         0         0
CARRAMERICA REALTY CORP                REAL EST INV TR 144418100      1327      52725    SHARED   6          0         0     52725
CARRAMERICA REALTY CORP                REAL EST INV TR 144418100        33       1300    SHARED   9       1300         0         0
CARRAMERICA REALTY CORP                REAL EST INV TR 144418100     26595    1056600    SHARED   A    1056600         0         0
CASELLA WASTE SYSTEMS INC              COMMON SHS      147448104       521      81000    SHARED   A      81000         0         0
CASUAL MALE RETAIL GROUP INC           COMMON SHS      148711104      2544     629800    SHARED   4     629800         0         0
CATAPULT COMMUNICATIONS CORP           COMMON SHS      149016107      9543     978745    SHARED   A     978745         0         0
CATELLUS DEVELOPMENT CORP              COMMON SHS      149111106        19       1020    SHARED   9       1020         0         0
CATELLUS DEVELOPMENT CORP              COMMON SHS      149111106     21227    1150500    SHARED   A    1150500         0         0
CATERPILLAR INC                        COMMON SHS      149123101     11166     300000    SHARED   7     300000         0         0
CATERPILLAR INC                        COMMON SHS      149123101      2045      54951    SHARED   9      54951         0         0
CATERPILLAR INC                        COMMON SHS      149123101        45       1215    SHARED   A       1215         0         0
CATO CORP                              COMMON SHS      149205106      5694     300000    SHARED   4     300000         0         0
CAVALIER HOMES INC                     COMMON SHS      149507105      1974     840000    SHARED   4     840000         0         0
CELL GENESYS INC                       COMMON SHS      150921104      9587     795600    SHARED   9     795600         0         0
CELL GENESYS INC                       COMMON SHS      150921104        14       1200    SHARED   A       1200         0         0
CELESTICA INC                          ORDINARY SHS    15101Q108      5036     342885    SHARED         342885         0         0
CELESTICA INC                          COMMON SHS      15101Q108      9158     694870    SHARED   1     689170         0      5700
CELESTICA INC                          ORDINARY SHS    15101Q108     32118    1694145    SHARED   2    1582845         0    111300
CELESTICA INC                          COMMON SHS      15101Q108         1         72    SHARED   6          0         0        72
CELESTICA INC                          ORDINARY SHS    15101Q108         2         75    SHARED   8         75         0         0
CELESTICA INC                          COMMON SHS      15101Q108       518      39575    SHARED   9      39575         0         0
CELESTICA INC                          COMMON SHS      15101Q108     25381    1937500    SHARED   A    1937500         0         0
CELGENE CORP                           COMMON SHS      151020104        41       2447    SHARED              0         0      2447
CELGENE CORP                           COMMON SHS      151020104      4063     241300    SHARED   9     241300         0         0
CELGENE CORP                           COMMON SHS      151020104      3513     208600    SHARED   A     208600         0         0
CELLTECH GROUP PLC                     AMER DEP RECPT  151158102       129      13700    SHARED   9      13700         0         0
CEMEX SA                               AMER DEP RECPT  151290889       382      18300    SHARED          18300         0         0
CEMEX SA                               AMER DEP RECPT  151290889    210842   10112319    SHARED   1   10097859         0     14460
CEMEX SA                               AMER DEP RECPT  151290889       672      32234    SHARED   2      32234         0         0
CEMEX SA                               AMER DEP RECPT  151290889       586      28100    SHARED   8      28100         0         0
CEMEX SA                               AMER DEP RECPT  151290889     12471     598126    SHARED   9     598126         0         0
CEMEX SA                               AMER DEP RECPT  151290889       102       4900    SHARED   A       4900         0         0
CENDANT CORP                           COMMON SHS      151313103      1221     113500    SHARED   4     113500         0         0
CENDANT CORP                           COMMON SHS      151313103    105856    9837929    SHARED   5    9837929         0         0
CENDANT CORP                           COMMON SHS      151313103       670      62270    SHARED   6          0         0     62270
CENDANT CORP                           COMMON SHS      151313103         5        500    SHARED   9        500         0         0
CENDANT CORP                           COMMON SHS      151313103     47665    4429800    SHARED   A    3769800         0    660000
CENTERPOINT PROPERTIES CORP            REAL EST INV TR 151895109     13624     245482    SHARED   9     245482         0         0
CENTERPOINT PROPERTIES CORP            CONVERT PREF    151895307      1080      16900    SHARED   9      16900         0         0
CENTEX CORP                            COMMON SHS      152312104       339       7650    SHARED   9       7650         0         0
CENTEX CORP                            COMMON SHS      152312104         9        200    SHARED   A        200         0         0
CENTRAL VERMONT PUBLIC SERVICE CORP    COMMON SHS      155771108      1472      83500    SHARED   4      83500         0         0
CENTRAL VERMONT PUBLIC SERVICE CORP    COMMON SHS      155771108        53       3000    SHARED   9       3000         0         0
CENTRAL VERMONT PUBLIC SERVICE CORP    COMMON SHS      155771108      3877     219900    SHARED   A     219900         0         0
CENTURYTEL INC                         COMMON SHS      156700106       146       6496    SHARED   9       6496         0         0
CENTURYTEL INC                         COMMON SHS      156700106     35718    1592400    SHARED   A    1592400         0         0
CEPHALON INC                           COMMON SHS      156708109      5711     139900    SHARED   A     139900         0         0
CERIDIAN CORP                          COMMON SHS      156779100     41955    2944214    SHARED   1    2943114         0      1100
CERIDIAN CORP                          COMMON SHS      156779100      4816     337950    SHARED   2     337950         0         0
CERIDIAN CORP                          COMMON SHS      156779100        68       4773    SHARED   3       4773         0         0
CERIDIAN CORP                          COMMON SHS      156779100       161      11300    SHARED   9      11300         0         0
CERTEGY INC                            COMMON SHS      156880106         1         31    SHARED   6          0         0        31
CERTEGY INC                            COMMON SHS      156880106      4020     200000    SHARED   7     200000         0         0
CERTEGY INC                            COMMON SHS      156880106       149       7417    SHARED   9       7417         0         0
CERUS CORP                             COMMON SHS      157085101      1920     115160    SHARED   6          0         0    115160
CERUS CORP                             COMMON SHS      157085101     18475    1108300    SHARED   A    1101700         0      6600
CHAMPPS ENTERTAINMENT INC              COMMON SHS      158787101      7439     950000    SHARED   4     950000         0         0
CHARLES RIVER ASSOCIATES INC           COMMON SHS      159852102      7503     452000    SHARED   9     452000         0         0
CHARLES RIVER ASSOCIATES INC           COMMON SHS      159852102        10        600    SHARED   A        600         0         0
CHARLES RIVER LABORATORIES INTL INC    COMMON SHS      159864107     10205     260000    SHARED   9     260000         0         0
CHARLES RIVER LABORATORIES INTL INC    COMMON SHS      159864107        16        400    SHARED   A        400         0         0
CHARTER ONE FINANCIAL INC              COMMON SHS      160903100       641      21583    SHARED   9      21583         0         0
CHARTER ONE FINANCIAL INC              COMMON SHS      160903100        25        837    SHARED   A        837         0         0
CHARMING SHOPPES INC                   COMMON SHS      161133103     35100    5200000    SHARED   4    5200000         0         0
CHARMING SHOPPES INC                   COMMON SHS      161133103      7989    1183518    SHARED   6          0         0   1183518
CHARMING SHOPPES INC                   COMMON SHS      161133103     16209    2401400    SHARED   A    2401400         0         0
CHARTER COMMUNICATIONS INC             CONVERTIBLE BD  16117MAC1     57298  132100000    SHARED   A  132100000         0         0
CHELSEA PROPERTY GROUP INC             REAL EST INV TR 163421100         6        180    SHARED   6          0         0       180
CHELSEA PROPERTY GROUP INC             REAL EST INV TR 163421100      3012      89232    SHARED   9      89232         0         0
CHELSEA PROPERTY GROUP INC             REAL EST INV TR 163421100      9275     274800    SHARED   A     274800         0         0
CHEMFIRST INC                          COMMON SHS      16361A106     32680    1136300    SHARED   5    1136300         0         0
CHEMFIRST INC                          COMMON SHS      16361A106     15412     535900    SHARED   A     535900         0         0
CHESAPEAKE CORP                        COMMON SHS      165159104       160      10683    SHARED   9      10683         0         0
CHESAPEAKE ENERGY CORP                 COMMON SHS      165167107     15117    2290400    SHARED   A    2290400         0         0
CHEVRONTEXACO CORP                     COMMON SHS      166764100     19182     277000    SHARED         277000         0         0
CHEVRONTEXACO CORP                     COMMON SHS      166764100     45217     652960    SHARED   1     652960         0         0
CHEVRONTEXACO CORP                     COMMON SHS      166764100      3519      50820    SHARED   2      50820         0         0
CHEVRONTEXACO CORP                     COMMON SHS      166764100      2938      42423    SHARED   6          0         0     42423
CHEVRONTEXACO CORP                     COMMON SHS      166764100      7140     103099    SHARED   8     100385         0      2714
CHEVRONTEXACO CORP                     COMMON SHS      166764100     41405     597913    SHARED   9     597913         0         0
CHEVRONTEXACO CORP                     COMMON SHS      166764100     23560     340217    SHARED   A     340217         0         0
CHICO'S FAS INC                        COMMON SHS      168615102        40       2482    SHARED              0         0      2482
CHICO'S FAS INC                        COMMON SHS      168615102      4769     299400    SHARED   9     299400         0         0
CHICO'S FAS INC                        COMMON SHS      168615102       991      62200    SHARED   A      62200         0         0
CHINA MOBILE (HONG KONG) LTD           AMER DEP RECPT  16941M109      1018      90100    SHARED          90100         0         0
CHINA MOBILE (HONG KONG) LTD           AMER DEP RECPT  16941M109      1130     100000    SHARED   1     100000         0         0
CHINA MOBILE (HONG KONG) LTD           AMER DEP RECPT  16941M109      7976     705800    SHARED   2     705800         0         0
CHINA MOBILE (HONG KONG) LTD           AMER DEP RECPT  16941M109       197      17400    SHARED   9      17400         0         0
CHOICE HOTELS INTERNATIONAL INC        COMMON SHS      169905106     13827     598300    SHARED   9     598300         0         0
CHOICE HOTELS INTERNATIONAL INC        COMMON SHS      169905106        16        700    SHARED   A        700         0         0
CHIRON CORP                            COMMON SHS      170040109      1689      48335    SHARED   9      48335         0         0
CHIRON CORP                            COMMON SHS      170040109     11663     333800    SHARED   A     333800         0         0
CHOICEPOINT INC                        COMMON SHS      170388102      5702     160000    SHARED   7     160000         0         0
CHOICEPOINT INC                        COMMON SHS      170388102       630      17689    SHARED   9      17689         0         0
CHOICEPOINT INC                        COMMON SHS      170388102      2851      80000    SHARED   A      80000         0         0
CHROMCRAFT REVINGTON INC               COMMON SHS      171117104      2679     202500    SHARED   4     202500         0         0
CHUBB CORP                             COMMON SHS      171232101        71       1300    SHARED   6          0         0      1300
CHUBB CORP                             COMMON SHS      171232101       175       3200    SHARED   8       3200         0         0
CHUBB CORP                             COMMON SHS      171232101      8423     153612    SHARED   9     153612         0         0
CHUBB CORP                             COMMON SHS      171232101        33        600    SHARED   A        600         0         0
CIENA CORP                             COMMON SHS      171779101       400     134652    SHARED   9     134652         0         0
CIENA CORP                             COMMON SHS      171779101     20650    6952875    SHARED   A    6522875         0    430000
CIENA CORP                             CONVERTIBLE BD  171779AA9       231     400000    SHARED   9     400000         0         0
CINERGY CORP                           COMMON SHS      172474108       244       7765    SHARED   9       7765         0         0
CINERGY CORP                           COMMON SHS      172474108    115210    3665600    SHARED   A    3665600         0         0
CIRCOR INTERNATIONAL INC               COMMON SHS      17273K109     12751     951550    SHARED   4     951550         0         0
CIRRUS LOGIC INC                       COMMON SHS      172755100      4213    1651982    SHARED   6          0         0   1651982
CIRRUS LOGIC INC                       COMMON SHS      172755100      9416    3692502    SHARED   A    3322502         0    370000
CISCO SYSTEMS INC                      COMMON SHS      17275R102         2        200    SHARED   6          0         0       200
CISCO SYSTEMS INC                      COMMON SHS      17275R102     14148    1350000    SHARED   7    1350000         0         0
CISCO SYSTEMS INC                      COMMON SHS      17275R102         3        300    SHARED   8        300         0         0
CISCO SYSTEMS INC                      COMMON SHS      17275R102     62304    5945025    SHARED   9    5945025         0         0
CISCO SYSTEMS INC                      COMMON SHS      17275R102     53381    5093618    SHARED   A    4633618         0    460000
CINTAS CORP                            COMMON SHS      172908105      2545      60700    SHARED   9      60700         0         0
CINTAS CORP                            COMMON SHS      172908105        25        600    SHARED   A        600         0         0
CITIGROUP INC                          COMMON SHS      172967101      1542      52000    SHARED   4      52000         0         0
CITIGROUP INC                          COMMON SHS      172967101      5942     200420    SHARED   5     200420         0         0
CITIGROUP INC                          COMMON SHS      172967101      1888      63660    SHARED   6          0         0     63660
CITIGROUP INC                          COMMON SHS      172967101     14149     477208    SHARED   8     477208         0         0
CITIGROUP INC                          COMMON SHS      172967101     75519    2547013    SHARED   9    2547013         0         0
CITIGROUP INC                          COMMON SHS      172967101     46657    1573579    SHARED   A    1388579         0    185000
CITIZENS COMMUNICATIONS CO             COMMON SHS      17453B101         3        470    SHARED   6          0         0       470
CITIZENS COMMUNICATIONS CO             COMMON SHS      17453B101       117      17242    SHARED   9      17242         0         0
CITIZENS COMMUNICATIONS CO             COMMON SHS      17453B101         7       1100    SHARED   A       1100         0         0
CITRIX SYSTEMS INC                     COMMON SHS      177376100       173      28765    SHARED   9      28765         0         0
CITRIX SYSTEMS INC                     COMMON SHS      177376100         4        600    SHARED   A        600         0         0
CITY INVESTING CO LIQUIDATING TRUST    COMMON SHS      177900107     12406    6529648    SHARED   5    6529648         0         0
CITY INVESTING CO LIQUIDATING TRUST    COMMON SHS      177900107         1        300    SHARED   9        300         0         0
CITY NATIONAL CORP                     COMMON SHS      178566105      4296      91853    SHARED   5      91853         0         0
CITY NATIONAL CORP                     COMMON SHS      178566105      7949     169966    SHARED   6          0         0    169966
CITY NATIONAL CORP                     COMMON SHS      178566105     16139     345073    SHARED   9     345073         0         0
CITY NATIONAL CORP                     COMMON SHS      178566105     38758     828700    SHARED   A     828700         0         0
CLAYTON HOMES INC                      COMMON SHS      184190106     37823    3444700    SHARED   4    3444700         0         0
CLAYTON HOMES INC                      COMMON SHS      184190106        62       5613    SHARED   9       5613         0         0
CLEAR CHANNEL COMMUNICATIONS INC       COMMON SHS      184502102      1407      40500    SHARED   4      40500         0         0
CLEAR CHANNEL COMMUNICATIONS INC       COMMON SHS      184502102     62513    1798938    SHARED   9    1798938         0         0
CLEAR CHANNEL COMMUNICATIONS INC       COMMON SHS      184502102     33537     965097    SHARED   A     885097         0     80000
CLEVELAND CLIFFS INC                   COMMON SHS      185896107     12270     510200    SHARED   A     510200         0         0
CLOROX CO                              COMMON SHS      189054109      5876     146240    SHARED   1     146240         0         0
CLOROX CO                              COMMON SHS      189054109      4327     107690    SHARED   2     107690         0         0
CLOROX CO                              COMMON SHS      189054109       671      16690    SHARED   6          0         0     16690
CLOROX CO                              COMMON SHS      189054109       880      21901    SHARED   9      21901         0         0
CLOROX CO                              COMMON SHS      189054109     26163     651150    SHARED   A     651150         0         0
COACH INC                              COMMON SHS      189754104      2288      89366    SHARED   9      89366         0         0
COACH INC                              COMMON SHS      189754104      2698     105375    SHARED   A     105375         0         0
COCA COLA CO                           COMMON SHS      191216100      1424      29690    SHARED   6          0         0     29690
COCA COLA CO                           COMMON SHS      191216100     45688     952626    SHARED   9     952626         0         0
COCA COLA CO                           COMMON SHS      191216100     32169     670747    SHARED   A     640747         0     30000
COEUR D'ALENE MINES CORP               CONVERTIBLE BD  192108AE8     22425   26000000    SHARED   A   26000000         0         0
COGNEX CORP                            COMMON SHS      192422103       406      29201    SHARED   6          0         0     29201
COGNEX CORP                            COMMON SHS      192422103      7610     547100    SHARED   A     547100         0         0
COGNIZANT TECHNOLOGY SOLUTIONS CORP    COMMON SHS      192446102      3770      65600    SHARED   9      65600         0         0
COGNIZANT TECHNOLOGY SOLUTIONS CORP    COMMON SHS      192446102         6        100    SHARED   A        100         0         0
COGNOS INC                             ORDINARY SHS    19244C109     32634    1210451    SHARED   8    1100374         0    110077
COHERENT INC                           COMMON SHS      192479103      5810     318354    SHARED   6          0         0    318354
COHERENT INC                           COMMON SHS      192479103        29       1600    SHARED   9       1600         0         0
COHERENT INC                           COMMON SHS      192479103     36394    1994200    SHARED   A    1994200         0         0
COHU INC                               COMMON SHS      192576106      9908     876800    SHARED   4     876800         0         0
COLGATE-PALMOLIVE CO                   COMMON SHS      194162103       446       8264    SHARED   6          0         0      8264
COLGATE-PALMOLIVE CO                   COMMON SHS      194162103      6080     112705    SHARED   9     112705         0         0
COLGATE-PALMOLIVE CO                   COMMON SHS      194162103      1122      20800    SHARED   A      20800         0         0
COLONIAL BANCGROUP INC                 COMMON SHS      195493309       124      10000    SHARED   9      10000         0         0
COLONIAL PROPERTIES TRUST              REAL EST INV TR 195872106     11100     306800    SHARED   A     306800         0         0
COMCAST CORP                           COMMON SHS      200300101      5155     241700    SHARED   9     241700         0         0
COMCAST CORP                           COMMON SHS      200300200        81       3904    SHARED              0         0      3904
COMCAST CORP                           COMMON SHS      200300200     21383    1025050    SHARED   9    1025050         0         0
COMCAST CORP                           COMMON SHS      200300200      2999     143758    SHARED   A     143758         0         0
COMERICA INC                           COMMON SHS      200340107      2503      51900    SHARED   5      51900         0         0
COMERICA INC                           COMMON SHS      200340107       278       5775    SHARED   6          0         0      5775
COMERICA INC                           COMMON SHS      200340107       264       5475    SHARED   9       5475         0         0
COMERICA INC                           COMMON SHS      200340107      9673     200600    SHARED   A     200600         0         0
COMMERCE BANCORP INC                   COMMON SHS      200519106      1759      42375    SHARED   9      42375         0         0
COMMERCIAL FEDERAL CORP                COMMON SHS      201647104     43467    1996647    SHARED   5    1996647         0         0
COMMONWEALTH INDUSTRIES INC            COMMON SHS      203004106      5775    1100000    SHARED   4    1100000         0         0
COMMONWEALTH TELEPHONE ENTERPRISES INC COMMON SHS      203349105        36       1032    SHARED              0         0      1032
COMMONWEALTH TELEPHONE ENTERPRISES INC COMMON SHS      203349105      6623     190470    SHARED   9     190470         0         0
COMMONWEALTH TELEPHONE ENTERPRISES INC COMMON SHS      203349105        10        300    SHARED   A        300         0         0
COMMUNITY HEALTH SYSTEMS INC           COMMON SHS      203668108     17176     645000    SHARED   A     645000         0         0
CIA ENERGETICA DE MINAS GERAIS (CEMIG) DEP RCPT PFD    204409601       187      34878    SHARED          34878         0         0
COMPANHIA BRASILEIRA DE DISTR PAO DE A DEP RCPT PFD    20440T201       231      19529    SHARED   2      19529         0         0
COMPANHIA SIDERURGICA NACIONAL SID NAC AMER DEP RECPT  20440W105     13837    1697755    SHARED   1    1697755         0         0
CIA VALE DO RIO DOCE                   DEP RCPT PFD    204412100     32079    1481732    SHARED        1372412         0    109320
CIA VALE DO RIO DOCE                   DEP RCPT PFD    204412100    179111    8273020    SHARED   1    8273020         0         0
CIA VALE DO RIO DOCE                   DEP RCPT PFD    204412100     28574    1319799    SHARED   2    1227589         0     92210
CIA VALE DO RIO DOCE                   DEP RCPT PFD    204412100      7319     338064    SHARED   3     338064         0         0
CIA VALE DO RIO DOCE                   DEP RCPT PFD    204412100        24       1095    SHARED   6          0         0      1095
CIA VALE DO RIO DOCE                   DEP RCPT PFD    204412100     66390    3066495    SHARED   8    2974995         0     91500
CIA VALE DO RIO DOCE                   DEP RCPT PFD    204412100       152       7000    SHARED   9       7000         0         0
CIA VALE DO RIO DOCE                   AMER DEP RECPT  204412209     20299     892246    SHARED         838002         0     54244
CIA VALE DO RIO DOCE                   AMER DEP RECPT  204412209     49833    2190450    SHARED   1    2179110         0     11340
CIA VALE DO RIO DOCE                   AMER DEP RECPT  204412209       494      21700    SHARED   2      21700         0         0
CIA VALE DO RIO DOCE                   AMER DEP RECPT  204412209         9        400    SHARED   8        400         0         0
CIA VALE DO RIO DOCE                   AMER DEP RECPT  204412209       614      27000    SHARED   9      27000         0         0
CIA VALE DO RIO DOCE                   AMER DEP RECPT  204412209      1096      48168    SHARED   A      48168         0         0
COMPANHIA PARANAENSE DE ENERGIA-COPEL  DEP RCPT PFD    20441B407     10408    5420645    SHARED        5162510         0    258135
COMPANHIA PARANAENSE DE ENERGIA-COPEL  DEP RCPT PFD    20441B407        21      10860    SHARED   2      10860         0         0
CIA DE BEBIDAS DAS AMERICAS (AMBEV)    DEP RCPT PFD    20441W203      2548     237650    SHARED         214750         0     22900
CIA DE BEBIDAS DAS AMERICAS (AMBEV)    DEP RCPT PFD    20441W203      1724     160800    SHARED   9     160800         0         0
CIA DE BEBIDAS DAS AMERICAS (AMBEV)    DEP RCPT PFD    20441W203       195      18170    SHARED   A      18170         0         0
COMPANIA DE MINAS BUENAVENTURA SA      AMER DEP RECPT  204448104     10357     483993    SHARED   A     483993         0         0
COMPANIA DE TELECOMUNICACIONES DE CHIL AMER DEP RECPT  204449300     64464    7375731    SHARED   2    6840901         0    534830
COMPANIA DE TELECOMUNICACIONES DE CHIL AMER DEP RECPT  204449300      6495     743167    SHARED   8     743167         0         0
COMPUTER ASSOCIATES INTERNATIONAL INC  COMMON SHS      204912109       447      46596    SHARED   9      46596         0         0
COMPUTER ASSOCIATES INTERNATIONAL INC  COMMON SHS      204912109       670      69800    SHARED   A      69800         0         0
COMPUTER SCIENCES CORP                 COMMON SHS      205363104     27790    1000000    SHARED   7    1000000         0         0
COMPUTER SCIENCES CORP                 COMMON SHS      205363104      3791     136406    SHARED   9     136406         0         0
COMPUTER SCIENCES CORP                 COMMON SHS      205363104     12116     436000    SHARED   A     436000         0         0
COMPUWARE CORP                         COMMON SHS      205638109       115      37800    SHARED   9      37800         0         0
COMPUWARE CORP                         COMMON SHS      205638109         5       1500    SHARED   A       1500         0         0
COMVERSE TECHNOLOGY INC                COMMON SHS      205862402        96      13700    SHARED   9      13700         0         0
COMVERSE TECHNOLOGY INC                COMMON SHS      205862402         5        700    SHARED   A        700         0         0
CONAGRA FOODS INC                      COMMON SHS      205887102       413      16600    SHARED   9      16600         0         0
CONAGRA FOODS INC                      COMMON SHS      205887102        45       1800    SHARED   A       1800         0         0
COM21 INC                              COMMON SHS      205937105         2      13000    SHARED   9      13000         0         0
CONCORD EFS INC                        COMMON SHS      206197105         1         60    SHARED   6          0         0        60
CONCORD EFS INC                        COMMON SHS      206197105      4825     303854    SHARED   9     303854         0         0
CONCORD EFS INC                        COMMON SHS      206197105     93939    5915566    SHARED   A    5465566         0    450000
CONEXANT SYSTEMS INC                   COMMON SHS      207142100       333     300000    SHARED   7     300000         0         0
CONMED CORP                            COMMON SHS      207410101      4292     212988    SHARED   6          0         0    212988
CONOCO INC                             COMMON SHS      208251504       386      15730    SHARED   6          0         0     15730
CONOCOPHILLIPS                         COMMON SHS      20825C104      1775      38385    SHARED   4      38385         0         0
CONOCOPHILLIPS                         COMMON SHS      20825C104    203537    4401754    SHARED   5    4401754         0         0
CONOCOPHILLIPS                         COMMON SHS      20825C104       706      15262    SHARED   6          0         0     15262
CONOCOPHILLIPS                         COMMON SHS      20825C104      3698      79976    SHARED   8      79976         0         0
CONOCOPHILLIPS                         COMMON SHS      20825C104     11022     238364    SHARED   9     238364         0         0
CONOCOPHILLIPS                         COMMON SHS      20825C104     21957     474850    SHARED   A     407954         0     66896
CONSOL ENERGY                          COMMON SHS      20854P109       347      27400    SHARED          27400         0         0
CONSOL ENERGY                          COMMON SHS      20854P109     23481    1854740    SHARED   1    1854740         0         0
CONSOL ENERGY                          COMMON SHS      20854P109      3165     250000    SHARED   2     250000         0         0
CONSOL ENERGY                          COMMON SHS      20854P109      6143     485200    SHARED   4     485200         0         0
CONSOLIDATED EDISON INC                COMMON SHS      209115104       722      17951    SHARED   9      17951         0         0
CONSOLIDATED EDISON INC                COMMON SHS      209115104        28        700    SHARED   A        700         0         0
CONSTELLATION BRANDS INC               COMMON SHS      21036P108      1349      58400    SHARED   9      58400         0         0
CONSTELLATION ENERGY GROUP             COMMON SHS      210371100       231       9320    SHARED   9       9320         0         0
CONSTELLATION ENERGY GROUP             COMMON SHS      210371100     14889     600600    SHARED   A     600600         0         0
CONTINENTAL AIRLINES INC               COMMON SHS      210795308      2695     500000    SHARED   7     500000         0         0
CONTINENTAL MATERIAL CORP              COMMON SHS      211615307      2913     107500    SHARED   4     107500         0         0
CONVERGYS CORP                         COMMON SHS      212485106       120       8000    SHARED   9       8000         0         0
CONVERGYS CORP                         COMMON SHS      212485106      3257     216702    SHARED   A     216702         0         0
COOPER CAMERON CORP                    COMMON SHS      216640102       259       6200    SHARED   9       6200         0         0
COORS (ADOLFO)                         COMMON SHS      217016104     84737    1505100    SHARED   A    1505100         0         0
COPART INC                             COMMON SHS      217204106       556      51200    SHARED   9      51200         0         0
CORINTHIAN COLLEGES INC                COMMON SHS      218868107        53       1412    SHARED              0         0      1412
CORINTHIAN COLLEGES INC                COMMON SHS      218868107     18123     480200    SHARED   9     480200         0         0
CORINTHIAN COLLEGES INC                COMMON SHS      218868107        26        700    SHARED   A        700         0         0
CORN PRODUCTS INTL INC                 COMMON SHS      219023108     30906    1075000    SHARED   4    1075000         0         0
CORN PRODUCTS INTL INC                 COMMON SHS      219023108       961      33439    SHARED   9      33439         0         0
CORNING INC                            COMMON SHS      219350105      5595    3496764    SHARED   9    3496764         0         0
CORNING INC                            COMMON SHS      219350105         5       3398    SHARED   A       3398         0         0
CORPORATE EXECUTIVE BOARD CO           COMMON SHS      21988R102     10668     373660    SHARED   6          0         0    373660
CORPORATE EXECUTIVE BOARD CO           COMMON SHS      21988R102     21350     747800    SHARED   A     747800         0         0
CORPORATE OFFICE PROPERTIES TRUST      REAL EST INV TR 22002T108       393      29000    SHARED   9      29000         0         0
CORUS GROUP PLC                        AMER DEP RECPT  22087M101        60      11000    SHARED   9      11000         0         0
COST PLUS INC                          COMMON SHS      221485105       127       4739    SHARED   6          0         0      4739
COST PLUS INC                          COMMON SHS      221485105     32523    1211300    SHARED   A    1211300         0         0
COSTCO WHOLESALE CORP                  COMMON SHS      22160K105         6        180    SHARED   6          0         0       180
COSTCO WHOLESALE CORP                  COMMON SHS      22160K105      4004     123700    SHARED   8     123700         0         0
COSTCO WHOLESALE CORP                  COMMON SHS      22160K105     62914    1943578    SHARED   9    1943578         0         0
COSTCO WHOLESALE CORP                  COMMON SHS      22160K105       236       7300    SHARED   A       7300         0         0
COSTAR GROUP INC                       COMMON SHS      22160N109      2732     151800    SHARED   A     151800         0         0
COTT CORP                              ORDINARY SHS    22163N106      6424     267125    SHARED   8     267125         0         0
COUNTRYWIDE CREDIT INDUSTRIES INC      COMMON SHS      222372104       273       5800    SHARED   9       5800         0         0
COUNTRYWIDE CREDIT INDUSTRIES INC      COMMON SHS      222372104     15352     325600    SHARED   A     325600         0         0
COURIER CORP                           COMMON SHS      222660102      5023     132200    SHARED   4     132200         0         0
COUSINS PROPERTIES INC                 REAL EST INV TR 222795106      1231      53505    SHARED   6          0         0     53505
COUSINS PROPERTIES INC                 REAL EST INV TR 222795106       207       9000    SHARED   9       9000         0         0
COUSINS PROPERTIES INC                 REAL EST INV TR 222795106     15346     667200    SHARED   A     667200         0         0
COVANSYS CORP                          COMMON SHS      22281W103       155      91000    SHARED          91000         0         0
COVANSYS CORP                          COMMON SHS      22281W103        83      48760    SHARED   1      48760         0         0
COVANSYS CORP                          COMMON SHS      22281W103       135      79400    SHARED   2      79400         0         0
COVANSYS CORP                          COMMON SHS      22281W103        85      50000    SHARED   9      50000         0         0
COX COMMUNICATIONS INC                 COMMON SHS      224044107        54       2200    SHARED   6          0         0      2200
COX COMMUNICATIONS INC                 COMMON SHS      224044107      1107      45000    SHARED   9      45000         0         0
COX COMMUNICATIONS INC                 COMMON SHS      224044107      7353     299005    SHARED   A     219005         0     80000
COX RADIO INC                          COMMON SHS      224051102       785      30000    SHARED   A      30000         0         0
CP SHIPS LTD                           ORDINARY SHS    22409V102      2115     117818    SHARED   2     117818         0         0
CP SHIPS LTD                           COMMON SHS      22409V102      1431     125000    SHARED   7     125000         0         0
CP SHIPS LTD                           ORDINARY SHS    22409V102     13379     745323    SHARED   8     745323         0         0
CP SHIPS LTD                           COMMON SHS      22409V102         7        600    SHARED   9        600         0         0
CRANE CO                               COMMON SHS      224399105     12451     630120    SHARED   5     630120         0         0
CRANE CO                               COMMON SHS      224399105         5        250    SHARED   9        250         0         0
CRANE CO                               COMMON SHS      224399105     12872     651400    SHARED   A     651400         0         0
CREDENCE SYSTEMS CORP                  COMMON SHS      225302108      7656     884071    SHARED   6          0         0    884071
CREDENCE SYSTEMS CORP                  COMMON SHS      225302108     29531    3410100    SHARED   A    3410100         0         0
CREE INC                               COMMON SHS      225447101      1156      92500    SHARED   9      92500         0         0
CRESCENT REAL ESTATE EQUITIES CO       REAL EST INV TR 225756105     29989    1910106    SHARED   1    1908706         0      1400
CRESCENT REAL ESTATE EQUITIES CO       REAL EST INV TR 225756105       576      36700    SHARED   2      36700         0         0
CRESCENT REAL ESTATE EQUITIES CO       REAL EST INV TR 225756105       969      61694    SHARED   6          0         0     61694
CRESCENT REAL ESTATE EQUITIES CO       REAL EST INV TR 225756105     15235     970400    SHARED   A     970400         0         0
CRISTALERIAS DE CHILE SA CRISTALES     AMER DEP RECPT  226714103       632      40900    SHARED          40900         0         0
CRISTALERIAS DE CHILE SA CRISTALES     AMER DEP RECPT  226714103       972      62900    SHARED   8      62900         0         0
CROSS COUNTRY INC                      COMMON SHS      22748P105         1         44    SHARED   6          0         0        44
CROSS COUNTRY INC                      COMMON SHS      22748P105       150      10700    SHARED   A       9500         0      1200
CROWN CASTLE INTERNATIONAL CORP        COMMON SHS      228227104     40551   18686965    SHARED   1   18677165         0      9800
CUBIST PHARMACEUTICALS INC             COMMON SHS      229678107       476      93218    SHARED   6          0         0     93218
CUBIST PHARMACEUTICALS INC             COMMON SHS      229678107      6309    1234654    SHARED   A    1224654         0     10000
CULLEN FROST BANKERS INC               COMMON SHS      229899109       381      11144    SHARED   9      11144         0         0
CUMMINS INC                            COMMON SHS      231021106      5764     244012    SHARED   6          0         0    244012
CUMMINS INC                            COMMON SHS      231021106        47       2000    SHARED   9       2000         0         0
CUMMINS INC                            COMMON SHS      231021106      5385     228000    SHARED   A     228000         0         0
CURAGEN CORP                           COMMON SHS      23126R101        17       4000    SHARED   9       4000         0         0
CURAGEN CORP                           COMMON SHS      23126R101      3027     717300    SHARED   A     717300         0         0
CYGNUS INC                             COMMON SHS      232560102       266     177500    SHARED   A     177500         0         0
CYMER INC                              COMMON SHS      232572107       157       8400    SHARED   9       8400         0         0
CYMER INC                              COMMON SHS      232572107     24355    1306600    SHARED   A    1306600         0         0
CYPRESS SEMICONDUCTOR CORP             CONVERTIBLE BD  232806AE9       157     200000    SHARED   9     200000         0         0
CYPRESS SEMICONDUCTOR CORP             CONVERTIBLE BD  232806AF6       640     822000    SHARED   9     822000         0         0
DDI CORP                               COMMON SHS      233162106         8      56024    SHARED   6          0         0     56024
DDI CORP                               COMMON SHS      233162106         0       1600    SHARED   A       1600         0         0
DNP SELECT INCOME FUND INC             CLOSE END MUT F 23325P104       332      33301    SHARED   9      33301         0         0
DPL INC                                COMMON SHS      233293109        19       1162    SHARED   9       1162         0         0
DPL INC                                COMMON SHS      233293109       411      25000    SHARED   A      25000         0         0
DRS TECHNOLOGIES INC                   COMMON SHS      23330X100      4480     120354    SHARED   6          0         0    120354
DRS TECHNOLOGIES INC                   COMMON SHS      23330X100         7        200    SHARED   9        200         0         0
DRS TECHNOLOGIES INC                   COMMON SHS      23330X100      8806     236600    SHARED   A     236600         0         0
D R HORTON INC                         COMMON SHS      23331A109     23869    1281900    SHARED   4    1281900         0         0
D R HORTON INC                         COMMON SHS      23331A109      1287      69136    SHARED   9      69136         0         0
D R HORTON INC                         COMMON SHS      23331A109     18620    1000000    SHARED   A    1000000         0         0
DST SYSTEMS INC                        COMMON SHS      233326107       469      15900    SHARED   9      15900         0         0
DTE ENERGY COMPANY                     COMMON SHS      233331107       201       4949    SHARED   9       4949         0         0
DTE ENERGY COMPANY                     COMMON SHS      233331107    128190    3149620    SHARED   A    3049620         0    100000
DAILY JOURNAL CORP                     COMMON SHS      233912104       441      17297    SHARED   9      17297         0         0
DANA CORP                              COMMON SHS      235811106       344      26301    SHARED   9      26301         0         0
DANA CORP                              COMMON SHS      235811106         7        500    SHARED   A        500         0         0
DANAHER CORP                           COMMON SHS      235851102       176       3100    SHARED   6          0         0      3100
DANAHER CORP                           COMMON SHS      235851102        51        900    SHARED   9        900         0         0
DANAHER CORP                           COMMON SHS      235851102        28        500    SHARED   A        500         0         0
DASSAULT SYSTEMES SA                   AMER DEP RECPT  237545108      1210      78000    SHARED   8      78000         0         0
DEAN FOODS INC                         COMMON SHS      242370104        24        600    SHARED   6          0         0       600
DEAN FOODS INC                         COMMON SHS      242370104       382       9600    SHARED   9       9600         0         0
DEAN FOODS INC                         COMMON SHS      242370104     53273    1339200    SHARED   A    1339200         0         0
DECOMA INTERNATIONAL INC               ORDINARY SHS    24359C100      1829     140170    SHARED   2     140170         0         0
DECOMA INTERNATIONAL INC               ORDINARY SHS    24359C100      9276     710780    SHARED   8     710780         0         0
DEERE & CO                             COMMON SHS      244199105      2095      46100    SHARED   2      46100         0         0
DEERE & CO                             COMMON SHS      244199105     13635     300000    SHARED   7     300000         0         0
DEERE & CO                             COMMON SHS      244199105      2233      49124    SHARED   9      49124         0         0
DEERE & CO                             COMMON SHS      244199105        36        800    SHARED   A        800         0         0
DELL COMPUTER CORP                     COMMON SHS      247025109        47       2000    SHARED   6          0         0      2000
DELL COMPUTER CORP                     COMMON SHS      247025109     11755     500000    SHARED   7     500000         0         0
DELL COMPUTER CORP                     COMMON SHS      247025109      7212     306778    SHARED   9     306778         0         0
DELL COMPUTER CORP                     COMMON SHS      247025109     20907     889262    SHARED   A     709262         0    180000
DELPHI CORP                            COMMON SHS      247126105       173      20260    SHARED   9      20260         0         0
DELPHI CORP                            COMMON SHS      247126105     19438    2273400    SHARED   A    2273400         0         0
DELTA AIR LINES INC                    COMMON SHS      247361108      9290    1000000    SHARED   7    1000000         0         0
DELTA AIR LINES INC                    COMMON SHS      247361108        25       2652    SHARED   9       2652         0         0
DELTA AIR LINES INC                    COMMON SHS      247361108       540      58110    SHARED   A      58110         0         0
DELTA APPAREL INC                      COMMON SHS      247368103      6309     450000    SHARED   4     450000         0         0
DELTIC TIMBER CORP                     COMMON SHS      247850100       251      11428    SHARED   7      11428         0         0
DELTIC TIMBER CORP                     COMMON SHS      247850100         7        308    SHARED   9        308         0         0
DELTA WOODSIDE INDUSTRIES INC          COMMON SHS      247909203      1803     560000    SHARED   4     560000         0         0
DENDRITE INTERNATIONAL INC             COMMON SHS      248239105        72      11472    SHARED   6          0         0     11472
DENTSPLY INTERNATIONAL INC             COMMON SHS      249030107       283       7050    SHARED   9       7050         0         0
DEVELOPERS DIVERSIFIED REALTY CORP     REAL EST INV TR 251591103       461      20939    SHARED   9      20939         0         0
DEVON ENERGY CORP                      COMMON SHS      25179M103        24        500    SHARED   6          0         0       500
DEVON ENERGY CORP                      COMMON SHS      25179M103       711      14729    SHARED   9      14729         0         0
DEVON ENERGY CORP                      COMMON SHS      25179M103     57714    1196154    SHARED   A    1196154         0         0
DEVON ENERGY CORP                      CONVERTIBLE BD  25179MAA1       112     112000    SHARED   9     112000         0         0
DEVRY INC                              COMMON SHS      251893103       320      17200    SHARED   9      17200         0         0
DEVRY INC                              COMMON SHS      251893103     25524    1370800    SHARED   A    1370800         0         0
DIAGEO PLC                             AMER DEP RECPT  25243Q205        73       1462    SHARED              0         0      1462
DIAGEO PLC                             AMER DEP RECPT  25243Q205      2845      57000    SHARED   8      57000         0         0
DIAGEO PLC                             AMER DEP RECPT  25243Q205       465       9325    SHARED   9       9325         0         0
DIAL CORP                              COMMON SHS      25247D101      1073      50000    SHARED          50000         0         0
DIAL CORP                              COMMON SHS      25247D101      8292     386400    SHARED   2     386400         0         0
DIAL CORP                              COMMON SHS      25247D101      5522     257300    SHARED   8     257300         0         0
DIAMOND OFFSHORE DRILLING INC          COMMON SHS      25271C102       899      45080    SHARED   6          0         0     45080
DIAMOND OFFSHORE DRILLING INC          COMMON SHS      25271C102       323      16167    SHARED   9      16167         0         0
DIEBOLD INC                            COMMON SHS      253651103     42984    1305700    SHARED   4    1305700         0         0
DIEBOLD INC                            COMMON SHS      253651103      1442      43810    SHARED   6          0         0     43810
DIEBOLD INC                            COMMON SHS      253651103       148       4500    SHARED   9       4500         0         0
DIEBOLD INC                            COMMON SHS      253651103     47912    1455400    SHARED   A    1455400         0         0
DIGITAL INSIGHT CORP                   COMMON SHS      25385P106      4431     281871    SHARED   6          0         0    281871
DIGITAL INSIGHT CORP                   COMMON SHS      25385P106      3053     194200    SHARED   9     194200         0         0
DIGITAL INSIGHT CORP                   COMMON SHS      25385P106         5        300    SHARED   A        300         0         0
DILLARDS INC                           COMMON SHS      254067101     32359    1603500    SHARED   4    1603500         0         0
DILLARDS INC                           COMMON SHS      254067101        59       2900    SHARED   9       2900         0         0
DILLARDS INC                           COMMON SHS      254067101         6        300    SHARED   A        300         0         0
DIME BANCORP INC                       WTS TO EQUITY   25429Q110         2      24100    SHARED   9      24100         0         0
DIMON INC                              COMMON SHS      254394109     19963    3199200    SHARED   4    3199200         0         0
DIMON INC                              COMMON SHS      254394109        26       4200    SHARED   6          0         0      4200
DIONEX CORP                            COMMON SHS      254546104       252       9850    SHARED   6          0         0      9850
DIONEX CORP                            COMMON SHS      254546104      6390     250000    SHARED   7     250000         0         0
DIONEX CORP                            COMMON SHS      254546104       307      12000    SHARED   9      12000         0         0
DISNEY (WALT) CO                       COMMON SHS      254687106       706      46640    SHARED   6          0         0     46640
DISNEY (WALT) CO                       COMMON SHS      254687106     15140    1000000    SHARED   7    1000000         0         0
DISNEY (WALT) CO                       COMMON SHS      254687106     36695    2423682    SHARED   9    2423682         0         0
DISNEY (WALT) CO                       COMMON SHS      254687106     34680    2290609    SHARED   A    2065609         0    225000
DIXIE GROUP INC                        COMMON SHS      255519100      1221     370000    SHARED   4     370000         0         0
DOCUMENTUM INC                         COMMON SHS      256159104        33       2830    SHARED              0         0      2830
DOCUMENTUM INC                         COMMON SHS      256159104      5184     448800    SHARED   9     448800         0         0
DOCUMENTUM INC                         COMMON SHS      256159104       759      65700    SHARED   A      65700         0         0
DOLE FOOD INC                          COMMON SHS      256605106       388      13366    SHARED   9      13366         0         0
DOLLAR THRIFTY AUTOMOTIVE GROUP INC    COMMON SHS      256743105     26218    1633500    SHARED   4    1633500         0         0
DOMINION RESOURCES INC                 COMMON SHS      25746U109      2999      59119    SHARED   9      59119         0         0
DOMINION RESOURCES INC                 COMMON SHS      25746U109     60201    1186700    SHARED   A    1186700         0         0
DONALDSON CO INC                       COMMON SHS      257651109      9630     280500    SHARED   4     280500         0         0
R R DONNELLEY & SONS CO                COMMON SHS      257867101       906      38534    SHARED   6          0         0     38534
R R DONNELLEY & SONS CO                COMMON SHS      257867101      6019     256000    SHARED   7     256000         0         0
R R DONNELLEY & SONS CO                COMMON SHS      257867101       169       7202    SHARED   9       7202         0         0
R R DONNELLEY & SONS CO                COMMON SHS      257867101     16262     691700    SHARED   A     691700         0         0
DORAL FINANCIAL CORP                   COMMON SHS      25811P100     12081     500450    SHARED   A     500450         0         0
DOREL INDUSTRIES INC                   ORDINARY SHS    25822C205     33729     930457    SHARED   8     843435         0     87022
DOUBLECLICK INC                        COMMON SHS      258609304     17810    3464900    SHARED   A    3464900         0         0
DOVER CORP                             COMMON SHS      260003108     17969     708000    SHARED   4     708000         0         0
DOVER CORP                             COMMON SHS      260003108        36       1400    SHARED   6          0         0      1400
DOVER CORP                             COMMON SHS      260003108      1449      57100    SHARED   9      57100         0         0
DOVER CORP                             COMMON SHS      260003108      7378     290700    SHARED   A     290700         0         0
DOW CHEMICAL CO                        COMMON SHS      260543103     26154     957686    SHARED         957686         0         0
DOW CHEMICAL CO                        COMMON SHS      260543103     98930    3622500    SHARED   1    3620100         0      2400
DOW CHEMICAL CO                        COMMON SHS      260543103      2294      84000    SHARED   2      84000         0         0
DOW CHEMICAL CO                        COMMON SHS      260543103        70       2573    SHARED   3       2573         0         0
DOW CHEMICAL CO                        COMMON SHS      260543103      1991      72919    SHARED   6          0         0     72919
DOW CHEMICAL CO                        COMMON SHS      260543103     15953     584147    SHARED   9     584147         0         0
DOW CHEMICAL CO                        COMMON SHS      260543103     31143    1140366    SHARED   A    1000366         0    140000
DOW JONES & CO INC                     COMMON SHS      260561105     24528     638580    SHARED   5     638580         0         0
DOW JONES & CO INC                     COMMON SHS      260561105      1621      42210    SHARED   9      42210         0         0
DOW JONES & CO INC                     COMMON SHS      260561105      2927      76200    SHARED   A      76200         0         0
DREYERS GRAND ICE CREAM INC            COMMON SHS      261878102       594       8500    SHARED   9       8500         0         0
DREYERS GRAND ICE CREAM INC            COMMON SHS      261878102        21        300    SHARED   A        300         0         0
DU PONT (EI) DE NEMOURS & CO           COMMON SHS      263534109      1207      33449    SHARED   6          0         0     33449
DU PONT (EI) DE NEMOURS & CO           COMMON SHS      263534109     45491    1261188    SHARED   9    1261188         0         0
DU PONT (EI) DE NEMOURS & CO           COMMON SHS      263534109      9371     259790    SHARED   A     259790         0         0
DUANE READE INC                        COMMON SHS      263578106      5260     328740    SHARED   6          0         0    328740
DUANE READE INC                        COMMON SHS      263578106       534      33350    SHARED   9      33350         0         0
DUANE READE INC                        COMMON SHS      263578106      4544     284000    SHARED   A     116000         0    168000
DUCKWALL ALCO STORES INC               COMMON SHS      264142100      2891     251100    SHARED   4     251100         0         0
DUKE ENERGY CORP                       COMMON SHS      264399106       807      41261    SHARED   6          0         0     41261
DUKE ENERGY CORP                       COMMON SHS      264399106       905      46298    SHARED   8      42882         0      3416
DUKE ENERGY CORP                       COMMON SHS      264399106      3125     159866    SHARED   9     159866         0         0
DUKE ENERGY CORP                       COMMON SHS      264399106     64356    3291858    SHARED   A    3211858         0     80000
DUKE ENERGY CORP 8.25% PFD             CONVERT PREF    264399585      6549     400525    SHARED   9     400525         0         0
DUKE REALTY CORP                       REAL EST INV TR 264411505       954      38750    SHARED   6          0         0     38750
DUKE REALTY CORP                       REAL EST INV TR 264411505       172       6997    SHARED   9       6997         0         0
DUKE REALTY CORP                       REAL EST INV TR 264411505      7168     291152    SHARED   A     291152         0         0
DUN & BRADSTREET CORP                  COMMON SHS      26483E100     20494     609757    SHARED   1     609107         0       650
DUN & BRADSTREET CORP                  COMMON SHS      26483E100      2316      68900    SHARED   2      68900         0         0
DUN & BRADSTREET CORP                  COMMON SHS      26483E100         1         15    SHARED   6          0         0        15
DUN & BRADSTREET CORP                  COMMON SHS      26483E100      4100     122000    SHARED   7     122000         0         0
DUN & BRADSTREET CORP                  COMMON SHS      26483E100       627      18644    SHARED   9      18644         0         0
DUN & BRADSTREET CORP                  COMMON SHS      26483E100      3909     116300    SHARED   A     116300         0         0
DURBAN ROODEPOORT DEEP LTD             AMER DEP RECPT  266597301       580     139500    SHARED   A     139500         0         0
ECC INTERNATIONAL CORP                 COMMON SHS      268255106      1490     500000    SHARED   4     500000         0         0
EMC CORP                               COMMON SHS      268648102     49070   10737440    SHARED   1   10736040         0      1400
EMC CORP                               COMMON SHS      268648102      2541     556110    SHARED   2     556110         0         0
EMC CORP                               COMMON SHS      268648102         1        320    SHARED   6          0         0       320
EMC CORP                               COMMON SHS      268648102      2285     500000    SHARED   7     500000         0         0
EMC CORP                               COMMON SHS      268648102      2865     627000    SHARED   8     627000         0         0
EMC CORP                               COMMON SHS      268648102      1295     283457    SHARED   9     283457         0         0
EMC CORP                               COMMON SHS      268648102       857     187520    SHARED   A     187520         0         0
ENSCO INTERNATIONAL INC                COMMON SHS      26874Q100      2867     114500    SHARED   4     114500         0         0
ENSCO INTERNATIONAL INC                COMMON SHS      26874Q100       343      13700    SHARED   9      13700         0         0
ENSCO INTERNATIONAL INC                COMMON SHS      26874Q100       501      20000    SHARED   A      20000         0         0
ENI SPA                                AMER DEP RECPT  26874R108     21422     312140    SHARED   3     312140         0         0
ENI SPA                                AMER DEP RECPT  26874R108        91       1330    SHARED   6          0         0      1330
ENI SPA                                AMER DEP RECPT  26874R108        15        225    SHARED   9        225         0         0
ENI SPA                                AMER DEP RECPT  26874R108       480       7000    SHARED   A       7000         0         0
EQUITY OFFICE PROPERTIES TRUST         CONVERTIBLE BD  268766BR2       137     130000    SHARED   A     130000         0         0
E.ON AG                                AMER DEP RECPT  268780103     12612     266244    SHARED   3     266244         0         0
E.ON AG                                AMER DEP RECPT  268780103        81       1705    SHARED   6          0         0      1705
E*TRADE GROUP INC                      COMMON SHS      269246104     13358    3001800    SHARED   A    3001800         0         0
EASTMAN CHEMICAL CO                    COMMON SHS      277432100     31338     821010    SHARED   1     821010         0         0
EASTMAN CHEMICAL CO                    COMMON SHS      277432100       954      25000    SHARED   7      25000         0         0
EASTMAN CHEMICAL CO                    COMMON SHS      277432100       215       5632    SHARED   9       5632         0         0
EASTMAN CHEMICAL CO                    COMMON SHS      277432100        11        300    SHARED   A        300         0         0
EASTMAN KODAK CO                       COMMON SHS      277461109      6265     230000    SHARED   1     230000         0         0
EASTMAN KODAK CO                       COMMON SHS      277461109        35       1296    SHARED   6          0         0      1296
EASTMAN KODAK CO                       COMMON SHS      277461109      8172     300000    SHARED   7     300000         0         0
EASTMAN KODAK CO                       COMMON SHS      277461109      1752      64304    SHARED   9      64304         0         0
EASTMAN KODAK CO                       COMMON SHS      277461109        27       1000    SHARED   A       1000         0         0
EATON CORP                             COMMON SHS      278058102      5128      80450    SHARED   9      80450         0         0
EATON CORP                             COMMON SHS      278058102        13        200    SHARED   A        200         0         0
EBAY INC                               COMMON SHS      278642103      9748     184591    SHARED   9     184591         0         0
EBAY INC                               COMMON SHS      278642103     37947     718550    SHARED   A     718550         0         0
EBENX INC                              COMMON SHS      278668108      1416     726000    SHARED   2     726000         0         0
EBENX INC                              COMMON SHS      278668108      1164     597000    SHARED   8     597000         0         0
ECHOSTAR COMMUNICATIONS CORP           CONVERTIBLE BD  278762AB5       190     250000    SHARED   9     250000         0         0
ECHOSTAR COMMUNICATIONS CORP           CONVERTIBLE BD  278762AD1       190     250000    SHARED   9     250000         0         0
ECHOSTAR COMMUNICATIONS CORP           CONVERTIBLE BD  278762AD1     41731   55000000    SHARED   A   55000000         0         0
ECOLAB INC                             COMMON SHS      278865100       584      13999    SHARED   9      13999         0         0
ECOLAB INC                             COMMON SHS      278865100        17        400    SHARED   A        400         0         0
ECOLOGY & ENVIRONMENT INC              COMMON SHS      278878103      2683     290000    SHARED   4     290000         0         0
EDELBROCK CORP                         COMMON SHS      279434104      1460     137880    SHARED   4     137880         0         0
EDO CORP                               COMMON SHS      281347104      4814     214800    SHARED   9     214800         0         0
EDO CORP                               COMMON SHS      281347104         7        300    SHARED   A        300         0         0
EDUCATION MANAGEMENT CORP              COMMON SHS      28139T101      8655     195500    SHARED   9     195500         0         0
EDUCATION MANAGEMENT CORP              COMMON SHS      28139T101        13        300    SHARED   A        300         0         0
EDWARDS A G INC                        COMMON SHS      281760108        18        562    SHARED   9        562         0         0
EDWARDS A G INC                        COMMON SHS      281760108     12792     400000    SHARED   A     400000         0         0
EDWARDS LIFESCIENCES CORP              COMMON SHS      28176E108      1280      50000    SHARED   7      50000         0         0
EDWARDS LIFESCIENCES CORP              COMMON SHS      28176E108       223       8695    SHARED   9       8695         0         0
EL PASO CORP                           COMMON SHS      28336L109         2        258    SHARED   6          0         0       258
EL PASO CORP                           COMMON SHS      28336L109      6616     800000    SHARED   7     800000         0         0
EL PASO CORP                           COMMON SHS      28336L109         8       1000    SHARED   8       1000         0         0
EL PASO CORP                           COMMON SHS      28336L109       124      15002    SHARED   9      15002         0         0
EL PASO CORP                           COMMON SHS      28336L109        17       2030    SHARED   A       2030         0         0
ELAN CORP PLC                          AMER DEP RECPT  284131208      1240     642680    SHARED   2     612810         0     29870
ELAN CORP PLC                          AMER DEP RECPT  284131208         2       1170    SHARED   3       1170         0         0
ELAN CORP PLC                          AMER DEP RECPT  284131208      5634    2919031    SHARED   8    2919031         0         0
ELDER BEERMAN STORES CORP              COMMON SHS      284470101      1311     593000    SHARED   4     593000         0         0
ELECTRO SCIENTIFIC INDUSTRIES INC      COMMON SHS      285229100      3957     266841    SHARED   6          0         0    266841
ELECTRO SCIENTIFIC INDUSTRIES INC      COMMON SHS      285229100     21354    1439938    SHARED   A    1439938         0         0
ELECTRONIC ARTS INC                    COMMON SHS      285512109       102       1550    SHARED   9       1550         0         0
ELECTRONIC ARTS INC                    COMMON SHS      285512109     18502     280500    SHARED   A     280500         0         0
ELECTRONIC DATA SYSTEMS CORP           COMMON SHS      285661104      3456     247200    SHARED         247200         0         0
ELECTRONIC DATA SYSTEMS CORP           COMMON SHS      285661104    163231   11676055    SHARED   1   11674635         0      1420
ELECTRONIC DATA SYSTEMS CORP           COMMON SHS      285661104      1651     118130    SHARED   2     118130         0         0
ELECTRONIC DATA SYSTEMS CORP           COMMON SHS      285661104        32       2277    SHARED   3       2277         0         0
ELECTRONIC DATA SYSTEMS CORP           COMMON SHS      285661104       410      29310    SHARED   6          0         0     29310
ELECTRONIC DATA SYSTEMS CORP           COMMON SHS      285661104       568      40600    SHARED   8      40600         0         0
ELECTRONIC DATA SYSTEMS CORP           COMMON SHS      285661104     10076     720751    SHARED   9     720751         0         0
ELECTRONIC DATA SYSTEMS CORP           COMMON SHS      285661104      4934     352947    SHARED   A     234747         0    118200
EMBOTELLADORA ANDINA SA                DEP RCPT PFD    29081P204       176      36600    SHARED          36600         0         0
EMCORE CORP                            COMMON SHS      290846104       759     499152    SHARED   6          0         0    499152
EMCORE CORP                            COMMON SHS      290846104      2781    1829900    SHARED   A    1829900         0         0
EMERGING MARKETS TELECOMMUNICATIONS FU CLOSE END MUT F 290890102      1378     250000    SHARED   4     250000         0         0
EMERSON ELECTRIC CO                    COMMON SHS      291011104      1485      33786    SHARED   3      33786         0         0
EMERSON ELECTRIC CO                    COMMON SHS      291011104      1593      36246    SHARED   6          0         0     36246
EMERSON ELECTRIC CO                    COMMON SHS      291011104     21970     500000    SHARED   7     500000         0         0
EMERSON ELECTRIC CO                    COMMON SHS      291011104       154       3500    SHARED   8       3500         0         0
EMERSON ELECTRIC CO                    COMMON SHS      291011104      7678     174731    SHARED   9     174731         0         0
EMERSON ELECTRIC CO                    COMMON SHS      291011104     20175     459140    SHARED   A     359140         0    100000
ENCANA CORP                            ORDINARY SHS    292505104       567      11815    SHARED   2      11815         0         0
ENCANA CORP                            ORDINARY SHS    292505104     35396     737423    SHARED   5     737423         0         0
ENCANA CORP                            COMMON SHS      292505104     10294     342000    SHARED   7     342000         0         0
ENCANA CORP                            ORDINARY SHS    292505104     61117    1273267    SHARED   8    1172045         0    101222
ENCANA CORP                            COMMON SHS      292505104      1448      48119    SHARED   9      48119         0         0
ENBRIDGE INC                           ORDINARY SHS    29250N105     53468    1155562    SHARED   8    1072970         0     82592
ENDESA SA                              AMER DEP RECPT  29258N107     10477    1147533    SHARED   2     747902         0    399631
ENDESA SA                              AMER DEP RECPT  29258N107      2481     271736    SHARED   8     146536         0    125200
ENDESA SA                              AMER DEP RECPT  29258N107       191      20962    SHARED   9      20962         0         0
ENERGEN CORP                           COMMON SHS      29265N108     32040    1265900    SHARED   A    1265900         0         0
ENERGY EAST CORP                       COMMON SHS      29266M109       165       8312    SHARED   9       8312         0         0
ENERGY EAST CORP                       COMMON SHS      29266M109    101843    5141000    SHARED   A    5141000         0         0
ENERGIZER HOLDINGS INC                 COMMON SHS      29266R108       701      23066    SHARED   9      23066         0         0
ENERPLUS RESOURCES FUND                CLOSE END UT TR 29274D604     17707     621303    SHARED   8     621303         0         0
ENERPLUS RESOURCES FUND                CLOSE END UT TR 29274D604       134       4705    SHARED   9       4705         0         0
ENGELHARD CORP                         COMMON SHS      292845104      1516      63619    SHARED   9      63619         0         0
ENGELHARD CORP                         COMMON SHS      292845104        12        500    SHARED   A        500         0         0
ENTERCOM COMMUNICATIONS CORP           COMMON SHS      293639100     43055     908900    SHARED   A     908900         0         0
ENTERGY CORP                           COMMON SHS      29364G103       832      20000    SHARED          20000         0         0
ENTERGY CORP                           COMMON SHS      29364G103    176601    4245209    SHARED   1    4245209         0         0
ENTERGY CORP                           COMMON SHS      29364G103     33280     800000    SHARED   4     800000         0         0
ENTERGY CORP                           COMMON SHS      29364G103        34        810    SHARED   9        810         0         0
ENTERGY CORP                           COMMON SHS      29364G103    161822    3889950    SHARED   A    3889950         0         0
ENTERPRISE PRODUCTS PARTNERS LP        LTD PARTNERSHIP 293792107       300      15400    SHARED   9      15400         0         0
ENTERTAINMENT PROPERTIES TRUST         REAL EST INV TR 29380T105       491      22235    SHARED   6          0         0     22235
ENTERTAINMENT PROPERTIES TRUST         REAL EST INV TR 29380T105      6630     300000    SHARED   A     300000         0         0
ENTRAVISION COMMUNICATIONS CORP        COMMON SHS      29382R107     21103    1592657    SHARED   6          0         0   1592657
ENTRAVISION COMMUNICATIONS CORP        COMMON SHS      29382R107     92314    6967100    SHARED   A    6967100         0         0
ENTRUST INC                            COMMON SHS      293848107      4211    1341067    SHARED   6          0         0   1341067
ENTRUST INC                            COMMON SHS      293848107     12026    3829900    SHARED   A    3829900         0         0
ENZON INC                              COMMON SHS      293904108      4960     257800    SHARED   A     257800         0         0
ENVIRONMENTAL ELEMENTS CORP            COMMON SHS      293940102       430     226089    SHARED   A          0         0    226089
EPOCH BIOSCIENCES INC                  COMMON SHS      294273107       643     535700    SHARED   A     535700         0         0
EQUIFAX INC                            COMMON SHS      294429105      8696     400000    SHARED   7     400000         0         0
EQUIFAX INC                            COMMON SHS      294429105       301      13834    SHARED   9      13834         0         0
EQUIFAX INC                            COMMON SHS      294429105      1098      50500    SHARED   A      50500         0         0
EQUITY OFFICE PROPERTIES TRUST         REAL EST INV TR 294741103       845      32722    SHARED   2      32722         0         0
EQUITY OFFICE PROPERTIES TRUST         REAL EST INV TR 294741103      1175      45500    SHARED   4      45500         0         0
EQUITY OFFICE PROPERTIES TRUST         REAL EST INV TR 294741103      3290     127403    SHARED   6          0         0    127403
EQUITY OFFICE PROPERTIES TRUST         REAL EST INV TR 294741103      8699     336896    SHARED   9     336896         0         0
EQUITY OFFICE PROPERTIES TRUST         REAL EST INV TR 294741103     36722    1422214    SHARED   A    1422214         0         0
EQUITY RESIDENTIAL                     REAL EST INV TR 29476L107      2376      99249    SHARED   6          0         0     99249
EQUITY RESIDENTIAL                     REAL EST INV TR 29476L107      9332     389806    SHARED   9     389806         0         0
EQUITY RESIDENTIAL                     REAL EST INV TR 29476L107     25941    1083600    SHARED   A    1083600         0         0
EQUITY RESIDENTIAL                     CONVERT PREF    29476L859      1438      61450    SHARED   9      61450         0         0
ERICSSON (LM) TELEPHONE CO             AMER DEP RECPT  294821608       517    1434996    SHARED   9    1434996         0         0
ERICSSON (LM) TELEPHONE CO             AMER DEP RECPT  294821608       463    1285000    SHARED   A    1285000         0         0
ESCO TECHNOLOGIES INC                  COMMON SHS      296315104     22290     690100    SHARED   4     690100         0         0
ESCO TECHNOLOGIES INC                  COMMON SHS      296315104         3         90    SHARED   9         90         0         0
ESPERION THERAPEUTICS INC              COMMON SHS      29664R106      2471     432000    SHARED   A     432000         0         0
ESPEY MANUFACTURING & ELECTRONICS CORP COMMON SHS      296650104      1520      80000    SHARED   4      80000         0         0
ESSEX PROPERTY TRUST INC               REAL EST INV TR 297178105       644      13023    SHARED   6          0         0     13023
ESSEX PROPERTY TRUST INC               REAL EST INV TR 297178105     20901     422750    SHARED   A     422750         0         0
EXAR CORP                              COMMON SHS      300645108      9844     852300    SHARED   A     852300         0         0
EXELON CORP                            COMMON SHS      30161N101       276       5819    SHARED   9       5819         0         0
EXELON CORP                            COMMON SHS      30161N101    122553    2580072    SHARED   A    2460100         0    119972
EXELIXIS INC                           COMMON SHS      30161Q104      1233     249000    SHARED   A     249000         0         0
EXODUS COMMUNICATIONS INC              COMMON SHS      302088109         0      30200    SHARED   9      30200         0         0
EXPEDIA INC                            COMMON SHS      302125109     12663     250000    SHARED   A     250000         0         0
EXPEDITORS INT'L WAS INC               COMMON SHS      302130109    194840    6973500    SHARED   A    6973500         0         0
EXPONENT INC                           COMMON SHS      30214U102      1488     118000    SHARED   4     118000         0         0
EXPRESS SCRIPTS INC                    COMMON SHS      302182100      1233      22615    SHARED   9      22615         0         0
EXPRESS SCRIPTS INC                    COMMON SHS      302182100     15963     292800    SHARED   A     292800         0         0
EXTREME NETWORKS INC                   COMMON SHS      30226D106        20       4850    SHARED   9       4850         0         0
EXTREME NETWORKS INC                   COMMON SHS      30226D106      1266     300700    SHARED   A     300700         0         0
EXULT INC                              COMMON SHS      302284104         0         92    SHARED   6          0         0        92
EXULT INC                              COMMON SHS      302284104      1108     375500    SHARED   A     375500         0         0
EXXON MOBIL CORP                       COMMON SHS      30231G102        77       2428    SHARED              0         0      2428
EXXON MOBIL CORP                       COMMON SHS      30231G102      1859      58263    SHARED   6          0         0     58263
EXXON MOBIL CORP                       COMMON SHS      30231G102     11107     348193    SHARED   8     344110         0      4083
EXXON MOBIL CORP                       COMMON SHS      30231G102    286810    8990911    SHARED   9    8990911         0         0
EXXON MOBIL CORP                       COMMON SHS      30231G102     47298    1482700    SHARED   A    1062700         0    420000
FBL FINANCIAL GROUP INC                COMMON SHS      30239F106     11361     615783    SHARED   4     615783         0         0
FBR ASSET INVESTMENT CORP              REAL EST INV TR 30241E303      3307     105800    SHARED   5     105800         0         0
FLIR SYSTEMS INC                       COMMON SHS      302445101      6421     184243    SHARED   6          0         0    184243
FLIR SYSTEMS INC                       COMMON SHS      302445101        21        600    SHARED   9        600         0         0
FLIR SYSTEMS INC                       COMMON SHS      302445101      6803     195200    SHARED   A     195200         0         0
FMC CORP                               COMMON SHS      302491303      7198     278771    SHARED   6          0         0    278771
FMC CORP                               COMMON SHS      302491303     18170     703700    SHARED   A     703700         0         0
FMC TECHNOLOGIES INC                   COMMON SHS      30249U101      7107     424072    SHARED   6          0         0    424072
FMC TECHNOLOGIES INC                   COMMON SHS      30249U101     12698     757641    SHARED   A     757641         0         0
FPL GROUP INC                          COMMON SHS      302571104      2066      38409    SHARED   9      38409         0         0
FPL GROUP INC                          COMMON SHS      302571104    126296    2347500    SHARED   A    2237500         0    110000
FSI INTERNATIONAL INC                  COMMON SHS      302633102      2915     952500    SHARED   4     952500         0         0
FSI INTERNATIONAL INC                  COMMON SHS      302633102         3       1000    SHARED   9       1000         0         0
FTI CONSULTING INC                     COMMON SHS      302941109     10918     274600    SHARED   9     274600         0         0
FTI CONSULTING INC                     COMMON SHS      302941109        16        400    SHARED   A        400         0         0
FAIR ISAAC & COMPANY INC               COMMON SHS      303250104       991      30300    SHARED   9      30300         0         0
FAIR ISAAC & COMPANY INC               COMMON SHS      303250104     44316    1355235    SHARED   A    1355235         0         0
FAIRMONT HOTELS & RESORTS INC          ORDINARY SHS    305204109       161       4318    SHARED   2       4318         0         0
FAIRMONT HOTELS & RESORTS INC          COMMON SHS      305204109      3275     137626    SHARED   6          0         0    137626
FAIRMONT HOTELS & RESORTS INC          COMMON SHS      305204109      2975     125000    SHARED   7     125000         0         0
FAIRMONT HOTELS & RESORTS INC          ORDINARY SHS    305204109      1111      29823    SHARED   8      29823         0         0
FAIRMONT HOTELS & RESORTS INC          COMMON SHS      305204109       151       6325    SHARED   9       6325         0         0
FAMILY DOLLAR STORES INC               COMMON SHS      307000109     40218    1496200    SHARED   4    1496200         0         0
FAMILY DOLLAR STORES INC               COMMON SHS      307000109       188       7000    SHARED   6          0         0      7000
FAMILY DOLLAR STORES INC               COMMON SHS      307000109      5376     200000    SHARED   7     200000         0         0
FAMILY DOLLAR STORES INC               COMMON SHS      307000109      2218      82500    SHARED   9      82500         0         0
FAMILY DOLLAR STORES INC               COMMON SHS      307000109     10747     399800    SHARED   A     399800         0         0
FARMER BROS CO                         COMMON SHS      307675108     60024     184688    SHARED   5     184688         0         0
FREDDIE MAC                            COMMON SHS      313400301      1174      21000    SHARED   4      21000         0         0
FREDDIE MAC                            COMMON SHS      313400301     30773     550500    SHARED   5     550500         0         0
FREDDIE MAC                            COMMON SHS      313400301       415       7423    SHARED   6          0         0      7423
FREDDIE MAC                            COMMON SHS      313400301     13598     243254    SHARED   9     243254         0         0
FREDDIE MAC                            COMMON SHS      313400301     23510     420565    SHARED   A     349265         0     71300
FANNIE MAE                             COMMON SHS      313586109        94       1577    SHARED              0         0      1577
FANNIE MAE                             COMMON SHS      313586109     33968     570500    SHARED   4     570500         0         0
FANNIE MAE                             COMMON SHS      313586109        54        900    SHARED   6          0         0       900
FANNIE MAE                             COMMON SHS      313586109        36        600    SHARED   8        600         0         0
FANNIE MAE                             COMMON SHS      313586109    103192    1733146    SHARED   9    1733146         0         0
FANNIE MAE                             COMMON SHS      313586109     30824     517709    SHARED   A     372709         0    145000
FEDERAL SIGNAL CORP                    COMMON SHS      313855108       156       8443    SHARED   6          0         0      8443
FEDERAL SIGNAL CORP                    COMMON SHS      313855108       234      12700    SHARED   9      12700         0         0
FEDERATED DEPARTMENT STORES INC        COMMON SHS      31410H101       765      26000    SHARED   2      26000         0         0
FEDERATED DEPARTMENT STORES INC        COMMON SHS      31410H101     19946     677500    SHARED   4     677500         0         0
FEDERATED DEPARTMENT STORES INC        COMMON SHS      31410H101    111028    3771334    SHARED   5    3771334         0         0
FEDERATED DEPARTMENT STORES INC        COMMON SHS      31410H101       886      30111    SHARED   9      30111         0         0
FEDERATED DEPARTMENT STORES INC        COMMON SHS      31410H101        19        648    SHARED   A        648         0         0
FEDERATED INVESTORS INC                COMMON SHS      314211103     11956     442993    SHARED   6          0         0    442993
FEDERATED INVESTORS INC                COMMON SHS      314211103       727      26945    SHARED   9      26945         0         0
FEDERATED INVESTORS INC                COMMON SHS      314211103    102658    3803550    SHARED   A    3803550         0         0
FEDEX CORP                             COMMON SHS      31428X106         5        100    SHARED   6          0         0       100
FEDEX CORP                             COMMON SHS      31428X106       688      13740    SHARED   9      13740         0         0
FEDEX CORP                             COMMON SHS      31428X106        50       1000    SHARED   A       1000         0         0
FELCOR LODGING TRUST INC               REAL EST INV TR 31430F101      2536     197700    SHARED   A     197700         0         0
FELCOR LODGING TRUST INC               CONVERT PREF    31430F200     44658    2106500    SHARED   A    2106500         0         0
FERRO CORP                             COMMON SHS      315405100       257      11137    SHARED   9      11137         0         0
FIDELITY NATIONAL FINANCIAL INC        COMMON SHS      316326107       553      19232    SHARED   9      19232         0         0
FIFTH THIRD BANCORP                    COMMON SHS      316773100      7441     121532    SHARED   9     121532         0         0
FIFTH THIRD BANCORP                    COMMON SHS      316773100     10474     171062    SHARED   A     171062         0         0
FIRST AMERICAN CORP                    COMMON SHS      318522307      6002     293800    SHARED   A     293800         0         0
FIRST COMMUNITY BANCORP                COMMON SHS      31983B101     16671     577460    SHARED   5     577460         0         0
FIRST DATA CORP                        COMMON SHS      319963104      5442     194722    SHARED   9     194722         0         0
FIRST DATA CORP                        COMMON SHS      319963104     11269     403194    SHARED   A     403194         0         0
FIRST DEFIANCE FINANCIAL CORP          COMMON SHS      32006W106      4636     270000    SHARED   4     270000         0         0
FIRST HORIZON PHARMACEUTICAL CORP      COMMON SHS      32051K106      1675     310199    SHARED   6          0         0    310199
FIRST HORIZON PHARMACEUTICAL CORP      COMMON SHS      32051K106      4551     842700    SHARED   A     812700         0     30000
FIRST INDUSTRIAL REALTY TRUST INC      REAL EST INV TR 32054K103     32660    1053900    SHARED   A    1053900         0         0
FIRST INDIANA CORP                     COMMON SHS      32054R108       927      50600    SHARED   4      50600         0         0
FIRST HEALTH GROUP CORP                COMMON SHS      320960107       663      24450    SHARED   9      24450         0         0
FIRST ST BANCORPORATION                COMMON SHS      336453105      1726      70000    SHARED   5      70000         0         0
FIRST ST BANCORPORATION                COMMON SHS      336453105      2480     100600    SHARED   A     100600         0         0
1ST SOURCE CORP                        COMMON SHS      336901103      1973     140000    SHARED   4     140000         0         0
FIRST TENNESSEE NATIONAL CORP          COMMON SHS      337162101       191       5500    SHARED   9       5500         0         0
FIRST TENNESSEE NATIONAL CORP          COMMON SHS      337162101        14        400    SHARED   A        400         0         0
FIRST VIRGINIA BANKS INC               COMMON SHS      337477103       215       5774    SHARED   9       5774         0         0
FIRSTSERVICE CORP                      ORDINARY SHS    33761N109       677      21928    SHARED   8          0         0     21928
FISERV INC                             COMMON SHS      337738108      4317     153748    SHARED   9     153748         0         0
FISERV INC                             COMMON SHS      337738108        19        682    SHARED   A        682         0         0
FIRSTENERGY CORP                       COMMON SHS      337932107       282       9440    SHARED   9       9440         0         0
FIRSTENERGY CORP                       COMMON SHS      337932107    164942    5518296    SHARED   A    5518296         0         0
FISHER SCIENTIFIC INTERNATIONAL INC    COMMON SHS      338032204     17704     583325    SHARED   6          0         0    583325
FISHER SCIENTIFIC INTERNATIONAL INC    COMMON SHS      338032204         3        100    SHARED   9        100         0         0
FLANDERS CORP                          COMMON SHS      338494107      1458     900000    SHARED   4     900000         0         0
FLANDERS CORP                          COMMON SHS      338494107       357     220529    SHARED   6          0         0    220529
FLEET BOSTON FINANCIAL CORP            COMMON SHS      339030108      1413      69500    SHARED   4      69500         0         0
FLEET BOSTON FINANCIAL CORP            COMMON SHS      339030108    133656    6574312    SHARED   5    6574312         0         0
FLEET BOSTON FINANCIAL CORP            COMMON SHS      339030108        87       4265    SHARED   6          0         0      4265
FLEET BOSTON FINANCIAL CORP            COMMON SHS      339030108      4002     196843    SHARED   9     196843         0         0
FLEET BOSTON FINANCIAL CORP            COMMON SHS      339030108     36465    1793635    SHARED   A    1793635         0         0
FLEMING COS INC                        COMMON SHS      339130106        14       2700    SHARED   9       2700         0         0
FLEMING COS INC                        COMMON SHS      339130106       500     100000    SHARED   A     100000         0         0
FLEXSTEEL INDUSTRIES INC               COMMON SHS      339382103       888      65300    SHARED   4      65300         0         0
FLORIDA EAST COAST INDUSTRIES INC      COMMON SHS      340632108    118263    5011135    SHARED   5    5011135         0         0
FLORIDA EAST COAST INDUSTRIES INC      COMMON SHS      340632108        38       1600    SHARED   9       1600         0         0
FLORIDA EAST COAST INDUSTRIES INC      COMMON SHS      340632207     10592     482546    SHARED   1     482546         0         0
FLORIDA EAST COAST INDUSTRIES INC      COMMON SHS      340632207     19090     869712    SHARED   5     869712         0         0
FLOWSERVE CORP                         COMMON SHS      34354P105     13393    1339267    SHARED   6          0         0   1339267
FLOWSERVE CORP                         COMMON SHS      34354P105     16605    1660500    SHARED   A    1660500         0         0
FOMENTO ECONOMICO MEXICANO SA DE CV FE AMER DEP RECPT  344419106     46296    1369700    SHARED        1210860         0    158840
FOOT LOCKER INC                        COMMON SHS      344849104       335      33500    SHARED   5      33500         0         0
FOOT LOCKER INC                        COMMON SHS      344849104      7234     724136    SHARED   6          0         0    724136
FOOT LOCKER INC                        COMMON SHS      344849104     22228    2225000    SHARED   A    2225000         0         0
FORD MOTOR CO                          COMMON SHS      345370860      2727     278308    SHARED         278308         0         0
FORD MOTOR CO                          COMMON SHS      345370860     77087    7865980    SHARED   1    7865980         0         0
FORD MOTOR CO                          COMMON SHS      345370860      3299     336663    SHARED   2     336663         0         0
FORD MOTOR CO                          COMMON SHS      345370860       196      20000    SHARED   4      20000         0         0
FORD MOTOR CO                          COMMON SHS      345370860        55       5642    SHARED   6          0         0      5642
FORD MOTOR CO                          COMMON SHS      345370860      1617     165043    SHARED   8     165043         0         0
FORD MOTOR CO                          COMMON SHS      345370860      3119     318245    SHARED   9     318245         0         0
FORD MOTOR CO                          COMMON SHS      345370860        95       9673    SHARED   A       9673         0         0
FORD MOTOR CO CAP TR II                CONVERT PREF    345395206     10677     265000    SHARED         265000         0         0
FORD MOTOR CO CAP TR II                CONVERT PREF    345395206       383       9505    SHARED   6          0         0      9505
FORD MOTOR CO CAP TR II                CONVERT PREF    345395206      8374     207850    SHARED   9     207850         0         0
FORD MOTOR CO CAP TR II                CONVERT PREF    345395206    154843    3843200    SHARED   A    3843200         0         0
FORDING INC                            ORDINARY SHS    345426100       908      38867    SHARED   2      38867         0         0
FORDING INC                            COMMON SHS      345426100      1228      83000    SHARED   7      83000         0         0
FORDING INC                            ORDINARY SHS    345426100      1673      71590    SHARED   8      71590         0         0
FORDING INC                            COMMON SHS      345426100        37       2506    SHARED   9       2506         0         0
FOREST CITY ENTERPRISES INC            COMMON SHS      345550107       587      18070    SHARED   6          0         0     18070
FOREST CITY ENTERPRISES INC            COMMON SHS      345550107      8775     270000    SHARED   A     270000         0         0
FOREST LABORATORIES INC                COMMON SHS      345838106       197       2400    SHARED   6          0         0      2400
FOREST LABORATORIES INC                COMMON SHS      345838106       213       2600    SHARED   9       2600         0         0
FOREST LABORATORIES INC                COMMON SHS      345838106      1829      22300    SHARED   A      19900         0      2400
FOREST OIL CORP                        COMMON SHS      346091705     24419     957600    SHARED   A     957600         0         0
FORTUNE BRANDS INC                     COMMON SHS      349631101        73       1544    SHARED   6          0         0      1544
FORTUNE BRANDS INC                     COMMON SHS      349631101       547      11576    SHARED   9      11576         0         0
FORTUNE BRANDS INC                     COMMON SHS      349631101        24        500    SHARED   A        500         0         0
FORWARD AIR CORP                       COMMON SHS      349853101      9548     527493    SHARED   6          0         0    527493
FORWARD AIR CORP                       COMMON SHS      349853101     30997    1712548    SHARED   A    1712548         0         0
FOSSIL INC                             COMMON SHS      349882100     15892     792600    SHARED   9     792600         0         0
FOSSIL INC                             COMMON SHS      349882100        24       1200    SHARED   A       1200         0         0
FOUR SEASONS HOTELS INC                ORDINARY SHS    35100E104         5        100    SHARED   8        100         0         0
FOUR SEASONS HOTELS INC                COMMON SHS      35100E104     11400     355800    SHARED   A     355800         0         0
FOX ENTERTAINMENT GROUP INC            COMMON SHS      35138T107     60367    2740220    SHARED   5    2740220         0         0
FOX ENTERTAINMENT GROUP INC            COMMON SHS      35138T107      3829     173814    SHARED   9     173814         0         0
FOX ENTERTAINMENT GROUP INC            COMMON SHS      35138T107     37030    1680900    SHARED   A    1680900         0         0
FRANCE TELECOM SA                      RTS TO ENTMENT  35177Q204       622      50000    SHARED   A      50000         0         0
FRANKLIN RESOURCES INC                 COMMON SHS      354613101     85458    2747840    SHARED   9    2747840         0         0
FRANKLIN RESOURCES INC                 COMMON SHS      354613101        28        900    SHARED   A        900         0         0
FRED'S INC                             COMMON SHS      356108100     12988     435000    SHARED   4     435000         0         0
FRED'S INC                             COMMON SHS      356108100     13779     461500    SHARED   A     461500         0         0
FREEPORT MCMORAN COPPER & GOLD INC     COMMON SHS      35671D857        53       3910    SHARED   9       3910         0         0
FREEPORT MCMORAN COPPER & GOLD INC     COMMON SHS      35671D857      9335     693511    SHARED   A     693511         0         0
FRESH BRANDS INC                       COMMON SHS      35803U108     11296     758100    SHARED   4     758100         0         0
G & K SERVICES INC                     COMMON SHS      361268105      3572     105533    SHARED   9     105533         0         0
GA FINANCIAL INC                       COMMON SHS      361437106      6336     330000    SHARED   4     330000         0         0
GATX CORP                              COMMON SHS      361448103       154       7780    SHARED   6          0         0      7780
GATX CORP                              COMMON SHS      361448103       401      20260    SHARED   8      17000         0      3260
GATX CORP                              COMMON SHS      361448103        50       2500    SHARED   9       2500         0         0
GATX CORP                              COMMON SHS      361448103      6740     340400    SHARED   A     340400         0         0
GSI LUMONICS INC                       ORDINARY SHS    36229U102       801     100000    SHARED         100000         0         0
GSI LUMONICS INC                       ORDINARY SHS    36229U102      2852     356055    SHARED   2     349875         0      6180
GSI LUMONICS INC                       ORDINARY SHS    36229U102      8837    1103290    SHARED   8    1103290         0         0
GTSI CORP                              COMMON SHS      36238K103      2464     280000    SHARED   4     280000         0         0
GALEN HOLDINGS PLC                     AMER DEP RECPT  363240102      3150     137535    SHARED   6          0         0    137535
GALEN HOLDINGS PLC                     AMER DEP RECPT  363240102      3859     168500    SHARED   A     168500         0         0
ARTHUR J GALLAGHER & CO                COMMON SHS      363576109     25969    1053500    SHARED   4    1053500         0         0
ARTHUR J GALLAGHER & CO                COMMON SHS      363576109       673      27315    SHARED   6          0         0     27315
ARTHUR J GALLAGHER & CO                COMMON SHS      363576109     51363    2083700    SHARED   A    2083700         0         0
GALLAHER GROUP PLC                     AMER DEP RECPT  363595109      4203     109750    SHARED   5     109750         0         0
GALLAHER GROUP PLC                     AMER DEP RECPT  363595109       192       5000    SHARED   9       5000         0         0
GANNETT CO INC                         COMMON SHS      364730101     18695     259000    SHARED         259000         0         0
GANNETT CO INC                         COMMON SHS      364730101      3078      42650    SHARED   2      42650         0         0
GANNETT CO INC                         COMMON SHS      364730101      1408      19510    SHARED   3      19510         0         0
GANNETT CO INC                         COMMON SHS      364730101      1324      18342    SHARED   6          0         0     18342
GANNETT CO INC                         COMMON SHS      364730101      9861     136610    SHARED   9     136610         0         0
GANNETT CO INC                         COMMON SHS      364730101     13789     191038    SHARED   A     191038         0         0
GAP INC                                COMMON SHS      364760108      1489     137219    SHARED   9     137219         0         0
GAP INC                                COMMON SHS      364760108       315      29039    SHARED   A      29039         0         0
GARDEN FRESH RESTAURANT CORP           COMMON SHS      365235100      1371     144900    SHARED   4     144900         0         0
GARTNER INC                            COMMON SHS      366651107      1280     158000    SHARED         158000         0         0
GARTNER INC                            COMMON SHS      366651107         2        243    SHARED   6          0         0       243
GARTNER INC                            COMMON SHS      366651206        96      12000    SHARED          12000         0         0
GARTNER INC                            COMMON SHS      366651206      2596     324531    SHARED   1     324531         0         0
GARTNER INC                            COMMON SHS      366651206      7435     929420    SHARED   2     929420         0         0
GARTNER INC                            COMMON SHS      366651206       800     100000    SHARED   7     100000         0         0
GARTNER INC                            COMMON SHS      366651206        37       4635    SHARED   9       4635         0         0
GATEWAY INC                            COMMON SHS      367626108      1485     500000    SHARED   7     500000         0         0
GATEWAY INC                            COMMON SHS      367626108         6       2000    SHARED   9       2000         0         0
GATEWAY INC                            COMMON SHS      367626108         4       1500    SHARED   A       1500         0         0
GEHL CO                                COMMON SHS      368483103      3601     351000    SHARED   4     351000         0         0
GENENTECH INC                          COMMON SHS      368710406     16315     500000    SHARED   7     500000         0         0
GENENTECH INC                          COMMON SHS      368710406      6079     186311    SHARED   9     186311         0         0
GENENTECH INC                          COMMON SHS      368710406     65269    2000290    SHARED   A    1818800         0    181490
GENERAL DYNAMICS CORP                  COMMON SHS      369550108     40665     500000    SHARED   7     500000         0         0
GENERAL DYNAMICS CORP                  COMMON SHS      369550108       526       6464    SHARED   9       6464         0         0
GENERAL DYNAMICS CORP                  COMMON SHS      369550108     12739     156636    SHARED   A     156636         0         0
GENERAL ELECTRIC CO                    COMMON SHS      369604103        90       3645    SHARED              0         0      3645
GENERAL ELECTRIC CO                    COMMON SHS      369604103     35762    1450800    SHARED   4    1450800         0         0
GENERAL ELECTRIC CO                    COMMON SHS      369604103      2831     114830    SHARED   6          0         0    114830
GENERAL ELECTRIC CO                    COMMON SHS      369604103     11222     455254    SHARED   8     455254         0         0
GENERAL ELECTRIC CO                    COMMON SHS      369604103    369204   14977844    SHARED   9   14977844         0         0
GENERAL ELECTRIC CO                    COMMON SHS      369604103     78141    3170033    SHARED   A    2410033         0    760000
GENERAL GROWTH PROPERTIES              REAL EST INV TR 370021107       699      13564    SHARED   6          0         0     13564
GENERAL GROWTH PROPERTIES              REAL EST INV TR 370021107      1840      35736    SHARED   9      35736         0         0
GENERAL GROWTH PROPERTIES              REAL EST INV TR 370021107     21462     416730    SHARED   A     416730         0         0
GENERAL MILLS INC                      COMMON SHS      370334104     23005     517900    SHARED         517900         0         0
GENERAL MILLS INC                      COMMON SHS      370334104    161274    3630670    SHARED   1    3630670         0         0
GENERAL MILLS INC                      COMMON SHS      370334104       530      11935    SHARED   2      11935         0         0
GENERAL MILLS INC                      COMMON SHS      370334104      1036      23320    SHARED   6          0         0     23320
GENERAL MILLS INC                      COMMON SHS      370334104      1484      33402    SHARED   8      27000         0      6402
GENERAL MILLS INC                      COMMON SHS      370334104      4100      92292    SHARED   9      92292         0         0
GENERAL MILLS INC                      COMMON SHS      370334104     25593     576165    SHARED   A     501165         0     75000
GENERAL MOTORS CORP                    COMMON SHS      370442105      6457     166000    SHARED         166000         0         0
GENERAL MOTORS CORP                    COMMON SHS      370442105     38308     984778    SHARED   1     984778         0         0
GENERAL MOTORS CORP                    COMMON SHS      370442105      2634      67700    SHARED   2      67700         0         0
GENERAL MOTORS CORP                    COMMON SHS      370442105       895      23000    SHARED   4      23000         0         0
GENERAL MOTORS CORP                    COMMON SHS      370442105         3         81    SHARED   6          0         0        81
GENERAL MOTORS CORP                    COMMON SHS      370442105      2916      74963    SHARED   9      74963         0         0
GENERAL MOTORS CORP                    COMMON SHS      370442105        76       1948    SHARED   A       1948         0         0
GENERAL MOTORS CORP - GM HUGHES ELECTR COMMON SHS      370442832      7686     840000    SHARED         840000         0         0
GENERAL MOTORS CORP - GM HUGHES ELECTR COMMON SHS      370442832      1111     121461    SHARED   9     121461         0         0
GENERAL MOTORS CORP - GM HUGHES ELECTR COMMON SHS      370442832      2812     307293    SHARED   A     307293         0         0
GENESEE CORP                           COMMON SHS      371601204      1462     117900    SHARED   4     117900         0         0
GENESIS HEALTH VENTURES INC            COMMON SHS      37183F107     21581    1311897    SHARED   5    1311897         0         0
GENTEX CORP                            COMMON SHS      371901109     78741    2898100    SHARED   A    2898100         0         0
GENLYTE GROUP INC                      COMMON SHS      372302109      3936     110800    SHARED   4     110800         0         0
GENTA INC                              COMMON SHS      37245M207      6619    1022973    SHARED   A    1022973         0         0
GENUINE PARTS CO                       COMMON SHS      372460105        41       1350    SHARED   6          0         0      1350
GENUINE PARTS CO                       COMMON SHS      372460105     14146     461700    SHARED   7     461700         0         0
GENUINE PARTS CO                       COMMON SHS      372460105      2084      68012    SHARED   8      57275         0     10737
GENUINE PARTS CO                       COMMON SHS      372460105       375      12225    SHARED   9      12225         0         0
GENUINE PARTS CO                       COMMON SHS      372460105        18        600    SHARED   A        600         0         0
GENZYME CORP-GENERAL DIVISION          COMMON SHS      372917104       827      40136    SHARED   9      40136         0         0
GENZYME CORP-GENERAL DIVISION          COMMON SHS      372917104     21741    1054900    SHARED   A    1054900         0         0
GEORGIA-PACIFIC (GEORGIA-PAC CORP)     COMMON SHS      373298108      1885     144000    SHARED   2     144000         0         0
GEORGIA-PACIFIC (GEORGIA-PAC CORP)     COMMON SHS      373298108       292      22269    SHARED   8      22269         0         0
GEORGIA-PACIFIC (GEORGIA-PAC CORP)     COMMON SHS      373298108       447      34158    SHARED   9      34158         0         0
GEORGIA-PACIFIC (GEORGIA-PAC CORP)     COMMON SHS      373298108     10464     799387    SHARED   A     699387         0    100000
GETTY REALTY CORP                      COMMON SHS      374297109      9675     507100    SHARED         507100         0         0
GIBRALTAR STEEL CORP                   COMMON SHS      37476F103      5999     269500    SHARED   4     269500         0         0
GIBRALTAR STEEL CORP                   COMMON SHS      37476F103     23820    1070100    SHARED   A    1070100         0         0
GILEAD SCIENCES INC                    COMMON SHS      375558103        20        600    SHARED   9        600         0         0
GILEAD SCIENCES INC                    COMMON SHS      375558103     27179     810600    SHARED   A     810600         0         0
GILLETTE CO                            COMMON SHS      375766102       263       8900    SHARED   6          0         0      8900
GILLETTE CO                            COMMON SHS      375766102      3701     125050    SHARED   8     125050         0         0
GILLETTE CO                            COMMON SHS      375766102      7128     240797    SHARED   9     240797         0         0
GILLETTE CO                            COMMON SHS      375766102      1261      42616    SHARED   A      42616         0         0
GILDAN ACTIVEWEAR INC                  ORDINARY SHS    375916103     98179    2911601    SHARED   8    2681430         0    230171
GLAMIS GOLD LTD                        COMMON SHS      376775102      3191     345000    SHARED   A     345000         0         0
GLAXOSMITHKLINE PLC                    AMER DEP RECPT  37733W105        12        325    SHARED   8        325         0         0
GLAXOSMITHKLINE PLC                    AMER DEP RECPT  37733W105      2629      68419    SHARED   9      68419         0         0
GLAXOSMITHKLINE PLC                    AMER DEP RECPT  37733W105      1764      45900    SHARED   A      41700         0      4200
GLENBOROUGH REALTY TRUST INC           REAL EST INV TR 37803P105      2383     117375    SHARED   6          0         0    117375
GLENBOROUGH REALTY TRUST INC           REAL EST INV TR 37803P105        95       4700    SHARED   9       4700         0         0
GLENBOROUGH REALTY TRUST INC           REAL EST INV TR 37803P105     31096    1531800    SHARED   A    1531800         0         0
GLENBOROUGH REALTY TRUST INC           CONVERT PREF    37803P204       723      32700    SHARED   9      32700         0         0
GLENBOROUGH REALTY TRUST INC           CONVERT PREF    37803P204     80046    3622000    SHARED   A    3622000         0         0
GLIMCHER REALTY TRUST                  REAL EST INV TR 379302102      1379      73580    SHARED   6          0         0     73580
GLIMCHER REALTY TRUST                  REAL EST INV TR 379302102        22       1200    SHARED   9       1200         0         0
GLIMCHER REALTY TRUST                  REAL EST INV TR 379302102     19128    1020700    SHARED   A    1020700         0         0
GLOBAL INDUSTRIES LTD                  COMMON SHS      379336100      8531    2065500    SHARED   4    2065500         0         0
GLOBAL INDUSTRIES LTD                  COMMON SHS      379336100      6560    1588400    SHARED   A    1259600         0    328800
GLOBAL PAYMENTS INC                    COMMON SHS      37940X102        82       3200    SHARED   9       3200         0         0
GLOBAL PAYMENTS INC                    COMMON SHS      37940X102     14697     574100    SHARED   A     574100         0         0
GOLD FIELDS LTD                        AMER DEP RECPT  38059T106      4986     389528    SHARED   A     389528         0         0
GOLDCORP INC                           ORDINARY SHS    380956409       786      44663    SHARED   8          0         0     44663
GOLDCORP INC                           ORDINARY SHS    380956409       741      42080    SHARED   A      42080         0         0
GOLDEN STATE BANCORP INC               COMMON SHS      381197102     16170     500300    SHARED   A     500300         0         0
GOLDEN TELECOM INC                     ORDINARY SHS    38122G107      1404     116500    SHARED         116500         0         0
GOLDEN WEST FINANCIAL CORP             COMMON SHS      381317106       474       7620    SHARED   1       7200         0       420
GOLDEN WEST FINANCIAL CORP             COMMON SHS      381317106        75       1214    SHARED   3       1214         0         0
GOLDEN WEST FINANCIAL CORP             COMMON SHS      381317106      1952      31400    SHARED   5      31400         0         0
GOLDEN WEST FINANCIAL CORP             COMMON SHS      381317106      9192     147831    SHARED   8     147831         0         0
GOLDEN WEST FINANCIAL CORP             COMMON SHS      381317106       124       2000    SHARED   9       2000         0         0
GOLDEN WEST FINANCIAL CORP             COMMON SHS      381317106        34        543    SHARED   A        543         0         0
GOLDMAN SACHS GROUP INC                COMMON SHS      38141G104      2716      41130    SHARED   9      41130         0         0
GOLDMAN SACHS GROUP INC                COMMON SHS      38141G104     27680     419200    SHARED   A     334200         0     85000
GOODRICH CORP                          COMMON SHS      382388106        13        700    SHARED   9        700         0         0
GOODRICH CORP                          COMMON SHS      382388106      6168     326700    SHARED   A     163700         0    163000
GOODYEAR TIRE & RUBBER CO              COMMON SHS      382550101       300      33700    SHARED          33700         0         0
GOODYEAR TIRE & RUBBER CO              COMMON SHS      382550101      2263     254600    SHARED   2     254600         0         0
GOODYEAR TIRE & RUBBER CO              COMMON SHS      382550101        66       7476    SHARED   3       7476         0         0
GOODYEAR TIRE & RUBBER CO              COMMON SHS      382550101        57       6382    SHARED   9       6382         0         0
GOODYEAR TIRE & RUBBER CO              COMMON SHS      382550101         5        600    SHARED   A        600         0         0
GOODYS FAMILY CLOTHING INC             COMMON SHS      382588101      5279    1118500    SHARED   2    1118500         0         0
GOODYS FAMILY CLOTHING INC             COMMON SHS      382588101      1877     397700    SHARED   8     397700         0         0
GRACO INC                              COMMON SHS      384109104     33864    1365500    SHARED   4    1365500         0         0
GRACO INC                              COMMON SHS      384109104        71       2850    SHARED   6          0         0      2850
GRACO INC                              COMMON SHS      384109104       167       6750    SHARED   9       6750         0         0
GRAFTECH INTERNATIONAL LTD             COMMON SHS      384313102       539      74300    SHARED          74300         0         0
GRAFTECH INTERNATIONAL LTD             COMMON SHS      384313102      7650    1055200    SHARED   5    1055200         0         0
GRAINGER W W INC                       COMMON SHS      384802104        34        800    SHARED   6          0         0       800
GRAINGER W W INC                       COMMON SHS      384802104     21275     500000    SHARED   7     500000         0         0
GRAINGER W W INC                       COMMON SHS      384802104       696      16366    SHARED   9      16366         0         0
GRAINGER W W INC                       COMMON SHS      384802104        13        300    SHARED   A        300         0         0
GRANITE CONSTRUCTION INC               COMMON SHS      387328107      9896     600500    SHARED   A     600500         0         0
GRANT PRIDECO INC                      COMMON SHS      38821G101         3        385    SHARED   6          0         0       385
GRANT PRIDECO INC                      COMMON SHS      38821G101        15       1740    SHARED   9       1740         0         0
GRANT PRIDECO INC                      COMMON SHS      38821G101       356      41700    SHARED   A      41700         0         0
GREAT LAKES CHEMICAL CORP              COMMON SHS      390568103       129       5377    SHARED   6          0         0      5377
GREAT LAKES CHEMICAL CORP              COMMON SHS      390568103        96       4000    SHARED   9       4000         0         0
GREAT LAKES CHEMICAL CORP              COMMON SHS      390568103         5        200    SHARED   A        200         0         0
GREAT PLAINS ENERGY INC                COMMON SHS      391164100        38       2000    SHARED   9       2000         0         0
GREAT PLAINS ENERGY INC                COMMON SHS      391164100      5745     300000    SHARED   A     300000         0         0
GREATER BAY BANCORP INC                COMMON SHS      391648102       160       8820    SHARED   6          0         0      8820
GREATER BAY BANCORP INC                COMMON SHS      391648102       964      53000    SHARED   A      53000         0         0
GREEN MOUNTAIN POWER CORP              COMMON SHS      393154109      4168     235500    SHARED   4     235500         0         0
GREEN MOUNTAIN POWER CORP              COMMON SHS      393154109        16        890    SHARED   9        890         0         0
GREENPOINT FINANCIAL CORP              COMMON SHS      395384100     97234    2329520    SHARED   5    2329520         0         0
GREENPOINT FINANCIAL CORP              COMMON SHS      395384100       250       6000    SHARED   9       6000         0         0
GREY WOLF INC                          COMMON SHS      397888108     46972   13047879    SHARED   A   13047879         0         0
GRIFFIN LAND & NURSERIES INC           COMMON SHS      398231100      2452     183000    SHARED   4     183000         0         0
GRIFFIN LAND & NURSERIES INC           COMMON SHS      398231100         0         14    SHARED   9         14         0         0
GRUPO TELEVISA SA DE CV                AMER DEP RECPT  40049J206      2020      79250    SHARED   9      79250         0         0
GRUPO AEROPORTUARIO DEL SURESTE SA DE  AMER DEP RECPT  40051E202     12195    1108680    SHARED   2    1108680         0         0
GRUPO AEROPORTUARIO DEL SURESTE SA DE  AMER DEP RECPT  40051E202        53       4789    SHARED   3       4789         0         0
GUANGSHEN RAILWAY COMPANY LIMITED      AMER DEP RECPT  40065W107      2992     340810    SHARED   2      41860         0    298950
GUANGSHEN RAILWAY COMPANY LIMITED      AMER DEP RECPT  40065W107      3995     455000    SHARED   8     455000         0         0
GUCCI GROUP NV                         NEW YORK SHARES 401566104     27451     325215    SHARED   1     325115         0       100
GUCCI GROUP NV                         NEW YORK SHARES 401566104      5320      63030    SHARED   2      63030         0         0
GUCCI GROUP NV                         NEW YORK SHARES 401566104       127       1500    SHARED   9       1500         0         0
GUIDANT CORP                           COMMON SHS      401698105       120       3700    SHARED   6          0         0      3700
GUIDANT CORP                           COMMON SHS      401698105       462      14290    SHARED   9      14290         0         0
GUIDANT CORP                           COMMON SHS      401698105     10379     321245    SHARED   A     201245         0    120000
GULF ISLAND FABRICATION INC            COMMON SHS      402307102       148      12600    SHARED   A      12600         0         0
GYMBOREE INC                           COMMON SHS      403777105      9497     582300    SHARED   A     582300         0         0
H & Q HEALTHCARE INVESTORS FUND        CLOSE END MUT F 404052102      2115     150000    SHARED   4     150000         0         0
HCA INC                                COMMON SHS      404119109     25232     529975    SHARED   1     529775         0       200
HCA INC                                COMMON SHS      404119109      9384     197099    SHARED   8     197099         0         0
HCA INC                                COMMON SHS      404119109       228       4792    SHARED   9       4792         0         0
HCA INC                                COMMON SHS      404119109      8838     185635    SHARED   A     170835         0     14800
HDFC BANK LTD                          AMER DEP RECPT  40415F101       199      14000    SHARED          14000         0         0
HNC SOFTWARE INC                       COMMON SHS      40425P107       202      11909    SHARED   6          0         0     11909
HSBC HOLDINGS PLC                      AMER DEP RECPT  404280406      3861      75000    SHARED          75000         0         0
HSBC HOLDINGS PLC                      AMER DEP RECPT  404280406      5457     106008    SHARED   2     105243         0       765
HSBC HOLDINGS PLC                      AMER DEP RECPT  404280406     20259     393531    SHARED   3     393531         0         0
HSBC HOLDINGS PLC                      AMER DEP RECPT  404280406        77       1503    SHARED   6          0         0      1503
HSBC HOLDINGS PLC                      AMER DEP RECPT  404280406      5360     104120    SHARED   8     104120         0         0
HSBC HOLDINGS PLC                      AMER DEP RECPT  404280406      7980     155015    SHARED   9     155015         0         0
HAGGAR CORP                            COMMON SHS      405173105      6101     572900    SHARED   4     572900         0         0
HAIN CELESTIAL GROUP INC               COMMON SHS      405217100       218      14900    SHARED   9      14900         0         0
HALLIBURTON CO                         COMMON SHS      406216101       275      21333    SHARED   9      21333         0         0
HALLIBURTON CO                         COMMON SHS      406216101        21       1601    SHARED   A       1601         0         0
JOHN HANCOCK BANK & THRIFT OPPORTUNITY CLOSE END MUT F 409735107     12540    1650000    SHARED   4    1650000         0         0
JOHN HANCOCK BANK & THRIFT OPPORTUNITY CLOSE END MUT F 409735107        43       5700    SHARED   9       5700         0         0
HANCOCK HOLDING CO                     COMMON SHS      410120109      3683      78400    SHARED   4      78400         0         0
HANDLEMAN CO                           COMMON SHS      410252100     16150    1765000    SHARED   4    1765000         0         0
HANOVER COMPRESSOR CO                  CONVERTIBLE BD  410768AC9     14450   20000000    SHARED   A   20000000         0         0
HANSON PLC                             AMER DEP RECPT  411352404      8311     323147    SHARED   3     323147         0         0
HANSON PLC                             AMER DEP RECPT  411352404        44       1720    SHARED   6          0         0      1720
HARDINGE INC                           COMMON SHS      412324303      5799     761000    SHARED   4     761000         0         0
HARLEY-DAVIDSON INC                    COMMON SHS      412822108      9290     200000    SHARED   7     200000         0         0
HARLEY-DAVIDSON INC                    COMMON SHS      412822108      1294      27850    SHARED   9      27850         0         0
HARLEY-DAVIDSON INC                    COMMON SHS      412822108        46       1000    SHARED   A       1000         0         0
HARLEYSVILLE GROUP INC                 COMMON SHS      412824104      4919     187400    SHARED   4     187400         0         0
HARLEYSVILLE GROUP INC                 COMMON SHS      412824104        32       1200    SHARED   9       1200         0         0
HARMONIC INC                           COMMON SHS      413160102        32      18000    SHARED   9      18000         0         0
HARSCO CORP                            COMMON SHS      415864107       618      22733    SHARED   A      22733         0         0
HARTE HANKS INC                        COMMON SHS      416196103       977      52500    SHARED   9      52500         0         0
HARTFORD FINANCIAL SERVICES GROUP INC  COMMON SHS      416515104      3501      85400    SHARED   5      85400         0         0
HARTFORD FINANCIAL SERVICES GROUP INC  COMMON SHS      416515104       103       2500    SHARED   6          0         0      2500
HARTFORD FINANCIAL SERVICES GROUP INC  COMMON SHS      416515104     24110     588037    SHARED   9     588037         0         0
HARTFORD FINANCIAL SERVICES GROUP INC  COMMON SHS      416515104      5871     143200    SHARED   A     143200         0         0
HARTMARX CORP                          COMMON SHS      417119104      4247    2166900    SHARED   A    2166900         0         0
HARVARD INDUSTRIES INC                 COMMON SHS      417434503         6     903584    SHARED   A     903584         0         0
HASBRO INC                             COMMON SHS      418056107        75       6780    SHARED   2       6780         0         0
HASBRO INC                             COMMON SHS      418056107     20034    1800000    SHARED   4    1800000         0         0
HASBRO INC                             COMMON SHS      418056107      6678     600000    SHARED   7     600000         0         0
HASBRO INC                             COMMON SHS      418056107         8        700    SHARED   A        700         0         0
HAVERTY FURNITURE COS INC              COMMON SHS      419596101     11500     920000    SHARED   4     920000         0         0
HAWAIIAN ELECTRIC INC                  COMMON SHS      419870100         9        200    SHARED   9        200         0         0
HAWAIIAN ELECTRIC INC                  COMMON SHS      419870100     52298    1213400    SHARED   A    1213400         0         0
HAWTHORNE FINL CORP                    COMMON SHS      420542102      1608      60896    SHARED   5      60896         0         0
HEALTHCARE SERVICES GROUP INC          COMMON SHS      421906108      2489     182500    SHARED   4     182500         0         0
HEALTHCARE SERVICES GROUP INC          COMMON SHS      421906108      2714     198975    SHARED   8     198975         0         0
HEALTH CARE PROPERTY INVESTORS INC     REAL EST INV TR 421915109      1960      46020    SHARED          46020         0         0
HEALTH CARE PROPERTY INVESTORS INC     REAL EST INV TR 421915109        26        600    SHARED   8        600         0         0
HEALTH CARE PROPERTY INVESTORS INC     REAL EST INV TR 421915109      2284      53625    SHARED   9      53625         0         0
HEALTH CARE PROPERTY INVESTORS INC     REAL EST INV TR 421915109     12780     300000    SHARED   A     300000         0         0
HEALTHSOUTH CORP                       COMMON SHS      421924101       105      25400    SHARED   9      25400         0         0
HEALTHSOUTH CORP                       COMMON SHS      421924101         6       1400    SHARED   A       1400         0         0
HEALTH MANAGEMENT ASSOCIATES INC       COMMON SHS      421933102      4564     225736    SHARED   9     225736         0         0
HEALTH MANAGEMENT ASSOCIATES INC       COMMON SHS      421933102        16        800    SHARED   A        800         0         0
HEADWATERS INC                         COMMON SHS      42210P102      6396     462800    SHARED   A     462800         0         0
HEALTH NET INC                         COMMON SHS      42222G108     29373    1369373    SHARED   5    1369373         0         0
HECLA MINING CO                        COMMON SHS      422704106     11121    3115000    SHARED   A    3115000         0         0
HEICO CORP                             COMMON SHS      422806109        18       1564    SHARED   6          0         0      1564
HEICO CORP                             COMMON SHS      422806109        31       2737    SHARED   9       2737         0         0
HEICO CORP                             COMMON SHS      422806109       105       9300    SHARED   A       9300         0         0
HEIDRICK & STRUGGLES INTERNATIONAL INC COMMON SHS      422819102      9742     641328    SHARED   A     641328         0         0
H J HEINZ CO                           COMMON SHS      423074103     26681     799550    SHARED         799550         0         0
H J HEINZ CO                           COMMON SHS      423074103    225117    6746079    SHARED   1    6746079         0         0
H J HEINZ CO                           COMMON SHS      423074103       868      26000    SHARED   6          0         0     26000
H J HEINZ CO                           COMMON SHS      423074103        33       1000    SHARED   8       1000         0         0
H J HEINZ CO                           COMMON SHS      423074103     16984     508946    SHARED   9     508946         0         0
H J HEINZ CO                           COMMON SHS      423074103        40       1200    SHARED   A       1200         0         0
HELMERICH & PAYNE INC                  COMMON SHS      423452101       318       9300    SHARED   9       9300         0         0
JACK HENRY & ASSOCIATES INC            COMMON SHS      426281101      6177     496964    SHARED   6          0         0    496964
JACK HENRY & ASSOCIATES INC            COMMON SHS      426281101       254      20400    SHARED   9      20400         0         0
JACK HENRY & ASSOCIATES INC            COMMON SHS      426281101     17682    1422500    SHARED   A    1422500         0         0
HERCULES INC                           COMMON SHS      427056106       608      66025    SHARED   A      66025         0         0
HERSHEY FOODS CORP                     COMMON SHS      427866108     53065     855200    SHARED   5     855200         0         0
HERSHEY FOODS CORP                     COMMON SHS      427866108     16021     258200    SHARED   7     258200         0         0
HERSHEY FOODS CORP                     COMMON SHS      427866108       984      15859    SHARED   9      15859         0         0
HERSHEY FOODS CORP                     COMMON SHS      427866108        27        439    SHARED   A        439         0         0
HEWITT ASSOCIATES, INC.                COMMON SHS      42822Q100        24        800    SHARED   9        800         0         0
HEWITT ASSOCIATES, INC.                COMMON SHS      42822Q100      6605     223600    SHARED   A     223600         0         0
HEWLETT PACKARD CO                     COMMON SHS      428236103     14532    1245261    SHARED        1245261         0         0
HEWLETT PACKARD CO                     COMMON SHS      428236103    196728   16857564    SHARED   1   16855594         0      1970
HEWLETT PACKARD CO                     COMMON SHS      428236103     10984     941210    SHARED   2     941210         0         0
HEWLETT PACKARD CO                     COMMON SHS      428236103       698      59770    SHARED   3      59770         0         0
HEWLETT PACKARD CO                     COMMON SHS      428236103      1237     106000    SHARED   4     106000         0         0
HEWLETT PACKARD CO                     COMMON SHS      428236103      1125      96380    SHARED   6          0         0     96380
HEWLETT PACKARD CO                     COMMON SHS      428236103     13027    1116250    SHARED   7    1116250         0         0
HEWLETT PACKARD CO                     COMMON SHS      428236103      3228     276601    SHARED   8     276601         0         0
HEWLETT PACKARD CO                     COMMON SHS      428236103     10111     866447    SHARED   9     866447         0         0
HEWLETT PACKARD CO                     COMMON SHS      428236103     20495    1756206    SHARED   A    1756206         0         0
HIBERNIA CORP                          COMMON SHS      428656102      2229     111500    SHARED   5     111500         0         0
HIGH INCOME OPPORTUNITY FUND           CLOSE END MUT F 42967Q105      6259    1043100    SHARED   4    1043100         0         0
HIGH INCOME OPPORTUNITY FUND           CLOSE END MUT F 42967Q105        22       3651    SHARED   9       3651         0         0
HIGH YIELD INCOME FUND INC             CLOSE END MUT F 429904105       693     151000    SHARED   4     151000         0         0
HIGH YIELD INCOME FUND INC             CLOSE END MUT F 429904105         9       2000    SHARED   9       2000         0         0
HIGH YIELD PLUS FUND                   CLOSE END MUT F 429906100        44      14500    SHARED   9      14500         0         0
HIGHWOODS PROPERTIES INC               REAL EST INV TR 431284108      2110      90155    SHARED          90155         0         0
HIGHWOODS PROPERTIES INC               REAL EST INV TR 431284108      3561     152200    SHARED   8     152200         0         0
HILLENBRAND INDUSTRIES INC             COMMON SHS      431573104     18734     345000    SHARED   4     345000         0         0
HILLENBRAND INDUSTRIES INC             COMMON SHS      431573104       109       2000    SHARED   6          0         0      2000
HILTON HOTELS CORP                     COMMON SHS      432848109       317      27870    SHARED   6          0         0     27870
HILTON HOTELS CORP                     COMMON SHS      432848109        60       5262    SHARED   9       5262         0         0
HILTON HOTELS CORP                     COMMON SHS      432848109      3766     330900    SHARED   A     330900         0         0
HITACHI LTD                            AMER DEP RECPT  433578507      9657     194857    SHARED   3     194857         0         0
HITACHI LTD                            AMER DEP RECPT  433578507         9        180    SHARED   6          0         0       180
HITACHI LTD                            AMER DEP RECPT  433578507       576      11630    SHARED   8      11630         0         0
HITACHI LTD                            AMER DEP RECPT  433578507       130       2630    SHARED   9       2630         0         0
HISPANIC BROADCASTING CORP             COMMON SHS      43357B104      4290     230000    SHARED   5     230000         0         0
HISPANIC BROADCASTING CORP             COMMON SHS      43357B104     86484    4637200    SHARED   A    4637200         0         0
HOLLINGER INTERNATIONAL INC            COMMON SHS      435569108       982     108000    SHARED         108000         0         0
HOLLINGER INTERNATIONAL INC            COMMON SHS      435569108      6311     694280    SHARED   2     694280         0         0
HOLLINGER INTERNATIONAL INC            COMMON SHS      435569108      1605     176620    SHARED   8     176620         0         0
HOLLINGER INTERNATIONAL INC            COMMON SHS      435569108        23       2500    SHARED   9       2500         0         0
HOLLY CORP                             COMMON SHS      435758305      2296     135200    SHARED   4     135200         0         0
HOME DEPOT INC                         COMMON SHS      437076102        47       1799    SHARED              0         0      1799
HOME DEPOT INC                         COMMON SHS      437076102        15        575    SHARED   6          0         0       575
HOME DEPOT INC                         COMMON SHS      437076102      3065     117425    SHARED   8     117425         0         0
HOME DEPOT INC                         COMMON SHS      437076102     53157    2036676    SHARED   9    2036676         0         0
HOME DEPOT INC                         COMMON SHS      437076102     44049    1687694    SHARED   A    1342694         0    345000
HONDA MOTOR CO LTD                     AMER DEP RECPT  438128308      2742     138000    SHARED   8     138000         0         0
HONDA MOTOR CO LTD                     AMER DEP RECPT  438128308      1150      57890    SHARED   A      57890         0         0
HONEYWELL INTERNATIONAL INC            COMMON SHS      438516106      7921     365688    SHARED         363000         0      2688
HONEYWELL INTERNATIONAL INC            COMMON SHS      438516106      1267      58500    SHARED   4      58500         0         0
HONEYWELL INTERNATIONAL INC            COMMON SHS      438516106      1453      67084    SHARED   6          0         0     67084
HONEYWELL INTERNATIONAL INC            COMMON SHS      438516106        63       2900    SHARED   8       2900         0         0
HONEYWELL INTERNATIONAL INC            COMMON SHS      438516106     61751    2850936    SHARED   9    2850936         0         0
HONEYWELL INTERNATIONAL INC            COMMON SHS      438516106     16956     782840    SHARED   A     682840         0    100000
HOSPITALITY PROPERTIES TRUST           REAL EST INV TR 44106M102       876      26450    SHARED   9      26450         0         0
HOST MARRIOTT CORP                     REAL EST INV TR 44107P104      1087     117165    SHARED   6          0         0    117165
HOST MARRIOTT CORP                     REAL EST INV TR 44107P104        10       1110    SHARED   9       1110         0         0
HOST MARRIOTT CORP                     REAL EST INV TR 44107P104     12741    1373000    SHARED   A    1373000         0         0
HOT TOPIC INC                          COMMON SHS      441339108     12810     710500    SHARED   A     710500         0         0
HOUSEHOLD INTERNATIONAL INC            COMMON SHS      441815107       846      29892    SHARED   9      29892         0         0
HOUSEHOLD INTERNATIONAL INC            COMMON SHS      441815107        43       1533    SHARED   A       1533         0         0
HUBBELL INC                            COMMON SHS      443510201       597      20524    SHARED   9      20524         0         0
HUMANA INC                             COMMON SHS      444859102     65070    5247600    SHARED   1    5247600         0         0
HUMANA INC                             COMMON SHS      444859102         3        263    SHARED   6          0         0       263
HUMANA INC                             COMMON SHS      444859102         7        600    SHARED   A        600         0         0
HUMAN GENOME SCIENCES INC              COMMON SHS      444903108      4165     345320    SHARED   9     345320         0         0
HUMAN GENOME SCIENCES INC              COMMON SHS      444903108      4557     377900    SHARED   A     377900         0         0
HUTCHINSON TECHNOLOGY INC              COMMON SHS      448407106     12920     800000    SHARED   4     800000         0         0
HYDRIL CO                              COMMON SHS      448774109     12283     493700    SHARED   A     493700         0         0
ICN PHARMACEUTICALS INC                COMMON SHS      448924100      2252     248600    SHARED   2     248600         0         0
ICN PHARMACEUTICALS INC                COMMON SHS      448924100        43       4787    SHARED   3       4787         0         0
ICN PHARMACEUTICALS INC                COMMON SHS      448924100      1631     180000    SHARED   4     180000         0         0
ICN PHARMACEUTICALS INC                COMMON SHS      448924100     43882    4843453    SHARED   5    4843453         0         0
ICN PHARMACEUTICALS INC                COMMON SHS      448924100      4308     475537    SHARED   8     475537         0         0
ICN PHARMACEUTICALS INC                COMMON SHS      448924100     22953    2533451    SHARED   A    2508451         0     25000
ICN PHARMACEUTICALS INC                CONVERTIBLE BD  448924AM2     32838   50230000    SHARED   A   50230000         0         0
HYPERION SOLUTIONS CORP                COMMON SHS      44914M104         8        447    SHARED   9        447         0         0
HYPERION SOLUTIONS CORP                COMMON SHS      44914M104      2804     152800    SHARED   A     152800         0         0
IDEC PHARMACEUTICALS CORP              COMMON SHS      449370105       698      16800    SHARED   9      16800         0         0
IDEC PHARMACEUTICALS CORP              COMMON SHS      449370105     66372    1598550    SHARED   A    1592550         0      6000
IMS HEALTH INC                         COMMON SHS      449934108       126       8404    SHARED   6          0         0      8404
IMS HEALTH INC                         COMMON SHS      449934108      7485     500000    SHARED   7     500000         0         0
IMS HEALTH INC                         COMMON SHS      449934108      2566     171386    SHARED   9     171386         0         0
IMS HEALTH INC                         COMMON SHS      449934108        15       1000    SHARED   A       1000         0         0
INVERSIONES Y REPRESENTACION SA        GLBL DEP RECPT  450047204     19610    3470731    SHARED   1    3461378         0      9353
ISTAR FINANCIAL INC                    REAL EST INV TR 45031U101     24815     888800    SHARED   5     888800         0         0
ISTAR FINANCIAL INC                    REAL EST INV TR 45031U101      2000      71628    SHARED   6          0         0     71628
ISTAR FINANCIAL INC                    REAL EST INV TR 45031U101       754      27000    SHARED   9      27000         0         0
ISTAR FINANCIAL INC                    REAL EST INV TR 45031U101     33158    1187600    SHARED   A    1187600         0         0
ITLA CAPITAL CORP                      COMMON SHS      450565106     20719     686300    SHARED   5     686300         0         0
IXIA                                   COMMON SHS      45071R109      3177     774866    SHARED   6          0         0    774866
IXIA                                   COMMON SHS      45071R109      1473     359300    SHARED   A     359300         0         0
ITT INDUSTRIES INC                     COMMON SHS      450911102       744      11929    SHARED   9      11929         0         0
ITT INDUSTRIES INC                     COMMON SHS      450911102     77308    1240300    SHARED   A    1240300         0         0
ICICI BANK LTD                         AMER DEP RECPT  45104G104     26058    4350242    SHARED   2    3801867         0    548375
ICICI BANK LTD                         AMER DEP RECPT  45104G104       839     140000    SHARED   9     140000         0         0
IGATE CORP                             COMMON SHS      45169U105       180      65000    SHARED   9      65000         0         0
IKON OFFICE SOLUTIONS INC              COMMON SHS      451713101         1        171    SHARED   6          0         0       171
IKON OFFICE SOLUTIONS INC              COMMON SHS      451713101       236      30000    SHARED   9      30000         0         0
ILEX ONCOLOGY INC                      COMMON SHS      451923106        50      10587    SHARED   6          0         0     10587
ILLINOIS TOOL WORKS INC                COMMON SHS      452308109        93       1600    SHARED   6          0         0      1600
ILLINOIS TOOL WORKS INC                COMMON SHS      452308109     29165     500000    SHARED   7     500000         0         0
ILLINOIS TOOL WORKS INC                COMMON SHS      452308109      3445      59053    SHARED   9      59053         0         0
ILLINOIS TOOL WORKS INC                COMMON SHS      452308109        58       1000    SHARED   A       1000         0         0
IMAGISTICS INTERNATIONAL INC           COMMON SHS      45247T104         2        105    SHARED   6          0         0       105
IMAGISTICS INTERNATIONAL INC           COMMON SHS      45247T104       694      40000    SHARED   7      40000         0         0
IMAGISTICS INTERNATIONAL INC           COMMON SHS      45247T104        65       3731    SHARED   9       3731         0         0
IMPERIAL CHEMICAL INDUSTRIES PLC       AMER DEP RECPT  452704505     17755    1352269    SHARED   3    1352269         0         0
IMPERIAL CHEMICAL INDUSTRIES PLC       AMER DEP RECPT  452704505        75       5681    SHARED   6          0         0      5681
IMPERIAL OIL LTD                       ORDINARY SHS    453038408      2932      63887    SHARED   8      51850         0     12037
IMPERIAL OIL LTD                       COMMON SHS      453038408       178       6150    SHARED   9       6150         0         0
INDYMAC BANCORP INC                    REAL EST INV TR 456607100       410      21300    SHARED   9      21300         0         0
INFORMATICA CORP                       COMMON SHS      45666Q102      3174    1023766    SHARED   6          0         0   1023766
INFORMATICA CORP                       COMMON SHS      45666Q102     13894    4481800    SHARED   A    4481800         0         0
INFORTE CORP                           COMMON SHS      45677R107      1455     284120    SHARED   A     284120         0         0
INFOSYS TECHNOLOGIES LTD               AMER DEP RECPT  456788108      1604      29600    SHARED   9      29600         0         0
ING GROEP NV                           AMER DEP RECPT  456837103     11989     853888    SHARED   3     853888         0         0
ING GROEP NV                           AMER DEP RECPT  456837103        46       3259    SHARED   6          0         0      3259
ING GROEP NV                           AMER DEP RECPT  456837103      2948     209974    SHARED   8     209974         0         0
ING GROEP NV                           AMER DEP RECPT  456837103       453      32230    SHARED   9      32230         0         0
INSIGHT COMMUNICATIONS INC             COMMON SHS      45768V108     23467    2542500    SHARED   A    2542500         0         0
INNKEEPERS USA TRUST                   CONVERT PREF    4576J0302     49406    2125000    SHARED   A    2125000         0         0
INSTEEL INDUSTRIES INC                 COMMON SHS      45774W108       527     810000    SHARED   4     810000         0         0
INSTINET GROUP INC                     COMMON SHS      457750107       226      72896    SHARED   6          0         0     72896
INTEGRA LIFESCIENCES HOLDINGS CORP     COMMON SHS      457985208      2215     139400    SHARED   A     139400         0         0
INSURED MUNICIPAL INCOME FUND          OPEN END MUT FD 45809F104       287      19800    SHARED   9      19800         0         0
INTEGRATED DEVICE TECHNOLOGY INC       COMMON SHS      458118106     19669    1883960    SHARED   5    1883960         0         0
INTEGRATED DEVICE TECHNOLOGY INC       COMMON SHS      458118106        84       8000    SHARED   9       8000         0         0
INTEGRATED DEVICE TECHNOLOGY INC       COMMON SHS      458118106     24657    2361740    SHARED   A    2361740         0         0
INTEGRATED CIRCUIT SYSTEMS INC         COMMON SHS      45811K208        34       2196    SHARED              0         0      2196
INTEGRATED CIRCUIT SYSTEMS INC         COMMON SHS      45811K208     14838     945115    SHARED   6          0         0    945115
INTEGRATED CIRCUIT SYSTEMS INC         COMMON SHS      45811K208      4366     278100    SHARED   9     278100         0         0
INTEGRATED CIRCUIT SYSTEMS INC         COMMON SHS      45811K208     77924    4963300    SHARED   A    4963300         0         0
INTEGRATED SILICON SOLUTION INC        COMMON SHS      45812P107       873     292900    SHARED   A     292900         0         0
INTEL CORP                             COMMON SHS      458140100        90       6495    SHARED              0         0      6495
INTEL CORP                             COMMON SHS      458140100      1851     133240    SHARED   2     133240         0         0
INTEL CORP                             COMMON SHS      458140100        42       3050    SHARED   6          0         0      3050
INTEL CORP                             COMMON SHS      458140100     11112     800000    SHARED   7     800000         0         0
INTEL CORP                             COMMON SHS      458140100    109776    7903248    SHARED   9    7903248         0         0
INTEL CORP                             COMMON SHS      458140100     65059    4683870    SHARED   A    4293870         0    390000
INTELLICORP INC                        COMMON SHS      458153103         0      20000    SHARED   9      20000         0         0
INTEGRATED DEFENSE TECHNOLOGY INC      COMMON SHS      45819B101       217      11000    SHARED   9      11000         0         0
INTER-TEL INC                          COMMON SHS      458372109      5714     280800    SHARED   9     280800         0         0
INTER-TEL INC                          COMMON SHS      458372109         8        400    SHARED   A        400         0         0
INTERMUNE INC                          COMMON SHS      45884X103     61623    1877600    SHARED   A    1863000         0     14600
INTERMUNE INC                          CONVERTIBLE BD  45884XAA1     28217   25364000    SHARED   A   25364000         0         0
INTERNATIONAL BUSINESS MACHINES CORP   COMMON SHS      459200101       905      15500    SHARED   4      15500         0         0
INTERNATIONAL BUSINESS MACHINES CORP   COMMON SHS      459200101     32698     560000    SHARED   7     560000         0         0
INTERNATIONAL BUSINESS MACHINES CORP   COMMON SHS      459200101      6429     110110    SHARED   8     110110         0         0
INTERNATIONAL BUSINESS MACHINES CORP   COMMON SHS      459200101    162259    2778890    SHARED   9    2778890         0         0
INTERNATIONAL BUSINESS MACHINES CORP   COMMON SHS      459200101     64069    1097268    SHARED   A     972268         0    125000
INTL FLAVORS & FRAGRANCES INC          COMMON SHS      459506101     15925     500000    SHARED   7     500000         0         0
INTL FLAVORS & FRAGRANCES INC          COMMON SHS      459506101      4820     151324    SHARED   9     151324         0         0
INTL FLAVORS & FRAGRANCES INC          COMMON SHS      459506101        10        300    SHARED   A        300         0         0
INTERNATIONAL GAME TECHNOLOGY          COMMON SHS      459902102       516       7459    SHARED   9       7459         0         0
INTERNATIONAL GAME TECHNOLOGY          COMMON SHS      459902102        21        300    SHARED   A        300         0         0
INTERNATIONAL PAPER CO                 COMMON SHS      460146103      2446      73260    SHARED          73260         0         0
INTERNATIONAL PAPER CO                 COMMON SHS      460146103    217204    6505061    SHARED   1    6504441         0       620
INTERNATIONAL PAPER CO                 COMMON SHS      460146103      6601     197700    SHARED   2     197700         0         0
INTERNATIONAL PAPER CO                 COMMON SHS      460146103      1455      43565    SHARED   3      43565         0         0
INTERNATIONAL PAPER CO                 COMMON SHS      460146103      1169      35000    SHARED   4      35000         0         0
INTERNATIONAL PAPER CO                 COMMON SHS      460146103      2925      87594    SHARED   9      87594         0         0
INTERNATIONAL PAPER CO                 COMMON SHS      460146103        91       2736    SHARED   A       2736         0         0
INTL RECTIFIER CORP                    COMMON SHS      460254105      7345     470200    SHARED   A     470200         0         0
INTL RECTIFIER CORP                    CONVERTIBLE BD  460254AE5         8      10000    SHARED   9      10000         0         0
INTL RECTIFIER CORP                    CONVERTIBLE BD  460254AE5     13970   17740000    SHARED   A   17740000         0         0
INTERNATIONAL SHIPHOLDING CORP         COMMON SHS      460321201      3949     576500    SHARED   4     576500         0         0
INTERPUBLIC GROUP OF COMPANIES INC     COMMON SHS      460690100     34284    2163000    SHARED   1    2162400         0       600
INTERPUBLIC GROUP OF COMPANIES INC     COMMON SHS      460690100      5065     319542    SHARED   2     319542         0         0
INTERPUBLIC GROUP OF COMPANIES INC     COMMON SHS      460690100        64       4039    SHARED   3       4039         0         0
INTERPUBLIC GROUP OF COMPANIES INC     COMMON SHS      460690100        16       1000    SHARED   6          0         0      1000
INTERPUBLIC GROUP OF COMPANIES INC     COMMON SHS      460690100      1315      82950    SHARED   8      82950         0         0
INTERPUBLIC GROUP OF COMPANIES INC     COMMON SHS      460690100     10674     673455    SHARED   9     673455         0         0
INTERPUBLIC GROUP OF COMPANIES INC     COMMON SHS      460690100      2899     182900    SHARED   A     182900         0         0
INTERPUBLIC GROUP OF COMPANIES INC     CONVERTIBLE BD  460690AF7      1122    1350000    SHARED   9    1350000         0         0
INTERSIL CORP                          COMMON SHS      46069S109     55693    4297324    SHARED   A    4297324         0         0
INTRAWEST CORP                         ORDINARY SHS    460915200       674      30200    SHARED   2      30200         0         0
INTRAWEST CORP                         COMMON SHS      460915200       350      24800    SHARED   4      24800         0         0
INTRAWEST CORP                         ORDINARY SHS    460915200      1960      87770    SHARED   8      87770         0         0
INTRAWEST CORP                         COMMON SHS      460915200      4478     316900    SHARED   9     316900         0         0
INTRAWEST CORP                         COMMON SHS      460915200         7        500    SHARED   A        500         0         0
INTERTAPE POLYMER GROUP INC            ORDINARY SHS    460919103      1160      96600    SHARED   2      96600         0         0
INTERTAPE POLYMER GROUP INC            ORDINARY SHS    460919103      4325     360100    SHARED   8     360100         0         0
INTERWOVEN INC                         COMMON SHS      46114T102        57      28520    SHARED   6          0         0     28520
INTERWOVEN INC                         COMMON SHS      46114T102      4357    2169600    SHARED   A    2169600         0         0
INTIER AUTOMOTIVE INC                  ORDINARY SHS    46115N104      6966     253300    SHARED   8     253300         0         0
INTUIT INC                             COMMON SHS      461202103     47274    1038300    SHARED   1    1038300         0         0
INTUIT INC                             COMMON SHS      461202103      1748      38400    SHARED   9      38400         0         0
INTUIT INC                             COMMON SHS      461202103     96931    2128950    SHARED   A    2128950         0         0
INVERESK RESEARCH GROUP INC            COMMON SHS      461238107       473      25000    SHARED   9      25000         0         0
INVESTMENT TECHNOLOGY GROUP INC        COMMON SHS      46145F105      2932     100206    SHARED   6          0         0    100206
INVESTMENT TECHNOLOGY GROUP INC        COMMON SHS      46145F105       644      22010    SHARED   9      22010         0         0
INVESTMENT TECHNOLOGY GROUP INC        COMMON SHS      46145F105     26627     910012    SHARED   A     910012         0         0
INVIVO CORP                            COMMON SHS      461858102      4052     301500    SHARED   4     301500         0         0
INVITROGEN CORP                        COMMON SHS      46185R100      3216      94400    SHARED   2      94400         0         0
INVITROGEN CORP                        COMMON SHS      46185R100        56       1638    SHARED   3       1638         0         0
INVITROGEN CORP                        COMMON SHS      46185R100       651      19096    SHARED   9      19096         0         0
INVITROGEN CORP                        COMMON SHS      46185R100     28174     826954    SHARED   A     826954         0         0
INVESTORS FINANCIAL SERVICES CORP      COMMON SHS      461915100       302      11168    SHARED   9      11168         0         0
INVESTORS FINANCIAL SERVICES CORP      COMMON SHS      461915100     32844    1213300    SHARED   A    1213300         0         0
IONICS INC                             COMMON SHS      462218108      9524     400000    SHARED   7     400000         0         0
IONICS INC                             COMMON SHS      462218108        52       2200    SHARED   9       2200         0         0
ISHARES MSCI EAFE INDEX FUND           CLOSE END MUT F 464287465       530       5570    SHARED   3       5570         0         0
I2 TECHNOLOGIES INC                    COMMON SHS      465754109      3956    7608600    SHARED   A    7608600         0         0
IVAX CORP                              COMMON SHS      465823102       109       8875    SHARED   9       8875         0         0
IVAX CORP                              COMMON SHS      465823102     39696    3235225    SHARED   A    3220225         0     15000
IVAX CORP                              CONVERTIBLE BD  465823AG7        77     100000    SHARED   9     100000         0         0
IVAX CORP                              CONVERTIBLE BD  465823AG7      3869    5000000    SHARED   A    5000000         0         0
JDN REALTY CORP                        REAL EST INV TR 465917102       284      23500    SHARED   9      23500         0         0
JDS UNIPHASE CORP                      COMMON SHS      46612J101        99      50642    SHARED   9      50642         0         0
JDS UNIPHASE CORP                      COMMON SHS      46612J101       691     354900    SHARED   A     354900         0         0
JLG INDUSTRIES INC                     COMMON SHS      466210101      2832     351800    SHARED   4     351800         0         0
JP MORGAN CHASE & CO                   COMMON SHS      46625H100     33707    1775000    SHARED   1    1775000         0         0
JP MORGAN CHASE & CO                   COMMON SHS      46625H100       668      35188    SHARED   6          0         0     35188
JP MORGAN CHASE & CO                   COMMON SHS      46625H100      6749     355419    SHARED   8     347925         0      7494
JP MORGAN CHASE & CO                   COMMON SHS      46625H100     15358     808752    SHARED   9     808752         0         0
JP MORGAN CHASE & CO                   COMMON SHS      46625H100     38072    2004858    SHARED   A    2004858         0         0
JABIL CIRCUIT INC                      COMMON SHS      466313103     30991    2096820    SHARED   1    2095020         0      1800
JABIL CIRCUIT INC                      COMMON SHS      466313103      1450      98095    SHARED   2      98095         0         0
JABIL CIRCUIT INC                      COMMON SHS      466313103      1107      74930    SHARED   3      74930         0         0
JABIL CIRCUIT INC                      COMMON SHS      466313103     26614    1800700    SHARED   A    1800700         0         0
JACK IN THE BOX INC                    COMMON SHS      466367109     57230    2510100    SHARED   A    2510100         0         0
JACOBS ENGINEERING GROUP               COMMON SHS      469814107       815      26400    SHARED   9      26400         0         0
JAKKS PACIFIC INC                      COMMON SHS      47012E106      1220     109700    SHARED   8     109700         0         0
JEFFERIES GROUP INC                    COMMON SHS      472319102        39       1032    SHARED              0         0      1032
JEFFERIES GROUP INC                    COMMON SHS      472319102     14076     368874    SHARED   9     368874         0         0
JEFFERIES GROUP INC                    COMMON SHS      472319102        23        600    SHARED   A        600         0         0
JEFFERSON PILOT CORP                   COMMON SHS      475070108        54       1350    SHARED   6          0         0      1350
JEFFERSON PILOT CORP                   COMMON SHS      475070108      1240      30913    SHARED   9      30913         0         0
JEFFERSON PILOT CORP                   COMMON SHS      475070108        18        450    SHARED   A        450         0         0
JOHNSON & JOHNSON                      COMMON SHS      478160104       966      17854    SHARED   6          0         0     17854
JOHNSON & JOHNSON                      COMMON SHS      478160104     53864     996000    SHARED   7     996000         0         0
JOHNSON & JOHNSON                      COMMON SHS      478160104      3979      73585    SHARED   8      73585         0         0
JOHNSON & JOHNSON                      COMMON SHS      478160104    232212    4293866    SHARED   9    4293866         0         0
JOHNSON & JOHNSON                      COMMON SHS      478160104     39709     734258    SHARED   A     540558         0    193700
JONES APPAREL GROUP INC                COMMON SHS      480074103         9        300    SHARED   9        300         0         0
JONES APPAREL GROUP INC                COMMON SHS      480074103     15074     491000    SHARED   A     491000         0         0
JONES LANG LASALLE INC                 COMMON SHS      48020Q107     16358     795600    SHARED   A     795600         0         0
JOY GLOBAL INC                         COMMON SHS      481165108     34118    4110562    SHARED   5    4110562         0         0
JUNIPER NETWORKS INC                   COMMON SHS      48203R104       130      27045    SHARED   9      27045         0         0
JUNIPER NETWORKS INC                   COMMON SHS      48203R104       269      56000    SHARED   A      56000         0         0
JUNIPER NETWORKS INC                   CONVERTIBLE BD  48203RAA2        97     141000    SHARED   9     141000         0         0
JUNIPER NETWORKS INC                   CONVERTIBLE BD  48203RAA2     11131   16250000    SHARED   A   16250000         0         0
KCS ENERGY INC                         COMMON SHS      482434206      2078    1385329    SHARED   9    1385329         0         0
KLA-TENCOR CORP                        COMMON SHS      482480100      1155      41350    SHARED   9      41350         0         0
KLA-TENCOR CORP                        COMMON SHS      482480100     65016    2327000    SHARED   A    2327000         0         0
KLM ROYAL DUTCH AIRLINES               NEW YORK SHARES 482516309      4150     500001    SHARED   7     500001         0         0
KT CORP                                AMER DEP RECPT  48268K101     19758     890786    SHARED         890786         0         0
KT CORP                                AMER DEP RECPT  48268K101    395927   17850645    SHARED   1   17837485         0     13160
KT CORP                                AMER DEP RECPT  48268K101    158402    7141661    SHARED   2    6833256         0    308405
KT CORP                                AMER DEP RECPT  48268K101     12121     546489    SHARED   3     546489         0         0
KT CORP                                AMER DEP RECPT  48268K101        45       2010    SHARED   6          0         0      2010
KT CORP                                AMER DEP RECPT  48268K101     65508    2953483    SHARED   8    2861183         0     92300
KT CORP                                AMER DEP RECPT  48268K101      8424     379820    SHARED   9     379820         0         0
KT CORP                                AMER DEP RECPT  48268K101      3456     155803    SHARED   A     155803         0         0
KANEB SERVICES LLC                     COMMON SHS      484173109     20399     997500    SHARED   4     997500         0         0
KANSAS CITY LIFE INSURANCE CO          COMMON SHS      484836101      5419     143200    SHARED   4     143200         0         0
KANSAS CITY LIFE INSURANCE CO          COMMON SHS      484836101        87       2300    SHARED   9       2300         0         0
KAYDON CORP                            COMMON SHS      486587108     10589     528400    SHARED   4     528400         0         0
KAYDON CORP                            COMMON SHS      486587108      1541      76900    SHARED   6          0         0     76900
KEANE INC                              COMMON SHS      486665102      8190    1213400    SHARED   A    1213400         0         0
KB HOME                                COMMON SHS      48666K109       366       7500    SHARED   9       7500         0         0
KB HOME                                COMMON SHS      48666K109        10        200    SHARED   A        200         0         0
KELLOGG CO                             COMMON SHS      487836108       679      20426    SHARED   9      20426         0         0
KELLOGG CO                             COMMON SHS      487836108        47       1400    SHARED   A       1400         0         0
KELLWOOD CO                            COMMON SHS      488044108      2069      90500    SHARED   2      90500         0         0
KELLWOOD CO                            COMMON SHS      488044108      2199      96200    SHARED   8      96200         0         0
KELLWOOD CO                            COMMON SHS      488044108        41       1800    SHARED   9       1800         0         0
KELLY SERVICES INC                     COMMON SHS      488152208     31422    1450000    SHARED   4    1450000         0         0
KELLY SERVICES INC                     COMMON SHS      488152208      6501     300000    SHARED   7     300000         0         0
KENTUCKY ELECTRIC STEEL INC            COMMON SHS      49127B100        43     430000    SHARED   4     430000         0         0
KERR MCGEE CORP                        COMMON SHS      492386107       536      12342    SHARED   A      12342         0         0
KEY ENERGY SERVICES INC                CONVERTIBLE BD  492914AF3     29106   30800000    SHARED   A   30800000         0         0
KEYCORP                                COMMON SHS      493267108      1094      43800    SHARED   5      43800         0         0
KEYCORP                                COMMON SHS      493267108       598      23950    SHARED   6          0         0     23950
KEYCORP                                COMMON SHS      493267108       353      14132    SHARED   9      14132         0         0
KEYCORP                                COMMON SHS      493267108     11212     449000    SHARED   A     449000         0         0
KEYSPAN CORP                           COMMON SHS      49337W100       441      13165    SHARED   9      13165         0         0
KEYSPAN CORP                           COMMON SHS      49337W100      1977      59000    SHARED   A      59000         0         0
KIMBERLY-CLARK CORP                    COMMON SHS      494368103    145269    2564780    SHARED   5    2564780         0         0
KIMBERLY-CLARK CORP                    COMMON SHS      494368103      1653      29189    SHARED   6          0         0     29189
KIMBERLY-CLARK CORP                    COMMON SHS      494368103       493       8700    SHARED   8       8700         0         0
KIMBERLY-CLARK CORP                    COMMON SHS      494368103      5172      91309    SHARED   9      91309         0         0
KIMBERLY-CLARK CORP                    COMMON SHS      494368103     13464     237716    SHARED   A     187716         0     50000
KINDER MORGAN ENERGY PARTNERS LP       LTD PARTNERSHIP 494550106     20892     654300    SHARED   9     654300         0         0
KINDER MORGAN INC                      COMMON SHS      49455P101     17158     484000    SHARED         484000         0         0
KINDER MORGAN INC                      COMMON SHS      49455P101       470      13262    SHARED   9      13262         0         0
KINDER MORGAN INC                      COMMON SHS      49455P101        14        400    SHARED   A        400         0         0
KINDER MORGAN MANAGEMENT LLC           COMMON SHS      49455U100       363      12187    SHARED   9      12187         0         0
KINDRED HEALTHCARE INC                 COMMON SHS      494580103      9138     246783    SHARED   A     246783         0         0
KINDRED HEALTHCARE INC                 WTS TO EQUITY   494580111      6919     560242    SHARED   5     560242         0         0
KINDRED HEALTHCARE INC                 WTS TO EQUITY   494580111      1745     134263    SHARED   A     134263         0         0
KINDRED HEALTHCARE INC                 WTS TO EQUITY   494580129     14570    1400603    SHARED   5    1400603         0         0
KINDRED HEALTHCARE INC                 WTS TO EQUITY   494580129      3675     335658    SHARED   A     335658         0         0
KING PHARMACEUTICALS INC               COMMON SHS      495582108      1019      56070    SHARED   2      56070         0         0
KING PHARMACEUTICALS INC               COMMON SHS      495582108       242      13299    SHARED   9      13299         0         0
KING PHARMACEUTICALS INC               COMMON SHS      495582108     62838    3458352    SHARED   A    3118352         0    340000
KINROSS GOLD CORP                      ORDINARY SHS    496902107      3490    1000000    SHARED   A    1000000         0         0
KINGSWAY FINANCIAL SERVICES INC        ORDINARY SHS    496904103     46348    3551550    SHARED   8    3309745         0    241805
KMART FINANCING                        CONVERT PREF    498778208       927     526500    SHARED   A     526500         0         0
KNIGHT-RIDDER INC                      COMMON SHS      499040103      1329      23567    SHARED   9      23567         0         0
KNIGHT-RIDDER INC                      COMMON SHS      499040103      4916      87144    SHARED   A      87144         0         0
KNIGHT TRADING GROUP INC               COMMON SHS      499063105         4       1000    SHARED   9       1000         0         0
KNIGHT TRADING GROUP INC               COMMON SHS      499063105      1091     290800    SHARED   A     290800         0         0
KNIGHT TRANSPORTATION INC              COMMON SHS      499064103      8734     563500    SHARED   A     563500         0         0
KOHL'S CORP                            COMMON SHS      500255104        24        400    SHARED   6          0         0       400
KOHL'S CORP                            COMMON SHS      500255104        41        680    SHARED   9        680         0         0
KOHL'S CORP                            COMMON SHS      500255104      2625      43173    SHARED   A      43173         0         0
KONINKLIJKE PHILIPS ELECTRONICS NV     NEW YORK SHARES 500472303      1663     114436    SHARED   1     114436         0         0
KONINKLIJKE PHILIPS ELECTRONICS NV     NEW YORK SHARES 500472303      5018     345329    SHARED   2     342090         0      3239
KONINKLIJKE PHILIPS ELECTRONICS NV     NEW YORK SHARES 500472303     12299     846475    SHARED   3     846475         0         0
KONINKLIJKE PHILIPS ELECTRONICS NV     NEW YORK SHARES 500472303        45       3067    SHARED   6          0         0      3067
KONINKLIJKE PHILIPS ELECTRONICS NV     NEW YORK SHARES 500472303      1083      74509    SHARED   8      74509         0         0
KONINKLIJKE PHILIPS ELECTRONICS NV     NEW YORK SHARES 500472303       365      25110    SHARED   9      25110         0         0
KOOKMIN BANK                           AMER DEP RECPT  50049M109        57       1599    SHARED           1599         0         0
KOOKMIN BANK                           AMER DEP RECPT  50049M109      3543     100000    SHARED   1     100000         0         0
KOOKMIN BANK                           AMER DEP RECPT  50049M109     21571     608839    SHARED   2     578461         0     30378
KOOKMIN BANK                           AMER DEP RECPT  50049M109       189       5338    SHARED   9       5338         0         0
KOOKMIN BANK                           AMER DEP RECPT  50049M109        15        430    SHARED   A        430         0         0
KOPIN CORP                             COMMON SHS      500600101       585     168222    SHARED   9     168222         0         0
KOREA ELECTRIC POWER CORP              AMER DEP RECPT  500631106      5271     565000    SHARED         565000         0         0
KOREA ELECTRIC POWER CORP              AMER DEP RECPT  500631106     13718    1470360    SHARED   1    1470360         0         0
KOREA ELECTRIC POWER CORP              AMER DEP RECPT  500631106     19808    2123052    SHARED   2    2117625         0      5427
KOREA ELECTRIC POWER CORP              AMER DEP RECPT  500631106     11335    1214892    SHARED   3    1214892         0         0
KOREA ELECTRIC POWER CORP              AMER DEP RECPT  500631106        44       4730    SHARED   6          0         0      4730
KOREA ELECTRIC POWER CORP              AMER DEP RECPT  500631106      7559     810225    SHARED   8     810225         0         0
KOREA ELECTRIC POWER CORP              AMER DEP RECPT  500631106      1566     167800    SHARED   9     167800         0         0
KOSAN BIOSCIENCES INC                  COMMON SHS      50064W107      2959     452400    SHARED   A     428300         0     24100
KRAFT FOODS INC                        COMMON SHS      50075N104     22496     617003    SHARED         617003         0         0
KRAFT FOODS INC                        COMMON SHS      50075N104     17602     482780    SHARED   2     482780         0         0
KRAFT FOODS INC                        COMMON SHS      50075N104      1595      43754    SHARED   3      43754         0         0
KRAFT FOODS INC                        COMMON SHS      50075N104     12013     329489    SHARED   8     329489         0         0
KRAFT FOODS INC                        COMMON SHS      50075N104     52524    1440594    SHARED   9    1440594         0         0
KRAFT FOODS INC                        COMMON SHS      50075N104       170       4650    SHARED   A       4650         0         0
KROGER CO                              COMMON SHS      501044101     26437    1874940    SHARED        1874940         0         0
KROGER CO                              COMMON SHS      501044101    281410   19958170    SHARED   1   19956490         0      1680
KROGER CO                              COMMON SHS      501044101      4990     353900    SHARED   2     353900         0         0
KROGER CO                              COMMON SHS      501044101      1172      83147    SHARED   3      83147         0         0
KROGER CO                              COMMON SHS      501044101    224409   15915565    SHARED   5   15915565         0         0
KROGER CO                              COMMON SHS      501044101      6217     440910    SHARED   8     440910         0         0
KROGER CO                              COMMON SHS      501044101       276      19605    SHARED   9      19605         0         0
KROGER CO                              COMMON SHS      501044101        39       2748    SHARED   A       2748         0         0
KROLL INC                              COMMON SHS      501049100        50       2500    SHARED   9       2500         0         0
KROLL INC                              COMMON SHS      501049100      1765      89000    SHARED   A      89000         0         0
KRONOS INC                             COMMON SHS      501052104      1970      80000    SHARED   A      80000         0         0
LSI LOGIC CORP                         COMMON SHS      502161102         5        830    SHARED   9        830         0         0
LSI LOGIC CORP                         COMMON SHS      502161102       269      42340    SHARED   A      42340         0         0
L-3 COMMUNICATIONS HOLDINGS INC        COMMON SHS      502424104      7253     137637    SHARED   9     137637         0         0
L-3 COMMUNICATIONS HOLDINGS INC        COMMON SHS      502424104     99566    1889300    SHARED   A    1889300         0         0
L-3 COMMUNICATIONS HOLDINGS INC        CONVERTIBLE BD  502424AD6      3626    3000000    SHARED   A    3000000         0         0
LVMH MOET HENNESSY LOUIS VUITTON       AMER DEP RECPT  502441207       570      78100    SHARED   9      78100         0         0
LA-Z-BOY INC                           COMMON SHS      505336107      3777     162800    SHARED   4     162800         0         0
LA-Z-BOY INC                           COMMON SHS      505336107       232      10000    SHARED   9      10000         0         0
LABORATORY CORP OF AMERICA HOLDINGS    COMMON SHS      50540R409       352      10414    SHARED   9      10414         0         0
LABORATORY CORP OF AMERICA HOLDINGS    COMMON SHS      50540R409     60676    1796200    SHARED   A    1782100         0     14100
LABRANCHE & CO INC                     COMMON SHS      505447102      8506     420040    SHARED   6          0         0    420040
LABRANCHE & CO INC                     COMMON SHS      505447102     44327    2188990    SHARED   A    2188990         0         0
LAFARGE NORTH AMERICA INC              COMMON SHS      505862102     18379     634400    SHARED   5     634400         0         0
LAFARGE NORTH AMERICA INC              COMMON SHS      505862102      1602      55300    SHARED   9      55300         0         0
LAFARGE NORTH AMERICA INC              COMMON SHS      505862102      5293     182700    SHARED   A     182700         0         0
LAKELAND BANCORP INC                   COMMON SHS      511637100       271      15908    SHARED   9      15908         0         0
LAM RESEARCH CORP                      COMMON SHS      512807108      6393     718363    SHARED   6          0         0    718363
LAM RESEARCH CORP                      COMMON SHS      512807108        10       1100    SHARED   9       1100         0         0
LAM RESEARCH CORP                      COMMON SHS      512807108     59642    6701300    SHARED   A    6701300         0         0
LAM RESEARCH CORP                      CONVERTIBLE BD  512807AE8      3085    4000000    SHARED   A    4000000         0         0
LAMAR ADVERTISING CO                   COMMON SHS      512815101       279       9200    SHARED   9       9200         0         0
LAMAR ADVERTISING CO                   COMMON SHS      512815101     36529    1203600    SHARED   A    1203600         0         0
LAMAR MEDIA CORP                       CONVERTIBLE BD  512815AF8      3900    4000000    SHARED   A    4000000         0         0
LANCASTER COLONY CORP                  COMMON SHS      513847103     15235     361700    SHARED   4     361700         0         0
LANCASTER COLONY CORP                  COMMON SHS      513847103       118       2800    SHARED   6          0         0      2800
LANCASTER COLONY CORP                  COMMON SHS      513847103        22        530    SHARED   9        530         0         0
LANDAMERICA FINANCIAL GROUP INC        COMMON SHS      514936103      7364     223900    SHARED   4     223900         0         0
LANDSTAR SYSTEM INC                    COMMON SHS      515098101     17826     362312    SHARED   A     362312         0         0
LATIN AMERICA EQUITY FUND INC          CLOSE END MUT F 51827Q106      1952     222015    SHARED   4     222015         0         0
LATTICE SEMICONDUCTOR CORP             COMMON SHS      518415104      7342    1180386    SHARED   5    1180386         0         0
LATTICE SEMICONDUCTOR CO               CONVERTIBLE BD  518415AC8      3875    5000000    SHARED   A    5000000         0         0
ESTEE LAUDER COMPANIES INC             COMMON SHS      518439104      6292     218940    SHARED   9     218940         0         0
ESTEE LAUDER COMPANIES INC             COMMON SHS      518439104     24584     855400    SHARED   A     710400         0    145000
LAWSON SOFTWARE INC                    COMMON SHS      520780107         4       1100    SHARED   9       1100         0         0
LAWSON SOFTWARE INC                    COMMON SHS      520780107      3966    1120200    SHARED   A    1120200         0         0
LAYNE CHRISTENSEN COMPANY              COMMON SHS      521050104      5718     776000    SHARED   4     776000         0         0
LEAP WIRELESS INTERNATIONAL INC        COMMON SHS      521863100         4      17929    SHARED   6          0         0     17929
LEAP WIRELESS INTERNATIONAL INC        COMMON SHS      521863100         0        100    SHARED   9        100         0         0
LEAPFROG ENTERPRISES INC               COMMON SHS      52186N106        79       4200    SHARED   9       4200         0         0
LEAPFROG ENTERPRISES INC               COMMON SHS      52186N106      5502     291100    SHARED   A     291100         0         0
LEGGETT & PLATT INC                    COMMON SHS      524660107     26432    1335600    SHARED   4    1335600         0         0
LEGGETT & PLATT INC                    COMMON SHS      524660107        75       3800    SHARED   6          0         0      3800
LEGGETT & PLATT INC                    COMMON SHS      524660107        14        700    SHARED   A        700         0         0
LEGG MASON INC                         COMMON SHS      524901105       227       5332    SHARED   9       5332         0         0
LEHMAN BROTHERS HOLDINGS INC           COMMON SHS      524908100      1251      25500    SHARED   4      25500         0         0
LEHMAN BROTHERS HOLDINGS INC           COMMON SHS      524908100       334       6811    SHARED   9       6811         0         0
LEHMAN BROTHERS HOLDINGS INC           COMMON SHS      524908100       684      13950    SHARED   A      13950         0         0
LENDINGTREE INC                        COMMON SHS      52602Q105     10126     687000    SHARED   9     687000         0         0
LENDINGTREE INC                        COMMON SHS      52602Q105        16       1100    SHARED   A       1100         0         0
LENNAR CORP                            COMMON SHS      526057104     16753     300337    SHARED   4     300337         0         0
LENNAR CORP                            COMMON SHS      526057104        33        600    SHARED   6          0         0       600
LENNAR CORP                            COMMON SHS      526057104       112       2000    SHARED   9       2000         0         0
LENNAR CORP                            COMMON SHS      526057104      5578     100000    SHARED   A     100000         0         0
LENNOX INTERNATIONAL INC               COMMON SHS      526107107     14751    1115000    SHARED   4    1115000         0         0
LENNOX INTERNATIONAL INC               COMMON SHS      526107107      3720     281200    SHARED   A     281200         0         0
LEXMARK INTERNATIONAL INC              COMMON SHS      529771107      6709     142750    SHARED         142750         0         0
LEXMARK INTERNATIONAL INC              COMMON SHS      529771107      1278      27187    SHARED   2      27187         0         0
LEXMARK INTERNATIONAL INC              COMMON SHS      529771107         1         20    SHARED   6          0         0        20
LEXMARK INTERNATIONAL INC              COMMON SHS      529771107      7297     155250    SHARED   8     155250         0         0
LEXMARK INTERNATIONAL INC              COMMON SHS      529771107       488      10384    SHARED   9      10384         0         0
LEXMARK INTERNATIONAL INC              COMMON SHS      529771107     50229    1068700    SHARED   A    1068700         0         0
LIBERTY MEDIA CORP                     CONVERTIBLE BD  530715AN1      7233   11550000    SHARED   A   11550000         0         0
LIBERTY MEDIA CORP                     CONVERTIBLE BD  530715AR2     15886   16900000    SHARED   A   16900000         0         0
LIBERTY MEDIA CORP                     COMMON SHS      530718105    192047   26747506    SHARED   5   26747506         0         0
LIBERTY MEDIA CORP                     COMMON SHS      530718105       119      16600    SHARED   6          0         0     16600
LIBERTY MEDIA CORP                     COMMON SHS      530718105      2494     347409    SHARED   9     347409         0         0
LIBERTY MEDIA CORP                     COMMON SHS      530718105      3195     445031    SHARED   A     445031         0         0
LIBERTY PROPERTY TRUST                 REAL EST INV TR 531172104      2059      66429    SHARED   6          0         0     66429
LIBERTY PROPERTY TRUST                 REAL EST INV TR 531172104     15094     486913    SHARED   9     486913         0         0
LIBERTY PROPERTY TRUST                 REAL EST INV TR 531172104     50918    1642500    SHARED   A    1642500         0         0
LIFEPOINT HOSPITALS INC                COMMON SHS      53219L109      3736     119800    SHARED   A     105400         0     14400
LIHIR GOLD LTD                         AMER DEP RECPT  532349206       726      50000    SHARED   A      50000         0         0
ELI LILLY & CO                         COMMON SHS      532457108        33        600    SHARED   6          0         0       600
ELI LILLY & CO                         COMMON SHS      532457108     22136     400000    SHARED   7     400000         0         0
ELI LILLY & CO                         COMMON SHS      532457108     49656     897291    SHARED   9     897291         0         0
ELI LILLY & CO                         COMMON SHS      532457108      4100      74087    SHARED   A      34087         0     40000
LIMITED BRANDS INC                     COMMON SHS      532716107     14992    1045456    SHARED   4    1045456         0         0
LIMITED BRANDS INC                     COMMON SHS      532716107         1         65    SHARED   6          0         0        65
LIMITED BRANDS INC                     COMMON SHS      532716107        26       1800    SHARED   A       1800         0         0
LINCARE HOLDINGS INC                   COMMON SHS      532791100       882      28400    SHARED   9      28400         0         0
LINCOLN NATIONAL CORP                  COMMON SHS      534187109       660      21610    SHARED   6          0         0     21610
LINCOLN NATIONAL CORP                  COMMON SHS      534187109     13512     442279    SHARED   9     442279         0         0
LINCOLN NATIONAL CORP                  COMMON SHS      534187109        18        600    SHARED   A        600         0         0
LINEAR TECHNOLOGY CORP                 COMMON SHS      535678106       277      13386    SHARED   9      13386         0         0
LINEAR TECHNOLOGY CORP                 COMMON SHS      535678106     29252    1411780    SHARED   A    1411780         0         0
LINENS N THINGS INC                    COMMON SHS      535679104      3617     196900    SHARED   4     196900         0         0
LINENS N THINGS INC                    COMMON SHS      535679104       167       9117    SHARED   6          0         0      9117
LINENS N THINGS INC                    COMMON SHS      535679104      3790     206300    SHARED   A     206300         0         0
LIQUIDATION WORLD INC                  ORDINARY SHS    53634D203      1609     310000    SHARED   8     310000         0         0
LIZ CLAIBORNE INC                      COMMON SHS      539320101       432      17334    SHARED   9      17334         0         0
LIZ CLAIBORNE INC                      COMMON SHS      539320101        10        400    SHARED   A        400         0         0
LOCKHEED MARTIN CORP                   COMMON SHS      539830109        87       1347    SHARED              0         0      1347
LOCKHEED MARTIN CORP                   COMMON SHS      539830109       707      10930    SHARED   6          0         0     10930
LOCKHEED MARTIN CORP                   COMMON SHS      539830109     32335     500000    SHARED   7     500000         0         0
LOCKHEED MARTIN CORP                   COMMON SHS      539830109     24021     371442    SHARED   9     371442         0         0
LOCKHEED MARTIN CORP                   COMMON SHS      539830109      1119      17300    SHARED   A      17300         0         0
LOGITECH INTERNATIONAL SA              AMER DEP RECPT  541419107      1730      63700    SHARED   A      63700         0         0
LONE STAR TECHNOLOGIES INC             COMMON SHS      542312103      3615     305100    SHARED   4     305100         0         0
LOWE'S COMPANIES INC                   COMMON SHS      548661107      2470      59650    SHARED   8      59650         0         0
LOWE'S COMPANIES INC                   COMMON SHS      548661107      2175      52548    SHARED   9      52548         0         0
LOWE'S COMPANIES INC                   COMMON SHS      548661107      9423     227610    SHARED   A     227610         0         0
LUCENT TECHNOLOGIES INC                COMMON SHS      549463107       384     505390    SHARED   9     505390         0         0
LUCENT TECHNOLOGIES INC                COMMON SHS      549463107       313     412438    SHARED   A     412438         0         0
LYONDELL CHEMICAL CO                   COMMON SHS      552078107       538      45100    SHARED          45100         0         0
LYONDELL CHEMICAL CO                   COMMON SHS      552078107     25556    2140386    SHARED   1    2140386         0         0
LYONDELL CHEMICAL CO                   COMMON SHS      552078107        48       4010    SHARED   3       4010         0         0
LYONDELL CHEMICAL CO                   COMMON SHS      552078107       925      77500    SHARED   9      77500         0         0
LYONDELL CHEMICAL CO                   COMMON SHS      552078107     67114    5620900    SHARED   A    5160900         0    460000
M & T BANK CORP                        COMMON SHS      55261F104       231       2936    SHARED   9       2936         0         0
MBIA INC                               COMMON SHS      55262C100      5145     128790    SHARED   5     128790         0         0
MBIA INC                               COMMON SHS      55262C100       807      20207    SHARED   9      20207         0         0
MBIA INC                               COMMON SHS      55262C100     12095     302750    SHARED   A     189850         0    112900
MBNA CORP                              COMMON SHS      55262L100      5179     281787    SHARED   9     281787         0         0
MBNA CORP                              COMMON SHS      55262L100        82       4452    SHARED   A       4452         0         0
MDC HOLDINGS INC                       COMMON SHS      552676108     12814     363000    SHARED   4     363000         0         0
MDU RESOURCES GROUP INC                COMMON SHS      552690109       322      14100    SHARED   9      14100         0         0
MDS INC                                ORDINARY SHS    55269P302     50702    2352765    SHARED   8    2161501         0    191264
MGIC INVESTMENT CORP                   COMMON SHS      552848103       490      12000    SHARED   4      12000         0         0
MGIC INVESTMENT CORP                   COMMON SHS      552848103       171       4200    SHARED   9       4200         0         0
MGIC INVESTMENT CORP                   COMMON SHS      552848103      1074      26300    SHARED   A      26300         0         0
M/I SCHOTTENSTEIN HOMES INC            COMMON SHS      55305B101       756      24000    SHARED   4      24000         0         0
MACDERMID INC                          COMMON SHS      554273102      2717     136200    SHARED   A     136200         0         0
MACERICH CO                            REAL EST INV TR 554382101       527      17000    SHARED   9      17000         0         0
MACK-CALI REALTY CORP                  REAL EST INV TR 554489104       614      19095    SHARED   9      19095         0         0
MAGNA INTERNATIONAL INC                ORDINARY SHS    559222401    105460    1167631    SHARED   8    1066773         0    100858
MAINE PUBLIC SERVICE CO                COMMON SHS      560483109      2025      75000    SHARED   4      75000         0         0
MALAN REALTY INVESTORS INC             CONVERTIBLE BD  561063AA6        47      50000    SHARED   9      50000         0         0
MANAGED HIGH INCOME PORTFOLIO INC      CLOSE END MUT F 56166C105      5716     978800    SHARED   4     978800         0         0
MANAGED HIGH INCOME PORTFOLIO INC      CLOSE END MUT F 56166C105        22       3711    SHARED   9       3711         0         0
MANPOWER INC                           COMMON SHS      56418H100      1367      46600    SHARED   9      46600         0         0
MANUFACTURED HOME COMMUNITIES INC      REAL EST INV TR 564682102       613      19220    SHARED   6          0         0     19220
MANUFACTURED HOME COMMUNITIES INC      REAL EST INV TR 564682102       480      15050    SHARED   9      15050         0         0
MANUFACTURED HOME COMMUNITIES INC      REAL EST INV TR 564682102     14094     442100    SHARED   A     442100         0         0
MANUGISTICS GROUP INC                  CONVERTIBLE BD  565011AB9      2094    5000000    SHARED   A    5000000         0         0
MANULIFE FINANCIAL CORP                COMMON SHS      56501R106     10505     500000    SHARED   4     500000         0         0
MANULIFE FINANCIAL CORP                ORDINARY SHS    56501R106     86908    2595824    SHARED   8    2397723         0    198101
MANULIFE FINANCIAL CORP                COMMON SHS      56501R106       181       8633    SHARED   9       8633         0         0
MARATHON OIL CORP                      COMMON SHS      565849106      1565      69000    SHARED   4      69000         0         0
MARATHON OIL CORP                      COMMON SHS      565849106        59       2600    SHARED   6          0         0      2600
MARATHON OIL CORP                      COMMON SHS      565849106       188       8300    SHARED   9       8300         0         0
MARATHON OIL CORP                      COMMON SHS      565849106        25       1100    SHARED   A       1100         0         0
MARSH & MCLENNAN COS INC               COMMON SHS      571748102      9263     222450    SHARED   8     222450         0         0
MARSH & MCLENNAN COS INC               COMMON SHS      571748102     45240    1086448    SHARED   9    1086448         0         0
MARSH & MCLENNAN COS INC               COMMON SHS      571748102     14287     343108    SHARED   A     213108         0    130000
MARSHALL & ILSLEY CORP                 COMMON SHS      571834100      1360      48780    SHARED   9      48780         0         0
MARSHALL & ILSLEY CORP                 COMMON SHS      571834100        20        700    SHARED   A        700         0         0
MARRIOTT INTERNATIONAL INC             COMMON SHS      571903202       579      19970    SHARED   9      19970         0         0
MARRIOTT INTERNATIONAL INC             COMMON SHS      571903202        97       3356    SHARED   A       3356         0         0
MARTIN MARIETTA MATERIALS INC          COMMON SHS      573284106     57409    1762633    SHARED   5    1762633         0         0
MARTIN MARIETTA MATERIALS INC          COMMON SHS      573284106      5565     170869    SHARED   9     170869         0         0
MARTIN MARIETTA MATERIALS INC          COMMON SHS      573284106       261       8000    SHARED   A       8000         0         0
MASCO CORP                             COMMON SHS      574599106        70       3580    SHARED              0         0      3580
MASCO CORP                             COMMON SHS      574599106       899      46000    SHARED   4      46000         0         0
MASCO CORP                             COMMON SHS      574599106     21072    1077875    SHARED   9    1077875         0         0
MASCO CORP                             COMMON SHS      574599106        43       2200    SHARED   A       2200         0         0
MASCOTECH INC                          CONVERTIBLE BD  574670AB1       164     170000    SHARED   9     170000         0         0
MASISA SA                              AMER DEP RECPT  574799102       255      46430    SHARED          46430         0         0
MASSEY ENERGY CO                       COMMON SHS      576206106         2        300    SHARED   6          0         0       300
MASSEY ENERGY CO                       COMMON SHS      576206106        27       4200    SHARED   9       4200         0         0
MASSEY ENERGY CO                       COMMON SHS      576206106       168      26100    SHARED   A      26100         0         0
MATRIX SERVICE CO                      COMMON SHS      576853105      2278     325400    SHARED   4     325400         0         0
MATRIXONE INC                          COMMON SHS      57685P304      2694     620800    SHARED   A     620800         0         0
MATTEL INC                             COMMON SHS      577081102       784      43543    SHARED          39100         0      4443
MATTEL INC                             COMMON SHS      577081102     85578    4751714    SHARED   1    4749534         0      2180
MATTEL INC                             COMMON SHS      577081102     11353     630380    SHARED   2     630380         0         0
MATTEL INC                             COMMON SHS      577081102       492      27303    SHARED   6          0         0     27303
MATTEL INC                             COMMON SHS      577081102     18010    1000000    SHARED   7    1000000         0         0
MATTEL INC                             COMMON SHS      577081102      6294     349464    SHARED   8     349464         0         0
MATTEL INC                             COMMON SHS      577081102     35256    1957604    SHARED   9    1957604         0         0
MATTEL INC                             COMMON SHS      577081102     45576    2530600    SHARED   A    2530600         0         0
MAXIM INTEGRATED PRODUCTS INC          COMMON SHS      57772K101        50       2017    SHARED   6          0         0      2017
MAXIM INTEGRATED PRODUCTS INC          COMMON SHS      57772K101        10        387    SHARED   9        387         0         0
MAXIM INTEGRATED PRODUCTS INC          COMMON SHS      57772K101      1532      61867    SHARED   A      61867         0         0
MAY DEPARTMENT STORES CO               COMMON SHS      577778103     65337    2869444    SHARED   5    2869444         0         0
MAY DEPARTMENT STORES CO               COMMON SHS      577778103      1023      44910    SHARED   6          0         0     44910
MAY DEPARTMENT STORES CO               COMMON SHS      577778103      1658      72800    SHARED   9      72800         0         0
MAY DEPARTMENT STORES CO               COMMON SHS      577778103     14591     640800    SHARED   A     510800         0    130000
MAXIMUS INC                            COMMON SHS      577933104     11181     499130    SHARED   6          0         0    499130
MAXIMUS INC                            COMMON SHS      577933104       157       7000    SHARED   9       7000         0         0
MAXIMUS INC                            COMMON SHS      577933104     35972    1605900    SHARED   A    1605900         0         0
MAYTAG CORP                            COMMON SHS      578592107       663      28612    SHARED   9      28612         0         0
MAYTAG CORP                            COMMON SHS      578592107         7        300    SHARED   A        300         0         0
MCCLATCHY COMPANY                      COMMON SHS      579489105       107       1750    SHARED   9       1750         0         0
MCCLATCHY COMPANY                      COMMON SHS      579489105     11264     184800    SHARED   A     184800         0         0
MCCORMICK & CO INC                     COMMON SHS      579780206       251      11000    SHARED   9      11000         0         0
MCDATA CORP                            COMMON SHS      580031201         0          5    SHARED   6          0         0         5
MCDATA CORP                            COMMON SHS      580031201       714     131567    SHARED   9     131567         0         0
MCDATA CORP                            COMMON SHS      580031201      2255     415200    SHARED   A     415200         0         0
MCDERMOTT INTERNATIONAL INC            COMMON SHS      580037109      3271     533539    SHARED   6          0         0    533539
MCDERMOTT INTERNATIONAL INC            COMMON SHS      580037109       498      81300    SHARED   A      81300         0         0
MCDONALD'S CORP                        COMMON SHS      580135101       936      53000    SHARED   4      53000         0         0
MCDONALD'S CORP                        COMMON SHS      580135101       388      21980    SHARED   6          0         0     21980
MCDONALD'S CORP                        COMMON SHS      580135101      6848     387772    SHARED   9     387772         0         0
MCDONALD'S CORP                        COMMON SHS      580135101     27809    1574705    SHARED   A    1254705         0    320000
MCG CAPITAL CORP                       COMMON SHS      58047P107     14958    1134920    SHARED   5    1134920         0         0
MCGRAW-HILL COMPANIES INC              COMMON SHS      580645109      1800      29397    SHARED   6          0         0     29397
MCGRAW-HILL COMPANIES INC              COMMON SHS      580645109     17313     282805    SHARED   9     282805         0         0
MCGRAW-HILL COMPANIES INC              COMMON SHS      580645109     17631     288000    SHARED   A     288000         0         0
MCKESSON CORP                          COMMON SHS      58155Q103       300      10600    SHARED   9      10600         0         0
MCKESSON CORP                          COMMON SHS      58155Q103     37594    1327000    SHARED   A    1205800         0    121200
MCLEODUSA INC                          COMMON SHS      582266706       144     480804    SHARED   A     480804         0         0
MCMORAN EXPLORATION CO                 COMMON SHS      582411104         1        189    SHARED   9        189         0         0
MCMORAN EXPLORATION CO                 COMMON SHS      582411104       100      27737    SHARED   A      27737         0         0
MEADOWBROOK INSURANCE GROUP INC        COMMON SHS      58319P108      2391     905700    SHARED   5     905700         0         0
MEADWESTVACO CORP                      COMMON SHS      583334107     88400    4601781    SHARED   5    4601781         0         0
MEADWESTVACO CORP                      COMMON SHS      583334107        86       4485    SHARED   9       4485         0         0
MEADWESTVACO CORP                      COMMON SHS      583334107      5776     300682    SHARED   A     300682         0         0
MEDIACOM COMMUNICATIONS CORP           COMMON SHS      58446K105     18731    3488000    SHARED   A    3241800         0    246200
MEDICIS PHARMACEUTICAL CORP            COMMON SHS      584690309      5741     140467    SHARED   6          0         0    140467
MEDICIS PHARMACEUTICAL CORP            COMMON SHS      584690309     17623     431200    SHARED   A     431200         0         0
MEDIMMUNE INC                          COMMON SHS      584699102       604      28850    SHARED   9      28850         0         0
MEDIMMUNE INC                          COMMON SHS      584699102     59827    2859817    SHARED   A    2850717         0      9100
MEDTRONIC INC                          COMMON SHS      585055106      1088      25842    SHARED   6          0         0     25842
MEDTRONIC INC                          COMMON SHS      585055106     81447    1933700    SHARED   9    1933700         0         0
MEDTRONIC INC                          COMMON SHS      585055106      8589     203923    SHARED   A     199523         0      4400
MELLON FINANCIAL CORP                  COMMON SHS      58551A108      1348      52000    SHARED   4      52000         0         0
MELLON FINANCIAL CORP                  COMMON SHS      58551A108      1590      61332    SHARED   9      61332         0         0
MELLON FINANCIAL CORP                  COMMON SHS      58551A108        38       1457    SHARED   A       1457         0         0
MENS WEARHOUSE INC                     COMMON SHS      587118100      3887     264400    SHARED   4     264400         0         0
MENS WEARHOUSE INC                     COMMON SHS      587118100        98       6700    SHARED   9       6700         0         0
MENS WEARHOUSE INC                     COMMON SHS      587118100      9726     661600    SHARED   A     661600         0         0
MERCANTILE BANKSHARES CORP             COMMON SHS      587405101     25668     672475    SHARED   4     672475         0         0
MERCANTILE BANKSHARES CORP             COMMON SHS      587405101       125       3275    SHARED   6          0         0      3275
MERCANTILE BANKSHARES CORP             COMMON SHS      587405101       733      19200    SHARED   9      19200         0         0
MERCER INTERNATIONAL INC               COMMON SHS      588056101      4716     802000    SHARED   4     802000         0         0
MERCHANTS GROUP INC                    COMMON SHS      588539106      5290     230000    SHARED   4     230000         0         0
MERCK & CO INC                         COMMON SHS      589331107     22343     488800    SHARED         488800         0         0
MERCK & CO INC                         COMMON SHS      589331107    148098    3239944    SHARED   5    3239944         0         0
MERCK & CO INC                         COMMON SHS      589331107       930      20335    SHARED   6          0         0     20335
MERCK & CO INC                         COMMON SHS      589331107     18284     400000    SHARED   7     400000         0         0
MERCK & CO INC                         COMMON SHS      589331107     11497     251523    SHARED   8     248670         0      2853
MERCK & CO INC                         COMMON SHS      589331107    254571    5569271    SHARED   9    5569271         0         0
MERCK & CO INC                         COMMON SHS      589331107      7230     158166    SHARED   A      98166         0     60000
MERCURY GENERAL CORP                   COMMON SHS      589400100     10486     245000    SHARED   4     245000         0         0
MERCURY GENERAL CORP                   COMMON SHS      589400100       201       4700    SHARED   6          0         0      4700
MERCURY INTERACTIVE CORP               COMMON SHS      589405109      5890     343258    SHARED   9     343258         0         0
MERCURY INTERACTIVE CORP               COMMON SHS      589405109     39538    2304086    SHARED   A    2304086         0         0
MERCURY INTERACTIVE CORP               CONVERTIBLE BD  589405AA7       348     425000    SHARED   9     425000         0         0
MEREDITH CORP                          COMMON SHS      589433101    103832    2411886    SHARED   5    2411886         0         0
MEREDITH CORP                          COMMON SHS      589433101        43       1000    SHARED   9       1000         0         0
MEREDITH CORP                          COMMON SHS      589433101         9        200    SHARED   A        200         0         0
MERISTAR HOSPITALITY CORP              REAL EST INV TR 58984Y103       524      60960    SHARED   6          0         0     60960
MERISTAR HOSPITALITY CORP              REAL EST INV TR 58984Y103     11393    1326300    SHARED   A    1326300         0         0
MERIDIAN GOLD INC                      ORDINARY SHS    589975101      9534     328760    SHARED   A     328760         0         0
MERITAGE CORP                          COMMON SHS      59001A102       440      12405    SHARED   6          0         0     12405
MERITAGE CORP                          COMMON SHS      59001A102      2492      70305    SHARED   9      70305         0         0
MERITAGE CORP                          COMMON SHS      59001A102     18927     533900    SHARED   A     533900         0         0
MERIX CORP                             COMMON SHS      590049102      9214    1130594    SHARED   A    1130594         0         0
MERRILL LYNCH & CO INC                 COMMON SHS      590188108     33407    1013860    SHARED   1    1013860         0         0
MERRILL LYNCH & CO INC                 COMMON SHS      590188108       477      14485    SHARED   2      14485         0         0
MERRILL LYNCH & CO INC                 COMMON SHS      590188108       501      15200    SHARED   5      15200         0         0
MERRILL LYNCH & CO INC                 COMMON SHS      590188108      1030      31247    SHARED   9      31247         0         0
MERRILL LYNCH & CO INC                 COMMON SHS      590188108      2238      67931    SHARED   A       2931         0     65000
MESA AIR GROUP INC                     COMMON SHS      590479101      3833    1050000    SHARED   4    1050000         0         0
MESA AIR GROUP INC                     COMMON SHS      590479101      3188     873400    SHARED   A     873400         0         0
MESABI TRUST                           COMMON SHS      590672101       166      50000    SHARED   9      50000         0         0
METHANEX CORP                          ORDINARY SHS    59151K108      1377     101150    SHARED   A     101150         0         0
METLIFE INC                            COMMON SHS      59156R108     10253     450500    SHARED   4     450500         0         0
METLIFE INC                            COMMON SHS      59156R108      2849     125170    SHARED   5     125170         0         0
METLIFE INC                            COMMON SHS      59156R108       414      18182    SHARED   9      18182         0         0
METLIFE INC                            COMMON SHS      59156R108        55       2400    SHARED   A       2400         0         0
METSO OYJ                              AMER DEP RECPT  592671101      2888     335871    SHARED   2     335871         0         0
METSO OYJ                              AMER DEP RECPT  592671101      1275     148290    SHARED   3     148290         0         0
METTLER-TOLEDO INTERNATIONAL INC       COMMON SHS      592688105      7439     286100    SHARED   4     286100         0         0
METTLER-TOLEDO INTERNATIONAL INC       COMMON SHS      592688105     21100     811523    SHARED   6          0         0    811523
METTLER-TOLEDO INTERNATIONAL INC       COMMON SHS      592688105    132150    5082700    SHARED   A    4936300         0    146400
MEXICO FUND                            CLOSE END MUT F 592835102      8713     625000    SHARED   4     625000         0         0
MEXICO FUND                            CLOSE END MUT F 592835102        16       1166    SHARED   9       1166         0         0
MICREL INC                             COMMON SHS      594793101       154      25000    SHARED   7      25000         0         0
MICREL INC                             COMMON SHS      594793101     50786    8244500    SHARED   A    8244500         0         0
MICROSOFT CORP                         COMMON SHS      594918104        76       1744    SHARED              0         0      1744
MICROSOFT CORP                         COMMON SHS      594918104       770      17600    SHARED   6          0         0     17600
MICROSOFT CORP                         COMMON SHS      594918104     21870     500000    SHARED   7     500000         0         0
MICROSOFT CORP                         COMMON SHS      594918104      5672     129685    SHARED   8     129685         0         0
MICROSOFT CORP                         COMMON SHS      594918104    120549    2756039    SHARED   9    2756039         0         0
MICROSOFT CORP                         COMMON SHS      594918104    140876    3220748    SHARED   A    2800748         0    420000
MICROCHIP TECHNOLOGY INC               COMMON SHS      595017104       278      13600    SHARED   9      13600         0         0
MICROCHIP TECHNOLOGY INC               COMMON SHS      595017104     21546    1053600    SHARED   A    1053600         0         0
MICROMUSE INC                          COMMON SHS      595094103       491     195000    SHARED         195000         0         0
MICROMUSE INC                          COMMON SHS      595094103        40      15962    SHARED   3      15962         0         0
MICROMUSE INC                          COMMON SHS      595094103        35      14000    SHARED   9      14000         0         0
MICROMUSE INC                          COMMON SHS      595094103      4918    1951700    SHARED   A    1951700         0         0
MICRON TECHNOLOGY INC                  COMMON SHS      595112103         4        300    SHARED   6          0         0       300
MICRON TECHNOLOGY INC                  COMMON SHS      595112103        37       3000    SHARED   9       3000         0         0
MICRON TECHNOLOGY INC                  COMMON SHS      595112103      3453     279111    SHARED   A     279111         0         0
MIDCAP SPDR TRUST                      CLOSE END UT TR 595635103      1527      20560    SHARED   9      20560         0         0
MIDWEST EXPRESS HOLDINGS               COMMON SHS      597911106      2102     525500    SHARED   4     525500         0         0
MILACRON INC                           COMMON SHS      598709103        47      10335    SHARED   6          0         0     10335
MILACRON INC                           COMMON SHS      598709103         8       1800    SHARED   9       1800         0         0
MILACRON INC                           COMMON SHS      598709103      3214     712700    SHARED   A     712700         0         0
MILLENNIUM PHARMACEUTICALS INC         COMMON SHS      599902103        55       5898    SHARED   9       5898         0         0
MILLENNIUM PHARMACEUTICALS INC         COMMON SHS      599902103     41508    4453646    SHARED   A    4433647         0     19999
MILLENNIUM CHEMICALS INC               COMMON SHS      599903101         3        300    SHARED   9        300         0         0
MILLENNIUM CHEMICALS INC               COMMON SHS      599903101      1155     116915    SHARED   A     116915         0         0
MILLEA HOLDINGS INC                    AMER DEP RECPT  60032R106       205       5254    SHARED   9       5254         0         0
MILLIPORE CORP                         COMMON SHS      601073109     12716     400000    SHARED   7     400000         0         0
MILLIPORE CORP                         COMMON SHS      601073109       231       7264    SHARED   9       7264         0         0
MILLIPORE CORP                         COMMON SHS      601073109         6        200    SHARED   A        200         0         0
MILLS CORP                             REAL EST INV TR 601148109       656      22108    SHARED   9      22108         0         0
MINE SAFETY APPLIANCES CO              COMMON SHS      602720104       528      13480    SHARED   9      13480         0         0
MINERALS TECHNOLOGIES INC              COMMON SHS      603158106      1001      27009    SHARED   6          0         0     27009
MINERALS TECHNOLOGIES INC              COMMON SHS      603158106     26153     705500    SHARED   A     705500         0         0
MIRANT CORP                            COMMON SHS      604675108        27      12316    SHARED   9      12316         0         0
MIRANT CORP                            COMMON SHS      604675108         4       1656    SHARED   A       1656         0         0
MOLEX INC                              COMMON SHS      608554101        88       3750    SHARED   6          0         0      3750
MOLEX INC                              COMMON SHS      608554101      3445     146483    SHARED   7     146483         0         0
MOLEX INC                              COMMON SHS      608554101       250      10637    SHARED   9      10637         0         0
MOLEX INC                              COMMON SHS      608554101        15        625    SHARED   A        625         0         0
MOLEX INC                              COMMON SHS      608554200      3076     146483    SHARED   7     146483         0         0
MOLEX INC                              COMMON SHS      608554200       120       5718    SHARED   9       5718         0         0
MONRO MUFFLER BRAKE INC                COMMON SHS      610236101       903      50548    SHARED   9      50548         0         0
MONSANTO CO                            COMMON SHS      61166W101       596      38994    SHARED          38994         0         0
MONSANTO CO                            COMMON SHS      61166W101       306      20000    SHARED   1      20000         0         0
MONSANTO CO                            COMMON SHS      61166W101       631      41254    SHARED   2      41254         0         0
MONSANTO CO                            COMMON SHS      61166W101        92       6035    SHARED   3       6035         0         0
MONSANTO CO                            COMMON SHS      61166W101     12232     800000    SHARED   4     800000         0         0
MONSANTO CO                            COMMON SHS      61166W101         0          2    SHARED   5          2         0         0
MONSANTO CO                            COMMON SHS      61166W101         9        607    SHARED   6          0         0       607
MONSANTO CO                            COMMON SHS      61166W101       303      19848    SHARED   9      19848         0         0
MONSANTO CO                            COMMON SHS      61166W101        12        783    SHARED   A        783         0         0
MOODY'S CORP                           COMMON SHS      615369105      3398      70070    SHARED   2      70070         0         0
MOODY'S CORP                           COMMON SHS      615369105         1         30    SHARED   6          0         0        30
MOODY'S CORP                           COMMON SHS      615369105     11834     244000    SHARED   7     244000         0         0
MOODY'S CORP                           COMMON SHS      615369105      2587      53333    SHARED   9      53333         0         0
MOODY'S CORP                           COMMON SHS      615369105     63074    1300500    SHARED   A    1300500         0         0
MOOG INC                               COMMON SHS      615394202         6        200    SHARED   9        200         0         0
MOOG INC                               COMMON SHS      615394202      2032      71900    SHARED   A      71900         0         0
MORGAN STANLEY                         COMMON SHS      617446448       647      19100    SHARED          19100         0         0
MORGAN STANLEY                         COMMON SHS      617446448     75107    2216839    SHARED   1    2216189         0       650
MORGAN STANLEY                         COMMON SHS      617446448      2821      83260    SHARED   2      83260         0         0
MORGAN STANLEY                         COMMON SHS      617446448        66       1949    SHARED   3       1949         0         0
MORGAN STANLEY                         COMMON SHS      617446448      1237      36500    SHARED   4      36500         0         0
MORGAN STANLEY                         COMMON SHS      617446448       887      26172    SHARED   6          0         0     26172
MORGAN STANLEY                         COMMON SHS      617446448     10883     321212    SHARED   9     321212         0         0
MORGAN STANLEY                         COMMON SHS      617446448      8900     262692    SHARED   A     262692         0         0
MORGAN STANLEY DEAN WITTER HIGH INC AD CLOSE END UT TR 61745P304        23      25500    SHARED   9      25500         0         0
MORGAN STANLEY HIGH INCOME ADVANTAGE T CLOSE END MUT F 61745P403        27      26000    SHARED   9      26000         0         0
MOTOROLA INC                           COMMON SHS      620076109     45219    4441901    SHARED   1    4441901         0         0
MOTOROLA INC                           COMMON SHS      620076109      2214     217500    SHARED   2     217500         0         0
MOTOROLA INC                           COMMON SHS      620076109        35       3410    SHARED   3       3410         0         0
MOTOROLA INC                           COMMON SHS      620076109       236      23225    SHARED   6          0         0     23225
MOTOROLA INC                           COMMON SHS      620076109      2102     206510    SHARED   8     206510         0         0
MOTOROLA INC                           COMMON SHS      620076109      6760     664089    SHARED   9     664089         0         0
MOTOROLA INC                           COMMON SHS      620076109     22759    2235688    SHARED   A    2235688         0         0
MOVIE GALLERY INC                      COMMON SHS      624581104      4437     295600    SHARED   9     295600         0         0
MOVIE GALLERY INC                      COMMON SHS      624581104      6378     424900    SHARED   A     224900         0    200000
MUELLER INDUSTRIES INC                 COMMON SHS      624756102      4087     157800    SHARED   4     157800         0         0
MUELLER INDUSTRIES INC                 COMMON SHS      624756102     25042     966860    SHARED   5     966860         0         0
MUELLER INDUSTRIES INC                 COMMON SHS      624756102       267      10300    SHARED   9      10300         0         0
MUNIHOLDINGS INSURED FUND INC          CLOSE END MUT F 625930102       179      13000    SHARED   9      13000         0         0
MUNIYIELD CALIFORNIA INSURED INC       CLOSE END MUT F 62629L104      1169      82200    SHARED   9      82200         0         0
MUNIYIELD NEW YORK INSURED FUND        CLOSE END MUT F 626301105       204      14392    SHARED   9      14392         0         0
MURPHY OIL CORP                        COMMON SHS      626717102       337       4102    SHARED   9       4102         0         0
MYERS INDUSTRIES INC                   COMMON SHS      628464109     20893    1667477    SHARED   4    1667477         0         0
MYERS INDUSTRIES INC                   COMMON SHS      628464109       194      15454    SHARED   6          0         0     15454
MYKROLIS CORP                          COMMON SHS      62852P103      1665     270725    SHARED   7     270725         0         0
MYKROLIS CORP                          COMMON SHS      62852P103        29       4644    SHARED   9       4644         0         0
MYLAN LABORATORIES INC                 COMMON SHS      628530107      3382     103309    SHARED         103309         0         0
MYLAN LABORATORIES INC                 COMMON SHS      628530107     11757     359089    SHARED   1     359089         0         0
MYLAN LABORATORIES INC                 COMMON SHS      628530107     11681     356790    SHARED   2     356790         0         0
MYLAN LABORATORIES INC                 COMMON SHS      628530107        80       2450    SHARED   3       2450         0         0
MYLAN LABORATORIES INC                 COMMON SHS      628530107      7140     218071    SHARED   8     218071         0         0
MYLAN LABORATORIES INC                 COMMON SHS      628530107        59       1800    SHARED   9       1800         0         0
NBTY INC                               COMMON SHS      628782104      5435     418700    SHARED   9     418700         0         0
NBTY INC                               COMMON SHS      628782104         8        600    SHARED   A        600         0         0
NCO GROUP INC                          COMMON SHS      628858102      2690     236214    SHARED   6          0         0    236214
NCO GROUP INC                          COMMON SHS      628858102      6489     569700    SHARED   A     569700         0         0
NCO GROUP INC                          CONVERTIBLE BD  628858AB8      9783   14000000    SHARED   A   14000000         0         0
NCR CORP                               COMMON SHS      62886E108         8        400    SHARED   9        400         0         0
NCR CORP                               COMMON SHS      62886E108      1986     100300    SHARED   A     100300         0         0
NS GROUP INC                           COMMON SHS      628916108       403      68000    SHARED   A      68000         0         0
NEC CORP                               AMER DEP RECPT  629050204      8658    1822657    SHARED   3    1822657         0         0
NEC CORP                               AMER DEP RECPT  629050204        32       6790    SHARED   6          0         0      6790
NPS PHARMACEUTICALS INC                COMMON SHS      62936P103     29239    1421560    SHARED   A    1416560         0      5000
NTL COMMUNICATIONS CORP                CONVERTIBLE BD  629407AL1     11450   57975000    SHARED   5   57975000         0         0
NTL INC                                CONVERTIBLE BD  62940TAA7     17853   96504000    SHARED   5   96504000         0         0
NUI CORP                               COMMON SHS      629431107     11569     535623    SHARED   9     535623         0         0
NVR INC                                COMMON SHS      62944T105      2024       6750    SHARED   9       6750         0         0
NVR INC                                COMMON SHS      62944T105     43625     145500    SHARED   A     145500         0         0
NABORS INDUSTRIES INC                  COMMON SHS      629568106         2         46    SHARED   6          0         0        46
NABORS INDUSTRIES INC                  COMMON SHS      629568106      1040      31747    SHARED   9      31747         0         0
NABORS INDUSTRIES INC                  COMMON SHS      629568106       573      17500    SHARED   A      17500         0         0
NAM TAI ELECTRONICS INC                COMMON SHS      629865205       894      50500    SHARED   4      50500         0         0
NASDAQ 100                             OPEN END UT TR  631100104        21       1000    SHARED   6          0         0      1000
NASDAQ 100                             OPEN END UT TR  631100104       104       5000    SHARED   9       5000         0         0
NASDAQ 100                             OPEN END UT TR  631100104      2759     132960    SHARED   A     132960         0         0
NASH FINCH CO                          COMMON SHS      631158102     10642     782500    SHARED   4     782500         0         0
NASHUA CORP                            COMMON SHS      631226107      3358     483800    SHARED   4     483800         0         0
NATIONAL AUSTRALIA CAP SEC (UK) PLC    CONVERT PREF    632525309      2526      77250    SHARED   9      77250         0         0
NATIONAL AUSTRALIA BANK LTD            AMER DEP RECPT  632525408      1995      22000    SHARED   8      22000         0         0
NATIONAL AUSTRALIA BANK LTD            AMER DEP RECPT  632525408       127       1400    SHARED   9       1400         0         0
NATIONAL CITY CORP                     COMMON SHS      635405103      1423      49886    SHARED   9      49886         0         0
NATIONAL CITY CORP                     COMMON SHS      635405103        58       2049    SHARED   A       2049         0         0
NATIONAL COMMERCE FINANCIAL CORP       COMMON SHS      63545P104     33880    1352500    SHARED   4    1352500         0         0
NATIONAL COMMERCE FINANCIAL CORP       COMMON SHS      63545P104       183       7300    SHARED   6          0         0      7300
NATIONAL COMMERCE FINANCIAL CORP       COMMON SHS      63545P104       150       6000    SHARED   9       6000         0         0
NATIONAL COMMERCE FINANCIAL CORP       COMMON SHS      63545P104     89128    3558000    SHARED   A    3558000         0         0
NATIONAL INSTRUMENTS CORP              COMMON SHS      636518102     14436     659500    SHARED   6          0         0    659500
NATIONAL INSTRUMENTS CORP              COMMON SHS      636518102        15        700    SHARED   9        700         0         0
NATIONAL INSTRUMENTS CORP              COMMON SHS      636518102     43402    1982750    SHARED   A    1982750         0         0
NATIONAL RV HOLDINGS INC               COMMON SHS      637277104      3696     601000    SHARED   4     601000         0         0
NATIONAL SERVICE INDUSTRIES INC        COMMON SHS      637657206       602      99400    SHARED   7      99400         0         0
NATIONAL SERVICE INDUSTRIES INC        COMMON SHS      637657206         1        224    SHARED   9        224         0         0
NATIONAL WESTERN LIFE INSURANCE CO     COMMON SHS      638522102     15300     150000    SHARED   4     150000         0         0
NATIONWIDE HEALTH PROPERTIES INC       REAL EST INV TR 638620104        54       3182    SHARED   3       3182         0         0
NATIONWIDE HEALTH PROPERTIES INC       REAL EST INV TR 638620104       167       9800    SHARED   9       9800         0         0
NAVIGATORS GROUP INC                   COMMON SHS      638904102       405      20000    SHARED   4      20000         0         0
NETWORK ASSOCIATES INC                 COMMON SHS      640938106        11       1000    SHARED   9       1000         0         0
NETWORK ASSOCIATES INC                 COMMON SHS      640938106     19991    1880600    SHARED   A    1880600         0         0
NETIQ CORP                             COMMON SHS      64115P102      3964     273374    SHARED   4     273374         0         0
NETIQ CORP                             COMMON SHS      64115P102      3510     242039    SHARED   6          0         0    242039
NETIQ CORP                             COMMON SHS      64115P102       193      13300    SHARED   9      13300         0         0
NETIQ CORP                             COMMON SHS      64115P102     30173    2080900    SHARED   A    2080900         0         0
NETWORK APPLIANCE INC                  COMMON SHS      64120L104         9       1200    SHARED   8       1200         0         0
NETWORK APPLIANCE INC                  COMMON SHS      64120L104       165      22575    SHARED   9      22575         0         0
NETWORK APPLIANCE INC                  COMMON SHS      64120L104     39261    5356200    SHARED   A    5356200         0         0
NEUROCRINE BIOSCIENCES INC             COMMON SHS      64125C109     16662     406400    SHARED   A     406400         0         0
NEW IRELAND FUND INC                   CLOSE END MUT F 645673104      1161     135000    SHARED   4     135000         0         0
NEW YORK TIMES CO                      COMMON SHS      650111107     16300     358628    SHARED   9     358628         0         0
NEW YORK TIMES CO                      COMMON SHS      650111107      3545      78000    SHARED   A      78000         0         0
NEWELL RUBBERMAID INC                  COMMON SHS      651229106     25400     822800    SHARED   1     821940         0       860
NEWELL RUBBERMAID INC                  COMMON SHS      651229106      3422     110840    SHARED   2     110840         0         0
NEWELL RUBBERMAID INC                  COMMON SHS      651229106      1143      37013    SHARED   6          0         0     37013
NEWELL RUBBERMAID INC                  COMMON SHS      651229106      7702     249500    SHARED   8     249500         0         0
NEWELL RUBBERMAID INC                  COMMON SHS      651229106       985      31903    SHARED   9      31903         0         0
NEWELL RUBBERMAID INC                  COMMON SHS      651229106      4751     153900    SHARED   A     153900         0         0
NEWFIELD EXPLORATION COMPANY           COMMON SHS      651290108     49189    1464400    SHARED   A    1464400         0         0
NEWFIELD FINANCIAL TRUST I             CONVERT PREF    651291205     44433     832900    SHARED   A     832900         0         0
NEWMONT MINING CORP HLDG CO            COMMON SHS      651639106     66668    2423400    SHARED   5    2423400         0         0
NEWMONT MINING CORP HLDG CO            COMMON SHS      651639106        40       1448    SHARED   6          0         0      1448
NEWMONT MINING CORP HLDG CO            COMMON SHS      651639106       215       7806    SHARED   9       7806         0         0
NEWMONT MINING CORP HLDG CO            COMMON SHS      651639106     31343    1139314    SHARED   A    1139314         0         0
NEWS CORP LTD                          AMER DEP RECPT  652487703      1117      58000    SHARED   2      58000         0         0
NEWS CORP LTD                          AMER DEP RECPT  652487703      5778     300144    SHARED   9     300144         0         0
NEWS CORP LTD                          AMER DEP RECPT  652487703       385      20000    SHARED   A      20000         0         0
NEWS CORP LTD                          DEP RCPT PFD    652487802      1575      94870    SHARED   2      94000         0       870
NEWS CORP LTD                          DEP RCPT PFD    652487802      5484     330352    SHARED   9     330352         0         0
NEXTEL COMMUNICATIONS INC              COMMON SHS      65332V103         1        144    SHARED   6          0         0       144
NEXTEL COMMUNICATIONS INC              COMMON SHS      65332V103      2643     350000    SHARED   7     350000         0         0
NEXTEL COMMUNICATIONS INC              COMMON SHS      65332V103       476      63000    SHARED   9      63000         0         0
NEXTEL COMMUNICATIONS INC              COMMON SHS      65332V103      1259     166716    SHARED   A     166716         0         0
NEXEN INC                              ORDINARY SHS    65334H102     76662    2019535    SHARED   8    1844782         0    174753
NIKE INC                               COMMON SHS      654106103      7593     175840    SHARED   1     175840         0         0
NIKE INC                               COMMON SHS      654106103      9062     209862    SHARED   9     209862         0         0
NIKE INC                               COMMON SHS      654106103        47       1100    SHARED   A       1100         0         0
99 CENTS ONLY STORES                   COMMON SHS      65440K106     17576     849100    SHARED   A     653500         0    195600
NIPPON TELEGRAPH & TELEPHONE CORP      AMER DEP RECPT  654624105       425      26110    SHARED   1      26110         0         0
NIPPON TELEGRAPH & TELEPHONE CORP      AMER DEP RECPT  654624105      6461     397125    SHARED   2     397125         0         0
NIPPON TELEGRAPH & TELEPHONE CORP      AMER DEP RECPT  654624105      8659     532229    SHARED   3     532229         0         0
NIPPON TELEGRAPH & TELEPHONE CORP      AMER DEP RECPT  654624105        53       3265    SHARED   6          0         0      3265
NIPPON TELEGRAPH & TELEPHONE CORP      AMER DEP RECPT  654624105        11        660    SHARED   8        660         0         0
NIPPON TELEGRAPH & TELEPHONE CORP      AMER DEP RECPT  654624105        36       2200    SHARED   9       2200         0         0
NISOURCE INC                           COMMON SHS      65473P105       227      13193    SHARED   9      13193         0         0
NISOURCE INC                           COMMON SHS      65473P105     24803    1439553    SHARED   A    1439553         0         0
NOKIA CORP                             AMER DEP RECPT  654902204        54       4099    SHARED              0         0      4099
NOKIA CORP                             AMER DEP RECPT  654902204       579      43729    SHARED   6          0         0     43729
NOKIA CORP                             AMER DEP RECPT  654902204        23       1700    SHARED   8       1700         0         0
NOKIA CORP                             AMER DEP RECPT  654902204     17529    1322945    SHARED   9    1322945         0         0
NOKIA CORP                             AMER DEP RECPT  654902204     29847    2252600    SHARED   A    2252600         0         0
NOBLE CORP                             COMMON SHS      655042109      9732     313950    SHARED   9     313950         0         0
NOBLE CORP                             COMMON SHS      655042109       130       4200    SHARED   A       4200         0         0
RELIANT ENERGY RESOURCES               CONVERTIBLE BD  655419AC3         7      10000    SHARED   9      10000         0         0
NORANDA INC                            ORDINARY SHS    655422103      1332      89065    SHARED   8       2447         0     86618
NORANDA INC                            COMMON SHS      655422103        45       4800    SHARED   9       4800         0         0
NORDSTROM INC                          COMMON SHS      655664100       976      54392    SHARED   9      54392         0         0
NORDSTROM INC                          COMMON SHS      655664100         9        500    SHARED   A        500         0         0
NORFOLK SOUTHERN CORP                  COMMON SHS      655844108      3070     152064    SHARED   9     152064         0         0
NORFOLK SOUTHERN CORP                  COMMON SHS      655844108        28       1400    SHARED   A       1400         0         0
NORSK HYDRO ASA                        AMER DEP RECPT  656531605     21082     557281    SHARED   2     351581         0    205700
NORSK HYDRO ASA                        AMER DEP RECPT  656531605        59       1560    SHARED   9       1560         0         0
NORTEL INVERSORA SA                    AMER DEP RECPT  656567401       272     524000    SHARED   A     524000         0         0
NORTEL NETWORKS CORP                   COMMON SHS      656568102     47203   75838560    SHARED   1   75838560         0         0
NORTEL NETWORKS CORP                   ORDINARY SHS    656568102     11198   16742304    SHARED   2   16478524         0    263780
NORTEL NETWORKS CORP                   COMMON SHS      656568102      1687    3123628    SHARED   3    3123628         0         0
NORTEL NETWORKS CORP                   COMMON SHS      656568102         7      12825    SHARED   6          0         0     12825
NORTEL NETWORKS CORP                   ORDINARY SHS    656568102      3945    4993358    SHARED   8    4993358         0         0
NORTEL NETWORKS CORP                   COMMON SHS      656568102        27      50893    SHARED   9      50893         0         0
NORTEL NETWORKS CORP                   COMMON SHS      656568102       178     330000    SHARED   A     330000         0         0
NORTEL NETWORKS CORP                   CONVERTIBLE BD  656568AB8     34506  115500000    SHARED   A  115500000         0         0
NORTH AMERICAN PALLADIUM LTD           ORDINARY SHS    656912102      2843     427500    SHARED   A     427500         0         0
NORTH EUROPEAN OIL ROYALTY TRUST       COMMON SHS      659310106       286      12300    SHARED   9      12300         0         0
NORTH FORK BANCORP INC                 COMMON SHS      659424105      4338     114650    SHARED   9     114650         0         0
NORTH FORK BANCORP INC                 COMMON SHS      659424105      8559     226200    SHARED   A     226200         0         0
NORTHEAST UTILITIES                    COMMON SHS      664397106     31137    1842400    SHARED   4    1842400         0         0
NORTHEAST UTILITIES                    COMMON SHS      664397106        14        800    SHARED   6          0         0       800
NORTHEAST UTILITIES                    COMMON SHS      664397106        66       3900    SHARED   9       3900         0         0
NORTHERN TRUST CORP                    COMMON SHS      665859104       444      11783    SHARED   9      11783         0         0
NORTHERN TRUST CORP                    COMMON SHS      665859104        28        740    SHARED   A        740         0         0
NORTHROP GRUMMAN CORP                  COMMON SHS      666807102     62020     500000    SHARED   7     500000         0         0
NORTHROP GRUMMAN CORP                  COMMON SHS      666807102       328       2644    SHARED   9       2644         0         0
NORTHROP GRUMMAN CORP                  COMMON SHS      666807102        50        404    SHARED   A        404         0         0
NORTHWEST AIRLINES CORP                COMMON SHS      667280101      3340     500000    SHARED   7     500000         0         0
NOVA CHEMICALS CORP                    ORDINARY SHS    66977W109     12875     602346    SHARED   6          0         0    602346
NOVA CHEMICALS CORP                    COMMON SHS      66977W109        20        960    SHARED   9        960         0         0
NOVA CHEMICALS CORP                    COMMON SHS      66977W109     43864    2113921    SHARED   A    2113921         0         0
NOVARTIS AG                            AMER DEP RECPT  66987V109        51       1295    SHARED              0         0      1295
NOVARTIS AG                            AMER DEP RECPT  66987V109      1126      28338    SHARED   9      28338         0         0
NUANCE COMMUNICATIONS INC              COMMON SHS      669967101      2069    1217200    SHARED   A    1217200         0         0
NOVELLUS SYSTEMS INC                   COMMON SHS      670008101         4        200    SHARED   9        200         0         0
NOVELLUS SYSTEMS INC                   COMMON SHS      670008101     69201    3325350    SHARED   A    3220350         0    105000
NOVO-NORDISK AS                        AMER DEP RECPT  670100205       476      17625    SHARED   9      17625         0         0
NSTAR                                  COMMON SHS      67019E107       113       2860    SHARED   9       2860         0         0
NSTAR                                  COMMON SHS      67019E107     13937     352400    SHARED   A     352400         0         0
NUCOR CORP                             COMMON SHS      670346105     25655     676900    SHARED   4     676900         0         0
NUCOR CORP                             COMMON SHS      670346105       121       3200    SHARED   6          0         0      3200
NUCOR CORP                             COMMON SHS      670346105      2315      61075    SHARED   9      61075         0         0
NUCOR CORP                             COMMON SHS      670346105        11        300    SHARED   A        300         0         0
NUEVO ENERGY CO                        COMMON SHS      670509108      3924     360000    SHARED   4     360000         0         0
NUEVO FINANCING I                      CONVERT PREF    670511203     44351    1592500    SHARED   A    1592500         0         0
NUVEEN PREMIUM INCOME MUNICIPAL FUND 4 CLOSE END MUT F 6706K4105       220      16200    SHARED   9      16200         0         0
OM GROUP INC                           COMMON SHS      670872100       116       2700    SHARED   6          0         0      2700
OM GROUP INC                           COMMON SHS      670872100       330       7700    SHARED   9       7700         0         0
OSI PHARMACEUTICALS INC                COMMON SHS      671040103      3940     232176    SHARED   6          0         0    232176
OSI PHARMACEUTICALS INC                COMMON SHS      671040103     32117    1892564    SHARED   A    1882064         0     10500
OAK TECHNOLOGY INC                     COMMON SHS      671802106      4586    1442133    SHARED   6          0         0   1442133
OAK TECHNOLOGY INC                     COMMON SHS      671802106      1996     627700    SHARED   9     627700         0         0
OAK TECHNOLOGY INC                     COMMON SHS      671802106      1657     521000    SHARED   A     521000         0         0
OCCIDENTAL PETROLEUM CORP              COMMON SHS      674599105     12760     449614    SHARED         449614         0         0
OCCIDENTAL PETROLEUM CORP              COMMON SHS      674599105    113930    4014438    SHARED   1    4014178         0       260
OCCIDENTAL PETROLEUM CORP              COMMON SHS      674599105      2883     101570    SHARED   2     101570         0         0
OCCIDENTAL PETROLEUM CORP              COMMON SHS      674599105        79       2772    SHARED   3       2772         0         0
OCCIDENTAL PETROLEUM CORP              COMMON SHS      674599105     12185     429365    SHARED   8     429365         0         0
OCCIDENTAL PETROLEUM CORP              COMMON SHS      674599105        62       2200    SHARED   9       2200         0         0
OCCIDENTAL PETROLEUM CORP              COMMON SHS      674599105        37       1300    SHARED   A       1300         0         0
OCEANEERING INTERNATIONAL INC          COMMON SHS      675232102      6925     272100    SHARED   9     272100         0         0
OCEANEERING INTERNATIONAL INC          COMMON SHS      675232102        10        400    SHARED   A        400         0         0
ODYSSEY RE HOLDINGS CORP               COMMON SHS      67612W108       746      44900    SHARED   9      44900         0         0
ODYSSEY RE HOLDINGS CORP               COMMON SHS      67612W108         2        100    SHARED   A        100         0         0
OFFICEMAX INC                          COMMON SHS      67622M108        10       2500    SHARED   9       2500         0         0
OFFICEMAX INC                          COMMON SHS      67622M108      5023    1231085    SHARED   A    1231085         0         0
OFFSHORE LOGISTICS INC                 COMMON SHS      676255102     18305    1019200    SHARED   4    1019200         0         0
OFFSHORE LOGISTICS INC                 COMMON SHS      676255102        18        978    SHARED   6          0         0       978
OFFSHORE LOGISTICS INC                 COMMON SHS      676255102        32       1800    SHARED   9       1800         0         0
OIL SERVICE HOLDRS TRUST               CLOSE END MUT F 678002106       501      10000    SHARED   A      10000         0         0
OIL STATES INTERNATIONAL INC           COMMON SHS      678026105      4159     415900    SHARED   4     415900         0         0
OIL STATES INTERNATIONAL INC           COMMON SHS      678026105     16072    1607200    SHARED   A    1607200         0         0
OLD REPUBLIC INTERNATIONAL CORP        COMMON SHS      680223104     48104    1695000    SHARED   4    1695000         0         0
OLD REPUBLIC INTERNATIONAL CORP        COMMON SHS      680223104    161893    5704460    SHARED   5    5704460         0         0
OLD REPUBLIC INTERNATIONAL CORP        COMMON SHS      680223104       128       4500    SHARED   6          0         0      4500
OLD REPUBLIC INTERNATIONAL CORP        COMMON SHS      680223104        34       1200    SHARED   9       1200         0         0
OLIN CORP                              COMMON SHS      680665205      3607     220200    SHARED   4     220200         0         0
OLIN CORP                              COMMON SHS      680665205      6051     369432    SHARED   6          0         0    369432
OLIN CORP                              COMMON SHS      680665205        55       3360    SHARED   9       3360         0         0
OLIN CORP                              COMMON SHS      680665205      9812     599000    SHARED   A     599000         0         0
OMNICARE INC                           CONVERTIBLE BD  681904AD0        27      30000    SHARED   9      30000         0         0
OMNICOM GROUP INC                      COMMON SHS      681919106     63748    1144900    SHARED   5    1144900         0         0
OMNICOM GROUP INC                      COMMON SHS      681919106      1197      21504    SHARED   9      21504         0         0
OMNICOM GROUP INC                      COMMON SHS      681919106     27346     491130    SHARED   A     381130         0    110000
OMNOVA SOLUTIONS INC                   COMMON SHS      682129101      2942     641000    SHARED   2     641000         0         0
ON ASSIGNMENT INC                      COMMON SHS      682159108       475      57400    SHARED   9      57400         0         0
VIMPEL COMMUNICATIONS                  AMER DEP RECPT  68370R109     12669     534800    SHARED         534800         0         0
OPENWAVE SYSTEMS INC                   COMMON SHS      683718100       457     737013    SHARED   A     737013         0         0
ORACLE CORP                            COMMON SHS      68389X105        12       1500    SHARED   6          0         0      1500
ORACLE CORP                            COMMON SHS      68389X105      3930     500000    SHARED   7     500000         0         0
ORACLE CORP                            COMMON SHS      68389X105     15883    2020711    SHARED   9    2020711         0         0
ORACLE CORP                            COMMON SHS      68389X105     30903    3931720    SHARED   A    3471720         0    460000
ORTEC INTERNATIONAL INC                COMMON SHS      68749B108        15      35722    SHARED   A      35722         0         0
OSHKOSH TRUCK CORP                     COMMON SHS      688239201     16920     300000    SHARED   4     300000         0         0
OSHKOSH TRUCK CORP                     COMMON SHS      688239201       127       2246    SHARED   6          0         0      2246
OSHKOSH TRUCK CORP                     COMMON SHS      688239201     20953     371500    SHARED   A     371500         0         0
OSMONICS INC                           COMMON SHS      688350107      3570     300000    SHARED   7     300000         0         0
OVERSEAS SHIPHOLDING GROUP INC         COMMON SHS      690368105     29440    1926700    SHARED   4    1926700         0         0
OVERTURE SERVICES INC                  COMMON SHS      69039R100     26905    1141500    SHARED   A    1141500         0         0
OWENS & MINOR INC                      COMMON SHS      690732102      1865     130521    SHARED   6          0         0    130521
OWENS & MINOR INC                      COMMON SHS      690732102       106       7400    SHARED   9       7400         0         0
PG&E CORP                              COMMON SHS      69331C108     39889    3542575    SHARED   5    3542575         0         0
PG&E CORP                              COMMON SHS      69331C108         1        127    SHARED   9        127         0         0
PG&E CORP                              COMMON SHS      69331C108        15       1300    SHARED   A       1300         0         0
PLX TECHNOLOGY INC                     COMMON SHS      693417107       509     450000    SHARED   A     450000         0         0
PMC-SIERRA INC                         COMMON SHS      69344F106         9       2250    SHARED   9       2250         0         0
PMC-SIERRA INC                         COMMON SHS      69344F106     11317    2916691    SHARED   A    2916691         0         0
PMC-SIERRA INC                         CONVERTIBLE BD  69344FAA4        68     100000    SHARED   9     100000         0         0
PMC-SIERRA INC                         CONVERTIBLE BD  69344FAB2     35503   52500000    SHARED   A   52500000         0         0
PMI GROUP INC                          COMMON SHS      69344M101        31       1154    SHARED   9       1154         0         0
PMI GROUP INC                          COMMON SHS      69344M101     58564    2152300    SHARED   A    1852300         0    300000
PNC FINANCIAL SERVICES GROUP           COMMON SHS      693475105      3492      82800    SHARED   5      82800         0         0
PNC FINANCIAL SERVICES GROUP           COMMON SHS      693475105      2351      55757    SHARED   9      55757         0         0
PNC FINANCIAL SERVICES GROUP           COMMON SHS      693475105        41        973    SHARED   A        973         0         0
POSCO                                  AMER DEP RECPT  693483109      1092      50610    SHARED   1      50610         0         0
POSCO                                  AMER DEP RECPT  693483109        81       3756    SHARED   2       3520         0       236
POSCO                                  AMER DEP RECPT  693483109     10070     466653    SHARED   3     466653         0         0
POSCO                                  AMER DEP RECPT  693483109        39       1805    SHARED   6          0         0      1805
POSCO                                  AMER DEP RECPT  693483109      2603     120600    SHARED   9     120600         0         0
PNM RESOURCES INC                      COMMON SHS      69349H107      1129      57000    SHARED          57000         0         0
PNM RESOURCES INC                      COMMON SHS      69349H107     21780    1100000    SHARED   4    1100000         0         0
PNM RESOURCES INC                      COMMON SHS      69349H107      1249      63100    SHARED   8      63100         0         0
PNM RESOURCES INC                      COMMON SHS      69349H107       115       5800    SHARED   9       5800         0         0
PPG INDUSTRIES INC                     COMMON SHS      693506107       237       5300    SHARED   8       5300         0         0
PPG INDUSTRIES INC                     COMMON SHS      693506107      1059      23682    SHARED   9      23682         0         0
PPG INDUSTRIES INC                     COMMON SHS      693506107        26        583    SHARED   A        583         0         0
PPL CORP                               COMMON SHS      69351T106     99748    3065400    SHARED   5    3065400         0         0
PPL CORP                               COMMON SHS      69351T106       192       5900    SHARED   9       5900         0         0
PPL CORP                               COMMON SHS      69351T106        16        500    SHARED   A        500         0         0
PRG-SCHULTZ INTERNATIONAL INC          COMMON SHS      69357C107     10578     854424    SHARED   6          0         0    854424
PRG-SCHULTZ INTERNATIONAL INC          COMMON SHS      69357C107      9259     747900    SHARED   A     747900         0         0
PS BUSINESS PARKS INC                  REAL EST INV TR 69360J107      2039      59970    SHARED   6          0         0     59970
PS BUSINESS PARKS INC                  REAL EST INV TR 69360J107       238       7000    SHARED   9       7000         0         0
PS BUSINESS PARKS INC                  REAL EST INV TR 69360J107     28390     835000    SHARED   A     835000         0         0
PACIFIC CREST CAP INC                  COMMON SHS      694166109      3075     100000    SHARED   5     100000         0         0
PACKAGING CORP OF AMERICA              COMMON SHS      695156109     16670     952000    SHARED         952000         0         0
PACTIV CORP                            COMMON SHS      695257105      6080     369600    SHARED         369600         0         0
PACTIV CORP                            COMMON SHS      695257105        14        873    SHARED   9        873         0         0
PACTIV CORP                            COMMON SHS      695257105      3938     239400    SHARED   A     239400         0         0
PALL CORP                              COMMON SHS      696429307      6913     437800    SHARED   4     437800         0         0
PALL CORP                              COMMON SHS      696429307       203      12845    SHARED   6          0         0     12845
PALL CORP                              COMMON SHS      696429307      7895     500000    SHARED   7     500000         0         0
PALL CORP                              COMMON SHS      696429307      1911     121000    SHARED   8     121000         0         0
PALL CORP                              COMMON SHS      696429307       523      33123    SHARED   9      33123         0         0
PALL CORP                              COMMON SHS      696429307     26755    1694400    SHARED   A    1694400         0         0
PALM INC                               COMMON SHS      696642206        10      13193    SHARED   9      13193         0         0
PAN PACIFIC RETAIL PROPERTIES INC      REAL EST INV TR 69806L104       845      24500    SHARED   9      24500         0         0
PARAMETRIC TECHNOLOGY CORP             COMMON SHS      699173100      2450    1360895    SHARED   6          0         0   1360895
PARAMETRIC TECHNOLOGY CORP             COMMON SHS      699173100         0        200    SHARED   9        200         0         0
PARAMETRIC TECHNOLOGY CORP             COMMON SHS      699173100         2       1100    SHARED   A       1100         0         0
PARK ELECTROCHEMICAL CORP              COMMON SHS      700416209      6366     381200    SHARED   A     381200         0         0
PARK PLACE ENTERTAINMENT CORP          COMMON SHS      700690100    135729   17072814    SHARED   5   17072814         0         0
PARK PLACE ENTERTAINMENT CORP          COMMON SHS      700690100         5        574    SHARED   9        574         0         0
PARKER DRILLING CO                     COMMON SHS      701081101       354     161000    SHARED   A     161000         0         0
PARKER HANNIFIN CORP                   COMMON SHS      701094104       382      10000    SHARED   9      10000         0         0
PARKER HANNIFIN CORP                   COMMON SHS      701094104        15        400    SHARED   A        400         0         0
PATTERSON DENTAL CO                    COMMON SHS      703412106       683      13350    SHARED   9      13350         0         0
PATTERSON UTI ENERGY INC               COMMON SHS      703481101      4972     194899    SHARED   6          0         0    194899
PATTERSON UTI ENERGY INC               COMMON SHS      703481101        46       1800    SHARED   9       1800         0         0
PATTERSON UTI ENERGY INC               COMMON SHS      703481101     27985    1097005    SHARED   A    1097005         0         0
PAYCHEX INC                            COMMON SHS      704326107     13755     566764    SHARED   9     566764         0         0
PAYCHEX INC                            COMMON SHS      704326107     27267    1123500    SHARED   A     943500         0    180000
PAYPAL INC                             COMMON SHS      704508100      3137     150000    SHARED         150000         0         0
PEABODY ENERGY CORP                    COMMON SHS      704549104     46553    1825600    SHARED   4    1825600         0         0
PEABODY ENERGY CORP                    COMMON SHS      704549104     10305     404100    SHARED   A     277800         0    126300
PEC SOLUTIONS INC                      COMMON SHS      705107100       266      11928    SHARED   6          0         0     11928
PEC SOLUTIONS INC                      COMMON SHS      705107100       116       5200    SHARED   9       5200         0         0
PECHINEY SA                            AMER DEP RECPT  705151207      7023     514488    SHARED   1     505478         0      9010
PECHINEY SA                            AMER DEP RECPT  705151207       515      37740    SHARED   2      37740         0         0
PEDIATRIX MEDICAL GROUP INC            COMMON SHS      705324101     21307     687550    SHARED   9     687550         0         0
PEDIATRIX MEDICAL GROUP INC            COMMON SHS      705324101      4190     135200    SHARED   A     120400         0     14800
PEGASUS SOLUTIONS INC                  COMMON SHS      705906105         5        434    SHARED   9        434         0         0
PEGASUS SOLUTIONS INC                  COMMON SHS      705906105      5292     501590    SHARED   A     501590         0         0
PENN AMERICA GROUP INC                 COMMON SHS      707247102      4982     550450    SHARED   4     550450         0         0
PENN TRAFFIC CO                        COMMON SHS      707832200      2544     389598    SHARED   A     389598         0         0
PENNEY JC CO INC                       COMMON SHS      708160106        85       5350    SHARED   1       5350         0         0
PENNEY JC CO INC                       COMMON SHS      708160106       924      58060    SHARED   2      58060         0         0
PENNEY JC CO INC                       COMMON SHS      708160106       428      26870    SHARED   6          0         0     26870
PENNEY JC CO INC                       COMMON SHS      708160106       918      57684    SHARED   9      57684         0         0
PENNEY JC CO INC                       COMMON SHS      708160106        14        900    SHARED   A        900         0         0
PENNZOIL-QUAKER STATE CO               COMMON SHS      709323109     11721     533500    SHARED   5     533500         0         0
PENNZOIL-QUAKER STATE CO               COMMON SHS      709323109       307      13988    SHARED   6          0         0     13988
PENNZOIL-QUAKER STATE CO               COMMON SHS      709323109       116       5281    SHARED   9       5281         0         0
PENTAIR INC                            COMMON SHS      709631105     12229     329000    SHARED   A     329000         0         0
PEOPLES BANK                           COMMON SHS      710198102       251      11200    SHARED   9      11200         0         0
PEOPLES ENERGY CORP                    COMMON SHS      711030106       185       5499    SHARED   9       5499         0         0
PEOPLES ENERGY CORP                    COMMON SHS      711030106     15332     455100    SHARED   A     455100         0         0
PEOPLESOFT INC                         COMMON SHS      712713106        99       8000    SHARED   6          0         0      8000
PEOPLESOFT INC                         COMMON SHS      712713106        12        950    SHARED   9        950         0         0
PEOPLESOFT INC                         COMMON SHS      712713106        15       1200    SHARED   A       1200         0         0
PEPCO HOLDINGS INC                     COMMON SHS      713291102    140437    7039440    SHARED   1    7039440         0         0
PEPCO HOLDINGS INC                     COMMON SHS      713291102        78       3929    SHARED   3       3929         0         0
PEPCO HOLDINGS INC                     COMMON SHS      713291102        69       3456    SHARED   9       3456         0         0
PEPCO HOLDINGS INC                     COMMON SHS      713291102     86783    4350000    SHARED   A    4350000         0         0
PEPSIAMERICAS INC                      COMMON SHS      71343P200       378      26600    SHARED   9      26600         0         0
PEPSICO INC                            COMMON SHS      713448108        75       2041    SHARED              0         0      2041
PEPSICO INC                            COMMON SHS      713448108        48       1300    SHARED   6          0         0      1300
PEPSICO INC                            COMMON SHS      713448108        11        300    SHARED   8        300         0         0
PEPSICO INC                            COMMON SHS      713448108     79217    2143893    SHARED   9    2143893         0         0
PEPSICO INC                            COMMON SHS      713448108     11068     299527    SHARED   A     224527         0     75000
PEREZ COMPANC SA                       AMER DEP RECPT  71367B103     20565    4088500    SHARED   1    4087300         0      1200
PERFORMANCE FOOD GROUP CO              COMMON SHS      713755106        23        676    SHARED   9        676         0         0
PERFORMANCE FOOD GROUP CO              COMMON SHS      713755106     12548     369500    SHARED   A     369500         0         0
PERFORMANCE FOOD GROUP CO              CONVERTIBLE BD  713755AA4      3131    2500000    SHARED   A    2500000         0         0
PERICOM SEMICONDUCTOR CORP             COMMON SHS      713831105      3344     387882    SHARED   6          0         0    387882
PERICOM SEMICONDUCTOR CORP             COMMON SHS      713831105      3744     434300    SHARED   A     434300         0         0
PERKINELMER INC                        COMMON SHS      714046109       246      45080    SHARED   6          0         0     45080
PERKINELMER INC                        COMMON SHS      714046109      1363     250000    SHARED   7     250000         0         0
PERKINELMER INC                        COMMON SHS      714046109       126      23112    SHARED   9      23112         0         0
PERKINELMER INC                        COMMON SHS      714046109     20265    3718405    SHARED   A    3248405         0    470000
PEROT SYSTEMS CORP                     COMMON SHS      714265105     13628    1465400    SHARED   9    1465400         0         0
PEROT SYSTEMS CORP                     COMMON SHS      714265105        22       2400    SHARED   A       2400         0         0
P T INDOSAT (PERSERO) TBK              AMER DEP RECPT  715680104      7567     806670    SHARED   2     806670         0         0
P T TELEKOMUNIKASI INDONESIA TBK       AMER DEP RECPT  715684106       383      51600    SHARED   9      51600         0         0
PETRO-CANADA                           ORDINARY SHS    71644E102      1173      25200    SHARED   2      25200         0         0
PETRO-CANADA                           ORDINARY SHS    71644E102    108114    2322026    SHARED   8    2141019         0    181007
PETROCHINA CO LTD                      AMER DEP RECPT  71646E100      5859     291500    SHARED   9     291500         0         0
PETROLEUM & RESOURCES CORP             CLOSE END MUT F 716549100      2858     150000    SHARED   4     150000         0         0
PETROLEUM & RESOURCES CORP             CLOSE END MUT F 716549100        44       2335    SHARED   9       2335         0         0
PETROLEO BRASILEIRO SA (PETROBRAS)     DEP RCPT PFD    71654V101     31978    3348533    SHARED        2926133         0    422400
PETROLEO BRASILEIRO SA (PETROBRAS)     DEP RCPT PFD    71654V101      9073     950000    SHARED   1     950000         0         0
PETROLEO BRASILEIRO SA (PETROBRAS)     DEP RCPT PFD    71654V101     10683    1118670    SHARED   2    1118670         0         0
PETROLEO BRASILEIRO SA (PETROBRAS)     DEP RCPT PFD    71654V101      4160     435624    SHARED   3     435624         0         0
PETROLEO BRASILEIRO SA (PETROBRAS)     DEP RCPT PFD    71654V101        10        995    SHARED   6          0         0       995
PETROLEO BRASILEIRO SA (PETROBRAS)     AMER DEP RECPT  71654V408       466      43393    SHARED   2      43393         0         0
PETROLEO BRASILEIRO SA (PETROBRAS)     AMER DEP RECPT  71654V408      1148     107000    SHARED   9     107000         0         0
PETROLEO BRASILEIRO SA (PETROBRAS)     AMER DEP RECPT  71654V408     18305    1706000    SHARED   A    1706000         0         0
PETROLEUM HELICOPTERS INC              COMMON SHS      716604103      2501      95100    SHARED   4      95100         0         0
PETROLEUM HELICOPTERS INC              COMMON SHS      716604202      6182     230000    SHARED   4     230000         0         0
PETROQUEST ENERGY INC                  COMMON SHS      716748108      8048    1820808    SHARED   A    1820808         0         0
PFIZER INC                             COMMON SHS      717081103     10287     354484    SHARED         350925         0      3559
PFIZER INC                             COMMON SHS      717081103      2332      80368    SHARED   6          0         0     80368
PFIZER INC                             COMMON SHS      717081103     58040    2000000    SHARED   7    2000000         0         0
PFIZER INC                             COMMON SHS      717081103     11300     389380    SHARED   8     389380         0         0
PFIZER INC                             COMMON SHS      717081103    172152    5932180    SHARED   9    5932180         0         0
PFIZER INC                             COMMON SHS      717081103    112511    3877014    SHARED   A    3195314         0    681700
PHARMACEUTICAL PRODUCT DEVELOPMENT INC COMMON SHS      717124101        44       2300    SHARED   9       2300         0         0
PHARMACEUTICAL PRODUCT DEVELOPMENT INC COMMON SHS      717124101     25537    1320400    SHARED   A    1320400         0         0
PHARMACIA CORP                         COMMON SHS      71713U102      7115     182987    SHARED         182987         0         0
PHARMACIA CORP                         COMMON SHS      71713U102    318806    8199741    SHARED   1    8198913         0       828
PHARMACIA CORP                         COMMON SHS      71713U102      9403     241839    SHARED   2     241839         0         0
PHARMACIA CORP                         COMMON SHS      71713U102      1495      38452    SHARED   3      38452         0         0
PHARMACIA CORP                         COMMON SHS      71713U102    101266    2604570    SHARED   5    2604570         0         0
PHARMACIA CORP                         COMMON SHS      71713U102       139       3565    SHARED   6          0         0      3565
PHARMACIA CORP                         COMMON SHS      71713U102      2994      77000    SHARED   8      77000         0         0
PHARMACIA CORP                         COMMON SHS      71713U102      4365     112270    SHARED   9     112270         0         0
PHARMACIA CORP                         COMMON SHS      71713U102     20918     538003    SHARED   A     343003         0    195000
PHELPS DODGE CORP                      COMMON SHS      717265102         5        200    SHARED   6          0         0       200
PHELPS DODGE CORP                      COMMON SHS      717265102       349      13614    SHARED   9      13614         0         0
PHELPS DODGE CORP                      COMMON SHS      717265102         8        300    SHARED   A        300         0         0
PHILADELPHIA SUBURBAN CORP             COMMON SHS      718009608      4357     214650    SHARED   9     214650         0         0
PHILADELPHIA SUBURBAN CORP             COMMON SHS      718009608         8        400    SHARED   A        400         0         0
PHILIP MORRIS COS INC                  COMMON SHS      718154107        89       2306    SHARED              0         0      2306
PHILIP MORRIS COS INC                  COMMON SHS      718154107      5665     146000    SHARED   4     146000         0         0
PHILIP MORRIS COS INC                  COMMON SHS      718154107    196077    5053534    SHARED   5    5053534         0         0
PHILIP MORRIS COS INC                  COMMON SHS      718154107       371       9558    SHARED   6          0         0      9558
PHILIP MORRIS COS INC                  COMMON SHS      718154107      1606      41401    SHARED   8      38100         0      3301
PHILIP MORRIS COS INC                  COMMON SHS      718154107     58061    1496414    SHARED   9    1496414         0         0
PHILIP MORRIS COS INC                  COMMON SHS      718154107    233147    6008943    SHARED   A    5923943         0     85000
PHILIPPINE LONG DISTANCE TELEPHONE CO  AMER DEP RECPT  718252604      3696     716243    SHARED         716243         0         0
PHILIPPINE LONG DISTANCE TELEPHONE CO  AMER DEP RECPT  718252604     15637    3030420    SHARED   2    2911230         0    119190
PHILIPPINE LONG DISTANCE TELEPHONE CO  AMER DEP RECPT  718252604      5094     987269    SHARED   3     987269         0         0
PHILIPPINE LONG DISTANCE TELEPHONE CO  AMER DEP RECPT  718252604        22       4240    SHARED   6          0         0      4240
PHILIPPINE LONG DISTANCE TELEPHONE CO  AMER DEP RECPT  718252604      5074     983348    SHARED   8     983348         0         0
PHILIPPINE LONG DISTANCE TELEPHONE CO  GLBL DEP RECPT  718252703         5        300    SHARED            300         0         0
PHILIPPINE LONG DISTANCE TELEPHONE CO  GLBL DEP RECPT  718252703      1333      82200    SHARED   2      80700         0      1500
PHOSPHATE RESOURCE PARTNERS LP         LTD PARTNERSHIP 719217101      1013     415000    SHARED   A     415000         0         0
PHOTON DYNAMICS INC                    COMMON SHS      719364101      3059     164200    SHARED   9     164200         0         0
PHOTON DYNAMICS INC                    COMMON SHS      719364101         6        300    SHARED   A        300         0         0
PHOTRONICS INC                         COMMON SHS      719405102      1063     105700    SHARED   9     105700         0         0
PHOTRONICS INC                         COMMON SHS      719405102         1        100    SHARED   A        100         0         0
PINNACLE SYSTEMS INC                   COMMON SHS      723481107     11861    1098200    SHARED   9    1098200         0         0
PINNACLE SYSTEMS INC                   COMMON SHS      723481107        10        900    SHARED   A        900         0         0
PINNACLE WEST CAPITAL CORP             COMMON SHS      723484101      3745     134891    SHARED   8     132690         0      2201
PINNACLE WEST CAPITAL CORP             COMMON SHS      723484101        58       2100    SHARED   9       2100         0         0
PINNACLE WEST CAPITAL CORP             COMMON SHS      723484101         8        300    SHARED   A        300         0         0
PIONEER NATURAL RESOURCES CO           COMMON SHS      723787107      3880     160000    SHARED   4     160000         0         0
PIONEER NATURAL RESOURCES CO           COMMON SHS      723787107        75       1976    SHARED   8       1976         0         0
PIONEER NATURAL RESOURCES CO           COMMON SHS      723787107     10435     430300    SHARED   A     430300         0         0
PITNEY BOWES INC                       COMMON SHS      724479100      1583      51923    SHARED   6          0         0     51923
PITNEY BOWES INC                       COMMON SHS      724479100     15245     500000    SHARED   7     500000         0         0
PITNEY BOWES INC                       COMMON SHS      724479100      2129      69832    SHARED   9      69832         0         0
PITNEY BOWES INC                       COMMON SHS      724479100      7833     256900    SHARED   A     256900         0         0
PITTSTON BRINKS GROUP                  COMMON SHS      725701106      7358     328500    SHARED   A     328500         0         0
PLACER DOME INC                        COMMON SHS      725906101        68       7500    SHARED   9       7500         0         0
PLACER DOME INC                        COMMON SHS      725906101      9621    1053820    SHARED   A    1053820         0         0
PLEXUS CORP                            COMMON SHS      729132100      8085     874000    SHARED   A     874000         0         0
PLUM CREEK TIMBER CO INC               REAL EST INV TR 729251108      8503     376069    SHARED         376069         0         0
PLUM CREEK TIMBER CO INC               REAL EST INV TR 729251108     13132     580826    SHARED   9     580826         0         0
PLUM CREEK TIMBER CO INC               REAL EST INV TR 729251108        14        600    SHARED   A        600         0         0
POLO RALPH LAUREN CORP                 COMMON SHS      731572103     22858    1100000    SHARED   A    1100000         0         0
POLYCOM INC                            COMMON SHS      73172K104        20       3000    SHARED   9       3000         0         0
POLYCOM INC                            COMMON SHS      73172K104     17067    2513600    SHARED   A    2513600         0         0
POLYONE CORP                           COMMON SHS      73179P106     10919    1271100    SHARED   4    1271100         0         0
POPE & TALBOT INC                      COMMON SHS      732827100        39       3000    SHARED   9       3000         0         0
POPE & TALBOT INC                      COMMON SHS      732827100      3945     307000    SHARED   A      37000         0    270000
PORTAL SOFTWARE INC                    COMMON SHS      736126103         4      15000    SHARED   9      15000         0         0
PORTUGAL TELECOM SGPS SA               AMER DEP RECPT  737273102        19       4062    SHARED   2          0         0      4062
PORTUGAL TELECOM SGPS SA               AMER DEP RECPT  737273102         1        178    SHARED   9        178         0         0
PORTUGAL TELECOM SGPS SA               AMER DEP RECPT  737273102      2952     639016    SHARED   A     639016         0         0
POTASH CORP OF SASKATCHEWAN INC        ORDINARY SHS    73755L107     47383     481049    SHARED   8     449856         0     31193
POTLATCH CORP                          COMMON SHS      737628107     37933    1322640    SHARED   5    1322640         0         0
POTLATCH CORP                          COMMON SHS      737628107        40       1400    SHARED   9       1400         0         0
POWELL INDUSTRIES INC                  COMMON SHS      739128106      1410      75000    SHARED   4      75000         0         0
POWER ONE INC                          COMMON SHS      739308104      3191    1070662    SHARED   6          0         0   1070662
POWER ONE INC                          COMMON SHS      739308104      9520    3194500    SHARED   A    3194500         0         0
POWERWAVE TECHNOLOGIES INC             COMMON SHS      739363109       192      56650    SHARED   A      56650         0         0
PRANDIUM INC                           COMMON SHS      73972W407       637     621036    SHARED   A     621036         0         0
PRAXAIR INC                            COMMON SHS      74005P104       232       4532    SHARED   9       4532         0         0
PRAXAIR INC                            COMMON SHS      74005P104        26        500    SHARED   A        500         0         0
PRECISION DRILLING CORP                ORDINARY SHS    74022D100     10289     214802    SHARED   2     213162         0      1640
PRECISION DRILLING CORP                ORDINARY SHS    74022D100      4055      84648    SHARED   8      84648         0         0
PREMCOR INC                            COMMON SHS      74045Q104     12098     771056    SHARED   A     771056         0         0
PREMIER FARNELL PLC                    AMER DEP RECPT  74050U107        76      15500    SHARED   9      15500         0         0
PRESIDENTIAL LIFE CORP                 COMMON SHS      740884101     20246    1406000    SHARED   4    1406000         0         0
PRIDE INTERNATIONAL INC                COMMON SHS      74153Q102        49       3742    SHARED   6          0         0      3742
PRIDE INTERNATIONAL INC                COMMON SHS      74153Q102     43181    3321600    SHARED   A    3321600         0         0
PRIME HOSPITALITY CORP                 COMMON SHS      741917108      7724     942000    SHARED   2     942000         0         0
PRIME HOSPITALITY CORP                 COMMON SHS      741917108        46       5648    SHARED   3       5648         0         0
PRIME HOSPITALITY CORP                 COMMON SHS      741917108     16497    2011800    SHARED   5    2011800         0         0
PRIME HOSPITALITY CORP                 COMMON SHS      741917108         1        100    SHARED   9        100         0         0
PRINCIPAL FINANCIAL GROUP              COMMON SHS      74251V102     19902     760200    SHARED   4     760200         0         0
PRINCIPAL FINANCIAL GROUP              COMMON SHS      74251V102     91282    3486695    SHARED   5    3486695         0         0
PRINCIPAL FINANCIAL GROUP              COMMON SHS      74251V102        91       3495    SHARED   9       3495         0         0
PRINCIPAL FINANCIAL GROUP              COMMON SHS      74251V102        31       1200    SHARED   A       1200         0         0
PRINTRONIX INC                         COMMON SHS      742578107      1151     119000    SHARED   4     119000         0         0
PROBUSINESS SERVICES INC               COMMON SHS      742674104      4173     659202    SHARED   6          0         0    659202
PROBUSINESS SERVICES INC               COMMON SHS      742674104     20441    3229200    SHARED   A    3229200         0         0
PROCTER & GAMBLE CO                    COMMON SHS      742718109     12698     142067    SHARED         142067         0         0
PROCTER & GAMBLE CO                    COMMON SHS      742718109       186       2080    SHARED   1       2080         0         0
PROCTER & GAMBLE CO                    COMMON SHS      742718109      9647     107930    SHARED   2     107930         0         0
PROCTER & GAMBLE CO                    COMMON SHS      742718109      1695      18963    SHARED   3      18963         0         0
PROCTER & GAMBLE CO                    COMMON SHS      742718109      1346      15054    SHARED   6          0         0     15054
PROCTER & GAMBLE CO                    COMMON SHS      742718109     23105     258500    SHARED   8     255068         0      3432
PROCTER & GAMBLE CO                    COMMON SHS      742718109     85793     959865    SHARED   9     959865         0         0
PROCTER & GAMBLE CO                    COMMON SHS      742718109     33455     374300    SHARED   A     319300         0     55000
PROGRESS ENERGY INC                    COMMON SHS      743263105      3994      97725    SHARED   9      97725         0         0
PROGRESS ENERGY INC                    COMMON SHS      743263105    107108    2620709    SHARED   A    2620709         0         0
PROGRESSIVE CORP                       COMMON SHS      743315103       889      17550    SHARED   9      17550         0         0
PROGRESSIVE CORP                       COMMON SHS      743315103        37        732    SHARED   A        732         0         0
PROLOGIS                               REAL EST INV TR 743410102      2126      85359    SHARED   6          0         0     85359
PROLOGIS                               REAL EST INV TR 743410102      2578     103485    SHARED   9     103485         0         0
PROLOGIS                               REAL EST INV TR 743410102     58436    2345876    SHARED   A    2345876         0         0
PROSPERITY BANCSHARES INC              COMMON SHS      743606105      3716     218200    SHARED   5     218200         0         0
PROTECTIVE LIFE CORP                   COMMON SHS      743674103      2751      89400    SHARED   A      89400         0         0
PROTEIN DESIGN LABS INC                COMMON SHS      74369L103      1174     141500    SHARED   9     141500         0         0
PROTEIN DESIGN LABS INC                COMMON SHS      74369L103         2        200    SHARED   A        200         0         0
PROVIDENCE & WORCHESTER RAILROAD CO    COMMON SHS      743737108      1483     216200    SHARED   4     216200         0         0
PROVIDENCE & WORCHESTER RAILROAD CO    COMMON SHS      743737108       583      85000    SHARED   7      85000         0         0
PROVIDENT BANKSHARES CORP              COMMON SHS      743859100      3027     140251    SHARED   9     140251         0         0
PROVIDIAN FINANCIAL CORP               COMMON SHS      74406A102        62      12700    SHARED   9      12700         0         0
PROVIDIAN FINANCIAL CORP               COMMON SHS      74406A102         5       1043    SHARED   A       1043         0         0
PROVIDIAN FINANCIAL CORP               CONVERT ZERO CP 74406AAB8   2736890  105265000    SHARED   5  105265000         0         0
PROXIM  CORP                           COMMON SHS      744283102       443     253155    SHARED   A     253155         0         0
PRUDENTIAL FINANCIAL INC               COMMON SHS      744320102     25704     900000    SHARED   4     900000         0         0
PRUDENTIAL FINANCIAL INC               COMMON SHS      744320102     89917    3148366    SHARED   5    3148366         0         0
PRUDENTIAL FINANCIAL INC               COMMON SHS      744320102        54       1900    SHARED   6          0         0      1900
PRUDENTIAL FINANCIAL INC               COMMON SHS      744320102       232       8130    SHARED   9       8130         0         0
PRUDENTIAL FINANCIAL INC               COMMON SHS      744320102        57       2000    SHARED   A       2000         0         0
PUBLIC SERVICE ENTERPRISE GROUP INC    COMMON SHS      744573106     29173     956500    SHARED   5     956500         0         0
PUBLIC SERVICE ENTERPRISE GROUP INC    COMMON SHS      744573106       856      28070    SHARED   9      28070         0         0
PUBLIC SERVICE ENTERPRISE GROUP INC    COMMON SHS      744573106     62305    2042800    SHARED   A    2042800         0         0
PUBLIC STORAGE INC                     REAL EST INV TR 74460D109      1225      38415    SHARED   6          0         0     38415
PUBLIC STORAGE INC                     REAL EST INV TR 74460D109       161       5042    SHARED   9       5042         0         0
PUBLIC STORAGE INC                     REAL EST INV TR 74460D109     28295     887000    SHARED   A     887000         0         0
PUGET ENERGY INC                       COMMON SHS      745310102       133       6500    SHARED   9       6500         0         0
PUGET ENERGY INC                       COMMON SHS      745310102     18614     912000    SHARED   A     912000         0         0
PULTE HOMES INC                        COMMON SHS      745867101     26644     625000    SHARED   4     625000         0         0
PULTE HOMES INC                        COMMON SHS      745867101        11        250    SHARED   9        250         0         0
PULTE HOMES INC                        COMMON SHS      745867101         9        200    SHARED   A        200         0         0
PUTNAM PREMIER INCOME TRUST            CLOSE END MUT F 746853100        76      12000    SHARED   9      12000         0         0
PUTNAM MUNICIPAL OPPORTUNITIES TRUST   CLOSE END MUT F 746922103       272      20800    SHARED   9      20800         0         0
QLOGIC CORP                            COMMON SHS      747277101       153       5892    SHARED   9       5892         0         0
QLOGIC CORP                            COMMON SHS      747277101     35901    1378700    SHARED   A    1378700         0         0
QUALCOMM INC                           COMMON SHS      747525103        28       1000    SHARED   6          0         0      1000
QUALCOMM INC                           COMMON SHS      747525103      4280     154949    SHARED   9     154949         0         0
QUALCOMM INC                           COMMON SHS      747525103     11963     433132    SHARED   A     328132         0    105000
QUALSTAR CORP                          COMMON SHS      74758R109      1142     220000    SHARED   4     220000         0         0
QUANEX CORP                            COMMON SHS      747620102     12374     356600    SHARED   9     356600         0         0
QUANEX CORP                            COMMON SHS      747620102        17        500    SHARED   A        500         0         0
QUEBECOR WORLD INC                     ORDINARY SHS    748203106     95922    2571625    SHARED   8    2350376         0    221249
QUEST DIAGNOSTICS INC                  COMMON SHS      74834L100      2916      47391    SHARED   9      47391         0         0
QUEST SOFTWARE INC                     COMMON SHS      74834T103       224      23857    SHARED   6          0         0     23857
QUEST SOFTWARE INC                     COMMON SHS      74834T103     20299    2159500    SHARED   A    2159500         0         0
QUESTAR CORP                           COMMON SHS      748356102       389      17033    SHARED   9      17033         0         0
QUESTAR CORP                           COMMON SHS      748356102     20271     887500    SHARED   A     887500         0         0
QUICKSILVER RES INC                    COMMON SHS      74837R104        23       1276    SHARED              0         0      1276
QUICKSILVER RES INC                    COMMON SHS      74837R104      7916     439800    SHARED   9     439800         0         0
QUICKSILVER RES INC                    COMMON SHS      74837R104        13        700    SHARED   A        700         0         0
QUIKSILVER INC                         COMMON SHS      74838C106      4308     190683    SHARED   6          0         0    190683
QUIKSILVER INC                         COMMON SHS      74838C106     15149     670600    SHARED   A     670600         0         0
QUILMES INDUSTRIAL SA                  AMER DEP RECPT  74838Y207     28370    3833735    SHARED        3551470         0    282265
QUINENCO SA                            AMER DEP RECPT  748718103       908     224840    SHARED         224840         0         0
QWEST COMMUNICATIONS INTERNATIONAL INC COMMON SHS      749121109         0          1    SHARED   6          0         0         1
QWEST COMMUNICATIONS INTERNATIONAL INC COMMON SHS      749121109        41      17782    SHARED   9      17782         0         0
QWEST COMMUNICATIONS INTERNATIONAL INC COMMON SHS      749121109        14       5974    SHARED   A       5974         0         0
RFS HOTEL INVESTORS INC                REAL EST INV TR 74955J108       477      43385    SHARED   6          0         0     43385
RFS HOTEL INVESTORS INC                REAL EST INV TR 74955J108      6924     630000    SHARED   A     630000         0         0
R H DONNELLEY CORP                     COMMON SHS      74955W307        16        620    SHARED   6          0         0       620
R H DONNELLEY CORP                     COMMON SHS      74955W307      1269      48800    SHARED   7      48800         0         0
R H DONNELLEY CORP                     COMMON SHS      74955W307       128       4912    SHARED   9       4912         0         0
RLI CORPORATION                        COMMON SHS      749607107     35287     657718    SHARED   4     657718         0         0
RLI CORPORATION                        COMMON SHS      749607107       228       4250    SHARED   5       4250         0         0
RLI CORPORATION                        COMMON SHS      749607107       213       3968    SHARED   6          0         0      3968
RPM INTERNATIONAL INC                  COMMON SHS      749685103      6330     450200    SHARED   4     450200         0         0
RPM INTERNATIONAL INC                  COMMON SHS      749685103      7030     500000    SHARED   7     500000         0         0
RPM INTERNATIONAL INC                  COMMON SHS      749685103     19443    1382850    SHARED   9    1382850         0         0
RPM INTERNATIONAL INC                  COMMON SHS      749685103      8899     632900    SHARED   A     632900         0         0
RSA SECURITY INC                       COMMON SHS      749719100        22       6600    SHARED   9       6600         0         0
RSA SECURITY INC                       COMMON SHS      749719100      9268    2758300    SHARED   A    2758300         0         0
RF MICRO DEVICES INC                   COMMON SHS      749941100      5656     942600    SHARED   9     942600         0         0
RF MICRO DEVICES INC                   COMMON SHS      749941100      1340     223400    SHARED   A     223400         0         0
RADIAN GROUP INC                       COMMON SHS      750236101      5649     172976    SHARED   2     172976         0         0
RADIAN GROUP INC                       COMMON SHS      750236101      9692     296762    SHARED   5     296762         0         0
RADIAN GROUP INC                       COMMON SHS      750236101      2352      72000    SHARED   8      72000         0         0
RADIAN GROUP INC                       COMMON SHS      750236101       385      11800    SHARED   9      11800         0         0
RADIAN GROUP INC                       COMMON SHS      750236101     67239    2058748    SHARED   A    2058748         0         0
RADIO ONE INC                          COMMON SHS      75040P108      1208      72500    SHARED   A      72500         0         0
RADIO ONE INC                          COMMON SHS      75040P405      1212      73500    SHARED   A      73500         0         0
RAMCO-GERSHENSON PPTYS TR              REAL EST INV TR 751452202       878      44675    SHARED   6          0         0     44675
RAMCO-GERSHENSON PPTYS TR              REAL EST INV TR 751452202     13184     670600    SHARED   A     670600         0         0
RANDGOLD RESOURCES LTD                 AMER DEP RECPT  752344309      3799     210000    SHARED   A     210000         0         0
RATIONAL SOFTWARE CORP                 COMMON SHS      75409P202       116      26940    SHARED   9      26940         0         0
RATIONAL SOFTWARE CORP                 COMMON SHS      75409P202         3        800    SHARED   A        800         0         0
RAYTHEON CO                            COMMON SHS      755111507        97       3319    SHARED              0         0      3319
RAYTHEON CO                            COMMON SHS      755111507      1346      45933    SHARED   1      45933         0         0
RAYTHEON CO                            COMMON SHS      755111507      4750     162120    SHARED   2     162120         0         0
RAYTHEON CO                            COMMON SHS      755111507      1333      45487    SHARED   3      45487         0         0
RAYTHEON CO                            COMMON SHS      755111507       172       5885    SHARED   6          0         0      5885
RAYTHEON CO                            COMMON SHS      755111507     17580     600000    SHARED   7     600000         0         0
RAYTHEON CO                            COMMON SHS      755111507     44641    1523586    SHARED   9    1523586         0         0
RAYTHEON CO                            COMMON SHS      755111507      2070      70650    SHARED   A      70650         0         0
RECKSON ASSOCIATES REALTY CORP         REAL EST INV TR 75621K106       653      28670    SHARED   6          0         0     28670
RECKSON ASSOCIATES REALTY CORP         REAL EST INV TR 75621K106        46       2000    SHARED   9       2000         0         0
RECKSON ASSOCIATES REALTY CORP         REAL EST INV TR 75621K106     13660     599900    SHARED   A     599900         0         0
RECKSON ASSOCIATES REALTY CORP         CONVERT PREF    75621K205     48561    2049000    SHARED   A    2049000         0         0
RED HAT INC                            COMMON SHS      756577102      4935    1039000    SHARED   9    1039000         0         0
RED HAT INC                            COMMON SHS      756577102         8       1600    SHARED   A       1600         0         0
RED ROBIN GOURMET BURGERS              COMMON SHS      75689M101       103      10000    SHARED   9      10000         0         0
REDIFF.COM INDIA LTD                   ORDINARY SHS    757479100        42     103200    SHARED         103200         0         0
REEBOK INTERNATIONAL LTD               COMMON SHS      758110100       218       8700    SHARED   9       8700         0         0
REEBOK INTERNATIONAL LTD               COMMON SHS      758110100      3136     125200    SHARED   A     125200         0         0
REED ELSEVIER PLC                      AMER DEP RECPT  758205108       418      11850    SHARED   9      11850         0         0
REGAL ENTERTAINMENT GROUP              COMMON SHS      758766109       356      20000    SHARED   9      20000         0         0
REGAL ENTERTAINMENT GROUP              COMMON SHS      758766109        32       1800    SHARED   A       1800         0         0
REGIS CORP                             COMMON SHS      758932107     10436     368900    SHARED   9     368900         0         0
REGIS CORP                             COMMON SHS      758932107      7024     248300    SHARED   A     248300         0         0
REGIONS FINANCIAL CORP                 COMMON SHS      758940100       480      14680    SHARED   9      14680         0         0
REGIONS FINANCIAL CORP                 COMMON SHS      758940100        24        728    SHARED   A        728         0         0
REINSURANCE GROUP OF AMERICA INC       COMMON SHS      759351109      4626     179042    SHARED   6          0         0    179042
REINSURANCE GROUP OF AMERICA INC       COMMON SHS      759351109     52582    2034900    SHARED   A    2034900         0         0
RELIANCE STEEL & ALUMINUM CO           COMMON SHS      759509102     27651    1265500    SHARED   4    1265500         0         0
RELIANCE STEEL & ALUMINUM CO           COMMON SHS      759509102      6967     318858    SHARED   6          0         0    318858
RELIANCE STEEL & ALUMINUM CO           COMMON SHS      759509102     49751    2276950    SHARED   A    2276950         0         0
RELIANT RESOURCES INC                  COMMON SHS      75952B105         1        500    SHARED   9        500         0         0
RELIANT RESOURCES INC                  COMMON SHS      75952B105        76      43689    SHARED   A      43689         0         0
RELIANT ENERGY INC                     COMMON SHS      75952J108        68       6796    SHARED   9       6796         0         0
RELIANT ENERGY INC                     COMMON SHS      75952J108     39877    3983700    SHARED   A    3983700         0         0
REMEDYTEMP INC                         COMMON SHS      759549108      1682     134200    SHARED   4     134200         0         0
RENAL CARE GROUP INC                   COMMON SHS      759930100        56       1699    SHARED              0         0      1699
RENAL CARE GROUP INC                   COMMON SHS      759930100      7657     232800    SHARED   9     232800         0         0
RENAL CARE GROUP INC                   COMMON SHS      759930100     48472    1473750    SHARED   A    1473750         0         0
RENT-A-CENTER INC                      COMMON SHS      76009N100      9798     188600    SHARED   9     188600         0         0
RENT-A-CENTER INC                      COMMON SHS      76009N100      1974      38000    SHARED   A      38000         0         0
REPSOL YPF SA                          AMER DEP RECPT  76026T205      9337     779405    SHARED   2     182785         0    596620
REPSOL YPF SA                          AMER DEP RECPT  76026T205     18025    1504596    SHARED   3    1504596         0         0
REPSOL YPF SA                          AMER DEP RECPT  76026T205        63       5245    SHARED   6          0         0      5245
REPSOL YPF SA                          AMER DEP RECPT  76026T205        84       7050    SHARED   9       7050         0         0
REPUBLIC SERVICES INC                  COMMON SHS      760759100    137110    7293090    SHARED   5    7293090         0         0
REPUBLIC SERVICES INC                  COMMON SHS      760759100       158       8400    SHARED   9       8400         0         0
RESOURCES CONNECTION INC               COMMON SHS      76122Q105      7863     545648    SHARED   6          0         0    545648
RESOURCES CONNECTION INC               COMMON SHS      76122Q105     23961    1662769    SHARED   A    1662769         0         0
RETEK INC                              COMMON SHS      76128Q109      7634    2120600    SHARED   A    2120600         0         0
REUTERS GROUP PLC                      AMER DEP RECPT  76132M102      1659      76920    SHARED   9      76920         0         0
REUTERS GROUP PLC                      AMER DEP RECPT  76132M102      2873     133200    SHARED   A     133200         0         0
REYNOLDS & REYNOLDS CO                 COMMON SHS      761695105     39032    1739400    SHARED   4    1739400         0         0
REYNOLDS & REYNOLDS CO                 COMMON SHS      761695105         1         66    SHARED   6          0         0        66
REYNOLDS & REYNOLDS CO                 COMMON SHS      761695105       977      43525    SHARED   9      43525         0         0
R J REYNOLDS TOBACCO HOLDINGS INC      COMMON SHS      76182K105         8        192    SHARED   9        192         0         0
R J REYNOLDS TOBACCO HOLDINGS INC      COMMON SHS      76182K105     42505    1054200    SHARED   A    1054200         0         0
RIBAPHARM INC                          COMMON SHS      762537108     12099    2688600    SHARED   5    2688600         0         0
RIBAPHARM INC                          COMMON SHS      762537108       197      43742    SHARED   6          0         0     43742
RIBAPHARM INC                          COMMON SHS      762537108      5670    1260000    SHARED   A    1260000         0         0
RIGEL PHARMACEUTICALS INC              COMMON SHS      766559108      1349     843100    SHARED   A     843100         0         0
ROBERT HALF INTL INC                   COMMON SHS      770323103      4761     300000    SHARED   7     300000         0         0
ROBERT HALF INTL INC                   COMMON SHS      770323103      1239      78100    SHARED   9      78100         0         0
ROBERT HALF INTL INC                   COMMON SHS      770323103     21090    1328900    SHARED   A    1328900         0         0
ROCKWELL AUTOMATION INC                COMMON SHS      773903109      1144      70291    SHARED   6          0         0     70291
ROCKWELL AUTOMATION INC                COMMON SHS      773903109      1627     100000    SHARED   7     100000         0         0
ROCKWELL AUTOMATION INC                COMMON SHS      773903109        11        675    SHARED   9        675         0         0
ROCKWELL AUTOMATION INC                COMMON SHS      773903109     17386    1068600    SHARED   A    1068600         0         0
ROCKWELL COLLINS INC                   COMMON SHS      774341101         1         25    SHARED   6          0         0        25
ROCKWELL COLLINS INC                   COMMON SHS      774341101      2194     100000    SHARED   7     100000         0         0
ROCKWELL COLLINS INC                   COMMON SHS      774341101        15        675    SHARED   9        675         0         0
ROCKWELL COLLINS INC                   COMMON SHS      774341101        13        600    SHARED   A        600         0         0
ROFIN-SINAR TECHNOLOGIES INC           COMMON SHS      775043102      2466     391400    SHARED   4     391400         0         0
ROHM & HAAS CO                         COMMON SHS      775371107      1745      56276    SHARED   9      56276         0         0
ROHM & HAAS CO                         COMMON SHS      775371107        25        800    SHARED   A        800         0         0
ROPER INDUSTRIES INC                   COMMON SHS      776696106     43729    1267500    SHARED   4    1267500         0         0
ROPER INDUSTRIES INC                   COMMON SHS      776696106       227       6587    SHARED   6          0         0      6587
ROPER INDUSTRIES INC                   COMMON SHS      776696106        69       2000    SHARED   9       2000         0         0
ROPER INDUSTRIES INC                   COMMON SHS      776696106     14142     409900    SHARED   A     409900         0         0
ROSTELECOM                             AMER DEP RECPT  778529107      8707    1496116    SHARED        1496116         0         0
ROUSE CO                               REAL EST INV TR 779273101     50813    1590400    SHARED   1    1590400         0         0
ROUSE CO                               REAL EST INV TR 779273101        58       1800    SHARED   9       1800         0         0
ROUSE CO                               CONVERT PREF    779273309       258       5600    SHARED   9       5600         0         0
ROWAN COMPANIES INC                    COMMON SHS      779382100      4278     229500    SHARED   4     229500         0         0
ROWAN COMPANIES INC                    COMMON SHS      779382100         4        200    SHARED   9        200         0         0
ROWAN COMPANIES INC                    COMMON SHS      779382100     32473    1742100    SHARED   A    1742100         0         0
ROYAL GROUP TECHNOLOGIES LTD           ORDINARY SHS    779915107     38192    2787739    SHARED   8    2666619         0    121120
ROYAL GROUP TECHNOLOGIES LTD           COMMON SHS      779915107        47       5500    SHARED   9       5500         0         0
ROYAL BANK OF CANADA                   ORDINARY SHS    780087102      1539      29200    SHARED   2      29200         0         0
ROYAL BANK OF CANADA                   ORDINARY SHS    780087102    112577    2136190    SHARED   8    1951523         0    184667
ROYAL BANK OF CANADA                   COMMON SHS      780087102       176       5320    SHARED   9       5320         0         0
ROYAL DUTCH PETROLEUM CO               NEW YORK SHARES 780257804     11268     280500    SHARED   1     280500         0         0
ROYAL DUTCH PETROLEUM CO               NEW YORK SHARES 780257804      2531      63000    SHARED   2      63000         0         0
ROYAL DUTCH PETROLEUM CO               NEW YORK SHARES 780257804      6427     160000    SHARED   4     160000         0         0
ROYAL DUTCH PETROLEUM CO               NEW YORK SHARES 780257804     12646     314800    SHARED   5     314800         0         0
ROYAL DUTCH PETROLEUM CO               NEW YORK SHARES 780257804       465      11568    SHARED   6          0         0     11568
ROYAL DUTCH PETROLEUM CO               NEW YORK SHARES 780257804     11248     280000    SHARED   7     280000         0         0
ROYAL DUTCH PETROLEUM CO               NEW YORK SHARES 780257804      3258      81100    SHARED   8      81100         0         0
ROYAL DUTCH PETROLEUM CO               NEW YORK SHARES 780257804     63716    1586156    SHARED   9    1586156         0         0
ROYAL DUTCH PETROLEUM CO               NEW YORK SHARES 780257804     68024    1693400    SHARED   A    1693400         0         0
RUDOLPH TECHNOLOGIES INC               COMMON SHS      781270103      4773     463800    SHARED   A     463800         0         0
RUSSELL METALS INC                     ORDINARY SHS    781903604      1457     301600    SHARED   2     301600         0         0
RUSSELL METALS INC                     ORDINARY SHS    781903604      7374    1526678    SHARED   8    1526678         0         0
RUSS BERRIE & CO INC                   COMMON SHS      782233100     31985    1065800    SHARED   4    1065800         0         0
RYLAND GROUP INC                       COMMON SHS      783764103       444      11950    SHARED   9      11950         0         0
S & K FAMOUS BRANDS INC                COMMON SHS      783774102      3313     294500    SHARED   4     294500         0         0
SBC COMMUNICATIONS INC                 COMMON SHS      78387G103      9309     463140    SHARED         463140         0         0
SBC COMMUNICATIONS INC                 COMMON SHS      78387G103    202485   10073889    SHARED   1   10073889         0         0
SBC COMMUNICATIONS INC                 COMMON SHS      78387G103     16923     841938    SHARED   2     841938         0         0
SBC COMMUNICATIONS INC                 COMMON SHS      78387G103      1060      52758    SHARED   3      52758         0         0
SBC COMMUNICATIONS INC                 COMMON SHS      78387G103       834      41500    SHARED   4      41500         0         0
SBC COMMUNICATIONS INC                 COMMON SHS      78387G103      2494     124085    SHARED   6          0         0    124085
SBC COMMUNICATIONS INC                 COMMON SHS      78387G103     11211     557751    SHARED   8     557751         0         0
SBC COMMUNICATIONS INC                 COMMON SHS      78387G103     35937    1787917    SHARED   9    1787917         0         0
SBC COMMUNICATIONS INC                 COMMON SHS      78387G103    144918    7209865    SHARED   A    6959865         0    250000
SCI SYSTEMS INC                        CONVERTIBLE BD  783890AF3         6      10000    SHARED   9      10000         0         0
SCI SYSTEMS INC                        CONVERTIBLE BD  783890AF3     65532  108985000    SHARED   A  108985000         0         0
SK TELECOM CO LTD                      AMER DEP RECPT  78440P108    192244    9055285    SHARED   1    9040575         0     14710
SK TELECOM CO LTD                      AMER DEP RECPT  78440P108      1447      68152    SHARED   2      68152         0         0
SK TELECOM CO LTD                      AMER DEP RECPT  78440P108       325      15312    SHARED   9      15312         0         0
SK TELECOM CO LTD                      AMER DEP RECPT  78440P108      3272     154100    SHARED   A     154100         0         0
SL GREEN REALTY CORP                   REAL EST INV TR 78440X101      1189      38671    SHARED   6          0         0     38671
SL GREEN REALTY CORP                   REAL EST INV TR 78440X101     18736     609500    SHARED   A     609500         0         0
SLM CORP                               COMMON SHS      78442P106      2329      25000    SHARED   5      25000         0         0
SLM CORP                               COMMON SHS      78442P106        28        300    SHARED   6          0         0       300
SLM CORP                               COMMON SHS      78442P106      3251      34900    SHARED   9      34900         0         0
SLM CORP                               COMMON SHS      78442P106        47        500    SHARED   A        500         0         0
SPX CORP                               COMMON SHS      784635104         3         26    SHARED   6          0         0        26
SPX CORP                               COMMON SHS      784635104       203       2010    SHARED   9       2010         0         0
SABRE HOLDINGS CORP                    COMMON SHS      785905100     15480     800000    SHARED   7     800000         0         0
SABRE HOLDINGS CORP                    COMMON SHS      785905100         4        208    SHARED   9        208         0         0
SABRE HOLDINGS CORP                    COMMON SHS      785905100      2331     120461    SHARED   A     120461         0         0
SAFEWAY INC                            COMMON SHS      786514208       769      34500    SHARED   4      34500         0         0
SAFEWAY INC                            COMMON SHS      786514208    100822    4521175    SHARED   5    4521175         0         0
SAFEWAY INC                            COMMON SHS      786514208      3352     150305    SHARED   8     150305         0         0
SAFEWAY INC                            COMMON SHS      786514208      2173      97445    SHARED   9      97445         0         0
SAFEWAY INC                            COMMON SHS      786514208      7579     339869    SHARED   A     189869         0    150000
ST JOE COMPANY                         COMMON SHS      790148100     39365    1426270    SHARED   1    1426270         0         0
ST JOE COMPANY                         COMMON SHS      790148100     40506    1467603    SHARED   5    1467603         0         0
ST JOE COMPANY                         COMMON SHS      790148100        41       1500    SHARED   9       1500         0         0
ST PAUL COMPANIES INC                  COMMON SHS      792860108     25144     875500    SHARED   4     875500         0         0
ST PAUL COMPANIES INC                  COMMON SHS      792860108      1112      38730    SHARED   6          0         0     38730
ST PAUL COMPANIES INC                  COMMON SHS      792860108     35882    1249375    SHARED   9    1249375         0         0
ST PAUL COMPANIES INC                  COMMON SHS      792860108     10052     350000    SHARED   A     350000         0         0
SAKS INC                               COMMON SHS      79377W108      7371     700000    SHARED   4     700000         0         0
SAKS INC                               COMMON SHS      79377W108         2        149    SHARED   6          0         0       149
SALISBURY BANCORP INC                  COMMON SHS      795226109       350      14010    SHARED   9      14010         0         0
SALIX PHARMACEUTICALS LTD              COMMON SHS      795435106      6347     752000    SHARED   A     726000         0     26000
SAN PAOLO-IMI SPA                      AMER DEP RECPT  799175104     10888     952552    SHARED   3     952552         0         0
SAN PAOLO-IMI SPA                      AMER DEP RECPT  799175104        43       3785    SHARED   6          0         0      3785
SANMINA-SCI CORP                       CONVERTIBLE BD  800907AB3     15660   18000000    SHARED   A   18000000         0         0
SAP AG                                 AMER DEP RECPT  803054204      4673     415400    SHARED   2     360200         0     55200
SAP AG                                 AMER DEP RECPT  803054204       402      35700    SHARED   9      35700         0         0
SAP AG                                 AMER DEP RECPT  803054204      1816     161400    SHARED   A     161400         0         0
SAPIENT CORP                           COMMON SHS      803062108      2073    2012682    SHARED   6          0         0   2012682
SAPIENT CORP                           COMMON SHS      803062108      4888    4745900    SHARED   A    4745900         0         0
SARA LEE CORP                          COMMON SHS      803111103       474      25922    SHARED          25922         0         0
SARA LEE CORP                          COMMON SHS      803111103    101380    5542937    SHARED   1    5542937         0         0
SARA LEE CORP                          COMMON SHS      803111103       644      35200    SHARED   2      35200         0         0
SARA LEE CORP                          COMMON SHS      803111103      1728      94500    SHARED   4      94500         0         0
SARA LEE CORP                          COMMON SHS      803111103       873      47735    SHARED   6          0         0     47735
SARA LEE CORP                          COMMON SHS      803111103      7316     400002    SHARED   8     400002         0         0
SARA LEE CORP                          COMMON SHS      803111103      3451     188695    SHARED   9     188695         0         0
SARA LEE CORP                          COMMON SHS      803111103     15011     820695    SHARED   A     820695         0         0
SATYAM COMPUTERS SERVICES LTD          AMER DEP RECPT  804098101     13919    1563930    SHARED   1    1555410         0      8520
SATYAM COMPUTERS SERVICES LTD          AMER DEP RECPT  804098101      8143     914935    SHARED   2     914935         0         0
SAXON CAPITAL INC                      COMMON SHS      80556P302     34341    3102170    SHARED   5    3102170         0         0
SCANA CORP                             COMMON SHS      80589M102       633      24331    SHARED   9      24331         0         0
SCANA CORP                             COMMON SHS      80589M102       331      12721    SHARED   A      12721         0         0
SCHERING-PLOUGH CORP                   COMMON SHS      806605101     48855    2291500    SHARED   5    2291500         0         0
SCHERING-PLOUGH CORP                   COMMON SHS      806605101     38376    1800000    SHARED   7    1800000         0         0
SCHERING-PLOUGH CORP                   COMMON SHS      806605101      9275     435021    SHARED   8     428780         0      6241
SCHERING-PLOUGH CORP                   COMMON SHS      806605101      7763     364117    SHARED   9     364117         0         0
SCHERING-PLOUGH CORP                   COMMON SHS      806605101      2240     105051    SHARED   A     105051         0         0
SCHLUMBERGER LTD                       COMMON SHS      806857108       138       3585    SHARED   6          0         0      3585
SCHLUMBERGER LTD                       COMMON SHS      806857108     15384     400000    SHARED   7     400000         0         0
SCHLUMBERGER LTD                       COMMON SHS      806857108         4        100    SHARED   8        100         0         0
SCHLUMBERGER LTD                       COMMON SHS      806857108     29562     768632    SHARED   9     768632         0         0
SCHLUMBERGER LTD                       COMMON SHS      806857108      3177      82600    SHARED   A      82600         0         0
SCHOLASTIC CORP                        COMMON SHS      807066105      7033     157400    SHARED   2     157400         0         0
SCHOLASTIC CORP                        COMMON SHS      807066105      7826     175166    SHARED   9     175166         0         0
SCHOLASTIC CORP                        COMMON SHS      807066105        13        300    SHARED   A        300         0         0
CHARLES SCHWAB CORP                    COMMON SHS      808513105         3        300    SHARED   6          0         0       300
CHARLES SCHWAB CORP                    COMMON SHS      808513105       594      68255    SHARED   9      68255         0         0
CHARLES SCHWAB CORP                    COMMON SHS      808513105     25856    2971969    SHARED   A    2971969         0         0
SCIENTIFIC ATLANTA INC                 COMMON SHS      808655104        19       1500    SHARED   9       1500         0         0
SCIENTIFIC ATLANTA INC                 COMMON SHS      808655104      1259     100600    SHARED   A     100600         0         0
SCIOS INC                              COMMON SHS      808905103      3622     142300    SHARED   9     142300         0         0
SCIOS INC                              COMMON SHS      808905103      6663     261800    SHARED   A     258600         0      3200
SCOTTS CO                              COMMON SHS      810186106      5422     130063    SHARED   6          0         0    130063
EW SCRIPPS CO                          COMMON SHS      811054204    266713    3848667    SHARED   5    3848667         0         0
SEA CONTAINERS LTD                     ORDINARY SHS    811371707      1547     144600    SHARED   8     144600         0         0
SEA CONTAINERS LTD                     ORDINARY SHS    811371707         7        700    SHARED   9        700         0         0
SEALED AIR CORP                        CONVERT PREF    81211K209      4621     210049    SHARED         210049         0         0
SEALED AIR CORP                        CONVERT PREF    81211K209        57       2600    SHARED   2       2600         0         0
SEALED AIR CORP                        CONVERT PREF    81211K209      4051     184157    SHARED   8     184157         0         0
SEALED AIR CORP                        CONVERT PREF    81211K209        73       3318    SHARED   9       3318         0         0
SEARS ROEBUCK & CO                     COMMON SHS      812387108      6455     165500    SHARED         165500         0         0
SEARS ROEBUCK & CO                     COMMON SHS      812387108    106225    2723708    SHARED   1    2723708         0         0
SEARS ROEBUCK & CO                     COMMON SHS      812387108       468      12000    SHARED   2      12000         0         0
SEARS ROEBUCK & CO                     COMMON SHS      812387108       897      23003    SHARED   6          0         0     23003
SEARS ROEBUCK & CO                     COMMON SHS      812387108      3455      88602    SHARED   8      88602         0         0
SEARS ROEBUCK & CO                     COMMON SHS      812387108      1541      39525    SHARED   9      39525         0         0
SEARS ROEBUCK & CO                     COMMON SHS      812387108        43       1100    SHARED   A       1100         0         0
SELECT MEDICAL CORP                    COMMON SHS      816196109      7046     492700    SHARED   9     492700         0         0
SELECT MEDICAL CORP                    COMMON SHS      816196109        11        800    SHARED   A        800         0         0
SELECTIVE INSURANCE GROUP INC          COMMON SHS      816300107     13038     600000    SHARED   4     600000         0         0
SEMTECH CORP                           COMMON SHS      816850101      3199     329820    SHARED   6          0         0    329820
SEMTECH CORP                           COMMON SHS      816850101     52816    5444900    SHARED   A    5444900         0         0
SEMTECH CORP                           CONVERTIBLE BD  816850AD3     44413   55000000    SHARED   A   55000000         0         0
SEMPRA ENERGY                          COMMON SHS      816851109         0         21    SHARED   6          0         0        21
SEMPRA ENERGY                          COMMON SHS      816851109        75       3837    SHARED   9       3837         0         0
SEMPRA ENERGY                          COMMON SHS      816851109     57582    2930400    SHARED   A    2930400         0         0
SENECA FOODS CORP                      COMMON SHS      817070105      1790     128300    SHARED   4     128300         0         0
SENECA FOODS CORP                      COMMON SHS      817070501      3724     266600    SHARED   4     266600         0         0
SERENA SOFTWARE INC                    COMMON SHS      817492101      9245     770400    SHARED   A     770400         0         0
SERONO SA                              AMER DEP RECPT  81752M101       186      15450    SHARED   9      15450         0         0
SERONO SA                              AMER DEP RECPT  81752M101      2154     178500    SHARED   A     160500         0     18000
SERVICEMASTER CO                       COMMON SHS      81760N109       165      15187    SHARED   9      15187         0         0
7-ELEVEN INC                           COMMON SHS      817826209       326      38050    SHARED   9      38050         0         0
SHELL TRANSPORT & TRADING CO PLC       AMER DEP RECPT  822703609     72095    2018330    SHARED   2    1853130         0    165200
SHELL TRANSPORT & TRADING CO PLC       AMER DEP RECPT  822703609     18188     509170    SHARED   3     509170         0         0
SHELL TRANSPORT & TRADING CO PLC       AMER DEP RECPT  822703609       652      18265    SHARED   6          0         0     18265
SHELL TRANSPORT & TRADING CO PLC       AMER DEP RECPT  822703609      1632      45700    SHARED   8      45700         0         0
SHELL TRANSPORT & TRADING CO PLC       AMER DEP RECPT  822703609       903      25289    SHARED   9      25289         0         0
SHELL TRANSPORT & TRADING CO PLC       AMER DEP RECPT  822703609     14709     411800    SHARED   A     411800         0         0
SHERWIN-WILLIAMS CO                    COMMON SHS      824348106       200       8433    SHARED   9       8433         0         0
SHERWIN-WILLIAMS CO                    COMMON SHS      824348106        12        500    SHARED   A        500         0         0
SHIRE PHARMACEUTICALS GROUP PLC        AMER DEP RECPT  82481R106      1239      50000    SHARED   1      50000         0         0
SHIRE PHARMACEUTICALS GROUP PLC        AMER DEP RECPT  82481R106     19139     772686    SHARED   3     772686         0         0
SHIRE PHARMACEUTICALS GROUP PLC        AMER DEP RECPT  82481R106        51       2065    SHARED   6          0         0      2065
SHIRE PHARMACEUTICALS GROUP PLC        AMER DEP RECPT  82481R106        30       1200    SHARED   9       1200         0         0
SHIRE PHARMACEUTICALS GROUP PLC        AMER DEP RECPT  82481R106     68164    2751860    SHARED   A    2738660         0     13200
SHUFFLE MASTER INC                     COMMON SHS      825549108     11414     613300    SHARED   9     613300         0         0
SHUFFLE MASTER INC                     COMMON SHS      825549108        20       1100    SHARED   A       1100         0         0
SHURGARD STORAGE CENTERS INC           REAL EST INV TR 82567D104       768      24275    SHARED   6          0         0     24275
SHURGARD STORAGE CENTERS INC           REAL EST INV TR 82567D104     11007     348100    SHARED   A     348100         0         0
SICOR INC                              COMMON SHS      825846108       284      18681    SHARED   6          0         0     18681
SICOR INC                              COMMON SHS      825846108     47028    3091900    SHARED   A    3091900         0         0
SIEBEL SYSTEMS INC                     COMMON SHS      826170102        80      13950    SHARED   9      13950         0         0
SIEBEL SYSTEMS INC                     COMMON SHS      826170102        10       1701    SHARED   A       1701         0         0
SIERRA PACIFIC RESOURCES CO            COMMON SHS      826428104     28682    4702000    SHARED   4    4702000         0         0
SIERRA PACIFIC RESOURCES CO            COMMON SHS      826428104      2079     340832    SHARED   6          0         0    340832
SIERRA PACIFIC RESOURCES CO            COMMON SHS      826428104      1527     250300    SHARED   A     250300         0         0
SIGMA-ALDRICH CORP                     COMMON SHS      826552101      9854     200000    SHARED   7     200000         0         0
SIGMA-ALDRICH CORP                     COMMON SHS      826552101      1996      40520    SHARED   9      40520         0         0
SIGMA-ALDRICH CORP                     COMMON SHS      826552101      2966      60200    SHARED   A      60200         0         0
SILENT WITNESS ENTERPRISES LTD         ORDINARY SHS    826906307       695     144700    SHARED   8     144700         0         0
SILICON LABORATORIES INC               COMMON SHS      826919102        22       1200    SHARED   9       1200         0         0
SILICON LABORATORIES INC               COMMON SHS      826919102      2280     124400    SHARED   A     124400         0         0
SILICON VALLEY BANCSHARES              COMMON SHS      827064106     66633    3935796    SHARED   A    3935796         0         0
SIMON PROPERTY GROUP INC               REAL EST INV TR 828806109      3232      90450    SHARED   6          0         0     90450
SIMON PROPERTY GROUP INC               REAL EST INV TR 828806109      5267     147400    SHARED   9     147400         0         0
SIMON PROPERTY GROUP INC               REAL EST INV TR 828806109     54152    1515600    SHARED   A    1515600         0         0
SINCLAIR BROADCAST GROUP INC           COMMON SHS      829226109     22124    1614900    SHARED   A    1614900         0         0
SKY FINANCIAL GROUP INC                COMMON SHS      83080P103      1401      70373    SHARED   9      70373         0         0
SKYWEST INC                            COMMON SHS      830879102      4365     333200    SHARED   4     333200         0         0
SKYWEST INC                            COMMON SHS      830879102        14       1056    SHARED   6          0         0      1056
SKYWEST INC                            COMMON SHS      830879102        10        800    SHARED   9        800         0         0
SKYWEST INC                            COMMON SHS      830879102     11831     903100    SHARED   A     903100         0         0
SKYWORKS SOLUTIONS INC                 COMMON SHS      83088M102        27       6000    SHARED   9       6000         0         0
SKYWORKS SOLUTIONS INC                 COMMON SHS      83088M102       295      65100    SHARED   A      65100         0         0
SMARTFORCE PLC                         AMER DEP RECPT  83170A206       215      65125    SHARED   6          0         0     65125
SMARTFORCE PLC                         AMER DEP RECPT  83170A206         1        442    SHARED   A        442         0         0
SMITH INTERNATIONAL INC                COMMON SHS      832110100       252       8600    SHARED   9       8600         0         0
SMUCKER J M CO (THE)                   COMMON SHS      832696405       203       5541    SHARED           5541         0         0
SMUCKER J M CO (THE)                   COMMON SHS      832696405         2         61    SHARED   6          0         0        61
SMUCKER J M CO (THE)                   COMMON SHS      832696405         1         17    SHARED   8          0         0        17
SMUCKER J M CO (THE)                   COMMON SHS      832696405       771      21001    SHARED   9      21001         0         0
SMURFIT-STONE CONTAINER CORP           COMMON SHS      832727101     25862    2059108    SHARED   2    1942559         0    116549
SMURFIT-STONE CONTAINER CORP           COMMON SHS      832727101         6        500    SHARED   9        500         0         0
SOCIEDAD QUIMICA Y MINERA DE CHILE SA  DEP RCPT PFD    833635105       260      13600    SHARED          13600         0         0
SOCIEDAD QUIMICA Y MINERA DE CHILE SA  DEP RCPT PFD    833635105       170       8900    SHARED   2       8900         0         0
SOCIEDAD QUIMICA Y MINERA DE CHILE SA  DEP RCPT PFD    833635105      3842     201146    SHARED   8     201146         0         0
SOLA INTERNATIONAL INC                 COMMON SHS      834092108       202      20100    SHARED   9      20100         0         0
SOLECTRON CORP                         COMMON SHS      834182107      1532     726270    SHARED   1     726270         0         0
SOLECTRON CORP                         COMMON SHS      834182107       675     319900    SHARED   2     319900         0         0
SOLECTRON CORP                         COMMON SHS      834182107       349     165204    SHARED   9     165204         0         0
SOLECTRON CORP                         COMMON SHS      834182107         6       3000    SHARED   A       3000         0         0
SOLUTIA INC                            COMMON SHS      834376105      3642     697726    SHARED   6          0         0    697726
SOLUTIA INC                            COMMON SHS      834376105        10       2000    SHARED   9       2000         0         0
SOLUTIA INC                            COMMON SHS      834376105     13885    2660000    SHARED   A    2232500         0    427500
SONOCO PRODUCTS CO                     COMMON SHS      835495102     20245     950000    SHARED         950000         0         0
SONOCO PRODUCTS CO                     COMMON SHS      835495102         9        400    SHARED   9        400         0         0
SONY CORP                              AMER DEP RECPT  835699307     12455     303050    SHARED   2     297760         0      5290
SONY CORP                              AMER DEP RECPT  835699307     17350     422134    SHARED   3     422134         0         0
SONY CORP                              AMER DEP RECPT  835699307       112       2720    SHARED   6          0         0      2720
SONY CORP                              AMER DEP RECPT  835699307     13797     335704    SHARED   9     335704         0         0
SONY CORP                              AMER DEP RECPT  835699307      6165     150000    SHARED   A     150000         0         0
SOUTH JERSEY INDUSTRIES INC            COMMON SHS      838518108       243       7427    SHARED   9       7427         0         0
SOUTHERN CO                            COMMON SHS      842587107       434      15072    SHARED   9      15072         0         0
SOUTHERN CO                            COMMON SHS      842587107    136779    4752560    SHARED   A    4752560         0         0
SOUTHTRUST CORP                        COMMON SHS      844730101      2641     108900    SHARED   5     108900         0         0
SOUTHTRUST CORP                        COMMON SHS      844730101       309      12750    SHARED   9      12750         0         0
SOUTHTRUST CORP                        COMMON SHS      844730101        29       1200    SHARED   A       1200         0         0
SOUTHWEST AIRLINES CO                  COMMON SHS      844741108         2        118    SHARED   6          0         0       118
SOUTHWEST AIRLINES CO                  COMMON SHS      844741108       852      65200    SHARED   7      65200         0         0
SOUTHWEST AIRLINES CO                  COMMON SHS      844741108      6940     531425    SHARED   9     531425         0         0
SOUTHWEST AIRLINES CO                  COMMON SHS      844741108      5305     406187    SHARED   A     406187         0         0
SOVEREIGN BANCORP INC                  COMMON SHS      845905108    145592   11286220    SHARED   5   11286220         0         0
SOVEREIGN BANCORP INC                  COMMON SHS      845905108       338      26224    SHARED   9      26224         0         0
SPACEHAB INC                           COMMON SHS      846243103       260     376500    SHARED   4     376500         0         0
SPACEHAB INC                           CONVERTIBLE BD  846243AA1       480    1000000    SHARED   4    1000000         0         0
SPARTON CORP                           COMMON SHS      847235108      1136     136100    SHARED   4     136100         0         0
SPECIALTY LABORATORIES INC             COMMON SHS      84749R100      2040     222000    SHARED   A     207000         0     15000
SPINNAKER EXPLORATION CO               COMMON SHS      84855W109      9818     342100    SHARED   9     342100         0         0
SPINNAKER EXPLORATION CO               COMMON SHS      84855W109     19903     693500    SHARED   A     693500         0         0
SPRINT CORP FON GROUP                  COMMON SHS      852061100      9674    1060800    SHARED   5    1060800         0         0
SPRINT CORP FON GROUP                  COMMON SHS      852061100         2        200    SHARED   6          0         0       200
SPRINT CORP FON GROUP                  COMMON SHS      852061100       684      74973    SHARED   9      74973         0         0
SPRINT CORP FON GROUP                  COMMON SHS      852061100      9666    1059816    SHARED   A     649816         0    410000
SPRINT CORP (PCS GROUP)                COMMON SHS      852061506        71      36118    SHARED   9      36118         0         0
SPRINT CORP (PCS GROUP)                COMMON SHS      852061506         7       3500    SHARED   A       3500         0         0
SPRINT CORP                            CONVERT PREF    852061605        43       8200    SHARED   9       8200         0         0
SPRINT CORP                            CONVERT PREF    852061605       866     166600    SHARED   A     166600         0         0
STAGE STORES INC                       WTS TO EQUITY   85254C123       247      25601    SHARED   A      25601         0         0
STAGE STORES INC                       WTS TO EQUITY   85254C131       485      53896    SHARED   A      53896         0         0
STAGE STORES INC                       COMMON SHS      85254C305       230      10600    SHARED   5      10600         0         0
STAGE STORES INC                       COMMON SHS      85254C305       116       5364    SHARED   A       5364         0         0
STANCORP FINANCIAL GROUP INC           COMMON SHS      852891100     30523     577000    SHARED   4     577000         0         0
STANDARD COMMERCIAL CORP               COMMON SHS      853258101      8847     528500    SHARED   4     528500         0         0
STANDARD MICROSYSTEMS CORP             COMMON SHS      853626109      7650     500000    SHARED   4     500000         0         0
STANLEY WORKS                          COMMON SHS      854616109       616      18850    SHARED   6          0         0     18850
STANLEY WORKS                          COMMON SHS      854616109       243       7435    SHARED   9       7435         0         0
STANLEY WORKS                          COMMON SHS      854616109      8504     260300    SHARED   A     260300         0         0
STAPLES INC                            COMMON SHS      855030102      5209     407290    SHARED   9     407290         0         0
STAPLES INC                            COMMON SHS      855030102        22       1700    SHARED   A       1700         0         0
STARBUCKS CORP                         COMMON SHS      855244109        62       3000    SHARED   6          0         0      3000
STARBUCKS CORP                         COMMON SHS      855244109       691      33400    SHARED   9      33400         0         0
STARBUCKS CORP                         COMMON SHS      855244109       835      40400    SHARED   A      40400         0         0
STARWOOD HOTELS & RESORTS WORLDWIDE IN REAL EST INV TR 85590A203       913      40926    SHARED   6          0         0     40926
STARWOOD HOTELS & RESORTS WORLDWIDE IN REAL EST INV TR 85590A203       636      28500    SHARED   9      28500         0         0
STARWOOD HOTELS & RESORTS WORLDWIDE IN REAL EST INV TR 85590A203     46364    2079100    SHARED   A    2079100         0         0
STATE STREET CORP                      COMMON SHS      857477103     12543     324600    SHARED   4     324600         0         0
STATE STREET CORP                      COMMON SHS      857477103        54       1400    SHARED   6          0         0      1400
STATE STREET CORP                      COMMON SHS      857477103     38378     993226    SHARED   9     993226         0         0
STATE STREET CORP                      COMMON SHS      857477103        43       1100    SHARED   A       1100         0         0
STATION CASINOS INC                    COMMON SHS      857689103     28269    1661900    SHARED   A    1661900         0         0
STEEL TECHNOLOGIES INC                 COMMON SHS      858147101      2205     130000    SHARED   4     130000         0         0
STERIS CORP                            COMMON SHS      859152100       580      23300    SHARED   9      23300         0         0
STERLING FINANCIAL CORP                COMMON SHS      859319105      1821     100454    SHARED   5     100454         0         0
STEWART & STEVENSON SERVICES INC       COMMON SHS      860342104      4171     426500    SHARED   4     426500         0         0
STEWART INFORMATION SERVICES CORP      COMMON SHS      860372101     16632     779000    SHARED   4     779000         0         0
STILLWATER MINING CO                   COMMON SHS      86074Q102      3257     542775    SHARED   6          0         0    542775
STILLWATER MINING CO                   COMMON SHS      86074Q102      9182    1530350    SHARED   A    1530350         0         0
STILWELL FINANCIAL INC                 COMMON SHS      860831106       227      18805    SHARED   9      18805         0         0
STILWELL FINANCIAL INC                 COMMON SHS      860831106        10        800    SHARED   A        800         0         0
STMICROELECTRONICS NV                  NEW YORK SHARES 861012102       720      53230    SHARED   9      53230         0         0
STOLT-NIELSEN SA                       AMER DEP RECPT  861565109     13253    1710000    SHARED   4    1710000         0         0
STONE ENERGY CORP                      COMMON SHS      861642106        15        453    SHARED   9        453         0         0
STONE ENERGY CORP                      COMMON SHS      861642106     38737    1191903    SHARED   A    1191903         0         0
STORA ENSO OYJ                         AMER DEP RECPT  86210M106     10407    1081810    SHARED   3    1081810         0         0
STORA ENSO OYJ                         AMER DEP RECPT  86210M106        61       6370    SHARED   6          0         0      6370
STORA ENSO OYJ                         AMER DEP RECPT  86210M106      1006     104600    SHARED   A     104600         0         0
STRATEX NETWORKS INC                   COMMON SHS      86279T109       409     349300    SHARED   A     349300         0         0
STRYKER CORP                           COMMON SHS      863667101     15722     272960    SHARED   9     272960         0         0
STRYKER CORP                           COMMON SHS      863667101        40        700    SHARED   A        700         0         0
SUEZ SA                                AMER DEP RECPT  864686100      9201     581580    SHARED   3     581580         0         0
SUEZ SA                                AMER DEP RECPT  864686100        16       1000    SHARED   9       1000         0         0
SUMMIT PROPERTIES INC                  REAL EST INV TR 866239106       904      46600    SHARED   2      46600         0         0
SUMMIT PROPERTIES INC                  REAL EST INV TR 866239106         6        300    SHARED   9        300         0         0
SUN COMMUNITIES INC                    REAL EST INV TR 866674104      1247      33980    SHARED   6          0         0     33980
SUN COMMUNITIES INC                    REAL EST INV TR 866674104        11        300    SHARED   9        300         0         0
SUN COMMUNITIES INC                    REAL EST INV TR 866674104     17763     484000    SHARED   A     484000         0         0
SUN LIFE FINANCIAL SERVICES OF CANADA  ORDINARY SHS    866796105       698      26940    SHARED   2      26940         0         0
SUN LIFE FINANCIAL SERVICES OF CANADA  ORDINARY SHS    866796105     31032    1197233    SHARED   8    1073897         0    123336
SUN LIFE FINANCIAL SERVICES OF CANADA  COMMON SHS      866796105        94       5954    SHARED   9       5954         0         0
SUN MICROSYSTEMS INC                   COMMON SHS      866810104      4144    1600000    SHARED   7    1600000         0         0
SUN MICROSYSTEMS INC                   COMMON SHS      866810104         1        400    SHARED   8        400         0         0
SUN MICROSYSTEMS INC                   COMMON SHS      866810104      2685    1036865    SHARED   9    1036865         0         0
SUN MICROSYSTEMS INC                   COMMON SHS      866810104      3086    1191334    SHARED   A     891334         0    300000
SUN HEALTHCARE GROUP INC               COMMON SHS      866933104         0      20000    SHARED   9      20000         0         0
SUNCOR ENERGY INC                      COMMON SHS      867229106       247      14600    SHARED   6          0         0     14600
SUNCOR ENERGY INC                      ORDINARY SHS    867229106     87955    3220620    SHARED   8    2965977         0    254643
SUNCOR ENERGY INC                      COMMON SHS      867229106      1401      53900    SHARED   9      53900         0         0
SUNGARD DATA SYSTEMS INC               COMMON SHS      867363103       175       9000    SHARED   9       9000         0         0
SUNGARD DATA SYSTEMS INC               COMMON SHS      867363103        19       1000    SHARED   A       1000         0         0
SUNOCO INC                             COMMON SHS      86764P109      2564      85000    SHARED   2      85000         0         0
SUNOCO INC                             COMMON SHS      86764P109        70       2335    SHARED   9       2335         0         0
SUNOCO INC                             COMMON SHS      86764P109         9        300    SHARED   A        300         0         0
SUNRISE ASSISTED LIVING INC            COMMON SHS      86768K106     10084     470100    SHARED   9     470100         0         0
SUNRISE ASSISTED LIVING INC            COMMON SHS      86768K106        15        700    SHARED   A        700         0         0
SUNRISE ASSISTED LIVING INC            CONVERTIBLE BD  86768KAE6        86     100000    SHARED   9     100000         0         0
SUNTRUST BANKS INC                     COMMON SHS      867914103      4903      79742    SHARED   9      79742         0         0
SUNTRUST BANKS INC                     COMMON SHS      867914103        61       1000    SHARED   A       1000         0         0
SUPERIOR ENERGY SERVICES INC           COMMON SHS      868157108      5156     793169    SHARED   6          0         0    793169
SUPERIOR ENERGY SERVICES INC           COMMON SHS      868157108        16       2500    SHARED   9       2500         0         0
SUPERIOR ENERGY SERVICES INC           COMMON SHS      868157108     28930    4450827    SHARED   A    4450827         0         0
SUPERIOR FINANCIAL CORP                COMMON SHS      868161100     12985     690700    SHARED   5     690700         0         0
SUPERIOR INDUSTRIES INTL INC           COMMON SHS      868168105     40399     858100    SHARED   4     858100         0         0
SUPERIOR INDUSTRIES INTL INC           COMMON SHS      868168105       217       4600    SHARED   6          0         0      4600
SUPERIOR INDUSTRIES INTL INC           COMMON SHS      868168105     36751     780600    SHARED   A     780600         0         0
SUPERIOR UNIFORM GROUP INC             COMMON SHS      868358102      6047     537500    SHARED   4     537500         0         0
SUREBEAM CORP                          COMMON SHS      86866R102      1220     677626    SHARED   9     677626         0         0
SUREBEAM CORP                          COMMON SHS      86866R102         2       1047    SHARED   A       1047         0         0
SWIFT ENERGY CO                        COMMON SHS      870738101     27208    2616157    SHARED   A    2616157         0         0
SWIFT TRANSPORTATION CO                COMMON SHS      870756103      1355      86870    SHARED   8      86870         0         0
SYMANTEC CORP                          COMMON SHS      871503108       448      13300    SHARED   9      13300         0         0
SYMANTEC CORP                          COMMON SHS      871503108      5034     149500    SHARED   A     149500         0         0
SYMBOL TECHNOLOGIES INC                COMMON SHS      871508107       230      29984    SHARED   9      29984         0         0
SYMBOL TECHNOLOGIES INC                COMMON SHS      871508107         7        850    SHARED   A        850         0         0
SYMS CORP                              COMMON SHS      871551107      9867    1430000    SHARED   4    1430000         0         0
SYNOPSYS INC                           COMMON SHS      871607107     15682     411068    SHARED         411068         0         0
SYNOPSYS INC                           COMMON SHS      871607107     68225    1788323    SHARED   1    1787613         0       710
SYNOPSYS INC                           COMMON SHS      871607107      8855     232110    SHARED   2     232110         0         0
SYNOPSYS INC                           COMMON SHS      871607107        67       1767    SHARED   3       1767         0         0
SYNOPSYS INC                           COMMON SHS      871607107      5489     143884    SHARED   8     143884         0         0
SYNOPSYS INC                           COMMON SHS      871607107     14268     374010    SHARED   9     374010         0         0
SYNOPSYS INC                           COMMON SHS      871607107     80081    2099110    SHARED   A    2099110         0         0
SYSCO CORP                             COMMON SHS      871829107     41989    1478990    SHARED   9    1478990         0         0
SYSCO CORP                             COMMON SHS      871829107      3295     116050    SHARED   A     116050         0         0
TCF FINANCIAL CORP                     COMMON SHS      872275102     13568     320520    SHARED   5     320520         0         0
TCF FINANCIAL CORP                     COMMON SHS      872275102       864      20400    SHARED   9      20400         0         0
TCF FINANCIAL CORP                     COMMON SHS      872275102     83496    1972500    SHARED   A    1972500         0         0
TDK CORP                               AMER DEP RECPT  872351408       296       7700    SHARED   9       7700         0         0
TECO ENERGY                            COMMON SHS      872375100       801      50442    SHARED   9      50442         0         0
TECO ENERGY                            COMMON SHS      872375100      5726     360600    SHARED   A     360600         0         0
TJX COMPANIES INC                      COMMON SHS      872540109       544      32000    SHARED   4      32000         0         0
TJX COMPANIES INC                      COMMON SHS      872540109       344      20220    SHARED   9      20220         0         0
TJX COMPANIES INC                      COMMON SHS      872540109        32       1900    SHARED   A       1900         0         0
TRW INC                                COMMON SHS      872649108     10564     180419    SHARED   9     180419         0         0
TRW INC                                COMMON SHS      872649108        23        400    SHARED   A        400         0         0
TMP WORLDWIDE INC                      COMMON SHS      872941109         7        826    SHARED   9        826         0         0
TMP WORLDWIDE INC                      COMMON SHS      872941109     26188    2909800    SHARED   A    2909800         0         0
TTM TECHNOLOGIES INC                   COMMON SHS      87305R109       303     192700    SHARED   A     192700         0         0
TVX GOLD INC                           ORDINARY SHS    87308K309      8093     360000    SHARED   A     360000         0         0
TXU CORP                               COMMON SHS      873168108       813      19500    SHARED   4      19500         0         0
TXU CORP                               COMMON SHS      873168108      1173      28127    SHARED   6          0         0     28127
TXU CORP                               COMMON SHS      873168108        38        900    SHARED   8        900         0         0
TXU CORP                               COMMON SHS      873168108      5400     129459    SHARED   9     129459         0         0
TXU CORP                               COMMON SHS      873168108    146668    3516365    SHARED   A    3516365         0         0
TAIWAN SEMICONDUCTOR MANUFACTURING CO  AMER DEP RECPT  874039100       552      86976    SHARED          80340         0      6636
TAIWAN SEMICONDUCTOR MANUFACTURING CO  AMER DEP RECPT  874039100         0          1    SHARED   2          0         0         1
TAIWAN SEMICONDUCTOR MANUFACTURING CO  AMER DEP RECPT  874039100         0          5    SHARED   6          0         0         5
TAIWAN SEMICONDUCTOR MANUFACTURING CO  AMER DEP RECPT  874039100       573      90200    SHARED   8      90200         0         0
TAIWAN SEMICONDUCTOR MANUFACTURING CO  AMER DEP RECPT  874039100     16490    2596884    SHARED   9    2596884         0         0
TAIWAN SEMICONDUCTOR MANUFACTURING CO  AMER DEP RECPT  874039100       981     154420    SHARED   A     154420         0         0
TAKE-TWO INTERACTIVE SOFTWARE INC      COMMON SHS      874054109     11261     388300    SHARED   9     388300         0         0
TAKE-TWO INTERACTIVE SOFTWARE INC      COMMON SHS      874054109        17        600    SHARED   A        600         0         0
TALISMAN ENERGY INC                    COMMON SHS      87425E103      9223     230000    SHARED         230000         0         0
TALISMAN ENERGY INC                    ORDINARY SHS    87425E103      2900      45600    SHARED   2      45600         0         0
TALISMAN ENERGY INC                    ORDINARY SHS    87425E103     11610     182555    SHARED   8     164840         0     17715
TALISMAN ENERGY INC                    COMMON SHS      87425E103       666      16600    SHARED   A      16600         0         0
TARGET CORP                            COMMON SHS      87612E106     15581     527800    SHARED         527800         0         0
TARGET CORP                            COMMON SHS      87612E106     39486    1337610    SHARED   1    1336090         0      1520
TARGET CORP                            COMMON SHS      87612E106      7282     246675    SHARED   2     246675         0         0
TARGET CORP                            COMMON SHS      87612E106      1096      37134    SHARED   3      37134         0         0
TARGET CORP                            COMMON SHS      87612E106         2         65    SHARED   6          0         0        65
TARGET CORP                            COMMON SHS      87612E106      3858     130700    SHARED   8     130700         0         0
TARGET CORP                            COMMON SHS      87612E106     11146     377565    SHARED   9     377565         0         0
TARGET CORP                            COMMON SHS      87612E106     27685     937832    SHARED   A     662832         0    275000
TAUBMAN CENTERS INC                    REAL EST INV TR 876664103      1234      86735    SHARED   6          0         0     86735
TAUBMAN CENTERS INC                    REAL EST INV TR 876664103     16507    1160000    SHARED   A    1160000         0         0
TECHNITROL INC                         COMMON SHS      878555101      6858     458738    SHARED   6          0         0    458738
TECHNITROL INC                         COMMON SHS      878555101     12740     852200    SHARED   A     852200         0         0
TECUMSEH PRODUCTS CO                   COMMON SHS      878895101     10725     275000    SHARED   4     275000         0         0
TECUMSEH PRODUCTS CO                   COMMON SHS      878895200     20980     500000    SHARED   4     500000         0         0
TECUMSEH PRODUCTS CO                   COMMON SHS      878895200         8        200    SHARED   9        200         0         0
TEKELEC                                COMMON SHS      879101103     17556    2034300    SHARED   A    2034300         0         0
TEKTRONIX INC                          COMMON SHS      879131100     12272     746952    SHARED   6          0         0    746952
TEKTRONIX INC                          COMMON SHS      879131100       194      11798    SHARED   9      11798         0         0
TEKTRONIX INC                          COMMON SHS      879131100    126634    7707500    SHARED   A    7707500         0         0
TELE NORTE LESTE PARTICIPACOES SA      DEP RCPT PFD    879246106       279      52670    SHARED          52670         0         0
TELE NORTE LESTE PARTICIPACOES SA      DEP RCPT PFD    879246106      1109     209272    SHARED   2     209272         0         0
TELECOM ARGENTINA STET-FRANCE TELECOM  AMER DEP RECPT  879273209         2       2086    SHARED   9       2086         0         0
TELECOM ARGENTINA STET-FRANCE TELECOM  AMER DEP RECPT  879273209      1481    1806000    SHARED   A    1806000         0         0
TELECOM CORPORATION OF NEW ZEALAND LTD AMER DEP RECPT  879278208      7544     405610    SHARED   2     405610         0         0
TELECOM CORPORATION OF NEW ZEALAND LTD AMER DEP RECPT  879278208         5        278    SHARED   6          0         0       278
TELECOM CORPORATION OF NEW ZEALAND LTD AMER DEP RECPT  879278208        20       1050    SHARED   9       1050         0         0
TELECOMUNICACOES BRASILEIRAS SA (TELEB DEP RCPT PFD    879287308       286      20000    SHARED          20000         0         0
TELECOMUNICACOES BRASILEIRAS SA (TELEB DEP RCPT PFD    879287308     12193     853230    SHARED   1     853230         0         0
TELECOMUNICACOES BRASILEIRAS SA (TELEB DEP RCPT PFD    879287308      1460     102150    SHARED   2      99150         0      3000
TELECOMUNICACOES BRASILEIRAS SA (TELEB DEP RCPT PFD    879287308        62       4365    SHARED   3       4365         0         0
TELECOMUNICACOES BRASILEIRAS SA (TELEB DEP RCPT PFD    879287308      1881     131648    SHARED   8     131648         0         0
TELEFLEX INC                           COMMON SHS      879369106     33948     744800    SHARED   4     744800         0         0
TELEFLEX INC                           COMMON SHS      879369106       137       3000    SHARED   6          0         0      3000
TELEFLEX INC                           COMMON SHS      879369106     22790     500000    SHARED   7     500000         0         0
TELEFLEX INC                           COMMON SHS      879369106       164       3600    SHARED   9       3600         0         0
TELEFLEX INC                           COMMON SHS      879369106      1367      30000    SHARED   A      30000         0         0
TELEFONICA SA                          AMER DEP RECPT  879382208       841      37654    SHARED          37654         0         0
TELEFONICA SA                          AMER DEP RECPT  879382208       315      14115    SHARED   1      14115         0         0
TELEFONICA SA                          AMER DEP RECPT  879382208     88973    3982659    SHARED   2    3654896         0    327763
TELEFONICA SA                          AMER DEP RECPT  879382208     16861     754752    SHARED   3     754752         0         0
TELEFONICA SA                          AMER DEP RECPT  879382208        61       2726    SHARED   6          0         0      2726
TELEFONICA SA                          AMER DEP RECPT  879382208     78744    3524805    SHARED   8    3281549         0    243256
TELEFONICA SA                          AMER DEP RECPT  879382208       544      24370    SHARED   9      24370         0         0
TELEFONICA SA                          AMER DEP RECPT  879382208      4473     200241    SHARED   A     200241         0         0
TELEFONOS DE MEXICO SA (TELMEX)        AMER DEP RECPT  879403780     59404    2110282    SHARED        1986988         0    123294
TELEFONOS DE MEXICO SA (TELMEX)        AMER DEP RECPT  879403780    230515    8188813    SHARED   1    8181733         0      7080
TELEFONOS DE MEXICO SA (TELMEX)        AMER DEP RECPT  879403780    170215    6046725    SHARED   2    5839737         0    206988
TELEFONOS DE MEXICO SA (TELMEX)        AMER DEP RECPT  879403780     17884     635306    SHARED   3     635306         0         0
TELEFONOS DE MEXICO SA (TELMEX)        AMER DEP RECPT  879403780        62       2187    SHARED   6          0         0      2187
TELEFONOS DE MEXICO SA (TELMEX)        AMER DEP RECPT  879403780     74838    2658536    SHARED   8    2560536         0     98000
TELEFONOS DE MEXICO SA (TELMEX)        AMER DEP RECPT  879403780      3858     137068    SHARED   9     137068         0         0
TELEFONOS DE MEXICO SA (TELMEX)        AMER DEP RECPT  879403780      8190     290956    SHARED   A     290956         0         0
TELEPHONE & DATA SYSTEMS INC           COMMON SHS      879433100     56020    1110409    SHARED   5    1110409         0         0
TELEPHONE & DATA SYSTEMS INC           COMMON SHS      879433100       288       5700    SHARED   9       5700         0         0
TELEMIG CELULAR PARTICIPACOES SA       DEP RCPT PFD    87944E105      2243     167498    SHARED   2     165888         0      1610
TELESP CELULAR PARTICIPACOES SA        DEP RCPT PFD    87952L108       299     165000    SHARED   A     165000         0         0
TELIK INC                              COMMON SHS      87959M109        23       1866    SHARED   6          0         0      1866
TELIK INC                              COMMON SHS      87959M109      4240     342500    SHARED   9     342500         0         0
TELIK INC                              COMMON SHS      87959M109      6639     536300    SHARED   A     536300         0         0
TEMPLE INLAND INC                      COMMON SHS      879868107       357       9235    SHARED   9       9235         0         0
TEMPLE INLAND INC                      COMMON SHS      879868107       498      12900    SHARED   A      12900         0         0
TEMPLETON DRAGON FUND INC              CLOSE END MUT F 88018T101         8       1000    SHARED   9       1000         0         0
TEMPLETON DRAGON FUND INC              CLOSE END MUT F 88018T101        83      10935    SHARED   A      10935         0         0
TEMPLETON EMERGING MARKETS INCOME FUND CLOSE END MUT F 880192109       382      36300    SHARED   9      36300         0         0
TEMPLETON EMERGING MARKETS INCOME FUND CLOSE END MUT F 880192109       150      14279    SHARED   A      14279         0         0
TEMPLETON GLOBAL INCOME FUND INC       CLOSE END MUT F 880198106       328      45054    SHARED   9      45054         0         0
TEMPLETON RUSSIA & EAST EUROPEAN  FUND CLOSE END MUT F 88022F105       173      11042    SHARED   A      11042         0         0
TENET HEALTHCARE CORP                  COMMON SHS      88033G100      5713     115412    SHARED   9     115412         0         0
TENET HEALTHCARE CORP                  COMMON SHS      88033G100     48579     981400    SHARED   A     981400         0         0
TERADYNE INC                           COMMON SHS      880770102      3710     386459    SHARED   4     386459         0         0
TERADYNE INC                           COMMON SHS      880770102        12       1300    SHARED   9       1300         0         0
TERADYNE INC                           COMMON SHS      880770102      1450     151000    SHARED   A     151000         0         0
TEVA PHARMACEUTICAL INDUSTRIES LTD     AMER DEP RECPT  881624209     17329     258648    SHARED   2     258648         0         0
TEVA PHARMACEUTICAL INDUSTRIES LTD     AMER DEP RECPT  881624209      4355      65000    SHARED   8      65000         0         0
TEVA PHARMACEUTICAL INDUSTRIES LTD     AMER DEP RECPT  881624209        67       1000    SHARED   9       1000         0         0
TETRA TECHNOLOGIES INC                 COMMON SHS      88162F105      6686     331800    SHARED   9     331800         0         0
TETRA TECHNOLOGIES INC                 COMMON SHS      88162F105        10        500    SHARED   A        500         0         0
TESMA INTERNATIONAL INC                ORDINARY SHS    881908107     13933     429378    SHARED   8     372405         0     56973
TEXAS INSTRUMENTS INC                  COMMON SHS      882508104        21       1400    SHARED   6          0         0      1400
TEXAS INSTRUMENTS INC                  COMMON SHS      882508104      7385     500000    SHARED   7     500000         0         0
TEXAS INSTRUMENTS INC                  COMMON SHS      882508104         3        200    SHARED   8        200         0         0
TEXAS INSTRUMENTS INC                  COMMON SHS      882508104     14901    1008886    SHARED   9    1008886         0         0
TEXAS INSTRUMENTS INC                  COMMON SHS      882508104      4665     315848    SHARED   A     315848         0         0
TEXAS REGIONAL BANCSHARES INC          COMMON SHS      882673106        53       1570    SHARED              0         0      1570
TEXAS REGIONAL BANCSHARES INC          COMMON SHS      882673106      6665     199000    SHARED   9     199000         0         0
TEXAS REGIONAL BANCSHARES INC          COMMON SHS      882673106        10        300    SHARED   A        300         0         0
TEXTRON INC                            COMMON SHS      883203101     11287     331000    SHARED         331000         0         0
TEXTRON INC                            COMMON SHS      883203101     17903     525000    SHARED   7     525000         0         0
TEXTRON INC                            COMMON SHS      883203101        54       1587    SHARED   9       1587         0         0
TEXTRON INC                            COMMON SHS      883203101        17        500    SHARED   A        500         0         0
THERMO ELECTRON CORP                   COMMON SHS      883556102     27035    1676056    SHARED   5    1676056         0         0
THERMO ELECTRON CORP                   COMMON SHS      883556102       169      10500    SHARED   6          0         0     10500
THERMO ELECTRON CORP                   COMMON SHS      883556102       468      29027    SHARED   9      29027         0         0
THERMO ELECTRON CORP                   COMMON SHS      883556102     59691    3700600    SHARED   A    3700600         0         0
THOMAS & BETTS CORP                    COMMON SHS      884315102      7045     500000    SHARED   7     500000         0         0
THOMAS & BETTS CORP                    COMMON SHS      884315102         3        200    SHARED   A        200         0         0
THOMAS INDUSTRIES INC                  COMMON SHS      884425109      2909     117300    SHARED   4     117300         0         0
THOMSON CORP                           ORDINARY SHS    884903105      1372      34895    SHARED   8      29004         0      5891
THOMSON CORP                           COMMON SHS      884903105      4021     116100    SHARED   9     116100         0         0
THORATEC CORP                          COMMON SHS      885175307      5015     639708    SHARED   6          0         0    639708
THORATEC CORP                          COMMON SHS      885175307     15398    1964000    SHARED   A    1951500         0     12500
3M CO                                  COMMON SHS      88579Y101         6         56    SHARED   6          0         0        56
3M CO                                  COMMON SHS      88579Y101     43988     400000    SHARED   7     400000         0         0
3M CO                                  COMMON SHS      88579Y101      1349      12264    SHARED   8      10900         0      1364
3M CO                                  COMMON SHS      88579Y101     23035     209466    SHARED   9     209466         0         0
3M CO                                  COMMON SHS      88579Y101       170       1549    SHARED   A       1549         0         0
TICKETMASTER INC                       COMMON SHS      88633P203     35396    2321027    SHARED   A    2321027         0         0
TIDEWATER INC                          COMMON SHS      886423102      3811     141200    SHARED   4     141200         0         0
TIER TECHNOLOGIES INC                  COMMON SHS      88650Q100        37       1947    SHARED              0         0      1947
TIER TECHNOLOGIES INC                  COMMON SHS      88650Q100       661      34922    SHARED   6          0         0     34922
TIER TECHNOLOGIES INC                  COMMON SHS      88650Q100     13875     733364    SHARED   9     733364         0         0
TIER TECHNOLOGIES INC                  COMMON SHS      88650Q100      8205     433675    SHARED   A     433675         0         0
TIFFANY & CO                           COMMON SHS      886547108      7501     350000    SHARED   7     350000         0         0
TIFFANY & CO                           COMMON SHS      886547108      5711     266505    SHARED   9     266505         0         0
TIFFANY & CO                           COMMON SHS      886547108     38152    1780300    SHARED   A    1580300         0    200000
TIMBERLAND COMPANY                     COMMON SHS      887100105      5614     177200    SHARED   4     177200         0         0
TIMBERLAND COMPANY                     COMMON SHS      887100105       158       5000    SHARED   9       5000         0         0
TIMKEN CO                              COMMON SHS      887389104     26710    1594600    SHARED   4    1594600         0         0
TITAN CORP                             COMMON SHS      888266103     12374    1288975    SHARED   9    1288975         0         0
TITAN CORP                             COMMON SHS      888266103     23192    2415800    SHARED   A    2415800         0         0
TOLL BROTHERS INC                      COMMON SHS      889478103        77       3555    SHARED              0         0      3555
TOLL BROTHERS INC                      COMMON SHS      889478103       285      13110    SHARED   6          0         0     13110
TOLL BROTHERS INC                      COMMON SHS      889478103     18322     842770    SHARED   9     842770         0         0
TOLL BROTHERS INC                      COMMON SHS      889478103      3270     150400    SHARED   A     150400         0         0
TOOTSIE ROLL INDUSTRIES INC            COMMON SHS      890516107       612      20581    SHARED   7      20581         0         0
TOOTSIE ROLL INDUSTRIES INC            COMMON SHS      890516107       105       3540    SHARED   9       3540         0         0
TORCHMARK CORP                         COMMON SHS      891027104    107240    3130184    SHARED   1    3128824         0      1360
TORCHMARK CORP                         COMMON SHS      891027104      4457     130100    SHARED   2     130100         0         0
TORCHMARK CORP                         COMMON SHS      891027104      1352      39460    SHARED   3      39460         0         0
TORCHMARK CORP                         COMMON SHS      891027104       468      13650    SHARED   9      13650         0         0
TORCHMARK CORP                         COMMON SHS      891027104        14        400    SHARED   A        400         0         0
TORO CO                                COMMON SHS      891092108      1069      19000    SHARED   A      19000         0         0
TORONTO DOMINION BANK                  ORDINARY SHS    891160509      4464     160732    SHARED   8      91747         0     68985
TORONTO DOMINION BANK                  COMMON SHS      891160509       117       6666    SHARED   9       6666         0         0
TOTAL FINA ELF SA                      AMER DEP RECPT  89151E109     14376     218318    SHARED   5     218318         0         0
TOTAL FINA ELF SA                      AMER DEP RECPT  89151E109      4939      75000    SHARED   8      75000         0         0
TOTAL FINA ELF SA                      AMER DEP RECPT  89151E109      4751      72143    SHARED   9      72143         0         0
TOUCH AMERICA HOLDINGS, INC.           COMMON SHS      891539108        17      28000    SHARED   9      28000         0         0
TOWER AUTOMOTIVE INC                   COMMON SHS      891707101      2650     395500    SHARED   4     395500         0         0
TOWER AUTOMOTIVE INC                   CONVERTIBLE BD  891707AE1      3565    4000000    SHARED   A    4000000         0         0
TOWN & COUNTRY TRUST                   REAL EST INV TR 892081100      2992     142250    SHARED   9     142250         0         0
TOYOTA MOTOR CORP                      AMER DEP RECPT  892331307      2504      49000    SHARED   8      49000         0         0
TOYOTA MOTOR CORP                      AMER DEP RECPT  892331307      1039      20325    SHARED   A      20325         0         0
TOYS R US INC                          COMMON SHS      892335100     37382    3672100    SHARED   1    3671600         0       500
TOYS R US INC                          COMMON SHS      892335100      2194     215500    SHARED   2     215500         0         0
TOYS R US INC                          COMMON SHS      892335100        58       5707    SHARED   3       5707         0         0
TOYS R US INC                          COMMON SHS      892335100     27486    2700000    SHARED   4    2700000         0         0
TOYS R US INC                          COMMON SHS      892335100       516      50721    SHARED   9      50721         0         0
TOYS R US INC                          COMMON SHS      892335100         8        800    SHARED   A        800         0         0
TPG NV                                 AMER DEP RECPT  892339102     12598     749017    SHARED   3     749017         0         0
TPG NV                                 AMER DEP RECPT  892339102        72       4275    SHARED   6          0         0      4275
TRANS-LUX CORP                         CONVERTIBLE BD  893247AD8      9361   14184000    SHARED   A   14184000         0         0
TRANSATLANTIC HOLDINGS INC             COMMON SHS      893521104      6002      90327    SHARED   9      90327         0         0
TRANSCANADA PIPELINES LTD              ORDINARY SHS    893526103      1086      48061    SHARED          48061         0         0
TRANSCANADA PIPELINES LTD              ORDINARY SHS    893526103    586103   25933783    SHARED   1   25933783         0         0
TRANSCANADA PIPELINES LTD              COMMON SHS      893526103    162241    8843445    SHARED   2    8440275         0    403170
TRANSCANADA PIPELINES LTD              COMMON SHS      893526103      7311     514520    SHARED   3     514520         0         0
TRANSCANADA PIPELINES LTD              COMMON SHS      893526103        83       5830    SHARED   6          0         0      5830
TRANSCANADA PIPELINES LTD              ORDINARY SHS    893526103     13532     598773    SHARED   8     487116         0    111657
TRANSCANADA PIPELINES LTD              COMMON SHS      893526103       232      16300    SHARED   9      16300         0         0
TRANSCANADA PIPELINES LTD              ORDINARY SHS    893526103      3162     139897    SHARED   A     139897         0         0
TRANSKARYOTIC THERAPIES INC            COMMON SHS      893735100      4945     151600    SHARED   A     151600         0         0
TRANSPORTADORA DE GAS DEL SUR SA TGS   AMER DEP RECPT  893870204      5490    4990500    SHARED   1    4990500         0         0
TRANSPRO INC                           COMMON SHS      893885103      1608     328100    SHARED   4     328100         0         0
TRANZ RAIL HOLDINGS LTD                AMER DEP RECPT  894116102       192      86519    SHARED          86519         0         0
TRANZ RAIL HOLDINGS LTD                AMER DEP RECPT  894116102      1251     562800    SHARED   2     562800         0         0
TRAVELERS PROPERTY CASUALTY            COMMON SHS      89420G109        28       2095    SHARED   4       2095         0         0
TRAVELERS PROPERTY CASUALTY            COMMON SHS      89420G109     81409    6167378    SHARED   5    6167378         0         0
TRAVELERS PROPERTY CASUALTY            COMMON SHS      89420G109        11        849    SHARED   6          0         0       849
TRAVELERS PROPERTY CASUALTY            COMMON SHS      89420G109         4        292    SHARED   8        292         0         0
TRAVELERS PROPERTY CASUALTY            COMMON SHS      89420G109      1396     105792    SHARED   9     105792         0         0
TRAVELERS PROPERTY CASUALTY            COMMON SHS      89420G109       213      16151    SHARED   A      16151         0         0
TRAVELERS PROPERTY CASUALTY CORP       COMMON SHS      89420G406        58       4305    SHARED   4       4305         0         0
TRAVELERS PROPERTY CASUALTY CORP       COMMON SHS      89420G406       225      16600    SHARED   5      16600         0         0
TRAVELERS PROPERTY CASUALTY CORP       COMMON SHS      89420G406        24       1741    SHARED   6          0         0      1741
TRAVELERS PROPERTY CASUALTY CORP       COMMON SHS      89420G406         8        611    SHARED   8        611         0         0
TRAVELERS PROPERTY CASUALTY CORP       COMMON SHS      89420G406      2086     154179    SHARED   9     154179         0         0
TRAVELERS PROPERTY CASUALTY CORP       COMMON SHS      89420G406       497      36715    SHARED   A      36715         0         0
TRIAD HOSPITALS INC                    COMMON SHS      89579K109     11019     290364    SHARED   2     290364         0         0
TRIAD HOSPITALS INC                    COMMON SHS      89579K109     13908     366470    SHARED   5     366470         0         0
TRIAD HOSPITALS INC                    COMMON SHS      89579K109      4157     109533    SHARED   8     109533         0         0
TRIAD HOSPITALS INC                    COMMON SHS      89579K109     59296    1562464    SHARED   A    1434864         0    127600
TRIBUNE CO                             COMMON SHS      896047107      4724     112988    SHARED   9     112988         0         0
TRIBUNE CO                             COMMON SHS      896047107        41        980    SHARED   A        980         0         0
TRICO MARINE SERVICES INC              COMMON SHS      896106101      8431    3319100    SHARED   A    3319100         0         0
TRIMBLE NAVIGATION LTD                 COMMON SHS      896239100      5234     528705    SHARED   6          0         0    528705
TRIMBLE NAVIGATION LTD                 COMMON SHS      896239100      8081     816300    SHARED   A     816300         0         0
TRIMERIS INC                           COMMON SHS      896263100     13319     298300    SHARED   A     298300         0         0
TRINITY INDUSTRIES INC                 COMMON SHS      896522109     23044    1400000    SHARED   4    1400000         0         0
TRINITY INDUSTRIES INC                 COMMON SHS      896522109        49       2948    SHARED   9       2948         0         0
TRIZEC PROPERTIES INC                  REAL EST INV TR 89687P107       463      40763    SHARED   6          0         0     40763
TRIZEC PROPERTIES INC                  REAL EST INV TR 89687P107         6        500    SHARED   9        500         0         0
TRIZEC PROPERTIES INC                  REAL EST INV TR 89687P107     10955     965200    SHARED   A     965200         0         0
TRIZEC HAHN CORP                       CONVERTIBLE BD  896938AB3     42657   70800000    SHARED   A   70800000         0         0
TRIPATH IMAGING INC                    COMMON SHS      896942109        77      34310    SHARED   9      34310         0         0
TROPICAL SPORTSWEAR INTERNATIONAL CORP COMMON SHS      89708P102       889      68500    SHARED   4      68500         0         0
TRUSTCO BANK CORP NY                   COMMON SHS      898349105     10543     996709    SHARED   4     996709         0         0
TRUSTCO BANK CORP NY                   COMMON SHS      898349105       137      12985    SHARED   6          0         0     12985
TUBOS DE ACERO DE MEXICO SA (TAMSA)    AMER DEP RECPT  898592506     21659    2518450    SHARED        2301460         0    216990
TUESDAY MORNING CORP                   COMMON SHS      899035505     26364    1447795    SHARED   A    1247795         0    200000
TWENTY FIRST CENTURY INSURANCE GROUP   COMMON SHS      90130N103       109      10600    SHARED   9      10600         0         0
TYCO INTERNATIONAL LTD                 ORDINARY SHS    902124106      4383     310820    SHARED   1     310820         0         0
TYCO INTERNATIONAL LTD                 ORDINARY SHS    902124106       452      32030    SHARED   2      32030         0         0
TYCO INTERNATIONAL LTD                 ORDINARY SHS    902124106         4        300    SHARED   6          0         0       300
TYCO INTERNATIONAL LTD                 ORDINARY SHS    902124106     21856    1550052    SHARED   7    1550052         0         0
TYCO INTERNATIONAL LTD                 ORDINARY SHS    902124106     15015    1064865    SHARED   8    1064865         0         0
TYCO INTERNATIONAL LTD                 ORDINARY SHS    902124106      3555     252110    SHARED   9     252110         0         0
TYCO INTERNATIONAL LTD                 ORDINARY SHS    902124106        95       6733    SHARED   A       6733         0         0
TYCO INTERNATIONAL LTD                 CONVERT ZERO CP 902124AC0    856375   13000000    SHARED   5   13000000         0         0
UAL CORP                               COMMON SHS      902549500       203      95000    SHARED   7      95000         0         0
UAL CORP                               COMMON SHS      902549500         0         50    SHARED   9         50         0         0
UCBH HOLDINGS INC                      COMMON SHS      90262T308      6383     162200    SHARED   9     162200         0         0
UCBH HOLDINGS INC                      COMMON SHS      90262T308      9891     251350    SHARED   A     251350         0         0
UIL HOLDINGS CORP                      COMMON SHS      902748102        14        390    SHARED   6          0         0       390
UIL HOLDINGS CORP                      COMMON SHS      902748102      9720     274200    SHARED   A     274200         0         0
UST INC                                COMMON SHS      902911106     17349     615000    SHARED         615000         0         0
UST INC                                COMMON SHS      902911106     63615    2255041    SHARED   5    2255041         0         0
UST INC                                COMMON SHS      902911106        10        370    SHARED   9        370         0         0
UST INC                                COMMON SHS      902911106     24427     865900    SHARED   A     865900         0         0
US BANCORP                             COMMON SHS      902973304      9031     486053    SHARED         480573         0      5480
US BANCORP                             COMMON SHS      902973304     98102    5280000    SHARED   1    5280000         0         0
US BANCORP                             COMMON SHS      902973304      4889     263152    SHARED   4     263152         0         0
US BANCORP                             COMMON SHS      902973304     79395    4273166    SHARED   5    4273166         0         0
US BANCORP                             COMMON SHS      902973304      2333     125554    SHARED   6          0         0    125554
US BANCORP                             COMMON SHS      902973304        48       2600    SHARED   8       2600         0         0
US BANCORP                             COMMON SHS      902973304     37463    2016326    SHARED   9    2016326         0         0
US BANCORP                             COMMON SHS      902973304     18126     975575    SHARED   A     975575         0         0
US LIQUIDS INC                         COMMON SHS      902974104       890    1218700    SHARED   A    1218700         0         0
USA INTERACTIVE                        COMMON SHS      902984103     11632     600200    SHARED   7     600200         0         0
USA INTERACTIVE                        COMMON SHS      902984103        25       1300    SHARED   9       1300         0         0
USA INTERACTIVE                        COMMON SHS      902984103      2787     143800    SHARED   A     143800         0         0
ULTIMATE ELECTRONICS INC               COMMON SHS      903849107      2318     181800    SHARED   A     181800         0         0
ULTRAPAR PARTICPACOES SA               AMER DEP RECPT  90400P101       469      83200    SHARED          83200         0         0
UMPQUA HOLDINGS CORP                   COMMON SHS      904214103      6477     394200    SHARED   A     394200         0         0
UNILEVER PLC                           AMER DEP RECPT  904767704      4753     130410    SHARED   8     130410         0         0
UNILEVER PLC                           AMER DEP RECPT  904767704       982      26949    SHARED   9      26949         0         0
UNILEVER NV                            NEW YORK SHARES 904784709     13486     226838    SHARED   3     226838         0         0
UNILEVER NV                            NEW YORK SHARES 904784709       198       3332    SHARED   6          0         0      3332
UNILEVER NV                            NEW YORK SHARES 904784709       397       6680    SHARED   8       6680         0         0
UNILEVER NV                            NEW YORK SHARES 904784709       565       9496    SHARED   9       9496         0         0
UNION ACCEPTANCE CORP                  COMMON SHS      904832102     19464    4829694    SHARED   5    4829694         0         0
UNION PACIFIC CORP                     COMMON SHS      907818108        41        700    SHARED   6          0         0       700
UNION PACIFIC CORP                     COMMON SHS      907818108     17361     300000    SHARED   7     300000         0         0
UNION PACIFIC CORP                     COMMON SHS      907818108     10174     175808    SHARED   9     175808         0         0
UNION PACIFIC CORP                     COMMON SHS      907818108        48        828    SHARED   A        828         0         0
UNITED BUSINESS MEDIA PLC              AMER DEP RECPT  90969M101     11237    3147567    SHARED   3    3147567         0         0
UNITED BUSINESS MEDIA PLC              AMER DEP RECPT  90969M101        41      11590    SHARED   6          0         0     11590
UNITED DOMINION REALTY TRUST INC       REAL EST INV TR 910197102        88       5500    SHARED   9       5500         0         0
UNITED DOMINION REALTY TRUST INC       REAL EST INV TR 910197102      3182     200000    SHARED   A     200000         0         0
UNITED FIRE & CASUALTY CO              COMMON SHS      910331107       248       7300    SHARED   4       7300         0         0
UNITED FIRE & CASUALTY CO              COMMON SHS      910331107     25363     746200    SHARED   5     746200         0         0
UNITED FIRE & CASUALTY CO              CONVERT PREF    910331305      3361     130000    SHARED   5     130000         0         0
UNITED MICROELECTRONICS CORP           AMER DEP RECPT  910873207       284      80500    SHARED          80500         0         0
UNITED MICROELECTRONICS CORP           AMER DEP RECPT  910873207       239      67689    SHARED   1      67689         0         0
UNITED MICROELECTRONICS CORP           AMER DEP RECPT  910873207      2110     597738    SHARED   9     597738         0         0
UNITED MICROELECTRONICS CORP           AMER DEP RECPT  910873207         8       2236    SHARED   A       2236         0         0
UNITED NATURAL FOODS INC               COMMON SHS      911163103        55       2409    SHARED              0         0      2409
UNITED NATURAL FOODS INC               COMMON SHS      911163103     22419     973450    SHARED   9     973450         0         0
UNITED PARCEL SERVICE INC              COMMON SHS      911312106     36680     586600    SHARED   1     586600         0         0
UNITED PARCEL SERVICE INC              COMMON SHS      911312106       125       2000    SHARED   6          0         0      2000
UNITED PARCEL SERVICE INC              COMMON SHS      911312106     50146     801959    SHARED   9     801959         0         0
UNITED PARCEL SERVICE INC              COMMON SHS      911312106      6491     103800    SHARED   A     103800         0         0
UNITED RETAIL GROUP INC                COMMON SHS      911380103      4883    1028100    SHARED   4    1028100         0         0
U S INDUSTRIES INC                     COMMON SHS      912080108        84      35849    SHARED   9      35849         0         0
UNITED STATES STEEL CORP               COMMON SHS      912909108     28337    2440700    SHARED   4    2440700         0         0
UNITED STATES STEEL CORP               COMMON SHS      912909108        42       3642    SHARED   9       3642         0         0
UNITED STATES STEEL CORP               COMMON SHS      912909108         5        400    SHARED   A        400         0         0
UNITED SURGICAL PARTNERS INTERNATIONAL COMMON SHS      913016309        43       1937    SHARED              0         0      1937
UNITED SURGICAL PARTNERS INTERNATIONAL COMMON SHS      913016309      8041     363851    SHARED   9     363851         0         0
UNITED SURGICAL PARTNERS INTERNATIONAL COMMON SHS      913016309        13        600    SHARED   A        600         0         0
UNITED TECHNOLOGIES CORP               COMMON SHS      913017109        14        250    SHARED   6          0         0       250
UNITED TECHNOLOGIES CORP               COMMON SHS      913017109     22596     400000    SHARED   7     400000         0         0
UNITED TECHNOLOGIES CORP               COMMON SHS      913017109      6516     115350    SHARED   8     115350         0         0
UNITED TECHNOLOGIES CORP               COMMON SHS      913017109     36211     641013    SHARED   9     641013         0         0
UNITED TECHNOLOGIES CORP               COMMON SHS      913017109     34811     616241    SHARED   A     576241         0     40000
UNITED THERAPEUTICS CORP               COMMON SHS      91307C102      2961     180000    SHARED   A     180000         0         0
UNITEDHEALTH GROUP INC                 COMMON SHS      91324P102      9350     107199    SHARED   9     107199         0         0
UNITEDHEALTH GROUP INC                 COMMON SHS      91324P102      9071     104000    SHARED   A     104000         0         0
UNITRIN INC                            COMMON SHS      913275103      7417     241600    SHARED   9     241600         0         0
UNIVERSAL COMPRESSION HOLDINGS INC     COMMON SHS      913431102      2078     128300    SHARED   9     128300         0         0
UNIVERSAL COMPRESSION HOLDINGS INC     COMMON SHS      913431102         5        300    SHARED   A        300         0         0
UNIVERSAL CORP                         COMMON SHS      913456109     10290     293400    SHARED   4     293400         0         0
UNIVERSAL CORP                         COMMON SHS      913456109        35       1000    SHARED   6          0         0      1000
UNIVERSAL HEALTH SERVICES INC          COMMON SHS      913903100       307       6000    SHARED   9       6000         0         0
UNIVISION COMMUNICATIONS INC           COMMON SHS      914906102       549      24100    SHARED   9      24100         0         0
UNIVISION COMMUNICATIONS INC           COMMON SHS      914906102     61854    2712900    SHARED   A    2582900         0    130000
UNOCAL CORP                            COMMON SHS      915289102      3520     112131    SHARED   9     112131         0         0
UNOCAL CORP                            COMMON SHS      915289102       559      17800    SHARED   A      17800         0         0
UNUMPROVIDENT CORP                     COMMON SHS      91529Y106     28490    1400000    SHARED   4    1400000         0         0
UNUMPROVIDENT CORP                     COMMON SHS      91529Y106       297      14600    SHARED   9      14600         0         0
UNUMPROVIDENT CORP                     COMMON SHS      91529Y106        18        900    SHARED   A        900         0         0
UTSTARCOM INC                          COMMON SHS      918076100     10695     700400    SHARED   A     700400         0         0
VCA ANTECH INC                         COMMON SHS      918194101      9260     750400    SHARED   A     750400         0         0
V F CORP                               COMMON SHS      918204108     17990     500000    SHARED   7     500000         0         0
V F CORP                               COMMON SHS      918204108       500      13900    SHARED   9      13900         0         0
V F CORP                               COMMON SHS      918204108        14        400    SHARED   A        400         0         0
VALASSIS COMMUNICATIONS INC            COMMON SHS      918866104     31048     885315    SHARED   5     885315         0         0
VALERO ENERGY CORP                     COMMON SHS      91913Y100      7676     290000    SHARED         290000         0         0
VALERO ENERGY CORP                     COMMON SHS      91913Y100     62456    2359500    SHARED   1    2359500         0         0
VALERO ENERGY CORP                     COMMON SHS      91913Y100      1987      75080    SHARED   2      75080         0         0
VALERO ENERGY CORP                     COMMON SHS      91913Y100     25890     978100    SHARED   5     978100         0         0
VALERO ENERGY CORP                     COMMON SHS      91913Y100       155       5868    SHARED   9       5868         0         0
VALLEY NATIONAL BANCORP                COMMON SHS      919794107       330      12390    SHARED   9      12390         0         0
VALSPAR CORP                           COMMON SHS      920355104      8537     228864    SHARED   6          0         0    228864
VALSPAR CORP                           COMMON SHS      920355104     36711     984200    SHARED   A     909200         0     75000
VARCO INTERNATIONAL INC                COMMON SHS      922122106      9490     560868    SHARED   6          0         0    560868
VARCO INTERNATIONAL INC                COMMON SHS      922122106    109765    6487281    SHARED   A    6487281         0         0
VARIAN INC                             COMMON SHS      922206107     18915     685080    SHARED   6          0         0    685080
VARIAN INC                             COMMON SHS      922206107    108830    3941700    SHARED   A    3941700         0         0
VARIAN SEMICONDUCTOR EQUIPMENT ASSOCIA COMMON SHS      922207105      7192     437462    SHARED   6          0         0    437462
VARIAN SEMICONDUCTOR EQUIPMENT ASSOCIA COMMON SHS      922207105     60103    3655900    SHARED   A    3655900         0         0
VARIAN MEDICAL SYSTEMS INC             COMMON SHS      92220P105      5717     132979    SHARED   6          0         0    132979
VARIAN MEDICAL SYSTEMS INC             COMMON SHS      92220P105       135       3150    SHARED   9       3150         0         0
VARIAN MEDICAL SYSTEMS INC             COMMON SHS      92220P105    163992    3814650    SHARED   A    3814650         0         0
VECTREN CORP                           COMMON SHS      92240G101        66       2998    SHARED   9       2998         0         0
VECTREN CORP                           COMMON SHS      92240G101     24860    1130000    SHARED   A    1130000         0         0
VENTAS INC                             REAL EST INV TR 92276F100        48       3595    SHARED              0         0      3595
VENTAS INC                             REAL EST INV TR 92276F100     65865    4933730    SHARED   5    4933730         0         0
VENTAS INC                             REAL EST INV TR 92276F100     11269     844100    SHARED   9     844100         0         0
VENTAS INC                             REAL EST INV TR 92276F100        19       1400    SHARED   A       1400         0         0
VENTANA MEDICAL SYSTEMS INC            COMMON SHS      92276H106      1659      88600    SHARED   A      88600         0         0
VERITAS SOFTWARE CORP                  COMMON SHS      923436109        53       3595    SHARED   9       3595         0         0
VERITAS SOFTWARE CORP                  COMMON SHS      923436109      3916     266185    SHARED   A     266185         0         0
VERITY INC                             COMMON SHS      92343C106     17968    1805800    SHARED   A    1805800         0         0
VERISIGN INC                           COMMON SHS      92343E102    110836   21947687    SHARED   1   21946087         0      1600
VERISIGN INC                           COMMON SHS      92343E102      6028    1193670    SHARED   2    1193670         0         0
VERISIGN INC                           COMMON SHS      92343E102       964     190981    SHARED   3     190981         0         0
VERISIGN INC                           COMMON SHS      92343E102         2        300    SHARED   6          0         0       300
VERISIGN INC                           COMMON SHS      92343E102        32       6400    SHARED   9       6400         0         0
VERIZON COMMUNICATIONS                 COMMON SHS      92343V104      1056      38500    SHARED   4      38500         0         0
VERIZON COMMUNICATIONS                 COMMON SHS      92343V104     14192     517200    SHARED   5     517200         0         0
VERIZON COMMUNICATIONS                 COMMON SHS      92343V104      2165      78917    SHARED   6          0         0     78917
VERIZON COMMUNICATIONS                 COMMON SHS      92343V104      4293     156455    SHARED   8     151012         0      5443
VERIZON COMMUNICATIONS                 COMMON SHS      92343V104     53788    1960191    SHARED   9    1960191         0         0
VERIZON COMMUNICATIONS                 COMMON SHS      92343V104    107116    3903649    SHARED   A    3763649         0    140000
VERSICOR INC                           COMMON SHS      925314106      3496     410300    SHARED   A     410300         0         0
VERTEX PHARMACEUTICALS INC             COMMON SHS      92532F100        49       2656    SHARED   9       2656         0         0
VERTEX PHARMACEUTICALS INC             COMMON SHS      92532F100      7381     399200    SHARED   A     399200         0         0
VESTA INSURANCE GROUP INC              COMMON SHS      925391104      4047    1618800    SHARED   4    1618800         0         0
VESTA INSURANCE GROUP INC              COMMON SHS      925391104         2        700    SHARED   A        700         0         0
VIACOM INC                             COMMON SHS      925524100        16        400    SHARED   6          0         0       400
VIACOM INC                             COMMON SHS      925524100      8110     200000    SHARED   7     200000         0         0
VIACOM INC                             COMMON SHS      925524100      1075      26502    SHARED   9      26502         0         0
VIACOM INC                             COMMON SHS      925524308       104       2553    SHARED              0         0      2553
VIACOM INC                             COMMON SHS      925524308      4055     100000    SHARED   7     100000         0         0
VIACOM INC                             COMMON SHS      925524308     66376    1636889    SHARED   9    1636889         0         0
VIACOM INC                             COMMON SHS      925524308     10871     268095    SHARED   A     268095         0         0
VIASAT INC                             COMMON SHS      92552V100      3235     513435    SHARED   6          0         0    513435
VIASAT INC                             COMMON SHS      92552V100      8744    1388000    SHARED   A    1388000         0         0
VILLAGE SUPER MARKET INC               COMMON SHS      927107409      2636     111000    SHARED   4     111000         0         0
VISIBLE GENETICS INC                   COMMON SHS      92829S104        33      22332    SHARED   6          0         0     22332
VODAFONE GROUP PLC                     AMER DEP RECPT  92857W100       109       8500    SHARED   6          0         0      8500
VODAFONE GROUP PLC                     AMER DEP RECPT  92857W100      7280     567392    SHARED   9     567392         0         0
VODAFONE GROUP PLC                     AMER DEP RECPT  92857W100      5244     408700    SHARED   A     408700         0         0
VOLVO AB                               AMER DEP RECPT  928856400      1208      84083    SHARED   2      82833         0      1250
VOLVO AB                               AMER DEP RECPT  928856400     19551    1360457    SHARED   3    1360457         0         0
VOLVO AB                               AMER DEP RECPT  928856400        81       5640    SHARED   6          0         0      5640
VOLVO AB                               AMER DEP RECPT  928856400        29       2000    SHARED   9       2000         0         0
VORNADO REALTY TRUST                   REAL EST INV TR 929042109      3590      90995    SHARED   6          0         0     90995
VORNADO REALTY TRUST                   REAL EST INV TR 929042109      1369      34700    SHARED   9      34700         0         0
VORNADO REALTY TRUST                   REAL EST INV TR 929042109     44125    1118500    SHARED   A    1118500         0         0
VORNADO REALTY TRUST                   CONVERT PREF    929042208     26802     486200    SHARED   A     486200         0         0
VULCAN MATERIALS CO                    COMMON SHS      929160109       282       7800    SHARED   A       7800         0         0
WFS FINANCIAL INC                      COMMON SHS      92923B106      2856     137700    SHARED   A     137700         0         0
W HOLDING CO INC                       COMMON SHS      929251106       196      12040    SHARED   6          0         0     12040
WPP GROUP PLC                          AMER DEP RECPT  929309300      2899      85000    SHARED   8      85000         0         0
WPP GROUP PLC                          AMER DEP RECPT  929309300        37       1085    SHARED   9       1085         0         0
WABTEC CORP                            COMMON SHS      929740108      4893     347517    SHARED   6          0         0    347517
WABTEC CORP                            COMMON SHS      929740108        77       5500    SHARED   9       5500         0         0
WACHOVIA CORP                          COMMON SHS      929903102      3701     113200    SHARED   5     113200         0         0
WACHOVIA CORP                          COMMON SHS      929903102      1301      39806    SHARED   8      35000         0      4806
WACHOVIA CORP                          COMMON SHS      929903102     23670     724078    SHARED   9     724078         0         0
WACHOVIA CORP                          COMMON SHS      929903102       153       4687    SHARED   A       4687         0         0
WADDELL & REED FINANCIAL INC           COMMON SHS      930059100      3684     208600    SHARED   A     208600         0         0
WAL-MART STORES INC                    COMMON SHS      931142103        82       1668    SHARED              0         0      1668
WAL-MART STORES INC                    COMMON SHS      931142103       194       3942    SHARED   6          0         0      3942
WAL-MART STORES INC                    COMMON SHS      931142103      8449     171585    SHARED   8     171585         0         0
WAL-MART STORES INC                    COMMON SHS      931142103    537300   10911855    SHARED   9   10911855         0         0
WAL-MART STORES INC                    COMMON SHS      931142103     40066     813679    SHARED   A     643679         0    170000
WALGREEN CO                            COMMON SHS      931422109     18339     596197    SHARED   9     596197         0         0
WALGREEN CO                            COMMON SHS      931422109      1215      39500    SHARED   A      39500         0         0
WALLACE COMPUTER SVC                   COMMON SHS      932270101       900      51000    SHARED   4      51000         0         0
WALLACE COMPUTER SVC                   COMMON SHS      932270101      8825     500000    SHARED   7     500000         0         0
WALLACE COMPUTER SVC                   COMMON SHS      932270101       503      28500    SHARED   9      28500         0         0
WALTER INDUSTRIES INC                  COMMON SHS      93317Q105      2327     189505    SHARED   A     189505         0         0
WARREN BANCORP INC                     COMMON SHS      934710104      4285     274300    SHARED   5     274300         0         0
WASHINGTON MUTUAL INC                  COMMON SHS      939322103       100       3185    SHARED              0         0      3185
WASHINGTON MUTUAL INC                  COMMON SHS      939322103     40950    1301250    SHARED   4    1301250         0         0
WASHINGTON MUTUAL INC                  COMMON SHS      939322103      3307     105093    SHARED   6          0         0    105093
WASHINGTON MUTUAL INC                  COMMON SHS      939322103     23060     732761    SHARED   9     732761         0         0
WASHINGTON MUTUAL INC                  COMMON SHS      939322103     48603    1544424    SHARED   A    1334424         0    210000
WASHINGTON POST CO                     COMMON SHS      939640108    384187     591968    SHARED   5     591968         0         0
WASHINGTON POST CO                     COMMON SHS      939640108      1337       2060    SHARED   9       2060         0         0
WASHINGTON REAL ESTATE INVESTMENT TRUS REAL EST INV TR 939653101       220       8681    SHARED   9       8681         0         0
WASTE CONNECTIONS INC                  COMMON SHS      941053100     34919    1003700    SHARED   A    1003700         0         0
WASTE CONNECTIONS INC                  CONVERTIBLE BD  941053AB6      4700    4000000    SHARED   A    4000000         0         0
WASTE MANAGEMENT INC                   COMMON SHS      94106L109     16207     695000    SHARED         695000         0         0
WASTE MANAGEMENT INC                   COMMON SHS      94106L109    113729    4876871    SHARED   1    4876819         0        52
WASTE MANAGEMENT INC                   COMMON SHS      94106L109      4477     191980    SHARED   2     191980         0         0
WASTE MANAGEMENT INC                   COMMON SHS      94106L109     77116    3306880    SHARED   5    3306880         0         0
WASTE MANAGEMENT INC                   COMMON SHS      94106L109       446      19110    SHARED   9      19110         0         0
WASTE MANAGEMENT INC                   COMMON SHS      94106L109        49       2100    SHARED   A       2100         0         0
WATERS CORP                            COMMON SHS      941848103       401      16550    SHARED   6          0         0     16550
WATERS CORP                            COMMON SHS      941848103     12125     500000    SHARED   7     500000         0         0
WATERS CORP                            COMMON SHS      941848103      1531      63150    SHARED   9      63150         0         0
WATERS CORP                            COMMON SHS      941848103     66709    2750900    SHARED   A    2610900         0    140000
WATSON PHARMACEUTICAL INC              COMMON SHS      942683103     49052    2001300    SHARED   A    1811300         0    190000
WATTS INDUSTRIES INC                   COMMON SHS      942749102      3488     212700    SHARED   4     212700         0         0
WATTS INDUSTRIES INC                   COMMON SHS      942749102        43       2600    SHARED   6          0         0      2600
WAYPOINT FINANCIAL CORP                COMMON SHS      946756103      4603     273000    SHARED   5     273000         0         0
WEATHERFORD INTERNATIONAL INC          COMMON SHS      947074100        65       1740    SHARED   9       1740         0         0
WEATHERFORD INTERNATIONAL INC          COMMON SHS      947074100     52817    1422100    SHARED   A    1422100         0         0
WEBEX COMMUNICATIONS INC               COMMON SHS      94767L109      9260     827500    SHARED   9     827500         0         0
WEBEX COMMUNICATIONS INC               COMMON SHS      94767L109        10        900    SHARED   A        900         0         0
WEBSENSE INC                           COMMON SHS      947684106      2559     220400    SHARED   9     220400         0         0
WEBSENSE INC                           COMMON SHS      947684106         3        300    SHARED   A        300         0         0
WEBMETHODS INC                         COMMON SHS      94768C108      6263    1296639    SHARED   6          0         0   1296639
WEBMETHODS INC                         COMMON SHS      94768C108     11530    2387200    SHARED   A    2387200         0         0
WEINGARTEN REALTY INVESTORS            REAL EST INV TR 948741103      1213      33150    SHARED   9      33150         0         0
WEIS MARKETS INC                       COMMON SHS      948849104      1949      58218    SHARED   7      58218         0         0
WELLPOINT HEALTH NETWORKS INC          COMMON SHS      94973H108       806      11000    SHARED          11000         0         0
WELLPOINT HEALTH NETWORKS INC          COMMON SHS      94973H108      3377      46065    SHARED   2      46065         0         0
WELLPOINT HEALTH NETWORKS INC          COMMON SHS      94973H108      6057      82632    SHARED   8      82632         0         0
WELLPOINT HEALTH NETWORKS INC          COMMON SHS      94973H108       456       6216    SHARED   9       6216         0         0
WELLPOINT HEALTH NETWORKS INC          COMMON SHS      94973H108     36705     500750    SHARED   A     500750         0         0
WELLS FARGO & CO                       COMMON SHS      949746101      2154      44718    SHARED   6          0         0     44718
WELLS FARGO & CO                       COMMON SHS      949746101      8548     177495    SHARED   8     172375         0      5120
WELLS FARGO & CO                       COMMON SHS      949746101     87730    1821639    SHARED   9    1821639         0         0
WELLS FARGO & CO                       COMMON SHS      949746101     61011    1266847    SHARED   A    1186847         0     80000
WENDYS INTERNATIONAL INC               COMMON SHS      950590109       311       9400    SHARED   9       9400         0         0
WENDYS INTERNATIONAL INC               COMMON SHS      950590109        13        400    SHARED   A        400         0         0
WESCAST INDUSTRIES INC                 ORDINARY SHS    950813105      7626     145956    SHARED   8     141520         0      4436
WEST MARINE INC                        COMMON SHS      954235107       541      42900    SHARED   4      42900         0         0
WEST PHARMACEUTICAL SERVICES INC       COMMON SHS      955306105     34341    1603200    SHARED   4    1603200         0         0
WEST PHARMACEUTICAL SERVICES INC       COMMON SHS      955306105        13        600    SHARED   9        600         0         0
WESTCORP                               COMMON SHS      957907108      2286     114275    SHARED   6          0         0    114275
WESTCORP                               COMMON SHS      957907108      2300     115000    SHARED   A     115000         0         0
WESTERN DIGITAL CORP                   COMMON SHS      958102105         2        373    SHARED   6          0         0       373
WESTERN DIGITAL CORP                   COMMON SHS      958102105      1535     326700    SHARED   A     326700         0         0
WESTPORT RESOURCES CORP                COMMON SHS      961418100      5279     288460    SHARED   6          0         0    288460
WET SEAL INC                           COMMON SHS      961840105      1215     121500    SHARED   A     121500         0         0
WEYERHAEUSER CO                        COMMON SHS      962166104      1799      41100    SHARED   2      41100         0         0
WEYERHAEUSER CO                        COMMON SHS      962166104        60       1377    SHARED   3       1377         0         0
WEYERHAEUSER CO                        COMMON SHS      962166104       901      20577    SHARED   9      20577         0         0
WEYERHAEUSER CO                        COMMON SHS      962166104        31        700    SHARED   A        700         0         0
WHIRLPOOL CORP                         COMMON SHS      963320106        14        300    SHARED   9        300         0         0
WHIRLPOOL CORP                         COMMON SHS      963320106      7255     158200    SHARED   A     158200         0         0
WHOLE FOODS MARKET INC                 COMMON SHS      966837106       539      12572    SHARED   9      12572         0         0
WILD OATS MARKETS INC                  COMMON SHS      96808B107      3558     391800    SHARED   9     391800         0         0
WILD OATS MARKETS INC                  COMMON SHS      96808B107         5        500    SHARED   A        500         0         0
WILEY (JOHN) & SONS INC                COMMON SHS      968223206       220      10000    SHARED   9      10000         0         0
WILLIAMS COMMUNICATIONS GROUP INC      COMMON SHS      969455104         0        493    SHARED   6          0         0       493
WILLIAMS COMMUNICATIONS GROUP INC      COMMON SHS      969455104         0      28342    SHARED   9      28342         0         0
WILMINGTON TRUST CORP                  COMMON SHS      971807102      8051     278400    SHARED   4     278400         0         0
WILMINGTON TRUST CORP                  COMMON SHS      971807102       110       3800    SHARED   6          0         0      3800
WILMINGTON TRUST CORP                  COMMON SHS      971807102      1010      34914    SHARED   9      34914         0         0
WILSHIRE FINANCIAL SERVICES GROUP INC  COMMON SHS      971867205      2438     757100    SHARED   4     757100         0         0
WILSON GREATBATCH TECHNOLOGIES INC     COMMON SHS      972232102     10147     365016    SHARED   6          0         0    365016
WILSON GREATBATCH TECHNOLOGIES INC     COMMON SHS      972232102     25815     928600    SHARED   A     928600         0         0
WIND RIVER SYSTEMS INC                 COMMON SHS      973149107      4418    1372059    SHARED   6          0         0   1372059
WIND RIVER SYSTEMS INC                 COMMON SHS      973149107      1714     532400    SHARED   A     532400         0         0
WINDROSE MEDICAL PROPERTIES            REAL EST INV TR 973491103       399      37890    SHARED   6          0         0     37890
WINDROSE MEDICAL PROPERTIES            REAL EST INV TR 973491103      5423     515000    SHARED   A     515000         0         0
WIPRO LTD                              AMER DEP RECPT  97651M109      1627      58850    SHARED          58850         0         0
WIPRO LTD                              AMER DEP RECPT  97651M109       442      16000    SHARED   9      16000         0         0
WISCONSIN ENERGY CORP                  COMMON SHS      976657106       668      27500    SHARED   9      27500         0         0
WISCONSIN ENERGY CORP                  COMMON SHS      976657106      6075     250000    SHARED   A     250000         0         0
WOLVERINE WORLD WIDE INC               COMMON SHS      978097103       863      57500    SHARED   4      57500         0         0
WOLVERINE WORLD WIDE INC               COMMON SHS      978097103     22056    1470400    SHARED   A    1470400         0         0
WORLD WRESTLING ENTERTAINMENT INC      COMMON SHS      98156Q108       711      85000    SHARED   6          0         0     85000
WORLDCOM INC-WORLDCOM GROUP            COMMON SHS      98157D106         2      20575    SHARED   9      20575         0         0
WM WRIGLEY JR CO                       COMMON SHS      982526105        10        200    SHARED   6          0         0       200
WM WRIGLEY JR CO                       COMMON SHS      982526105      1112      22460    SHARED   9      22460         0         0
WM WRIGLEY JR CO                       COMMON SHS      982526105        40        800    SHARED   A        800         0         0
WYETH                                  COMMON SHS      983024100        66       2084    SHARED              0         0      2084
WYETH                                  COMMON SHS      983024100     16695     525000    SHARED   5     525000         0         0
WYETH                                  COMMON SHS      983024100      1091      34295    SHARED   6          0         0     34295
WYETH                                  COMMON SHS      983024100     19080     600000    SHARED   7     600000         0         0
WYETH                                  COMMON SHS      983024100      7494     235655    SHARED   8     235655         0         0
WYETH                                  COMMON SHS      983024100     56059    1762868    SHARED   9    1762868         0         0
WYETH                                  COMMON SHS      983024100     45544    1432195    SHARED   A    1229895         0    202300
XTO ENERGY INC                         COMMON SHS      98385X106       563      27300    SHARED   A      27300         0         0
XCEL ENERGY INC                        COMMON SHS      98389B100       189      20332    SHARED   9      20332         0         0
XCEL ENERGY INC                        COMMON SHS      98389B100     49166    5281025    SHARED   A    5281025         0         0
XANSER CORP                            COMMON SHS      98389J103      4788    2992500    SHARED   4    2992500         0         0
XILINX INC                             COMMON SHS      983919101       394      24855    SHARED   9      24855         0         0
XILINX INC                             COMMON SHS      983919101     21731    1372090    SHARED   A    1082100         0    289990
XEROX CORP                             COMMON SHS      984121103       232      46914    SHARED   9      46914         0         0
XEROX CORP                             COMMON SHS      984121103        13       2616    SHARED   A       2616         0         0
YAHOO INC                              COMMON SHS      984332106      7656     800000    SHARED   7     800000         0         0
YAHOO INC                              COMMON SHS      984332106        67       7000    SHARED   9       7000         0         0
YAHOO INC                              COMMON SHS      984332106     66577    6956838    SHARED   A    6956838         0         0
XICOR INC                              COMMON SHS      984903104      2525     699383    SHARED   6          0         0    699383
XICOR INC                              COMMON SHS      984903104      3685    1020857    SHARED   A    1020857         0         0
YORK INTERNATIONAL CORP                COMMON SHS      986670107      8260     292900    SHARED   4     292900         0         0
YUM! BRANDS INC                        COMMON SHS      988498101      1318      47574    SHARED   9      47574         0         0
YUM! BRANDS INC                        COMMON SHS      988498101        28       1000    SHARED   A       1000         0         0
ZALE CORP                              COMMON SHS      988858106     10028     332500    SHARED   4     332500         0         0
ZEMEX CORP                             COMMON SHS      988910105      2787     509000    SHARED   4     509000         0         0
ZIMMER HOLDINGS INC                    COMMON SHS      98956P102        60       1568    SHARED   6          0         0      1568
ZIMMER HOLDINGS INC                    COMMON SHS      98956P102      2454      64000    SHARED   7      64000         0         0
ZIMMER HOLDINGS INC                    COMMON SHS      98956P102      8590     224038    SHARED   9     224038         0         0
ZIMMER HOLDINGS INC                    COMMON SHS      98956P102      4244     110702    SHARED   A     110702         0         0
ZYMOGENETICS INC                       COMMON SHS      98985T109      1671     208900    SHARED   A     208900         0         0
CELANESE AG                            ORDINARY SHS    D1497A101      1656      90637    SHARED   A      90637         0         0
DAIMLERCHRYSLER AG                     ORDINARY SHS    D1668R123       712      21237    SHARED   9      21237         0         0
DEUTSCHE BANK AG                       ORDINARY SHS    D18190898     12509     275418    SHARED   3     275418         0         0
DEUTSCHE BANK AG                       ORDINARY SHS    D18190898        48       1051    SHARED   6          0         0      1051
DEUTSCHE BANK AG                       ORDINARY SHS    D18190898       182       4000    SHARED   9       4000         0         0
ACE LTD                                ORDINARY SHS    G0070K103      9071     306364    SHARED         306364         0         0
ACE LTD                                ORDINARY SHS    G0070K103    411787   13907028    SHARED   1   13897208         0      9820
ACE LTD                                ORDINARY SHS    G0070K103    139034    4695505    SHARED   2    4485121         0    210384
ACE LTD                                ORDINARY SHS    G0070K103     24805     837723    SHARED   8     792823         0     44900
ACE LTD                                ORDINARY SHS    G0070K103       452      15270    SHARED   9      15270         0         0
ACE LTD                                ORDINARY SHS    G0070K103      2432      82143    SHARED   A      82143         0         0
AMDOCS LTD                             COMMON SHS      G02602103         9       1335    SHARED   9       1335         0         0
AMDOCS LTD                             COMMON SHS      G02602103      7364    1150700    SHARED   A     620700         0    530000
ARCH CAPITAL GROUP LTD                 COMMON SHS      G0450A105     10617     380000    SHARED   4     380000         0         0
ARCH CAPITAL GROUP LTD                 COMMON SHS      G0450A105       112       4000    SHARED   9       4000         0         0
ACCENTURE LTD                          COMMON SHS      G1150G111     17034    1192870    SHARED   2    1192870         0         0
ACCENTURE LTD                          COMMON SHS      G1150G111      5196     363900    SHARED   8     363900         0         0
ACCENTURE LTD                          COMMON SHS      G1150G111        90       6300    SHARED   9       6300         0         0
ACCENTURE LTD                          COMMON SHS      G1150G111     13305     931700    SHARED   A     931700         0         0
BUNGE LTD                              COMMON SHS      G16962105     54358    2246200    SHARED   4    2246200         0         0
BUNGE LTD                              COMMON SHS      G16962105     13569     560685    SHARED   6          0         0    560685
BUNGE LTD                              COMMON SHS      G16962105    125116    5170083    SHARED   A    5170083         0         0
COOPER INDUSTRIES LTD                  COMMON SHS      G24182100       152       5024    SHARED   9       5024         0         0
COOPER INDUSTRIES LTD                  COMMON SHS      G24182100      1904      62750    SHARED   A      62750         0         0
CREDICORP LTD                          ORDINARY SHS    G2519Y108      6651     940700    SHARED         857500         0     83200
CREDICORP LTD                          ORDINARY SHS    G2519Y108       153      21700    SHARED   2      21700         0         0
CREDICORP LTD                          ORDINARY SHS    G2519Y108      2773     392200    SHARED   8     392200         0         0
EVEREST RE GROUP LTD                   ORDINARY SHS    G3223R108       784      14300    SHARED   9      14300         0         0
GLOBALSANTAFE CORP                     COMMON SHS      G3930E101      3006     134500    SHARED   4     134500         0         0
GLOBALSANTAFE CORP                     COMMON SHS      G3930E101     19309     863930    SHARED   9     863930         0         0
GLOBALSANTAFE CORP                     COMMON SHS      G3930E101     12957     579746    SHARED   A     579746         0         0
INGERSOLL RAND CO                      ORDINARY SHS    G4776G101       148       4300    SHARED   6          0         0      4300
INGERSOLL RAND CO                      ORDINARY SHS    G4776G101     17254     501000    SHARED   7     501000         0         0
INGERSOLL RAND CO                      ORDINARY SHS    G4776G101      8236     239139    SHARED   8     239139         0         0
INGERSOLL RAND CO                      ORDINARY SHS    G4776G101      3099      89973    SHARED   9      89973         0         0
INGERSOLL RAND CO                      ORDINARY SHS    G4776G101        21        600    SHARED   A        600         0         0
IPC HOLDINGS LTD                       COMMON SHS      G4933P101     39650    1350000    SHARED   4    1350000         0         0
IPC HOLDINGS LTD                       COMMON SHS      G4933P101     15528     528700    SHARED   5     528700         0         0
IPC HOLDINGS LTD                       COMMON SHS      G4933P101      7102     241800    SHARED   A     241800         0         0
KNIGHTSBRIDGE TANKERS LTD              ORDINARY SHS    G5299G106      1980     167100    SHARED   9     167100         0         0
PARTNERRE LTD                          ORDINARY SHS    G6852T105      1311      27212    SHARED   1      27212         0         0
PARTNERRE LTD                          ORDINARY SHS    G6852T105      6899     143200    SHARED   2     137300         0      5900
PARTNERRE LTD                          ORDINARY SHS    G6852T105      4910     101900    SHARED   5     101900         0         0
PARTNERRE LTD                          ORDINARY SHS    G6852T105      9802     203448    SHARED   8     203448         0         0
PARTNERRE LTD                          ORDINARY SHS    G6852T105       146       3025    SHARED   9       3025         0         0
RENAISSANCE HOLDINGS LTD               ORDINARY SHS    G7496G103      6268     165863    SHARED   9     165863         0         0
RENAISSANCE HOLDINGS LTD               ORDINARY SHS    G7496G103        34        900    SHARED   A        900         0         0
SCOTTISH ANNUITY & LIFE HOLDINGS LTD   ORDINARY SHS    G7885T104      2813     165000    SHARED   5     165000         0         0
W P STEWART & CO LTD                   ORDINARY SHS    G84922106      5627     330050    SHARED   5     330050         0         0
UTI WORLDWIDE INC                      ORDINARY SHS    G87210103       417      22700    SHARED   A      22700         0         0
TOMMY HILFIGER CORP                    COMMON SHS      G8915Z102     45034    4816500    SHARED   4    4816500         0         0
TOMMY HILFIGER CORP                    COMMON SHS      G8915Z102         2        169    SHARED   6          0         0       169
TRANSOCEAN  INC                        COMMON SHS      G90078109      1955      94000    SHARED   4      94000         0         0
TRANSOCEAN  INC                        COMMON SHS      G90078109       118       5668    SHARED   6          0         0      5668
TRANSOCEAN  INC                        COMMON SHS      G90078109      1611      77440    SHARED   7      77440         0         0
TRANSOCEAN  INC                        COMMON SHS      G90078109      4401     211573    SHARED   9     211573         0         0
TRANSOCEAN  INC                        COMMON SHS      G90078109       144       6920    SHARED   A       6920         0         0
WHITE MOUNTAINS INSURANCE GROUP INC    COMMON SHS      G9618E107    217140     737317    SHARED   5     737317         0         0
WHITE MOUNTAINS INSURANCE GROUP INC    COMMON SHS      G9618E107       400       1359    SHARED   9       1359         0         0
XL CAPITAL LTD                         ORDINARY SHS    G98255105     14746     200629    SHARED         200629         0         0
XL CAPITAL LTD                         ORDINARY SHS    G98255105    332888    4529084    SHARED   1    4529084         0         0
XL CAPITAL LTD                         ORDINARY SHS    G98255105    164068    2232220    SHARED   2    2110410         0    121810
XL CAPITAL LTD                         ORDINARY SHS    G98255105     21399     291142    SHARED   3     291142         0         0
XL CAPITAL LTD                         ORDINARY SHS    G98255105        79       1075    SHARED   6          0         0      1075
XL CAPITAL LTD                         ORDINARY SHS    G98255105      1666      22673    SHARED   9      22673         0         0
XL CAPITAL LTD                         ORDINARY SHS    G98255105        37        500    SHARED   A        500         0         0
XOMA LTD                               COMMON SHS      G9825R107       195      31169    SHARED   6          0         0     31169
XOMA LTD                               COMMON SHS      G9825R107      8278    1320500    SHARED   9    1320500         0         0
XOMA LTD                               COMMON SHS      G9825R107      4476     713950    SHARED   A     713950         0         0
ALCON INC                              ORDINARY SHS    H01301102       760      19600    SHARED   9      19600         0         0
ALCON INC                              ORDINARY SHS    H01301102      3100      80000    SHARED   A      80000         0         0
UBS AG                                 ORDINARY SHS    H8920M855        82       1994    SHARED            500         0      1494
UBS AG                                 ORDINARY SHS    H8920M855       445      10850    SHARED   9      10850         0         0
MILLICOM INTERNATIONAL CELLULAR SA     ORDINARY SHS    L6388F102       266     403000    SHARED   2     403000         0         0
MILLICOM INTERNATIONAL CELLULAR SA     ORDINARY SHS    L6388F102         1       1582    SHARED   9       1582         0         0
CHECK POINT SOFTWARE TECHNOLOGIES LTD  ORDINARY SHS    M22465104     35232    2564200    SHARED        2293300         0    270900
CHECK POINT SOFTWARE TECHNOLOGIES LTD  ORDINARY SHS    M22465104    161628   11763300    SHARED   1   11761300         0      2000
CHECK POINT SOFTWARE TECHNOLOGIES LTD  ORDINARY SHS    M22465104     78367    5703542    SHARED   2    5419332         0    284210
CHECK POINT SOFTWARE TECHNOLOGIES LTD  ORDINARY SHS    M22465104      8323     605720    SHARED   3     605720         0         0
CHECK POINT SOFTWARE TECHNOLOGIES LTD  ORDINARY SHS    M22465104        30       2205    SHARED   6          0         0      2205
CHECK POINT SOFTWARE TECHNOLOGIES LTD  ORDINARY SHS    M22465104      8332     606404    SHARED   8     606404         0         0
CHECK POINT SOFTWARE TECHNOLOGIES LTD  ORDINARY SHS    M22465104       303      22025    SHARED   9      22025         0         0
CHECK POINT SOFTWARE TECHNOLOGIES LTD  ORDINARY SHS    M22465104     30830    2243792    SHARED   A    2243792         0         0
ECTEL LTD                              ORDINARY SHS    M29925100       166      20000    SHARED              0         0     20000
PRECISE SOFTWARE SOLUTIONS LTD         ORDINARY SHS    M41450103      6554     715494    SHARED   6          0         0    715494
PRECISE SOFTWARE SOLUTIONS LTD         ORDINARY SHS    M41450103     16354    1785400    SHARED   A    1785400         0         0
ORBOTECH LTD                           ORDINARY SHS    M75253100      3939     267050    SHARED   2     263860         0      3190
ORBOTECH LTD                           ORDINARY SHS    M75253100      4660     315923    SHARED   8     315923         0         0
RADVIEW SOFTWARE LTD                   COMMON SHS      M81867109        36     143000    SHARED   A     143000         0         0
RADWARE LTD                            ORDINARY SHS    M81873107      2886     435900    SHARED   8     435900         0         0
ASML HOLDING NV                        NEW YORK SHARES N07059111       850     137290    SHARED   9     137290         0         0
CNH GLOBAL NV                          ORDINARY SHS    N20935107     18989    5617996    SHARED   2    5257996         0    360000
CNH GLOBAL NV                          ORDINARY SHS    N20935107     31405    9291300    SHARED   4    9291300         0         0
CNH GLOBAL NV                          ORDINARY SHS    N20935107      3687    1090889    SHARED   6          0         0   1090889
CNH GLOBAL NV                          ORDINARY SHS    N20935107     18281    5408500    SHARED   A    5408500         0         0
CORE LABORATORIES NV                   COMMON SHS      N22717107     18740    2000000    SHARED   A    2000000         0         0
PANAMERICAN BEVERAGES INC              ORDINARY SHS    P74823108     11569    1220380    SHARED   1    1220380         0         0
PANAMERICAN BEVERAGES INC              ORDINARY SHS    P74823108       188      19870    SHARED   2      19870         0         0
PANAMERICAN BEVERAGES INC              ORDINARY SHS    P74823108       143      15100    SHARED   8      15100         0         0
PANAMERICAN BEVERAGES INC              ORDINARY SHS    P74823108         9       1000    SHARED   9       1000         0         0
ROYAL CARIBBEAN CRUISES LTD            COMMON SHS      V7780T103       943      59262    SHARED   9      59262         0         0
STELMAR SHIPPING LTD                   ORDINARY SHS    V8726M103      6578     453000    SHARED   4     453000         0         0
ASE TEST LTD                           ORDINARY SHS    Y02516105      1304     369300    SHARED   1     359700         0      9600
ASE TEST LTD                           ORDINARY SHS    Y02516105      1032     292355    SHARED   2     287595         0      4760
ASE TEST LTD                           ORDINARY SHS    Y02516105        22       6200    SHARED   9       6200         0         0
CREATIVE TECHNOLOGY LTD                ORDINARY SHS    Y1775U107      4898     751245    SHARED   2     722145         0     29100
FLEXTRONICS INTERNATIONAL LTD          ORDINARY SHS    Y2573F102       394      56500    SHARED   9      56500         0         0
FLEXTRONICS INTERNATIONAL LTD          ORDINARY SHS    Y2573F102     14743    2114630    SHARED   A    2114630         0         0
OMI CORP                               COMMON SHS      Y6476W104      8170    2506000    SHARED   4    2506000         0         0
TEEKAY SHIPPING CORP                   COMMON SHS      Y8564W103     25841     906700    SHARED   4     906700         0         0
TEEKAY SHIPPING CORP                   COMMON SHS      Y8564W103      3319     116464    SHARED   6          0         0    116464
                                                                 ---------

         GRAND TOTAL                                              62166921



   *** RECORD TOTALS ***

    RECS READ:    206,622
RECS SELECTED:     97,266
   LINE ITEMS:      4,058

</TABLE>
















































</TEXT>
</DOCUMENT>
